' $

CALCULUS I. Course notes

Bachelors’ degrees in:

Electrical power engineering,

Energy engineering

Year 2021-2022
& %

Arturo de Pablo
 2

Contents
1 Functions of a real variable 3
1.1 The real line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Elementary functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

2 Differential calculus 13
2.1 Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.2 Extrema of functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.3 Local study. Properties of the graph of a function . . . . . . . . . . . . . . . . . . 19
2.4 Taylor polynomial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

3 Sequences and series 25

3.1 Sequences of numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.2 Series of numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.3 Taylor series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

4 Integration of functions of one variable 33

4.1 Antiderivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
4.2 Fundamental Theorem of Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . 36
4.3 Applications of the integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2 Differential calculus 13

 
CALCULUS I. Course notes
Electrical power engineering,
Energy engineering
 2021-2022 

2 Differential calculus
2.1 Derivatives

Preliminaries

- Mean velocity in a time interval [t0 , t0 + h], if u(t) is the position:

u(t0 + h) − u(t)
vm = .
h

- Slope of a segment joining two points of a graph y = f (x) of coordinates x0 and x0 + h:

f (x0 + h) − f (x0 )
m= .
h
The corresponding secant line is

y = f (x0 ) + m(x − x0 ).

Derivative: Given a function f , the derivative of f at the point x0 is

defined as the limit
f (x0 + h) − f (x0 )
f 0 (x0 ) = lim .
h→0 h

- Example: If f (x) = x2 then

(x + h)2 − x2 2xh + h2
f 0 (x) = lim = lim = 2x.
h→0 h h→0 h

- A function f is said to be differentiable at x0 if the previous limits exists and is finite. f is

said to be differentiable in an interval (a, b) ⊂ R if it is differentiable at all the points. We have
then a new function, f 0 whosew domain consists of the points where f is differentiable.

- Alternative notation
f (x) − f (x0 )
f 0 (x0 ) = lim .
x→x0 x − x0
2 Differential calculus 14

- Yet another notation (Leibniz vs. Newton)

df
f 0 (x0 ) = (x0 ).
dx

• Tangent line
The tangent line to the graph of a function y = f (x) at the point (x0 , f (x0 )) is

y = f (x0 ) + f 0 (x0 )(x − x0 )

Theorem: If f is differentiable at x0 then it is continuous at x0 .

  f (x) − f (x0 )
lim f (x) − f (x0 ) = lim (x − x0 ) = 0.
x→x0 x→x0 x − x0

- That is: if f is not continuous at a point it cannot be differentiable at that point.

- The converse is false: f (x) = |x| is continuous but not differentiable at x = 0.

• First derivatives

f (x) = xn (n ∈ N) f 0 (x) = nxn−1

f (x) = sen x f 0 (x) = cos x
f (x) = cos x f 0 (x) = − sen x
f (x) = ex f 0 (x) = ex
f (x) = log x f 0 (x) = 1/x

• Properties

- Differentiation is a linear operation: (cf )0 = cf 0 , (f + g)0 = f 0 + g 0 .

- Derivative of a product (leibniz’ rule): (f g)0 = f 0 g + f g 0 .

 f 0 f 0g − f g0
- Derivative of a quotient: = .
g g2
sen x
- Example: If f (x) = tan x = then
cos x
cos2 x + sen2 x
f 0 (x) = = sec2 x = 1 + tan2 x
cos2 x

- Derivative of a composition, chain rule: (f ◦ g)0 = (f 0 ◦ g)g 0 .

- Example: If f (x) = sen(log x) then

1
f 0 (x) = cos(log x) ·
x
2 Differential calculus 15

1
- Derivative of the inverse function: (f −1 )0 =
f0 ◦ f −1
- Idea: If f ◦ f −1 (x) = x, by the chain rule

f 0 (f −1 (x))(f −1 )0 (x) = 1

• Advanced derivatives

f (x) = xα (α ∈ R) f 0 (x) = αxα−1

f (x) = ax (a > 0) f 0 (x) = ax log a
1
f (x) = loga x (a > 0) f 0 (x) =
x log a
1
f (x) = arctan x f 0 (x) =
1 + x2
f (x) = sec x f 0 (x) = sec x tan x
f (x) = log x f 0 (x) = 1/x

- Example: If f (x) = ax = ex log a then

f 0 (x) = ex log a log a = ax log a.

- Example: If f (x) = arcsin x then

1 1
f 0 (x) = =√
cos(arcsin x) 1 − x2

Results about differentiability.

- If x0 is a local maximum or a local minimum of f and f is differentiable at x0 , then f 0 (x0 ) = 0.

- Example for local minimum: If f (x0 ) ≤ f (y) for every y ∈ (x0 − δ, x0 + δ), then for |h| < δ it
holds
f (x0 + h) − f (x0 )
≥0 if h > 0
h
f (x0 + h) − f (x0 )
≤0 if h < 0
h
Therefore, the limit, since it exists, must be zero.

Rolle’s Theorem If f is continuous in [a, b] and differentiable in (a, b), and satisfies
f (a) = f (b), then there exists some c ∈ (a, b) such that f 0 (c) = 0.
Since f is continuous in [a, b], it attains its maximum and its minimum. If both are attained in
a and b, then f is constant. On the contrary, the maximum or the minimum lies in the interior,
and by the previous result the derivative there vanishes.
2 Differential calculus 16

y = f(x)

a c b

Mean value Theorem If f is continuous in [a, b] and differentiable in (a, b), then there
exists some c ∈ (a, b) such that

f (b) − f (a)
= f 0 (c)
b−a

y = f(x)

a c b

f (b) − f (a)
The function g(x) = f (x) − (x − a) satisfies all the hypotheses of Rolle’s Theorem.
b−a
• Applications

- If f is continuous in (a, b) and f 0 (x) = 0 for every x ∈ (a, b), then f is constant in (a, b).

- If f 0 (x) > 0 for every x ∈ (a, b), then f is (strictly) increasing in (a, b), that is

f (x) < f (y) ∀ a < x < y < b.

- If f 0 (x) > 0 for every x ∈ (a, b) and f (a) < 0 < f (b) then the equation f (x) = 0 possesses a
unique solution in that interval.

- Regla de L’Hôpital
2 Differential calculus 17

f 0 (x)
L’Hôpital-Bernoulli Theorem: If lim f (x) = lim g(x) = 0 and lim exists, then
x→α x→α x→α g 0 (x)

f (x) f 0 (x)
lim = lim 0
x→α g(x) x→α g (x)

- Example
1 − cos x sen x cos x 1
lim 2
= lim = lim = .
x→0 x x→0 2x x→0 2 2

- L’Hôpital’s rule also applies when lim f (x) = lim g(x) = ∞, and even if α = ∞.
x→α x→α
2 Differential calculus 18

 
CALCULUS I. Course notes
Electrical power engineering,
Energy engineering
 2021-2022 

2.2 Extrema of functions

- Previous needed results:

A continuous function in a closed and bounded interval attains the maxi-

mum and the minimum.

In a point of local maximum or local minimum of a differentiable function

the derivative must be zero.

- Methodology: finding the extrema of a continuous function in a closed and bounded interval

ˆ consider the points where the derivative vanishes;

ˆ consider the points where the derivative does not exist;

ˆ consider the end points of the interval;

ˆ compare the value of the function at those points.

- Example:

7
10
Let f (x) = 2x5/3 +5x2/3 . It is f 0 (x) = (x+1)x−1/3 . Thus,
3
f 0 (−1) = 0, while @ f 0 (0). Comparing the values f (0) = 0,
3
f (−1) = 3, f (−2) = 22/3 , f (1) = 7, we have maximum at
1.58
x = 1 and minimum at x = 0.
-2 -1 1

If the set is not closed, or not bounded, or the function is not continuous at some isolated point,
the existence of maximum or minimum is not guaranteed; it is necessary to study the relevant
points.
2 Differential calculus 19

 
CALCULUS I. Course notes
Electrical power engineering,
Energy engineering
 2021-2022 

2.3 Local study. Properties of the graph of a function

Growth

- If f 0 (x) > 0 in (a, b), then f is (strictly) increasing in (a, b).

- Analogous result for a decreasing function.

- If f is increasing in (x0 − δ, x0 ) and decreasing in (x0 , x0 + δ), then f has a local maximum at
x0 .

- Analogous result for a local minimum.

- In order to know the intervals of growth of a function, as well as the local extrema, we must
determine the sign of the derivative in the different intervals.

Convexity

- A set in R2 is said convex if given any two points in the set, the segment joining those points
belongs to the set.

- A function f is said to be convex in the interval [a, b] if the set {(x, y) ∈

R2 : a ≤ x ≤ b, y ≥ f (x)} is convex.
- A function f is concave if −f is convex.
- Alternative definitions of a convex function.
f (x) − f (a) f (b) − f (a)
ˆ ≤ ∀ a < x < b.
x−a b−a
ˆ f (λx + (1 − λ)y) ≤ λf (x) + (1 − λ)f (y) ∀ a < x, y < b, 0 < λ < 1.

ˆ f 0 (x) ≤ f 0 (y) ∀ a < x < y < b.

ˆ f 00 (x) ≥ 0 ∀ a < x < b.

- A point x0 is denoted as inflection point of a function f if the convexity changes through the
point, i.e., f is convex on one side (near the point) and concave on the other side.

If x0 is an inflection point of f and f is twice differentiable at that point, then f 00 (x0 ) = 0.

2 Differential calculus 20

- In order to know the intervals of convexity of a function, as well as the inflection points, we
must determine the sign of the second derivative in the different intervals.

Asymptotes

- f has a vertical asymptote at x = x0 if lim f (x) = ±∞.

x→x±
0

- f has an horizontal asymptote y = a if lim f (x) = a.

x→±∞
 
- f has a slant (oblique) asymptote y = mx + b if lim f (x) − mx − b = 0.
x→±∞

f (x)  
In practice, for the slant asymptotes, m = lim , b = lim f (x) − mx .
x→±∞ x x→±∞
2 Differential calculus 21

 
CALCULUS I. Course notes
Electrical power engineering,
Energy engineering
 2021-2022 

2.4 Taylor polynomial

Construction

We want to approximate a function, close to a given point, by a polynomial. The idea is to

impose that the successive derivatives of the poynomial and the function coincide at the point.
Let us start with x0 = 0 and the polynomial of degree n
n
X
Pn (x) = a0 + a1 x + a2 x2 + · · · + an xn = ak xk
k=0

The value of the derivatives at x = 0 is easy

dk Pn
(0) = k! ak .
dxk

dk f 1 dk f f k) (0)
They are equal to (0), if a k = (0) = .
dxk k! dxk k!
Therefore the Taylor polynomial of degree n of f near the point x = 0, is
n
X f k) (0)
Pn,0 f (x) = xk
k!
k=0

- Example
Let f (x) = ex . Since f k) (0) = 1 ∀ k ≥ 0, the Taylor polynomial is
n
X xk
Pn,0 f (x) =
k!
k=0

x2
f (x) = ex , P2,0 f (x) = 1 + x + .
2

We repeat the argument at a general point x0 , writing the polynomial as

Pn (x) = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + · · · + an (x − x0 )n
Xn
= ak (x − x0 )k
k=0

k) dk f
The value of the derivatives at x = 0 is again easy, Pn (x0 ) = k! ak . They are equal to (0),
dxk
f k) (x0 )
if ak = .
k!
2 Differential calculus 22

15

12.5

10

7.5

2.5

-4 -2 2 4
-2.5

Definition: The Taylor polynomial of degree n of f near the point x = x0 is

n
X f k) (x0 )
Pn,x0 f (x) = (x − x0 )k
k!
k=0

When x0 = 0 it is also commonly denoted as McLaurin polynomial.

In the following examples we take x0 = 0.

x3 x5 (−1)n x2n+1
sen x x− + + ··· +
3! 5! (2n + 1)!
x 2 x 4 (−1)n x2n
cos x 1− + + ··· +
2! 4! (2n)!
1
1 + x + x2 + x3 + · · · + xn
1−x
x2 x3 (−1)n+1 xn
log(1 + x) x− + + ··· +
2 3 n
Also, for x0 = 1:

(x − 1)2 (x − 1)3 (−1)n+1 (x − 1)n

log x (x − 1) − + + ··· +
2 3 n

- Example: The function f (x) = sen x compared with its Taylor polynomial at the origin of
degrees 1, 3, 5 and 7.
4 4 4 4

2 2 2 2

-6 -4 -2 2 4 6 -6 -4 -2 2 4 6 -6 -4 -2 2 4 6 -6 -4 -2 2 4 6

-2 -2 -2 -2

-4 -4 -4 -4
2 Differential calculus 23

Taylor’s theorem:
f (x) − Pn,x0 f (x)
lim = 0.
x→x0 (x − x0 )n

That is, the polynomial approaches the function near the point, and this approximation is better
as the degree of the polynomial is bigger.

Usinng Landau’s notation

f (x) = Pn,x0 f (x) + o(|x − x0 |n ) para x → x0 .

Definition: We say f (x) = o(g(x)), “small o of”, for x near x0 if

f (x)
lim = 0.
x→x0 g(x)

- Examples:

cos x − 1 = o(sen x) for x → 0

x2
ex = 1 + x + + o(x2 ) for x → 0
2
log x = o(x) for x → ∞.

Application for calculating limits

Use the Taylor polynomial of the proper degree.

- Example:

cos x − ex + x 1 − x2 /2 − (1 + x + x2 /2) + x + o(x2 )

lim = lim
x→0 x2 x→0 x2
2
−x + o(x ) 2
= lim = −1.
x→0 x2
Remainder

According to Taylor’s theorem, the rest

Rn,x0 f (x) = f (x) − Pn,x0 f (x),

tends to zero as x → x0 , and it does faster as n grows.

We compute the remainder using Lagrange formula

f n+1) (c)(x − x0 )n+1

Rn,x0 f (x) =
(n + 1)!
2 Differential calculus 24

for some c ∈ (x, x0 ) o c ∈ (x0 , x).

- Example: Let f (x) = sin x. In order to estimate sin 1 using the Taylor polynomial of degree 5,
we see that
1
|R5,0 f (1)| ≤
6!
and then
1 1 1
sen 1 = 1 − + + ε, |ε| ≤
6 120 720
We obtain the value sin 1 ≈ 0.8416, with an error of 0.0014. The exact value with 6 significative
figures is 0.841471.

Application to characterize extrema

Using Taylor’s theorem we can characterize the critical points according to the first nonzero
derivative.

Theorem: Assume que f 0 (a) = f 00 (a) = · · · = f k−1) (a) = 0, f k) (a) 6= 0,

k ≥ 1. Then

ˆ If k is even and f k) (a) > 0, the point x = a is a local minimum.

ˆ If k is even and f k) (a) < 0, the point x = a is a local maximum.

ˆ If k is odd, the point x = a is an inflection point.

The idea is that near the point x = a it holds

f k) (a)
f (x) ≈ f (a) + (x − a)k .
k!

If k is even, (x − a)k is positive and f (x) is bigger or smaller than f (a) depending on the sign
of f k) (a). If k is odd then the last term changes sign at both sides of x = a.