Applied Math II Sequences and Series

Applied Mathematics II DMU
CHAPTER ONE
REAL SEQUENCES AND SERIES
1.1 REAL SEQUENCES
1.1.1 Definition and Examples of Sequences
In informally speaking, the term “sequences” in mathematics is used to describe an unending succession
of numbers whose order is determined by a rule or a function.
For instance, 1, 2, 3, 4, ⋯
2, 4, 6, 8, ⋯
, , , ,⋯ are sequences.
The numbers in the sequence are called terms of the sequence and described as 1stterm, 2nd term, 3rd term
etc. according to the position they occupy.
Consider i.e., the set consists of all numbers of the form , where is a positive
integer. The set is also described by defining a function by the rule , where the domain of
is a positive integer. Then the set is precisely the set of values taken by the function .
Definition: A sequence of real numbers is a function whose domain is the set of non-negative integers
greater than or equal to a given integer m (usually 0 or 1)
i.e., a: {
Notation: Terms of the sequence are denoted as , , . . ., named as , , ,…,
terms & so on. Or equivalently we can write as ,{ , .
Usually (but not always) sequences have recognizable patterns and can be described by a formula.
Example 1: a) If , then , , , … for all
b) If , then , , , … for all
c) If , then , , , … for all
Example 2: Find a formula for each of the following
a) b) c)
Solution
a) for all positive integers
b) for all positive integer
c) for , for
Example 3: Write down the first few terms of each of the following sequences
a) b)
Solution: a) If , then , if , then , if , then , etc.
b) If , then , if , then , if , then , etc.
Bukayaw Kindu (M.Sc.) Department of Mathematics

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Note: Since the terms of the sequence in (b) alternate in signs it sometimes called alternating sequence.
1.1.2 Convergence and Divergence of real Sequences
Definition: A Sequence is said to have a limit , written as , if for every
, there exists a natural number such that for , we have . If such a number
exists we say that the sequence convergences (or converges to ). If such a number does not exist,
we say that the sequence diverges or does not exist.
Remark: As with limits of functions, the limit of the sequence is unique if it is exist.
Example 1: Show that the sequence convergences and
Solution: Let ;
Choose
, such that
Then by definition of sequence, the sequence converges and .
Note: The sequence is known as the Harmonic Sequence.
Example 2: Show that the sequence convergences and .
Solution: Let be given arbitrary small. We need to find such that

whenever
But
Choose
Then
Hence
Example 3: Show that the sequence diverges.
Solution:
Assume that is convergent sequence
Choose
Case 1: , then for odd values of , we have

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Case 2: , then for even values of , we have
This contradicts our assumption.
i.e., for , a number satisfying the condition of convergent sequence.
∴ diverges.
Note: The sequence is an example of oscillating sequence. It oscillates to 1 and .
Example 4: Show that the sequence also diverges.
Solution: As is arbitrarily large; also arbitrarily large i.e.,
∴
Hence diverges.
Definition: Let be a sequence and . If for each positive number , there is a natural
number such that for all . In this case we say that diverges to . Similarly, if for
each negative number , there is an integer N such that .
In this case we say that diverges to and we write as .
Example 5: Prove that .
Solution: Let be given.
We need to find such that whenever
But
Choose
Then
whenever
∴
Example 6: Show that
Solution: Let be given.
We need to find such that .
But
Choose
Then
whenever
∴
Theorem: Let be a sequence, be a number and be a function defined for every positive integer
such that
a) If , then convergences and
b) If (or ), then diverges and (or .
Proof

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a. We assume that and let . Then there is some integer such that if ,
then
If , then . So
b. If , then for any there is an integer such that , then . So that,
if , then .
(by definition)
Similarly, .
Solution: Let ; . Then for
Since . Hence by the above theorem .
Example 8: Show that , for all

Solution: Let ;
. Then by the above theorem .
In particular, ; ; etc. i.e., the sequences , , ,
etc. converges to 0.
Example 9: Show that .
Solution: Let ;
Then ;
We know that . Then by the above theorem .
Example 10: Let be any number. Show that and that diverges for all
other values of .
Solution
Case 1: If
Let ; ; so that ; .
Then by the above theorem (1)
Case 2: If
that is oscillating sequence which diverges.
From (1)

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∴ converge for & and diverges for & .
In particular, converges to 0
converges to 1
diverges.
Note: For any non-zero constant , the sequence is called a geometric sequence. The first term
of the sequence, , is the initial term is called the common ratio of the sequence (i.e., for
).
Solution: Note that

Let ; so that is continuous and ; .
. Then by the above theorem .
Solution: Note that

Let ; so that is continuous and ;
and by L' Hopital Rule
Then
∴ Using the above theorem .
Activities
Find the limit of each of the following
a) b) c)
1.1.3 Properties of convergent real Sequences

Since Sequences are functions, we may add, subtract, multiply, and divide as we do for functions. Rules
for computing the limits of combinations of Sequences are analogous to the rules for limits of
combinations of functions
Theorem: Suppose that the sequence and converges to limits and respectively, and is a
constant, then
a)
b)
c)
d)
e) (for )
Proof: Left as an exercise.

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Example 1: Find
a) b)
Solution
a. The highest power of ‘ ’ in both in the numerator and the denominator is 1. Then divide the
numerator and the denominator by ‘ ’.
i.e.,
Then by applying convergence properties, we have
b.
Theorem: ( Squeezing theorem for sequences)

Given three sequences , and such that for every and , then
Proof: For every , there is and such that for and for
. Let .
For , we have which implies
and hence (*)
From , we have
(**)
Since by hypothesis, from (*) and (**) it follows that
, for every .
Therefore by the definition of limits.
Solution: Since
∴ By squeezing theorem .
1.1.4 Bounded and Monotonic Sequences
Definition: Let be a sequence, then
a) The sequence is bounded above if there is a number such that for every
positive integer .
b) The sequence is bounded below if there is a number such that for every
positive integer .
c) The sequence is bounded if there is a number such that for every positive
integer . Otherwise the sequence is unbounded.

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Example 1: The sequence has an upper bound 1 and a lower bound . So it is bounded.
Example 2: The sequence is bounded, since ; .
Example 3: The sequences and are unbounded because no matter what number we
choose, there is value such that and .
Theorem: a. Converges is bounded.
b. is unbounded diverges.
Proof: a) Suppose
such that
∴
Let
Then for , and thus the sequence is bounded.
b)
i.e., part (b) is logically equivalent to part (a)
Example 4: The sequences and are unbounded and hence by the above theorem the
sequences diverge.
Remark: Boundedness does not necessarily imply convergence i.e., all bounded sequences may not
converge.
Example 5: The sequence is bounded but it diverges.
Activity
Show that whether the following sequences are convergent or divergent
a) b) c)
Definition: A sequence is said to be
a) Monotone increasing if ; .
b) Monotone decreasing if ; .
c) Monotonic if it is either monotone increasing or monotone decreasing.
d) Strictly increasing if ; .
e) Strictly decreasing if ; .
A sequence is also said to be strictly monotonic if it is either strictly increasing or decreasing.
Example 6
a. and ⋯ are increasing sequences.
b. is decreasing sequence.
c. is neither increasing nor decreasing because it oscillates between and 1.
Theorem: Every bounded monotonic sequence is convergent.
Proof: Assume that is an increasing sequence.
Since is bounded, then the set has an upper bound.
By completeness axiom it has a least upper bound
Let , then is not an upper bound of since is the least upper bound.
Thus a number in such that for some integer .
Since the given sequence is increasing, we have for .
Hence ; .
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Thus – ;
;
;
;
∴
Hence converges to .
Example 7: Let be the sequence defined by and , . Show that
converges.
Solution: Using the above theorem it is enough to prove that the sequence is bounded and increasing.
(i) To prove boundedness, we prove by mathematical induction
Claim that ;
Assume that ; .
Then (∵ )
∴ is bounded
(ii) To prove the given sequence is increasing we must show that ,
is always true since .

Then the given sequence is increasing.
Using (i) & (ii) and applying the above theorem the given sequence converges.
To find
Let , then
∴
Note: If we specify and express in terms of we say that is defined
recursively.
Activity
Show that whether the following sequences are convergent or divergent.
a) b)
1.2 INFINITE SERIES
We now wish to extend addition to infinitely many numbers and to define what we mean by such a sum.

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Definition: Consider a sequence with terms , , , …, , …we may form in succession
⋮
⋯
The sum , , , ⋯ , are called partial sums. The sequence of partial sums is called an
infinite series or simply series. It is denoted by ⋯ ⋯
Therefore, an infinite series or just series is equal to the limit of the partial sums, that is,
Example 1: If , then
⋮
∴ ⋯
∴ The sequence of a partial sum is
⋮
∴ is the sequence of partial sums.
⋮
∴ ⋯
⋮
∴ ⋯
1.2.1 Convergence and Divergence real series

Consider the sequence of partial sums of the series . If this sequence converge to a
number , then we say that the series converges to and written as

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On the other hand if the sequence of partial sums diverges, then we say that the series
diverges. In this case or is not unique, then is diverges.
Note: If is not unique then oscillates.
Example 1: Determine whether the series is convergent or divergent. If it converges determine its
value
Solution: The sequence of partial sum is
This is known series and its value can be shown to be
So, to determine if the series is convergent we will first need to see if the sequence of partial sums,
is convergent or divergent.
Now, .
Therefore, the sequence of partial sums diverges to . So the series diverges.
Example 2: Show that ⋯converges and find the sum.
Solution: By partial fraction for .
Hence ⋯
⋯
⋯
∴
Hence converges and
Note: The series is called a telescoping series because when we write the partial sums all but
the first and the last terms cancel.
Example 3: Determine whether the series is convergent or divergent. If it converges determine
its value.
Solution: The sequence of partial sum
⋯
So, to determine if the series is convergent we will first need to see if the sequence of partial sums,
is convergent or divergent.
In this case the limit of the sequence of partial sums is,
Therefore, the sequence of partial sums is convergent and the series will also be convergent. The value of
the series is
.
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Example 4: Consider the series ⋯
Here or 3 or 0.
Hence is not unique. The series oscillates.
Activities
Determine whether the following series is convergent or divergent. If it converges determine its value.
a. b. c.
Properties of convergent series
Theorem: If and are convergent series, then
(i) (where c is a constant)
(ii)
Example 5: Find the sum of the series
Solution: The series is a geometric series with and , so
(1)
we have
⋯
and so
Therefore, the given series is convergent and (2)
So, by properties of convergent series
Theorem: If is convergent and is divergent, then is divergent

Proof: Let , then
Since is convergent by hypothesis, cannot be convergent for otherwise
would be convergent by the above theorem which contradicts the hypothesis. Hence is
divergent.
Note: If series and are both divergent, then the series may or may not
be convergent
Example 6: Let , then
is divergent since is divergent.
But if and , we have
which is convergent.
Theorem: Removal of a finite number of terms from a series doesn’t affect its convergence or
divergence.
Proof: Consider ⋯ ⋯ ⋯
Let ⋯ ⋯ and (the partial sum of the ( ) terms. Let
be any sequence of partial sums of . Then the partial sum . Then
M exists iff lim → S exists. Hence =1 and = converges or diverges together.

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Note: If and are two series differing only in their first m terms (i. e , then either
diverges or converges.
Theorem: If the series is convergent, then (the term of a convergent series tends
to zero).
Proof: Let is convergent
(∵ is convergent )
where ⋯
⋯
∵ as
∴
Note: The converse of the above theorem is not true in general. That is, if , then may or
may not converge.
Example 7: The series does not converge but .
Theorem: (Test for divergence)
If (does not exist), then the series is diverges.
Proof: Suppose is convergent, then . (by the above theorem)
The contra positive of the above statement is always true. That is, if (does not exist ), then the
series is diverges.
Example 8: Show that the series diverges.
Solution: . So the series diverges by test for
divergence.
Activities
Show that whether the following series are convergent or divergent.
a) b)
1.2.2 Some types of infinite series
1. Harmonic series
Definition: The series ⋯ ⋯ is called a harmonic series.
Note: The harmonic series is divergent.
2. The Geometric Series
Definition: The series ⋯ is called a geometric series is
called the ratio of the geometric series.
Theorem: The geometric series where converges if and its sum is
and diverges if .
Proof: Consider the series ⋯ ⋯
Let ⋯ (1)
and ⋯ (2)
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Subtracting equation (2) from (1), we get
∴
Case I: If , then
∴
Hence
Thus when the geometric series is convergent and its sum is .
Case II: If ⋯
Therefore,
The geometric series diverges.
Case III: If
Therefore, does not exist since it oscillates between 0 and .
Hence the geometric series diverges.
Case IV: If , then as , then .
Then the series is diverges.
Therefore, for , the geometric series is divergent.
Example 9: Determine whether the each following series converges or diverges. In case of convergence
find the sum.
a) b) c)
Solution
a. which is a geometric series with and . Since ,
the series converges.
∴
b. is a geometric series with and . Since , the series

converges.
∴
c. which is a geometric series with and . Since , the series

diverges.
Geometric series allow us to express any repeating decimal as a fraction (and hence as a rational number).
For example, express decimals as a rational number
a) b)
Solution

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a. ⋯
⋯ ⋯
is a geometric series with and .

Since , the series converges
b. ⋯
⋯ ⋯
is a geometric series with and .

Since , the series converges
1.2.3 Tests for Convergent of Real Series

(Integral, Comparison, Limit comparison, Ratio and Root tests)
In general it is difficult to find the exact sum of a series. This is true when we can’t find any simpler
expression for the sum of the first terms of a series as a function of . But several tests are developed
which enable us to say whether the series is convergent or divergent without explicitly finding its sum.
1. The Integral Test
Suppose is a continuous, positive, decreasing function on and let for , then the
series converges iff the improper integral converges.
Example 1: Test the series for convergence or divergence.
Solution: The function is continuous, positive, and decreasing on .
So we use the Integral Test:
Thus is a convergent improper integral and so by the Integral Test, the series is
converges.
Example 2: Determine whether the series converges or diverges.
Solution: The function is positive and continuous for because the logarithm function is
continuous. But it is not obvious whether or not is decreasing, so we compute its derivative:
Thus when .
It follows that is decreasing when and so we can apply the integral test:

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Since this improper integral is divergent, the series is also divergent by the integral test.
Example 2: Show that the series converges if and diverges if
Solution: If , then does not tend to 0 as
So by divergent test diverges.
We assume that . Let on .
is decreasing on .
So we can apply the integral test
And
Hence and .
∴ converges if and diverges if .

Note: The series is called the - series.
Activities
Determine whether the following series are convergent or divergent.
a) c) e)
b) d) f)
2. The comparison Test

Suppose that and are series with positive terms.
(i) If is convergent and for all , then is also convergent.
(ii) If is divergent and for all , then is also divergent.
Example 3: Determine whether the series converges or diverges.
Solution: For large the dominant term in the denominator is so we compare the given series with
the series . Observe that
Because the left side has a bigger denominator, we know that by comparison test
is convergent by p-test with
Therefore, is convergent by comparison test.
Solution: Observe that for and so for
We know that is divergent by -test with . Therefore, the given series is divergent by
the comparison test.
Activities
Test the following series for convergence or divergence.

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a) b) c) d)
3. The Limit Comparison Test
Suppose that and are series with positive terms.
(i) If , then either both series converge or both diverge.
(ii) If and converges, then also converges.
(iii) If and diverges, then also diverges.

Solution: We use the limit comparison test with
Since this limit exists and is a convergent geometric series, the given series converges by the limit
comparison test.
Example 6: Test the series for convergence or divergence
Solution: We use the limit comparison test with
(finite and non-zero)

Then by limit comparison test either both series converge or both diverge.
But converges by -test since .
Thus the given series is convergent by limit comparison test.

Activities
a) b) c) d)
4. The Ratio Test
Let be a series of positive terms such that (possibly ), then
(i) the series converges if
(ii) the series diverges if and
(iii) the test provides no conclusion if .
Example 7: Test the convergence of
Solution: Let
Therefore, the series converges if and diverges if

Put

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diverges by p-test since

Therefore, the given series converges if and diverges if
Example 8: Test the series for convergence
Solution: Let
. Therefore, the series is convergent.
Example 9: Show that diverges.
Solution: Here
Therefore, the given series diverges.

Example 10: Show that converges.
Solution: Here
. Therefore, the given series
converges.
Activities
Investigate the following series for convergence or divergence.
a) b) c) d)
5. The Root Test
Let be a series of positive terms such that (possibly ), then
(i) the series converges if
(ii) the series diverges if and
(iii) the test provides no conclusion if .
Example 11: Test the convergence of the series
Solution: Here
Thus
Therefore, the series converges.
Example 12: Show that converges

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Solution: Here
Thus
Therefore, the series converges by Root Test.
Example 13: Show that diverges.
Solution: Here . Thus .
Hence, the series diverges by root test.

Example 14: Show that the convergence or divergence of and
Solution: and
Hence we can’t conclude anything about the convergence or divergence of both series by a root test. But
by other tests we can check that is a convergent series while is a divergent series.
Activities
Investigate the following series for convergence or divergence.
a) b) c) d)
1.2.4 Alternating Series and Alternating Series Test

Alternating Series
An alternating series is a series whose terms are alternately positive and negative. For example;
(i) ⋯
(ii) ⋯ are alternating series.
The Alternating Series Test
If the alternating series ⋯ satisfies
(i) for all ( the sequence is decreasing)
(ii) . Then the series is convergent. Otherwise it is divergent.
Example 1: Test the series ⋯ for convergence or divergence.
Solution: The given series ⋯ is an alternating series. It satisfies

(i) because
(ii)
So the series is convergent by the Alternating series test.
Example 2: Discuss the convergence of the series
Solution: ⋯
The given series is an alternating series since the terms are alternatively positive and negative.
Also it satisfies
(i) because

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(ii)
So the series is convergent by the alternating series test.
Activities
a) b)
1.2.5 Absolute and Conditional Convergence
Absolute Convergence
Definition: Let be a series of positive and negative terms. Then the series is said to be
absolutely convergent if and only if is convergent.
Example: Show that the following series are absolutely convergent.
(i) (ii)
Solution
(i) The given series ⋯
⋯ is a convergent series by -test

with .
(ii) The given series ⋯
is a geometric series with , .
Hence is absolutely convergent.

Theorem: Every absolutely convergent series is convergent.
Proof:
is convergent by comparison test.

Remark: If diverges, we can’t say anything about .
Theorem: If and converges absolutely, then and are
absolutely converges where is a constant.
Proof: (by triangular inequality)
is convergent by comparison test.

Conditionally Convergent
Definition: Let be a series of positive and negative terms, then is said to be conditionally
Convergent if is convergent and is divergent.
Example: Show that the following series are conditionally convergent.
a. ⋯
b. ⋯
Solution: a) the given series ⋯ is an alternating series.

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It is divergent by -test since

So is conditionally convergent.
b) The given series ⋯is an alternating series.
⋯
It is divergent by with
So is conditionally convergent.
1.2.6 Generalized Convergence Tests
Let be a series and be a positive series, then
a. Generalized comparison Test
If for all and if converges, then converges (absolutely).
b. Generalized limit comparison test
If , where is a positive number and if converges, then converges
(absolutely).
c. Generalized Ratio Test
Suppose that for all and .
(i) If , then converges (absolutely).
(ii) If , then diverges.
(iii) If , no conclusion about the convergence or divergence of the series.
d. Generalized Root Test
Suppose that
(i) If , then converges (absolutely).
(ii) If , then diverges.
(iii) If , no conclusion about the series.
Example: Show that ⋯ converges absolutely for , Converges
conditionally for and diverges for and for
Solution: If , then the series converges.
If then
By generalized ratio test, the given series converges for and diverges for
For the series is alternating series. But, diverges. Therefore,
conditionally convergent for . For the series becomes which is diverges by -test.
Activities

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a) b) c)
Corollary: Let be a sequence. If or , then .
Proof: Since or
is converges. (by generalized ratio & root test)
.
Example: Show that ,
Solution:
Hence by the above Corollary ,

1.3 POWER SERIES
In the above section, we studied series with constant terms. In this section we will consider series whose
terms involve variables. Such series are of fundamental importance in many branches of Mathematics and
the Physical sciences.
Definition of power series at any and
Power Series at any
A series of the form
⋯ (1)
is called a Power Series in or a power series centered at or a Power Series about .
Power Series at
A series of the form
⋯ (2)
is called a power series, where is a variable and are constants usually called the coefficients of the
series.
Note: i) A power series is a polynomial of infinite degree.
ii) All tests can be used for power series.
1.3.1 Convergence and divergence, Radius and interval of convergence
(i) For each fixed , the series is a series of constants that we can test for convergence or
divergence.
(ii) A power series may converge for some values of and diverge for other values of . The sum of
the series is a function ⋯ ⋯ whose domain is the set of all
for which the series converges.
(iii) In writing out the term corresponding to in equation (1) and (2) we have the convention
that even when .
(iv) In power series centered at , when all of the terms are for all and so the power
series in equation (1) always converges when .
Activity
For a power series , take , we get a geometric series . Determine the
domain of and find its sum.

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Example 1: For what a value of is the series converges?
Solution: To find the values of , let’s use the ratio test. Now let denote the term of the series,
then .
If , we have
Hence, by the ratio test, the series converges for . Therefore, the given series converges for
or .
Example 2: For what values of does the series converges.
Solution: Let , then
Hence, by the ratio test, the given series converges when and diverge when
.
Now,
So the series converges when and diverges when or .
But to check the convergent at the end points
(i) Let in the series it becomes which converges by the alternating series test.
(ii) Let , the series is , the harmonic series, which is divergent.
Therefore, the given power series converges for or .
We want to know for which values of the power series converges and there are
possibilities:
i) the series converges only when
ii) the series converges for all
iii) There is a number such that the series convergent if and it is divergent if
. This number is called the radius of convergence.
Interval of convergence
The interval of convergence of a power series is the interval that consists of all values of for which the
series converges.
Note
(i) If the radius of convergence is zero, then the interval of convergence of a power series consists
of just a single point .
(ii) If the radius of convergence is infinity, then the interval is .
(iii) If the radius of convergence is , there are four possibilities for the interval of convergence. i.e.,
, , or .
Example 3: Find the radius of convergence and interval of convergence of the following series.
a) b)

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Solution
a) Let , then , applying the ratio test, we have
Now, by ratio test the series converges for .

To find the interval of convergence, check the convergence at and
At , the series becomes , which is an alternating series with and ,
hence the series converges at .
At , the Series becomes , which a -series is with , hence the series diverges.
Therefore the radius of convergence and the interval of convergence are .
b) Given the Series .
Let , applying the ratio test, we get
Now, by ratio test the series converges when

At , the series becomes and we have with . Hence by
alternating series, the series converges at .
At , the series becomes which is a -series with , hence it is continuous at
.
Therefore, the radius of convergence and the interval of convergence of the series is .
Activity
Find radius and interval of convergence of the following series
a) b) c)
1.3.2 Algebraic operations on convergent power series
We may also add, subtract, multiply and divide the series just like polynomials. The following theorem
states the rules for algebraic operations on convergent power series.
Theorem: The Algebra of Power Series
Assume that ⋯ and
⋯ for . Then for , we have
(i)
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(ii)
(iii) ⋯
(iv) is obtained by long division algorism, if for
1.3.3 Power series Representation of functions

In this section we will see how to represent certain types of functions as a sum of a power series by
manipulating geometric series or by differentiating or integrating such a series. Representation of
functions as a power series is useful for integrating functions that do not have elementary anti-derivatives,
for solving differential equations and for approximating functions by polynomials.
Consider the equation ⋯ with (i)
Observe that the series is a geometric series with first term and common ratio .
Since , it converges and equation (i) gives
⋯ with (ii)
Hence, equation (ii) shows the function as a sum of power series.
Example 1: Express as the sum of a power series and find the interval of convergence.
Solution: We know that (by (i))
Now replacing by , we get
⋯
Because this is a geometric series it converges when , that is or .
Therefore, the interval of convergence is .
Example 2: Express as the sum of a power series and find the interval of convergence.
Solution: Given
We know that
This series converges for
Therefore, the power series representation of is and the interval of convergence

is .
Example: Express as the sum of a power series and find the interval of convergence.
Solution: Given
We know that
The series converges for

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Therefore, the power series representation of is , and the interval of

convergence is .
Activity: Find a power series representation for the following functions and determine its interval of
convergence.
a) b) c)
1.3.4 Differentiation and integration of power series

A power series with a nonzero radius of convergence is always differentiable and the
derivative is obtained from by differentiating term by term, the way we differentiate
polynomials.
Theorem: If the power series has radius of convergence , then the function
defined by ⋯ . Is differentiable (and
therefore continuous) on the interval and
a) ⋯
b) ⋯
The radius of convergence of the power series in Equations (a) and (b) are both .
Note: Equations and can be rewritten in the form
Example 1: Express as a power series by differentiating the equation
Solution: We know that ⋯
The radius of convergence since the radius of convergence of the differentiated series is the same
as the radius of convergence of the original series.
Example 2: Find the power series representation for and determine the radius of
convergence.
Solution: Let , then (i)
But
Now ⋯

25
By substituting in (i), we get
⋯
To find the value of we put , we get
∴
Hence,
Then and it converges for
∴ the radius of convergence .
Example 3: Find the power series representation for and determine the radius of
convergence.
Solution: We know that
⋯
Observe that , hence
⋯
⋯
To find put and we obtain .
∴ ⋯
Since the radius of convergence of the series for is 1, the radius of convergence of this series for
is also 1.
Example 4: Evaluate the indefinite integral as a power series
Now
Activity
1. Find , if and show that
2. Find the power series representation of
1.3.5 Taylor and Maclaurin series and application
In the preceding section we were able to find power series representations for a certain restricted class of
functions. Here we investigate more general problems: which functions have power series
representations? How can we find such representations?
We start by supposing that is any function that can be represented by a power series
⋯ (i)
and let us try to determine what the coefficients must be in terms of . To begin, notice that if we put
in equation (i), then all terms after the first one are 0 and we get .
Differentiating the series in equation (i), term by term, we get
⋯ (ii)
Substitute in equation (ii), we get
26
Similarly, differentiating both sides of equation (ii), we obtain
⋯ (iii)
Again, put in equation (iii), we get
Let us apply the procedure one more time. Differentiate of the series in equation (iii) gives
⋯ (iv)
and substitute in equation (iv), we get
In general,
Solving this equation for the coefficient , we get
Theorem: If has a power series representation (expansion) at , that is, if
Then its coefficients are given by the formula

Taylor series of the function at
If has a power series expansion at then it must be the following form
⋯
Maclaurin Series
If , the Taylor series becomes ⋯
Note: If can be represented as a power series about (such functions are called analytic at ), then is
equal to the sum of its Taylor series.
Example 1: Find the Maclaurin series of the function and its radius of convergence.
Solution: If , then , so for all .
Therefore, the Taylor series for at 0 (that is, Maclaurin series) is
⋯
To find the radius of convergence, let . Then
So by the ratio test, the series converges for all and the radius of convergence is .
Taylor Polynomial of at
If , where is the degree Taylor polynomial of
at and (where is remainder of the series) for , then is equal to the
sum its Taylor series on the interval ; that is, is analytic at .
Note: In trying to show that for a specific function , we usually use the expression in the
next theorem.
Taylor’s Formula
If has derivatives in an interval that contains the number , then for in there is a number z
strictly between and such that the remainder term in the Taylor series can be expressed as
for every real number .

Example 2: Prove that is equal to the sum of its Taylor series.
27
Solution: If , then , so the remainder term in Taylor’s Formula is
where lies between and . (Note, however, that z depends on ).

If , then , so .
Therefore
So as by the squeeze theorem
If , then , so and .
Again . Thus, by Taylor polynomial, is equal to the sum of its Taylor series, that is,
for all
Note: In particular if we put , we obtain the following expression for the number as a sum of an
infinite series:
⋯
Applications of Taylor Polynomials
Suppose that is equal to the sum of its Taylor series at
We know that
⋯
Since is the sum of its Taylor series, we know that as and so can be used
as an approximation to .
Example 3: Approximate the function by a Taylor polynomial of degree 2.
Solution:
Thus the second-degree Taylor polynomial is
Therefore, the approximation is .

28
CHAPTER TWO
FOURIER SERIES AND INTEGRALS
2.1 Introduction
Fourier series are infinite series designed to represent general periodic functions in terms of simple ones,
cosines and sine’s. They constitute a very important tool, in particular in solving problems that involve
ODEs and PDEs. In this chapter we discuss Fourier series and their engineering use from a practical point
of view, in connection with ODEs and with approximation of periodic functions, application to PDEs.
Fourier series are the basic tool for representing periodic functions, which play an important role in
applications. A function is called a periodic if is defined for all real (perhaps except at some
points such as, , , ⋯ for ) and if there is some positive number p, is called a period of
such that
(1)
Familiar periodic functions are the cosine and sine functions. Examples of functions that are not periodic
are , , , , , , etc.
If has period p, it also has the period 2p because (1) implies
(2) , .
Furthermore, if and have period p, then with any constants a and b also has the
period p.
2.2 Periodic Functions, trigonometric series
Definition: A function is said to be periodic if there exists a positive number T, such that
, for all x in its domain. In such a case the number T is called a period of . A period is not unique,
since if , then and and so on. That is, every
integer-multiple of a period is again another period. The smallest such T is called the fundamental period
of the given function . A special case is the constant functions. Every constant function is clearly a
periodic function, with an arbitrary period. It, however, has no fundamental period, because its period can
be an arbitrarily small real number.
Example 1: The function and are both periodic functions with period 2,
because
Similarly,
Example 2: The fundamental period of and are and respectively. The function
also has a period 2 but this is not a fundamental period. The fundamental period is 1 since it the
smallest positive number for which
Example 3: is a periodic function. The periods of the terms

are , , and respectively. So the period of the given function is the least common multiple of those
periods which is equal to .
29
Example 4: is a periodic function with period 2.

Trigonometric series
Definition: The series the form ⋯
is called a trigonometric series.
A trigonometric series is a periodic function with period . The convergence and divergence of the
series depends on the value of chosen and the coefficients and
Trigonometric values
Let be an integer, then
1) 4)
2) 5)
3) 6)
Activity
Find the fundamental period of each of the following.
a) c)
b)
2.3 Fourier series
Definition: A Fourier series is an infinite series of the form
⋯ ⋯
where , & are called Fourier coefficients of given by the Euler formulas
1, 2 …
1, 2…
To determine the coefficients , and assume the series
(i) can be integrate term by term in the interval
To determine , integrate (i) from to
(ii)
To determine , multiply both sides of (i) by and then integrate from to

30
for
(iii)
To determine , multiply both sides of (i) by and then integrate from to
for
(iv)
Note
1. If , we obtain the Fourier series in as
where
2. If , we obtain the Fourier series in as
where
Example 1: Determine the Fourier series for in ,

Solution: Then the Fourier series for in interval , is given by
(*)
where
In order to evaluate this integral we use integration by part, we get
(∵ and )

31
Here we apply the formula
(∵ and )
Substituting the values of , , in we get
∴
Example 2: Determine the Fourier series for in ,
Solution: Let (*)
where
Substituting the values of , , in , we get
Example 3: Obtain the Fourier series for .
Solution: Then the Fourier series for in interval – is given by

(*)
where
1, 2 …
and

32
By Substituting the values of , , in , us get the Fourier series of the function

⋯
Activity
Determine the Fourier series for each of the following functions.
a) in – c) in
b) in d) in
2.4 FUCTIONS OF ANY PERIOD
Suppose is a periodic function with a period T = 2L. Then the Fourier series representation of is a
trigonometric series (that is, it is an infinite series consists of sine and cosine terms) of the form
. . . . . . . . . . . . . . . . ... (1)
where the coefficients , & are given by
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (2)
1, 2 …. . . . . . . . . . . . . . . . .… (3)
1, 2…. . . . . . . . . . . . . . . . . … (4)
Example 1: Obtain the Fourier series for in
Solution: . . . . . . . . . (1)
where
(∵ is even)
(∵ is odd)
.
By substituting the values of in (1), we get the Fourier series of the function
Activity
Determine the Fourier series for each of the following functions.
a) Find the Fourier series period 3 to represent in
b) Find the Fourier series period 2 to represent in
2.5 EVEN AND ODD FUNCTIONS, HALF RANGE EXPANTION
Definition: Let be a function defined on
 is even if .

33
 is odd if .
Note that if is even, then .

On the other hand, if is odd, .
Note that
 even and even even
 even and odd odd
 odd and odd even
Example 1: a. is even function because
for all .
b. is an even function since for all .
Example 2: a) is an odd function.
∵ for all .
b) is an odd function. ∵ for all .
However there are functions which are neither odd nor even. In this case the functions can be uniquely
decomposed as even and odd functions say and for even and odd function respectively.
Then
where and
Since
and
Example 3: is neither odd nor even but by putting
and we get and
Fourier series for even and odd function in the interval
 If is even on , we have
for ,
and , .

34
 Similarly, if is odd on , we have

,
and, for
The Fourier series of an even function on is thus a Fourier cosine series
, where ,
Similarly, the Fourier series of an odd function on is a Fourier sine series
, where ,
Example 4: Find the Fourier series for in
Solution: Let
is an even function
Hence the Fourier series in is . . . . . . . . . . . . (*)
where
Substituting for and in (*), we get
Example 5: Expand in Fourier series in

Solution: Let is an odd function
(*)
where
Substituting for in (*), we get

Activity
Find the Fourier series for each of the following functions in the interval .
a. d. f.
b. e.
c.
Half-Range series
If the function is defined only in the interval , we may extend in two ways. The
first is the even extension of , denoted and defined by
The coefficients can be computed directly in terms of the original function .

35
We have for , where, for
In particular, since for , .

While the second is the odd extension of , denoted and defined by
The coefficients can be computed directly in terms of the original function .

We have for , where,
for .
In particular, since for , .
Example 6: Find the Half-Range Cosine and Sine series for the function
Solution: Here
(i) the Half-Range cosine series
We can extend the function into an even function in , i.e.,
and its graph is
where

36
∴
Hence substituting for and gives
(ii) the Half-Range Sine series

We can extend the function into an odd function in , i.e.,
and its graph is
where
∴
Substituting for in we get
∴
Activity
Find the Half-Range sine and cosine series for the function
i. in iii. in
ii. in iv. in
2.6 FOURIER INTEGRALS
Definition: The Fourier integral of the function defined on is given by

37
where
Example 1: Find the Fourier integral for the function
Solution:
(∵ is an odd function)
∴ Substituting for and in gives
Example 2: Find the Fourier integral for the function
Solution:
Substituting for and in gives
∴
Activity
Find the Fourier integral for each of the following functions
a) b)

38
CHAPTER FOUR
DIFFERENTIAL CALCULUS OF FUNCTION OF SEVERAL
VARIABLES
4.1. Introduction
So far we have dealt with the calculus of functions of a single variable. But, in the real world, physical
quantities usually depend on two or more variables, so in this chapter we turn our attention to functions of
several variables and extend the basic ideas of differential calculus to such functions.
Functions of Several Variables
Example: The function gives the length of a diagonal of a rectangle as a function of
the rectangle's length and its width .
Example: The function gives the volume of a (right circular) cone as a function of its
base radius and its height .
Example: The function gives the volume of a circular cylinder as a function of its base
radius and its height .
Definition: Let D be a set of ordered pairs of real numbers. If to each ordered pair in D
there corresponds a unique real number , then is called a function of and . The set
D is the domain of , and the corresponding set of values for is the range of .
A function of two variables is a rule that assigns real number to each pair
of real numbers in the domain of the function. We write .
Note
(i) We write to make explicit the value taken on by at the general point . The
variables and are independent variables and is the dependent variable. [Compare this with
the notation for functions of a single variable]
(ii) The situation described in above definition is indicated by the notation . A function of
two variables is just a special case of the general idea of a function , where
and .
(iii) If a function is given by a formula and no domain is specified, then the domain of is the set
of all pairs for which the given expression is a well defined real number.
Example: Find the domain of each of the following functions and evaluate .
b)
a)
Solution: a) Given that
The expression for makes sense if the denominator is not 0 and the quantity under the square root sign
is nonnegative. So the domain of is
The inequality describes the points that lie on or above the line , while means the
points on the line must be excluded from the domain.
b. Given that
39
Since is defined only when , i.e., , the domain of is
2. This is the set of points to the left of the parabola = 2.
4.2. Notations, Examples, level Curves and graphs
Graph of a function of two variables
The graph of a function of two variables is a surface with equation . We can see the graph
of as lying directly above or below its domain in the -plane.
The graph of a function of two variables is the set of all points for which and
is in the domain of . That is,
Example 1: Sketch the graph of the function

Solution: The graph of has the equation , or , which is a plane. The
portion of this graph that lies in the first octant is sketched.
Example 2: Find the domain and range and sketch the graph of
Solution: The domain of is
Which is the disk with center and radius 3. The range of is .

Since z is positive square root, . Also
. So the range is .
The graph has the equation , we square both sides of this equation to obtain
, or , this is an equation of the sphere with center the origin and radius 3. But,
since , the graph of is just the top half of this sphere.

40
Level Curves
So far we have two methods for visualizing functions: arrow diagrams and graphs. A third method,
borrowed from mapmakers, is a contour map on which points of constant elevation are joined to form
contour curves, or level curves.
A level curve or contour of is the 2-dimentional graph of the equation .
These are obtained from a surface by slicing it with horizontal planes.
Note
A level curve is the locus of all points at which takes on a given value . In other words, it
shows where the graph of has height .
Example 1: Sketch the level curves of the function for the values , , ,
.
Solution: The level curves are

or
This is a family of lines with slope . The four particular level curves with , , and 12
are , , , and . They are sketched in
above figure.
Example 2: Sketch some level curves of the function .
Solution: The level curves are or . Which, for , describes a family of
ellipses with semi-axis and . They are sketched in above Figure.

41
4.3. Limit and Continuity

4.3.1. Limit
Let be defined on the interior of a circle centered at , except possibly at itself. We say
if for every there exists a such that whenever

. This means as along any path toward .
Theorem: If and , then

(i)
(ii)
(iii) .
Note: If a polynomial in two variables is any sum of terms of the form , then the limit of the
polynomial exists everywhere and is found simply by substitution.
Example: Find .

42
Note
If along a path toward , and along a path toward ,
then does not exist.
1. Use one of these paths to find a value for the limit:
(i) Vertical lines: ,
(ii) Horizontal lines: ,
(iii) and while
(iv) and while .
Example 1: Find if it exists.
Solution: Let .
Case I: First let us approach (0, 0) along the -axis. Then gives ,
so as along the -axis.
We now approach along the -axis by putting . Then , , so
as along the -axis.
Since has two different limits along two different lines, the given limit doesn’t exist.
Case II: Making the indicated substitution,
However, no matter how is close to , does not approach any one value. Therefore the
limit does not exist.
Example 2: Find if it exists. (by definition)
Solution
Step 1: Choosing a value for
Let . We want to find such that
whenever
that is, whenever

But since , so
whenever
Thus, choose
Step 2: Proof
Thus if we choose and let , then
Example 3: Find if it exists.

43
Solution: For (approaching the origin along the -axis),
For (approaching the origin along the -axis),
But, along the parabola ,
Since the limits along the two paths are different, does not exist.
Example 4: Find
We use polar coordinates to find the indicated limit, if it exists. Note that is equivalent to
. We have
(by L’Hopital’s rule)
Thus .
Example 5: Find
We will rewrite this limit as
Example 6: Find .
For (approaching the origin along the z-axis),
.
But for (these are symmetric equations for the line with parametric equations , ,
and or vector equation .),
.
Since the limits along the two paths are different, does not exist.
Example 7: Find .
For (approaching the origin along the -axis),
. So 0 is the only possible limit.
(by triangular inequality)

44
Thus .
Example 8: Find
Again, by making the indicated substitution,
Now, since we know
We know the limits on the left and right both , so our middle limit is by the Sandwich rule.
∴
Continuity
A function of two variables is continuous at a point in an open region D, if
.
The function is continuous in the open region D if it is continuous at every point in D.
Example 1: Evaluate
Solution: Since is a polynomial, it is continuous everywhere, so the
limit can be found by direct substitution.
Example 2: Let
We know is continuous for since it is equal to a rational function there, also we have
Therefore, is continuous at , and so it is continuous on .

Theorem: If is continuous at and is continuous at , then the composite function given
by is continuous at . That is, .
Example: On what set is the function continuous?
Solution: Let and . Then
So . Now is continuous everywhere since it is a polynomial, and is continuous on its

domain . Thus by above theorem, is continuous on its domain
This consists of all points outside the circle .

4.4. Partial Derivatives, Higher order partial derivatives
If is a function of two variables and , suppose we let only vary while keeping fixed, say ,
where is a constant. Then we really considering a function of a single variable , namely,

45
. If has a derivative at , then we call it the partial derivative of with respect to at
and denote it by Thus
where
By definition, we know that
Therefore the above equation becomes
Similarly, the partial derivative of with respect to at , denoted by is obtained by

keeping fixed and finding the ordinary derivatives at of the function
Definition: If , then the first partial derivatives of with respect to and are the
functions and defined by
provided the limits exist.

46
Notation for first partial derivatives
For , the partial derivatives and are denoted by
and . The first partials evaluated at the point

denoted by and .
Example 1: If , find and .
Solution:
and
Example 2: If , then find and .
Solution:
Rules for finding partial derivatives of

1. To find , regard as a constant and differentiate with respect to .
2. To find , regard as a constant and differentiate with respect to .
Example 1: If , then find and ?
Solution: By the ordinary quotient rule,
Example 2: If
Solution: Using the ordinary polynomial rules,
47
On the other hand, we must use the exponential rules to differentiate with respect to :
Example 3: Find and , if is defined implicitly as a function of and by the equation
Solution: To find , we differentiate implicitly with respect to , by treating as a constant:
Solving this equation for , we obtain
Similarly, implicit differentiation with respect to gives
Exercise: If , then find .

4.5. Higher Derivatives
Of course, the partial derivatives are themselves functions, and when it is possible to differentiate the
partial derivatives, we do so, obtaining higher order derivatives. More precisely, the partial derivatives are
found by differentiating the formula for with respect to the relevant variables, treating the other variable
as a constant. Apply this procedure to the functions so obtained to get the second partial derivatives.
If , we use the following notations:
Thus the notation (or ) means that we first differentiate with respect to and then with respect to
, whereas in computing the order is reversed.
Example 1: Calculate the second partial derivatives of the function .
Solution:
and
Differentiating these expressions, we obtain

48
Notice that the mixed partials are equal when the second partials are continuous. i.e., .
Example 2: Find the second partial derivatives of
Therefore
Exercise: If , then show that .

Clairaut’s Theorem
Suppose is defined on a disk that contains the point . If the functions and are
both continuous on , then .
Example: Let if , and then show that .
Solution:
4.6. Total differential and Tangent planes

4.6.1. Total Differential
Recall that the increment of at is

49
, and for “small,”
.
For , we define the increment of at to be

.
If and and are increments of and , then the differentials of the independent
variables and are
and
and the total differential of the dependent variable is
.
Example: If , find the differential .
Solution:
4.6.2. Tangent planes
Recall the linear approximation to a function at , is the tangent line given by
.
For values of near , we use this equation to approximate .
Similarly, we approximate values of near the point by using the tangent plane to the surface
near the point .
But what is the equation of this plane?
Now any vector tangent to the surface at this point lies in the tangent plane. Consider tangent vectors to
the surface lying in planes parallel to the and planes. Their cross product would be a normal
vector to the plane.

50
We have
and .
So we let
Theorem: Suppose that has continuous first partial derivatives at (a, b). A normal vector to the
tangent plane to at (a, b) is then
.
Further, an equation of the tangent plane is given by
or
.
Note: The normal line to the surface at the point is
, ,
or
.
Using the tangent plane, the linear approximation of at is
.
Example: Find the tangent plane to the elliptic paraboloid at the point .
Solution: Let . Then
Then (2) gives the equation of the tangent plane at as

or
Application: Tangent plane approximation of values of a function
Example: Suppose . Find the tangent plane at .
.
.
Since , the equation of the tangent plane at is
or .
Then the linear approximation at is .
Now, , and is an approximation with error
.

51
4.7. The Chain Rule and Implicit differentiation

The Chain Rule
Case (I)
If , where and are differentiable and is a
differentiable function of and , then
Note: We often write in place of , we can rewrite the chain rule in the form
Example 1: If , where , . Find .

First approach:
Second approach:
Example 2: If , where and , find .

Solution: The chain rule gives
Case (II)
Suppose where is a differentiable function of and and where and
both have first order partial derivatives. Then
and .
Example: If , where and , find and .

Solution: Applying Case 2 of the Chain Rule, we get
Example: Suppose with , . Find , .

We have
and

52
Implicit differentiation
Suppose implicitly defines a function where f is differentiable. Find and .
Let
.
Now, since , . Also, and . Then
.
If , .
Similarly,
.
Example: Suppose . Find and .
Solution: Let
, ,
and .
Example: Find and if .
Solution: Let .
Then, from the above definition, we have
.
Example: Find if .
Solution: The given equation can be written as
So by Implicit differentiation, we get
4.8. Directional derivatives and gradients

The partial derivatives and measure rates of change in directions parallel to the - and -axes. What
about other directions?

53
Suppose we want the instantaneous rate of change of at in the direction given by the unit
vector . Let be any point on the line through in the direction of . Then
.
Then
and and .
Then the average rate of change from to is
.
Definition
The directional derivative of at the point and in the direction of the unit
vector is
provided the limit exists.
Note: If , , and if , .
How to easily calculate directional derivatives?
Let
.
Then
.
Now let
and
If , .
Theorem: If is differentiable at and is any unit vector,
.
Example: If , , .
, , , .
.
Note: If the unit vector makes an angel with the positive -axis, then we can write
and the formula becomes

54
Example: Find the directional derivative if and is the unit vector
given by angle . what is
Therefore
Gradient
The gradient of is the vector-valued function
provided both partial derivatives exist.
Theorem: If is a differentiable function of and and
is any unit vector,
.
Properties of the gradient vector
Suppose is the angle between and u.
Then
.
Note that is maximized when or . Also, and are in the
same direction .
Further, is minimized when or , i.e., and have opposite
directions .
Finally, is tangent to the level curve at
since is constant on level curves and is orthogonal to the level curve at .
Theorem: Suppose is a differentiable function of and at . Then
1) the maximum rate of change of at is , occurring in the direction of the
gradient;
2) The minimum rate of change of at is , occurring in the direction opposite
the gradient;
3) The rate of change of at is in the directions orthogonal to ;
4) The gradient is orthogonal to the level curve at the point
where .
55
Example 2: Find the directional derivative of the function at the point in

the direction of the vector .
Solution: We first compute the gradient vector at :
Note that is not a unit vector, but since , the unit vector in the direction of v is
Therefore
Extending to three variables

Definition: The directional derivative of at the point and in the direction of the unit
vector is
provided the limit exists.
The gradient of is the vector-valued function
provided all the partial derivatives exist.

Theorem: If is a differentiable function of , , and and is any unit vector,
.
Example: If , (a) find the gradient of and (b) find the directional derivative of at
in the direction of .
Solution
(a) the gradient of is
(b) At we have .
Then unit vector in the direction of is
Theorem: Suppose has continuous partial derivatives at and . Then

is a normal vector to the tangent plane to the surface at the point .
Further, the equation of the tangent plane is
or
.
Example: If and S is the level surface .
(a) Find unit vectors and in the directions of maximum increase at and .
.
.

56
and .
(b) Find tangent planes to S at and .
at (0, 0, 1):
or .
at (1, 1, 1):
or .
(c) Find points on S where the normal vector is parallel to the plane.
plane
(since ) . Thus points of the form where .

4.9. Relative extreme of functions of two variables
The graph below is for the function . It appears to be a plain with a mountain and a valley.
Definition
We call is a local maximum of if there is an open disk D centered at (a, b) for which
for all . Similarly, is a local minimum of if there is an
open disk D centered at for which for all . In either case,
is called a local extremum of .
From the figure above, it appears that the surface has horizontal tangent planes at local extrema, provided
such tangent planes exist. Also, recalling indicates the path of greatest increase and
the path of greatest decrease from , if it exists.
Definition: The point is a critical point of if is in the domain of and
or does not exist.
Theorem: If has a local extremum at (a, b), then (a, b) is a critical point of .
Example 1: Let .
Then
These partial derivatives are equal to 0 when and , so the only critical point is (1, 3).
But,
Therefore is a local minimum, and in fact it is the absolute minimum of . This can be
confirming geometrically from the graph of , which is the elliptic paraboloid with vertex .
Example 2: If .

57
and
and
is the only critical point.
But,
Therefore, is a local maximum.

Example 3: If
.
.
Now
and or .
Thus, for ,
or .
From the previous graph and the contour plot, we have a local maximum at (1, 1) and a local minimum at
(−1, 1). At the other two points we have saddle points.
Notice the concentric “circles” near the local maximum and minimum and the hyperbolic-looking curves
near saddle points.
4.10. Largest and smallest values of a function on a given set
Second Derivatives Test

58
Suppose has continuous second-order derivatives in some open disk containing the
point and that . Define the discriminant for the points by
.
(i) If and , then has a local minimum at (a, b).
(ii) If and , then has a local maximum at (a, b).
(iii) If , then has a saddle point at (a, b).
(iv) If , then no conclusion can be drawn.
Example 1: If .
or .
For , or .
Thus (0, 0) and (0, 2) are critical points.
For , .
Thus (1, 1) and (−1, 1) are critical points.
Now , , .
At (0, 0): D = 36, local maximum with .
At (0, 2): D = 36, local minimum with .
At (±1, 1): saddle point with .
Example 2: Find the local extrema of .
Solution: We first locate the critical points;
Setting these partial derivatives equal to 0, we obtain the equations
and
To solve these equations we substitute from the first equation into the second one. We get
So there are three real roots; , , . The three critical points are , , and .
Next we calculate the second partial derivatives and
Since , it follows from case (c) of the Second Derivatives Test that the origin is a
saddle point; that is, has no local extremum at . Since and
, we see from case (a) of the test that is a local minimum. Similarly, we
have and , so is also a local minimum.
Extreme Value Theorem for Functions of Two Variables
Suppose is continuous on the closed, bounded region . Then has both an absolute
minimum and maximum on . Further, an absolute extremum may only occur at a critical point in or at
the boundary point of .
Practical Procedure:
1. Find all critical points of in .
2. Find maximum and minimum values of on the boundary of .
3. Compare values.
Example 1: Find the absolute maximum and minimum values of the function
on the rectangle region .

59
Solution: Since is a polynomial, it is continuous on the closed, bounded rectangle , so there is both an
absolute maximum and an absolute minimum. First we have to find the critical points. These occur when
and
So the only critical point is , and the values of there is
Next we look the values of on the boundary of , which consists four line segments , , and .
On we have and
and
This is an increasing function of , so its minimum value is and its maximum value is
. On we have and
and
Which is decreasing function with respect to , so its maximum value is and its minimum
value is . On we have and
and
We see that the minimum value of this function is and the maximum value is .
Finally, on we have and
and
with maximum value and minimum value . Thus, on the boundary, the minimum
value of is and the maximum is 9.
In step 3 we compare these values with the value at the critical point and conclude that the
absolute maximum value of on is and the absolute minimum value is
.
Example: A rectangular box is resting on the -plane with one vertex at the origin. The opposite vertex
lies in the plane as shown in Figure below. Find the maximum volume of such a box.
Solution: Let , , and represent the length, width, and height of the box. Because one vertex of the
box lies in the plane , you know that , and you can write the
volume of the box as a function of two variables.

60
By setting the first partial derivatives equal to 0
You obtain the critical points (0, 0) and . At (0, 0) the volume is 0, so that point does not yield a
maximum volume. At the point , you can apply the Second Partials Test.
Because
and
.
You can conclude from the Second Partials Test that the maximum volume is
cubic units.
Note that the volume is 0 at the boundary points of the triangular domain of .
5.11 . Extreme values under constraint conditions: Lagrange’s multiplier
Let and have continuous first partial derivatives at such that has extremum at a point
on the smooth constraint curve . If , then there is a real number such
that
. The number is called Lagranges Multiplier.
Example 1: Let . Find the extreme values of on the ellipse and
points at which they occur.
Solution: Let so that the constraint is
Since
Use these equations to find , constraint (1)

(2)
By equation (2), either or
If from (1) ,
If or
If from (1)
If from (1) ,
∴ The extreme values of occurs at (0, ), (0, ), (1, 0), (-1, 0), ( , ), ( , )
Now, ,

61
;
∴ The maximum value occur at and minimum value occur at at
Example 2: Let . Find the extreme values of as .
Solution: Let
Write the equation to find constraint (1)

(2)
from equation (2) or
If from (1) ,
If
If from (1)
∴ The extreme values on the circle are , , ,
The maximum value is 53 and the minimum value is 17.

62
CHAPTER FIVE
MULTIPLE INTEGRALS
5.1. Double integrals
Let be continuous on a region R in the -plane
a) If R is the vertically simple region between the graphs of and on , then is integrable
on R, and
.
b) If R is the horizontally simple region between the graphs of and on , then is

integrable on R, and
.
c) A plane region R is simple if it is both vertically simple and horizontally simple.

Example 1: Evaluate , where R is the region bounded by and .
Solution: First sketch the region R
We can do the integral over the region

63
.
Example 2: Find the volume V of the solid region D bounded above by the paraboloid
and below by the -plane.
Solution: First we have to sketch the graph
cubic unit.
5.2. Double integration over more general regions

If R is composed of two or more vertically or horizontally simple sub regions , , ⋯, , with the
property that any two sub regions have only boundaries in common, then any function f that is continuous
on R is integrable on R, and
⋯ .
We define the area of a plane region R by
.
Examples1: Let R the region between the graphs of , and . Evaluate
.
Solution: First we draw the region R, we get

64
Or
Examples 2: Let R be the region between the graphs of and . Then find its area A of
the region.
Solution: First we have to find the intersection points for and .
or
(-2, 4) and (3, 9) are intersection points.
∴ Area
square unit.
Or

65
square unit.
Examples 3: Let R be the region between the graphs of and . Then find its area of the
region R.
Solution: First we have to find intersection points for and
or or
(0, 0), (-2, -8) and (2, 8) are intersection points. Then draw the region R
∴ Area
square unit.
Or
Area
square unit.
Examples 4: , where R is the triangle with vertices (0, 3), (1, 1), and (5, 3).
Solution: Let’s us start this by sketching the triangle.

66
Or
Exercise
a. Evaluate ,
b. Evaluate , where R is the region bounded by the parabolas
and .
c. Evaluate , where R is bounded by and .
Answers
a) b) c)
5.3. Reversing the order of integration
The change from one iterated integral to the other is called reversing the order of integration, since it
involves changing from to , or vice versa.
Example 1: By reversing the order of integration, evaluate
a)
Solution: Given is

67
use integration by substitution and when

and when
.
b)
Solution: Given is
c)
Solution: Given is

68
∴
use integration by substitution and
when and when
.
d)
g)
e)
h)
f)
5.4. Double Integrals in Polar Coordinates
Certain curves in the -plane, such as circles and cardioids, can be described more easily in polar
coordinates than in rectangular coordinates.
Suppose that and are continuous on , where , and that
for . Let R be the region between the polar graphs of
and for .
If is continuous on R, then
.
Example 1: Evaluate the following integrals by converting them into polar coordinates.
a. , D is the portion of the region between the circles of radius 2 and radius 5 centered at
the origin that lies in the first quadrant.
69
b. , D is the unit circle centered at the origin.

Solution
(a)
(b)
Example 2: Evaluate the following integral by first converting to polar coordinates.
Solution:
Exercise
a. Determine the volume of the region that lies under the sphere above the plane
and inside the cylinder .
b. Evaluate by changing into polar coordinates.
c. If D is the part of the annulus lying in the first quadrant and below the
line , evaluate
d. Find the volume of the solid lying in the first octant inside the cylinder and under
the plane .
e. Suppose D is the region bounded by the circles , and , then find
f. Suppose D is the region bounded by the circles , and , then evaluate
Answers
a. d.
b. e.
f.
c.
5.5. Surface Areas
If and its first partial derivatives are continuous on the closed region R in the xy-plane, then the area of
the surface S given by over R is defined as
Surface Area

70
Example 1: Find the surface area of the part of the surface that lies above the triangular
region T in the -plane with vertices (0, 0), (1, 0), and (1, 1).
Solution:
The region shown in figure 1 and is described by

Using surface area formula with , we get
Figure 2 shows the portion of the surface whose area we have just computed.
Example 2: Find the surface area of the portion of the plane that lies above the circle
in the first quadrant, in the figure below.
Because and , the surface area is given by
formula for surface area

substitute.
Note that the last integral is simply times the area of the region R.
R is a quarter circle of radius 1, with an area of or .
So, the area of S is
(area of R)
square unit.
Example 3: Find the surface area of the part of the paraboloid that lies under the plane
.

71
Solution: The plane intersects the paraboloid in the circle , . Therefore, the given
surface lies above the disk D with center the origin and radius 3.
Using the surface area formula, we obtain
Converting to polar coordinates, we obtain
Exercise
i. Let R be the rectangular region bounded by the lines , , and and
let , find surface area over the region R.
ii. Find surface area S of the portion of the paraboloid that lies above xy plane.
iii. Find the surface area S of the portion of the paraboloid above -plane.
iv. Find the surface area S of the portion of the paraboloid above the plane .
Answers
i. ii. iv.
5.6. Triple Integrals and Applications
Let be continuous on a solid region defined by
, ,
where , , and are continuous functions. Then,
.
Example 1: Evaluate the triple integral where is the rectangular box given by
Solution: We first integrate with respect , then , and then , we obtain

72
Exercise
(i) Evaluate
(ii) Evaluate
(iii) Evaluate
(iv) Evaluate , where
Answers
i. ii. iii. 0 iv.
5.7. Applications of Triple Integrals
Volume
We define the volume of a solid region D is given by
Example 1: Use a triple integral to the volume of the tetrahedron T bounded by the planes
, , , and .
Solution
The tetrahedron T and its projection D on the -plane are shown in the following figures. The lower
boundary of T is the plane and the upper boundary is the plane , that is,
. Therefore, we have
.
Example 2: Find the volume of the tetrahedron bounded by the coordinate axes and the plane
:
Solution
We have to find the volume of the tetrahedron S bounded by the plane
and the coordinate axes. This is the portion of the plane in the first octant, as one can see from the picture
below.
Plane line
3x + 6y + 4z = 12
Then, we have
∴ Volume

73
cubic unit.
5.8. Triple Integrals in Cylindrical Coordinates
If is a continuous function on the solid D, you can write the triple integral of over D as
where the double integral over R is evaluated in polar coordinates. That is, R is a plane region that is
either r-simple or -simple. If R is r-simple, the iterated form of the triple integral in cylindrical form is
Example: Find the volume of the solid region D cut from the sphere by the cylinder
, as shown in the Figure below.
Solution: Because , the bounds on z are

.
Let R be the circular projection of the solid onto the -plane. Then the bounds on R are
and . So, the volume of D is
cubic unit.
What does a triple integral look like? Suppose our region is the region bounded above by the parabaloid
or in cylindrical coordinates and below by the -plane. Therefore R is the
unit circle.
We integrate from to , then r from 0 to 1 and θ from 0 to .

Therefore we have
Find the volume of the solid bounded above by the parabaloid and below by the parabaloid
.
Recall V = dv

74
To set this up we find the curve of intersection and project this into the -plane to obtain R
To find the curve of intersection we simply set equal to from which

we obtain .
Therefore we have cubic unit.

75
Suppose in the region which is in the cone between the planes and .
Calculate it's mass.
To set up the integral let's consider the cross-section corresponding to x = 0.
We see that we're going to have to use 2 integrals. The solid gray region z varies from to
over a circle of radius 1. (Really we have a cylinder)
In the other region z varies from to over the annular region between and
See the diagram below

76
These are simple enough integrals so I'll leave it for you to verify
.
Be Careful. Sometimes a person is tempted to simply use the geometric formula for a cylinder for the first
integral. If the density were constant we could do this. However the density here is a function of z so we
have to use an integral.
Finally I'd like to give a geometric interpretation to the volume element .
Recall In Rectangular Coordinates we used the lines constant constant constant to divide a
region into cubes .
In Cylindrical coordinates we use constant constant constant to obtain:
SPHERICAL COORDINATES
The Earth is a solid sphere (or near enough). On its surface we use two coordinates- latitude and
longitude. To dig inward or fly outward, there is a third coordinate- the distance from the center. This
Greek letter rho replaces to avoid confusion with cylindrical coordinates. Where r is measured from the
axis, is measured from the origin. Thus and .
The angle is the same as before. It goes from to . It is the longitude, which increases as you travel
east around the Equator.
The angle is new. It equals at the North Pole and (not ) at the South Pole. It is the polar angle,
measured down from the z axis. The Equator has a latitude of but a polar angle of (halfway down).
Here are some typical shapes:
solid sphere (or ball) : surface of sphere:
upper half-sphere: eastern half-sphere:
The angle is constant on a cone from the origin. It cuts the surface in a circle (Figure 14.17b), but not a
great circle. The angle is constant along a half-circle from pole to pole. The distance is constant on
each inner sphere, starting at the center and moving out to .
In spherical coordinates the volume integral is . To explain that surprising factor
, start with and . In spherical coordinates r is and z is --
see the triangle in the figure. So substitute for r:
, , . (1)
Remember those two steps, to to . We check that :
The volume integral is explained by Figure 14.17. That shows a "spherical box" with right angles and
curved edges. Two edges are and . The third edge is horizontal. The usual becomes
. Multiplying those lengths gives .
The volume of the box is . This is a distance cubed, from .

77
Example: Find the volume of the solid region D bounded below by the upper nappe of the cone
and above by the sphere , as shown in the Figure below.
Solution: In spherical coordinates, the equation of the sphere is .

Furthermore, the sphere and cone intersect when
and, because , it follows that

.
Consequently, you can use the integration order , where , , and
.
The volume is
cubic unit.
Change of Variables: Jacobians
For the single integral
you can change variables by letting , so that , and obtain
where and .
The change of variables process introduces an additional factor into the integrand.
This also occurs in the case of double integrals
where the change of variables and introduces a factor called the Jacobian of
and with respect to u and v.
In defining the Jacobian, it is convenient to use the following determinant notation.
If and , then the jacobian of and with respect to and , denoted by , is
Example 1: The Jacobian for Rectangular-to-Polar Conversion

Find the Jacobian for the change of variables defined by and .

78
Solution: From the definition of the Jacobian, you obtain
Example 1 points out that the change of variables from rectangular to polar coordinates for a double
integral can be written as
,
.
where S is the region in the -plane that corresponds to the region R in the -plane, as shown in the
Figure above.
In general, a change of variables is given by a one-to-one transformation T from a region S in the -
plane to a region R in the -plane, to be given by where and
have continuous first partial derivatives in the region S.
Note that the point lies in S and the point lies in R.
Change of Variables for Double Integrals
Let R be a vertically or horizontally simple region in the -plane, and let S be a
vertically or horizontally simple region in the -plane. Let T from S to R be given by
, where and have continuous first partial
derivatives. Assume that T is one-to-one except possibly on the boundary of S. If is
continuous on R, and is non-zero on S, then
.
Example: Let R be the region bounded by the lines , , , and
as shown in the Figure below.

79
Evaluate the double integral
Solution: You can use the following change of variables.

and
The partial derivatives of and are
, and
which implies that the Jacobian is

80

Applied Math II Sequences and Series

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Applied Mathematics II DMU

Solution: a) If , then , if , then , if , then , etc.

b) If , then , if , then , if , then , etc.

Bukayaw Kindu (M.Sc.) Department of Mathematics

Then by definition of sequence, the sequence converges and .

Note: The sequence is known as the Harmonic Sequence.

Example 2: Show that the sequence convergences and .

Solution: Let be given arbitrary small. We need to find such that

Bukayaw Kindu (M.Sc.) Department of Mathematics

Bukayaw Kindu (M.Sc.) Department of Mathematics

Example 8: Show that , for all

. Then by the above theorem .

In particular, ; ; etc. i.e., the sequences , , ,

We know that . Then by the above theorem .

Then by the above theorem (1)

Bukayaw Kindu (M.Sc.) Department of Mathematics

Solution: Note that

Solution: Note that

1.1.3 Properties of convergent real Sequences

Proof: Left as an exercise.

Bukayaw Kindu (M.Sc.) Department of Mathematics

Then by applying convergence properties, we have

Theorem: ( Squeezing theorem for sequences)

Example 2: Show that .

Bukayaw Kindu (M.Sc.) Department of Mathematics

is always true since .

Bukayaw Kindu (M.Sc.) Department of Mathematics

1.2.1 Convergence and Divergence real series

Bukayaw Kindu (M.Sc.) Department of Mathematics

Solution: By partial fraction for .

Solution: The series is a geometric series with and , so

Theorem: If is convergent and is divergent, then is divergent

Bukayaw Kindu (M.Sc.) Department of Mathematics

Solution: . So the series diverges by test for

b. is a geometric series with and . Since , the series

c. which is a geometric series with and . Since , the series

Bukayaw Kindu (M.Sc.) Department of Mathematics

is a geometric series with and .

is a geometric series with and .

1.2.3 Tests for Convergent of Real Series

Bukayaw Kindu (M.Sc.) Department of Mathematics

∴ converges if and diverges if .

2. The comparison Test

Bukayaw Kindu (M.Sc.) Department of Mathematics

Example 5: Test the series for convergence or divergence.

(finite and non-zero)

Thus the given series is convergent by limit comparison test.

Therefore, the series converges if and diverges if

Bukayaw Kindu (M.Sc.) Department of Mathematics

diverges by p-test since

. Therefore, the series is convergent.

Example 9: Show that diverges.

Therefore, the given series diverges.

. Therefore, the given series

Bukayaw Kindu (M.Sc.) Department of Mathematics

Therefore, the series converges by Root Test.

Example 13: Show that diverges.

Solution: Here . Thus .

Hence, the series diverges by root test.

1.2.4 Alternating Series and Alternating Series Test

Example 1: Test the series ⋯ for convergence or divergence.

Solution: The given series ⋯ is an alternating series. It satisfies

Bukayaw Kindu (M.Sc.) Department of Mathematics