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Lebanese University

Lebanese University Faculty of Sciences

Faculty of Sciences

M1109
Analysis
Department of Mathematics

Fall Semester
2019/2020

©opyright Reserved
Contents

1 THE FIELD OF REAL NUMBERS 1


The essential of the ourse . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
Exer i es proposés . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2 NUMERICAL SEQUENCES 23
The essential of the ourse . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
Exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
Proposed exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3 LIMIT AND CONTINUITY
OF NUMERICAL FUNCTIONS 55
The essential of the ourse . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
Exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
Proposed exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4 THE DERIVATIVE OF NUMERICAL FUNCTIONS 81
The essential of the ourse . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
Exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
Proposed exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
5 USUAL FUNCTIONS 117
The essential of the ourse . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
Exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
Proposed exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
iii
Contents

6 FINITE EXPANSION 145


The essential of the ourse . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
Exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
Proposed exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
7 ANTIDERIVATIVES 183
The essential of the ourse . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
Exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
Proposed exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
8 DEFINITE INTEGRALS 219
The essential of the ourse . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
Exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
Proposed exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
9 FUNCTIONS OF TWO VARIABLES 255
The essential of the ourse . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
Exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
Proposed exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
10 DOUBLE INTEGRALS 269
The essential of the ourse . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
Exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283
Proposed exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
11 DIFFERENTIAL EQUATIONS OF THE FIRST ORDER 307
The essential of the ourse . . . . . . . . . . . . . . . . . . . . . . . . . . . 307
Exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 315
Proposed exer ises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324

iv
Chapter 1

THE FIELD OF REAL


NUMBERS

THE ESSENTIALS OF THE COURSE


1. PROPERTIES OF THE SET R OF REAL NUMBERS
♦ Ris a ommutative eld, with the two operations: addition and
multipli ation. R admits the well known nine properties.
♦ R is ompletely ordered, with the order relation ≤, whi h is:
• reexive, antisymmetri and transitive;
• total, i.e. for all reals x, y , we have : either x ≤ y , or y ≤ x;
• ompatible with :
◦ addition : (x ≤ y and a ∈ R) ⇒ a + x ≤ a + y ;
◦ multipli ation by a positive number:

(x ≤ y and 0 ≤ a) ⇒ ax ≤ ay.

♦ R verify the least upper bound property:


every nonempty and bounded above set of R admits
an upper bound.
This is equivalent to:

every nonempty and bounded below set of R admits


a lower bound

1
Chapter 1 The eld of real numbers

2. R IS ARCHIMEDEAN
For every real a > 0 and every real b ≥ 0, there exists a stri tly positive
integer n su h that b < na:
∀a > 0, ∀b ≥ 0, ∃n ∈ N ∗ , b < na b
0 a 2a 3a · · · na R

3. ABSOLUTE VALUES
The absolute value of a real x is the real

|x| = max{x, −x}

We have:

|x| = 0 ⇔ x = 0
−|x| ≤ x ≤ |x|
|x − y| = |y − x|
|xy| = |x| × |y| and |xn | = |x|n , (n ∈ Z and x 6= 0)
| |x| − |y| | ≤ |x − y| ≤ |x| + |y|

4. INTEGER PART OF A REAL


The fun tion integer part E is dened on R by

E(x) = max{n ∈ Z ; n ≤ x}
x
E(x) − 1 E(x) E(x) + 1 E(x) + 2 R

in other words, E(x) = p ∈ Z if and only if x ∈ [p, p + 1[.


We have:

The fun tion x 7−→ E(x) is in reasing


E(x) = x ⇐⇒ x ∈ Z
E(x) ≤ x < E(x) + 1, ∀x ∈ R
E(x + k) = E(x) + k, ∀k ∈ Z, ∀x ∈ R

2
Chapter 1 The eld of real numbers

5. PRINCIPLE OF MATHEMATICAL INDUCTION


Consider an integer n and a statment P(n). If:
1◦ P(1) is true, and

2◦ for all n ∈ N ∗ , assuming P(n) true implies P(n + 1) true,

then P(n) is true for every integer n ∈ N ∗ .

6. STRONG POINTS OF THE CHAPTER


◦ The eld R has been onstru ted to solve unsolvable problems in Z or
Q (su h : x2 − 2 = 0, · · · ).

◦ The order relation in R allows the onstru tion of intervals.

◦ The upper (or lower) bound permits to establish some properties of


fun tions and monotone sequen es.
◦ The absolute value denes a distan e on R , useful in the denition of
the limit, the ontinuity, the derivability of fun tions · · · .
◦ The Ar himedean property and the integer part permit to onstru t
integers that are fundamental in the study of sequen es, · · · .
◦ The prin iple of mathemati al indu tion is useful in the study of re-
urrent sequen es · · · .

3
Chapter 1 The eld of real numbers

STATEMENTS OF SOLVED EXERCISES


Exer ise 1
Establish the following propositions:
a) ∀x ∈ R, 0 × x = 0;
b) ∀x ∈ R, ∀y ∈ R , (−x)y = −(xy) and (−x)(−y) = xy .

Exer ise 2
Re all that the set of positive real numbers and the set of negative real
numbers are dened by
R + = {x ∈ R ; 0 ≤ x} and R − = {x ∈ R ; x ≤ 0}.

Show that:
a) if x 6= 0, then −x 6= 0;
b) xy = 0 ⇒ (x = 0 or y = 0);
) ∀x ∈ R ∗+ , ∀y ∈ R ∗+ , xy ∈ R ∗+ .

Exer ise 3
Show that:
a) ∀x ∈ R ∗− , ∀y ∈ R ∗− , xy ∈ R ∗+ . Dedu e 1 ∈ R ∗+ ;
b) ∀x ∈ R ∗+ , ∀y ∈ R ∗− , xy ∈ R ∗− ;
) ∀x ∈ R, x2 ∈ R + (where x2 = xx);
1
d) ∀x ∈ R, x ∈ R ∗+ ⇒ x−1 = ∈ R ∗+ .
x
Exer ise 4
1◦ Show that: ∀x ∈ R, ∀n ∈ N ∗ ,
a) nE(x) ≤ nx < nE(x) + n;
b) 0 ≤ E(nx) − nE(x) ≤ n − 1.
 
1
2◦ Dedu e that : ∀x ∈ R, ∀n ∈ N ∗, E E(nx) = E(x).
n

4
Chapter 1 The eld of real numbers

Exer ise 5
Let x and y be two real numbers. Show that:
1 1
if (x > 0 and y > 0 and x < y), then < .
y x
Exer ise 6
Determine the least and greatest upper bound in R , if they exist, of ea h of
the following sets:
 
1
a) E = + (−1) ; n ∈ N ;
n ∗
n
1 + (−1)n
 
b) F = 2 ∗
−n ; n∈N ;
n
) G = x2 + y 2 ; (x, y) ∈ R ∗ 2 and xy = 1 .


Exer ise 7
1◦ Let A and B be two non-empty sets of R and su h that A ⊂ B, show
that:
a) if A and B are bounded above, then sup A ≤ sup B;
b) if A and B are bounded below, then inf A ≥ inf B.
2◦ Let A and B be two non-empty sets and bounded above of R. Show
that sup(A ∪ B) exists and that:
sup(A ∪ B) = max{sup A, sup B}.

Exer ise 8
Consider the two non-empty and bounded sets A and B of R , and set
E = {x ∈ R ; x = a + b with a ∈ A and b ∈ B}.

1◦ Show that sup E and inf E exist and that


sup E = sup A + sup B;

inf E = inf A + inf B.

2◦ Determine sup E and inf E when


 
1 1
E= + ; (m, n) ∈ N ∗2 .
m n

5
Chapter 1 The eld of real numbers

Exer ise 9
For all n ∈ N ∗ , dene the set
n n o
En = k + ; k ∈ N ∗ .
k
1◦ Show that En admits a lower bound and that
n no
inf En = inf k+ .
1≤k≤n k

2◦ Show that: ∀n ∈ N ∗ , inf En ≥ 2 n.
In what ase do we have equality?
Exer ise 10
Draw the graph of the fun tion
f : x 7−→ |x − 1| + |x + 2| .
Show that the urve of f admits an axis of symmetry.
Exer ise 11
Establish the following impli ations:
1 1
a) (0 < δ < 3 and |x − 2| < δ) ⇒ < ;
|x − 5| 3−δ

x + 1 3 + δ
b) (0 < δ < 1 and |x − 2| < δ) ⇒ < .
x − 1 1 − δ

Exer ise 12
n
For every integer n ≥ 2, onsider the sequen e dened by un = .
  n−1
1
Fix ε > 0. Denote by n0 = E + 1.
ε
1
1◦ Show that: ∀n ∈ N, n > n0 ⇒ (n − 1) > .
ε
2◦ Dedu e that: ∀n ∈ N, n > n0 ⇒ |un − 1| < ε.

Exer ise 13
Establish, for all n ∈ N ∗ and all x ∈ R + ,
n(n + 1)(2n + 1)
a) 12 + 22 + · · · + n2 = ;
6
b) (1 + x)n ≥ 1 + nx.

6
Chapter 1 The eld of real numbers

Exer ise 14
Consider the fun tion f : x 7−→ (1 + x)n , n ∈ N ∗ .
1◦ Expand f (x) using Newton's formula.

2◦ Dedu e the identities :


n n
and
X X
Cni = 2n (−1)i Cni = 0.
i=0 i=0

3◦ If Ω is a set of n elements, show that the number of subsets of Ω is 2n .

EXAMS & ENTRANCE EXAMS


Exer ise 15 (IUT 2, Grenoble 1990)

1◦ Show, by mathemati al indu tion, that every non-empty and nite


subset of R admits a maximum.
2◦ Consider the set {n1 , n2 , · · · , nk ; ni ∈ N ∗ , 1 ≤ i ≤ k}. Establish
     
1 1 1
,1 ∪ , 1 ∪ ··· ∪ , 1 ⊂ ]0, 1[ .
n1 n2 nk

Exer ise 16 (DEUG MASS, Grenoble 1989)

1◦ Let A ⊂ Z. Show that if sup A exists, then sup A = max A.

2◦ If x and y are two reals su h that: x − y > 1, then there exists k ∈ Z


su h that y < k < x.
3◦ Show that between two distin t real numbers there is (at least) a ra-
tional number.

7
Chapter 1 The eld of real numbers

SOLUTIONS
Exer ise 1
a) We have, for all x ∈ R,
0 × x = (0 + 0) × x = 0 × x + 0 × x;

it results that
0 × x = 0. (1)

b) We have from (1) :


0 × y = (x − x) × y = x × y + (−x) × y = 0;

hen e
(−x) × y = −(x × y). (2)
From the other hand, and using (2):
(−x)×(−y) = −(x×(−y)) = −((−y)×x) = −(−(y×x)) = x×y.

Remark: We have used the property : −(−x) = x. Could you show it?

Exer ise 2
a) If −x = 0 then −x + x = 0 + x so 0 = x : absurd.
b) ◦ If x = 0, the property is true.
◦ If x 6= 0 then x−1 exists and hen e

0 = x−1 (xy) = (x−1 x)y = y.

) We have
(0 ≤ x and 0 ≤ y and 0 6= x and 0 6= y) ⇒ (0 × y ≤ x × y and xy 6= 0)
⇒ (0 ≤ x × y and xy 6= 0)
⇒ xy ∈ R ∗+ .

So:
x ∈ R ∗+ and y ∈ R ∗+ ⇒ xy ∈ R ∗+ . (3)


8
Chapter 1 The eld of real numbers

Exer ise 3
a) Using ompatibility of the order relation ≤ with the multipli ation,
we an write
(x ≤ 0 and y ≤ 0 and 0 6= x and 0 6= y) ⇒ (0 ≤ −x and 0 ≤ −y and 0 6= xy)
⇒ (0 ≤ (−x) × (−y) and xy 6= 0)
⇒ (0 ≤ xy and xy 6= 0).

Hen e:
x ∈ R ∗− and y ∈ R ∗− ⇒ xy ∈ R ∗+ . (4)


Assume that 1 ∈ R ∗− , sin e 1 × 1 = 1, we have then from (4), 1 ∈ R ∗+ :


ontradi tion.
b) Multiply y < 0 by x (whi h is positive) : x × y < x × 0 = 0.
) ◦ If x = 0, then x2 = 0 ∈ R + .
◦ If x ∈ R ∗− , then x2 ∈ R ∗+ ⊂ R + (see (4)).
◦ If x ∈ R ∗+ , then x2 ∈ R + (see (3)).
d) Let x ∈ R ∗+ . Assume that x−1 ≤ 0. From b) x × x−1 = 1 ≤ 0, whi h
is false sin e 1 > 0.
Exer ise 4
1◦ a) Re all that, for all x ∈ R , we have
E(x) ≤ x < E(x) + 1;

whi h implies
nE(x) ≤ nx < nE(x) + n. (5)
b) Applying the in reasing fun tion x 7−→ E(x) to the left inequal-
ity of (5), we get
E(nE(x)) ≤ E(nx), so nE(x) ≤ E(nx).

On the other hand, using the right inequality of (5), we have


E(nx) ≤ nx < nE(x) + n, so E(nx) − nE(x) < n.
Thus
0 ≤ E(nx) − nE(x) ≤ n − 1. (6)

9
Chapter 1 The eld of real numbers

2◦ Dividing the double inequality (6) by n, we get


E(nx) − nE(x) 1
0≤ ≤ 1 − < 1,
n n
hen e
   
E(nx) − nE(x) E(nx)
E = 0. So E − E(x) = 0.
n n

Exer ise 5
It is lear that
1 1
(x > 0 and y > 0 and x < y) ⇒ (xy > 0 and x < y) ⇒ x< y.
xy xy

It su es to simplify.

Exer ise 6
a) We an write
E = E1 ∪ E2

with
   
1 3 5 7
E1 = + 1 ; n ∈ N∗ = , , ,··· ,
2n 2 4 6

and,
   
1 2 4
E2 = −1 ; n∈N = 0, − , − , · · · .
2n + 1 3 5

Remark rst that E1 ⊂ R ∗+ and E2 ⊂ R − , hen e


sup E = sup E1 and inf E = inf E2 .
We have from one hand,
1 1 3
1+ ≤1+ = ,
2n 2 2
3 3
hen e is an upper bound of E1 . In addition ∈ E1 , hen e
2 2
3
max E = max E1 = .
2

10
Chapter 1 The eld of real numbers

From the other hand, inf E2 = −1. Indeed,


1 1
− 1 > −1, sin e > 0,
2n + 1 2n + 1
hen e −1 is a lower bound of E2 , whi h implies that inf E2 ≥ −1.
Assuming inf E2 > −1, i.e. inf E2 + 1 > 0, then there exists an integer
n non null su h that
1
n> (Ar himedes),
inf E2 + 1
whi h implies
1 1 1
inf E2 + 1 > > . In other words inf E2 > − 1.
n 2n + 1 2n + 1
1
But − 1 ∈ E2 , whi h is absurd. Hen e inf E2 = −1.
2n + 1

b) F = {−1, −3, −9, · · · }.


F is not bounded below and sup F = −1. Indeed,
◦ for n = 1, −1 ∈ F , hen e −1 ≤ sup F ;
◦ for n ≥ 2,
−n2 ≤ −4

1 + (−1)n 2
≤ ≤1
n n
hen e, adding the two inequalities,
1 + (−1)n
− n2 ≤ −3 ≤ −1.
n
Whi h shows that −1 is a lower bound of F , hen e sup F ≤ −1, on-
sequently, sup F = −1.
From the other hand, F is not bounded below by any real k; in fa t,
1 + (−1)n
◦ if k ≥ 0, then − n2 < 0 ≤ k;
n
◦ if k < 0, there exists (Ar himedean property) n ∈ N ∗ su h that

n > 1 − k, hen e n2 > 1 − k,

so
1 + (−1)n
− n2 ≤ 1 − n2 < k.
n

11
Chapter 1 The eld of real numbers

) We know that (x − y)2 ≥ 0, hen e x2 + y 2 ≥ 2xy = 2. Thus


2 = min G (sin e 12 + 12 = 2).

From the other hand, G is not bounded above by any real k; in fa t:


◦ if k ≤ 0, then x2 + y 2 > 0 ≥ k (note that xy 6= 0);
√ 2  1 2
◦ if k > 0, then k + √ > k.
k

Exer ise 7
1◦ a) We have
x ∈ A ⇒ x ∈ B ⇒ x ≤ sup B ,
hen e sup B is an upper bound of A, so sup A ≤ sup B .
b) We have
x ∈ A ⇒ x ∈ B ⇒ x ≥ inf B ,
hen e inf B is a lower bound of A, so inf A ≥ inf B .
2◦ First, sin e A is not empty, it ontains at least one element a.
Sin e a ∈ A ∪ B , so A ∪ B 6= ∅.
From the other hand,
x ∈ A ∪ B ⇒ (x ∈ A or x ∈ B)
⇒ (x ≤ sup A or x ≤ sup B)
⇒ x ≤ max {sup A, sup B} ,

whi h implies that max {sup A, sup B} is an upper bound of A ∪ B .


Hen e sup A ∪ B exists and
sup A ∪ B ≤ max {sup A, sup B} . (7)
Sin e A ⊂ A ∪ B and B ⊂ A ∪ B, we get from the last question
sup A ≤ sup A ∪ B and sup B ≤ sup A ∪ B,

whi h implies
max {sup A, sup B} ≤ sup A ∪ B. (8)
(7) and (8) show that sup A ∪ B = max (sup A, sup B).

12
Chapter 1 The eld of real numbers

Exer ise 8
1◦ There exists at least an element a ∈ A and an element b ∈ B, hen e
a + b in E. Thus E 6= ∅ and bounded above by sup A + sup B and
below by inf A + inf B. Indeed,
a + b ∈ E ⇒ (a ∈ A and b ∈ B)
⇒ (inf A ≤ a ≤ sup B and inf B ≤ b ≤ sup B)
⇒ (inf A + inf B ≤ a + b ≤ sup A + sup B).

Thus E admits a least upper bound and a greatest lower bound su h


that
inf A + inf B ≤ inf E and sup E ≤ sup A + sup B.

From the other hand, for all a ∈ A and all b ∈ B


a + b ≤ sup E ⇒ a ≤ sup E − b,

whi h shows that sup E − b is an upper bound of A, hen e


sup A ≤ sup E − b so b ≤ sup E − sup A

whi h shows that sup E − sup A is an upper bound of B, hen e


sup B ≤ sup E − sup A, so sup A + sup B ≤ sup E.

Therefore: sup E = sup A + sup B .


Similarly we an show that inf E ≤ inf A + inf B , so
inf E = inf A + inf B .

2◦ Set
   
1 1 1
A= ; n ∈ N∗ = 1, , , · · · .
n 2 3

It is lear that, B = A moreover sup A = 1 and inf A = 0. Indeed,


1
n≥1⇒ ≤ 1 ⇒ (1 is an upper bound ofA) ;
n
hen e sup A ≤ 1.
From the other hand, 1 ∈ A so 1 ≤ sup A. Hen e sup A = max A = 1.
Let's show that inf A = 0. In fa t,
0 ≤ inf A.

13
Chapter 1 The eld of real numbers

1
But, assuming 0 < inf A, then ∃n ∈ N ∗ su h that n > , so
inf A
1
< inf A : absurd.
n
Thus inf A = 0. Then
sup E = sup A + sup B = 2, and inf E = inf A + inf B = 0.

Exer ise 9
1◦ En 6= ∅ ( sin e (n + 1) ∈ En ) and bounded below ( by 0), hen e En
admits a least upper bound. Write
En = A ∪ B
n n o n n o
= k + ; k ∈ N and 1 ≤ k ≤ n ∪ k + ; k ∈ N and k > n .
k k
n n
Set αk = k + ∈ A and βk′ = k′ + ′ ∈ B. We have
k k
 ′ 
 kk − n
αk − βk′ = k − k′ < 0 sin e k ≥ 1 and k ′ > n, so kk′ > n.
kk′

This shows that αk < βk′ and, then inf En = inf A.


n
2◦ Let k + ∈ En ; we have :
k
√ 2
n √ (k − n)
k+ −2 n= ≥ 0.
k k
This shows that
n √
k+ ≥ 2 n for all k ∈ N ∗ ,
k
thus

inf En ≥ 2 n.

We have equality if 2 n is an element of A, i.e. if there exists
k ∈ {1, 2, · · · , n} su h that
n √
k+ = 2 n,
k
√ √
whi h implies k = n ∈ N ∗ . In this ase, we have : 2 n = min En .

14
Chapter 1 The eld of real numbers

Exer ise 10
We have to distinguish the three following interval:
] − ∞, −2], [−2, 1], [1, +∞[.

Let's summarize in a table the expressions of the fun tion f :


x −∞ −2 1 +∞
|x − 1| −x + 1 3 −x + 1 0 x−1
|x + 2| −x − 2 0 x+2 3 x+2
f (x) −2x − 1 3 3 3 2x + 1

Hen e

y = −2x − 1 y y = 2x + 1

4
3

−5 −4 −3 −2 −1 1 2 3 4 x

1
We see graphi ally that the straight line of equation x = − as an axis of
2
1
symmetry. To prove it, make the hange of variables x = X − :
2

3 3
f (x) = g(X) = X − + X + .
2 2

It is easy to verify that g(−X) = g(X). Whi h shows that the straight line
of equation
 
1
X=0 or x = − is an axis of symmetry.
2

15
Chapter 1 The eld of real numbers

Exer ise 11
a) It is lear that |x − 2| < δ is equivalent to
−δ + 2 < x < δ + 2 (9)
whi h implies
−δ − 3 < x − 5 < δ − 3 < 0 so 0 < 3 − δ < 5 − x < 3 + δ,

hen e
1 1 1
0< < <
3+δ 5−x 3−δ
then
1 1
< . (10)
|x − 5| 3−δ

b) Using (9), we have


0 < −δ + 1 < x − 1 < δ + 1,

so
1 1 1
0< < < ,
δ+1 x−1 1−δ
hen e
1 1
< . (11)
|x − 1| 1−δ

Similarly, using (9), we have


0 < −δ + 3 < x + 1 < δ + 3, so 0 < 3 − δ < 5 − x,

so
|x + 1| = x + 1 < δ + 3. (12)
We get, multiplying (11) and (12) term by term:
|x + 1| δ+3
< .
|x − 1| 1−δ

16
Chapter 1 The eld of real numbers

Exer ise 12
1◦ It is evident that for n > n0 , we have n ≥ n0 + 1, so n − 1 ≥ n0 .
 
1 1 1
But n0 = E + 1 > . Hen e n − 1 > .
ε ε ε

1 n 1
2 n > n0 ⇒ n − 1 > ⇒ |un − 1| =
◦ < ε.

− 1 =
ε n−1 n−1

Exer ise 13
a) By indu tion. For n = 1, we have
1 × (1 + 1) × (2 × (2 × 1 + 1)
12 = : True ;
6
assuming
n (n + 1) (2n + 1)
12 + 22 + · · · + n2 = ,
6
then
n (n + 1) (2n + 1)
12 + 22 + · · · + n2 + (n + 1)2 = + (n + 1)2 ,
6
by a dire t al ulation, we get:
(n + 1) (n + 2) [2 (n + 1) + 1]
12 + 22 + · · · + n2 + (n + 1)2 = .
6

b) For n = 1, we have
(1 + x)1 ≥ 1 + 1 × x : True.

Suppose
(1 + x)n ≥ 1 + nx,

we have then

(1 + x)n+1 ≥ (1 + nx)(1 + x) = 1 + (n + 1) x + nx2 hen e


(1 + x)n+1 ≥ 1 + (n + 1) x.

17
Chapter 1 The eld of real numbers

Exer ise 14
1◦ The expansion, using binomial formula of (1 + x)n is:

(1 + x)n = Cn0 + Cn1 x + Cn2 x2 + · · · + Cnp xp + · · · + Cnn xn .

2◦ Setting x = 1, we get

2n = Cn0 + Cn1 + Cn2 + · · · + Cnp + · · · + Cnn .

Similarly, setting x = −1, we get

0 = Cn0 − Cn1 + Cn2 + · · · + (−1)p Cnp + · · · + (−1)n Cnn .

3◦ The subsets of Ω are of the form:


of 0 element (the empty set ∅) their number is Cn0 = 1,
of 1 element their number is Cn1 = n,
of 2 elements their number is Cn2 ,
···
of n elements (the set Ω) their number is Cnn = 1.
The total number is then Cn0 + Cn1 + Cn2 + · · · + Cnn = 2n .

Exer ise 15
1◦ Let E be a non-empty set of n elements of R . Let's show by mathe-
mati al indu tion on n ≥ 1, that E admits a maximum. In fa t, for
n = 1, E ontains one element a, and it is lear that a = max E.
Suppose now that for every set En of n elements admits a maximum
and let's show that this property is true for any set En+1 of (n + 1)
elements. We an write

En+1 = En ∪ {x} with x ∈ En+1 and x ∈/ En .

Set α = max En . We distinguish two ases:


if x < α, then max E = α;
if x > α, then max E = x.

18
Chapter 1 The eld of real numbers

2◦ From 1◦ , there exists nm ∈ {n1 , n2 , · · · , nk } su h that


ni ≤ nm , i = 1, 2, · · · , k
         
1 1 1 1 1
hen e ,1 ⊂ , 1 , hen e ,1 ∪ ,1 = ,1 .
ni nm ni nm nm
Therefore
       
1 1 1 1
,1 ∪ ,1 ∪ ··· ∪ ,1 = , 1 ⊂ ]0, 1[ .
n1 n2 nk nm

Exer ise 16
1◦ Suppose that sup A ∈
/ Z and onsider E(sup A) whi h belongs to Z .
We have then E(sup A) < sup A.
There exists a ∈ A su h that E(sup A) < a ≤ sup A (otherwise sup A
will not be the least upper bound of A) whi h is absurd, sin e between
E(x) and x there no integers. Thus sup A ∈ Z .
From the other hand, there exists a ∈ A su h that a = sup A, sin e:
(∀a ∈ A, a < sup A) is false. In fa t, we have in this ase:
(∀a ∈ A, a ≤ sup A − 1) whi h means that sup A−1 is an upper bound
of A.
Hen e sup A ≤ sup A − 1 : absurd. Thus sup A ∈ A and therefore
sup A = max A.
2◦ We have
y < x − 1 < E(x) + 1 − 1 = E(x),
so: y < E(x).
◦ If x ∈
/ Z, we have
E(x) < x hen e y < E(x) < x (k = E(x)).

◦ If x ∈ Z , then
y < x − 1 < x, (k = x − 1).

Other method: Consider the set A = {n ∈ Z ; n < x}.


A 6= ∅ sin e E(x) − 1 ∈ A, and A is bounded above, so k = max A
exists, and k < x. Moreover,
y < E(y) + 1 ≤ y + 1 < x
whi h shows that (E(y) + 1) ∈ A, hen e y < E(y) + 1 ≤ k < x.

19
Chapter 1 The eld of real numbers

3◦ Let α and β be two arbitrary distin t reals (α < β for example). R is


an ar himedean eld:
∃n ∈ N ∗ su h that n(β − α) > 1,

so
nβ − nα > 1,

or
x − y > 1 with x = nβ and y = nα.

From 2◦ , there exists k ∈ Z su h that y < k < x, set


k k
α< < β where ∈ Q.
n n

20
Chapter 1 The eld of real numbers

PROPOSED EXERCISES
Exer ise 1
Let a, b, and c be positive numbers. Show that
 
1 1
1◦ (a + b) + ≥ 4.
a b

2◦ (a + b)(a + c)(b + c) ≥ 8abc.

Exer ise 2
r q r q
Let a = 3
3+ 9+ 27 ,
125
b= 3
−3 + 9+ 27 ,
125
d = a − b, p = ab.

Express a3 − b3 in terms of d and p. Dedu e the value of d.

Exer ise 3
√ √
Simplify a + 2 a − 1 + a − 2 a − 1.
p p

Exer ise 4
Let x and

y be two reals su h that 0 < x ≤ 1 ≤ y . Classify by in reasing

order: x, x2 , y, y , y 2 , 0 et 1.

Exer ise 5
Let a, b, c ∈ R . Show that |a + b| = |a| + |b| i a and b are both positive
or both negative. Dedu e that |a − b| = |a − c| + |b − c| i a ≤ c ≤ b or
b ≤ c ≤ a.

Exer ise 6
Solve in R the system of inequalities
5


 |x + 1| < ;
2

 x2 + x − 2 > 1 + x .

2
Exer ise 7
Show the following impli ation:

x + sin x
|x| ≤ 1 =⇒ 7
≤ 2.
x + x − 3

21
Chapter 1 The eld of real numbers

Exer ise 8
Let x be a real dierent from kπ , where k ∈ Z . Show that
sin nx
cos x + cos 3x + · · · + cos(2n − 1)x = cos nx, ∀n ≥ 1.
sin x
Exer ise 9
1◦ Show that ∀x ≥ 1, ∀y ≥ 1,

x + y ≤ xy + 1.

2◦ Show that ∀n ∈ N ∗ , ∀(a1 , a2 , · · · , an ) ∈ [1, +∞[ n ,

2n−1 (a1 a2 · · · an + 1) ≥ (a1 + 1)(a2 + 1) · · · (an + 1).

Exer ise 10
1◦ Let A and B be two non-empty bounded subsets of R . Show that

sup |x − y| ; (x, y) ∈ A2 = sup A − inf A.




 
n+2 m−1
2◦ Let A = + ; (n, m) ∈ N 2 .
n+1 m+1
Determine sup A and inf A.

Exer ise 11
1◦ Show that, for ea h real x,

a) 0 ≤ E(2x) − 2E(x) ≤ 1;
b) −2 ≤ 3E(2x) − 2E(3x) ≤ 1;
x  
x+1
) E +E = E(x).
2 2
Dedu e that: p
n + 2k
X  
lim E = n.
p→+∞ 2k+1
k≥0

2◦ Solve E (2x − 1) = E (x − 4), in R .

22
Chapter 2

NUMERICAL SEQUENCES

THE ESSENTIALS OF THE COURSE


1. DEFINITION OF A NUMERICAL SEQUENCE
A numeri al sequen e is a mapping u from N , or an innite part of N ,
into R :
u : N −→ R
n 7−→ u(n).

Denote by u(n) the image un , and the sequen e by (un ), n ∈ N.


◦ un is the nth term, or general term, of the sequen e.
◦ (un ) is said to be in reasing (resp. stri tly in reasing) i:
∀n ∈ N, un+1 ≥ un (resp. un+1 > un ).

◦ (un ) is said to be de reasing (resp. stri tly de reasing) i:


∀n ∈ N, un+1 ≤ un (resp. un+1 < un ).

◦ (un ) is said to be bounded above i there exists a real K su h that:


∀n ∈ N, un ≤ K.

◦ (un ) is said to be bounded below i there exists a real k su h that:


∀n ∈ N, un ≥ k.

◦ (un ) is said to be bounded i it is bounded below and above.


23
Chapter 2 Numeri al sequen es

◦ A sequen e ould be dened by:

⋆ a formula : un = ϕ(n), where ϕ is a real fun tion;


⋆ a property (for example : the sequen e of prime numbers);
⋆ a re urrent relation between onse utive terms of the sequen e.

2. LIMIT OF A SEQUENCE
We say that a sequen e (un ) onverges to a real ℓ i

∀ε > 0, ∃n0 ∈ N, ∀n ∈ N, n > n0 ⇒ |un − ℓ| < ε

or,

∀ε > 0, ∃n0 ∈ N, ∀n ∈ N, n > n0 ⇒ un ∈ ]ℓ − ε, ℓ + ε[

Whi h means that, if we x an interval


I = ]ℓ − ε, ℓ + ε[, then we an nd a rank
n0 from whi h all the terms of the se-
quen e are in I . u(n)
We say then that the limit of (un ) is ℓ,
and we write: ℓ+ε
lim un = ℓ or lim un = ℓ. ℓ
n→+∞ +∞
ℓ−ε
Every sequen e that does not onverge
is said to be divergent. The divergen e
of a sequen e ould ome from the fa t
O ··· n0 n0 + 1 n
that the sequen e is not bounded (like
un = 2n), or from the fa t that it is os-
illating (like un = (−1)n ).
We remark that the sequen e is not bounded above is su h that
lim un = +∞, then if it is not bounded below, it means that lim un = −∞.
n→+∞ n→+∞

3. SUB-SEQUENCES
Consider a sequen e, (un ), n ∈ N , and let

ϕ : N −→ N

be a stri tly in reasing mapping.

24
Chapter 2 Numeri al sequen es
ϕ
The sequen e (vn ), n ∈ N, dened by N N
vn = uϕ(n)
u
◦ ϕv u
is alled sub-sequen e, of (un ).
It is important to note that ϕ verify the following
fundamental property: R

∀n ∈ N, ϕ(n) ≥ n.

4. PROPERTIES OF A CONVERGENT SEQUENCE


Theorem 1
1◦ If the sequen e onverges to ℓ, then this limit is unique.
2◦ If (un ) onverges to ℓ, then (|un |) onverges to |ℓ|.
3◦ If lim (|un |) = 0, then lim (un ) = 0.
n→+∞ n→+∞

4◦ Every onvergent sequen e is bounded.


5◦ Every sub-sequen e of a onvergent sequen e is onvergent to the same
limit.

5. GENERAL THEOREMS ON LIMITS


Consider two sequen es (un ) and (vn ) that onverge to ℓ and m respe tively,
and an arbitrary λ.

Theorem 2
1◦ The sequen e (un + vn ) onverges to ℓ + m.
2◦ The sequen e (λun ) onverges to (λℓ).
3◦ The sequen e (un vn ) onverges to ℓm.
 
un ℓ
4◦ The sequen e onverges to if m 6= 0.
vn m
ℓ or m ould be +∞ or −∞. In general, this table regroup various possible
ases orresponding to the sum, produ t and quotient of two sequen es (un )
and (vn ). To well use it, it su es to think about signs and to have intuition.

25
Chapter 2 Numeri al sequen es

un
lim un lim vn lim(un +vn ) lim(un vn ) lim
vn Remark
ℓ⋆ ⋆
ℓ m ℓ+m ℓm m 6= 0
m
ℓ>0 +∞ +∞ +∞ 0
ℓ<0 +∞ +∞ −∞ 0
ℓ>0 −∞ −∞ −∞ 0
ℓ<0 −∞ −∞ +∞ 0
+∞ +∞ +∞ +∞ ?
−∞ +∞ ? −∞ ?
+∞ −∞ ? −∞ ?
−∞ −∞ −∞ +∞ ?
+∞ 0 ⋆ +∞ ? +∞ ⋆ vn ≥ 0
−∞ 0 ⋆ −∞ ? −∞ ⋆ vn ≥ 0
Remark: The question marks orresponds to indeterminate forms that
require spe ial study that depends on the nature of the sequen es.

6. SEQUENCES AND INEQUALITIES


Theorem 3
1◦ If (un ) onverges to ℓ, and if, from a ertain rank n0 , un ≥ 0, then
ℓ ≥ 0.

2◦ If (un ) and (vn ) onverge to ℓ and m respe tively, and if, from a ertain
rank n0 , un ≤ vn , then ℓ ≤ m.
3◦ If (un ) and (vn ) onverge both to ℓ, and if, from a ertain rank n0 ,
un ≤ wn ≤ vn , then the sequen e (wn ) onverges to ℓ.

7. MONOTONE SEQUENCES
The following theorem is known as monotone sequen es theorem.
Theorem 4
1◦ Every in reasing and bounded above sequen e onverges to its upper
bound.
2◦ Every de reasing and bounded below sequen e onverges to its lower
bound.
26
Chapter 2 Numeri al sequen es

8. ADJACENTE SEQUENCES
Two sequen es (un ) and (vn ) are adja ent i:
1◦ one is in reasing and the other is de reasing,

2◦ and (vn − un ) is a sequen e of limit zero.

Theorem 5
Two adja ente sequen es onverge to the same limit.

9. RECURRENT SEQUENCES
Let D be a part of R , a ∈ D and f : D −→ R su h that f (D) ⊂ D. The
sequen e (un ) dened by
u0 = a and ∀n ∈ N, un+1 = f (un ),

is a simple re urrent sequen e.


Similarly, given two real numbers a and b, and a relation between three
onse utive terms, dene a double re urrent sequen e, for example :
u0 = a, u1 = b and ∀n ∈ N, un+2 = 2un+1 − un .

Theorem 6
If (un ) onverges to ℓ and if f is ontinuous at ℓ, then ℓ is solution of the
equation : x = f (x).
Theorem 7
If f is in reasing on D, then the sequen e (un ) is in reasing if u1 ≥ u0 and
de reasing if u1 ≤ u0 .

y y = f (x) y
f (u2 ) y=x y=x

f (u1 ) y = f (x)
f (u0 )
f (ℓ)

O u0 u1 u2 x O ℓ u2 u1 u0 x

divergent onvergent

27
Chapter 2 Numeri al sequen es

10. STRONG POINTS OF THE CHAPTER


◦ The onvergen e of two sub-sequen es to two dierent limits establish
the divergen e of this sequen e.
◦ If the two sub-sequen es (u2n ) and (u2n+1 ) onverge to the same limit
ℓ, then (un ) onverges to ℓ.

◦ The fa t that the limit operation preserves inequalities is useful to


lo ate an irrational number. The sandwi h theorem
lim un ≤ lim wn ≤ lim vn

serve to establish the onvergen e of (wn ):


un < wn < vn and lim un = lim vn

then
lim un = lim wn = lim vn

◦ The theorem of monotone sequen es establish the onvergen e of the


sequen e but do not help us to determine its limit.
◦ The theorem of adja ent sequen es is useful sometimes to determine
approximated value of an irrational.
◦ The theorem of a re urrent sequen es gives a useful information on :
monotony, bounds, nature and the value of the possible limit.

28
Chapter 2 Numeri al sequen es

STATEMENTS OF SOLVED EXERCISES


Exer ise 1
1
Consider the sequen e of general term un = .
n

1◦ Determine an integer n0 su h that

∀n ∈ N, n > n0 =⇒ un < 10−4 .


 
1
2◦ Let ε > 0 and set n1 = E . Verify that :
ε

∀n ∈ N, n > n1 =⇒ un < ε.

3◦ Dedu e lim un .
n→+∞

Exer ise 2
Study, by applying the denition of a limit, the nature of the sequen es (un )
and (vn ):
n−3 n2 + 3
a) un = , n ∈ N ∗; b) vn = , n ∈ N ∗.
n n

Exer ise 3
Study, applying general theorems, the nature of the sequen es (un ), (vn ) and
(wn ) dened by:

√ n−2 2n2 − 3n + 1
a) un = 2n2 + 1; b) vn = ; ) wn = .
2n + 1 n2 − 3

Exer ise 4
n2 + n + 16
Study the sense of variations of the sequen e of general term un = .
n+1

Exer ise 5
Show that ea h of the following sequen es (un ) and (vn ) is monotone, and
study its nature :
n+3
a) un = b) vn =
p
n2 + 2; .
n+1

29
Chapter 2 Numeri al sequen es

Exer ise 6
Show that the following sequen es are divergent:
 π
a) un = (−1)n ; b) vn = sin n .
3

Exer ise 7
We dene the sequen e (xn ) by

and
p
x0 = −5 xn+1 = 3x2n + 2.

Show that (xn ) is divergent.

Exer ise 8
Consider the sequen e of general term
1 1 1
sn = + + ··· + .
1×2 2×3 n(n + 1)

1◦ Cal ulate s1 , s2 , s3 and s4 .

1 1
2◦ De omposing the fra tion , show that sn = 1 − .
n(n + 1) n+1

3◦ Establish this expression of sn by indu tion.

4◦ Dedu e lim sn .
n→+∞

Exer ise 9

1◦ Show that the following two sequen es, are adja ent :

1 1 1 1
un = 1 + + + ··· + , vn = u n + , n ∈ N ∗.
1! 2! n! n!n

2◦ Same for

1 2an bn
an+1 = (an + bn ), bn+1 = , 0 < b1 < a1 .
2 a n + bn

Show that their ommon limit is a 1 b1 .

30
Chapter 2 Numeri al sequen es

Exer ise 10
Let x be a real su h that 0 < x < 1, and onsider the sequen e (sn ) dened
by
sn = 1 + 2x + 3x2 + · · · + nxn−1 , n ∈ N ∗ .

1◦ Cal ulate sn − xsn .

2◦ Dedu e that (sn ) onverges, and nd its limit.

EXAMS & ENTRANCE EXAMS


Exer ise 11 (Final 1994)
1 1 1
Consider the sequen e of general term un = + + ··· + .
n+1 n+2 2n
1◦ Show that it onverges to a limit ℓ su h that: 0 ≤ ℓ ≤ 1.
2 tan a
2◦ Re all that: tan(2a) = . Show that ea h term of the sequen e
1 − tan2 a
x x x x x
sn = tan2 tan x + 2 tan2 2 tan + · · · + 2n−1 tan2 n tan n−1
2 2 2 2 2
ould be written in the form : tan(2a) − 2 tan a. Dedu e a simple
expression of sn and nd its limit as n → +∞.

Exer ise 12 (Partial 1998-1999)


Consider the sequen e (un ) dened by
2un
u0 > 2 and un+1 = + 1.
2 + un

1◦ Show that : ∀n ≥ 0, un > 0.

2◦ Show that this sequen e is bounded below by 2.

3◦ Show that this sequen e is onvergent and nd its limit.


un − 2
4◦ Let (vn ) be the sequen e dened by vn = , n ≥ 0.
un + 1
a) Show that (vn ) is geometri sequen e and determine its ratio.
b) Study the nature of (vn ) and rend the result of 3◦ .

31
Chapter 2 Numeri al sequen es

Exer ise 13 (Partial 1996-1997)


Study the nature of the sequen e dened by
u2n
u0 > 0 and un+1 = .
1 + un
Cal ulate its limit if it exists.
Exer ise 14 (1st session 1982-1983)
Establish, for 0 < x < 1, the double inequality
1
1 + x < ex < .
1−x
Making x takes the su essive values
1 1 1
, ,··· , , n ∈ N ∗, k ∈ N ∗,
n n+1 n + kn
determine the limit, as n → +∞, k xed, of
1 1 1
sn = + + ··· + .
n n+1 n + kn
Exer ise 15 (1st session 1982-1983)
A sequen e (un ) is dened by its rst term u1 > 0 and by the relation
1 + un
un+1 = 3 .
3 + un
1◦ Show that un > 0, for all n ∈ N ∗ .
2◦ If the sequen e (un ) is onvergent, what must be its limit λ?
3◦ Show that (un ) is onvergent observing the following ases:
a) u1 = λ; b) u1 > λ; ) 0 < u1 < λ.
Exer ise 16 (2nd session 1982-1983)
Let (un ) and (vn ) be two sequen es dened by u0 and v0 su h that u0 < v0
and by the re urrent relations:
1 1
un+1 = (2un + vn ), vn+1 = (un + 2vn ).
3 3
1◦ Show that, for all n, 0 < un < vn .
2◦ Show that (un ) and (vn ) adja ent.
3◦ Determine the ommon limit onsidering (un + vn ).

32
Chapter 2 Numeri al sequen es

Exer ise 17 (Extraordinary session 1982-1983)


The sequen e (un ) is dened by its rst term u0 > 0 and by the re urrent
relation
 
1 k
un+1 = un + , k > 0 given.
2 un

1◦ Show that, for all n ≥ 0, un+1 ≥ k.

2◦ Show that (un ) is onvergent and nd its limit.

Exer ise 18 (2nd session 1984-1985)


Let (un ) be the sequen e dened by the re urrent relation

2un+1 = 3un − un−1 , with u0 = 1, u1 = −1.

Set : vn = un+1 − un .

1◦ Show that (vn ) is a geometri sequen e. Express vn in terms of n.

2◦ Express un in terms of n and study the nature of the sequen e (un ).

Exer ise 19 (2nd session 1985-1986)


Consider the sequen e dened by the rst term u0 and by the re urrent
relation
1
un = 2 − , n ∈ N ∗.
un−1

1◦ If u0 > 1, show that the sequen e (un ) is de reasing and bounded


below. Determine its nature.

2◦ Study the sequen e as u0 = 1.

3◦ If u0 < 0, show that un > 1 for all n ≥ 1. Dedu e the nature of (un ).

1
4◦ If 0 < u0 < , show that un > 1 for all n ≥ 2. Dedu e the nature of
2
the sequen e.

5◦ In the ase where the sequen e is onvergent, determine its limit.

33
Chapter 2 Numeri al sequen es

Exer ise 20 (Extraordinary session 1985-1986)


Consider the sequen e (un ) dened by the re urrent relation

un+1 = 6 + un and by u1 = 1.

1◦ Show that (un ) is stri tly in reasing.

2◦ Show that it is bounded above by 4.

3◦ Show that it onverges and determine its limit.

Exer ise 21 (1st session 1986-1987)


Consider the sequen e (un ) dened by the re urrent relation
2 + 3un
un+1 = and by u0 > 0.
2 + un
1◦ Show that un > 0 for all n ∈ N.

2◦ If (un ) is onvergent, what must be its limit ℓ ?

3◦ Establish by indu tion that:

a) if u0 = 2, then un = 2 for all n ∈ N;


b) if u0 < 2, then un < 2 for all n ∈ N;
) if u0 > 2, then un > 2 for all n ∈ N.
un − 2
4◦ Show that the sequen e (vn ) dened by vn = is geometri , and
un + 1
determine its ratio.
Study the nature of (vn ) and dedu e that of (un ).

Exer ise 22 (1st session 1987-1988)


The two sequen es (un ) and (vn ) are dened by their rst terms u0 and v0
su h that 0 < u0 < v0 and by re urrent relations:
1 1 2 1
= + , vn+1 = (un + 2vn ).
un+1 3un 3vn 3

1◦ Show that : un > 0, vn > 0 and vn > un , for all n.

2◦ Show that the two sequen es are adja ent.

34
Chapter 2 Numeri al sequen es

SOLUTIONS
Exer ise 1
1◦ To determine n0 , let's solve in N the inequality un < 10−4 :
1
un < 10−4 ⇔ < 10−4 ⇔ n > 104 .
n
It is su ient to hoose then n0 = 104 .
2◦ Let n ∈ N su h that n > n1 . We have then
   
1 1 1 1
n > n1 ⇒ n > E ⇒n≥E + 1 > ⇒ < ε.
ε ε ε n

3◦ We have proved in the previous question that


(∀ε > 0) (∃n1 ∈ N) (∀n ∈ N) (n > n1 ⇒ |un − 0| < ε)

whi h is equivalent to : lim un = 0.


n→+∞

Exer ise 2
n−3
a) Let's prove that lim = 1. For this let's show that
n→+∞ n
 
n − 3
(∀ε > 0) (∃n0 ∈ N) (∀n ∈ N) n > n0 ⇒ − 1 < ε .

n
But,
3 3
|un − 1| < ε ⇔ <ε⇔n> .
n ε
 
3
It su es to hoose n0 = E .
ε
3
b) Remark that vn = n + > n and let's show that lim vn = +∞ or:
n n→+∞

(∀k > 0) (∃n0 ∈ N) (∀n ∈ N) (n > n0 ⇒ vn > k) .

Indeed,
n > n 0 ⇒ vn > n > n 0 .

It su es hen e to hoose n0 su h that n0 ≥ k − 1 so that vn > k. For


example n0 = E(k).

35
Chapter 2 Numeri al sequen es

Exer ise 3

a) un = n 2 > n.
Hen e lim un ≥ lim n.
n→+∞ n→+∞
Therefore lim un = +∞.
n→+∞

2
1− 1−0 1
b) vn = n, hen e lim vn = = .
1 n→+∞ 2+0 2
2+
n
3 1
2− +
) lim wn = lim n n2 = 2.
n→+∞ n→+∞ 3
1− 2
n
Exer ise 4
Let f : R \ {−1} −→ R be the fun tion dened by
x2 + x + 16
f (x) = .
x+1
(x + 5) (x − 3)
We have f ′ (x) = .
(x + 1)2
Hen e f ′(x) ≥ 0 for x ≥ 3 or x ≤ −5. Thus the sequen e (un ) is in reasing
from the rank n = 3.
Exer ise 5
q √ 2n + 1
a) un+1 −un = (n + 1)2 + 2− n2 + 2 = q √ > 0,
(n + 1)2 + 2 + n2 + 2
the sequen e (un ) is then stri tly in reasing.

From the other hand, un = n2 + 2 > n, hen e lim un = +∞ and
n→+∞
(un ) is divergent.
n+1+3 n+3 −2
b) vn+1 − vn = − = < 0,
n+1+1 n+1 (n + 1)(n + 2)
the sequen e (vn ) is then stri tly de reasing.
3
1+
From the other hand, lim vn = lim n = 1 and (v ) is onver-
n
n→+∞ n→+∞ 1
1+
n
gent.

36
Chapter 2 Numeri al sequen es

Exer ise 6
a) Let (an ) and (bn ) be two sub-sequen es of (un ) dened for all n ≥ 0
by:
an = u2n = 1,
bn = u2n+1 = −1.
The 1st onverges to 1 and the 2nd to −1. If (un ) onverges to ℓ, we
get ℓ = 1 and ℓ = −1, absurd.
b) Similarly, the two sub-sequen es

 π 3
an = v3n = sin (nπ) = 0 and bn = v6n+1 = sin 2nπ + =
3 2
does not onvergent to the same limit: (vn ) is then divergent.
Exer ise 7

The fun tion f : x 7−→ 3x2 + 2 is ontinuous on R , so if the sequen e
onverges to ℓ, we have
p
ℓ= 3ℓ2 + 2
so ℓ2 = −1, whi h is impossible.
Exer ise 8
1◦ We have :
1 1
s1 = =
1×2 2
1 1 1 2
s2 = + = s1 + =
1×2 2×3 2×3 3
1 3
s3 = s2 + =
3×4 4
4
s4 = .
5
2◦ Write
1 a b
= + ,
n (n + 1) n n+1
by dire t al ulation, we get: a = 1 and b = −1, hen e
1 1 1
= − .
n (n + 1) n n+1

37
Chapter 2 Numeri al sequen es

Thus
       
1 1 1 1 1 1 1 1
sn = − + − + ··· + − + − .
1 2 2 3 n−1 n n n+1
Adding, we get
1
sn = 1 − .
n+1
n
3◦ From 1◦ , sn = . Let's prove it by indu tion :
n+1
1
s1 = : True ;
2
n
suppose sn = , then
n+1
1 n 1 n+1
sn+1 = sn + = + = .
(n + 1)(n + 2) n + 1 (n + 1)(n + 2) n+2

4◦ lim sn = 1.
n→+∞

Exer ise 9
1◦ By a simple al ulation, we get
1
un+1 − un = > 0, (un ) is in reasing ;
(n + 1)!
−1
vn+1 − vn = < 0, (vn ) is de reasing ;
(n + 1)!n(n + 1)
1
vn − un = , lim (vn − un ) = 0.
n!n n→+∞

Therefore: (un ) and (vn ) are adja ent.


2◦ By a simple indu tion, we get
an > 0 and bn > 0 for all n ≥ 1.
From the other hand,
2an bn 1 − (an − bn )2
bn+1 − an+1 = − (an + bn ) = ≤ 0,
a n + bn 2 2 (an + bn )
hen e
0 < bn+1 < an+1 for all n ≥ 0.

38
Chapter 2 Numeri al sequen es

For all n ∈ N ∗ ,
 
2an bn an − bn
bn+1 > = bn or bn+1 − bn = bn > 0 ,
an + an an + bn

and
 
an + an bn − a n
an+1 < = an or an+1 − an = <0 ,
2 2

hen e (bn ) is in reasing and (an ) is de reasing.


Sin e an + bn > an − bn , we get

(an − bn )2 (an − bn )2 a n − bn
an+1 − bn+1 = < = .
2 (an + bn ) 2 (an − bn ) 2

We get
a1 − b1
0 < an − bn < .
2n−1
Passing to the limit, we nd

lim (an − bn ) = 0.
n→+∞

Therefore: (an ) and (bn ) are adja ent and onvergent to the same
limit ℓ.
Remark that

an bn = an−1 bn−1 = · · · = a1 b1 .

Thus ℓ2 = a1 b1 , or ℓ= a1 b1 sin e ℓ ≥ 0.

Exer ise 10

1◦ We get immediately

sn − xsn = 1 + x + x2 + · · · + xn−1 − nxn ,

or
1 − xn
(1 − x) sn = − nxn . (1)
1−x

39
Chapter 2 Numeri al sequen es

2◦ Sin e
sn+1 − sn = (n + 1)xn , (2)
hen e the sequen e (sn ) is stri tly in reasing. As it is bounded above
1
by 2
, it onverges hen e to a limit ℓ.
(1 − x)
Otherwise, a ording to (1) and (2), we have
1 − xn
(1 − x)sn = − (sn − sn−1 )x.
1−x
As lim sn−1 = lim sn = ℓ, we get
n→+∞ n→+∞

1
ℓ= (sin e lim xn = 0).
(1 − x)2 n→+∞

Exer ise 11
1◦ Let's noti e rst of all that (un ) is a sequen e of positive terms. From
the other hand, it is evident that
1 1

n+1 n+1
1 1

n+2 n+1
..
.
1 1
≤ .
n+n n+1
Adding term by term, we get:
n
un ≤ < 1,
n+1
whi h shows that the sequen e (un ) is bounded above by 1.
Let's study now the sign of un+1 − un :
 
1 1 1 1 1 1
un+1 − un = + + ··· + − + + ··· + ,
n+2 n+3 2n + 2 n+1 n+2 2n
what gives by a dire t al ulation
1
un+1 − un = .
2(n + 1)(2n + 1)
Hen e (un ) is in reasing. Sin e it is bounded above, (un ) onverges to
a limit ℓ verifying : 0 ≤ ℓ ≤ 1.

40
Chapter 2 Numeri al sequen es

2◦ sn is of the form
x x
2k tan2 tan , 0 ≤ k < n − 1.
2k+1 2k
But, we know that
x
x 2 tan k+1
tan k = 2
2 x ,
1 − tan2 k+1
2
so
x x x x
tan2 tan = tan k − 2 tan k+1 .
2k+1 2k 2 2
So we an write:
x
sn = tan x − 2 tan
2
 x x
+ 2 tan − 2 tan 2
2 2
 x x
+ 22 tan 2 − 2 tan 3
2 2
..
.  x x
+ 2n−1 tan − 2 tan .
2n−1 2n
Hen e
x
x tan n
sn = tan x − 2n tan n = tan x − x x2 .
2
2n
 
tan α
Finally: lim sn = tan x − x sin e lim =1 .
n→+∞ α→0 α

Exer ise 12
2un
1◦ By indu tion, we have u0 > 0. If un > 0, then un+1 = + 1 > 0.
2 + un

2◦ Similarly, we have u0 > 2. If un > 2, then


2un un − 2
un+1 − 2 = −1= > 0.
2 + un 2 + un

41
Chapter 2 Numeri al sequen es

3◦ The sequen e (un ) is de reasing, sin e

2 + un − u2n (un − 2) (un + 1)


un+1 − un = =− < 0.
2 + un 2 + un

Sin e it is bounded below, it onverges to ℓ su h that

2ℓ
ℓ= +1
ℓ+2

so ℓ = −1 or ℓ = 2. Only the value ℓ = 2 is onvenient (sin e un > 2).

2un un − 2
+1−2
un+1 − 2 2 + un 2 + un 1
4◦ vn+1 = =
2un
=
4un + 4
= vn .
un+1 + 1 4
+1+1
2 + un 2 + un
1
The sequen e (vn ) is then a geometri sequen e of ratio . We get
4
immediately

1
lim vn = lim v0 = 0,
n→+∞ n→+∞ 4n

and then
2 + vn
lim un = lim = 2.
n→+∞ n→+∞ 1 − vn

Exer ise 13
By a simple indu tion, we show that un > 0 for all n ∈ N. From the other
hand, we have for all n ∈ N :

u2n −un
un+1 − un = − un = < 0.
1 + un 1 + un

The sequen e (un ) is de reasing and bounded below by zero, it onverges to


a limit ℓ whi h verify

ℓ2
ℓ= so ℓ = 0.
ℓ+1

42
Chapter 2 Numeri al sequen es

Exer ise 14
1◦ The table of variations of the fun tion f : x 7−→ ex − x − 1 shows that,
if x 6= 0, then f (x) > 0.
x −∞ 0 +∞

f ′ (x) − 0 +

f (x)
0

In parti ular, x ∈ ]0, 1[ ⇒ ex − x − 1 > 0 ⇒ ex > x + 1.


We have also, for x ∈ ]0, 1[ , hen e −x ∈ ] − 1, 0[
e−x > −x + 1,
so
1
ex < .
1−x
Finally, we have
1
1 + x < ex < , for all x ∈ ]0, 1[ .
1−x
2◦ This double inequality ould be written also
ln(1 + x) < x < − ln(1 − x).
1
For x = , we get
i
   
1 1 1
ln 1 + < < − ln 1 − ,
i i i
1
so ln(i + 1) − ln i < < ln i − ln(i − 1).
i
Making i takes the value n, n + 1, · · · , n + kn and adding term by
term, we get
ln (n + kn + 1) − ln n < sn < ln(kn + n) − ln(n − 1),
so
n + kn + 1 kn + n
ln < sn < ln .
n n−1
Whi h gives ln(1 + k) ≤ lim sn ≤ ln(1 + k).
n→+∞

Thus lim sn = ln(1 + k).


n→+∞

43
Chapter 2 Numeri al sequen es

Exer ise 15
1 + un
1◦ We have, by indu tion, u1 > 0; and if un > 0 then un+1 = 3 > 0.
3 + un

1+λ
2◦ If (un ) onverges, its limit λ must satisfy the relation λ = 3 so
√ 3+λ
λ2 = 3. Hen e λ = + 3 (sin e un > 0).
√ √
3◦ a) If u1 = 3, then assuming un = 3, we get

1+ 3 √
un+1 =3 √ = 3.
3+ 3
√ √
b) If u1 > 3, then assuming un > 3, we get
√ √ √ 


3 3 − 1 un − 3
un+1 − 3= > 0.
3 + un

3 − u2n
Moreover, (un ) is de reasing, sin e un+1 − un = < 0.
3 + u2n
(un ) is then onvergent sin e it is bounded below.
√ √
) If u1 < 3, by indu tion we get un < 3.
3 − u2n
Moreover, (un ) is in reasing, sin e un+1 − un = > 0.
3 + u2n
It is onvergent.
Other method:
1+x 6
The fun tion f : x 7−→ 3 is in reasing, sin e f ′ (x) = > 0.
3+x (3 + x)2
Hen e :
a) If u1 = λ and if we suppose by indu tion un = λ, then f (un ) =√f (λ),
so un+1 = λ. The sequen e is stationnary and onverges to λ = 3.
b) If u1 > λ and if we suppose by indu tion un > λ, then f (un ) > f (λ),
so un+1 > λ.
3 − u2n
Moreover, (un ) is de reasing sin e un+1 − un = < 0. It is then
3 + u2n
onvergent (sin e de reasing and bounded below by λ).

44
Chapter 2 Numeri al sequen es

) If u1 < λ and if we suppose by indu tion un < λ, then f (un ) < f (λ),
so un+1 < λ.
3 − u2n
Moreover, (un ) is in reasing sin e un+1 − un = > 0. It is then
3 + u2n
onvergent (sin e in reasing and bounded above by λ).
Exer ise 16
1◦ We have by indu tion, 0 < u0 < v0 , and if we suppose 0 < un < vn ,
then
1
vn+1 − un+1 = (vn − un ) > 0, so un+1 < vn+1 .
3
1
Evidently, un+1 = (2un + vn ) > 0.
3
2◦ We have :
1 vn − u n
un+1 − un = (2un + vn ) − un = > 0,
3 3
and (un ) is stri tly in reasing. From the other hand
1 un − vn
vn+1 − vn = (2vn + un ) − vn = < 0,
3 3
hen e (vn ) is stri tly de reasing. Moreover
vn − un v0 − u 0
vn+1 − un+1 = = · · · = n+1 ,
3 3
thus
lim (vn − un ) = 0.
n→+∞

As a on lusion : (un ) and (vn ) are adja ent.


3◦ un + vn = · · · = u0 + v0 . Therefore
u0 + v0
lim vn = lim un = .
n→+∞ n→+∞ 2
Exer ise 17
1◦ Remark rst that un > 0 (by indu tion). From the other hand,
 √ 2
√ u2n+k √ un − k
un+1 − k= − k= ≥ 0.
2un 2un

Thus un+1 ≥ k for all n ≥ 0.

45
Chapter 2 Numeri al sequen es
√  √ 
u2n
+k k − un k + un
2◦ un+1 − un = − un = ≤ 0.
2un 2un

The sequen e (un ) is de reasing. Sin e it is bounded below by k, it
onverges to a limit ℓ verifying

ℓ2 + k
ℓ= so ℓ2 = k.
2ℓ

Unique possible solution ℓ = k.

Exer ise 18
3un+1 − un 1
1◦ vn+1 = un+2 − un+1 = − un+1 = vn .
2 2
1
As a result (vn ) is a geometri sequen e of ratio . Hen e:
2

v0 −2 1
vn = n
= n = − n−1 .
2 2 2

2◦ From the other hand, we have :


v0
u1 − u0 =
20
v0
u2 − u1 =
21
..
.
v0
un − un−1 = n−1
.
2

Adding term by term, we nd:


 n
1
  1−
1 1 2 1
u n − u 0 = v0 1 + + · · · + n−1 = v0 = −4 + n−2 .
2 2 1 2
1−
2

1
Consequently: un = −3 + and (un ) onverges to −3.
2n−2

46
Chapter 2 Numeri al sequen es

Exer ise 19
1◦ Let's prove by indu tion that (un ) is bounded below by 1.
un − 1
u0 > 1; and if un > 1 then un+1 − 1 = > 0.
un
Let's study now the sign of un+1 − un :
1 (un − 1)2
un+1 − un = 2 − − un = − < 0.
un un
(un ) being de reasing and bounded below by 1, it onverges hen e to
a limit ℓ (ℓ ≥ 1) verifying:
1
ℓ=2− so ℓ = 1.

Other method:
1 1
The fun tion f : x 7−→ 2 − is in reasing, sin e f ′ (x) = 2 > 0.
x x
We have by indu tion, un > 1. In fa t, u0 > 1. Assuming, un > 1, we
get f (un ) > f (1) , so un+1 > 1.
2◦ By indu tion, we have un = 1. In fa t, u0 = 1 and if un = 1, then
un+1 = 1.
1 1
3◦ u0 < 0 hen e < 0, thus u1 = 2 − > 2 > 1. Let's show by
u0 u0
indu tion that un > 1, for n ≥ 1 :
u1 > 1 and if we suppose un > 1 then
un − 1
un+1 − 1 = > 0, and then we go ba k to the ase 1◦ .
un
1 1 1
4◦ 0 < u0 < ⇒ > 2 ⇒ u1 = 2 − < 2 − 2 = 0. And 3◦ , hen e
2 u0 u0
then we go ba k to the ase 1◦ .

5◦ ℓ = 1 (see 1◦ ).
Exer ise 20
√ 1
1◦ The fun tion f : x 7→ x + 6 is in reasing, sin e f ′(x) = √ > 0.
√ 2 x+6
We have u1 = 1 < u2 = 7.
And if we suppose un−1 < un , then f (un−1 ) < f (un ) so un < un+1 .

47
Chapter 2 Numeri al sequen es

2◦ We have by indu tion, un < 4. In fa t, √ u1 = 1 < 4. If we suppose,


un < 4, we get f (un ) < f (4) , so un+1 < 10 < 4.

3◦ The sequen e (un ) is in reasing


√ and bounded above, it onverges then
to a limit ℓ su h thatℓ = 6 + ℓ, so ℓ = −2 or ℓ = 3.
Only onvenient is ℓ = 3 (sin e un > 0).

Exer ise 21
1◦ un > 0 (by indu tion).
2◦ If (un ) onverges, then its limit ℓ verify the relation
2 + 3ℓ
ℓ=
2+ℓ
whi h implies ℓ = 2 or ℓ = −1. Only onvenient is ℓ = 2, sin e (un ) is
a positive sequen e.
3◦ a) If u0 = 2 then un = 2, for all n ≥ 0. By indu tion.
2 + 3u u −2
b) u0 < 2 and if un < 2, then un+1 − 2 = n
−2 =
n
<0
2 + un 2 + un
for all n ≥ 0, whi h proves by indu tion that
un < 2 for all n ≥ 0.

) By a simple indu tion.


4◦ Let's express vn+1 in term of vn :
2 + 3un un − 2
−2
un+1 − 2 2 + un 2 + un 1
vn+1 = = = = vn .
un+1 + 1 2 + 3un 4un + 4 4
+1
2 + un 2 + un
1
(vn ) is then a geometri sequen e of ratio . We get immediately
4
1
lim vn = lim v0 = 0,
n→+∞ n→+∞ 4n

and then
2 + vn
lim un = lim = 2.
n→+∞ n→+∞ 1 − vn

48
Chapter 2 Numeri al sequen es

Exer ise 22
1◦ We have by indu tion un > 0 and vn > 0.
From the other hand,
2 (vn − un )2
vn+1 − un+1 = > 0.
3 2un + vn
Therefore
0 < un < vn for all n ≥ 0.

2◦ We have :
3un vn 3un vn
un+1 = > = un ,
2un + vn 2vn + vn

whi h proves that (un ) is stri tly in reasing. From the other hand,
1 1
vn+1 = (un + 2vn ) < (vn + 2vn ) = vn .
3 3
Hen e (vn ) is stri tly de reasing. Finally,
1 2
vn+1 − un+1 ≤ (un + 2vn ) − un = (vn − un ) ,
3 3
and thus, we get
 n+1
2
0 < vn+1 − un+1 < (v0 − u0 ) ,
3

and we note immediately that


lim (vn − un ) = 0.
n→+∞

In on lusion : (un ) and (vn ) are adja ent.

49
Chapter 2 Numeri al sequen es

PROPOSED EXERCISES
Exer ise 1
Say if the following assertions are true or false (justify the answer) :
1◦ Let (un ) be a real sequen e. If, for all n ≥ 0, we have
n
0 ≤ un ≤ ,
n+1
then the sequen e onverges.
n
2◦ Let (un ) be a real sequen e. If lim un = 0, then the sequen e
n→+∞ n + 1
onverges to 0.
3◦ Let (un ) and (vn ) be two real sequen es su h that:
(i) (un ) is in reasing;
(ii) (vn ) is de reasing;
(iii) (vn − un ) is bounded;
then (un ) and (vn ) are onvergent.
Exer ise 2
2
Let the sequen e (un ) be dened by : un = .
(2n + 1) (2n + 3)
1◦ Determine two onstants a and b, su h that:
a b
un = + , for ea h n ∈ N.
2n + 1 2n + 3
2◦ Dedu e a simple expression for the sum
Sn = u0 + u1 + · · · + un .

3◦ Find lim Sn .
n→+∞

Exer ise 3
Let (un ) and (vn ) be the two real sequen es dened by :
n+1 n
un = (−1)n and vn = (−1)n+1 .
n+2 n+2
1◦ Show that (un ) and (vn ) are divergent.
2◦ What an we say about the sequen e (un + vn )?

50
Chapter 2 Numeri al sequen es

Exer ise 4
What an you say about the sequen es (un ) and (vn ) on [0, 1] su h that
lim un vn = 1?
n→+∞

Exer ise 5
Consider the sequen e (un ) dened by :

1 1 1
un = √ +√ + ··· + √ .
n2 +1 2
n +2 2
n +n

Show that there exists two sequen es (vn ) and (wn ) onvergent to the same
limit, su h that vn ≤ un ≤ wn . Dedu e that (un ) is onvergent and nd its
limit.

Exer ise 6
Consider the four sequen es (tn ), (un ), (vn ) and (wn ) dened by :
√ √
tn = n + 1 − n;
√ √
n+1− n
un = √ ;
2 + sin n
1
v0 = 0, and vn = vn−1 + √ (n ∈ N ⋆ );
n
vn
wn = √ .
n

1◦ Show that the sequen es (tn ) and (un ) are onvergent and determine
their ommon limit.

2◦ Express vn expli itly and show that lim vn = +∞.


n→+∞

3◦ For ea h n ∈ N ⋆ , show that we have:

1 1 √ vn √
√ < 2tn < √ and ( n − 1) < < n.
n+1 n 2

4◦ Dedu e that the sequen e (wn ) is onvergent and determine its limit.

51
Chapter 2 Numeri al sequen es

Exer ise 7
Consider the sequen e (un ) dened by the re urrent relation
r
1
un+1 = 6 + u2n with u0 = 0.
3

1◦ Using the hypothesis that the sequen e (un ) is onvergent, determine


the value of its limit ℓ.
2◦ Show that this sequen e is in reasing and is bounded above by 3. What
an we on lude?

Exer ise 8
Let the sequen e (un ) be dened by the re urrent relation:
2
un = (−1)n un−1 and u0 ∈ R.
3

Is the sequen e (un ) onvergent? If so, nd its limit.

Exer ise 9
Consider the re urrent sequen e (un ) dened by
1
un+1 = 1 + u2n .
4

Study the nature of (un ) if : u0 = 1; u0 = 3; u0 = 2.

Exer ise 10
Let a be a stri tly positive number and dierent from 1.
Consider the sequen e (un ) dened by :
1 + aun
u0 > 0 and for ea h n ≥ 0, un+1 = .
a + un

un − 1
1◦ Verify that the numeri al sequen e (vn ) dened by vn = is
un + 1
a−1
geometri with ratio .
a+1
2◦ Dedu e lim vn and then lim un .
n→+∞ n→+∞

52
Chapter 2 Numeri al sequen es

Exer ise 11
Let a and b be two real numbers, and a sequen e (un ) su h that :

∀n ∈ N ∗ , u0 + u1 + · · · + un−1 = n(an + b).

Show that the sequen e (un ) is arithmeti . Find un .

Exer ise 12
Let (un )n≥0 be a sequen e dened by :
1
un+2 = (un + un+1 ) where u0 = 1 and u1 = 3.
2
1◦ Show that vn = un − un+1 , n ∈ N , is the general term of onvergent
geometri sequen e.
n
2◦ Find Vn = vk . Dedu e that the sequen e (un ) is onvergent. Find
P
k=0
its limit.

Exer ise 13
1◦ a) Show that : |sin x| ≤ |x|, ∀x ∈ R .
1 1
b) Dedu e that : 1 − cos ≤ .
1+n 2n(n + 1)

2◦ Show that the sequen es (un ) and (vn ) dened by :


 
1 1 1
un = n − cos 1 + cos + · · · + cos and, vn = un +
2 n 2n

are adja ent.

Exer ise 14
4n
 
1◦ Verify that the sequen e is in reasing.
n2
 n
4
2 Dedu e that the sequen e
◦ tends to +∞.
n
 n 
4 +n
3 Determine the limit of the sequen e
◦ as n tends to +∞.
4n + 2n

53
Chapter 2 Numeri al sequen es

Exer ise 15
For ea h real x, and ea h integer n, assume that
E(2x) + E(4x) + · · · + E(2nx)
un (x) = .
n2
1◦ Show that
x(n + 1) − 1 x(n + 1)
< un (x) ≤ .
n n

2◦ Dedu e that the sequen e (un (x)) is onvergent and give its limit.
What result re overs so?

54
Chapter 3

LIMIT AND CONTINUITY


OF NUMERICAL FUNCTIONS
THE ESSENTIALS OF THE COURSE
1. DEFINITIONS AND NOTATIONS
We all a numeri al fun tion (or real) of a real variable, every mapping
f from a subset D ⊂ R into R . We write:
f : D −→ R, or x 7−→ f (x), x ∈ D.
◦ D (whi h an be R itself) is alled domain (or set) of denition of
the fun tion f.
◦ The set f (D) = {y ∈ R ; ∃x ∈ D su h that f (x) = y}
is the image of D by f.
◦ The set G = {(x, y) ∈ R 2 ; x ∈ D and y = f (x)}
is the graph of f.
◦ f is said to be in reasing (resp. stri tly in reasing) i for all x and
x′ of D :
x < x′ =⇒ f (x) ≤ f (x′ ) (resp. f (x) < f (x′ )).

◦ f is said to be de reasing (resp. stri tly de reasing) i for all x


and x′ of D:
x < x′ =⇒ f (x) ≥ f (x′ ) (resp. f (x) > f (x′ )).

◦ f is said to be bounded above (resp. bounded below, bounded)


i the se f (D) is bounded above (resp. bounded below, bounded).

55
Chapter 3 Limit and ontinuity

2. PROPERTIES OF A NUMERICAL FUNCTION


◦ A fun tion f is even on an interval I i:
⋆ for all x of I, we have: −x ∈ I ; and
⋆ f (−x) = f (x).

The graph of f, admits y -axis as an axis of symmetry.


◦ A fun tion f is odd on an interval I i:
⋆ for all x of I, we have: −x ∈ I; and
⋆ f (−x) = −f (x).

The graph of f, admits O as a enter of symmetry.


◦ A fun tion f, dened on R , is alled periodi of period T i:
∀x ∈ R, f (x + T ) = f (x).

3. LIMIT OF A FUNCTION
y

Let ℓ be a real number, I an interval, ℓ+ε


a ∈ I and f a fun tion dened on I
ex ept, perhaps, at a. ℓ
ℓ−ε
We say that f admits for limit ℓ
as x tends to a i: O a x
a−δ a+δ
∀ε > 0, ∃δ > 0, ∀x ∈ I, |x − a| < δ ⇒ |f (x) − ℓ| < ε

We then write
lim f (x) = ℓ or lim f = ℓ.
x→a a

4. LIMITS AND SEQUENCES


Theorem 1
The limit of f at a is ℓ i, for every sequen e (xn ) that onverges to a, the
sequen e (f (xn )) onverges.
In this ase, the sequen e (f (xn )) onverges to ℓ.

56
Chapter 3 Limit and ontinuity

5. PROPERTIES OF THE LIMIT


Theorem 2
1◦ If a fun tion f admits a limit ℓ at a, then ℓ is unique .
2◦ If two fun tions f and g admit limits ℓ and m at a, then
f ≤ g =⇒ ℓ ≤ m.

3◦ If two fun tions f and g admit limits ℓ and m at a, then


• f +g admits a limit at a and lim(f + g) = ℓ + m;
a
• λf admits a limit at a and lim (λf ) = λℓ (λ is a real);
a
• fg admits a limit at a and lim (f g) = ℓm;
a
f f ℓ
• admits a limit at a if m 6= 0 and lim = .
g a g m

4◦ If f admits a limit ℓ at a and g admits a limit ℓ ′ at ℓ, then g ◦ f admits


a limit at a and lim
a
g ◦ f = ℓ ′.

6. LIMIT FROM THE LEFT - FROM THE RIGHT


We say that f admits a limit ℓ from the right at a i
∀ε > 0, ∃δ > 0, ∀x ∈ I, 0 ≤ x − a < δ =⇒ |f (x) − ℓ| < ε

That we symbolize by

lim f (x) = ℓ or
x→a
lim f (x) = ℓ or lim f = ℓ.
x→a+ a+
x≥a

Similarly, the limit from the left at a (when it exists) of a fun tion f is
dened: lim f (x) = ℓ i:
x→a−

∀ε > 0, ∃δ > 0, ∀x ∈ I, 0 ≤ a − x < δ =⇒ |f (x) − ℓ| < ε

Theorem 3
The fun tion f admits a limit ℓ at a i
lim f = lim f = ℓ.
a+ a−

57
Chapter 3 Limit and ontinuity

7. LIMIT AT INFINITY - INFINITE LIMIT


In the denition of lim f (x) = ℓ:
x→a

∀α > 0, ∃β > 0, ∀x ∈ I, |x − a| < β =⇒ |f (x) − ℓ| < α

a and ℓ are given reals. By simple modi ation on erning the values of
x as x tends to a, or the values of f (x) as it tends to ℓ, this denition of
limit ould be extended easily to the nine possible ases summarized in the
following table where a, or ℓ, is a real or +∞ or −∞ :
a ℓ form of: |x − a| < β =⇒ |f (x) − ℓ| < α
real |x − a| < β =⇒ |f (x) − ℓ| < α
real +∞ |x − a| < β =⇒ f (x) > α
−∞ |x − a| < β =⇒ f (x) < −α
real x > β =⇒ |f (x) − ℓ| < α
+∞ +∞ x > β =⇒ f (x) > α
−∞ x > β =⇒ f (x) < −α
real x < −β =⇒ |f (x) − ℓ| < α
−∞ +∞ x < −β =⇒ f (x) > α
−∞ x < −β =⇒ f (x) < −α

Naturally, for the ases 4, 5 and 6, the interval I must be of the form [b, +∞[
so that x ould tends to +∞. For the last three ases, I must be of the form
] − ∞, b].
◦ When lim f (x) = ℓ (nite) as x → +∞ (resp. x → −∞), the line y = ℓ
is an asymptote of f at +∞ (resp. at −∞).
◦ When lim f (x) = +∞ or −∞ as x → a (nite), the line x = a is an
asymptote of f.
◦ The theorem of paragraph 5 is appli able in all ases of limit, ex ept
the ases of indeterminate form. For this, it is useful to onsult the
table of the previous hapter (page 26).

8. CONTINUITY OF A FUNCTION AT A POINT


Let f be a fun tion, D its domain of denition and a a real.
We say that f is ontinuous at a i:
◦ a ∈ D (i.e. f (a) exists), and

◦ f admits a limit at a.

58
Chapter 3 Limit and ontinuity

Thus, the ontinuity of f at a is veried if one of the following properties is


satised:
1◦ lim f (x) = f (a);
x→a

2◦ for any sequen e (xn ) in D that onverges to a, the sequen e (f (xn ))


onverges to f (a).
The fun tion f is ontinuous from the right at a i: lim f (x) = f (a).
x→a+
f is ontinuous from the left at a i: lim f (x) = f (a).
x→a−
f is ontinuous at a i it is ontinuous from the left and from the right at
this point.

Theorem 4
If f and g are two ontinuous fun tions at a, and if λ is a real, then:
f
λf , f + g , f g, ( if g(a) 6= 0)
g
and g ◦ f ( if g if ontinuous at f (a))
are ontinuous at a.

9. EXTENSION BY CONTINUITY AT A POINT


Let I be an interval, a ∈ I and f a fun tion. If:
◦ f is dened on I ex ept at a (i.e. f (a) does not exist),

◦ and lim f = ℓ (nite),


a

then the fun tion ϕ, dened on I by


ϕ(x) = f (x) if x 6= a,
ϕ(a) = ℓ,

is ontinuous at a. It is the extension by ontinuity of f at a.


1
For example, f : x 7−→ x sin is not ontinuous at 0. It is extendable by
x
ontinuity at this point by the fun tion ϕ dened on R by
1
ϕ(x) = x sin if x 6= 0, and ϕ(0) = 0.
x

59
Chapter 3 Limit and ontinuity

10. MONOTONE CONTINUOUS FUNCTIONS


Let I be an interval I = [a, b].

◦ If f is in reasing on I , then f (I) = [f (a), f (b)].

◦ If f is de reasing on I , then f (I) = [f (b), f (a)].

Denote by: α = lim f and β = lim f and suppose f in reasing on I :


a+ b−

◦ if I = [a, b[ , then f (I) = [f (a), β[ ;

◦ if I = ]a, b], then f (I) = ]α, f (b)];

◦ if I = ]a, b[, then f (I) = ]α, β[ .

(a ould be −∞ and b ould be +∞). We have analogous results if f is


de reasing.

Theorem 5
If f is a ontinuous fun tion and stri tly monotone on the interval I , then
it admits an inverse fun tion f −1 , ontinuous and admits same variations.
The graphs of f and f −1 , are symmetri with respe t to the rst bise tor.

11. STRONG POINTS OF THE CHAPTER


◦ The parity or periodi ity of a fun tion redu es its domain of denition.

◦ We have information on the ontinuity (or the limit) of usual fun tions.
The theorem of paragraph 8 (or 5) is useful to study fun tions formed
from usual fun tions.
◦ The use of limits from the left and from the right is inevitable when
f (x) is dened dierently before and after a.

◦ The theorem of inverse fun tions determines all properties of f −1 from


that of f. In parti ular:
⋆ the graph of f ould be dis overed from that of f ;
−1

⋆ the domain of denition of f −1 is f (I), I being that of f.

60
Chapter 3 Limit and ontinuity

STATEMENTS OF SOLVED EXERCISES


Exer ise 1
2x
Let the fun tion f : x 7−→ , x ∈ [0, +∞[.
x+2
1◦ Constru t, as simple as possible, a sequen e (an ) that onverges to 2.

2◦ Determine the limit of the sequen e (f (an )).


1 1
3◦ Show that : ∀x ≥ 0, ≤ .
x+2 2
4◦ Determine a real δ > 0 su h that :

∀x ≥ 0, |x − 2| < δ =⇒ |f (x) − 1| < 10−4 .

5◦ Let ε > 0 given. Determine a real σ > 0 su h that :

∀x ≥ 0, |x − 2| < σ =⇒ |f (x) − 1| < ε

and dedu e that lim f (x) = 1.


x→2

Exer ise 2
Cal ulate the following limits :
x x
a) lim ; b) lim ;
x→+∞ 1 + x2 x→−∞ 1 + x2

2x2 − x + 3  cos x 
) lim ; d) lim 1− .
x→±∞ x2 + 1 x→−∞ x
Exer ise 3
Find :
x2 + x
 
1
a) lim ; b) lim xE ;
x→−∞ x − 3 x→0 x
√ √
k+x − k−x
) lim d)
p
, k > 0; lim ( x2 + x + 1 − x).
x→0 x x→+∞

Exer ise 4
Find the equation of the asymptote of the representative urve of
x2 + x + 3
f : x 7−→ .
x2 + x + 1

61
Chapter 3 Limit and ontinuity

Exer ise 5
Cal ulate

x3 − 3x + 2 cos2 x − 1
a) lim ; b) lim ;
x→1 x2 − x x→0 x2

(x + a)n − an
 
1 3
) lim − ; d) lim , (a ∈ R ∗ and n ∈ N ∗ ).
x→1 1 − x 1 − x3 x→0 x

Exer ise 6
The fun tion f is dened by

2x2 + 3x − 2
f (x) = .
x+1

Denote by Γ its representative urve in an orthonormal system.

1◦ What is the domain of denition of f ?

c
2◦ Determine 3 reals a, b, c su h that: f (x) = ax + b + .
x+1

3◦ What an be said about the straight line D of equation y = ax + b


with respe t to Γ? Study the position of this line with respe t to Γ.

4◦ Study the variations of f and draw Γ.

5◦ Show that the point (−1, −1) is a enter of symmetry of Γ.

Exer ise 7
Study, as x → −1, the limit of the fun tion

1 − 3x − 2
f : x 7−→ .
|x + 1|

Could f be extended by ontinuity at −1?

62
Chapter 3 Limit and ontinuity

Exer ise 8
Dene the fun tion f on R by
f (x) = E(x) + E(2 − x).

1◦ Show that f is periodi and even.

2◦ What is the set of reals x on whi h f is ontinuous?

Exer ise 9
The fun tion f is dened by
x − |x|
f (0) = 2, and f (x) = if x 6= 0.
x
1◦ Study the limit of f at 0.

2◦ Is f ontinuous at 0 ? From the left or the right?

Exer ise 10
Can we extend the following fun tions by ontinuity:

1 − cos x 2 cos x − 1 π
a) x 7−→ , at 0 ; b) x 7−→ π , at 3 .
x x−
3
Exer ise 11
Consider the fun tion

x 7−→ x + 1 − 2 x, x ≥ 0.

1◦ Study the variations of f and determine two intervals where it is stri tly
monotone.
2◦ Determine the inverse fon tions ϕ1 and ϕ2 of the two restri tions of f
at ea h of these intervals.
3◦ Draw the graphs of f, ϕ1 and ϕ2 on the same system.

Exer ise 12
1◦ Show that the equation : 2x3 + x − 2 = 0 admits a root x0 in ]0, 1[.

2◦ Give an approximate value of x0 with error less than 10−2 .

3◦ Show that x0 is irrational.

63
Chapter 3 Limit and ontinuity

Exer ise 13
 
2x − 1 1
Consider the fun tion f : x 7−→ , x ∈ 0, .
2x + 1 2

1◦ Show that f admits an inverse fun tion f −1 . Spesify its domain of


denition and express f −1 (x).
 
1
2 Set by denition f −
◦ = 1. Show that f, thus dened on R , is
2
bije tive and dis ontinuous. Determine the inverse mapping.

EXAMS & ENTRANCE EXAMS


Exer ise 14 (Partial 1999-2000)
Consider the fun tion f dened by
1
f (x) = xe− sin x , x 6= kπ (k ∈ Z).

1◦ Study the limit of f (x) as x → 0.

2◦ Can we extend f by ontinuity at x = 0? Justify your answer.

Exer ise 15 (Partial 1993-1994)


Let f be the fun tion dened by
f (x) = x2 + x + 1 if x < 0,
− x1
f (x) = e if x > 0.
1◦ Can f be extended by ontinuity from the left or the right at 0 ?

2◦ Can f be extended by ontinuity at 0 ?

Exer ise 16 (Medi ine Entran e Exam 1994)


For what values of the real c the fun tion f : R −→ R, dened by
f (x) = x3 + 2ex + c,

vanishes in the open interval ]0, 1[?

64
Chapter 3 Limit and ontinuity

SOLUTIONS
Exer ise 1
1◦ The stationary sequen e (an ) of general term an = 2.
2◦ f (an ) = 1, the sequen e (f (an )) is then stationary and its limit is 1.
1 1
3◦ For all x ≥ 0, we have x + 2 ≥ 2, hen e ≤ .
x+2 2
4◦ Let x ≥ 0 be su h that |x − 2| < δ. We have
1 δ
|f (x) − 1| = |x − 2| × ≤ .
x+2 2
If su es hen e to hoose δ < 2 × 10−4 (for example δ = 0.0001).
5◦ It su es, hen e, to take σ < 2ε. We have lim f (x) = 1 sin e for ε > 0
x→2
we an asso iate a stri tly positive number σ su h that for all x ≥ 0
verifying |x − 2| < σ, we have |f (x) − 1| < ε.
Exer ise 2
x 1 x
a) We have for x > 0 : 0 < 2
< , hen e lim = 0.
1+x x x→+∞ 1 + x2

1 x x
b) We have for x < 0 : < < 0, hen e lim = 0.
x 1 + x2 x→−∞ 1 + x2

1 3
2x2 − x + 3 2− + 2
) lim = lim x x = 2.
x→±∞ x2 + 1 x→±∞ 1
1+ 2
x
d) For all x 6= 0, we an write
cos x 1
0≤ ≤ ,

x |x|
cos x
hen e lim = 0,

x→−∞ x
 cos x 
thus lim 1− = 1.
x→−∞ x

65
Chapter 3 Limit and ontinuity

Exer ise 3
x+1
a) lim 3
= −∞.
x→−∞
1−
x

b) It is easy, observing that, for x 6= 0,


   
1 1 1
E ≤ <E +1
x x x

whi h is equivalent to
 
1 1 1
−1<E ≤ .
x x x

Then
 
1
1 − x < xE ≤1 for x > 0;
x
 
1
1 ≤ xE <1−x for x < 0.
x
 
1
We dedu e immediately that lim xE = 1.
x→0 x
√ √
k+x− k−x 2 1
) lim = lim √ √ =√ .
x→0 x x→0 k+x+ k−x k
p  x+1 1
d) lim x2 + x + 1 − x = lim √ = .
x→+∞ x→+∞ x2 + x + 1 + x 2

Exer ise 4
Let's write
x2 + x + 3 2
2
=1+ 2 .
x +x+1 x +x+1
2
But, lim = 0, hen e the representative urve C, of the fun tion
x→+∞ x2 +x+1
f, has as asymptote the straight line of equation y = 1. Noti e, in addition,
that the dieren e f (x) − y is positive, hen e C is above its asymptote.

66
Chapter 3 Limit and ontinuity

Exer ise 5
a) x3 − 3x + 2, sin e x2 − x, vanishes for x = 1. The eu lidean division of
x2 − 3x + 2 by x − 1 gives

x3 − 3x + 2 = (x + 2)(x − 1)2 ,

hen e, for x 6= 1,
x3 − 3x + 2 (x + 2)(x − 1)
2
= ,
x −x x
that tends to 0 as x → 1.
b) We an write
cos2 x − 1 sin2 x
= − → −1 as x → 0.
x2 x2

) It is easy to see, that


1 3 x+2
− =− → −1 as x → 1.
1 − x 1 − x3 1 + x + x2

d) For x 6= 0,
(x + a)n − an 1
= (x + a − a)[(x + a)n−1 + a(x + a)n−2 + · · · + an−1 ].
x x
The expression in the bra ket tends to nan−1 as x → 0. Hen e
(x + a)n − an
lim = nan−1 .
x→0 x
Remark : We know that, for α 6= 1,
1 − αn
1 + α + α2 + · · · + αn−1 =
1−α

so 1 − αn = (1 − α)(1 + α + α2 + · · · + αn−1 ).
b
And for α = :
a

an − bn = (a − b)(an−1 + an−2 b + an−3 b2 + · · · + bn−1 ).

67
Chapter 3 Limit and ontinuity

Exer ise 6
1◦ This fun tion f is dened for x 6= −1. Its domain of denition is then
D =] − ∞, −1[ ∪ ] − 1, +∞[.

2◦ We have, for x 6= −1,


c 2x2 + 3x − 2
ax + b + = ,
x+1 x+1
so ax2 + (a + b)x + b + c = 2x2 + 3x − 2.
By identi ation, we get : a = 2, b = 1, and c = −3.
3◦ The dieren e
3
f (x) − y = −
1+x
tends to zero as x → +∞ or −∞. Whi h shows that the innite
bran hes of Γ admits the line D as asymptote.
◦ for x −→ −∞, we have

f (x) − y > 0, hen e Γ is above D,

◦ for x −→ +∞, we have

f (x) − y < 0, hen e Γ is below D.

4◦ f is dened and dierentiable for x 6= −1, and


3
f ′ (x) = 2 + > 0.
(1 + x)2
f is then stri tly in reasing. On the other hand,
 
3
lim f (x) = lim 2x + 1 − = −∞,
x→−1+ x→−1 x+1
x+1>0
 
3
lim f (x) = lim 2x + 1 − = +∞,
x→−1− x→−1 x+1
x+1<0
 
3
lim f (x) = lim 2x + 1 − = +∞,
x→+∞ x→+∞ x+1
 
3
lim f (x) = lim 2x + 1 − = −∞.
x→−∞ x→−∞ x+1

68
Chapter 3 Limit and ontinuity

Thus the table of variation of f :

x −∞ 1 +∞

f ′ (x) + +

+∞ +∞
f (x) −∞ −∞
 
1
The interse tion points of Γ with the axis Ox are (−2, 0) and ,0 .
2

Y y

−2 −1
O 1
2
x
A
−1 X
−2

5◦ Let A(−1, −1). Let's make the hange of variables so that A be omes
the new origin
(
x = X − 1,
y = Y − 1.

Thus the equation of Γ in the new system AXY :


3 2X 2 − 3
Y − 1 = 2(X − 1) + 1 − , so Y = ,
X X

2X 2 − 3
the fun tion X 7−→ is odd, so A is a enter of symmetry.
X

69
Chapter 3 Limit and ontinuity

Exer ise 7
The fun tion f is dened for 1 − 3x ≥ 0 and x + 1 6= 0. The domain of
denition of f is then
 
1
D = ] − ∞, −1[ ∪ −1, .
3

x+1 3
Moreover, f (x) = − √ .
|x + 1| 1 − 3x + 2
Let's study the limits from the right and from the left at −1 :
3 3
lim f (x) = lim − √ =− ,
x→−1+ x→−1 1 − 3x + 2 4
x+1>0
3 3
lim f (x) = lim √ = .
x→−1− x→−1 1 − 3x + 2 4
x+1<0

Sin e
lim f (x) 6= lim f (x),
x→−1+ x→−1−

the fun tion ould not be extended by ontinuity at −1.


Exer ise 8
1◦ We an write:
f (x) = E(x) + E(−x) + 2;
f (−x) = E(−x) + E(x) + 2 = f (x),

thus f is even.
On the other hand,
f (x+1) = E(x+1)+E(−x−1)+2 = E(x)+1+E(−x)−1+2 = f (x);

thus f is periodi of period 1.


2◦ It su es to study the ontinuity of f on the interval [0, 1[ of period:
◦ if 0 < x < 1, f (x) = 1, hen e f is ontinuous.
◦ if x = 0, f (0) = 2, hen e f is dis ontinuous at 0.

The set of points of ontinuity is R \ Z .

70
Chapter 3 Limit and ontinuity

Exer ise 9
x−x
1◦ lim f (x) = lim = 0,
x→0+ x→0 x
x>0
x+x
lim f (x) = lim = 2.
x→0− x→0 x
x<0

Sin e lim f (x) 6= lim f (x), the fun tion f does not admit a limit as
x→0+ x→0−
x → 0.

2◦ Sin e
lim f (x) 6= f (0),
x→0+

then f is dis ontinuous from the right of 0.


From the other hand,
lim f (x) = f (0),
x→0−

hen e f is ontinuous from the left of 0.


Con lusion : f is not ontinuous at this point.
Exer ise 10
√ √ √
1 − cos x 2 x 2  x
a) lim = lim sin = , 1 − cos x = 2 sin2 .
x→0+ x x→0+ x 2 2 2
√ " √ # √
1 − cos x 2 x 2
lim = lim − sin =− .
x→0− x x→0− x 2 2

1 − cos x
Hen e, the fun tion x 7−→ is not extendable by ontinuity
x
at 0.
π π
b) Set x = t + . Then t → 0 as x → , and
3 3

2 cos x − 1 cos t − 3 sin t − 1
π =
x− t
3
t √
2 sin2
=− 2 − 3 sin t
t t

this tends to − 3 as t → 0.

71
Chapter 3 Limit and ontinuity
π
Thus f ould be extended by ontinuity at by the fun tion ϕ dened
3
by:
 π
 f (x)
 if x 6= ,
3

ϕ(x) =
√ π
if x = .

 − 3

3
Exer ise 11

1◦ Noti e, rst, that f (x) = ( x − 1)2 .
The fun tion f is ontinuous on R + . It is dierentiable on R ∗+ and

′ x−1
f (x) = √ .
x
The variations of f are summarized in the following table:
x 0 1 +∞

f ′ (x) − 0 +

1 +∞
f (x)
0

And the limits are:


√ 2
lim f (x) = lim x − 1 = +∞.
x→+∞ x→+∞

Then we see that :


◦ on [0, 1], f is stri tly de reasing,
◦ on [1, +∞[, f is stri tly in reasing.
2◦ On [0, 1], f is ontinuous and stri tly de reasing. It admits hen e an
inverse fun tion ϕ1 dened on [0, 1] by
(y = ϕ1 (x), x ∈ [f (1), f (0)]) ⇔ (x
 = f (y), y ∈ [0, 1])
√ 2 
⇔ x= y − 1 , y ∈ [0, 1]
√ √ 
⇔ x = 1 − y, y ∈ [0, 1]

⇔ (y = x + 1 − 2 x, x ∈ [0, 1]) .
Thus

ϕ1 (x) = x + 1 − 2 x, x ∈ [0, 1].

72
Chapter 3 Limit and ontinuity

Remark that f and ϕ1 are identi al on the interval [0, 1].

( y = ϕ2 (x), x ∈ [f (1), f (+∞)[ ) ⇔ (x = f (y), y ∈ [1, +∞[ )


√ 2 
⇔ x= y − 1 , y ∈ [1, +∞[
√ √ 
⇔ x = y − 1, y ∈ [1, +∞[

⇔ ( y = x + 1 + 2 x, x ∈ [0, +∞[ ) .

Thus

ϕ2 (x) = x + 1 + 2 x, x ∈ [0, +∞[ . y
ϕ2

3◦ On [0, 1], the urves of f and of ϕ1


are oin ide.
On [1, +∞[, the urves of f and of
1 f
ϕ2 are symmetri with respe t to the
ϕ1
rst bise tor.
O 1 x

Exer ise 12

1◦ Let p be the polynomial dened by p(x) = 2x3 + x − 2.


Sin e p(0)p(1) < 0, then ∃x0 ∈ ]0, 1[ su h that p(x0 ) = 0.

2◦ The root x0 is lo alized in the interval ]0, 1[ , that does not ontain any
other root.
1
Let's de ompose ]0, 1[ into two equal parts. Set u1 = .
2  
1
Sin e p(u1 )p(1) < 0, the root x0 is then lo alized in the interval ,1
2
1
of length .
2  
3 1
Set now u2 = of , 1 .
4 2  
3 1
Sin e p(u2 )p(1) < 0, the root x0 ∈ , 1 of length 2 .
4   2
7 3
Repeat the operations setting u3 = of , 1 .
8  4
7 1
Sin e p(u3 )p(1) < 0, the root x0 ∈ , 1 of length 3 .
8 2
et .

73
Chapter 3 Limit and ontinuity

1−0
After n operations, the interval in whi h x0 belongs admits n as
2
length and, to approximate x0 by its enter α, the error is inferior to
half of this length:
1 1 2 ln 10
|x0 − α| ≤ × n ≤ 10−2 , n ≥ − 1 ≃ 6.
2 2 ln 2
 
7 29
Repeating this pro edure, 6 times, we lo alize x0 in , of enter
8 32
113
≃ 0.8828125. This x0 #0.88 with error less than 10−2 .
128
p
3◦ Suppose that x0 is rational, then x0 = ∈ ]0, 1[ with p and q prime
q
together. We an write

p 2p2 + q 2 = 2q 3


whi h implies that p divide 2, hen e p = 1 or 2.


Similarly, we have

q 2q 2 − pq = 2p3


so q divide 2.
1
Thus x0 = or 1 or 2 : absurd.
2

Exer ise 13
   
1 1
1◦ The fun tion f is ontinuous 0, and dierentiable on 0, , and
2 2

4
f ′ (x) = > 0.
(2x + 1)2

Thus f admits an inverse fun tion dened by


      
1 1
y= f −1 (x), x ∈ f (0), f ⇔ x = f (y), y ∈ 0,
2 2
  
2y − 1 1
⇔ x= , y ∈ 0,
2y + 1 2
 
x+1
⇔ y= , x ∈ [−1, 0] .
2(1 − x)

74
Chapter 3 Limit and ontinuity
 
1 1
2◦ lim f (x) 6= f − , hen e f is dis ontinuous at − . But,
x→− 21 2 2

   
2x − 1 1 y+1
y= and x 6= − ⇔ x= and y 6= 1 ;
2x + 1 2 2(1 − y)

 
1
sin e f − = 1, we see that f admits, on R , an inverse fun tion
2
dened by

1+x



 2(1 − x)
 if x 6= 1;
f −1 (x) =
 −1

if x = 1.


2

Exer ise 14

1
1◦ • lim f (x) = lim xe− sin x = 0,
x→0+ x→0+

1
sin e lim e− sin x = e−∞ = 0.
x→0+

1
e− sin x x
− sin1 x
• lim f (x) = lim xe = − lim × = −∞
x→0− x→0− x→0− − sin1 x sin x

sin x eu
sin e lim = 1 and lim = +∞.
x→0 x u→+∞ u

Consequently, f does not admit a limit as x → 0.

2◦ Hen e f ould not be extended by ontinuity at 0.

75
Chapter 3 Limit and ontinuity

Exer ise 15
We have
lim f (x) = 0 and lim f (x) = 1.
x→0+ x→0−

Hen e f is extendable by ontinuity from the left setting f (0) = 1, or from the
right setting f (0) = 0. On the other hand, it is not extendable by ontinuity
at this point sin e the two limits are dierent.

Exer ise 16
The fun tion f vanishes on ]0, 1[ if f (0)f (1) < 0, so
(2 + c)(1 + 2e + c) < 0.

Thus c ∈ ] − 1 − 2e, −2[.

76
Chapter 3 Limit and ontinuity

PROPOSED EXERCISES
Exer ise 1
Find the limits of the following fun tions at the indi ated points:

x−2
1◦ , x → 4.
x2 − 5x + 4
x3 − 3x + 2
2◦ , x → −2.
x2 − 4

3◦ 3
x3 + x2 − 1 − x, x → +∞.
1 − sin x + cos x π
4◦ , x→ .
sin x + cos x − 1 2
 π 
tan x + −1
4
5◦ √  π , x → 0.
3 − 2 cos x +
6
Exer ise 2
Study the following limits:
√ √
1 1 + sin x − 1 − sin x
a) lim x sin ; b) lim ;
x→0 x x→0 x
2x − sin x  π
) lim √ ; d) limπ cot(2x) × tan x + ;
x→0 1 − cos x x→ 4 4
1 tan x
e) lim x cos ; f) lim √ .
x→+∞ x x→0 x2 + 4 + x − 2
Exer ise 3
1◦ Show that
x−1 E(x)
< ≤ 1 for x > 0
x x
and
E(x) x−1
1≤ < for x < 0.
x x
2◦ Dedu e that
E(x)
lim = 1.
x→±∞ x

77
Chapter 3 Limit and ontinuity

Exer ise 4
Consider the fun tion f dened on R by:
−x3 + 5x
f (x) =
x2 + 3
and C its representative urve in an orthonormal system.
1◦ a) Determine the reals a and b su h that, for all real x:
bx
f (x) = ax + .
x2+3
b) Show that f is odd. What an we dedu e for the urve C ?
2◦ Study the variations of f .
3◦ Spe ify an equation of the tangent T to the urve C at the origin.
4◦ Set D the straight line of equation y = −x.
a) Study the position of C with respe t to the straight line D.
8
b) Show that, for all x non zero: f (x) + x =   . Dedu e
3
x 1+ 2
x
the limit of f (x) + x as x tends to +∞. What an we on lude
for the urve C ?
4◦ Draw D , T and C on the graph. (Let's pre ise the points of interse tion
of the urve C with x - axis).
Exer ise 5
1◦ Show that: ∀ a, b ∈ R, 4ab ≤ (a + b)2 .
2◦ Determine the domains of denition of the fun tions:
and
p p
f (x) = 2 x(1 − x) + 1 g(x) = 2 (x − 1)(2 − x) + 3,
denoted by Df and Dg .
3◦ Using 1◦ , give an inequality for the elements of f (Df ). Do the same
for g(Dg ).
4◦ Show that g ◦ f is good dened on Df . What is it for f ◦ g?

Exer ise 6
Let f : R → R be a periodi fun tion admitting a limit at +∞. Show that
f is onstant.

78
Chapter 3 Limit and ontinuity

Exer ise 7
Let a, b ∈ R . Consider the fun tion f dened on the interval [0, π] by:
tan x πh
 h

 − 1 − tan2 x if x ∈ 0, ;


 cos x 2
π

if x = ;

f (x) = a

 2
b sin(2x) iπ i

if x ∈ , π .

 √


1 − sin x 2
Determine a and b so that f is ontinuous on [0, π].
Exer ise 8
Let the fun tion f be dened on R by:
x2 − 1
f (x) = 4 1 + x2 if x ≤ 1 and if x > 1.
p
f (x) = √ √
x 2 + a2 − x + a 2
Determine a so that f is ontinuous on R .
Exer ise 9
Can the fun tion f , dened on R ⋆ , by:
x2 − |x|
f (x) =
x2 + |x|
be extended by ontinuity at x = 0 ?

3− 2x + 5
Same question for f (x) = at x = 2.
x−2
Exer ise 10
2
x − x
1◦ Show that the fun tion f , dened by f (x) = , is ontinuous at 0.
x−1
x
2◦ Let f be the fun tion, dened by f (x) = . Can f be extended
x2 − |x|
by ontinuity at 0 ?
x3 − 2x2 − x + 2
3◦ Let f be the fun tion, dened by f (x) = .
1 − |x|
a) Is f ontinuous at 0 ?
b) Find lim f (x) and lim f (x)
x→−1 x→1
) Dene the fun tion g extending f by ontinuity on R .

79
Chapter 3 Limit and ontinuity

Exer ise 11
π   

Let f (x) = tan x, we have f = 1 and f = −1 then there does
  4 4
π 3π
not exist x ∈ , su h that f (x) = 0. Explain why this result does not
4 4
ontradi t the intermediate value theorem.
Exer ise 12
Let f be a fun tion dened and ontinuous from [0, 1] into [0, 1] and g be
the fun tion dened by
g(x) = x − f (x).

1◦ Show that g(0)g(1) ≤ 0.

2◦ Dedu e there exists an α ∈ [0, 1] satisfying α = f (α).

Exer ise 13
Let I be an interval of R and f : I → R is ontinuous fun tion su h that
∀x ∈ I, f 2 (x) = 1. Show that f = 1 or f = −1.

Exer ise 14
x + x2
Show that there exists a real x ∈ [1, 8] su h that x 3 = .
1

4+x
Exer ise 15
Consider the fun tion f dened on R by:
x
f (x) = .
1 + |x|

Show that this is a bije tion from R into ] − 1, 1[ and determine its inverse
mapping f −1.

Exer ise 16
Show that for all λ belonging to [0, +∞[ the polynomial x3 + λx + 1 admits
an unique real root. Denoted by f (λ).
Show that the fun tion f is stri tly in reasing on [0, +∞[ .
Show that f a hieves a bije tion from [0, +∞[ into [−1, 0[ and determine
its inverse mapping f −1 .

80
Chapter 4

THE DERIVATIVE OF
NUMERICAL FUNCTIONS

THE ESSNTIALS OF THE COURSE


1. DEFINITION AND NOTATION
a) Derivative of a fun tion at a point
Let I be an open interval, a ∈ I and f : I −→ R .
f (x) − f (a)
We say that f is dierentiable at a i the fun tion x 7−→ ,
x−a
dened on I \ {a}, admits a limit at a. This limit is alled then derivative
of f at a and denoted f ′ (a):

f (x) − f (a)
f ′ (a) = x→a
lim (1)
x6=a
x− a

b) Graphi al interpretation
f (x) T
Let Γ be the urve of f .
f ′ (a) is the slope of the tangent to Γ at M
A(a, f (a)). The equation of this tangent is: Γ

y = f (a) + (x − a)f ′ (a). A


f (a)
f (x) − f (a)
If x→a
lim = +∞ or −∞, we say that
x6=a
x− a
Γ admits a verti al tangent at A. O a x

81
Chapter 4 The derivative of numeri al fun tions

2. EQUIVALENT DEFINITION
Theorem 1
The fun tion f is dierentiable at a i there exists a real number ℓ, and a
fun tion ε su h that lim ε(x) = 0, that verify:
x→a

f (x) = f (a) + (x − a)ℓ + (x − a)ε(x). (2)


Corollary 1 Every dierentiable fun tion at a is ontinuous at this point.

3. OPERATIONS ON DIFFERENTIABLE FUNCTIONS


Theorem 2
If f and g are dierentiable at a, then:
◦ f + g is dierentiable at a, and: (f + g)′ (a) = f ′ (a) + g′ (a);
◦ λf is dierentiable at a, and: (λf )′ (a) = λf ′(a);
◦ fg is dierentiable at a, and: (f g)′ (a) = f ′ (a)g(a) + f (a)g′ (a);
 ′
f f f ′ (a)g(a) − f (a)g′ (a)
◦ is dierentiable at a if 6 0, and:
g(a) = (a) = .
g g [g(a)]2

The following theorem is known as theorem of omposite fun tions.


Consider, now, a fun tion u dened on an open interval I and a fun tion f
dened on u(I).
Theorem 3
If u is dierentiable at a and f dierentiable at u(a), then f ◦ u is dieren-
tiable at a and
(f ◦ u)′ (a) = f ′ (u(a)) × u′ (a) = f ′ ◦ u(a) × u′ (a) (3)
The following table re all derivatives of usual fun tions. The fun tion u is
supposed dierentiable on a ertain domain.
f (x) f ′ (x) domain of validity
te 0 R
x 1 R
xn nxn−1 R
un nun−1 u′
1 1
− R∗
x x2
√ 1
x √ R ∗+
2 x
√ u′
u √
2 u

82
Chapter 4 The derivative of numeri al fun tions

4. DERIVATIVE FROM THE LEFT - FROM THE RIGHT


We all right derivative (resp. left) of f at a, denoted by f+′ (a) or fd′ (a),
f (x) − f (a)
(resp. f−′ (a) or fg′ (a)) the limit, when it exists, of as x → a
x−a
with x > a (resp. x < a):

f (x) − f (a) f (x) − f (a)


f+′ (a) = lim , f−′ (a) = lim (4)
x→a+ x−a x→a− x−a

y
Remark
A
f (a)
When the left and right derivatives exist
and are distin t at a, the fun tion f is not
dierentiable at this point and its urve Γ Γ Γ
admits two semi-tangents at A(a, f (a)).
O a x

5. DERIVATIVE OF THE INVERSE FUNCTION


Let f be a fun tion dened and stri tly monotone on an open interval
I of R .

Theorem 4
If f admits a derivative f ′ (a) 6= 0 at a, then its inverse fun tion f −1 admits
a derivative at b = f (a) and
′ 1 1
f −1 (b) = = ′ (5)
f ′ (a) f ◦ f −1 (b)

6. DIFFERENTIABILITY ON AN INTERVAL
Let f be a fun tion dened on an interval ]α, β[ , α < β . We say that f is
dierentiable on ]α, β[ i it is dierentiable at every point of this interval.
f is dierentiable on [α, β] i it is dierentiable on ]α, β[, dierentiable from
the right of α and from the left of β . We dene by the same way the
dierentiability on intervals of the form:
[α, β[, ]α, β], [α, +∞[,
]α, +∞[, ] − ∞, β], ] − ∞, β[, R = ] − ∞, +∞[ .

83
Chapter 4 The derivative of numeri al fun tions

If f is dierentiable on an arbitrary interval I , to ea h x ∈ I orresponds


a unique value f ′ (x), so that x 7−→ f ′(x) is a fun tion of domain of de-
nition I. This fun tion derivative, denoted by f ′ , ould, itself, admits a
derivative fun tion denoted f ′′, et . More generally, f (n) denote the fun tion
derivative, when it exists, of f (n−1) ; alled nth derivative fun tion of f. If,
in addition, f (n) is ontinuous, we say then that f is n- times ontinuously
dierentiable, or of lass C n , on I.

a) Rolle's theorem
Theorem 5 y
If f is:
◦ ontinuous on [a, b],
A B
◦ dierentiable on ]a, b[ ,
◦ and if f (a) = f (b),
a O c1 c2 b x
then there exists at least one real c ∈ ]a, b[
su h that f ′(c) = 0.

b) Mean value theorems


B
y
Theorem 6
If f is:
◦ ontinuous on [a, b],
A
◦ dierentiable on ]a, b[,,
then there exists at least one real c ∈ ]a, b[
su h that O a c1 c2 b x

f (b) − f (a) = (b − a)f ′ (c) (6)

Other notation: The formula (6) ould be written, setting h = b − a :


f (a + h) = f (a) + hf ′ (a + θh) (7)
c−a
where θ = is, for a xed, a fun tion of h su h that: 0 < θ < 1.
b−a

84
Chapter 4 The derivative of numeri al fun tions

Consequen es
♦ If f ′ (x) = 0 for all x ∈ ]a, b[, then f (x) = f (a), and f is onstant.
♦ If f ′ > 0 on ]a, b[, then f is stri tly in reasing. Indeed,
f (x′ )
− f (x′′ )
> 0 for all x′ and x′′ de [a, b] su h that x′ 6= x′′ .
x′
− x′′
Similarly, if f ′ < 0 on ]a, b[, then f is stri tly de reasing.
♦ Two fun tions f and g with equal derivatives on ]a, b[ dier by a on-
stant:
f ′ = g ′ ⇒ f ′ − g ′ = 0 ⇒ (f − g)′ = 0 ⇒ f − g = te.

7. TAYLOR'S FORMULA
Theorem 7
If f is n - times ontinuously dierentiable on [a, b], and if f (n+1) exists on
]a, b[ , then there exists c ∈ ]a, b[ su h that
b−a ′ (b − a)n (n) (b − a)n+1 (n+1)
f (b) = f (a) + f (a) +· · ·+ f (a) + f (c) (8)
1! n! (n + 1)!
Remark
a) For n = 0, Taylor's formula (8) be omes the mean value formula (6).
b) Repla ing b by a + h, c be omes a real of the form a + θh, where
0 < θ < 1.
Taylor's formula is then
h ′ hn (n) hn+1 (n+1)
f (a + h) = f (a) + f (a) + · · · + f (a) + f (a + θh)
1! n! (n + 1)!

) Repla ing b by x, we get


x−a ′ (x − a)n (n) (x − a)n+1 (n+1)
f (x) = f (a) +
1!
f (a) + · · · +
n!
f (a) +
(n + 1)!
f (c) (9)
Under this form (9), we see that the dieren e between f (x) and the
polynomial
x−a ′ (x − a)n (n)
pn (x) = f (a) + f (a) + · · · + f (a)
1! n!
(x − a)n+1 (n+1)
is f (c). The polynomial pn is alled the Taylor's ap-
(n + 1)!
proximation polynomial of order n.
85
Chapter 4 The derivative of numeri al fun tions

d) Suppose the Taylor's formula appli able to f on [0, x]. There exists
then c = θx, where 0 < θ < 1, su h that

x ′ xn (n) xn+1 (n+1)


f (x) = f (0) + f (0) + · · · + f (0) + f (θx) (10)
1! n! (n + 1)!

alled Ma -laurin's formula to order n.

8. DIFFERENTIAL
a) Denition
Let f be a fun tion dierentiable on an interval I . We all dierential of f
at a point a ∈ I , an appli ation df : R −→ R that, to h ∈ R , asso iate the
real

df (h) = f ′ (a) × h.

Denote by i : x 7−→ x the identity mapping from R to R . Its dierential di


at a point a is given by

di(h) = i′ (a) × h = h,

so di = i the identity.
We denote by dx the mapping di so that

df (h) = f ′ (a) × di(h) = f ′ (a) × dx(h)

therefore

df = f ′ (a)dx

b) Notation of Leibnitz
To dierentiate a fun tion f at a point a is to al ulate its dierential at this
point. But, the al ulation of this dierential is redu ed to the al ulation
of the derivative, so we denote
df
f ′ (a) = .
dx

86
Chapter 4 The derivative of numeri al fun tions

) Fundamental properties
The al ulation of the dierential of a fun tion is equivalent to the al ulation
of its derivative, this is why it is not di ult to show the following theorem:
Theorem 8
If f and g are two dierentiable fun tions at a and if λ ∈ R , then the
f
fun tions f + g, λf , f g, (if g(a) 6= 0) are dierentiable at a and
g
d(f + g) = df + dg; d(λf ) = λdf ;
 
f g(a)df − f (a)dg
d(f g) = g(a)df + f (a)dg; d = .
g [g(a)]2
Theorem 9
If u is dierentiable at a and if f is dierentiable at u(a), then f ◦ u is
dierentiable at a and
d(f ◦ u) = f ′ (u(a))du.

9. INVERSE TRIGONOMETRIC FUNCTION


a) Ar sine fun tion
Denition 1
The ar sine fun tion
h π π iis the inverse fun tion of sine, dened on [−1, 1] and
whose range is − , . We denote it by arcsin.
2 2
 h π πi 
We have therefore: y = arcsin x ⇐⇒ y ∈ − , and x = sin y .
2 2
Properties
◦ For all x in [−1, 1], sin(arcsin x) = x.
h π πi
◦ The fun tion x 7−→ arcsin x is a bije tion from [−1, 1] onto − , .
2 2
It is ontinuous, stri tly in reasing, and odd.
1
◦ Derivative: for ea h x in ] − 1, 1[ , arcsin′ (x) = √
1 − x2
◦ Some parti ular values:
√ √
1 2 3
x 0 1
2 2 2
π π π π
arcsin x 0
6 4 3 2

87
Chapter 4 The derivative of numeri al fun tions

Graphi al representaion
y
In an orthonormal system, the

arcsin
π y=x
2
graph of the ar sine is obtained
from the graph of x 7−→ sin x by 1
symmetry with respe t to the line sin
y = x.
− π2 −1
At the points A and B of abs issa
O π x
1 and −1, the tangent to the urve 1 2
is parallel to the y - axis.
The graph of x 7−→ arcsin x has −1
O for enter of symmetry, and the
tangent at O has slope +1. − π2

b) Ar osine fun tion


Denition 2
The ar osine fun tion is the inverse fun tion of osine, dened on [−1, 1]
and whose range is [0, π]. We denote it by arccos.
We have then: y = arccos x ⇐⇒ (y ∈ [0, π]and x = cos y)
Properties

◦ For ea h x in [−1, 1], cos(arccos x) = x.

◦ The fun tion x 7−→ arccos x is a bije tion from [−1, 1] onto [0, π].
It is ontinuous and stri tly de reasing.

1
◦ Derivative: for ea h x in ] − 1, 1[, arccos′ (x) = − √
1 − x2

◦ Some parti ular values :


√ √
1 2 3
x 0 1
2 2 2
π π π π
arccos x 0
2 3 4 6

88
Chapter 4 The derivative of numeri al fun tions

Graphi al representation
y
In an orthonormal system, the graph
arccos
of the ar os is obtained from the π y=x
graph of the fun tion x 7−→ cos x by
symmetry with respe t to the line
y = x. π
2
At the points A and B of abs issa 1 1
and −1, the tangent to the urve is π
parallel to the y - axis. −1 O 1 π
2
x
cos
−1

) Ar tangent fun tion


Denition 3
The fun tion ar tangent h the inverse fun tion of tangent, dened on R
i π π is
and whose range is − , . We denote it by arctan.
2 2
 i π πh 
We have then: y = arctan x ⇐⇒ y ∈ − , and x = tan y .
2 2

Properties

◦ For ea h x in R , tan(arctan x) = x.
i π πh
◦ The fun tion x 7−→ arctan x is a bije tion from R onto − , .
2 2
It is ontinuous, stri tly in reasing, and odd.

1
◦ Derivative: for ea h x in R , arctan′ (x) =
1 + x2

◦ Some parti ular values:



3 √
x 0 1 3 x → +∞
3
π π π π
arctan x 0 arctan x →
6 4 3 2

89
Chapter 4 The derivative of numeri al fun tions

Graphi al representation
In an orthonormal system, the graph y

tan
y=x
of the ar tan is obtained from the
graph of the fun tion x 7−→ tan x by π
symmetry with respe t to the line 2
y = x. ar tan
π π π x
The lines y = − and y = are O 2
2 2
asymptotes to the graph.
The graph of x 7−→ arctan x has O
for enter of symmetry, and the tan-
gent at O has slope +1.

10. STRONG POINTS OF THE CHAPTER


◦ The derivative is used to get the equation of the tangent to a urve at
a point.
◦ The equivalent denition (2) of the derivative is an introdu tion to
the nite expansion fun tion. Its regular part: f (a) + (x − a)f ′ (a)
determine the equation of the tangent of the urve of f.
◦ The formulas of derivation (3), of a omposite fun tion, or (5), of an
inverse fun tion, are useful.
◦ Rolle's theorem is a parti ular ase of the Lagrange's theorem (6), (put
f (a) = f (b)). This formula (6) is a parti ular ase of Taylor's theorem
(8), (put n = 0). The marvelous Taylor's formula (9) approximate
a fun tion by a polynomial, and determine the relative error to this
approximation.

90
Chapter 4 The derivative of numeri al fun tions

STATEMENTS OF SOLVED EXERCISES


Exer ise 1
1
1◦ Cal ulate the nth derivative of x 7−→ .
1−x
1+x
Dedu e that of x 7−→ .
1−x
2◦ Cal ulate the nth derivative of x 7−→ cos(ax).
Dedu e that of x 7−→ sin2 x.

Exer ise 2
1◦ Are the onditions of Rolle veried by the fun tion

f : x 7−→ (|x| − 1)2 on [−1, +1]?

2◦ Are the onditions of the mean value theorem veried by the fun tion
 
1 5
g : x 7−→ E(x) + x − E(x) on ?
p
,
4 4

Exer ise 3
Let f be the fun tion dened on R by f (x) = x2 − 1 .

1◦ Show that f is dierentiable on R \ {−1, +1}.

2◦ Is f dierentiable at +1 and −1?

Exer ise 4
Cal ulate the left and right derivatives, at indi ated point, of ea h of the
following fun tions:
a) f : x 7−→ |x − 1| + x − 1, at point 1;
b) g : x 7−→ x2 − 1 + 3x, at point −1.

Exer ise 5
Cal ulate

the real θ of the formula (7) applied to the fun tion f , dened by
f (x) = x, on the interval [a, a + h], a > 0.

91
Chapter 4 The derivative of numeri al fun tions

Exer ise 6
Show, by√applying the mean value theorem, that 1.41 is an approximate
value of 2 with error less than 5 × 10−3 .

Exer ise 7
1◦ Show that
1
= 1 − x + x2 − · · · + (−1)n xn + rn (x)
1+x

xn+1
with rn (x) = (−1)n+1 .
1+x
1
2◦ Dedu e the value of θ in the expansion of in the Ma -Laurin's
1+x
formula to order n.

Exer ise 8
Consider the fun tion f, dened on ]1, +∞[ by
2x + 1
f (x) = .
x−1

1◦ Show that f admits an inverse fun tion f −1 and determine it.


′
2◦ Cal ulate, by two methods, the derivative f −1 (x), and draw the
graph of f −1.
3◦ Determine f ◦ f −1 and f −1 ◦ f . Are these fun tions equals?

Exer ise 9
Denote by Γ the √ representative urve, in an orthonormal system, of the
fun tion f : x 7−→ x, x ≥ 0.
1◦ Determine the equation of the tangent D to Γ at A(1, 1).

2◦ Determine the dierential df at 1.

3◦ Cal ulate ∆f = f (1 + dx) − f (1) of f at 1.

4◦ Denote by H and P respe tively the points of Γ and D of abs issa


1 + dx and by M the point (1 + dx, 1). Determine the segments of the
gure whose algebrai measures are df and ∆f.

92
Chapter 4 The derivative of numeri al fun tions

Exer ise 10
Expand the polynomial p, on the powers of (x − 2) :
p(x) = x3 − 8x2 + 5x + 3.

Exer ise 11
Show that the polynomial
pn (x) = xn + x − 1, n ≥ 1,

admits a root, and only one, in the interval ]0, 1[.


Exer ise 12
Let g be the fun tion dened by
g(x) = e−1/x if x 6= 0, and g(0) = 0.
2

Cal ulate g′ (x) for x 6= 0, g′ (0) and g′′ (0). Dedu e, by two methods, that g′
is ontinuous at the origin.
Exer ise 13
Let x ∈ ]0, 1[. Establish, by applying the mean value formula to the fun tion
ln on [1 − x, 1 + x], the double inequality
2x 1+x 2x
< ln < .
1+x 1−x 1−x
1 1+x
Dedu e the limite lim ln .
x→0+ x 1−x

EXAMS & ENTRANCE EXAMS


Exer ise 14 (Test 2000)
1◦ Show that the fun tion f dened by

if x ≤ 0,

 1 

πx 3
f (x) = 1 − sin if x ∈ ]0, 1],
2
0 if x ≥ 1,

is ontinuous and dierentiable on R , and al ulate its derivative.


2◦ Show that the derivative f ′ is ontinuous on R .

93
Chapter 4 The derivative of numeri al fun tions

Exer ise 15 (Test 2000)

1◦ Show that the fun tion f dened by:

sin x π
f (x) = if 0 < x ≤ , and f (0) = 1,
x 2
h πi
is ontinuous and dierentiable on 0, and al ulate its derivative.
2
h πi
2◦ Show that f is monotone on 0, . Dedu e that:
2

2x h πi
≤ sin x ≤ x, for all x ∈ 0, .
π 2

Exer ise 16 (Partial 1999-2000)


Show, using the mean value formula, that

t/2
e − e−t/2 ≥ |t|.

√ 1
Dedu e that x − √ ≥ ln x, for x ≥ 1.
x

Exer ise 17 (Partial 1994-1995)


Let f be a dierentiable fun tion on R su h that:

f (x) ≥ 0 for x ≥ 0, f (0) = 0.

1◦ Using the denition of the derivative, show that f ′ (0) ≥ 0.

2◦ Show that, for all x > 0, there exists c ∈ ]0, x[ su h that

f (x) − xf ′ (c) = 0.

Exer ise 18 (Partial 1994-1995)


Cal ulate the derivative of the fun tion f : x 7−→ arcsin x + arccos x, and
dedu e that f (x) is equal to a onstant to be determined.

94
Chapter 4 The derivative of numeri al fun tions

Exer ise 19 (Final 1994)


2x 1 − x2
1◦ Consider the fun tion f : x 7−→ arcsin + arccos .
1 + x2 1 + x2
Study the ontinuity of f on R . Cal ulate lim f (x).
x→+∞

a b c
2◦ Given the reals a, b, c and d su h that + + + d = 0, onsider
4 3 2
x 4 x 3 x 2
the fun tion h : x 7−→ a + b + c + dx. Show that h verify
4 3 2
Rolle's onditions on the interval [0, 1]. Dedu e that the polynomial
ax3 + bx2 + cx + d admits, at least, a root α in ]0, 1[.
1 x 1
3◦ a) Show that, ∀x ∈ R, we have: − ≤ 2
≤ .
2 1+x 2
x
b) Dedu e that, if g is a fun tion su h that g′ (x) = , then we
1 + x2
have:
1
|g(x) − g(y)| ≤ |x − y|, x and y are two reals.
2

Exer ise 20 (Final 1995)


1◦ Let f be a dierentiable fun tion on R verifying lim f ′ (x) = 0.
x→+∞
Applying the mean value theorem, show that:
lim [f (x + 1) − f (x)] = 0.
x→+∞

r
1−x
2◦ Consider the fun tion f : x 7−→ .
x
a) Determine the inverse fun tion f −1 of f. Draw the graph of f −1.
Dedu e the graph of f.
Z 1r
1−x
b) Let Iλ = dx, 0 < λ < 1. Give a geometri interpreta-
λ x
tion of Iλ . Cal ulate Iλ . (We ould use the graph of f −1).
Exer ise 21 (Medi ine Entran e Exam 1993)
1 π
Show that: arctan x + arctan = , for x > 0.
x 2
Dedu e lim (πx − 2x arctan x).
x→+∞

95
Chapter 4 The derivative of numeri al fun tions

Exer ise 22 (Session extraordinary 1982-1983)


1◦ Examine the ontinuity and the derivability of the fun tion f, dened
on [0, 4] by:
f (x) = 2x − 3 if 0 ≤ x ≤ 2,
f (x) = x2 − 3 if 2 < x ≤ 4.

2◦ Let ϕ(x) = ex sin x.


Explain why Rolle's theorem is appli able to ϕ on every intervalle [a, b]
su h that ϕ(a) = ϕ(b). Apply this theorem on [0, π].

Exer ise 23 (2nd session 1984-1985)



Consider the fun tion f : x 7−→ x 1 − ln x.
1◦ What is the domain of denition of f ?

2◦ What is the limite of x2 (1 − ln x) as x → 0+ ?

3◦ Dedu e that f is extendable by ontinuity from the right at 0.

4◦ Let g be this extension of f . Is g dierentiable at 0+ ?

Exer ise 24 (Session extraordinary 1985-1986)


The fun tion f is dened by f (x) = xn ln |x|, n ∈ N ∗ .
1◦ Show that f is extendable by ontinuity at 0, and determine its exten-
sion ϕ.
2◦ For what values of n, the fun tion ϕ is dierentiable at 0 ?

3◦ When ϕ is dierentiable on R , is it ontinuously dierentiable on R ?

Exer ise 25 (Partial 2000-2001)


1◦ Determine the domain of denition of the fun tion f dened by:
x
f (x) = arctan √ .
1 − x2

2◦ Cal ulate the derivative of f. What is the relation between f (x) and
arcsin x ?

96
Chapter 4 The derivative of numeri al fun tions

Exer ise 26 (Partial 2001-2002)


1◦ Let x ∈ ]0, 1[ . Establish

arcsin x 1
1< <√ .
x 1 − x2
i πh t 1
2◦ Dedu e that, for all t ∈ 0, : 1< < .
2 sin t cos t
Exer ise 27 (Partial 2002-2003)
Let f be a fun tion dened on R by:
x
f (x) = 1 if x 6= 0, and f (0) = 0.
1 + e− x
Is the fun tion f ontinuous at x = 0? dierentiable at x = 0?

Exer ise 28 (Partial 2003-2004)


Let a, b ∈ R . Consider the fun tion f dened by:

if x > 0;
 1
 e− x + 1 + 2x
f (x) = a if x = 0;
b sin x + 1 if x < 0.

1◦ Determine a so that f , is ontinuous at x = 0.


2◦ For the value of a, determine b so that, f is dierentiable at x = 0.

Exer ise 29 (Partial 2003-2004)


1◦ Let α > 0. By applying the mean value theorem to the fun tion
t 7−→ f (t) = (t − 1)et + 1 on the interval [0, α], show that f (α) > 0.

2◦ Let x > 0. By applying the mean value theorem to the fun tion
t 7−→ g(t) = (t − 2)et + t + 2 on [0, x], and using the result of the
question 1◦ , show that g(x) > 0.

97
Chapter 4 The derivative of numeri al fun tions

SOLUTIONS
Exer ise 1

1◦ From the rst derivatives of (1−x)−1 , we an see that the nth derivative
n!(1 − x)−n−1 . Indeed, the property is true for n = 1. Suppose it true
up to order n, i.e.
 (n)
1 n!
= ,
1−x (1 − x)n+1

dierentiate:
 (n+1)
1 n!(n + 1) (n + 1)!
= n+2
= .
1−x (1 − x) (1 − x)n+2

From the other hand, we an write


1+x 2
= −1
1−x 1−x

thus
 (n)  (n)
1+x 1 2n!
=2 = .
1−x 1−x (1 − x)n+1

2◦ The al ulation of the rst derivatives of cos(ax) gives the formula


 π
(cos(ax))(n) = an cos ax + n ;
2
and it is easy to establish this result by indu tion on n.
Sin e
1 1
sin2 x = − cos(2x)
2 2
so
(n) 1  π
sin2 x = − (cos(2x))(n) = −2n−1 cos 2x + n .
2 2

98
Chapter 4 The derivative of numeri al fun tions

Exer ise 2
1◦ The fun tion f is ontinuous on [−1, 1] and f (−1) = f (1) = 0, but not
dierentiable on ] − 1, +1[ , and more pre isely at x = 0, sin e

f+′ (0) = −2 and f−′ (0) = 2.

Thus this fun tion does not verify Rolle's onditions on this interval.
2◦ We an write

  
1

 x on ,1 ;
4



g(x) =

 
 5
on

 1+ x−1 1, .


4
   
1 5 1 5
g is then ontinuous on , , but not dierentiable on , . In-
4 4 4 4
deed,
• for x < 1, we have

g(x) − g(1) x−1 1 1
lim = lim = lim √ = .
x→1− x−1 x→1− x − 1 x→1− x+1 2

• For x > 1, we have



g(x) − g(1) 1+ x−1−1 1
lim = lim = lim √ = +∞.
x→1+ x−1 x→1+ x−1 x→1+ x−1

This
 means
 that g is not dierentiable at the point 1 of the interval
1 5
, , hen e it does not satisfy mean value theorem onditions.
4 4

Exer ise 3
1◦ We have
1 − x2 , on [−1, 1];
(
f (x) =
x2 − 1, on ] − ∞, −1] ∪ [1, +∞[ .

The fun tion f is then dierentiable on R \ {−1, +1}.

99
Chapter 4 The derivative of numeri al fun tions

2◦ • For 0 < x < 1, we have


f (x) − f (1) 1 − x2
lim = lim = − lim (x + 1) = −2.
x→1− x−1 x→1− x − 1 x→1−

• For x > 1, we have


f (x) − f (1) x2 − 1
lim = lim = lim (x + 1) = 2.
x→1+ x−1 x→1+ x − 1 x→1+

Hen e f does not admit a derivative at 1, sin e


f+′ (1) = 2 and f−′ (1) = −2.
Sin e f is even, we dedu e that it is not dierentiable at −1.
Exer ise 4
a) For x < 1, we have
f (x) − f (1) −x + 1 + x − 1
lim = lim = 0.
x→1− x−1 x→1− x−1
Similarly for x > 1, we have
f (x) − f (1) x−1+x−1
lim = lim = 2.
x→1+ x−1 x→1+ x−1
Hen e f+′ (1) = 2 and f−′ (1) = 0.
b) Similarly we get g−′ (−1) = 1 and g+′ (−1) = 5.
Exer ise 5
The mean value formula gives
√ √ h
a+h− a= √ where θ ∈ ]0, 1[.
2 a + θh
Hen e
p
h − 2a + 2 a(a + h)
θ= .
4h
Exer ise 6

Apply the mean value formula to f : x 7−→ x on [1.9881, 2] :
√ √ 1
2− 1.9881 = (2 − 1.9881) √ where c ∈ ]1.9881, 2[ ,
2 c
hen e
√ 119 × 10−4 119 × 10−4 119 × 10−3
2 − 1.41 = √ < = < 5 × 10−3 .
2 c 2 × 1.41 28.2

100
Chapter 4 The derivative of numeri al fun tions

Exer ise 7
1◦ Dividing 1 by 1 + x, following in reasing power of x up to order n,
gives the result.
We an get this result al ulating the sum of (n + 1)- rst terms of the
geometri sequen e:
1 − (−x)n+1 1 (−1)n+1 xn+1
1 − x + x2 − · · · + (−1)n xn = = − .
1+x 1+x 1+x
We an establish it by indu tion on n.
2◦ As in exer ise 1 page 91 we an show by indu tion that
 (p)
1 p!
= (−1)p .
1+x (1 + x)p+1
At the point x = 0, this derivative is (−1)p p!.
Ma -Laurin's formula gives then
1 (−1)n+1 xn+1
= 1 − x + x2 − · · · + (−1)n xn + .
1+x (1 + θx)n+2
By omparison, we get
(−1)n+1 xn+1 (−1)n+1 xn+1
= ,
1+x (1 + θx)n+2
n+2

1+x−1
or (1 + θx)n+2 = 1 + x, so θ = .
x
Exer ise 8
1◦ On ]1, +∞[, f is ontinuous and stri tly de reasing sin e
−3
f ′ (x) = < 0.
(x − 1)2
So, f admits an inverse fun tion ontinuous and stri tly de reasing on
] lim f (x), lim f (x)[ = ]2, +∞[.
x→+∞ x→1+
From the other hand, we have
y = f −1 (x), x ∈ ]2, +∞[

⇔ (x = f (y), y ∈ ]1, +∞[ )
 
2y − 1
⇔ x= , y ∈ ]1, +∞[
y−1
 
x+1
⇔ y= , x ∈ ]2, +∞[ .
x−2

101
Chapter 4 The derivative of numeri al fun tions

Thus f −1 is dened by
x+1
y = f −1 (x) = , x ∈ ]2, +∞[ .
x−2

2◦ By dire t al ulation, we get


′ −3
f −1 (x) = .
(x − 2)2
This derivative ould be al ulated using
the formula:
y
′ 1 1
f −1 (x) = = −3
f ′ (f −1 (x))
(f −1 (x)−1)2
 2
1 1+x
= − −1
3 x−2
−3
= .
(x − 2)2 1
O 2 x
3◦ It is easy to verify that
• ∀x ∈ ]2, +∞[ , f ◦ f −1 (x) = x and
• ∀x ∈ ]1, +∞[ , f −1 ◦ f (x) = x.

These two fun tions are not equals sin e Df ◦f −1 6= Df −1 ◦f .


Exer ise 9
1◦ The equation of the tangent is
y
y − yA = f ′ (xA )(x − xA )
P
1
so y = (x + 1).
2
1 H
2◦ df = f ′ (1)dx = dx.
2
√ A M
3◦ ∆f = 1 + dx − 1.

4◦ df is the measure of [M P ] and


O 1 1 + dx x
∆f is that of [M H].

102
Chapter 4 The derivative of numeri al fun tions

Exer ise 10
We get, from Taylor's formula of p(x) to the order n in a neighborhood of 2:
x−2 ′ (x − 2)2 ′′ (x − 2)n (n)
p(x) = p(2) + p (2) + p (2) + · · · + p (2)
1! 2! n!
we need to the oe ients p(2), p′ (2), · · · , p(n) (2) and, sin e p is a polynomial
of degree 3, these oe ients are null starting from the order 4. But,
p(2) = −11,
p′ (x) = 3x2 − 16x + 5, thus p′ (2) = −15,
p′′ (x) = 6x − 16, thus p′′ (2) = −4,
p′′′ (x) = 6, thus p′′′ (2) = 6.
Thus p(x) = −11 − 15(x − 2) − 2(x − 2)2 + (x − 2)3 .
Exer ise 11
Sin e pn (0) × pn (1) < 0 and sin e pn is ontinuous on [0, 1], then the inter-
mediate value theorem arms the existen e of a real α in ]0, 1[ su h that
p(α) = 0. But,
p′n (x) = nxn−1 + 1,
hen e, pn is stri tly in reasing on [0, 1]. Thus the uniqueness of α.
Exer ise 12
2 − 12
For x 6= 0, g′ (x) = e x .
x3
1
We have, putting x = :
t
g(x) − g(0) 1 1 t
lim = lim e− x2 = lim t2 = 0.
x→0 x x→0 x t→±∞ e

Thus g is dierentiable at 0, and g′ (0) = 0. From the other hand, putting


1
x2 = , hen e:
α
g′ (x) − g′ (0) 2 1 2α2
lim = lim 4 e− x2 = lim = 0.
x→0 x x→0 x α→+∞ eα

Thus g′ is dierentiable at 0, and g′′ (0) = 0.


♦ 1st method: the existen e of g′′ (0) implies the ontinuity of g′ at 0.
2t3
♦ 2nd method: lim g ′ (x) = lim 2 = 0.
x→0 t→±∞ et

Thus lim g (x) = g (0), hen e g′ is ontinuous at 0.


′ ′
x→0

103
Chapter 4 The derivative of numeri al fun tions

Exer ise 13
It is easy to verify that the mean value formula is appli able to f (t) = ln t
on [1 − x, 1 + x]. This formula gives
2x
ln(1 + x) − ln(1 − x) = where c ∈ ]1 − x, 1 + x[.
c
Sin e x is a positive number:
2x 2x 2x
1−x<c <1+x ⇒ < < .
1+x c 1−x
We dedu e:
2x 1+x 2x
< ln < ,
1+x 1−x 1−x
2 1 1+x 2 1 1+x
hen e < ln < , and then lim ln = 2.
1+x x 1−x 1−x x→0+ x 1−x
Exer ise 14
1◦ The problem of the ontinuity and of the derivability of the fun tion
f is at the points x = 0 and x = 1. We have
lim f (x) = lim f (x) = 1 and lim f (x) = lim f (x) = 0.
x→0− x→0+ x→1− x→1+

From the other hand,


f (x) − f (0) 1−1
lim = lim = 0,
x→0− x x→0 x
x<0

and,
 π 3 π
f (x) − f (0) − sin x 2 sin x  π 2
lim = lim 2 = − lim π 2 × sin x = 0.
x→0+ x x→0 x π x→0 x 2
x>0 x>0
2
Thus f ′(0) = 0.
Similarly, putting t = x − 1,
 π 3 π
f (x) − f (1) 1 − cos t 1 − cos t 
2 1 + cos π t + cos2 π t

lim = lim 2 = lim
x→1− x−1 t→0− t t→0− t 2 2
π
π sin t π  π π 
= lim π 4 sin t 1 + cos t + cos2 t = 0
2 t→0− t 4 2 2
4
f (x) − f (1) 0−0
and lim = lim = 0.
x→1+ x−1 x→1 + x − 1

Thus: f ′(1) = 0.

104
Chapter 4 The derivative of numeri al fun tions

2◦ We have:
for x ≤ 0,


 0

 π π  π 
f ′ (x) = −3 sin2 x cos x for 0 ≤ x ≤ 1,

 2 2 2
for x ≥ 1.

0

The ontinuity of f ′ on R is immediate.


Exer ise 15
i πh
1◦ In the interval 0, , f is the quotient of two fun tions ontinuous
2
and dierentiable; the denominator x does not vanish; f is ontinuous
and dierentiable of derivative:
x cos x − sin x
f ′ (x) = .
x2
The study for the value 0 is dire t using Taylor-Ma -Laurin's formula
to order 2 for the fun tion sine:
x3
sin x = x − cos c, where c is between 0 and x.
3!
So, as x tends to 0:
f (x) − f (0) x2
f (x) → 1 = f (0) and = − cos c → 0.
x 6
The fun tion f is ontinuous at 0 and dierentiable at this point with
derivative equal to zero.
2◦ The derivative f ′ (x) has same sign that its numerator.
Let ϕ : x 7−→ x cos x − sin x. We have:
ϕ′ (x) = −x sin x ≤ 0,
h πi
hen e ϕ is de reasing on 0, :
2
π
ϕ ≤ ϕ(x) ≤ ϕ(0) = 0.
2
π 
Hen e f ′ (x) ≤ 0 and f is de reasing. Thus f ≤ f (x) ≤ f (0),
2
so
sin x 2
1≥ ≥ .
x π

105
Chapter 4 The derivative of numeri al fun tions

Exer ise 16
Apply the mean value formula to the fun tion ϕ : t 7−→ e 2 − e− 2
t t

ϕ(t) − ϕ(0) = tϕ′ (c) where c is between 0 and t.

That gives
c
t e 2 + e− 2c
− 2t
e − e = t ≥ |t|.
2
2

Indeed,
 c c
2 c c
e 4 − e− 4 = e 2 + e− 2 − 2 ≥ 0.

Hen e: e 2 + e− 2 ≥ 2.
c c

If we set et = x, we get (for x > 0) :




x − √1 ≥ | ln x|,

x

so, for x ≥ 1,
√ 1
x − √ ≥ ln x.
x

Exer ise 17

1◦ Sin e f is dierentiable at the point 0, we an write


f (x) − f (0) f (x)
f ′ (0) = f+′ (0) = lim = lim .
x→0+ x x→0 x
x>0

Hen e f ′ (0) ≥ 0.
2◦ The fun tion f is ontinuous on [0, x], and dierentiable on ]0, x[. By
the mean value theorem there exists a real c ∈ ]0, x[ su h that

f (x) − f (0) = (x − 0)f ′ (c).

Thus the result.

106
Chapter 4 The derivative of numeri al fun tions

Exer ise 18
For x ∈ ] − 1, 1[, we have
1 1
f ′ (x) = √ −√ = 0.
1−x 2 1 − x2
Thus f (x) = c on [−1, 1].
π
In parti ular, for x = 0, we get c = .
2
π
Finally, we have for all x ∈ [−1, 1], arccos x + arcsin x = .
2
Exer ise 19
1◦ The fun tions
2x 1 − x2
x 7−→ and x −
7 →
1 + x2 1 + x2
are dened and ontinuous from R into the interval [−1, 1]. Hen e f
is ontinuous on R .
From the other hand, we have
lim f (x) = arcsin 0 + arccos(−1) = π.
x→+∞

2◦ h satises the onditions of Rolle's theorem on [0, 1]: h is ontinuous on


[0, 1], dierentiable on ]0, 1[ and h(0) = h(1). Rolle's theorem implies
then the existen e of a real α ∈ ]0, 1[ that vanishes the derivative
h′ (x) = ax3 + bx2 + cx + d.

1 x 1 2|x|
3◦ a) The double inequality − ≤ ≤ ould be written ≤ 1.
2 1 + x2 2 1 + x2
This omes from (|x| − 1)2 ≥ 0.
b) • For x = y , nothing to prove.
• For x 6= y , (for example x < y ) the mean value formula gives

|g(x) − g(y)| = |x − y| g′ (c) where c ∈ ]x, y[,


1
this implies sin e |g′ (c)| < :
2
|x − y|
|g(x) − g(y)| ≤ .
2

107
Chapter 4 The derivative of numeri al fun tions

Exer ise 20
1◦ The mean value formula gives:
f (x + 1) − f (x) = f ′ (c) where c ∈ ]x, 1 + x[.

As x → +∞, then c → +∞, and then


lim [f (x + 1) − f (x)] = lim f ′ (c) = 0.
x→+∞ c→+∞

2◦ a) We have:
r !  
1−x 1−x 2
y= , x ∈ ]0, 1] ⇔ =y , y≥0
x x
 
1
⇔ x= , y≥0 .
1 + y2
Thus f −1 is dened by:
1
y = f −1 (x) = , x ≥ 0.
1 + x2
The variations of f −1 are summarized in the following table:

x 0 +∞
′
f −1 (x) 0 −

f −1 (x) 1
0

The graph of f and of f −1 are symmetri with respe t to the rst


bise tor.
y y

Cf −1
1 Cf

O x O 1 x

108
Chapter 4 The derivative of numeri al fun tions

b) Iλ is the area of the domain y


delimited by the urve of f,
the line of equation x = λ, and
the x - axis.
By symmetry, we have
q
1−λ
Z
dx λ 1
Iλ = − λ(1 − λ)
p
1 + x 2
0
O λ x
q
1
q 1−λ
= arctan 1−λλ − λ(1 − λ).
p λ

Exer ise 21
Denote by f the fun tion dened on R ∗+ by
1
f (x) = arctan x + arctan .
x
We have, by derivative, f ′ (x) = 0. So f (x) = c on R ∗+ .
π
In parti ular, for x = 1, we get c = .
2
1
From the other hand, setting x = , we get:
t
 
1 π 1 arctan t 1
lim (πx − 2x arctan x) = lim − arctan = lim = .
x→+∞ t→0+ 2t 2 t t→0+ 2t 2
In fa t, by the mean value formula:
x−0
arctan x − arctan 0 = where c is between 0 and x.
1 + c2
arctan x 1
Hen e lim = lim = 1.
x→0+ x c→0+ 1 + c2

Exer ise 22
1◦ Unique problems are ontinuity and derivability of f at 2. But,
lim f (x) = lim f (x) = f (2) = 1
x→2+ x→2−

hen e f is ontinuous at 2.
From the other hand,
f (x) − f (2) x2 − 4
lim = lim = 4, and
x→2+ x−2 x→2+ x − 2

f (x) − f (2) 2x − 4
lim = lim = 2.
x→2− x−2 x→2− x − 2

Thus f+′ (2) 6= f−′ (2) and f is not dierentiable at 2.

109
Chapter 4 The derivative of numeri al fun tions

2◦ This is due to the fa t that ϕ is ontinuous on [a, b] and dierentiable


on ]a, b[. Sin e ϕ(0) = ϕ(π) = 0, then there exists c ∈ ]0, π[ su h that
ϕ′ (c) = ec (cos c + sin c) = 0,
3π 3π
so tan c = −1 = tan , hen e c = .
4 4
Exer ise 23
1◦ f is dened i 1 − ln x ≥ 0, thus Df = ]0, e].
2◦ lim x2 (1 − ln x) = lim x2 − x2 ln x = 0.

x→0+ x→0+

3◦ Sin e lim f (x) = lim x2 − x2 ln x = 0, f is extendable by onti-


p
x→0+ x→0+
nuity from the right of 0.
4◦ The fun tion g is dened by
if x ∈ ]0, e];
(
f (x)
g(x) =
0 if x = 0.
g(x) − g(0) √
lim = lim 1 − ln x = +∞.
x→0+ x x→0+

The fun tion g does not admit then a derivative from the right of 0.
Exer ise 24
1◦ Sin e lim f (x) = lim xn−1 (x ln |x|) = 0, hen e f is extendable by
x→0 x→0
ontinuity at 0. Its extension is dened by
if x 6= 0;
(
f (x)
ϕ(x) =
0 if x = 0.
ϕ(x) − ϕ(0)
2◦ We have lim = lim xn−1 ln |x|, whi h tends to a nite
x→0 x x→0
limit and more pre isely to 0 i n − 1 > 0.
3◦ For x 6= 0 and n ≥ 2, we have
ϕ′ (x) = xn−1 (n ln |x| + 1)
ϕ′ is evidently ontinuous on R ∗ .
From the other hand,
lim ϕ′ (x) = lim xn−1 (n ln |x| + 1) = 0 = ϕ′ (0).
x→0 x→0

This proves nally that ϕ′ is ontinuous on R .

110
Chapter 4 The derivative of numeri al fun tions

Exer ise 25
1◦ The fun tion f is dened for x2 − 1 < 0. Thus Df = ] − 1, 1[ .
x
2◦ Let u = √ . Hen e:
1 − x2
√ −2x
′ 1 − x2 − x √
u 2 1 − x2 1 1
f ′ (x) = = × =√ .
1 + u2 1 − x2 x2 1 − x2
1+
1 − x2
Sin e, f (x) = arcsin x + c for x ∈ ] − 1, 1[ .
But, f (0) = arcsin 0 = 0, hen e c = 0.
Thus: f (x) = arcsin x, ∀x ∈ ] − 1, 1[ .

Exer ise 26
1
1◦ Let f (t) = arcsin t, thus f ′ (t) = √ . The fun tion f being
1 − t2
• ontinuous on [0, x];
• dierentiable on ]0, x[,
then, by the mean value theorem, there exists c ∈ ]0, x[ su h that
f (x) − f (0) arcsin x 1
= f ′ (c), so =√ .
x−0 x 1 − c2
From the other hand, we have:
0 < c < x =⇒ 1 − x2 < 1 − c2 < 1
√ √
=⇒ 1 − x2 < 1 − c2 < 1 (1 − x2 > 0)
1 1
=⇒ 1 < √ <√
1−c 2 1 − x2
arcsin x 1
thus: 1 < <√ .
x 1 − x2

 x = sin t
(
t = arcsin x
2◦ Set x = sin t. We get then: i πh ⇔
 t ∈ 0, x ∈ ]0, 1[
2
A ording to 1 , we have:

t arcsin x 1 1
1< = <p =√
sin t x 2
1 − sin t cos2 t
t 1  i πh
Thus 1 < < cos t > 0 on 0, .
sin t cos t 2

111
Chapter 4 The derivative of numeri al fun tions

Exer ise 27

If x → 0+ , e− x → 0 and f (x) → 0
1

sin e lim f (x) = f (0).
If x → 0− , e− x → +∞ and f (x) → 0 
1 x→0

Thus, f is ontinuous at x = 0. Otherwise , we have:


1 if x → 0+ ,
(
f (x) − f (0) 1
= 1 →
x−0 1 + e− x 0 if x → 0− .

f does not dierentiable at x = 0, sin e the derivatives from the left and
from the right of 0 are distin t.
Exer ise 28
1◦ We have:
 1 √ 
lim f (x) = lim e− x + 1 + 2x = 1;
x→0+ x→0+

lim f (x) = lim (b sin x + 1) = 1.


x→0− x→0−

f is ontinuous at x = 0 i lim f (x) = lim f (x) = f (0). Thus: a = 1.


x→0+ x→0−

2◦ We have:
1 √
f (x) − f (0) e− x + 1 + 2x − 1
lim = lim .
x→0+ x−0 x→0+ x
1
1 e− x t
Set t = , we have: lim = lim t = 0, and
x x→0+ x t→+∞ e

1 + 2x − 1 2
lim = lim √ = 1.
x→0+ x x→0+ 1 + 2x + 1
Hen e f is dierentiable from the right of x = 0 and we have f+′ (0) = 1.
From the other hand,
f (x) − f (0) b sin x
lim = lim = b.
x→0− x−0 x→0− x

Sin e, f is dierentiable from the left of x = 0 and we have f−′ (0) = b.


To be f dierentiable at x = 0 we must have f−′ (0) = f+′ (0), thus
b = 1.

112
Chapter 4 The derivative of numeri al fun tions

Exer ise 29
1◦ f is ontinuous on [0, α] and dierentiable on ]0, α[ then, by applying
the mean value formula, we have:
f (α) − f (0) = (α − 0)f ′ (c), where c ∈ ]0, α[.
So
f (α) = αcec .

Hen e: f (α) > 0.


2◦ g is ontinuous on [0, x] and dierentiable on ]0, x[ then, by applying
the mean value formula, we an write:
g(x) − g(0) = (x − 0)g ′ (c), where c ∈ ]0, x[ .
Sin e g′ (c) = f (c), we get:
g(x) = xf (c).

Hen e: g(x) > 0, sin e f (c) > 0.

113
Chapter 4 The derivative of numeri al fun tions

PROPOSED EXERCISES
Exer ise 1
Let α ∈ R. Consider the two fun tions f and g dened on R satisfying:
⋆ f (α) = 0.

⋆ f is dierentiable at α.

⋆ g is ontinuous at α.

Show that f g is dierentiable at x = α.

Exer ise 2
Let f : R 7−→ R be a numeri al fun tion satisfying:
f (x + y) = f (x)f (y) ∀x, y ∈ R and f (0) 6= 0.
1◦ Show that f (0) = 1.

2◦ Prove that if f is dierentiable at the x = 0, then f is dierentiable


on R and f ′(x) = f ′ (0)f (x).

Exer ise 3
Consider the fun tion f dened by:
for x = 0;

 0
f (x) =
 x2 sin 1 for x 6= 0.
x
1◦ Show that f is ontinuous at the point x = 0.

2◦ Is this fun tion dierentiable at x = 0?

Exer ise 4
Let f be the fun tion dened by:

2 1+x+x−2
f (x) = .
x
1◦ Cal ulate lim f (x) and dene its extension g at x = 0.
x→0

2◦ Is the fun tion g dierentiable at the point x = 0?

114
Chapter 4 The derivative of numeri al fun tions

Exer ise 5
Let f be the fun tion dened by:
3 − x2 1
f (x) = if x < 1, and f (x) = if x > 1.
2 x
1◦ Show that f is extendable by ontinuity at x = 1. Let g be this
extension.
2◦ Show that g is dierentiable at x = 1. Give g ′ (1).

3◦ Show that there exists c ∈ ]0, 2[ su h that

g(2) − g(0) = 2g ′ (c),

then determine all the possible values of c.

Exer ise 6
1◦ Show that the equation 3x + cos x = 0 has at most a real root.

2◦ Being given y a real positive and n an even integer, show that


(x + y)n = xn + y n i x = 0.

Exer ise 7
Let a0 , a1 , · · · , an be reals su h that
a0 a1 an
+ + ··· + = 0.
1 2 n+1

Show that there exists at least a real c of [0, 1] su h that

a0 + a1 c + · · · + an cn = 0.

Exer ise 8
i π h i πh
Let x ∈ − , 0 ∪ 0, .
2 2
Show that there exists a unique θ(x) stri tly between 0 and 1 su h that
1 − cos x
= sin(xθ(x)).
x
Show that θ(x) admits a limit as x tends to 0.

115
Chapter 4 The derivative of numeri al fun tions

Exer ise 9
Cal ulate the derivatives of

2 x √
y1 = arcsin and y2 = 2 arctan x.
1+x
What relation is there between y1 and y2 ?
Exer ise 10
Let f be the fun tion dened by:
 
1 x+1 x 1
f (x) = arctan + arctan + arctan 2 .
π x 1−x 2x
1◦ Determine the domain of denition of f .
2◦ Determine lim f (x); lim f (x); lim f (x).
x→−∞ x→+∞ x→0+

3◦ Cal ulate f ′ (x). What an we dedu e for f ?


 
1
4◦ Determine the value of ea h od the numbers: f (−7); f ; f (π).
3
Exer ise 11
arccos(1 − x)
With the help of a hange of variable, nd lim √ .
x→0+ x
Exer ise 12
1◦ Show that, for all x ∈ [−1, 1]:
π
arccos x + arcsin x = .
2
1
2◦ a) Determine arctan x + arctan for x ∈ R ∗ .
x
x
b) Show that: ∀x > 0, < arctan x.
1 + x2
π x
) Dedu e that arctan x < − .
2 1 + x2
arctan x
3◦ Cal ulate lim .
x→0 x
4◦ Cal ulate
" r r !#
arctan x arctan x
lim x sin arccos − arcsin .
x→+∞ π π

116
Chapter 5

USUAL FUNCTIONS

THE ESSENTIALS OF THE COURSE


1. NAPIERIAN LOGARITHMIC FUNCTION
a) Denition
We all napierian logarithmi fun tion the primitive on R ∗+ of the fun -
1
tion x 7−→ that vanishes for x = 1. Denote by ln this fun tion.
x
For ea h x > 0 we have then
y 1
 ln′ (x) = 1 ,

x y=
dt
Z
x
ln x = or equivalently x
1 t
ln 1 = 0.

A
In an orthonormal system, the real ln x represents 1
M
then the area of domain D limited by the ar AM . D
O 1 x x

b) Fundamental properties
For all stri tly positive real numbers a and b
ln(ab) = ln a + ln b

a 1
ln = ln a − ln b, ln = − ln a
b a
α
ln x = α ln x, α ∈ Q

117
Chapter 5 Usual fun tions

) Graphi al representation of the fun tion x 7−→ ln x


y
x 0 1 +∞
E y = ln x
ln′ x + 1 + 1
A
+∞ O 1 e x
ln x 0
−∞

The graph, C , admits


a paraboli bran h in the dire tion of the x-axis. In an orthonormal system,
the tangent at a point (1, 0) is parallel to therst bise tor. 
1
The on avity is turned to the negative y f ′′ (x) = − 2 < 0 . So the
x
urve is below the tangents. From whi h we obtain the possibility of over
estimations:

ln x ≤ x − 1 (y = x − 1, equation of the tangent at A(1, 0)) ;


x  x 
ln x ≤ y = , equation of the tangent at E(e, 1) .
e e

d) Limit values
lim ln x = +∞ and lim ln x = −∞
x→+∞ x→0+

ln x
lim = 0, α ∈ R ∗+
x→+∞ xα
lim xα ln x = 0, α ∈ R ∗+
x→0+
ln x
In parti ular, lim = 0 and lim x ln x = 0
x→+∞ x x→0+

ln(1 + x)
lim =1
x→0 x
x6=0

e) The real e
There exists a unique real in ]0, +∞[ , denoted by e, su h that: ln e = 1. It
is an irrational number between 2, 718 and 2, 719.

118
Chapter 5 Usual fun tions

2. THE EXPONENTIAL FUNCTION OF BASE e


a) Denition
The napierian logarithmi fun tion x 7−→ ln x denes a ontinuous and
stri tly monotone mapping from R ∗+ into R . Then there exists an inverse
bije tion from R into R ∗+ , alled exponential fun tion of base e and
denoted exp:
( (
y = exp x x = ln y
⇐⇒
x∈R y ∈ R ∗+

So we an write:
♦ ln(exp x) = x, x ∈ R ;

♦ exp(ln x) = x, x ∈ R ∗+ ;

♦ exp(x) > 0;

♦ exp(0) = 1; and exp(1) = e.

b) Fundamental properties
For all real numbers x1 and x2

exp(x1 + x2 ) = exp(x1 ) × exp(x2 )

CONSEQUENCES:

1
• exp(−x) =
exp(x)
exp(x1 )
• = exp(x1 − x2 )
exp(x2 )
• (exp(x))r = exp(rx), r∈Q

In parti ular, if x = 1, exp(r) = [exp(1)]r = er .


We suppose that, for ea h real x:

exp(x) = ex

119
Chapter 5 Usual fun tions

) Graphi al representation of the fun tion x 7−→ ex


The exponential fun tion, is the inverse fun tion of the napierian logarithmi
fun tion. It is dened by the equivalen e:
( (
y = ex x = ln y
⇐⇒
x∈R y ∈ R ∗+

It is ontinuous and stri tly in reasing (as the fun tion ln) on R , with range
in R ∗+ (then, for ea h x ∈ R , ex > 0).
Moreover, it is dierentiable and by the
theorem of the derivation of the inverse y y = ex
fun tion: y=x

(ex )′ = ex
y = ln x
1
O
x −∞ 0 1 +∞
1 x
+∞
ex 0 1 + e

The graph of the exponential fun tion f : x 7−→ ex is symmetri with respe t
to the rst bise tor of the graph representative of the napierian logarithmi
fun tion.
f ′′ (x) = ex > 0: the exponential fun tion is onvex, the urve is then
above ea h tangent, in parti ular the tangent at (0, 1) of equation y = 1 + x.
Therefore ex ≥ x + 1.

d) Limit values
lim ex = 0 and lim ex = +∞
x→−∞ x→+∞

ex
lim = +∞, for all α > 0
x→+∞ xα

lim |x|α ex = 0, for all α > 0


x→−∞

 x n
lim 1+ = ex , n∈N
n→+∞ n

120
Chapter 5 Usual fun tions

3. POWER FUNCTIONS
xα is dened for ea h x > 0 and for ea h real α; then we an onsider the
fun tion

fα : R ∗+ −→ R
x 7−→ xα

By onvention, eα ln x is denoted by xα . (For α ∈ Z, the domain of denition


of the power fun tion ould be extended to R ∗ , even to R if α ∈ N ).
Noti e that, from the denition and for all α ∈ R :

xα = eα ln x =⇒ ln xα = ln(eα ln x ) = α ln x.

Remark: If α = 0, xα is onstant and equal to 1; further we suppose that


α 6= 0.

a) Properties of the power fun tion


Easily we an show that the rules of al ulation of rational powers remain
valid.
xα xβ = xα+β ;
(xα )β = xαβ ;
xα y α = (xy)α , x > 0, y > 0, α, β ∈ R.

Moreover, the fun tion fα is dierentiable:

fα′ (x) = (xα )′ = αxα−1 .

The fun tion fα is then stri tly monotone on R ∗+ .

♦ If α > 0, fα is in reasing.

♦ If α < 0, fα is de reasing.

121
Chapter 5 Usual fun tions

b) Limit values
◦ If α < 0: lim xα = +∞, and lim xα = 0.
x→0+ x→+∞

lim xα = 0

x→0+




if α > 1,
  (
0
  α
x

and

α−1
lim =x =


if 0 < α < 1.


 x→0+ x +∞
◦ If α > 0:

 lim xα = +∞


 x→+∞

if α > 1,

  (
+∞
 α
x

 and x→+∞

 α−1
 lim =x =
if 0 < α < 1.

x 0

) Graphi study
The variations of the fun tion fα are summarize in the following table:
α<0 0<α<1 α>1
x 0 +∞ x 0 +∞ x 0 +∞
fα′ (x) − fα′ (x) +∞ + fα′ (x) 0 +

+∞ +∞ +∞
fα (x) 0 fα (x) fα (x)
0 0

Remark: If α > 0 then the fun tion fα an be extendable by ontinuity at


the point 0, we suppose fα (0) = 0.
The dierent forms of urves Cα are indi ated by the gure below.
◦ If α < 0, then Cα admits oordinates axis as asymptotes.

◦ If 0 < α < 1, then the urve Cα admits a paraboli bran h in the



dire tion of x-axis, sin e lim = 0 and it is tangent at O to y -axis,
x→+∞ x

sin e lim = +∞.
x→0+ x y
α>1
◦ If α = 1, then the urve Cα is the
1
=

semi-straight line of equation y = x


α

with x ≥ 0.
◦ If α > 1, then the urve Cα admits 0<α<1
a paraboli bran h in the dire tion α=0
xα 1
of y -axis, sin e lim = +∞ and α<0
x→+∞ x
it is tangent at O to x - axis, sin e
xα O 1 x
lim = 0.
x→0+ x

122
Chapter 5 Usual fun tions

4. EXPONENTIAL OF BASE a
Let a be a stri tly positive real. We all exponential of base a the fun tion,
denoted expa , dened on R by

expa x = ex ln a = ax

This fun tion satises the following properties:

ax > 0; a0 = 1; a1 = a; x∈R
1
ax ay = ax+y ; a−x =
ax
′ x ′ x
expa x = (a ) = a ln a

5. LOGARITHM OF BASE a
If a > 0 and a 6= 1, the fun tion expa admits an inverse fun tion denoted
loga :

x = ay
( (
y = loga x
⇐⇒
x ∈ ]0, +∞[ y∈R

ln x 1
Hen e loga x = and log′a x =
ln a x ln a

loga satises the following properties, where x > 0 and y > 0 :

aloga x = x; loga 1 = 0; loga a = 1;


loga (xy) = loga x + loga y;
1
loga = − loga x.
x

Parti ular ase: De imal logarithm (a = 10). In the parti ular ase
a = 10, the fun tion log10 is alled de imal logarithmi fun tion and denoted
log. We have then log 1 = 0 and log 10 = 1.

123
Chapter 5 Usual fun tions

6. HYPERBOLIC FUNCTIONS
The fun tions: hyperboli osine h, hyperboli sine sh and hyperboli
tangent th, are respe tively dened on R by:
ex + e−x ex − e−x sh x
h x = ; sh x = ; th x =
2 2 h x
Their derivatives:
1
h′ = sh; sh′ = h; th′ = 1 − th2 =
h2
Moreover, h is even while sh and th are odd, and we have:

hx + shx = ex ; hx − shx = e−x


Following the rule, that we an not justify in this ourse, that allows to pass
from a "trigonometri " relation to a hyperboli relation:
It su es to repla e os by h and sin by ish (hen e tan by ith, i being the
omplex number verifying i2 = −1). For example:
cos2 x + sin2 x = 1 be omes h2 x + i2 sh2 x = h2 x − sh2 x = 1.
Thus, the most important of these relations are:

h2 a − sh2 a = 1
h(a + b) = ha hb + sha shb
sh(a + b) = sha hb + ha shb
h(2a) = h2 a + sh2 a
sh(2a) = 2sha ha
( ha + sha)n = ena = h(na) + sh(na), n∈Z
( ha − sha)n = e−na = h(na) − sh(na)

y y
hx

1 1
1 x
thx
e
2
O x O x

−1

shx

124
Chapter 5 Usual fun tions

7. INVERSE HYPERBOLIC FUNCTIONS


a) Argsh fun tion
The fun tion sh admits an inverse fun tion dened on sh(R) = R, denoted
argsh:

y = argsh x x = sh y
( (
⇐⇒
x∈R y∈R

We have:

1 1 √
argsh′ x = =√ argsh x = ln(x+ x2 + 1)
sh (argsh x)
′ 2
x +1

b) Arg h fun tion


The fun tion h admits an inverse fun tion dened on h(R + ) = [1, +∞[,
denoted arg h:

y = arg h x x = h y
( (
⇐⇒
x ∈ [1, +∞[ y ∈ R+

We have:

1 1 √
arg h′ x = =√ arg h x = ln(x+ x2 − 1)
h (arg h x)
′ 2
x −1

) Argth fun tion


The fun tion th admits an inverse fun tion dened on th(R) = ] − 1, +1[,
denoted argth:

y = argth x x = th y
( (
⇐⇒
x ∈] − 1, 1[ y∈R

We have:

1 1 1 1+x
argth′ x = = argth x = ln
th (argth x)

1 − x2 2 1−x

125
Chapter 5 Usual fun tions
y
h x y sh x y argth x
arg h x argsh x
1 1 th x
1
O 1 x O x −1 O x

−1

8. STRONG POINTS OF THE CHAPTER


◦ The role of logarithm is to transform produ t operation into sum.

◦ It is the rst time that we see a fun tion f that is not dened dire tly
by the expression of f (x), but by a primitive.
◦ The exponential is an ex ellent appli ation to the onstru tion of an
inverse fun tion and to the determination of its properties from its
original.
◦ The extension of the denition of the power fun tion x 7−→ xα , to the
ase where α is a real preserves the known properties of this fun tion
in the ase where α is rational or integer.
◦ This implies the lassi al notation ex of the exponential and to the
introdu tion of other exponential fun tions and logarithms.
◦ The introdu tion of hyperboli fun tions:

* enhan e our mathemati al knowledge,


* omplete the lass of usual fun tions by their inverse,
* prepare the solution of some mathemati al problems: dierential
equations, integrals, et .

126
Chapter 5 Usual fun tions

STATEMENTS OF SOLVED EXERCISES


Exer ise 1

Let f : x 7−→ 1 − x − 2x2 .
Determine the domain of denition of:
a) f ; b) f ◦ ln ; ) ln ◦f.
Exer ise 2
√ √
1◦ Show that: ∀x > 0, ln x< x.
ln x 2
2◦ Dedu e that: ∀x > 1, 0 < <√ .
x x
ln x
3◦ Dedu e lim , then lim x ln x.
x→+∞ x x→0+

Exer ise 3
Solve:
1
a) ln |x − 1| − ln |x + 1| = 0;
2
b) ln(x + 2) = ln(x + 11) − ln(x + 3);
) ln 24 + ln(3 − x) < ln(x + 1) + ln(25x − 49).
Exer ise 4
Simplify the following expressions:
 
3
a) e 2 ln(x−1)
; b) exp ln 2 .
2
Exer ise 5
1◦ Let u be a dierentiable and stri tly positive fun tion on an interval I,
and let ϕ be the fun tion dened on I by: ϕ(x) = ln(u(x)). Cal ulate
the derivative ϕ′ (x) in terms of u(x) and of u′ (x).
2◦ Determine the derivative of x 7−→ f (x) = ln(ax), where a 6= 0 is a
given real.
3◦ Dedu e the derivative of x 7−→ ln |x| . Give a primitive of
2
ψ : x 7−→ .
x−1

127
Chapter 5 Usual fun tions

Exer ise 6
Let a > 0 be a given real. Draw the graph of the fun tion

f : x 7−→ xe−ax

and study, following the values of the parameter λ, the number of roots of
the equation: xe−ax − λ = 0.

Exer ise 7
 
1
Consider the fun tion f : x 7−→ (x + 2) exp 2 .

ln(x + 2)
2

1◦ Simplify the expression of f (x).

2◦ Study f and draw its representative urve in an orthonormal system.

EXAMS & ENTRANCE EXAMS


Exer ise 8 (Test 2000)
ln x − ln a
Cal ulate: lim , a is a given stri tly positive real.
x→a sin x − sin a

Exer ise 9 (Test 2000)


√ √
1◦ Show that: ∀x > 0, e x > x.

ln x 2 ln x
2◦ Dedu e that: ∀x > 0, < √ , and that lim = 0.
x x x→+∞ x

Exer ise 10 (Test 2000)



Applying the mean value formula to the fun tion t 7−→ h t, on [x, x + 1],
Cal ulate
√ √ 
lim h x + 1 − h x .
x→+∞

128
Chapter 5 Usual fun tions

Exer ise 11 (Partial 1999-2000)


Consider the fun tion f dened by
1
th
f (x) = x .
x
1◦ Determine the domain of denition Df of f.
2◦ Determine the limits of f as x tends to ea h of bounds of Df .
3◦ Show that f is stri tly de reasing on ]0, +∞[.
4◦ Summarize the variations of f in a table and draw its urve.
5◦ Show that f admits an inverse fun tion on ℄−∞, 0[. Determine its do-
main of denition and draw its urve.
Exer ise 12 (Partial 1998-1999)
Consider the fun tion f dened by:
f (x) = ln(1 + e−1/x ), if x 6= 0, and f (0) = 0.
2

1◦ Study and draw the graph of f.


2◦ Show that f admits an inverse fun tion f −1 on R ∗+ . Give the expression
of f −1 and its domain of denition.
3◦ Cal ulate the derivative of f −1 and draw its urve.

Exer ise 13 (Partial 1997-1998)


Show the double inequality
arg thx − arg thx′ ≥ x − x′ , for − 1 < x < x′ < 1.

Exer ise 14 (Partial 1997-1998)


Consider the fun tion g dened on R by:
e−x + 1
g(x) = x + ln .
2
1◦ Determine its derivative g′ .
2◦ Show that g ′ is stri tly in reasing.
3◦ Using the mean value theorem, show that:
x xex
∀x > 0, ≤ g(x) ≤ .
2 1 + ex

129
Chapter 5 Usual fun tions

Exer ise 15 (Partial 1996-1997)


1
Consider the fun tion f, dened on R \ {1} by: f (x) = .
1 + 21/(x−1)
Is f extendable by ontinuity at 1 ? Justify your answer.
Study the variations and draw the graph of f.
Exer ise 16 (Partial 1994-1995)
1◦ Show that: |shx| = sh|x|, x ∈ R.
hx − 1
r
2◦ Simplify the expression: arg sh .
2
Exer ise 17 (2nd session 1982-1983)
A fun tion f is dened on R by
√ √
f (x) = cos x if x > 0, f (x) = h −x if x < 0, and f (0) = 1.
1◦ Show that f is ontinuous at 0.
2◦ Give an equivalent, in the neighborhood of t = 0, of ea h of the follow-
ing fun tions:
t 7−→ ht − 1;
t 7−→ cos t − 1.
g(t)
g ∼ h in the neighborhood of α i lim = 1.
t→α h(t)

3◦ Dedu e that f is dierentiable at 0.

Exer ise 18 (Extraordinary session 1982-1983)


1◦ Simplify the expression: cos(π h(ln 2)).
x2 sin x1
2◦ Find: lim .
x→0 sin x

Exer ise 19 (Partial 2004-2005)


Let x ∈ R ⋆+ . Using the mean value formula on the interval [0, x] to the
fun tion f dened by f (t) = 1 + t + et , show that:
1 e2x − 1
0< ln < 1.
2x 2x
Exer ise 20 (Partial 2004-2005)
πh e2x − 1
Let θ ∈ . Cal ulate, in terms of sin θ , the value of y = for
h
0,
 2  e2x + 1
θ π
x = ln tan +
2 4
.

130
Chapter 5 Usual fun tions

SOLUTIONS
Exer ise 1
 
1
a) f is dened i 1 − x − 2x2 ≥ 0. Hen e Df = −1, .
2

b) f ◦ ln is dened i 1 − ln x − 2(ln x)2 ≥ 0.


1 h i
So −1 ≤ ln x ≤ . Hen e Df ◦ln = e−1 , e 2 .
1

2

) We have ln ◦f (x) = ln 1 − x − 2x2 .
1
So x ∈ Dln ◦f ⇐⇒ 1 − x − 2x2 > 0, i.e. −1 < x < .
2

Exer ise 2
√ √
1◦ We know that ln x < x, so ln x < x.

1 √ √
2◦ Thus ln x < x, so ln x < 2 x .
2
ln x 2
So, for x > 1, 0 < <√ .
x x
ln x 2 ln x
3◦ We have 0 ≤ lim ≤ lim √ ; so lim = 0.
x→+∞ x x→+∞ x x→+∞ x

1
On the other hand, for t = :
x
ln t
lim x ln x = − lim = 0.
x→0+ t→+∞ t

Exer ise 3
a) For x 6= ±1, the equation an be written as

ln |x − 1| = ln(x + 1)2 ,

or |x − 1| = (x + 1)2 , hen e x = 0 or x = −3.

131
Chapter 5 Usual fun tions

b) We pre ise for what values of x this equation has a sense

ln(x + 2) exists if x > −2 


ln(x + 11) exists if x > −11 Hen e x > −2.


ln(x + 3) exists if x > −3

The equation an be written as


x + 11
ln(x + 2) = ln
x+3

x + 11
so x+2= , or x2 + 4x − 5 = 0.
x+3
Hen e x1 = 1 a eptable and x2 = −5 to reje t.

) The equation has a sense i

3 − x > 0 and x + 1 > 0 and 25x − 49 > 0.

49
i.e. < x < 3.
25
It an be written as

ln[24(3 − x)] < ln[(x + 1)(25x − 49)].

The fun tion ln being stri tly in reasing, this dragged

24(3 − x) < (x + 1)(25x − 49), so 121 − 25x2 < 0

11 11
Hen e x < − or x > .
5 5
11
The set of solutions of the equation is: < x < 3.
5

Exer ise 4

a) e2 ln(x−1) = eln(x−1) = (x − 1)2 .


2

3 √
b) e 2 ln 2 = eln 2 2 = 8.
3

132
Chapter 5 Usual fun tions

Exer ise 5
u′ (x)
1◦ ϕ′ (x) = .
u(x)

a 1
2◦ f ′ (x) = = .
ax x
Sin e ln |x| = ln (ax) , with a = −1 or +1, we get
1
(ln |x|)′ = , x 6= 0.
x

3◦ Noti e that ψ(x) = 2(ln |x − 1|)′ . Hen e


2(ln |x − 1|) + k (where k is an arbitrary onstant)

is the set of the antiderivative of ψ.


Exer ise 6
The fun tion f is dened, ontinuous and dierentiable on R . We have:
f ′ (x) = (1 − ax) e−ax .

The variations and the graph of f :


y
1
x −∞ a +∞
(ae)−1
f ′ (x) + 0 − O a−1 x

1
f (x)
−∞ ae 0

The roots of the equation xe−ax − λ = 0 are the abs issas of the interse tion
points of the urve of f with the horizontal line y = λ. Thus:
1
◦ If λ > : no roots.
ae
1 1
◦ If λ = : double root x1 = x2 = .
ae a
1 1
◦ If 0 < λ < : two distin t roots 0 < x1 < < x2 .
ae a
◦ If λ ≤ 0 : one root x ≤ 0.

133
Chapter 5 Usual fun tions

Exer ise 7
To simplify the study of f, let's make a translation so
the new origin is O′ (−2, 0), i.e. set x = −2 + u (or
x + 2 = u) and y = v. We have y

g(u) = f (x) = u exp |ln |u|| ,

and g is an odd fun tion. 4


It su es to make the study for u > 0. In this ase,
g(u) = u exp |ln u|.

◦ If u ∈ ]0, 1], g(u) = ue|ln u| = ue− ln u = 1.


1
◦ If u > 1, g(u) = ue|ln u| = ueln u = u2 . −3 −2
−1 O x
So: −1
◦ f (x) = 1 if −2 < x ≤ −1,

◦ f (x) = (x + 2)2 if x > −1.


Hen e the urve of f that admits
O′ (−2, 0) as a enter of symmetry.

Exer ise 8
Write
ln x − ln a ln x − ln a 1
= × .
sin x − sin a x−a sin x − sin a
x−a
Using the denition of the derivative of a fun tion at a, we get:
ln x − ln a 1 1 π
lim = × , a 6= + kπ, k ∈ Z.
x→a sin x − sin a a cos a 2
Exer ise 9
√ √
1◦ We know that, ∀α ∈ R, eα > α; hen e e x > x.
2◦ Sin e the fun tion ln is stri tly in reasing:

x √ √ 1
e > x ⇒ x > ln x.
2
ln x 2 ln x 2
Hen e < √ . On the other hand, for x > 1, 0 < < √ , we
x x x x
get the result by passing to the limit.

134
Chapter 5 Usual fun tions

Exer ise 10
Applying the mean value formula gives:
√ √ 1 √
h x + 1 − h x = √ sh c, where c ∈ ]x, 1 + x[ .
2 c
Hen e
√ " √
sh c
#
 √ √  1 e c 1
lim h x + 1 − h x = lim √ = lim √ − √ √ = +∞.
x→+∞ c→+∞ 2 c c→+∞ 4 c ce c

Exer ise 11
1◦ f is dened i x 6= 0. Hen e Df = R ∗ .
1
th
2◦ lim f (x) = lim x =0 (th 0 = 0).
x→±∞ x→±∞ x
1
th  
lim f (x) = lim x = +∞ lim th t = 1 .
x→0+ x→0+ x t→+∞

1
th  
lim f (x) = lim x = +∞ lim th t = −1, moreover f is even .
x→0− x→0− x t→−∞

1
3◦ For x ∈ ]0, +∞[, we have th > 0, and then
x
1 1
− − th
1 x
x h2

f (x) = x < 0.
x2
The fun tion f is then stri tly de reasing on ]0, +∞[.
4◦ The fun tion f is even. It su es then to make the study on R ∗+ , we
omplete then by symmetry with respe t to the y - axis.

y
x 0 +∞

f ′ (x) −

+∞
f (x)
0

O x

135
Chapter 5 Usual fun tions
y
5◦ f is ontinuous and stri tly in reas-
ing on ]−∞, 0[, it admits an inverse
fun tion f −1 dened on ]0, +∞[ . Cf
The urves of f and of f −1 are sym-
O x
metri with respe t to the rst bi- Cf −1
se tor.

Exer ise 12
1◦ f is dened, ontinuous and dierentiable on R ∗ .
The fun tion f is even. It su es to study on R ∗+ , we omplete the
urve of the fun tion f by symmetry with respe t to the y - axis.
2
f ′ (x) =  1
 > 0 on ]0, +∞[
x3 1 + e x 2

x 0 +∞

f ′ (x) 0 +

ln 2
f (x)
0
y

ln 2

O x

2◦ The fun tion f, being ontinuous and stri tly in reasing of [0, +∞[ on
[0, ln 2[, it admits then an inverse fun tion f −1 .

y = f −1 (x), x ∈ ]0, ln 2[ ⇔ (x = f (y), y ∈ ]0, +∞[)




− 1
   
⇔ x = ln 1 + e y2 , y ∈ ]0, +∞[
!
1
⇔ y=p , x ∈ ]0, ln 2[ .
− ln(ex − 1)

So f −1 is dened on [0, ln 2[ by
if x = 0;

 0

−1
f (x) = 1

 p if x ∈ ]0, ln 2[ .
− ln(ex − 1)

136
Chapter 5 Usual fun tions

ex
3◦ f −1 ′ (x) = > 0 on ]0, ln 2[ .

3
2 (ex − 1) [− ln(ex − 1)] 2

ln 2

O ln 2 x

Exer ise 13
The fun tion t 7−→ arg th is ontinuous on [x, x′ ] ⊂ ]−1, 1[, and dierentiable
1
on ]x, x′ [, of derivative arg th′ t = 2
.
1−t
There exists then c ∈ ]x, x′ [ su h that
1
arg th x′ − arg th x = (x′ − x) .
1 − c2
1
Hen e arg th x′ − arg th x > x′ − x, sin e > 1.
1 − c2

Exer ise 14
ex
1◦ g′ (x) = > 0, hen e g is stri tly in reasing on R .
1 + ex

ex
2◦ g′′ (x) = > 0 for all x ∈ R, hen e g′ is stri tly in reasing.
(1 + ex )2

3◦ There exists c ∈ ]0, x[ su h that g(x) − g(0) = (x − 0) g′ (c).


Sin e g′ is stri tly in reasing, we have: g ′ (0) < g′ (c) < g ′ (x),
1 ex x ex
so < g′ (c) < , hen e < g(x) < x .
2 1 + ex 2 1 + ex

137
Chapter 5 Usual fun tions

Exer ise 15
We have rst Df = ] − ∞, 1[∪]1, +∞[. On the other hand:
1 1 1
lim f (x) = lim 1 = 1, sin e lim 2 x−1 = lim e x−1 ln 2 = 0.
x→1− x→1 x→1 x→1
x<1 1+2 x−1
x<1 x<1

Similarly,
1 1 1
lim f (x) = lim 1 = 0, sin e lim 2 x−1 = lim e x−1 ln 2 = +∞.
x→1+ x→1 x→1 x→1
x>1 1+2 x−1
x>1 x>1

Hen e f is not extendable by ontinuity at 1.


On the other hand, f is ontinuous on R \ {1} and admits sin e derivative
1
′ 2 x−1 ln 2
f (x) =  1
2 > 0.
(x − 1)2 1 + 2 x−1

The fun tion f is then stri tly in reasing on ]−∞, 1[ and on ]1, +∞[ .
1
Moreover, lim f (x) = . Hen e the urve of f admits a horizontal asymp-
x→±∞ 2
1
tote the line y = .
2
x −∞ 1 +∞

f ′ (x) + 0 0 +

1
f (x) 1
1 2
2 0

Hen e the graph of f :


y

1
2

O 1 x

138
Chapter 5 Usual fun tions

Exer ise 16
1◦ The fun tion x 7−→ shx is odd, hen e |shx| = sh |x| for all x ∈ R .
hx − 1
r r
x x  x  x
2◦ arg sh = arg sh sh2 = arg sh sh = arg sh sh = .
2 2 2 2 2

Exer ise 17
1◦ lim f (x) = lim f (x) = 1 = f (0). Hen e f is ontinuous at x = 0.
x→0− x→0+

x
x sin2
2◦ We have: 2 sin2 = 1 − cos x and lim 2 = 1.
2 x→0 x2
4
x 2
Hen e cos x − 1 ∼ − in the neighborhood of x = 0.
2
Similarly,
x
x sh2 2
2sh2 = hx − 1 and lim 2 = 1, hen e h(x) − 1 ∼ x .
2 x→0 x2 2
4

3◦ We have:
√ 2
√ ( x)
f (x) − f (0) cos x − 1 − 1
f+′ (0) = lim = lim = lim 2 =− .
x→0+ x x→0+ x x→0+ x 2
√ 2
√ −x
f (x) − f (0) h −x − 1 2 1
f−′ (0) = lim = lim = lim =− .
x→0− x x→0 − x x→0 − x 2
1
Hen e f+′ (0) = f−′ (0) = − and the fun tion f is dierentiable at 0,
2
1
of derivative − .
2
Exer ise 18

eln 2 + e− ln 2
   
5 2
1◦ cos (π h(ln 2)) = cos π = cos π =− .
2 4 2
1
x2 sin  
2◦ lim x = lim x sin 1 × x = 0 × 1 = 0.
x→0 sin x x→0 x sin x

139
Chapter 5 Usual fun tions

Exer ise 19
For x > 0, the fun tion f is ontinuous on [0, x] and dierentiable on ]0, x[,
there exists then a real c ∈ ]0, x[ su h that
f (x) − f (0) = xf ′ (c) so x + e2x − 1 = x(1 + 2e2c ).
 2x 
1 e −1
This gives that c = ln . But, 0 < c < x, hen e
2 2x
 2x 
1 e −1
0< ln < 1.
2x 2x

Exer ise 20
  
θ π
For x = ln tan + , we have:
2 4
 
θ π
tan2 + −1   
2 4 θ π
y=   = − cos 2 + = sin θ.
2 θ π 2 4
tan + +1
2 4

140
Chapter 5 Usual fun tions

PROPOSED EXERCISES
Exer ise 1
Solve:
√ p √ p √
1◦ ln x = − ln 2 + ln(2 + 2) + ln(2 + 2+ 2) + ln(2 − 2+ 2).

2◦ ln(x2 − 1) = ln(2x − 1) − ln 2.

3◦ ln(x + 3) + ln(x + 5) ≤ ln 15.

Exer ise 2
Let P the polynomial su h that P (x) = x3 − 3x2 − 4x + 12.
1◦ a) Show that 3 is a root of P .
b) Determine a, b, c su h that for all real x, we had
P (x) = (x − 3)(ax2 + bx + c).

) Solve the equation P (x) = 0.


2◦ Dedu e the solution, on R of following equations:
a) (ln x)3 − 3(ln x)2 − 4 ln x + 12 = 0.
b) e2x − 3ex − 4 + 12e−x = 0.
Exer ise 3
1◦ Simplify the following expressions:
a) e−3 ln 2 .
b) a ln a , with a > 1.
ln ln a

2◦ Solve: eln|x| + x2 = 6.
3◦ Show that (x − 2)ex + x + 2 ≥ 0 for all real positive x.

Exer ise 4
Solve the following equations:
√ x+1
1◦ xx = ( x) .
√ √ x
2◦ x x − ( x) = 0.

3◦ 4x − 3x− 2 = 3x+ 2 − 22x−1 .


1 1

141
Chapter 5 Usual fun tions

Exer ise 5
Solve the following systems of equations:
(
x2 + y 2 = 34;
1)
ln x + ln y = ln 15.
(
xy = y x ;
2)
x3 = y 2 .

Exer ise 6

1◦ Cal ulate loga x with a = 3
4 and x = 128.
2◦ Simplify xlogx y (x 6= 1, y ∈ R ⋆+ ).
3◦ Solve loga x > loga2 (3x − 2) (a ∈ R ∗+ − {1}).
4◦ Knowing that y x = xy , al ulate yx′ .

Exer ise 7
Let x ∈ R ∗+ .
1◦ Applying the mean value theorem on the fun tion t 7→ ln t, on [x, 1+x],
establish, the double inequality:
   
1 1
x ln 1 + < 1 < (x + 1) ln 1 + .
x x
2◦ Dedu e that :
1 x 1 x+1
   
1+ <e < 1+ .
x x
Exer ise 8
Let f : [a, b] −→ R be a ontinuous, stri tly positive and dierentiable
fun tion on ]a, b[ . Show that there exists c ∈ ]a, b[ su h that :
f ′ (c)
(a−b)
f (b) = f (a)e f (c) .

Exer ise 9  
 f (x) = 1 − 1 e x1

if x 6= 0
Let f : x
f (0) = 0

1◦ Is f ontinuous at x = 0?
2◦ Study the variations of f and sket h its graph. Find the tangent at
the limit point O.

142
Chapter 5 Usual fun tions

Exer ise 10
Let fλ be the real fun tion of a real variable dened by
fλ (x) = λ2−x + 2x ,

λ designates a real parameter. Let Cλ be its urve.


1◦ Study the variations of f , and determine its limits when x tends to ±∞
(We have to distinguish three ases : λ is negative, null or positive).
2◦ Sket h the graphs C−1 , C0 and C1 .

Exer ise 11
1
1◦ Give the value y = 2 h x − sh x for x = ln 2.
2
2◦ Simplify the expression sh2 x cos2 y + h2 x sin2 y .

3◦ Show that for all reals x and y :

h2 x + sh2 y = sh2 x + h2 y = h(x + y) h(x − y).

4◦ Prove that, for x real, we have:


sh(2x)
th x = .
1 + h(2x)

Exer ise 12
Let f1 and f2 be the fun tions dened by
p√
1 + x2 + 1
f1 (x) = p√ p√ , x ∈ R;
1 + x2 + x + 1 + x2 − x
p√
1 + x2 − 1
f2 (x) = p√ p√ , x ∈ R ⋆.
1 + x2 + x − 1 + x2 − x
Simplify f1 (x) and f2 (x). (Hint x = sh t.)
Exer ise 13
π π
Let θ be a real number between − and . Express sh x, h x and th x in
2 2
terms of θ , if:
 
θ π
x = ln tan + .
2 4
Express θ in terms of x.

143
Chapter 5 Usual fun tions

Exer ise 14
Solve the following equations:
1 5
1◦ h x + = ;
h x 2
1 5
2◦ sh x + = .
sh x 2
Exer ise 15
Show that :
π  x
∀x ∈ R, arctan(sh x) = 2 arctan (ex ) − = 2 arctan th .
2 2
Exer ise 16
Consider the fun tions

1 1 1 + x
f1 (x) = arg th x ; f2 (x) = arg th ; f3 (x) = ln .
x 2 1 − x
1◦ Determine the domains of denition of f1 , f2 and f3 .

2◦ Write all the relations that exist among these fun tions.

Exer ise 17
1◦ Determine the domains of denition of the fun tion f (x) = 2 arg h x
and g(x) = arg h (2x2 − 1).
2◦ Determine the derivative of these fun tions.

3◦ What on lusion an you draw.

Exer ise 18
Cal ulate the derivatives of
f (x) = arctan(th x) and g(x) = arctan(sh(2x)),

and, dedu e the relation between f (x) and g(x).


Exer ise 19
Study and sket h the graph of the fun tion f dened by:
f (x) = arcsin(arg sh x).

144
Chapter 6

FINITE EXPANSION

THE ESSENTIALS OF THE COURSE


1. DEFINITIONS
Let f be a fun tion dened on an open interval I , and a ∈ I. We say
that f admits a nite expansion (f.e.) of order n (or to order n) in the
neighborhood of a i there exists a polynomial pn , of degree less than n or
equal and a fun tion ε, of limit zero at a, su h that:

f (x) = pn (x−a)+(x−a)n ε(x) (1)

The polynomial pn is alled regular part of the f.e. and (x − a)n ε(x) is its
nth remainder.
Remark

♦ If a 6= 0, set t = x − a and expand in a neighborhood of t = 0.


1
♦ To obtain a f.e. of f in a neighborhood of +∞ or −∞, set t = and
x
expand in a neighborhood of t = 0.

2. PROPERTIES OF THE FINITE EXPANSION


Theorem 1
If f admits a f.e. of order n in a neighborhood of 0, then this f.e. is unique.

145
Chapter 6 Finite expansion

Theorem 2
n
If ai xi + xn ε(x) is the f.e. of f of order n in a neighborhood of 0 and if
P
i=0
p
p ≤ n, then ai xi + xp ε′ (x) is the f.e. of f of order p in a neighborhood of 0.
P
i=0

3. FINITE EXPANSION OF USUAL FUNCTIONS


The following theorem is known as Taylor-Young's theorem.

Theorem 3
If f is n - times ontinuously dierentiable near 0, then f admits the f.e.
near 0 of order n given by
n
X xi
f (x) = f (i) (0)+xn ε(x) (2)
i!
i=0

Remark: If the fun tion f satises the onditions to have a Taylor-Young


f.e. and if, by some other pro edure, we have found the f.e., then that must
itself be the Taylor-Young f.e. It follows that if

f (x) = a0 + a1 x + · · · + an xn + xn ε(x),

with lim ε(x) = 0, we have then


x→0

f (k) (0)
ak = , 0≤k≤n
k!

The ith derivative at x of:


 π
x 7−→ sin x being sin x + i ,
2
 π
x 7−→ cos x being cos x + i ,
2
(i − 1)!
x 7−→ ln(1 + x) being (−1)i−1 ,
(1 + x)i

x 7−→ ex being ex ,

x 7−→ (1 + x)α being α(α − 1) · · · (α − i + 1)(1 + x)α−i ,

146
Chapter 6 Finite expansion

The appli ation of the pre eding theorem gives the f.e. of the following usual
fun tions:

x3 x5 x2n+1
sin x = x − + − · · · + (−1)n + x2n+1 ε(x)
3! 5! (2n + 1)!

x2 x4 x2n
cos x = 1− + −· · ·+(−1)n +x2n ε(x)
2! 4! (2n)!

α α(α − 1) 2 α(α − 1) · · · (α − n + 1) n n
(1+x)α = 1+ x+ x +· · ·+ x +x ε(x)
1! 2! n!

x2 x3 xn
ln(1+x) = x− + −· · ·+(−1)n−1 +xn ε(x)
2 3 n

x x2 xn
ex = 1+ + +· · ·+ +xn ε(x)
1! 2! n!
1
= 1 + x + x2 + · · · + xn + xn ε(x)
1−x

4. OPERATIONS ON FINITE EXPANSION


Consider two fun tions f and g of f.e. of order n in a neighborhood of 0:

f (x) = pn (x) + xn ε1 (x),


g(x) = qn (x) + xn ε2 (x),

pn and qn being two polynomials of degrees not greater than n and


lim ε1 (x) = lim ε2 (x) = 0.
x→0 x→0

a) Linearity
Theorem 4
λf + µg, where λ and µ are two arbitrary real numbers, admits a f.e. of
order n and:

λf (x) + µg(x) = λpn (x) + µqn (x) + xn ε(x).

147
Chapter 6 Finite expansion

b) Produ t and quotient


Theorem 5
fg admits a f.e. to order n and:
f (x)g(x) = rn (x) + xn ε(x),

where rn is the polynomial obtained by performing the produ t pnqn and dis-
arding from this produ t the terms of degree > n.

Theorem 6
f
If g(0) 6= 0, then admits the f.e. of order n given by the quotient rn of
g
order n of the division of pn by qn a ording to the in reasing powers of x:
f (x)
= rn (x) + xn ε(x).
g(x)

) Integration and derivation


Theorem 7
If f is dierentiable on an open interval that ontains 0, and if f ′ admits a
f.e. to order n :
n
X
ai xi + xn ε(x),
i=0

then f admits a f.e. of order n + 1 obtained by integration term by term:


n
X xi+1
f (x) = f (0) + ai + xn+1 ε(x).
i+1
i=0

d) Composite fun tions


Theorem 8
If:
◦ u(x) = pn (x) + xn ε1 (x), with u(0) = 0, and
◦ f (t) = qn (t) + tn ε2 (t),

are the f.e. of the fun tions u and f to order n at 0, then f ◦ u admits a
f.e. of order n near 0 whose regular part is the omposite polynomial qn ◦ pn
from whi h the terms of degree > n are omitted.

148
Chapter 6 Finite expansion

5. APPLICATIONS OF FINITE EXPANSION


a) Finding limits
Finite expansion an be used ee tively in nding limits espe ially in the
ase of expressions taking an indeterminate form.

If f admits a f.e. in a neighborhood of α :

f (x) = a0 + a1 (x − α) + · · · + an (x − α)n + (x − α)n ε(x),

then we have

lim f (x) = a0
x→α

On the other hand, if ak (x − α)k , k ≥ 0, is the rst term dierent from zero
of the regular part, i.e. if ak is the rst oe ient dierent from zero, then
this term is alled prin ipal part of f (x) in a neighborhood of α.

Two fun tions f and g are equivalent (f ∼ g) in a neighborhood of α i


f (x)
lim = 1.
x→α g(x)

A fun tion f is equivalent to its prin ipal part: f (x) ∼ ak (x − α)k near α.

Finally, in the al ulation of a limit, we an repla e, in a produ t or a


quotient, a fa tor by equivalent.

b) Tangent to a urve
The equation of the tangent, at (α, f (α)), to the urve Γ of f is

y = a0 + a1 (x − α)

Moreover, the position of Γ with respe t to its tangent is determined by


the sign of the rst term dierent from zero ak (x − α)k , k ≥ 2, sin e
f (x) − y ∼ ak (x − α)k .

149
Chapter 6 Finite expansion

) Asymptote to a urve
If Γ admits innite bran hes
 as x → +∞ or −∞, and if the fun tion g,
1
dened by g(x) = f , admits the f.e. in a neighborhood of 0:
x

g(x) = a0 + a1 x + a2 x2 + · · · + an xn + xn ε(x),

then
   
1 a1 a2 an 1 1
f (x) = g = a0 + + 2 + ··· + n + nε
x x x x x x

is the f.e. of f near +∞ or −∞. In this ase, y = a0 is an asymptote to Γ.


If f admits a "generalised" f.e. of the form
 
a1 a2 an 1 1
f (x) = bx + a0 + + 2 + ··· + n + nε ,
x x x x x

then y = bx + a0 is the equation of an asymptote to Γ. The position of the


urve and its asymptote is determined by the sign of the rst term non nul
ak ak
k
, k ≥ 1, sin e f (x) − y ∼ k .
x x

6. STRONG POINTS OF THE CHAPTER


◦ The nite expansion allows the lo al mi ros opi study of a
fun tion f :
• To order 1, it gives us information on the tangential behavior
of the urve Γ of f, at a point, or the asymptoti behavior, at
innity.
• To order 2, it gives us information on the urvature of Γ.
• To upper order, it gives approximate value with the desired pre-
ision.
◦ The nite expansion allows also to nd simple equivalent of f (x) in a
neighborhood of a point, whi h is useful for the al ulation of limits.

150
Chapter 6 Finite expansion

STATEMENTS OF SOLVED EXERCISES


Exer ise 1
π
1◦ Find the f.e. to order 3, in the neighborhood of , of
4
x π
x 7−→ tan + .
2 8
π
2◦ Dedu e the f.e. to order 3, in the neighborhood of , of
4
  x π 
x 7−→ ln tan + .
2 8

Exer ise 2
Determine the real numbers a and b so that the fun tion f, dened by
x + ax2
f (x) = sin x − ,
1 + bx
admits a f.e., in the neighborhood of 0, of the highest order possible.
Exer ise 3
The fun tions f and g are dened by
x + 2 −x 2 − x − 2x2
f (x) = e and g(x) = .
(x + 1)2 1 + 2x
1◦ Give their f.e. to order 3 in the neighborhood of 0.

2◦ Dedu e an equivalent to (f − g) in the neighborhood of 0.

Exer ise 4
Consider the fun tion f dened by
x
f (x) = x 1−x .

1◦ Show that f is extendable by ontinuity at 1. Let g be this extension.

2◦ Show that g is dierentiable at 1, and al ulate g ′ (1).

3◦ Write the equation of the tangent T , at the point of abs issa 1, to the
urve Γ of g, and determine its relative position with respe t to Γ.

151
Chapter 6 Finite expansion

Exer ise 5
Consider the fun tions f and g dened by
1
f (x) = cos(sin x) and g(x) = .
h x
Give the nite expansion to order 4 in the neighborhood of 0.

Exer ise 6
Determine the real numbers a and b so that the limit
(1 + bx2 ) arg th x − x(1 + ax)
lim = 0.
x→0 x3

Exer ise 7
Consider the fun tion

f : x 7−→ sh x.

1◦ Give its f.e. to order 2 in the neighborhood of ln 2.

2◦ Dedu e the equation of the tangent, at the point of abs issa ln 2, to


the urve of f and its position with respe t to this urve.

Exer ise 8
Cal ulate the following limits:

arctan2 x − x2
 
1
a) lim ; b) lim 2
cot x − 2 .
x→0 (cos x − 1)(ex − 1)2 x→0 x

EXAMS & ENTRANCE EXAMS


Exer ise 9 (Partial 1996-1997)
 
sin x
Give the f.e. of order 5, in the neighborhood of 0, of x 7−→ exp .
x

152
Chapter 6 Finite expansion

Exer ise 10 (Partial 1994-1995)


1◦ Expand, to order 3 and in the neighborhood of +∞ and of −∞, the
fun tion:
x
x 7−→ .
x−1

2◦ a) Expand, to order 3 and in the neighborhood of 0, the fun tion


t 7−→ arctan t.
1
b) Dedu e the f.e. of x 7−→ arctan in the neighborhood of +∞
x−1
and of −∞, to order 3.
3◦ Study the innite bran hes of the urve C of the fun tion
1
f : x 7−→ x2 arctan .
x−1
 
1
4 Cal ulate lim x arctan
◦ as x → +∞ or −∞.
x−1

Exer ise 11 (Partial 1993-1994)


1◦ a) Give the f.e. of order 3, in the neighborhood of 0, of
1
x 7−→ arcsin x and of x 7−→ √ .
1 − x2
Dedu e the f.e. of order 3, in the neighborhood of 0, of
arcsin x
x 7−→ √ .
1 − x2
b) Dedu e the f.e. of order 4, in the neighborhood of 0, of
x 7−→ (arcsin x)2 .

2◦ Consider the fun tion g, dened by


1
g(x) = x + x2 + x3 cos if x 6= 0,
x
g(0) = 0.

a) Cal ulate g′ (x), for all x ∈ R . Does g admit a se ond derivative


at 0?
b) Show that g admits a f.e. of order 2 in the neighborhood of 0.

153
Chapter 6 Finite expansion

Exer ise 12 (Final 1994)


Find an equivalent of f : x 7−→ (1 + x)1/x − e in the neighborhood of 0,
f (x)
and al ulate lim .
x→0 x

Exer ise 13 (Final 1995)


Determine the onstants a and b so that
1 x
lim (e − a cos x − b sin x)
x→0 x2

exists and is nite. What is then this limit?

Exer ise 14 (Final 1997)


Cal ulate the limits of the fun tion
x2 1/x
f : x 7−→ e
x+1
as x → +∞ or −∞. Determine the possible asymptotes of the urve C of f
and their relative positions with respe t to this urve.

Exer ise 15 (Final 1998)


Consider the fun tion f , dened by
(2 sin x − x) ln(1 + x)
f (x) = .
x2
1◦ Show that f is extendable by ontinuity at 0. Write its extension g.

2◦ Show that g is dierentiable at 0, and give the equation of the tangent


to the urve C at the point of abs issa 0 and the relative position of
this tangent with respe t to C .
3◦ Draw the urve C in the neighborhood of 0.

Exer ise 16 (Final 1998)


x2 1/x2
Consider the fun tion f : x 7−→ e .
1+x
1◦ Cal ulate lim f (x) as x → +∞ or −∞.

2◦ Determine the asymptotes to the urve C of f, and determine their


relative position with respe t to C.

154
Chapter 6 Finite expansion

Exer ise 17 (Final 1999)


1◦ Give the f.e. to order 3 at 0 of x 7−→ tan x.
tan x
2◦ Give the f.e. to order 3 at 0 of f : x 7−→ ln(2 + sin x).
x
3◦ Show that f is extendable by ontinuity at 0. Let ϕ be its extension.
Show that ϕ is dierentiable at 0 and al ulate ϕ′ (0).
4◦ Determine the tangent at the point of abs issa 0 to the urve Γ of f,
and determine its relative position with respe t to Γ.
Exer ise 18 (Final 2000)
Consider f the fun tion dened by
1 x
 p   
f (x) = x e x2 − ax + 1 − x 1 + , where a ∈ R.
x
Determine a so that f admits a nite limit as x → +∞. What is then this
limit?
Exer ise 19 (Final 1999)
The fun tion f is dened by

ln(1 + sin x) − x 1 − x
f (x) = .
sin x − sh x
1◦ Give the f.e. of f to order 1 in the neighborhood of 0.
2◦ Dedu e that f is extendable by ontinuity at 0. Give its extension.

Exer ise 20 (Partial 2001)


Consider the fun tion f , dened by
ln( h x) + x + 1 − etan x
f (x) = .
x3
1◦ Use the f.e. to show that f is extendable by ontinuity at x = 0. Let
g be this extension.
2◦ Show that g is dierentiable at 0. Cal ulate g ′ (0).

Exer ise 21 (Final 2001)


Consider the fun tion f , dened by
 " r !#
1 2 2
if x 6= 0;

 ln 2 1+ x −1


f (x) = x 3


if x = 0.

− ln 3

155
Chapter 6 Finite expansion

1◦ Show that f is ontinuous at 0.

2◦ Is f dierentiable at 0? if yes, al ulate f ′ (0).

Exer ise 22 (Final 2001)


h x 1 p i
Cal ulate lim x3 − x2 + e x − 1 + x6 .
x→+∞ 2

Exer ise 23 (Medi ine Entran e Exam 1999)


e
Let a be a real su h that a 6= 1 + .
2
Using the f.e., nd the equation of the tangent, at the point of abs issa 0, to
the urve C of equation

a + x − cos x
y= ,
ln(e + x2 )

and determine the relative position of C with respe t to the tangent, a ord-
ing to the values of a.

Exer ise 24 (Medi ine Entran e Exam 1997)


Using the f.e., determine the relative position, in the neighborhood of the
origin, of the urves of equations:

4 + x2 2x
f (x) = ; g(x) = ln(e + 2x) − .
2 e

Exer ise 25 (Medi ine Entran e Exam 1998)


Consider the fun tion f , dened by

x2 + c, where c is a onstant.
p
3
p
f (x) = x3 + x +

Give the equation of the asymptote to the urve of f, in the neighborhood of


+∞, and determine the values of c so that the urve is above its asymptote.

156
Chapter 6 Finite expansion

Exer ise 26 (Medi ine Entran e Exam 1996)


The fun tion f is dened by
x ln x
f (x) = .
x−1
1◦ Expand f to order 1 in the neighborhood of 1.
2◦ Dedu e that f is extendable by ontinuity at the point 1, and give the
extension g of f.
3◦ Show that g is dierentiable at 1, and al ulate g ′ (1).

Exer ise 27 (Medi ine Entran e Exam 1995)


Using the f.e. in the neighborhood of 0, determine the real numbers a and b
so that
1 x √ 
f (x) = 2
e − a cos x + b 1 + x
x
admits a limit (nite) as x → 0. Determine then this limit.
Exer ise 28 (Medi ine Entran e Exam 2000)
Consider the fun tion f su h that:
ln(1 + x) − sin x
f (x) = .
cos(2x) − 1
1◦ Use the f.e. to show that f is extendable by ontinuity at the point of
abs issa x = 0. Set g be the extension.
2◦ Show that g is dierentiable at 0 and al ulate g ′ (0).

Exer ise 29 (Medi ine Entran e Exam 2001)


Consider the fun tion f su h that:
x ln(1 + 2x) + sh (ax)
f (x) = (a is a given real).
x
1◦ Give the f.e. of f to order 3 in the neighborhood of zero.
2◦ Show that f is extendable by ontinuity at x = 0.
3◦ Determine the equation of the tangent T to the urve C of this fun tion
so extended at the point A of abs issa x = 0 of C .

4◦ Suppose that a = 3 12. Study the relative position of C with respe t
to T in the neighborhood of A.

157
Chapter 6 Finite expansion

Exer ise 30 (Partial 2004-2005)


Consider f the fun tion dened by:
ln(1 + x)
f (x) = x + 2(1 + x) .
2+x
1◦ Give the f.e. of f to order 3 in the neighborhood of x = 0.
2◦ Determine f ′ (0).
3◦ Determine the equation of the tangent ∆ at the point of abs issa x = 0
to the urve C of f , and determine the relative position of ∆ with
respe t to C in the neighborhood of x = 0.
Exer ise 31 (Partial 2004-2005)
Using the f.e., al ulate the following limit:
√ √ π
ln(1 + x 2 + x2 ) − 2 arctan(1 + x 2) − x2 +
lim √ 2.
x→0 x(1 − cos(x 2))

Exer ise 32 (1st session 2004-2005)


Consider the fun tion f dened by
 √3 1−3x−1 1 ex − 1
 e x
 + cos(x + x2 ) − ln if x 6= 0;
x x
f (x) =
 1+1

if x = 0.
2 e
1◦ Give the f.e. to order 2 at 0 of f .

2◦ Show that f is ontinuous at 0.


3◦ Show that f is dierentiable at 0. Determine f ′ (0).
4◦ Determine the equation of the tangent ∆ at the point of abs issa x = 0
to the urve C of f and determine the relative position of ∆ with
respe t to C in the neighborhood of 0.
Exer ise 33 (1st session 2004-2005)
Consider the fun tion f dened by:
 1  p 
f (x) = x e x − 1 1 + x2 − x .

Determine, using the f.e., the asymptotes to the urve C of the fun tion
f in the neighborhood of ±∞. Determine the relative positions of these
asymptotes with respe t to C .

158
Chapter 6 Finite expansion

Exer ise 34 (2nd session 2004-2005)


Consider the fun tion f dened by
1 √ x x
f (x) = arctan(1 + x) − cos( 2 x) − e 2 .
2 2
1◦ Give the f.e. to order 3 of f in the neighborhood of 0.

2◦ Determine the equation of the tangent ∆ at the point of abs issa x = 0


to the urve C of f and determine the relative position of ∆ with
respe t to C in the neighborhood of 0.

Exer ise 35 (2nd session 2004-2005)


Using the f.e., al ulate the following limits:
 
1 1 1
1◦ lim − .
x→0 x (1 + x)ex cos x
1
 1 
2◦ lim x 2
e x −e x−1 .
x→+∞

159
Chapter 6 Finite expansion

SOLUTIONS
Exer ise 1
π  π
1◦ Set x = +t t → 0 as x → :
4 4
  1 + tan t
t π 2.
u = tan + =
2 4 t
1 − tan
2
In the neighborhood of t = 0, we have:
 3
t
t t 2
tan = + + t3 ε1 (t).
2 2 3
Thus
t t3
1+ + + t3 ε1 (t) t2 t3
u= 2 24 = 1 + t + + + t3 ε3 (t).
t t3 2 3
1− − + t3 ε2 (t)
2 24
Remainder to get ba k to x.
2◦ Let's use the f.e. of ln(1 + x) and the omposition of the f.e.:
t2 t3
    
t π 3
v = ln tan + = ln 1 + t + + + t ε3 (t) = ln(1 + w),
2 4 2 3
t2 t3
with w =t+ + + t3 ε3 (t).
2 3
w 2 w3 t3
Hen e v=w− + + w3 ε4 (w) = t + + t3 ε5 (t).
2 3 6

Remainder to get ba k to x.

d 1 1 t2
Remark: v= = =1+ + t2 ε7 (t),
dt cos t t2 2
1− + t2 ε6 (t)
2
thus a f.e. to order 3 in the neighborhood of 0, obtained integrating
1
term by term the f.e. of :
cos t
  π  t3
ln tan x + = t + + t3 ε8 (t) ( onstant of integration = 0).
8 6

160
Chapter 6 Finite expansion

Exer ise 2
In the neighborhood of 0, we have:

x3
sin x = x − + x3 ε1 (x),
3!
1
= 1 − bx + b2 x2 + x2 ε2 (x).
1 + bx

x3
Thus f (x) = x − − x + ax2 1 − bx + b2 x2 + x3 ε3 (x),
 
3!
 
1
so f (x) = (b − a) x2 + ab − b2 − x3 + x3 ε4 (x).
6

x3
Thus f is innitely small of order 3 for a = b, and f (x) = − + x3 ε4 (x).
6

3
Remark: If a = b, then f (x) = sin x − x = − x + x3 ε(x).
6

Exer ise 3

1◦ To the order 3 at 0, we have

2+x
= 2 − 3x + 4x2 − 5x3 + x3 ε1 (x).
(1 + x)2
x2 x3
e−x = 1 − x + − + x3 ε2 (x).
2! 3!

65 3
Thus f (x) = 2 − 5x + 8x2 − x + x3 ε3 (x).
6
To obtain the f.e. of g(x), we divide, a ording the in reasing powers
of x, the numerator by the denominator (until the order 3):

g(x) = 2 − 5x + 8x2 − 16x3 + x3 ε4 (x).

Cf is above Cg , if x → 0+ ;
(
31
2◦ f (x) − g(x) = x3 + x3 ε5 (x):
6 Cf is below Cg , if x → 0− .

161
Chapter 6 Finite expansion

Exer ise 4
1+t
1◦ Set x = 1 + t, (t → 0 as x → 1). We have f (1 + t) = e− t ln(1+t) . We
look for a f.e. to order 2 of f (1 + t) in the neighborhood of t = 0. In
the neighborhood of 0, we have:
t2 t3 t t2
 
1+t 1+t
ln(1 + t) = t− + + t3 ε1 (t) = 1 + − + t2 ε2 (t).
t t 2 3 2 6

t t2 t2
Set u = − + − t2 ε2 (t), we get u2 = + t2 ε3 (t), then
2 6 4

u2
 
−1+u −1 u 1 2
f (1 + t) = e =e ×e = 1+u+ + u ε4 (u) ,
e 2

7t2
 
1 t
sin e f (1 + t) = 1− + + t2 ε5 (t), i.e.:
e 2 24
!
−1 x − 1 7 (x − 1)2
f (x) = e 1− + + (x − 1)2 ε6 (x).
2 24

The fun tion f ould be extended by ontinuity at 1 at g su h that:

f (x) for x 6= 1,
(
g(x) =
e−1 for x = 1.

2◦ In the neighborhood of x = 1, we have


1
g(x) = g(1) − (x − 1) + (x − 1) ε7 (x),
2e
whi h shows, by the denition equivalent of the derivative, that g is
1
dierentiable at 1 and g′ (1) = − .
2e

7 (x − 1)2
 
1 x−1
3◦ As x → 1, g(x) − 1− ∼ .
e 2 24e
Sin e the tangent T at the point (1, e−1 ) to the urve of g has for
1 7 (x − 1)2
equation y = − (x − 3) and > 0: this urve is above T in
2e 24e
the neighborhood of 1.

162
Chapter 6 Finite expansion

Exer ise 5
x3 u2 u4
Using sin x = x − + x4 ε1 (x) and with cos u = 1 − + + u4 ε2 (u), we
6 2! 4!
get
x2 5x4
cos(sin x) = 1 − + + x4 ε3 (x).
2 24
Similarly, to order 4 at 0, we have:
1 1 x2 5x4
= = 1 − + + x4 ε5 (x).
h x x2 x4 2 24
1+ + + x4 ε4 (x)
2 24
Exer ise 6
1
Using arg th′ x = = 1 + x2 + x2 ε1 (x), we obtain by integration:
1 − x2
x3 x3
arg th x = arg th(0) + x + + x3 ε2 (x) = x + + x3 ε2 (x).
3 3
x3
   
1
Thus f (x) = 3 1 + bx 2 + x ε2 (x) − x − ax ,
2 2

x+
x 3
   
1 1
f (x) = −a + b + x + xε3 (x) .
x 3
1
It must hoose a = 0, and b = − so that lim f (x) = lim ε3 (x) = 0.
3 x→0 x→0

Exer ise 7
1◦ Set x = t + ln 2. We have
1
et+ln 2 − e−t−ln 2 2et − e−t
sh(t + ln 2) = = 2 .
2 2
We expand in the neighborhood of t = 0 :
t2 1 t2 3 5t 3t2 2
 
sh(t+ln 2) = 1+t+ − 1 − t + +t2 ε1 (t) = + + +t ε2 (t).
2 4 2 4 4 8
3 5 3
Hen e: sh x = + (x − ln 2) + (x − ln 2)2 + (x − ln 2)2 ε(x).
4 4 8
3 5
2◦ The equation of the tangent is: y = + (x − ln 2) .
4 4
3
f (x)− y has the same sign as (x − ln 2)2 in the neighborhood of ln 2 :
8

Sin e the urve is above the tangent in the neighborhood of ln 2.

163
Chapter 6 Finite expansion

Exer ise 8
a) We need the f.e. to order 2 of ex and cos x, and a f.e. to order 4 of
arctan2 x in the neighborhood of x = 0 :
2
x3 2x4

(arctan x)2 = x− + x3 ε1 (x) = x2 − + x4 ε2 (x),
3 3
x2
cos x − 1 = − + x2 ε3 (x),
2
(ex − 1)2 = x2 + x2 ε4 (x).

(arctan x)2 − x2
4
Hen e lim 2 = .
x→0 (ex − 1) (cos x − 1) 3

1 x2 cos2 x − sin2 x
b) cot2 x − = .
x2 x2 sin2 x
2  2
x2 x3

  x2 1− − x−
1 2 6 2
Thus lim cot2 x − = lim =− .
x→0 x2 x→0 x 4 3

Exer ise 9
In the neighborhood of 0, we have:
sin x x2 x4
=1− + + x5 ε1 (x).
x 6 120
From the other hand, always in the neighborhood of 0, we an write:
u2
 
sin x
u 2
e x =e×e =e 1+u+ + u ε2 (u) ,
2

x2 x4 x4
with u = − + + x5 ε1 (x), hen e u2 = + x5 ε3 (x),
6 120 36
thus
x2 x4 x4
 
sin x
e x = e 1− + + 5
+ x ε4 (x)
6 120 72
x2 x4
 
= e 1− + 5
+ x ε4 (x) .
6 45

164
Chapter 6 Finite expansion

Exer ise 10
1
1◦ Set x = , t → 0,
t
x 1 1 1 1 1
= = 1 + t + t2 + t3 + t3 ε1 (t) = 1 + + 2 + 3 + 3 ε2 (x)
x−1 1−t x x x x
with lim ε2 (x) = 0.
x→±∞

1
2◦ a) = 1 − t2 + t2 ε3 (t), thus
1 + t2
t3
arctan t = t − + t3 ε4 (t).
3
b) We have
1 t
arctan = arctan
x−1 1−t
= arctan t + t2 + t3 + t3 ε5 (t)

3
2 3
t + t2 + t3
= t+t +t − + t3 ε6 (t)
3
2t3
= t + t2 + + t3 ε7 (t).
3
1 1 1 2 1
Thus arctan = + 2 + 3 + 3 ε(x).
x−1 x x 3x x
3◦ In the neighborhood of ±∞, we have:
2 1
f (x) = x + 1 + + ε(x).
3x x
The urve C of the fun tion f admits for asymptote the line of equa-
tion:
y = x + 1.

The relative position of C with respe t to the asymptote is given by


the sign of:
2x
[f (x) − x − 1] ∼
.
3
   
1 1 2 1
4 lim x arctan
◦ = lim 1+ + 2 + 2 ε(x) = 1.
x→±∞ x−1 x→±∞ x 3x x

165
Chapter 6 Finite expansion

Exer ise 11

1◦ a) In the neighborhood of 0, we have:

1 x2
√ =1+ + x3 ε1 (x), hen e
1 − x2 2
x3
arcsin x = x + + x3 ε2 (x), and
6
x2 x3 2x3
  
arcsin x
√ = 1+ x+ + x3 ε3 (x) = x + + x3 ε4 (x).
1−x 2 2 6 3

arcsin x 4x3
b) arcsin2 x ′ = 2 √ + x3 ε5 (x), thus

= 2x +
1 − x2 3

x4
arcsin2 x = x2 + + x4 ε6 (x).
3

(Noti e that the fun tion is even and vanishes for x = 0.)
1 1
2◦ a) For x 6= 0, g′ (x) = 1 + 2x + 3x2 cos + x sin .
x x
From the other hand, for x = 0,
 
g(x) − g(0) 1
g′ (0) = lim = lim 1 + x + x2 cos = 1.
x→0 x x→0 x

g does not admit se ond derivative at 0, sin e

g′ (x) − g ′ (0)
 
1 1
lim = lim 2 + 3x cos + sin ,
x→0 x x→0 x x

whi h does not exist.


b) g ould be written in the form
 
2 2 1
g(x) = x + x + x x cos = p2 (x) + x2 ε(x)
x
 
1
with lim ε(x) = lim x cos = 0.
x→0 x→0 x

166
Chapter 6 Finite expansion

Exer ise 12
In the neighborhood of 0, we have:

x2
 
1 1 2 x
z = ln(1 + x) = x− + x ε1 (x) = 1 − + xε1 (x)
x x 2 2

with lim ε1 (x) = 0.


x→0

x x
 x
ez = e1− 2 +xε1 (x) = e × e− 2 +xε1(x) = e 1 − + xε2 (x).
2
e
Hen e (1 + x) x = e − x + xε(x);
1

2
h i e
so, (1 + x) x − e ∼ − x.
1

2
f (x) e
Finally lim =− .
x→0 x 2

Exer ise 13
To the order 2 at 0, we have

x2
cos x = 1 − + x2 ε1 (x),
2!
x2
ex = 1 + x + + x2 ε2 (x),
2!
sin x = x + x2 ε3 (x),

with lim ε1 (x) = lim ε2 (x) = lim ε3 (x) = 0.


x→0 x→0 x→0

1
1 − a + (1 − b)x + (1 + a)x2 + x2 ε(x)
Thus f (x) = 2 .
x2
To have nite limit ℓ for f (x) as x tends to 0 we must have:

1 − a = 0, and 1 − b = 0. Hen e : a = b = 1.

a+1
And this limit is then ℓ = = 1.
2

167
Chapter 6 Finite expansion

Exer ise 14
1
Set x = , (t → 0 as x → ±∞), hen e:
t
t2
   
1 1 1 t 1 2 + t2 ε1 (t)

f = × e = 1−t+t 1+t+
t t 1+t t 2
t2
 
1 1 t
tf = 1 + + t2 ε2 (t), and f (t) = + + tε2 (t)
t 2 t 2
1 1
We dedu e f (x) = x + + ε(x).
2x x
Thus lim f (x) = lim x = +∞ and lim f (x) = lim x = −∞.
x→+∞ x→+∞ x→−∞ x→−∞

The line ∆ of equation y = x is asymptote to C . Moreover, as x → ∞


1
f (x) − y ∼ .
2x
Hen e the urve is above this line in the neighborhood of +∞, and below in
the neighborhood of −∞.
Exer ise 15
1◦ In the neighborhood of 0 and to order 4, we have:
x3
sin x = x − + x4 ε1 (x),
3!
x2 x3 x4
ln(1 + x) = x − + − + x4 ε2 (x).
2 3 4
x x3
So, we obtain: f (x) = 1 − − + x3 ε(x).
2 12
So: lim f (x) = 1, f is then extendable by ontinuity at 0 and this
x→0
extension g is dened by:
f (x) for x 6= 0,
(
g(x) =
1 for x = 0.

2◦ From the equivalent denition of the derivative, and sin e


x
g(x) − g(0) = − + xε′ (x),
2
1
lim ε′ (x) = 0, we on lude that g is dierentiable at 0, and g′ (0) = − .
x→0 2

168
Chapter 6 Finite expansion
x
The equation of the tangent to C at (0, 1) is y = 1 − . Moreover, in
2
the neighborhood of 0, we have:
x3
f (x) − y ∼ − . y
12
◦ If x → 0+ , the urve is below its
1
tangent. A

◦ If x → 0− , the urve is above its


tangent. O 2 x

3◦ The aspe t of the urve is represented by the gure above.


The point A(0, 1) is a point of ine tion.

Exer ise 16
1
1◦ Set x = (t → 0 as x → ±∞) , hen e:
t
 
1 1 1 t2 1
1 − t + t2 1 + t2 + t2 ε1 (t)
  
f = × e =
t t 1+t t
1
1 − t + 2t2 + t2 ε(t)

=
t
it follows that:
    
1 2 1 1 2 1 1
f (x) = x 1 − + 2 + 2 ε =x−1+ + ε .
x x x x x x x
Thus:
lim f (x) = lim x = +∞;
x→+∞ x→+∞

lim f (x) = lim x = −∞.


x→−∞ x→−∞

2◦ The equation of the asymptote is y = x − 1.


Moreover, as x → ∞,
2
f (x) − y ∼ .
x
◦ In the neighborhood of +∞, the urve is above of its asymptote.
◦ In the neighborhood of −∞, the urve is below of its asymptote.

169
Chapter 6 Finite expansion

Exer ise 17

1◦ In the neighborhood of x = 0, we have:

x2
cos x = 1 − + x3 ε1 (x),
2!
x3
sin x = x − + x3 ε2 (x).
3!

x3
x− 3
Hen e, tan x = 6 + x3 ε (x) = x + x + x3 ε (x).
3 4
x2 3
1−
2

x2 x x3
    
2 f (x) = 1 +
◦ ln 2 + ln 1 + − + x3 ε5 (x).
3 2 12
x3
 
x ln 2 1
Thus f (x) = ln 2 + + − x2 + + x3 ε(x).
2 3 8 8

3◦ We dedu e that: lim f (x) = ln 2, hen e the fun tion f is extendable


x→0
by ontinuity at 0 by the fun tion ϕ su h that:

f (x) for x 6= 0,
(
ϕ(x) =
ln 2 for x = 0.

From the f.e., we have


 
ϕ(x) − ϕ(0) 1 ln 2 1
= + − x + xε(x),
x 2 3 8

1
thus ϕ is dierentiable at 0, and ϕ′ (0) = .
2
x
4◦ From the f.e., Γ has as a tangent the line of equation y = ln 2 + .
2
But, as → 0:
 
ln 2 1
f (x) − y ∼ − x2 > 0,
3 8

in the neighborhood of 0, the urve is above the tangent.

170
Chapter 6 Finite expansion

Exer ise 18
1  √
 
1 1 
Set t = . We get f (x) = f
1
= 2 e 1 − at + t2 − e t ln(1+t) .
x t t
√ u u2
With 1 + u = 1 + − + u2 ε(u), we get
2 8
a2 2
 
p a 1
2
1 − at + t = 1 − t + 1− t + t2 ε1 (t).
2 2 4
From the other hand, we have:
1 t t2 2ε
e t ln(1+t) = e1− 2 + 3 +t 2 (t)
= e × eu ,
t t2 t2
with u = − + + t2 ε2 (t), thus u2 = + t2 ε3 (t). It follows that:
2 3 4
u2 t 11
eu = 1 + u + = 1 − + t2 + t2 ε4 (t).
2 2 24
 
1 1 1−a
Finally: f (x) = e − a2 + x + ε(x), with lim ε(x) = 0.
24 8 2 x→+∞
The fun tion f admits a nite limit as x tends to +∞, i a = 1.
 
1 1 2 e
We have then, with a = 1, lim f (x) = e × − a =− .
x→+∞ 24 8 12
Exer ise 19
1◦ To the order 4 at 0, we have su essively:
x3 u2 u3 u4
sin x = x− +x4 ε1 (x) and ln(1+u) = u− + − +u4 ε2 (u).
6 2 3 4
x2 x3 x4
Thus: ln(1 + sin x) = x − + − + x4 ε3 (x).
2 6 12
In the neighborhood of 0,
√ x x2 x3 x3
1 − x = 1− − − +x3 ε4 (x), and sin x− sh x = − +x4 ε5 (x),
2 8 16 3
7 1
we get then f (x) = − + x + xε(x).
8 16
7
2◦ lim f (x) = − hen e f is extendable by ontinuity at 0 and g dened
x→0 8
by:
 f (x) for x 6= 0,

g(x) =
 − 7 for x = 0.
8

171
Chapter 6 Finite expansion

Exer ise 20
1◦ In the neighborhood of x = 0, we have:
x2 x4
h x = 1 + + + x4 ε1 (x),
2! 4!
x3
tan x = x + + x4 ε2 (x).
3
u2 u3 u4
With eu = 1 + u + + + + u4 ε3 (u), we get
2 6 24
x2 x3 3x4
etan x = 1 + x + + + + x4 ε4 (x).
2 2 8
1 11
It follows that f (x) = − − x + xε(x).
2 24
1
lim f (x) = − , f is extendable by ontinuity at 0 and ϕ dened by:
x→0 2
 f (x) for x 6= 0,

ϕ(x) =
 − 1 for x = 0.
2
ϕ(x) − ϕ(0) 11
From the f.e., we have = − + ε(x), thus ϕ is dieren-
x 24
11
tiable at 0, and ϕ (0) = − .

24
Exer ise 21
1◦ In the neighborhood of x = 0, we have
r
2
1 + x2 − 1
3 1
= + xε(x), with lim ε(x) = 0.
x2 3 x→0

1
lim f (x) = ln = f (0), therefore f is ontinuous at 0.
x→0 3
2◦ From the other hand, in the neighborhood of 0, we have
 
1
ln + xε(x) + ln 3
f (x) − f (0) 3
= ,
x x
f (x) − f (0) ln(1 + xε′ (x))
we get then lim = lim = lim ε′ (x) = 0.
x→0 x x→0 x x→0
Thus f is dierentiable at 0, and f (0) = 0.

172
Chapter 6 Finite expansion

Exer ise 22
1
Set t = ; t tends to 0+ as x → +∞. We get:
x
t2 √
 
  1−t+ et − 1 + t6
1 2
f (x) = f = .
t t3

In the neighborhood of t = 0, we have:


t2 t2 t3
  
  1−t+ 1 + t + + + t ε1 (t) − 1 + t3 ε2 (t)
3
1 2 2 6 1
f = 3
= + ε3 (t).
t t 6

1
The asked limit is then: .
6
Exer ise 23
In the neighborhood of x = 0 and to order 2, we have:

x2
cos x = 1 − + x2 ε1 (x),
2!
x2 x2
 
2 + x2 ε2 (x),

ln e + x = 1 + ln 1 + =1+
e e

with lim ε1 (x) = lim ε2 (x) = 0. We get then:


x→0 x→0

x2
a+x−1+  
f (x) = 2 + x2 ε (x) = a − 1 + x + 1 − a − 1 x2 + x2 ε(x).
3
x2 2 e
1+
e
The line of equation y = a − 1 + x is the tangent at the point of abs issa 0
to the urve of f .
Moreover, as x → 0:
 
1 a−1
f (x) − y ∼ − x2 ,
2 e

thus:
e
◦ if a < 1 + , the urve is above the tangent;
2
e
◦ if a > 1 + , the urve is below the tangent.
2

173
Chapter 6 Finite expansion

Exer ise 24
In the neighborhood of x = 0, we have:
r  x 2 
x2  x 2  12
• f (x) = 1+ = 1+ + x2 ε1 (x); =1+
2 2 8
    
2x 2x 2x 2x
• g(x) = ln e 1 + − = 1 + ln 1 + −
e e e e
2x2
= 1− + ε2 (x).
e2  
1 2
Thus, f (x) − g(x) = − x2 + x2 ε(x), with lim ε(x) = 0.
8 e2 x→0
 
1 2 2
In the neighborhood of 0, we have: f (x) − g(x) ∼ − x < 0.
8 e2
Thus the relative position of the urves.
Exer ise 25
For x > 0:
1
c  12

1 3 
f (x) = x 1 + 2 +x 1+ 2 .
x x
1
Let's use the f.e. at .
x
c2
   
1 1 ε1 (x) c ε2 (x)
f (x) = x 1 + 2 − 4 + +x 1+ 2 − 2 + ,
3x 9x x4 2x 8x x4
and then
1 c2
   
1 c 1 1 ε(x)
f (x) = 2x + + − + 3
+ 3 ,
3 2 x 9 8 x x
with lim ε(x) = 0.
x→+∞
◦ y = 2x is the equation of an asymptote.
2
◦ If c > − , the urve is above the asymptote.
3
2
◦ If c < − , the urve is below the asymptote.
3
2
◦ If c = − :
3
1 1
f (x) = 2x − 3 + 3 ε(x),
6x x
the urve is below the asymptote.

174
Chapter 6 Finite expansion

Exer ise 26
1◦ Set x = t + 1 (t → 0 as x → 1) :

ln(1 + t)
f (x) = f (1 + t) = (1 + t) .
t
 
1+t 1 2 t
f (1 + t) = t − t + t ε (t) = 1 + + tε′′ (t),
2 ′
t 2 2

with lim ε′′ (t) = 0.


t→0
1
Thus f (x) = 1 + (x − 1) + (x − 1)ε(x) with lim ε(x) = 0.
2 x→1
lim f (x) = 1, hen e f is extendable by ontinuity at 1 by the fun tion
x→1
g dened by:

f (x) for x 6= 1,
(
g(x) =
1 for x = 1.

1
2◦ From the f.e., g is dierentiable at 1, and g′ (1) = .
2
Exer ise 27
Let's expand to order 2:
x2
cos x = 1 − + x2 ε1 (x),
2
√ x x2
1+x =1+ − + x2 ε2 (x),
2 8
x x2
ex = 1 + + + x2 ε3 (x), with lim ε1 (x) = lim ε2 (x) = lim ε3 (x) = 0,
1! 2! x→0 x→0 x→0

and hen e
   
b 1 a b
1−a+b+ 1+ x+ + − x2 + x2 ε(x)
2 2 2 8
f (x) = .
x2
We have nite limit for f (x) as x tends to 0 if:
b
1 − a + b = 0, and 1 + = 0.
2
1
Hen e a = −1 and b = −2. And this limit is then .
4

175
Chapter 6 Finite expansion

Exer ise 28
(2x)2
cos(2x) = 1 − + x3 ε1 (x),
2
x2 x3
ln(1 + x) = x − + + x3 ε2 (x),
2 3
x3
sin x = x − + x3 ε3 (x), with lim ε1 (x) = lim ε2 (x) = lim ε3 (x) = 0.
6 x→0 x→0 x→0

x2 x3
− + x3 ε′ (x) 1 x
We get then f (x) = 2 2 = − + xε(x).
2 3
2x + x ε (x)′′ 4 4
We dedu e that the fun tionf is extendable by ontinuity at 1, by the fun -
tion g dened by:
 f (x) for x 6= 0,

g(x) = 1
 for x = 0.
4
g(x) − g(0) 1
From the f.e., we have in the neighborhood of 0, = − + ε(x),
x 4
1
so g is dierentiable at 0, and g (0) = − .

4
Exer ise 29
1◦ In the neighborhood of x = 0, we have:
(2x)2 (2x)3
ln(1 + 2x) = (2x) − + + x3 ε2 (x),
2 3
(ax)3
sh(ax) = ax + + x3 ε1 (x), with lim ε1 (x) = lim ε2 (x) = 0.
3! x→0 x→0
 3  3
a 8x
It follows that f (x) = a + 2x + − 2 x2 + + x3 ε(x).
6 3
2◦ lim f (x) = a, hen e f is extendable by ontinuity at 0, by the fun tion
x→0
g dened by:
g(x) = f (x) for x 6= 0, and g(0) = a.

3◦ The equation of the tangent at A(0, a) is: y = 2x + a.


√ 8x3
4◦ If a = 3
12, then f (x) = a + 2x + + x3 ε(x).
3
◦ If x < 0, C is below T .
◦ If x > 0, C is above T .

176
Chapter 6 Finite expansion

Exer ise 30
1◦ In the neighborhood of x = 0 to order 3, we have:
x2 x3
x− + + x3 ε1 (x) x3
f (x) = x + 2(1 + x) 2 3 = 2x − + x3 ε2 (x),
2+x 6
with lim ε1 (x) = lim ε2 (x) = 0.
x→0 x→0

2◦ From the f.e., we have f ′(0) = 2.


3◦ The tangent ∆ at (0, 0) to the urve C of f admits as equation y = 2x.
x3
Sin e f (x) − y ∼ − in the neighborhood of x = 0, hen e from the
6
left of 0, the urve is above ∆, from the right of 0, the urve is below
∆. (The point (0, 0) is a point of ine tion of C ).

Exer ise 31
In the neighborhood of zero, we have:
√ √ 1 √ 1 √
ln 1 + (x 2 + x2 ) = x 2 + x2 − (x 2 + x2 )2 + (x 2 + x2 )3 + x3 ε1 (x)

2 3

√ 2 3
= x 2− x + x3 ε2 (x).
3

x(1 − cos(x 2)) = x3 + x3 ε3 (x).
From the other hand, we have:
√ √
 √ ′ 2 2 1
arctan(1 + x 2) = √ = √ ,
1 + (1 + x 2)2 2 1 + x 2 + x2
and in the neighborhood of zero to order 2, we have:
√ h
 √ ′ 2 √ √ i
arctan(1 + x 2) = 1 − (x 2 + x2 ) + (x 2 + x2 )2 + x2 ε4 (x)
√2 
2 √ 
= 1 − x 2 + x2 + x2 ε5 (x),
2
this gives that by integration:
√ √ !
√ π 2 2 2 x3
arctan(1 + x 2) = + x− x + + x3 ε6 (x).
4 2 2 3
2√
It follows that f (x) = − 2 + ε(x), with lim ε(x) = 0.
3 x→0
2√
Thus lim f (x) = − 2.
x→0 3

177
Chapter 6 Finite expansion

Exer ise 32
x2
1◦ cos(x + x2 ) = 1 − + x2 ε1 (x).
2
7x2
√  
3 1−3x−1
−1−x− 35 x2 1
e x = e + x2 ε2 (x) = 1−x− + x2 ε3 (x).
e 6
1 ex − 1 1 x
ln = + + x2 ε4 (x).
x x 2 24
   
1 1 1 1 7 1
We get f (x) = + − + x− + x2 + x2 ε(x).
2 e e 24 6e 2
1 1
2◦ f is ontinuous at x = 0 sin e lim f (x) = + = f (0).
x→0 2 e
1 1
3◦ f ′ (0) = − − .
e 24
4◦ The tangent ∆ at the point
 of abs issa
 x = 0 to the 
urve of f has as
1 1 1 1 7 1
equation y = + − + x, and the term − + x2 < 0
2 e e 24 6e 2
shows that the urve is below the tangent in the neighborhood of 0.
Exer ise 33
 
1 1
Set t = . We look for the f.e. of the 2nd order of tf as x → ∞.
x t
√ !
2
 
1 1 + t 1
= et − 1

tf − .
t |t| t

As x → +∞,
t2
 
1 1 1
tf = + t2 ε1 (t), so f (x) = + ε(x), with lim ε(x) = 0.
t 2 2x x x→+∞

1
The urve admits the line y = 0 as asymptote and > 0: the urve is
2x
above the asymptote.
As x → −∞,
t2 t3 t2
    
1 1 5
tf =− t+ + 2+ + t2 ε2 (t) = −2 − t − t2 + t2 ε3 (t),
t t 2 6 2 6
5 1
thus f (x) = −1 − 2x − + ε′ (x) with lim ε′ (x) = 0.
6x x x→−∞
5
The urve admits the line y = −1 − 2x as asymptote and − > 0: the
6x
urve is above its asymptote.

178
Chapter 6 Finite expansion

Exer ise 34
1 1 x x2
1◦ With arctan′ (1 + x) = = − + + x2 ε1 (x), we get
2 + 2x + x2 2 2 4
π x x2 x3
arctan(1 + x) = + − + + x3 ε2 (x).
4 2 4 12
Similarly, in the neighborhood of zero, we have then:
√ x x2
cos( 2x) = 1 − x2 + x3 ε3 (x) and
x
e2 = 1 + + + x2 ε4 (x).
2 8
π 1 x3
We get then f (x) = − + + x3 ε(x) with lim ε(x) = 0.
4 2 48 x→0

2◦ The tangent ∆ at the point of abs issa x = 0 to the urve of f admits


as equation:
π 1
y= − .
4 2
x3
As x → 0, f (x) − y ∼ , hen e from the left of 0, the urve is below
48
∆, from the right of 0, the urve is above ∆.

Exer ise 35
cos x − (1 + x)ex
 
1 1 1
1◦ We an write − = .
x (1 + x)ex cos x x(1 + x)ex cos x
In the neighborhood of x = 0 to order 1, we have:
cos x − (1 + x)ex = 1 − (1 + x)(1 + x) + xε1 (x) = −2x + xε2 (x).
x(1 + x)ex cos x = x + xε3 (x).
 
1 1 1
Thus lim − = lim (−2 + ε(x)) = −2.
x→0 x (1 + x)ex cos x x→0
t
1  1 1
 et − e 1−t
2◦ Set t = , we get x e x − e x−1 =
2 .
x t2
In the neighborhood of t = 0 and to order 2, we have:
t2
et = 1 + t + + t2 ε1 (t).
2
t 2 3t2
e 1−t = et+t + t2 ε2 (t) = 1 + t + + t2 ε3 (t).
2
1
 1 
We dedu e that: lim x2 e x − e x−1 = −1.
x→+∞

179
Chapter 6 Finite expansion

PROPOSED EXERCISES
Exer ise 1
Consider the fun tion f : R −→ R dened by:
1
f (0) = 0, and f (x) = x + x2 + x3 cos if x 6= 0.
x
1◦ Show that f admits a f.e. of order 2 in the neighborhood of x = 0.

2◦ Cal ulate f ′ (0), and f ′ (x) for all x ∈ R ⋆ .

3◦ Is the fun tion f ′ : R −→ R ontinuous at 0?

4◦ Show that f ′′ (0) does not exist.

Exer ise 2
Does the fun tion x 7−→ f (x) = 2 − 4x + 3x2 − x3 + x5+x have a f.e. in the
neighborhood of zero to order 3? to order 4 ? to order 5 ?
Exer ise 3
Give the f.e. of indi ated order for the following fun tions in the neighbor-
hood of 0:

3+x
f1 (x) = arctan √ , n = 4.
1+x 3
1+x
f2 (x) = arcsin , n = 2.
2+x
h 2
i
f3 (x) = tan5 x (cos x)x − 1 , n = 10.

Exer ise 4
Determine the reals a and b su h that the limit of
1 1 a b
3 − 3− 2−
sin x x x x
is nite as x tends to zero.
Exer ise 5
Determine
p  12
lim 4 + x2 − cos x x .
x→0

180
Chapter 6 Finite expansion

Exer ise 6
Let f and g be two fun tions dened by:
1+x 7 + 4x + x2
f (x) = , g(x) = .
3−x 19 − 8x + x2
1◦ Give the f.e. of ordre 3 in the neighborhood of x = 1 of f and g.

2◦ Determine the relative position in the neighborhood of x = 1 of the


urves of f and g.

Exer ise 7
Using the f.e., nd the oblique asymptotes at ±∞ of the urve C of equation:
x2 − 1 1
f (x) = ex .
x
Determine the relative position of these asymptotes with respe t to C .

Exer ise 8
Give the f.e. to order 2 in the neighborhood of x = 0 of the fun tion
f : x 7−→ arctan ex .

Exer ise 9
Consider the fun tion f dened by:
√ x−1
f (x) = 2x − 1 − e x .

1◦ Give the f.e. to order 3 in the neighborhood of x = 1 of f .

2◦ Determine f ′ (1).

3◦ Determine the equation of the tangent ∆ at the point of abs issa x = 1


to the urve C of the fun tion f . Determine the relative position of ∆
with respe t to C in the neighborhood of x = 1.

Exer ise 10
Using the f.e., nd the oblique asymptotes at ±∞ of the urve C of equation:
1
ex + 1
f (x) = 1 .
ex − 1
Determine the relative position of these asymptotes with respe t to C .

181
Chapter 6 Finite expansion

Exer ise 11
1
1◦ Give the f.e. of (cos x) x2 to order 2 in the neighborhood of 0.

2◦ Give the f.e. of etan x to order 3 in the neighborhood of 0.


1 − x2
3◦ Give the f.e. of arctan to order 12 in the neighborhood of 0.
1 + x2
Exer ise 12
Determine a and b so that
 
x+a
lim x 2 + (3 + x) ln = 2.
x→+∞ x+b
Exer ise 13
ex − e−x
1◦ Determine the f.e. of to order 4 in the neighborhood of 0.
sin x

2◦ Determine the f.e. of e 1+x to order 3 in the neighborhood of 0.
1
3◦ Determine the f.e. of arcsin x to order 3 in the neighborhood of .
2
Exer ise 14
ax3 + bx + c
Determine a, b and c so that f (x) = 2x + 1 + 2 so in the neigh-
2x + x − 1
borhood of 0 an innitely small as elevated of order that possible
Exer ise 15
1 + sin x
Let f (x) = ln .
1 − sin x
1◦ Give the f.e. of f to order 3 in the neighborhood of 0.
2◦ Cal ulate f ′ (0).
3◦ Determine the equation of the tangent ∆ to the urve C of f at the
point A(0, 0). Determine the relative position of ∆ with respe t to C
in the neighborhood of A.
Exer ise 16
Study a ording the values of the integer n the limit as x tends to 0 of the
fun tion f dened by
tan(ln(1 + x)) − ln(1 + tan x)
f (x) = .
xn

182
Chapter 7

ANTIDERIVATIVES

THE ESSENTIALS OF THE COURSE


1. DEFINITION
Let f and F be two numeri al fun tions dened on an interval I . The
fun tion F is alled antiderivative (or primitive) of f on I , i:

◦ F is dened and dierentiable on I , and

◦ ∀x ∈ I, F ′ (x) = f (x).

Theorem 1
If F is a primitive of f on I , then the set of primitives of f on I is onsisted
of fun tions F + c, the letter c is an arbitrary onstant.
Z
We denote the most general antiderivative of f by the symbol f (x) dx
whi h is known as the indenite integral of f . Therefore if F is an
antiderivative of f , then:
Z
f (x) dx = F (x) + c, (c is an arbitrary onstant) (1)

The operation onsisting of omputing an integral is alled integrate and


the pro ess itself is alled integration.

183
Chapter 7 Antiderivatives

2. PRIMITIVES OF USUAL FUNCTIONS

Those are primitives of usual fun tions:

xα+1 dx
Z Z
α = ln |x|
α ∈ R, α 6= −1, x dx =
α+1 x
Z Z
x x
e dx = e ln x dx = x ln x − x
Z Z
cos x dx = sin x sin x dx = − cos x

dx dx
Z Z
= tan x = − cot x
cos2 x sin2 x
dx x dx  x π 
Z Z
= ln tan = ln tan +

sin x 2 cos x 2 4

Z Z
h x dx = sh x sh x dx = h x

dx dx
Z Z
= th x = − oth x
h2 x sh2 x
dx x dx
Z Z
= ln th = 2 arctan ex

sh x 2 h x
x
= arcsin
dx dx 1 x
Z Z
√ a
a > 0, a 6= 0, = arctan
a − x = − arccos x
2 2 a2 +x 2 a a
a

dx 1 x − a
Z
dx
Z p
a 6= 0, = ln k 6= 0, √ = ln x + x2 + k

x2 − a2 2a x + a 2
x +k

3. OPERATIONS ON PRIMITIVES
Z Z Z
It is obvious that [λ1 f1 (x) + λ2 f2 (x)] dx = λ1 f1 (x) dx + λ2 f2 (x) dx.

184
Chapter 7 Antiderivatives

4. INTEGRATION BY CHANGE OF VARIABLE


Theorem 2
If ϕ : [α, β] −→ R is a ontinuously dierentiable fun tion and if f is on-
tinuous mapping on an interval ontained ϕ([α, β]), then:
Z Z

f (ϕ(x))ϕ (x) dx = f (t) dt (2)

We an say thatZwe perform the hange


Z of variable t = ϕ(x).
We write then: f (ϕ(x))ϕ′ (x) dx = f (t) dt, spe ifying: t = ϕ(x).
Z
To ompute the primitives, it is suited to express f (t) dt,
in terms of x, repla ing everywhere, in the out ome, t by ϕ(x).

Remark 1
In ertain ases it is not ne essary to exhibit hange of variable:

sin x dx d(cos x)
Z Z Z
tan x dx = =− = − ln |cos x| + cst.
cos x cos x
cos x dx d(sin x)
Z Z Z
cot x dx = = = ln |sin x| + cst.
sin x sin x

5. INTEGRATION BY PARTS
Theorem 3
Let u and v two dierentiable fun tions on an interval I. If vu′ admits a
primitive on this interval, then uv′ admits also a primitive and:
Z Z

u(x)v (x) dx = u(x)v(x) − v(x)u′ (x) dx (3)

this is the integration by parts formula.


This formula states that if F is an antiderivative of (vu′ ), then uv − F is an
antiderivative of (vu′ ). Z
This method is advantageous if the integral v du is simpler to nd than
Z
the integral u dv .

185
Chapter 7 Antiderivatives

6. INTEGRATION OF A RATIONAL FUNCTION


p
Consider a rational fun tion F = dened on an interval. Assume that the
q
degree of the polynomial p is stri tly less than the degree of q; otherwise,
dividing p by q , we get a polynomial quotient (whose integral is usual) and a
new rational fun tion verifying the degree of the numerator is less than that
of the denominator. It an be shown that su h fra tion ould be linearized
in R into simple elements of the form:
1 αx + β
and , n ∈ N ∗ and a, b, c, α, β are reals,
(x − a)n (ax2 + bx + c)n
the binomial ax2 + bx + c does not admit real roots, i.e. b2 − 4ac < 0.
dx
Z
a) Cal ulation of In (x) =
(x − a)n
dx
Z
◦ if n = 1, I1 (x) = , so I1 (x) = ln |x − a| + st;
x−a
1
◦ if n ≥ 2, In (x) = + st.
(1 − n)(x − a)n−1
αx + β
Z
b) Cal ulation of J1 (x) = 2
dx
ax + bx + c
First of all, we make appear the dierential (2ax + b) dx of ax2 + bx+ c;
it provides:
α 2ax + 2a αβ + b − b
Z
J1 (x) = dx = K1 (x) + K2 (x),
2a ax2 + bx + c
α 2ax + b α
Z
with: K1 (x) = 2
dx = ln(ax2 + bx + c) + st, and :
2a ax + bx + c 2a
 Z
α β dx dx
Z
K2 (x) = 2a − b 2
=k 2
.
2a α ax + bx + c ax + bx + c
If α = 0, this last phase doesn't take pla e to be, the integral of
departure, being alreadyZthe form of K2 .
dx
It remains to al ulate: = K3 (x). Put ax2 + bx + c in
ax2 + bx + c
anoni al form:
" 2 #
b 4ac − b2
ax2 + bx + c = a x+ +
2a 4a2

with 4ac − b2 > 0 (no real root), from where the anoni al
√ form: ax2 +
b 4ac − b2
bx + c = a[(x + p)2 + q 2 ] with p = and q = 6= 0.
2a 2a

186
Chapter 7 Antiderivatives

1 dx 1 x+p
Z
So, K3 (x) = 2 2
= arctan + st.
a (x + p) + q aq q
It omes then
 
(αx + β) dx α 2aβ − αb 2ax + b
Z
2
= ln(ax +bx+c)+ √ arctan √ .
ax2 + bx + c 2a a 4ac − b2 4ac − b2

αx + β
Z
) Cal ulation of Jn (x) = dx, n integer ≥ 2
(ax2
+ bx + c)n

dt
Z
Let's al ulate the integral Fn (t) = .
(1 + t2 )n
t t2 dt
Z
Integrating by parts, we have: Fn (t) = + 2n .
(1 + t2 )n (1 + t2 )n+1

t2 1 1
We note that 2 n+1
= 2 n
− ,
(1 + t ) (1 + t ) (1 + t2 )n+1
t
it omes Fn (t) = + 2n(Fn (t) − Fn+1 (t)), then
(1 + t2 )n

t
2nFn+1 (t) = + (2n − 1)Fn (t) with F1 (t) = arctan t.
(1 + t2 )n

The sequen e (Fn ) is therefore good dened by indu tion.


On the other hand,

α 2ax + 2a αβ + b − b
Z
Jn (x) = dx = S(x) + T (x)
2a (ax2 + bx + c)n

α (2ax + b) dx α
Z
with, S(x) = = + st,
2a (ax2 + bx + c)n 2a(1 − n)(ax2 + bx + c)n−1
 Z
α β dx dx
Z
T (x) = 2a − b 2 n
= k .
2a α (ax + bx + c) (ax + bx + c)n
2

dx
Z
It remains to al ulate . Putting ax2 + bx + c in the
(ax2
+ bx + c)n " #n
2
x + p
anoni al form: the denominator be omes: an q 2n + 1 and
q
dt x+p
Z
the integral takes the form Fn (t) = 2 n
with t = .
(1 + t ) q

187
Chapter 7 Antiderivatives

7. CIRCULAR FUNCTIONS
Let F (X, Y ) be a rational fun tion. We look for a primitive of the fun tion
f dened by f (x) = F (cos x, sin x).

a) F is a polynomial
By linearity of the integral, it is brought ba k to the al ulation of primitive
of the form:
Z
cosm x sinn x dx where m and n are naturals number.
• If m is odd, it will be able to do the hange of variable t = sin x.
• If n is odd, it will be able to take t = cos x.
• If m and n are even, it will be able to linearize, then integrate.

b) Bio he rules
Ea h of the following
Z rules gives a hange of variable that brings ba k the
al ulation of f (x) dx to the one of a primitive of rational fun tion.
We note that ω(x) = F (cos x, sin x) dx, is alled dierential element of
the asked primitive.
R.1 We study if ω(x) remains un hanged when we repla e x by −x or by
π − x or by π + x.
a) If ω(−x) = ω(x), the hange of of variable dened by x = arccos t,
therefore t = cos x, bring ba k to the al ulation of a primitive of
a rational fun tion in terms of t.
b) If ω(π − x) = ω(x), the hange of of variable dened by x =
arcsin t, therefore t = sin x, bring ba k to the al ulation of a
primitive of a rational fun tion in terms of t.
) If ω(x) remains un hanged when we repla e x by π +x, the hange
of of variable dened by x = arctan t, therefore t = tan x, bring
ba k to the al ulation of a primitive of a rational fun tion in
terms of t.
R.2 If two at least of hanges a) or b) or ) let invariant ω(x), the hange
of variable t = cos(2x) bring ba k to the al ulation of a primitive of
a rational fun tion in terms of t.
x
R.3 In any ase, the hange of variable t = tan , bring ba k to the al u-
2
lation of a primitive of a rational fun tion in terms of t.

188
Chapter 7 Antiderivatives

8. HYPERBOLIC FUNCTIONS
Let F (X, Y ) be a rational fun tion. We look for a primitive of the fun tion
f dened by f (x) = F ( h x, sh x).
Ea h of the following
Z rules gives a hange of variable that brings ba k the
al ulation of f (x) dx to the one of a primitive of rational fun tion.

R.1 We examine F (cos x, sin x) and whi h hange of variable, the most
e iently possible (see priorities announ ed for rules of Bio he), to
amount to a primitive of rational fun tion.
Z
a) If F (cos x, sin x) dx ould be al ulated with t = cos x, then it
Z
will be able to set t = h x to al ulate F ( h x, sh x) dx.
Z
b) If F (cos x, sin x) dx ould be al ulated with t = sin x, then it
Z
will be able to set t = sh x to al ulate F ( h x, sh x) dx.
Z
) If F (cos x, sin x) dx ould be al ulated with t = tan x, then it
Z
will be able to set t = th x to al ulate F ( h x, sh x) dx.
Z
d) If F (cos x, sin x) dx ould be al ulated with t = cos(2x), then
Z
it will be able to set t = h(2x) to al ulate F ( h x, sh x) dx.

x
R.2 In the other ases, we an use the hange of variable dened by t = th ,
2
but it is in general preferable to use t = ex .

9. ABELIAN INTEGRALS
Let F (X, Y ) be a rational fra tion.
The obje t of this se tion is to al ulate a primitive of a fun tion f of one
of the following forms:
r !
ax + b
• f (x) = F x,
cx + d
 √ 
• f (x) = F x, ax2 + bx + c

189
Chapter 7 Antiderivatives
r !
ax + b
Z
a) Type F x, dx
cx + d

Z
The form: F (x, ax + b) dx belongs to this ase.

b − dt2
r
ax + b ad − bc
Let's put t = , from where x = 2 and dx = 2 2 t dt and
cx + d ct − a (ct − a)2
the integral be omes the one of a rational fun tion in terms of t.
Z  √
b) Type

2
F x, ax + bx + c dx
√ √
♦ If a > 0, set ax2 + bx + c = x a + t.

♦ If a < 0, set ax2 + bx + c = t(x − α), where α is one of the roots of
ax2 + bx + c.

In the two ases, the integral turns into the one of a rational fra tion in
terms of t.

10. PARTICULAR METHODS


a) Let p be a polynomial of degree n. It is omfortable to establish that:
!
eax p′ (x) p′′ (x) np
(n) (x)
Z
p(x)eax dx = p(x) − + − · · · + (−1) (4)
a a a2 an

Example
Z
Let I(x) = (x2 + x − 1)e−x dx. We have x2 + x − 1 e−x
❍❍+
2x + 1 ❍ ❍❍❥ −e−x
❍−
I(x) = −[(x2 + x − 1) + (2x + 1) + 2]e−x + st 2 ❍ ❍ ❥
❍ e−x
❍+
= −(x2 + 3x + 2)e−x + st. 0 ❍ ❥
❍ −e−x

b) Let to nd the primitive of fun tions dened by:


sin(mx) sin(nx); cos(mx) cos(nx); sin(mx) cos(nx);

where (m, n) ∈ N 2 . We al ulate them by transforming the trigono-


metri produ t in sum (we say that linearize them).

190
Chapter 7 Antiderivatives
Z
) Let the integral F (x, y) dx, where F is rational with respe t to x
and y , and
p
y= ax2 + bx + c.

We already saw, on the page 190, a method of al ulation of this inte-


gral type.
However, it is often more advantageous to use the following method:
The trinomial ax2 + bx + c an always be written as, a multipli ative
onstant, and stri tly positive, under one or the other of the three
following forms:
k 2 − x2 ; k 2 + x2 ; x2 − k 2 .
We will use respe tively the hange of variable:
♦ x = k cos t or x = k sin t;
♦ x = k sh t or x = k tan t;
k
♦ x = k h t or x= .
cos t

d) Utilization of an asso iated integral


It arrives that while atta hing to the given integral another integral, the
al ulation is simplied onsiderably. We say that is used an asso iated
integral

Example
cos x
Z
Let I= dx.
cos x + sin x

sin x
Z
Let's introdu e J= dx.
cos x + sin x
Z
I +J = dx, from where I(x) + J(x) = x + st.
On the other hand
d(cos x + sin x)
Z
I −J = ,
cos x + sin x
from where I(x) − J(x) = ln | cos x + sin x| + st.
1
Therefore I(x) = (x + ln | cos x + sin x|) + st.
2

191
Chapter 7 Antiderivatives

11. THE STRONG POINTS OF THE CHAPTER


◦ We always bring ba k to the table that gives the primitive of the usual
fun tions.
From where the ne essity to know by heart this table.
◦ The linearity of the integral permits to nd the primitive of fun tions
formed by the linear ombinations of usual fun tions.
◦ The two formulas (2) and (3) of hange of variable and the integration
by parts express a di ult primitive to nd with respe t to an another
one easier.
◦ The te hnique of the integration of a rational fra tion is the ba kbone
of resear h of primitive. Indeed, a lot of other problems bring ba k to
this te hnique.
◦ The algorithm of the paragraph 10 that permits to nd a primitive of:
x −7 → p(x)eax or x 7−→ p(x) cos(ax) or x 7−→ p(x) sin(ax) or
x 7−→ p(x)(1 + x)α (and that ensues of the formula of the integration
by parts) is as pleasant as fast

192
Chapter 7 Antiderivatives

STATEMENTS OF SOLVED EXERCISES


Exer ise 1
Cal ulate the following integrals:
dx x3 dx 2x − 1
Z Z Z
a) ; b) ; ) dx;
2x + 1 x+1 (x − 1)2
Z Z Z
d) 2
sin x dx; e) h x dx;
2
f) tan2 x dx.

Exer ise 2
Cal ulate, by means of a hange of variable, the primitives of ea h of the
following fun tions, and spe ify the interval of validity:

√ x−1 1
a) x 7−→ x + 1; b) x 7−→ √ ; ) x 7−→ √ p √ ;
x x 1+ x
ln x cos x
d) x 7−→ tan x; e) x 7−→ ; f) x 7−→  x x 2
.
x
sin + cos
2 2
Exer ise 3
Cal ulate, by mean of an integration by parts, the primitives of ea h of the
following fun tions, and spe ify the interval of validity:
a) x 7−→ x ln x; b) x 7−→ x2 ln x;
) x 7−→ arctan x; d) x 7−→ (x2 + 7x − 5) cos(2x).
Exer ise 4
By mean of two integrations by parts, al ulate the primitives of:
x 7−→ e−x cos x.

Exer ise 5
Cal ulate the primitives of ea h of the following fun tions:
2x2 1 1
a) x 7−→ ; b) x 7−→ ; ) x 7−→ .
x4 − 1 x2 (x − 1)3 (x2 + 1)2
Exer ise 6
Cal ulate the primitives of ea h of the following fun tions:
1 1 1
a) x 7−→ ; b) x 7−→ ; ) x 7−→ .
x(x2 + 2x + 5) x(x2 + 1)2 x(x5 + 1)2

193
Chapter 7 Antiderivatives

Exer ise 7
Same question for:
a) x 7−→ cos2 x sin3 x; b) x 7−→ cos2 x sin4 x;
) x 7−→ cos(5x) sin(3x).

Exer ise 8
Same question for:
tan x 1
a) x 7−→ ; b) x 7−→ ;
1 + sin2 x −5 + 13 h x
1 sin2 x
) x 7−→ 4 ; d) x 7−→ .
cos x cos4 x

Exer ise 9
Same question for:
a) x 7−→ (x2 − 3)e−x ; b) x 7−→ (4x3 − 2x) h x;

) x 7−→ (3x + 9) sin(2x); d) x 7−→ (2x2 + x − 1) 3 1 + x.

Exer ise 10
Cal ulate the primitives of following fun tions, by using integration by parts:
a) x 7−→ x2 arctan x; b) x 7−→ cos(ln x);
1
) x 7−→ ; d) x 7−→ earcsin x .
cos4 x

Exer ise 11
Cal ulate I0 and I1 then determine a re urrent relation between In and In−2
if:
Z
In = sinn x dx, n ≥ 2.

Exer ise 12
Cal ulate simultaneously the two integrals:
Z Z
I= eax cos(bx) dx and J= eax sin(bx) dx,

a and b are two given reals.

194
Chapter 7 Antiderivatives

Exer ise 13
x3
Z
Cal ulate the indenite intégrale dx:
(1 + x2 )3

a) using the hange of variable t = 1 + x2 ;


b) using the hange of variable θ = arctan x.
Verify the agreement of the results.

Exer ise 14
1
Z
Cal ulate the primitive √ dx:
1 + x2

a) using the hange of variable t = sh x;


b) using the hange of variable θ = arctan x.
Verify the agreement of the results.

Exer ise 15
Cal ulate the following primitives:
arccos x − x x arcsin x
Z Z
a) √ dx; b) √ dx;
1 − x2 1 − x2
sin(2x) − cos x
Z Z
) (tan x + tan3 x) dx; d) dx.
cos3 x

Exer ise 16
Cal ulate the following integrals:
x (8x − 3) dx dx
Z r Z Z
a) dx; b) √ ; ) √ .
(1 − x)3 −4x2 + 12x − 5 x − 2 + x2 − 2x + 2

Exer ise 17
Cal ulate the following integrals:

dx sh3 x dx dx
Z Z Z
a) ; b) ; ) .
5 h x + 3sh x + 4 h x(2 + sh2 x) sin x + cos x + 3

195
Chapter 7 Antiderivatives

EXAMS & ENTRANCE EXAMS


Exer ise 18 (Final 1994)
x2 dx
Z
Cal ulate: √ , m ∈ R ∗+ (we ould set: x = m sh t).
x2 + m 2
Exer ise 19 (Final 1997)
1
1◦ De ompose into simple elements.
t2 (t + 1)
1
2◦ Dedu e a de omposition into simple elements of .
x4 (x2 + 1)
Z  4
dx 1 + cos x
Z
3◦ Cal ulate: and dx.
x (x2 + 1)
4 sin x

Exer ise 20 (Final 1998)


dx
Z
Let: I(x) = .
(x2 + 1)2
dx
Z
1◦ Integrating by parts the integral J(x) = , al ulate I(x).
x2 +1
2◦ Using hange of variable t = arctan x, al ulate I(x) and nd again
the result of 1◦ .
Exer ise 21 (Final 2001)
1◦ De ompose into simple elements on R the following rational:
1 1
and .
t2 (1
+t )2 t(1 + t2 )

arctan ex
Z
2◦ Cal ulate dx.
ex (1 + e2x )

Exer ise 22 (2nd session 1983)


1 + tan2 x
Z
Cal ulate, for a = 0, then for a 6= 0, the integral dx.
a2 + tan2 x
Exer ise 23 (Extraordinary session 1983)
dx
Z
Cal ulate the integral: .
x3+x

196
Chapter 7 Antiderivatives

Exer ise 24 (1st session 1986)


dt
Z
1◦ Cal ulate the indenite integral: I(t) = .
t2 (1 − t)
du
Z
2◦ Dedu e the value of the integral: J(u) = .
u3 (1 − u2 )
3◦ Dedu e from 2◦ the values of integrals
dx dx
Z Z
K1 (x) = 3 and K2 (x) =
sin x cos x cos3 x sin x
and the expression of K1 (x) + K2 (x).
dx
Z
4◦ Show that the integral K(x) = 3 ould be al ulated in terms
sin (2x)
of K1 (x) and K2 (x), and determine its value.
Exer ise 25 Medi ine Entran e Exam 1999)
arcsin x dx
Z
Cal ulate the indenite integral: √ .
(1 − x2 ) 1 − x2

Exer ise 26 Medi ine Entran e Exam 1998)


Z 2 + tan x
Cal ulate 2 dx.
1 + sin x
Exer ise 27 Medi ine Entran e Exam 1994)
x
Z sin2
Cal ulate the integral: J = 2 dx.
x − sin x
Exer ise 28 Medi ine Entran e Exam 1997)
sin x
Z
1◦ Cal ulate I(x) = dx.
1 + cos x
x + sin x
Z
2◦ Integrating by parts I(x), al ulate the integral J(x) = dx.
1 + cos x
Exer ise 29 Medi ine Entran e Exam 2005)
dx
Z
1◦ Cal ulate I(x) = .
1 + cos x
x sin x
Z
2◦ Integrating by parts , al ulate J(x) = dx.
(1 + cos x)2

197
Chapter 7 Antiderivatives

SOLUTIONS
Exer ise 1
We denote by I the primitive to al ulate.
dx 1 d(2x + 1) 1
Z Z
a) = ; hen e I(x) = ln |2x + 1| + st.
2x + 1 2 2x + 1 2

x3 x3 + 1 − 1
Z  
1
Z Z
b) dx = dx = 2
x −x+1− dx;
x+1 x+1 x+1
x3 x2
hen e I(x) = − + x − ln |x + 1| + st.
3 2
2x − 1 2(x − 1) + 1 dx dx
Z Z Z Z
) 2
dx = 2
dx = 2 + ;
(x − 1) (x − 1) x−1 (x − 1)2
1
hen e I(x) = 2 ln |x − 1| − + st.
x−1
1 − cos(2x) x sin(2x)
Z Z
d) sin2 x dx = dx; hen e I(x) = − + st.
2 2 4
1 + h(2x) x sh(2x)
Z Z
e) h x dx =
2
dx; hen e I(x) = + + st.
2 2 4
Z Z Z
f) tan2 x dx = 1 + tan2 x dx− dx; hen e I(x) = tan x−x+ st.


Exer ise 2
Let F be the primitive to al ulate, and I the interval of validity.
2 √
a) F (x) = (1 + x) 1 + x + st; I = [−1, +∞[.
3

b) F (x) = x − 2 x + st; I = ]0, +∞[.

) F (x) = 4 1 + x + st; I = ]0, +∞[.
p

nπ o
d) F (x) = − ln | cos x| + st; I=R− + nπ n ∈ Z .
2
1 2
e) F (x) = ln x + st; I = ]0, +∞[.
2
n π o
f) F (x) = ln(1 + sin x) + st; I = R − − + 2nπ n ∈ Z .
2

198
Chapter 7 Antiderivatives

Exer ise 3
Let F be the primitive to al ulate, and I the interval of validity.
x2 x2
a) F (x) = ln x − + st; I = ]0, +∞[.
2 4

x3 x3
b) F (x) = ln x − + st; I = ]0, +∞[.
3 9

1
) F (x) = x arctan x − ln 1 + x2 + st; I = R.

2
 
1 11 x2 + 7x − 5
d) F (x) = x2 + 7x − sin(2x) cos(2x)
2 2 ❍
❍+
  2x + 7 ❍ ❍❍❥ 1
1 7 2 sin(2x)
+ x+ cos(2x) + st; I = R. ❍−
2 ❍ ❍❍
2 2 ❥ 1
❍+ − 4 cos(2x)
0 ❍❍❥
− 18 sin(2x)

Exer ise 4
Integrate by parts
u(x) = e−x , so u′ (x) = −e−x ,
v ′ (x) = cos x, so v(x) = sin x.
Z Z
Hen e I(x) = e−x cos x dx = uv + e−x sin x dx.

Integrate by parts again, setting


u(x) = e−x , so u′ (x) = −e−x ,
v1′ (x) = sin x, so v1 (x) = − cos x.
We get then
Z Z
I(x) = e−x cos x dx = uv − uv1 − e−x cos x dx

= (sin x − cos x)e−x − I (x) + st.

1
We dedu e that I(x) = (sin x − cos x)e−x + st.
2

199
Chapter 7 Antiderivatives

Exer ise 5
Denote by F a primitive.
a) De omposing into simple elements
2x2 A B
4
= 2 + 2
x −1 x −1 x +1
we nd A = B = 1 (by setting t = x2 ).

1 1 − x
Thus F (x) = ln + arctan x + st.
2 1 + x
b) De omposing into simple elements
1 A B C D E
= + 2+ + + .
x2 (x − 1)3 x x x − 1 (x − 1)2 (x − 1)3
The fa tor (x − 1) has the highest power, set x − 1 = X :
1 1
= .
x2 (x − 1)3
X 3 (1 + X)2
The division on in reasing powers of X gives:
1 2 4X 3 + 3X 4
= 1 − 2X + 3X − .
(1 + X)2 (1 + X)2
Hen e
1 1 2 3 4 + 3X
= − + −
X 3 (1 + X)2 X3 X2 X (1 + X)2
1 2 3 3 1
= 3
− 2+ − − .
X X X 1+X (1 + X)2
In terms of x:
1 1 2 3 3 1
= − + − − 2.
x2 (x
− 1)3 (x − 1)3 (x − 1)2 x−1 x x

x − 1 1
Thus F (x) = 3 ln + + 2 − 1
+ st.
x x x − 1 2(x − 1)2
) Setting t = arctan x, hen e dx = (1 + x2 ) dt, so
dx dt
Z Z Z
= = cos2 t dt
(1 + x2 )2 1 + tan2 t
t sin(2t) t tan t
= + + st = + + st.
2 4 2 2(1 + tan2 t)
arctan x x
Hen e: F (x) = + + st.
2 2 (1 + x2 )

200
Chapter 7 Antiderivatives

Exer ise 6
a) We have:
1 1 2x + 2 1
= − −
x(x2 + 2x + 5) 2 2
5x 10(x + 2x + 5) 5(x + 2x + 5)
1 2x + 2 1
= − − .
5x 10(x + 2x + 5) 5[(x + 1)2 + 4]
2

1 1 1 1+x
Hen e F (x) = ln |x| − ln(x2 + 2x + 5) − arctan + st.
5 10 10 2
b) Setting t = 1 + x2 :
Z  
dx 1 1 1 1
Z
= − + + dt
x(x + 1)2
2 2 t2 t 1−t
 
1 1
= − − + ln t − ln |t − 1| + st
2 t
1 1
= ln |x| + − ln(1 + x2 ) + st.
2(x2 + 1) 2

) With the hange of variable t = x5 , hen e:


dx 1 dt 1 1 1
Z Z
= = ln |t| + − ln |1 + t| + st
x(x5 + 1)2 5 t(t + 1)2 5 5(1 + t) 5
1 1
ln 1 + x5 + st.

= ln |x| + −
5(1 + x5 ) 5
Exer ise 7
a) Setting cos x = t:
Z Z Z
3 2 2 2
t2 − 1 t2 dt

sin x cos x dx = sin x cos x sin x dx =

t5 t3 cos5 x cos3 x
= − + st = − + st.
5 3 5 3

sin2 (2x) 1 − cos(2x)


b) cos2 x sin4 x = cos2 x sin2 x sin2 x = ×
4 2
2
1 − cos(4x) sin (2x) × cos(2x)
= − .
16 8
x sin(4x) sin3 (2x)
Z
Hen e cos2 x sin4 x dx = − − + st.
16 64 48
sin(8x) − sin(2x) cos(2x) cos(8x)
Z Z
) cos(5x) sin(3x) dx = dx = − + st.
2 4 16

201
Chapter 7 Antiderivatives

Exer ise 8
tan x
a) Changing x by −x, dx does not hange.
1 + sin2 x

Make then the hange of variable cos x = t:

tan x dx sin x dx dt
Z Z Z
= =− .
1 + sin2 x (2 − cos2 x) cos x t (2 − t2 )

De ompose into simple elements:

1 A Bt + C
2
= + .
t (2 − t ) t 2 − t2

1
We nd easly A = B = and C = 0.
2
We get then

−1 1 1 2
Z
+ st.

dt = − ln |t| + ln t − 2
t (2 − t2 ) 2 4

It remains to ome ba k only in x.


x
b) Setting th = t :
2

dx 1 2 dt dt
Z Z Z
= =
−5 + 13 h x 2
1+t 1−t 2 4 + 9t2
−5 + 13
1 − t2
   
1 3 1 3 x
= arctan t + st = arctan th + st.
6 2 6 2 2

1 1 dx tan3 x
Z Z
) dx = × = tan x + + st.
cos4 x cos2 x cos2 x 3

sin2 x dx tan3 x
Z Z
d) dx = tan2 x × = + st.
cos4 x cos2 x 3

202
Chapter 7 Antiderivatives

Exer ise 9
Using the formula of the ourse, or the following algorithm, we get
a) I(x) = e−x − x2 − 3 − 2x − 2 + st x2 − 3 e−x
  
❍❍+
= − x2 + 2x − 1 e−x + st. 2x ❍ ❍❍❥ −e−x

❍−
2 ❍ ❍❍❥ e−x
❍+

0 ❥ −e−x

b) I(x) = (4x3 − 2x) + 24x sh x − (12x2 − 2 + 24) h x + st


 

4x3 − 2x h x
= (4x3 + 22x)sh x − (12x2 + 22) h x + st. ❍❍+
12x2 − 2 ❍ ❍❍❥ sh x
❍−
24x ❍ ❍
❍+


h x
24 ❍ ❍❍ ❥ sh x
❍−

0 ❥
❍ h x
1 3
) I(x) = − (3x + 9) cos(2x) + sin(2x) + st.
2 4
3x + 9 sin(2x)

❍+
3 ❍ ❍❍❥ − 1 cos(2x)
❍−

2
0 ❥ − 1 sin(2x)

4

 
3 3 36
d) I(x) = (1 + x) 3 2x − 1 − (4x + 1) + (1 + x) + st
7

4 7 70
1
3 9 2x2 + x − 1 (1 + x) 3
= (x + 1) 3 − (x + 1) 3 + st.
10 7

5 7 ❍+
4x + 1 ❍ ❍❍
4
3
4 (1 + x)
❥ 3
❍−
❍ 7
4 ❍ 9
28 (1 + x)

❍ 3
❍+
❍ 10
0 27
280 (1 + x)

❍ 3

Exer ise 10
a) Setting
u = arctan x, dv = x2 dx.
We get
dx x3
du = ; v= .
1 + x2 3

203
Chapter 7 Antiderivatives

Using the formula of integration by parts


x3 1 x3
Z Z
2
x arctan x dx = arctan x − dx
3 3 1 + x2
x3
 
1 x
Z
= arctan x − x− dx
3 3 1 + x2
x3 x2 ln(1 + x2 )
= arctan x − + + st.
3 6 6

b) Integrate by parts, setting


1
u = cos(ln x), so du = − sin(ln x) dx;
x
dv = dx, so v = x,
Z Z
hen e cos(ln x) dx = x cos(ln x) + sin(ln x) dx.
Z Z
We restart: sin(ln x) dx = x sin(ln x) − cos(ln x) dx. We dedu e
nally the result:
x
Z
cos(ln x) dx = [cos(ln x) + sin(ln x)] + st.
2

) Setting
1 dx
u= ; dv = ,
cos2 x cos2 x
we get
2 sin x
du = dx; v = tan x.
cos3 x
Applying the formula of integration by parts
1 tan x sin2 x
Z Z
dx = − 2 dx
cos4 x cos2 x cos4 x
tan x 1 − cos2 x
Z
= − 2 dx
cos2 x cos4 x
tan x 1 1
Z Z
= −2 dx + 2 dx.
cos2 x cos4 x cos2 x
1 sin x 2
Z
We dedu e: dx = + tan x + st.
cos4 x 3 cos3 x 3

204
Chapter 7 Antiderivatives

d) We hoose u = earcsin x and dv = dx, hen e:


xearcsin x
Z Z
arcsin x arcsin x
e dx = xe − √ dx.
1 − x2
Again an integration by parts:
xearcsin x
Z p Z
− √ dx = 1 − x2 earcsin x − earcsin x dx.
1 − x2
We dedu e nally the result:
1
Z 
x + 1 − x2 earcsin x + st.
p
earcsin x dx =
2
Exer ise 11
Write sinn x = sinn−1 x × sin x and integrate by parts, setting
u = sinn−1 x, so du = (n − 1) sinn−2 x cos x dx;
dv = sin x dx, so v = − cos x.
We get the result
Z
n−1
In = − cos x sin x + (n − 1) sinn−2 x cos2 x dx
Z
n−1
sinn−2 x 1 − sin2 x dx

= − cos x sin x + (n − 1)

= − cos x sinn−1 x + (n − 1) (In−2 − In ) + st.


Finally, nIn = (n − 1)In−2 − cos x sinn−2 x + st.
Remark Z Z
We have I0 = dx = x + st and I1 = sin x dx = − cos x + st

whi h permits to al ulate In "step-by-step" for all n ∈ N .


Exer ise 12
Integrate I and J by parts. We nd
eax a eax a
I= sin(bx) − J and J =−
cos(bx) + I.
b b b b
The solution of this system of two equations of I and J su eeds to
a cos(bx) + b sin(bx) ax
I= e + st.
a2 + b2
a sin(bx) − b cos(bx) ax
J= e + st.
a 2 + b2

205
Chapter 7 Antiderivatives

Exer ise 13
a) Set 1 + x2 = t:
x3 x2 1 t−1
Z Z Z
dx = x dx = dt
(1 + x2 )3 (1 + x2 )3 2 t3
1 1 1
Z
t−2 − t−3 dt = 2 − + st.

=
2 4t 2t
x3 1 1
Z
Hen e dx = − + te.
(1 + x2 ) 3 4 (1 + x2 )2 2 (1 + x2 )
b) Set θ = arctan x:
x3 x3 dx
Z Z Z
3 dx = 2 1 + x2 = tan3 θ × cos4 θ dθ
(1 + x2 ) 2
(1 + x )
2
sin4 θ sin2 θ
Z
= 3
sin θ d (sin θ) = + st = + st
4 4
2 2
tan2 θ x2
 
1 1
= + st = + st.
4 1 + tan2 θ 4 1 + x2
Noti e that
2 2
x2
 
1 1 1 1 1
+ c1 = 1− + c1 = − + c2 .
4 1 + x2 4 1 + x2 4 (1 + x2 ) 2 2 (1 + x2 )

Exer ise 14
a) Set x = sh t, hen e dx = h t dt. We get then
dx
Z Z  
dt = t+ st = arg sh x+ st = ln x + 1 + x2 + st.
p
√ =
1 + x2
dx
b) Set θ = arctan x, hen e dθ = . We get
1 + x2
Z √
dx 1 + x2 dθ
Z Z
√ = dx =
1 + x2 1 + x2 cos θ
cos θ 1 1 + sin θ
Z
= 2 dθ = arg th(sin θ) + st = 2 ln 1 − sin θ + st.
1 − sin θ
On the other hand,
1 (1 + sin θ)2 sin2 θ
 
1 1 + sin θ 1 1 2 sin θ
ln = ln = ln + +
2 1 − sin θ 2 1 − sin2 θ 2 cos2 θ cos2 θ cos2 θ
1  p   p 
= ln 1 + 2x 1 + x2 + 2x2 = ln x + 1 + x2 .
2

206
Chapter 7 Antiderivatives

Exer ise 15
arccos x − x arccos x x
Z Z Z
a) √ dx = √ dx − √ dx
1 − x2 1 − x2 1 − x2
(arccos x)2 √
= − + 1 − x2 + st.
2
b) Integrate by parts, setting
dx
u = arcsin x, so du = √ ;
1 − x2
x dx √
dv = √ , so v = − 1 − x2 ;
1 − x2
x arcsin x
Z
hen e dx = − 1 − x2 arcsin x + x + st.
p

1 − x2
1
Z Z
) tan x + tan3 x dx = tan x 1 + tan2 x dx = tan2 x + st.
 
2
Z  
sin(2x) − cos x 2 sin x 1 2
Z
d) dx = − dx = −tan x+ st.
cos3 x cos2 x cos2 x cos x

Exer ise 16
Denote by I the primitive to be al ulated.
r
1 x
Z
a) We have: I(x) = dx, hen e, by the hange of variable
1 − x 1 − x
t2
r
x 2t
t= (so x = 2
, dx = dt):
1−x 1+t (1 + t2 )2

t2
Z  
1
Z
I(x) = 2 dt = 2 1− dt
1 + t2 1 + t2
x x
r r
= 2(t − arctan t) + st = 2 − 2 arctan + st.
1−x 1−x

−8x + 12 − 9 du 9 dv
Z Z Z
b) I(x) = − p dx = − √ + √ ,
−(2x − 3)2 + 4 u 2 1 − v2
2x − 3
with u = −4x2 + 12x − 5 and v = .
2

 
9 3
We get then I(x) = −2 −4x + 12x − 5 + arcsin x −
2 + st.
2 2

207
Chapter 7 Antiderivatives

) 1) First method . Let x2 − 2x + 2 = x + t. We have:
2 − t2 t2 + 2t + 2
x= and dx = − dt,
2(1 + t) 2(1 + t)2
1 t2 + 2t + 2
Z
hen e I(x) = dt.
2 t(1 + t)
t2 + 2t + 2 2 1
With =1+ − , we have
t(1 + t) t 1+t
Z 2
t + 2t + 2
dt = t + 2 ln |t| − ln |t + 1| + st,
t(1 + t)
and hen e
√ √ 1 √
x2 − 2x + 2 − x
I(x) = + ln x2 − 2x + 2 − x − ln x2 − 2x + 2 − x + 1 + st.

2 2

2) se ond method . Let x − 1 = sh t. Hen e dx = h


Z t dt and
h t dt
x2 − 2x + 2 = (x − 1)2 + 1 = h t. So, I(x) =
2
.
h t + sh t − 1
Set then u = et to obtain
h t dt u2 + 1
Z Z
= du.
h t + sh t − 1 2u2 (u − 1)
The end of al ulations is let to the reader.
Exer ise 17
1 2ex
a) We have = .
5 h x + 3sh x + 4 5(e2x + 1) + 3(e2x − 1) + 8ex
The hange of variable dened by ex = t brings ba k us to the al u-
lation of
1 du du
= 2 = .
5 h x + 3sh x + 4 4u + 4u + 1 (2u + 1)2
dx 1
Z
We obtain immediately =− + st.
5 h x + 3sh x + 4 2(2ex + 1)
sin3 x
b) Noti e that ω(x) = dx, we have ω(−x) = ω(x); by
cos x(2 + sin2 x)
applying hen e the hange of variable t = h x:
sh2 x t2 − 1
Z  
2t 1
Z Z
I(x) = sh x dx = dt = − dt
h x(2 + sh2 x) t(t2 + 1) t2 + 1 t
= − ln |t| + ln(t2 + 1) + st = − ln( h x) + ln(2 + sh2 x) + st.

208
Chapter 7 Antiderivatives
x
) With t = tan :
2
2 dt dt dt
Z Z Z
I(x) = = =  .
1 − t2 2 1 2

2t t +t+2

7
(1 + t2 ) + +3 + t+
1 + t2 1 + t2 4 2
 x
2 1 + 2 tan
We get then I(x) = √ arctan  √ 2  + st.
7 7

Exer ise 18
Let x = m sh t, hen e dx = m h t dt and
x2
Z Z
√ dx = m2 sh2 t dt
x2 + m 2
h(2t) − 1 sh(2t)
 
t
Z
= m2 + st
dt = m 2

24 2
1h √ 2  √ i
= x x + m2 − m2 ln x + x2 + m2 + st.
2
Exer ise 19
1◦ The de omposition into simple elements ould be written:
1 1 1 1
=− + 2 + .
t2 (1 + t) t t 1+t

2◦ Set x2 = t, then:
1 1 1 1 1
= 2 =− 2 + 4 + .
x4 (1 2
+x ) t (1 + t) x x 1 + x2

dx 1 1
Z
3◦ I(x) = = − 3 + arctan x + st.
x4 (1 2
+x ) x 3x
x
1 + cos x 2 cos2 x
= 2 = cot gives with the hange of variable
sin x x x 2
2 sin cos
2 2
x
dened by tan = t:
2
dt x 2 2
Z 
J(x) = 2 4 2
t (1 + t )
= 2I(t) = 2I tan
2
= x − x + x + st.
tan 3 tan3
2 2

209
Chapter 7 Antiderivatives

Exer ise 20
dx 1
Z
a) Integrate by parts J(x) = , with u = and dv = dx, we
1 + x2 1 + x2
obtain:
x x2
Z
J(x) = + 2 dx.
1 + x2 (1 + x2 )2
Sin e
x2
Z 2
x +1−1
Z
2 2
dx = dx = J(x) − I(x),
(1 + x ) (1 + x2 )2
x
it omes J(x) = + 2J(x) − 2I(x) + st.
1 + x2
 
1 x arctan x x
Hen e I(x) = J(x) + 2
+ st = + + st.
2 1+x 2 2 (1 + x2 )
1 dx
b) With t = arctan x (so = cos2 t and = dt), we obtain:
1 + x2 1 + x2
1 dx
Z Z
I = × = cos2 t dt
1 + x2 1 + x2
t sin(2t) t 1 2 tan t
= + + st = + + st.
2 4 2 4 1 + tan2 t
arctan x x
In on lusion, I(x) = + + st.
2 2 (1 + x2 )
Exer ise 21
1◦ De ompose into simple elements
1 A B 1 A′ B ′ t + C ′
= + ; = +
t2 (1 + t2 ) t2 1 + t2 t(1 + t2 ) t 1 + t2
we nd easy A = 1, B = −1, A′ = 1, B ′ = −1, and C ′ = 0.
2◦ Set t = ex :
arctan ex arctan t
Z Z
dx = dt.
ex (1 + e2x ) t2 (1 + t2 )
Integrate by parts:
dt
u = arctan t, so du = ;
1 + t2
dt 1
dv = 2 2
, so v = − − arctan t,
t (1 + t ) t

210
Chapter 7 Antiderivatives

we get
  Z 
arctan t 1 1 dt
Z
dt = − + arctan t arctan t+ + arctan t .
t (1 + t2 )
2 t t 1 + t2

1h i arctan ex
Hen e I(x) = − (arctan ex )2 + ln 1 + e2x − + x + st.
2 ex

Exer ise 22
dt
Z Z
Let tan x = t, hen e dt = 1 + tan2 x dx and .

f (x) dx =
a2 + t2
1 1
Z
♦ If a = 0, then f (x) dx = − + st = − + st.
t tan x
dt 1 tan x
Z Z
♦ If a 6= 0, then f (x) dx = = arctan + st.
a2 + t 2 a a

Exer ise 23
1
The de omposition into simple elements of 3 ould be presented in the
x +x
form
1 a bx + c
= + .
x (1 + x2 ) x 1 + x2

Multiply by x and then make x = 0, we nd a = 1. Multiply by x, we get


1 bx2 + cx
= a + .
x2 + 1 1 + x2
Let x tends to innity:

0 = a + b, hen e b = −a = −1.

To determine c, make x = 1:
1 b+c
=a+ , hen e c = 0.
2 2
1 1 x
Thus, = + .
x3+x x 1 + x2
1
Finally, I(x) = ln |x| − ln 1 + x2 + st.

2

211
Chapter 7 Antiderivatives

Exer ise 24
1◦ De ompose into simple elements
1 a b c
= + 2+ .
t2 (1− t) t t 1−t
We nd easy b = 1 and c = 1. Then making x = −1, we nd also
a = 1. Hen e

dt dt dt t 1
Z Z Z
I(t) = + + = ln
− + st.
t t2 1−t 1 − t t

2◦ Make the hange of variable u2 = t:


du 1 dt 1 1
Z Z
J(u) = 3 2
= 2
= I(t) = I(u2 )
u (1 − u ) 2 t (1 − t) 2 2
2

1 u 1
= ln 2
− 2 + st.
2 1−u 2u

3◦ Write
1 cos x 1 sin x
3 = 3 2
 and 3
=
sin x cos x sin x 1 − sin x cos x sin x cos x (1 − cos2 x)
3

The hange of variable u = sin x gives:


1
Z
K1 (x) = du = J(u) = J(sin x).
u3 (1 − u2 )
1
Hen e K1 (x) = ln |tan x| − + st.
2 sin2 x
Similarly, the hange of variable u = cos x gives:
du
Z
K2 (x) = − = −J(u) = −J(cos x).
u3 (1 − u2 )
1
Hen e K2 (x) = ln |tan x| + + st.
2 cos2 x
4◦ Noti e that
cos2 x + sin2 x
Z 
1 dx dx
Z Z
K = 3 dx = 3 + 3
sin 2x 8 sin x cos x cos x sin x
1
=(K1 + K2 ) .
8
 
1 1 1
Hen e K(x) = 2
ln(tan x) + − + st.
8 2 cos2 x 2 sin2 x

212
Chapter 7 Antiderivatives

Exer ise 25
 π π 
Set arcsin x = t t must verify − <t< sin e − 1 < x < 1 , hen e
2 2
arcsin x t
Z Z
√ dx = dt.
(1 − x2 ) 1 − x2 cos2 t

Integrate by parts, setting


u = t, so u′ (t) = 1;
1
v ′ (t) = , so v = tan t.
cos2 t
t
Z Z
We get dt = t tan t − tan t dt = t tan t + ln(cos t) + st.
cos2 t
arcsin x dx
Z
Hen e √ = arcsin x×tan(arcsin x)+ln[cos(arcsin x)]+ st.
(1 − x2 ) 1 − x2

Exer ise 26
x
Set tan = t. We obtain:
2

Z 2 + tan x
2+t 2 dt 4 + 2t
Z Z
2 dx = = dt.
1 + sin x 2t 1 + t2 (1 + t)2
1+
1 + t2
4 + 2t 2 2
With 2
= − , we get
(1 + t) 1 + t (1 + t)2

4 + 2t 2
Z
2
dt = 2 ln |1 + t| − + st.
(1 + t) 1+t

Z 2 + tan x
2 dx = 2 ln 1 + tan x − 2

So, x + st.
1 + sin x 2 1 + tan
2

Exer ise 27
Set x − sin x = t, we get,
x
sin2
2 dx = 1 1 − cos x dx = 1 dt = 1 ln |x − sin x| + st.
Z Z Z

x − sin x 2 x − sin x 2 t 2

213
Chapter 7 Antiderivatives

Exer ise 28
dt
Z
1◦ Set t = 1 + cos x, we get, I(x) = − = − ln(1 + cos x) + st.
t
2◦ Integrate by parts with:

sin x cos x(1 + cos x) + sin2 x dx


u= , so du = 2
dx = ;
1 + cos x (1 + cos x) 1 + cos x
dv = dx, so v = x,

sin x x sin x x
Z Z
we get dx = − dx.
1 + cos x 1 + cos x 1 + cos x
x + sin x x sin x
Z
In on lusion, dx = + st.
1 + cos x 1 + cos x

Exer ise 29
x
1◦ With the hange of variable dened by t = tan , we get,
2
1 2 dt x
Z Z
I(x) = 2 × 2
= dt = tan + st.
1−t 1+t 2
1+
1 + t2

2◦ Integrate by parts with:

u = x, so du = dx;
sin x dx 1
dv = 2
, so v = ,
(1 + cos x) 1 + cos x

x sin x x dx
Z Z
we get 2
dx = − .
(1 + cos x) 1 + cos x 1 + cos x
x sin x x x
Z
So, dx = − tan + st.
(1 + cos x)2 1 + cos x 2

214
Chapter 7 Antiderivatives

PROPOSED EXERCISES
Exer ise 1
Cal ulate by means of hange of variable the following integrals:
√ ex
Z Z
a) 2x + 1 dx; b) dx;
2 − 3ex
cos x ex
Z Z
) dx; d) dx.
esin x 4 + e2x

Exer ise 2
Same question for :
dx ex dx
Z Z
a) ; b) √ ;
x ln x ln(ln x) 4 + e2x
dx
Z Z
) p ; d) 2x dx.
(1 − x2 ) arcsin x

Exer ise 3
Cal ulate by integration by parts the following integrals:
x x+1
Z Z
a) x ln dx; b) dx;
x+1 ex
x3
Z Z
) √ dx; d) sin(2x) h(3x) dx.
1 − x2
Exer ise 4
Cal ulate the following primitives:
x4 arctan x
 
x−1
Z Z
a) dx; b) arcsin dx;
1 + x2 x+1
√ √
Z Z
) e x
dx; d) arctan x dx.

Exer ise 5
Cal ulate the following primitives:
Z √
(ln x)2 1 − x2
Z
a) dx; b) arcsin x dx;
x2 x4
x ln x x arcsin x dx
Z Z
) dx; d) √ .
(1 + x2 )2 1 − x2

215
Chapter 7 Antiderivatives

Exer ise 6
Cal ulate the following primitives:
e2x dx dx dx
Z Z Z
a) √ ; b) √ ; ) ;
1 + ex 1 + e2x 5 sh x − 4 h x
ex dx sh x dx dx
Z Z Z
d) √ ; e) ; f) .
(3 + ex ) ex − 1 3 + sh2 x sh x h4 x
4

Exer ise 7
Cal ulate the following primitives:
tan x dx cos x dx sin3 x dx
Z Z Z
a) ; b) ; ) √ ;
cos x(cos x + sin x) (cos x + sin x)3 cos x
1 + cos x + sin x cos3 x dx
Z Z Z
d) dx; e) ; f) cos x ln(1 + cos x) dx.
1 + cos2 x cos2 x − sin2 x

Exer ise 8
r
1 1−x
Z
Cal ulate dx :
x 1+x
r
1−x
1◦ by taking as a variable t = ;
1+x

2◦ by applying the hange of variable x = cos(2θ).

Exer ise 9
t2 + 2t − 1
Z
Let Im (t) = dt.
(1 + t2 )m
3
Cal ulate Im (t) for the values 1, 2, of the parameter m.
2

Exer ise 10
Cal ulate the following primitives :

x−1 √ x2 x
Z Z Z
a) √ dx; b) 2x x − 1 dx; ) √ dx;
2x + 1 1+ x
Z √
dx dx 1 + x2 + 1
Z Z
d) √ √ ; e) √ √ ; f) √ dx.
1+x+ x 1+x+ 31+x 1 + x2 − 1

216
Chapter 7 Antiderivatives

Exer ise 11
Cal ulate the following primitives :
dx x dx
Z Z
a) √ ; b) √ √ ;
x−1+ x−1 x+2+ x+1
Z p Z p
) 4x2 − 12x + 5 dx; d) (x − 2)(1 − x) dx;

x x+2
Z Z
e) √
2
dx; f) √
2
dx.
x +x+2 x − 5x + 6
Exer ise 12
1◦ Cal ulate the derivative of the fun tion f dened by :
f (θ) = sin4 θ + cos4 θ.
sin(4θ)
Z
2◦ Cal ulate 4 dθ .
sin θ + cos4 θ
Exer ise 13
1 sin(2θ)
Z Z
1◦ Cal ulate dθ then dθ .
cos θ + sin θ cos θ + sin θ
dx
Z
2◦ Cal ulate √ √ .
1+x+ 1−x
Exer ise 14
1◦ Verify that for all x ∈ R :
sin3 x + cos3 x = (sin x + cos x)(1 − sin x cos x);
1 + sin4 x + cos4 x = 2(1 + sin x cos x)(1 − sin x cos x).

sin3 x + cos3 x
Z
2◦ Cal ulate dx.
1 + sin4 x + cos4 x
Exer ise 15
sin x
Z
1◦ Cal ulate I(x) = dx by applying the hange of variable
1 + sin x
re ommended by Bio he's rules.
sin x sin x
2◦ Verify that = − (1 + tan2 x) + 1. Find I(x).
1 + sin x cos2 x
2 1
3◦ Simplify the expression : x − cos x + tan x.
1 + tan
2

217
Chapter 7 Antiderivatives

Exer ise 16
dt
Z
1◦ Cal ulate (set et + 1 = v.)
1 + sh t
u du
Z
2◦ Cal ulate √ .
(u2 + 1) u4 + 1
dx
Z
3◦ Cal ulate √ by applying the hange of variable u = ex .
h x h 2x

218
Chapter 8

DEFINITE INTEGRALS

THE ESSENTIALS OF THE COURSE


1. DEFINITION
Consider a bounded fun tion f dened on a losed and bounded interval
[a, b] from R .
◦ Divide [a, b] into n subintervals using the
points of division x0 , x1 , · · · , xn su h
that: y y = f (x)

a = x0 < x1 < · · · < xn−1 < xn = b.

◦ In ea h subinterval [xp−1 , xp ], hoose an ar-


bitrary point cp :
c1 ∈ [x0 , x1 ], c2 ∈ [x1 , x2 ], · · · a b
O c1 x1 c2 · · · cn x
◦ Consider then the Riemann's sum:
n
f (cp )∆xp , where ∆xp = xp − xp−1 .
X
In =
p=1

◦ Finally, onsider the limit as the number n of subintervals tends to


+∞ so that ea h ∆xp tends to 0.
Under these onditions, and if In admits a limit (nite), we say that:
• f is integrable on [a, b], and
• this limit is the denite integral of f on [a, b].
Z b
The denite integral of f on [a, b] is denoted by f (x) dx.
a

219
Chapter 8 Denite integrals

2. INTEGRABLE FUNCTIONS
Theorem 1
◦ Every monotone fun tion on [a, b] is integrable on this interval.
◦ Every ontinuous fun tion on [a, b] is integrable on this interval.

3. ADDITION FORMULA (Chasles' relation)


Theorem 2
If f is integrable on [a, b] and on [b, c], then:
◦ f is integrable on [a, c], and
Z b Z c Z c
◦ f (x) dx + f (x) dx = f (x) dx.
a b a

4. PROPERTIES OF THE DEFINITE INTEGRAL


a) Linearity of the integration
Theorem 3
If f and g are integrable on [a, b], then:
◦ f +g is integrable and:
Z b Z b Z b
[f (x) + g(x)] dx = f (x) dx + g(x) dx;
a a a

◦ λf is integrable and:
Z b Z b
λf (x) dx = λ f (x) dx (λ being a real).
a a

b) Produ t and quotient


Theorem 4
f
If f and g are integrable on [a, b], then f g and (if g does not vanish on
g
[a, b]) are integrable on [a, b].

220
Chapter 8 Denite integrals

) Inequalities
Theorem 5
1◦ If f is integrable on [a, b], then:
Z b
f ≥ 0 =⇒ f (x) dx ≥ 0.
a

2◦ If f and g are integrable on [a, b], then:


Z b Z b
f ≥ g =⇒ f (x) dx ≥ g(x) dx.
a a

3◦ If f is integrable on [a, b], then |f | is integrable and


Z b Z b

f (x) dx ≤ |f (x)| dx.

a a

5. MEAN VALUE OF A FUNCTION


Let f : [a, b] −→ R be an integrable fun tion on [a, b].
The mean value of f on [a, b] is the s alar dened by:
b
1
Z
f (x) dx
b−a a

Z b Z b
The mean value λ of f satises the identity f (x) dx = λ dx : the real
a a
number to repla e f without hanging the value of the integral of f on [a, b].
y y

O a c b x O a b x

In the above sket h, the two shaded areas are thus equal.

221
Chapter 8 Denite integrals

Theorem 6
If f is integrable and if g is integrable and of onstant sign on [a, b], then
there exists a real k between the bounds m and M of f su h that
Z b Z b
f (x)g(x) dx = k g(x) dx
a a

Parti ular ases:


◦ If f is ontinuous on [a, b], then there exists c ∈ [a, b] su h that f (c) = k.
The rst mean value formula be omes:
Z b Z b
f (x)g(x) dx = f (c) g(x) dx
a a

◦ If g(x) = 1, then the rst mean value formula be omes

Z b
f (x) dx = (b − a)k
a

◦ If f is ontinuous and g(x) = 1, then

Z b
f (x) dx = (b − a)f (c)
a

Therefor, the area of the portion bounded by the graph of f, the x-axis,
and the lines parallel to the y - axis with equations x = a and x = b, is
equal to the area of a re tangle with base (b − a) (see previous gure).

6. FUNDAMENTAL THEOREM
Theorem 7
Let f be a bounded and integrable
Z x fun tion on [a, b] and let x ∈ [a, b]. The
fun tion F dened by F (x) = f (t) dt is:
a

◦ ontinuous on [a, b], and


◦ if, moreover, f is ontinuous on [a, b], then F is dierentiable and
F′ = f.

222
Chapter 8 Denite integrals

Consequen es
a) Every ontinuous fun tion f on [a, b] has its antiderivative on this
interval.
b) If F is an antiderivative of f on [a, b], then

denoted by F (x)℄a .
Z b b
f (x) dx = F (b) − F (a)
a

7. CHANGE OF VARIABLE
If f is a ontinuous fun tion on I, and if ϕ is a ontinuously dierentiable
fun tion on [α, β] and su h that ϕ([α, β]) ⊂ I , then, for a = ϕ(α) and
b = ϕ(β),
Z b Z β
f (x) dx = f ◦ ϕ(t) × ϕ′ (t) dt.
a α

8. APPROXIMATED VALUE OF A DEFINITE INTEGRAL


Let f be a monotone fun tion on [a, b]. Divide this interval into n equal
subintervals. The points of this subdivision are given by
p
xp = a + (b − a) , p = 0, 1, · · · , n.
n
Denoted by y
n n
b−a P
 
P b−a
un = f (xp )∆xp = f a+p .
p=1 n p=1 n

We have
Z b
f (x) dx − un ≤ b − a |f (b) − f (a)|.


a
n a ··· b
O x0 x1 x2 · · · xn−1 xn x
Thus, un is an approximated value of
b
b−a
Z
f (x) dx with the error is less than |f (b) − f (a)|.
a n
Z b
Finally, we have: lim un = f (x) dx.
n→+∞ a

223
Chapter 8 Denite integrals

9. STRONG POINTS OF THE CHAPTER


◦ The rst mean value formula permits to lo alize the value of an integral,
that is di ult to al ulate. This formula permits also to nd the limit
of fun tion dened by an integral.
◦ The rst mean value formula permits to express the value of the integral
of a ontinuous fun tion using one of its antiderivatives.
◦ The hange of variable formula (dened by x = ϕ(t)) is easiest in the
ase of denite integral: we don't need to get ba k to the old variable,
and so ϕ don't need to be bije tive.
◦ In the ase where the integral is di ult to al ulate, it is possible to
nd an approximated value and spe ify the ommitted error.

224
Chapter 8 Denite integrals

STATEMENTS OF SOLVED EXERCISES


Exer ise 1
Show that
Z a Z a
if f is even f (x) dx = 2 f (x) dx;
−a 0
Z a
if f is odd f (x) dx = 0.
−a

Exer ise 2
Show by means of a hange of variable that:
Z b Z b
f (x) dx = f (a + b − x) dx.
a a
Z π Z π
2 4
Appli ation: al ulate I = ln(tan x) dx and J = ln(1 + tan x) dx.
0 0

Exer ise 3
Cal ulate by means of a hange of variable the following integrals:
1
1 1
dx dx
Z Z Z
p e
3
I1 = 2
; I2 = x 1+ x2 dx; I3 = 2
;
0 9x + 4 0 e x(ln x)
3 1 Z 1 p
dx x dx
Z Z
I4 = √ ; I5 = √ ; I6 = x2 1 − x2 dx;
1 (x + 1) x 0 x2 − 2x + 5 0
π π
2
dx cos3 x dx dx
Z Z Z
2 2
I7 = 3 ; I8 = ; I9 = (|λ| < 1).
1 (x2 − 2x + 4) 2 0 1 + sin x 0 1 + λ cos x

Exer ise 4
Z 4
h x i
Cal ulate the integral I = 2E + 1 dx.
−2 2

Exer ise 5
Z 2π
By using two su essive integration by parts, al ulate I = ex | sin x| dx.
0

Exer ise 6
Consider the integral:
a
t ln t
Z
I(a) = dt, a ∈ R + .
1 (1 + t2 )2

225
Chapter 8 Denite integrals

1◦ Cal ulate I(a).

2◦ Determine lim I(a).


a→+∞

Exer ise 7
Cal ulate by means of integration by parts the following integrals:
π
π e
x
Z Z Z
4
2 3
I1 = x cos x dx; I2 = x ln x dx; I3 = dx;
0 1 0 cos2 x
Z 1 Z 2 Z 1
(arccos x)2 dx; I5 = x(ln x)2 dx; I6 = ln x2 − 2|x| + 1 dx.

I4 =
−1 1 −1

Exer ise 8
Consider the integral
1
a − x2
Z
f (a) = dx, a ∈ R ∗ .
0 (1 + x2 )(a2 + x2 )

1◦ Suppose that a 6= ±1. Cal ulate f (a).

2◦ Cal ulate f (1) and f (−1).

3◦ Show that f is ontinuous at a = 1.

Exer ise 9
Let f be a ontinuous fun tion on I = [a, b] and verifying f (a + b − x) = f (x) ∀x ∈ I .

1◦ What an you say about the graph of f ?

b b
a+b
Z Z
2◦ Show that xf (x) dx = f (x) dx.
a 2 a

π
x sin x
Z
3◦ Dedu e I = dx.
0 1 + cos2 x

226
Chapter 8 Denite integrals

EXAMS & ENTRANCE EXAMS


Exer ise 10 (Final 1994)
h πi
1◦ f being a ontinuous fun tion on 0, , show that
2
Z π Z π π
2 2

f (x) dx = f − x dx.
0 0 2
π
1 + sin x
Z
2
2◦ Dedu e that ln dx = 0.
0 1 + cos x

Exer ise 11 (Final 1995)


π
sin x + cos x
Z
4
1◦ Consider the integral H = dx.
0 3 + sin(2x)
a) Cal ulate (sin x − cos x)2 in terms of sin(2x).
b) Cal ulate H .
2◦ Consider the integrals
π π π
sin(2x)
Z Z Z
2 2 2
I= ln(sin x) dx, J = ln(cos x) dx and K = ln dx.
0 0 0 2
K
a) Show that: I = J = .
2
π
b) Dedu e that I = − ln 2.
2
Exer ise 12 (Final 1997)
x2
dt
Z
Let f (x) = , x > 1.
x ln t
1◦ Transform the integral f (x) by using the hange of variable u = ln t.
2◦ Show that there exists c ∈ [ln x, 2 ln x] su h that f (x) = ec ln 2.
3◦ Dedu e lim f (x).
x→1+

Exer ise 13 (Final 1997)


π
cos3 x sin3 x
Z
2
Cal ulate: dx.
0 1 + sin2 x

227
Chapter 8 Denite integrals

Exer ise 14 (Final 1998)


√1
t2
Z
1◦ Cal ulate I = dt.
3

0 1 − t4
π
tan2 x
Z
6
2◦ Dedu e J = dx.
0 1 − tan2 x
Exer ise 15 (Final 1999)
1 π
1◦ Show that arctan x + arctan = , for all x > 0.
x 2
Z x 
t+1
2◦ Cal ulate: I(x) = + arctan t dt.
0 t−1
3◦ Give the generalized nite expansion of I , in the neighborhood of +∞,
1
up to the term . Dedu e that its urve Γ admits an oblique asymptote
x
at +∞ spe ify its relative position with respe t to Γ.
Exer ise 16 (Final 1999)
1◦ What be omes the integral
π
sin4 x dx
Z
2
I=
0 1 + cos2 (2x)
π
after applying the hange of variable x = − t?
2
1
2◦ Establish the identity: sin4 x + cos4 x + sin2 (2x) = 1.
2
3◦ Dedu e the value of I .
Exer ise 17 (Final 2000)
1◦ Show that, for all x ∈ [0, 1], we have:
x2 x2
√ ≤√ ≤ x2 .
2 1+x
2◦ Dedu e:
1
1 x2 dx 1
Z
√ ≤ √ ≤ .
3 2 0 1+x 3
3◦ Show that:
π
2π 2 2x dx 4π 2
Z
2
≤ ≤ .
9 π sin x 9
6

228
Chapter 8 Denite integrals

Exer ise 18 (Final 2000)


dt
Z
1◦ Cal ulate the integral I = .
t2 (1
− t2 )
Z π
3 dx
2◦ Dedu e the value of the integral 2 .
π
6
sin x cos x

Exer ise 19 (Final 2000)


Let a be a real. Dene the fun tion g by: g(x) = arcsin(thx).
1◦ Cal ulate g′ (x).
a
dx
Z
2◦ Dedu e the value of the integral I(a) = .
0 h(2x)
3◦ Cal ulate lim I(a).
a→+∞

Exer ise 20 (1st session 1984)


Z 1r
x
Let J = dx.
0 x3 +1
1◦ What be omes J after applying the hange of variable y = x3/2 ?
2◦ Give the value of J as a logarithm.
a
xm
Z
3◦ Let the integral: I(a) = √ dx, a > 0 and m > 0.
0 x 3 + a3
What be omes I(a) after applying the hange of variable: x = at?
4◦ Show that there exists a value of m for whi h I(a) is independant of
a. Cal ulate then the integral.
Exer ise 21 (Extraordinary session 1983)
h πi
1◦ Let f be a ontinuous fun tion on 0, . Show that
2
Z π Z π π
2 2

f (x) dx = f − x dx.
0 0 2
2◦ Use the last result to al ulate the integral
π
sinm x
Z
2
I= m m
dx where m is a real number.
0 sin x + cos x
Z π
2 dx
3◦ Dedu e the value of the integral: J = .
0 1 + tan4 x

229
Chapter 8 Denite integrals

Exer ise 22 (1st session 1987)


x
1◦ Let f be the fun tion dened by: f (x) = − 1.
ln(1 + x)
Determine the domain of denition of f .
2◦ Give the f.e. of f up to order 1 in the neighborhood of 0, and dedu e
the extension by ontinuity of this fun tion at this point.
1 1
3◦ Find the limit at 0 of the fun tion g dened by: g(x) = − .
ln(1 + x) x
2x
dt
Z
4◦ Set I(x) = , for x ∈ ] − 1, 0[ ∪ ]0, +∞[. Show that there
x ln(1 + t)
exists z between x and 2x su h that: I(x) = xg(z) + ln 2.
5◦ Dedu e lim I(x).
x→0

Exer ise 23 (Final 1996)


Cal ulate the following integrals:
π
1p
x3
Z Z Z
2
a) 1 − x2 |x| dx; b) 5
cos x dx; ) dx.
−1 0 1−x
Exer ise 24 (Final 1996)
1 ex ex
1◦ a) Show that, ∀x ∈ R, = 1 − − .
(ex + 1)2 ex + 1 (ex + 1)2
Z 1
dx
b) Dedu e the value of the integral: I = x + 1)2
.
0 (e
ex dx
Z
2◦ a) Determine the primitive .
(ex + 1)3
Z 1
xex dx
b) Dedu e the value of J = x 3
.
0 (e + 1)
Exer ise 25 (Final 1996)
1
e−x
Z
2
Let I = dx.
0 1−x
 
1
1◦ Show and justify that there exists a real c ∈ 0, su h that:
2
 
1 1
I= 1− √ .
1−c e
 
1 1
2 Dedu e that: 1 − √ ≤ I ≤ 2 1 − √ .

e e

230
Chapter 8 Denite integrals

Exer ise 26 (Medi ine Entran e Exam 1999)


Z + π2
Cal ulate the integral: x2 sin x dx.
− π2

Exer ise 27 (Medi ine Entran e Exam 1996)


Z b Z b
Using the formula: f (x) dx = f (a + b − x) dx, show that
a a
π
sin(2x)[cos x − sin x] dx
Z
2
p = 0.
0 cos6 x + sin6 x
Exer ise 28 (Medi ine Entran e Exam 1995)
4 √
1 + x √x
Z
Cal ulate the integral: I = √ e dx.
1 x

Exer ise 29 (Medi ine Entran e Exam 1994)


Show that:
Z π Z π π
2 2

f (x) dx = f − x dx.
0 0 2
Dedu e the value of the integral:
π
sin x + a
Z
2
ln dx, a is a given positive real.
0 cos x + a
Exer ise 30 (Medi ine Entran e Exam 2001)
π π
dx cos x dx
Z Z
2 2
Let I = and J = .
0 1 + cos x 0 1 + cos x
1◦ Integrating J by parts, nd the value of I .
2◦ Cal ulate then J .

Exer ise 31 (2nd session 2004)


1◦ Cal ulate the following integrals:
Z 2 Z 1 p 1
ln x √
Z
I1 = √ dx; I2 = x3 1 − x2 dx; I3 = arctan x dx.
1 x 0 0

1
1
Z
2◦ a) Cal ulate J = dt.
1 t(1 + t2 )
2
Z π
3 tan x
b) Dedu e the value of K = dx.
0 1 + cos2 x

231
Chapter 8 Denite integrals

Exer ise 32 (Final 2006)


1◦ a) Determine A, B , C and D su h that:
x A B Cx + D
= + + 2 .
(x + 1)2 (1 + x2 ) x + 1 (x + 1)2 x +1

1
x dx
Z
b) Cal ulate I = .
0 (x + 1)2 (1 + x2 )
√ √
Z
2◦ Cal ulate ex − 1 dx setting u = ex − 1.

Exer ise 33 (Final 2006)


1◦ a) Determine A, B and C su h that:
1 A Bx + C
= + 2 .
x3 −1 x−1 x +x+1

dx
Z
b) Cal ulate I(x) = .
x3 −1
1
dx
Z Z
2◦ Cal ulate I1 (x) = √ and I2 = (arccos x)2 dx.
(x + 1) x −1

Exer ise 34 (1st session 2005)


Cal ulate the following integrals:
π
+∞
1+x 1 + tan x arctan x
Z Z Z
4
I1 (x) = x ln dx; I2 = dx; I3 = 3 dx.
1−x 0 5 + 4 cos(2x) 1 (1 + x2 ) 2

Exer ise 35 (2nd session 2005)


Cal ulate the following integrals:
π π
0 √ sin(2x)
Z Z Z
2 4
I1 = x 1 + x dx; I2 = √ dx; I3 = tan x ln(cos x) dx.
−1 0 1 + 3 cos2 x 0

232
Chapter 8 Denite integrals

SOLUTIONS
Exer ise 1
We an write
Z a Z 0 Z a
f (x) dx = f (x) dx + f (x) dx.
−a −a 0

Setting x = −t, we get


Z 0 Z 0 Z a
f (x) dx = − f (−t) dt = f (−t) dt.
−a a 0

Finally, we obtain the wished results a ording to whether f is even or odd.

Exer ise 2
Set a + b − x = t. We get:
Z b Z a
f (a + b − x) dx = f (t)(− dt).
a b

Hen e the result.


Appli ation:
Z π Z π π Z π
2 2 2
 
I= ln(tan x) dx = ln tan − x dx = ln(cot x) dx
0 0 2 0

I = −I hen e I = 0.
From the other hand,
π π  
π 1 − tan x
Z Z
4 4
h i
J= ln 1 + tan −x dx = ln 1 + dx
0 4 0 1 + tan x
π π
2
Z Z
4 4
J= ln dx = −J + ln 2 dx,
0 1 + tan x 0
π
hen e J = ln 2.
8

233
Chapter 8 Denite integrals

Exer ise 3
1
1 3x 1 3
• I1 = arctan = arctan .
6 2 0 6 2


1
1 √ 5 1 √ 3 2 √
• I2 = 1 + x2 − 1 + x2 = ( 2 + 1).
5 3 0 15
1
1 e
• I3 = − = 2.
ln x e

• I4 = 2 arctan

x ℄31 = π6 .
1 1
1 (2x − 2) dx dx
Z Z
• I5 = √ + p .
2 0 x2 − 2x + 5 0 (x − 1)2 + 4

Hen e I5 = x2 − 2x + 5+arg sh
x−1
2
℄1
0
√ √
= 2− 5−ln 5 − 1 +ln 2.


• Setting x = sin t:
Z π Z π Z π
2
2 2 1 2 2 1 2
I6 = sin t cos t dt = sin (2t) dt = (1 − cos(4t)) dt
0 4 0 8 0
π
hen e I6 = .
16

2 2
dx dx
Z Z
• I7 = 3 = 3 ,
1 (x2
− 2x + 4) 1 [(x − 1)2 + 3] 2
2


setting x − 1 = 3 tan t
Z π√ Z π
6 3(1 + tan2 t) dt 1 6 1
I7 = 3 = cos t dt, hen e I7 = .
0 [3(1 + tan2 t)] 2 3 0 6

π π
(1 − sin2 x) cos x dx 1
Z Z
2 2
• I8 = = (1 − sin x) cos x dx = .
0 1 + sin x 0 2
r
x 2 1−λ
• Setting tan = t, we obtain I9 = √ arctan .
2 1 − λ2 1+λ

234
Chapter 8 Denite integrals

Exer ise 4
x
The fun tion f (x) = 2E + 1 is dened on [−2, 4] by:
2
x x
∗ if −2 ≤ x < 0 then −1 ≤ < 0, E = −1, f (x) = −1,
2 2
x x
∗ if 0≤x<2 then 0 ≤ < 1, E = 0, f (x) = 1,
2 2
x  x 
∗ if 2≤x<4 then 1 ≤ < 2, E = 1, f (x) = 3.
2 2
Hen e
Z 0 Z 2 Z 4
I=− dx + dx + 3 dx = 6.
−2 0 2

Exer ise 5
We an write
Z 2π Z π Z 2π
ex | sin x| dx = ex sin x dx − ex sin x dx.
0 0 π

From the other hand, integrating twi e by parts, we nd


1 1
Z
ex sin x dx = − ex cos x + ex sin x + st.
2 2
 x π  x 2π
e e 1
Hen e I = (sin x − cos x) − (sin x − cos x) = (eπ + 1)2 .
2 0 2 π 2

Exer ise 6
1◦ Integrate by parts, setting
dt
u = ln t, so du = ;
t
t 1
dv = dt, so v = − .
(1 + t2 )2 2 (1 + t2 )
We get:
t ln t ln t 1
Z Z
2 2 dt = − 2 (1 + t2 ) + 2t (1 + t2 )
dt
(1 + t )
1  1 t2
= − ln 1 + t2 + ln t + st.
4 2 1 + t2

1 a2 1
Hen e I(a) = − ln 1 + a2 + ln a + ln 2.

4 2
2(1 + a ) 4

235
Chapter 8 Denite integrals

1
2◦ Setting t = and using the f.e. at t = 0, we get:
a
1 + t2
   
1 1 1 1
lim I(a) = lim − ln + ln + ln 2
a→+∞ t→0 4 t2 2(1 + t2 ) t 4
 
1 1 2 1 2 1
= lim ln t − ln(1 + t ) − (1 − t ) ln t + ln 2
t→0 2 4 2 4
 
1 1 1
= lim − ln(1 + t2 ) + t2 ln t + ln 2 .
t→0 4 2 4
1
Finally, lim I(a) = ln 2.
a→+∞ 4
Exer ise 7

• I1 = x2 sin x − 2 sin x + 2x cos x 0
= −2π .
e
x4 1
3e4 + 1 .

• I2 = (4 ln x − 1) =
16 1 16


π
4 π 1
• I3 = x tan x + ln | cos x| = − ln 2.
0 4 2
+1
x dx
Z
+1
• I4 = x(arccos x)2 −1 + 2

arccos x · √
−1 1 − x2
i.e.
Z +1 p
I4 = π 2 − 2 arccos x d( 1 − x2 )
−1

pro eeding to a new integration by parts, we obtain:


I4 = π 2 − 4.
2
x2

1 3
• I5 = (ln x)2 − ln x + = 2 ln2 2 − 2 ln 2 + .
2 2 1 4
Z 1 Z 1 Z 1
• I6 = 2 ln | |x| − 1| dx = 4 ln |x − 1| dx = 4 ln(1 − x) dx.
−1 0 0


Z
1 1
Hen e I = −4(1 − x) ln(1 − x) 0 − 4 dx = −4.
0

236
Chapter 8 Denite integrals

Exer ise 8
1◦ De ompose into simple elements , we get:
a − x2 1 1 a 1
= +
(1 + x2 ) (a2 + x2 ) a − 1 1 + x2 1 − a a2 + x2
 
1 h x i1 1 π 1
so, f (a) = arctan x − arctan = − arctan .
a−1 a 0 a−1 4 a
Z 1 Z 1
−1 − x2 1 π
2 ◦ a) f (−1) = 2 2
dx = − 2
dx = − .
0 (1 + x ) (1 + x ) 0 1+x 4
Z 1
1 − x2
b) f (1) = 2 dx. Set θ = arctan x :
0 (1 + x2 )
Z π Z π π
4 1 − tan2 θ

4 1 4 1
f (1) = 2 dθ = cos(2θ) dθ = sin(2θ) = .
0 1 + tan θ 0 2 0 2
 
1 π
arctan −
a 4 g(a) − g(1)
3◦ lim f (a) = − lim = − lim = −g ′ (1),
a→1 a→1 a−1 a→1 a−1
1 −1 1
with g(t) = arctan , so g′ (t) = 2
. Hen e, lim f (a) = = f (1).
t 1+t a→1 2
Exer ise 9
1◦ With x = a + h : f (b − h) = f (a + h) : the graph of f admits the line
a+b
x= as an axis of symmetry.
2
2◦ Setting t = a + b − x, we get
a+b
Z
2
Z b Z b Z b
xf (x) dx = (a+b−t)f (t) dt = (a+b)f (x) dx− xf (x) dx,
a+b a+b a+b
a 2 2 2

b b b
a+b
Z Z Z
hen e: xf (x) dx = (a + b) f (x) dx = f (x) dx.
a a+b 2 a
2

sin x
3◦ ϕ(x) = satised ϕ(π − x) = ϕ(x), hen e a ording to 2◦
1 + cos2 x
(with a = 0, b = π and f = ϕ):
π π sin x π π2

Z
π
I= dx = − arctan(cos x) = .
2 0 1 + cos2 x 2 0 4

237
Chapter 8 Denite integrals

Exer ise 10
π
1◦ Let's do the hange of variable t = −x:
2
Z π Z 0  Z π 
2 π  2 π 
f (x) dx = f − t (− dt) = f − t dt.
0 π 2 0 2
2
π 
Z π
2
1 + sin −x Z π
2 1 + cos x
2◦ I= ln 2
π  dx = ln dx = −I.
0 1 + cos −x 0 1 + sin x
2
Hen e I = 0.
Exer ise 11
1◦ a) (sin x − cos x)2 = 1 − sin(2x).
b) We an write
3 + sin(2x) = 4 − (sin x − cos x)2 .
Set sin x − cos x = t, so dt = (cos x + sin x) dx :
0 0  
dt 1 1 1 1
Z Z
hen e H = 2
= + dt = ln 3.
−1 4 − t 4 −1 2+t 2−t 4
0
π
Z
2◦ a) Setting x = − t, we obtain I = − ln(cos t) dt = J .
2 π
2

From the other hand,


π π
sin(2x)
Z Z
2 2
K= ln dx = ln(sin x cos x) dx = 2I.
0 2 0

b) We have
π π π
π
Z Z Z
2 2 2
K= ln(sin(2x)) dx− ln 2 dx = ln(sin(2x)) dx− ln 2.
0 0 0 2
π
1 π
Z
With t = 2x, we obtain K = ln(sin t) dt − ln 2.
2 0 2
Then, we have:
π
1 1 π
Z
K= I+ ln 2. ln(sin t) dt −
2 2 2 π
2
Z π Z π
π 2
With u = t − , we obtain ln(sin t) dt = ln(cos u) du = I .
2 π
0
2
π π
We have so K = I − ln 2, so I = − ln 2.
2 2

238
Chapter 8 Denite integrals

Exer ise 12

1◦ Set u = ln t, or t = eu
2 ln x u
e
Z
f (x) = du.
ln x u

1
2◦ eu guard a onstant sign, u 7−→ eu and u 7−→ are ontinuous on
u
[ln x, 2 ln x] (sin e ln x and 2 ln x are of same sign), by the rst mean
value theorem we an write:
2 ln x
du
Z
f (x) = e c
with c ∈ [ln x, 2 ln x],
ln x u

so f (x) = ec [ln(2 ln x) − ln(ln x)] = ec ln 2.

3◦ When x → 1+ , ln x and 2 ln x, as well as c, tends to 0, and ec → 1.


Hen e

lim f (x) = ln 2.
x→1+

Exer ise 13
cos3 x sin3 x
When we hange x in −x, dx does not hange.
1 + sin2 x
The Bio he's rules let us to put cos x = t :
π π
1
cos3 x sin3 x 1 − cos2 x 1 − t2 3
Z Z Z
2 2
dx = cos3 x sin x dx = t dt.
0 1 + sin2 x 0 2 − cos2 x 0 t2 − 2

But, by the eu lidienne division, we nd

t3 1 − t2

2t
2
= t3 + t + 2 .
2−t t −2

Hen e
1 t3 1 − t2 1 3
  4
t2

t
Z
2
dt = + + ln t − 2
= − ln 2.
0 t2 − 2 4 2 0 4

239
Chapter 8 Denite integrals

Exer ise 14
t2 1 1
1◦ With 2 2
= − , we have
(1 − t ) (1 + t ) 2(1 − t ) 2(1 + t2 )
2

Z √1 2  √1
√ 

3 t dt 1 1 + t 1 3 1  π
4
= ln − arctan t = ln 2 + 3 − .
0 1 − t 4 1 − t 2
0 4 12

2◦ Doing the hange of variable tan x = t, we get


π √1 √ 
tan2 x dx t2 dt 1  π
Z Z
6 3
J= = = I = ln 2 + 3 − .
0 1 − tan2 x 0 1 − t4 4 12

Exer ise 15
1
1◦ The fun tion f : x 7−→ arctan x + arctan is dierentiable on R ∗+ .
x
1 1
For all x > 0, f ′(x) = 2
− = 0.
1+x 1 + x2
π
f is onstant on ]0, +∞[ . We on lude with f (1) = .
2
2◦ We have
x x x
t+1 t dt dt 1
Z Z Z
2

dt = + = ln 1 + x + arctan x.
0 1 + t2 0 1 + t2 0 1 + t2 2
Integration by parts gives
x
1
Z
ln 1 + x2 .

arctan t dt = x arctan x −
0 2
Hen e I(x) = (x + 1) arctan x.
 
π 1
3◦ We have I(x) = (x + 1) arctan x = (x + 1) − arctan ∀x > 0.
2 x
1
Set x = (t tends to 0 as x tends to +∞), hen e:
t
1 π  1 π 
I = (1 + t) − arctan t = (1 + t) − t + t2 ε1 (t)
t 2 t 2
 
1 π
h  π  i π π 1 1 1
= + − 1 t − t2 + t2 ε2 (t) = − 1 + x − + ε .
t 2 2 2 2 x x x
π π
Γ admits an asymptote of equation y = − 1 + x.
2 2
1
When x −→ +∞, I(x) − y ∼ − < 0, by following, Γ is below the
x
asymptote in the neighborhood of +∞.

240
Chapter 8 Denite integrals

Exer ise 16
π
1◦ Set x = − t,
2
Z π Z π
2 sin4 x 2 cos4 t
I= 2
dx = 2
dt.
0 1 + cos (2x) 0 1 + cos (2t)

sin2 (2x)
2◦ sin4 x + cos4 x + = sin4 x + cos4 x + 2 sin2 x cos2 x = 1.
2
π π
sin4 x dx cos4 x dx
Z Z
2 2
3◦ 2I = I + I = +
0 1 + cos2 (2x) 0 1 + cos2 (2x)
π π
1 1 − 12
sin (2x) 2
1 1 + cos2 (2x)
Z Z
2 2
= 2
dx = dx.
2 0 1 + cos (2x) 4 0 1 + cos2 (2x)
π
Hen e I = .
8
Exer ise 17
1◦ (x ∈ [0, 1]) ⇔ (0 ≤ x ≤ 1)
⇔ (1 ≤ 1 + x ≤ 2)
√ √
⇔ (1 ≤ 1 + x ≤ 2)

sin e x 7−→ x is stri tly in reasing.
 2
x2

x
Hen e (x ∈ [0, 1]) ⇔ √ ≤ √ ≤x .
2
2 1+x
2◦ A ording to 1◦ , we an write
1 Z 1 Z 1
x2 x2
Z
√ dx ≤ √ dx ≤ x2 dx.
0 2 0 1+x 0
Z 1
1 x2 1
Hen e √ ≤ √ dx ≤ .
3 2 0 1+x 3
hπ π i  
1
3◦ On , we have sin x ∈ , 1 , hen e
6 2 2
Z π Z π Z π
2 2 2x 2
2x dx ≤ dx ≤ 4x dx,
π π sin x π
6 6 6

π
2π 2 2x 4π 2
Z
2
so ≤ dx ≤ .
9 π sin x 9
6

241
Chapter 8 Denite integrals

Exer ise 18
1 1 1
1◦ With = 2+ ,
t2 (1 − t2 ) t 1 − t2

dt 1 1 1 + t
Z
we get = − + ln + st.
t2 (1 − t2 ) t 2 1 − t
2◦ By hange of variable re ommended by the Bio he's rules is dened by
sin x = t :

3 √ !
1 2 1 7+4 3
Z
2
I= 2 2
dt = 2 − √ + ln .
1 t (1 − t ) 3 2 3
2

Exer ise 19

(thx)′ 1 − th2 x 1
1◦ g′ (x) = p = 1 − th2 x = ( h x > 0 !).
p
=p
1 − th2 x 1 − th2 x h x
a a 2a
dx 1 d(2x) 1 dt 1
Z Z Z
2◦ I(a) = = = = arcsin(th(2a)).
0 h(2x) 2 0 h(2x) 2 0 ht 2
1 1 π
3◦ lim I(a) = lim arcsin(th(2a)) = arcsin(1) = .
a→+∞ a→+∞ 2 2 4
Exer ise 20
3√
1◦ If y = x 2 then dy =
3
x dx
2
Z 1r 1
x 2 dy 2
Z
J= 3
dx = p = arg sh1.
0 1+x 3 0 1+ y2 3

2 √ 
2◦ J = ln 1 + 2 .
3
3◦ If x = at then dx = a dt
a 1
xm tm
Z Z
1
I(a) = √ dx = am− 2 √ dt.
0 a3 + x 3 0 1 + t3

1
4◦ For m = , the integral I(a) is independant of a, and we have
2
Z 1r
t 2  √ 
I(a) = dt = ln 1 + 2 .
0 1 + t3 3

242
Chapter 8 Denite integrals

Exer ise 21
1◦ See Exer ise n◦ 10 page 227.
2◦ From 1◦ ,
π 
m
Z π
2
sin − x dx Z π
2 cosm x dx
I= π 2 π = m m .
0 sinm − x + cosm −x 0 cos x + sin x
2 2
Hen e
π π
sinm x dx cosm x dx π
Z Z
2 2
2I = I + I = + = .
0 cosm x + sinm x 0
m m
cos x + sin x 2
π
Thus, I= .
4
3◦ We an write
π Z π Z π
cos4 x dx cos4 x dx cos4 x dx
Z
2
J= 4 = 4 + .
4 4 π cos4 x + sin4 x
0 cos x + sin x 0 cos x + sin x 2
Z π
cos4 x dx π
To al ulate 4 4 we put t = x − :
π cos x + sin x 2
2
Z π Z π
cos4 x dx 2 sin4 x dx
= 4 .
π cos4 x + sin4 x 4
2
0 cos x + sin x
π
Thus J = 2I = .
2
Exer ise 22
1◦ f is dened for 1 + x > 0 and 1 + x 6= 1. Hen e Df = ] − 1, 0[∪]0, +∞[.
2◦ In the neighborhood of x = 0 :
x2
ln(1 + x) = x − + x2 ε(x), with lim ε(x) = 0.
2 x→0
1 x x
Hen e f (x) = x − 1 = 1 + + xε′ (x) − 1 = + xε′ (x).
1 − + xε(x) 2 2
2
lim f (x) = 0, so f is extendable by ontinuity at 0. This extension is
x→0
given by
ϕ(x) = f (x) if x 6= 0, and ϕ(0) = 0.
 
f (x) 1 1
3 lim g(x) = lim
◦ = lim + ε (x) = .

x→0 x→0 x x→0 2 2

243
Chapter 8 Denite integrals
2x 2x   2x
dt 1
Z Z Z
4◦ I(x) = = g(t) + dt = g(t) dt + ln 2.
x ln(1 + t) x t x

From the other hand, sin e g is ontinuous on [x, 2x], by the rst mean
value theorem there exists a real z ∈ [x, 2x] su h that
Z 2x
g(t) dt = xg(z).
x

Hen e I(x) = xg(z) + ln 2.


1
5◦ As x → 0, x and 2x, and then z , tends to 0, and so g(z) → .
2
Thus lim I(x) = ln 2.
x→0

Exer ise 23
1p Z 1 p
2
Z
a) 1− x2 |x| dx = 2 x 1 − x2 dx = .
−1 0 3
Z π Z π
2 2 2
b) 5
cos x dx = 1 − sin2 x d(sin x)
0 0

2 1 2 8
= sin x − sin3 x + sin5 x = .
3 5 0 15

x3 dx x3 x2
Z 
1
Z
) =− x2 + x + 1 − dx = − − − x + ln |1 − x| + st.
1−x 1−x 3 2

Exer ise 24
ex ex (ex + 1)2 − ex (ex + 1) − ex 1
1◦ a) 1− − x = = x .
ex
+ 1 (e + 1) 2 (ex + 1)2 (e + 1)2
Z 1 Z 1
ex ex

dx
b) I = x 2
= 1− x − dx
0 (e + 1) 0 e + 1 (ex + 1)2
e+3 2
I= + ln .
2(e + 1) e+1

ex dx d(ex + 1) 1
Z Z
2◦ a) x 3
= x 3
=− x + st.
(e + 1) (e + 1) 2(e + 1)2
ex
b) Integrate by parts, setting: u = x and v′ = x :
(e + 1)3
1
x 1 1 dx −1 1
Z
J=− x 2
+ x 2
= 2
+ I.
2(e + 1) 0 2 0 (e + 1) 2(e + 1) 2

244
Chapter 8 Denite integrals

Exer ise 25
1  
1
Z
2
1◦ I= g(x)h(x) dx, where g and h are dened on T = 0, by
0 2

1
g(x) = and h(x) = e−x .
1−x
Evidently g is ontinuous on T and h(x) > 0 for all x ∈ T .
 
1
From the rst mean value theorem, there exists a real c ∈ 0, su h
2
that
1 1  
1 1 1
Z Z
2 2
−x
I = g(c) h(x) dx = e dx = 1− √ .
0 1−c 0 1−c e
 
1 1
2◦ c ∈ 0, gives 1 ≤ ≤ 2. Hen e the result.
2 1−c

Exer ise 26
First method:
Z π h π πi
2
x2 sin x dx = 0 sin e x 7→ x2 sin x is odd on − , .
−π 2 2
2

Se ond method (integration by parts): x2 sin x



❍+


π
Z π
2 2 2x ❍ ❍❍❥ − cos x
2 2 ❍−
x sin x dx = −x cos x + 2 cos x + 2x sin x = 0. ❍
− π2 − π2 2 ❍ ❥ − sin x

❍+

0 ❥ cos x

Exer ise 27
Z b Z b
Using the formula f (x) dx = f (a + b − x) dx, we an write
a a
π  π
  π
 π

sin 2 2 − x cos − x − sin −x
Z
2
2 2
I = q dx
π π
− x + sin6
 
0 cos6 2 2 −x
π
sin(2x)[sin x − cos x]
Z
2
= p dx
0 cos6 x + sin6 x
I = −I hen e I = 0.

245
Chapter 8 Denite integrals

Exer ise 28
√ dx
Setting x = t, we get √ = dt. Hen e
2 x

4 √ Z 2
1 + x √x
Z
I= √ e dx = 2 (1 + t) et dt.
1 x 1

Integrating by parts, we obtain I = 4e2 − 2e.

Exer ise 29
See Exer ise n◦ 10 page 227.

Exer ise 30

1◦ Using an integration by parts. Setting

1 sin x
u= , u′ = ;
1 + cos x (1 + cos x)2
v ′ = cos x, v = sin x,

we obtain
π π
sin x sin2 x
2
Z
2
J= − dx.
1 + cos x 0 0 (1 + cos x)2

We have then
π π
1 − cos2 x 1 − cos x
Z Z
2 2
J =1− dx = 1 − dx.
0 (1 + cos x)2 0 1 + cos x

It ensues that J = 1 − I + J , hen e I = 1.

2◦ Sin e, otherwise
π
π
Z
2
I +J = dx =
0 2

π
we get J = − 1.
2

246
Chapter 8 Denite integrals

Exer ise 31
1◦ Cal ulation of I1 : Integrate by parts, setting:

 u = ln x  du = dx


dx hen e √
x
 dv = √
 
v = 2 x.
x
The formula of integration by parts permits to write:
Z 2√
 √ 2 x
I1 = 2 x ln x 1 − 2 dx
1 x
√ Z 2
dx √ √ 2
= 2 2 ln 2 − 2 √ = 2 2 ln 2 − 4 x 1 .
1 x
√ √
Thus I1 = 2 2 ln 2 − 4 2 − 1 .


Cal ulation of I2 : We have


Z 1 p
I2 = x2 1 − x2 x dx.
0

1
Z 0 √ 2
Setting t = 1 − x2 , we obtain: I2 = − (1 − t) t dt = .
2 1 15
Cal ulation of I3 : Doing an integration by parts. Setting:
√ dx
u = arctan x, du = √ ;
2 x(1 + x)
dv = dx, v = x,
Z √
√ 1 1 x
we obtain I3 = [x arctan x]10 − dx.
2 0 1+x

Set t = x or x = t2 , so dx = 2t dt:
Z 1√ 1 2 Z 1 
1 x dx t dt 1 π
Z
= = 1− dt = [t − arctan t]10 = 1 − .
2 0 1+x 0 1 + t2 0 1 + t2 4
π
Hen e, I3 = − 1.
2
1
Z 1    r
1 t 1 5
2◦ a) J = − dt = ln |t| − ln 1 + t 2
= ln .
1 t 1 + t2 2 1 2
2 2

b) Setting t = cos x, we nd:


π 1 r
sin x dx dt 2
Z Z
3 2
K= =− = −J = ln .
0 cos x(cos2 x + 1) 1 t(1 + t2 ) 5

247
Chapter 8 Denite integrals

Exer ise 32
1◦ a) The de omposition ould be written as:
x 1 1
=− + .
(x + 1)2 (1 + x2 ) 2(x + 1)2 2(1 + x2 )
1  1
x dx 1 1 1 π
Z 
b) I = 2 2
= arctan x + = − 1 .
0 (x + 1) (1 + x ) 2 x+1 0 4 2

2◦ Setting u = ex − 1, we get:
√ u2
Z Z
x
e − 1 dx = 2 du = 2(u − arctan u) + st.
1 + u2
Coming ba k to the origin variable:
√ √
Z
ex − 1 − arctan( ex − 1) + st.
√ 
ex − 1 dx = 2

Exer ise 33
1 1 2
1◦ a) The al ulation of the oe ients gives A = , B = − , C = − .
3 3 3
1 1 x+2
Z
b) I(x) = ln |x − 1| − 2
dx
3 3 x +x+1
x+2 x+2
Z Z
dx = dx
x2 + x + 1 1 2 3
 
x+ +
2 4

1 3
Setting x + = t:
2 2

3 3
x+2 t + √3 t dt √ Z dt
Z Z Z
dx = 2 2 dt = + 3
2
x +x+1 3 2 1 + t2 1 + t2
(1 + t2 )
4
1 √
= ln(1 + t2 ) + 3 arctan t.
2
Hen e nally

1 |x − 1| 3 2x + 1
I(x) = ln 2 − arctan √ + st.
3 x +x+1 3 3

2◦ For I1 (x), see Exer ise n◦ 3 page 225, and for I2 , see Exer ise n◦ 7 page
226.

248
Chapter 8 Denite integrals

Exer ise 34
Cal ulation of I1 (x):
Integrate by parts, setting
2 dx

1+x

 du =

u = ln

1 − x2

1−x hen e

dv = x dx
 x2
v =


2
The formula of integration by parts gives:
x2 1 + x x2 x2 1 + x
Z
I1 (x) = ln − dx = x + ln − arg th x + st.
2 1−x 1 − x2 2 1−x
Cal ulation of I2 :
Set t = tan x, hen e dt = (1 + t2 ) dx. We get:
1 1
1+t dt 1+t
Z Z
I2 = 2 = dt
0 1 − t 1 + t2 0 9 + t2
5+4
1 + t2
thus
1 1
d(9 + t2 ) t 1 1
 
dt 1 1
Z Z
1
I2 = + = arctan + ln(9 + t2 ) 0
0 9 + t2 2 0 9+t 2 3 3 0 2
1 1 1 10
Finally: I2 = arctan + ln .
3 3 2 9
Cal ulation of I3 :
Setting t = arctan x, we obtain:
π π √ √

π
π 2π 2
Z Z
2 2 2
I3 = t cos t dt = t sin t π − sin t dt = − − .
π 4 π 2 2 4 2
4 4

Exer ise 35
Cal ulation of I1 :

Set t = 1 + x, we get:
x = t2 − 1, hen e dx = 2t dt.
Thus
Z 1  5 1
2 2 t t3 4
I1 = 2 (t − 1)t dt = 2 − =− .
0 5 3 0 15

249
Chapter 8 Denite integrals

Cal ulation of I2 :
Set t = 1 + 3 cos2 x, we get:
dt = −6 cos x sin x dx = −3 sin(2x) dx.

So:
1 1
dt 1 h √ i1 1 2
Z
I2 = − √ dt = − 2 t = − (2 − 4) = .
3 4 t 3 4 3 3

Cal ulation of I3 :
First method : Let's do the hange of variable
t = ln(cos x) hen e dt = − tan x dx

thus:
− 21 ln 2 − 21 ln 2
t2

1
Z
I3 = − t dt = − = − ln2 2.
0 2 0 8

Se ond method : Integrate by parts, setting


 du = − sin x dx
( 
u = ln(cos x)
hen e cos x
dv = tan x dx 
v = − ln(cos x).

The formula of integration by parts gives then:


Z π
π 4
I3 = [uv]0 − 4
v du
0
Z π
π 4
= − ln2 (cos x) 04 −

tan x ln(cos x) dx
0
1
= − ln2 2 − I3 .
4
1
Hen e: I3 = − ln2 2.
8

250
Chapter 8 Denite integrals

PROPOSED EXERCISES
Exer ise 1
e2
1 + ln x
Z
1◦ Cal ulate the following integral I = dx using the hange
e x ln x
of variable u = x ln x.
2◦ Find the pre eding result by de omposing I as a sum of two integrals.

Exer ise 2
1◦ Determine the reals A and B su h that
x2 A B
=1+ + .
x2 − 1 x−1 x+1
2◦ Cal ulate using an integration by parts the integral
Z 3
I= ln(x2 − 1) dx
2

Exer ise 3
x
Let f : x 7−→ ln .
x+1
1◦ Determine the domain of denition D of f .
2◦ Cal ulate f ′ (x) for x ∈ D .
Z 2
x
3 Find I =
◦ x ln dx using integration by parts.
1 x+1
Exer ise 4

2
1  cos x 
Z
2
Cal ulate arctan dx.
1 x2 sin x
2

Exer ise 5
Cal ulate the following integrals using a onvenient hange of variable and
then integrating by parts:
4
1 √1x
Z
1◦ 2
e dx.
1 x
Z 3 √
arctan x
2◦ √ dx.
1 x

251
Chapter 8 Denite integrals

Exer ise 6
Consider the two fun tions f and g dened by:
5 1
f (x) = and g(x) = .
x(1 + x5 ) x(1 + x)
1◦ Find the reals A and B that satisfy:
1 A B
= + .
x(1 + x) x 1+x

2◦ Using a onvenient hange of variable show that:


Z 32 Z 2
f (x) dx = g(x) dx.
1 1
Z 32
3◦ Cal ulate f (x) dx.
1

Exer ise 7
1◦ By using two su essive integration by parts, show that:
Z π
eπ − 1
ex cos(2x) dx = .
0 5
Z π Z π
2 Let I =
◦ e cos x dx and J =
x 2
ex sin2 x dx.
0 0
Cal ulate I + J and I − J .
Dedu e the values of I and J .
Exer ise 8
Let a and b be two stri tly positive reals.
Z π
2
Set I = (sin 2x) a2 cos2 x + b2 sin2 x dx.

0
1◦ Suppose that a = b. Cal ulate I .
2◦ Suppose that a 6= b. Cal ulate the derivative of x 7→ a2 cos2 x+b2 sin2 x,
and dedu e the value of I .
Exer ise 9
Consider the fun tion F dened on R by
Z x2
F (x) = cos t dt.
3x
Show that F is dierentiable on R and determine its derivative.

252
Chapter 8 Denite integrals

Exer ise 10
Let f : [0, 1] −→ R be a ontinuous fun tion su h that
1
1
Z
f (x) dx = .
0 2
1
1◦ Show that there exists α ∈ [0, 1] su h that f (α) = .
2
2◦ Does there exist β ∈ [0, 1] su h that f (β) = β ?

Exer ise 11
2x
dt
Z
Find lim .
x→0+ x sin t

Exer ise 12
Cal ulate the following integrals:
Z 3 ln 2 √
1◦ I = 1 + ex dx.
ln 3
0
r
1 − ex
Z
2◦ J = dx.
− ln 2 1 + ex
π
sin x
Z
3
3◦ K= dx.
0 1 + cos x + cos 2x
π
dx
Z
4
4◦ L = 2 x + 9 sin2 x
.
0 cos
Z π tan3 x
2
5◦ M = 2 dx.
0 1 + 3 cos x

Exer ise 13 π
cos3 x sin x
Z
2
Consider the denite integral I = dx.
0 1 + cos2 2x
π
1◦ What be omes I after we apply the hange of variable x = − t?
2
2◦ Cal ulate
π
cos x sin x
Z
2
K= dx.
0 1 + cos2 2x
Dedu e the value of I .

253
Chapter 8 Denite integrals

Exer ise 14
π π
cos x sin x
Z Z
2 2
Consider I = √ dx and J = √ dx.
0 1 + cos x sin x 0 1 + cos x sin x
Z π
2 cos x + sin x
1 Cal ulate K =
◦ √ dx.
0 1 + cos x sin x

2◦ Dedu e the values of I and J .

Exer ise 15
1
r
1−x
Z
Suppose that λ > 0, and let Iλ = dx.
x
0 λx + 1
Z 1 Z 1
dt dt
1 Evaluate J1 =

2
, and then J2 = 2 2
.
0 1 + λt 0 (1 + λt )
Z 1 2
t − t4
2◦ Show that Iλ = 2(λ + 1) 2 3
dt.
0 (1 + λt )

1 + λ 1 1 − 3t2
Z
3 Show that Iλ =
◦ dt.
2λ 0 (1 + λt2 )2
4◦ Determine the reals a and b su h that for ea h t ∈ R ,

1 − 3t2 a b
2 2
= + .
(1 + λt ) (1 + λt ) (1 + λt2 )2
2

5◦ Dedu e Iλ .
Z 1 √
6◦ a) Cal ulate I0 = x 1 − x dx.
0
b) Give the f.e. of arctan x to order 5 in the neighborhood of 0.
) Show that lim Iλ = I0 .
λ→0

254
Chapter 9

FUNCTIONS OF TWO
VARIABLES

THE ESSENTIALS OF THE COURSE


1. DEFINITIONS
Let D be a non empty domain of R 2 . We all (real-valued) numeri al
fun tion of two variables, every mapping f from D ⊂ R 2 into R . We
write
f: D −→ R
(x, y) 7−→ f (x, y).

◦ D (that ould be the whole R 2 ) is alled domain (or set) of denition


of f .

◦ The set

f (D) = {z ∈ R ; ∃(x, y) ∈ D su h that f (x, y) = z}

is the range of D by f.

◦ The set

G = (x, y, z) ∈ R 3 ; (x, y) ∈ D and z = f (x, y)




is alled graph of f.

255
Chapter 9 Fun tions of two variables
z

◦ f is said to be bounded above (resp.


bounded below, bounded) i the set f (D) S
is bounded above (resp. bounded below,
bounded).
◦ As (x, y) des ribes D, the set of points
M (x, y, z) su h that z = f (x, y) is alled
graph, or surfa e of f. O
D
y
x
Example
z
Consider the fun tion f : (x, y) 7−→
p
1 − x2 − y 2 . 1
◦ Its domain of denition is S

D = {(x, y) ; x2 + y 2 ≤ 1}.
1
It is the dis entered at the origin O y
D
O, of radius 1. 1
x

◦ The surfa e of f is the set of points M (x, y, z) su h that

let x2 + y 2 + z 2 = 1, z ≥ 0.
p
z= 1 − x2 − y 2 ,

It is the upper semi-sphere S , entered at the origin O(0, 0, 0) and of


radius 1.

2. EQUATIONS IN THE PLANE R 2


An equation in the plane R 2 , is every relation that an be put into the
form:

f (x, y) = 0,

where f is a fun tion of two variables.


This equation is, often, equivalent to a (or several) relation(s) of the form :

y = ϕ(x),

where ϕ is a fun tion of one variable. Hen e, the set of solutions of equa-
tion f (x, y) = 0 is represented by a (or several) ar (s) of urve(s) of su h
fun tion(s) ϕ.

256
Chapter 9 Fun tions of two variables

Example
Consider the fun tion

f : (x, y) 7−→ x2 + y 2 − 2x.

First, f (x, y) = 0 is dened i y 2 = 2x − x2 ≥ 0, so i 0 ≤ x ≤ 2.


Se ond, f (x, y) = 0 an be written as (x − 1)2 + y 2 = 1. Hen e
p
y = ϕ1 (x) = 1 − (x − 1)2 , x ∈ [0, 2],

or
p
y = ϕ2 (x) = − 1 − (x − 1)2 , x ∈ [0, 2];
ϕ1 is represented by the upper semi- y
ir le of enter I(1, 0) and of radius ϕ1
1, and ϕ2 is represented by the other
semi- ir le.
The set of points (x, y) su h that
O 1 2 x
f (x, y) = x2 + y 2 − 2x = 0
ϕ2
is the whole ir le.

3. INEQUALITIES IN THE PLANE R 2


An inequality in the plane R 2 is every relation that an be written in the
form:

f (x, y) < 0 or f (x, y) ≤ 0,

f being a fun tion of two variables. Remark that :

f (x, y) ≤ 0 ⇐⇒ (f (x, y) < 0 or f (x, y) = 0).

◦ f (x, y) = 0 is represented by a (or several) ar (s) of urve(s) that form


a set Γ.
◦ Γ divides the plane into two regions. If at an arbitrary point (x0 , y0 )
of a region we have f (x0 , y0 ) > 0, then:
⋆ f (x, y) > 0 for all (x, y) of this region, and
⋆ f (x, y) < 0 for all (x, y) of the other region.

257
Chapter 9 Fun tions of two variables

Example
Consider the inequality : x2 + y 2 − 2x ≥ 0.
(that an be written as f (x, y) = −x2 − y 2 + 2x ≤ 0).
◦ f (x, y) = 0 is represented by
the ir le Γ of enter I(1, 0) y
and of radius 1 (see the pre-
eding example). Γ divides the Γ
plane into two regions: its in-
terior and its exterior.
◦ At the enter I (for example), O 1 2 x
we have f (1, 0) = 1 > 0; hen e
f (x, y) ≤ 0 in the exterior of Γ
and on its boundary.

4. PARTIAL DERIVATIVES
We all partial derivative of a fun tion (x, y) 7−→ f (x, y), with respe t
to x, at a point (a, b), the derivative at a of the one variable fun tion
ϕ : x 7−→ f (x, b).
∂f
This derivative is denoted by fx′ (a, b) or (a, b) :
∂x
∂f f (x, b) − f (a, b)
fx′ (a, b) = (a, b) = lim .
∂x x→a x−a
∂f f (a, y) − f (a, b)
Similarly fy′ (a, b) = (a, b) = lim .
∂y y→b y−b
If these derivatives exist at all points (x, y) of ertain domain D, this dene
then two new fun tions of two variables:
∂f ∂f
(x, y) 7−→ (x, y) and (x, y) 7−→ (x, y),
∂x ∂y

alled fun tions of partial derivatives of f.

Example
The domain of denition of the fun tion f : (x, y) 7−→ ln(x2 y) is
D = R ∗ × R ∗+ , and its partial derivatives exist in D. They are given by:

∂f 2 ∂f 1
(x, y) = and (x, y) = .
∂x x ∂y y

258
Chapter 9 Fun tions of two variables

5. DETERMINATION OF PARTICULAR DOMAINS


A domain (or region) of the plane is limited by a losed boundary that ould
be: straight line, ir le, oni , et . To draw the domain, it is su ient to
draw these urves. In parti ular, it is su ient to determine the radius and
the enter of a ir le of equation : x2 + y 2 + ax + by + c = 0 and redu e
an equation of se ond degree into the anoni al form that dene a oni , to
determine its axis and hara teristi s.

Example
To draw the region D dened by the following inequalities:

x ≤ 2; x − 2y − 2 ≤ 0; x − y 2 + 1 ≥ 0.

◦ Start by drawing the boundary D whi h is formed by :

* The straight lines of equations : x = 2 and x − 2y − 2 = 0;


* The parabola of equation : y 2 = x + 1.
◦ Determine, next, their
interse tion points:
A(0, −1),
√ B(2, 0) and
C(2, 3). y

◦ Choose a parti ular point


in the interior, or ex- √
3
C

terior, of the bound- 1


ary ABCA, for example
O(0, 0) : its oordinates B
verify the given inequali-
−1 O 2 x
ties.
−1
◦ We on lude that D is A
the region that ontains O
(hat hed region).

6. STRONG POINTS OF THE CHAPTER


◦ From the study of a fun tion of two variables, we need only:

⋆ to draw a region in the plane, dened by inequalities (whi h will


be the domain of integration of a double integral);

259
Chapter 9 Fun tions of two variables

⋆ to know how to al ulate partial derivatives (for hange of vari-


ables in a double integral).
◦ From the equation of a oni , we need to know how to redu e it into
anoni al form to re ognize its elements and parameters.

260
Chapter 9 Fun tions of two variables

STATEMENTS OF SOLVED EXERCISES


Exer ise 1
Determine the domain of denition, of the fun tion f, in ea h of the following
ases:
1
a) f (x, y) = ln 2x − y 2 ; b) f (x, y) = p
p
;
x2 + y 2 − 4y
r
y y2 − 1
) f (x, y) = ln p ; d) f (x, y) = .
1 − x2 − y 2 x2 − 1

Exer ise 2
Draw, in ea h of the following ases, the region of the plane where the in-
equalities are satised simultaneously:

a) x ≥ y, x ≤ 2y, x + y ≤ a, x + 3y ≥ a, (a > 0 given);


b) y 2 ≤ 2x + 4, 6x + y 2 − 9 ≤ 0;
) x2 + y 2 ≥ 2x; x2 + y 2 ≤ 4x, x ≥ y, y ≥ 0.

Exer ise 3
Draw the two regions of the plane limited by:

a) the ir ular se tor OAB of enter O and the extremities of the ar of


ir le are : A(1, 1) and B(−1, 1);

b) the parabolique ar AOB limited by the parabola BOA and the seg-
ment [AB] of extremities : A(1, 2) and B(−1, 2).

Exer ise 4
Cal ulate the rst partial derivatives of the fun tion f of whi h the image
f (x, y) is:

y
a) f (x, y) = ln(xy); b) f (x, y) = ) f (x, y) = arctan ;
p
x2 + y 2 ;
x
d) f (x, y) = ln x2 + y 2 ; e) f (x, y) = arcsin(2x + y); f) f (x, y) = y x .
p

261
Chapter 9 Fun tions of two variables

Exer ise 5
Consider the fun tion f : (x, y) 7−→ sin(x + y) + x2 + 2xy.
1◦ Cal ulate the rst partial derivatives of f.
2◦ Show that the urve of equation f (x, y) = 0 ( alled 0 level urve)
passes through the origin. What is the equation of its tangent at this
point ?

Exer ise 6
Determine the domain of denition and the level urves (of equations
f (x, y) = te) of the fun tion f dened by:
x
f (x, y) = p if (x, y) 6= (0, 0), and f (0, 0) = 0.
y − x2

Exer ise 7
Consider the oni s of equations:
a) y 2 − 6y − 4x + 5 = 0; b) x2 + y 2 + 2x − 4y − 20 = 0;
) 3x2 − 4y 2 + 12x + 8y − 4 = 0; d) 2x2 + 3y 2 − 4x + 12y − 4 = 0.
1◦ Write ea h equation into its anoni al form.
2◦ Determine the nature and the hara teristi s of these oni s ( enter,
axis, · · · ).
3◦ Draw these oni s.

262
Chapter 9 Fun tions of two variables

SOLUTIONS
Exer ise 1
a) Df = (x, y) ∈ R 2 ; y 2 < 2x .


b) Df = (x, y) ∈ R 2 ; x2 + y 2 − 4y > 0 .


) Df = (x, y) ∈ R 2 ; (y > 0 and x2 + y 2 < 1) or (y < 0 and x2 + y 2 > 1) .




d) Df = (x, y)R 2 ; y 2 ≥ 1 and x2 > 1 ∪ (x, y) ; y 2 ≤ 1 and x2 < 1 .


 

y y

x 2
O

O x

y
y
1

−1 O 1 x O 1 x

Exer ise 2
y y

3
y y=x
a
2

O a x −2 O 3 x O 1 2 4 x
2

263
Chapter 9 Fun tions of two variables

Exer ise 3
y
y
2
B A
B A

−1 O 1 x

−1 O 1 x

Exer ise 4
∂f 1 ∂f 1
a) (x, y) = , (x, y) = .
∂x x ∂y y

∂f x ∂f y
b) (x, y) = p , (x, y) = p .
∂x x2 + y 2 ∂y x2 + y 2

∂f y ∂f x
) (x, y) = − 2 , (x, y) = 2 .
∂x x + y2 ∂y x + y2

∂f x ∂f y
d) (x, y) = 2 , (x, y) = 2 .
∂x x + y2 ∂y x + y2

∂f 2 ∂f 1
e) (x, y) = p , (x, y) = p .
∂x 1 − (2x + y)2 ∂y 1 − (2x + y)2

∂f ∂f
f) (x, y) = y x ln y, (x, y) = xy x−1 .
∂x ∂y

Exer ise 5
∂f
1◦ (x, y) = cos(x + y) + 2x + 2y.
∂x
∂f
(x, y) = cos(x + y) + 2x.
∂y

2◦ Sin e f (0, 0) = 0, the urve Γ of equation f (x, y) = 0 passes through


the origin.
Denote by y = ϕ(x) the equation of Γ in the neighborhood of x = 0.

264
Chapter 9 Fun tions of two variables

We have :
sin(x + ϕ(x)) + x2 + 2xϕ(x) = 0.

Dierentiating, we get
1 + ϕ′ (x) cos(x + ϕ(x)) + 2x + 2ϕ(x) + 2xϕ′ (x) = 0.
 

For x = 0 : 1 + ϕ′ (0) = 0 (so ϕ(0) = 0) let ϕ′ (0) = −1.


Hen e the equation of the tangent:

y = ϕ(0) + (x − 0)ϕ′ (0)


y = −x.

Exer ise 6
Df = (x, y) ∈ R 2 ; y − x2 > 0


The k-th level urve of the fun tion f :


x
f (x, y) = p =k where k is a onstant.
y − x2

◦ If k = 0, then x = 0 (and y > 0): it is the positive semi-axis Oy .


 
1
◦ If k 6= 0, then y = 1 + 2 x2 . These are parabolas of verti es O.
k
0
y
+∞ k k +∞

O x

Exer ise 7
1◦ a) (y − 3)2 = 4(x + 1).
b) (x + 1)2 + (y − 2)2 = 25.
(x + 2)2 (y − 1)2
) − = 1.
4 3
(x − 1)2 (y + 2)2
d) + = 1.
9 6

265
Chapter 9 Fun tions of two variables

2◦ a) Parabola of vertex (−1, 3), of parameter 2 and of axis y = 3.


b) Cir le of enter (−1, 2) and radius 5.
) Hyperbola of enter√(−2, 1), of axis x = −2 and y = 1, of semi-
axis a = 2 and b = 3, of verti es (0, 1) and (−4, 1).
d) Ellipse of enter (1, −2) , of√axis x = 1 and √
y = −2, of verti es
(4, −2), (−2, −2), (1, −2 + 6) and (1, −2 − 6).

y y

3
2

−1 O x
−1 O x
y

y
1

−4 O x O 1 x

−2

266
Chapter 9 Fun tions of two variables

PROPOSED EXERCISES
Exer ise 1
Determine and represent graphi ally the domains of denition of the follow-
ing fun tions:
a) f (x, y) = ln(x2 + y 2 − 1);
b) f (x, y) = ln(y − x2 );
) f (x, y) = 1 − x2 − y 2 ;
p p
y − x2 − y 2 +
1
d) f (x, y) = √ p .
1 − x2 2y − y 2

Exer ise 2
Let k ∈ R ; and f be a fun tion of two variables, dened on a domain Df ⊂ R .
We re all that the set {(x, y) ∈ Df ; su h that f (x, y) = k} is the level urve
k of the fun tion f . Find the level urves 0, 1, −1, 2 and 3 of the fun tion
f , in ea h of the following ases:

a) f (x, y) = x2 + y 2 ;
p

b) f (x, y) = x2 + y 2 ;
y
) f (x, y) = .
x
Exer ise 3
Cal ulate the rst partial derivatives of the following fun tions:
y
a) f (x, y) = x2 y+e x ; b) f (x, y) = arctan(x2 +y 2 ); ) f (x, y) = xy .
2

Exer ise 4
Let f and g be two fun tions dened by :
1 + xy
f (x, y) = arcsin p and g(x, y) = arctan x − arctan y.
(1 + x2 )(1 + y 2 )

1◦ Show that f is dened on R .

2◦ Cal ulate the rst partial derivatives of f and g.

3◦ Simplify f with the help of g.

267
Chapter 9 Fun tions of two variables

Exer ise 5
Determine the nature and the elements of the urve of equation in an or-
thonormal system (O;~i, ~j):
a) 16x2 − 24xy + 9y 2 + 35x − 20y = 0.
√ √ √ √
b) 5x2 + 7y 2 + 2xy 3 − (10 + 2 3 )x − (14 + 2 3 )y − 4 + 2 3 = 0.
) x2 + xy + y 2 = 1.
√ √
d) x2 + 2y 2 + 4xy 3 + x + y 3 + 1 = 0.
e) mx2 + 4mx + (m − 1)y 2 + 2 = 0 (m ∈ R ).

268
Chapter 10

DOUBLE INTEGRALS

THE ESSENTIALS OF THE COURSE


1. DEFINITIONS AND NOTATIONS
Consider a fun tion of two variables f, dened and bounded on a losed
domain D of the plane.
◦ Divide D into n sub-domains y
D1 , D2 , · · · , Dn , of respe tive
D
areas ∆σ1 , ∆σ2 , · · · , ∆σn .
◦ Choose, in ea h sub-domain
Dp
Dp , an arbitrary point ηp Mp
Mp (ξp , ηp ).

◦ Consider the Riemann's sum:


n
(1)
X
In = f (ξp , ηp )∆σp . 0 ξp x
p=1

◦ Make n the number of sub-domains tends to +∞ su h that ea h ∆σp


tends to 0.
Under these onditions, and if In admits a nite limit I, we say that:
⋆ f is integrable in the sense of a double integral on D, and
⋆ this limit is the double integral of f on D.
ZZ
This double integral is denoted by I = f (x, y) dx dy.
D

269
Chapter 10 Double integrals

2. INTERPRETATION
z
Consider, in the spa e Oxyz , the
surfa e S of equation z = f (x, y), S
and assume that f ≥ 0 on D. The
sum (1) ould be onsidered as an
approximation of the volume of the
solid S , delimited by S, D, and the
ylindri surfa e parallel to Oz and
whose dire trix is the boundary of
D. The limit I of In ould then be
O y
onsidered as the exa t expression of
this volume:
ZZ
v= f (x, y) dx dy. D
D
x

In the parti ular ase where f (x, y) = 1, the solid takes the form of a right
ylinder of base D and of altitude 1. Its volume is then: v = area (D) × 1,
so
ZZ
dx dy = area (D). (2)
D

3. INTEGRABLE FUNCTIONS
Theorem 1
Every ontinuous fun tion on a domain D is integrable on this domain.

4. ADDITION FORMULA
Theorem 2
If f is integrable on two domains D and D′ , with no interior interse tion
points, then:

◦ f is integrable on D ∪ D′ , and
ZZ ZZ ZZ
◦ f (x, y) dx dy = f (x, y) dx dy + f (x, y) dx dy . (3)
D∪D ′ D D′

270
Chapter 10 Double integrals

5. PROPERTIES OF THE DOUBLE INTEGRAL


a) Linearity of the double integral
Theorem 3
If f and g are integrable on a domain D, then:
◦ f + g is integrable and:
ZZ ZZ ZZ
[f (x, y) + g(x, y)] dx dy = f (x, y) dx dy + g(x, y) dx dy (4)
D D D

◦ λf is integrable (λ given real) and:


ZZ ZZ
λf (x, y) dx dy = λ f (x, y) dx dy. (5)
D D

b) Inequalities
Theorem 4

1◦ If f is integrable on D, then
ZZ
f ≥ 0 =⇒ f (x, y) dx dy ≥ 0.
D

2◦ If f and g are integrable on D, then


ZZ ZZ
f ≥ g =⇒ f (x, y) dx dy ≥ g(x, y) dx dy.
D D

3◦ If f is integrable on D, then |f | is integrable on D, and


Z Z ZZ

f (x, y) dx dy ≤ |f (x, y)| dx dy.

D D

6. CALCULATION OF THE DOUBLE INTEGRAL


Consider an integrable fun tion f on a domain D, limited by two urves of
equations:
y = y1 (x) and y = y2 (x), (with y1 (x) ≤ y2 (x)),

and by the two straight lines of equations : x = a and x = b.

271
Chapter 10 Double integrals

Theorem 5 Z y2 (x)
If f is bounded and integrable on D, and if the simple integral J(x) = f (x, y) dy
y1 (x)
exists for every xed value of x in [a, b], then J(x) is integrable on [a, b], and
we have
ZZ Z b Z b Z y2 (x)
f (x, y) dx dy = J(x) dx = dx f (x, y) dy (6)
D a a y1 (x)

Remark 1
The domain D previously onsid- y
ered is su h that its boundary inter-
se ts, at most at two points, every y2 (x)

verti al straight line:


D
(x, y1 (x)) and (x, y2 (x)).
y1 (x)
(We say then it is regular with re-
spe t to Oy).
O a x b x
If we assume that every horizontal
interse ts the boundary at most at
points:
y
(x1 (y), y) and (x2 (y), y),
d
(the boundary is regular with re- D
spe t to Ox), and if the simple in- y
x1 (y)
x2 (y)
tegral
c
Z x2 (y)
f (x, y) dx
x1 (y)
O x

exists, for every xed value of y in [c, d], the double integral of f ould also
be written as two simple integrals as follows:

ZZ Z d Z x2 (y)
f (x, y) dx dy = dy f (x, y) dx (7)
D c x1 (y)

272
Chapter 10 Double integrals

Remark 2
If the boundary of D is not regular, the formula (6) that allows to al ulate
the double integral of f still valid, with xing x and integrating on y, we
have to put f (x, y) = 0 on the parts of this verti al line, that are external
to D. It still also valid if the domain is limited by several losed lines. It
su es to put f (x, y) = 0 on the exterior of D.

7. CHANGE OF VARIABLES
Consider two fun tions ϕ and ψ of two variables, dened in a ertain domain
∆ of the plane. Set

x = ϕ(u, v) and y = ψ(u, v). (8)


v y
Assume that, as (u, v) des ribes ∆, the trans-
formed point (x, y) des ribes a ertain domain D Γ
T C

so that the two fun tions (8) dene a transforma- D

tion T from the domain ∆ to D.


We all ja obian, the determinant w u O x


ϕu ϕ′v

J = ′ = ϕ′u ψv′ − ϕ′v ψu′ . (9)
ψu ψv′

Theorem 6
If the fun tion ϕ and ψ are ontinuously dierentiable, and if the ja obian
J 6= 0, then
ZZ ZZ
f (x, y) dx dy = f (ϕ(u, v), ψ(u, v)) |J| du dv
D ∆

8. IMPORTANT PARTICULAR CASE


The artesian oordinates x and y, of a point M of the plane, are related
to its polar oordinates r and θ by
(
x = ϕ(r, θ) = r cos θ,
y = ψ(r, θ) = r sin θ.

ϕ ϕ′ cos θ −r sin θ


r
The orresponding ja obian is J =
θ
=

= r.

ψr′ ψ ′ sin θ r cos θ
θ

273
Chapter 10 Double integrals

9. STRONG POINTS OF THE CHAPTER


◦ To al ulate a double integral
ZZ Z b Z y2 (x)
I= f (x, y) dx dy = dx f (x, y) dy :
D a y1 (x)

⋆ draw the domain D ;


⋆ draw a line x = te that interse ts D (hen e a ≤ x ≤ b);
⋆ x x and in the equation of the boundary, al ulate y in terms of
x : y1 (x) is on the lower part of the boundary and y2 (x) is on the
upper part;
⋆ start by al ulating the integral
Z y2 (x)
f (x, y) dy = J(x),
y1 (x)

whose bounds are (in general) variables;


Z b
⋆ al ulate, next, the integral I = J(x) dx.
a

◦ We an reverse the sense of integration onsidering


Z d Z x2 (y)
I= dy f (x, y) dx.
c x1 (y)

Sometimes, it is more di ult (even impossible) to integrate in a sense


than the other.
◦ When the equations of dierent parts of Zthe
Z boundary
ZZ hange,
ZZ divide
D into D1 and D2 and use the formula: = + .
D D1 D2

◦ When making hange of variables to use polar oordinates (r, θ), the
ja obian J = r is supposed to be known:
ZZ ZZ
f (x, y) dx dy = f (r cos θ, r sin θ) r dr dθ.
D ∆

274
Chapter 10 Double integrals

STATEMENTS OF SOLVED EXERCISES


Exer ise 1
Consider the double integrals:
π
2 1 2 x 2 a
x
Z Z Z Z Z Z
2
a) dy (x + 2y) dx;
2
b) dx dy ; ) dθ r dr .
0 0 1 1 y2 0 a sin θ
x

1◦ Cal ulate these integrals.

2◦ Write the equations of the boundaries of the domain of integration D


and draw D.

Exer ise 2
Re all that the oordinates of the enter of gravity G of isolated points Mi ,
of respe tive masses mi , are given by
P P
m i xi mi y i
xG = , yG = ,
m m

where (xi , yi ) are the oordinates of Mi and m = mi is the total mass.


P

For a domain D, we have

1 1
ZZ ZZ
xG = x dm, yG = y dm,
m D m D

ZZ
where m = dm and dm = ρ dσ = ρ dx dy ,
D
ρ being the density of the mass distribution of the plate D .
Consider the homogeneous semi-dis D (ρ = te):

x2 + y 2 − R2 ≤ 0, y ≥ 0.

1◦ Cal ulate the total mass m of D in terms of ρ.

2◦ Determine the enter of gravity G of the plate D.

275
Chapter 10 Double integrals

EXAMS & ENTRANCE EXAMS


Exer ise 3 (Final 1994)
1◦ Cal ulate the area of the domain S of the plane Oxy limited by the
urves:
y = x2 − 2x and y = −x2 + 4.

2◦ Making the hange of variables: x = u, y − x = v, al ulate


ZZ
(y − x) dx dy,
D

where D is the domain of the plane Oxy limited by the urves:


x−y =3 and y = −x2 + 2x + 3.

Exer ise 4 (Final 1995)


1◦ Cal ulate the area of the domain determined by the interse tion of the
ir les
C1 : (x − 1)2 + y 2 = 1 and C2 : x2 + (y − 1)2 = 1.

2◦ The domain D, limited by the urves: y = x and y = x2 , with density


y
ρ(x, y) = 2 2
. Cal ulate the mass m of D using polar oordinates.
x +y

Exer ise 5 (Final 1997)


1◦ Using polar oordinates, determine the oordinates of the enter of
gravity of the dis :
x2 + y 2 ≤ 2ax (a > 0 given)

of whi h the density at a point M is proportional to OM .


2◦ Cal ulate the mass of the domain D dened by:
D = (x, y) ∈ R 2+ ; xy = 1, xy = 2, y = x − 1, y = x + 1


and of density ρ(x, y) = |y 2 − x2 |.

276
Chapter 10 Double integrals

Exer ise 6 (Final 1998)


Consider the double integral
ZZ
I= y ln(1 + x + y) dx dy,
D

where D = (x, y) ∈ R 2 ; 0 ≤ x, 0 ≤ y and x + y ≤ 1 .




Cal ulate I using the hange of variables: x = u(1 − v), y = uv.


Exer ise 7 (Final 1998)
Consider the fun tion f of two variables dened by
f (x, y) = x(y − 1),

and let the domain D = (x, y) ∈ R 2 ; 0 ≤ x ≤ 1 and x ≤ y ≤ 2x .




1◦ Draw D.
2◦ Determine the sign of f on D.
ZZ
3◦ Evaluate the integral |f (x, y)| dx dy .
D

Exer ise 8 (Final 1999)


Let D = (x, y) ∈ R 2 ; x2 + y 2 − 2y ≤ 0 and y + x − 2 ≥ 0 .


Using polar oordinates, al ulate the integral


y−x
ZZ
p dx dy.
D x2 + y 2

Exer ise 9 (Final 1999)


n y y o
1◦ Let ∆ = (x, y) ∈ ; 0 ≤ y ≤ 2 and ≤ x ≤ + 2 .
R2
2 2
v
Making the hange of variables: x = u + and y = v, al ulate the
2
integral:
ZZ
I= |2x + y − 4| dx dy.

2◦ Change the order of integration in the following integral:


Z 1 Z 2(1−x2 )
J= dx √ f (x, y) dy.
0 − 1−x2

277
Chapter 10 Double integrals

Exer ise 10 (Final 2000)


Let ∆ be the domain of R2 dened by
x2 + y 2 ≥ 1, x2 + y 2 ≤ 4, y − x2 ≥ 0 and y − x2 ≤ 1.

With density ρ(x, y) = |x|(1 + 2y).


Cal ulate its mass using a onvenient hange of variables.

Exer ise 11 (Final 2000)


Consider the two urves:
and C2 : y = x2 .
p
C1 : y = 2x − x2

1◦ Show that C1 and C2 interse t at O(0, 0) and at another point A to be


determined.
2◦ Let ∆ be the domain limited by C1 and C2 . Draw ∆.
3◦ Cal ulate the area of ∆ using polar oordinates.

Exer ise 12 (Final 2001)


Z 2 Z 2
Let I = dy √
f (x, y) dx.
0 2y

1◦ Draw the domain of integration D.


2◦ Express I by hanging the order of integration.
y
ZZ
3◦ Cal ulate J = dx dy .
D (1 + x2 + y 2 )2

Exer ise 13 (Final 2001)


Let
D1 = (x, y) ∈ R 2 ; x2 + y 2 ≥ 4, 0 ≤ y ≤ x and 0 ≤ x ≤ 2 ;


D2 = (x, y) ∈ R 2 ; x2 + y 2 ≥ 4, y ≥ x ≥ 0 and 0 ≤ y ≤ 2 .


1◦ Represent graphi ally the domains D1 and D2 .


2◦ Cal ulate the area of D1 using the polar oordinates.
ZZ
3◦ Cal ulate I = |x − y| dx dy

where ∆ = (x, y) ∈ R 2 ; x2 + y 2 ≥ 4, 0 ≤ x ≤ 2 and 0 ≤ y ≤ 2 .


278
Chapter 10 Double integrals

Exer ise 14 (Medi ine Entran e Exam 1999)


ZZ
Let the double integral I = f (x, y) dx dy , where
D

D = (x, y) ∈ R 2 ; 0 ≤ y ≤ 1, x2 + y 2 ≤ 4 and y 2 ≤ x .


Using the artesian oordinates and by hanging the order of integration,


write I by two dierent ways.
Exer ise 15 (Medi ine Entran e Exam 1998)
Consider in the rst quadrant of the plane (x ≥ 0 and y ≥ 0) the domain
D1 bounded by the lines:

y = x and y = x2

and the domain D2 bounded by


y = x, y = x2 and y = b, where b > 1.
Cal ulate b so that the area of D2 is equal to the area of D1 .
Exer ise 16 (Medi ine Entran e Exam 1996)
ZZ
Cal ulate the double integral x dx dy , where D is the domain dened by
D

0 ≤ x ≤ y ≤ 1 and x2 + y 2 ≥ 1.

Exer ise 17 (Medi ine Entran e Exam 1995)


Z p
1◦ Cal ulate the indenite integral J = 2 − t2 dt.

2◦ Determine the area of the plane domain D dened by


x ≥ 0, y ≥ 0, x2 + y 2 ≤ 2 and y ≤ x2 .

Exer ise 18 (Medi ine Entran e Exam 1994)


Z 1 Z 1
Consider the integral K = e−x dx.
2
dy
0 y

1◦ Give the fun tion to integrate (x, y) 7−→ f (x, y).


2◦ Dene the domain of integration D of K .
3◦ Cal ulate K .

279
Chapter 10 Double integrals

Exer ise 19 (Medi ine Entran e Exam 1993)


Cal ulate the area of the domain interior to the parabola y 2 = 2x and the
ir le x2 + y 2 = 3.
Exer ise 20 (Medi ine Entran e Exam 2000)
Consider the double integral I given by:

Z 1 Z 1+ 1−y 2 p
I= dy x2 + y 2 dx.
0 y

1◦ Draw the domain of integration D.


2◦ Cal ulate I using polar oordinates.
Exer ise 21 (Medi ine Entran e Exam 2001)
ZZ
Consider the double integral I = f (x, y) dx dy where f is a ontinuous
D
fun tion on the domain D dened by
D = (x, y) ∈ R 2 ; 0 ≤ y ≤ 1, x2 + y 2 − 2y ≤ 0 and x ≤ 0 .


1◦ Draw D.
2◦ Write I in artesian oordinates by two dierent ways, by hanging the
order of integration.
3◦ Cal ulate the integral I in the ase where f (x, y) = 2x.
Exer ise 22 (Medi ine Entran e Exam 2002)
Using the polar oordinates, al ulate the double integral:
x+y
ZZ
I= 2 2
dx dy
Dx +y

where D = (x, y) ∈ R 2 : x2 + y 2 ≤ 4, x2 + y 2 − 2y ≥ 0, x > 0, y > 0 .




Exer ise 23 (Medi ine Entran e Exam 2003)


ZZ
Consider the double integral I = dx dy , where D is dened by:
D

D = (x, y) ∈ R 2 ; y ≥ 0, x2 + y 2 ≤ 4, (x − 1)2 + y 2 ≥ 1 and y ≤ x .




1◦ Without al ulating I , pre ise in artesian oordinates the boundaries


of integration of I , by xing x.
2◦ Cal ulate I using polar oordinates.

280
Chapter 10 Double integrals

Exer ise 24 (Medi ine Entran e Exam 2004)


Using polar oordinates, al ulate the double integral
1
ZZ
I= dx dy
D (x2 + y 2 )2
where D is dened by
D = (x, y) ∈ R 2 ; x2 + y 2 − 2y ≤ 0, x + y ≥ 1 and x ≥ 0 .


Exer ise 25 (1st session 2004-2005)


Z π Z π
2 2
Cal ulate dx cos99 y cos x dy .
0 x

Exer ise 26 (1st session 2004-2005)


Let

Z 1 Z 1− 1−y 2
I= dy √
dx.
0 − y

1◦ Draw the domain of integration D .

2◦ Write the expression of I by hanging the order of integration.

3◦ Cal ulate I using polar oordinates.

Exer ise 27 (2nd session 2004-2005)


Let
n π o
D = (x, y) ∈ R 2 : 0 ≤ x ≤ , 0 ≤ y ≤ 1 .
2
ZZ
Cal ulate I = x cos(xy) cos2 x dx dy .
D

Exer ise 28 (2nd session 2004-2005)


Let

Z 1 Z 1− 1−y 2
I= dy √ dx.
0 − 2y−y 2

1◦ Draw the domain of integration D .

2◦ Write the expression of I by hanging the order of integration.

3◦ Cal ulate I using polar oordinates.

281
Chapter 10 Double integrals

Exer ise 29 (Medi ine Entran e Exam 1997)


Cal ulate the double integral y
ZZ 2
p
I= y x2 + y 2 dx dy, D
D

where D is the shaded area, √


dened by O 3 2 x

D = {(x, y) ∈ R 2 : : y ≥ 0, x ≥ 3, x2 +y 2 ≤ 4}.

Exer ise 30 (Medi ine Entran e Exam 2005)


Consider the domain D, represented
√ by the shaded area; limited by the
ir le of enter O and radius 2, the parabola of equation y = x2 and the
line y = 1.
y

2
(−1, 1) (1, 1)
D

O 2 x

ZZ
Write I = f (x, y) dx dy by two dierent ways using the artesian oor-
D
dinates.

282
Chapter 10 Double integrals

SOLUTIONS
Exer ise 1
2 1 2 
1 14
Z Z Z
1◦ a) dy 2
(x + 2y) dx = + 2y dy = .
0 0 0 3 3
2 x 2 2
x 9
Z Z Z
b) dx dy = (−x + x3 ) dx = .
1 1 y2 1 4
x
π π
a
a2 πa2
Z Z Z
2 2
) dθ r dr = cos2 θ dθ = .
0 a sin θ 2 0 8

 θ = 0, θ = π ,
 
 x = 1, x = 2,
(
x = 0, x = 1,
2◦ D1 : D2 : D3 : 2
y = 0, y = 2.  y = 1 , y = x.
r = a, r = a sin θ.

x

y y y
1 y=x
y=
x
2 a

D1 D2 a
2 D3

O 1 x O 1 2 x O a x

Exer ise 2
1◦ y

O R x

π
ZZ ZZ
We have : m = ρ dx dy = ρ dx dy = ρ × (area D) = ρR2 .
D D 2

283
Chapter 10 Double integrals

2◦ xG = 0, by symmetry.
From the other hand, D is dened in polar oordinates by :
θ ∈ [0, π] and r ∈ [0, R].
ZZ ZZ ZZ
y dm = ρ y dx dy = ρ r 2 sin θ dθ dr
D D D
Z π Z R
2
= ρ sin θ dθ × r 2 dr = ρR3
0 0 3
1 4
ZZ
so yG = y dm = R.
m D 3π
Exer ise 3
y
ZZ
1◦ area (S) = dx dy
Z 2S Z −x2 +4 4
= dx dy
Z−1 x2 −2x
2
= (−2x2 + 2x + 4) dx. y = −x2 + 4
−1
S
Hen e area (S) = 9.
x
−1 O 2 x

y = x2 − 2x
2◦ The domain ∆ transformation of D is limited by the urves of equa-
tions

v = −3; v
v = −u2 + u + 3.
v = −u2 + u + 3
x′ x′

u v 1 0
J = ′ = = 1.
yu yv′ 1 1 −2 3
ZZ O u u
I = v|J| du dv

Z 3 Z −u2 +u+3
= du v dv
−2 −3
Z 3  v = −3
1 4 3 5 2
= u − u − u + 3u du.
−2 2 2
125
Hen e I = − .
12

284
Chapter 10 Double integrals

Exer ise 4
1◦ y
2 y=x

1
∆2

∆1

π
4

O 1 2 x

area (∆) = area (∆1 ) + area (∆2 ) = 2 area (∆1 ) sin e, by symmetry,
we have
ZZ ZZ
area (∆1 ) = area (∆2 ) = dx dy = r dr dθ.
∆1 ∆′1

From the other hand,


π
2 sin θ
π 1
Z Z
4
area (∆1 ) = dθ r dr = − ,
0 0 4 2 y
y = x2
π
hen e, area (∆) = − 1.
2
1
2◦ The domain D is dened in
polar oordinates by
h πi  
sin θ
θ ∈ 0, and r ∈ 0, 2 . D
4 cos θ
π

We get
4

O 1 x
π sin θ π
y r sin θ
ZZ Z Z Z
4 cos2 θ 4
m= dx dy = dθ r dr = tan2 θ dθ
D x2 + y2 0 0 r2 0
π
π
Z π
4
1 + tan2 θ − 1 dθ = [tan θ − θ]04 = 1 − .
  
=
0 4

285
Chapter 10 Double integrals

Exer ise 5
1◦ The density is dened by : ρ(x, y) = K x2 + y 2 = Kr (where K is
p

a onstant). Hen e
ZZ
m = dm y
ZDZ
= K ρ(x, y) dx dy
D D
π
Z
2
Z 2a cos θ
= 2K dθ r 2 dr O a 2a x
0 0
π
16
Z
2
= Ka3 cos3 θ dθ
3 0
π
16 32
Z
2
Ka3 1 − sin2 θ d(sin θ) = Ka3 .

=
3 0 9

The oordinates of the enter of gravity of D are dened by :


1 1
ZZ ZZ
xG = x dm and yG = y dm.
m D m D

We have yG = 0 by symmetry. From the other hand,


π
ZZ Z
2
Z 2a cos θ
x dm = K dθ r 3 cos θ dr
D − π2 0
Z π
2
= 4Ka4 cos5 θ dθ
− π2
π
64
Z
2 2
4
= 8Ka 1 − sin2 θ d (sin θ) = Ka4 .
0 15
6
Hen e xG = a.
5 y
2◦ Let's make the hange of variables
u = xy; 1
v = y − x. Duv

The new domain Duv is limited by O 1 2 x


u = 1, u = 2, −1
v = −1, v = 1.

286
Chapter 10 Double integrals

The asso iated ja obian to this hange of variables is given by:



u′ u′y y

x x
J −1 = ′ = = y + x > 0.
vx vy′ −1 1

Doing this hange of variables, we get


ZZ ZZ
2
y − x2 dx dy =

m = |y − x|(x + y) dx dy
Dxy Dxy
ZZ Z 2 Z 1
−1
= |v|JJ du dv = du × |v| dv
Duv 1 −1
Z 2 Z 1
= 2 du × v dv = 1.
1 0

Exer ise 6
The new domain ∆ is dened by

∆ = (u, v) ∈ R 2 ; 0 ≤ u ≤ 1 and 0 ≤ v ≤ 1 .


The asso iated ja obian to this hange of variables is given by :



x′ x′v 1 − v

−u
(u > 0 on ∆).
u
J = ′ = =u
yu yv′ v u

Doing this hange of variables, we get


1 1
1 5
ZZ Z Z
2
I= uv ln(1 + u) u du dv = u ln(1 + u) du × v dv = ln 2 − .
∆ 0 0 3 36

Exer ise 7

2◦ On D1 : y ≤ 1; y y = 2x

On D2 : y ≥ 1. 2
y=x
Sin e x > 0 on D, then D2
1
f (x, y) ≥ 0 on D2 , D1

f (x, y) ≤ 0 on D1 .
O 1 x

287
Chapter 10 Double integrals
ZZ ZZ ZZ
3◦ |f (x, y)| dx dy = f (x, y) dx dy − f (x, y) dx dy
D D2 D1
2 1 1 y
5
Z Z Z Z
= dy x(y − 1) dx − dy x(y − 1) dx = .
1 y
0 y 48
2 2

Exer ise 8
The domain D is dened in polar oordinates by :
 hπ π i
 θ ∈ , ; y
4 2


r = 2 sin θ



2
 2 D
 r∈

, 2 sin θ . 2
r=

cos θ + sin θ sin θ + cos θ
1
Hen e
Z π Z 2 sin θ θ x+y−2=0
2 π
I = dθ (sin θ − cos θ)r dr 4

2
1
π
4 cos θ+sin θ O x
π  
1
Z
2
= 2 (sin θ − cos θ) sin2 θ − dθ
π
4
(cos θ + sin θ)2
Z π Z π Z π
2 sin θ − cos θ 2
3
2
= −2 2
dθ + 2 sin θ dθ − 2 sin2 θ cos θ dθ
π (cos θ + sin θ) π π
4 4 4
Z π Z π Z π
2 d(cos θ + sin θ) 2 2
2
sin2 θ d(sin θ)

= 2 2
−2 1 − cos θ d(cos θ) − 2
π (cos θ + sin θ) π π
4 4 4

√ 5√ 2 1√ √
   
 8
= 2−2 + 2 + − + 2 =2 2− .
6 3 6 3

Exer ise 9
1◦ The new domain ∆′ is dened by
( v
0 ≤ u ≤ 2, v = −u + 2
0 ≤ v ≤ 2.
2
D2
The asso iated ja obian to this hange D1
of variables is given by :
w 2 u
1

x′ x′v 1
u
J = ′ = 2 = 1.

yu yv′ 0 1

288
Chapter 10 Double integrals

Hen e
ZZ
I = 2 |u + v − 2| du dv
Z Z∆

ZZ
= 2 (u + v − 2) du dv − 2 (u + v − 2) du dv
D2 D1
Z 2 Z 2 Z 2 Z −u+2
= 2 du (u + v − 2) dv − 2 du (u + v − 2) dv
0 −u+2 0 0
8 8 16
= + = . y
3 3 3
2
2◦ Changing the order of integration
in J, we get:
D2
J = J1 + J2
1
x
ZZ ZZ
O D1
= f (x, y) dx dy + f (x, y) dx dy
D1 D2

Z √1−y2 Z √1− y −1
Z 0 Z 2 2
= dy f (x, y) dx + dy f (x, y) dx.
−1 0 0 0

Exer ise 10
The mass of the domain ∆ is given by : y
ZZ
m= ρ(x, y) dx dy.


Set
u = x2 + y 2 ,
O 1 2 x
v = y − x2 .

The new domain ∆′ is dened by


∆′ = (u, v) ∈ R2 ; 1 ≤ u ≤ 4 and 0 ≤ v ≤ 1 .


The asso iated ja obian to this hange of variables is given by :



u′y 2x

1 ux
2y
= = = 2x(1 + 2y).

J vx′ vy′ −2x 1

1 1
Hen e |J| = = .
2|x|(1 + 2y) 2ρ(x, y)

289
Chapter 10 Double integrals

Doing this hange of variables, we get


1
ZZ ZZ
m= ρ(x(u, v), y(u, v))|J| du dv = du dv.
∆′ 2 ∆′

1 3
Hen e m = area (∆′ ) = .
2 2
Exer ise 11
1◦ The √interse tion points of C1 and C2 are given by y = x2 and
y= 2
2x − x .

Hen e x2 = 2x − x2 or x4 = x(2 − x). So x = 0 or x = 1 whi h
orresponds to the points O(0, 0) and A(1, 1).
2◦
y

A
1

O 1 x

3◦ We an write
∆ = ∆1 ∪ ∆2 ,

where the sub-domains ∆1 and ∆2 are given by:


y
 h πi
 θ ∈ 0; 1
4



∆1 :  
 sin θ
 r ∈ 0; ∆2


cos2 θ
and, ∆1
 hπ π i
π
 θ∈
 ; 4
4 2
∆2 : O 1 x

r ∈ [0; 2 cos θ]

290
Chapter 10 Double integrals

area (∆) = area (∆1 ) + area (∆2 ) = I1 + I2 with


π sin θ π
1 sin2 θ dθ 1  3  π4 1
Z Z Z
4 cos2 θ 4
I1 = dθ r dr = 2 2
= tan θ 0 = ,
0 0 2 0 cos θ cos θ 6 6

and
π π
2 cos θ
π 1
Z Z Z
2 2
I2 = dθ r dr = 2 cos2 θ dθ = − .
π
0 π 4 2
4 4

π 1
Hen e I = − .
4 2

Exer ise 12
y
1◦ D is dened by : x2
y=
2
0 ≤ y ≤ 2;
2

2y ≤ x ≤ 2.

2◦ D is dened by :
D
0 ≤ x ≤ 2;

x2 O 2 x
0≤y≤ .
2
x2
Z 2 Z
2
I an be written as: I = dx f (x, y) dy.
0 0

2 x2
2  x2
1 d(1 + x2 + y 2 ) 1 1
Z Z Z 2
2
3◦ J = dx 2 2 2
=− dx
2 0 0 (1 + x + y ) 2 0 1 + x2 + y 2 0

2 2
1 dx 1 dx
Z Z
= − x4
+
2 0 1 + x2 + 2 0 1 + x2
4

2
1 dx 1
Z
= − 2 + arctan 2.
2 2

2
0 1 + x2

291
Chapter 10 Double integrals

From the other hand, set x = 2 tan θ we get
Z
1 √
Z
dθ √ Z
2 dx = 2 = 2 cos2 θ dθ
1 + tan2 θ

x2
1+ 2
√ Z √  
2 2 sin(2θ)
= [1 + cos(2θ)] dθ = θ+
2 2 2
√  
2 tan θ
= θ+
2 1 + tan2 θ
√ "   #
2 x x 1
= arctan √ +√ 2 + st.
2 2 2 1 + x2

Hen e

2 √ 1 1
J =− arctan 2 − + arctan 2.
4 6 2

Exer ise 13
1◦ y

2
D2
D1

O 2 x

Z π Z 2
4 cos θ
2◦ area (D1 ) = dθ r dr
0 2
π  cos2 θ π
r2
  
1
Z Z
4 4
= dθ = 2 − 1 dθ.
0 2 2 0 cos2 θ
Hen e
π π
area (D1 ) = 2 [tan θ − θ]04 = 2 − .
2

292
Chapter 10 Double integrals
ZZ ZZ
3◦ I = |x − y| dx dy + |x − y| dx dy
D1 D2

= I1 + I2 = 2I1 (by symmetry).

Hen e
Z π Z 2
4 cos θ
I = 2 dθ r(cos θ − sin θ)r dr
0 2

π   2
1
Z cos θ
4
= 2 (cos θ − sin θ) r 3 dθ
0 3 2
π  
16 1
Z
4
= (cos θ − sin θ) − 1 dθ
0 3 cos3 θ
Z π Z π Z π
16 4 dθ 16 4 sin θ dθ 16 4
= − − (cos θ − sin θ) dθ
3 0 cos2 θ 3 0 cos3 θ 3 0
16 √
= 8− 2.
3

Exer ise 14
We write
Z 1 Z √4−y2
I= dy f (x, y) dx y
0 y2
2
or

I = I1 + I2 + I3

with
√ 1
Z 1 Z x
I1 = dx f (x, y) dy
0 0

Z 3 Z 1
I2 = dx f (x, y) dy ∆1 ∆2 ∆3
1 0
x

2 4−x2 O √
1 2
Z Z
3
I3 = √ dx f (x, y) dy.
3 0

293
Chapter 10 Double integrals

Exer ise 15
The domains D1 and D2 are given y y = x2 y=x
by b
 D2
 0≤x≤1
D1 :
x2 ≤ y ≤ x 1


 1≤y≤b
D2 : D1

 √
y≤x≤y O x
1 b
1 x 1
1
ZZ Z Z Z
area (D1 ) = x − x2 dx = .

dx dy = dx dy =
D1 0 x2 0 6
b y b
√ b2 2 √ 1
ZZ Z Z Z
area (D2 ) = dx dy = dy √
dx = (y − y) dy = − b b+ .
D2 1 y 1 2 3 6

b2 2 √ 16
Hen e, area (D1 ) = area (D2 ) i − b b = 0 or b = .
2 3 9
Exer ise 16
The domain D is dened by :
y
 √
 2 ≤y≤1
 y=x
D: 2
 p
 1
1 − y2 ≤ x ≤ y D

2
or 2
p
 π x= 1 − y2
π
 ≤θ≤
4 2

D:
 1≤r≤ 1


O
sin θ 2
2 1
Hen e:
1 y
1 1
1 √
Z Z Z 
y 2 − 1 + y 2 dy =

I = √ dy √ x dx = √ 2−1 ,
2
1−y 2 2 2 6
2 2

or
π 1 Z π 
1 2 1
Z Z
2 sin θ
2
I = dθ r cos θ dr = − 1 cos θ dθ
π
4
1 3 π
4
sin3 θ

1 √

1 1 2 
= − 2 + sin θ = 2−1 .
3 2 sin θ π 6
4

294
Chapter 10 Double integrals

Exer ise 17
t √
1◦ Set θ = arcsin √ or t = 2 sin θ :
2
Z √ √ 
J = 2 cos θ 2 cos θ dθ
Z
= (1 + cos(2θ)) dθ

sin(2θ)
= + θ + st
2
1 t
t 2 − t2 + arcsin √ + st.
p
=
2 2
ZZ
2◦ area (D) = dx dy y
D y = x2

Z 1 Z √2−y2 2
= dy dx 1

0 y
p
D x= 2 − y2
Z 1p 1

Z
= 2 − y 2 dy − y dy O √ x
1 2
0 0
 1  1
1 p y 2 √
= y 2 − y 2 + arcsin √ − y y
2 2 0 3 0

π 1
= − .
4 6

Exer ise 18
1◦ f (x, y) = e−x .
2

2◦ D = {(x, y) ∈ R 2 ; 0 ≤ y ≤ x ≤ 1}.
ZZ
3◦ K = e−x dx dy
2 y
y=x
D
Z 1 Z x
= −x2
e dx dy 1
0 0
Z 1
1
 1
e−1 D
−x2 2
= xe dx = − e−x = .
0 2 0 2e x
O 1

295
Chapter 10 Double integrals

Exer ise 19
ZZ
area (D) = dx dy y
y 2 = 2x
D
√ Z √3−y2 √
Z 2 2
= 2 dy dx
y2
0 2
D

Z 2 √ x
O

1 3
p
= 2 3 − y 2 − y 2 dy
0
√ √ √
Z 2p
2 2 − 2
= 2 2
3 − y dy − .
0 3
y √
To al ulate the last integral, set θ = arcsin √ or y = 3 sin θ
3
 
3 sin(2θ) 3
Z p Z
3− y 2 dy = θ+ (1 + cos(2θ)) dθ = + st.
2 2 2
 
3 y 1 p
Z p
Hen e 2
3 − y dy = arcsin √ + y 3 − y + st.
2
2 3 3
Therefore,
√ r
2 2
area (D) = + 3 arcsin .
3 3

Exer ise 20

1◦ Graphi al representation of D :
y
y=x
p
x=1+ 1 − y2
1

O 1 2 x

π
2 cos θ π 2 cos θ π
r3

8
Z Z Z Z
4 4 4
2◦ I = dθ 2
r dr = dθ = cos3 θ dθ
0 0 0 3 0 3 0
π π
10 √

8 8 1
Z 4
4
2 3

= 1 − sin θ d(sin θ) = sin θ − sin θ = 2.
3 0 3 3 0 9

296
Chapter 10 Double integrals

Exer ise 21
1◦ y

y=1
1

y =1− 1 − x2
x O x
Z 0 Z 1
2◦ I= dx √ f (x, y) dy;
−1 1− 1−x2
Z 1 Z 0
I= dy √ f (x, y) dx.
0 − 2y−y 2

1 0 1
2
Z Z Z
3◦ −(2y − y 2 ) dy = − .

I= dy √ 2x dx =
0 − 2y−y 2 0 3

Exer ise 22
The domain D is de- y
ned in polar oordi- 2
nates by :
1
 0≤θ≤ π D

∆: 2
O 2 x
2 sin θ ≤ r ≤ 2

Hen e:
x+y
ZZ ZZ
I= 2 2
dx dy = (cos θ + sin θ) dr dθ
Dx +y ∆
π π
Z
2
Z 2 Z
2
= (cos θ + sin θ) dθ dr = 2 (cos θ + sin θ)(1 − sin θ) dθ
0 2 sin θ 0
Z π
2
=2 (cos θ + sin θ − cos θ sin θ − sin2 θ) dθ
0
 π
cos(2θ) θ sin(2θ) 2 π
= 2 sin θ − cos θ + − + =3−
4 2 4 0 2
1 1
Sin e cos θ sin θ = sin(2θ) and sin2 θ = (1 − cos(2θ)).
2 2

297
Chapter 10 Double integrals

Exer ise 23
y
√ √
Z 2 Z x Z 2 Z 4−x2
2
1◦ I= dx √ dy + √ dx √ dy .
1 2x−x2 2 2x−x2 √ √
( 2, 2)
1

π π
Z
4
Z 2 Z
4
2◦ 1 − cos2 θ dθ √

I = dθ r dr = 2 O 1 2 2 x
0 2 cos θ 0
π
π 1
Z
4
= (1 − cos(2θ)) dθ = − .
0 4 2

Exer ise 24
y
The domain D is dened
2
in polar oordinates by : x+y =1

r = 2 sin θ
 π
 α≤θ≤ 2

1
D:
1 1
≤ r ≤ 2 sin θ

 r=
cos θ + sin θ
cos θ + sin θ θ
α
√  π O x
where α is su h that tan α = 2−1 α = . 1
8

Hen e:
π π 2 sin θ
2 sin θ 
dr 1
Z Z Z
2 2
I = dθ = − 2 dθ
α 1 r3 α 2r 1
cos θ+sin θ cos θ+sin θ
π  
1 1
Z
2
2
= − − (cos θ + sin θ) dθ
2 α 4 sin2 θ
Z π Z π
1 2 dθ 1 2
= − + (1 + sin(2θ)) dθ
8 α sin2 θ 2 α
 π
1 θ cos(2θ) 2 3π 1
= cot θ + − = + .
8 2 4 α 16 8

298
Chapter 10 Double integrals

Exer ise 25
The domain of integration D is limited by the urves of equations:
π π y
x = 0, x= , y=x and y = .
2 2
y=x
π
π
Z Z y
2 2
I = cos99 y dy cos x dx D
0 0
Z π
2
= cos99 y [sin x]y0 dy O π x
0 2
π  π2
cos100 y

1
Z
2
99
= cos y sin y dy = − = .
0 100 0 100

Exer ise 26

1◦ The domain of integration D of y √


the integral I is limited by the y = x2
y= 2x − x2

urves of equations: y = 0, y = 1, 1

x = − y and x = 1 − 1 − y 2 .
p

−1 O 1 x
2◦ We an write:

D = D1 ∪ D2

where D1 and D2 are dened by :


(
0≤x≤1
D1 : √
2x − x2 ≤ y ≤ 1
(
−1 ≤ x ≤ 0
D2 :
x2 ≤ y ≤ 1

Hen e
Z 0 Z 1 Z 1 Z 1
I= dx dy + dx √ dy.
−1 x2 0 2x−x2

299
Chapter 10 Double integrals

3◦ In polar oordinates

π 1 3π 1 sin θ
Z Z Z Z Z π Z
2 sin θ 4 sin θ cos2 θ
I= dθ r dr + dθ r dr + dθ r dr
π π 3π
4
2 cos θ 2
0 4
0

with
π 1 π  
1 1
Z Z Z
2 sin θ 2
I1 = dθ r dr = − 4 cos2 θ dθ
π
4
2 cos θ 2 π
4
sin2 θ
1 π π
= − [cot θ + sin(2θ) + 2θ] π2 = 1 − .
2 4 4

3π 1 3π
1 1
Z Z Z
4 sin θ 4
I2 = dθ r dr = dθ
π
2
0 2 π
2
sin2 θ
1 3π 1
= [− cot θ] π 4 = .
2 2 2

sin θ 3π
π
1 sin2 θ
Z Z Z
cos2 θ 4
I3 = dθ r dr = dθ

0 2 π cos4 θ
4 2

1  3 π 1
= tan θ 3π = .
6 4 6
5 π
Hen e I= − .
3 4

Exer ise 27
The domain of integration D is limited by the lines of equations: x = 0,
π
x= , y = 0 and y = 1. y
2
Z π
2
I = cos2 x [sin(xy)]y=1
y=0 dx 1
0
Z π
2
D
= cos2 x sin x dx
0
 π2
cos3 x

1 O π x
= − = .
3 3 2
0

300
Chapter 10 Double integrals

Exer ise 28
1◦ The domain of integration D y
of the integral I is limited by
the urves of equations: y = 0,
p
p
x = − 2y − y 2 x=1− 1 − y2

y = 1, x p = − 2y − y and
p
2
1
x=1− 1−y . 2
D1
D2
2◦ We an write:
D = D1 ∪ D2 O 1 x

where D1 and D2 are dened by :


( (
0≤x≤1 −1 ≤ x ≤ 0
D1 : √ and D2 : √
2x − x2 ≤ y ≤ 1 1 − 1 − x2 ≤ y ≤ 1
Z 0 Z 1 Z 1 Z 1
Hen e, I= dx √ dy + dx √ dy .
−1 1− 1−x2 0 2x−x2

3◦ In polar oordinates
π 1 3π 1
Z
2
Z
sin θ
Z
4
Z
sin θ
Z π Z 2 sin θ
I= dθ r dr + dθ r dr + dθ r dr.
π π 3π
4
2 cos θ 2
0 4
0

From the other hand,


π 1 π  
1 1
Z Z Z
2 sin θ 2
I1 = dθ r dr = − 4 cos2 θ dθ
π
4
2 cos θ 2 π
4
sin2 θ
1 π π
= [− cot θ − sin(2θ) − 2θ] π2 = 1 − .
2 4 4
Z 3π Z 1 Z 3π
4 sin θ 1 4 1 1 3π
4
1
I2 = dθ r dr = 2 = [− cot θ] π = .
π
0 2 π sin θ 2 2 2
2 2
Z π Z 2 sin θ Z π Z π
2
I3 = dθ r dr = 2 sin θ dθ = (1 − cos(2θ)) dθ
3π 3π 3π
4
0 4 4
 π
sin(2θ) π 1
= θ− = − .
2 3π 4 2
4

Hen e, I = I1 + I2 + I3 = 1.
Question of ree tion: Could nd again the value of I geometri ally?

301
Chapter 10 Double integrals

Exer ise 29
It is naturel to use the polar oordi-
nates: y
2
 π
 0 ≤ θ ≤ 6;
 √
A( 3, 1)
D: √
3 √
3
≤ r ≤ 2.


r=
cos θ cos θ
The al ulation of the double integral π
6
r=2

an be written as: θ

Z π
6
Z 2 O √
3 2 x
3
I = sin θ dθ √ r dr
3
0 cos θ
π   Z π Z π
1 9 9 6 d(cos θ)
Z
6 6
= sin θ 16 − dθ = 4 sin θ dθ +
4 0 cos4 θ 0 4 0 cos4 θ

[ ℄
π 
6 9 1 6
= 4 − cos θ 0
+ − 3
.
4 3 cos θ 0
9 8√
The al ulation gives I = − 3.
4 3
Exer ise 30
The double integral an be written as:

Z 1 Z y
I= dy √ f (x, y) dx dy
0 − 2−y 2

or

Z −1 Z 2−x2 Z 0 Z 1 Z 1 Z 1
I= √ dx f (x, y) dy+ dx f (x, y) dy+ dx f (x, y) dy.
− 2 0 −1 0 0 x2

y
√ y = x2
2

(−1, 1) (1, 1)

√ √
− 2 −1 O 2 x

x2 + y 2 = 2

302
Chapter 10 Double integrals

PROPOSED EXERCISES
Exer ise 1
Cal ulate the double integral
ZZ
I= xy dx dy,
D
in ea h of the following ases:
D = (x, y) ∈ R 2 ; y ≥ x2 , x ≥ y 2 ;


D = (x, y) ∈ R 2 ; x ≥ 0, y ≥ 0, (x − 2)2 + y 2 ≤ 1 .


Exer ise 2
Write the equations of the urves bounding the domains in the following
double integrals, and sket h the graphs of these domains
Z 2 Z 2−x Z 1 Z √3−y2
a) dx f (x, y) dy; b) dy
y2
f (x, y) dx.
x2
−6 4
−1 0 2

Exer ise 3
Let D be the domain of R 2 bounded by the triangle with verti es O(0, 0),
A(1, 1) and B(5, 1).
1◦ Sket h this domain.
ZZ
2◦ Write the double integral I = f (x, y) dx dy in two ways: First,
D
integrate with respe t to y and then with respe t to x, then vi e-versa.
3◦ Determine I when f (x, y) =
p
xy − y 2 .

Exer ise 4
Cal ulate the following double integrals:

ZZ
x
a) I1 = e y dx dy , D1 = (x, y) ∈ R 2 ; x ≥ 0, x ≤ y ≤ 1 ;

D1

x
ZZ
b) I2 = dx dy , D2 is the domain of R 2 bounded by the
D2 + y2x2
x2
parabola y = and by the line y = x;
2
dx dy
ZZ
) I3 = , D3 = (x, y) ∈ R 2 ; (x − 1)2 + (y − 1)2 ≤ 1 .


D3 2 − x

303
Chapter 10 Double integrals

Exer ise 5
Z 1 Z 2−y
1◦ Cal ulate the double integral I = dy √ x dx.
0 1−y 2

2◦ Represent the domain of integration D of I graphi ally.

3◦ Find the value of I by hanging the order of integration.

Exer ise 6
y−4
Z 4 Z
2
1◦ Cal ulate the double integral I = dy √
dx.
0 − 4−y

2◦ Represent the domain of integration D of I graphi ally.

3◦ Find the value of I by hanging the order of integration.

Exer ise 7
Consider the double integral
dx dy
ZZ
I= √ ,
D y−x+2

where D = (x, y) ; x2 + 2x − 2y − 4 ≤ 0, x − y ≤ 0, x − y + 1 ≥ 0 . Eval-




uate I using the hange of variable x = u and y = u + v.

Exer ise 8
Cal ulate
Z 2 Z 3x y
I= dx sin dy.
1 x x

Interpret I as the double integral


ZZ y 
I= sin dx dy
D x

and pre ise the domain D.



 u = x;
Cal ulate I using the hange of variables
 v = y.
x

304
Chapter 10 Double integrals

Exer ise 9
Cal ulate, by transforming to polar oordinates, the following double inte-
grals:
ZZ
a) I = x2 y dx dy , D = (x, y) ; y ≥ 0, x2 + y 2 − 2x ≤ 0 ;

D
ZZ
b) I = ln(x2 + y 2 ) dx dy , D = (x, y) ; x2 + y 2 ≥ 1, x2 + y 2 ≤ 4 ;

D

dx dy
ZZ
) I = , D = (x, y) ; x ≥ 1, x2 + y 2 − 2x ≤ 0 ;

D (x2 + y 2 )2
ZZ
d) I = y dx dy , D = (x, y) ∈ R 2+ ; x2 + y 2 ≤ 1, x2 + y 2 ≥ 2y .

D

Exer ise 10
Cal ulate, by transforming to polar oordinates, the following double inte-
grals:
x−y
ZZ
dx dy, D1 = (x, y) ; x2 + y 2 ≤ 2x, x + y ≥ 2 ;

I1 = p
D1 x2 + y 2
ZZ
(x2 + y 2 ) dx dy, D2 = (x, y) ; y ≥ 0, x2 + y 2 ≤ x, x2 + y 2 ≥ y .

I2 =
D2

Exer ise 11
Transform to polar oordinates (r, θ) and write the equations of the urves
bounding the domains in the following double integrals:
Z 1 Z 1 Z 1 Z 2−y
a) dx √ f (x, y) dy, b) dy √
f (x, y) dx.
0 1−x2 0 y

Exer ise 12
ZZ
Cal ulate I = x dx dy where D is the domain bounded by the urve
D
with equation x = 2y − y 2 and by the line passing through the points
p

A(2, 0) and B(0, 2) :

1◦ by transforming to polar oordinates;

2◦ by using the artesian oordinates.

305
Chapter 10 Double integrals

Exer ise 13
ZZ
Cal ulate I = 3x2 + y 2 dx dy , with

D

D = (x, y) ; x2 + y 2 ≤ 1, (x − 1)2 + y 2 ≤ 1, y ≥ 0 .


Exer ise 14
Cal ulate the area of the domain D bounded by the urves with equations

and x = 2,
p
y= 2x − x2 , y= 2x

using rst the polar oordinates and then artesian oordinates.

Exer ise 15
Cal ulate the mass of the domain D = (x, y) ; x2 + y 2 − 4y ≤ 0, x ≤ 0, y ≥ 0


if its density ρ is dened by ρ(x, y) = |x2 + y 2 − 2y|.

Exer ise 16
Cal ulate the oordinates of the enter of gravity of the uniform domain in
the plane bounded by the parabolas : y 2 = 4x + 4, y 2 = −2x + 4.
Exer ise 17
Cal ulate the moment of inertia with respe t to the origin of the domain:
D: x2 + y 2 ≤ 1 and y ≥ 0,

given the density ρ dened by ρ(x, y) =


p
1 + x2 + y 2 .

306
Chapter 11

DIFFERENTIAL
EQUATIONS OF THE FIRST
ORDER

THE ESSENTIALS OF THE COURSE


1. DEFINITION
We all dierential equation of the rst order every relation of the form

F (x, y, y ′ ) = 0 (1)

relating a real variable x, an unknown fun tion x 7→ y(x) and its derivative y ′ .
We assume that y is dierentiable on an open interval I.

2. SOLUTION OF THE DIFFERENTIAL EQUATION


We all solution, or integral, of the dierential equation (1) on an open
interval I of R , every fun tion ϕ dened and dierentiable on I and verifying,
for every x ∈ I ,

F (x, ϕ(x), ϕ′ (x)) = 0. (2)

Integrate the dierential equation means to determine all the solutions


(spe ifying if there is valid the set of denition of ea h).

307
Chapter 11 Dierential equations of the rst order

3. EQUATION OF THE TYPE y ′ = f (x)


Let f be a ontinuous fun tion on an open interval I . The solutions of the
equation

y ′ = f (x)
Z
are given by y = f (x) dx + c, where c is an arbitrary onstant.

Remark
Z
◦ y= f (x) dx + c is alled general solution of the dierential equa-
tion.
◦ The general solution of a dierential equation of the rst order ontains
arbitrary onstant. It is a lass of solutions. This lass of solutions will
be alled general integral of the dierential equation.
◦ While giving to the arbitrary onstant c a parti ular value, we obtain
a parti ular solution of the dierential equation.

4. EQUATION WITH SEPARABLE VARIABLES


A dierential equation of the rst order is said to be with separable vari-
ables (or separated) if it an be written in the form
 
dy
g(y)y = f (x) or

g(y) dy = f (x) dx ′
y =
dx

where f and g are two ontinuous fun tions of one variable on an open
interval that does not ontain roots of g.

Theorem 1
The solutions of the equation g(y) dy = f (x) dx are given by:
Z Z
g(y) dy = f (x) dx + c

where c is an arbitrary onstant.

308
Chapter 11 Dierential equations of the rst order

5. HOMOGENEOUS EQUATION
A dierential equation is said to be homogeneous if it ould be redu ed
into the form
y 
y′ = f (3)
x

where f is a fun tion of one variable, ontinuous on an open interval that


does not ontain 0.

Theorem 2
The homogeneous equation (3) ould be transformed, by the hange fun tion
y(x)
u(x) = , into the equation with separable variables:
x

du dx
= .
f (u) − u x

6. LINEAR EQUATION
We all linear dierential equation of the rst order every equation that
an be redu ed into the form

y ′ + a(x)y = b(x) (4)

where a and b are two otinuous fun tions on an open interval I . The
equation without se ond member (or homogeneous equation):
y ′ + a(x)y = 0 (4′ )

a) General solution of the equation without se ond member


dy
The equation (4′ ) ould be written = −a(x) dx whi h is an equation
y
with separable variables.
Its general solution is then

y(x) = cy1 (x) where (5)


R
y1 (x) = e− a(x) dx

y1 is a parti ular solution of (4′ ).

309
Chapter 11 Dierential equations of the rst order

b) General solution of the omplete equation


Theorem 3
If y1 is a parti ular solution of the equation without se ond member, and Y
is a parti ular solution of the omplete equation, then the general solution of
this omplete equation is:
y = cy1 + Y. (6)

Looking for a solution of the omplete equation (4) in the form


y = cy1 + Y, by repla ing in (5) the onstant c by a dierentiable fun tion
u, we get the general solution of (4):
Z
where Y (x) = y1 (x) (7)
R
a(x) dx
y = ky1 + Y b(x)e dx

that is:
R
Z R

a(x) dx
y(x) = e− a(x) dx b(x)e dx + k

k is an arbitrary onstant.

7. BERNOULLI'S EQUATION
We all Bernoulli's dierential equation every equation that an be re-
du ed into the form

y ′ + a(x)y = b(x)y m (8)

where a and b are two ontinuous fun tions of x on an open interval and m
is a given real number.
◦ For m = 1, (8) is an equation with separable variables.

◦ For m = 0, (8) is a linear equation.

◦ For m 6= 0 and 1, (8) an be redu ed, by the hange of fun tion


z = y 1−m , into the equation:

1
z ′ + a(x)z = b(x)
1−m

whi h is a linear equation.

310
Chapter 11 Dierential equations of the rst order

8. INITIAL CONDITION
Consider the dierential equation F (x, y, y ′ ) = 0. Assume that the equation
an be written in the form
y ′ = f (x, y) (9)
alled anoni al form.

Theorem 4
If the two partial derivatives of f are ontinuous near a point (x0 , y0 ), then
there exists a unique solution ϕ of the dierential equation, dened near x0
and verifying : ϕ(x0 ) = y0 .

Remark
For a linear equation (4), this ondition ( alled initial ondition) is repla ed
by the ontinuity of the fun tions a and b. In this ase, and if (x0 , y0 ) is an
arbitrary point of the plane, there exists a unique value of the onstant k,
of the formula (7), su h that y(x0 ) = y0 . In other words, there exists a
unique integral urve, of the lass of solutions that passes through the
point (x0 , y0 ).

9. STRONG POINTS OF THE CHAPTER


◦ A Bernoulli's equation an be redu ed into linear equation. A linear
equation (and a homogeneous equation) ould be redu ed into equa-
tion(s) to separable variables.
◦ The di ulty while solving a linear equation is to nd a parti ular so-
lution Y of the omplete equation (formula (7)). This an be obtained
by the variation of the onstant formula.
◦ Meanwhile, if a and b in (4) has simple form ( onstants, polynomials,
· · · ) it is possible to look dire tly to this solution (in the form of a
onstant, polynomial, · · · ).

311
Chapter 11 Dierential equations of the rst order

STATEMENTS OF SOLVED EXERCISES


Exer ise 1
Solve the following dierential equations:
dy y2 − y − 2
a) y ′ cos x − y sin x = 1; b) = ;
dx x2 + x
dy
) x d) x(ln y − ln x) dy = y(1 + ln y − ln x) dx.
p
= y + x2 + y 2 ;
dx
Exer ise 2
Solve the following dierential equations:
a) y ′ = y(ln y + x2 − 2x), doing the hange of fun tion u = ln y ;
y y−x
b) y ′ = + cos , doing a onvenient hange of fun tion;
x x
) (x + 2y + 1) dx − (2x + 4y + 3) dy = 0, doing a onvenient hange of
fun tion.

EXAMS & ENTRANCE EXAMS


Exer ise 3 (Final 1994)
Integrate the following dierential equation:
xy ′ + y − xy 3 = 0.

Exer ise 4 (Final 1995)


Solve the dierential equation
xy ′ − y + (1 − x)ex−1 = 0.

Exer ise 5 (Final 1996)


Solve the following dierential equation:
xy ′ + (1 − x)y = x2 .
Determine the integral urve passing through the point (1, 3).
Exer ise 6 (Final 1997)
Solve the dierential equation
y ′ − 3x2 y = (2 − 3x2 )e2x with y(1) = 3.

312
Chapter 11 Dierential equations of the rst order

Exer ise 7 (Final 1998)


Solve the dierential equation
2x
y′ − y = 1, y(0) = 1.
1 + x2

Exer ise 8 (Final 2000)


1◦ Solve the following dierential equation:
y ′ − 2xy = (1 − 2x)ex .

Determine the solution verifying y(0) = 3.


2◦ Solve the following dierential equation:
 y y y
x sin − y cos dx + x cos dy = 0.
x x x

Exer ise 9 (Final 2001)


Solve the following dierential equation:
dy √
− y = y.
dx
Exer ise 10 (Medi ine Entran e Exam 1996)
Solve the rst order dierential equation:
(1 + ex )(2 + ex )y ′ − ex y = 0.

Exer ise 11 (Medi ine Entran e Exam 1994)


Solve the dierential equation:
y ′′ + y ′ tan x = 0.

Exer ise 12 (Medi ine Entran e Exam 1993)


Solve the dierential equation y′ = ex+y .

Exer ise 13 (Medi ine Entran e Exam 2000)


Solve the rst order dierential equation:
y ′ sin x − y cos x = cot x, (cot = otangent).

Exer ise 14 (1st session 2004-2005)

313
Chapter 11 Dierential equations of the rst order

1◦ Solve the following dierential equations:

a) (1 + e−y ) dx − (x − 1) dy = 0.
b) xyy ′ + x2 + y 2 = 0.
2◦ Solve the dierential equation
1 1 ln x
y′ − y= e
x(1 + x) 1+x

Determine the parti ular solution verifying y(1) = 1.

Exer ise 15 (2nd session 2004-2005)


1◦ Solve the dierential equation

(x2 + xy)y ′ − (x2 + y 2 ) = 0.

Find the parti ular solution verifying y(1) = 2.


2◦ Solve the dierential equation
1
(1 + x2 )2 y ′ + 2xy = xe 1+x2 .

Find the parti ular solution verifying y(0) = e.

Exer ise 16 (Medi ine Entran e Exam 2005)


x+y
Solve the dierential equation y ′ = .
x−y

314
Chapter 11 Dierential equations of the rst order

SOLUTIONS
Exer ise 1
a) It is a rst order linear equation. The equation without se ond member
is:
dy sin x
= dx
y cos x
dy sin x c
Z Z
hen e = dx so y1 (x) = .
y cos x cos x
Let's nd a general solution of the omplete equation of the form
c(x)
y(x) = .
cos x
Then:
c′ (x) = 1 so c(x) = x + k.

k x
Hen e y(x) = + .
cos x cos x
Remark
Taking k = 0, we nd a parti ular solution
x
Y (x) = .
cos x
The general solution is then y = y1 + Y .
b) It is an equation of separable variables. It ould be written in the form:
dy dx
= 2 .
y2 −y−2 x +x
De omposing into simple elements
   
1 1 1 1 1
− dy = − dx,
3 y−2 y+1 x x+1
whi h gives
r
3
y−2 kx
= .
y+1 1+x

315
Chapter 11 Dierential equations of the rst order

) It is a homogeneous equation. The hange of fun tion y = xu, gives


du dx
or
p
xu′ = 1 + u2 , √ = .
1+u 2 x

The general integral of this equation is:


 
arg sh u = ln |x| + c, or
p
ln u + 1+ u2 = ln |x| + c.

We have then
so y +
p p
u+ 1 + u2 = kx x2 + y 2 = kx2 .

d) It is a homogeneous equation
y y y
y ′ ln = 1 + ln .
x x x
The hange of fun tion y = xu, gives
ln u dx
du = ,
u x
the general integral is
1 y
(ln u)2 = ln x + c1 so ln2 = ln x2 + c2 .
2 x

Exer ise 2
a) Doing the hange of fun tion u = ln y , the equation be omes
u′ = u + x2 − 2x,

whi h is a linear equation of rst order. The equation without se ond


member u′ − u = 0, admits the general integral u(x) = cex .
To nd the general integral of the omplete equation, let's use the
hange of onstant formula:
u′ = c′ ex + cex ,

whi h gives
c′ ex = x2 − 2x or c′ = x2 − 2x e−x , so c(x) = −x2 e−x + k.


Hen e u(x) = ln y(x) = kex − x2 , so .


x −x2
y(x) = eke

316
Chapter 11 Dierential equations of the rst order

b) This equation is homogeneous, set y = xu; we get


xu′ + u = u + cos(u − 1).

Hen e
du dx
= .
cos(u − 1) x
dt cos t 1 1 + sin t
Z Z
But, = 2
dt = arg th(sin t) + c = ln + c.
cos t cos t 2 1 − sin t
The general integral of the equation is :
1 1 + sin(u − 1)
ln = ln |x| + c,
2 1 − sin(u − 1)
y  h y i
so 1 + sin − 1 = kx2 1 − sin −1 .
x x
) Set x + 2y = u, so 1 + 2y ′ = u′ . The equation be omes
u′ − 1
(u + 1) − (2u + 3) =0
2
 
1
1+ du = 2 dx
4u + 5
of whi h general integral is :
4u + ln |4u + 5| = 8x + c so 8y − 4x + ln |4x + 8y + 5| = c.

Exer ise 3
It is a Bernoulli's equation. It ould be written
y′ 1 1
+ = 1.
y3 x y2
1
By the hange of fun tion z = , it be omes
y2
2
z′ − z = −2,
x
whi h is a linear equation in z . The equation without se ond member is
dz dx
=2 ,
z x
of whi h the general integral is z(x) = cx2 .

317
Chapter 11 Dierential equations of the rst order

To nd the general solution of the omplete equation, let's use the variation
of onstant method:

z ′ = c′ x2 + 2cx,

we have then
2
c′ x2 = −2 or c(x) = + k.
x
Therefore, the solution is :
z(x) = 2x + kx2 .
1
Hen e y(x) = ± p .
x(2 + kx)

Exer ise 4
It is a linear equation, the equation without se ond member is
dy dx
= ,
y x

The general integral is y(x) = cx.


To nd the general solution of the omplete equation, let's use the variation
of onstant method:

y ′ = c + c′ x,

Hen e,
 
1 1 1
2 ′
x c = (x − 1)e x−1
so c =′
− 2 ex−1 Hen e c(x) = ex−1 + k.
x x x

Therefore, y = kx + ex−1 .
Remark
To simplify the equation, set y(x) = z(x)ex−1 . The equation be omes:

xz ′ + (x − 1)z = x − 1

of whi h parti ular solution is z(x) = 1.


Its general solution is z(x) = cxe−x + 1 ; hen e y(x) = ce−1 x + ex−1 .

318
Chapter 11 Dierential equations of the rst order

Exer ise 5
It is a linear homogeneous equation
 
dy x−1 1
= dx = 1− dx
y x x
ex
ln |y| = x − ln |x| + st = ln c ;
|x|
ex
hen e y(x) = c .
x
Let's use the hange of onstant method c and repla e it in the omplete
equation:
ex
xc′ = x2 , c′ = x2 e−x ,
x
hen e c = −e−x x2 +2x + 2 + 
k.


ex 2
Hen e y(x) = k − x + 2 + .
x x
ex−1
 
2
The parti ular solution satisfying y(1) = 3 is: y(x) = 8 − x+2+ .
x x

Exer ise 6
Let's look for the solution in the form y = uv. Repla ing in the equation,
we get
u′ v + v ′ u − 3x2 uv = 2 − 3x2 e2x ,


or u′ v + u(v′ − 3x2 v) = 2 − 3x2 e2x .




Let's look for v su h that


dv
v ′ − 3x2 v = 0 or = 3x2 dx or
3
v(x) = ex .
v
The equation be omes
u′ v = 2 − 3x2 e2x or u′ = 2 − 3x2 e2x−x .
  3

Hen e u(x) = e2x−x + c,


3

so
3
y = e2x + cex .
The parti ular solution satisfying y(1) = 3 is :
3 − e2 x3
so y(x) = e2x + 3ex
3 −1 3 +1
y(x) = e2x + e − ex .
e

319
Chapter 11 Dierential equations of the rst order

Exer ise 7
◦ Resolution of the equation without se ond member :
2x dy 2x dx
y′ − y = 0 or or y(x) = c 1 + x2 .

=
1 + x2 y 1 + x2

◦ Let's use the hange of onstant method, we get

c′ 1 + x2 = 1 hen e c(x) = arctan x + k,




nally the general solution of the equation is :


y(x) = 1 + x2 (arctan x + k) .


The parti ular solution satisfying y(0) = 1 is :


y(x) = 1 + x2 (arctan x + 1) .


Exer ise 8
1◦ It is a linear equation. The hange of fun tion y(x) = ex z(x) transform
this equation in
z ′ + (1 − 2x)z = 1 − 2x.

A parti ular solution is z(x) = 1.


The general solution of the equation without se ond member is
2 −x
z1 (x) = cex .

Hen e the general solution: z(x) = cex + 1. So y(x) = ex + cex .


2 −x 2

2◦ The given equation ould be written as


 y y y y
sin − cos dx + cos dy = 0.
x x x x
This equation being homogeneous, set y = xu ; hen e
(sin u − u cos u) dx + cos u(x du + u dx) = 0.

We have then
cos u dx
sin u dx + x cos u du = 0 or du = − .
sin u x
The general integral of this equation is :
y k k
sin = , hen e y = x arcsin .
x x x

320
Chapter 11 Dierential equations of the rst order

Exer ise 9
The given dierential equation ould be written as:
dy
√ √  = dx.
y 1+ y

√   2
Hen e 2 ln 1 + y = x + c, so y(x) = ke 2 − 1 .
x

Exer ise 10
It is a dierential equation with separable variables. It ould be written:
dy ex dx dy ex ex
= or = dx − dx,
y (1 + ex ) (2 + ex ) y 1 + ex 2 + ex

so the general integral is


1 + ex
y(x) = c .
2 + ex

Exer ise 11
The hange z = y ′ transform the equation here onsidered in

z ′ + z tan x = 0,

whi h is a dierential equation with separable variables of general integral

z (x) = c1 cos x.

Hen e y ′ = c1 cos x and nally y(x) = c1 sin x + c2 .

Exer ise 12
It is an equation with separable variables. It ould be written hen e

e−y dy = ex dx,

it be omes e−y = −ex + c.


Hen e y(x) = − ln (c − ex ).

321
Chapter 11 Dierential equations of the rst order

Exer ise 13
It is a linear equation.
◦ The equation without se ond member has for general solution
y1 (x) = c sin x.

◦ The variation of the onstant gives


cos x
c′ sin2 x = cot x, or c′ = .
sin2 x
1
Hen e c(x) = − + k,
2 sin2 x
1
hen e y(x) = k sin x − .
2 sin x
Exer ise 14
1◦ a) To separate the variables:
ey dy dx
y
=
1+e x−1
hen e y = ln |k(1 − x) − 1| where k is an arbitrary onstant.
b) It is about a homogeneous dierential equation. We get
x y
y′ = − − .
y x
z dz dx
Set y = zx. It be omes: 2
=− .
1 + 2z x
1

y 2 
So we get: ln 1 + 2 2 = − ln |x| + c.
4 x
2◦ It is about a linear dierential equation of rst order. The equation
without se ond member is
 
dy 1 1
= − dx.
y x x+1
x
Hen e y(x) = c .
x+1
Applying the method of variation of the onstant :
1 ln x
c′ = e , so c = eln x + k.
x
x
The general solution is: y(x) = eln x + k .

x+1
y(1) = 1 gives k = 2.

322
Chapter 11 Dierential equations of the rst order

Exer ise 15
y2
1+
1◦ The onsidered dierential equation is y ′ = x2 whi h is a homo-
y
1+
x
y
geneous equation. Set z = . We get:
x
1 + z2 z+1 dx
xz ′ + z = so
dz = − .
1+z z−1 x
y y
By integration, we nd + 2 ln 1 − = − ln |x| + c. If, y = 2 for

x x
x = 1, then c = 2.
2◦ It is about a linear dierential equation of rst order. Let's look for
the solution y in the form y = u(x)v(x). We get:
  1

′ 2x′ xe 1+x2
uv+u v + v = .
(1 + x2 )2 (1 + x2 )2
2x
We hoose v so that v′ + v = 0. Hen e:
(1 + x2 )2
dv 2x dx 1
=− so v(x) = e 1+x2 .
v (1 + x2 )2
1
xe 1+x2 x
Otherwise, u′ v
= , so u′ = .
(1 + x2 )2 (1 + x2 )2
−1
Hen e u(x) = + c and therefore
2(1 + x2 )
 
−1 1
1+x2 .
y(x) = + c e
2(1 + x2 )
3
Finally, y(0) = e gives c = .
2
Exer ise 16
y
Denote z = , we have y = zx, y ′ = xz ′ + z , and the equation be omes:
x
1+z 1−z dx
xz ′ + z = so dz = .
1−z 1+z x
y2
 
y 1
By integration, we get: arctan − ln 1 + 2 = ln |x| + st.
x 2 x

323
Chapter 11 Dierential equations of the rst order

PROPOSED EXERCISES
Exer ise 1
Consider the dierential equation (E) : y ′ + ey−x = 0.
1◦ Verify that the solutions of (E) are monotoni fun tions.

2◦ Solve (E).

3◦ Determine the solution of (E) satisfying y(0) = 1.

Exer ise 2
1◦ Solve the dierential equation:

xy ′ ln x = (3 ln x + 1)y (1)

2◦ By what point of the plane pass all the integral urves of (1)?

Exer ise 3
Solve the following dierential equations:
1◦ (x2 + y 2 ) dx + (x2 − xy) dy = 0.


2◦ (2 xy − y) dx − x dy = 0.

y
3◦ xy ′ = y + xe x , y(1) = 1.

dy y y
4◦ = ln .
dx x x
 y  π
5◦ x dy + x cos2 − y dx = 0, y(2) = .
x 2
y y
6◦ x sin (y dx + x dy) = y cos (y dx − x dy).
x x
Exer ise 4
x+y
Integrate the dierential equation y ′ = .
x−y
x+y−3
Using a hange of axis to bring ba k the equation y ′ = to the
x−y+1
previous ase.

324
Chapter 11 Dierential equations of the rst order

Exer ise 5
Consider the rational fun tion
1
R(x) = .
x(1 − x2 )
1◦ De ompose R(x) into partial fra tions on R .
2◦ Find a primitive of the fun tion R on the interval ]0, 1[ .
3◦ Solve the dierential equation: x(x2 − 1)y ′ + 2y = 0 on ]0, 1[ .
4◦ Solve the dierential equation: x(x2 − 1)y ′ + 2y = x2 sur ]0, 1[ .

Exer ise 6
Solve the following dierential equation on the interval I = ]1, +∞[:
2x − 1
y′ −
p
y = x(x − 1).
2x(x − 1)
Exer ise 7
Solve the Bernoulli's dierential equation
x2 y 2 − xy ′ − 3y = 0
1
by supposing that y does not vanish and by putting z = .
y
Exer ise 8
Consider the rst order linear dierential equation
xy ′ − y − x2 = 0 (E)
1◦ by applying the method of onstant variation, determine the general
solution of (E) for x ∈ ]0, +∞ [.
2◦ Similarly, determine the general solution of (E) for x ∈ ] − ∞, 0[ . Show
that the equation (E) admits a ontinuous and dierentiable solution
on ] − ∞, +∞[ .
Exer ise 9
Consider the rst order linear dierential equation
1
2xy ′ + y = .
1−x
1◦ Find the general solution for x > 0.
2◦ Find the general solution for x < 0.
3◦ Does exist a solution extendable by ontinuity on ] − ∞, 1[ ?

325
Chapter 11 Dierential equations of the rst order

Exer ise 10
Consider the rst order linear dierential equation
y
y ′ ln x + = 2x (E)
x
1◦ Determine the solution of (E) rst on I1 = ]0, 1[ and then on ]1, +∞[ .
2◦ Show that the dierential equation (E) admits a ontinuous and dif-
ferentiable solution on ]0, +∞[ . Find this solution.
Exer ise 11
1◦ Integrate the rst order dierential equation
−1
xyy ′ + 2y 2 = (1)
x3 (x− 1)2
(for it we an put y 2 = z ).
r
1 x+1
2◦ Show that y = f (x) = 2 is a solution of (1).
x x−1
Z +∞
1
3◦ Cal ulate f (x) dx. We an put θ = arccos .
1 x
Exer ise 12
Consider the dierential equation
y(1 + 2xy) dx + x(1 − 2xy) dy = 0 (E)
If u = 2xy , show that
2u2 dx + (1 − u)x du = 0.
Dedu e the general solution of (E).
Exer ise 13
Let
2xy dy + (2y 2 − 3x + 6) dx = 0 (E)
If u = y 2 , show that
du 2 6
+ u=3− .
dx x x
Dedu e the general solution of (E).

326

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