ANALYSIS 2

1. Integrals
(Chapter 5)

Nguyễn Anh Tú

natu@hcmiu.edu.vn

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 1 / 106

 Contents
1 Indefinite Integrals
2 Definite Integrals
3 Fundamental Theorem of Calculus
4 Substitution (Change of Variables)
5 Integration by Parts
6 Partial Fractions
7 Trigonometric Integrals
8 Trigonometric Substitution
9 Improper Integrals
10 Numerical methods

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 2 / 106

 Section 1

Indefinite Integrals

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 3 / 106

Antiderivatives

Antiderivatives
Let f and F be functions defined on (a, b), such that F ′ (x) = f (x),
for all x ∈ (a, b). Then F is called an antiderivative of f on (a, b).

Remarks: If F (x) is an antiderivative of f (x) then F (x) + C is also

an antiderivative of f (x). These are all antiderivatives of f .

Example
• The antiderivative of f (x) = x 2 is x 3 /3 + C .
• A particle moves on a straight line with its acceleration given by
a(t) = 6t + 4. If the initial velocity is v (0) = 6 cm/s and the
initial position is s(0) = 9 cm. Find its position function.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 4 / 106

 Lemma
Let F be a differentiable function on (a, b) such that F ′ (x) = 0 for
all x ∈ (a, b). Then F (x) is constant on (a, b).

Proof. Take any two points x1 ̸= x2 in (a, b). Then by the Mean
Value Theorem for derivatives, there exists c ∈ (a, b) such that
F (x2 ) − F (x1 )
F ′ (c) = .
x2 − x1
Since by hypothesis, F ′ (c) = 0, we obtain F (x1 ) = F (x2 ).
Theorem
Suppose F and G are two antiderivatives of f on (a, b). Then there is
constant C so that G (x) = F (x) + C on (a, b).

Proof. Let H(x) = G (x) − F (x), then

H ′ (x) = G ′ (x) − F ′ (x) = f (x) − f (x) = 0 on (a, b). By the previous
lemma H(x) = C , that is G (x) = F (x) + C on (a, b).
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 5 / 106
Indefinite Integrals

Definition
We call the collection of all antiderivatives of f the indefinite integral
of f , denoted by Z
f (x)dx.

If F is an antiderivative of f then
Z
f (x)dx = F (x) + C .

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 6 / 106

Indefinite Integrals
• Powers: For a ̸= −1

x a+1
Z
x a dx = +C
a+1
a = −1:
1
Z
dx = ln |x| + C
x

• Exponentials: Suppose a ̸= 1, then

ax
Z
ax dx = + C.
ln a
In particular, Z
e x dx = e x + C .

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 7 / 106

Indefinite Integrals of Trigonometric Functions

Z Z
sin xdx = − cos x + C , cos xdx = sin x + C ,
Z Z
tan xdx = − ln | cos x| + C , cot xdx = ln | sin x| + C ,
Z Z
sec2 xdx = tan x + C , csc2 xdx = − cot x + C ,
Z Z
sec x tan xdx = sec x + C , csc x cot xdx = − csc x + C ,
Z Z
dx
sec xdx = ln | sec x + tan x| + C , = arctan x + C
1 + x2
Z Z
dx
csc xdx = − ln | csc x + cot x| + C , √ = arcsin x + C
1 − x2

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 8 / 106

 Section 2

Definite Integrals

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 9 / 106

Definite Integrals

• Motivation: Find area of the region S lying under the graph of a

nonnegative function f (x), above the x-axis and between the
vertical lines x = a and x = b.

• Idea: approximate S by simpler regions Sn that “converge” to S.

Then the areas of Sn converge to the area of S.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 10 / 106

Riemann sums

• Divide [a, b] into n intervals using the points

a = x0 < x1 < ... < xn−1 < xn = b.
• For each i = 1, . . . , n, choose a point ci ∈ [xi−1 , xi ].
• A Riemann sum of f is
Xn
(xi − xi−1 )f (ci ).
i=1

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 11 / 106

 • A set P = {x0 , x1 , ..., xn−1 , xn } where

a = x0 < x1 < x2 < ... < xn−1 < xn = b

is called a partition of [a, b].

• For i = 1, . . . , n, let ∆xi = xi − xi−1 . The norm of partition P is

∥P∥ = max ∆xi .

1≤i≤n

• The Riemann sum correspond to P and c = {c1 , . . . , cn } where

ci ∈ [xi−1 , xi ], i = 1, . . . , n is
n
X
R(f , P, c) = f (ci )∆xi .
i=1

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 12 / 106

 • The area of S is defined if

lim R(f , P, c)
∥P∥→0

exists, independent of the choice of c.

• To prove the limit exists, it suffices to consider the choices of c
that maximize/minimize R(f , P, c).

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 13 / 106

Upper and lower sums

• The upper and lower sums of f with respect to P are

n
X
U(f , P) = ∆xi sup f (x),
i=1 [xi−1 ,xi ]

n
X
L(f , P) = ∆xi inf f (x).
[xi−1 ,xi ]
i=1

• Clearly, for any P and c,

L(f , P) ≤ R(f , P, c) ≤ U(f , P).

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 14 / 106

Example
Find the upper and lower sums of f (x) = x 2 on [0, 1] with respect to
regular partitions. (P is a regular partition if ∆xi = (b − a)/n, for all
i = 1, .., n.)

• Upper sum:
h
i
2 2 2 3 2 4 2
U4 = 14 41 + 15




4
+ 4
+ 4
= 32
= 0.46875
• Lower sums:
h
i
2 1 2 2 2 3 2
L4 = 14 04 + 7




4
+ 4
+ 4
= 32
= 0.21875
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 15 / 106
 Approximation with 8 rectangles

leads to better estimate

U8 = 0.3984375, L8 = 0.2734375

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 16 / 106

 • In general,
"  #
2  2
1 1 2  n 2
Un = + + ··· +
n n n n
1 2 (n + 1)(2n + 1)
= 3
(1 + 22 + · · · + n2 ) = .
n 6n2
"  2 #
2  2 
1 0 1 n−1
Ln = + + ··· +
n n n n
1 2 2 2 (n − 1)(2n − 1)
= (1 + 2 + · · · + (n − 1) ) = .
n3 6n2

• Since Un and Ln approach 1

3
as n increase,
1
A= .
3

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 17 / 106

 Here are the approximations corresponding to various n, the number
of small intervals.

Note that U1000 and L1000 agree to 2 decimal places and their average
L1000 +U1000
2
= 0.3333335 is correct to 6 decimal places.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 18 / 106

 Theorem
If f is a bounded function on [a, b] then the following are equivalent
1 The limit lim∥P∥→0 R(f , P, c) exists and is independent of
choices of c’s.
2 There exists a unique number I such that for any partition P,
L(f , P) ≤ I ≤ U(f , P).
3 For any ε > 0 there exists a partition P such that
U(f , P) − L(f , P) < ε.
Moreover, if 2. holds then I = lim∥P∥→0 R(f , P, c).

Definition
A bounded function f on [a, b] is integrable if it satisfies one of the
equivalent properties above. The definite integral of f on [a, b] is
denoted Z b
f (x)dx = lim R(f , P, c).
a ∥P∥→0

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 19 / 106

Terminology and Notations

Remarks:
• The definite integral ab f (x)dx is a number, whereas f (x)dx
R R

is a collections of functions.
• Any letter can be used for the variable of integration
Z b Z b Z b
f (x)dx = f (t)dt = f (r )dr
a a a

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 20 / 106

Example
Consider Z 3
(x 3 − 6x)dx
0

• Find the Riemann sum R(f , P, c) where P is a regular partition

and c’s are the right end points, i.e. ci = xi .
• Calculate the limit to find the integral.
Solution:
• Width ∆x = 3/n
• End points x0 = 0/n, x1 = 3/n, x2 = 6/n, . . . ,
so the right end points are:

ci = 3i/n, i = 0, . . . , n

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 21 / 106

 Thus,
n
" 3  #
3X 3i 3i
Rn = −6
n i=1 n n
n n
81 X 3 54 X
= 4 i − 2 i
n i=1 n i=1
 2
81 n(n + 1) 54 n(n + 1)
= 4 − 2
n 2 n 2
2
81(n + 1) 27(n + 1)
= 2
− .
4n n
Since
81 27
lim Rn = − 27 = − ,
n→∞ 4 4
we obtain
3
27
Z
(x 3 − 6x)dx = − .
0 4
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 22 / 106
Example
xi−1 +xi
Use the midpoints, i.e. ci = 2
, with n = 5 to approximate
2
1
Z
dx.
1 x
Solution:
• End points: 1, 1.2, 1.4, 1.6, 1.8, 2
• Mid points: 1.1, 1.3, 1.5, 1.7, 1.9
• Width ∆x = 1/5

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 23 / 106

Signed area

• If f positive on [a, b] then I is the area under the graph of f .

• If f negative on [a, b] then I is minus of the area.
• In general, I is called the signed area of the region bounded by
the graph of f .

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 24 / 106

Properties of Definite Integrals
• Reversing limits changes the sign of the integral:
Z b Z a
f (x)dx = − f (x)dx.
a b
• Additivity:
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx,
a a c
for any a, b, c.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 25 / 106

Properties of Definite Integrals

• ab cdx = c(b − a), where c is a constant

R

• Linearity:

Z b Z b Z b
[αf (x) + βg (x)] cdx = α f (x)dx + β g (x)dx,
a a a

where α, β are constants.

• Comparison:
If f (x) ≥ 0 for a ≤ x ≤ b then
Z b
f (x)dx ≥ 0.
a

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 26 / 106

Properties of Definite Integrals
• If f (x) ≥ g (x) for a ≤ x ≤ b then
Z b Z b
f (x)dx ≥ g (x)dx.
a a

• If m ≤ f (x) ≤ M for a ≤ x ≤ b then

Z b
m(b − a) ≤ f (x)dx ≤ M(b − a).
a

• If a ≤ b then
Z b Z b
f (x)dx ≤ |f (x)|dx.
a a

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 27 / 106

Even and odd functions

• f is odd, i.e. f (x) = −f (−x) for all x, then

Z a
f (x)dx = 0
−a

• f is even, i.e. f (x) = f (−x) for all x, then

Z a Z a
f (x)dx = 2 f (x)dx
−a 0

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 28 / 106

Mean Value Theorem

Definition
If f is integrable on [a, b] then the average value or mean value of f
on [a, b] is
Z b
¯ 1
f = f (x)dx.
b−a a

The MVT states that a continuous function attains its mean value on
the interval.
Theorem
If f is continuous on [a, b] there exists c ∈ [a, b] so that
b
1
Z
f (c) = f (x)dx.
b−a a

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 29 / 106

Mean Value Theorem
Proof:
• Since f is continuous on [a, b], it attains max and min on [a, b],
i.e. there exist p, q ∈ [a, b] such that
f (p) = m = min f (x),
x∈[a,b]

f (q) = M = max f (x).

x∈[a,b]
• We have
b
1
Z
m≤ f (x)dx ≤ M.
b−a a

• By the Intermediate Value Theorem, the continuous function f

takes every values between f (p) = m and f (q) = M.
• In particular, there exists c ∈ [a, b] so that
Z b
1
f (c) = f (x)dx.
b−a a
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 30 / 106
 Section 3

Fundamental Theorem of Calculus

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 31 / 106

Fundamental Theorem of Calculus
• FTC gives a quick way to compute definite integrals, without
using Riemann sums.
• It shows that Integration and Differentiation are inverse
operations, they ’cancel’ each other.
Area function
Given f (x) integrable on [a, b], the area function of f on [a, b] is
Z x
G (x) = f (t)dt.
a

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 32 / 106

Fundamental Theorem of Calculus

1 If f is continuous then the area function G (x) is an

antiderivative of f (x)

G ′ (x) = f (x).

In other words, Z x
d
f (t)dt = f (x).
dx a

2 If f is continuous on [a, b] then

Z b
f (x)dx = F (b) − F (a),
a

where F is any antiderivative of f .

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 33 / 106

Examples

1 Find derivative of Fresnel function

Z x
S(x) = sin(πt 2 /2)dt.
0

2 Find the area under graph y = x 2 from 0 to 1.

Solution: F (x) = x 3 /3 is an antiderivative of x 2 . By FTC part 2
1
x3
Z 1
A= x 2 dx =
0 3 0
3 3
1 0 1
= − = .
3 3 3

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 34 / 106

Proof of FTC part 1
Fixed ϵ > 0. Since f is continuous at c, there exists δ > 0 so that

|x − c| < δ =⇒ |f (x) − f (c)| < ϵ.

Thus, if |x − c| < δ
Z x
G (x) − G (c) 1
− f (c) = (f (t) − f (c))dt
x −c |x − c| c
1
≤ |x − c| max |f (t) − f (c)|
|x − c| t∈[c,x]
1
≤ |x − c|ϵdt = ϵ.
|x − c|
This implies that
G (x) − G (c)
lim = f (c).
x→c x −c
It follows that G ′ (c) = f (c).
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 35 / 106
Proof of FTC part 2

Rx
Let G (x) = a f (t)dt be the area function. By FTC part 1, G is an
antiderivative of f . We know that two antiderivatives of f differ by a
constant, hence
F (x) = G (x) + C .
Therefore,
Z b
F (b) − F (a) = G (b) − G (a) = f (x)dx.
a

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 36 / 106

Examples
1 We have
Z 9 √ Z 9
2t 2 + t 2 t − 1
dt = (2 + t 1/2 − t −2 )dt
1 t2 1
t 3/2 t −1 9 4
= 2t + − = 32 .
3/2 −1 1 9

2 What is wrong with this calculation?

Z 3
1 3 4
2
dx = −x −1 −1 = − .
−1 x 3

• The FTC can only be applied to continuous functions

• 1/x 2 has infinite discontinuity at 0, so the FTC is not
applicable.
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 37 / 106
Generalization of FTC part 1

Theorem
If u and v are differentiable and
Z v (x)
F (x) = f (t)dt,
u(x)

then
F ′ (x) = f (v (x))v ′ (x) − f (u(x))u ′ (x).

Note: The FTC part 1 is a special case where u(x) = a and v (x) = x.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 38 / 106

Example

Find derivative of Z x2
F (x) = ln(t 3 + 4)dt
3

and Z 5
G (x) = tan(cos(u) − 4)du
2x

Solution:
F ′ (x) = 2x ln(x 6 + 4)
and
G ′ (x) = −2 tan(cos(2x) − 4)

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 39 / 106

 Section 4

Substitution (Change of Variables)

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 40 / 106

Substitution
Theorem
If u is differentiable and f is continuous then
Z Z
′
f (u(x))u (x)dx = f (u)du.

Proof: We need to show if F (u) is an antiderivative of f (u) then

Z
f (u(x))u ′ (x)dx = F (u(x)) + C .

By the Chain Rule

d
F (u(x)) = F ′ (u(x))u ′ (x) = f (u(x))u ′ (x).
dx
Hence, Z
f (u(x))u ′ (x)dx = F (u(x)) + C .

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 41 / 106

Example
Z √
2x x 2 + 1dx.

√
• Apply the theorem to f (u) = u and u(x) = x 2 + 1.
√
• We have f (u(x))u ′ (x) = 2x x 2 + 1.
• So Z √ Z
√ 2
2
2x x + 1dx = udu = u 3/2 + C .
3

• Substitute u by x 2 + 1 we get
Z √ 2
2x x 2 + 1dx = (x 2 + 1)3/2 + C .
3

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 42 / 106

Example
R
Find x 3 cos(x 4 + 2)dx
• u = x 4 + 2,
• du = 4x 3 dx =⇒ dx = 4x1 3 du
• Hence,
1
Z Z
x cos(x + 2)dx = x 3 cos(u) 3 du
3 4
4x
1
Z
= cos(u)du ( No x any more)
4
1
= sin u + C
4
1
= sin(x 4 + 2) + C
4

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 43 / 106

The steps

• Find an u that can simplify the formula of the integrand.

• Write dx in terms of du and possibly x.
• Get rid of the remaining appearances of x.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 44 / 106

Example
R√
Compute 2x + 1dx
• Find u: u = 2x + 1
• du = 2dx → dx = 21 du
•
√ √ 1
Z Z
2x + 1dx = u · du
2
1 3/2
= u +C
3
1
= (2x + 1)3/2 + C
3

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 45 / 106

Example
R√
Compute x 2 + 1x 5 dx
• u = x2 + 1
• du = 2xdx → dx = 2x1 du
• Thus,
Z √
√ 51
Z
2 5
x + 1x dx = ux 2x du
√
Z
= 12 x 4 udu

• Write x 4 in terms of u

x 4 = (x 2 + 1 − 1)2 = (u − 1)2

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 46 / 106

 Thus,
√
Z Z
2
1
2
u(u − 1) du = 1
2
(u 5/2 − 2u 3/2 + u 1/2 )du

= 71 u 7/2 − 25 u 5/2 + 13 u 3/2 + C

= 71 (x 2 + 1)7/2 − 52 (x 2 + 1)5/2
+ 13 (x 2 + 1)3/2 + C

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 47 / 106

Substitution for Definite Integrals
Theorem
If u ′ is continuous on [a, b] and f is continuous, then
Z b Z u(b)
′
f (u(x))u (x)dx = f (u)du
a u(a)

Note: The limits change from (a, b) to (u(a), u(b))

Example
R2 dx
Evaluate 1 (3−5x)2

• u = 3 − 5x and du = −5dx → dx = − 51 du
• x = 1 → u = −2, x = 2 → u = −7
• We obtain
Z 2 Z −7
dx 1 du 1 −7 1
2
= −5 2
=− −2
=
1 (3 − 5x)
Nguyễn Anh Tú (natu@hcmiu.edu.vn)
−2 u 5u
1. Integrals
14
Fall 2022 48 / 106
 Section 5

Integration by Parts

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 49 / 106

Integration by Parts

Theorem
If u and v are differentiable then
Z Z
udv = uv − vdu.

• Recall that du = u ′ (x)dx and dv = v ′ (x)dx.

• Example: if u(x) = x 2 , v (x) = sin x then we get
Z Z
2 2
x cos xdx = x sin x − 2x sin xdx.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 50 / 106

Integration by Parts - Proof

By the product rule,

[u(x)v (x)]′ = u ′ (x)v (x) + u(x)v ′ (x).

Taking integration gives

Z
u(x)v (x) + C = [u ′ (x)v (x) + u(x)v ′ (x)]dx.

Rearranging terms, we get

Z Z
u(x)v (x)dx = u(x)v (x) − v (x)u ′ (x)dx.
′

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 51 / 106

Example
Z
x sin xdx

• u = x, dv = sin xdx
• du = dx, v = − cos x
•
Z Z
x sin xdx = x(− cos x) − (− cos x)dx
Z
= −x cos x + cos xdx

= −x cos x + sin x + C

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 52 / 106

Example

R
Find ln xdx
• u = ln x, dv = dx
• du = x1 dx, v = x
•
1
Z Z
ln xdx = x ln x − x dx
x
= x ln x − x + C

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 53 / 106

Example

R
Evaluate I = e x sin xdx
• u = sin x, dv = e x dx
• du = cos xdx, v = e x
Z
x
I = e sin x − e x cos xdx

Integral by parts once more

• u = cos x, dv = e x dx
• du = − sin xdx, v = e x

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 54 / 106

 Z
x x
I = e sin x − [e cos x + e x sin xdx]

= e x (sin x − cos x) − I

So
2I = e x (sin x − cos x) + C
or
I = 12 e x (sin x − cos x) + C

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 55 / 106

Example

Calculate In = x n e −x dx
R

• u = x n , dv = e −x dx
• du = nx n−1 dx, v = −e −x
Integrating by parts, we get
Z
n −x
In = −x e +n x n−1 e −x dx

= −x n e −x + nIn−1 .

We can use this repeatedly to calculate In for any n. Note that

I0 = −e −x + C .

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 56 / 106

Integration by Parts for Definite Integrals

If u and v are differentiable then

Z b Z b
′
b
u(x)v (x)dx = u(x)v (x) a − v (x)u ′ (x)dx.
a a

• Example: if u(x) = x 2 , v (x) = sin x then

Z π Z π
2 2
π
x cos xdx = x sin x 0 − 2x sin xdx.
0 0

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 57 / 106

Example
R1
Calculate I = 0 arctan xdx
• Let u = arctan x, then dv = dx hence v = x. As du = dx
1+x 2
, we
get
Z 1
1 x
I = x arctan x 0 − 2
dx
0 1+x
Z 1
π x
= − 2
dx
4 0 1+x

• Let t = 1 + x 2 then dt = 2xdx. Thus,

Z 1 Z 2
x 1 dt 2
2
dx = 2 = 12 ln |t| 1 = ln 2
2
.
0 1+x 1 t
• We obtain
π ln 2
I = − 2
4
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 58 / 106
 Section 6

Partial Fractions

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 59 / 106

Partial Fractions

Consider an integral of the form

Z
P(x)
dx,
Q(x)

where P(x), Q(x) are polynomials.

• Long division reduces it to the case degree of P < degree of Q.
P(x)
• Then one can write Q(x) as sum of simpler terms, call partial
fractions.
• The exact form of partial fractions depend on Q(x).

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 60 / 106

Example

Evaluate
x 3 + 3x 2
Z
dx
x2 + 1
Divide
x 3 + 3x 2 x +3
= x + 3 −
x2 + 1 x2 + 1

x 3 + 3x 2 x +3
Z Z Z
dx = (x + 3)dx − dx
x2 + 1 x2 + 1
1 1
= x 2 + 3x − ln(x 2 + 1)
2 2
− 3 arctan x + C

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 61 / 106

Factorization of Q(x)

Any polynomial Q(x) can be factored as product of

• linear factors of the form (ax + b)
• irreducible quadratic factors

(ax 2 + bx + c) where b 2 − 4ac < 0

I.e.
k
Y l
Y
Q(x) = a (x + bi )ni
(x 2 + cj x + dj )mj .
i=1 j=1

Here the bi ’s are distinct, i.e. bi ̸= bj for i ̸= j. Similarly, the

quadratic factors x 2 + cj x + dj ’s are distinct.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 62 / 106

Linear factors of Q

If Q(x) has a linear factor (ax + b)n then the partial fraction
P(x)
decomposition of Q(x) contains the terms

A1 A2 An
+ + · · · + .
(ax + b) (ax + b)2 (ax + b)n

Here A1 , . . . , An are real numbers.

x 4 +1
Example: The partial fraction decomposition of (x−1)3 (x+1)2
has the
form
x4 + 1 A1 A2 A3 B1 B2
3 2
= + 2
+ 3
+ + .
(x − 1) (x + 1) x − 1 (x − 1) (x − 1) x + 1 (x + 1)2

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 63 / 106

Example
Write as sum of partial fractions
x +5
x2 +x −2
Solution: Factorization of Q: x 2 + x − 2 = (x − 1)(x + 2) Form of
partial fraction decomposition
x +5 A B
= + .
(x − 1)(x + 2) x −1 x +2
Multiplying both sides with Q to get

x + 5 = A(x + 2) + B(x − 1)

Put in suitable values of x;

• x = 1 =⇒ 6 = 3A so A = 2
• x = −2 =⇒ 3 = −3B so B = −1
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 64 / 106
Example
Find
x 4 − 2x 2 + 4x + 1
Z
I = dx
x3 − x2 − x + 1
Solution:
• Long division gives

x 4 − 2x 2 + 4x + 1 4x
3 2
=x +1+ 3 2
x −x −x +1 x −x −x +1
• Factorzing Q: x 3 − x 2 − x + 1 = (x − 1)2 (x + 1)
• Form of partial fraction decomposition

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

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 65 / 106

 • Multipling with Q to get

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

for all x.
• Substituting special values of x:
• x = 1 =⇒ B = 2
• x = −1 =⇒ C = −1
• x = 0 =⇒ A = 1
• We obtain
Z  
1 2 1
I = x +1+ + − dx
x − 1 (x − 1)2 x + 1
x2 2
= + x + ln |x − 1| − − ln |x + 1| + C .
2 x −1

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 66 / 106

Irreducible quadratic factors of Q

If Q(x) has an irreducible quadratic factor

ax 2 + bx + c where b 2 − 4ac < 0

then the partial fraction decomposition contains the term

Ax + B
ax 2+ bx + c
x 3 +1
Example: The partial fraction decomposition of (x−1)2 (4x 2 +4x+3)
has
the form
x3 + 1 A1 A2 B1 x + B2
2 2
= + 2
+ .
(x − 1) (4x + 4x + 3) x − 1 (x − 1) (4x 2 + 4x + 3)

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 67 / 106

Example
Find
3x + 2
Z
I = dx
x3 + 2x 2 + 2x
Solution:
• Factorizing Q(x) = x(x 2 + 2x + 2)
• Form of partial fraction decomposition:
3x + 2 A Bx + C
= + 2
x(x 2 + 2x + 2) x x + 2x + 2
• Multiplying with Q to get

3x + 2 = A(x 2 + 2x + 2) + (Bx + C )x.

• Choose x = 0 =⇒ A = 1.
• Comparing coefficients of x 2 =⇒ B = −1.
• Comparing coefficients of x =⇒ C = 1.
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 68 / 106
 We get
Z  
1 −x + 1
I = + dx
x x 2 + 2x + 2
−(x + 1) + 2
Z
= ln |x| + dx
(x + 1)2 + 1
= ln |x| − 12 ln(x 2 + 2x + 2) + 2 arctan(x + 1) + C

The last equality is easy to check using the substitution u = x + 1.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 69 / 106

 Section 7

Trigonometric Integrals

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 70 / 106

Trigonometric Integrals
We will consider the following two types of integrals
Z Z
n m
sin x cos xdx and tann x secm xdx.

The following will be used frequently

sin2 x + cos2 x = 1
cos(2x) = 2 cos2 x − 1 = 1 − 2 sin2 x
sin(2x) = 2 sin x cos x.

sec2 x = tan2 x + 1
sec′ x = sec x tan x
tan′ x = sec2 x = tan2 x + 1

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 71 / 106

 sinn x cosm xdx
R

• If m = 2k + 1 is odd: Let u = sin x, then

Z Z
2k+1
n
sin x cos xdx = u n (1 − u 2 )k du.

• If n = 2k + 1 is odd: Let u = cos x, then

Z Z
2k+1
sin x cos xdx = − (1 − u 2 )k u m du.
m

• If both m = 2k and n = 2l are even: use half-angle formula to

reduce the powers
1
Z Z
2k 2l
sin x cos xdx = k+l (1 − cos(2x))k (1 + cos(2x))l dx.
2

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 72 / 106

Examples
• Find I = sin2 x cos3 xdx.
R

Solution: Let u =Zsin x. Then

I = u 2 (1 − u 2 )du = 13 u 3 − 15 u 5 + C

= 13 sin3 x − 51 sin5 x + C .
• Find I = sin2 x cos2 xdx.
R

Solution:
1
Z
I = (1 − cos 2x)(1 + cos 2x)dx
4
1
Z
= (1 − cos2 (2x))dx
4
1 1
Z
= (1 − (1 + cos(4x)))dx
4 2
1 1
= x− sin(4x) + C .
8 32
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 73 / 106
R
tann x secm xdx
1 If n = 2k + 1 is odd: Let u = sec x, then

Z Z
n m
tan x sec xdx = tan2k x secm−1 x sec x tan xdx
Z
= (u 2 − 1)k u m−1 du.

2 If m = 2k is even: Let u = tan x, then

Z Z
tan x sec xdx = tann x sec2k−2 x sec2 xdx
n m

Z
= u n (u 2 + 1)k−1 du.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 74 / 106

R
tann x secm xdx
3If m = 2k + 1 is odd and n = 2l is even: Let u = sin x, then
sin2l x u 2l
Z Z Z
n m
tan x sec xdx = = du.
cos2k+2l+1 x (1 − u 2 )k+l+1
R
Example: Find I = sec6 x tan4 xdx
• I = sec4 x tan4 x sec2 xdx
R

• Let u = tan x, then du = sec2 xdx, hence

Z
I = (tan2 x + 1)2 tan4 x sec2 xdx
u 9 2u 7 u 5
Z
2 2 4
= (u + 1) u du = + + +C
9 7 5
tan9 x 2 tan7 x tan5 x
= + + +C
9 7 5

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 75 / 106

Example
R
Find I = sec3 x tan5 xdx
• I = sec2 x tan4 x sec x tan xdx
R

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

Z
I = sec2 x(sec2 x − 1)2 sec x tan xdx
Z
= u 2 (u 2 − 1)2 du
u7 u5 u3
= −2 + +C
7 5 3
sec7 x sec5 x sec3 x
= −2 + + C.
7 5 3

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 76 / 106

 Section 8

Trigonometric Substitution

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 77 / 106

Trigonometric Substitutions

√
• Used to get rid of square roots of the form Ax 2 + Bx + C .
• Can always write Ax 2 + Bx + C = ±(αx + β)2 + γ.
• Thus, by the change of variable u = αx + β, we reduce to one
of the following three cases
√
• a2 − u 2 , let u = a sin t.
√
• a2 + u 2 , let u = a tan t.
√
• u 2 − a2 , let u = a sec t.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 78 / 106

Example
Z
dx
Find I = √
x2 x2 + 4
• Let x = 2 tan t, then dx = 2 sec2 tdt
• Thus,

2 sec2 tdt 1 1
Z Z Z
sec t cos t
I = = dt = dt
2
4 tan t 2 sec t 4 2
tan t 4 sin2 t
• Let t = sin t then
1 1 1
Z
dt
I = 2
=− +C =− +C
4 t 4t 4 sin t

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 79 / 106

 Since
x
tan t =
2
implies
x
sin t = √ ,
x2 + 4
we get
√
x2 + 4
I =− +C
4x

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 80 / 106

ExampleZ
xdx
Find I = √
3 − 2x − x 2
• Complete the square

3 − 2x − x 2 = 4 − (x + 1)2
• Let u = x + 1 then
u−1
Z
I = √ du
4 − u2
• Let u = 2 sin t then
2 sin t − 1
Z
I = 2 cos tdt = −2 cos t − t + C
2 cos t
√ x +1
= − 3 − 2x − x 2 − sin−1 ( ) + C.
2
√
Here we have used 2 cos t = 4 − u 2 and t = sin−1 (u/2).
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 81 / 106
 Section 9

Improper Integrals

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 82 / 106

Improper Integrals of Type 1 (Infinite Intervals)
Integrals over infinite intervals are improper call integrals of Type 1.
• If f is continuous on [a, ∞), then
Z ∞ Z b
f (x)dx = lim f (x)dx.
a b→∞ a
• If f is continuous on [−∞, b), then
Z b Z b
f (x)dx = lim f (x)dx.
−∞ a→−∞ a
• If f (x) is continuous on (−∞, ∞), then
Z ∞ Z c Z ∞
f (x)dx = f (x)dx + f (x)dx.
−∞ −∞ c

Note: An improper integral is called convergent if it exists as a finite

number, and divergent otherwise.
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 83 / 106
Example

∞ b
1 1
Z Z
dx = lim dx
1 x2 b→∞ 1 x
2
 
1
= lim 1 − =1
b→∞ b

p-integrals of Type 1
For 0 < a < ∞,
Z ∞ a1−p
−p
n
p−1
if p > 1
x dx =
a ∞ if p ≤ 1

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 84 / 106

Examples
Evaluate R
∞ −x/2
1 I =
Z ∞ 0 e dx.
2x − 1
2 dx
0 e 3x
Solution:
1 By definition
Z b
I = lim e −x/2 dx = lim (2 − 2e −b/2 ) = 2.
b→∞ 0 b→∞

2 Using integration by parts, we obtain:

Z ∞ Z t
2x − 1
3x
dx = lim (2x − 1)e −3x dx
0 e t→∞ 0
1 − 2t 2 1
= lim ( 3t
− 3t − )
t→∞ 3e 9e 9
1
Therefore, I = − .
9
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 85 / 106
Examples

Evaluate
Z +∞
2 arctan 2x
1 dx
1 + 4x 2
Z0 ∞
ln x
2 dx.
x3
Z1 ∞
3 xe −x dx.
Z0 ∞
dx
4
2
.
−∞ 1 + x
Z ∞
dx
5 √ .
x
R 1∞
6
0
cos xdx.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 86 / 106

Improper Integrals of Type 2
Another type of improper integral arises when the integrand has a
vertical asymptote at a point within the interval of integration. These
are called improper integrals of Type 2.
• If f is continuous on (a, b] and discontinuous at a, then
Z b Z b
f (x)dx = lim+ f (x)dx.
a c→a c
• If f is continuous on [a, b) and discontinuous at b, then
Z b Z c
f (x)dx = lim− f (x)dx.
a c→b a
• If f (x) is discontinuous at c, where a < c < b, and continuous
on [a, c) ∪ (c, b], then
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 87 / 106

 Examples

5 5
1 1
Z Z
√ dx = lim+ dx √
2 x −2 t→2 t x −2
√ 5
= lim+ 2 x − 2 t
t→2
√ √
= lim+ (2 3 − 2 t − 2)
t→2
√
= 2 3.

p-integral of Type 2
For 0 < a < ∞,
a a1−p
Z
−p
n
1−p
if p < 1
x dx =
0 ∞ if p ≥ 1
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 88 / 106
Example

Evaluate Z 1
I = ln xdx.
0

Solution:
Z 1
1
I = lim+ ln xdx = lim+ (x ln x − x) c
c→0 c c→0
ln c
= −1 − lim+ (c ln c − c) = −1 − lim+
c→0 c→0 1/c
L’Hôpital 1/c
= −1 − lim+ = −1 − 0 = −1
c→0 −(1/c 2 )

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 89 / 106

Example
Example
Z 3
dx
Evaluate if it exists.
0 x −1
1
Solution: The integrand has an infinite discontinuity at x = 1,
x −1
so by definition
Z 3 Z 1 Z 3
dx dx dx
= +
0 x −1 0 x −1 1 x −1
Since
Z 1 Z t
dx dx
= lim = lim− ln |x − 1||t0 = −∞.
0 x − 1 t→1− 0 x − 1 t→1
Z 1 Z 3
dx dx
Thus, diverges and hence diverges.
0 x −1 0 x −1
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 90 / 106
Exercises

Evaluate the following integrals

Z 3
dx
1
2/3
.
0 (x − 1)
Z 1
dx
2 √ .
0 1 − x2
Z 1
dx
3 √ .
0 x
Z 1
dx
4
2
.
0 x
Z 1
5 x(ln x)2 dx.
0

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 91 / 106

Comparison Theorems
• Many integrals can not be compute explicitly (e.g.
2
e −x , sinx x , cos(x 2 ), etc.)
• To determine the convergence of an integral, most often we
compare it to a simpler, explicitly computable integral.

Theorem I
Let f and g be continuous on (a, b), and 0 ≤ f (x) ≤ g (x) for
x ∈ (a, b).
• If ab g (x)dx converges then ab f (x)dx also converges, and
R R

Z b Z b
f (x)dx ≤ g (x)dx.
a a
Rb Rb
• If a
f (x)dx diverges then a
g (x)dx diverges.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 92 / 106

Comparison Theorems

Theorem II
Let f and g be continuous on (a, b), and |f (x)| ≤ g (x) for
x ∈ (a, b).
• If ab g (x)dx converges then ab f (x)dx also converges, and
R R

Z b Z b
f (x)dx ≤ g (x)dx.
a a
Rb Rb
• If a
f (x)dx diverges then a
g (x)dx diverges.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 93 / 106

Comparison Theorems

Example
Show that Z ∞
2
I = e −x dx
0
converges.

• Try to compare with integral of e −x

• but e −x 2 ≤ e −x only for x ≥ 1
• so compare to e −x+1 :
2
e −x ≤ e −x+1 , ∀x > 0.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 94 / 106

 Example
Determine whether the following integral converges or diverges
Z ∞
dx
I = √ .
0 x + x3
This is improper integral of both types
Z 1 Z ∞
dx dx
I = √ + √ =: I1 + I2
0 x + x3 1 x + x3
√ √ R1
On (0, 1]: x + x 3 > x, so I1 < 0 √dxx = 2. On [1, ∞):
√ √ R∞
x + x 3 > x 3 , so I2 < 1 xdx3/2 = 2.

Thus, I converges.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 95 / 106

Exercises

• Let p < 1. Compute

Z 1
ln x
dx.
0 xp
• Using the Comparison Test together with integration by parts to
show Z ∞
sin x
dx
1 x
and Z ∞
cos(x 2 )dx
1
converge.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 96 / 106

Exercises

Determine
Z ∞ whether each integral is convergent or divergent.
2
sin x
1. dx.
1 x2 + 1
Z ∞
2
2. xe −x dx.
0
∞
x +1
Z
3. dx.
1 x 2 + 2x
Z ∞
ln x
4. dx.
1 x
Z ∞
dx
5. .
−∞ 4x 2 + 4x + 5

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 97 / 106

 Section 10

Numerical methods

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 98 / 106

Midpoint Rule

The Riemann sum with

xi−1 + xi
ci = = a + (i − 12 )h, i = 1, 2, . . . , n
2
is
Mn = h[f (c1 ) + f (c2 ) + · · · + f (cn )].

Theorem
If f ′′ is continuous on [a, b] and |f ′′ (x)| ≤ K then
Z b
K (b − a)3
f (x)dx − Mn ≤ .
a 24n2

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 99 / 106

Example

How large should nZ be to guarantee that the Midpoint Rule

2
1
approximation for dx is accurate to within 10−4 ? Solution:
1 x
2
• |f ′′ (x)| = | |. So |f ′′ (x)| ≤ 2 on [1, 2]
x3
2
• Error is at most
24n2
2
• This is less than 10−4 if n2 > , or n > 29
24 × 10−4
• Take n = 30

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 100 / 106

Trapezoid Rule
Divide [a, b] into n equal subintervals of length h = b−a n
by
xi = a + ih, i = 0, . . . , n. Then approximate the graph of f between xi
and xi+1 by the straight line connecting (xi , f (xi )) and (xi+1 , f (xi+1 )).

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 101 / 106

Trapezoid Rule
• Let yi = f (xi )
• Area of trapezoid on [xi , xi+1 ]
yi + yi+1
h
2
• Sum of areas of trapezoids is
y + y y1 + y2 yn−1 + yn 
0 1
Tn = h + + ··· +
2 2 2
1 1
= h( 2 y0 + y1 + · · · + yn−1 + 2 yn ).

Theorem
If f ′′ is continuous on [a, b] and |f ′′ (x)| ≤ K then
b
K (b − a)3
Z
f (x)dx − Tn ≤ .
a 12n2
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 102 / 106
Example

How large should nZ be to guarantee that the Trapezoidal

2
1
approximation for dx is accurate to within 10−4 ?
1 x
2
• The error is at most
12n2
1
• For this to be less than 10−4 is equivalent to n2 > or
6 × 10−4
n > 40.8
• Take n = 41

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 103 / 106

Simpson Rule
• Use quadratic functions through 3 points (xi−1 , f (xi−1 )),
(xi , f (xi )) and (xi+1 , f (xi+1 )) to approximate f .
• This leads to
Z xi+1
h
f (x)dx ≈ (yi−1 + 4yi + yi+1 )
xi−1 3

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 104 / 106

Simpson Rule
Rb
Thus, if n is even, a
f (x)dx can be approximated by

h
Sn = (y0 + 4y1 + 2y2 + 4y3 + ... + 2yn−2 + 4yn−1 + yn
3
h X X X
= ( yend + 4 yodd + 2 yeven )
3

Theorem
Suppose |f (4) (x)| ≤ K on [a, b], then
b
K (b − a)5
Z
| f (x)dx − Sn | ≤ .
a 180n4

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 105 / 106

Simpson Rule

Example
2
1
Z
Find n so that the error of approximating dx using the Simpson
1 x
rule is less than 10−4 .
Solution:
24
• Since f (4) (x) = , K = 24
x5
24
• Need n4 > or n > 6.866....
108 · 10−4
• Take n = 8.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 1. Integrals Fall 2022 106 / 106

 ANALYSIS 2
2. Applications of Integrals
(Chapter 6)

Nguyễn Anh Tú

natu@hcmiu.edu.vn

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 1 / 39

 Contents

1 Lengths of Curves

2 Areas between curves

3 Volumes

4 Disk Method

5 Cylindrical Shell Method

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 2 / 39

 Section 1

Lengths of Curves

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 3 / 39

Parametric curves
• To describe curves that fail the vertical line test.
• Write both coordinates x and y of points on the curve as
function of a parameter t ∈ [a, b]:

x = x(t), y = y (t).
Example: The circle centered at (0, 0) of radius 1 can be
parameterized by x = cos(t), y = sin(t), t ∈ [0, 2π]

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 4 / 39

Example
• The line segment connecting (a, b) and (c, d) can be
paremeterized by x(t) = a + t(c − a), y (t) = b + t(d − b) for
t ∈ [0, 1]
• The parabola
x = y 2 − 4y + 3

can be parameterized by
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 5 / 39
 • Parametric equations describe a moving point.
• The range of this point is the curve.
• There are more than one way to parameterize a curve. E.g.
• x = cos(2t), y = sin(2t), t ∈ [0, 2π] is another
parameterization for the unit cirle.
The point now goes around the circle twice, counterclockwise,
starting from (1, 0)
• x = sin(2t), y = cos(2t), t ∈ [0, 2π] is another
parameterization for the unit cirle.
The point goes around the circle twice, clockwise, starting from
(0, 1).

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 6 / 39

Sketching Parametric Curves
• There is no general method to sketch parametric curves.
• For certain curves, we can find relationship between x and y
from the parametric equations. E.g.
• For the curve x = sin t, y = sin2 t, we notice that y = x 2 , so
the point moves on the parabola.
• Since −1 ≤ x = sin t ≤ 1, the curve is only a part of the
parabola.
• sin t is periodic, hence the point moves back and forth between
(−1, 1)and (1, 1).

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 7 / 39

Example
Sketch: x = h + r cos t, y = k + r sin t
0 ≤ t ≤ 2π
• Remove t to find relation between x and y :
(x − h)2 + (y − k)2 = r 2 → a circle of radius r .
• The point goes around the circle once, in counterclockwise
direction.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 8 / 39

Tangent line

• Suppose x(t) and y (t) are differentiable. Then the tangent line
to the curve at (x(t), y (t)) has direction (x ′ (t), y ′ (t)). Thus, the
formula is
x − x(t) y − y (t)
′
= .
x (t) y ′ (t)
• Example: Let C be the parametric curve

x = t 2, y = t 3 − 3t.

Show that C has two tangent lines at (3, 0) and find their
equations.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 9 / 39

Solution
• Solve y = t 3 − 3t = 0√we
have t = 0 and t = ± 3.
√
• Both 2 values t = ± 3 give
the point (3, 0): C crosses
itself at (0, 3)
√
• At t = − 3, the tangent line
is
x −3 y
− √ = .
2 3 6
√
At t = 3, the tangent line is
x −3 y
√ = .
2 3 6

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 10 / 39

Arc length
• To find the length of a parametric curve (x(t), y (t)), t ∈ [a, b],
we approximate it by simpler curves, i.e. line segments.
• Partition the interval [a, b] by a = t0 < t1 < · · · < tn = b, then
we approximate the curve by the line segment Pi−1 Pi , where
Pi = (x(ti ), y (ti )).

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 11 / 39

 • Let Pi = (x(ti ), y (ti )). Then
p
|Pi−1 Pi | ≈ (x ′ (ti ))2 + (y ′ (ti ))2 ∆t.

• Thus,
n
X p
L≈ (x ′ (ti ))2 + (y ′ (ti ))2 ∆t.
i=1
p
• This is a Riemann sum for the function (x ′ (t))2 + (y ′ (t))2 .
Thus, passing to the limit n → ∞, we obtain
Z b p
L= (x ′ (t))2 + (y ′ (t))2 dt.
a

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 12 / 39

Special cases

• If f ′ is continuous on [a, b] then the length of the arc

y = f (x), a ≤ x ≤ b is
s  2
Z bp Z b
dy
L= 1 + [f ′ (x)]2 dx = 1+ dx
a a dx

• If the curve has equation x = g (y ), c ≤ y ≤ d then the length

is
s  2
Z dp Z d
′ 2
dx
L= 1 + [g (y )] dy = 1+ dy
c c dy

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 13 / 39

Example
Find the length of the arc of the semicubical parabola y 2 = x 3
between the points (1,1) and (4,8).

• y = x 3/2 so y ′ = 23 x 1/2
• Arc length
Z 4q
L= 1 + 94 xdx
1

Subs: u = 1 + 94 x
Z 10 √
4
L= 9
udu
13/4
1
√ √
= 27
(80 10 − 13 13)

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 14 / 39

 Section 2

Areas between curves

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 15 / 39

Area between curves
Suppose f and g are continuous and let S be the region bounded by
the curves y = f (x), y = g (x) and the lines x = a, x = b.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 16 / 39

Area between curves

We approximate the area by

X
[f (xi∗ ) − g (xi∗ )]∆x.
i

This is a Riemann sum of the function f (x) − g (x).

Thus, as n → ∞, the sum converges to
Z b
[f (x) − g (x)]dx.
a
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 17 / 39
Formula

• If f (x) ≥ g (x) on [a, b] then the area of S is

Z b
A= [f (x) − g (x)]dx.
a

• In general, the area is

Z b
A= |f (x) − g (x)|dx.
a

Notes: In general, we may need to find the zeros of f (x) − g (x) and
determine its signs in between these points.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 18 / 39

Example

• Find the area of the

region bounded by
y = x 2 + 1, y = x, x =
0, x = 1.
• Solution:
Z 1
A= [(x 2 + 1) − x]dx
0
3
x x2 1
= − +x 0
3 2
5
=
6

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 19 / 39

Example
Find the area of the region
bounded by the curves y =
sin x, y = cos x, x = 0, x =
π/2.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 20 / 39

Integrals in y
We can also integrate in y :
Z d
A= (xR − xL )dy
c

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 21 / 39

Example

• Find the area enclosed

by the line y = x − 1
and the parabola
y 2 = 2x + 6.
• Intersections: (−1, −2)
and (5, 4)
• Write equations in y

xL = 12 y 2 −3 and xR = y +1

Z 4
(y + 1) − ( 21 y 2 − 3) dy
 
A=
−2
3
y y2 4
=− + + 4y = 18
6 2 −2
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 22 / 39
 Section 3

Volumes

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 23 / 39

Volumes
Suppose a solid S lies between the planes x = a to x = b. Assume
that we know be the area A(x) of the cross section of the solid
perpendicular to the x−axis at x.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 24 / 39

 • Cut the solid into n parts by dividing [a, b] into n equal intervals
[xi−1 , xi ] of length ∆x = b−a
n
.
n
• Then V is approximately i=1 A(xi∗ )∆x, where xi∗ ∈ [xi−1 , xi ].
P
• This is a Riemann sum for the function A(x)!
• Hence, passing to the limit n → ∞, we arrive at
Z b
V = A(x)dx.
a

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 25 / 39

 Section 4

Disk Method

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 26 / 39

Solids of Revolution - Disk Method

• Let S be the solid obtained by rotating about the x-axis the

region bounded by the graphs of f and g between a and b. .
• If f (x) ≥ g (x) ≥ 0, the cross sections perpendicular to the
x-axis are annuli, hence

A(x) = π[f (x)2 − g (x)2 ].

• The volume of S is then

Z b
V =π [f (x)2 − g (x)2 ]dx.
a

(When S is obtained by rotating about the y −axis, use a similar

with integration in y .)

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 27 / 39

Example
Volume of a sphere of radius r .

• Lies between x = −r to
x =r
• Cross-section at x is a
circle
√ of radius
r − x 2 , so
2

A(x) = π(r 2 − x 2 ).
• Thus,

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 28 / 39

Example
Find the volume of the solid obtained
√ by rotating about the x-axis
the region under the curve y = x from 0 to 1.

R1 R1
Answer: V = 0
A(x)dx = 0
πxdx = π2 .
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 29 / 39
Example
Find the volume of the solid obtained by rotating the region bounded
by y = x 3 , y = 8 and x = 0 about the y -axis.

R8 R8 96π
Answer: V = 0
A(y )dy = 0
πy 2/3 dy = 5
.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 30 / 39

Example
Find the volume of the solid obtained by rotating the region enclosed
by the curves y = x and y = x 2 about the x-axis.

R1 R1 2π
Answer: V = 0
A(x)dx = 0
π(x 2 − x 4 )dx = 15
.
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 31 / 39
 Section 5

Cylindrical Shell Method

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 32 / 39

Cylindrical shell method

• Another way to compute volume is by using cylinders to cut the

solid.
• Suppose E is obtained by rotating about the y -axis the domain
bounded by f (x) and the x-axis between a and b.
• The intersection of E with the cylinder of radius x along the
y -axis has height f (x).
• Thus the area of the cross section is 2πxf (x).
• The volume of S is then
Z b
V = 2π xf (x)dx.
a

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 33 / 39

More details

• Divide the interval of x into n parts [xi−1 , xi ] with length ∆x

• Approximate the solid in the region xi−1 ≤ r ≤ xi by a cylindrical
shell with height f (x̄i ) where x̄i ∈ [xi−1 , xi ].

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 34 / 39

Volume of one shell

• Think of a shell as a thin rectangle box folded into circular

shape.
• Volume = Circumference × height × thickness, i.e.
Vi = (2π x̄i )f (x̄i )∆x.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 35 / 39

Adding up
• Sum of shell volumes
n
X
Sn = Vi
i=1
n
X
= 2π x̄i f (x̄i )∆x
i=1

• Sn is a Riemann sum
• Let n → ∞ then Sn converges to the volume of the solid
Z b
V = lim Sn = 2πxf (x)dx.
n→∞ a
Z b
• To memorize: V = 2π[radius][height]dx
a
Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 36 / 39
Example

Find the volume of the solid created by rotating about y −axis the
region bounded by y = 2x 2 − x 3 and y = 0.
• Shell has radius x,
interval [0, 2]
• the height
f (x) = 2x 2 − x 3
• Volume
Z 2
16
V = 2πx(2x 2 −x 3 )dx = π
0 5

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 37 / 39

 • If we use the disk method, i.e. integrating in y , then we have to
solve for xL and xR .

• This means solving the cubic equation

2x 2 − x 3 = y .

• Much more complicated than using cylindrical shell method!

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 38 / 39

Example
Find the volume of the solid obtained by rotating about the y -axis
the region between y = x and y = x 2 .
• Shell has radius x,
interval [0, 1]
• Height: f (x) = x − x 2
• Volume:
Z 1
π
V = 2πx(x−x 2 )dx =
0 6

Note: The Disk Method uses integration along the axis of rotation,
while the Shell Method uses integration along the other axis.

Nguyễn Anh Tú (natu@hcmiu.edu.vn) 2. Applications of Integrals Fall 2022 39 / 39

 ANALYSIS 2
3. Sequences and Series
(Chapter 11)

Nguyễn Anh Tú
natu@hcmiu.edu.vn

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 1 / 91

 Contents

1 Sequences

2 Limits of Sequences

3 Series

4 Tests of Convergence

5 Power Series

6 Power Series Representation

7 Taylor and Maclaurin Series

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 2 / 91

 Section 1

Sequences

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 3 / 91

Sequences

• A sequence is an infinite list of real numbers:

a1 , a2 , a3 , a4 , . . . , an , . . .

The sequence a1 , a2 , a3 , . . . is also denoted by {an } or {an }∞

n=1 .
• A sequence can be thought of as a function whose domain is the
set of positive integers, a : N → R.
It is customary to use the notation an instead of a(n).
∞
• a sequence may in fact begin with any index, e.g sin nπ

4 n=0
,
n o∞
√ 1
n2 −9 n=4
• an is called the nth term of the sequence, regardless of the
starting index.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 4 / 91

Sequences
A sequence can be pictured either by
• Plotting its terms on a number line or
• Plotting its graph which consists of the points (n, an ).

The sequence { n1 }.
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 5 / 91
Descriptions of sequences

A sequence can be specified in three ways:

(i) List the first few terms followed by ... if the pattern is obvious,
e.g. 1, 1/4, 1/9, . . .
(ii) Provide a formula for the general term an , e.g. an = (−1)n sin n.
(iii) Provide a formula for calculating the term an from previous
terms a1 , a2 , ..., an−1 , together with values of enough initial
terms. E.g. the Fibonacci sequence
a1 = a2 = 1, an = an−1 + an−2 , n > 2.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 6 / 91

Example

1 ∞
The sequence n n=1
can be described as
• 1, 21 , 13 , 14 , . . .
• an = n1 , n = 1, 2, . . . .
• a1 = 1, an+1 = ana+1 n
.
an an−1
• a1 = 1, a2 = 12 , an+1 = 2an−1 −an
.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 7 / 91

 Section 2

Limits of Sequences

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 8 / 91

Limits of Sequences
• A sequence {an } converges to the number L, and we write

lim an = L or an → L as n → ∞
n→∞

if we can make an arbitrary close to L by taking n sufficiently

large. L is called the limit of the sequence {an }.
• More precisely, {an } converges to L if for every ϵ > 0 there is a
corresponding integer N such that if n > N then |an − L| < ϵ.
• If limn→∞ an exists, we say the sequence converges (or is
convergent). Otherwise, it diverges (or is divergent).
• Remark: The limit of a sequence, if exists, is unique. It is
determined by the behavior of the sequence at infinity, hence it
does not change if we modify or drop finitely many terms of the
sequence.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 9 / 91

Limits of Sequences

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 10 / 91

Limits of Sequences

1  (−1)n
Limits of n
and n
.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 11 / 91

Examples

1 For α > 0, find

1
lim
.
n→∞ n α

2 Determine whether the sequence an = (−1)n is convergent or

divergent.
3 For what values of r is the sequence {r n } convergent?
(Answer: −1 < r ≤ 1)

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 12 / 91

Properties of Limit

Suppose that {an } and {bn } are convergent sequences (to finite
limits) and c is a constant. Then,
1 limn→∞ (an + bn ) = limn→∞ an + limn→∞ bn

2 limn→∞ (an − bn ) = limn→∞ an − limn→∞ bn

3 limn→∞ (can ) = c limn→∞ an

4 limn→∞ (an · bn ) = limn→∞ an × limn→∞ bn

a limn→∞ an
5 limn→∞ n =
bn limn→∞ bn
if limn→∞ bn ̸= 0
α
 α
6 limn→∞ an = limn→∞ an if α > 0 and an > 0.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 13 / 91

Properties of Limit
• If limx→∞ f (x) = L and an = f (n) when n is an integer, then
limn→∞ an = L.

• Examples: Evaluate
1
−1
lim n tan .
n→∞ n

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 14 / 91

Properties of Limit
If limn→∞ an = L and the function f is continuous at L, then

lim f (an ) = f (L).

n→∞

In particular, if an → L then |an | → |L|.

Examples:
1 Find limn→∞ |an | if limn→∞ an = L.

2 Find
3n2 − 12n + 7
lim cos( ).
n→∞ 5n2 + n − 9
3 Find
lim n1/n .
n→∞

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 15 / 91

Squeeze Theorem for Sequences
• Suppose an ≤ bn ≤ cn for n ≥ N and

lim an = lim cn = L.
n→∞ n→∞

Then
lim bn = L.
n→∞

• As a consequence, an → 0 if and only if |an | → 0.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 16 / 91

Bounded Sequences
• A sequence {an } is bounded above if there is a number M
such that
an ≤ M for all n.
In this case, the number M is an upper bound for the sequence.
• {an } is bounded below if there is a number m such that

an ≥ m for all n.

In this case, the number m is a lower bound for the sequence.

• If it is bounded above and below, then {an } is a bounded
sequence.
• Remark {an } is bounded if and only if there is a constant K
such that |an | ≤ K for every n.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 17 / 91

Examples

• The sequence an = 2n is not bounded above, but it is bounded

below (by 0).
• The sequence an = 9 − n is not bounded below, but it is
bounded above (by 9).
• The sequence an = (−1)n n is neither bounded above nor below.
√ √
• The sequence an = n + 1 − n is bounded.

Theorem
An unbounded sequence is divergent.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 18 / 91

Monotonic Sequences
A sequence {an } is called:
• increasing, if an < an+1 for all n, that is,
a1 < a2 < a3 < · · · ;
• decreasing, if an > an+1 for all n, that is,
a1 > a2 > a3 > · · · ;
• monotonic, if it is either increasing or decreasing.
Example
• The sequence an = n is increasing.
• The sequence an = 2−n is decreasing.
(−1)n
• The sequence an = n − n+2
is increasing.
• The sequence an = sin n is not monotonic.
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 19 / 91
Monotonic Sequence Theorem

• If {an } is increasing and an ≤ M for all n, then {an } converges

and limn→∞ an ≤ M.
• If {an } is decreasing and an ≥ m for all n, then {an } converges
and limn→∞ an ≥ m.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 20 / 91

Example
√
Let a1 = 1 and an = 6 + an−1 for n > 1 . Prove that {an }
converges and find its limit.
Solution:
• We prove {an }√is increasing and an < 3 by induction.
We have 3 > 7 > 1, i.e. 3 > a2 > a1 . Suppose 3 > an+1 > an ,
then √ p √
3 = 6 + 3 > 6 + an+1 > 6 + an ,
i.e. 3 > an+2 > an+1 .
• Since {an } is increasing and bounded, it converges.
Suppose limn→∞ an = L, then
√ √
L = lim an+1 = lim 6 + an = 6 + L.
n→∞ n→∞
√
Solving L = 6 + L gives L = 3.
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 21 / 91
Infinite Limits

• The sequence {an } diverges to infinity if for every positive

number M there is an integer N such that for all n larger than
N, an > M. If this condition holds we write

lim an = ∞ or an → ∞.
n→∞

• Similarly if for every negative number m there is an integer N

such that for all n > N we have an < m, then we say {an }
diverges to negative infinity and write

lim an = −∞ or an → −∞.
n→∞

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 22 / 91

 Section 3

Series

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 23 / 91

Series
• If we try to add the terms of an infinite sequence {an }, we get
an expression of the form

a1 + a2 + a3 + · · · + an + · · ·

which is called a series. P

It can also be denoted by ∞ j=1 aj .
• The number an is the nth term of the series.
• The need to define infinite series arises already when we write,
for instance,
π = 3.14159265 . . .
Here it means that
1 4 1 5 9 2 6 5
π = 3+ + 2 + 3 + 4 + 5 + 6 + 7 + 8 +···
10 10 10 10 10 10 10 10

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 24 / 91

Series
• The nth partial sum of the series
P∞
n=1 an is
n
X
sn = ai = a1 + a2 + a3 + · · · + an .
i=1
P∞
• If limn→∞ sn = s we say that the series n=1 an converges to s
and write
∞
X
an = s or a1 + a2 + a3 + · · · + an + · · · = s.
n=1

The number s is called the sum of the series.

• If {sn } diverges, we say that the series ∞
P
n=1 an diverges.
P∞
• So n=1 an = s, if by adding sufficiently many terms of the
series we can get as close as we like to the number s.
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 25 / 91
Examples

1 Show that the series ∞

X 1
n=1
n(n + 1)
is convergent, and find its sum.
2 Show that the series
1 1 1 1
1 + √ + √ + √ + ··· + √ + ···
2 3 4 n

is divergent.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 26 / 91

Remarks

• Any letter may be used for the index. Thus,

∞
X ∞
X ∞
X
an = aj = aα .
n=1 j=1 α=1

• Infinite series may begin with any index. For example,

∞ ∞
X 1 X 1
, .
n=2
n ln n n=9
(n − 8)2

• The convergent property of a series depends only on the

behavior of the series at infinity. It does not change if we can
add/delete/modify a finite number of terms of the series.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 27 / 91

Divergence Test

Theorem
If an ̸→ 0, i.e. if either
• limn→∞ an does not exist
• or limn→∞ an = L ̸= 0
P
then the series an diverges.

Example: Show that the series

∞ ∞
X (−1)n 2n − 3 X
, cos n.
n=1
5n + 1 n=1

are divergent.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 28 / 91

Geometric Series
Geometric series are series of the form
∞
X
2 3 n
a + ar + ar + ar + · · · + ar + · · · = ar n , a ̸= 0,
n=0

in which a and r are fixed numbers. Each term is obtained by

multiplying the preceding one with the common ratio r .
Theorem
(a) If |r | < 1, then ∞ n a
P
n=0 ar is convergent, with sum 1−r
.
(b) If |r | ≥ 1, and a ̸= 0, then ∞ n
P
n=0 ar is divergent.

In words: The sum of a convergent geometric series is

first term
1 − common ratio
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 29 / 91
Properties of Series

P P
If
P the series a n and bn are P
convergent, then P
so are the series
can (where c is a constant), (an + bn ), and (an − bn ).
Furthermore,
P P
(i) can = c an ;
P P P
(ii) (an + bn ) = an + bn ;
P P P
(iii) (an − bn ) = an − bn .

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 30 / 91

 Section 4

Tests of Convergence

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 31 / 91

Nonnegative Series

Definition
A nonnegative series is a series whose terms are all nonnegative.

Theorem
A nonnegative series converges if and only if its partial sums are
bounded from above.

Example: Test the series

∞
X 1
n=1
2n + 5n

for convergence.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 32 / 91

The Integral Test

Suppose f is a continuous, positive, non-increasing function on

[N, ∞) and an = f (n) for n > N. Then
∞
X Z ∞
an converges ⇐⇒ f (x)dx converges.
n=1 N

Example: Determine if the following series converges or not

P∞ 1
• .
Pn=2
∞
n ln n
1
• n=1 n2 +1 .

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 33 / 91

p -series

For a positive constant p,

∞
X 1 1 1 1
p
= p + p + p + ···
n=1
n 1 2 3

is called the pP
-series,
When p = 1, ∞ 1 1 1
n=1 n = 1 + 2 + 3 + · · · is also called the harmonic
series.
Theorem
P∞ 1
The series n=1 np converges if p > 1 and diverges if p ≤ 1.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 34 / 91

Remainder estimate
• Suppose ∞
P
j=1 aj converges to s.
• Then Rn = s − sn is the remainder when we use sn to
approximate s
• If an = f (n) and f is positive and decreasing function then
Z ∞ Z ∞
f (x)dx ≤ Rn ≤ f (x)dx
n+1 n

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 35 / 91

The Comparison Test
P P
Let an and bn be series with nonnegative terms such that
an ≤ bn for all n ≥ N.
P P
(a) bn converges =⇒ an converges.
P P
(b) If an diverges =⇒ bn diverges.
In words,
(i) The convergence of the bigger series implies the convergence of
the smaller series,
(ii) The divergence of the smaller series implies the divergence of the
bigger series.
Example: Determine if the following series converges
∞ ∞
X ln n X 1 + sin n
, 2
.
n=1
n n=1
n

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 36 / 91

The Limit Comparison Test

P P
Suppose that an and bn are series with nonnegative terms. If
an
lim =K
n→∞ bn
where K is a finite number and K > 0, then either both series
converge or both diverge.
Example: Test the given series for convergence or divergence
∞ √ ∞
X 2n2 − 5 n + 1 X 1
, n sin( ).
n=1
7n4 − 3n3 + 9n − 1 n=1 n2

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 37 / 91

Alternating Series
• An alternating series is a series whose terms are alternately
positive and negative.
• Here are two examples:
∞
1 1 1 (−1)n X (−1)n
1 − + − + ··· + + ··· =
2 3 4 n n=1
n
∞
1 1 (−1)n+1 X (−1)n+1
−1 + − 2 + ··· + + · · · =
2 2 2n n=0
2n

• The n-th term of an alternating series is of the form

an = (−1)n+1 |an | or an = (−1)n |an |

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 38 / 91

The Alternating Series Test

Consider the alternating series

∞
X
(−1)n+1 cn = c1 − c2 + c3 − c4 + · · · + (−1)n+1 cn + · · · .
n=1

Suppose that
(i) 0 ≤ cn+1 ≤ cn for all n and
(ii) limn→∞ cn = 0,
then the series is convergent.
Furthermore, the sum s of the series satisfies

|s − sn | ≤ cn+1 .

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 39 / 91

Examples
• The alternating harmonic series
∞
1 1 1 (−1)n+1 X (−1)n+1
1− + − + ··· + + ··· =
2 3 4 n n=1
n

satisfies
1
i) 0 < cn+1 < cn because n+1 < n1 ;
ii) cn = n1 → 0.
Thus, it converges by the Alternating Series Test.
• Similarly, the alternating p−series
∞
X (−1)n+1
n=1
np

converges for any p > 0.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 40 / 91
Alternating Series Test - Proof
We have
• s2k+2 > s2k and
• s2k+1 < s2k−1 .
Thus,
s2 < s4 < · · · < s2k < s2k−1 < · · · < s1 .
The sequence of even partial sums is increasing and is bouded above
by the sequence of odd partial sums. Thus lim s2k and lim s2k−1 exists.
Since

lim s2k − lim s2k−1 = lim(s2k − s2k−1 ) = lim c2k = 0,

these two limits equal. Thus ∞ n+1

P
n=1 (−1) cn converges.
From the proof, we can see s lies between sn amd sn+1 , so

|s − sn | < |sn+1 − sn | = cn+1

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 41 / 91

Alternating Series Test

Example: How big should n be so that the error in using sn to

approximate the following series is less than 10−3 ?
∞
X (−1)n
n=1
1 + 2n

Answer: The error is less than |an+1 |, so we need

1/(1 + 2n+1 ) < 10−3 ,

or
n ≥ 9.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 42 / 91

Absolute Convergence

• The series
P
an converges Pabsolutely (is absolutely
convergent) if the series |an | converges.
• Absolutely convergence is stronger than convergence:
X X
|an | converges =⇒ an converges .

Example: Determine whether the series

∞ √ √ √ √
X sin nπ3 3 3 3 3
2
= + 2
+0− 2
− + 0 + ···
n=1
n 2 2·2 2·4 2 · 52

is convergent or divergent.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 43 / 91

Conditional Convergence

• The series
P
an converges conditionally P (is conditionally
convergent) if it converges but the series |an |, diverges.
• In other words, Conditional Convergence = Convergence, but
not Absolutely Convergence.
Example: The alternating p-series
∞
X (−1)n+1 1 1 1
=1− + p − p + ··· , p>0
n=1
np 2p 3 4

converges
• absolutely if p > 1,
• conditionally if 0 < p ≤ 1.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 44 / 91

The Ratio Test
• Suppose that for the series
P
an , the following limit exists

an+1
ρ = lim .
n→∞ an
• Then
(a) if ρ < 1, the series absolutely converges.
(b) if ρ > 1, the series diverges.
• In the case ρ = 1, no conclusion can be drawn.
Example: Prove that ∞ 1
P
n=0 n! converges.
Solution Since an = 1/n!,

an+1 1
ρ = lim = lim = 0 < 1.
n→∞ an n→∞ n + 1

Thus the series converges by the Ratio Test.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 45 / 91
The Root Test

• Suppose that for the series

P
an , the following limit exists
1
ρ = lim |an | n .
n→∞

• Then
(a) if ρ < 1, the series absolutely converges.
(b) if ρ > 1, the series diverges.
• In the case ρ = 1, no conclusion can be drawn.
• If ρ = 1 in the Ratio Test, don’t try the Root Test because ρ will
again be 1.
2n+3 n
Example: Determine whether ∞
P

n=1 3n+2 converges.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 46 / 91

Examples
P∞ (−2)n+1
• For the series n=1 nn
,

2(n+1)/n
ρ = lim =0<1
n→∞ n
so the series converges absolutely.
• For the series n (1 + n1 )n2
P

1
ρ = lim (1 + )n = e > 1
n→∞ n
so the series diverges.
• Determine whether ∞ 2n+3 n
P

n=1 3n+2
converges.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 47 / 91

Guidelines for Testing Convergence

1. Do the terms converge to 0? If not, the series diverges by the

Divergence Test.
2. Is the Alternating Series Test applicable?
3. Is the series one of the special types: geometric, p-series,
telescoping?
If not, can its absolute series be compared to one of the special
types?
4. Try the Ratio Test, then the Root Test?
5. Try the Integral Test.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 48 / 91

Examples

P (−1)n n2
1 n 4n
.
P 2n−1
n
2 n 4n+3
P (−1)n √n3 +1
3 n n2 +9
P∞ 3n−1
4 n=1 2
P∞ 2n 1+1
5 n=2 n(ln n)s
P 3n
6 n n
P 5 −4n+1
7
2n3 −2n+3
P n4
8 n
Pn eln n
9 n n+10

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 49 / 91

Examples

For each series below, determine if it converges or diverges

P∞ 1 1/n
P∞ n
1 n=1 (1 + nn ) 7 n=1 (−0.3)
P∞ 1 P∞ cos(nπ)
2 n=1 n sin( n ) 8 n=1 n+1
P∞ (−1)n ∞ sin4 (n)
√
P
3 n=2 n2 +3n+4−n 9 √
n=3 n n−n
P∞ n n ∞ n!
n=1 (−1) n1.001 +1
P
4 10
4n
P∞ 2n− n √ Pn=1
∞ 1
5 11 n=2 (ln n)n
n=1 n2 +n+1
P∞ −0.3
P∞ n 3n
6 n=1 n 12 n=1 (−1) 2n+4

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 50 / 91

 Section 5

Power Series

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 51 / 91

Power Series
• A power series is a series of the form
X∞
cn x n = c0 + c1 x + c2 x 2 + c3 x 3 + · · · + cn x n + · · ·
n=0
where x is a variable and the cn ’s are constants called the
coefficients of the series.
• For each fixed x, it is a series of constants that we can test for
convergence or divergence.
• A power series may converge for some values of x and diverge
for other values of x.
• More generally, a series of the form
X∞
cn (x − a)n = c0 + c1 (x − a) + · · · + cn (x − a)n + · · ·
n=0

is called a power series in (x − a) or a power series

centered at a or a power series about a.
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 52 / 91
Examples
• The power series
∞
X
xn = 1 + x + x2 + x3 + · · · + xn + · · ·
n=0

converges when −1 < x < 1 and diverges when |x| ≥ 1.

Furthermore, if −1 < x < 1,

∞
X 1
xn = .
n=0
1−x

• Find all values of x that make the following series converges

∞
X
32n+1 (2x − 1)n .
n=0

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 53 / 91

Examples

For what values of x do the following power series converge?

P∞ n−1 x n x2 x3
(a) n=1 (−1) n
=x− 2
+ 3
− ···;
P∞ n+1 x 2n−1 x3 x5
(b) n=1 (−1) 2n−1
=x− 3
+ 5
− ···;
P∞ xn x2 x3
(c) n=0 n! =1+x + 2!
+ 3!
+ ···;
P∞
(d) n=0 n!x n = 1 + x + 2!x 2 + 3!x 3 + · · · .

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 54 / 91

Radius of Convergence
• For a given power series P∞
− a)n
n=0 cn (x
one of the following three possibilities holds:
(i) The series converges only when x = a.
(ii) The series converges for all x.
(iii) There is a positive number R such that the series absolutely
converges if |x − a| < R and diverges if |x − a| > R.
• The number R in case (iii) is called the radius of convergence
of the power series.
• By convention, R = 0 in case (i), and R = ∞ in case (ii).
Theorem
Suppose that the following limit exists

L = lim |cn+1 |/|cn | (or L = lim |cn |1/n ).

n→∞ n→∞

Then R = L1 .
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 55 / 91
Interval of Convergence
• The set of all values of x for which the power series
P∞ n
n=0 cn (x − a) converges is called interval of convergence
of the power series.
• It is an interval of length R centered at a. The interval can be
open, closed, or half-open.
• In case (i) the interval consists of just a single point a.
• In case (ii) the interval is (−∞, ∞).
• In case (iii) there are four possibilities for the interval of
convergence:
(a − R, a + R), (a − R, a + R], [a − R, a + R) or [a − R, a + R].

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 56 / 91

How to Find the Interval of Convergence

1.
Find the radius of convergence R, using the formula.
If R = 0, the interval of convergence is {a}.
2.
If R = ∞, the interval of convergence is (−∞, ∞).
3.
If R < ∞, test for convergence at each endpoint a ± R, using
4.
the Comparison Test, the Integral Test, or the Alternating Series
Test.
Example: Determine the center, radius, and interval of
convergence of
∞
X (2x + 5)n
2 + 1)3n
.
n=0
(n

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 57 / 91

 Section 6

Power Series Representation

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 58 / 91

Power Series Representation

• If f (x) = ∞ n
P
n=0 cn (x − a) for all x in the interval
(a − R, a + R), we say that the power series is a representation
of f (x) on that interval
P∞ or f is expanded into/represented by
n
the power series n=0 cn (x − a) . P
1
E.g. f (x) = 1−x is represented by ∞ n
n=0 x on (−1, 1).
• To find the power series representation of a function, or vice
versa, we use
1 Algebraic manipulations
2 Differentiation and Integration
3 Taylor series

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 59 / 91

Examples
From
∞
1 X
= xn = 1 + x + x2 + x3 + · · · + xn + · · · ,
1−x n=0

replacing x by −x we get
∞
1 X
= (−1)n x n .
1+x n=0

Similarly, replacing x by −x 2 we get

∞
1 X
= (−1)n x 2n
1 + x2 n=0

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 60 / 91

Differentiation and Integration of Power Series
• Suppose that the power series (x − a)n has radius of
P
cnP
convergence R > 0 and let f (x) = ∞ n
n=0 cn (x − a) on
(a − R, a + R).
• Then f (x) is differentiable on the interval (a − R, a + R) and
f ′ (x) = c1 + 2c2 (x − a) + 3c3 (x − a)2 + · · ·
X∞
= ncn (x − a)n−1 ,
n=1

• The indefinite integral of f (x) is given by

Z
c1
f (x)dx = C + c0 (x − a) + (x − a)2 + · · ·
2
∞
X cn
=C+ (x − a)n+1 .
n=0
n + 1
• These series have the same radius of convergence R.
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 61 / 91
Example
• We have
∞
1 X
= 1 + x + x2 + x3 + · · · + xn + · · · = x n.
1−x n=0
• Differentiating gives
∞ ∞
1 X
n−1
X
= nx = (n + 1)x n , −1 < x < 1.
(1 − x)2 n=1 n=0
• Integrating gives
X xn ∞
1
Z
− ln(1 − x) = dx = C + . |x| < 1
1−x n=1
n
Setting x = 0 gives C = 0, hence
∞
x2 x3 X xn
ln(1 − x) = −x − − − ··· = − , |x| < 1.
2 3 n=1
n
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 62 / 91
Example
Identify the function f (x) represented by
∞
X x 2n+1 x3 x5
(−1)n =x− + − · · · , −1 ≤ x ≤ 1.
n=0
2n + 1 3 5

Solution: By differentiation,
∞
′
X 1
f (x) = (−1)n x 2n = , −1 < x < 1.
n=0
1 + x2

Thus,
1
Z Z
′
f (x) = f (x)dx = dx = arctan x + C .
1 + x2
Substituting x = 0, we obtain C = 0. Thus,
3 5
x − x3 + x5 − · · · = arctan x, −1 ≤ x ≤ 1.
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 63 / 91
 Section 7

Taylor and Maclaurin Series

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 64 / 91

Taylor and Maclaurin Series

Theorem
If f has a power series representation
∞
X
f (x) = cn (x − a)n
n=0

then its coefficients are given by the formula

f (n) (a)
cn = .
n!

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 65 / 91

Taylor and Maclaurin Series

• Let f be an indefinitely differentible function. The series

∞
X f (n) (a) f ′ (a) f ′′ (a)
(x − a)n = f (a) + (x − a) + (x − a)2 + · · ·
n=0
n! 1! 2!

is called the Taylor series of the function f at a.

• When a = 0, it is called the Maclaurin series of f .
• It is not always true that the Taylor series of f (x) converges to
f (x). But this is true if f (x) is e x , cos x or sin x.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 66 / 91

Examples
1 Find the Taylor series of e x at x = a.
Solution:
∞
x
X ea
e = (x − a)n , −∞ < x < ∞.
n=0
n!
2 Find the Maclaurin series of cos x.
Solution: The derivatives of f (x) = cos x are
f (x) = cos x, f ′ (x) = − sin x
f ′′ (x) = − cos x, f ′′ (x) = sin x
.. ..
. .
f (2n) (x) = (−1)n cos x, f (2n+1) (x) = (−1)n+1 sin x.
Thus, f (2n) (0) = (−1)n , f (2n+1) (0) = 0. We have
∞
X (−1)n 2n
cos x = x , −∞ < x < ∞.
n=0
(2n)!
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 67 / 91
Taylor and Maclaurin Series
We now try to find conditions that guarantee that f equals its Taylor
series, i.e.
∞
X f (n) (a)
f (x) = (x − a)n .
n=0
n!

Definition 10.1
The Taylor polynomial of order n of f at a is

f ′′ (a)
Tn (x) = f (a) + f ′ (a)(x − a) + (x − a)2 +
2!
f (n) (a)
+ ··· + (x − a)n .
n!
Thus, Tn is the n-th partial sum of the Taylor series of f at a.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 68 / 91

Taylor and Maclaurin Series

f (x) = e x and and its Taylor polynomials T1 (x), T2 (x), and T3 (x).

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 69 / 91

Taylor and Maclaurin Series

Example 10.2 Find the Taylor polynomials generated by

f (x) = cos x at x = 0.

Solution The cosine and its derivatives are

f (x) = cos x, f ′ (x) = − sin x
f ′′ (x) = − cos x, f ′′ (x) = sin x
.. ..
. .
f (2n) (x) = (−1)n cos x, f (2n+1) (x) = (−1)n+1 sin x.

When x = 0, the cosines are 1 and the sines are 0, so

f (2n) (0) = (−1)n , f (2n+1) (0) = 0.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 70 / 91

Taylor and Maclaurin Series
Hence the Taylor polynomials of orders 2n and 2n + 1 are identical:
x2 x4 x6 x 2n
T2n (x) = T2n+1 (x) = 1 − + − + · · · + (−1)n .
2! 4! 6! (2n)!

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 71 / 91

Taylor and Maclaurin Series

Clearly, f is the sum of its Taylor series at a if

f (x) = lim Tn (x), |x − a| < R. (1)

n→∞

If we let
Rn (x) = f (x) − Tn (x)
then Rn (x) is called the remainder of the Taylor series and (1) is
equivalent to

lim Rn (x) = 0 for |x − a| < R.

n→∞

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 72 / 91

Remainder Formulas

Theorem
The following holds for the Taylor remainders of f
• (The integral form of the remainder term)
x
f (n+1) (t)
Z
Rn (x) = (x − t)n .
a n!
• (Lagrange’s form of the remainder term)

f (n+1) (s)
Rn (x) = (x − a)n+1
(n + 1)!

for some s between x and a.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 73 / 91

Taylor and Maclaurin Series

Corollary
Let f (x) be an infinitely differentiable function on the open interval
I = (a − R, a + R) with R > 0. Assume there exists a constant
K ≥ 0 such that for all n,

f (n) (x) ≤ K for all x ∈ I .

Then f (x) is represented by its Taylor series in I :

∞
X f (n) (a)
f (x) = (x − a)n for all x ∈ I .
k=0
n!

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 74 / 91

Examples
• For f (x) = e x , we have
|f (n) (x)| = |e x | ≤ e a+R
for any n ∈ N and x ∈ (a − R, a + R). Thus, for any a, the
Taylor series of e x at a converges to e x , i.e.
∞
X ea
ex = (x − a)n , −∞ < x < ∞
k=0
n!
In particular, when a = 0 we have
x x2 x3 xn
ex = 1 + + + + ··· + + · · · , −∞ < x < ∞ .
1! 2! 3! n!
Letting x = 1 gives
1 1 1 1
e =1+ + + + ··· + + ··· .
1! 2! 3! n!
Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 75 / 91
Example

• By similar arguments, we can derive the following formulas

∞
X (−1)n 2n+1
sin x = x (∀x)
n=0
(2n + 1)!
∞
X (−1)n
cos x = x 2n (∀x)
n=0
(2n)!

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 76 / 91

Example

Find Maclaurin series for

2 /3
f (x) = e −x .

Using the power series representation of e x , we have

∞
−x 2 /3
X (−x 2 /3)n
e =
n=0
n!
∞
X (−1)n 2n
= x
n=0
3n n!

for all real x.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 77 / 91

Example
Find Taylor series for ln x in powers of x − 2.
Solution: We have
x −2
ln x = ln(2 + (x − 2)) = ln(2(1 + ))
2
x −2
= ln 2 + ln(1 + ( ))
2
Use the Maclaurin series for ln(1 + x), we get
∞
X (−1)n−1 x − 2 n
ln x = ln 2 + ( )
n=1
n 2
∞
X (−1)n−1
= ln 2 + (x − 2)n
n=1
2n n

This holds for −1 < (x − 2)/2 ≤ 1, or 0 < x ≤ 4.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 78 / 91
Example
Find cos(43o ) with error less than 10−5 .
Use the Maclaurin series for cos(x)
∞
X (−1)n 43π 2n
cos(43o ) = ( )
n=0
(2n)! 180

If we stop at the n-th term then error is bounded by

1 43π 2n+2
|R2n | ≤ ( ) < 10−5
(2n + 2)! 180
if n = 3. Thus, we obtain
3
o
X (−1)n 43π 2n
cos(43 ) ≈ ( )
n=0
(2n)! 180
≈ 0.7313512

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 79 / 91

Example

Let Z x
2
f (x) = e −t dt
0

Find the Maclaurin series of f and evaluate f (1) correct up to 3

decimal places.
Solution: The power series representation of f is
∞
x X
t 2n
Z
f (x) = (−1)n dt
0 n=0
n!
∞
X (−1)n
= x 2n+1
n=0
(2n + 1)n!

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 80 / 91

In particular,
∞
X (−1)n
f (1) =
n=0
(2n + 1)n!

By the Alternating Series Test, the error when using the first n terms
is less than
1
.
(2n + 3)(n + 1)!
This is less than 0.0005 for n = 5.
Thus, we obtain
5
X (−1)n
f (1) ≈ ≈ 0.746729...
n=0
(2n + 1)n!

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 81 / 91

Binomial Series
The Binomial Theorem states that for any natural number k,
   
k k
k
(a + b) = a + k k−1
a b+ ak−2 b 2 + · · ·
1 2
 
k
+ ab k−1 + b k .
k −1
 
k k(k − 1) · · · (k − n + 1) k!
Here = = , are the
n n! n!(k − n)!
binomial coefficients. Letting a = 1 and b = x, we obtain
   
k k
k
(1 + x) = 1 + x+ x2 + · · ·
1 2
 
k
+ x k−1 + x k .
k −1

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 82 / 91

Binomial Series

Consider the function f (x) = (1 + x)k without assuming that k ∈ N.

To find the Maclaurin series for f , we first compute

f (n) (x) = k(k − 1) · · · (k − n + 1)(1 + x)k−n

f (n) (0) = k(k − 1) · · · (k − n + 1).

• If k is a nonnegative integer, then the series stops after k + 1

terms because the coefficients from n = k + 1 on are zero.
• If k ̸∈ N, then

f (n) (0)
 
k(k − 1) · · · (k − n + 1) k
= = .
n! n! n

is non-zero for all n.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 83 / 91

Binomial Series

For k ∈ R and n ∈ N we define the binomial coefficients by

   
k k(k − 1) · · · (k − n + 1) k
= , = 1.
n n! 0

Then, the Maclaurin series of f (x) = (1 + x)k is

∞  
X k k(k − 1) 2 k(k − 1)(k − 2) 3
x n = 1 + kx + x + x +
n 2! 3!
n=0
k(k − 1)(k − 2) · · · (k − n + 1) n
+ ··· + x + ···
n!

This series is called the binomial series.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 84 / 91

Binomial Series

The Ratio Test shows that this series has radius of convergence
R = 1. Furthermore, the binomial series converges to (1 + x)k for
|x| < 1.

Theorem
If k ∈ R and |x| < 1, then

∞  
X k
k
(1 + x) = xn
n
n=0
∞
X k(k − 1) · · · (k − n + 1) n
= x
n=0
n!

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 85 / 91

Binomial Series

Example 10.6 Find the Maclaurin series for

1
√ .
1+x
Answer: For −1 < x ≤ 1,
∞
1 X 1 · 3 · 5 · · · · · (2n − 1) n
√ = (−1)n n n!
x .
1+x n=0
2

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 86 / 91

Important Maclaurin Series

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 87 / 91

Examples

1
1 Expand in powers of x + 2.
2 + 3x
x
2 Expand in powers of x.
1 + 2x 2
3 Expand ln x in powers of x − 2. Where does the expansion holds?
4 Expand cos(πx) in powers of x − 1.

Nguyễn Anh Tú natu@hcmiu.edu.vn 3. Sequences and Series Fall 2022 88 / 91