T 2C

MC/EL/CE/RN 260

MATHEMATICAL ANALYSIS
BSc

Compiled

By

HENRY OTOO

(NEW)
JANUARY, 2020
 MATHEMATICAL ANALYSIS
MC/EL/CE/RN 260
INSTRUCTOR: Henry Otoo
Email: otoohenry@gmail.com / otoohenry@yahoo.com
OFFICE: Mathematics Department / Phone: 0542823234
OFFICE HOURS: 1:00pm - 3:00pm Tuesdays, Wednesdays

THERE WILL BE RANDOM QUIZZES AT ANYTIME WITHIN THE

SEMESTER

OBJECTIVES: In classical mathematical analysis the objects of study (analysis) were

first and foremost functions. "First and foremost" because the development of
mathematical analysis has led to the possibility of studying, by its methods, forms
more complicated than functions: functionals, operators, etc.

Hence the objective importance of mathematical analysis as a means of studying

functions. Nevertheless, the term "mathematical analysis" is often used as a name for
the foundations of mathematical analysis, which unifies the theory of real numbers,
the theory of limits, the theory of series, differential and integral calculus, and their
immediate applications such as the theory of maxima and minima, Fourier Series and
Fourier Integrals.

AIM: Everywhere in nature and technology one meets motions and processes which
are characterized by functions; the laws of natural phenomena also are usually
described by functions.

This course introduces the concepts of convergence of series and sequences. The
course covers the application of convergence of series in power series. The course
introduces Taylor and Maclaurin’s series, Fourier series and evaluate integrals and
factorial with reference to gamma and beta functions.

PREREQUISITES: It is assumed that the student has some background knowledge

in calculus and linear algebra.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page i

GRADING CRITERIA and EVALUATION PROCEDURES: The grade for the
course will be based on class attendance, group homework, quizzes/ class test and a
final end of term exams.
1. Attendance: All students should make it a point to attend classes. Random
attendance will be taken to constitute 10% of the final grade.
2. Homework: Homework will be assigned on Thursdays and will be due at 8
am the following Monday.
3. Quizzes / Class test: Quizzes based on theoretical techniques worth 30% of
the grade will be given during class. The exam date will be announced one week
in advance.
4. Final End-of-Term Exams: Final exam is worth 60% of the final grade.

ASSESSMENT OF COURSE

 Assessment of students
The student’s assessment will be in two forms:

Continuous Assessment [40%] and

End of semester examination [60%]

 Assessment of Lecturer
At the end of the course each student will be required to evaluate the course and
the lecturer’s performance by answering a questionnaire specifically prepared
to obtain the views and opinions of the student about the course and lecturer.
Please be sincere and frank.

STUDENT RESPONSIBILITY: It is assumed that each student attends the lectures

and works all the assigned problems. The student is responsible for ALL material
covered in class and any assigned reading. Students may discuss homework problems
but you are responsible for writing your individual answers. If your name does not
appear on the final class roll, then you will not receive a grade for this course.
EXAM POLICY: No makeup for missed work will normally be given, unless
extenuating circumstances occur. Travel plans are not extenuating circumstances.
Acceptable medical excuses must state explicitly that the student should be excused
from class.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page ii

 TABLE OF CONTENT

TABLE OF CONTENT iii

CHAPTER 1 1
CONVERGENCE OF SERIES 1
1.1 Sequence 1
1.2 Series 1
1.2.1 Types of Series 2
1.3 Infinite Series 9
1.3.1 Infinite Geometric Series 9
1.4 Convergence of Series 11
1.4.1 Series of Positive Terms 17
1.5 Test for Convergence 17
1.5.1 Integral Test 17
1.5.2 The P-Series Test 19
1.5.3 Comparison Test 20
1.5.4 Divergent Test 21
1.5.5 Alternating Series Test 22
1.5.6 Absolute Convergence 24
1.5.7 Ratio Test 26
1.5.8 Root Test 28
CHAPTER 2 32
POWER SERIES, TAYLOR SERIES AND MACLUARIN SERIES 32
2.1 Power Series 32
2.2 Taylor and Maclaurin Series 38
CHAPTER 3 44
GAMMA AND BETA FUNCTIONS 44
3.1 Gamma Function 44
3.1.1 Definition 44
3.1.2 Recurrence Relation for Gamma Formula 44
3.2 Beta Function 49
3.2.1 Reduction Formulae 50
3.2.3 Relation between the Gamma and Beta Function 54
3.2.4 Application of Gamma and Beta Functions 56
CHAPTER 4 58
MULTIPLE INTEGRALS 58
4.1 Iterated Integrals 58

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page iii
 4.2 Double Integrals in Polar Coordinates 64
4.3 Tripple Integrals 67
CHAPTER 5 70
FOURIER SERIES 70
5.1 Periodic Functions 70
5.2 Harmonics 72
5.3 Non-Sinusoidal Periodic Functions 72
5.3.1 Analytical Description of a Periodic Function 73

5.4 Periodic Function of Period 2 77

5.4.1 Dirichlet Condition 78
5.4.2 Evaluation of Some Useful Integral 79
5.5 Fourier Coefficent 79
CHAPTER 6 86
CURL, DIVERGENCE AND GRADIENT 86
6.1 Divergence (Div) and Gradient (Grad) 86
6.2 Curl 89
6.3 Quiz 90
REFERENCES 95

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page iv

 LIST OF TABLES

Table Title
Page
7.1 Eigenvalues and eigenvectors Error! Bookmark not defined.
7.2 Eigenvalues and eigenfunctions Error! Bookmark not defined.
7.3 Eigenfunctions Error! Bookmark not defined.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page v

 LIST OF FIGURES

Figure Title
Page
Figure 4.1 Area under the curve 59
Figure 4.2 Area under Rectangular Region 59
Figure 4.3 Graphs of case 1 and case 2 62
Figure 4.4 Bounded Region 63
Figure 4.5 Bounded Region 64
Figure 5.1 Periodic function 70
Figure 5.2 Perriod and amplitude of a periodic function 71
Figure 5.3 Periodic function for the sinusoidal function 72
Figure 5.4 Non-sinusoidal periodic function 1 73
Figure 5.5 Non-sinusoidal periodic function 2 73
Figure 5.6 Non-sinusoidal periodic function 3 73
Figure 5.7 Analytical description of Non-sinusoidal periodic function 1 73
Figure 5.8 Analytical description of Non-sinusoidal periodic function 2 74
Figure 5.9 Analytical description of Non-sinusoidal periodic function 3 74
Figure 5.10 Analytical description of Non-sinusoidal periodic function 4 75
Figure 5.11 Analytical description of Non-sinusoidal periodic function 5 75
Figure 5.12 Analytical description of Non-sinusoidal periodic function 6 75
Figure 5.13 Analytical description of Non-sinusoidal periodic function 7 76
Figure 5.14 Graph of Non-sinusoidal periodic function 1 76
Figure 5.15 Graph of Non-sinusoidal periodic function 2 76
Figure 5.16 Graph of Non-sinusoidal periodic function 3 77
Figure 5.17 Graph of Non-sinusoidal periodic function 4 77
Figure 5.18 A non-sinusoidal periodic 81
Figure 5.19 Graph of non-sinusoidal periodic function 83
Figure 5.20 Graph of non-sinusoidal periodic function 85

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page vi

 CHAPTER 1

CONVERGENCE OF SERIES
Objectives

At the end of this chapter you will be able to:

 identifty various types of series and sequences

 determine the general formula for the nth term of a sequence
 determine the sum of the nth term of a series
 find the sum of an infinite Series
 determine whether an infinite series will converge or diverge
 understand the various types of test for convergence

1.1 Sequence
Before we deal seriously with the convergence of series, there is the need to review
briefly the difference between series and sequence and remind ourselves about some
of the different types of series we have.

Let U n   U1 ,U 2 ,...,U n ,... be a sequence of real numbers. For example

(a) 1,3,5,7,...

(b) 1
2 , 2 3 , 3 4 , 4 5 ,...

(c) 1, 1 2 , 1 4 , 18 ,... .

It could be seen that each list is written down as a definite order and there is a simple
rule by which the terms are obtained. Such list is called Sequence.

A finite sequence contains only a finite number of terms. e.g. 2, 4, 6,8,10 or even

numbers between 1 and 10 .

An infinite sequence is unending. e.g. 1,3,5,7,9,... .

1.2 Series
A series is formed by the sum of the terms in a sequence. Given that 1,3,5, 7,... is a
sequence then the series can be written as 1  3  5  7,... . Other examples are

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 1

(1) 1  2  3  ...  99  100

(2) U1  U 2  ...  U n  U n
n 1

A series may end after a finite number of terms. Such series is called a FINITE
SERIES or may be considered not to end, and it is then called an INIFINITE
SERIES.

1.2.1 Types of Series

(a) Arithmetic Series (Progression)

Series like

(i) 1  3  5  ...  99
(ii) 7  11  15  ...  79
(iii) 2  4  6... 16

are Arithmetic series(progression). In such series, it could be seen that any term may
be obtained from the previous term by adding a certain number called common
difference.

The common difference is just the difference between the successive term and the
previous term.

Thus, the common difference in the above series are 2, 4, -2 respectively.

Therefore, the general arithmetic series can be written as

a  (a  d )  (a  2d )  (a  3d )  ...

Where a  the first term of the series and d  the common difference.

The nth term of an Arithmetic Series (Progression)

The nth term of an A.P is given by

U n  a  (n  1)d (1.1)
The Sum of the nth term of Arithmetic Series (Progression)

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 2

If the first term of an A.P is a and the last term is L we can find the sum of the first n
term (Sn ) as follows

We have

Sn  a  (a  d )  ...  ( L  d )  L (1.2)

(Where there are n terms)

Sn  L  ( L  d )  ...  (a  d )  a (1.3)

(Reversing the order)

Adding equation (1.2) and (1.3)

2Sn  (a  L)  (a  L)  ...  (a  L) (1.4)

Now there are n terms on the right-hand side

Therefore

2Sn  n(a  L) (1.5)

But we know that for an A.P if the first term is a and the common difference is d then
the nth term L  a  (n  1)d . Then substituting L  a  (n  1)d into equation (4) above
we get

n
Sn  (2a  (n  1)d ) (1.6)
2

Examples

1) Find the sum of the first 20 terms of the series 10  6  2  2  6...etc .

Solution
a  10 d  4 Since 6 10  2  6  6  2 n  20
But Sn  n (2a  (n  1)d ) therefore
2

 2 10   20  1 4  
20
S20 
2

S20  10  20  19  4  

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 3

 S20  10  20  76 

S20  10  56 

S20  560

2) If the 7th term of an A.P is 22 and the 12th term is 37 , find the series and the
sum of the first 30 terms
Solution

a  6d  22 (1.7)
Since U n or L  a  (n 1)d and n  7

a  11d  37 (1.8)

We solve equations (1.7) and (1.8) simultaneously for the values of a and d .
Thus, subtracting equation (1.7) from (1.8) we have

5d  15

15
d
5

thus
d 3

Substituting the value of d  3 into equation (1.7) we solve for a as

a  6(3)  22
a  18  22
a  22  18  4
Therefore, the first term (a)  4 and the common difference (d )  3 .

To determine the series, we substitute the values of a , d and n into the formula
U n or L  a  (n 1)d .
Hence, the nth terms when

n  2 U 2  4  (2  1)3  7
n  3 U 3  4  (3  1)3  10
n  4 U 4  4  (4  1)3  13

Therefore, the series becomes

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 4

 4  7  10  13  ....

3) The 6th term of an A.P is 5 and the 10th term is 21.Find the sum of the first
30 terms
Solution

a  5d  5 (1.9)

a  9d  21 (1.10)

Subtracting equations (1.9) from (1.10)

4d  16
16
d   4
4

Substituting d  4 into equation (1.9) we get a  15 the sum of the first 30 terms
becomes

30
S30   2(15)  (30  1)(4) 
2

 15  30  (29)(4) 

 S30  1290

4) Find an expression for the nth term of the sequence 2, 4,10,16,... and use this

formula to find the 15th term of the sequence and the sum of the first 15
terms.
Solution
a  2 d 6

U n  a  (n  1)d
U n  2  (n  1)6
 2  6n  6
U n  8  6n

Now the 15 th term which n  15

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 5

 U15  8  6(15)
 8  90
U15  82

Sum of the first 15 terms

15
S15   2(2)  (15  1)6
2
15
  4  84
2
15
 80
2
S15  600

(b) Geometric Series (Progression)

Series like

1  1  1  1  ...  1
2 4 8 512
3  6  12  ...  192
16 8 4 27
   ... 
27 9 3 4

are called geometric series. In such series, the ratio of a term to the previous one is a
constant called common ratio (r). Thus, the common ratios of the above G.P are
1 , 2 and 3 respectively.
2 2

The nth term of a Geometric Progression

U n  ar n1 (1.11)

Where a the first is term and r is the common difference.

Thus, the general form of a G.P is written as

a  ar  ar 2  ar 3  ...  ar n1

The sum of the nth term of a geometric progression

If the first term of a G.P is a and the common ratio is r , we may find the sum of the
first n terms as follows:

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 6

The nth term is ar n 1 therefore

Sn  a  ar  ar 2  ar 3  ...  ar n1 (1.12)

rSn  ar  ar 2  ar 3  ...  ar n1  ar n (1.13)

Subtracting (11) from (10)

Sn  rSn  a  ar n (1.14)

Sn (1  r )  a(1  r n ) (1.15)

a(1  r n )
Sn  (1.16)
(1  r )

Alternative the sum of the nth can be written by multiplying the numerator and
denominator by 1 .

This is more convenient when r greater than 1.

Examples

1) For the series 8  4  2  1  1  ... etc . Find the sum of the first 8 terms
2
Solution:

a 8 r
4 2 1
  n  8 since r  1 we use the formula
8 4 2

a(1  r n )
Sn  (1.17)
(1  r )

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 7

  
8 1  1 
8

S8  
2 
 
1 1
2
8 1   1  
8

S8   2 
1
2

 
S8  16 1  1 
8

 2 
 1 
 16 1  
 256 

 255  255
 16  
 256  16

 S8  15 16
15

2) If the 5th term of a G.P is 162 and the 8th is 4374 . Find the series, the 10th term
and the sum of the first 10 terms.
Solution

5th term U5  162 ar 4  162 (1.18)

8th termU8  4374  ar 7  4374 (1.19)

Since it is a G.P we take the ratio of the two equations

ar 7 4374

ar 4 162

r 7  r 4  27
r 3  27
r  3 27
r 3

(we apply the rules of indices on the left-hand side).

Substituting r  3 into equation (1.18) we have

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 8

 a(3)4  162 (1.20)

81a  162
162
a
81
a  2
Hence, the first term a  2 and the common ratio r  3 . Substituting the
values of the first term and the common ratio in the formula for nth term

U n  ar n1 , the series are

U 2  (2)321  6
U 3  (2)331  18
U 4  (2)341  54
2  6  18  54  ...
n 1
Next we finding the 10th term we use U n  ar thus

U10  (2)3101  (2)(19683)  39366

The sum of the first 10 terms
2(310  1) 2(1  59049)
S10  
3 1 2
S10  59048

1.3 Infinite Series

1.3.1 Infinite Geometric Series

Consider the geometric series:

1
1  1  1  1  ...  n1  ...
2 4 8 2

Where r  1 and a  1 . The sum of these n terms obtained by the formula for the nth
2
of the G.P is given by

  1 n 
1 1    
 2 
  2 1   1  
n

Sn      
 2 
1
1
2

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 9

   1 n 
 Sn  2 1    
 2 
 

Now as n increases 2n will be very large and thus 1n approaches zero. i.e as n 
2
n
1 1
  or n  0 .The sum of all the n terms in this infinite series is therefore given by S
2 2

=the limiting value of S n as n   . i.e. S  lim Sn  2(1  0)  2 . Thus the sum of n

terms approaches 2 as closely as n increases.

This is what is meant by writing the limit of the infinite series

1
1  1  1  1  ...  n1  2 .
2 4 8 2

Hence the limit is called the sum to infinity.

n 1 a(1  r n )
In general, the sum of the geometric progression a  ar  ar  ...  ar 
2
.
1 r

a(1  r n )
Sum to infinity of series Sn  therefore for | r | 1 as n  n  r n
 0 . Thus
1 r
the sum to infinity of a G.P is given by

a
S  (1.21)
1 r

Example

1) Write down the sum of the first n terms of the series and deduce it’s sum to
infinity
1  1  1  1  ...
3 9 27
Solution
a 1 r  1
3

a(1  r n )
Sn 
1 r

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 10

 11  1  
n

3 1 
 
3  3
Sn    1  1   1  n 
n
Thus
1 1 2 3  2 3 
3
Therefore, the sum to infinity
a 1 3
S   
1 r 1 1 2
3

1.4 Convergence of Series

It is now time to start talking about the convergence and divergence of a series as this
will be a topic that we’ll be dealing with to one extent or another in almost all of the
remaining sections of this chapter.
So, let’s recap just what an infinite series is and what it means for a series to be

convergent or divergent. We’ll start with a sequence an n 1 and again note that we’re


starting the sequence at n  1 only for the sake of convenience and it can, in fact, be
anything.

Next we define the nth partial sums of the series (sum of the first n terms) as,
S1  a1
S2  a1  a2
S3  a1  a2  a3
S4  a1  a2  a3  a4

Sn  a1  a2  a3  a4  ...  an

and these form a new sequence, Sn n 1



An infinite series, or just series here since almost every series that we’ll be looking at
will be an infinite series, is then the limit of the partial sums. Or,

a
i 1
i  lim Sn
n 
(1.22)

If the sequence of partial sums is a convergent sequence (i.e. its limit exists and is
finite) then the series is also called convergent and in this case if lim Sn  S then
n 

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 11

 

a
i 1
i  S . Likewise, if the sequence of partial sums is a divergent sequence (i.e. its

limit doesn’t exist or is plus or minus infinity or oscillates finitely and infinitely) then
the series is also called divergent.

Examples


1 1 1 1
1) The series  n(n  1)  1 2  2  3  3  4  ...
n 1
has partial sums

S1  1
2
S2  2
3
S3  3
4
S4  4
5

Which with increasing n tend to unity. Hence the series is convergent with a sum
=1 i.e. S  1 . This result can also be obtained by using the method of difference
to sum the finite series.

Using partial fractions, the nth partial sum (sum of the nth terms) is written as


1 1 
Sn     
n 1  n n 1 

Expanding we have

 1 1 1  1 1   1 1  1 1 
Sn  1          ...      
 2  2 3  3 4   n 1 n   n n 1 

 Sn  1 
1
n 1
but a
n 1
n  lim Sn  S
n 

 1 
Hence, lim Sn  lim 1    1 as before.
n  n 
 n 1 

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 12

 
2) There Geometric Series  ar k
 a 1  r  r 2  ... where r  1 . a is constant and
k 0

a 1  r n 
has an nth partial sum (sum of nth term) given by Sn  .
1 r
Hence if | r | 1
a
S  lim Sn  and the series is convergent.
n  1 r

The series is divergent, however when | r | 1 , since the partial sum S n either
increases without limit as n   , or oscillates either finitely as r  1 or infinitely
as r  1

3) Determine if the series is convergent or divergent. if it is convergent determine

its value.

1  3  9  27  81 

Solution
This is a G.P thus a  1 r  3

a  r n  1 1 3n  1
Sn  
r 1 3 1

3n  1
Sn 
2

For the series to converge we need to determine whether the sequence of partial
sum is divergent or convergent.


But a
n 1
n  lim Sn
n 

 3n  1 
 lim  
n
 2 

As n   3n    lim Sn   (which is not a definite numerical value). The

n 

partial sum converges to  and so the series diverges.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 13

 4) Determine if the series is convergent or divergent. If it is convergent determine
its value.


n
n 1

Solution

To solve this, we need to determine the partial sums of the series. By expanding this

series, we have A.P with a  1 d  1 . Thus Sn  n  2a  (n  1)d 

2

n n
Sn   2  (n  1)1   n  1
2 2

n  n  1
 Sn 
2

Again to determine whether the series is convergent we need to determine the

convergence or divergence of the partial sum.

 n  n  1
But a
n 1
n  lim Sn therefore lim
n  n  2


Since the sequence of partial sum converges to  the series diverges.


5) Determine if the series  (1)
n 0
n
is convergent or divergent and find the value at

which it converges.
Solution
Expanding the series, we have 1  1  1  1  ... the partial sum is given by
S0  1
S1  1  1  0
S2  1  1  1  1
S3  1  1  1  1  0

Thus the sequence of partial sums is Sn n0  1, 0,1, 0,1, 0,... . The sequence of partial


sum diverges since lim Sn does not exist (there is no definite value, it oscillates). Hence
n 

the series is divergent.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 14

 
1
6) Show that the series 3
n 1
n 1 converges and determine its value.

Solution

The series is G.P with a  1 and r  1

3

a(1  r n )
1 1  1 n 
 3   
The sum of the nth terms (partial sum of n term) Sn   
1 r 1 1
3

3
    
  3 1 1
n
 1  13 
2  2 3n


3
 Sn  1  1 n
2 3    But a
n 1
n  lim Sn  S
n 

Therefore lim Sn  lim 3 1  1

n  n  2   3  n
As n   1
3n
 0 and so the

3
lim Sn 
n  2

Thus the sequence of partial sum is convergent and so is the series.

Theorem 1.4.1

If an converges then lim an  0

n 

Proof (this may be proved by considering the (n  1)th and the nth partial sum)

The partial sums are

n 1
Sn1   ai  a1  a2  a3  a4  ...  an1 (1.23)
i 1

n
Sn   ai  a1  a2  a3  a4  ..an (1.24)
i 1

Subtracting (1.23) from (1.24) we have sum as

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 15

 an  sn  sn1 (1.25)

Now because we know that a n is convergent, we also know that the sequence Sn n 1


is also convergent and that lim Sn  S for some finite value of S . However, since
n 

n   we also have the lim S n 

n 1  S . We now have

lim an  lim( Sn  Sn1 )  lim Sn  lim Sn 1  0 (1.26)

n n n n

NB: This theorem gives us a requirement for convergence but not a guarantee of
convergence. In other words, the converse is not true. If lim an  0 , the series may
n 


1 1 1
diverge. The harmonic series  n 1  2  3  ...
n 1
is a good example of this since

although lim an  lim 1  0 . The sum of the series is infinite (explain later).
n  n  n

Theorem 1.4.2

n
If a
i 1
i  S , then where k is constant. This follows from the obvious identity

n n

 kai  k  ai and proceeding to the limit n  .

i 1 i 1

Theorem 1.4.3

  
If  ai  S and
i 1
 bi  T then
i 1
a  b   S  T .
i 1
i i Again this theorem is proved by

  
considering the identity   ai  bi    ai   bi , and then letting n   .
i 1 i 1 i 1

Theorem 1.4.4

 
If  ai  S then
i 1
a  S  a
i 1
i 0 where a0 is any number. This theorem shows that any

new term may be introduced at the beginning of series without affecting the
convergence of the series.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 16

NB: Multiplying a series by a constant will not change the convergence/divergence of
the series and adding or subtracting a constant from a series will not change the
convergence/divergence of the series. These are nice ideas to keep in mind.

1.4.1 Series of Positive Terms


When a series  a consists of only Positive terms ( ai  0 for all
i 1
i i ) it must either

converge, or diverge to  ; it clearly cannot oscillate. Numerous tests of convergence

are known for series of this type and some of such tests are given below.

1.5 Test for Convergence

1.5.1 Integral Test

Suppose that f  x  is a continuous, positive and decreasing function on the

interval  k ,   and that f  n   an then

 
1) If  f  x dx is convergent so is a n
k
nk

 
2) If  f  x dx is divergent so is a n .
k
nk

There are a couple of things to note about the integral test. First, the lower limit on the
improper integral must be the same value that starts the series.
Second, the function does not actually need to be decreasing and positive everywhere
in the interval. All that’s really required is that eventually the function is decreasing
and positive. In other words, it is okay if the function (and hence series terms)
increases or is negative for a while, but eventually the function (series terms) must
decrease and be positive for all terms.

There is one more very important point that must be made about this test. This test
does NOT give the value of a series. It will only give the convergence/divergence of the
series. That’s it. No value.

Example 1

Determine if the following series is convergent or divergent.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 17

 
1
 n ln n
n2

Solution

The function is f ( x)  1
continuous, positive and decreasing on  2,   therefore
x ln x

we can apply the Integral Test: in this case the function we’ll use is,

1
f ( x) 
x ln x

This function is clearly positive and if we make x larger the denominator will get larger
and so the function is also decreasing. Therefore, all we need to do is determine the
convergence of the following integral.
 1  1
 dx  lim  dx using u  ln x
2 x ln x t  2 x ln x

 lim  ln  ln x   |t2
t 

 lim  ln  ln t   ln  ln 2  
t 



The integral is divergent and so the series is also divergent by the Integral Test.
Example 2

Determine if the following series is convergent or divergent.



 ne
 n2

n 0

Solution

The function that we’ll use in this example is,

 x2
f ( x)  xe
This function is always positive on the interval that we’re looking at. Now we need to
check that the function is decreasing. It is not clear that this function will always be

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 18

decreasing on the interval given. We can use our Calculus I knowledge to help us
however. The derivative of this function is,

1  2 x 
 x2
f ( x)  e 2

This function has two critical points (which will tell us where the derivative changes
sign) at x   1
2
since we are starting at n  0 we can ignore the negative critical point.

Picking a couple of test points we can see that the function is increasing on the interval
0,

1
2
 and it is decreasing on 
 
1
2
,   . Therefore, eventually the function will be

decreasing and that’s all that’s required for us to use the Integral Test.
  x2 t  x2

0
xe dx  lim  xe dx
t  0
Using u   x2

 1  x2  t
 lim   e |
t 
 2 0
 1 1  t2  1
 lim   e  

t  2 2  2
The integral is convergent and so the series must also be convergent by the Integral
Test.

1.5.2 The P-Series Test


1
If k  0 then n
nk
p converges if p  1 and diverges if p  1 .

Proof


1
Case I : If p  0 , then lim 1p   therefore
n  n
n
nk
p diverges by the Divergent Test.


1
Case II : If p  0 then 1
n  n
1
n  n
1
lim p  lim 0  lim  1 therefore
n  1
n
nk
p diverges by the

Divergent Test.

Case III : If p  0 then the function f ( x)  1p is continuous, positive and decreasing

x

1
on 1,   ; therefore, we can apply the Integral Test by which n
nk
p is convergent if and

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 19

  1  1
only if  dx is convergent. But  dx is convergent if p  1 and divergent if p  1
1 xp 1 xp
by the p-test for improper integrals.

Remark: As before, when we use the p-Test it is not necessary to start the series at n =
1:

Example 1:

Determine whether the following series converge or diverge:

  
1 1 1
(a)  (b)  2
(c )  ,  0
1
n 1 n n 1 n n 1 n

Solution

 
1 1
The series  diverges by the p-test for series, since p  1  1 . The series n 2
n 1 n n 1


1
diverges by the p-test for series, since p  2  1. The series n
n 1
1 converges by the p-

test p  1  1

Example 2
Determine if the following series are convergent or divergent.
 
1 1
(1) 
n4 n
7
(2) 
n 1 n
Solution
(a ) In this case p  7  1 and so by this fact the series is convergent

(b) In this series p  12  1 and so the series is divergent by the fact.

1.5.3 Comparison Test

Suppose that a n and b n are series with positive terms i.e. an , bn  0

 a  If  bn is convergent and an  bn for all n , then  an is also convergent.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 20

(b) If b n is divergent and an  bn for all n , then  an is also divergent.

In other words, we have two series of positive terms and the terms of one of the series
is always larger than the terms of the other series. Then if the larger series is
convergent the smaller series must also be convergent. Likewise, if the smaller series
is divergent then the larger series must also be divergent. Note as well that in order to
apply this test we need both series to start at the same place.

Do not misuse this test. Just because the smaller of the two series converges does not
say anything about the larger series. The larger series may still diverge. Likewise, just
because we know that the larger of two series diverges we can’t say that the smaller
series will also diverge! Be very careful in using this test

Example 1

Use the Comparison Test to determine whether the following series converge or
diverge.
 
ln n 1
(a)  (b) 3
n 1 n n2 n 1

Solution

 
1 ln n
Since ln n  1 then
n n

n 1 n
diverges by the p-test with p  1 it follows that 
n 1 n
also

diverges.


1 1 1
Again similarly, since 3
n 1
 3
n
and 
n 1
3
n
diverges by the p-test with p  1 it follows
3

1
that 
n 1
3
n 1
also diverges.

1.5.4 Divergent Test

If a n is a series and lim an  0 , then the series diverges. This is a necessary condition
n 

for divergence but not necessary means the series is divergent.

Example

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 21

Determine by the divergence test if the series below is convergent or divergent.


n2
 2n  7
n 0

Solution

Let an  n  2
2n  7

n2 n 2
lim  lim n n as n  , n2  0, 7n  0
n  2n  7 n  2 n  7
n n

n2 1
lim  0
n  2n  7 2

Therefore, by the divergence test, this series is divergent.

1.5.5 Alternating Series Test

An alternating series is any series a n , for which the series terms can be written in

one of the following two forms.

an  (1) n bn bn  0
an  (1) n 1 bn bn  0

There are many other ways to deal with an alternating sign, but they can all be written
as one of the two forms above

Suppose that we have a series a n

n 1
and either an  (1) bn or an  (1) bn where
n
bn  0
for all n . Then if

1) lim bn  0 and
n 

2) bn  is a decreasing sequence and thus the series a n is convergent.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 22

There are a couple of things to note about this test. First, unlike the Integral Test and
the Comparison/Limit Comparison Test, this test will only tell us when a series
converges and not if a series will diverge.
Secondly, in the second condition all that we need to require is that the series terms,
bn will be eventually decreasing. It is possible for the first few terms of a series to
increase and still have the test be valid. All that is required is that eventually we will

have bn  bn1 for all n after some point.

Example


(1)n 1
Determine if the series is convergent or divergent. 
n 1 n

Solution

First identify the bn for the test.


(1)n1  1 1

n 1 n
  (1)n1
n 1 n
bn 
n

Now, all that we need to do is to run through the two conditions in the first test.

1
lim bn  lim 0
n  n  n

1 1
bn    bn 1
n n 1

Both conditions are met and so by the Alternating Series Test the series must converge.

Example

Determine if the following series is convergent or divergent.


cos(n )

n2 n

Solution

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 23

The point of this problem is really just to acknowledge that it is in fact an alternating
series. To see that we need to acknowledge that

cos(n )  (1)n

and so the series is really


cos(n )  (1)n 1

n2 n

n2 n
from this bn 
n

Checking the two conditions gives

1
lim bn  lim 0
n  n
1 1
bn    bn 1
n n 1

The two conditions of the test are met and so by the Alternating Series test the series
is convergent.

NB

It should be pointed out that the rewrite we did in the example above only works
because n is an integer and because of the presence of the  . Without the  we
couldn’t do this and if n wasn’t guaranteed to be an integer we couldn’t do this.

1.5.6 Absolute Convergence

A series a n is called absolutely convergent if a n is convergent. If a n is

convergent and a n is divergent we call the series conditionally convergent.

Facts

If a n is absolute convergent then it is convergent.

Example

Determine whether the following series are absolute convergent, conditionally

convergent or divergent.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 24

 
(1) n
(a) 
n 1 n

Solution

This is the alternating harmonic series and we saw in the previous example under
alternating series that it is convergent.

To do this we need to check the convergence of


(1) n 
1

n 1 n

n 1 n

This is the harmonic series and we know from integral test where f ( x)  1
x

 1
1 x
dx  

Which is divergent. Therefore, this series is not absolutely convergent. It is however

conditionally convergent since the series itself does converge.


(1) n  2
(b) 
n 1 n2

Solution

In this case let’s just check absolute convergence first since if it’s absolutely convergent
we won’t need to bother checking convergence as we will get that for free.

(1) n  2 
1

n 1 n 2
 2
n 1 n
p  2 1

This series is convergent by the p-series test and so the series is absolute convergent.
Note that this does say as well that it’s a convergent series.
Note:

When we first discussed the convergence of series in detail we noted that we can’t think
of series as an infinite sum because some series can have different sums if we rearrange
their terms.

Facts

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 25

Given the series, a
n

1 If is absolutely convergent and its value is s then any rearrangement of will also have

a value of s. a n

1 If a n is conditionally convergent and r is any real number then there is a

rearrangement of a
n whose value will be r.

An alternating harmonic series is conditionally convergent and so no matter what

value we chose there is some rearrangement of terms that will give that value.
Note as well that this fact does not tell us that rearrangement must be only that it does
exist.

(1)n  2
Next 
n 1 n2
is absolutely convergent and so no matter how we arrange the terms of

this series we will always get the same value.

1.5.7 Ratio Test

We will look at series which is absolutely convergent or not. Recall that if a series is
absolutely convergent then we will also know that it’s convergent and so we will often
use it to simply determine the convergence if series.
This test will be particularly useful for series that contain factorials

Suppose we have the series a n . Define

an 1
L  lim (1.27)
n  an

Then
1. If L  1 the series is absolutely convergent is absolutely convergent (and hence
convergent)
2. If L  1 the series is divergent
3. If L  1 the series may be divergent, conditionally convergent or absolutely
convergent. In this case the ration test is worthless and we need to resort to
other test methods to determine the convergence of the series

Example

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 26

 
(10) n
Determine if the series 
n 1 4
2 n 1
(n  1) is convergent or divergent.

Solution

Here are the series terms an


(10)n
an   2 n1
n 1 4 (n  1)
Recall that to compute
(10)n1 (10)n1
an1  
42( n1)1 ((n  1)  1) 42 n3 (n  2)

Now to define L we will use

1
L  lim an 1.
n  an

This will be easier when dealing with fractions as we’ve got here. So

(10) n 1 42 n 1 (n  1)
L  lim 2 n 3 
n  4 (n  2) (10) n

10(n  1)
 lim
n  42 (n  2)
10 n 1
 lim
16 n n  2
10
 1
16

Thus L  1 and so by the ratio Test the series converges absolutely and hence will
converge.

Example 2
Determine if the following series is convergent or divergent.

n!
5
n0

Solution
Now that we’ve worked one in detail we won’t go into quite the detail with the rest of
these. Here is the limit.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 27

 (n  1)! n!
an 1  an 
5n 1 5n

an 1 1
L  lim  lim an 1.
n  an n  an

(n  1)! 5n ( n  1)!
 lim . 
n  5n 1 n ! 5n !

In order to do this, limit we need to eliminate the factorials. We simply can’t do the
limit with factorial in it.
To eliminate the factorial, let recall some examples of factorial.
n!  n(n  1)(n  2).....3  2 1
Therefore
5!  5(5 1)(5  2)!  5  4  3!
Hence we can write
(n  1)!  (n  1)n!
Thus
(n  1)n !
L  lim
n  5n !
n 1
L  lim   1
n  5
The series converges by the ratio test.

Try

(1)n
Determine if the series 
n 1 n
2 1 is convergent or divergent, absolutely convergent,

conditionally convergent. Hint (It is an alternating series)

1.5.8 Root Test

Suppose that we have the series a n . Define

1
L  lim n an  lim an n
(1.28)
n n

i. If L  1 (series is absolutely convergent)

ii. If L  1 (the series is divergent)
iii. If L  1 (the series maybe divergent, conditionally convergent or absolutely
convergent.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 28

Important fact
1
lim n n  1 (1.29)
Example
Determine if the following series are convergent or divergent.


nn
(a) 
n 1 3
1 2 n

Solution

There really isn’t much work to the problem other than computing the limit and using
the root test.

1
nn n n 
L  lim 1 2 n  lim 1 2  
n  3 n 
3 n 32

Hence by the root test this series is divergent.

n

 5n  3n3 
(b)   
n 1  7 n  2 
3

Solution

1
n n
 5n  3n  3
5n  3n3
L  lim  3   lim
n 
 7n  2  n  7 n3  2

Evaluating the limits

5n 3n3 5
 3 3
3 2 3
L  lim n 3 n  lim n 
n  7 n 2 n  2 7
3
 3 7 3
n n n

3
 1
7

Therefore, by the Root test this series converge absolutely and hence converges.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 29

With that said here is the set of guidelines for determining the convergence of a series.

1. With a quick glance does it look like the series terms don’t converge to zero in
the limit, i.e. does lim an  0 ? If so, use the Divergence Test. Note that you
n 

should only do the Divergence Test if a quick glance suggests that the series
terms may not converge to zero in the limit.

 1    

2. Is the series a p -series   p  or a geometric series   ar n or  ar n 1  ? If so
 n   n 0 n 0 
use the fact that p -series will only converge if p  1 and a geometric series will

only converge if r  1 . Remember as well often some algebraic manipulation is

required to get a geometric series into the correct form.

3. Is the series similar to a p -series or geometric series? If so, try the Comparison
Test
4. Is the series a rational expression involving only polynomials under radicals
(i.e. fraction involving only polynomials or polynomials under radicals)? If so,
try the Comparison Test. Remember however, that in order to use the
Comparison Test the series terms all need to be positive.
5. Does the series contain factorials or constants raised to powers involving n ? If
so, then the Ratio Test may work. Note that if the series term contains a factorial
then the only test, we’ve got that will work is the Ratio Test.

6. Can the series terms be written in the form an   1 bn or an   1

n n 1
bn ? If so,

then the Alternating Series Test may work.

7. Can the series terms be written in the form an   bn  ? If so, then the Root Test
n

may work.

8. If an  f  n  for some positive, decreasing function and  f  x  dx is easy to
a

evaluate then the Integral Test may work.

Exercise

1. Find the sum to infinity of the series

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 30

 4 6 8
1    ...
3! 4! 5!

3x 2  5 x  4
2. Finding the limiting values of as x  
5x2  x  7

3. Determine whether each of the following series converges or diverges:

 
n n
(a)  (b) 
n 1 n  2 n 1 n  1
2

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 31

 CHAPTER 2

POWER SERIES, TAYLOR SERIES AND MACLUARIN SERIES

Objectives

At the end of this chapter you will be able to:

 identify Power series, Taylor and Maclaurin Series.

 determine the power series representation of a function.
 find the Taylor Series of an infinite series
 determine the Maclaurin Series of an infinite series

2.1 Power Series

We’ve spent quite a bit of time talking about series now and with only a couple of
exceptions we’ve spent most of that time talking about how to determine if a series will
converge or not. It’s now time to start looking at some specific kinds of series and we’ll
eventually reach the point where we can talk about a couple of applications of series.

A power series about a, or just power series, is any series that can be written in
the form,

 

 cn ( x  a)n
n 1
or c x
n 0
n
n
(2.1)

where a and cn are numbers. The cn ' s are often called the coefficients of the series.
The first thing to notice about a power series is that it is a function of x. That is different
from any other kind of series that we’ve looked at to this point. In all the prior sections
we’ve only allowed numbers in the series and now we are allowing variables to be in
the series as well. This will not change how things work however. Everything that we
know about series still holds.

In the discussion of power series convergence is still a major question that we’ll be
dealing with. The difference is that the convergence of the series will now depend upon
the values of x that we put into the series. A power series may converge for some values
of x and not for other values of x.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 32

Before we get too far into power series there is some terminology that we need to get
out of the way.

First, as we will see in our examples, we will be able to show that there is a number R
so that the power series will converge for x  a  R , and will diverge for x  a  R . This

number ( R ) is called the radius of convergence for the series. Note that the series

may or may not converge if x  a  R

What happens at these points will not change the radius of convergence?

Secondly, the interval of all x’s, including the endpoints if need be, for which the power
series converges is called the interval of convergence of the series.
These two concepts are fairly closely tied together. If we know that the radius of
convergence of a power series is R then we have the following

a  R  x  a  R Power series converges.

x  a  R and x  a  R Power series diverges.

Thus, the interval of convergence must contain the interval a  R  x  a  R since we

know that the power series will converge for these values. We also know that the
interval of convergence can’t contain x’s in the ranges x  a  R and x  a  R since we
know the power series diverges for these value of x.

Therefore, to completely identify the interval of convergence all that we have to do is

determine if the power series will converge for x  a  R or x  a  R . If the power series
converges for one or both of these values then we’ll need to include those in the interval
of convergence.

Before getting into some examples let’s take a quick look at the convergence of a power
series for the case of x  a . In this case the power series becomes,
 

 cn ( x  a)n   cn (a  a)n
n 0 n 0
(2.2)


 c0 (0)   c1 (a  a)1
0
(2.3)
n 1

 c0  0  c0 (2.4)

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 33

and so the power series converges. Note that we had to strip out the first term since it
was the only non-zero term in the series.
It is important to note that no matter what else is happening in the power series
we are guaranteed to get convergence for x  a . The series may not converge for any
other value of x, but it will always converge for x  a .

Example

Determine the radius of convergence and the interval of convergence for the following
series.


(1)n n

n 1 4 n
( x  3)n

Solution

Okay, we know that this power series will converge for x  3 , but that’s it at this point.
To determine the remainder of the x’s for which we’ll get convergence we can use any
of the tests that we’ve discussed to this point. After application of the test that we
choose to work with we will arrive at condition(s) on x that we can use to determine
which values of x for which the power series will converge and which values of x for
which the power series will diverge. From this we can get the radius of convergence
and most of the interval of convergence (with the possible exception of the endpoints).

With all that said, the best tests to use here are almost always the ratio or root test.
Most of the power series that we’ll be looking at are set up for one or the other. In this
case we’ll use the ratio test.

Applying the ratio test

an 1
L  lim
n  an

(1)n1 (n  1) n 1 (1)n n
an1  n 1
( x  3) , an  n ( x  3)n
4 4

Therefore

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 34

 (1) n 1 (n  1)( x  3) n 1 4n
L  lim 
n  4n 1 (1)n (n)( x  3) n

(n  1)( x  3)
 lim
n  4n

Before going any farther with the limit let’s notice that since x is not dependent on the
limit it can be factored out of the limit. Notice as well that in doing this we’ll need to
keep the absolute value bars on it since we need to make sure everything stays positive
and x could well be a value that will make things negative. The limit is then,
(n  1)
 x  3 lim
n  4n

x3 1
Hence L  or x3
4 4

So the ratios test tells us that if L  1 the series converges, with L  1 , series diverges
and if L  1 we don’t know what will happen. Therefore, we have

1
x  3 1 x  3  4 (Series converges)
4

1
x  3 1 x  3  4 (Series diverges)
4

Thus, the radius of convergence of the power series is R4

Now, let’s get the interval of convergence. We’ll get most (if not all) of the interval by
solving the first inequality from above.
4  x  3  4

7  x  1

So, most of the interval of validity is given by 7  x  1 . All we need to do is determine

if the power series will converge or diverge at the endpoints of this interval. Note that
these values of x will correspond to the value of x that will give L  1 .

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 35

The way to determine convergence at these points is to simply plug them into the
original power series and see if the series converges or diverges using any test
necessary.

x  7
In this case the series

(1)n n(7  3)n  (1)n n(4)n

n 1 4n

n 1 4n

(1)n n(1)n (4) n

n 1 4n

  (1)n (1)n
n 1

But

(1)n (1)n  (1)2n  1


 n
n 1

This series is divergent by the Divergence Test ( lim an  0 ) since lim n    0

n  n 

When x  1

(1)n n(4)n 

n 1 4 n
  (1)n n
n 1

This series is also divergent by the divergent test since lim(1)n n doesn’t exist.
n 


You can also use the alternating series to evaluate  (1) n which will give us the same
n 1
n

answer.
Thus, the interval of convergence is then

7  x  1

Example

Determine the radius of convergence and interval of convergence for the power series

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 36

 
2n

n 1 n
(4 x  8) n

Solution

This series will eventually converge at 4 x  8  0  x  2

Again using the ration test

an 1
L  lim
n  an

2n 1 (4 x  8) n 1 n
L  lim . n
n  n 1 2 (4 x  8) n

2(4 x  8)n 2n
 lim  4 x  8 lim Since x is not dependent on the limit we can factorize
n  n 1 n  n  1

the term involving x out.

 L  2 4x  8

But for 2 4 x  8  1 (series converges) and

2 4 x  8  1 (Series diverges)

We need to be careful here in determining the interval of convergence. The interval of

convergence requires x  a  R and x  a  R . In other words, we need to factor 4 out

of the absolute value bars in order to get the correct radius of convergence. Doing this
gives,
1
8 x  2 1 x  2  Series converges
8
1
8 x  2 1 x  2 
8

So, the radius of convergence for this power series is R  1

8
Now, let’s find the interval of convergence. Again, we’ll first solve the inequality that
gives convergence above.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 37

 1 1
  x2 Solving this inequality, we have
8 8
15 17
x
8 8
Next, we check the end points. We substitute the endpoints of the inequality into the
power series
When
15
x :
8
n n

2n   15   
2n  1 

n 1 n
  8 
4
   
 8    
n 1 n  2 


2n (1) n

n 1 n 2n

(1) n

n 1 n

(1)n

This is an alternating series with an   . But we know from previous examples
n 1 n

that this alternating series is convergent and therefore we make the endpoint x  15
8
inclusive.

When x  17 :
8
 n
2n  1  2n 1n
   
n 1 n  2  n 1 n 2
n


1

n 1 n

This is the harmonic series and it is divergent hence the endpoint is not inclusive
17
x .
8
Hence the interval of convergence is given by
15 17
x
8 8

2.2 Taylor and Maclaurin Series

Taylor series is the representation of functions as an infinite sum of powers of x.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 38

Let assume that the function f ( x) does in fact have a power series representation

about xa

f ( x)   cn ( x  a)n  c0  c1 ( x  a)1  c2 ( x  a)2  c3 ( x  a)3  c4 ( x  a)4  ... (2.5)
n 0

Next, we will need to assume that the function f ( x) , has derivatives of every order
and that we can in fact find them all.
Now that we’ve assumed that a power series representation exists we need to

determine what the coefficients cn are. This is easier than it might at first appear to be.

Let’s first just evaluate everything at x  a . This gives,

f ( a)  0 the rest will be zero.
So, all the terms except the first are zero and we now know what c0 is. Unfortunately,
there isn’t any other value of x that we can plug into the function that will allow us to
quickly find any of the other coefficients. However, if we take the derivative of the
function (and its power series) then plug in x  a we get,

f ( x)  c1  2c2 ( x  a)  3c3 ( x  a)2  4c4 ( x  a)3  ... (2.6)

But x  a therefore
f (a)  c1 (2.7)
Using the second derivative

f ( x)  0  2c2  2  3c3 ( x  a)  4  3c4 ( x  a)2  ... (2.8)

Since xa
f (a)  2c2
f (a)
 c2  (2.9)
2

Using the third derivative

f ( x)  0  2  3c3  4  3  2c4 ( x  a)  ... (2.10)

Again for xa

f (a)  2  3c3
f (a)
 c3  (2.11)
23
Using the fourth derivative

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 39

 f ( x)  4  3  2c4
When xa
f (a)
c4  (2.12)
4  3 2
From this we can develop the pattern
f (n)(a)
cn  (2.13)
n!
Provided a power series representation for the function f ( x) about x  a exists the

Taylor series for f ( x) about x  a is


f ( n ) (a)
f ( x)   ( x  a) n (2.14)
n 0 n!
f (a) f (a)
 f (a)  f (a)( x  a)  ( x  a) 2  ( x  a)3  ... (2.15)
2! 3!
If we use a  0 we talking about the Taylor Series about x  0 we call the series a
Maclaurin Series for f ( x)

f ( n ) (0) n
f ( x)   x (2.16)
n 0 n!
f (0) 2 f (0) 3
 f (0)  f (0) x  x  x  ... (2.17)
2! 3!
To determine a condition that must be true inorder for a Taylor series to exist for a
function. Let’s first define the nth degree polynomial of f ( x) as
n
f (i ) (a)
Tn ( x)   ( x  a)i (2.18)
n 0 i!
Note that this really is a polynomial of degree at most n ! If we were to write out the
sum without the summation notation this would clearly be an nth degree polynomial.
We’ll see a nice application of Taylor polynomials in the next section.

Notice as well that for the full Taylor Series,


f ( n ) (a)
f ( x)   ( x  a) n
n 0 n!
The nth degree Taylor polynomial is just the partial sum for the series.
Next, the remainder is defined to be,
Rn( x)  f ( x)  Tn ( x) (2.19)

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 40

The Remainder is the error between the function f ( x) and the nth degree Taylor

polynomial for given n.

Example 1

Find the Taylor series for f ( x)  e x about x  0

Solution
This becomes Taylor series at xa

f ( n ) (a)
f ( x)   x
n 0 n!

f (0) 2 f (0) x3
f ( x)  f (0)  f (0) x  x   ...
2! 3!
f (0)  e(0)  1
f ( x)  e x  f (0)  1
f ( x)  e x  f (0)  1
f ( x)  e x  f (0)  1
Hence the Taylor series is given by

x 2 x3 x 4
f ( x)  1  x     ...
2! 3! 4!

xn
i.e. f ( x)  
n 0 n !

Example 2
1
Find the Taylor series for f ( x)  at x  0
(1  x)2
Solution

f (0) 2 f (0) x3
f ( x)  f (0)  f (0) x  x   ...
2! 3!
1
f (0) ( x)   f (0)  1
(1  x) 2
f ( x)  2(1  x) 3  f (0)  2
f ( x)  6(1  x) 4  f (0)  6
f ( x)  24(1  x) 5  f (0)  24
f ( x)  120(1  x) 6  f (0)  12
Substituting the values of the derivatives the Taylor series becomes

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 41

 1 6 24 120 4
f ( x)   1  2 x  x 2  x3  x  ...
(1  x) 2
2! 3! 4!

f ( x)  1  2 x  3x2  4 x3  5x4  ...


Hence f ( x)   (1) (n  1) x
n 0
n n

Example 3

Find the Taylor series for f ( x)  12 about x  1

x
Solution
Again, here are the derivatives and evaluations.
1 1
f ( x)  f (1)  1
 1
2
x2
2 2
f (1) ( x)   f (1) (1)   2
x3 (1)3
6 6
f (2) ( x)  4 f (2) (1)  6
x (1) 4
24 24
f (3) ( x)   5 f (3) (1)    24
x (1)5

6( x  1)2 24( x  1)2

 f ( x)  1  2( x  1)    ...
2! 3!
Dividing by the factorials
The Taylor series for the function is given by

f ( x)  1  2( x  1)  3( x  1)2  4( x  1)2  ...


Or f ( x)   (n  1)( x  1)
n 0
n

Exercise
1. Find the Taylor series f ( x) centred at the given value of a

(a) f ( x)  e x , a  3

(b) f ( x)  sin x, 
a
2

(c) f ( x)  x 4 , a  2

2. Find the first four terms of the Taylor series

3
1 x
Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 42
 3. Find the radius of convergence and interval of convergence of the following
series.

xn
(a) 
n 1 n

(1)n 1 n
(b) 
n 1 n3
x


(c) n x
n 1
n n

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 43

 CHAPTER 3

GAMMA AND BETA FUNCTIONS

Objectives

At the end of this chapter you will be able to:

 Find the recurrence relation of gamma function

 Find the gamma values of certain integrals
 Determine the beta values of some functions
 Proof the relationship between the gamma and beta functions

3.1 Gamma Function

Gamma function is a special kind of integral function. Since the factorial function can’t
be used to find the factorial as n   , the gamma function was introduced to solve
these problems. Also, with the idea of Gamma functions we can solve other different
integral function

3.1.1 Definition
The Gamma function ( x) is defined by the integral

( x)   t x1et dt for x0 (3.1)
0

If x  0 it is convergent. We can also rewrite the gamma function as


( x)  2 y 2n1e y 2 dy for t  y2 (3.2)
0

3.1.2 Recurrence Relation for Gamma Formula

From (3.3)
 
( x  1)   t x11et dt  t x et dt (3.3)
0 0

Using integration by parts where

 udv  uv   vdu where u  t x dv  e t du  xt x1 v  e t

  
( x  1)   t x et dt  t x et   et xt x1dt (3.4)
0 0 0


( x  1)  (0  0)  x  t x1et dt (3.5)
0

The integral at the right hand side of equation (3.5) is the same as equation (3.1)

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 44

Therefore
( x  1)  x( x) (Recurrence relation for gamma function) (3.6)
Which can also be written as
( x)  ( x 1)( x 1) (3.7)
With equation (3.7) we derive a number of other results.
For instance, when x  n , a positive integer  1 then
(n  1)  n(n) But from equation (20) (n)  (n 1)(n 1)
(n  1)  n(n 1)(n 1) Using the same relation (n  1)  (n  2)(n  2)
(n  1)  n(n  1)(n  2)(n  2)
(n  1)  n(n  1)(n  2)(n  3)(n  4)...1(1) (3.8)
(n  1)  n!(1) but
(n  1)  n! (3.9)
Proof of (1)  1

Let x  1 then the gamma function becomes

 
(1)   t11et dt   et dt
0 0


 et  
     et 
 1  0
0

  e  e0    0  1  1

(1)  1
Examples
Evaluate the following
(1) (7)  (6  1)  6!  720
(2) (8)  (7  1)  7!  5040 or
 (7  1)  7(7)  7  720  5040
(3) (9)  (8  1)  8!  40320
 (8  1)  8(8)  8  5040  40320
We can also use the recurrence relation of the gamma function in a reverse order
( x  1)
( x  1)  x( x) ( x)  (3.10)
x
Example 1
Given that (7)  720 , we can determine (6)

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 45

Solution
(6  1) (7) 720
(6)     120
6 6 6
Example 2
Determine (5) given that (6)  120
Solution
(5  1) (6) 120
(5)   
5 5 5

1
PROOF OF     
2

Let consider the situation whereby x  1 we will investigate:

2

1  1  1
     t 2 1et dt   t 2 et dt
2 0 0

Remember from the definition we can let t  u 2 therefore dt  2u  dt  2udu

du
Substituting we have
1 
     u 1eu 2udu
2

2 0

 2 eu du
2


 eu du
2
It is difficult to integrate
0

 
Therefore, we let I   e x dx then also I   e y dy
2 2

0 0

 
I2    e ( x  y2 )
2
dxdy (3.11)
0 0

 a   x y  dA  dxdy Represent an element of area in the xy-plane and the

integration with the stated limit covers the whole first quadrant.
Next, we convert equation (3.11) to polar coordinates where

 a  r r  dA  rdrd and x  y  r

2 2 2

Thus, for the above integration to cover the same region as before the limit ranges
from

r  0 to r   and   0 to since it covers the first quadrant
2

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 46

   
1 2 
I2    e r rdrd    e r d
2 2 2

0 0 0 2 0



 1  2
I  
2
   d 
2

0
 2 20


I2 
4

 
I  
4 2
But
  
I   e x dx therefore  e x dx 
2 2

0 0 2
Hence
1 
    2 e x dx
2

2 0

1    1
    2       
 2   2   2
Again, using the recurrence relation ( x  1)  x( x) we obtain the following

3 1  1 1 1 
       1       
2 2  2 2 2 2

5 3  3 3 3  3 
       1      
2 2  2 2 2 2 4

7  5  5  5  5 3 15 
       1       
2  2  2  2  2 4 8

Using the recurrence relation in a reverse manner i.e. ( x)  ( x  1) we can obtain

x
the following
 3   1 1
 3
   1       1  1
   
2    2  2
 
  
2  4
 
 
 2 
3

3  3  1   3  3 3
        
2 2  2  2  4 4

3.1.3 Negative values of x

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 47

Since ( x)  ( x  1) then x  0 ( x)   (0)  
x
The same results occurs for all negative integers of x which does not follow from the
original definition, but which is obtainable from the recurrence relation.
Example
(1  1) (0)
At x  1 (1)   
1 1
(2  1) (1)
At x  2 (2)   
2 2
The same results will occur for all (n)

Also at x   1
2

 1 
    1
 1 2    12  
       2 
 2 
1

1

1
2 2 2

At x   3
2

 3   1
    1    
 3  1
   
2 
 
2
but      2 
 2 
3

3  2
2 2
 3 2 4
     2    
 2 3 3
Solved examples
Evaluate

0
x7 e x dx

Solution
We can recognize that this is gamma function when we change the variable of the
exponent.

(v)   x v 1e  x dx
0
 
(8)   x81e  x dx   x 7 e  x dx
0 0

(8)  (7  1)  7!  5040


 0
x v 1e  x dx  (8)  7!  5040

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 48

Evaluate

0
t 3e4t dt

Solution

Comparing it to the general formula for gamma functions we have (v)  
0
t v 1et dt .

This indicates that we have to reduce the power of the function in the question to that
of the general formula.
Since we want the power of the exponent to be a single value, we can use y  4t .
Doing this will affect the entire function but not the limits
dy
y  4t dy  4dt  dt 
4

Again making x the subject of y  4 x , we have x  y . Substituting these values into the
4
equation we have
 y 
3
 y   y  dy 
3 3
  y 
 y dy 1
0  
 
4
e 
 4
 0  3 


 
4
e
4
 0 44
e y dy  4
4 
0
y 3e y dy

 1 1
 0
t 3e4t dt 
4 4
(4)  4 (3  1)  3!
4
6 6 3
 4
 
4 256 128

3.2 Beta Function

The beta function B(m, n) is defined by
1
B(m, n)   x m1 (1  x)n1 dx (3.12)
0

Which converges for m  0 and n  0

B(m, n)  B(n, m) (3.13)

Proof
Putting (1  x)  u , x  1  u  dx  du
Limits when x  0, u  1, and when x  1, u  0
Substituting the values we have
0 0
1
(1  u)m1u n1 (du)   (1  u)m1 u n1du
1

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 49

 1
B(n, m)   (1  u)m1 u n1du
0

But
1
B(m, n)   u m1 (1  u)n1 du
0

Therefore
B(m, n)  B(n, m)
1
x
m1
Alternative form of the beta function B(m, n)  (1  x)n1 dx
0

If we substitute x  sin 2  the alternative form becomes



B(m, n)  2 sin 2 m1  cos 2 n1  d (3.14)

2

Proof

Let x  sin 2  then dx  2sin  cos   dx  2sin  cos  d

d
Also 1  x  1  sin 2   cos2 
Limits when
x0  0

x 1  
2
Rewriting
1
B(m, n)   x m1 (1  x)n1 dx
0

We have


B(m, n)   sin 2( m1)  cos2( n1) (2sin  cos  )d

2

 B(m, n)  2 sin 2 m1 cos 2 n1  d

2

3.2.1 Reduction Formulae

Some useful reduction formulae relating to integrals of powers of sines and cosines,

particularly when the integral limits are 0 and  .

2

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 50

 
n  1 2 n 2 n 1
0 sin n xdx   sin xdx i.e. Sn 
2
(1) Sn 2 (3.15)
n 0 n

n  1 2 n 1
(2)  cosn xdx   co sn 2 xdx i.e. Cn 
2
Cn  2 (3.16)
0 n 0 n

m  1 2 m2
(3)  sin m x cosn xdx   sin xco sn xdx
2
(3.17)
0 mn 0

If we denote  sin m x cos n xdx by I m,n equation (26) can be written as

2

m 1
I m,n  Im 2,n (3.18)
mn


 sin m x cos n xdx can be expressed as n  1



mn 
Alternatively,
2
sin m xco s n 2 xdx
2

0 0

n 1
i.e. I m,n  I m,n 2 (3.19)
mn


Now B(m, n)  2 sin 2 m1 cos 2 n1  d and if we apply equation (3.18) to
2

this integral we have


(2m  1)  1 

 sin 2 m1 cos2 n1  d   sin 2 m3 cos2 n1  d

2 2

0 (2m  1)  (2n  1) 0

m 1 

m  n  1 0

2
sin 2 m3 cos 2 n 1  d (3.20)

Again, using equation (3.19) with the right –hand integral of equation (3.20)

m 1 (2n  1)  1
 sin 2 m1 cos 2 n1  d 
2
. I
0
 m  n  1 (2m  3)  (2n  1) 2m3,2n3
m 1 (2n  2) 

  sin 2 m3 cos 2 n 3  d

2
.
 m  n  1 (2m  3)  (2n  1) 0

m 1 2(n  1) 

  sin 2 m3 cos 2 n3  d

2
. (3.21)
 m  n  1 (2m  2n  4) 0

m 1 2(n  1) 

  sin 2 m3 cos 2 n3  d

2
.
 m  n  1 2(m  n  2) 0

m 1 (n  1) 

  sin 2 m3 cos 2 n 3  d

2
.
 m  n  1 ( m  n  2) 0

But the original integral was



B(m, n)  2 sin 2 m1 cos 2 n1  d

2

Therefore

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 51

 m 1 (n  1) 

B(m, n)  2 sin 2 m3 cos 2 n3  d

2
. (3.22)
 m  n  1 (m  n  2) 0

Which again can be expressed as

m 1 (n  1)
i.e. B(m, n)  . B(m  1, n  1) (3.23)
 m  n  1 (m  n  2)


Since B(m  1, n  1)  2 sin 2 m3 cos 2 n3  d

2

Therefore the reduction formula for the beta function

(m  1) (n  1)
B(m, n)  B(m  1, n  1) (3.24)
 m  n  1 (m  n  2)
The process can be repeated as required.
Example 1
Find B(4,3)
Solution
(4  1)(3  1) B(4  1,3  1)
B(4,3) 
(4  3  1)(4  3  2)
(3)(2)
 B(3, 2)
(6)(5)
Next we find B(3, 2)

(3  1)(2  1)
B(3, 2)  B(3  1, 2  1)
(3  2  1)(3  2  2)
(2)(1)
 B(2,1)
(4)(3)


Next, we find B(2,1) using the alternate formula B(m, n)  2 sin  cos  d
2 m 1 2 n 1 2

But


B(2,1)  2 sin 3  cos  d

2


 sin 4   2 2       
2

 2    
4
    
sin sin(0) 
 4  0 4    2   

1

2
1
 B(2,1) 
2

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 52

Therefore
3(2)(2)(1)(1) 3!2!
B(4,3)  
(6)(5)(4)(3)(2) 6!
Example 2
Evaluate B(5,3)
Solution
(5  1)(3  1)
B(5,3)  B(5  1,3  1)
(5  3  1)(5  3  2)
(4)(2)
 B(4, 2)
(7)(6)
Next we find
(4  1)(2  1)
B(4, 2)  B(4  1, 2  1)
 4  2  1 4  2  2 


 31 B(3,1)
 5 4 
Again using the beta function formula we have


 sin 6   2 1
B(3,1)  2 sin  cos  d  2 
5
 
2

0
  0 3
Thus

B(5,3) 
 4  2  311  2   4!2! (We add 2 two to denominator and
 7  6  5 4   2  7!
the denominator)

In General
(m  1)!(n  1)!
B(m, n) 
 m  n  1!
Note that


B(k ,1)  2 sin 2 k 1  cos  d Letting u  sin  we have by integration

2

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 53

 
 sin 2 k   2 1
B(k ,1)  2   
 2k  0 k
1
 B(k ,1)  B(1, k ) 
k

1 1 

Evaluating B  ,  using B(m, n)  2 sin 2 m1 cos 2 n1  d

2

2 2 0

1 1 
2 1  1 2 1  1


B  ,   2 sin 2  cos 2  d   sin11 cos11  d

2 2

2 2 0 0

 2 d  2  02  

2

3.2.3 Relation between the Gamma and Beta Function

If m and n are positive integers
(m  1)!(n  1)!
B(m, n)  (3.25)
(m  n  1)!
Also we have previously established that for n a positive integer
n!  (n  1)  (m  1)!  (m)  (n  1)!  (n)

And also  m  n  1!  (m  n)

Therefore, the relation is given by

(m  1)!(n  1)! (m)(n)
B(m, n)   (3.26)
(m  n  1)!  ( m  n)
The relation also holds even for m and n are not necessarily integers.

Proof of this relation

(m)(n)
B(m, n) 
 ( m  n)
 
Let (m)  0
x m1e x dx (n)   y n1e y dy
0

(m)(n)  0

x m1e x dx  
0

y n 1e y dy 

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 54

  
  x m1 y n1e( x y ) dxdy
0 0

Note that the integration is carried out over the first quadrant of the xy plane.

Putting x  u 2 and y  v2 , dx  2u  dx  2udu also dy

 2v  dy  2vdv
du dv
 
(m)(n)    u 2 m2v 2 n 2e ( u  v2 )
2
2v2ududv (3.27)
0 0

 
 4  u 2 m2 v 2 n 2 e ( u  v2 )
2
vududv (3.28)
0 0

 
 4  u 2m1v 2n1e(u v2 )
2
dudv (3.29)
0 0

Next, we convert to polar coordinate since we cannot easily integrate the right-hand
side.

For polar coordinate u  r cos , v  r sin  , u 2  v2  r 2 and dudv  rdrd

Again, the limits for the polar coordinates are 0  u   , 0  v  

2
 2 m 1 2 n 1

  m  (n)  4   r cos   r sin   e r 2 rdrd
2

0 0

 
 4  r 2 m1 cos2 m1  r 2 n1 sin 2 n1  e r rdrd
2 2

0 0

 
 4  r 2 m 2 n 2 cos 2 m 1  sin 2 n 1  e r rdrd
2 2

0 0
 
 4  r 2 m 2 n 2 cos 2 m 1  sin 2 n 1  e r rdrd
2 2

0 0
 
 4  r 2 m 2 n 2 e r cos 2 m 1  sin 2 n 1  rdrd
2 2

0 0

Then substituting w  r 2  dw  2dr  dr  dw

2r
  dw
 4  wm n 1e w cos 2 m1  sin 2 n 1  r d (3.30)
2

0 0 2r
 

(m)(n)  2 wm n1e wdw sin 2 n1  cos 2m1  (3.31)

2

0 0

(m)(n)  (m  n) B(m, n)

(m)(n)
 B(m, n)  (3.32)
 ( m  n)
Example
3 1
Evaluate B  , 
2 2

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 55

Solution
3 1
  
3 1
B ,      
2 2
2 2 3 1
  
2 2

  
     
 2  2

3.2.4 Application of Gamma and Beta Functions

These functions are normally used in the evaluation of definite integrals. First before
we use the function we have to be able to change the variables to express the integral
1
x
m1
in the basic form of the beta function B(m, n)  (1  x)n1 dx or its trig form
0

B(m, n)  2 sin 2 m1  cos 2 n1  d

2

Example
1
I   x5 (1  x)4 dx
Evaluate 0

Solution
First you compare the given integral with beta function formula. Where
m 1  5  6 n 1  4  n  5 .

(6  1)!(5  1)! 5!4! 1

I  B(6,5)   
(6  5  1) 10! 1260

Example
Evaluate
1
I   x 4 1  x 2 dx
0

Solution
Comparing this to the beta function we observe that x 2 is in the root instead of a single
x

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 56

 dx 1 12
x 2  y  x  y and  y
1
Let put 2

dy 2

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 57

 CHAPTER 4

MULTIPLE INTEGRALS
Objectives

At the end of the chapter you will be able to:

 find the double intrgrals of function in rectangular regions

 determine the double integrals of functions under the general regions
 find the area bounded by two curves
 find the volume of the general regions
 determine the triple integral of functions under general region

4.1 Iterated Integrals

Before starting on double integrals let’s do a quick review of the definition of a
definite integral for functions of single variables. First, when working with the
integral,

b
a
f ( x)dx (4.1)

we think of x’s as coming from the interval a  x  b . For these integrals we can say
that we are integrating over the interval a  x  b . Note that this does assume that
a  b , however, if we have b  a then we can just use the interval b  x  a .

Now, when we derived the definition of the definite integral we first thought of this
as an area problem. We first asked what the area under the curve was and to do this
we broke up the interval a  x  b into n subintervals of width x and choose a point,

xi* , from each interval as shown below,

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 58

 Figure 4.1 Area under the curve

Each of the rectangles has height of f  xi*  and we could then use the area of these

rectangles to approximate the area as follows.

A  f  x1*  x  f  x2*  x  ...  f  xi*  x  ....  f  xn*  x (4.2)

To get the exact area we then took the limit as n goes to infinity and this was also the
definition of the definite integral

f  x  dx  lim  f  xi*  x
b n

a n 
i 1
(4.3)

In this section we want to investigate a function of two variables, f ( x, y) . With

functions of one variable we integrated over an interval (i.e. one-dimensional space)
and so it makes some sense then that when integrating a function of two variables we
will integrate over a region of R 2 (two dimensional space).

Figure 4.2 Area under Rectangular Region

The double integral  f  x, y  dA where f  x, y   0 defines a surface S and the region

R

R in R 2 is assumed to be a rectangle and denoted by

R   a, b  c, d   ( x, y)  R 2 : a  x  b, c  y  d 

represents the volume of the region under S (and above the xy-plane of course).
The following theorem gives a way to compute a double integral over a rectangle.

Fubini’s Theorem
The theorem can be expressed as follows:

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 59

If f  x, y  is continuous on R   a, b  c, d   ( x, y)  R 2 : a  x  b, c  y  d  then,

f ( x, y)dA     f ( x, y)dx  dy     f ( x, y )dy  dx

d b b d

R
c a  c
a  
(4.4)

These integrals are called iterated integrals.

Example 1 Compute each of the following double integrals over the indicated
rectangles.
(a)  6 xy dA,
2
R   2, 4  1, 2
R

(b)  2 x  4 y dA,
3
R   5, 4  0,3
R

(c)  x
2
y 2  cos  x   sin  y  dA, R   2, 1  0,1
R

1
(d)   2 x  3 y  2
dA, R   0,1  1, 2
R

(e)  xe
xy
dA, R   1, 2  0,1
R

Solution
(a)
Solution 1
4
 2 6 xy 2 dy  dx  4  2 xy 3  2 dx  414 xdx  7 x 2 4  84
R  2  1 2 2
2
6 xy dA
 1 2

Solution 2
2
 4 6 xy 2 dx  dy  2  3 x 2 y 2  4 dy  4 36 y 2 dy  12 y 3 2  84
R  1  2 1 2
2
6 xy dA
 2 1

(b)

 2 x  4 y dA     2 x  4 y  dydx    2 xy  y 
4 3 4 3
3 3 4
dx
5 0 5 0
R

 6 x  81 dx   3x 2  81x  5  756

4 4

5

(c)

 x y 2  cos  x   sin  y   dxdy

1
y 2  cos  x   sin  y  dA  
1
 x
2 2
0 2
R

 x3 y 2  1 sin  x   x sin  y  
1 1
 1
3 dy
0 2

y 2  sin  y  dy  79 y 3  1 sin  y   79  2
1

1
7
0 3 0

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 60

(d)

 
1

  2 x  3 y    2x  3y  dxdy    12  2 x  3 y 
2 2 1 2 2 1 2
dA   dy   12  1
 31y dy
1 0 1 0 1 23 y
R

  12  13 ln 2  3 y  13 ln y 1   16  ln 8  ln 2  ln 5 
2

(e) In this case it will be significantly easier to integrate with respect to y first as we
will see.
2 1
 xe dA   
xy
xe xy dydx
1 0
R

The y integration can be done with the quick substitution,

u  xy du  xdy
which gives

 e 2  2   e 1  1
2 2
 xe dA   e xy dx   e x  1dx  e x  x
xy 1 2

1 0 1 1
R

 e2  e1  3

If f  x, y   g  x  h  y  and we are integrating over the rectangle R   a, b  c, d  then,

 f  x, y  dA   g  x  h  y  dA    g  x  dx    h  y  dy 
b d

a c
(4.5)
R R

Example 2 Evaluate  x cos  y  dA ,

2
R   2,3  0, 2 
R

Solution

 
    2  2  2 0 
 2 cos 2 y dy   1 x 2 3  1 2 1  cos 2 y dy 
 

 x cos  y  dA    
3
2  0
2
xdx
R
  

5
  52  12  y  12 sin  2 y   
2

0 8

Double Integrals over General Regions

In the previous section we looked at double integrals over rectangular regions. The
problem with this is that most of the regions are not rectangular so we need to now
look at the following double integral,  f  x, y  dA where D is any region.
D

There are two types of regions for D that will be considered.

Case 1

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 61

 D   x, y  | a  x  b, g1  x   y  g2  x  (4.6)

Case 2
D   x, y  | h1  y   x  h2  y  , c  y  d  (4.7)

Figure 4.3 Graphs of case 1 and case 2

The double integral for both of these cases are defined in terms of iterated integrals as
follows.

In Case 1 where D   x, y  | a  x  b, g1  x   y  g 2  x  the integral is defined to be,

g2  x 
 f  x, y  dA    f  x, y  dydx (4.8)
b

a g1  x 
D

In Case 2 where D   x, y  | h1  y   x  h2  y  , c  y  d  the integral is defined to be,

h2  y 
 f  x, y  dA    f  x, y  dxdy (4.9)
d

c h1  y 
D

The following are some properties of the double integral:

Properties
1.   f  x, y   g  x, y   dA   f  x, y  dA   g  x, y  dA
D D D

2.  cf  x, y  dA  c  f  x, y  dA where c is any constant.

D D

3. If the region D can be split into two separate regions D1 and D2 then the
integral can be written as

 f  x, y  dA   f  x, y  dA   f  x, y  dA
D D1 D2

Example 1 Evaluate each of the following integrals over the given region D.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 62

(a)  e dA , D   x, y  |1  y  2, y  x  y 3
x
y

(b)  4 xy  y dA , D is the region bounded by

3
y  x and y  x3
D

Solution
(a) Applying the formula above

 
2 y3 2 y3 2
 e dA    e dxdy   ye dy   ye y  ye1 dy
x x x 2
y y y

1 y 1 y 1
D
2
1 2 1  1
  e y  y 2e1   e4  2e1
2 2 1 2

(b) In this case we need to determine the two inequalities for x and y. The best way
to do this is the graph the two curves.

Figure 4.4 Bounded Region

From the graph we have the inequalities

0  x 1 x3  y  x
Therefore,

4 xy  y 3dydx    2 xy 2  14 y 4 
1 x 1 x

 4 xy  y dA   
3
dx
0 x3 0 x3
D

 x 2  2 x 7  14 x12  dx   127 x3  14 x8  521 x13  

55
1 1
 7
4
0 0 156
Example 2
Find the volume of the solid that lies below the surface given by z  16 xy  200 and lies

above the region in the xy -plane bounded by y  x 2 and y  8  x2 .

solution

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 63

 Figure 4.5 Bounded Region
By setting the two bounding equations equal we can see that they will intersect at x  2
and x  2 . So, the inequalities that will define the region D in the xy-plane are,

2  x  2, x2  y  8  x2
The volume is then given by,

16 xy  200  dydx  2 8 xy 2  200 y  x

8 x 2 8 x 2
V   16 xy  200  dA  
2 2

D

2 x 2 2
dx

 128x  400 x 2  512 x  1600  dx   32 x 4  400

3 x  256 x  1600 x 
12800
2 2
 3 3 2

2 2 3

4.2 Double Integrals in Polar Coordinates

To this point we’ve seen quite a few double integrals. However, in every case in region
D could be easily described in terms of simple functions in Cartesian coordinates. In
this section we want to look at some regions that are much easier to describe in terms
of polar coordinates. For instance, we might have a region that is a disk, ring, or a
portion of a disk or ring. In these cases using Cartesian coordinates could be somewhat
cumbersome.
For instance let’s suppose we wanted to do the following integral,

 f  x, y  dA , D is the disk of radius 2

D

To this we would have to determine a set of inequalities for x and y that describe this
region. These would be,

2  x  2,  4  x2  y  4  x2
and then integral would become,
4 x2
f  x, y  dA   f  x, y  dydx
2

D

2  4  x 2

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 64

Due to the limits on the inner integral this is liable to be an unpleasant integral to
compute.
However, a disk of radius 2 can be defined in polar coordinates by the following
inequalities,
0    2 , 0r 2
We now need to find a formula for the double integral when we use polar coordinates
to define the region D.
So, our general region will be defined by inequalities,
   , h1    r  h2  
Now, if we’re going to be integrating with respect to polar coordinates we are going to
have to make sure that we’ve also converted all the x’s and y’s into polar coordinates
as well. To do this we’ll need to remember the following conversion formulas,

x  r cos , y  r sin  , r 2  x2  y 2
We are now ready to write down a formula for the double integral in terms of polar
coordinates.
 h2  
 f  x, y  dA   
D
h1  
f  r cos  , r sin   rdrd (4.10)

It is important to not forget the added r and don’t forget to convert the Cartesian
coordinates in the function over to polar coordinates.
Let’s look at a couple of examples of these kinds of integrals.
Example 1
Evaluate the following integrals by converting them into polar coordinates.
(a)  2 xydA , D is the portion of the region between the circles of radius 2 and radius
D

5 centered at the origin that lies in the first quadrant

(b)  e dA , D is the unit circle centered at the origin.
x2  y 2

Solution
(a) First let’s get D in terms of polar coordinates. The circle of radius 2 is given by
r  2 and the circle of radius 5 is given by r  5 . We want the region between them so
we will have the following inequality for r.
2r 5
Also, since we only want the portion that is in the first quadrant we get the following
range of  's .

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 65

 
0  
2
Now that we’ve got these we can do the integral.


 2  r cos  r sin   rdrd

5
 2 xydA  
2

0 2
D

Don’t forget to do the conversions and to add in the extra r. Now, let’s simplify and
make use of the double angle formula for sine to make the integral a little easier.
 
5
1 4
r 3 sin  2  drd   r sin  2  d
5
 2 xydA   
2 2

D
0 2 0 4 2


609 609 2
609
 sin  2  d  cos  2  
2

0 4 8 0 4
(b) In this case we can’t do this integral in terms of Cartesian coordinates. We will
however be able to do it in polar coordinates. First, the region D is defined by,
0    2 , 0  r 1
In terms of polar coordinates the integral is then,
2 1
 e dA    rer drd
x2  y 2 2

0 0
D

Notice that the addition of the r gives us an integral that we can now do. Here is the
work for this integral.
1
2 2 1 r2 2 1
 e  1 d    e  1
1
 e dA    rer drd   e d  
x 2
 y2 2

D
0 0 0 2 0
0 2

Example 5
Evaluate the following integral by first converting to polar coordinates.

cos  x 2  y 2  dxdy
1 1 y 2

0 0

Solution
First, notice that we can not do this integral in Cartesian coordinates and so converting
to polar coordinates may be the only option we have for actually doing the integral.

Let’s first determine the region that we’re integrating over and see if it’s a region that
can be easily converted into polar coordinates. Here are the inequalities that define the
region in terms of Cartesian coordinates.

0  y  1, 0  x  1 y2

Now, the upper limit for the x’s is,

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 66

 x  1 y2

and this looks like the right side of the circle of radius 1 centered at the origin. Since
the lower limit for the x’s is x  0 it looks like we are going to have a portion (or all) of
the right side of the disk of radius 1 centered at the origin.
The range for the y’s however, tells us that we are only going to have positive y’s. This
means that we are only going to have the portion of the disk of radius 1 centered at the
origin that is in the first quadrant.
So, we know that the inequalities that will define this region in terms of polar
coordinates are then,

0   , 0  r 1
2
Finally, we just need to remember that,
dxdy  dA  rdrd
and so the integral becomes,

cos  x 2  y 2  dxdy    cos  r  rdrd

1 1 y 2  1

2 2
0 0 0 0

Note that this is an integral that we can do.

Here is the rest of the work for this integral.


1

cos  x 2  y 2  dxdy   sin  r 2  d   sin 1 d  sin 1

1 y 2  
1 1 2 1


2

0 0 0 2 0
0 2 4

4.3 Tripple Integrals

Now that we know how to integrate over a two-dimensional region, we need to move
on to integrating over a three-dimensional region. We used a double integral to
integrate over a two-dimensional region and so it shouldn’t be too surprising that we’ll
use a triple integral to integrate over a three-dimensional region. The notation for
the general triple integrals is,

 f ( x, y, z)dV
E

Let’s start simple by integrating over the box,

B  [a, b]  [c, d ] [r, s]
The triple integral in this case is,
(4.11)
s d b
 f ( x, y, z)dV    
B
r c a
f ( x, y, z )dxdydz

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 67

Note that we integrated with respect to x first, then y, and finally z here, but in fact
there is no reason to the integrals in this order. There are 6 different possible orders
to do the integral in and which order you do the integral in will depend upon the
function and the order that you feel will be the easiest. We will get the same answer
regardless of the order however.
Example 1
3 1 2
Evaluate I   1 1 0
( x  2 y  z )dxdydz

Solution
3 1 2
I    ( x  2 y  z )dxdydz
1 1 0

2
3 1 x2 
 1  2  2 xy  xz  dydz
1
0

1
 2  4 y  2 z  dydz  1 2 y  2 y 2  2 yz  1dz
3 1 3

1 1

 2  2  2 z    2  2  2 z dz  
3 3
 (4  4 z )dz
1 1
3
  4 z  2 z 2   (12  18)  (4  2)  8
1

Example 2
2 3 1
   (p  q 2  r 2 )dpdqdr
2
Evaluate
1 0 0

Solution
2 3 1
I    (p
2
 q 2  r 2 )dpdqdr
1 0 0
1
2 p3 3 
     pq 2  pr 2  dqdr
1 0
3 0
2 3 1 
     q 2  r 2 dqdr
1 0 3
 
3
2  q q3 2
  3  3  qr  dr
1
 0
2
  (1  9  3r 2 )dr
1
2
 10r  r 3   (20  8)  (10  1)
1

 12  9  3
Example 3

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 68

Evaluate the following integral

 8xyzdV , B   2,3  1, 2  0,1

B

Solution
2 3 1
 8 xyzdV     8 xyzdzdxdy
B
1 2 0

2 3
  4 xyz dxdy
1
0
1 2
2 3
   4 xydxdy
1 2
2
  2 x y dy 2 3
2
1
2
  10 ydy  15
1

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 69

 CHAPTER 5

FOURIER SERIES

Objectives

At the end of the chapter you will be able to:

 find the periodic of non-sinusoidal periodic functions

 analytically describe periodic function
 identify the period of a function
 identify odd and even functions
 determine the fourier series representation of a periodic function

5.1 Periodic Functions

We have seen earlier that many functions can be expressed in the form of infinite
series. Problems involving various forms of oscillations are common in fields of
modern technology and Fourier series, with which we shall now be concerned, enable
us to represent a periodic function as an infinite trigonometrically series in sine and
cosine terms. One important advantage of Fourier series is that it can represent a
function containing discontinuities, whereas Maclaurin's and Taylor’s series require
the function to be continuous throughout.

A function f(x) is said to be periodic if its function values repeat at regular intervals of
the independent variable. The regular interval between repetitions is the period of the
oscillation.

Figure 5.1 Periodic function

f (x1  p)  f (x) (5.1)

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 70

A perfect example of a periodic function is the sinusoidal function. Given any
sinusoidal function in the form y  Asinx ,

A  Amplitude which is the maximum displacement from its position of

rest.
n  Cycles in 360 or 2
Period  360 (5.2)
n

Example 1
For y  sinx , the function goes through its complete range of values while x increases

from 00 to 3600 .The period is 360 or 2 since  360  360 .

1

Figure 5.2 Perriod and amplitude of a periodic function

f (x  2 )  f (x) (5.3)
Example 2
Given that y  5sin 2 x

Amplitude  5
360
period  
2

This has a period of  and there are 2 cycles in 360 . This shown in the diagram below

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 71

 Figure 5.3 Periodic function for the sinusoidal function
f (x   )  f (x)
Example 3
A graph of y  Acosnx has the same characteristics as the sinusoidal graph. Determine
(a) the amplitude and (b) the period of the following functions.
x
(i) y  5cos 4 x (ii) y  sin (iii) y  6cos 6 x (iv) y  sin 3x
2
5.2 Harmonics
A function f (x) is sometimes expressed as a series of a number of different sine
components. The component with the largest period is the first harmonic, or
fundamental of f (x) .

y  A1 sin x  A2 sin 2x  A3sin3x  A4sin 4x  ....  A nsinnx

y  A1 sin x is the first harmonic or fundamental
y  A2 sin 2x is the second harmonic
y  A3sin3x is the third harmonic
y  Ansinnx is the nth harmonic

5.3 Non-Sinusoidal Periodic Functions

Although we introduced the concept of a periodic function via a sine curve, a function
can be periodic without being obviously sinusoidal in appearance.
Example
In the following cases, the x-axis carries a scale of t in milliseconds.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 72

 Figure 5.4 Non-sinusoidal periodic function 1

Figure 5.5 Non-sinusoidal periodic function 2

Figure 5.6 Non-sinusoidal periodic function 3

5.3.1 Analytical Description of a Periodic Function

A periodic function can be defined analytically in many cases.

Figure 5.7 Analytical description of Non-sinusoidal periodic

function 1

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 73

(a) Between x  0and x  4, y  3 i.e. f (x)  3 0  x  4
(b) Between x  4 and x  6, y  0 i.e. f (x)  0 4  x  6
We stop here since continuing will result in repeated values of f (x) for the different

interval values of x . Thus the cycle ends at x  6 .

Therefore the function is defined by
f (x)  3 0 x4
f (x)  0 4 x6
f (x)  f (x  6)
This indicates that the function is periodic and has a period of 6 units.

Figure 5.8 Analytical description of Non-sinusoidal periodic

function 2
In this case
(a) Between x  0 and x  2, y  x i.e. f (x)  x 0  x  2
x x
(b) Between x  2 and x  6, y   3 i.e. f (x)  3 2  x  6
2 2
(c) The period is 6 units
So we have
f (x)  x 0 x2
x
f (x)  3 2  x  6
2
f (x)  f (x  6)

Figure 5.9 Analytical description of Non-sinusoidal periodic

function 3

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 74

Define the function shown analytically.
5x
f (x)  0 x8
Answer: 8
f (x)  f (x  8)

Trial Questions
Define analytically the periodic function shown below

Figure 5.10 Analytical description of Non-sinusoidal periodic

function 4

Figure 5.11 Analytical description of Non-sinusoidal periodic

function 5

Figure 5.12 Analytical description of Non-sinusoidal periodic

function 6

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 75

 Figure 5.13 Analytical description of Non-sinusoidal periodic
function 7

Exercises
Sketch the graph of the following inserting relevant values.
(1) f (x)  4 0  x  5 (3) f (x)  2sin x , 0  x  
(2) f (x)  3x  x 2 , 0  x  3
f (x)  0 5 x 8 f (x)  0   x  2
f (x)  f (x  3)
f (x)  f (x  8) f (x)  f ( x  2 )
x
(4) f (x)  , 0 x 
2
x
f (x)      x  2
2
f (x)  f ( x  2 )
Answers:
1.

Figure 5.14 Graph of Non-sinusoidal periodic function 1

2.

Figure 5.15 Graph of Non-sinusoidal periodic function 2

3.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 76

 Figure 5.16 Graph of Non-sinusoidal periodic function 3
4.

Figure 5.17 Graph of Non-sinusoidal periodic function 4

5.4 Periodic Function of Period 2

The basis of a Fourier series is to represent a periodic function by a trigonometrical
series of the form

f  x   A0  c1 sin  x  1   c2 sin  2 x  2   c3 sin 3x  3   ...  cn sin  nx  n   ... (5.4)

Where
(i) A0 is a constant term.
(ii) c1 , c2 , c3 ,..., cn denote amplitude of the compound sine.
(iii) 1 ,  2 , 3 ,... n are constant auxiliary term.
The percentage nth harmonic is the ratio of its amplitude to that of the fundamental,
the result being expressed as a percentage.
cn
Percentage nth harmonic 
c1

From equation (1) c1 sin  x  1  is the first harmonic and cn sin  nx   n  is the n th

harmonic.
Also each sine term can be expanded as
cn sin  nx   n   cn sin nx cos  n  sin  n cos nx

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 77

   cn sin nx  cos  n   cn cos nx  sin  n (5.5)

cn sin  nx   n   an cos  n  bn sin  (5.6)

Where an  cn sin nx and bn  cn cos nx

a0
Again for convenience in calculation we write A0 as and substituting n  1, 2,3 . The
2

function f  x  then becomes

1
f  x  a0  a1 cos x  a2 cos 2 x  a3 cos 3x  ...  an cos nx  ...
2 (5.7)
 b1 sinx  b2 sin 2 x  b3 sin 3x  ...  bn sinnx  ...

1
f  x   a0  an cos nx  bn sinn x (5.8)
2 n 1

It is in this form that we use the series and our main concern is to find the values of

the coefficients a0 , a1 , a2 , a3 ,... and b1 , b2 , b3.... so that the series shall accurately
represent the given periodic function. We can, of course, always combine sine and
cosine terms into compound sine terms if necessary.

5.4.1 Dirichlet Condition

If the Fourier series is to represent a function f  x  , then putting x  x1 will give an

infinite series in x1 and the value of this should converge to the value of f  x1  as more
and more terms of the series are evaluated. For this to happen, the following
conditions must be fulfilled.

a) The function f  x  must be defined and single-valued.

b) f  x  must be continuous or have a finite number of finite discontinuities within

a periodic interval.

c) f  x  and f   x  must be piecewise continuous in the periodic interval.

If these Dirichlet conditions are satisfied, the Fourier series converges to f  x1  , if x  x1

is a point of continuity. In most practical cases, these conditions are met and the series
can be taken as representing the particular function. Normally also the series
converges fairly quickly and only the first few terms are required to give a result of
adequate accuracy.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 78

5.4.2 Evaluation of Some Useful Integral

   cos nx  1
a)  sin nxdx   n    n  cos n  cos n   0 (5.9)


b)  cos nxdx   sin nx   1 sin n  sin n   0

(5.10)

 n   n
 

1  cos 2nx  dx   x 
 1 1 sin 2nx 
c)     n  0
2 
sin 2 nxdx  (5.11)
 2 2n  

d)  cos nxdx  1  1  cos 2nx  dx  1  x  sin 2nx     n  0 
 
2
(5.12)
 2  2 2n   

  sin nx cos mxdx  2   sin  n  m  x  sin  n  m  x dx

 1 
e) (5.13)
 


1
0  0  0 from result (a) with nm
2

  cos nx cos mxdx  2   cos  n  m  x  cos  n  m  x dx

 1 
f) (5.14)
 

1
 0  0  0 (a) n  m and
2

   n  m

  sin nx sin mxdx  2   cos  n  m  x  cos  n  m  x dx

 1 
g) (5.15)
 

1
 0  0  0 (a) n  m and
2

   n  m
5.5 Fourier Coefficent
We have defined Fourier series in the form
1
f  x  a0  a1 cos x  a2 cos 2 x  a3 cos 3x  ...  an cos nx  ...
2 (5.16)
 b1 sinx  b2 sin 2 x  b3 sin 3x  ...  bn sinnx  ...
This is sometimes written in the form

1
f  x   a0  an cos nx  bn sinn x (5.17)
2 n 1

Now, at last, we are in a position to obtain expressions for the various coefficients.

(a) To find a0 we integrate f  x  with respect to x from  to  (since we are

considering periodic functions of period 2 )

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 79

  
    
 f (x) dx  1
2  a0 dx   an cos nxdx   bn sin nxdx (5.18)
 
  n 1


 a0 x  0  0

 1
2 from (a) and (b) in the useful integrals.
n 1


1
 a0x  a0 
 
 f (x) dx (5.19)

(b) Next, we find an expression for an . To find an we multiply f (x) by cosn x

and integrate from  to  .
When n  m


 f (x) cosnxdx 

1
2 (0)  a n   0

1 


an  f (x) cosnxdx (5.20)


Again

When nm  f (x) cosmxdx 0  0  0  0


(c) To find bn we multiply f (x) by sin mx and also integrate from  to 

When nm
    

 f (x) sinmxdx  1
2  0
a sin mxdx    
n 1  
an cos nx sin mxdx   an sin nx sin mxdx 
  



 f (x)sinmxdx 0  0  0  0

When nm




f (x)sinnxdx 0  0  bn


1
bn 
 

f (x)sinnxdx (5.21)

Summary

1
(a) a0 
 

f (x) dx


(b) an  1  f (x) cosnxdx
 

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 80

 
1
(c) bn 
 

f (x)sinnxdx

Example 1

Figure 5.18 A non-sinusoidal periodic

Determine the periodic function shown.

Solution
First, we define the function analytically.

Between x  0 and x  2 y  x i.e. f (x)  x 0  x  2

2 2
f ( x  2 )  f (x)
Next, we find the coefficients

Solving for a0
2 2 2
1 x2
a0 
1
  f (x) dx 
1
 
x
2
dx 
 4

1
4
 4 2  0 
0 0 0

 a0  

Solving for an
2 2
1 1 x
an 
 
0
f (x) cosnxdx 
  2 cosnxdx
0

2
1

2  xcosnxdx
0

Using integration by parts

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 81

 1
2
1  sin nx 2 2 sin nx 
an 
2 0 xcosnxdx  2 x
 n 0

0 n
dx 

2
1  1   cos nx  
  0  0     
2  n  n  0 

1  1  1
an   0  0    0    0  0
2  n  2

an  0

Solving for bn
2 2
1 1 x
bn 
 
0
f (x)sinnxdx 
  2 sinnxdx
0

2
1

2  xsinnxdx
0

Again using integration by parts

1
2
1  cos nx 2 2 cos nx 
bn 
2 0 xsinnxdx  2  x
 n 0 0

n
dx 

2
1  1 1  sin nx  
   2  0     
2  n n  n  0 

1  2 1  2 1
bn     0   
2  n n  2 n n
1
bn  
n

Hence the coefficient of the Fourier series are an  0 , a 0   and bn  

1
n
Therefore, the Fourier series representing the periodic function is given by

1
f  x   a0  an cos nx  bn sinn x
2 n 1


1  1 
f  x      0  cos nx   sinn x 
2 n 1  n 
  1 1 1 
f (x)    sin x  sin 2 x  sin 3x  sin 4 x  ...  there is no cos term
2  2 3 4 

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 82

Example 2

Figure 5.19 Graph of non-sinusoidal periodic function

Find the Fourier series for the function shown. Consider one cycle between x  
and x   Solution
The function can be defined by
f (x)  0    x   2
f (x)  4  2  x  2
f (x)  0 
2  x 
f (x)  f (x  2 )
The Fourier series is given by

1
f  x   a0  an cos nx  bn sinn x
2 n 1

Normally

1
a0 
  f (x) dx


Since we have different values of the function at different intervals of x we evaluate all
of them together.

Solving for a0

1 
  

 2 2

a 0    0dx   4dx   0dx 
   2 
2 


1 2
4    

  4dx    2    2 
 2

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 83

 a0  4

Solving for an
Normally
1 


an  f (x) cosnxdx


Due to the various form of the function

1 
  

 2 2

an    0cosn xdx   4cosn xdx   0cosn xdx 
   2 
2 


1 


2 
an    4 cosm xdx 
  2 


1 4 2  4 n  4   n  
an   sin nx    sin    sin  
 n   2   n  2   n  2  
Since  sin( )  sin( )
Hence
8 n 
an  sin  
n  2 

Solving for bn

1 
 

 2 2

bn    0sinnx dx   4sinn xdx   0sinn xdx 
   2 
2 


1 


2 
   4sinn xdx 
  2 


1 4 2  4 n  4   n  
bn   cos nx    cos    cos   0
 n   2   n  2  n  2 
but cos( )  cos 

 bn  0
Thus the Fourier series representing the periodic function is given by

1
f  x   a0  an cos nx  bn sinn x
2 n 1

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 84

 4  8 n  
f  x     sin   cos nx   0  sinn x 
2 n1  n  2  

8 n  
f  x   2    sin   cos nx 
n 1  n  2  
8 1 1 1 
f (x)  2  cos x  cos3x  cos5 x  cos 7 x  ... There is no sine
 3 5 7 
term

Exercise
Find the Fourier series defined by

Figure 5.20 Graph of non-sinusoidal periodic function

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 85

 CHAPTER 6

CURL, DIVERGENCE AND GRADIENT

Objectives
At the end of this chapter the student will be able to:
 find the gradient of a function
 find the divergence of a vector function
 determine the curl of a function

6.1 Divergence (Div) and Gradient (Grad)

The vector differential operator  , called " del " or " nabla " , is defined in the three
dimensions to be
  
 i j k (6.1)
x y z

Note that these are partial derivatives.

If a scalar function f  x, y, z  , is defined and differentiable at all points in some

region, then f is a differentiable scalar field. The " del " vector operator,  . May be
applied to scalar fields and the result f , is a vector field. It is called the gradient of
f.

The gradient of a function, f  x, y  in two dimensions is defined as

f f
gradf  x, y   f  x, y   i j (6.2)
x y
The gradient function is a vector field. It is obtained by applying the vector operator
 to the scalar function f  x, y  . Such a vector field is called a Gradient (or
conservative) vector field.

Example 1 The gradient of the function f  x, y   x  y is given by

2

f f
f  x, y   i j
x y

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 86

 f f
f  x, y   i j
x y
f f
  x  y2 i   x  y2  j
x y
 1  0  i   0  2 y  j
 i  2 yj

Quiz Choose the gradient of f  x, y   x y

2 3

a. 2 xi  3 y 2 j

b. x 2i  y 3 j

c. 2 xy3i  3x 2 y 2 j

d. y 3i  x 2 j
The definition of the gradient may be extended to functions defined in three

dimensions f  x, y, z  :

f f f
f  x, y   i j k ` (6.3)
x y z
Exercise calculate the gradient of the following functions

(a) f  x, y   x  3 y 2

(b) f  x, y   x 2  y 2

(c) f  x, y, z   3x 2 y  cos  3z 

1
(d) f  x, y , z  
x2  y 2  z 2

4y
(e) f  x, y  
 x2  1

f  x, y, z   sin  x  e y ln  z 

If F  x, y  is a vector field, then its divergence is written as divF  x, y     F  r 

which means two dimension is:

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 87

    
  F  x, y    i  j    F1  x, y  i  F2  x, y  j 
 x y  (6.4)
F F
 1 2
x y

It is obtained by taking the Scalar product of the vector operator  applied to the
vector.
The divergence of a vector field is a scalar field.

Example 2

The divergence of F  x, y   3x i  2 yj is:

2

F1 F2
  F  x, y  
X y
 
  3x 2    2 y   6 x  2
x y
x
QUIZ Select the Divergence of F  x, y   i   2x  3 y  j
y
1 x 1 x
(a)  3 (b)  2  2 (c)  (d) 2
y y y y2
The definition of the divergrnce may be directly extended to vector fields defined in

three dimensions F  x, y, z   Fi
1  F2 j  F3k :

F1 F2 F
  F  x, y , z   i j 3k (6.5)
x y z

EXERCISE 1. Calculate the divergence of the vector fields F  x, y  and G  x, y, z 

(a) F  xi  yj

(b) F  y3i  xyj

(c) F  3x 2i  6 xyj

(d) G  x2i  2 zj  yk
4y
(e) G i sin  y  j  3k
x2
(f) G  e xi  ln  xy  j  e xyz k

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 88

6.2 Curl

The CURL of a vector field F  x, y, z  in three dimensions may be written curl

F  x, y, z    F  x, y, z  ,i.e.:

 F F   F F   F F 
  F  x, y , z    3  2  i   3  1  j   2  1  k
 y z   x z   x y 
i j k (6.6)
  

x y 
F1 F2 F3

It is obtained by taking the vector product of the vector operator  applied to the

vector field F  x, y, z  . The second line is again a formal shorthand. The curl of a

vector field is a vector field.

N.B.  F is sometimes called the Rotation of F and written rot F .

Example 3 The curl of F  x, y, z   3x i  2 zj  xk c is:

2

i j k
  
 F 
x y z
3x 2 2z x
    x    2 z       x    3x      2 z    3x 2  
2

  i     j  k
 y z   x z   x y 
   
  0  2  i   1  0  j   0  0  k
 2i  j

QUIZ Which of the following is the curl of F  x, y, z   xi  yj  zk ?

(a) 2i  2 j  2k (b) xi  yj  zk (c) 0 (d) i  j  k

EXERCISE 2: Calculate the Curl of the following vector fields F  x, y, z 

(a) F  xi  yj  zk (b) F  y3i  xyj  zk

xi  yj  zk
(b) F (d) F  x2i  2 zj  yk
x y z
2 2 2

here is a review exercise before the final quiz.

Exercise 3: let f be a scalar field and F  x, y, z  and G  x, y, z  be vector fields. What,

if anything, is wrong with each of the following expressions.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 89

(a) f  x3  4 y (b)   F  i  x2 yj  zk (c)  G   F

6.3 Quiz
Choose the solutions from the options given

Select the divergence of G  x, y, z   2 x i  3xyj  3x zk ?

3 2
1.

(a)9 x2  3x (b) 6 x2  3x (c) 0 (d )3x2  3x

2. Select the divergence of r , where r  r and r  xi  yj  zk .

r3
1 2 3
(a) (b) 0 (c) (d )
r3 r3 r3
Choose the Curl of F  x, y, z   x  xyzj  zk at the point  2,1, 2  .
2
3.

a. 2i  2k
b. 2i  2 j
c. 4i  4 j  2k

d. 2i  2k
4. Select the irrational vector field (i.e, whose curl is zero)

a. yzi  2 xzj  xyzk b. yzi  xzj  xzk c. zi  z 2 j  yzk d. yi   x  z  j  yk

Solutions to Exercises

Exercise 1(a)

The vector field F  xi  yj has components

F1  x , F2  y

And its Divergence is

F1 F2
  F  x, y   
x y
 
 x y  11  2
x y

Exercise 1(b) the vector field y 3i  xyj has components and its divergence is

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 90

 F1 F2
  F  x, y   
x y
 3 
 y  xy  0  x  x
x y

Exercise 1 (c) if the vector field is F  3x 2i  6 xyj , its components are F1  3x 2 ,

F2  6 xy and its divergence is

F1 F2
  F  x, y   
x y
 2 
 3x   6 xy   6 x  6 x  0
x x
N.B. A vector field with vanishing divergence is called a Solenoidal vector field.

Exercise 1(d)
The vector field G  x2i  2 zj  yk has components

G1  x 2 , G2  2 z , G3   y and its divergence is

G1 G2 G3

  G  x, y    
x y z
 2  
 x   2z     y 
x y z
 2x  0  0
 2x
4y
Exercise 1(e) The vector field G  i  sin  y  j  3k its components are
x2

, G2  sin  y  , G3  3 and its divergence is

4y
G1 
x2
G1 G2 G3
  G  x, y    
x y z
  4y   
  2   sin  y   3
x  x  y z
y 2
x  cos  y   4 y   2   cos  y 
2 1
 4y 
x
 8 yx3  cos  y 

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 91

 8y
  cos  y 
x3

Exercise 1(f) consider the vector field G  e i  ln  xy  j  e k its components are

x xyz

G1  e x , G2  ln  xy  , G3  e xyz and its divergence is

G1 G2 G3

  G  x, y    
x y z
 x  
 e  ln  xy   e xyz
x y z
 
 ex 
y
 ln  x   ln  y    e xyz   xyz 
z
1
 ex   xye xyz
y
Exercise 2(a)
The components of the vector field F  xi  yj  zk are G1  x, G2   y, G3  z and its
curl is
G1 G2 G3
  G  x, y    
x y z

 F F   F F   F F 
  3  2 i   3  1    2  1  k
 y z   x z   x z 
   z   y     z    x     y   x 
  i     j   k
 y z   x z   x y 
 0i  0 j  0k

0
Therefore, the vector field F  xi  yj  zk is an irrational vector field.
Exercise 2(b)
The components of the vector field F  y3i  xyj  zk are F1  y3 , F2  xy, F3   z
And its curl is:

    z    xy       z    y      xy    y  
3 3

 F    
i     j   k
  y  z   x  z   x  y 
  
 0i  0 j   y  3 y 2  k

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 92

   y  3y2  k

The curl vector is in the k direction.

Exercise 2(c)
xi  yj  zk x y z
The components of the vector field F  are F1  , F2  , F3 
x2  y 2  z 2 r r r

Where r  x 2  y 2  z 2 . The i component of  F is:

F3 F2   z    y   1  1

       z   y  
y z y  r  z  r  y  r  z  r 
1
The derivative of with respect to y is
r
 1  1  1  2y y
     
y  r  y 1
 2 
3
r3
x 2
 y2  z 
2 2
x 2
 y2  z 
2 2

 1 z  zy   yz 
And similarly,     3 . Thus the i component of the curl is  3   3   0.
z  r  r  r   r 
It may be checked that the j and k components of the curl also vanish
Exercise 2 (d)
The components of the vector field F  x2i  2 zj  yk are F1  x2 , F2  2 z, F3   y and
its curl is
 F F   F F   F F 
 F   3  2  i   3  1    2  1  k
 y z   x z   x y 

    y    2z       y    x      2z    x  
2 2

  i     j   k
 y z   x z   x y 
   
  1  2  i   0  0  j   0  0  k
 3i
Exercise 3(a)
The formula f  x3  4 y , must be incorrect of a scalar function is a vector field by
definition, while the expression on the right hand side of.
this equation is a scalar
Exercise 3(b)
The equation   F  i  x2 yj  zk must be incorrect because the divergence of a vector
field must be a scalar by definition but the right hand side of the equation is a vector.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 93

Exercise 3(c)
The equation  G   F must be incorrect because its left hand side is a vector
field, a curl while its right hand side is a Scalar Function, a Divergence.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 94

 REFERENCES
Ledermann, W. (2012), Multiple Integrals, Springer, 118pp.

Mendelson E. (2009), 3000 solved problems on calculus, McGraw-Hill Education,

1st Edition, 464 pp.

Stroud K. A, and Booth, D. (2017), Advanced Engineering Mathematics, Red Globe

Press, 1136 pp.

Zill, D. (2012), Advanced Engineering Mathematics, Jones and Barlett Learning, 5th
Edition, 914 pp.

Zorich, V. A. (2016), Mathematical Analysis, Springer2nd Edition,1193 pp.

Lectures notes prepared by Henry Otoo (Umat Maths Dept.) Page 95