1

REDEEMER’S UNIVERSITY, EDE

FACULTY OF NATURAL SCIENCES

MATHEMATICAL
MATHEMATICAL SCIENCES DEPARTMENT

MAT 201 (MATHEMATICAL METHODS) LECTURE NOTE 1 COMPILED BY

DR ONANAYE, ADENIYI SAMSON

COURSE OUT LINES: Real valued function of real variable, Review of

differentiation and integration and their applications. Mean value
theorem. Taylor series. Real valued functions of two or three variables.
Partial Derivatives, chain rule, extreme, Lagrange's multipliers.
Increments, differentials and linear approximations. Evaluation line
integral and linear Integral. Pre-requisite: MAT 102.

*Recommended Texts and Essential Readings:

1. Any text books on Calculus in the University Library.

2. Theory and Problems of Advanced Calculus SI(Metric) Edition,

SCHAUM’S OUTLINE SERIES by Murray R. Spiegel.

3. Mathematical Methods for Physics and Engineering by K. F. Riley, M.

P. Hobson, and S. J. Bence
2

Revision of Functions
Definition:

A function is a well-defined relationship (mapping) between one variable and

another variable. There are two types of variables;

1. Dependent variables
2. Independent variables

Example

=2 +1=

=2 +1

− Is the dependent variable

−Is the independent variable

Limits of Functions
Definition

Let be defined and single valued for all near = with the possible
exception of = itself (i.e. in a deleted neighborhood of ). We say that the number
is the limit of as → and write lim = for any positive number however
small. We can find some positive number δ (usually depending on ε) such that
| − | < whenever 0 < | − | < . In such a case, we also say that
approaches as approaches and write → as → .

Note* A limit of a function exists the right-hand i.e. limit ( ) as approaches from the
right hand must equal as approaches from the left.

Continuity of Functions
Let be a defined and single value function. We say that is continuous at
= the following conditions are satisfied;

I. lim must exist →

II. must be defined at
3

III. lim =

Example

, ≠2
=
0, =2
Let

Test for continuity.

Solution

1. We test for , from the definition: 2 =0

2. Test for lim

lim = lim =2 =4
→ →

Limit exists

3. lim =
→

lim =4≠ 2 =0
→

Therefore, the function, is not continuous at = 2.

Continuity at an Interval
Let be a defined and single value function, is said to be continuous at an
interval, say ≤ ≤ ! is continuous at every point in the interval.

Note* 1 < < 3 = 1,3 open interval,1 ≤ ≤ 3 = [1,3] close interval

Theorem 1

If is continuous at =

% is continuous at =

Then;

I. +% should also be continuous at =

II. % should also be continuous at =
&
III. ;% ≠ 0, then this should also be continuous at =
'
4

Example

Given

% =2 +1

Test for continuity of

I. ) =2
II. % at = 2
III. +% at = 2
IV. % at = 2
&
V. at =2
'

Solution

1. at =2

2 =2 =4

lim =2 =4
→

lim = 2 =4
→

is continuous at =2

2. % = 2 + 1; at =2

% 2 =2∗2+1=5

lim 2 + 1 = 2 ∗ 2 + 1 = 5
→

lim % =% 2 =5
→

At = 2, % is continuous

3. +% = +2 +1

At =2⇒2 +4+1=9
5

lim +2 +1 =2 +4+1=9
→

lim +2 +1 = 2 +% 2 =9
→

It means that +% is continuous at =2

4. % = 2 +1 =2 .
+

At =2⇒2 2 .
+ 2 = 16 + 4 = 20

lim[2 2 .
+ 2 ] = 16 + 4 = 20
→

lim % = 2 % 2 = 20
→

It means that % is continuous at =2

& 0
5. =
' 12

3 3
At =2⇒ =
312 4

2 4
lim 5 6=
→ 4+1 5

2 4
lim =
→ % 2 5
&
It means that is continuous at =2
'

Theorem 2

The Sin, Cosine, all polynomials and ; > 0 are continuous in every finite interval.

Note* the tangent jumps at 90 and at other consecutive points.

Continuity at the right and left

A function is continuous at the right if its left limit exists, and a function is continuous at
the left is its right limit exists.
6

L’Hospital’s Rules1
If lim = 8 and lim % = 9 where A, and B are either zero or both infinite,
→ →
& : ;
lim is often called an indeterminate of the form or respectively.
→ ' : ;

The following theorems called L’Hospital’s rules facilitate the calculation of such limits

1. If and % are differentiable in the interval , ! except possibly at a point

in the interval, and if % ≠ 0 <= ≠ 0, then
& &>
lim = lim …*
→ ' → '>

Whenever the limit on the right can be found, in case 2 ?@ %2 satisfy the same
conditions as ?@ % given above, the process can be repeated.

2. If lim = ∞ ?@ % = ∞ the result (*) is also valid.

→

These can be extended to cases where → <= − ∞ and to cases where =

<= = ! in which only one-sided limits such as → <= → ! are involved.

Proof:

a. We shall suppose that and % are differentiable in < < ! and

,% = 0, where < <!

By Cauchy’s generalised theorem of the mean

− 2
B
= =
% % −% %2 B

Where <B<

Then
2
B 2
lim = lim = lim =
→ % → %2 B → %2

Since as → 1
,B → 1
7

Modification of the above procedure can be used to establish the result of →

C
, → , → ∞, → −∞

b. We suppose that ?@ % are differentiable in < < ! and

limD = ∞, limD% =∞
→ →

Where < < !.

Assume is such that < < < 2 < ! by Cauchy’s generalised theorem of the
mean:

− 2
2
B
= ; <B<
% −% 2 %2 B 2

Hence,
&
− 1−F >
G
2 &
= ∗
% −% 2 % 1− F
' >
G
'

From which we see that

&
B 1−F
2
>
G
&
= 2 = … ∗
% % B 1−F
' >
G
'

Let us now suppose that

2
lim = I ?@ J= )K ∗ L;
→ %2

B2
1−% 2 /% 1−% 2 /%
=5 − I6 M O+IM O … ∗∗
% %2 B 1− 2 / 1− 2 /

&> Q
We can choose 2 so close to that P − IP < ε keeping 2 fixed we see
'> Q
2C' > /'
that lim S T = , since;
→ 2C& > /&

limD = ∞ ?@ limD% =∞
→ →

Then taking the limit as → 1

on both sides of (**), we see that as required
8

2
limD = = limD
→ % → %2

Appropriate modifications of the above procedure establish the result of → C

, →
1
, → ∞, → −∞.

Examples

1. Evaluate
UVW CXYZ[>
a) lim 0 \W 21
→:
2 2
b) lim F − G
→: ]^Z0 0

Solution

a. *Although L’Hospital’s rule is applicable here, its successive use becomes involved.
Using Taylor’s theorem of the mean however, the limit is obtained quickly and
easily.

Using:

b 4
.
sin = − +
3! 5!
.
) ? C2
= − +c 4
3

ln 1 + = − +d 4
2
The required limit equals;
e f g e
F − + G−F − +c 4
G
.! 4! .
limD h
→: . − +d 4

Expand this;
2
− b−c 4
1
⇒ lim i
=
→: 1− +d 6
9

2 2
b. lim F − G
→: ]^Z0 0

This has the indeterminate form −∞ → ∞. Writing the limit as

0 C]^Z0
lim 0 ]^Z0
,
→:

it is seen that L’Hospital’s rule is applicable.

However, this process proves laborious. Two methods of procedure are possible;

Method 1

The required limit can be written;

−L ? −L ?
lim 5 65 6 = lim
→: 3 L? →: 3

0
Since lim = Flim G =1
→: ]^Z0 →: ]^Z

2
I.e. taking the derivative of = ?@ % = sin L Flim = 1G ⇒
→: jkU
l
= 1 ?@ %l = cos

Now by successive application of L’Hospital’s rule we have;

−L ? 2 − 2L ? o<L
lim = lim
→: 3 →: 4 .
2 − L ?2 2 − 2o<L2
= lim = lim
→: 4 . →: 12
4L ?2 8o<L2 1
= lim = lim =
→: 24 →: 24 3
Method 2

Using Taylor’s theorem, we have;

e
−L ? −F − +b 4
G
i
lim = lim
→: L? →: e
F − +b 4G
i
10

h
+ )K=qL ?r< r ?% i
?@ ℎ %ℎK=
= lim .
→: 3 + )K=qL ?r< r ?% i ?@ ℎ %ℎK=
2
+ )K=qL ?r< r ?% ?@ ℎ %ℎK= 1
lim . =
→: 1 + )K=qL ?r< r ?% ?@ ℎ %ℎK= 3
>
C 0
2. Let = tK u , ≠0
0, =0

Prove that

a. v
0 =0
b. vv
0 =0

Solution
> >
[ [
& w C& : x y0 C: x y0
a. v
1 0 = limD = limD = limD
w→: w w→: w w→: w

2
If ℎ = , using L’Hospital’s rule, this limit equals;
z

{ 1
lim {K C| = lim 0 = lim 0 = 0
0

z→; z→; K | z→; 2{K z

Similarly, replacing ℎ → 01 by ℎ → 0C and { → ∞ by { → −∞, we find v

0 = 0,
thus, 1v 0 + Cv 0 = 0
>
[
&} w C&} : x y0 . w [e C:
b. vv
1 0 = limD = limD
w→: w w→: w

>
C
2K yh 2{ 3
= limD = lim z = 0
w→: ℎ z→; K

By successive application of L’Hospital’s rule, similarly,

vv
0 = 0 ?@ L< :
vv
0 =0

In general, vv
0 = 0 <= ? = 1,2,3 …

More Examples
11

• •
1. ~ rK? sin = cos ?@ cos = − sin
• •

Derive the formula;

•
a. tan = LKo
•
• 2
b. L ?C2 = √2C 0
•

Solution
ƒ ƒ
• • UVW jkU UVW CUVW jkU
a. tan = F G= ƒu
0
ƒu
• • jkU jkU

cos cos − sin − sin

=
o<L
o<L +L ? 1
= =
o<L o<L
= LKo

b. If = L ?C2 , )ℎK? { = sin . Taking the derivative with respect to x;

@ @ 1 1 1
1 = cos <= = = =
@ @ cos „1 − L ? √1 −
… …
We have supposed here that, the principal value − ≤ L ?C2 ≤ is chosen, so
that cos is positive. Thus, accounting for our writing;

cos = „1 − L ?
•†
2. Calculate of
•
a. .
−3 = +5
b. K †
+ ? = cos 2

Solution

a. Differentiate with respect to , considering it as a function, then;

@ @ @ @
.
− 3 = + 5
@ @ @ @
12

⇒ .
+3 v
−6 = + ′
v
3 − =6 − .
+

@ 6 − .+
v
= =
@ 3 −

@ 6 − .+
∴ =
@ 3 −
13

Solution of 2:

@ @ @
K †
− ? = cos 2
@ @ @

e † v
+ + + ? v
= −2L ? 2
Solution
K † v
+K †
+ + ln v
= −2L ?2
K †
+ ?
v v
= −2 L ?2 − −K †
⟹ v
K †
+ ? = − 2 L ?2 + + K †

@ − 2 L ?2 + + K †
⟹ v= =
@ K †+ ?

3. If = cos − 3 + 1 , find
If v
= 0 at all points of the interval , ! , prove that must be a constant
in the interval.

Solution

Let 2 < be any two different points (a,b) by the theorem of the mean, for 2 <
B<

− 2
= l
B =0
− 2

Thus 2 = !K o<?L) ?). From this, it follows that if two functions have the
same derivatives at all points of (a, b) the functions can only differ by a constant.
0 e
6. (a) Prove that K = 1 + + + +⋯
! .!
(b) Prove that K is an irrational number.

Solution

a. Let = K , then all derivatives of are equal to K . If = 0 )ℎK? 0 =

l
0 =⋯= 0 = K : = 1 Jℎ K Z12
B = K Q , so that Taylor’s formula
becomes
. Z
K
Z12 Q
K =1+ + + + ⋯+ + … ∗
2! 3! ?! ?+1 !
14

Where 0 < B <

ŒD>
Let dZ = KB >0
Z12 !

Z12
|dZ | = K ?@ lim |dZ | = 0
?+1 ! →;

| |Z12
< 0, |dZ | =
?+1 !

And, lim |dZ | = 0

→;

If = 0, |dZ | = 0 ?@ lim |dZ | = 0

Z→;

Thus, for all x, i.e. −∞ < < ∞, lim |dZ | = 0 and we may write
Z→;

.
K =1+ + + + ⋯ ∗∗
2! 3!
I.e. the series converges for all .
•
b. From (*), letting = 1 and assuming that K is an irrational number ’s lowest terms
Ž
when p and q are positive integrals we have;

• 1 1 1 K2
K = = 1 + 1 + + + ⋯+ + … ∗∗∗
• 2! 3! ?! ?+1 !

Choosing ? > • and multiplying both sides of (*) by n!

• ?! ?! KQ
?! K = ?! = ?! + ?! + + + ⋯ + 1 + … ∗∗∗∗
• 2! 3! ?+1
x
Where is a number between 0 and where every other term in (****) is a positive
Z12
integer. Thus assuming that K is rational. We arrive at the contradiction that an integer is
equal to a non-integer. Hence K must be irrational.

EXERCISES
2
.
L? , ≠0
1. Let =t Prove that
0
15

a. is continuous at = 0
b. has a derivative at = 0
c. v is continuous at = 0
2. Evaluate
•
a. [ .
ln − 2 − 5 ] at =1
•
• …
b. [L ? F3 + G] at =0
• i
3. Prove that; sin − sin ! = cot B

cos − cos !

Where B is between a and b

By placing = 0 ?@ ! = , show thatB = . When < 0, @<KL )ℎK =KL‘ ) ℎ< @?

4. Evaluate
CUVW
a. lim 0
→:
XYZ[> C]^Z[>
b. lim
→: 2CjkU
c. lim K
. C.
→;

Functions of Two or More Variables:

A variable “ is said to be a function of two and if for each given pair , we can
determine one or more values of “. This definition is in keeping with the general definition
of functions as a correspondence (mapping) two sets. Here the two sets are:

1. a set of number pairs , [represented geometrically by a two-dimensional point set in the

plane] and
2. a set of real numbers represented by the variable “.
We normally used notations such as , , ” , , % , , ~ , , … to denote the value of the
function at , and write “ = , ,“ = ” , ,“ = % , ,“ = ~ , ,…

We shall also sometimes use the notation “ = “ , although it should be understood that in this case
“ is used in two states, namely as a function and as a variable.

If “ = ” , , , we call “ a dependent variable and and the independent variables. The function is
called single-valued if only one value of “ corresponds to each pair , for which the function is defined.
If there is more than one value of “, the function is multiple-valued and can be considered as a collection
16

of single-valued functions. Hence, we shall restrict ourselves to single-valued functions, unless otherwise
indicated.

The set of values (points), , for which a function is defined is called the domain of definition or simply
domain of the function.

Examples:
1. If “ = , = +2 .
, then 3, −1 = 3 + 2 −1 .
=9−2=7

The concept is easily extended. Thus, J = ” , , “ denotes the value of a function at , ,“ .

2. If “ = , = „1 − + , the domain for which “ is real consists of the set of points

, such that + ≤ 1, i.e. the set points inside and on a circle in the plane having centre
at 0, 0 and radius 1.

3. The set of points “ = „1 − + comprises the surface of a hemisphere of radius 1 and

centre at 0, 0, 0 .

4. If , , “, J is a point in 4-dimentional space, and J = , , “ or ” , , “, J = 0 then ”

represents a hypersurface in 4-dimentional; thus + +“ +J = represents a
hypersphere in 4-dimentional with radius > 0 and centre 0, 0, 0, 0 .

Neighbourhoods:
The set of all points , such that | : , : | < where > 0, is called a rectangular neighbourhood of
: , : ; the set 0 < | − : | < , 0 < | − : | < which excludes : , : is called a rectangular
deleted neighbourhood of : , : . Similar remarks can be made for other neighbourhoods,
− : + − : < is a circular neighbourhood of : , : .

A point : , : is called a limit point, accumulation point or cluster point of a point set – if every deleted
neighbourhood of : , : contains points –. As in the case of one-dimensional point sets, every
bounded infinite set has at least one limit point, this is Weirstrass-Bolzano theorem. A set containing all
its limit points is called a closed set.

Regions:
A point b belonging to a point set is called an interior point of – if there exists a deleted neighbourhood
of b all of whose points belong to –. A point b not belonging to – is called an exterior point of – if there
exists a deleted neighbourhood of b all of whose points do not belong to –. A point is called a boundary
point of – if every deleted neighbourhood of b contains points to – and also points not belong to –.

If any two points of a set – can be joined by a path consisting of a finite number of broken line segments
all of whose points belong to –, then – is called a connected set. A region is a connected set which consists
17

of interior points or interior and boundary points. A closed region is a region containing all its boundary
points. An open region consists only of interior points.

Examples of some regions are shown graphically in Figures a, b, and c below. The rectangular region of
Figure a, including the boundary, represents the set of points ≤ ≤ !, o ≤ ≤ @ which is a natural
extension of the closed interval ≤ ≤ ! for one dimension. The set < < !, o < < @ corresponds
to the boundary being excluded.

In the regions of Figures, (a) and (b), any simple closed curve (one which does not intersect itself anywhere)
lying inside the region can be shrunk to a point which also lies in the region. Such regions are called simply-
connected regions. In Figure c however, a simple closed curve ABCD surrounding one of the “holes” in the
region cannot be shrunk to a point without leaving the region. Such regions are called multiply-connected
regions.

y Figure (a) y Figure (b)

a b x x

Figure (c)

A
A
18

Limits of Functions of two Variables:

Definition: Let , may be undefined at a deleted neighbourhood of : , : [i.e. , may not be
defined at : , : ]. We say that of is the limit of , as approaches : and approaches : [ or
, approaches : , : and write

lim
→ —
, =
†→†—

or

lim , =
,† → — ,†—

if for any positive number we can find some positive number [ depending on and :, : , in general]
such that | , − | < whenever 0 < | − : | < and 0 < | − : | < .

If desired we can use the deleted circular neighbourhood 0 < − : + − : < instead of the
deleted rectangular neighbourhood.

Example:
1. Let
3 , ≠ 1, 2
, =
0, , = 1, 2
Then, as , → 1, 2 , , →3 1 2 =3×1×2=6

Hence,

lim , = lim 3 =3×1×2=6

,† → — ,†— ,† → 2,

The limit of , =3 as , → 1, 2 is 6 even if , is not defined at , ≠ 1, 2 .

Thus, the existence of the limit of , as , → :, : is in no way dependent on the existence of

a value of , at : , : .

Continuity of Functions of two Variables:

Definition: Let , be defined in a neighbourhood of :, : [i.e. , must be defined at : , :
as well as near it]. We say that , is continuous at :, : if for any positive number we can find
19

some positive number [depending on and : , : in general] such that | , − :, : | <

whenever | − : | < and | − : | < . Note that three conditions must be satisfied in order that
, be continuous at : , : . That is:

1. lim , = , meaning the limit exists as , → :, :

,† → — ,†—
2. :, :must exist, i.e. , is defined at :, :
3. lim , = :, : =
,† → — ,†—

Examples:
Let
3 , ≠ 1, 2
, =
0, , = 1, 2
Then, test the continuity of , as , → 1, 2 ,

Solution

1. lim , = lim 3 =3×1×2 = 6

,† → — ,†— ,† → 2,

The limit of , =3 as , → 1, 2 is 6

2. , is defined at , = 1, 2 = 0.
3. lim , = lim 3 = 3 × 1 × 2 = 6 ≠ :, : =0
,† → — ,†— ,† → 2,

Hence , is not continuous at 1, 2 . If we redefine the function so that , = 6 for , =

1, 2 , then the function is continuous at 1, 2 .

If a function is not continuous at a point : , : , it is said to be discontinuous at : , : which is then

called a point of continuity. If as in the above example, it is possible so to redefine the value of a function
at a point discontinuity that the new function is continuous, we say that the point is a removable
discontinuity of the old function. A function is said to be continuous in a region ℛ of the plane if it is
continuous at every point of ℛ.

Many of the theorems on continuity for functions of a single variable can, with suitable modification, be
extended to functions of two or more variables.

Uniform Continuity:
Definition: In the definition of continuity of , at :, : , depends on ℰ and also : , : in
general. If in a region ℛ we can find a which depends only on but not on any particular point : , :
in ℛ [ i.e. the same will work for all points in ℛ], then , is said to be uniformly continuous in ℛ. As
in the case of functions of one variable, it can be proved that a function which is continuous in a closed
and bounded region is uniformly continuous in the region.
20

Examples:
2 & , †1› C& ,†
1. If , = .
−2 +3 , find (a) −2, 3 ; (b) F , G; , œ ≠ 0.
† ›

Solution:

(a). −2, 3 = −2 .
− 2 −2 3 + 3 3 = −8 + 12 + 3 ∗ 9 = −8 + 12 + 27 = 31

2 2 . 2 2 3 2
(b). F , G = F G − 2 F G F G + 3 F G = − +
† † † e † †0

& , †1› C& ,† 2

(c). = [ .
−2 +œ +3 +œ ]−[ .
−2 +3 ]
› ›

1
= .
−2 −2 œ+3 + 6 œ + 3œ − .
+2 −3
œ
1
= −2 œ + +6 œ + 3œ
œ

= −2 + 6 + 3œ

2. Prove that
lim +2 = 5.
→2
†→
Solution:
Method 1: Using definition of limit
We must show that given any > 0, we can find > 0 such that | + 2 − 5| < when
0 < | − 1| < , 0 < | − 2| < .
If 0 < | − 1| < and 0 < | − 2| < , then 1 − < < 1 + and 2 − < < 2 + ,
excluding = 1, = 2.
Thus, 1 − 2 + < < 1 + 2 + and 4 − 2 < 2 < 4 + 2 . Adding,
5−4 + < +2 <5+4 +
or
−4 + < +2 −5<4 +

Now if ≤ 1, it certainly follows that −5 < + 2 − 5 < 5 , i.e. | + 2 − 5| < 5

•
whenever 0 < | − 1| < , 0 < | − 2| < . Then choosing 5 = , i.e. = 4 ( or = 1,
whichever is smaller), it follows that | + 2 − 5| < when 0 < | − 1| < , 0 < | − 2| < ,
i.e.
lim + 2 = 5.
→2
†→
21

Method 2: Using theorems limits

lim + 2 = lim + lim2y = 1 + 4 = 5.
→2 →2 →2
†→ †→ †→

Tutorials:
1. Prove that , = + 2 is continuous at 1, 2 .
2. Determine whether
+2 , , ≠ 1, 2
, =
0, , = 1, 2
(a) has a limit as , → 1, 2
(b) is continuous at , = 1, 2 .