You are on page 1of 83

Lecture Note

Applied Mathematics I

December 31, 2021


Contents

1 Vectors and Vector Spaces 3


1.1 Scalars and Vectors in R2 and R3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Addition and scalar multiplication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Scalar product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3.1 Angle between two vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3.2 Orthogonal projection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.3.3 Direction angles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.4 Cross product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.5 Lines and planes in R3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.6 Vector space; Subspaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.7 Linear Dependence and independence; Basis of a vector space . . . . . . . . . . . . . . . . . . . . . . 18

2 Matrices and determinants 20


2.1 Definition of matrix and basic operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.2 Product of matrices and some algebraic properties; Transpose of a matrix . . . . . . . . . . . . . . . 21
2.3 Elementary operations and its properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.4 Inverse of a matrix and its properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.5 Determinant of a matrix and its properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.6 Solving system of linear equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.6.1 Cramer’s rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.6.2 Gaussian method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.6.3 Inverse matrix method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
2.7 Eigenvalues and Eigenvectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

3 Limit and continuity 37


3.1 Definition of limit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.2 Basic limit theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.3 One sided limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3.4 Infinite limits,limit at infinity and asymptotes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3.4.1 Limits at infinity (negative infinity) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3.4.2 Infinite limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
3.4.3 Asymptotes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
3.4.4 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
3.5 Intermediate value theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

4 Derivatives 46
4.1 Definition of derivatives; basic rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.2 The chain rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
4.3 Higher order derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
4.4 Implicit differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
4.5 Application of derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
4.5.1 Extrema of a function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
4.5.2 Mean value theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
4.6 First and second derivative tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
4.6.1 Concavity and inflection point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

1
4.6.2 Curve sketching . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
4.7 Velocity, acceleration and rate of change . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
4.8 Indeterminate Form(L’Hopital’s Rule) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54

5 Integrals 57
5.1 Antiderivatives, indefinite integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
5.2 Techniques of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
5.2.1 Integration by substitution, by parts and by partial fraction . . . . . . . . . . . . . . . . . . . 58
5.2.2 Trigonometric integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
5.2.3 Integration by trigonometric substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
5.3 Definite integral, Fundamental theorem of calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
5.4 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
5.5 Application of integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
5.6 Area . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
5.7 Volume . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
5.7.1 Volumes by slicing; Disks and Washers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
5.8 Arc Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
5.9 Surface Area . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81

ASTU
DEPARTMENT OF MATHEMATICS 2
Chapter 1

Vectors and Vector Spaces

Introduction
We know that a number x can be used to represent point on a line. A pair of numbers (x, y) can be used to represent
a point in the plane. A triple numbers (x, y, z) can be used to represent a point in space. The set of all n-tuples is
called n-space and is denoted by Rn .

R1 = 1-space = set of all real numbers


R2 = 2-space = set of all ordered pairs of real numbers
R3 = 3-space = set of all ordered triples of real numbers
..
.
Rn = n-space = set of all ordered n-tuples of real numbers.

An n-tuples (x1 , x2 , . . . , xn ) can be viewed as a point in Rn with the xi ’s as its coordinates or a vector.

x = (x1 , x2 , ..., xn ) vector in Rn

with the xi ’s as its components.

1.1 Scalars and Vectors in R2 and R3


In Engineering applications we use two kinds of quantities; scalars and vectors.
• A scalar is a quantity that is determined by its magnitude.
Example: length, area, temperature, mass,...etc

• A vector is a quantity that is determined by both its magnitude and direction.


Example: Velocity, acceleration, force,...etc

Vectors in R2 and R3
Every pair of distinct points A and B in R2 and R3 determines a directed line segment with initial point at A and
−−→
terminal point at B. We call such a directed line segment is a vector and denoted by AB.
The length of the line segment is the magnitude of the vector and the arrow indicates its direction. We denote
a vector by printing a letter in boldface (v) or by putting an arrow above the letter (→

v ).
Definition 1.1.1. A position vector is a vector whose initial point is at the origin.
Definition 1.1.2. Two vectors u and v in R2 or R3 are said to be equal if they have the same magnitude and
direction, and denoted by u = v.

3
B

−−→ terminal point


AB
A

initial point

(v1 , v2 )
v
v = (v1 , v2 )



u


v


u =→

v

Definition 1.1.3 (Component form). If v is a two-dimensional vector in the plane with initial point P (x1 , y1 ) and
terminal point Q(x2 , y2 ) then the component form of v is

v = P Q = (x2 − x1 , y2 − y1 ).

If v is a three-dimensional vector in space with initial point P (x1 , y1 , z1 ) and terminal point Q(x2 , y2 , z2 ) then the
component form of v is

v = P Q = (x2 − x1 , y2 − y1 , z2 − z1 ).
The zero vector is the vector 0 = (0, 0) or 0 = (0, 0, 0) in R2 and R3 respectively.
Example 1.1.1. Find the component form of a vector with initial point P (−3, −2, −1) and terminal point Q(1, −2, 3).
−−→
Solution. The component form of P Q is
−−→
P Q = (1 − (−3), −2 − (−2), 3 − (−1)) = (4, 0, 4)

J
Definition 1.1.4 (Parallel Vectors). Two non-zero vectors u and v are said to be parallel if they are scalar
multiples of one another. In other word, the two vectors u and v are said to be parallel, denoted by u k v if there
exists scalar c such that u = cv.

1.2 Addition and scalar multiplication


Definition 1.2.1. Let u = (u1 , u2 ) and v = (v1 , v2 ) be vectors in R2 and let c be a real number. Then the sum of
u and v is defined as the vector
u + v = (u1 + v1 , u2 + v2 )
ASTU
DEPARTMENT OF MATHEMATICS 4


u 2→

u



v
−→

v

and the the scalar multiple of u by c is defined as the vector


cu = (cu1 , cu2 )
Triangle law(The head to tail rule): Given vectors u and v in R2 , translate v so that its tail coincides
with the head of u. The sum u + v of u and v is the vector from the tail of u to the head of v.

u w

C
The head-to-tail rule

Parallelogram rule: The sum of two vectors in the plane can be represented by the diagonal of a parallelogram
having u and v as its adjacent sides, as shown in Figure below.

u w =u+v

Parallelogram rule

Example 1.2.1. Find the sum of the vectors.


a. u = (4, 3), v = (2, −1)
b. u = (3, −2), v = (2, −3)

Theorem 1: Properties of Vector Addition and Scalar Multiplication in the Plane

Let u, v and w be vectors in R2 , and let c and d be scalars.


1. u + v ∈ R2 . Closure under addition

2. u + v=v + u. Commutative property of addition


3. u + (v + w) = (u + v) + w. Associative property of addition

ASTU
DEPARTMENT OF MATHEMATICS 5
4. u + 0 = u. Additive identity property
5. u + (−u) = 0. Additive inverse property
6. cu ∈ R2 . Closure under scalar multiplication
7. c(u + v) = cu + cv.Distributive property

8. (c + d)u = cu + du. Distributive property


9. c(du) = (cd)u. Associative property of multiplication
10. 1(u) = u. Multiplicative identity property

The zero vector 0 in R2 is called the additive identity in R2 . Similarly, the vector −v is called the additive
inverse of v.

Theorem 2: Properties of Additive Identity and Additive Inverse

Let v be vector in R2 , and let c be a scalar. Then the following properties are true.

1. The additive identity is unique. That is, if u + v=v, then u = 0.


2. The additive inverse of v is unique.That is,if u + v = 0, then u = −v.
3. 0v = 0.
4. c0 = 0.

5. If cv = 0, then c = 0 or v = 0.
6. −(−v) = v.

Standard basis vectors


Let i = (1, 0, 0), j = (0, 1, 0), k = (0, 0, 1). The vectors i, j, k are called standard basis vectors. They have length
1 and points in the direction of the positive x, y, and z-axes respectively. Similarly in two dimensions we define
i = (1, 0) and j = (0, 1).
If a = (a1 , a2 , a3 ), then we can write

j = (0, 1)
j y
i
i = (1, 0)
x

a = (a1 , a2 , a3 ) = (a1 , 0, 0) + (0, a2 , 0) + (0, 0, a3 )


= a1 (1, 0, 0) + a2 (0, 1, 0) + a3 (0, 0, 1)
= a1 i + a2 j + a3 k
ASTU
DEPARTMENT OF MATHEMATICS 6
Thus, any vector in space can be expressed in terms of i, j, and k.
Example 1.2.2. If a = i + 2j − 3k and b = 4i + 7k, express the vector 2a + 3b in terms of i, j and k
Solution.

2a + 3b = 2(i + 2j − 3k) + 3(4i + 7k)


= 2i + 4j − 6k + 12i + 21k
= 14i + 4j + 15k

1.3 Scalar product


Definition 1.3.1. Let u = (u1 , u2 , u3 ) be a vector in R3 . Then the magnitude (norm) of u, denoted by kuk is
defined by: q
kuk = u21 + u22 + u23

Similarly, for a vector v = (v1 , v2 ) ∈ R2 , its norm is given by


q
kvk = v12 + v22

Example 1.3.1. a. If v = (−1, 4, 3), then find kvk.

b. If kuk = 6, find x such that u = (−1, x, 5).


Remark 1.3.1. i kuk =
6 0 if u 6= 0
ii kuk = k−uk

Theorem 1

If c ∈ R, then kcvk = |c|kvk.

Definition 1.3.2 (Unit vector). Any vector v satisfying kvk = 1 is called a unit vector.
−1
Example 1.3.2. The vectors (0, 1), (−1, 0), ( √12 , √ 2
), (1, 0, 0) are examples of unit vectors.

Theorem 2

For any non-zero vector v the unit vector u corresponding to v in the direction of v can be obtained as:
v
u = kvk .

Example 1.3.3. Let a = (1, 1, 1). Then find the corresponding unit vector.

Solution. The unit vector u in the direction of a is


a (1, 1, 1) 1 1 1
u= = √ = (√ , √ .√ )
kak 3 3 3 3
J
Exercise 3. Find the unit vector in the direction of
a. −3i + 7j b. 8i − j + 4k

ASTU
DEPARTMENT OF MATHEMATICS 7
The dot product
Definition 1.3.3. If a = (a1 , a2 , a3 ) and b = (b1 , b2 , b3 ), then the dot product of a and b is the number a · b
given by
a · b = a1 b1 + a2 b2 + a3 b3
The dot product of two dimensional vectors is defined in a similar fashion:

(a1 , a2 ) · (b1 , b2 ) = a1 b1 + a2 b2

Theorem 4

The dot product of two non-zero vectors a and b is the number

a · b = kakkbkcosθ

where θ is the angle between a and b, 0 ≤ θ ≤ π. If either a or b is 0, we define a · b = 0

Remark 1.3.2. The dot product of two vectors is a scalar quantity, and its value is maximum when θ = 0 and
minimum if θ = π.

Example 1.3.4. If u = (1, −2, 3) and v = (0, 1, −5), then find u · v, u · u and (u + v) · v.
Solution. u · v = (1, −2, 3) · (0, 1, −5) = 1(0) + (−2)(1) + 3(−5) = −17, u · u = u2 = |u|2 = 14 J

Properties of Dot Product


If u, v and w are vectors with the same dimensions and c ∈ R, then

1. u · u = kuk2
2. u · v = v · u
3. u · (v + w) = u · v + u · w
4. (cu) · v = c(u · v) = u · (cv)

5. 0 · u = 0

1.3.1 Angle between two vectors


If θ is the angle between two non-zero vectors u and v, then the angle between the two vectors can be obtained by:
u·v
cosθ =
kukkvk
 
u·v
⇒ θ = cos−1
kukkvk

Definition 1.3.4. Two non-zero vectors u and v are said to be orthogonal (perpendicular) denoted by u ⊥ v if
and only if u · v = 0, i.e, if θ = π2 .

Example 1.3.5. show that 2i + 2j − k is perpendicular to 5i − 4j + 2k


Solution. Since 2i + 2j − k · 5i − 4j + 2k = 10 − 8 − 2 = 0, we see that the vectors are perpendicular. J
Example 1.3.6. Find the angle between a and b, where a = (1, 1, −1) and b = (1, 0, 0)
√ √
Solution. cos θ = a·b
|a||b| = √1
3(1)
= 3
3
⇒ θ = cos−1 ( 3
3 ) = π
3 J

ASTU
DEPARTMENT OF MATHEMATICS 8
Theorem 5: Pythagoras theorem

If a and b are orthogonal vectors, then k a + b k2 = kak2 + kbk2 .

Proof. Suppose a ⊥ b, then

ka + bk2 = (a + b) · (a + b)
=a·a+a·b+b·a+b·b
= kak2 + 2a · b + kbk2
= kak2 + kbk2 , since a · b = 0

Theorem 6

Given two vectors u and v in space, ku + vk = ku − vk if and only if u and v are orthogonal vectors.

1.3.2 Orthogonal projection


→ →
Definition 1.3.5. Let a = P Q and b = P R be two vectors. If S is the foot of the perpendicular from R to the
line containing P and Q, then the vector from P to S is called the vector projection of b onto a and is denoted by
projab .

b
a
P Q
b
S
P roja

The scalar projection of b onto a (also called the component of b along a) is defined to be the length of projab ,
a·b a·b
which is equal to kbk cos θ and is denoted by compb b b
a . Thus, compa = kak and proja = kak2 a

Example 1.3.7. Find the scalar projection and Vector projection of b = (1, 1, 2) onto a = (−2, 3, 1).
p √
Solution. Since kak = (−2)2 + 32 + 12 = 14, the scalar projection of b onto a is

a·b −2 + 3 + 2 3
compb
a = = √ =√
kak 14 14
The vector projection is this scalar projection times the unit vector in the direction of a.
3 a 3 −3 9 3
projab = √ = (−2, 3, 1) = ( , , )
14 kak 14 14 14 14
J
Remark 1.3.3. The vector projection of b onto a is the scalar projection times the unit vector in the direction of a.
Exercise 7. Let a = (−1, 3, 1) and b = (2, 4, 3). Then find projab , projba and compb
a.

ASTU
DEPARTMENT OF MATHEMATICS 9
1.3.3 Direction angles
Let a = a1 i + a2 j + a3 k be a vector positioned at the origin in R3 , making an angle of α, β and γ with the positive
x, y and z axis respectively. Then the angles α, β and γ are called the directional angles of a and the quantities
cosα, cosβ and cosγ are called directional cosines of a, which can be computed as follows:
a1
cosα = , α ∈ [0, π]
kak
a2
cosβ = , β ∈ [0, π]
kak
a3
cosγ = , γ ∈ [0, π]
kak
B
C

β
y
α

Remark 1.3.4. cos2 α + cos2 β + cos2 γ = 1


Exercise 8. Let a = (−1, 2, 2). Then find the directional cosines of a.

1.4 Cross product


Definition 1.4.1. Suppose that a = (a1 , a2 , a3 ) = a1 i + a2 j + a3 k and b = (b1 , b2 , b3 ) = b1 i + b2 j + b3 k be two
vectors on R3 . Then the cross product a × b of the two vectors is defined as:

a × b = (a2 b3 − a3 b2 )i + (a3 b1 − a1 b3 )j + (a1 b2 − a2 b1 )k



i j k
a2 a3 a1 a3 a1 a2
= a1 a2 a3 = i
−j +k
b1 b2 b3 b2 b3 b1 b3 b1 b2

Example 1.4.1. Let a = 4i − 3j + 2k and b = 2i − 5j − k. Then find


a. a × b b. b × a

Solution.
i j k

a × b = 4 −3 2 = i(3 + 10) − j(−4 − 4) + k(−20 + 6) = 13i + 8j − 14k
2 −5 −1

i j k

b × a = 2 −5 −1 = i(−10 − 3) − j(4 + 4) + k(−6 + 20) = −13i − 8j + 14k
4 −3 2
J

ASTU
DEPARTMENT OF MATHEMATICS 10
Remark 1.4.1. For two non-zero vectors a and b,
i. a × b is a vector which is orthogonal to both a and b
ii. a × b is not defined for a, b ∈ R2
iii. i × j = −j × i = k
j × k = −(k × j) = i
k × i = −(i × k) = j

Theorem 1: Properties of Cross Product

Let a, b and c be vectors in R3 and α be any scalar. THen


1. a × 0 = 0 × a = 0, where 0 = (0, 0, 0)

2. a × b = −b × a
3. a × (b × c) 6= (a × b) × c
4. (αa) × b = a × (αb) = α(a × b)
5. a × (b + c) = a × b + a × c

6. a · (a × b) = b · (a × b) = 0
7. If a and b are parallel, then a × b = 0
8. ka × bk = kakkbk sin θ, θ ∈ [0, π]

9. ka × bk2 = kak2 kbk2 − (a · b)2

π
Example 1.4.2. If kak = 2, kbk = 4 and θ = for two vectors a and b, then find ka × bk.
4

Solution. ka × bk = kakkbk sin θ = 2 × 4 × sin π4 = 4 2. J
ka×bk
The angle θ between a and b can be obtained by sin θ = kakkbk , for two non – zero vectors a and b.

Definition 1.4.2 (Scalar Triple Product). Let a, b and c be vectors in R3 . Their scalar triple product is given
by a · (b × c), which is a scalar.

Applications of cross product


1. Area: B
CThe area of a parallelogram whose adjacent sides coincides with the vectors a and b is given by
ka × bk = kakkbksinθ

b
|b| sin θ = h
θ
a

Note 1. The area of the triangle formed by a and b as its adjacent sides is given by area= 21 ka × bk.

ASTU
DEPARTMENT OF MATHEMATICS 11
2. Volume: The volume V of a parallelepiped with the three vectors a, b and c in R3 as three of its adjacent
edges is given by:  

a1 a2 a3
V = |a · (b × c)| = det  b1 b2 b3 
c1 c2 c3

Example 1.4.3. Find the area of a triangle whose vertices are A(1, −1, 0), B(2, 1, −1) and C(−1, 1, 2).
−−→ −→
Solution. The vectors on the sides of the triangle ∆ABC are AB = (1, 2, −1) and AC = (−2, 2, 2) Then the area
of the triangle ABC is
1 −−→ −→ √
A = kAB × ACk = 3 2 square units
2
J
Example 1.4.4. Find the volume of the parallelepiped with edges u = i + k, v = 2i + j + 4k, and w = j + k.
Solution. V = |u · (v × w)| = 1. J

If the volume of the parallelepiped determined by a, b and c is 0, then the vectors must lie in the same plane; that
is, they are Coplanar.
Example 1.4.5. Use the scalar triple product to show that the vectors a = (1, 4, −7), b = (2, −1, 4) and c =
(0, −9, 18) are coplanar.
Solution. The scalar triple product
 

1 4 −7
V = |a · (b × c)| = det 2 −1 4  = 0
0 −9 18

∴ a, b and c are coplanar. J

1.5 Lines and planes in R3


Lines
We know that in a plane(R2 ) a line is determined by a point on a line and slope of the line. i.e.

y − y0 = m(x − x0 )

But in three dimensional space (R3 ) a line L is determined by a point P0 (x0 , y0 , z0 ) and a vector v giving the
direction of the line.
Let P (x, y, z) be an arbitrary point on L and let r0 and r be the position vectors of P0 and P respectively.

If a = P0 P , then r = r0 + a.
But since a and v are parallel vectors, there is a scalar t such that a = tv.
Thus r = r0 + tv——vector equation of L.
If v = (a, b, c), then tv = (ta, tb, tc).
Let r = (x, y, z) and r0 = (x0 , y0 , z0 ). Then the vector equation becomes

(x, y, z) = (x0 , y0 , z0 ) + (ta, tb, tc)


= (x0 + ta, y0 + tb, z0 + tc), t ∈ R2

This leads to x = x0 + ta, y = y0 + tb, z = z0 + tc——–this is called parametric equation of a line


Example 1.5.1. a. Find the vector equation and parametric equation for the line that passes through the point
(5, 1, 3) and is parallel to the vector i + 4j − 2k.
b. Find two other points on the line.

ASTU
DEPARTMENT OF MATHEMATICS 12
z

P (x, y, z)
P0 (x0 , y0 , z0 ) r − r0

r0 r

Solution. a. Here r0 = (5, 1, 3) = 5i + j + 3k and v = i + 4j − 2k.


The vector equation is

r = r0 + tv = 5i + j + 3k + t(i + 4j − 2k) = (5 + t)i + (1 + 4t)j + (3 − 2t)k

Parametric equations are


x = 5 + t, y = 1 + 4t, z = 3 − 2t

b. Choosing t = 1 and t = 2 gives the two points (6, 5, 1) and 7, 9, −1.


J

Symmetric Equation
The vector equation and parametric equations of a line are not unique. If we change the point or the parameter
or choose a different parallel vector, then the equations change. If a vector v = (a, b, c) is used to describe the
direction of a line L, then a, b and c are called direction numbers of L.
If none of a, b or c is 0, then we can solve each of the three parametric equations for t, equate the results and obtain
the symmetric equations.
x − x0 y − y0 z − z0
= =
a b c
Example 1.5.2. a. Find parametric equations and symmetric equations of the line that passes through the points
A(2, 4, −3) and B(3, −1, 1).
b. At what point does this line intersect the xy-plane?
−−→
Solution. a. The vector AB = (1, −5, 4) is parallel to the line L.
If P0 = (2, 4, −3), then the parametric equations are

x = 2 + t, y = 4 − 5t, z = −3 + 4t

The symmetric equations are


x−2 y−4 z+3
= = .
1 −5 4
x−2 y−4 3 11
b. z = 0 ⇒ 1 = −5 = 4 ⇒x= 4 and y = 14 .
J
Example 1.5.3. Show that the lines L1 and L2 with parametric equations x = 1 + t, y = −2 + 3t, z = 4 − t and
x = 2s, y = 3 + s, z = −3 + 4s are skew lines. that is, the do not intersect and are not parallel.
ASTU
DEPARTMENT OF MATHEMATICS 13
Solution. The lines are not parallel because their direction vectors are not parallel.
 If L1 and L2 had a point
1 + t = 2s

of intersection, then there would be values of t and s such that −2 + 3t = 3 + s

4 − t = −3 + 4s.

(
1 + t = 2s 11 8
⇒t= and s = , but these values do not satisfy the third equation. J
−2 + 3t = 3 + s 5 5

we know that the vector equation of a line through the vector r0 in the direction of a vector v is r = r0 + tv.
If the line also passes through r1 , then we can take v = r1 − r0 and so its vector equation is

r = r0 + t(r1 − r0 ) = (1 − t)r0 + tr1

The line segment from r0 to r1 is given by the vector equation

r(t) = (1 − t)r0 + tr1 , 0 ≤ t ≤ 1

Planes
A plane in space is determined by a point P0 (x0 , y0 , z0 ) in the plane and a vector n that is orthogonal (perpendicular)
to the plane. This orthogonal vector n is called normal vector.
Let P (x, y, z) be an arbitrary point in the plane, and let r0 and r be the position vectors of P0 and P . The normal

r − r0
P (x, y, z) P0 (x0 , y0 , z0 )
r
r0

vector n is orthogonal to every vector in the given plane. In particular, n is orthogonal to r − r0 .


Thus n·(r−r0 ) = 0 or n·r = n·r0 . This equation is called a vector equation of the plane. If n = (a, b, c), r = (x, y, z),
and r0 = (x0 , y0 , z0 ), then

(a, b, c) · (x − x0 , y − y0 , z − z0 ) = 0
⇒a(x − x0 ) + b(y − y0 ) + c(z − z0 ) = 0
⇒ax + by + cz + d = 0, where d = −(ax0 + by0 + cz0 )

This equation is called the equation of the plane through the point (x0 , y0 , z0 ) with normal vector n = (a, b, c).
Example 1.5.4. Find an equation of the plane through the point (2, 4, −1) with normal vector n = (2, 3, 4). Find
the intercepts and sketch the plane.
Solution. Put P0 = (2, 4, −1) and n = (2, 3, 4)
Hence an equation of the plane is

2(x − 2) + 3(y − 4) + 4(z + 1) = 0 =⇒ 2x + 3y + 4z = 12


ASTU
DEPARTMENT OF MATHEMATICS 14
z

(0, 0, 3)

(0, 4, 0) y
(6, 0, 0)

the x-intercept y = z = 0 ⇒ 2x = 12 ⇒ x = 6
the y-intercept is y = 4
the z-intercept is z = 3. J

Example 1.5.5. Find an equation of the plane that passes through the points P (1, 3, 2), Q(3, −1, 6) and R(5, 2, 0).
−−→ −→
Solution. Let a = P Q = (2, −4, 4) and b = P R = (4, −1, −2). since both a and b lie in the plane, their cross
product a × b is orthogonal to the plane can be taken as the normal vector. Thus

i j k

n = a × b = 2 −4 4 = 12i + 20j + 14k
4 −1 −2

The equation is

12(x − 1) + 20(y − 3) + 14(z − 2) = 0


⇒ 12x + 20y + 14z = 100
⇒ 6x + 10y + 7z = 50

Angle between Planes


Two plane are parallel if their normal vectors are parallel.
If two planes are not parallel, then they intersect in a straight line and the angle between the planes is defined as
the acute angle between their normal vectors.
Example 1.5.6. Find the angle of intersection between the planes x + y + z = 1 and x − 2y + 3z = 1. Find
symmetric equations for the line of intersection of the plane.
Solution. The normal vectors are
n1 = (1, 1, 1), n2 = (1, −2, 3)
Thus if θ is the angle between the planes, then
n1 · n2 1−2+3 2
cos θ = = √ √ =√
kn1 kkn2 k 3 14 42
ASTU
DEPARTMENT OF MATHEMATICS 15
2
∴ θ = cos−1 ( √ ) = 72◦
42
To find a point on L take z = 0. Then
(
x+y =1
⇒ y = 0 and x = 1
x − 2y = 1
So the point (1, 0, 0) lies on L. Since L lies on both planes, it is perpendicular to both of the normal vectors. Thus
a vector v parallel to L is given by

i j k

v = n1 × n2 = 1 1 1 = 5i − 2j − 3k
1 −2 3
So the symmetric equation of L can be written
x−1 y z
= =
5 −2 −3
J

Distance in Space
a. Distance from a point to a line: The distance D from a point P1 (not on L) to a line L in space is given by

kv × P0 P1 k
D= , where v is the directional vector of L and P0 is any point on L
kvk

Proof. execise

b. Distance from a point to a plane: The perpendicular distance D of a point P1 (x1 , y1 , z1 ) in space to the
plane with the equation ax + by + cz + d = 0 is given by:

|ax1 + by1 + cz1 + d| |n · OP |
D= √ = , where O is the foot of n within the plane.
2 2
a +b +c 2 knk

Proof. Exercise
Exercise 1. 1. Find the distance of the point P1 (−1, 3, 0) from the line with parametric equation L : x =
1, y = 1 + 3t, z = −1 + 2t
2. Find the distance from the point P (1, 2, 3) to the plane π : 3x + 5y − 4z + 37 = 0
3. Find the distance between the planes π1 : x + 2y − 2z = 3 and π2 : 2x + 4y + −4z = 7
c. Distance between two parallel planes: Given two parallel planes π1 : ax+by+cz = d1 and π2 : ax+by+cz =
d2 . Then the distance between π1 and π2 is the same as the distance from any arbitrary point P (x0 , y0 , z0 )
that has been taken from π1 to the plane π2 and is given by
|ax0 + by0 + cz0 − d2 | |d1 − d2 |
D= √ =√
2 2
a +b +c 2 a2 + b2 + c2
Example 1.5.7. Find the distance between the parallel planes
π1 : 10x + 2y − 2z = 5 and
π2 : 5x + y − z = 1

Solution. The planes are parallel because their normal vectors (10, 2, −2) and (5, 1, −1) are parallel. The
distance between π1 and π2 is the distance between any point in π1 and the plane π2 .
Let y = z = 0, then x = 21 . Hence ( 12 , 0, 0) lies in π1 .
Now the distance between the point ( 12 , 0, 0) and the plane π2 is

|5( 21 ) + 1(0) − 1(0) − 1| 3
D= p =
52 + 12 + (−1)2 6

3
∴ the distance between the planes is 6 . J
ASTU
DEPARTMENT OF MATHEMATICS 16
1.6 Vector space; Subspaces
Definition 1.6.1. Let V be a set on which two operations, called addition and scalar multiplication, have been
defined. If u and v are in V , the sum of u and v is denoted by u + v, and if c is a scalar, the scalar multiple of u
by c is denoted by cu. If the following axioms hold for all u, v and w in V and for all scalars c and d, then V is
called a vector space and its elements are called vectors.
1. u + v is in V . Closure under addition
2. u + v=v + u. Commutativity

3. u + (v + w) = (u + v) + w. Associativity
4. There exists an element 0 in V , called a zero vector, such that u + 0 = u.
5. For each u in V , there is an element −u in V such that u + (−u) = 0.

6. cu is in V . Closure under scalar multiplication


7. c(u + v) = cu + cv.Distributivity
8. (c + d)u = cu + du. Distributivity
9. c(du) = (cd)u.

10. 1(u) = u.
Example 1.6.1. For any n ≥ 1, Rn is vector space over R
Example
√ 1.6.2. The set defined by S = {(x, y, z) : x, y, z ∈ Q} is not a vector space over R because if we take
c = 2 ∈ R and u = (1, 3, 0) ∈ S, then we can see that cu is not in S.

Subspace
Definition 1.6.2. A non-empty subset W of a vector space V is called a subspace of V if W is itself a vector space
with the same scalars, addition and scalar multiplication as V .

Theorem 1

Let V be a vector space and let W be a non-empty subset of V . Then W is a subspace of V if and only if the
following conditions hold:
a. If u and v are in W , then u + v is in W .
b. If u is in W and c is scalar, then cu is in W .

Example 1.6.3. V and {0} are the trivial subspaces of any vector space V .
1. V and {0} are the trivial subspaces of any vector space V
2. For the vector space V = R3 = {(x, y, z); x, y, z ∈ R3 } over R. Then the set W = {(x, y, 0); x, y ∈ R} is a
subspace of V . (verify!)

3. The set of all lines passing through the origin, L = {ax + by = 0, a, b ∈ R} is a subspace of the vector space
V = R2 .
Exercise 2. Is the set W = {x − 4y = 1} a subspace of V = R2 ? Justify.

ASTU
DEPARTMENT OF MATHEMATICS 17
1.7 Linear Dependence and independence; Basis of a vector space
Definition 1.7.1. A vector u in a vector space V is called a linear combination of the vectors v1 , v2 , . . . , vn in
V when u can be written in the form

u = α1 v1 + α2 v2 + · · · + αn vn

where, α1 , α2 , . . . , αn are scalars.


Definition 1.7.2. A set of vectors {v1 , v2 , . . . , vn } in a vector space V is linearly dependant(LD) if there are
α1 , α3 , . . . , αn , atleast one of which is not zero, such that

α1 v1 + α2 v2 + · · · + αn vn = 0

A set of vectors that is not linearly dependant is said to be linearly independent(LI).


A set of vectors {v1 , v2 , . . . , vn } in vector space V is linearly independent if α1 v1 + α2 v2 + · · · + αn vn = 0
implies α1 = 0, α2 = 0, . . . , αn = 0
Example 1.7.1. Determine weather the following set of vectors in Vector space V = R3 are linearly dependant or
independent
i. {(1, 0, 0), (0, 1, 0), (0, 0, 3)} ii. {(2, 6, 0), (2, 4, 1), (1, 1, 1)}

Theorem 1

Let S = {v1 , v2 , . . . , vr } be a set of vectors in Rn . If r > n, then S is linearly dependent.

Definition 1.7.3. If f1 = f1 (x), f2 = f2 (x), . . . , fn = fn (x) are functions that are n − 1 times differentiable on the
interval (−∞, ∞) , then the determinant

f1
0 f2 ··· fn
f1 f20 ··· fn0
W (x) = .

.. ..
.. . .
n−1 n−1 n−1
f
1 f2 · · · fn

is called the Wronskian of f1 , f2 , . . . , fn .

Theorem 2

If the functions f1 , f2 , . . . , fn have n − 1 continuous derivatives on the interval (−∞, ∞) and if the Wronskian
of these functions is not identically zero on (−∞, ∞) , then these functions form a linearly independent set of
vectors in C (n−1) (−∞, ∞).

Example 1.7.2. Let V be the vector space of all real valued functions of the variable t. Then which of the following
set of functions are LD/LI? Justify!
a. {t, t2 , sint} b. {cos2 t, sin2 t, 1}

Theorem 3

A set of vectors {v1 , v2 , . . . , vn } in a vector space V is linearly dependent if and only if atleast one of the
vectors can be expressed as a linear combination of the others.

Proof. Exercise
ASTU
DEPARTMENT OF MATHEMATICS 18
Basis of a vector space
Definition 1.7.4. If S = {v1 , v2 , . . . , vn } is a set of vectors in a vector space V , then the set of all linear
combinations of v1 , v2 , . . . , vn is called the span of v1 , v2 , . . . , vn and is denoted by span(v1 , v2 , . . . , vn ) or span(S).
If V = span(S), then S is called a spanning set for V and V is said to be spanned by S.
Definition 1.7.5. A subset B of a vector space V is a basis for V if

1. B spans V and
2. B is linearly independent.
Definition 1.7.6. A vector space V is called finite dimensional if it has a basis consisting of finitely many
vectors. The dimension of V , denoted by dimV , is the number of vectors in a basis for V . The dimension of the
zero vector space {0} is defined to be zero. A vector space that has no finite basis is called infinite dimensional.
Example 1.7.3. 1. Show that the set S = {(1, 0, 0), (0, 1, 0), (0, 0, 5)} form a basis of the vector space R3 .
2. Determine whether the set S = {(0, 1), (1, 0), (2, 5)} is a basis of R2 .

Theorem 4

If a vector space V has one basis with n vectors, then every basis for V has n vectors.

Theorem 5

Let B = v1 , v2 , . . . , vn be a basis for a vector space V .


a. Any set of more than n vectors in V must be linearly dependent.

b. Any set of fewer than n vectors in V cannot span V .

Theorem 6

Let V be a vector space of dimension n.


1. If S = {v1 , v2 , . . . , vn } is a linearly independent set of vectors in V , then S is a basis for V .

2. If S = {v1 , v2 , . . . , vn } spans V , then S is a basis for V .

ASTU
DEPARTMENT OF MATHEMATICS 19
Chapter 2

Matrices and determinants

2.1 Definition of matrix and basic operations


Definition 2.1.1. An m × n matrix A is a rectangular array of numbers, real or complex, with m rows and n
columns.
The following are all examples of matrices:
 
  √  2
2 3 5 −2 1  
, , [2], 1 1 1 1 , 1
1 4 π 3 i
3

The size of a matrix is a description of the numbers of rows and columns it has. A matrix is called m×n (pronounced
" m by n") if it has m rows and n columns.
A 1 × m matrix is called a row matrix (or row vector), and an n × 1 matrix is called a column matrix (or
column vector).
A general m × n matrix A has the form
 
a11 a12 . . . a1n
 a21 a22 . . . a2n 
A= .
 
.. .. .. 
 .. . . . 
am1 am2 . . . amn

The diagonal entries of A are a11 , a22 , a33 , . . . , and if m = n (that is, if A has the same number of rows as columns),
then A is called a square matrix. A square matrix whose nondiagonal entries are all zero is called a diagonal
matrix. A diagonal matrix all of whose diagonal entries are the same is called a scalar matrix. If the scalar on
the diagonal is 1, the scalar matrix is called an identity matrix.
For example let    
    2 0 0 1 0 0
2 4 5 3 1
A= , B= , C = 0 6 0 , D = 0 1 0
0 3 4 4 5
0 0 4 0 0 1
The diagonal entries of A are 2 and 3, but A is not square; B is a square matrix of size 2 × 2 with diagonal entries
3 and 5; C is a diagonal matrix; D is a 3 × 3 identity matrix. The n × n identity matrix is denoted by In (or simply
I if its size is understood).
Remark 2.1.1. Two matrices are equal if they have the same size and if their corresponding entries are equal. Thus,
if A = [aij ]m×n and B = [bij ]r×s , then A = B if and only if m = r and n = s and aij = bij for all i and j.

Matrix Addition and scalar Multiplication


If A = [aij ] and B = [bij ] are m × n matrices, their sum A + B is the m × n matrix obtained

A + B = aij + bij

20
Example 2.1.1. Let      
1 4 0 3 1 −1 4 3
A= , B= and C =
−2 6 5 3 0 2 2 1
Then  
−2 5 −1
A+B =
1 6 7
but neither A + C nor B + C is defined.
If A is an m × n matrix and c is a scalar, then the scalar multiple cA is the m × n matrix obtained by multiplying
each entry of A by c.
cA = c[aij ] = [caij ]
Example 2.1.2. For matrix A in Example 2.1.1
   1   
2 8 0 1 2 0 −1 −4 0
2A = , A=A= 2 5 , (−1)A = A =
−4 12 10 2 −1 3 2 2 −6 −5

The matrix (−1)A is written as −A and called the negative of A. As with vectors, we can use this fact to define
the difference of two matrices: If A and B are the same size, then

A − B = A + (−B)

2.2 Product of matrices and some algebraic properties; Transpose of


a matrix
Matrix Multiplication
Definition 2.2.1. If A is an m × n matrix and B is an n × r matrix, then the product C = AB is an m × r
matrix. The (i, j) entry of the product is computed as follows:

cij = ai1 b1j + ai2 b2j + · · · + ain bnj

column j b1j
b2j
B ..
(r × m) .
brj
cij = ai1 b1j + ai2 b2j + · · · + ain bnj

row i ai1 ai2 ... air cij


A C = AB
(n × r) (n × m)

Note 2. For AB to exist, the number of columns of A must equal the number of rows of B.

A B = AB
m×n n×r m×r

same
size of AB

ASTU
DEPARTMENT OF MATHEMATICS 21
Remark 2.2.1. If A is an m × n matrix and B is an n × r matrix, then AB will be an m × r matrix.
   
1 3 5 0 1
Example 2.2.1. Let A = and B = . Determine AB and BA, if the product exists.
2 0 3 −2 6
Solution. A has two columns and B has two rows; thus AB exists. Interpret A in terms of its rows and B in terms
of its columns and multiply the rows by the columns. We find that
    
1 3 5 0 1 14 −6 19
AB = =
2 0 3 −2 6 10 0 2

BA does not exist because B has three columns and A has two rows.
We see that the order in which two matrices are multiplied is important. Unlike multiplication of real numbers,
matrix multiplication is not commutative. In general, for two matrices A and B, AB 6= BA. J

Matrix Multiplication in Terms of Columns


Consider the product AB where A is an m × n matrix  and B is an n × r matrix(so that AB exists). Let the columns
of B be the matrices B1 , B2 , . . . , Br . Write B as B1 B2 . . . Br . Thus
 
AB = A B1 B2 . . . Br

Matrix multiplication implies that the columns of the product are AB1 , AB2 , . . . , ABr . We can write
 
AB = AB1 AB2 . . . ABr
   
2 0 4 1 3
For example, suppose A = and B = . Then
1 5 0 2 −1
           
2 0 4 2 0 1 2 0 3 8 2 6
AB = =
1 5 0 1 5 2 1 5 −1 4 11 −2

Theorem 1

Let A, B and C be matrices and r and s be scalars. Assume that the sizes of the matrices are such that the
operations can be performed.
Properties of Matrix Addition and Scalar Multiplication

1. A + B = B + A
2. A + (B + C) = (A + B) + C
3. A + 0 = 0 + A = A (where 0 is the appropriate zero matrix)

4. r(A + B) = rA + rB
5. (r + s)C = rC + sC
6. r(sC) = (rs)C
Properties of Matrix Multiplication

1. A(BC) = (AB)C
2. A(B + C) = AB + AC
3. (A + B)C = AC + BC
4. AI = IA = A (where I is the appropriate identity matrix)

ASTU
DEPARTMENT OF MATHEMATICS 22
5. r(AB) = (rA)B = A(rB)
Note 3. AB 6= BA in general. Multiplication of matrices is not commutative.

Example 2.2.2. Compute the product ABC of the following three matrices.
 
    4
1 2 0 1 3
A= , B= , C = −1
3 −1 −1 0 −2
0
Solution. Let us check to see if the product ABC exists before we start spending time multiplying matrices. We
get The product exists and will be a 2 × 1 matrix. Since matrix multiplication is associative, the matrices in the

A B C = ABC
2×2 2×3 3×1 2×1

match match
size of product is 2 × 1

product ABC can be grouped together in any manner for multiplying, as long as the order is maintained. Let us
use the grouping (AB)C. This is probably the most natural. We get
    
1 2 0 1 3 −2 1 −1
AB = =
3 −1 −1 0 −2 1 3 11
and  
  4  
−2 1 −1   −9
(AB)C = −1 =
1 3 11 1
0
J
Exercise 2. Compute each of the following expressions for
     
2 0 −1 1 3 4
A= , B= , C=
−1 5 2 4 0 2
1. A − 3B 2
2. A2 B + 2C 3

The Transpose of a Matrix


Definition 2.2.2. The transpose of an m × n matrix A is the n × m matrix AT obtained by interchanging the
rows and columns of A. That is, the ith column of AT is the ith row of A for all i.
Example 2.2.3. Let    
1 3 2 a b  
A= , B= , C= 5 −1 2
5 0 1 c d
Then their transposes are    
1 5   5
a c
AT = 3 T
0 , B =
 , C T = −1
b d
2 1 2
Definition 2.2.3. A square matrix A is symmetric if AT = A—that is, if A is equal to its own transpose.
Example 2.2.4. Let  
1 3 2  
1 2
A = 3 5 0 and B =
−1 3
2 0 4
 
T 1 T −1
Then A is symmetric, since A = A; but B is not symmetric, since B = 6= B.
2 3

ASTU
DEPARTMENT OF MATHEMATICS 23
Theorem 3: Properties of the Transpose

Let A and B be matrices (whose sizes are such that the indicated operations can be performed) and let k be
a scalar. Then
a. (AT )T = A b. (A + B)T = AT + B T c. (kA)T = kAT
d. (AB)T = B T AT r T T r
e. (A ) = (A ) for all non negative integers r.

2.3 Elementary operations and its properties


Definition 2.3.1. A matrix is in row echelon form if it satisfies the following properties:
1. Any rows consisting entirely of zeros are at the bottom.
2. In each non-zero row, the first non-zero entry (called the leading entry) is in a column to the left of any leading
entries below it.
Example 2.3.1. The following matrices are in row echelon form:
     
2 4 1 1 0 1 1 1 2 1
0 −1 2 , 0 1 5 , 0 0 1 3
0 0 0 0 0 4 0 0 0 0

Elementary Row Operations


Definition 2.3.2. The following elementary row operations can be performed on a matrix:
1. Interchange two rows.
2. Multiply a row by a non-zero constant.

3. Add a multiple of a row to another row.


We will use the following shorthand notation for the three elementary row operations:
1. Ri ←→ Rj means interchange rows i and j.
2. kRi means multiply row i by k.

3. Ri + kRj means add k times row j to row i (and replace row i with the result).
The process of applying elementary row operations to bring a matrix into row echelon form, called row reduction,
is used to reduce a matrix to echelon form.
Example 2.3.2. Reduce the following matrix to echelon form:
 
1 2 −4 −4 5
2 4 0 0 2
 
2 3 2 1 5
−1 1 3 6 5

ASTU
DEPARTMENT OF MATHEMATICS 24
Solution.

R2 − 2R1
−4 5 R3 − 2R1 1 2 −4 −4 5
   
1 2 −4
2 4 0 0 2 R4 + R1 0 0 8 8 −8
  −→  
2 3 2 1 5  0 −1 10 9 −5
−1 1 3 6 5 0 3 −1 2 10
 
1 2 −4 −4 5
R2 ←→R3  0 −1 10 9 −5
−→  
0 0 8 8 −8
0 3 −1 2 10
 
1 2 −4 −4 5
R4 +3R2 0 −1 10 9 −5
−→  
0 0 8 8 −8
0 0 29 29 −5
 
1 2 −4 −4 5
1
8
0 −1 10 9 −5
−→  
0 0 1 1 −1
0 0 29 29 −5
 
1 2 −4 −4 5
R4 −29R3 0 −1 10 9 −5
−→  
0 0 1 1 −1
0 0 0 0 24

With this final step, we have reduced our matrix to echelon form. J

Definition 2.3.3. Matrices A and B are row equivalent if there is a sequence of elementary row operations that
converts A into B.
The matrices in example 2.3.2
   
1 2 −4 −4 5 1 2 −4 −4 5
2
 4 0 0 2 0
 and  −1 10 9 −5
2 3 2 1 5 0 0 1 1 −1
−1 1 3 6 5 0 0 0 0 24

are row equivalent.

Definition 2.3.4. The rank of a matrix is the number of non-zero rows in its row echelon form.
Definition 2.3.5. A matrix is in reduced row echelon form if it satisfies the following properties:
1. It is in row echelon form.
2. The leading entry in each non-zero row is a 1 (called a leading 1 ).

3. Each column containing a leading 1 has zeros everywhere else.


For 2 × 2 matrices, the possible reduced row echelon forms are
       
1 0 1 ∗ 0 1 0 0
, , ,
0 1 0 0 0 0 0 0

where ∗ can be any number.


Exercise 1. Determine whether the given matrix is in row echelon form. If it is, state whether it is also in reduced
row echelon form

ASTU
DEPARTMENT OF MATHEMATICS 25
   
1 0 1 7 0 1 0  
0 1 3 0
a. 0 0 3 b. 0 1 −1 4 c.
0 0 0 1
0 1 0 0 0 0 0   
0 0 0 1 0 3 −4 0 0 0 1
d. 0 0 0 e. 0 0 0 0 0 f. 0 1 0
0 0 0 0 1 5 0 1 1 0 0
 
1 2 3
1 0 0
g. 
0

1 1
0 0 1

2.4 Inverse of a matrix and its properties


Definition 2.4.1. An n × n matrix A is invertible if there exists an n × n matrix B such that AB = In .
   
1 2 −2 1
Example 2.4.1. Prove that the matrix A = has an inverse B = 3 −1
3 4 2 2

Solution. We have that     


1 2 −2 1 1 0
AB = 3 −1 = = I2
3 4 2 2 0 1
and     
−2 1 1 2 1 0
BA = 3 −1 = = I2
2 2 3 4 0 1
Thus AB = BA = I2 , proving that the matrix A has an inverse B . J

Theorem 1

If A is an invertible matrix, then its inverse is unique.

Proof. Let B and C be inverses of A. Thus AB = BA = In and AC = CA = In . Multiply both sides of the
equation AB = In by C and use the algebraic properties of matrices.

C(AB) = CIn
(CA)B = C
In B = C
B=C

Thus an invertible matrix has only one inverse.


Definition 2.4.2. If an n × n matrix A is invertible, then A−1 is called the inverse of A and denotes the unique
n × n matrix such that AA−1 = A−1 A = In .

Determining the Inverse of a Matrix


We now derive a method for finding the inverse of a matrix. The method is based on the Gauss-Jordan algorithm.
Let A be an invertible matrix. Then AA−1 = In · Let the columns of A−1 be X1 , X2 , . . . , Xm and the columns of
In be e1 , e2 , . . . , en . Express A−1 and In in terms of their columns,

A−1 = X1 X2 . . . Xn and In = e1 e2 . . . en
   

We shall find A−1 by finding X1 , X2 , . . . , Xn . Write the equation AA−1 = In in the form
   
A X1 X2 . . . Xn = e1 e2 . . . en

ASTU
DEPARTMENT OF MATHEMATICS 26
Using the column form of matrix multiplication,
   
AX1 AX2 . . . AXn = e1 e2 ... en
Thus
AX1 = e1 , AX2 = e2 , . . . , AXn = en
Therefore X1 , X2 , . . . , Xn are solutions to the system AX1 = e1 , AX2 = e2 , . . . , AXn = en , all of which have the
same matrix of coefficients A. Solve these systems by using Gauss Jordan elimination on the large augmented
matrix A : e1 e2 . . . en . Since the solutions X1 , X2 , . . . , Xn are unique(they are the columns of A−1 ),


   
A : e1 e2 . . . en ≈ · · · ≈ In : X1 X2 . . . Xn
Thus, when A−1 exists,
[A : In ] ≈ · · · ≈ [In : B] where B = A−1
On the other hand, if the reduced echelon form of [A : In ] is computed and the first part is not of the form In then
A has no inverse.
Example 2.4.2. Find the inverse of  
1 2 −1
2 2 4
1 3 −3
if it exists.
Solution. Gauss-Jordan elimination produces
 
1 2 −1 1 0 0
[A|I] = 2 2 4 0 1 0
1 3 −3 0 0 1
R2 − 2R1  
R3 − R1 1 2 −1 1 0 0
−→ 0 −2 6 −2 1 0
0 1 −2 −1 0 1
 
−1 1 2 −1 1 0 0
2 R2 −1
−→ 0 1 −3 1 2 0
0 1 −2 −1 0 1
 
1 2 −1 1 0 0
R3 −R2 −1
−→ 0 1 −3 1 2 0
1
0 0 1 −2 2 1
R1 + R3  1

R2 + 3R3 1 2 0 −1 2 1
−→ 0 1 0 −5 1 3
1
0 0 1 −2 2 1
−3
 
1 0 0 9 2 −5
R1 −2R2
−→ 0 1 0 −5 1 3
1
0 0 1 −2 2 1

Therefore,
−3
 
9 2 −5
A−1 = −5 1 3
1
−2 2 1
(You should always check that AA−1 = I by direct multiplication.) J
Example 2.4.3. Determine the inverse of the matrix
 
1 −1 −2
 2 −3 −5
−1 3 5
ASTU
DEPARTMENT OF MATHEMATICS 27
Exercise 2. Find the inverse of  
2 1 −4
−4 −1 6
−2 2 −2
if it exists.

2.5 Determinant of a matrix and its properties


Definition 2.5.1. The determinant of a 2 × 2 matrix A is denoted kAk and is given by

a11 a12
a21 a22 = a11 a22 − a12 a21

Observe that the determinant of a 2 × 2 matrix is given by the difference of the products of the two diagonals
of the matrix.
The notation det(A) is also used for the determinant of A.
Example 2.5.1. Find the determinant of the matrix
 
2 4
−3 1
Solution. Applying the above theorem we get

2 4
−3 1 = (2 × 1) − (4 × (−3)) = 2 + 12 = 14

J
The determinant of a 3 × 3 matrix is defined in terms of determinants of 2 × 2 matrices.
The determinant of a 4 × 4 matrix is defined in terms of determinants of 3 × 3 matrices, and so on. For these
definitions we need the following concepts of minor and cofactor.
Definition 2.5.2. Let A be a square matrix.
The minor of the element aij is denoted Mij and is the determinant of the matrix that remains after deleting row
i and column j of A.
The cofactor of aij is denoted Cij and is given by
Cij = (−1)i+j Mij
Note that the minor and cofactor differ in at most sign.
Example 2.5.2. Determine the minors and cofactors of the elements a11 and a31 of the following matrix A.
 
1 0 3
A = 4 −1 2
0 −2 1
Solution. Applying the above definitions we get the following.
Minor of a11 :
1 0 3
−1 2
M11 = 4 −1 2 =
= (−1 × 1) − (2 × (−2)) = 3 (2.5.0)
0 −2 1 −2 1

Cofactor of a11 : C11 = (−1)1+1 M11 = (−1)2 3 = 3


J
Definition 2.5.3. The determinant of a square matrix is the sum of the products of the elements of the first
row and their cofactors.
If A is 3 × 3, |A| = a11 C11 + a12 C12 + a13 C13
If A is 4 × 4, |A| = a11 C11 + a12 C12 + a13 C13 + a14 C14
..
.
If A is n × n, |A| = a11 C11 + a12 C12 + · · · + a1n C1n
These equations are called cofactor expansions of |A|
ASTU
DEPARTMENT OF MATHEMATICS 28
Example 2.5.3. Evaluate the determinant of the following matrix A.
 
1 2 −1
A = 3 0 1 
4 2 1

Solution. Using the elements of the first row and their corresponding cofactors we get

|A| = a11 C11 + a12 C12 + a13 C13



2 0 1 3 3 1 4 3 0

= 1(−1) + 2(−1) + (−1)(−1)
2 1 4 1 4 2
= [(0 × 1) − (1 × 2)] − 2[(3 × 1) − (1 × 4)] − [(3 × 2) − (0 × 4)]
= −2 + 2 − 6 = −6

Theorem 1

The determinant of a square matrix is the sum of the products of the elements of any row or column and their
cofactors.
ith row expansion: |A| = ai1 Ci1 + ai2 Ci2 + · · · + ain Cin
j th column expansion: |A| = a1j C1j + a2j C2j + · · · + anj Cnj

There is a useful rule that can be used to give the sign part, (−1)i+j , of the cofactors in these expansions. The rule
is summarized in the following array  
+ − + − ...
− + − + . . .
 
+ − + − . . .
..
 
.
Example 2.5.4. Find the determinant of the following matrix using the second row.
 
1 2 −1
A = 3 0 1 
4 2 1

Solution. Expanding the determinant in terms of the second row we get

|A| = a21 C21 + a22 C22 + · · · + a23 C23



2 −1
+ 0 1 −1 − 1 1 2

= −3
2 1 4 1 4 2
= −3[(2 × 1) − (−1 × 2)] + 0[(1 × 1) − (−1 × 4)] − 1[(1 × 2) − (2 × 4)]
= −12 + 0 + 6 = −6

Exercise 2. Evaluate the determinant of the following 4 × 4 matrix.


 
2 1 0 4
0 −1 0 2 
A= 7 −2 3 5 

0 1 0 −3

ASTU
DEPARTMENT OF MATHEMATICS 29
Computing Determinants of 2 × 2 and 3 × 3 Matrices
The determinants 2 × 2 and 3 × 3 matrices can be found quickly using diagonals. For a 2 × 2 matrix the ac-
tual diagonals are used while in the case of a 3 × 3 matrix the diagonals of an array consisting of the matrix
with the two first columns added to the right are used. A determinant is equal to the sum of the diagonal prod-
ucts that go from left to right minus the sum of the diagonal products that go from right to left, as follows.
3×3 matrix A

+ + + −  − −
2×2 matrix A
+ − a1 b1 c1 a1 b1
 
a 1 b1 a2 b2 c2  a2 b2
a 2 b2 a3 b3 c3 a3 b3
2 × 2 matrix: |A| = a1 b2 − a2 b1
3 × 3 matrix: |A| = a1 b2 c3 + b1 c2 a3 + c1 a2 b3 − c1 b2 a3 − a1 c2 b3 − b1 a2 c3
(diagonal products from left to right) (diagonal products from right to left)
B
A − − −
+ + + 
+ − 1 2 3 1 2
For example:  
2 3 4 0 1 4 0
4 1 5 2 6 5 2
|A| = 2 − 12 = −10 |B| = 0 + 10 + 24 − 0 − 2 − 48
There are no such short cuts for computing determinants of larger matrices.

Theorem 3: Properties of determinants

Let A be an n × n matrix and c be a non-zero scalar

a. If a matrix B is obtained from A by multiplying the elements of a row (column) by c then |B| = c|A|
b. If a matrix B is obtained from A by interchanging two rows (columns) then |B| = −|A|
c. If a matrix B is obtained from A by adding a multiple of one row (column) to another row (column), then
|B| = |A|

Example 2.5.5. Evaluate the determinant


3
4 −2
−1 −6 3

2 9 −3
Solution. We examine the rows and columns of the determinant to see if we can create zeros in a row or column
using the above operations. Note that we can create zeros in the second column by adding twice the third column
to it:
3
4 −2 3 0 −2

−1 −6 3 = −1 0 3
C2 +2C3
2 9 −3 2 3 −3
Expand this determinant in terms of the second column to take advantage of the zeros.

3 −2
= (−3) = (−3)(9 − 2) = −21
−1 3
J
Definition 2.5.4. A square matrix A is said to be singular if |A| = 0. A is nonsingular if |A| =
6 0.

Theorem 4

Let A be a square matrix. A is singular if


a. all the elements of a row (column) are zero.

ASTU
DEPARTMENT OF MATHEMATICS 30
b. two rows (columns) are equal.
c. two rows (columns) are proportional.
[Note that (b) is a special case of (c), but we list it to give it special emphasis.]

Example 2.5.6. Show that the following matrices are singular.


   
2 0 −7 2 −1 3
(a) A =  3 0 1  , (b) B = 1 2 4
−4 0 9 2 4 8

Solution. (a) All the elements in column 2 of A are zero. Thus |A| = 0.
(b) Observe that every element in row 3 of B is twice the corresponding element in row 2. We write

(row 3) = 2(row 2)

row 2 and row 3 are proportional. Thus |B| = 0.


J

Theorem 5

Let A and B be n × n matrices and c be a nonzero scalar.


a. Determinant of a scalar multiple: |cA| = cn |A|
b. Determinant of a product: |AB| = |A||B|

c. Determinant of a transpose: |At | = |A|


d. Determinant of an inverse: |A−1 | = 1
|A| (Assuming A−1 exists.)

Exercise 6. Prove that |A−1 At A| = |A|


Remark 2.5.1. The determinant of a triangular matrix is the product of its diagonal elements.

Example 2.5.7. Evaluate the determinant


2 4 1

−2 −5 4

4 9 10
Solution. We create zeros below the main diagonal, column by column.

2 4 1 2 4 1 2 4 1

−2 −5 4
0 −1 5 R3= −1 5 = 2 × (−1) × 13 = −26
= 0
+R
4 9 10 R 2 + R 1 0
1 8 2
0 0 13
R3 − 2R1

Exercise 7. Evaluate the following 4 × 4 determinant using elimination method



2 1 3 1

−2 3 −1 2

2 1 2 3

−4 −2 0 −1

ASTU
DEPARTMENT OF MATHEMATICS 31
Definition 2.5.5. Let A be an n × n matrix and Cij be the cofactor of aij . The matrix whose (i, j)th element is
Cij is called the matrix of cofactors of A. The transpose of this matrix is called the adjoint of A and is denoted
adj(A).    
C11 C12 . . . C1n C11 C21 . . . Cn1
 C21 C22 . . . C2n   C12 C22 . . . Cn2 
   
 .. .. ..   .. .. .. 
 . . .   . . . 
Cn1 Cn2 . . . Cnn C1n C2n . . . Cnn
matrix of cofactors adjoint matrix

Determinants and Matrix Inverses


Theorem 8

Let A be a square matrix with |A| =


6 o. A is invertible with
1
A−1 = adj(A)
|A|

Theorem 9

A square matrix A is invertible if and only if |A| =


6 0.

Example 2.5.8. Use the formula for the inverse of a matrix to compute the inverse of the matrix
 
2 0 3
A = −1 4 −2
1 −3 5

Solution. |A| = 25. Thus the inverse of A exists.


 
14 −9 −12
adj(A) =  3 7 1 
−1 6 8
−9 −12
 14 
1 25 25 25
A−1 = 3
adj(A) =  25 7
25
1 
25
25 −1 6 8
25 25 25
J

2.6 Solving system of linear equations


One of the application of determinant is to find the solution to the linear systems Ax = b when A is an invertible
square matrix.

2.6.1 Cramer’s rule


Before stating the theorem, we need to introduce some notation. If A = [a1 a2 · · · an ] is an n × n matrix and b is
in Rn , then let Ai denote the matrix A after replacing ai with b. That is,

ASTU
DEPARTMENT OF MATHEMATICS 32
Theorem 1: CRAMER’S RULE

Let A be an invertible n × n matrix. Then the components of the unique solution x to Ax = b are given by

det(Ai )
xi = for i = 1, 2, . . . , n
det(A)

[Ai = a1 · · · ai−1 b ai+1 · · · an ]

Example 2.6.1. Use Cramer’s Rule to find the solution to the system

3x1 + x2 = 5
−x1 + 2x2 + x3 = −2
−x2 + 2x3 = −1

Solution. The system is equivalent to Ax = b, where


   
3 1 0 5
A = −1 2 1 and b = −2
0 −1 2 −1

We have      
5 1 0 3 5 0 3 1 5
A1 = −2 2 1 , A2 = −1 −2 1 , A3 = A = −1 2 −2
−1 −1 2 0 −1 2 0 −1 −1
Computing determinants gives us det(A) = 17, det(A1 ) = 28, det(A2 ) = 1 and det(A3 ) = −8. Therefore, by
Cramer’s Rule, the solution to Ax = b is

det(A1 ) 28 det(A2 ) 1 det(A3 ) −8


x1 = = , x2 = = , x3 = =
det(A) 17 det(A) 17 det(A) 17
J

2.6.2 Gaussian method


When row reduction is applied to the augmented matrix of a system of linear equations, we create an equivalent
system that can be solved by back substitution. The entire process is known as Gaussian elimination.

Gaussian Elimination
1. Write the augmented matrix of the system of linear equations.
2. Use elementary row operations to reduce the augmented matrix to row echelon form.

3. Using back substitution, solve the equivalent system that corresponds to the row-reduced matrix.

Example 2.6.2. Solve the system

2x2 + 3x3 = 8
2x1 + 3x2 + x3 = 5
x1 − x2 − 2x3 = −5

Solution. The augmented matrix is  


0 2 3 8
2 3 1 5
1 −1 −2 −5

ASTU
DEPARTMENT OF MATHEMATICS 33
reduce the matrix to row echelon form
   
0 2 3 8 1 −1 −2 −5
R1 ↔R3
2 3 1 5  −→ 2 3 1 5
1 −1 −2 −5 0 2 3 8

We now create a second zero in the first column, using the leading 1 :
   
1 −1 −2 −5 1 R 1 −1 −2 −5
R2 −2R1 5 2
−→ 0 5 5 15  −→ 0 1 1 3
0 2 3 8 0 2 3 8

We now need another zero at the bottom of column 2:


 
1 −1 −2 −5
R3 −2R2
−→ 0 1 1 3
0 0 1 2

The augmented matrix is now in row echelon form, and we move to step 3. The corresponding system is

x1 − x2 − 2x3 = −5
x2 + x3 = 3
x3 = 2

and back substitution gives x3 = 2, then x2 = 3 − x3 = 3 − 2 = 1, and finally x1 = −5 + x2 + 2x3 = −5 + 1 + 4 = 0.


We write the solution in vector form as  
0
1
2
J

Gauss-Jordan Elimination
1. Write the augmented matrix of the system of linear equations.
2. Use elementary row operations to reduce the augmented matrix to reduced row echelon form.
3. If the resulting system is consistent, solve for the leading variables in terms of any remaining free variables

Example 2.6.3. Solve the system in Example 2.6.2 by Gauss-Jordan elimination.

Solution. The reduction proceeds as it did in Example 2.6.2 until we reach the echelon form:
 
1 −1 −2 −5
0 1 1 3
0 0 1 2

2.6.3 Inverse matrix method


We now see that matrix inverse enables us to conveniently express the solutions to certain systems of linear equa-
tions.

Theorem 2

Let AX = Y be a system of n linear equations in n variables. If A−1 exists, the solution is unique and is
given by X = A−1 Y

ASTU
DEPARTMENT OF MATHEMATICS 34
Example 2.6.4. Solve the following system of equations using the inverse of the matrix of coefficients.

x1 − x2 − 2x3 = 1
2x1 − 3x2 − 5x3 = 3
−x1 + 3x2 + 5x3 = −2

Solution. This system can be written in the following matrix form,


    
1 −1 −2 x1 1
 2 −3 −5 x2  =  3 
−1 3 5 x3 −2

If the matrix of coefficients is invertible, the unique solution is


   −1  
x1 1 −1 −2 1
x2  =  2 −3 −5  3 
x3 −1 3 5 −2

This inverse has already been found in Example 2.4.3 Using that result we get
   −1  
x1 0 1 1 1
x2  =  5 −3 −1 −2
x3 −3 2 1 1

The unique solution is x1 = 1, x2 = −1, x3 = 1 J

2.7 Eigenvalues and Eigenvectors


The focus of this section is eigenvalues and eigenvectors, which are characteristics of matrices and linear transfor-
mations. Eigenvalues and eigenvectors arise in a wide range of fields, including finance, quantum mechanics, image
processing, and mechanical engineering.
Definition 2.7.1. Let A be an n × n matrix. Then a nonzero vector u is an eigenvector of A if there exists a scalar
λ such that
Au = λu (2.7.0)
The scalar λ is called an eigenvalue of A.

When λ and u are related as in equation 2.7.1, we say that λ is the eigenvalue associated with u and that u is
an eigenvector associated with λ.

The next theorem shows how to use determinants to find eigenvalues.

Theorem 1

Let A be an n × n matrix. Then λ is an eigenvalue of A if and only if det(A − λIn ) = 0.

Theorem 2

Let A be a square matrix, and suppose that u is an eigenvector of A associated with eigenvalue λ. Then for
any scalar c 6= 0, cu is also an eigenvector of A associated with λ.

 
3 3
Example 2.7.1. Find the eigenvalues for A = .
6 −4

ASTU
DEPARTMENT OF MATHEMATICS 35
Solution. Our aim is to determine the values of λ that satisfy det(A − λIn ) = 0. We have
     
3 3 λ 0 3−λ 3
A − λIn = − = .
6 −4 0 λ 6 −4 − λ

Next, we compute the determinant,

det(A − λIn ) = (3 − λ)(−4 − λ) − 18 = λ2 + λ − 30

Setting det(A − λI) = 0, we have

λ2 + λ − 30 = 0 ⇒ (λ − 5)(λ + 6) = 0 ⇒ λ = 5 or λ = −6

Thus the eigenvalues for A are λ = 5 and λ = −6. J


Exercise3. Find the
 eigenvalues and eigenvectors of the following
 matrices.

4 4 −2   −1 3 −4
3 −4
(A) L = 1 4 −1 (B) G = (C) L = −2 3 −4
1 3
3 6 −1 1 1 3
.

ASTU
DEPARTMENT OF MATHEMATICS 36
Chapter 3

Limit and continuity

3.1 Definition of limit


Definition 3.1.1 (Informal definition of limit). Suppose f (x) is defined when x is near the number a (these means
that f is defined on some open interval that contains a, except possibly at a itself.)
Then we write
lim f (x) = L
x→a

and say "the limit of f (x), as x approaches a, equals L" If we can make the values of f (x) arbitrarily close to L (as
close to L as we like) by taking x to be sufficiently close to a (on either side of a) but not equal to a.
x−1
Example 3.1.1. Guess the value of lim 2 .
x→1 x −1

x−1
Solution. Note that the function f (x) = x2 −1 is not defined at x = 1.
Consider the following table:
x<1 f (x) x>1 f (x)
0.5 0.66667 1.5000 0.400000
0.9 0.526316 1.1000 0.476190
0.99 0.502513 1.0010 0.499700
0.999 0.500250 1.0001 0.499975
x−1
Thus, lim 2 = 0.5.
x→1 x −1
Example 3.1.1 is illustrated by the graph of f in Figure below. Now let’s change f slightly by giving it the value 2
when x = 1 and calling the resulting function g:
(
x−1
2 if x 6= 1
g(x) = x −1
2 if x = 1

This new function g still has the same limit as x approaches 1.

lim g(x) = 0.5


x→1

Example 3.1.2. Investigate lim sin( πx )


x→0

x2 −1
Exercise 1. Describe the behavior of the the function f (x) = x−1 near x = 1 and find the limit of f (x) at x = 1.

37
6.

5.

4.

3.

2.

1.
B

−4. −3. −2. −1. 0 1. 2. 3.


→1←
−1.

−2.

Definition 3.1.2 (The formal definition of a limit). Let f be a function defined on some open interval that contains
the number a, except possibly at a itself .Then we say that the limit of f (x) as x approaches a is L and we write

lim f (x) = L
x→a

if for every number  > 0 there is a number δ > 0 such that ,if

0 < |x − a| < δ

then
|f (x) − L| < .

Example 3.1.3. Show that lim (4x − 5) = 7.


x→3

Solution. Let  be a given positive number. We want to find a number δ such that ,if

0 < |x − 3| < δ

then
|4x − 5 − 7| < .
But |(4x − 5) − 7| = |4x − 12| = 4|x − 3|.Therefore we want δ such that if 0 < |x − 3| < δ then 4|x − 3| < .
that is ; if 0 < |x − 3| < δ then |x − 3| < 4 .
This suggests that we should choose δ = 4
Now showing that this δ works , given  > 0 choose δ = 4
if
0 < |x − 3| < δ
then

|(4x − 5) − 7| = |4x − 12| = 4|x − 3| < 4δ = 4( ) = .
4
Thus if
0 < |x − 3| < δ

ASTU
DEPARTMENT OF MATHEMATICS 38
then
|(4x − 5) − 7| < .
Therefore by a definition of a limit
lim (4x − 5) = 7.
x→3
J
2
x −2x−8
Example 3.1.4. Use Formal Definition of limit to prove that lim x−4 = 6.
x→4

3.2 Basic limit theorems


Theorem 1: limit laws

Suppose that c is a constant and the limits

lim f (x) and lim g(x)


x→a x→a

exists. Then
1. Limit of a sum: lim [f (x) + g(x)] = lim f (x) + lim g(x)
x→a x→a x→a

2. Limit of a difference: lim [f (x) − g(x)] = lim f (x) − lim g(x)


x→a x→a x→a

3. Limit of a multiple: lim cf (x) = c lim f (x)


x→a x→a

4. Limit of a product: lim f (x)g(x) = lim f (x) lim g(x)


x→a x→a x→a

lim f (x)
f (x) x→a
5. Limit of a quotient: lim = if lim g(x) 6= 0
x→a g(x) lim g(x)
x→a
x→a

Example 3.2.1. Evaluate the following limits


1√
a. lim (x2 + cos x) b. lim x c. lim x cos x
x→0 x→9 2 x→0
d. lim x2 cos x
x→0 x +cos x

ASTU
DEPARTMENT OF MATHEMATICS 39
Theorem 2

6. Power law: lim [f (x)]n = [ lim f (x)]n where n is a positive integer.


x→a x→a

7. lim c = c
x→a

8. lim x = a
x→a

9. lim xn = an where n is a positive integer


x→a
√ √
10. lim n
x= n
a where n is a positive integer (If n is even, we assume that a > 0).
x→a
p q
n
11. Root Law: lim f (x) = n lim f (x) where n is a positive integer (If n is even, we assume that lim f (x) >
x→a x→a x→a
0).

x3 +3x+1
Example 3.2.2. Evaluate lim 2

x→−2 x −3 5x

Theorem 3: Limits of Polynomials and Rational Functions

1. If P (x) is a polynomial and a is any number, then

lim P (x) = P (a).


x→a

2. If P (x) and Q(x) are polynomials and Q(a) 6= 0, then

P (x) P (a)
lim = .
x→a Q(x) Q(a)

Example 3.2.3. Evaluate


lim (4x3 − 6x2 − 9x)
x→−1

Remark 3.2.1. If f (x) = g(x) when x 6= a, then lim f (x) = lim g(x) provided the limits exist.
x→a x→a

Example 3.2.4. Find lim x−1


2
x→1 x −1

x3 +2x2 −x−2
Example 3.2.5. Find lim x2 −4
x→−2

Theorem 4

If f (x) ≤ g(x) when x is near a (except possibly at a) and the limits of f and g both exist as x approaches a,
then
lim f (x) ≤ lim g(x)
x→a x→a


Example 3.2.6. Find the lim 1 − x2
x→0

ASTU
DEPARTMENT OF MATHEMATICS 40
Theorem 5: The Squeeze theorem

Assume f (x) ≤ g(x) ≤ h(x) for all x in some open interval about a, except possibly a itself. If lim f (x) =
x→a
lim h(x) = L, then lim g(x) exists and lim g(x) = L.
x→a x→a x→a

Example 3.2.7. Show that


sin x cos x−1
a. lim x = 1. b. lim x = 0.
x→0 x→0

Exercise 6. Evaluate the following


x2 +x−2
a lim 2
x→−2 x +5x+6
1 1
x−a
b lim
x→a x−a

c lim x2x−2
−16
x→4

3.3 One sided limits


Definition 3.3.1 ( Left-hand-limit). We write
lim f (x) = L
x→a−

and say the left-hand limit of f (x) as x approaches a [or the limit of f (x) as x approaches a from the
left] is equal to L if we can make the values of f (x) arbitrarily close to L by taking x to be sufficiently close to a
and x less than a. In this case we consider only for x < a.
Definition 3.3.2 (Right-hand-limit). If the values of f (x) can be made as close as we like to L by making x
sufficiently close to a (but greater than a).Then we write
lim f (x) = L
x→a+

which is read as “the limit of f (x) as x approaches a from the right is L" .
lim f (x) = L iff lim f (x) = L = lim+ f (x).
x→a x→a− x→a

Example 3.3.1. Show that lim |x| = 0


x→0
|x|
Example 3.3.2. Let f (x) = x . Find
a. lim− f (x) b. lim+ f (x) c. lim f (x)
x→0 x→0 x→0

if it exists.

3.4 Infinite limits,limit at infinity and asymptotes


3.4.1 Limits at infinity (negative infinity)
Definition 3.4.1. If the function f is defined on an interval (a, ∞) and if we can ensure that f (x) is as close as
we want to the number L by taking x large enough, then we say that f (x) approaches the limit L as x approaches
infinity ,and we write
lim f (x) = L
x→∞
If f is defined on an interval (−∞, b) and if we can ensure that f (x) is close as we want to the number M by taking
x negative and large enough in absolute value ,then we say that f (x) approaches the limit M as x approaches
negative infinity ,and we write
lim f (x) = M.
x→−∞

Example 3.4.1. Evaluate lim f (x) and lim f (x) for f (x) = √ x
x→∞ x→−∞ x2 +1
ASTU
DEPARTMENT OF MATHEMATICS 41
3.4.2 Infinite limits
1
Example 3.4.2 (A two sided infinite limit). Describe the behaviour of the function f (x) = x2 near x = 0.
Solution. As x approaches 0 from either side, the values of f (x) are positive and grow larger and larger.Thus
lim f (x) = lim x12 = ∞ J
x→0 x→0

4.
1
y= x2
3.

2.

1.

−3. −2. −1. 0 1. 2. 3.

−1.

1
Figure 3.1: Graph of y = x2

1
Example 3.4.3 (One sided infinite limits). Describe the behaviour of the function f (x) = x near x = 0.
Solution. As x approaches 0 from the right ,the values of f (x) become larger and larger positive number, and we
say that f has right -hand limit infinity at x = 0.

⇒ lim+ f (x) = ∞
x→0

Similarly , the values of f (x) become larger and larger negative numbers as x approaches 0 from the left, so f has
left hand limit ∞ at x = 0.
lim f (x) = −∞
x→0−

These statements do not say that the one-sided limits exists ;they do not exists because ∞ and −∞ are not
numbers. J

Example 3.4.4. polynomial behaviour at infinity


a. lim (3x3 − x2 + 2) = ∞ b. lim (3x3 − x2 + 2) = −∞
x→0 x→−∞

The highest degree term of a polynomial dominates the other terms as |x| grows large , so the limit of this term
at ∞ and −∞ determine the limits of the whole polynomial. Thus
1 2 1 2
3x3 − x2 + 2 = 3x3 (1 − + ) ⇒ lim (3x3 − x2 + 2) = ( lim 3x3 )( lim (1 − + )) = ∞
3x 3x3 x→∞ x→∞ x→∞ 3x 3x3

3.4.3 Asymptotes
Definition 3.4.2. The line x = a is called a vertical asymptote of the curve y = f (x) if at least one of the following
statements is true.
a. lim f (x) = ∞ b. lim− f (x) = ∞ c. lim+ f (x) = ∞
x→a x→a x→a
d. lim f (x) = −∞ e. lim− f (x) = −∞ f. lim+ f (x) = −∞
x→a x→a x→a
ASTU
DEPARTMENT OF MATHEMATICS 42
4.
1
y= x
3.

2.

1.

−3. −2. −1. 0 1. 2. 3.

−1.

1
Figure 3.2: Graph of y = x

For instance in examples 3.4.2 and 3.4.3 above the y-axis is a vertical asymptote and the x-axis is a horizontal
asymptote.
Exercise 1. a. Determine the infinite limit lim x+2 and lim x+2
x+3 .
x→−3+ x+3 x→−3−

x2 +1
b. Find the vertical asymptotes of the function y = 3x−2x2 .
|x| |x|
c. Evaluate lim− x and lim+ x .
x→0 x→0

3.4.4 Continuity
One sided continuity

Continuity from the left and right


Definition 3.4.3. A function f is continuous from the left at a point c if
lim f (x) = f (c)
x→c−

and is continuous from the right at a point c if


lim f (x) = f (c)
x→c+

Definition 3.4.4. A function f is said to be continuous at a point c if the following conditions are satisfied
1. f (c) is defined
2. lim f (x) exists
x→c

3. lim f (x) = f (c)


x→c

Example 3.4.5. Determine whether the following functions are continuous at the point x = 2.
x2 −4
a. f (x) = x−2
(
x2 −4
x−2 if x 6= 2
b. g(x) =
3 if x = 2
( 2
x −4
x−2 if x 6= 2
c. h(x) =
4 if x = 2

ASTU
DEPARTMENT OF MATHEMATICS 43
Theorem 2

Polynomials are continuous every where.

Example 3.4.6. Show that |x| is continuous every where ,



x
 if x > 0
|x| = 0 if x = 0

−x if x < 0

So |x| is continuous every where because lim |x| = |c|.


x→c

Theorem 3

If the functions f and g are continuous at c, then


• f + g is continuous at c

• f − g is continuous at c
• f × g is continuous at c
• f ÷ g is continuous at c if g(c) 6= 0 and has a discontinuity at c if g(c) = 0

lim f (x) = f (c)


since f and g are continuous at c, lim f (x) = f (c) and lim g(x) = g(c). Thus
x→c g(x) g(c) x→c x→c

f (x) lim f (x) f (c)


lim = x→c =
x→c g(x) lim g(x) g(c)
x→c

Theorem 4

A rational function is continuous every where except at the points where the denominator is zero.

x2 −9
Example 3.4.7. For what values of x is there a hole or a gap in the graph of y = x2 −5x+6 .

Theorem 5

If f is continuous at b and lim g(x) = b, then lim f (g(x)) = f (b). In other words
x→a x→a

lim f (g(x)) = f ( lim g(x))


x→a x→a

Example 3.4.8. If g(x) = 5 − x2 and f (x) = |x| then show that f (g(x)) is continuous at x = 3.

Theorem 6

If g is continuous at a and f is continuous at g(a), then the composite function f ◦g given by (f ◦g)(x) = f (g(x))
is continuous at a.

ASTU
DEPARTMENT OF MATHEMATICS 44
Continuity on a closed interval
Definition 3.4.5. A function f is said to be continuous on a closed interval [a, b] if the following conditions are
satisfied.
1. f is continuous on (a, b).

2. f is continuous from the right at a.


3. f is continuous from the left at b.
But f is continuous on (a, b) if f is continuous at every element in (a, b).

Example 3.4.9. What can you say about the continuity of the function f (x) = 9 − x2 ?
√ √
1. If c ∈ (−3, 3), then lim f (x) = lim 9 − x2 = 9 − c2 = f (c) which shows f is continuous at each point in
x→c x→c
(−3, 3).
√ q
2. lim + f (x) = lim + 9 − x2 = lim (9 − x2 ) = 0 = f (−3)
x→−3 x→−3 x→−3+
√ q
3. lim f (x) = lim 9 − x2 = lim (9 − x2 ) = 0 = f (3). Thus f is continuous on the closed interval [−3, 3].
x→3− x→3− x→3−

3.5 Intermediate value theorem


Theorem 1: Intermediate value theorem

If f is continuous on a closed interval [a, b] and k is any number between f (a) and f (b) inclusive then there
is at least one number x in the interval [a, b] such that f (x) = N .

Theorem 2

If f is continuous on [a, b] and if f (a) and f (b) are non-zero and have positive signs, then there is at least one
solution of the equation f (x) = 0 in the interval (a, b).

ASTU
DEPARTMENT OF MATHEMATICS 45
Chapter 4

Derivatives

4.1 Definition of derivatives; basic rules


Many real-world phenomena involve changing quantities - the speed of a rocket, the inflation of currency, the number
of bacteria in a culture, the shock intensity of an earthquake, the voltage of an electrical signal, and so forth. In this
chapter we will develop the concept of a “derivative", which is the mathematical tool for studying the rate at which
one quantity changes relative to another. The study of rates of change is closely related to the geometric concept
of a tangent line to a curve, so we will also be discussing the general definition of a tangent line and methods for
finding its slope and equation.
Definition 4.1.1. The derivative of a function f at a number a , denoted by f 0 (a), is

f (a + h) − f (a)
f 0 (a) = lim
h→0 h
if this limit exists.
If we write x = a + h , then we have h = x − a and h approaches 0 if and only if x approaches a. Therefore an
equivalent way of stating the definition of the derivative, as we saw in finding tangent lines, is

f (x) − f (a)
f 0 (a) = lim .
x→a x−a
Two interpretations of the derivative are as follows.
1. Geometric Interpretation of the Derivative: The derivative f 0 of a function f is a measure of the slope
of the tangent line to the graph of f at any point P (x, f (x)), provided that the derivative exists.

Example 4.1.1. Find an equation of the tangent line to the parabola y = x2 at the P (1, 1).

2. Physical Interpretation of the Derivative: The derivative f 0 of a function f measures the instantaneous
rate of change of f at x .
Example 4.1.2. Find the derivative of the function f (x) = x at the number a.

Exercise 1. Find the derivative of the the following functions with respect to x using Definition 4.1.1.
√ 1 1−x
A. f (x) = x B. g(x) = C. h(x) = x3 − x D. h(x) =
x+1 2+x

Theorem 2: Derivative of a Constant Function

46
If c is a constant, then
d
(c) = 0.
dx

Example 4.1.3. a) If f (x) = 6, then f 0 (x) = d


dx (6) = 0.

b) If f (x) = π 2 , then f 0 (x) = d 2


dx (π ) = 0.

Theorem 3: The Power Rule

If r is any real number and f (x) = xr , then

d r
f 0 (x) = (x ) = rxr−1 .
dx

Exercise 4. Find the derivative of the following functions with respect to x using power rule.
√ 1
A. f (x) = x100 B. g(x) = 3
x C. h(x) = D. l(x) = xπ
x2

Theorem 5: The Constant Multiple Rule

If f is a differentiable function and c is a constant, then


d
[cf (x)] = cf 0 (x).
dx

Exercise 6. Find the derivative of the following functions with respect to x using power rule.
5 π 1
A. f (x) = B. g(x) = C.
3x5 x x2

Theorem 7: The Sum and Difference Rule

If f and g are differentiable functions, then


d
[f (x) ± g(x)] = f 0 (x) ± g 0 (x)
dx

Theorem 8: The Product Rule

If f and g are differentiable functions, then


d
[f (x)g(x)] = f 0 (x)g(x) + g 0 (x)f (x).
dx

Example 4.1.4. a) Find dy/dx if y = (4x2 − 1)(7x3 + x).



b) Find ds/dt if s = (1 + t) t .
√ √
c) Find dy/dx if y = (2 x + x3 )(2 x − x2 )
d) Let y = uv be the product of the functions u and v. Find y 0 (2) if u(2) = 2, u0 (2) = −5, v(2) = 1 and v 0 (2) = 3.

ASTU
DEPARTMENT OF MATHEMATICS 47
Theorem 9: The Quotient Rule

If f and g are differentiable functions and g(x) 6= 0 , then

g(x)f 0 (x) − f (x)g 0 (x)


 
d f (x)
= .
dx g(x) [g(x)]2

1
Example 4.1.5. a) Find dy/dx if y = x2 +1 .

t
b) Find ds/dt if s = 1−5t .
a+bθ
c) Find df /dθ if f (θ) = m+nθ
x−1
d) Find equations of any lines that pass through the point (−1, 0) and any tangent to the curve y = x+1 .

4.2 The chain rule


Theorem 1: Chain Rule

If g is differentiable at x and f is differentiable at g(x), then the composite function F (x) = f ◦ g(x) defined
by F (x) = f (g(x)) is differentiable at x and F 0 is given by the product

F 0 (x) = f 0 (g(x)) · g 0 (x)

In Leibniz notation, if y = f (u) and u = g(x) are both differentiable functions,then

dy dy du
= .
dx du dx

Example 4.2.1. a) Differentiate y = cos 4x



b) Find F 0 (x) if F (x) = x2 + 3
The Power Rule Combined with the Chain Rule: If n is any real number and u = g(x) is differentiable, then
d n du
u = nun−1
dx dx
Alternatively,
d
[g(x)]n = n[g(x)]n−1 · g 0 (x)
dx
Example 4.2.2. Differentiate
1
A. y = (x3 − 1)100 B. g(x) = sin(cos(tan x)) C. h(x) = √
3
D. l(x) = esin x
x2 + x + 1

4.3 Higher order derivatives


The derivative f 0 of a function f is itself a function. As such, we may consider differentiating the function f 0 . The
derivative of f 0 , if it exists, is denoted by f 00 and is called the second derivative of f . Continuing in this fashion,
we are led to the third, fourth, fifth, and higher-order derivatives of f , whenever they exist. Notations for the first,
second, third, and in general, the n−th derivative of f are

f 0 , f 00 , f 000 , . . . , f (n)

or
d d2 f d3 f dn f
[f (x)], 2 , 3 , . . . , n
dx dx dx dx
ASTU
DEPARTMENT OF MATHEMATICS 48
or
Dx f, Dx2 f, Dx3 f, . . . , Dxn f
Example 4.3.1. Find the derivatives of all orders of f (x) = x4 − 3x3 + x2 − 2x + 8.
Example 4.3.2. Find the third derivative of y = x1 .

4.4 Implicit differentiation


dy
Suppose y = f (x) is differentiable function of x, we have seen that dx = f 0 (x). It was a case when y is written ex-
plicitly in terms of x. On the other hand, assume y is a diffentiable function of x expressed by equation F (x, y) = 0,
where y is not expressed explicitly. For instance, x3 + y 3 = 2xy. The process of differentiating such functions
without the need of first writing y in terms of x, is called Implicit differentiation.

Guidelines for implicit Differentiation


1. Differentiate both sides of the equation with respect to x.
dy
2. Collect all terms involving dx on the left side of the equation and move all other terms to the right side of
the equation.
dy
3. Factor dx out of the left side of the equation.
dy
4. Solve for dx .
dy
Example 4.4.1. Use implicit differentiation to find dx if 5y 2 + sin y = x2 .
dy
Exercise 1. (a) Use implicit differcntiation to find dx for the Folium of Descartes , x3 + y 3 = 3xy.
(b) Find an equation for the tangent line to the Folium of Descartes at the point ( 23 , 32 ).
(c) At what points is the tangent line to the Folium of Descartes horizontal?

4.5 Application of derivatives


4.5.1 Extrema of a function
Definition 4.5.1 (Extrema of a Function). A function f has an absolute maximum at c if for all x in the domain
D of f . The number f (c) is called the maximum value of f on D. Similarly, f has an absolute minimum at c if
for all x in D. The number f (c) is called the minimum value of f on D. The absolute maximum and absolute
minimum values of f on D are called the extreme values, or extrema, of f on D.
Definition 4.5.2 (Relative Extrema of a Function). A function f has a relative (or local) maximum at c if
f (c) ≥ f (x) for all values of x in some open interval containing c . Similarly, f has a relative (or local) minimum
at c if f (c) ≤ f (x) for all values of x in some open interval containing c.

Theorem 1: Fermat’s Theorem

If f has a relative extremum at c, then either f 0 (c) = 0 or f 0 (c) does not exist.

Definition 4.5.3 (Critical Number of f ). A critical number of a function f is any number c in the domain of f at
which f 0 (c) = 0 or f 0 (c) does not exist.
Finding the Extreme Values of a Continuous Function on a Closed Interval

Theorem 2: The Extreme Value Theorem

ASTU
DEPARTMENT OF MATHEMATICS 49
If f is continuous on a closed interval [a, b], then attains an absolute maximum value f (c) for some number c
in [a, b] and an absolute minimum value f (d) for some number d in [a, b].

Guidelines for Finding the Extrema of a Continuous Function f on [a, b]


1. Find the critical numbers of f that lie in (a, b).
2. Compute the value of f at each of these critical numbers, and also compute f (a) and f (b).
3. The absolute maximum value of f and the absolute minimum value of f are precisely the largest and the
smallest numbers found in Step 2.
Example 4.5.1. Find the extreme values of the function f (x) = 3x4 − 4x3 − 8 on [−1, 2].
Example 4.5.2. Find the extreme values of the function f (x) = 2 cos x − x on [0, 2π]

4.5.2 Mean value theorem


Theorem 3: ROLLE’S THEOREM

Let f be a function that satisfies the following three hypotheses:

1. f is continuous on the closed interval [a, b].


2. f is differentiable on the open interval (a, b).
3. f (a) = f (b).
4. Then there is a number c in (a, b) such that f 0 (c) = 0.

Example 4.5.3. Let f (x) = x3 − x for x in [−1, 1].

• Show that f satisfies the hypotheses of Rolle’s Theorem on [−1, 1].


• Find the number(s) c in (−1, 1) such that f 0 (c) = 0 as guaranteed by Rolle’s Theorem.

Theorem 4: THE MEAN VALUE THEOREM

Let f be a function that satisfies the following hypotheses:


1. f is continuous on the closed interval [a, b].

2. f is differentiable on the open interval (a, b)


Then there is a number c in (a, b) such that

f (b) − f (a)
f 0 (c) =
b−a
or, equivalently,
f (b) − f (a) = f 0 (c)[b − a]

Example 4.5.4. Let f (x) = x3 .


a. Show that f satisfies the hypotheses of the Mean Value Theorem on [1, −1].
b. Find the number(s) c in (−1, 1) that satisfy Equation (1) as guaranteed by the Mean Value Theorem.

ASTU
DEPARTMENT OF MATHEMATICS 50
4.6 First and second derivative tests
Definition 4.6.1 (Increasing and Decreasing Functions). A function f is increasing on an interval I, if for every
pair of numbers x1 and in x2 ,
x1 < x2 implies that f (x1 ) < f (x2 ),
f is decreasing on I if, for every pair of numbers x1 and x2 in I,

x1 < x2 implies that f (x1 ) > f (x2 ),

f is monotonic on I if it is either increasing or decreasing on I.

Theorem 1

Suppose f is differentiable on an open interval (a, b).

a. If f 0 (x) > 0 for all x in (a, b) , then f is increasing on (a, b).


b. If f 0 (x) < 0 for all x in (a, b) , then f is decreasing on (a, b).
c. If f 0 (x) = 0 for all x in (a, b), then f is constant on (a, b).

Determining the Intervals Where a Function Is Increasing or Decreasing


1. Find all the values of x for which f 0 (x) = 0 or f 0 (x) does not exist. Use these values of x to partition the
domain of f into open intervals.
2. Select a test number c in each interval I found in Step 1, and determine the sign of f 0 (c) in that interval.
a. If f 0 (c) > 0 then f is increasing on that interval.
b. If f 0 (c) < 0 then f is decreasing on that interval.
c. If f 0 (c) = 0, then f is constant on that interval.

Example 4.6.1. Determine the intervals where the function f (x) = x3 − 3x2 + 2 is increasing and where it is
decreasing.
We will now see how the derivative of a function can be used to help us find the relative extrema of f .

Theorem 2: The First Derivative Test

Let c be a critical number of a continuous function f in the interval (a, b) and suppose that f is differentiable
at every number c in (a, b) with the possible exception of c itself.
a. If f 0 (x) > 0 on (a, c) and f 0 (c) < 0 on (c, b), then f has a relative maximum at c.
b. If f 0 (x) < 0 on (a, c) and f 0 (c) > 0 on (c, b), then has a relative minimum at c.
c. If f 0 (x) has the same sign on (a, c) and (c, b), then f does not have a relative extremum at c.

Theorem 3: The Second Derivative Test

Suppose that f has a continuous second derivative on an interval (a, b) containing a critical number c of f .
a. If f 00 (c) < 0 , then f has a relative maximum at c.

b. If f 00 (c) > 0, then has a relative minimum at c.

ASTU
DEPARTMENT OF MATHEMATICS 51
c. If f 00 (c) = 0, then the test is inconclusive.

Example 4.6.2. Find the relative extrema of f (x) = x3 − 3x2 − 24x + 32 using the Second Derivative Test.

4.6.1 Concavity and inflection point


Definition 4.6.2. Concavity of the Graph of a Function Suppose f is differentiable on an open interval I. Then

a. the graph of f is concave upward on I if f 0 is increasing on I.


b. the graph of f is concave downward on I if f 0 is decreasing on I.

Theorem 4

Suppose f has a second derivative on an open interval I.


a. If f 00 (x) > 0 for all x in I , then the graph of f is concave upward on I.
b. If f 00 (x) < 0 for all x in I, then the graph of f is concave downward on I.

Determining the Intervals of Concavity of a Function

1. Find all values of x for which f 00 (x) = 0 or f 00 (x) does not exist. Use these values of x to partition the domain
of f into open intervals.
2. Select a test number c in each interval found in Step 1 and determine the sign of f 00 (c) in that interval.
a. If f 00 (c) > 0 , the graph of f is concave upward on that interval.
b. If f 00 (c) < 0, the graph of f is concave downward on that interval.

Definition 4.6.3. A point P on a curve y = f (x) is called an inflection point if f is continuous there and the curve
changes from concave upward to concave downward or from concave downward to concave upward at P .
Finding Inflection Points
1. Find all numbers c in the domain of f for which f 00 (c) = 0 or f 00 (c) does not exist. These numbers give rise
to candidates for inflection points.
2. Determine the sign of f 00 (x) to the left and to the right of each number c found in Step 1. If the sign of f 00 (x)
changes, then the point P (c, f (c)) is an inflection point of f , provided that the graph of f has a tangent line
at P .

Example 4.6.3. Find the points of inflection of f (x) = x4 − 4x3 + 12.

4.6.2 Curve sketching


We have seen on many occasions how the graph of a function can help us to visualize the properties of the function.
From a practical point of view, the graph of a function also gives, at one glance, a complete summary of all the
information captured by the function.
Guidelines for Curve Sketching
1. Find the domain of f .
2. Find the x− and y− intercepts of f . The y-intercept is f (0) and this tells us where the curve intersects the
y-axis. To find the x-intercepts, we set y = 0 and solve for x. (You can omit this step if the equation is
difficult to solve.)
3. Determine whether the graph of f is symmetric with respect to the y-axis or the origin.

ASTU
DEPARTMENT OF MATHEMATICS 52
i ) If f (x) = f (−x) for all x in D, that is, the equation of the curve is unchanged when x is replaced by
−x, then f is an even function and the curve is symmetric about the y-axis. This means that our work
is cut in half. If we know what the curve looks like for x ≥ 0, then we need only reflect about the y-axis
to obtain the complete curve.
ii) If f (x) = −f (−x) for all x in D, then f is an odd function and the curve is symmetric about the origin.
Again we can obtain the complete curve if we know what it looks like for x ≥ 0. Rotate 180◦ about the
origin.
iii) If f (x + p) = f (x) for all x in D, where p is a positive constant, then f is called a periodic function and
the smallest such number p is called the period.
4. Determine the behavior of f for large absolute values of x.
5. Find the asymptotes of the graph of f .
i. Horizontal Asymptotes: If either lim f (x) = L or lim f (x) = L, then the line y = L is a horizontal
x→∞ x→∞
asymptote of the curve y = f (x). If it turns out that lim f (x) = ∞ (or −∞), then we do not have an
x→∞
asymptote to the right, but this fact is still useful information for sketching the curve.
ii. Vertical Asymptotes: The line x = a is a vertical asymptote if at least one of the following statements is
true: lim+ f (x) = ∞, lim f (x) = ∞, lim+ f (x) = −∞ lim f (x) = −∞
x→a x→a− x→a x→a−
iii. Slant(Oblique Asymptote): Some curves have asymptotes that are oblique, that is, neither horizontal
nor vertical. If
lim [f (x) − (mx − b)]
x→∞

where m 6= 0, then the line y = mx + b is called a slant asymptote because the vertical distance between
the curve y = f (x) and the line y = mx + b b approaches 0.
6. Find the intervals where f is increasing and where f is decreasing. Use the I/D Test. Compute f 0 (x) and
find the intervals on which f 0 (x) is positive ( f is increasing) and the intervals on which f 0 (x) is negative ( f
is decreasing).
7. Find the relative extrema of f . Find the critical numbers of f [the numbers c where f 0 (c) = 0 or f 0 (c) does
not exist]. Then use the First Derivative Test. If f 0 changes from positive to negative at a critical number
c, then f 0 (c) is a local maximum. If f 0 changes from negative to positive at c, then f (c) is a local minimum.
Although it is usually preferable to use the First Derivative Test, you can use the Second Derivative Test if
f 0 (c) = 0 and f 00 (c) 6= 0. Then f 00 (c) > 0 implies that f (c) is a local minimum, whereas f 00 (c) < 0 implies
that f (c) is a local maximum.
8. Determine the concavity of the graph of f . Compute f 00 (x) and use the Concavity Test. The curve is concave
upward where f 00 (x) > 0 and concave downward where f 00 (x) < 0.
9. Find the inflection points of f . Inflection points occur where the direction of concavity changes.
10. Sketch the graph of f .
Example 4.6.4. Sketch the graph of the function f (x) = 2x3 − 3x2 − 12x + 12.
Exercise 5. Sketch the graphs of the following functions using the above guideline.
2x2 x2 x3
A. y = B. y = √ C. y = xex D. y =
x2 − 1 x2 + 1 x2 + 1

4.7 Velocity, acceleration and rate of change


If a function in rectilinear motion has position function s(t), then we define its velocity function v(t) to be
dS
V (t) = S 0 (t) = .
dt
Since the instantaneous speed of a particle is the absolute value of its instantaneous velocity, we define its speed
function to be
dS
|V (t)| = |S 0 (t)| = | |.
dt
ASTU
DEPARTMENT OF MATHEMATICS 53
Example 4.7.1. Let S(t) = t3 − 6t2 be the position function of a particle moving along an s− axis, where s is in
meters and t is in seconds. Find the velocity and speed functions.
In rectilinear motion , the rate at which the instantaneous velocity of a particle changes with time is called its
instantaneous acceleration. Thus, if a particle in rectilinear motion has velocity function v(t), then we define its
acceleration function to be
dv
a(t) = v 0 (t) = .
dt
Alternatively, we can use the fact that v(t) = S 0 (t) to express the acceleration function in terms of the position
function as
d2 S
a(t) = S 00 (t) = 2 .
dt
Example 4.7.2. Let S(t) = t3 − 6t2 be the position function of a particle moving along an s− axis, where s is in
meters and t is in seconds. Find a(t).
Related rates
The derivative dy/dx of a function y = f (x) is its instantaneous rate of change rate of change with respect to
the variable x. When a function describes either position or distance , then its time rate of change is interpreted
as velocity. In general a time rate of change is the answer to the question “How fast is a quantity changing?”.
For example, if V stands for volume that is changing in time , then dV /dt is the rate, or how fast, the volume
is changing with respect to time. In this section we are concerned with related rates. Since the problems will be
stated in words, you must interpret these words in terms of mathematical symbols. usually it is good idea to:
i) Draw a picture.
ii) Label all quantities that change in time with symbols.
iii) Analyse the words of the words of the problem and discern which rates are given and what rate is required.
iv) set up an equation that relates the variables.
v) differentiate the equation found in step (iv) with respect to time t. These step requires the use of implicit
differentiation. The resulting equation, after differentiation, is an equation that relates the rates at which the
variables change.
Example 4.7.3. A square is expanding with time. How is the rate at which the area increases related to the rate
a rate at which a side increases?
Example 4.7.4. Air is being pumped into a spherical balloon at a rate of 20f t3 /min. At what rate is the radius
changing when the radius is 3 ft?
Exercise 1. A water tank has the shape of an inverted circular cone with base radius 2m and height 4m. If water
is being pumped into the tank at a rate of 2m3 /min, find the rate at which the water level is rising when the water
is 3m deep.

4.8 Indeterminate Form(L’Hopital’s Rule)



Indeterminate forms of type ∞

Theorem 1

Let lim stand for one of the limits lim , lim− , lim+ , lim , lim and suppose that lim f (x) = ∞ and lim g(x) =
x→a x→a x→a x→∞ x→−∞
f 0 (x)
∞. If lim g 0 (x) has a finite value L, or if this limit is +∞ or −∞, then

f (x) f 0 (x)
lim = lim 0 .
g(x) g (x)

Example 4.8.1. Evaluate A. lim xx B. lim ln x


x→2 e x→2 csc x
ASTU
DEPARTMENT OF MATHEMATICS 54
0
Indeterminate forms of type 0

Theorem 2

Let lim stand for one of the limits lim , lim− , lim+ , lim , lim and suppose that lim f (x) = 0 and lim g(x) = 0.
x→a x→a x→a x→∞ x→−∞
f 0 (x)
If lim g 0 (x) has a finite value L, or if this limit is +∞ or −∞, then

f (x) f 0 (x)
lim = lim 0 .
g(x) g (x)

0
Example 4.8.2. In each part confirm that the limit is an indeterminate form of type 0, and evaluate it using
L0 H ôpital0 s rule.
−4
x2 −4 sin(2x) 1−sin x x 3
A. lim B. lim C. limπ D. lim 1
x→2 x−2 x→0 x x→ 2 cos x x→+∞ sin ( x )

Indeterminate forms of type ∞ − ∞:


A limit problem that leads to one of the expressions

(+∞) − (+∞, (−∞) − (−∞)

(+∞) + (−∞), (−∞) − (+∞)


is called an indeterminate form of type ∞ − ∞.Such limits are indeterminate because the two terms exert conflicting
influences on the expression:one pushes it in the positive direction and the other pushes it in the negative direction.
However, limit problems that lead to one of the expressions

(+∞) + (+∞, , (+∞) − (−∞)

(−∞) + (−∞), , (−∞) − (+∞)


are not indeterminate, since the two terms work together.


1 1
Example 4.8.3. Evaluate lim x − sin x ).
x→0−

Indeterminate forms of type 0 · ∞



Thus far we have discussed indeterminate forms of type 00 and ∞. However these are not the only possibilities; in
general, the limit of an expression that has one of the forms

f (x)
, f (x) · g(x), f (x)g(x) , f (x) − g(x), f (x) + g(x)
g(x)

is called an indeterminate form if the limits of f (x) and g(x) individually exert conflicting influences on the limit
of the entire expression. For example, the limit
lim+ x ln x
x→0

is an indeterminate form of 0 · ∞ because the limit of the first factor is 0, the limit of the second factor is −∞, and
these two limits exert conflicting influences on the product. On the other hand, the limit

lim [ x(1 − x2 )]
x→+∞

is not an indeterminate form because the first factor has a limit of +∞, the second factor has a limit of −∞, and
these influences work together to produce a limit of −∞ for the product.

Example 4.8.4. Evaluate a) lim+ x ln x b) limπ (1 − tan x) sec 2x


x→0 x→ 4

ASTU
DEPARTMENT OF MATHEMATICS 55
Indeterminate forms of type 00 , ∞0 , 1∞
Limits of the form
lim f (x)g(x)
give rise to indeterminate forms of the types 00 , ∞0 , 1∞ . Indeterminate forms of types 00 , ∞0 , and 1∞ can
sometimes be evaluated by first introducing a dependent variable y = f (x)g(x) and then calculating the limit of ln y
by expressing it as
lim ln y = lim[ln(f (x)g(x) )] = lim[g(x) ln f (x)]
Once the limit of ln y is known, the limit of, y = f (x)g(x) (itself can generally be obtained by a method that we will
illustrate in the next example.
1
Example 4.8.5. Show that lim (1 + x) x = e.
x→0

Example 4.8.6. Find lim+ xx .


x→0

Exercise 3. Evaluate the following limits:


 
a. lim sinx x f. lim 1+3x
sin x − 1
x
x→0 x→0

b. lim lnxx g. lim x


1
x→∞ e x→∞ sin x

√ln x
1
c. lim+ x−1 h. lim+ x ln x
x→1 x→0

6x2 +5x+7
d. lim 2 i. lim (1 − x3 )2x
x→∞ 4x +2x x→∞

e. lim xsin x−x


x→0 e −e

ASTU
DEPARTMENT OF MATHEMATICS 56
Chapter 5

Integrals

5.1 Antiderivatives, indefinite integrals


Antiderivatives
Definition 5.1.1. A function F is an antiderivative of f on an interval I if F 0 (x) = f (x) for all x in I.
Example 5.1.1. For any constant c, the function given by F (x) = x5 + c is an antiderivative of f (x) = 5x4 .

Theorem 1

If F is an antiderivative of f on an interval I, then G is an antiderivative of f on the interval I if and only if


G is of the form G(x) = F (x) + c, for all x in I where c is a constant.

Example 5.1.2. Find the most general antiderivative of each of the following functions
a) f (x) = sin x b) f (x) = xn , n ≥ 0
Solution. a) If F (x) = − cos x, then F 0 (x) = sin x, so an antiderivative of sin x is − cos x, by above theorem
the general form of antiderivative is G(x) = − cos x + c.
d xn+1 (n+1)xn
b) dx ( n+1 ) = (n+1) = xn n ≥ 0. Thus, the general antiderivative of f (x) = xn is

xn+1
F (x) = +c
n+1
J
Indefinite integral

Definition 5.1.2. Let f be continuous on interval I. Any antiderivative of f on I is also called an indefinite
integral of f on I is donated by Z
f (x)dx.
R
i.e F is antiderivative of f , we write F (x) = f (x)dx.
R
Note 4. For a function f , its indefinite integral f (x)dx is generally represented as:
Z
f (x)dx = F (x) + c,

where F is any antiderivative of f and c is any constant.

57
Basic Integration Rules
The inverse nature of integration and differentiation can be verified by substituting F 0 (x) for f (x) in the indefinite
integration definition to obtain Z
F 0 (x)dx = F (x) + c.
R
Moreover, if f (x)dx = F (x) + c, then Z
d
f (x)dx = f (x).
dx
Thus, these two equations allow us to obtain integration formulas directly from differentiation formulas.
The following are basic integration formula
R
11. sec2 x dx = tan x + c
R
1. 0 dx = c
R
12. csc2 x dx = −cotx + c
R
2. k dx = kx + c
R R R
3. kf (x)dx = k f (x) dx 13. sec x tan x dx = sec x + c
R R R R
4. [f (x) ± g(x)]dx = f (x)dx ± g(x)dx 14. csc x cot x dx = − csc x + c
n+1
5. xn dx = xn+1 + c (n 6= 1)
R R
15. tan x dx = ln | sec x| + c

6. x1 dx = ln |x| + c
R R
16. cot x dx = ln | sin x| + c
7. ex dx = ex + c
R R
17. sec dxx = ln | sec x + tan x| + c
x
8. ax dx = lna x + c
R R
18. csc x dx = − ln | csc x + cot x| + c
R R
9. sin x dx = − cos x + c 19. sinh x dx = cosh x + c
R R
10. cos x dx = sin x + c 20. cosh x dx = sinh x + c

Theorem 2

Let f and g be continuous on an interval I. Then


R R
a) kf (x)dx = k f (x)dx, where k is constant.
R R R
b) (f (x) ± g(x))dx = f (x)dx ± g(x)dx.

Example 5.1.3. Find


2x2 − 1
Z Z
a) (2x + 3sinx))dx b) dx
x2
R R R
Solution. a) (2x + 3 sin x))dx = 2xdx + 3 sin xdx = x2 − 3 cos x + c
b)
2x2 − 1
Z Z Z Z
1 1
dx = (2 − 2 )dx = 2dx − dx
x2 x x2
Z
= 2x − x−2 dx
1
= 2x + +c
x
J

5.2 Techniques of Integration


5.2.1 Integration by substitution, by parts and by partial fraction
ASTU
DEPARTMENT OF MATHEMATICS 58
Theorem 1: Integration by Substitution

Let g be a function whose range is an interval I , and let f be a function that is continuous on I . If g is
differentiable on its domain and F is an antiderivative of f on I, then
Z
f (g(x))g 0 (x)dx = F (g(x)) + c.

Letting u = g(x) gives du = g 0 (x)dx and


Z
f (u)du = F (u) + c.

Example 5.2.1. Find


a) x2 (x3 + 2)4 dx
R R
c) cos√ x cosh(sin x)dx
R cos x
b) sin4 x cos xdx
R
d) √
x
dx
du
Solution. a) Let u = x3 + 2, we obtain du = 3x2 dx ⇒ dx = 3x2 . Thus

1 u5 (x3 + 2)5
Z Z Z
du 1
x2 (x3 + 2)4 dx = x2 (u)4 2
= u4 du = +c= + c.
3x 3 3 5 15

b) Let u = sin x, we obtain du = cos xdx. Thus

u5 sin5 x
Z Z
sin4 x cos xdx = u4 du = +c= +c
5 5

c) Let u = sin x ⇒ du = cos xdx. Thus


Z Z
cos x cosh(sin x)dx = cosh(u)du = sinh u + c = sinh(sin x) + c.

√ 1 dx
d) Let u = x, we obtain du = √
2 x
dx ⇒ 2du = √
x
. Thus,


Z Z Z
cos x
√ dx = cos u · 2du = 2 cos udu = 2 sin u + c = 2 sin x + c.
x
J

Integration by parts

Theorem 2: Integration by parts

Let F and G be differentiable on [a, b], and assume that F 0 and G0 are continuous on [a, b], then
Z Z
F (x)G0 (x) = F (x)G(x) − G(x)F 0 (x)dx.

Remark: If we substitute u = F (x) and v = G(x), we obtain du = F 0 (x)dx and dv = G0 (x)dx. Hence the above
equation can be expressed as Z Z
udv = uv − vdu.

Example 5.2.2. Find


c) R tanh−1 xdx
R R
a) R x cos xdx
b) x ln xdx d) e−x cos xdx

ASTU
DEPARTMENT OF MATHEMATICS 59
Solution. a) Let u = x ⇒ du = 1dx, and take dv = cos xdx ⇒ v = sin x. Thus,
Z Z
x cos xdx = uv − vdu
Z
= x sin x − sin xdx

= x sin x + cos x + c

x2
b) Let u = ln x and dv = xdx . Then du = x1 dx and v = 2 . Thus,

x2
Z Z 2
x 1
x ln xdx = ln x − dx
2 2 x
x2 x2
= ln x − +c
2 4
1
= x2 (2 ln x − 1) + c
4

c) Let f (x) = tanh−1 x, and g 0 (x) = 1, we obtain that f 0 (x) = 1−x


1
2 , and g(x) = x

Z Z
x
tan−1 xdx = x tan−1 x − dx
1 − x2
Let u = 1 − x2 , du = −2xdx ⇒ −du
2 = xdx, thus

−1 −1 −1
Z Z
x 1
dx = du = ln |u| = ln |1 − x2 | + c.
1 − x2 2 u 2 2
Therefore, Z
1
tan−1 xdx = x tan−1 x + ln |1 − x2 | + c
2

d) Let f (x) = e−x , and g 0 (x) = cos x, then we obtain


Z Z
e cos xdx = e sin xdx + e−x sin xdx
−x −x

Let f (x) = e−x and g 0 (x) = sin x, then we obtain f 0 (x) = −e−x , g(x) = − cos x.
So, Z Z
e−x sin xdx = −e−x cos x − e−x cos xdx

Z Z
e−x cos xdx = e−x sin xdx − e−x cos x − e−x cos xdx
Z
⇒ 2 e−x cos xdx = e−x sin x − e−x cos x

e−x
Z
⇒ e−x cos xdx = (sin x − cos x) + c
2
J

Reduction formulas
sinn xdx , where n ≥ 2 is an integer.
R
a) Find a reduction formula for

Solution. We first rewrite Z Z


n
sin xdx = sinn−1 x sin xdx

ASTU
DEPARTMENT OF MATHEMATICS 60
and then we integrate by parts, letting u = sinn−1 x and dv = sin xdx so that du = (n − 1) sinn−2 x cos xdx
and v = −cosx. Thus,
−1 n−1
Z Z
sinn xdx = sinn−1 x cos x + sinn−2 xdx.
n n
J

Similarly using integration by part


b)
n−1
Z Z
1
cos xdx = cosn−1 x sin x +
n
cosn−2 xdx
n n

c)
n−2
Z Z
n 1
sec xdx = secn−1 x tan x + secn−2 xdx
n−1 n−1

d) Z Z
n n−1
(ln x) dx = x(ln x) −n (ln x)n−1 dx

Example 5.2.3. Find


a)R sin4 xdx
R

b) (ln x)2 dx
Integration by partial fraction
This technique is applicable for integrating rational function(when the denominator is a product of two or more
polynomials) and it involves writing a fraction as the sum of two or more fractions.
P (x)
Definition 5.2.1. A rational function R(x) = Q(x) is called proper if the degree of P (x) is less than the degree of
Q(x), otherwise it is called an improper rational function.
The following cases may happen:

Case 1: The denominator Q(x) is a product of distinct linear factor. i.e

Q(x) = (a1 x + b1 )(a2 x + b2 ) · · · (ak x + bk )

Where no factor is repeated.

P (x) P (x)
= .
Q(x) (a1 x + b1 )(a2 x + b2 ) · · · (ak x + bk )

Then there exists constant A1 , A2 , . . . , Ak such that

P (x) A1 A2 Ak
= + + ··· +
Q(x) a1 x + b1 a2 x + b2 a k x + bk
4x2 −4x+6
R
Example 5.2.4. Evaluate x3 −x2 −6x dx

Solution. Here the degree of numerator less than degree of denominator, no long division proceed.

4x2 − 4x + 6 4x2 − 4x + 6 4x2 − 4x + 6 A B c


3 2
= 2
= = + +
x − x − 6x x(x − x − 6) x(x − 3)(x + 2) x x−3 x+2

⇐⇒ 4x2 − 4x + 6 = A(x − 3)(x + 2) + B(x)(x + 2) + c(x)(x − 3).

Letting x = 0, we get
6 = A(0 − 3)(0 + 2) =⇒ 6 = −6A =⇒ A = −1.

ASTU
DEPARTMENT OF MATHEMATICS 61
Letting x = −2, we get

4(−2)2 − 4(−2) + 6 = A(−2 − 3)(0) + B(−2)(0) + c(−2)(−2 − 3) =⇒ 30 = 10c =⇒ c = 3

Similarly, by letting x = 3, we get B = 2.


Note:Alternatively you can solve simultaneously.

Hence,
4x2 − 4x + 6 −1 2 3
= + +
x(x − 3)(x + 2) x x−3 x+2

4x2 − 4x + 6 −1
Z Z Z Z
2 3
dx = dx + dx + dx
x(x − 3)(x + 2) x x−3 x+2
= − ln |x| + 2 ln |x − 3| + 3 ln |x + 2| + c.

J
3 3
4x +x 4x +x 8x−3
R
Exercise 3. Evaluate 2x2 +x+3 dx, (Hint 2x2 +x+3 = 2x − 1 + 2x2 +x−3 )

Case 2: If Q(x) is a product of linear factor some of which are repeated.


P (x)
That is if Q(x) contains a factor (ax + b)r , with r > 1, then a partial fraction decomposition of Q(x) contains
a sum of r partial fraction of the form
A1 A2 Ar
+ + ··· +
ax + b (ax + b)2 (ax + b)r

where each Ai is a real number.


For instance,
2x4 − 3x2 + x − 4 A B C D E
3
= + + + 2
+
x(x − 1)(2x + 3) x x − 1 2x + 3 (2x + 3) (2x + 3)3
Example 5.2.5. Evaluate x3 −x4x
R
2 −x+1 dx

solution: x3 − x2 − x + 1 = (x − 1)(x − 1)(x + 1) = (x − 1)2 (x + 1)


4x 4x A B C
= = + +
(x3 − x2 − x + 1) (x + 1)(x − 1)2 x + 1 x − 1 (x − 1)2

⇐⇒ 4x = A(x − 1)2 + B(x + 1)(x − 1) + C(x + 1)


= A(x2 − 2x + 1) + B(x2 − 1) + Cx + C
= (A + B)x2 + (C − 2A)x + (A + C − B).

A + B = 0

=⇒ C − 2A = 4

A + C − B = 0.

This implies A = −1, B = 1, C = 2


−1
Z Z Z Z
4x 1 2
3 2
dx = dx + dx + dx
x −x −x+1 x+1 x−1 (x − 1)2
2
= − ln |x + 1| + ln |x − 1| − +c
x−1
x−1 2
= ln | |− +c
x+1 x−1

ASTU
DEPARTMENT OF MATHEMATICS 62
Case 3: Q(x) contains irreducible quadratic factors none of which repeated. If

P (x) P (x)
=
Q(x) (a1 x + b1 x + c1 )(a2 x + b2 x + c2 )...(an x2 + bn x + cn )
2 2

where all the factors (ak x2 + bk x + ck ), k = 1, ..., n are distinct and irreducible, then their is constants
A1 , A2 , ..., An , B1 , B2 , ..., Bn such that

P (x) A1 x + B 1 An x + Bn
= + ··· + .
Q(x) a1 x2 + b1 x + c1 an x2 + bn x + cn
For instance
3x3 + 8x2 + 7x + 5 Ax + B Cx + D
= 2 + 2
(x2 + 1)(x2 + 2x + 2) x +1 x + 2x + 2
1
R
Example 5.2.6. Evaluate x3 +4x dx

Solution. (x3 + 4x) = x(x2 + 4). This implies


1 1 A Bx + C
= = + 2
x3 + 4x 2
x(x + 4) x x +4

⇐⇒ 1 =A(x2 + 4) + x(Bx + C)
= Ax2 + 4A + Bx2 + Cx

A + B = 0

=⇒ C = 0

4A = 1.

1 −1
=⇒ A = , C = 0, B =
4 4
Z Z 1 1
1
dx = ( 4 − 2 4 )dx
x3 + 4x x x +4
Z Z
1 1 1 x
= dx − 2
dx
4 x 4 x +4
Z
1 1 1 du
= ln |x| −
4 4 2 u
1 1
= ln |x| − ln |x2 + 4| + c
4 8
J

Case 4: Q(x) contains a repeated irreducible quadratic factor.


If Q(x) contains a factor (ax2 + bx + c)r with r > 1, where (ax2 + bx + c)r is irreducible (b2 − 4c < 0), then
P (x)
the partial fraction decomposition of Q(x) contains a sum of partial fraction of the form

A1 x + B 1 A2 x + B2 Ar x + B r
+ + ··· +
2 2
(ax + bx + c) (ax + bx + c)2 (ax2 + bx + c)r

where Ai , Bi are real numbers(i = 1, ..., r).


For instance
3x A1 x + B1 A2 x + B 2 A3 x + B3
= + 2 + 2
(x2 + 1)3 x2 + 1 (x + 1)2 (x + 1)3
Example 5.2.7. Evaluate
x2 + x + 1
Z
dx
x(x2 + 1)2
ASTU
DEPARTMENT OF MATHEMATICS 63
Solution.
x2 + x + 1 A Bx + C Dx + E
2 2
= + 2 + 2
x(x + 1) x (x + 1) (x + 1)2

⇐⇒ x2 + x + 1 = A(x2 + 1)2 + x(Bx + 1)(x2 + 1) + x(Dx + E)


= (A + B)x4 + (2A + B + D)x2 + Cx3 + (C + E)x + A

A + B = 0


2A + B + D = 1



⇐⇒ C = 0

C +E =1





A = 1

=⇒ A = 1, B = −1, C = 0, D = 0, E = 1.

x2 + x + 1
Z Z Z Z
1 x 1
dx = dx − dx + dx
x(x2 + 1)2 x x2 + 1 (x2 + 1)2
Z
1 1
= ln |x| − ln |x2 + 1| + dx
2 (x + 1)2
2

Let x = tan θ, dx = sec2 θdθ

sec2 θdθ
Z Z
1
dx =
(x + 1)2
2 (tan2 θ + 1)2
sec2 θdθ
Z
= dθ
sec4 θ
Z
1
= dθ
sec2 θ
Z
= cos2 θdθ
1 1
= cos θ sin θ + θ + c.
2 2
Consider,

x2 + 1 sin θ = x cos θ = 1
x x2 +1 , x2 +1

θ
1

x √ 1
sin θ = x2 +1 , cos θ = x2 +1
. Thus,
Z
1 1 1 x 1
dx = √ ·√ + tan−1 (x) + c.
(x2 + 1)2 2 x2 + 1 x +1 2
2

Therefore,
x2 + x + 1
Z
1 x 1
2 2
dx = ln |x| − ln |x2 + 1| + 2
+ tan−1 (x) + c
x(x + 1) 2 2(x + 1) 2
J

ASTU
DEPARTMENT OF MATHEMATICS 64
5.2.2 Trigonometric integrals
Trigonometric integrals is their integrands are combinations of trigonometric functions. Especially those in which
the integrands are composed of power of basic trigonometric functions.

sinn x cosm xdx?


R
How to evaluate
a) If the power of cosine is odd (m = 2k + 1). Save one cosine factor and use cos2 x = 1 − sin2 x to express
the remaining factor interims of sine i.e
Z Z
sinn x cosm xdx = sinn x cos2k+1 xdx
Z
= sinn x cos2k x cos xdx
Z
= sinn x(cos2 x)k cos xdx
Z
= sinx (1 − sin2 x)k cos xdx,

then integrate using substitution technique by taking u = sin x, du = cos xdx.


b) If the power of sine is odd (n = 2k + 1) save one sine factor and use sin2 x = 1 − cos2 x to express the
remaining factors interims of sine, then expand and evaluate by substitution. i.e
Z Z
sin x cos xdx = sin2k+1 x cosm xdx
n m

Z
= sin2k x cosm x sin xdx
Z
= (1 − cos2 x)k cosm x sin xdx

Then integrate using substitution technique by taking u = cos x, −du = sin xdx.
c) If the power of both cosine and sine are even positive use identities
1 − cos 2x 1 + cos 2x
sin2 x = and cos2 x =
2 2
Example 5.2.8. Evaluate the following
Z Z
a) sin4 x cos5 xdx b) sin5 x cos4 xdx

Solution. a)
Z Z
4 5
sin x cos xdx = sin4 x cos4 x cos xdx
Z
= sin4 x(cos2 x)2 cos xdx
Z
= sin4 x(1 − 2 sin2 x + sin4 x) cos xdx
Z
= (sin4 x − 2 sin6 x + sin8 x) cos xdx

Let u = sin x, du = cos xdx. Then


Z Z
sin x cos xdx = (u4 − 2u6 + u8 )du
4 5

u5 2u7 u9
= − + +c
5 7 9
sin5 x 2 sin7 x sin9 x
= − + +c
5 7 9
ASTU
DEPARTMENT OF MATHEMATICS 65
b)
Z Z
5 4
sin x cos xdx = sin4 x sin x cos4 xdx
Z
= (1 − cos2 x)2 cos4 x sin xdx
Z
= (1 − 2 cos2 x + cos4 x) cos4 x sin xdx
Z
= (cos4 x − 2 cos6 x + cos8 x) sin xdx

Let u = cos x, −du = sin xdx. Then

Z
sin5 x cos4 xdx
Z
=− (u4 − 2u6 + u8 )du

−u5 2u7 u9
= + − +c
5 7 9
1 2 −1
= − cos5 x + cos7 x − cos9 x + c
5 7 9

J
Exercise 4. Find
a) R sin4 x cos2 xdx
R

b) sin3 (2x) cos2 (2x)dx

tanm x secn xdx?


R
How to evaluate
a) If the power of secant is even (n = 2k), save the factor of sec2 x and use sec2 x = 1 + tan2 x, to express
the remaining factor interms of tan x, then expand and integrate by substituting u = tan x i.e
Z Z
tanm x(sec2k x)dx = tanm x(sec2k−2 x) sec2 xdx
Z
= tanm x(sec2 x)k−1 sec2 xdx
Z
= tanm x(1 + tan2 x)k−1 sec2 xdx

Then substitute u = tan x, du = sec2 xdx. Hence


Z Z
tan x(sec x)dx = um (1 + u2 )k−1 du
m n

b) If the power of tangent is odd (m = 2k + 1)


Z Z
tanm x secn xdx = tan2k+1 x secn xdx
Z
= tan2k x tan x secn−1 x sec xdx
Z
= (sec2 x − 1)k secn−1 x sec x tan xdx

Let u = sec x, du = sec x tan xdx, then


Z Z
tan2k+1 x secn xdx = (u2 − 1)k un−1 du
ASTU
DEPARTMENT OF MATHEMATICS 66
c) If the power of tangent is even (m = 2k) and secant is odd (n = 2k + 1), then use the identity tan2 x =
sec2 x − 1 to reduice the integrand to power of secant alone, then expand and use induction formula.
d) If none of the above cases, apply or try to integrate by converting to sine and cosine.
Example 5.2.9. Evaluate the following

tan3 x sec4 xdx


R
a)

b) sec5 x tan3 xdx

Solution.
Z Z
a) tan3 x sec4 xdx = tan3 x sec2 x sec2 xdx
Z
= tan3 x(1 + tan2 x) sec2 xdx

Let u = tan x, du = sec2 xdx


Z Z
1 4 1 6
tan3 x sec4 xdx = u3 (1 + u2 )du = u + u +c
4 6
1 1
tan4 x + tan6 x + c
=
4 6
Z Z
b) sec5 x tan3 xdx = sec4 x tan2 x tan x sec xdx
Z
= sec4 x(sec2 x − 1) tan x sec xdx

Let u = sec x , du = sec x tan xdx


u7 u5
Z Z
sec5 x tan3 xdx = u4 (u2 − 1)du = − +c
7 5
sec7 x sec5 x
= − +c
7 5
J

Exercise 5. Find the following

tan2 x sec xdx


R
a)

sec4 x tan6 xdx


R
b)

R
Integrals of the form sin ax cos bx dx

Note
• sin(ax + bx) = sin ax cos bx + cos ax sin bx.
• sin(ax − bx) = sin ax cos bx − cos ax sin bx.
• sin(ax + bx) + sin(ax − bx) = 2 sin ax cos bx.
This impies that Z Z
1 1
i) sin ax cos bx = sin(ax + bx)dx + sin(ax − bx)dx
2 2
Similiraly Z Z
1
ii) sin(ax) sin(bx)dx = [ cos(a − b)x − cos(a + b)x]dx
2
Z Z
1
iii) cos ax cos bxdx = [ cos(a − b)x + cos(a + b)x]dx
2
ASTU
DEPARTMENT OF MATHEMATICS 67
Example
R 5.2.10. Evaluate the following
a) R sin(4x) cos(5x)dx
b) cos(3x) cos(−2x)dx
Solution.
Z Z Z
1
a) sin(4x) cos(5x)dx = [ sin(9x)dx + sin(−x)dx]
2
Z Z
1 1
= sin(9x)dx − sin xdx
2 2
Z
1 1
= sin(9x)dx + cos x + c
2 2

Let u = 9x, this implies du = 9dx ⇒ du


9 = dx. Then
Z Z
sin u cos u cos 9x
sin(9x)dx = du = − =−
9 9 9
Hence, Z
cos 9x 1
sin(4x) cos(5x)dx = − + cos x + c
18 2
Z Z
1
b) cos(3x) cos(−2x)dx = [ cos(3 − (−2))x + cos(3 + (−2))xdx]
2
Z
1
= [ cos 5x + cos x]dx
2
1 1 1
= · sin(5x) + sin x + c
2 5 2
1 1
= sin(5x) + sin x + c
10 2
J
R
Exercise 6. Find sin(2x) sin(3x)dx

5.2.3 Integration by trigonometric substitution


√ √
Trigonometric substitutions are variable when the integral contains square roots of the form
√ a2 − x2 , x2 + a2 ,
x2 − a2 , a ≥ 0.


a) Integrals containing a2 − x2
−π π
If we let x = a sin θ, with a > 0 and 2 ≤θ≤ 2, then a cos θ ≥ 0 , so that
p p q √
a2 − x2 = a2 − a2 sin2 θ = a2 (1 − sin2 θ) = a2 cos2 θ = a cos θ

Thus if an integral contains a2 − x2 , we can eliminate the square root by substituting x = a sin θ, so that
dx = a cos θdθ.
1
R
Example 5.2.11. Find x2 √16−x 2
dx

ASTU
DEPARTMENT OF MATHEMATICS 68
√ √
Solution. 16 − x2 = 42 − x2 , we substitute x = 4 sin θ, so that dx = 4 cos dθ. Thus
Z Z
1 1
√ dx = p · 4 cos θdθ
2
x 16 − x 2
16 sin θ 16 − 16 sin2 θ
2
Z
1
= p · 4 cos θdθ
16 sin θ 16(1 − sin2 θ)
2
Z
4 cos θ
= dθ
16 sin2 θ(4 cos θ)
Z
1 1
= dθ
16 sin2 θ
Z
1
= csc2 θdθ
16
−1
= cot θ + c
16

16 √
16−x2
x This implies cot θ = x .
θ

16 − x2

Thus, √
−1 16 − x2
Z
1
√ dx = cot θ + c = +c
2
x 16 − x 2 16 x
J
R√
Exercise 7. Find 25 − 4x2 dx

b) Integrals containing x2 + a2
If we let x = a tan θ, with a > 0 and −π π
2 < θ < 2 , then a sec θ ≥ 0, so that
p p q
x2 + a2 = a2 tan2 θ + a2 = a2 (tan2 θ + 1) = a sec θ

Thus if an integral contains x2 + a2 , we can eliminate the square root by substituting x = a tan θ, so that
dx = a sec2 θdθ
Example 5.2.12. Find x2 √1x2 +1 dx
R

Solution. Let x = tan θ, dx = sec2 θdθ, Therfore,


sec2 θ
Z Z
1
√ dx = p dθ
x2 x2 + 1 tan2 θ tan2 θ + 1
sec2 θ
Z
= dθ
tan2 θ sec θ
Z
sec θ
= dθ
tan2 θ
Z
= sec θ cot2 θdθ

cos2 θ
Z
1
= · dθ
cos θ sin2 θ
Z
cos θ
= dθ
sin2 θ
ASTU
DEPARTMENT OF MATHEMATICS 69
Let u = sin θ, du = cos θ
−1
Z
cos θ
dθ = + c = − csc θ + c
sin2 θ sin θ
Thus,


x2 + 1 sin θ = √ x .
x x2 +1

θ
1


x2 + 1
Z
1
√ dx = − csc θ + c = + c.
x x2 + 1
2 x
J
1
R
Example 5.2.13. Evaluate √
25+4x2
dx

Solution. Z Z
1 1
√ dx = p dx
25 + 4x2 52 + (2x)2
5
Let 2x = 5 tan θ, dx = 2 sec2 θdθ
Z Z
1 1 5
√ dx = p sec2 θdθ ·
25 + 4x2 25 + 25 tan θ 2 2

sec2 θ
Z
= dθ
5 sec θ
Z
1
= sec θdθ
2
1
= ln | sec θ + tan θ| + c
2
Hence,


4x2 + 25 √
25+4x2
2x So, sec θ = 5

θ
5


25 + 4x2 + 2x
Z
1 1
√ dx = ln | |+c
25 + 4x2 2 5
J

c) Integrals containing x2 − a2
If we let x = a sec θ, with 0 ≤ θ < π2 , or π ≤ θ < 3π
2 , then a tan θ ≥ 0, so that
p p p
x2 − a2 = a2 sec2 θ − a2 = a2 (sec2 θ − 1) = a tan θ

Thus, if an integral contains x2 − a2 , we can eliminate the square root by substituting x = a sec θ, so that
dx = a sec θ tan θdθ
ASTU
DEPARTMENT OF MATHEMATICS 70

x2 −9
R
Example 5.2.14. Evaluate x dx

Solution. Let x = 3 sec θ, dx = 3 sec θ tan θdθ,


Z √ 2 √
x −9 9 sec2 θ − 9
Z
dx = 3 sec θ tan θdθ
x 3 sec θ
Z
3 tan θ
= (3 sec θ tan θ)dθ
3 sec θ
Z
= 3 tan2 θdθ
Z
= 3 (sec2 θ − 1)dθ

= 3(tan θ − θ) + c

x √
√ x2 −9
tan θ = 3
x2 −9
θ
3

Z √ √
x2 − 9 x2 − 9 x
dx = 3 − sec−1 + c
x 3 3
p 1 −1 x
= x2 − 9 − sec ( ) + c
3 3
J
√ x
R
Exercise 8. Evaluate 3x2 −2
dx

d) Integrals containing bx2 + cx + d √ √ √
By completing the square in bx2 + cx + d we can express bx2 + cx + d interms of a2 − x2 , a2 + x2 , for
suitable a > 0. Then the trigonometric substitution eliminates the square root as before.

Example 5.2.15. Find √ 2 1


R
dx
9x +6x+2

Solution. First we complete the square in the deniminator


p p p p
9x2 + 6x + 2 = (3x2 ) + 2(3x) + 1 + 1 = 3x2 + (2)(3x) + 1 + 1 = (3x + 1)2 + 1.

Then we let 3x + 1 = tan θ, so that 3dx = sec2 θdθ. This implies dx = 31 sec2 θdθ
Z Z
1 1
√ dx = p dx
9x2 + 6x + 2 (3x + 1)2 + 1
Z
1 1
= p sec2 θdθ
2
tan θ + 1 3
Z
1 1
= ( sec2 θ)dθ
sec θ 3
Z
1
= sec θdθ
3
1
= ln | sec θ + tan θ| + c
3
ASTU
DEPARTMENT OF MATHEMATICS 71

p
(3x + 1)2 + 1
sec θ = 9x2 + 6x + 2, tan θ = 3x + 1
3x + 1
θ
1

Thus, Z
1 1 p
√ dx = ln | 9x2 + 6x + 2 + 3x + 1| + c
9x2 + 6x + 2 3
J

1
R
Exercise 9. Find √
x2 +3x+1
dx

5.3 Definite integral, Fundamental theorem of calculus


Definition 5.3.1. If f is a function defined for a ≤ x ≤ b, we divide the interval [a, b] into n subintervals of equal
width ∆x = b−an , we let x0 = a, x1 , x2 , ..., xn = b be the end points of these subintervals. Then the definite integral
of f from a to b is
Zb Xn
f (x)dx = lim f (xi )∆x.
n→∞
a i=1

Rb
Note:In the notation f (x)dx, f (x) is called the integrand and a and b are called the limit of integration: a is
a
lower limit and b is upper limit.

Properties of definite integrals


Rb Ra
1. f (x)dx = − f (x)dx.
a b

Ra
2. f (x)dx = 0.
a

Rb
3. cdx = c(b − a), where c is any constant.
a

Rb Rb
4. cf (x)dx = c f (x)dx, where c is any constant.
a a

Rb Rb Rb
5. (f (x) ± g(x)dx = f (x)dx ± g(x)dx
a a a

Rc Rb Rb
6. f (x)dx + f (x)dx = f (x)dx
a c a

Rb
7. If f (x) ≥ 0 for a ≤ x ≤ b, then f (x)dx ≥ 0.
a

Rb Rb
8. If f (x) ≥ g(x) for a ≤ x ≤ b, then f (x)dx ≥ g(x)dx.
a a

ASTU
DEPARTMENT OF MATHEMATICS 72
Rb
9. If m ≤ f (x) ≤ M , for a ≤ x ≤ b, then m(b − a) ≤ f (x)dx ≤ M (b − a).
a

R10 R8 R10
Example 5.3.1. If f (x)dx = 17 and f (x)dx = 12. Find f (x)dx
0 0 8

Solution. By property 6, we have


Z8 Z10 Z10
f (x)dx + f (x)dx = f (x)dx
0 8 0

So,
Z10 Z10 Z8
f (x)dx = f (x)dx − f (x)dx = 17 − 12 = 5
8 0 0
J

Theorem 1: The fundamental theorem of calculus

Suppose f is continuous on [a, b]


Rx
1) If g(x) = f (t)dt; a ≤ x ≤ b, then g 0 (x) = f (x).
a

Rb
2) f (x)dx = F (b) − F (a), where F is any antiderivative of f , that is F 0 = f.
a

Rx √
Example 5.3.2. Find the derivative of the function g(x) = 1 + t2 dt
0

Solution. Since f (t) = 1 + t2 is continuous, part 1 of the fundamental theorem of calculus gives
p
g 0 (x) = 1 + x2

J
Example 5.3.3. Find
4
d
Rx
a) dx sec tdt
1
R2
b) |x|dx
−1

Solution. a) Let u = x4 , then


4
Zx Zu
d d
sec tdt = sec tdt
dx dx
1 1
Zu
d du
= ( sec tdt)
du dx
1
du
= sec u.
dx
= 4x3 sec(x4 )

ASTU
DEPARTMENT OF MATHEMATICS 73
b) Consider ( (
x, if x ≥ 0 x, x ∈ [0, 2]
|x| = ⇒ |x| =
−x, if x < 0 −x, x ∈ [−1, 0].
Therfore,

Z2 Z0 Z2 Z0 Z2
|x|dx = |x|dx + |x|dx = −xdx + xdx
−1 −1 0 −1 0
2 2
−x 0 x
= | + |20
2 −1 2
02 − 12 22 − 02
= −( )+( )
2 2
5
=
2
J
Exercise 2. Evaluate the following integrals

R2
a) |2x − 1|dx
0
π
R4
b) sec2 xdx
0
R2
c) (x2 − 3)dx
1

5.4 Improper Integrals


For any Interval I, we say that f is bounded on I if there is a constant M such that

|f (x)| ≤ M, for all x inI.

The integrals of unbounded functions are called improper integrals.

A) Integrals with unbounded integrands


we say that f is unbounded near c if f is unbounded either in every interval of the form (c, x) or on every
interval of the form (x, c). For instance , x1 and √1x are unbounded near 0.

i) If f (x) is continuous on [a, b) and is discontinuous at b, then

Zb Zt
f (x)dx = lim f (x)dx
t→b−
a a

ii) If f (x) is continuous on (a, b] and is discontinuous at a, then

Zb Zb
f (x)dx = lim+ f (x)dx.
t→a
a t

iii) If f (x) is discontinuous at c ,where a < c < b and continuous on [a, c) and (c, b], then

Zb Zc Zb
f (x)dx = f (x)dx + f (x)dx.
a a c

ASTU
DEPARTMENT OF MATHEMATICS 74
Note: In the first two cases, the improper integrals converges, if the limit exists. Otherwise, the improper
integrals diverges. in the third case, the improper on the left diverges if either of the improper integrals on
the right diverges.
Example 5.4.1. Evaluate the following integrals

R1
a) √1 dx
x
0
π
R2
b) tan xdx
0

R1
c) √1−2x dx
x−x2
0

R2 dx
d) x3
−1

Solution. a) √1 is continuous at every point (0, 1] and is discontinuous at 0, then


x

Z1

Z
1 1
√ dx = lim √ dx = lim [2 x]1t
x t→0+ x t→0+
t

= lim+ 2(1 − t)
t→0
=2

R1 1 √1 dx
R
consequently x dx converges, and 16
=2
0

b) tan x is continuous on [0, π2 ) and discontinuous at π


2.

π
Z2 Zt
tan xdx = lim
π−
tan xdx
t→ 2
0 0
= limπ [− ln | cos x|]t0
t→ 2

= limπ − ln | cos t|
t→ 2

= −(−∞) = ∞.
π
R2
Hence, tan xdx is divergent.
0

c) The given integral is improper because the integrand has an infinite discontinuity at x = 0 and x = 1. If
we let d = 21 , then we need to analyze the convergence of
1
Z2 Z1
1 − 2x 1 − 2x
√ dx and √ dx
x − x2 x − x2
0 1
2

ASTU
DEPARTMENT OF MATHEMATICS 75
For 0 < c < 12 , we have
1 1
Z2 Z2
1 − 2x 1 − 2x
√ dx = lim+ √ dx
x − x2 t→0 x − x2
0 0
p 1
= lim+ [2 x − x2 ]t2
t→0
p
= lim+ [1 − 2 t − t2 ]
t→0
=1

Similarly,
Z1
1 − 2x
√ dx = −1.
x − x2
1
2

Therfore the original integral converges, and


1
Z1 Z2 Z1
1 − 2x 1 − 2x 1 − 2x
√ dx = √ dx + √ dx = 1 − 1 = 0
x − x2 x − x2 x − x2
0 0 1
2

d)
Z2 Z0 Z2
dx dx dx
= + .
x3 x3 x3
−1 −1 0

But,
Z0
dx −1 −1 1
3
= lim− [ 2 ]b−1 = lim− [ 2 + ] = −∞.
x b→0 2x b→0 2b 2
−1

Z2
dx −1 −1 1
3
= lim+ [ 2 ]2b = lim+ [ + 2 ] = ∞.
x b→0 2x b→0 8 2b
0

Therefore, the original improper integral also diverges.


J
Exercise 1. Evaluate the following integrals
π
R2
a) sec xdx
0
R1
b) ln xdx
0
R3 1
c) x2 −x−2 dx
0

B) Integrals over unbounded intervals


R∞ Rb
Integrals of the form f (x)dx and f (x)dx are also called improper integrals.
a −∞

i) If f is continuous on the interval [a, ∞), then

Z∞ Zt
f (x)dx = lim f (x)dx
t→∞
a a
ASTU
DEPARTMENT OF MATHEMATICS 76
ii) If f is continuous on the interval (−∞, b], then

Zb Zb
f (x)dx = lim f (x)dx.
t→−∞
−∞ t

iii) If f is continuous on the interval (−∞, −∞), then


Z∞ Zc Z∞
f (x)dx = f (x)dx + f (x)dx.
−∞ −∞ c

where c is any real number.


In the first two cases , the improper integral converges if the limit exists. Otherwise, the improper integrals
diverges. In the third cases, the improper integral on the left diverges if either of the improper integrals on
the right diverges.

Example 5.4.2. Evaluate

R∞
a) e−x dx
0

R0
b) xex dx
−∞
R∞ 1
c) 1+x2 dx
−∞

Solution. a)
Z∞ Zt
−x
e dx = lim e−x dx = lim [−e−x ]t0 = lim [−e−t + 1] = 1.
t→∞ t→∞ t→∞
0 0

b)

Z0 Z0
xex dx = lim xex dx
t→−∞
−∞ t

= lim [xex − ex ]0t


t→−∞

= lim [−1 − tet + et ]


t→−∞

= lim et − lim tet − lim 1


t→−∞ t→−∞ t→−∞
t
= 0 − lim te − 1
t→−∞

= −1 − lim tet
t→−∞

= −1 − 0
= −1

c) The integrand is continuous on (−∞, ∞), to evaluate the integral, you can break it into two parts, choose

ASTU
DEPARTMENT OF MATHEMATICS 77
c = 0 as a convenient value.
Z∞ Z0 Z∞
1 1 1
dx = dx + dx
1 + x2 1 + x2 1 + x2
−∞ −∞ 0

= lim [tan−1 x]0t + lim [tan−1 x]t0


t→−∞ t→∞
−1 −1
= lim [tan 0 − tan t] + lim [tan−1 t − tan−1 0]
t→−∞ t→∞
−1 −1
= lim tan t − lim tan t
t→∞ t→−∞
π −π
= −( ) = π.
2 2
R∞ 1
Therfore, 1+x2 dx is convergent improper integral.
−∞
J

5.5 Application of integration


5.6 Area
First area problem: Suppose that f and g are continuous functions on an interval [a, b] and

f (x) ≥ g(x) for a ≤ x ≤ b

[This means that the curve y = f (x) lies above the curve y = g(x) and that the two can touch but not cross.] Find
the area A of the region bounded above by y = f (x), below by y = g(x), and on the sides by the lines x = a and
x = b.

If f and g are continuous functions on the interval [a, b], and if f (x) ≥ g(x) for all x in [a, b], then the area of
the region bounded above by y = f (x), below by y = g(x), on the left by the line x = a, and on the right by the
line x = b is Z b
A= [f (x) − g(x)]dx.
a

Example 5.6.1. Find the area of the region bounded above by y = x + 6, bounded below by y = x2 , and bounded
on the sides by the lines x = 0 and x = 2.
Example 5.6.2. Find the area of the region that is enclosed between the curves y = x2 and y = x + 6.
Second area problem: Suppose that w and v are continuous functions of y on an interval [c, d] and that
w(y) ≥ v(y) for c ≤ y ≤ d [This means that the curve x = w(y) lies to the right of the curve x = v(y) and that
the two can touch but not cross.] Find the area A of the region bounded on the left by x = v(y), on the right by
x = w(y), and above and below by the lines y = d and y = c.

If w and v are continuous functions and if w(y) ≥ v(y) for all y in [c, d], then the area of the region bounded on the
left by x = v(y), on the right by x = w(y), below by y = c, and above by y = d is
Z d
A= [w(y) − v(y)]dy.
c

Example 5.6.3. Find the area of the region enclosed by x = y 2 and y = x − 2, integrating with respect to y.

ASTU
DEPARTMENT OF MATHEMATICS 78
5.7 Volume
5.7.1 Volumes by slicing; Disks and Washers
Problem: Let S be a solid that extends along the x-axis and is bounded on the left and right, respectively, by the
planes that are perpendicular to the x-axis at x = a and x = b . Find the volume V of the solid, assuming that its
cross-sectional area A(x) is known at each x in the interval [a, b].
Volume formula: Let S be a solid bounded by two parallel planes perpendicular to the x-axis at x = a and

x = b. If, for each x in [a, b], the cross-sectional area of S perpendicular to the x-axis is A(x), then the volume of
the solid is Z b
V = A(x)dx
a

provided A(x) is integrable.


Volume formula: Let S be a solid bounded by two parallel planes perpendicular to the x-axis at y = c and y = d.
If, for each y in [c, d], the cross-sectional area of S perpendicular to the y-axis is A(y), then the volume of the solid
is Z d
V = A(y)dy
c

provided A(y) is integrable.

Example 5.7.1. Derive the formula for the volume of a right pyramid whose altitude is h and whose base is a
square with sides of length a.
Definition 5.7.1. A solid of revolution is a solid that is generated by revolving a plane region about a line that
lies in the same plane as the region; the line is called the axis of revolution.
VOLUMES BY DISKS PERPENDICULAR TO THE x-AXIS
Let f be continuous and nonnegative on [a, b], and let R be the region that is bounded above by y = f (x), below
by the x-axis, and on the sides by the lines x = a and x = b. Find the volume of the solid of revolution that is
generated by revolving the region R about the x-axis.

We can solve this problem by slicing. For this purpose, observe that the cross section of the solid taken
perpendicular to the x-axis at the point x is a circular disk of radius f(x). The area of this region is

A(x) = π[f (x)]2

Thus, the volume of the solid is


Z b
V = π[f (x)]2 dx)
a
Because the cross sections are disk shaped, the application of this formula is called the method of disks.

Example 5.7.2. Find the volume of the solid that is obtained when the region under the curve y = x over the
interval [1, 4] is revolved about the x-axis.
Example 5.7.3. Derive the formula for the volume of a sphere of radius r.
Volumes by Washers perpendicular to the x-axis
Let f and g be continuous and nonnegative on [a, b], and suppose that f (x) ≥ g(x) for all x in the interval [a, b].
Let R be the region that is bounded above by y = f (x), below by y = g(x), and on the sides by the lines x = a and
x = b.

Find the volume of the solid of revolution that is generated by revolving the region R about the x-axis.

ASTU
DEPARTMENT OF MATHEMATICS 79
We can solve this problem by slicing. For this purpose, observe that the cross section of the solid taken perpendicular
to the x-axis at the point x is the annular or “washer-shaped" region with inner radius g(x) and outer radius f (x)
; its area is
A(x) = π[f (x)]2 − π[g(x)]2 = π([f (x)]2 − [g(x)]2 )
Thus, the volume of the solid is
Z b
V = π([f (x)]2 − [g(x)]2 )dx
a
Because the cross sections are washer shaped, the application of this formula is called the method of washers.
Example 5.7.4. Find the volume of the solid generated when the region between the graphs of the equations
f (x) = 21 + x2 and g(x) = x over the interval [0, 2] is revolved about the x-axis.
Volumes by Disks and Washers perpendicular to the y-axis
The methods of disks and washers have analogs for regions that are revolved about the y-axis
Z d Z d
Disks → V = π[u(y)]2 dy, Washers → V = π([w(y)]2 − [v(y)]2 )dy
c c

Example 5.7.5. Find the volume of the solid generated when the region enclosed by y = x, y = 2, and x = 0 is
revolved about the y−axis.
Problem: Let f be continuous and nonnegative on [a, b] (0 ≤ a < b), and let R be the region that is bounded
above by y = f (x), below by the x-axis, and on the sides by the lines x = a and x = b. Find the volume V of the
solid of revolution S that is generated by revolving the region R about the y-axis.

Theorem 1: Volume by cylindrical shells about the y-axis

Let f be continuous and nonnegative on [a, b] (0 ≤ a ≤ b), and let R be the region that is bounded above by
y = f (x), below by the x-axis, and on the sides by the lines x = a and x = b. Then the volume V of the solid
of revolution that is generated by revolving the region R about the y-axis is given by
Z b
V = 2πxf (x)dx.
a

Example
√ 5.7.6. Use cylindrical shells to find the volume of the solid generated when the region enclosed between
y = x , x = 1, x = 4, and the x-axis is revolved about the y-axis.
An informal viewpoint about cylindrical shells. The volume V of a solid of revolution that is generated by
revolving a region R about an axis can be obtained by integrating the area of the surface generated by an arbitrary
cross section of R taken parallel to the axis of revolution.
Example 5.7.7. Use cylindrical shells to find the volume of the solid generated when the region R in the first
quadrant enclosed between y = x and y = x2 is revolved about the y-axis.
Example 5.7.8. Use cylindrical shells to find the volume of the solid generated when the region R under y = x2
over the interval [0, 2] is revolved about the line y = −1.

5.8 Arc Length


To avoid some complications that would otherwise occur, we will impose the requirement that f 0 be continuous on
[a, b], in which case we will say that y = f (x) is a smooth curve on [a, b] or that f is a smooth function on [a, b].
Thus, we will be concerned with the following problem.

Suppose that y = f (x) is a smooth curve on the interval [a, b]. Define and find a formula for the arc length L
of the curve y = f (x) over the interval [a, b].

ASTU
DEPARTMENT OF MATHEMATICS 80
Theorem 1: The Arc Length Formula

If f 0 is continuous on [a, b], then the length of the curve y = f (x), a ≤ x ≤ b, is


Z b p
L= 1 + [f 0 (x)]2 dx.
a

Example 5.8.1. Find the length of the arc of the semicubical parabola y 2 = x3 between the points (1, 1) and (4, 8).
If a smooth curve C has the equation y = f (x), a ≤ x ≤ b, let s(x) be the distance along C from the initial point
P0 (a, f (a)) to the point Q(x, f (x)). Then s is a function, called the arc length function,
Z xp
s(x) = 1 + [f 0 (t)]2 dt
a

1
Example 5.8.2. Find the arc length function for the curve y = x2 − 8 ln x taking P0 (1, 1) as the starting point.

5.9 Surface Area


Surface area problem: Suppose that f is a smooth, nonnegative function on [a, b] and that a surface of revolution
is generated by revolving the portion of the curve y = f (x) between x = a and x = b about the x-axis. Define what
is meant by the area S of the surface, and find a formula for computing it.

If f is a smooth, nonnegative function on [a, b], then the surface area S of the surface of revolution that is
generated by revolving the portion of the curve y = f (x) between x = a and x = b about the x-axis is defined as
Z b p
S= 2πf (x) 1 + [f 0 (x)]2 dx.
a

Example 5.9.1. Find the area of the surface that is generated by revolving the portion of the curve y = x3 between
x = 0 and x = 1 about the x-axis.
Example 5.9.2. Find the area of the surface that is generated by revolving the portion of the curve y = x2 between
x = 1 and x = 2 about the y-axis.
Work
Problem: Suppose that an object moves in the positive direction along a coordinate line while subjected to a
variable force F (x) that is applied in the direction of motion. Define what is meant by the work W performed by
the force on the object as the object moves from x = a to x = b, and find a formula for computing the work.
Definition 5.9.1. Suppose that an object moves in the positive direction along a coordinate line over the interval
[a, b] while subjected to a variable force F (x) that is applied in the direction of motion. Then we define the work
W performed by the force on the object to be
Z b
W = F (x)dx.
a

Center of gravity: Let f be a positive continuous function on the interval [a, b]. Suppose that a homogeneous
lamina with constant density δ occupies a region R in a horizontal xy-plane bounded by the graphs of y = f (x),
y = 0, x = a, and x = b. Find the coordinates (x, y) of the center of gravity of the lamina.

Rb Rb 1 2
δxf (x)dx 2 δ(f (x)) dx
a a
x= , y= (5.9.0)
Rb Rb
δf (x)dx δf (x)dx
a a
ASTU
DEPARTMENT OF MATHEMATICS 81
Example 5.9.3. Find the center of gravity of the triangular lamina with vertices (0, 0), (0, 1), and (1, 0) and density
δ = 3.
In the case of a homogeneous lamina, the center of gravity of a lamina occupying the region R is called the
centroid of the region R. Since the lamina is homogeneous, δ is constant. The factor δ in Equation 4.1.1 may thus
be moved through the integral signs and canceled, and Equation 5.9 can be expressed as

Rb
xf (x)dx Zb
a 1
x= = xf (x)dx
Rb Area of R
δf (x)dx a
a

Rb 1 2
2 (f (x)) dx Zb
a 1 1
y= = (f (x))2 dx
Rb Area of R 2
f (x)dx a
a

Example 5.9.4. Find the centroid of the semicircular region in the figure below.

ASTU
DEPARTMENT OF MATHEMATICS 82

You might also like