Engineering Maths I
Engineering Maths I
Engineering Maths I
First Version
1 Functions 1
1.1 Interval Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Open Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.2 Closed Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.3 Half-open Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Infinite Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.1 Open Infinite Intervals . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.2 A closed-infinite interval [a, ∞). . . . . . . . . . . . . . . . . . . . . 3
1.2.3 Infinite Half Open Interval (−∞, a]. . . . . . . . . . . . . . . . . . . 3
1.2.4 An Infinite-Infinite Interval (−∞, ∞). . . . . . . . . . . . . . . . . . 3
1.3 Absolute values in calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3.1 Sketching absolute functions . . . . . . . . . . . . . . . . . . . . . . 10
1.4 Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.4.1 Domain and Range as a set of Ordered Pairs. . . . . . . . . . . . . 12
1.4.2 Function Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.4.3 Evaluation of Functions . . . . . . . . . . . . . . . . . . . . . . . . 17
1.5 Types of functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.5.1 Equal Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.5.2 Identity Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.5.3 Constant Function . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.5.4 One-to-One Function . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.5.5 Many-to-One Function . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.5.6 Onto-Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.5.7 Bijective Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.5.8 Even Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
1.5.9 Odd Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.5.10 Inverse of functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.5.11 Operations of functions . . . . . . . . . . . . . . . . . . . . . . . . . 27
1.5.12 Other functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2 Limits of functions 39
2.1 Informal definition of a limit of a function . . . . . . . . . . . . . . . . . . 39
2.2 Computation of limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
CONTENTS
3 Continuity of Functions 68
3.1 Informal definition of Continuity of a function . . . . . . . . . . . . . . . . 68
3.1.1 Removable discontinuity . . . . . . . . . . . . . . . . . . . . . . . . 88
3.1.2 Jump discontinuity . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
3.1.3 Essential discontinuity . . . . . . . . . . . . . . . . . . . . . . . . . 91
3.1.4 Formal definition of continuity of function f (x) at x=a . . . . . . 92
3.1.5 Continuity at end points of domain . . . . . . . . . . . . . . . . . . 92
3.2 Intermediate Value Theorem, IVT . . . . . . . . . . . . . . . . . . . . . . . 94
3.3 Fixed point Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
3.4 Questions with Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.4.1 Questions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.4.2 Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
4 Differentiation 101
4.1 Derivative of a function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
4.2 Continuity Versus Differentiability . . . . . . . . . . . . . . . . . . . . . . . 127
4.3 Differentiation Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
4.4 Other techniques of differetiation . . . . . . . . . . . . . . . . . . . . . . . 141
4.4.1 Chain Rule - Composite differentiation . . . . . . . . . . . . . . . . 141
4.4.2 Differentiation of implicit functions . . . . . . . . . . . . . . . . . . 147
4.4.3 Parametric equations . . . . . . . . . . . . . . . . . . . . . . . . . . 152
4.4.4 Logarithmic differentiation . . . . . . . . . . . . . . . . . . . . . . . 156
4.5 Applications of differentiation . . . . . . . . . . . . . . . . . . . . . . . . . 169
4.5.1 Maxima and Minima . . . . . . . . . . . . . . . . . . . . . . . . . . 169
4.5.2 Mean Value Theorem MVT . . . . . . . . . . . . . . . . . . . . . . 175
4.5.3 Second Derivative Test and Concavity . . . . . . . . . . . . . . . . 181
4.5.4 Approximation of functions and Rates of change . . . . . . . . . . . 202
4.5.5 Curve Sketching . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
6 Antiderivatives 265
6.1 The indefinite integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
6.2 You can always check the answer . . . . . . . . . . . . . . . . . . . . . . . 266
6.3 About “+C” . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
10 Matrix 396
10.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
10.2 Special Types of matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
10.2.1 Diagonal Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
10.2.2 Tri diagonal Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
10.2.3 Triangular matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
10.2.4 Idempotent matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
10.2.5 Invertible or non-singular matrix . . . . . . . . . . . . . . . . . . . 402
10.3 Operations of Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
10.3.1 Addition and Scalar Multiplication of matrices . . . . . . . . . . . . 402
10.3.2 Matrix Multiplication . . . . . . . . . . . . . . . . . . . . . . . . . . 406
10.4 Properties of matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 414
10.5 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415
10.5.1 Permutations and inversion of a permutation . . . . . . . . . . . . . 415
10.5.2 Matrix Adjoint,Minors,Cofactors . . . . . . . . . . . . . . . . . . . 417
10.5.3 Properties of determinants . . . . . . . . . . . . . . . . . . . . . . . 422
10.6 Test your self . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
10.7 Matrix Inverses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 432
10.7.1 Direct method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 432
10.7.2 Adjoint method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 432
10.7.3 Method of elementary row operation ; Gauss-Jordan elimination
method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435
10.7.4 Properties of inverses . . . . . . . . . . . . . . . . . . . . . . . . . . 441
Functions
(a) (2, 4)
(b) (−1, 3)
Example 1.1.2 Express the following closed intervals in set builder notation.
(a) [m, n]
1
CHAPTER 1. FUNCTIONS
(b) [−1, 3]
(a) [m, n] = {x : m ≤ x ≤ n}
(b) [−1, 3] = {x : −1 ≤ x ≤ 3}
The left half open interval is defined as the set of numbers x such that a < x ≤ b. This
can be represented in set-builder notation as
(a, b] = {x : a < x ≤ b}
where a < b.
The right half open interval is defined as the set of number x such that a ≤ x < b, where
a < b. This can be represented in set-builder notation as
[a, b) = {x : a ≤ x < b}
Example 1.1.3 Express the following half open intervals in set-builder notation.
(a) (−2, 5]
(b) [−a, a)
The half open intervals above can be expressed in set builder notation as:
Similarly, the open interval (−∞, a), is the set of numbers x such that ∞ < x < a. This
is represented in set builder notation by (−∞, a) = {x : −∞ < x < a). On the real
line graph, this can be displayed by the space between negative infinity and a, but not
including a.
(a) (2, 4)
(b) [2, 4)
(c) (−4, 3]
(c) C = {x : −∞ < x ≤ 3}
(d) D = {x : 2 ≤ x < ∞}
These sets can be represented in interval notation as follows:-
(a) The set of points do not include 2, but continues to the left of 2 up to negative
infinity, that is (−∞, 2).
(b) The set of points that lies between −1 and −4, that is, (−1, 4).
(c) The set of points that includes 3 and continues to the left of 3 up to negative infinity,
that is, (−∞, 3]
(d) The set of points that includes 2 and continues to the right of 2 up to infinity that
is, [2, ∞).
x, x≥0
|x| =
−x , x<0
The absolute value of a real number x is a measure of how far the real number x is from
0, the origin of the number line. For this reason it is always a positive quantity and
sometimes it is referred to as the magnitude
√ of the number.
√ Alternatively, the absolute
value of x may be defined as |x| = x2 . (Note that x stands for the positive square
root of x). The distance between two real numbers a and b is the number |a − b| = |b − a|.
(x − 5) , x≥5
|x − 5| =
−(x − 5) , x<5
(x + 3) , x ≥ −3
|x + 3| =
−(x + 3) , x < −3
x + 3 = 4, ⇒ x = 1 or −(x + 3) = 4, ⇒ x = −7
(x + 2) 3 : x ≥ −2
<
−(x + 2) 3 : x < −2
(x + 2) < 3 ⇒ x < 1
−(x + 2) < 3 ⇒ x > −5
x ∈ (−5, 1)
Example 1.3.4 Solve the inequality
|2x + 3| ≥ 8
Splitting the absolute into two for |x + 2| ≥ 8
3
(2x + 3) 8 : x≥−
2
≥
3
−(2x + 3) 8 : x<−
2
H.W-Kayondo & D.W-Ddumba, Engineering Math I- Lecture Notes 5
CHAPTER 1. FUNCTIONS
5
(2x + 3) ≥ 8 ⇒ x ≥
2
11
−(2x + 3) ≥ 8 ⇒ x ≤ −
2
11 5
−∞, − ∪ ,∞
2 2
| − 2x − 4| ≥ 9
13 5
−∞, − ∪ ,∞
2 2
x + 2 < |x2 − 4|
[(−∞, −2] ∪ [2, ∞) ∩ (−∞, −3) ∪ (3, ∞)] or [(−2, 2) ∩ (−1, 2)]
⇒ (−∞, −2) ∪ (−1, 2) ∪ (3, ∞)
4|2x − 1| − 2 = 10
4|2x − 1| − 2 = 10
4|2x − 1| = 12
|2x − 1| = 3
1
(2x − 1) 3 : x≥
2
=
1
−(2x − 1) 3 : x<
2
(2x − 1) = 3 ⇒ x = 2
−(2x − 1) = 3 ⇒ x = −1
x = −1, x = 2
[(3x + 1)] < [2(x − 6)] ⇒ x < −13 : for region x ≥ 6 ⇒ no solution
11 1 1 11
[(3x + 1)] < [−2(x − 6)] ⇒ x< : in region x ∈ [− , 6) ⇒ x ∈ − ,
5 3 3 5
11
[−(3x + 1)] < [2(x − 6)] ⇒ x> : in no region ⇒ no solution
5
1 1
[−(3x + 1)] < [−2(x − 6)] ⇒ x > −13 : (for region) x < − ⇒ x ∈ −13, −
3 3
1 11 1
x∈ − , ∪ −13, −
3 5 3
|x − 2| + |x + 5| ≤ 0
3
[(x − 2)] + [(x + 5)] ≤ 0 ⇒ x ≤ − : in region x ≥ 2 ⇒ no solution
2
[(x − 2)] + [−(x + 5)] ≤ 0 ⇒ no solution : in no region ⇒ no solution
[−(x − 2)] + [(x + 5)] ≤ 0 ⇒ no solution : in region x ∈ [−5, 2) ⇒ no solution
3
[−(x − 2)] + [−(x + 5)] ≤ 0 ⇒ x ≥ − : in region (for) x < −5 ⇒ no solution
2
1
x = 3, x =
3
9 3
− <x<
2 2
Example 1.3.17 Find the absolute-value inequality statement that corresponds to the
inequalities
x < 19 or x > 24
I first look at the endpoints. Nineteen and 24 are five units apart. Half of five is 2.5. So
I want to adjust the inequality so it relates to −2.5 and 2.5, instead of relating to 19 and
24. Since 19 − (−2.5) = 21.5 and 24 − 2.5 = 21.5, I need to subtract 21.5 all around:
x < 19 or x > 24
x − 21.5 < 19 − 21.5 or x − 21.5 > 24 − 21.5
x − 21.5 < −2.5 or x − 21.5 > 2.5
Since the last line above is the ”greater than” format, the absolute-value inequality will
be of the form ”absolute value of something is greater than or equal to 2.5”. I can convert
this nicely to:
|x − 21.5| > 2.5
Exercise 1.1 Solve for x in the following:
1. 2x + 7 > 4x − 5 5. |x − 8| = 2
2. −4 ≤ 2(x + 2) < 12
6. |x + 4| − |x − 1| < 4
3. (x + 8)(4x − 6) > 0
4. x2 + x < 0 7. |x + 2| + |x − 5| ≥ 10.
|x + 2|x2
f (x) =
|x|
Now its not only one point to think of, but now both x = −2 and x = 0. We need to
have different functions for
x < −2
−2 ≤ x ≤ 0
x>2
−(x+2)x2
−(x)
, if x < −2
(x+2)x2
f (x) = −(x)
, if − 2 ≤ x ≤ 0
(x+2)x2
, if x > 0
(x)
f (x) = |x − 2||x − 4|
x (|4x − 3| − |x + 6| + |x|)
f (x) =
3|x|
x (|4x − 3| − |x + 6| + |x|)
>0
3|x|
1.4 Functions
Definition 1.4.1 A function is a set of ordered pairs of elements such that not two or-
dered pairs of a set have the same first element.
A function involves two sets and a rule of correspondence between them. The rule of
correspondence specifies how to pair the elements of the one set with those in the other.
A function is a relation in which for each member of the first set there is a single corre-
sponding member of the second set. A rule exists between two quantities.
x −3 5 6 7
y −2 8 9 5
The Domain D = {−2, −1, 0, 2}, are the first elements in the ordered pairs. The Range
R = {4}, is the second element in the ordered pairs.
(x2 + x − 2)
y=
(x2 − x − 2)
The domain is all the values that x is allowed to take on. The only problem I have with
this function is that I need to be careful not to divide by zero. So the only values that x
can not take on are those which would cause division by zero. So I’ll set the denominator
equal to zero and solve; my domain will be everything else.
x2 − x − 2 = 0
(x − 2)(x + 1) = 0
x = 2 or x = −1
Then the domain is ”all x not equal to −1 or 2”.
Since the graph will eventually cover all possible values of y, then the range is ”all real
numbers”.
Example 1.4.5 Determine the domain and range of the given function:
√
y = − −2x + 3
The domain is all values that x can take on. The only problem I have with this function
is that I cannot have a negative inside the square root. So I’ll set the insides greater-
than-or-equal-to zero, and solve. The result will be my domain:
−2x + 3 ≥ 0
−2x ≥ −3
2x ≤ 3
3
x ≤ = 1.5
2
H.W-Kayondo & D.W-Ddumba, Engineering Math I- Lecture Notes 13
CHAPTER 1. FUNCTIONS
The range requires a graph. I need to be careful when graphing radicals:The range is
”y < 0”.
Example 1.4.6 Determine the domain and range of the given function:
y = −x4 + 4
The range will vary from polynomial to polynomial, and they probably won’t even ask,
but when they do, I look at the picture: The graph goes only as high as y = 4, but it will
go as high as I like. Then: The range is ”all y ≥ 4”.
Example 1.4.7 Find the domain of function f defined by
1
f (x) =
(x − 1)
Well, what could go wrong here? No division is indicated at all, so there is no risk of
dividing by 0. But we are taking a square root, so we must insist that x2 − 1 ≥ 0 to avoid
having complex numbers come up. That is, a preliminary description of the ‘domain’ of
this function is that it is the set of real numbers x so that x2 − 1 ≥ 0.
But we can be clearer than this: we know how to solve such inequalities. Often it’s
simplest to see what to exclude rather than include: here we want to exclude from the
domain any numbers x so that x2 − 1 < 0 from the domain.
We recognize that we can factor
x2 − 1 = (x − 1)(x + 1) = (x − 1) (x − (−1))
This is negative exactly on the interval (−1, 1), so this is the interval we must prohibit in
order to have just the domain of the function. That is, the domain is the union of two
intervals:
(−∞, −1] ∪ [1, +∞)
x−2
f (x) =
x2 +x−2
That is, find the largest subset of the real line on which this formula can be evaluated
meaningfully.
Exercise 1.3 Find the domain of the function
x−2
f (x) = √
x2 + x − 2
|x − 3.2| + |x − 5.2| = 2
Note 1.4.2 The domain is where the function lives (are the x values), and the range is
what the function can be (is the f (x)). To get domain, make sure the denominator is not
equal to zero, and cannot have a square root of a negative number.
Example 1.4.10 Find the domain and range of the following function
(i)
3
f (x) =
x2 −1
3 3
f (x) = =
x2 − 1 (x − 1)(x + 1)
so function defined every where otherthan at x = 1 and x = −1. Thus the domain,
Df = R − {−1, 1}, the domain are all possible solutions, which is all numbers, i.e
Rf = R
√
(ii) f (x) = x − 4, We know that we want only positive entries in the square root sign,
that is, x − 4 ≥ 0, meaning the domain is only values of x, such that x ≥ 4
(iv)
r
2x
f (x) =
x+2
This is just a mix of the two conditions, make sure you dont have zero below, and
2x
no negative numbers in the square root. That is x 6= −2, and x−2 ≥ 0, x ≥ −2
s
x(x − 2)
f (x) =
(4 − 3x)(6 − 2x)
The domain is
4 x(x − 2)
x 6= , x 6= 3, ≥0
3 (4 − 3x)(6 − 2x)
The range is R
x
f (x) =
|x|
if x 6= 0 while f (0) = 0
7x
f (x) =
x2 − 16
√
g(x) = x
√
7 x
f og(x) = , Domain := R+ − 16
x − 16
x ⇒ f (x)
Often we replace f (x) by y, also called the dependent variable, and write y = f (x). With
this notation, x is called the independent variable. For example f (x) = 3x + 2 may be
written as y = 3x + 2.
(b) f (−2) = (−2)2 + 6(−2) + 2 = −6. Thus −2 → −6 or as an ordered pair, (−2, −6).
(d)
f (x + 1) = (x + 1)2 + 6(x + 1) + 2
= (x2 + 2x + 1 + 6x + 6 + 2)
= x2 + 8x + 9.
(e)
f (n − 2) = (n − 2)2 + 6(n − 2) + 2
= n2 − 4n + 4 + 6n − 12 + 2
= n2 + 2n − 6 or as an ordered pair, ((n − 2), (n2 + 2n − 6)
Thus (n − 2) → n2 + 2n − 6
f (x+h)−f (x)
Example 1.4.16 Let f (x) = 2x2 − 1. Let h > 0. Find the value of h
.
f (x + h) = 2(x + h)2 − 1
= 2(x2 + 2hx + h2 ) − 1
= 2x2 + 2hx + 2h2 − 1
f (x + h) − f (x) = (2x2 + 4hx + 2h2 − 1) − (2x2 − 1)
= 4hx + 2h2
Example 1.4.17 Given the function f (x) = 2x + 3 and a = 2. Compute and simplify
f (x)−f (a)
the value of x−a
, with x 6= a
π π π
(b) Let a be a real number. Then f2 (a) = cos 2
−a = cos 2
cos a+sin 2
sin a =
π
0 × cos a + 1 × sin a = sin a. Here we have used the fact that cos 2
= 0 and
π
sin 2
= 1.
A function is one-to-one if and only if each element in the domain is mapped into a unique
element of the co-domain (range).
A one to one function is a function in which every element in the range of the function
corresponds with one and only one element in the domain.
Thus g is 1 − 1.
Example 1.5.3 The function f : R → R defined by f (x) = 2x + 1 is injective.
Example 1.5.4 The function g : R → R defined by g(x) = x2 is not injective, because
(for example) g(1) = 1 = g(−1). However, if g is redefined so that its domain is the
non-negative real numbers [0, +∞), then g is injective.
A one-to-one function is one in which each x has only one y and each y has at most one
x to form ordered pairs.
Example 1.5.5 Let the function f : R → R be defined by the equation f (x) = 3x + 2
where R is the set of real numbers. Each real number will be mapped onto a unique image
by the function f (x) = 3x + 2. Hence f is a one-to-one function.
Example 1.5.6 Let the function f : R → R be defined by the formula f (x) = 3x2 + 2
Verify whether or not f is a one-to-one function.
The negative values of R are mapped onto the same elements as the corresponding positive
elements. For example, when x = −2, f (−2) = 14 and f (2) = 14. The images of two real
numbers −2 and 2 are the same number equal to 14. It follows that f is NOT a one-to-one
function.
Definition 1.5.1 A one to one function is also called an injective function.
r 4
h
o 2
q 5
A
"One-to-One" B
NOT "One-to-One"
Theorem 1.5.1 The Horizontal Line Test: If a function is one to one, then the function
not only passes the vertical line test, but it also passes the horizontal line test.
Definition 1.5.2 The Horizontal Line Test : If a horizontal line only intersects with the
graph of a function once, then this function is one-to-one. If a horizontal line intersects
the graph of the function more than once, then this function is not one to one.
1.5.6 Onto-Functions
If f is a function of A into B. Sometimes the range, f (A) does not exhaust all the elements
of the set B called the co-domain. The range is therefore a subset of the co-domain. If
each member of the co-domain is an image of at least one member of A then f is a function
of A ONTO B and is therefore an onto function.
Definition 1.5.3 A function f from A to B is called onto if for all b in B there is an a
in A such that f (a) = b. All elements in B are used. Such functions are referred to as
surjective.
r 4 r 4
h 8
o 2 h
2
q 5 1
q 5
A B
A B
"Onto"
NOT "Onto"
(all elements in B are used)
(the 8 and 1 in Set B are not used)
A function is said to be onto if all in range is an image (is a result of the transformation
- mapping)
Example 1.5.10 Is f (x) = 3x − 4 onto where f : R → R?
Proof: Let a, b ∈ N be such that f (a) = f (b). This implies a2 = b2 by the definition of f .
Thus a = b or a = −b. Since the domain of f is the set of natural numbers (positive
integers), both a and b must be non-negative. Thus a = b. This shows
Proof: The numbers 1 and 2 are in the domain of g and are not equal, but g(1) = g(2) = 0.
Thus g is not injective.
Proof: The number 3 is an element of the codomain, N. However, 3 is not the square of
any integer. Therefore, there is no element of the domain that maps to the number 3, so
f is not surjective.
Example 1.5.22 Determine whether the function f (x) = x2 − x is even, odd or neither.
f (−x) is neither equal to f (x) nor equal to −f (x). Therefore the function f is neither
even nor odd.
Example 1.5.23 The function f (x) = x2 is even, g(x) = x3 is an odd function but
h(x) = x + 1 is neither odd nor even.
Let A and B be any sets and f be a function from A into B, that is, f : A → B. The
inverse function maps elements in B into those in A, that is f −1 : B → A. The domain
of the function f is the range of f −1 and the range of f is the domain of f −1 .
Definition 1.5.5 Suppose f : A → B is a bijection. Then the inverse of f , denoted
f −1 : B → A
2. solving the new equation with y as the subject of the equation, that is, y = ... and
3. replacing y by f −1 (x).
This function is surely one-to-one and onto (verify this). It is therefore possible to find
its inverse. The function f (x) = 2x + 4 can be written as y = 2x + 4. Now, interchanging
x and y gives x = 2y + 4. Making y the subject of the equation gives y = x−4
2
. The inverse
function f −1 (x) = x−4
2
= 1
2
x − 2.
x
f (x) =
x−2
Exercise 1.5 Find the inverse of the function f : R − (2) → R − (1) defined by
x−1
f (x) =
x+2
Exercise 1.6 Find the inverse of the function f : R → (−∞, 1) defined by f (x) = 1−ex .
Theorem 1.5.2 Let A and B are any sets and the function f : A → B be one-to-one
and onto (the inverse function exists) (f −1 of ) : A → A is the identity function on A
similarly the composite function (f of −1 ) : B → B is the identity function on B.
Example 1.5.26 The function f (x) = x2 does not have an inverse, since it is not a
bijection. Whenever required to compute an inverse, need to first check whether it is
bijective.
Exercise 1.7 Compute the inverse of the bijective function h(x) : R → R defined by
3x+2
x−1
, x 6= 1
h(x) =
3, x=1
1
Example 1.5.32 Let f (x) = 3x2 + 5 and f2 (x) = x
+ 2. Evaluate (f1 − f2 )(x).
1
= 3x2 − +3
x
(x + 2)(x − 2)
=
(x − 2)
= (x + 2)
The domain of this function in the set of real numbers excludes x = 2 since for
x = 2 we have f2 (x) = 0.
(5) Composite functions
Given two functions g(x), f (x), their composite function denoted by f og(x) is de-
fined as f og (x) = f (g(x))
or gof (x) = g (f (x))
1
Example 1.5.42 Let f1 (x) = x
and f2 (x) = x2 . Compute and simplify (if possible)
(f2 of1 )(x) and (f1 of2 )(x).
1
=
x2
whereas (f1 of2 )(x) = f1 (f2 (x))
= f1 (x2 )
1
= .
x2
Note that in this case the composite functions commute, that is,
(i) Df +g = Df −g = Df g = Df ∩ Dg
Note 1.5.2 Finding the domain of a composite function consists of two steps:
Step 1. Find the domain of the ”inside” (input) function. If there are any restrictions on
the domain, keep them.
Step 2. Construct the composite function. Find the domain of this new function. If
there are restrictions on this domain, add them to the restrictions from Step 1.
If there is an overlap, use the more restrictive domain (or the intersection of the
domains). The composite may also result in a domain unrelated to the domains
of the original functions.
√
Example 1.5.43 Let function f (x) = x + 1, function g(x) = x1 , and function h(x) =
x + 3. Find an equation defining each function and state the domain.
(1) f + g
√ 1
f +g = x+1+
x
Df : x ≥ −1 , Dg : x 6= 0 Df +g : [−1, 0) ∪ (0, +∞)
(2) f − g
√ 1
f −g = x+1−
x
Df : x ≥ −1 , Dg : x 6= 0 Df −g : [−1, 0) ∪ (0, +∞)
(3) f · g
√
√ 1 x+1
f ·g = x+1· =
x x
(4) f /h
√
x+1
f /h =
x+3
√ 2
f og(x) = f (g(x)) = 3−x +2=5−x
p √
gof (x) = g (f (x)) = 3 − (x2 + 2) = 1 − x2
√
The domain for g(x) = 3 − x is x ≤ 3.
The domain for f (g(x)) = 5 − x is all real numbers, but you must keep the domain of the
1−x 1
f (x) = and g(x) =
3x 1 + 3x
f og: Step 1. What is the domain of the inside function g(x) x 6= −1/3 Keep this!!
Step 2. The composite
1 3x
1 − 1+3x 1+3x
f (g(x)) = 1
= 3 =x
3 1+3x 1+3x
This function puts no additional restrictions on the domain, so the composite domain is
x 6= −1/3.
gof : Step 1. What is the domain of the inside function f (x)? x 6= 0 Keep this!!
Step 2. The composite
1 1
g(f (x)) = 1−x = 1 = x
1 + 3 3x x
This function puts no additional restrictions on the domain, so the composite domain is
x 6= 0.
Example 1.5.46 Find f og and gof and the domain of each, where
3x 2
f (x) = and g(x) =
x−1 x
f og: Step 1. What is the domain of the inside function g(x) x 6= 0 Keep this!!
Step 2. The composite
2 6
3 x x 6
f (g(x)) = 2
= 2−x = Domain : x 6= 2
x
−1 x
2−x
Combine this domain with the domain from Step 1: the composite domain is x 6= 0 and
x 6= 2
gof : Step 1. What is the domain of the inside function f (x)? x 6= 1 Keep this!!
Step 2. The composite
2 2(x − 1)
g(f (x)) = 3x = Domain : x 6= 0
x−1
3x
Combine this domain with the domain from Step 1: the composite domain is x 6= 1 and
x 6= 0
Example 1.5.47 Find f og and gof and the domain of each, where
√ √
f (x) = x − 2 and g(x) = x2 − 1
f og: Step 1. What is the domain of the inside function g(x) x ≥ 1 or x ≤ −1 Keep this!!
Step 2. The composite
√
q
f (g(x)) = x2 − 1 − 2
The domain of this function is where
√ √ √
x2 − 1 ≥ 2 ⇒ x2 − 1 ≥ 4 ⇒ x2 ≥ 5 ⇒ x ≥ 5 or x ≤ − 5
This function has a more restrictive domain than g(x), so the composite domain is
√ √
Df og := x ≥ 5 or x ≤ − 5
We can also show that
Dgof := x ≥ 3
Exercise 1.8 Find f og and gof and the domain of each for the following functions.
√
1. f (x) = x + 3 g(x) = 9 − x2
√
f og(x) = 9 − x2 + 3 Domain : − 3 ≤ x ≤ 3
√
gof (x) = −x − 6x
2 Domain : − 6 ≤ x ≤ 0
√
2. f (x) = x + 3 g(x) = 2x − 5
√
f og(x) = 2x − 2 Domain : x ≥ 1
√
gof (x) = 2 x + 3 − 5 Domain : x ≥ −3
−3 x
3. f (x) = x
g(x) = x−2
3(x − 2)
f og(x) = − Domain : x 6= 2 and x 6= 0
x
3
gof (x) = Domain : x 6= 0 and x 6= −3/2
3 + 2x
√
4. f (x) = x2 + 2 g(x) = x−5
f og(x) = x − 3 Domain : x ≥ 5
√ √ √
gof (x) = x2 − 3 Domain : x ≥ 3 or x ≤ − 3
2 5
5. f (x) = x−3
g(x) = x+2
2(x + 2)
f og(x) = − Domain : x 6= −2 and x 6= −1/3
3x + 1
5(x − 3)
gof (x) = Domain : x 6= 3 and x 6= 2
2x − 4
√ √
Example 1.5.48 Let f (x) = x + 3 and g(x) = 16 − x2 , find
(i) Df = [−3, ∞)
(ii) Dg = [−4, 4]
(iii) Df ∩ Dg = [−3, ∞) ∩ [−4, 4] = [−3, 4]
(iv) Df +g = Df −g = Df g = [−3, 4]
(v) Df /g = (Df ∩ Dg ) \{x : g(x) = 0} = [−3, 4]\{−4, 4} = [−3, 4)
√
Example 1.5.49 Given the functions f (x) = x and g(x) = x2 + 5
√
(i) (f og)(x) = f (g(x)) = f (x2 + 5) = x2 + 5
√ √
(ii) (gof )(x) = g (f (x)) = g( x) = ( x)2 + 5 = x + 5
(iii) Df og = {x ∈ Dg : g(x) ∈ Df }. Since Dg = R and g(x) ∈ Df , so Df og = R
(iv) Dgof = {x ∈ Df : f (x) ∈ Dg }. Since Df = x ≥ 0 = R+ = [0, ∞) and f (x) ∈ Dg , so
Df og = [0, ∞)
Example 1.5.50 Find (f og)(−2) given
f (x) = −3x + 2, g(x) = |x − 4|
Ans= -16 [Note that we only take |x − 4| = −(x − 4) since x = −2 < 4]
Example 1.5.51 Find (f og)(x) and the domain of f og, given
(x − 1) (x + 1)
f (x) = , g(x) =
(x + 2) (x − 2)
Ans: (f og)(x) = 3/(3x − 3). The domain of f og is: (−∞, 1) ∪ (1, 2) ∪ (2, +∞)
√
Example 1.5.52 Let function f (x) = x + 1, function g(x) = x1 , and function h(x) =
x + 3. Find gof oh and state the domain.
1
gof oh(x) = √ ; x > −4
x+4
t − 1 , t ≤ −3
g(t) = 2t3 , −3 < t ≤ 9
4 − 6t, t > 9
x2 + 1 , x≥0
f (x) =
−x − 9 , x<0
f (x)
g(x) =
h(x)
f (x + nT ) = f (x)
That means the function repeats itself as the rate of T intervals of x. For example the
function f (x) = sin x is periodic with period 2π since sin(x + 2nπ) = sin x for all n = 1,
2, . .
Definition 1.5.14 The floor function or greatest integer function is the function
defined as follows: for a real number x, the floor of x, denoted bxc, is the greatest integer
less than or equal to x.
The floor of x is sometimes referred to as the integer part or integral value of x. (Is the
integer just below - on the left)
Example 1.5.55
Example 1.5.56
b1.7c = 1, bπc = 3 and b−3.2c = −4
The floor of x satisfies the following inequality.
Definition 1.5.15 The ceiling function or smallest integer function is the function
defined as follows: for a real number x, the ceiling of x, denoted dxe, is the smallest integer
not less than x. (The integer just above - on the right)
Example 1.5.57
Example 1.5.58
d1.7e = 2, dπe = 4 and d−3.2e = −3
The ceiling of x satisfies the following inequality.
x ≤ dxe < x + 1
Definition 1.5.16 The sign function is the function, denoted sgn, defined as
−1, x<0
sgn(x) = 0, x=0
1, x>0
x
sgn(x) =
|x|
|x − 3|
f (x) = , x∈R
|x − 1|
Note that, we cannot solve and play around any mathematical expression with norms
(absolute, modulus), so we remove it by considering the positive and negative options for
each modulus
+(x − 3) (x − 3)
f1 (x) = : x ≥ 3, x ≥ 1 ⇒ f1 (x) = : x ∈ [3, ∞)
+(x − 1) (x − 1)
+(x − 3) (x − 3)
f2 (x) = : x ≥ 3, x < 1 ⇒ f2 (x) = − : x DNE
−(x − 1) (x − 1)
−(x − 3) (x − 3)
f3 (x) = : x < 3, x ≥ 1 ⇒ f3 (x) = − : x ∈ [1, 3)
+(x − 1) (x − 1)
−(x − 3) (x − 3)
f4 (x) = : x < 3, x < 1 ⇒ f4 (x) = : x ∈ (−∞, 1)
−(x − 1) (x − 1)
(x − 3) x 3 4 5 6
f1 (x) = : x ∈ [3, ∞) ⇒ 1 2 3
(x − 1) f1 (x) 0 3 4 5
f3 (x)
f4 (x)
f1 (x)
|x−3|
Figure 1.8: A graph of f (x) = |x−1|
|x + 3| − 4|x − 1|
f (x) =
|x − 2|
√
a x+b
f (x) =
x+c
where a, b, c ∈ R
Limits of functions
Introduction
In this lecture, we try to analyze the behavior of a function around and near a point.
Examining the function as it approaches a point, from the left and from the right.
Note 2.1.1 the number L depends only on the behavior of f (x) near x = a but not on
the functional value f (a). In fact we shall later learn that L may exist and yet f (a) is not
defined. This is an important property of limits of functions. Later you will learn that
for functions called continuous functions,
39
CHAPTER 2. LIMITS OF FUNCTIONS
Since
lim f (x) = 2 = lim+ f (x)
x→1− x→1
x−3
x2
, x≥3
f (x) =
5x + 7 , x<3
x−3
lim f (x) = lim (5x + 7) = 22 and lim f (x) = lim =0
x→3− x→3 x→3+ x→3 x2
Since
lim f (x) 6= lim+ f (x)
x→3− x→3
Find the value of k such that lim f (x) exists and find it.
x→1
= 12 + k
= k+1
and lim+ f(x) = lim x3 = 13 = 1
x→1 x→1
i.e, k + 1 = 1
⇒ k = 1−1=0
Example 2.1.4 Show that the limit of the function h(x) = |c| doesn’t exist at x → 0.
Since
c, c≥0
|c| =
−c , c<0
but, −c 6= c
thus limit doesnt exist (DNE).
Example 2.1.5 Determine the limit of the piecewise function
2x2 − 9 , x<3
f (x) =
3x , x≥3
From left of 3, the function, the road is f (x) = 2x2 − 9, and from the right of 3, we use
f (x) = 3x
lim f (x) = lim (2x2 − 9) = 9 and lim f (x) = lim (3x) = 9
x→3− x→3 x→3+ x→3
Since
lim f (x) = 9 = lim+ f (x)
x→3− x→3
2x − 3 , x≥2
f (x) = 2x
4+x2
, x<2
2x
From left of 2, the function, the road is f (x) = 4+x2
, and from the right of 2, we use
f (x) = 2x − 3
2x 1
lim− f (x) = lim = and lim f (x) = lim (2x − 3) = 1
x→2 x→2 4 + x2 2 x→2+ x→2
Since
lim f (x) 6= lim+ f (x)
x→2− x→2
x2 + 1 , x>0
f (x) =
4x , x≤0
From left of 0, the function, the road is f (x) = 4x, and from the right of 0, we use
f (x) = x2 + 1
Since
lim f (x) 6= lim+ f (x)
x→0− x→0
|x|
f (x) =
x
x
x
, x≥0
f (x) =
− xx , x<0
Since
lim f (x) 6= lim+ f (x)
x→0− x→0
x2 − 1
f (x) =
x+2
Since the function is not defined at x = −2, the limit does not exist.
We define
x, x≥0
|x| =
−x , x<0
Thus
lim x x≥0
= lim 1 = 1
x→0+ x x→0
|x|
lim =
x→0 x
−x
lim = lim −1 = −1 x<0
−
x→0 x x→0
|x|
Though this limit is finite, it is not unique (one and only one) We note that the limx→0 x
does not exist, since the left hand limit (−1) is not equal to the right hand limit (1)
(i)
(ii)
√
π 2
limπ sin x = sin =
x→ 4 4 2
(iii)
x2 + 2x + 1 11 + 2.1 + 1
4
lim = = =2
x→1 x+1 1+1 2
2
(In fact the rational function x +2x+1
x+1
is defined-analytic at all points except at the
poles but x = 1 is not a pole of this rational function,thus we merely substitute to
get the limit 2).
(iv)
x2 + 2 42 + 2
lim = =8
x→4 x−3 4−3
2x x−2
(ii) lim x+1
=1 (iv) lim x−3
DNE
x→1 x→3
x2 − 1 (x + 1)(x − 1)
therefore lim = lim
x→1 x−1 x→1 x−1
= lim (x + 1)
x→1
= 1+1=2
The point x = 3 is a pole of this rational function. Hence function not defined - non
analytic, a need to first factorise the numerator.
x2 + 2x − 15 (x − 3)(x + 5)
therefore lim = lim
x→3 x−3 x→3 x−3
= lim (x + 5)
x→3
= 3+5=8
x2 − 2x x(x − 2)
therefore lim = lim
x→2 x−2 x→2 x − 2
= lim (x)
x→2
= 2
Example 2.2.6 Find the
1
lim
x→1 x − 1
Example 2.2.7
x2 − 4 (x − 2)(x + 2)
lim = lim = lim (x + 2) = 4
x→2 x−2 x→2 (x − 2) x→2
Example 2.2.8
x2 − 5x + 6 (x − 2)(x − 3)
lim = lim = lim (x − 2) = 1
x→3 x−3 x→2 (x − 3) x→2
Example 2.2.9
x2 + 5x
x(x + 5)
lim = lim = lim (x + 5) = 5
x→0 x x→0 x x→0
Example 2.2.10
x2 − 1 (x − 1)(x + 1) (x + 1) 2
lim = lim = lim =
x→1 (x + 2)(x − 1) x→1 (x + 2)(x − 1) x→1 (x + 2) 3
(x2 − 5x + 6)
lim
x→4 (x − 4)
2.2.3 Infinity
Limits at infinity and infinite limits
Limits at infinity
When asked the limits at infinity, we first divide through the function by the highest
power of x, then find the limit of the function. [Recall limx→∞ xan = 0 where a,n are
constants] A function f (x) may approach a finite number L as x goes to infinity i.e as x
becomes very big but positive or negative.
Definition 2.2.1 we say that limx→∞ f (x) = L1 (finite number) if the value of f (x)
approaches L1 as x in creases beyond bound (becomes very big)
We also say that limx→−∞ f (x) = L2 (a finite number) means that the value of f (x)
approaches L2 as x decreases beyond bound (i.e becomes big in absolute value but negative
in sign.
x+1
(ii) lim x
x→−∞
(i)
x+1 1
lim = lim 1 +
x→+∞ x x→+∞ x
= 1+0=1
The idea is that we divide by the variable with the highest power to get the dominant
terms.
(ii)
x+1 1
lim = lim 1 +
x→−∞ x x→−∞ x
= 1+0=1
3 1
x2 + 3x + 1 1+ x
+ x2
therefore lim = lim 1 2
x→∞ 3x2 + x + 2 x→∞ 3 + +
x x2
1+0+0
=
3+0+0
1
=
3
The interpretation is that as x blows beyond bound (becomes very big) the function
x2 + 3x + 1
f (x) =
3x2 + x + 2
1 1
approaches a finite number 3
or behaves like the straight line f (x) = 3
x2 + 4x + 1
lim
x→∞ −4x2 − 6
!
x2
x2 + 4x + 1 + 4x + x12
x2 x2
lim = lim −4x2
x→∞ −4x2 − 6 x→∞
x2
− x62
1 + x4 + x12
= lim
x→∞ −4 − x62
1+0+0
=
−4 − 0
1
= −
4
Since
1 1 1 1 1 1
lim = , , , , ≈0
x→∞ x 10 1000 10000 100000000 1000000000000000
1 1 1 1 1
lim = , , , ≈0
x→∞ x2 100 1000000 100000000 100000000000000000000
1 −1 −1 −1 −1 −1
lim = , , , , ≈0
x→−∞ x 10 1000 10000 100000000 1000000000000000
1 −1 −1 −1 −1
lim 3
= , , , ≈0
x→−∞ x 1000 10000000 10000000000000 1000000000000000000
4x2 − 2x
lim
x→−∞ 7x3 + 8x2
!
4x2
4x2 − 2x − 2x
x3 x3
lim = lim 7x3 8x2
x→−∞ 7x3 + 8x2 x→−∞
x3
+ x3
4
− x22
x
= lim
x→−∞ 7 + x8
0−0
=
7+0
= 0
Example 2.2.16 Compute the
5 − 9x4
lim
x→∞ 2x + x3
4
!
5
5 − 9x4 − 9x
x4 x4
lim = lim 3
x→∞ 2x + x3 x→∞ 2x
x4
+ xx4
5
−9 0−9
x4
= lim 2 =
x→∞
x3
+ x1 0+0
= DNE
x2 + 1
lim
x→∞ x
x2 + 1
1
lim = lim x +
x→∞ x x→∞ x
= (∞ + 0)
= ∞
DNE
Infinite limits
A function f (x) can blow beyond bound as x approaches a finite number.
lim f (x) = +∞
x→a
lim f (x) = −∞
x→a
lim f (x) = +∞
x→+∞
lim f (x) = −∞
x→−∞
f (x) = tan x
to find that
(i) lim
π−
f (x) = +∞
x→ 2
Note 2.2.1 The curve above indicates that, some limits can actually be infinity, do not
exist.
√
x2 + 9
lim
x→∞ x+1
x2
f (x) = ,
1 − x2
The knowledge of Curve sketching is assumed. However, later in the lectures you will
learn how to sketch such curves of rational functions. Here we only present the sketch
without detail.
x2
Figure 2.2: Graph of y = 1−x2
x2 x2
(i) lim− 1−x2
= +∞ (iii) lim + 1−x2
= +∞
x→1 x→−1
x2 x2
(ii) lim+ 1−x2
= −∞ (iv) lim − 1−x2
= −∞
x→1 x→−1
f (x) 0 f (x) ∞
lim = or lim =±
x→a g(x) 0 x→a g(x) ∞
then
f (x) f 0 (x)
lim = lim 0
x→a g(x) x→a g (x)
sin x 0 cos x 1
lim = [⇒ La’Hopital] = lim = =1
x→0 x 0 x→0 1 1
x2 − x 0 2x − 1 −1
lim = [⇒ La’Hopital] = lim = = −1
x→0 x3 + x 0 x→0 3x2 + 1 1
(x2 − 9) 0 2x
lim = [⇒ La’Hopital] = lim =6
x→3 (x − 3) 0 x→3 1
(2x2 − 2) 0 4x
lim = [⇒ La’Hopital] = lim =4
x→1 (x − 1) 0 x→1 1
x3 0 3x2 6x
lim = [⇒ La’Hopital] = lim = lim =0
x→0 4x2 0 x→0 8x x→0 8
You differentiate again and again, whenever La’Hopital applies, till cannot apply the the-
orem anymore.
sin x 0 h cos x i 1
lim = [⇒ La’Hopital] = lim =
x→0 2x 0 x→0 2 2
sin2 x
lim = 0
x→0 x
1 − cos x
lim = 0
x→0 x
Example 2.2.26
sin πx sin y
lim = lim
x→0 πx y→0 y
cos y
= lim
y→0 1
= 1
−2 sin x + 4 sin 2x
0
= [⇒ La’Hopital] = lim
0 x→0 sin x
−2 cos x + 8 cos 2x
0
= [⇒ La’Hopital] = lim
0 x→0 cos x
−2 + 8
=
1
= 6
Example 2.2.28
d 2
2 ln x 0 dx
(2 ln x) x
lim = [⇒ La’Hopital] = lim d
= lim =2
x→1 x − 1 0 x→1 (x − 1) x→1 1
dx
Example 2.2.29
d
ex − 1 (ex − 1) ex
0 dx
lim = [⇒ La’Hopital] = lim d
= lim =∞
x→0 x2 0 x→0
dx
(x2 ) x→0 2x
Example 2.2.30
ex ∞ ex
lim = [⇒ La’Hopital] = lim =∞
x→∞ x ∞ x→∞ 1
Sometimes it is necessary to use La’Hopital’s Rule several times in the same problem:
Example 2.2.31
1 − cos x
0 sin x cos x 1
lim 2
= [⇒ La’Hopital] = lim = lim =
x→0 x 0 x→0 2x x→0 2 2
x3 + 3 ∞ 3x2
lim = [⇒ La’Hopital] = lim
x→∞ x2 + ex ∞ x→∞ 2x + ex
∞ 6x
= [⇒ La’Hopital] = lim
∞ x→∞ 2 + ex
∞ 6
= [⇒ La’Hopital] = lim x = 0
∞ x→∞ e
√
x+2 −2 0 1
lim = [⇒ La’Hopital] = lim √
x→2 x−2 0 x→2 2 x+2
1
=
4
Example 2.2.34
−x ∞ −1
lim −x
= [⇒ La’Hopital] = lim =0
x→−∞ e ∞ x→−∞ −e−x
Example 2.2.35
x2 + 2e−x ∞ 2x − 2e−x
lim = [⇒ La’Hopital] = lim
x→∞ 3x2 ∞ x→∞ 6x
∞ 2 + 2e−x
= [⇒ La’Hopital] = lim
∞ x→∞ 6
2
=
6
ex − 1 − x 0 ex − 1 0 ex 1
lim 2
= [⇒ La’Hopital] = lim = [⇒ La’Hopital] = lim =
x→0 x 0 x→0 2x 0 x→0 2 2
Example 2.2.37 This example involves ∞/∞. Assume n is a positive integer. Then
xn nxn−1 xn−1
lim xn e−x = lim = lim = n lim
x→∞ x→∞ ex x→∞ ex x→∞ ex
Repeatedly apply La’Hopital’s rule until the exponent is zero to conclude that the limit
is zero.
The most important thing to learn about La’Hopital’s rule is when it should not be
used:
(1). When the limits of the two parts are not both 0, or both infinite. In this case the
rule is likely to give a wrong answer! Example:
(cos x)
lim+
x→0 x
is positive infinity, because the numerator approaches 1 while the denominator ap-
proaches 0. If we incorrectly apply La’Hopital’s rule, we get
(− sin x)
lim+ =0
x→0 1
We deal with this kind of limits by introducing in a La’Hopital’s rule conditions, a quotient
function by
(i) creating in a denominator
(ii) having one denominator by LCM
(iii) taking logarithms (natural log) if function has powers in x (exponents).
Example 2.2.38 Evaluate the following limit.
lim x ln x
x→0+
Note that we really do need to do the right-hand limit here. We know that the natural
logarithm is only defined for positive x and so this is the only limit that makes any sense.
Now, in the limit, we get the indeterminate form (0)(∞). La’Hopital’s Rule won’t work
on products, it only works on quotients. However, we can turn this into a fraction if we
rewrite things a little.
ln x
lim+ x ln x = lim+
x→0 x→0 1/x
∞
The function is the same, just rewritten, and the limit is now in the form ∞
and we can
now use La’Hopital’s Rule.
ln x 1/x
lim+ x ln x = lim+ = lim+ = lim (−x) = 0
x→0 x→0 1/x x→0 −1/x2 x→0+
lim xex
x→−∞
x ex ex ex ex
lim xe = lim = lim = lim = lim = ···
x→−∞ x→−∞ 1/x x→−∞ −1/x2 x→−∞ 2/x3 x→−∞ −1/x4
Hummmm ..... This doesn’t seem to be getting us anywhere. With each application
of La’Hopital’s Rule we just end up with another 0/0 indeterminate form and in fact
the derivatives seem to be getting worse and worse. Also note that if we simplified the
quotient back into a product we would just end up with either (−∞)(0) or (0)(∞) and
so that won’t do us any good.
This does not mean however that the limit can’t be done. It just means that we moved
the wrong function to the denominator. Let’s move the exponential function instead.
x x
lim xex = lim x
= lim −x
x→−∞ x→−∞ 1/e x→−∞ e
The quotient is now an indeterminate form of −∞/∞ and use La’Hopital’s Rule gives,
x x 1
lim xex = lim = lim −x = lim =0
x→−∞ x→−∞ 1/e x x→−∞ e x→−∞ −e−x
In the limit this is the indeterminate form . We’re actually going to spend most of this
problem on a different limit. Let’s first define the following.
1
y = xx
1 ln x
ln y = ln x =
x x
H.W-Kayondo & D.W-Ddumba, Engineering Math I- Lecture Notes 58
CHAPTER 2. LIMITS OF FUNCTIONS
ln x 1/x
lim ln y = lim = lim =0
x→∞ x→∞ x x→∞ 1
This limit was just a La’Hopital’s Rule problem and we know how to do those. So, what
did this have to do with our limit? Well first notice that,
1
lim x x = lim y = lim eln y
x→∞ x→∞ x→∞
1 lim ln y
lim x x = lim y = lim eln y = ex→∞ = e0 = 1
x→∞ x→∞ x→∞
x ln x − x + 1
x 1 0
lim − = lim = [⇒ La’Hopital] (2.2)
x→1 x − 1 ln x x→1 (x − 1) ln x 0
x
ln x + x
−1 ln x
= lim = lim (2.3)
x→1 (x−1) + ln x x→1 (x−1) + ln x
x x
x ln x 0
= lim = [⇒ La’Hopital] (2.4)
x→1 (x − 1) + x ln x 0
ln x + xx 1 + ln x
= lim x = lim (2.5)
x→1 1 + ln x + x→1 1 + 1 + ln x
x
1 + ln x 1+0
= lim =
x→1 2 + ln x 2+0
1
=
2
where La’Hopital’s rule was applied in going from (2.2) to (2.3) and then again in going
from (2.4) to (2.5).
Note 2.2.2 La’Hopital’s rule can be used on indeterminate forms involving exponents
by using logarithms to ”move the exponent down”.
x lim (x ln x)
lim+ xx = lim+ eln x = lim+ ex ln x = ex→0+
x→0 x→0 x→0
It is valid to move the limit inside the exponential function because the exponential
function is continuous. Now the exponent x has been ”moved down” But (using La’Hopital
rule)
lim+ x ln x = 0
x→0
Thus
lim xx = e0 = 1
x→0+
1
lim x sin
|x|→∞ x
1 sin x1
lim x sin = lim
|x|→∞ x |x|→∞ 1/x
−x−2 cos x1
= lim
|x|→∞ −x−2
1
= lim cos
|x|→∞ x
1
= cos lim
|x|→∞ x
= 1.
It is valid to move the limit inside the cosine function because the cosine function is
continuous.
Another way to evaluate this limit is to use a substitution. y = 1/x. As |x| approaches
infinity, y approaches zero. So,
1 sin y
lim x sin = lim =1
|x|→∞ x y→0 y
The example may be evaluated using La’Hopital’s rule or by noting that it is the definition
of the derivative of the sine function at zero.
Still another way to evaluate this limit is to use a Taylor series expansion:
1 1 1 1
lim x sin = lim x − 3
+ − ···
|x|→∞ x |x|→∞ x 3! x 5! x5
1 1
= lim 1 − 2
+ − ···
|x|→∞ 3! x 5! x4
1 1 1
= 1 + lim − + − ···
|x|→∞ x 3! x 5! x3
For |x| = 1, the expression in parentheses is bounded, so the limit in the last line is zero.
The other better and easier way, is to apply Sandwich theorem (to be seen in the next
section).
Example 2.2.44
Note 2.2.3 The lim and the exponential e, can always change positions.
Example 2.2.45 Compute the limit
3x
1
lim 1 +
x→∞ 2x
This is an indeterminate form 1∞ . Since it is of the the exponent form (with powers in
x), we wil take the natural log
3x
1
let y = 1+
2x
1
take logs ln y = 3x ln 1 +
2x
1
take lim lim ln y = lim 3x ln 1 +
x→∞ x→∞ 2x
= (∞)(0)
Still an indeterminate form, but now without exponents, meaning we can force in a
La’Hopital by creating in a denominator
1
lim ln y = lim 3x ln 1 +
x→∞ x→∞ 2x
1
ln 1 + 2x 0
= 3 lim 1 = [⇒ La’Hopital]
x→∞
x
0
− 2x12 / 1 + 1
2x
= 3 lim
x→∞ − x12
1 1
= 3 lim 1+
x→∞ 2 2x
3
=
2
We were not looking for lim ln y, but for lim y, we get it by taking exponentials to
x→∞ x→∞
lim ln y
= e x→∞
3
= e2
Thus
3x
1 3
lim 1 + = e2
x→∞ 2x
Exercise 2.3 Use La’Hopital’s Rule (for indeterminate forms) to evaluate the limit
(a)
2
lim (ln x) x
x→∞
(b)
1
lim (sin x) x
x→0
then
f (x) L1
(v) lim = L2 6= 0
x→a g(x) L2
Let f(x) = x2 ,
g(x) = x2 − 1
therefore lim f (x) = 22 = 4 = L1
x→2
Therefore
part(i)
= lim (2x2 − 1)
x→2
= 8−1=7
= 4 + 3 = L1 + L2
part(ii)
lim [f (x) − g(x)] = lim (x2 − x2 + 1)
x→2 x→2
= 4 − 3 = L1 − L2
part(iv)
lim f (x)g(x) = lim x2 (x2 − 1)
x→2 x→2
= lim (x4 − x2 )
x→2
= 16 − 4 = 12 = 4.3 = L1 L2
f (x) x2 4 L1
part(v) lim = lim 2 −1 = =
x→2 g(x) x→2 x 3 L2
Example 2.3.2 Illustrate the properties of limits (even for limits at infinity) if
2x − 1 3x
f (x) = , g(x) =
x x+1
2x − 1
therefore lim f (x) = lim
x→∞ x→∞ x
1
= lim 2 − = 2 = L1
x→∞ x
3x
and lim g(x) = lim
x→∞ x→∞ x + 1
3
= lim = 3 = L2
x→∞ 1 + x1
part(i)
2x − 1
3x
lim [f (x) + g(x)] = lim +
x→∞ x→∞ x x+1
(x + 1)(2x − 1) + 3x2
= lim
x→∞ x(x + 1)
2x2 − x + 2x − 1 + 3x2
= lim
x→∞ x2 + x
5x2 + x − 1
= lim
x→∞ x2 + x
5 + x1 − 1
x2
= lim
x→∞ 1 + x1
= 5
= 2 + 3 = L1 + L2
part(ii)
2x − 1
3x
lim [f (x) − g(x)] = lim −
x→∞ x→∞ x x+1
2x2 + x − 1 − 3x2
= lim
x→∞ x2 + x
−x2 + x − 1
= lim
x→∞ x2 + x
−1 + x1 − 1
x2
= lim
x→∞ 1 + x1
= −1 = 2 − 3 = L2 − L3
part(iii)
2x − 1
lim αf (x) = lim α
x→∞ x→∞ x
1
= α lim 2−
x→∞ x
= 2α = αL1
part(iv)
2x − 1 3x 6x − 3
lim . = lim
x→∞ x x+1 x→∞ x+1
3
6− x
= lim 1
x→∞ 1 +
x
= 6 = 2.3 = L1 L2
part(v)
!
2x−1
f (x) x
lim = lim 3x
x→∞ g(x) x→∞
x+1
2x−1
x
= lim x+1
x→∞
3x
2x2 + x − 1
= lim
x→∞ 3x2
1 1
2+ x
− x2
= lim
x→∞ 3
2 L1
= =
3 L2
lim g(x) = 4
x→2
lim f (x) = 5
x→2
Compute
(i)
h i
= 4 lim f (x) · lim g(x)
x→2 x→2
= 4(5)(4)
= 80
(ii)
= 5+4
= 9
(iii)
f (x)
lim f (x)
x→2
lim =
x→2 3 + g(x) lim [3 + g(x)]
x→2
lim f (x)
x→2
=
lim 3 + lim g(x)
x→2 x→2
5
=
3+4
5
=
7
Continuity of Functions
From the three conditions, it is sufficient to say that a function f (x) is continuous at
x = a if
Note 3.1.1
2. Rational functions are Continuous on the entire axis R except at the poles.
Note 3.1.2 If one of the conditions above fails, then the function is not continuous at
that point.
68
CHAPTER 3. CONTINUITY OF FUNCTIONS
Since
x+2
f (x) =
x−1
is continuous at x = 3
Since x = 3 is not a pole of the rational function for all substitution of 3 in the function,
the denominator does not go to zero. Checking through the conditions of Continuity,
(a)
x+2 3+2 5
lim = =
x→3 x − 1 3−1 2
(b)
3+2 5
f (3) = =
3−1 2
(c)
5
lim f (x) = f (3) =
x→3 2
x+2
Therefore f (x) = x−1
is continuous at x = 3, indeed f (x) is continuous at all points R
except x = 1.
x2 − 1, x<3
f (x) =
2x + 2, x≥3
is continuous at x = 3
(a) lim f (x) ??
x→3
lim f (x) = 8
x→3
(c)
lim f (x) = f (3) = 8
x→3
2x + 1, x ≥ 1
f (x) =
4x, x<1
f (x) is continuous at x = 2 if lim f (x) exists and limx→2 f (x) = f (2). But for the lim f (x)
x→2 x→2
to exist,
lim f (x) = lim f (x)
x→2− x→2+
lim x3 = lim (α − x)
x→2 x→2
⇒8 = α−2
⇒ α = 10
Therefore when α = 10,
lim f (x) = f (2)
x→2
f (x) is continuous at x = 2.
lim x2 − k 2 = lim kx + 5
x→2 x→2
4 − k 2 = 2k + 5
⇒ k = −1
Example 3.1.7 Modify the definition of f (x) such that it is continuous at the point
x = a if
x2 − 1
f (x) = (a 6= 1)
x−1
x2 −1
x−1
, a 6= 1
f (x) =
2, a=1
Note that the limit 2 has been got by finding the limit of f (x) by La’Hopital rule.
Example 3.1.8 Show that the function f (x) below is discontinuous at x = −2.
x3 + x − 2
f (x) = 3
x − x2 − 6x
We realise that, f (x) is not defined at x = −2, thus function is not continuous.
Example 3.1.9 Show that the function f (x) = x2 + 2x + 1 is continuous at x = 2
i.e.,
lim f (x) = −2
x→1
tinuous at x = 1.
Since the left-hand and right-hand limits are not equal, lim f (x) does not exist.
x→−2
x−6
x−3
,
if x < 0
f (x) = 2, if x = 0
√ 2
4 + x , if x > 0
Example 3.1.13 Check the following function for continuity at x = 3 and x = −3.
x3 −27
x2 −9
, if x 6= 3
f (x) =
9
, if x = 3
2
Continuity at x = 3
(a) The limit (since function not a piecewise, we compute to test existence of a limit)
x3 − 27 ” ”
0
lim f (x) = lim =
x→3 x→3 x −9
2 ” 0”
(Circumvent this indeterminate form by factoring the numerator and the denomina-
tor).
x3 − 27 x3 − 33
lim f (x) = lim = lim
x→3 x→3 x2 − 9 x→3 x2 − 32
Could even have applied the La’Hopital rule to compute the limit above. i.e.,
9
lim f (x) =
x→3 2
9
(b) The function f is defined at x = 3 sincef (3) =
2
(c) Since,
9
lim f (x) = = f (3)
x→3 2
all three conditions are satisfied, and f is continuous at x = 3. Now, check for continuity
at x = −3.
Continuity at x = −3
Function f is not defined at x = −3 because of division by zero. Thus, f (−3) does not
exist, condition (b) is violated, and thus f is not continuous at x = −3.
Example 3.1.14 Show that the function f (x) = sin x is continuous at all numbers x.
= (sin a) lim cosh + cos a lim sin h
h→0 h→0
x2 + 3x + 5
Example 3.1.15 For what values of x is the function f (x) = continuous?
x2 + 3x − 4
1
First describe function g using functional composition. Let f (x) = x 3 , h(x) = sin x, and
k(x) = x20 + 5. Function k is continuous for all values of x since it is a polynomial, and
functions f and h are well-known to be continuous for all values of x. Thus, the functional
compositions
h(k(x)) = sin(k(x)) = sin(x20 + 5)
and
f (h(k(x))) = (h(k(x)))1/3 = (sin(x20 + 5))1/3
are continuous for all values of x. Since
√
Example 3.1.17 For what values of x is the function f (x) = x2 − 2x continuous ?
√
First describe function f using functional composition. Let g(x) = x2 −2x and h(x) = x
Function g is continuous for all values of x since it is a polynomial, and function h is well-
known to be continuous for x ≥ 0. Since g(x) = x2 − 2x = x(x − 2), it follows easily that
g(x) ≥ 0 for x ≤ 0 and x ≥ 2. Thus, the functional composition
p √
h(g(x)) = g(x) = x2 − 2x
x − 1
Example 3.1.18 For what values of x is the function f (x) = ln continuous?
x+2
x−1
First describe function f using functional composition. Let g(x) = and h(x) = ln x
x+2
Since g is the quotient of polynomials y = x − 1 and y = x + 2, function g is continuous for
all values of x except where x + 2 = 0, i.e., except for x = −2. Function h is well-known
x−1
to be continuous for x > 0. Since g(x) = , it follows easily that g(x) > 0 for x < −2
x+2
and x > 1. Thus, the functional composition
x − 1
h(g(x)) = ln (g(x)) = ln
x+2
x − 1
f (x) = ln = h(g(x))
x+2
[The ln is not defined at negative values. But also the quotient is always taken seriously
with the denominator]
esin x
Example 3.1.19 For what values of x is the function f (x) = √ continuous?
4 − x2 − 9
First describe function f using functional composition. Let g(x) = sin x and h(x) = ex ,
both of which are well-known to be continuous for all values of x. Thus, the numerator
y = esin x = h(g(x)) is continuous (the functional composition
√ of continuous functions) for
all values of x. Now consider the denominator y = 4 − x2 − 9. Let
√
g(x) = 4, h(x) = x2 − 9, and k(x) = x
Functions g and h are continuous for all values of x since both are polynomials, and it is
well-known that function k is continuous for x ≥ 0. Since h(x) = x2 −9 = (x−3)(x+3) = 0
when√x = 3 or x = −3, it follows easily that h(x) ≥ 0 for x ≥ 3 and x ≤ −3, so that
y = x2 − 9 = k(h(x)) is continuous (the functional composition√ of continuous functions)
for x ≥ 3 and x ≤ −3. Thus, the denominator y = 4 − x2 − 9 is continuous (the
difference of continuous functions) for x ≥ 3 and x ≤ −3.
There is one other important consideration. We must insure that the denominator is
never zero. If √
y = 4 − x2 − 9 = 0
then √
4= x2 − 9
Squaring both sides, we get
16 = x2 − 9
so that
x2 = 25
when
x = 5 or x = −5
Thus, the denominator is zero if x = 5 or x = −5. Summarizing, the quotient of these
esin x
continuous functions, f (x) = √ , is continuous for x ≥ 3 and x ≤ −3, but not
4 − x2 − 9
for x = 5 and x = −5.
x−1
√ if x > 1
x−1
f (x) = 5 − 3x, if − 2 ≤ x ≤ 1
6
if x < −2
x−4
x−1
y=√
x−1
is continuous for x > 1 since it is the quotient of continuous functions and the denominator
is never zero.
Function
6
y=
x−4
is continuous for x < −2 since it is the quotient of continuous functions and the denomi-
nator is never zero.
Now check for continuity of f where the three components are joined together, i.e., check
for continuity at x = 1 and x = −2.
For x = 1:
Circumvent this indeterminate form one of two ways. Either factor the numerator as
the difference of squares, or multiply by the conjugate of the denominator over itself.
√ √ √
( x)2 − (1)2 ( x − 1)( x + 1) √ √
= lim+ √ = lim+ √ = lim+ ( x + 1) = ( 1 + 1) = 2
x→1 x−1 x→1 x−1 x→1
Thus,
lim f (x) = 2
x→1
(c) Since
lim f (x) = 2 = f (1)
x→1
For x = −2:
6 6 6
lim − f (x) = lim − = = = −1
x→−2 x→−2 x−4 (−2) − 4 −6
lim f (x)
x→−2
Example 3.1.21 Determine all values of the constant A so that the following function
is continuous for all values of x.
2
A x − A, if x ≥ 3
f (x) =
4, if x < 3
For the limit to exist, the right- and left-hand limits must exist and be equal. Thus,
4
3A2 − A − 4 = 0 ⇒ (3A − 4)(A + 1) = 0 ⇒ A = or A = −1
3
(c)
lim f (x) = 4 = f (3)
x→3
Example 3.1.22 Determine all values of the constants A and B so that the following
function is continuous for all values of x.
Ax − B, if x ≤ −1
f (x) = 2x2 + 3A + B, if − 1 < x ≤ 1
4, if x > 1
Function y = 2x2 + 3Ax + B is continuous for −1 < x ≤ 1 for any values of A and B
since it is a polynomial.
Continuity at x = −1:
For the limit to exist, the right- and left-hand limits must exist and be equal. Thus,
lim f (x) = −A − B = 2 − 3A + B
x→−1
so that
2A − 2B = 2
or
A−B = 1 (3.1)
For the limit to exist, the right- and left-hand limits must exist and be equal. Thus,
lim f (x) = 2 + 3A + B = 4
x→1
or
3A + B = 2 (3.2)
For continuity at both x = −1 and x = 1, we solve Equations (3.1) and (3.2) simultane-
ously. Thus,
3
A =
4
1
B = −
4
1
lim f (x) = − = f (−1)
x→−1 2
so that all three conditions are satisfied at both x = 1 and x = −1, and function f is
continuous at both x = 1 and x = −1. Therefore, function f is continuous for all values
of x if
3 1
A= and B = −
4 4
Example 3.1.23 Show that the following function is continuous for all values of x.
−1
e x2 , if x 6= 0
f (x) =
0, if x = 0
First describe f using functional composition. Let g(x) = − x12 and h(x) = ex . Function
h is well-known to be continuous for all values of x.
Function g is the quotient of functions continuous for all values of x, and is therefore
continuous for all values of x except x = 0, that x which makes the denominator zero.
Thus, for all values of x except x = 0,
1
f (x) = h(g(x)) = eg(x) = e− x2
so that
” ” ” ”
2 1 1
lim f (x) = lim e−1/x = e−∞ = ∞
= =0
x→0 x→0 e ∞
i.e.,
lim f (x) = 0
x→0
(b)
f (0) = 0
(c)
lim f (x) = 0 = f (0)
x→0
all three conditions are satisfied, and f is continuous at x = 0. Thus, f is continuous for
all values of x.
x2 sin x1
, x 6= 0
f (x) =
0, x=0
lim f (x)
x→0
so that
1
2 2
−x ≤ x sin ≤ x2
x
Since
lim (−x2 ) = 0 = lim x2
x→0 x→0
1
2
lim f (x) = lim x sin =0
x→0 x→0 x
(b) f (0) = 0.
3x − 5 ; x 6= 1
f (x) =
2 ; x=1
at x = 1
f (1) = 2
2ax + b ; x < 3
f (x) = ax + 3b ; x > 3
10 ; x=3
is continuous at x = 3
The limits at a point should be equal and equal to the value of the function at that point.
f (3) = 10
6a + b = 10
3a + 3b = 10
4
a =
3
b = 2
Example 3.1.27 Find the values of aand b for which the function
3x − 6a , x<1
f (x) = 2ax − b , 1 ≤ x ≤ 3
x − 2b , 3<x
is continuous at 1 and 3
To be continuous at x = 1
3 − 6a = 2a − b (3.3)
To be continuous at x = 3
6a − b = 3 − 2b (3.4)
8a − b = 3
6a + b = 3
to have
3
a =
7
3
b =
7
Example 3.1.28 Determine the values of constants a, b so that the function f (x)
a + bx ; x > 2
f (x) = 3 ; x=2
b − ax2 ; x < 2
is continuous at x = 2
The limits at a point should be equal and equal to the value of the function at that point.
lim = lim (b − ax2 ) = b − 4a
x→2− x→2
f (2) = 3
All the three equations above should be equal, i.e
b − 4a = 3
a + 2b = 3
Solving simultaneously gives
1 5
a=− , b=
3 3
x2 + 1
Example 3.1.29 Determine if the function h(x) = is continuous at x = −1
x3 + 1
Because of the if and only if this statement can be used as an alternative definition of
continuity.
x2 − 9
f (x) =
x−3
Is discontinuous at x = 3
x2 −9 0
Checking through conditions of continuity, we have for f (x) = x−3
⇒ f (3) = 0
is not
defined . Hence f (x) must be discontinuous at x = 3.
But since the
x2 − 9 (x + 3)(x − 3)
lim f (x) = lim = lim = 6 exists
x→3 x→3 x−3 x→3 x−3
x2 −9
x−3
, x 6= 3
f (x) =
6, x=3
is continuous at x = 3
Such discontinuity which can be removed by redefining the function at the discontinuity
are called removable discontinuities
1 − cos2 x
f (x) =
sin x
so that it is continuous at x = 0
Since
1 − cos2 x sin2 x
lim = lim = lim (sin x) = 0
x→0 sin x x→0 sin x x→0
f (x) to be continuous at x = 0,
lim f (x) = f (x0 ) ⇒ f (0) = lim f (x)
x→x0 x→0
x2 − 5x + 6
f (x) =
(x − 2)
so that it is continuous at x = 2.
x2 − 5x + 6 (x − 2)(x − 3)
f (2) = lim f (x) = lim = lim = lim (x − 3) = −1
x→2 x→2 (x − 2) x→2 (x − 2) x→2
x2 −5x+6
(x−2)
, if x 6= 2
f (x) =
−1,
if x = 2
x2 for x < 1
f (x) = 0 for x = 1
2−x for x > 1
x2 for x < 1
f (x) = 0 for x = 1
2 − (x − 1)2 for x > 1
5
sin x−1 for x < 1
f (x) = 0 for x = 1
0.1
x−1
for x > 1
For it to be an essential discontinuity, it would have sufficed that only one of the two
one-sided limits did not exist or were infinite.
However, given this example the discontinuity is also an essential discontinuity for the
extension of the function into complex variables.
Now choose δ = 3 .
Thus if |x − 10| ≤ 3 , that is δ ≤ 3 , it follows that |f (x) − 35| ≤ . This completes the
proof.
Likewise we say that a function f (x) is continuous at a right endpoint β of its domain if
x2 −9
x−3
, x 6= 3
f (x) =
8, x=3
2
x + 1; if x < 2,
f (x) =
3x − 1; if x > 2,
x2 − 3x + 2
f (x) =
x−1
x2 −3x+2
x−1
; if x 6= 1,
f (x) =
−1; if x = 1
All that this theorem says is that a continuous function cannot skip any number in pasing
from any of its values to another. The IV T is an existence theorem. It guarantees the
existence of the number c, though it does not say how to find it.
It also guarantees that a continuous function cannot change sign without becoming zero
at some point, that is, if a continuous function g has positive and negative values for some
two points on an interval, then there exists a point c in the interval at which g(c) = 0.
Example 3.2.1 Show that the function f (x) = x2 − 4 has a roots between −3 and −1
and also between 1 and 3.
A root of f is a number x for which f (x) = 0. Now f (−3) = 5 and f (−1) = −3. Since
0 ∈ [−3, 5], by the IVT there exists a number c ∈ (−3, −1) such that f (c) = 0.
Similarry A root of f is a number x for which f (x) = 0. Now f (1) = −3 and f (3) = 5.
Since 0 ∈ [−3, 5], by the IVT (We can use the theorem since f (x) is a continuous function
everywhere) there exists a number c ∈ (1, 3) such that f (c) = 0.
Example 3.2.2 Show that the function f (x) = 4x3 − 6x2 + 3x − 2 has a root between
1 and 2.
A root of f is a number x for which f (x) = 0. Now f (1) = −1 and f (2) = 12. Since
0 ∈ [−1, 12], by the IVT there exists a number c ∈ (1, 2) such that f (c) = 0.
Example 3.2.3 If a child grows from 1m to 1.5m between the ages of 2 years and 6
years, then, at some time between 2 years and 6 years of age, the child’s height must have
been 1.25m.
Example 3.2.4 Show that the function f (x) = ln(x) − 1 has a solution in [2, 3].
Example 3.2.5 Show that the function f (x) = x5 + 2x3 + x − 5 has only one real
solution. Hint: Use x = 1 and x = 2
Example 3.2.6 Use the Intermediate Value Theorem to show that there is a positive
number c such that c2 = 2.
Let f (x) = x2 . Then f is continuous and f (0) = 0 < 2 < 4 = f (2). By the IVT there is
c ∈ (0, 2) such that c2 = f (c) = 2.
Example 3.2.7 If f (x) = x3 − x2 + x, show that there is c ∈ R such that f (c) = 10.
But f (1) = 1 and f (3) = 33 − 32 + 3 = 27 − 9 + 3 = 21, so f (0) < 10 < f (3). Since f is
continuous everywhere, there must be c ∈ R such that f (c) = 10.
Example 3.2.8 Let f be a continuous function on [0, 1]. Show that if −1 ≤ f (x) ≤ 1
for all x ∈ [0, 1] then there is c ∈ [0, 1] such that [f (c)]2 = c.
If f (x) is continuous on [0, 1] then so is [f (x)]2 . Set g(x) = [f (x)]2 − x. Then g is also
continuous on [0, 1]. Now g(0) = [f (0)]2 − 0 = [f (0)]2 ≥ 0 and g(1) = [f (1)]2 − 1 ≤ 0, so
by IVT there is c ∈ [0, 1] such that g(c) = 0. Then [f (c)]2 − c = 0 or [f (c)]2 = c.
f (c) = c
Definition 3.3.1 In mathematics, a fixed point (sometimes shortened to fix point, also
known as an invariant point) of a function is a point that is mapped to itself by the
function. A set of fixed points is sometimes called a fixed set.
f (x) = x2 − 3x + 4,
f (c) = c
2
c − 3c + 4 = c
c2 − 4c + 4 = 0
p
4± 42 − 4(1)(4)
c = =2
2(1)
Example 3.3.2 Find the fixed points for the continuous function
(x + 1)
f (x) =
2
f (c) = c
(c + 1)
= c
2
c + 1 = 2c
c = 1
Example 3.3.3 Find all the fixed points for the function
f (x) = x2 − 6
f (c) = c
2
c −6 = c
c2 − c − 6 = 0
p
1± 1 + 4(1)(6)
c = = −2, 3
2(1)
Thus the points c = −2 and c = 3 are the fixed points of f (x) = x2 −6 since −2, 3 ∈ [−4, 4]
Example 3.3.4 Find all the fixed points for the function
f (x) = x2 − 2x + 2
f (c) = c
c2 − 2c + 2 = c
c2 − 3c + 2 = 0
c = 1, 2
Thus the point c = 1 is a fixed point but c = 2 is not a fixed point of f (x) = x2 − 2x + 2
since 1 ∈ [−6, 1] but 2 6∈ [−6, 1]
Example 3.3.5 A continuous function that maps [0, 1] into itself has a fixed point.
Example 3.3.6 A continuous function that maps a disk into itself has a fixed point.
Example 3.3.7 A continuous function that maps a spherical ball into itself necessarily
has a fixed point.
Exercise 3.2
x2 −1 1−cos2 x
(ii) x−1
at x = 1 (iv) sin x cos x
at x = 0
3. Given
4 − x2 , x ≤ −1
f (x) =
x + 1, x > −1
x3 −3x2 +2
x2 −1
, f or x 6= 1
f (x) =
k, f or x = 1
5. Given
sin x, if 2nπ < x < 2(n + 1)π for n even
f (x) =
cos x, if 2nπ < x < 2(n + 1)π for n odd
√ 7x2 −9x3 +x
(ii) lim 2x2 + 1 (iv) lim 3 2
x→1 x→∞ −18x −5x −x
6 − x, x ≤ −2
f (x) =
λx2 , x > −2
|x|
(d) Does the lim 4x
exist ? Give reasons for your answer.
x⇒0
(ii) Let
x2 − 9
f (x) =
x−3
3
x, x≤2
f (x) =
10x, x>2
is continuous at x = 2.
3.4.2 Solutions
[Limits & Continuity]
(a) We say that L is the limit of f (x) as x approaches a if for every > 0 (however
small but positive) there exists a corresponding δ > 0 also dependent on such that
|f (x) − L| < whenever |x − a| < δ.
(b) (i)
2x2 + 5x − 3 0
lim = thus by La’Hopitals’ rule
x→−3 x+3 0
4x + 5
= lim = −7
x→−3 1
(ii)
√ p √
lim 2x2 + 1 = 2(1)2 + 1 = 3
x→1
(iii)
x3 − 1 (x − 1)(x2 + x + 1)
lim = lim = lim (x2 + x + 1) = 3
x→1 x − 1 x→1 x−1 x→1
(iv)
7
7x2 − 9x3 + x x
− 9 + x12 −9 1
lim = lim 5 1 = =
x→∞ −18x − 5x − x
3 2 x→∞ −18 − − x2 −18 2
x
8 = 4λ
2 = λ
x
− 14 ,
− 4x , x≤0 x≤0
f (x) = x = 1
4x
, x≥0 4
, x≥0
1 1
since lim f (x) 6= lim f (x) that is − 6=
x→0− x→0+ 4 4
x2 − 9 (x − 3)(x + 3)
lim = lim = lim (x + 3) = 6
x→3 x − 3 x→3 x−3 x→3
x2 −9
x−3
, x 6= 3
f (x) =
6, x=3
(f)
lim f (x) = 23 = 8
x→2−
The limit does not exist, thus the function is not continuous.
Exercise 3.3 Suppose that 6x − x2 ≤ f (x) ≤ x2 − 6x + 18 for all x. Find lim f (x)
x→3
Differentiation
f (x + h) − f (x)
lim exists
h→0 h
ie if
f (x + h) − f (x) f (x + h) − f (x)
lim− = lim+ (4.1)
h→0 h h→0 h
f (x + h) − f (x)
f 0 (x) = lim (4.2)
h→0 h
f (a + h) − f (a)
f 0 (a) = lim (4.3)
h→0 h
f (x) − f (a)
lim exists ⇒
x→a x−a
101
CHAPTER 4. DIFFERENTIATION
f (x) − f (a)
f 0 (a) = lim (4.5)
x→a x−a
∆y f (x0 + h) − f (x0 )
=
h h
and indeed as h → 0, this quotient tends to the slope of the tangent to the curve at x = x0
which is f 0 (x0 ).
By definition,
f (x + h) − f (x) α−α 0
f 0 (x) = lim = lim = lim = 0
h→0 h h→0 h h→0 h
Note 4.1.1 This result shows that the derivative of a constant is 0 . Thus
d d d
(10) = (a) = (90) = 0
dx dx dx
Example 4.1.2 Suppose f (x) = x2 , use the definition of a derivative to find f 0 (x)
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
(x + h)2 − x2
therefore f 0 (x) = lim
h→0 h
x2 + 2xh + h2 − x2
= lim
h→0 h
2xh + h2
= lim
h→0 h
= lim (2x + h) = 2x
h→0
d 2
⇒ (x ) = 2x
dx
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
2xh + h2
= lim which of the five techniques of finding limits to use
h→0 h
(2x + h)(h)
= lim
h→0 h
= lim 2a + h = 2x can use method I now, of substitution
h→0
Example 4.1.4 For f (x) = xn where n ≥ 1 integer. Use the definition of a derivative
d
to compute dx (xn ).
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
since f(x + h) = (x + h)n
and f(x) = xn
(x + h)n − xn
⇒ f 0 (x) = lim
h→0 h
n(n−1)xn−2 (h)2
!
xn + nxn−1 h + + · · · + hn − xn
⇒ f 0 (x) = lim 2!
h→0 h
hn(n − 1)xn−2
n−1
= lim nx + + ... + hn−1 ⇒
h→0 2!
d n
(x ) = nxn−1
dx
This result is an important differentiation formula . The formula is valid for all n ∈ R
(real numbers)
Example 4.1.5 Suppose f (x) = x, using the definition of a derivative find f 0 (x)
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
x+h−x
= lim
h→0 h
h
= lim = lim 1 = 1
h→0 h h→1
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
1 1
0 x+h
− x
f (x) = lim
h→0 h
x − (x + h)
f 0 (x) = lim
h→0 hx(x + h)
−h
f 0 (x) = lim
h→0 hx(x + h)
−1 1
= lim =− 2
h→0 x(x + h) x
Exercise 4.1 Use the limit definition to compute the derivative, f 0 (x), for
1
f (x) = (x + 1) 3
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
1 1
0 [(x + 1) + h] 3 − (x + 1) 3
f (x) = lim Binomial expansion, fractional powers
h→0 h
−5
h
1 −2 3 h2
i
1 1 −2 (x+1) 1
(x + 1) 3 + 3 (x + 1) 3 h + 3 3 2! + · · · − (x + 1) 3
f 0 (x) = lim
h→0 h
−5
1 −2
1 −2 (x+1) 3 h2
(x + 1) 3 h+ 3 3
+ ···
f 0 (x) = lim 3 2!
h→0 h
−5
" #
1 −2
0 1 −2
3 3
(x + 1) 3 h
f (x) = lim (x + 1) 3 +
h→0 3 2!
1 −2
= (x + 1) 3
3
Note 4.1.2 For any value of n, whether positive, negative, integer or non-integer, the
value of the nth power of a binomial is given by:
d
Example 4.1.7 Using the definition of a derivative, find dx
(sin x)
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
sin(x + h) − sin(x)
sin0 (x) = lim
h→0 h
sin x cos h + cos x sin h − sin x
= lim
h→0 h
sin x(cos h − 1) + cos x sin h
= lim
h→0 h
sin x(cos h − 1) cos x sin h
= lim + lim
h→0 h h→0 h
(cos h − 1) sin h
= sin x lim + cos x lim
h→0 h h→0 h
(− sin h) cos h
= sin x lim + cos x lim
h→0 1 h→0 1
= sin x(0) + cos x(1)
= cos x
df
dx x=2
The function f (x) given to you is at only x = 2, but we do not have the function as
x → 2+ or the f (x) as x → 2− , so we cannot compute the derivative since the function is
not known.
Recall that
x, x≥0
|x| =
−x, x < 0
f (x) − f (a)
f 0 (a) = lim
x→a x−a
f (x) − f (0)
f 0 (0) = lim
x→0 x−0
Finding a limit for a piecewise function, we check from left and from right, if equal, that
is the limit, otherwise, the limit does not exist.
f (x) − f (0)
Since the one-sided limits exist but are not equal though finite, f 0 (0) = lim
x→0 x−0
does not exist, and f is not differentiable at x = 0. This implies that the derivative of
f (x) = |x| does not exist at x = 0
Example 4.1.10 Show that the derivative of the function f (x) = x|x| is given by.
The function is also given by
2
x, x≥0
f (x) =
−x2 , x < 0
Example 4.1.11 Use the definition of derivatives to compute f 0 (x) given f (x) = mx + c
Example 4.1.12 Use the limit definition to compute the derivative, f 0 (x), for
1 3
f (x) = x −
2 5
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
1
(x + h) − 53 − 1 3
0 2 2
x − 5
f (x) = lim
h→0 h
1
x + 12 h − 35 − 12 x + 3
f 0 (x) = lim 2 5
h→0 h
1
0 2
h
f (x) = lim
h→0 h
The term h now divides out and the limit can be calculated.
1
f 0 (x) = lim
h→0 2
1
=
2
Example 4.1.13 Use the limit definition to compute the derivative, f 0 (x), for
f (x) = 5x2 − 3x + 7
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
10xh + 5h2 − 3h
f 0 (x) = lim
h→0 h
The term h now divides out and the limit can be calculated.
= 10x − 3
Example 4.1.14 Use the limit definition to compute the derivative, f 0 (x), for
√
f (x) = 4 − x + 3
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
p √
4 − (x + h) + 3 − 4 − x + 3
f 0 (x) = lim
h→0 h
√ p
x + 3 − (x + h) + 3
f 0 (x) = lim
h→0 h
Eliminate the square root terms in the numerator of the expression by multiplying by the
(x + 3) − (x + h + 3)
f 0 (x) = lim √ √
h→0 h x+3+ x+h+3
−h
f 0 (x) = lim √ √
h→0 h x+3+ x+h+3
The term h now divides out and the limit can be calculated.
−1 −1 −1
f 0 (x) = lim √ √ = √ √ = √
h→0 x+3+ x+h+3 x+3+ x+3 2 x+3
Example 4.1.15 Use the limit definition to compute the derivative, f 0 (x), for
x+1
f (x) =
2−x
(x+h)+1 x+1
0 f (x + h) − f (x) 2−(x+h)
− 2−x
f (x) = lim = lim
h→0 h h→0 h
(x + h + 1)(2 − x) − (x + 1)(2 − x − h) 1
f 0 (x) =
(2 − x − h)(2 − x) h
2x + 2h + 2 − x2 − xh − x − {2x − x2 − xh + 2 − x − h}
f 0 (x) = lim
h→0 (2 − x − h)(2 − x)h
3h
f 0 (x) = lim
h→0 (2 − x − h)(2 − x)h
The term h now divides out and the limit can be calculated
3 3 3
f 0 (x) = lim = =
h→0 (2 − x − h)(2 − x) (2 − x)(2 − x) (2 − x)2
Example 4.1.16 Use the limit definition to compute the derivative, f 0 (x), for
2
f (x) = x 3
This problem may be more difficult than it first appears.
2 2
0 f (x + h) − f (x) (x + h) 3 − x 3
f (x) = lim = lim
h→0 h h→0 h
1 1
A−B
⇒ A −B
3 3 = 2 1 1 2
A +A B +B
3 3 3 3
2 2 1 1
0 (x + h) 3 − x 3 {(x + h)2 } 3 − {x2 } 3
f (x) = lim = lim
h→0 h h→0 h
(x + h)2 − x2
= lim n 4 2 2 4
o
h→0
h (x + h) 3 + (x + h) 3 x 3 + x 3
(x2 + 2xh + h2 ) − x2
= lim n 4 2 2 4
o
h→0
h (x + h) 3 + (x + h) 3 x 3 + x 3
h(2x + h)
= lim n 4 2 2 4
o
h→0
h (x + h) 3 + (x + h) 3 x 3 + x 3
2x + h
= lim n 4 2 2 4
o
h→0
(x + h) + (x + h) x + x
3 3 3 3
2x 2x 2
= n 4 2 2 4
o= 4 = 1
x3 + x3 x3 + x3 3x 3 3x 3
Example 4.1.17 Use the limit definition to compute the derivative, f 0 (x), for
f (x) = cos 3x
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
cos 3(x + h) − cos 3x
f 0 (x) = lim
h→0 h
cos(3x + 3h) − cos 3x
f 0 (x) = lim
h→0 h
{cos 3x cos 3h − sin 3x sin 3h} − cos 3x
f 0 (x) = lim
h→0 h
cos 3x(cos 3h − 1) − sin 3x sin 3h
f 0 (x) = lim
h→0 h
Since
cos(A + B) = cos A cos B − sin A sin B
Recall the following two well-known trigonometry limits (La’Hopital rule):
(cos 3h − 1) sin 3h
f 0 (x) = cos 3x lim − sin 3x lim
h→0 h h→0 h
Example 4.1.18 Use the limit definition to compute the derivative, f 0 (x), for
x−1
f (x) =
x2 + 3x
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
(x + h) − 1 x−1
2
− 2
(x + h) + 3(x + h) x + 3x
= lim
h→0 h
Algebraically and arithmetically simplify the expression in the numerator. The terms
x3 , 2x2 , −3x, and 3xh will subtract out. It is important to note that the denominator of
this expression should be left in factored form so that the term h can be easily eliminated
later.
−x2 h + 2xh + h2 + 3h
= lim
h→0 (x2 + 2xh + h2 + 3x + 3h)(x2 + 3x)h
h(−x2 + 2x + h + 3)
= lim
h→0 (x2 + 2xh + h2 + 3x + 3h)(x2 + 3x)h
The term h now divides out and the limit can be calculated.
−x2 + 2x + h + 3
f 0 (x) = lim
h→0 (x2 + 2xh + h2 + 3x + 3h)(x2 + 3x)
−x2 + 2x + 3
f 0 (x) =
(x2 + 3x)(x2 + 3x)
2x + 3 − x2
f 0 (x) =
(x2 + 3x)2
Example 4.1.19 Use the limit definition to compute the derivative, f 0 (x), for
√
f (x) = x3 − x
p √
0 f (x + h) − f (x) (x + h)3 − (x + h) − x3 − x
f (x) = lim = lim
h→0 h h→0 h
Eliminate the square root terms in the numerator of the expression by multiplying by the
conjugate of the numerator divided by itself.
p √ p √
(x + h)3 − (x + h) − x3 − x (x + h)3 − (x + h) + x3 − x
= lim p √
h→0 h (x + h)3 − (x + h) + x3 − x
3xh2 + 3x2 h + h3 − h
f 0 (x) = lim p √
h→0 h (x + h)3 − (x + h) + x3 − x
h [3xh + 3x2 + h2 − 1]
f 0 (x) = lim p √
h→0 h (x + h)3 − (x + h) + x3 − x
The term h now divides out and the limit can be calculated.
3xh + 3x2 + h2 − 1
f 0 (x) = lim p √
h→0 (x + h)3 − (x + h) + x3 − x
3x2 − 1
f 0 (x) = √ √
x3 − x + x 3 − x
3x2 − 1
f 0 (x) = √
2 x3 − x
√
x, if x ≥ 1
2 +
f (x) =
1 x + 5 , if x < 1
2 2
Show whether or not f (x) is differentiable at x = 1, i.e., use the limit definition of the
derivative to compute f 0 (1).
√
To compute f 0 (1): Lets first compute f (1) = 2 + 1 = 3, then
f (x) − f (a)
f 0 (a) = lim
x→a x−a
f (x) − f (1)
f 0 (1) = lim
x→1 x−1
Finding a limit for a piecewise function, we check from left and from right, if equal, that
is the limit, otherwise, the limit does not exist.
√
f (x) − f (1) (2 + x ) − (3)
lim = lim
x→1+ x−1 x→1 x−1
√ √
x−1 ( x − 1)
= lim = lim √ √
x→1 x−1 x→1 ( x − 1)( x + 1)
1 1
= lim √ =
x→1 ( x + 1) 2
1 5
x+ − (3) x−1
f (x) − f (1) 2 2 2 1 1
lim− = lim = lim = lim =
x→1 x−1 x→1 x−1 x→1 x − 1 x→1 2 2
f (x) − f (1) 1
Since the one-sided limits exists and are equal, f 0 (1) = lim = does exist,
x→1 x−1 2
and thus f is differentiable at x = 1.
1
2
x sin
, if x 6= 0
f (x) = x
0, if x = 0
Show that f is differentiable at x = 0, i.e., use the limit definition of the derivative to
compute f 0 (0).
To have from right and from left, we use the Squeeze law to create functions from left
and right.
1 x2 , if x > 0
x2 sin =
x
−x2 , if x < 0
The derivative at x = 0 is
f 0 (0) = 0
Show the solution above.
Remark 4.1.1 What follows is a common incorrect attempt to solve this problem using
1
2
another method. Since f (x) = x sin for x 6= 0, it follows, using the product rule
x
and chain rule, that
for x 6= 0. Then
f 0 (0) = lim f 0 (x)
x→0
n 1 1 o
= lim − cos + 2x sin
x→0 x x
1
Because the term − cos oscillates between 1 and −1 as h approaches zero, this limit
x
does not exist.
An incorrect conclusion would be that f 0 (0) does not exist, i.e., f is not differentiable at
x = 0. If f 0 were continuous at x = 0, this would be a valid method to compute f 0 (0).
Example 4.1.22 Use the limit definition to compute the derivative, f 0 (x), for a piecewise
function
f (x) = |x2 − 3x|
First rewrite f (x). That is,
2
(x − 3x), x ∈ (−∞, 0] ∪ [3, ∞)
f (x) = |x2 − 3x| =
−(x2 − 3x), 0 < x < 3
f (x) − f (a)
f 0 (a) = lim
x→a x−a
f (x) − f (0)
f 0 (0) = lim
x→0 x−0
Finding a limit for a piecewise function, we check from left and from right, if equal,
that is the limit, otherwise, the limit does not exist.
f (x) − f (0)
Since the one-sided limits exist but are not equal, f 0 (0) = lim does not
x→0 x−0
exist, and f is not differentiable at x = 0.
2. Now check for differentiability at x = 3, i.e., compute f 0 (3): f (3) = (3)2 − 3(3) = 0
Then
f (x) − f (a)
f 0 (a) = lim
x→a x−a
f (x) − f (3)
f 0 (3) = lim
x→3 x−3
Finding a limit for a piecewise function, we check from left and from right, if equal,
that is the limit, otherwise, the limit does not exist.
f (x) − f (3)
Since the one-sided limits exist but are not equal, f 0 (3) = lim does not
x→3 x−3
exist, and f is not differentiable at x = 3. Since the one-sided limits exist but are not
f (x) − f (3)
equal, f 0 (3) = lim does not exist, and f is not differentiable at x = 3.
x→3 x−3
x2 + 2xh + h2 − 3x − 3h − x2 + 3x
= lim
h→0 h
2xh + h2 − 3h h(2x + h − 3)
= lim = lim = lim (2x + h − 3) = 2x − 3.
h→0 h h→0 h h→0
4. Assume that x > 3. Then it is also true (the same function of f (x) = (x2 − 3x)) that
f 0 (x) = 2x − 3
3h − 2xh − h2 h(3 − 2x − h)
= lim = lim = lim (3 − 2x − h) = 3 − 2x.
h→0 h h→0 h h→0
1 3 1 2
4 x − 2 x , if x ≥ 2
f (x) =
−3x + 6
, if x < 2
x2 + 2
f (x) − f (2)
f 0 (2) = lim exists
x→2 x−2
n o
1 3 1 2
f (x) − f (2) 4
x − 2
x −0 1 2
− 2)
x (x 1
lim+ = lim = lim 4
= lim x2 = 1
x→2 x−2 x→2 x−2 x→2 (x − 2) x→2 4
n o
−3x+6
f (x) − f (2) x2 +2
−0 −3x + 6 −3(x − 2) 1
lim− = lim = lim = lim =−
x→2 x−2 x→2 x−2 x→2 (x − 2)(x + 2)
2 x→2 (x − 2)(x + 2)
2 2
Since the derivatives are not equal, the derivative does not exist.
Remark 4.1.2 : Use of the limit definition of the derivative of f at x = 2 also leads to
a correct solution to this problem.
Remark 4.1.3 : What follows is a common incorrect attempt to solve this problem
using another method.
For x > 2
3
f 0 (x) = x2 − x
4
For x < 2
Then
n3 o 3
lim+ f 0 (x) = lim+ x2 − x = (2)2 − 2 = 1
x→2 x→2 4 4
and
6x2 + 12x − 12 6(2)2 + 12(2) − 12
lim− f 0 (x) = lim− = =1
x→2 x→2 (x2 + 2)2 ((2)2 + 2)2
2
x, if x < 0
f (x) = 2, if 0 ≤ x ≤ 3
4 − x, if x > 3
2x, if x < 0
f 0 (x) = 0, if 0 ≤ x < 3
−1, if x > 3
1+x
2
, if x < 1
f (x) = 1, if x = 1
√
x, if x > 1
2
x, x≥0
f (x) =
−x, x < 0
y = |5x − 2|
Note that, we have not been asked f 0 25 [at a point], but f 0 (x) [everywhere], but since
(1). Differentiable at x = 25 :
Derivative is given by
f (x) − f (a)
f 0 (a) = lim
x→a x−a
2
f (x) − f
0 2 5
f = lim2
5 x→ 5 x − 25
Since finding limit of a piecewise function, we use the informal definition of limits:
2
From the right of point x = 5
2
f (x) − f 5 (5x − 2) − 0
lim+ = lim2
x→ 25 x − 25 x→ 5 x − 25
5 x − 25 − 0
= lim2
x − 25
x→ 5
= lim2 5 = 5
x→ 5
2
From the left of point x = 5
2
f (x) − f 5 −(5x − 2) − 0
lim− = lim2
x→ 25 x − 25 x→ 5 x − 52
−5 x − 25 − 0
= lim2
x − 52
x→ 5
= lim2 − 5 = −5
x→ 5
since
2 2 2
f (x) − f f (x) − f f (x) − f
5 5 5 0 2
lim+ 6= lim− ⇒ lim2 =f DNE
x→ 52 x − 25 x→ 25 x − 25 x→ 5 x − 25 5
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
[5(x + h) − 2] − [(5x − 2)]
= lim
h→0 h
5h
= lim = lim 5 = 5
h→0 h h→0
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
[− {5(x + h) − 2}] − [−(5x − 2)]
= lim
h→0 h
−5h
= lim = lim −5 = −5
h→0 h h→0
2
5, x> 5
0 2
y = DNE, x = 5
2
−5, x<
5
|4x − 3|
y=
4x − 3
(1). Differentiability at x = 34 :
y0 3
4
does not exist.
(2). Differentiability in region x > 34 : consider f (x) = 1
y0 = 0
3
(3). Differentiability in region x < 4
: consider f (x) = −1
y0 = 0
3
0, x> 4
y0 = DNE, x = 3
4
3
0, x<
4
5
f (x) =
3x + 4
√
Exercise 4.5 Find the derivative of the function x at the point x = 1. f 0 (1) = 1
2
Remark 4.1.4 Even if f does have a derivative, it may not have a second derivative.
For example, let
+x2 , if x ≥ 0
f (x) =
−x2 , if x < 0
+2x, if x ≥ 0
f 0 (x) = = 2|x|
−2x, if x < 0
an absolute function which does not have a derivative, thus f 00 (x) does not exist.
f (x) − f (x0 )
lim exists say ξ (4.6)
x→x0 x − x0
Now that known, we need to prove that the function f (x) is continuous. A function is
said to be continuous if the limit exists and equal to function at that point.
Lets compute the limit at x0 but using known information Equation (4.6)
[f (x) − f (x0 )] (x − x0 )
= lim + lim f (x0 )
x→x0 x − x0 x→x0
f (x) − f (x0 )
= lim lim (x − x0 ) + lim f (x0 )
x→x0 x − x0 x→x0 x→x0
= 0 + lim f (x0 )
x→x0
= lim f (x0 )
x→x0
= f (x0 )
Hence
lim f (x) = f (x0 )
x→x0
so f is continuous at x = x0 .
Remark 4.2.1 A differentiable function is a continuous function but the reverse is not
true
Example 4.2.1 Show that the function f (x) = |x| is continuous but not differentiable
at x = 0. Check whether the function
x, x≥0
|x| =
−x, x < 0
is continuous at x = 0
i). f (0) = 0
ii). lim f (x)?? Since a piecewise function, to compute the limit, we use the informal
x→0
definition of limits.
iii).
lim f (x) = f (0) = 0
x→0
Recall that
x, x≥0
|x| =
−x, x < 0
f (x) − f (a)
f 0 (a) = lim
x→a x−a
f (x) − f (0)
f 0 (0) = lim
x→0 x−0
Finding a limit for a piecewise function, we check from left and from right, if equal, that
is the limit, otherwise, the limit does not exist.
f (x) − f (0)
Since the one-sided limits exist but are not equal though finite, f 0 (0) = lim
x→0 x−0
does not exist, and f is not differentiable at x = 0. This implies that the derivative of
f (x) = |x| does not exist at x = 0 as seen by the sharp curve at the point.
Remark 4.2.2 Sometimes a derivative may fail to exist at a point. In general, there are
three reasons why a derivative at a point may not exist.
1. The graph of the function has a sharp turn or a cusp, e.g. f (x) = |x| at x = 0.
x2 +x
2. The graph is not continuous at the point, e.g. g(x) = x
at x = 0.
Note 4.2.1 So what is the derivative, after all? The derivative measures the steepness
of the graph of a function at some particular point on the graph
Find a and b such that f is continuous and differentiable. Plot the function, if possible.
(a) To be continuous at x = 1
i) f (1) = 12 + 2 = 3
ii) lim f (x)??
x→1
1
lim f (x) = lim a x − +b =b
x→1+ x→1 x
(b) To be differentiable at x = 1
Finding a limit for a piecewise function, we check from left and from right, and to be
equal since a derivative exists.
i) From the left of point x = 1
1
a x − x1 + 3 − 3
f (x) − f (1) a x− x
+b−3
lim+ = lim = lim
x→1 x−1 x→1 x−1 x→1 x−1
a(x2 −1)
a x − x1
x a (x + 1)
= lim = lim = lim = 2a
x→1 x−1 x→1 x−1 x→1 x
limits to equal, 2 = 2a ⇒ a = 1
Example 4.2.3 We wish to determine the values of the parameters k and m for which
the function below is differentiable at x = 3:
√
k x + 1, 0 ≤ x ≤ 3
f (x) =
5 − mx, 3<x≤5
(i) the derivative exists (the pieces must match with the same slope).
(a) To be continuous at x = 3
√
i) f (3) = k 3 + 1 = 2k
ii) lim f (x) exists, and since a piecewise function,
x→3
√
lim− f (x) = lim k x + 1 = 2k
x→3 x→3
5 − 3m = 2k (4.7)
(b) To be differentiable at x = 3
f (x) − f (3)
f 0 (3) = lim exists
x→3 x−3
Finding a limit for a piecewise function, we check from left and from right, and to be
equal since a derivative exists.
√
f (x) − f (3) (k x + 1) − (2k) 0
lim− = lim = ⇒ La’Hopital
x→3 x−3 x→3 x−3 0
1
1
2
k(x + 1)− 2 1
k 1
= lim = lim √ 2 = k
x→3 1 x→3 x+1 4
0 : Eqn (4.7)
= ⇒ La’Hopital
0
−m
= lim = −m
x→3 1
1
k = −m (4.8)
4
To be differentiable, it has to be continuous and derivative eists. Thus solving the simul-
taneous equations (4.7) and (4.8)
5 − 3m = 2k
k
= −m
4
⇒ k = 4, m = −1
Show that f is continuous for all values of x. Show that f is differentiable for all values
of x, but that the derivative, f 0 , is not continuous at x = 0.
First show that f is continuous for all values of x. Describe f using functional composition.
Let
1
g(x) = , h(x) = cos x, and k(x) = x2
x
Function g is the quotient of functions continuous for all values of x, and is therefore
continuous for all values of x except x = 0, that x which makes the denominator zero.
Thus, for all values of x except x = 0
1
2 2
f (x) = k(x)h(g(x)) = x cos (g(x)) = x cos
x
1 1
(a) The limit lim cos does not exist since the values of cos oscillate between −1
x→0 x x
and +1 as x approaches zero. However, for x 6= 0
1
−1 ≤ cos ≤ +1
x
so that
1
−x2 ≤ x2 cos ≤ x2 .
x
Since
lim (−x2 ) = 0 = lim x2 ,
x→0 x→0
1
lim f (x) = lim x2 cos = 0.
x→0 x→0 x
(c)
lim f (x) = 0 = f (0),
x→0
all three conditions are satisfied, and f is continuous at x = 0. Thus, f is continuous for
all values of x.
Now show that f is differentiable for all values of x. For x 6= 0 we can differentiate f
using the product rule and the chain rule. That is, for x 6= 0 the derivative of f is
n 1 o 1
f 0 (x) = x2 D cos + D{x2 } cos
x x
n 1 n 1 oo 1
2
= x − sin D + {2x} cos
x x x
1 n −1 o 1
= −x2 sin + 2x cos
x x2 x
1 1
= sin + 2x cos
x x
f (0 + h) − f (0)
f 0 (0) = lim
h→0 h
f (h) − 0
= lim
h→0 h
1
(h)2 cos
= lim h
h→0 h
1
= lim h cos
h→0 h
1
−1 ≤ cos ≤ +1.
h
If h > 0, then
1
−h ≤ h cos ≤ h.
h
If h < 0, then
1
−h ≥ h cos ≥ h.
h
In either case,
lim (−h) = 0 = lim h,
h→0 h→0
1
0
f (0) = lim h cos = 0.
h→0 h
(a) However,
1 1
0
lim f (x) = lim sin + 2x cos
x→0 x→0 x x
1
does not exist since the values of sin oscillate between −1 and +1 as x approaches
x
zero.
(b)
f 0 (0) = 0
Note 4.2.2 The continuity of function f for all values of x also follows from the fact
that f is differentiable for all values of x.
f 0 (x) = 0
(d)
(f g)0 (x) = f 0 (x).g(x) + g 0 (x)f (x)
This is popularly known as the product rule
(e)
0
f f 0 (x)g(x) − g 0 (x)f (x)
(x) =
g [g(x)]2
(f + g)(x + h) − (f + g)(x)
(f + g)0 (x) = lim
h→0 h
f (x + h) + g(x + h) − f (x) − g(x)
= lim
h→0 h
f (x + h) − f (x) g(x + h) − g(x)
= lim + lim
h→0 h h→0 h
= f 0 (x) + g 0 (x)
Example 4.3.2 Let f (x) and g(x) be differentiable and α a scaler, prove that,
(f g)(x + h) − (f g)(x)
(f g)0 (x) = lim
h→0 h
f (x + h)g(x + h) − f (x)g(x)
= lim
h→0 h
f (x + h)g(x + h) − f (x)g(x + h) + f (x)g(x + h) − f (x)g(x)
= lim
h→0 h
g(x + h) [f (x + h) − f (x)] + f (x) [g(x + h) − g(x)]
= lim
h→0 h
g(x + h) [f (x + h) − f (x)] f (x) [g(x + h) − g(x)]
= lim + lim
h→0 h h→0 h
[f (x + h) − f (x)] [g(x + h) − g(x)]
= lim g(x + h) lim + lim f (x) lim
h→0 h→0 h h→0 h→0 h
d 2
Example 4.3.3 Use the product rule -part(c) of the theorem to find dx
(ex sin x)
2 2
Let f(x) = ex ⇒ f 0 (x) = 2xex
and g(x) = sin x ⇒ g 0 (x) = cos x
⇒ By the theorem, we have that,
(f g)0 (x) = f 0 (x)g(x) + g 0 (x)f (x)
2 2
= 2xex sin x + cos xex
2
= ex (2x sin x + cos x)
Example 4.3.4 Use the quotient rule of the theorem to compute
sin2 x
d
dx 1 − e−x
0
f f 0 (x)g(x) − g 0 (x)f (x)
(x) =
g [g(x)]2
Example 4.3.5
d d
· (x − 2) − 1 · dx (x − 2) 0 · (x − 2) − 1 · 1 −1
d 1 dx
1
= = =
dx x−2 (x − 2) 2 (x − 2) 2 (x − 2)2
Example 4.3.6
(x − 2) − (x − 1) −1
= =
(x − 2) 2 (x − 2)2
Example 4.3.7
and there’s hardly any point in simplifying the last expression, unless someone gives you
a good reason. In general, it’s not so easy to see how much may or may not be gained in
‘simplifying’, and we won’t make ourselves crazy over it.
Note 4.3.1 One way that the product rule can be useful is in postponing or eliminating
a lot of algebra. For example, to evaluate
d
(x3 + x2 + x + 1)(x4 + x3 + 2x + 1)
dx
we could multiply out and then take the derivative term-by-term as we did with several
polynomials above. This would be at least mildly irritating because we’d have to do a bit
of algebra. Rather, just apply the product rule without feeling compelled first to do any
algebra:
d
(x3 + x2 + x + 1)(x4 + x3 + 2x + 1)
dx
dy
= x(−3x sin 3x + 2 cos 3x)
dx
1
g(x) = (4 − x)1/2 ⇒ g 0 (x) = − (4 − x)−1/2
2
dy x3
= (3x2 )(4 − x)1/2 −
dx 2(4 − x)1/2
dy
= (1 − x3 ) × 2e2x + e2x × (−3x2 )
dx
3 −1/2
x (cos 2x − 4x sin 2x)
2 h) 7x3/2 e−4x cos 2x
e) 2x6 (1 + x)5
7 1/2 −4x
2x5 (1 + x)4 (6 + 11x) x e (3 cos 2x − 8x cos 2x − 4x sin x)
2
1
(i) f (x) = 2x 2 − x3 + 2
d dh dg
f 0 (x) = [h(g(x))] = .
dx dg dx
Note 4.4.1 The chain rule can only be used when you can express a function f given
as a composite of two functions h and g.
Example 4.4.1 Using the chain rule find f 0 (x) for
1
f (x) =
(4x2 − x)5
1
h(g) =
g5
dg dh −5
= 8x − 1 , = −5g −6 = 6
dx dg g
df dh dg −5 5(8x − 1)
= · = 6 · (8x − 1) = −
dx dg dx g (4x2 − x)6
dg dh
= 3, = 2g
dx dg
df dh dg
= · = 2g(3) = 6g = 6(3x + 1)
dx dg dx
1 1
y0 = (13x2 − 5x + 8)− 2 (26x − 5)
2
26x − 5
y0 = √
2 13x2 − 5x + 8
y = (1 − 4x + 7x5 )30
1 2
y0 = (4x + x−5 )− 3 (4 − 5x−6 )
3
− 45
y = 8x−2 − x3
4 − 9
y0 = − 8x−2 − x3 5 (−16x−3 − 3x2 )
5
Here the second term was computed using the chain rule and third using the product
rule. The known derivatives of the elementary functions x2 , x4 , sin x, ln(x) and ex , as well
as the constant 7, were also used.
dp dg dh
= 2x, = cos p, = eg
dx dp dg
df dh dg dp
= · ·
dx dg dp dx
df 2
= esin x · cos x2 · 2x
dx
f (x) = h(g(x))
3
g(x) = x + 5x, h(g) = g 7
f 0 (x) = 7(x3 + 5x)6 · (3x2 + 5)
f (x) = h(g(x))
1
g(x) = 5 cos x, h(g) = g 2
1 1
f 0 (x) = (5 cos x)− 2 · 5(− sin x)
2
f (x) = h(g(x))
2
g(x) = x − 5, h(g) = 7eg
2 −5
f 0 (x) = 7ex · (2x)
f (x) = −3 tan(5x4 )
f (x) = h(g(x))
g(x) = 5x4 , h(g) = −3 tan g
0
f (x) = −3 sec2 (5x4 ) · (20x3 )
8
f (x) =
4 + sin x
f (x) = h(g(x))
8
g(x) = 4 + sin x, h(g) =
g
Example 4.4.14 Find the derivative of f (x) = sin(5x) using the chain rule.
h i
f 0 (x) = 5 · cos(5x) = 5 cos(5x)
2
2 2
f (t) = t − 3
t
2
u = t2 − 3
and y = u2
t
Since
du 6 dy
= 2t + 4 and = 2u
dt t du
we get
df 6 6 2 2
= 2t + 4 2u = 2 2t + 4 t − 3
dt t t t
1 1
(a) f (x) = (4 − x) 2 h(g) = g 2
(c) f (x) = 1
(3x−2)
h(g) = g −1 = 1
g
y = 3x2 − sin(7x + 5)
How could we find the derivative of y in this instance ? One way is to first write y
explicitly as a function of x. Thus,
x2 + y 2 = 25 ⇒ y 2 = 25 − x2
and √
y = ± 25 − x2
where the positive square root represents the top semi-circle and the negative square root
represents the bottom semi-circle. Since the point (3, −4) lies on the bottom semi-circle
given by √
y = − 25 − x2
i.e,
x
y0 = √
25 − x2
Thus, the slope of the line tangent to the graph at the point (3, −4) is
3 3
m = y0 = p =
25 − (3)2 4
Unfortunately, not every equation involving x and y can be solved explicitly for y
With Implicit differentiation, we differentiate both sides with respect to x, and make y 0
the subject.
x2 + y 2 = 25
D(x2 ) + D(y 2 ) = D(25)
2x + 2yy 0 = 0
2yy 0 = −2x
−2x −x
y0 = =
2y y
Thus, the slope of the line tangent to the graph at the point (3, −4) is
−x −(3) 3
m = y0 = = =
y (−4) 4
x3 + y 3 = 4
x3 + y 3 = 4
D(x3 + y 3 ) = D(4)
D(x3 ) + D(y 3 ) = D(4)
3x2 + 3y 2 y 0 = 0
(x − y)2 = x + y − 1
(x − y)2 = x+y−1
D(x − y)2 = D(x + y − 1)
D(x − y)2 = D(x) + D(y) − D(1)
2(x − y)D(x − y) = 1 + y0 − 0
2(x − y)(1 − y 0 ) = 1 + y0
y 0 [−2(x − y) − 1] = 1 − 2(x − y)
1 − 2(x − y) 2y − 2x + 1
y0 = =
−2(x − y) − 1 2y − 2x − 1
y = sin(3x + 4y)
Begin with y = sin(3x + 4y). Differentiate both sides of the equation, getting
y = sin(3x + 4y)
D(y) = D (sin(3x + 4y))
y0 = cos(3x + 4y)D (3x + 4y)
y0 = cos(3x + 4y) (3 + 4y 0 )
3 cos(3x + 4y)
y0 =
1 − 4 cos(3x + 4y)
y = x2 y 3 + x3 y 2
y = x2 y 3 + x3 y 2
D x2 y 3 + x3 y 2
D(y) =
y0 = D(x2 y 3 ) + D(x3 y 2 )
y0 = x2 (3y 2 y 0 ) + (2x)y 3 + x3 (2yy 0 ) + (3x2 )y 2
y0 = 3x2 y 2 y 0 + 2xy 3 + 2x3 yy 0 + 3x2 y 2
2xy 3 + 3x2 y 2
y0 =
1 − 3x2 y 2 − 2x3 y
4e4x − yexy
y0 =
xexy + 5e5y
p
x= x2 + y 2
p
0 x2 + y 2 − x
y =
y
x − y3
=x+2
y + x2
1 − y − 3x2 − 4x
y0 =
3y 2 + x + 2
0 16xy 2 − 6x(x2 + y 2 )2
y =
6y(x2 + y 2 )2 − 16x2 y
dy
Example 4.4.26 For the function, x2 + y 3 = 5y, find dx
Since x2 + y 3 = 5y
d 2 d d
⇒ (x ) + (y 3 ) = (5y)
dx dx dx
dy dy
⇒ 2x + 3y 2 = 5
dx dx
dy
⇒ (3y 2 − 5) = −2x
dx
−2x
dy
⇒ =
dx 3y 2 − 5
dy
Example 4.4.27 Find dx
for x2 y − 2x3 y 2 = 4
d 2 d d
⇒ (x y) − 2 (x3 y 2 ) = (4)
dx dx dx
dy dy
⇒ 2xy + x2 − 2(3x2 y 2 + 2x3 y ) = 0
dx dx
dy dy
⇒ 2xy + x2 − 6x2 y 2 − 4x3 y = 0
dx dx
dy 2
⇒ (x − 4x3 y) = 6x2 y 2 − 2xy
dx
dy 6x2 y 2 − 2xy
therefore =
dx x2 − 4x3 y
6xy 2 − 2y
=
x − 4x2 y
The equations of a plane curve f (x, y) = 0 may be given by equations of the type x = x(t)
and y = y(t), where t is the variable called a parameter. These equations are called
parametric equations of the curve.
dy
dy dy dt dt cos t
= = dx
= = −cot t
dx dt dx dt
− sin t
dy dy dt 1 1
= · = (4a) · =
dx dt dx 4at t
dx dy dt 1
= · = (4at) · =t
dy dt dy 4a
d2 y
d dy d dy dt d dy dt
2
= = · =
dx dx dx dx dt dx dt dx dx
or Example (4.4.29)
d2 y −1
d dy dt d 1 dt 1
2
= = = 2
dx dt dx dx dt t dx t 4at
Example 4.4.31 Find the equation of a Curve whose parametric equations are
(i) x = t and y = 5t + 6
(ii)
x2 = α2 cos2 θ
x2
⇒ 2
= cos2 θ (4.9)
α
and y 2 = β 2 sin2 θ
y2
⇒ = sin2 θ (4.10)
β2
x2 y2
2
+ 2
= cos2 θ + sin2 θ
α β
x2 y2
⇒ + = 1
α2 β 2
Which is an ellipse
dx dy
= x0 (t), = y 0 (t)
dt dt
dy dy dt
but = . (Chain rule )
dx dt dx
dy
y 0 (x)
= dt
dx
= 0
provided (x0 (t) 6= 0)
dt
x (t)
dy y 0 (t) 8t
therefore = 0 = =4
dx x (t) 2t
(ii) x = t ⇒ x0 (t) = 1
t3 1 −2 2
and y = + t ⇒ y 0 (t) = t2 − t−3
3 7 7
dy y 0 (t) 2
therefore = 0 = t2 − 3
dx x (t) 7t
(iii)
dy et (cos t + sin t)
⇒ = t
dx e (cos t − sin t)
(cos t + sin t)
=
(cos t − sin t)
x = t5 − 4t3 , y = t2
dy 2
= 3
dx 5t − 12t
dy 4 d2 y 4
= t 2
= 2
dx 3 dx 9t
Example 4.4.35
x = t + cos t, y = sin t
dy cos t
=
dx 1 − sin t
d2 y − sin t + 1 1
= =
dx 2 (1 − sin t)3 (1 − sin t)2
d2 y 1 − 3t2
=
dx2 (1 − 2t)2
y = sin 2p
x = cosp
(a) dx/dy
(b) (dy/dx)2
This is done by
We here present some common suitable forms for the logarithmic differentiation.
(a)
y = u(x)v(x)
where u(x) and v(x) are quite big expressions .On differentiating, we take logarithms
to base e on both sides i.e
ln y = ln u(x) + ln v(x)
1 dy 1 1 0
⇒ = .u0 (x) + v (x)
y dx u(x) v(x)
dy u0 (x) v 0 (x)
⇒ = y( + )
dx u(x) v(x)
u0 (x) v 0 (x)
= v(x)u(x)( + )
u(x) v(x)
(b)
u(x)v(x)
y=
h(x)g(x)
(c)
y = (u(x))v(x)
Taking logs on both sides we have,
ln y = v(x) ln u(x)
1 dy u0 (x)
= v 0 (x) ln u(x) + v(x)
y dx u(x)
1 1
⇒ ln y = 3 ln(x2 + 1) + 4 ln(x + 1) − ln x −
ln(x − 1) − ln(x + 3)
2 2
1 dy 6x 4 1 1 1
⇒ = + − − −
y dx x2 + 1 x + 1 x 2(x − 1) 2(x + 3)
dy 6x 4 1 1 1
therefore = + − − − y
dx x2 + 1 x + 1 x 2(x − 1) 2(x + 3)
1 dy cos2 x
⇒ = − sin x ln sin x +
y dx sin x
2
dy cos x
⇒ = − sin x ln sin x (sin x)cos x
dx sin x
ln y = ln xx
ln y = x ln x
Differentiate both sides of this equation. The left-hand side requires the chain rule since
y represents a function of x. Use the product rule on the right-hand side. Thus, differen-
tiating, we get
1 0 1
y = x + (1) ln x = 1 + ln x
y x
y 0 = y(1 + ln x) = xx (1 + ln x)
1 3 2 1
= + + −
(x + 2) (x − 6) (x + 4) (x − 3)
dy 1 3 2 1
= y + + −
dx (x + 2) (x − 6) (x + 4) (x − 3)
1 0 x 1
n o
y = e + ex ln x
y x
1 0 ex n x o x ex xex ln x ex + xex ln x ex (1 + x ln x)
y = + e ln x = + = =
y x x x x x x
Multiply both sides of this equation by y, getting (by combining the powers of x)
ex (1 + x ln x) x
x e (1 + x ln x) x
y0 = y = x(e ) 1
= x(e −1) ex (1 + x ln x)
x x
ln(3x2 + 5)
2 1/x 1
ln y = ln(3x + 5) = ln(3x2 + 5) =
x x
Differentiate both sides of this equation. The left-hand side requires the chain rule since
y represents a function of x. Use the quotient rule and the chain rule on the right-hand
side. Thus,
n 1 o
2
1 0 x 3x2 + 5 (6x) − ln(3x + 5)(1)
y =
y x2
6x2 2
n 3x2 + 5 o
1 0 2
− ln(3x + 5)
y = 3x + 5 3x2 + 5
2
y x
1
(3x 2
+ 5) ( x1 −1) 6x2 − (3x2 + 5) ln(3x2 + 5)
y0 =
x2
Differentiate both sides of this equation. The left-hand side requires the chain rule since
y represents a function of x. Use the product rule and the chain rule on the right-hand
side.
1 0 n 1 o
y = x3 cos x + (3x2 ) ln(sin x)
y sin x
3 −1)
y 0 = (sin x)(x x3 cos x + 3x2 sin x ln(sin x)
Apply the natural logarithm to both sides of this equation and use the algebraic properties
of logarithms, getting
x
x
x
ln y = ln (7x)(cos x) = ln(7x) + ln(cos x) = ln(7x) +
2 2 ln(cos x)
2
Differentiate both sides of this equation. The left-hand side requires the chain rule since
y represents a function of x . Use the product rule and the chain rule on the right-hand
side.
1 0 n 7 o x n 1 o 1 1 x sin x ln(cos x)
y = + (− sin x) + ln(cos x) = − +
y 7x 2 cos x 2 x 2 cos x 2
Apply the natural logarithm to both sides of this equation and use the algebraic properties
of logarithms, getting
√ √
x x2
ln y = ln x e
√ √ 2
x
= ln x + ln ex
√ √
= x ln( x) + x2 ln(e)
√ √
= x ln( x) + x2 (1)
√ √
= x ln( x) + x2
Differentiate both sides of this equation. The left-hand side requires the chain rule since
y represents a function of x. Use the product rule and the chain rule on the right-hand
side.
√
1 0 √ n 1 o −1/2 −1/2
√ 1 ln( x)
y = x √ (1/2)x + (1/2)x ln( x) + 2x = √ + √ + 2x
y x 2 x 2 x
√ √
0 1 + ln( x) + 4x3/2 √ √x x2 1 + ln( x) + 4x3/2
y =y √ = x e √ 1
2 x 2 x
√
Combine the powers of x.
√ (√x−1) x2 √
y 0 = (1/2) x e 1 + ln( x) + 4x3/2
Apply the natural logarithm to both sides of this equation and use the algebraic properties
of logarithms, getting
ln y = ln xln x (sec x)3x
1 0 2 ln x
y = + 3x tan x + 3 ln(sec x)
y x
1 0 2 ln x nxo nxo
y = + 3x tan x + 3 ln(sec x)
y x x x
x5 ex (4x + 3)
f (x) =
5ln x (3 − x)2
1 0 5 4 ln 5 2
f (x) = +1+ − +
f (x) x 4x + 3 x 3−x
0 5 4 ln 5 2
f (x) = f (x) +1+ − +
x 4x + 3 x 3−x
y − 47 e1
7 1 53
= e − ln 5
x−1 4 7
7 7 1 53
y = + e − ln 5 (x − 1)
4 4 7
ln x
ln y =
x
1 0 1 − ln x
y =
y x2
1
0 x x (1 − ln x)
y =
x2
1
Now return to the original function f (x) = π 2 + 2x + x2 + x x . Differentiating, we get
1
0 x x x (1 − ln x)
f (x) = (0) + 2 ln 2 + 2x +
x2
1
x x x (1 − ln x)
= 2 ln 2 + 2x +
x2
1
0 (1) (1) 1 (1 − ln 1)
f (1) = 2 ln 2 + 2(1) +
12
= 3 + ln 4
−1
m=
3 + ln 4
(x4 ) )
Example 4.4.49 Differentiate y = x(x
(x4 )
y = x(x )
4
ln y = x(x ) ln x
4
(x )
ln(ln y) = ln x ln x
4
= ln x(x ) + ln(ln x) = x4 ln x + ln(ln x)
ln(ln y) = x4 ln x + ln(ln x)
1 1 0 4 1 3
1 1
y = x + 4x ln x +
ln y y x ln x x
1 1 1
y0 = x3 + 4x3 ln x +
ln y y x ln x
x4 (1 + 4 ln x) ln x + 1
1 1
y0 =
ln y y x ln x
ln y = x ln(ln x) − (3x + 1) ln 2
1 0 1
y = + ln(ln x) − ln 23
y ln x
x2x (x − 1)3
y=
(3 + 5x)4
dy
Exercise 4.17 Let y = xx , find dx
.
xex 1
(ii) xsin x (iv) sin x
(vi) (x+1)6
dy
Exercise 4.19 Find dx
given that,
1
(i) x = t3 − 2, y = t2 + 2 (iii) x = t2
y = 4t3 + 8
√ √
(ii) x = cos t, y = 6 sin t (iv) x = 2 + t, y = 2 − t
1 1
(ii) (yx) 2 + y 2 = 0 (iv) (x + y 2 )3 + x2 y = α2
f (x0 ) ≥ f (x)
f (x0 ) ≥ f (x) ∀ x ∈ D
A
local
maximum
local
minimum
f (x) = x2 , on − 4 ≤ x ≤ 4
Theorem 4.5.1 Let f be a continuous function on a closed finite interval [a, b]. Then
f has both a maximum and minimum.
Theorem 4.5.2 Suppose f is differentiable in (a, b) and x0 ∈ (a, b). If f has a local
extremum (local maxima or minima) at x0 , then f 0 (x0 ) = 0.
Note 4.5.5 If point c is a critical point or an extrema, then f 0 (c) = 0, but if f 0 (c) = 0,
it does not necessarily mean that point c is an extrema, it could be an inflection point.
Example 4.5.5 Find all the critical numbers and the maximum and minimum values
for f = 41 x4 − 2x2 on the given interval −2 ≤ x ≤ 2
1 4
f (x) = x − 2x2
4
⇒ f 0 (x) = x3 − 4x = x(x2 − 4)
f 0 (x) = 0 ⇒ x(x2 − 4) = 0
x(x − 2)(x + 2) = 0
Theorem 4.5.3 First Derivative Test: Let c be a critical number of f and f contin-
uous at c. If there exists a δ > 0 such that
(a) f 0 (x) < 0 for all x ∈ (c − δ, c) and f 0 (x) > 0 for all x ∈ (c, c + δ) the f (c) is a local
minimum.
(b) f 0 (x) > 0 for all x ∈ (c − δ, c) and f 0 (x) < 0 for all x ∈ (c, c + δ) the f (c) is a local
maximum.
(c) f 0 (x) has the same sign on (c − δ, c) ∪ (c, c + δ) then f (c) is neither a local maximum
nor minimum.
Example 4.5.6 Think about what happens to the gradient of the graph as we travel
through the minimum turning point, from left to right, that is as x increases. Study
Figure (4.4) to help you do this.
dy dy
is negative is positive
dx dx
dy
is zero
dx
Notice that to the left of the minimum point, dy/dx is negative because the tangent
has negative gradient. At the minimum point, dy/dx = 0. To the right of the minimum
point dy/dx is positive, because here the tangent has a positive gradient.
Example 4.5.7 Now think about what happens to the gradient of the graph as we
travel through the maximum turning point, from left to right, that is as x increases.
Study Figure (4.5) to help you do this.
dy
is zero
dx
dy dy
is positive is negative
dx dx
Notice that to the left of the maximum point, dy/dx is positive because the tangent
has positive gradient. At the maximum point, dy/dx = 0. To the right of the maximum
point dy/dx is negative, because here the tangent has a negative gradient. So, dy/dx goes
from positive, to zero, to negative as x increases.
Using the first derivative test, we realise that the critical point, x = 5 is a local minima
since on left, the derivative is negative, and on right of 5, the derivative is positive. But
the curve has to cut the x-axis at 4 and 6.
f (x)
f (b) − f (a)
f 0 (c) = (4.11)
b−a
y Tangent parallel
to chord.
Slope of tangent:
f ′(c) B
x
0 a c b
y = f ( x) →
then there exists at least one number c ∈ (a, b) such that f 0 (c) = 0
x−a
h(x) = f (x) − f (a) + [f (b) − f (a)]
b−a
represents the difference in height between the curve y = f (x) and the line joining its end
points.
f (b) − f (a)
f 0 (c) − = 0
b−a
Corollary 4.5.1 Let f 0 (x) = 0 for all x ∈ (a, b), then f is constant on (a, b).
Proof: Let x1 and x2 be any two numbers in (a, b) with x1 < x2 . Since f is differentiable in
(a, b) - the derivative given- it is differentiable in (x1 , x2 ) and is continuous on [x1 , x2 ] - all
differentiable functions, are continuous. Then by MVT, there exists a number c ∈ (x1 , x2 )
such that
f (x2 ) − f (x1 )
f 0 (c) =
x2 − x1
f (x2 ) − f (x1 )
0 =
x2 − x1
Corollary 4.5.2 Let f 0 (x) > 0 for all x ∈ (a, b), then f is increasing on (a, b).
Corollary 4.5.3 Let f 0 (x) < 0 for all x ∈ (a, b), then f is decreasing on (a, b).
Example 4.5.10 For a function f (x) = −x2 + 6x − 6, find a c on [1, 3] that satisfies the
Mean Value Theorem.
Since f (x) is continuous and differentiable (because a polynomial), it satisfies the hy-
potheses of MVT, a = 1, b = 3, f 0 (x) = −2x + 6, therefore,
f (b) − f (a)
f 0 (c) =
b−a
f (3) − f (1)
−2c + 6 =
3−1
−2c + 6 = 2
And a c ∈ (1, 3) is such that, f 0 (c) = −2c + 6 = 2 this implies that c = 2.
Example 4.5.11 For a function f (x) = x3 − x find a c on [0, 2] that satisfies the mean
value theorem.
The function f (x) is differentiable in (0, 2) and continuous on [0, 2] and f 0 (x) = 3x2 − 1,
therefore,
f (b) − f (a)
f 0 (c) =
b−a
6−0
3c2 − 1 =
2−0
3c2 − 1 = 3
0 2
√
And a c ∈ (0, 2) is such
√ that, f (c) = 3c − 1 this implies that c = ±2/ 3. So the c in
the interval is c = 2/ 3
Exercise 4.21 Using Intermediate Value Theorem, show that x3 − x + 1 has only one
real root on [−2, −1] and that other two roots are complex.
Example 4.5.12 Determine a and b for the function:
ax − 3, x<4
f (x) = 2
−x + 10x − b, x ≥ 4
If it satisfies the hypothesis of Mean Value Theorem on the interval [2, 6]. Hint: To
satisfies the MVT, it has to be continuous on [2, 6] and differentiable in (2, 6) [a,b] =
[2,19]
Example 4.5.13 Determine a c that satisfys the MVT for the function
x + 1, x < 1
f (x) =
x − 1, x ≥ 1
Example 4.5.14 Determine a c that satisfys the MVT for the function f (x) = |x| on
[−2, 5]
x, x≥0
f (x) =
−x, x < 0
Example 4.5.15 Let f (x) = |x2 − x − 2|. Determine if the Mean Value Theorem applies
to f on the interval [a, b] = [0, 3]. If the MVT does not apply, state the hypothesis that
is not satisfied. If the MVT does apply, identify all numbers c in the interval where
f 0 (c) = f (b)−f
b−a
(a)
. In either case, include a graph that supports your conclusion.
Example 4.5.16 Use the mean value theorem to prove that for any two real numbers
a and b,
| cos a − cos b| ≤ |a − b|
The function cos x is continuous and differentiable for all real numbers. Using the mean
value theorem, using 2 real numbers a and b to write
[cos a − cos b]
(cos x)0 =
[a − b]
0
[cos a − cos b]
|(cos x) | =
[a − b]
[cos a − cos b]
≤ 1
[a − b]
| cos a − cos b|
≤ 1
|a − b|
| cos a − cos b| ≤ |a − b|
(i) determine if the function satisfies the Mean Value Theorem in (1, 3) and (−1, 1)
The function f (x) is neither continuous nor differentiable in the interval at a point
x = 0 and therefore f (x) does not satisfy the initial conditions (hypotheses) of the
MVT in the interval (−1, 1).
(ii) plot the function
(iii) find all values of c that satisfy the conclusion of the Mean Value Theorem.
f (b) − f (a)
f 0 (c) =
b−a
f (3) − f (1)
2c =
3−1
8−0
2c = =4
3−1
c = 2
Example 4.5.18 Sketch the graph where: f 0 (x) > 0, 1 ≤ x < 5 and f 0 (x) < 0, 5 < x ≤ 7
Exercise 4.22 For the numbers 1-7, find a number c which satisfies the MVT.
x−1
1). x+1
on [0, 1] 3). |5 − x2 | on [−2, 2] 6). x3 on [0, 4]
4). tan x on [0, π4 ]
2
2). x 5 on [0, 8] 5). x2 on [0, 3] 7). x3 − 2x2 + 3x + 1 on [0, 2]
8). Is Rolle’s theorem applicable to the function f (x) = |x − 1| on the interval [0, 2]?
9). Determine if the function f (x) = x − x3 satisfies the conditions of Rolle’s theorem on
the interval [−1, 0] and [0, 1]. In the affirmative case, determine the values of c.
10). Does the function f (x) = 1−x satisfy the conditions of Rolle’s theorem on the interval
[−1, 1]?
11). Prove that the equation 1 + 2x + 3x2 + 4x3 = 0 has a unique solution.
12). How many roots does the equation x3 + 6x2 + 15x − 25 = 0 have?
13). Prove that the equation 2x3 − 6x + 1 = 0 has only one real solution on the interval
(0, 1).
14). Can the mean value theorem be applied to f (x) = 4x2 − 5x + 1 on [0, 2]?
15). Can the mean value theorem be applied to f (x) = 1/x2 on [0, 2]?
16). In the segment of the parabola between the points A = (1, 1) and B = (3, 0), find a
point whose tangent is parallel to the chord.
17). Calculate a point on the interval [1, 3] in which the tangent to the curve y = x3 −x2+2
is parallel to the line determined by the points A = (1, 2) and B = (3, 20). What
theorem guarantees the existence of this point?
A y B y
C y D y
f (x)
x x
x
Definition 4.5.5 Let f be differentiable in (a, b), and let p ∈ (a, b), a point p is a
point of inflection for f if
(i) f 00 (p) = 0, and
(ii) at point p, the concavity of a function f switches from up to down or down to up,
that is
f 00 (p − δ) · f 00 (c + δ) < 0
Example 4.5.19 Sketch the graph where
(i) f (x) is concave upwards [f 00 (x) > 0] where −1 < x ≤ 1, and f (x) is concave
downwards [f 00 (x) < 0] where 1 < x ≤ 3
(ii) f 00 (0) > 0[relative minima], f 00 (2) < 0 [local maxima]
(iii) f 0 (x) > 0[ f increasing], x ∈ (0, 2) and f 0 (x) < 0[f decreasing], x ∈ (2, 4)
The sketch after using the first derivative, second derivative tests and the concavity defi-
nitions is as shown [the curve can also be in the negative/lower side]
Since f 00 (x) = 6x − 6
Summary of Derivatives
f � (x)
Example 4.5.23 Let g be a function whose derivative g 0 is continuous and has the graph
shown below.
(i) State the turning points of g(x)? Turning point or critical points are when g 0 (x) = 0,
that is at x = 2 and x = 5
(a) g(1) (b) g(2) (c) g(3) (d) g(4) (e) g(5)
Its g(2) by first derivative test, a maxima, before g 0 (x) > 0 and after g 0 (x) < 0. At
x = 5, it is a minima
(iii) Sketch the curve of g(x). Draw any sketch where there is maxima at x = 2, and a
minima at x = 5.
Example 4.5.24 Sketch the graph for the function f (x) on the interval −4 ≤ x ≤ 6
where
(iii) f 0 (x) < 0, x ∈ (−4, −2) ∪ (3, 6) and f 0 (x) > 0, x ∈ (−2, 3)
Example 4.5.26 If f 0 (x) and g 0 (x) exist and f 0 (x) > g 0 (x) for all real x, then the graph
of y = f (x) and the graph of y = g(x)
Convince your self that the best answer is option (B). You might consider an example of
f = 2x, g = x
Example 4.5.27 If a function f is continuous for all x and if f has a relative maximum
at the point (−1, 4) and a relative minimum at the point (3, −2), which of the following
statements must be true
(B) f 0 (−1) = 0
The best option is (E) since we have the word ”must” in he question. Option (B) is not
correct since it might be f 0 (−1) = 0 or f 0 (−1) DNE as in Defintion (4.5.3)
0
Example 4.5.28
√ State the definition of a derivative at a point x0 . Hence find f (x0 ), x0 >
0 if f (x) = x + 7.
f (x) − f (a)
f 0 (a) = lim
x→a x−a
√ √ √ √
0 f (x) − f (x0 ) ( x + 7) − x0 + 7 x − x0
f (x0 ) = lim = lim = lim
x→x0 x − x0 x→x0 x − x0 x→x0 x − x0
1√
= x0
2
By rationalisation or LaHopital
To indicate that x0 > 0, because we cannot have a square root of a negative number.
Example 4.5.29 Find the equations of the tangent lines to the curve f (x) = x2 + 9
which pass through the origin (0, 0).
f 0 (x) = 2x = 2x0
0 − y0
= 2x0 ⇒ y0 = 2x20
0 − x0
y0 = x20 + 9
⇒ x0 = 3, y0 = 18
y − y0
=m
x − x0
y−0
= 6 ⇒ y = 2x & y = −2x
x−0
dy
Exercise 4.23 For the circle (x − 2)2 + (y − 2)2 = 16, find dx . Also find the slope of
the horizontal and vertical tangent lines to the circle. At what points do the horizontal
tangents touch the circle?
dy 2−x
Tangent : =
dx y−2
dy
Horizontal : = 0 ⇒ 2 − x = 0 ⇒ (x, y) = (2, ±4 + 2)
dx
dy
Vertical : undefined ⇒ y − 2 = 0 ⇒ (x, y) = (±4 + 2, 2)
dx
√ √
Exercise 4.24 Use MVT to prove that: lim ( x + 2 − x ) = 0.
x→∞
√
Let f (t) = t on [x, x + 2], then ∃ c ∈ (x, x + 2) such that
f (x + 2) − f (x) 1
= f 0 (c) = √
(x + 2) − x 2 c
1 1
⇔ f (x + 2) − f (x) = √ [(x + 2) − x] = √
2 c c
√ √
but also f (x + 2) − f (x) = x+2− x
√ √ 1
T hus lim ( x + 2 − x ) = lim √ = 0
x→∞ c→∞ c
Example 4.5.30 Given the function g(x) = 2x3 +12x2 +18x+12, find stationary points
on the curve and determine their nature.
y = x3 − 6x2 + x + 3
If the tangents have to be parallel to the line then they must have the same gradient. The
standard equation for a straight line is y = mx + c, where m is the gradient. So what
we gain from looking at this standard equation and comparing it with the straight line
y = x + 5 is that the gradient, m, is equal to 1. Thus the gradients of the tangents we
are trying to find must also have gradient 1.
We know that if we differentiate y(x) we will obtain an expression for the gradients of the
tangents to y(x) and we can set this equal to 1. Differentiating, and setting this equal to
1 we find
dy
= 3x2 − 12x + 1 = 1
dx
from which
3x2 − 12x = 0
This is a quadratic equation which we can solve by factorisation.
3x2 − 12x = 0
3x(x − 4) = 0
3x = 0 or x−4=0
x=0 or x=4
Now having found these two values of x we can calculate the corresponding y coordinates.
We do this from the equation of the curve: y = x3 − 6x2 + x + 3.
when x = 0: y = 03 − 6.02 + 0 + 3 = 3.
These are the two points where the gradients of the tangent are equal to 1, and so where
the tangents are parallel to the line that we started out with, i.e. y = x + 5.
Exercise 4.25 For each of the functions given below determine the equation of the
tangent at the points indicated.
a) f (x) = 3x2 − 2x + 4 at x = 0 and 3.
y = −2x + 4, y = 16x − 23
c) f (x) = xex at x = 0.
y=x
3
d) f (x) = (x2 + 1) at x = −2 and 1.
y = −300x − 0475, y = 24x − 16
√
3 π
y = 2x, y = x + −
2 6
Exercise 4.26 Find the equation of each tangent of the function f (x) = x3 −5x2 +5x−4
which is parallel to the line y = 2x + 1.
95
y = 2x − , y = 2x − 13
27
Exercise 4.27 Find the equation of each tangent of the function f (x) = x3 + x2 + x + 1
which is perpendicular to the line 2y + x + 5 = 0.
22
y = 2x + 2, y = 2x +
27
Example 4.5.33 Suppose we wish to find the equation of the tangent and the equation
of the normal to the curve
1
y =x+
x
First of all we shall calculate the y coordinate at the point on the curve where x = 2:
1 5
y =2+ =
2 2
Next we want the gradient of the curve at the point x = 2. We need to find dy/dx.
dy 1
= 1 − x−2 = 1 − 2
dx x
Furthermore, when x = 2
dy 1 3
=1− =
dx 4 4
This is the gradient of the tangent to the curve at the point (2, 52 ). We know that the
standard equation for a straight line is
y − y1
=m
x − x1
Rearranging
5 3
y− 2
= 4
(x − 2)
5
4 y− 2
= 3(x − 2)
4y − 10 = 3x − 6
4y = 3x + 4
Let the gradient of the normal be m2 . Suppose the gradient of the tangent is m1 . Recall
that the normal and the tangent are perpendicular and hence m1 m2 = −1. We know
m1 = 43 . So
3
× m2 = −1
4
and so
4
m2 = −
3
Rearranging
5
3 y− 2
= −4(x − 2)
15
3y − 2
= −4x + 8
15
3y + 4x = 8+ 2
6y + 8x = 31
This is the equation of the normal to the curve at the given point.
Example 4.5.34 Consider the curve xy = 4. Suppose we wish to find the equation of
the normal at the point x = 2. Further, suppose we wish to know where the normal meet
the curve again, if it does.
Notice that the equation of the given curve can be written in the alternative form y = x4 .
A graph of the function y = x4 is shown in Figure (4.9).
Figure 4.9: A graph of the curve xy = 4 showing the tangent and normal at x = 2.
From the graph we can see that the normal to the curve when x = 2 does indeed meet the
curve again (in the third quadrant). We shall determine the point of intersection. Note
that when x = 2, y = 42 = 2.
4
y = = 4x−1
x
dy 4
= −4x−2 = − 2
dx x
dy
Now, when x = 2 dx
= − 44 = −1.
So, we have the point (2, 2) and we know the gradient of the tangent there is −1. Re-
member that the tangent and normal are at right angles and for two lines at right angles
the product of their gradients is −1. Therefore we can deduce that the gradient of the
normal must be +1. So, the normal passes through the point (2, 2) and its gradient is 1.
y − y1
= m
x − x1
y−2
= 1 ⇒ y−2=x−2 ⇒ y =x
x−2
We can now find where the normal intersects the curve xy = 4. At any points of inter-
section both of the equations
xy = 4 and y=x
are true at the same time, so we solve these equations simultaneously. We can substitute
y = x from the equation of the normal into the equation of the curve:
xy = 4
x·x = 4
x2 = 4
x = ±2
So we have two values of x where the normal intersects the curve. Since y = x the
corresponding y values are also 2 and −2. So our two points are (2, 2), (−2, −2). These
are the two points where the normal meets the curve. Notice that the first of these is the
point we started off with.
Exercise 4.28 For each of the functions given below determine the equations of the
tangent and normal at each of the points indicated.
1
At x = 0: y = 3x + 1, y = − 31 x + 1, At x = 4: y = 11x − 15, y = − 11 x+ 323
11
At x = −1: y = x + 8, y = −x + 6, At x = 1: y = x, y = −x + 2
Exercise 4.29 Find the equation of each normal of the function f (x) = 13 x3 + x2 + x − 13
which is parallel to the line y = − 14 x + 31
Exercise 4.30 Find the x co-ordinate of the point where the normal to f (x) = x2 −3x+1
21
at x = −1 intersects the curve again. 5
Exercise 4.31 A total of x feet of fencing is to form three sides of a level rectangular
yard. What is the maximum possible area of the yard, in terms of x ?
x2 x2 x2
(a) 9
(b) 8
(c) 4
(d) x2 (e) 2x2
(A) f (x) > g(x) (D) f 0 (x) − f 0 (0) > g 0 (x) − g 0 (0)
(B) f 00 (x) > g 00 (x)
(C) f (x) − f (0) > g(x) − g(0) (E) f 00 (x) − f 00 (0) > g 00 (x) − g 00 (0)
Example 4.5.35 Find two non-negative numbers whose sum is 9 and so that the product
of one number and the square of the other number is a maximum.
Let variables x and y represent two non-negative numbers. The sum of the two numbers
is given to be 9 = x + y,so that y = 9 − x.
P = xy 2 = x(9 − x)2
Now differentiate this equation using the product rule and chain rule, getting
for x = 9 or x = 3.
Note that since both x and y are non-negative numbers and their sum is 9, it follows that
0 ≤ x ≤ 9.
Example 4.5.36 Jesse is to build a rectangular pen with four parallel partitions using
500 feet of fencing. What dimensions will maximize the total area of the pen?
Let variable x be the width of the pen and variable y the length of the pen.
Note that since there are 5 lengths of x in this construction and 500 feet of fencing, it
follows that 0 ≤ x ≤ 100. For x = 50 ft. then y = 125 ft.,and A = 6250ft2 is the largest
possible area of the pen.
P = 8x − 0.02x2 ,
where x is the number of barrels of oil refined. How many barrels will give maximum
profit and what is the maximum profit? x = 200, P = $800
Exercise 4.35 A rectangular storage area is to be constructed along the side of a tall
building. A security fence is required along the remaining 3 sides of the area. What is
the maximum area that can be enclosed with 800 m of fencing?
Exercise 4.36 A rectangular box with a square base and no top is to have a volume
of 108 cubic inches. Find the dimensions for the box that require the least amount of
material. (x, y, h) = (6, 6, 3)
Example 4.5.37 An open rectangular box (no top) with square base is to be made from
48ft2 of material. What dimensions will result in a box with the largest possible volume?
S = x2 + 4(xh)
48 = x2 + 4(xh)
48 − x2 48 x2 12 1
⇒ h = = − = − x
4x 4x 4x x 4
2 2 12 1 1
V = x h=x − x = 12x − x3
x 4 4
V0 = 0
3 3 3
12 − x2 = (16 − x2 ) = (4 − x)(4 + x) = 0
4 4 4
⇒ x = 4, −4
Example 4.5.38 A container in the shape of a right circular cylinder with no top has
surface area 3πft2 . What height h and base radius r will maximize the volume of the
cylinder ?
Let variable r be the radius of the circular base and variable h the height of the cylinder.
3π − πr2 3 1
so that h = = − r
2πr 2r 2
2 2 3 1 3 1
V = πr h = πr − r = πr − πr3
2r 2 2 2
r = 1 or r = −1. But r 6= −1 since variable r measures a distance and r > 0. Since √ the
2
base of the box is a circle and there are 3πft of material, it follows that 0 < r ≤ 3.
Alternatively,
3
V 00 = π(−2r) ⇒ Vr=−1
00 00
= 3π > 0 a minima, Vr=1 = −3π < 0 a maxima
2
For r = 1ft and h = 1ft,then V = πft3 is the largest possible volume of the cylinder.
Example 4.5.39 A sheet of cardboard 3ft by 4ft will be made into a box by cutting
equal-sized squares from each corner and folding up the four edges. What will be the
dimensions of the box with largest volume?
Let variable x be the length of one edge of the square cut from each corner of the sheet
of cardboard.
⇒ Af-
ter removing the corners and folding up the flaps, we have an ordinary rectangular box.
p
−(−7) ± (−7)2 − 4(3)(3)
x =
2(3)
√
7± 13
=
6
Example 4.5.40 Find the maximum and minimum value of A(x) = |2x| on the interval
[−1, 6].
Since
2x, if x ≥ 0
A(x) =
−2x, if x < 0
Example 4.5.42 An investor has 100 houses. When the rent of every house is $80 per
month, all houses are occupied. However, for every $4 increase in rent, one house becomes
vacant. Each occupied unit requires a monthly average of $8 for repairs. If there are no
other expenses, what rent should be charged to make the most profit?
Let the number of vacant houses be x. Let the new income (revenue R(x)) and cost
(Expenditure E(x)) and Profits P (x) are
dP
= 4(100 − x) − (72 + 4x) = 0 ⇒ x = 41
dx
d2 P
= −8 < 0
dx2
at x = 41. So P (x) is maximum when x = 41. Thus, the maximum rent is R(41) =
80 + 164 = 244. That is, the profit is maximum when the monthly rent is $244 with 59
units occupied.
Example 4.5.43 During Christmas time Jackie makes and sells necklaces on the beach.
Last Christmas she sold the necklaces for $10 each and her sales averaged 20 per day.
When she increased the price by $1, she found that the average decreased by two sales
per day. If the material of each necklace costs Jackie $6, what should the selling price be
to maximize her profit?
Let unsold number of necklaces be x,
dP
= 12 − 4x = 0 ⇒ x = 3
dx
d2 P
= −4 < 0
dx2
Example 4.5.44 Given an equation y = f (x) = x2 , find the shortest distance between
the parabola and the point (6, 3).
Let D denote the distance between the parabola and the point (6, 3). If (x, y) is a point
on the parabola, then
D2 = (x − 6)2 + (y − 3)2 , y = x2
= (x − 6)2 + (x2 − 3)2
dD
2D = 2(x − 6) + 2(x2 − 3)(2x)
dx
= 2(x − 6) + 4x(x2 − 3)
dD
⇔ D = 2x3 − 5x − 6
dx
dD dD 2x3 − 5x − 6
D = 2x3 − 5x − 6 ⇒ =
dx dx D
d2 D D(6x2 − 5) − (2x3 − 5x − 6) dD
dx d2 D 19
= ⇒ = √ >0
dx2 D2 dx 2
17
at x = 2. √
Thus, D is minimum when x = 2 and y = 4, D2 = (−4)2 + (1)2 = 17 ⇒ min D = 17
f (x + h) − f (x)
f 0 (x) = lim
h→0 h
Where
x = x0 + ∆x
√
Example 4.5.45 Use differentials to approximate 65
√
f (x) = x
1
f 0 (x) = √
2 x
√ √
f (x) = 65 = 64 + 1
f (x) = x3
f 0 (x) = 3x2
f (x) = (0.96)3 = (1 − 0.04)3
1
f 0 (x) = √
2 x
√ √
f (x) = 36.01 = 36 + 0.01
using differentials
f (x) = sin x
f 0 (x) = cos x
f (x) = sin 42 = sin(45◦ − 3◦ )
−3π −π
∆x = −3◦ = =
180 60
into radians, since there will be no trigonometric function on ∆x, we change from degrees
to radians.
−π
0 ◦
sin(45 − 3) ≈ sin 45 + f (45 )
60
π
sin 42 ≈ sin 45 − cos 45
60
π
sin 42 ≈ sin 45 − cos 45
60
√ √
2 2 π
sin 42 ≈ −
2 2 60
≈ 0.6701
√
3
Example 4.5.52 Approximate 124 using differentials (without using calculators)
1
f (x) = x 3
1
f 0 (x) = 2
3x 3
1 1
f (x) = (124) 3 = (125 − 1) 3
1 1 1
(124) 3 ≈ (125) 3 + 2 (−1)
3(125) 3
1 1 1
(124) 3 ≈ (125) 3 − (1)
75
1 1
(124) 3 ≈ 5 −
75
≈ 4.9867
Example 4.5.53 The position of a particle is given by the equation s(t) = t3 − 6t2 + 9t,
where t is measured in seconds and s in metres.
Example 4.5.54 Air is being pumped into a spherical balloon such that its radius
increases at a rate of 0.75 in/min. Find the rate of change of its volume when the radius
is 5 inches (V = 34 πr3 ).
dV dV dr
=
dt dr dt
dr
= 4πr2
dt
Example 4.5.55 Gas is being pumped into a spherical balloon at the rate of 2 cm3 per
second. How fast is the surface area of the balloon increasing when the radius is 12 cm.
dS dS dr
=
dt dr dt
dS dS dV dr
=
dt dr dt dV
But a sphere of radius r has volume V = 43 πr3 and surface area S = 4πr2 . Thus
dV
= 4πr2
dr
dS
= 8πr
dr
dV
= 2
dt
dS dS dV dr
=
dt dr dt dV
dS 1 4
= (8πr)(2) 2
=
dt 4πr r
So when r = 12,
dS 4 4 1
= = = cm2
dt r 12 3
Example 4.5.56 Pressure (P) and volume (V) of air at room temperature are related
by the equation
P V 1.4 = C
Here C is a constant. At some instant t0 the pressure of the gas is 25 kg/cm2 and the
volume is 200 cm3 . Find the rate of change of P if the volume increases at a rate of
10 cm3 /min.
dP dP dV 1.4P dV
= · =− · = −1.75 Kg/cm2 sec
dt dV dt V dt
Since
dP 1.4
V + 1.4P V 0.4 = 0
dV
Exercise 4.39 The radius of a sphere in creases from 10cm to 10.5cm. Use differentials
to approximate the relative and percentage change in its volume.
√
Exercise 4.40 Use derivatives to estimate 24. [4.9]
√
Exercise 4.41 Estimate 3 29 without using a calculator.
Exercise 4.42 Suppose the radius of a ball changes at a rate of 2 cm/min. At which
rate does its volume change when r = 20 cm?
Exercise 4.43 Suppose that a mountain climber ascends at a rate of 0.5 kilometer
per hour. The temperature is lower at higher elevations; suppose the rate by which it
decreases is 6◦ C per kilometer. To calculate the decrease in air temperature per hour that
the climber experiences, one multiplies 6◦ C per kilometer by 0.5 kilometer per hour, to
obtain 3◦ C per hour. This calculation is a typical chain rule application.
Exercise 4.44 State Intermediate Value Theorem and use it to show that the equation
√ 3
Exercise 4.46 Of the following, which is the best approximation of 1.5 (266) 2
(a) 1, 000 (b) 2, 700 (c) 3, 200 (d) 4, 100 (e) 5, 300
√
Exercise 4.47 Find the linear approximate value of y = 4 + sin x at x = 0.12 obtained
from the tangent to the graph at x = 0.
(x2 + 2x + 2)
f (x) =
(x + 1)
1
f (x) = (x + 1) +
(x + 1)
x2 + 3x + 2
y=
x−2
x2 + 3x + 2 12
y= = (x + 5) +
x−2 x−2
2x2
f (x) = y = 0 ⇒ = 0 ⇒ (x − 2)(x + 2) = 0 ⇒ x = 2, x = −2
x2 − 1
x = 0 ⇒ f (x) = 02 − 4 ⇒ y = −4
dy
f 0 (x) = = 2x
dx
Increasing:
f 0 (x) = 2x > 0 ⇔ x > 0
Decreasing:
f 0 (x) = 2x < 0 ⇔ x < 0
dy
f 0 (x) = = 0 ⇒ 2x = 0
dx
⇒ 2x = 0 ⇒ x = 0
d2 y
f 00 (x) = =2
dx2
concave down
f 00 (x) = 2 6< 0 ∀ x
⇒ x ∈6 (−∞, +∞)
⇒ x ∈ 6 <
f 00 (x) = 2 = 0
⇔ 2 = 0
⇔ a contradiction
For vertical asymptotes by computing one-sided limits at the zeroes of the denomi-
nator, i.e., No vertical asymptote as no denominator.
Thus the curve is
2x2
f (x) =
x2 − 1
find
(i) x and y intercepts
(ii) where curve is increasing or decreasing
(iii) and classify the critical numbers (turning points)
(iv) where function is concave up and concave down
(v) inflection points
(vi) horizontal, oblique and vertical asymptotes
Hence sketch the curve
2x2
f (x) = 2
x −1
2x2
f (x) = y = 0 ⇒ = 0 ⇒ 2x2 = 0 ⇒ x = 0
x2 − 1
2x2
x = 0 ⇒ f (x) = ⇒ f (x) = y = 0
x2 − 1
Increasing:
−4x
f 0 (x) = >0 ⇔ x<0
(x2− 1)2
Decreasing:
−4x
f 0 (x) = <0 ⇔ x>0
(x2− 1)2
dy −4x
f 0 (x) = =0 ⇒ =0
dx (x − 1)2
2
⇒ −4x = 0 ⇒ x = 0
(iv) where function is concave up f 00 (x) > 0 and concave down f 00 (x) < 0.
12x2 + 4
f 00 (x) =
(x2 − 1)3
concave up
12x2 + 4
f 00 (x) = > 0
(x2 − 1)3
concave down
00 12x2 + 4
f (x) = 2 < 0
(x − 1)3
12x2 + 4
f 00 (x) = =0 ⇔ 12x2 + 4 = 0
(x2 − 1)3
1
⇔ x2 = −
3
2x2
The function f (x) = x2 −1
has no real point of inflection.
2x2 2x2
lim f (x) = lim =2 & lim f (x) = lim =2
x→+∞ x→+∞ x2 − 1 x→−∞ x→−∞ x2 − 1
In this case, the oblique (slant) asymptote is also the horizontal asymptote y = 2. For
vertical asymptotes by computing one-sided limits at the zeroes of the denominator,
i.e.,
x2 − 1 = 0
at x = −1 and at x = 1.
f (x)
y=2
2x2
Figure 4.12: A curve f (x) = x2 −1
dy
f 0 (x) = = 3x2 − 6x − 13
dx
Increasing:
f 0 (x) = 3x2 − 6x − 13 > 0
⇔ x < −1.31, x > 3.31
⇒ x ∈ (−∞, −1.31) ∪ (3.31, +∞)
Decreasing:
f 0 (x) = 3x2 − 6x − 13 < 0
⇔ x > −1.31, x < 3.31
⇒ x ∈ (−1.31, 3.31)
dy
f 0 (x) = = 0 ⇒ 3x2 − 6x − 13 = 0
dx
p
6 ± 62 − 4(3)(−13)
⇒ x=
2(3)
⇒ x = −1.31, 3.31
d2 y
f 00 (x) = = 6x − 6
dx2
(iv) where function is concave up f 00 (x) > 0 and concave down f 00 (x) < 0.
f 00 (x) = 6x − 6
concave up
f 00 (x) = 6x − 6 > 0
⇔ 6(x − 1) > 0 ⇔ x > 1 ⇔ x ∈ (1, +∞)
concave down
f 00 (x) = 6x − 6 < 0
⇔ 6(x − 1) < 0 ⇔ x < 1 ⇔ x ∈ (−∞, 1)
f 00 (x) = 6x − 6 = 0 ⇔ x = 1
lim f (x) = lim (x3 − 3x2 − 13x + 15) = ∞ & lim f (x) = −∞
x→+∞ x→+∞ x→−∞
f (x) = x3 − 3x2
y = 0 ⇒ x3 − 3x2 = 0 ⇒ x2 (x − 3) = 0 ⇒ x = 0, x = 3
x = 0 ⇒ f (x) = x3 − 3x2 ⇒ f (x) = y = 0
(ii) where the curve is increasing f 0 (x) > 0 or decreasing f 0 (x) < 0.
dy
f 0 (x) = = 3x2 − 6x
dx
= 3x(x − 2)
Increasing:
x>0&x>2 x>2
0
f (x) = 3x(x − 2) > 0 ⇔ or ⇔ or
x<0&x<2 x<0
Decreasing:
x>0&x<2 x ∈ (0, 2)
0
f (x) = 3x(x − 2) > 0 ⇔ or ⇔ or
x<0&x>2 x DNE
dy
f 0 (x) = = 0 ⇒ 3x(x − 2) = 0
dx
⇒ x = 0, x = 2
d2 y
f 00 (x) = = 6x − 6
dx2
(iv) where function is concave up f 00 (x) > 0 and concave down f 00 (x) < 0.
f 00 (x) = 6x − 6
concave up
f 00 (x) = 6x − 6 > 0
⇔ 6(x − 1) > 0 ⇔ x > 1 ⇔ x ∈ (1, +∞)
concave down
f 00 (x) = 6x − 6 < 0
⇔ 6(x − 1) < 0 ⇔ x < 1 ⇔ x ∈ (−∞, 1)
f 00 (x) = 6x − 6 = 0 ⇔ x = 1
lim f (x) = lim (x3 − 3x2 ) = ∞ & lim f (x) = lim (x3 − 3x2 ) = −∞
x→+∞ x→+∞ x→−∞ x→−∞
dy
f 0 (x) = = 3x2 (x − 2)2 + 2(x − 2)x3 = x2 (x − 2)[2x + 3(x − 2)] = x2 (x − 2)[5x − 6]
dx
Increasing:
6
x ∈ (−∞, 0) ∪ 0, ∪ (2, ∞)
5
Decreasing:
6
x ∈ , 2
5
dy
= 0 ⇒ 3x2 (x − 2)2 + 2(x − 2)x3 = 0
dx
6
⇒ x = 0, x = 2, x =
5
d2 y
f 00 (x) = = 4x[5x2 − 12x + 6]
dx2
6
x= is a local maxima
5
x = 0, 2 is a local minima
(iv) where function is concave up f 00 (x) > 0 and concave down f 00 (x) < 0.
2x2 − 3x
f (x) =
x−2
3
y = 0 ⇒ 2x2 − 3x = x(2x − 3) = 0 ⇒ x = 0, x =
2
2x2 − 3x
x=0 ⇒ y= =0 ⇒ y=0
x−2
Increasing:
2(x − 1)(x − 3)
f 0 (x) = > 0 ⇔ x ∈ (−∞, 1) ∪ (3, +∞)
(x − 2)2
Decreasing:
2(x − 1)(x − 3)
f 0 (x) = < 0 ⇔ x ∈ (1, 3)
(x − 2)2
⇒ 2(x − 1)(x − 3) = 0 ⇒ x = 1, x = 3
d2 y 4
f 00 (x) = =
dx 2 (x − 2)3
x=1 a maxima
x=3 a minima
(iv) where function is concave up f 00 (x) > 0 and concave down f 00 (x) < 0.
4
f 00 (x) =
(x − 2)3
concave up
4
f 00 (x) = > 0
(x − 2)3
⇒ x ∈ (2, ∞)
concave down
4
f 00 (x) = < 0
(x − 2)3
⇒ x ∈ (−∞, 2)
4
f 00 (x) = = 0
(x − 2)3
2x2 − 3x
lim f (x) = lim =∞
x→+∞ x→+∞ x − 2
and
2x2 − 3x
lim f (x) = lim = −∞
x→−∞ x→−∞ x − 2
2x2 − 3x x
= 2x +
x−2 x−2
Now check for a vertical asymptote by computing one-sided limits at the zero of the
denominator, i.e., at x = 2. Thus,
2x2 − 3x 2
lim+ f (x) = lim+ = + = +∞
x→2 x→2 x−2 0
2x2 − 3x 2
lim− f (x) = lim− = − = −∞
x→2 x→2 x−2 0
This shows that the line x = 2 is a vertical asymptote for the graph of f . Remember,
if either of these one-sided limits is +∞ or −∞, a vertical asymptote exists.
f (x)
y = 2x
x=2
2x2 −3x
Figure 4.17: A curve f (x) = x−2
(x − 4)2
f (x) =
x2 − 4
(x − 4)2
y=0 ⇒ = (x − 4)2 = 0 ⇒ x = 4
x2 − 4
(x − 4)2
x=0 ⇒ y= = 0 ⇒ y = −4
x2 − 4
dy 8(x − 4)(x − 1)
=0 ⇒ =0
dx (x2 − 4)2
⇒ 8(x − 4)(x − 1) = 0 ⇒ x = 1, x = 4
(vi) asymptotes:
(x − 4)2
lim f (x) = lim =1
x→+∞ x→+∞ x2 − 4
(x − 4)2
lim f (x) = lim =1
x→−∞ x→−∞ x2 − 4
Thus, the line y = 1 is a horizontal asymptote for the graph of f . The oblique
asymptote is also y = 1 since
Now check for vertical asymptotes by computing one-sided limits at the zeroes of
the denominator, i.e., at x = 2 and at x = −2. Thus,
(x − 4)2 4 (x − 4)2 4
lim+ f (x) = lim+ = + = +∞ & lim− f (x) = lim− = − = −∞
x→2 x→2 x −4
2 0 x→2 x→2 x −4
2 0
(x − 4)2 36 (x − 4)2 36
lim + f (x) = lim + = + = +∞ & lim − f (x) = lim − = − = −∞
x→−2 x→−2 x −4
2 0 x→−2 x→−2 x −4
2 0
This shows that the line x = −2 and x = 2 are vertical asymptote for the graph of
f . Remember, if either of these one-sided limits is +∞ or −∞, a vertical asymptote
exists.
f (x)
y=1
(x−4)2
Figure 4.18: A curve f (x) = x2 −4
x2 |x − 3|
f (x) =
(5 + x)
Here the point of trouble is at x = 3 above and below, so we are to use two graphs
x2 (3−x)
(5+x)
, if x ≤ 3
f (x) =
x2 (x−3)
(5+x)
, if x > 3
√ p
y = 0 ⇒ x 4 − x2 = x (2 − x)(2 + x) = 0 ⇒ x = 0, x = 2, x = −2
√
x = 0 ⇒ y = x 4 − x2 = 0 ⇒ y = 0
√ √
dy 2(2 − x2 ) 2( 2 − x)( 2 + x)
=0 ⇒ √ =0 ⇒ √ =0
dx 4 − x2 4 − x2
√ √ √ √
⇒ 2( 2 − x)( 2 + x) = 0 ⇒ x = − 2, x = 2
and
d2 y 2x(x2 − 6) √ √ √
= ⇒ x = 2 absolute maxima (x, y) = ( 2, 2 2)
dx2 (4 − x2 )3/2
√ √ √
& x = − 2 absolute minima (x, y) = (− 2, −2 2)
x2 |x − 3|
f (x) =
(5 + x)
can be shown to be
√
Figure 4.19: A curve f (x) = x 4 − x2
1 1 2 √ √
y = 0 ⇒ x − 3x 3 = x 3 (x 3 − 3) = 0 ⇒ x = 0, x = 27, x = − 27
1
x = 0 ⇒ y = x − 3x 3 = 0 ⇒ y = 0
dy 1 x2/3 − 1
= 0 ⇒ 1 − 3(1/3)x 3 −1 = 0 ⇒ 1 − x−2/3 = = 0 ⇒ x = −1, x = 1
dx x2/3
d2 y 2
(iii) Maxima or Minima: Since dx2
= 3x5/3
1
Figure 4.20: A curve f (x) = x − 3x 3
|x + 2|x2
f (x) =
|x|
Now its not only one point to think of, but now both x = −2 and x = 0. We need to
have different functions for
x < −2
−2 ≤ x ≤ 0
x>2
−(x+2)x2
−(x)
, if x < −2
(x+2)x2
f (x) = −(x)
, if − 2 ≤ x ≤ 0
(x+2)x2
, if x > 0
(x)
f (x) = |x − 2|
Find the x and y intercepts of the graph of f . Find the domain and range of f . Sketch
the graph of f .
|x − 2| = 0
which is x = 2
(d) To sketch the graph of f (x) = |x − 2|, we first sketch the graph of y = x − 2 and then
take the absolute value of y.
The graph of y = x − 2 is a line with x intercept (2, 0) and y intercept (0, −2).
(e) But
(x − 2) , x≥2
|x−2| =
−(x − 2) , x<2
2x2 − 11
y=
x2 + 9
2x3 + 4x2 − 9
f (x) =
3 − x2
y = −2x − 4
Exercise 4.49 Sketch the curve
x2 + 2
f (x) =
x−2
2 ≤ R ≤ 11
after counting where the figure falls.
231
CHAPTER 5. THE DEFINITE INTEGRAL
Early life
Riemann was born in Breselenz, a village near Dannenberg in the Kingdom of Hanover in
what is today Germany. His father, Friedrich Bernhard Riemann, was a poor Lutheran
pastor in Breselenz who fought in the Napoleonic Wars. His mother died before her
children were grown. Riemann was the second of six children, shy, and suffered from
numerous nervous breakdowns. Riemann exhibited exceptional mathematical skills, such
as fantastic calculation abilities, from an early age, but suffered from timidity and a fear
of speaking in public.
Middle life
In high school, Riemann studied the Bible intensively, but his mind often drifted back
to mathematics. To this end, he even tried to prove mathematically the correctness of
the Book of Genesis. His teachers were amazed by his genius and his ability to solve
extremely complicated mathematical operations. He often outstripped his instructor’s
knowledge. In 1840, Riemann went to Hanover to live with his grandmother and attend
lyceum (middle school). After the death of his grandmother in 1842, he attended high
school at the Johanneum Lneburg. In 1846, at the age of 19, he started studying philology
and theology in order to become a priest and help with his family’s finances.
In 1847, his father (Friedrich Riemann), after gathering enough money to send Riemann
to university, allowed him to stop studying theology and start studying mathematics. He
was sent to the renowned University of Gttingen, where he first met Carl Friedrich Gauss,
and attended his lectures on the method of least squares.
In 1847, Riemann moved to Berlin, where Jacobi, Dirichlet, and Steiner were teaching.
He stayed in Berlin for two years and returned to Gttingen in 1849.
Later life
Bernhard Riemann held his first lectures in 1854, which not only founded the field of
Riemannian geometry but set the stage for Einstein’s general relativity. In 1857, there
was an attempt to promote Riemann to extraordinary professor status at the Univer-
sity of Gttingen. Although this attempt failed, it did result in Riemann finally being
granted a regular salary. In 1859, following Dirichlet’s death, he was promoted to head
the mathematics department at Gttingen. He was also the first to propose the theory of
higher dimensions[citation needed], which greatly simplified the laws of physics. In 1862
he married Elise Koch and had a daughter. He died of tuberculosis on his third journey
to Italy in Selasca (now a hamlet of Verbania on Lake Maggiore) where he was buried in
the cemetery in Biganzolo (Verbania).
He had to flee Gttingen in a hurry when the armies of Hanover and Prussia clashed there.
This haste for a sick man may have hastened his end. When she heard of his death,
his housekeeper at Gttingen started to throw out the papers in his study thus possibly
destroying a proof of the Riemann hypothesis. No one else has yet proved it and another
paper suggests that he had at least the bones of a proof[1].
We try to find the area R between the curve and the y-axis.
We divide [a, b] into n equal sub-intervals such that
a = x0 ≤ x1 ≤ · · · ≤ xn−1 ≤ xn = b
xi = x0 + i∆x
b−a
Where ∆x =
n
e.g x2 = x0 + 2∆x
Since the function is continuous it attains a maximum f (di ) and a minimum f (ci ) in every
interval: For example, take the interval.
The area can be (∆x)f (di ) or (∆x)f (ci ), but non of them is the accurate area AI
where
(∆x)f (ci ) < AI < (∆x)f (di )
with [c, d] [xi−1 , xi ]
n
X
Sn = (∆x)f (ti ) where ti ∈ [xi−1 , xi ]
i=1
n
X n
X
S̄n = (∆x)f (di ) = (∆x)f (xi ) and
i=1 i=1
n
X n
X
Sn = (∆x)f (ci ) = (∆x)f (xi−1 ) such that,
¯ i=1 i=1
Sn ≤ AR ≤ S̄n
¯
Since both Sn (the lower sum) and S̄n (the upper sum) are increasing and decreasing both
¯ and above i.e Monotone and bounded sequences, then they converge to
bounded below
AR .
Note 5.2.1
The sum of the rectangles is an approximation of the area AR . Choosing more and more,
skinner and skinner rectangles gives better and better approximation. The limit of these
approximations as the number of rectangles → ∞ and their widthes → 0, gives precisely
n
X
AR = lim Sn = lim (∆x)f (ti ) where ti ∈ [xi−1 , xi ]
n→∞ n→∞
i=1
n
X
AR = lim S̄n = lim (∆x)f (xi ) or
n→∞ n→∞
i=1
n
X
AR = lim Sn = lim (∆x)f (xi−1 ) such that,
n→∞ ¯ n→∞
i=1
Example 5.2.1 Find the area of the region between the curves y = x2 and the lines
y = 0, x = 0 and x = 1
then
b−a 1−0 1
∆x = = =
n n n
i i
xi = xo + i∆x = 0 + =
n n
i−1
⇒ xi−1 =
n
Sincef (x) = x2
2
i−1
f (xi−1 ) = f (ci ) =
n
i2
f (xi ) = f (di ) =
n2
n
X n
i = (n + 1)
i=1
2
n
X n
i2 = (n + 1)(2n + 1)
i=1
6
n
X n2
i3 = (n + 1)2
i=1
4
n
X n5 n4 n3 n
i4 = + + −
i=1
5 2 3 30
n
X n
X
Sn = (∆x)f (ci ) = (∆x)f (xi−1 )
¯ i=1 i=1
n 2 n n
1 i−1
X 1 X 2 1 X 2
= = 3 (i − 1) = 3 [i − 2i + 1]
i=1
n n n i=1
n i=1
n n n
!
1 X
2
X X
= i −2 i+ 1
n3 i=1 i=1 i=1
1 n n
= (n + 1)(2n + 1) − 2 (n + 1) + n
n3 6 2
1 1 3 2 2
= (2n + 3n + n) − (n + n) + n
n3 6
1 3 2
1 3 4
= 2n − 3n − 4n = 2− − 2
6n3 6 n n
n
X n
X
S̄n = (∆x)f (di ) = (∆x)f (xi )
i=1 i=1
n 2
X 1 i
=
i=1
n n
n
1 X 2
= i
n3 i=1
n
1 X 2
= i
n3 i=1
1 n
= (n + 1)(2n + 1)
n3 6
1 1 3 2
= (2n + 3n + n)
n3 6
1 1 1
S̄n = + + 2
3 2n 6n
Taking limits as n → ∞
1
AR = lim S̄n =
n→∞ 3
1
AR = lim Sn =
n→∞ ¯ 3
1
Thus AR = 3
Example 5.2.2 Find the area under the graph f (x) = x4 from x = 0 to x = b > 0.
b
∆x =
n
ib
xi =
n
n
X
S̄n = (∆x)f (xi )
i=1
n
b5 X 4
= i
n i=1
b5
=
5
b5 b5
AR = lim =
n→∞ 5 5
Note 5.2.2 Since, the upper and lower will converge to the same value, we do not need
to bother with both.
8
Example 5.2.3 Find the area under x2 between [0, 2] AR ≈ 3
Definition 5.2.1 A partition of closed interval [a, b] is the set P = xo , x1 , ..., xn of points
on [a, b] such that
a = x0 < x1 < · · · < xn = b
Definition 5.2.2 The norm (mesh) of Pn denoted by k Pn k or m(Pn ) is defined as
k Pn k= max(xi − xi−1 )
i
Rb
Definition 5.2.3 The definite integral a
f (x)dx is defined as
Z b n
X
f (x)dx = lim (∆xi )f (ti )
a n→∞
i=1
where ti ∈ [xi−i , xi ] any of the two ends or mid point (no criterion is set for making the
selection). And if this limit exists, and k Pn k→ 0 then the sum → AR
Condition 5.1 The area under the curve will be equal to the Riemann sum if
Note 5.2.3 A sketch of the graph is always very important, before computing the Rie-
mann sums.
Example 5.2.4 Compute the area bounded by the curve f (x) = 2x − 4 and the lines
x = 0 and x = 3.
n
X 3 3i
S̄n = 2 −4
i=1
n n
Xn
3 6i
= −4
n i=1 n
" X n n
#
3 6 X
= i− 4
n n i=1 i=1
3 6n
= (n + 1) − 4n
n n2
3
= [3 − n]
n
9
S̄n = −3
n
AR = lim S̄n = −3
n→∞
Z 3
(2x − 4)dx = −3
0
Note 5.2.4 The value −3 in the example is not equal to the area of f (x), since f (x) <
0, ∀ x ∈ [0, 2]
Area cannot be negative, why the need to split the region into two, so that we compute
the Riemann sum of two regions and sum them. The negative sign imply region is below
the x-axis.
Z 3 Z 2 Z 3
(2x − 4)dx = (2x − 4)dx + (2x − 4)dx = 5
0 0 2
Example 5.2.5 Compute the area under the curve sin x and the lines y = 0, x = 0 and
x = 2π.
Realize that the integral
Z 2π
sin x dx = 0
0
but the area (Riemann sum) is not zero (After splitting the region), although the
definite integral equal to zero.
x x3
sin x ≈ −
1! 3!
Note 5.2.5 A definite integral is not necessarily equal to a Riemann sum. The integral
of a function represents the area between the graph of the function and the x-axis only
when the function is positive. If the function is negative, then the area is represented by
minus the integral.
It must be noted that not all functions are integrable. However the following theorem
holds for continuous functions
Since the curve is only above the x-axis and strictly increasing, xi is the upper limit
and xi−1 is the lower limit.
5
X
S̄n = (∆xi )f (xi )
i=1
= (2)f (3) + (2)f (5) + (5)f (10) + (4)f (14) + (1)f (15)
= 165
5
X
Sn = (∆xi−1 )f (xi−1 )
¯ i=1
= (2)f (1) + (2)f (3) + (5)f (5) + (4)f (10) + (1)f (14)
= 115
Note 5.2.6 To emphasis the same idea (approximating sums), but solutions too approx-
imated since number of subinterval are definite.
Rb
Example 5.2.7 Use Riemann sums to compute 0 x2 dx
b3
AR =
3
Note 5.2.7 Geometrically, the Riemann sum is the sum of areas of the rectangles lying
above the x-axis plus the negative of the areas lying below the x-axis (algebraic sum)
Example 5.2.8 Using a regular partition, approximate
Z 1
x2 dx
0
using the left-end, midpoint and right-end Riemann sum with n = 10. Since the curve is
strictly increasing, left-end is the lower limit xi−1 , right-end is the upper limit xi .
f (x? ) = 3.325
P P P
f (xi−1 ) = 2.85 f (xi ) = 3.85
Using the
(a) lower limit
A = 0.1 × 2.85 = 0.285
Example 5.2.9 Use Example 5.2.8 to give the left-end, midpoint, and right-end Rie-
mann sums of
1
(a) f (x) = x
on [1, b]; n = 5.
n
2i
− 1 n1
P
Example 5.2.10 Evaluate the limit I = lim n
[1]
n→∞ i=1
n
i
P 1
Example 5.2.11 Evaluate the limit I = lim n2 2
n→∞ i=1
R4
(b) 0
x3 dx
Note 5.2.8 The Riemann sums over [0, 1] and for regular partitions ∆x = n1 this allows
an integral to be evaluated from an expression of the limit of its Riemann sum.
Exercise 5.2 Find the area under the graph from a to b. (A sketch is always necessary).
(a) f (x) = x2 , a = 0, b = 1.
(c) f (x) = 10 − x2 , a = 1, b = 3.
Exercise 5.3 Find the area A under the given functions on the given intervals
Exercise 5.5 Compute the Riemann sum for the function f (x) = 2x − x2 over the
interval [0, 4] using
Hint: A sketch is necessary since part of the area is below the x-axis. Whenever the width
is not given, we assume an equal width.
Exercise 5.6 Compute the Riemann sum for the function f (x) = 2x − x2 over the
interval [0, 4] for the partition [0, 1, 2.5, 3, 4] choosing
R3
Exercise 5.7 Let f (x) = x2 , evaluate 0
x2 dx by subdividing [0, 3] into n subintervals.
Exercise 5.8 Find the area A (in square units) of the region bounded by the function
f (x) = 6 − x, the line x = 1, the x-axis and the line x = 5 using circumscribed and
inscribed rectangles.
Exercise 5.9 Find the area of the region bounded by the x-axis, and the lines x = a,
and x = b where a < x < b using circumscribed rectangles. What is the geometric
interpretation.
n
X n
k= (n + 1)
k=1
2
x2 x4
Using the Riemann sums. [Hint: cos x ≈ 1 − 2!
+ 4!
]
Exercise 5.12 Given f (x) = 2 + x2 with −1 ≤ x ≤ 2, find the Riemann sum for the
function f on [−1, 2].
For the partition P : x0 = −1, x1 = 0, x2 = 0.5, x3 = 1.5 and x4 = 2 and 1 = − 12 , 2 =
0.3, 3 = 1 and 4 = 1.8. What is the mesh of this partition.
Hint: The i = x? to use for each subinterval.
Theorem 5.2.2 For continuous functions f (x) and g(x).
Rb Rb Rb
(a) a
(f (x) ± g(x)) dx = a
f (x)dx ± a
g(x)dx
Rb Rb
(b) a
αf (x)dx = α a
f (x)dx
Rb Rc Rb
(c) a
f (x)dx = a
f (x)dx + c
f (x)dx where c ∈ [a, b]
Ra Rb
(d) b
f (x)dx = − a
f (x)dx
Exercise 5.13 Prove theorems 5.2.2 above.
Example 5.2.13 Find the definite integral represented by the Riemann sum
n
X 2i 1
lim −1 on [0, 1]
n→∞
i=1
n n
Z b n
X
f (x) dx = lim ∆xf (xi )
a n→∞
i=1
n
X 1 i 1 i
= lim f since ∆x = , xi =
n→∞
i=1
n n n n
n n
X 1 i X 2i 1
lim f = lim −1
n→∞
i=1
n n n→∞
i=1
n n
i 2i
⇒ f = −1
n n
⇒ f (x) = (2x − 1)
n Z 1
X 2i 1
lim −1 = 2x − 1 dx
n→∞
i=1
n n 0
n
X 5i 5
lim 2 5+ +5 on [5, 10]
n→∞
i=1
n n
Since
5 5i
∆x = , xi = 5 +
n n
n
X 5i 5
lim 2 5+ +5
n→∞
i=1
n n
|{z}
∆x
5i 5i
f (xi ) = f 5 +
n
= 25+ + 5 ⇒ f (x) = 2x + 5
| {z n}
xi
n Z 10
X 5i 5
lim 2 5+ +5 = 2x + 5 dx
n→∞
i=1
n n 5
Note 5.2.9 Whenever the interval is not given, we use [0, 1]. The trick is with first
pulling out n1 .
Example 5.2.15
n Z 1
X i2
lim 3
= x2 dx
n→∞
i=1
n 0
Example 5.2.16
n Z 1
X i3
lim 4
= x3 dx
n→∞
i=1
n 0
Example 5.2.17
n √ Z 1
X i √
lim √ = x dx
n→∞
i=1
n n 0
Example 5.2.18
r r r r ! n √
1 2 3 n 1 X i
lim + + + ··· + = lim √
n→∞ n n n n n n→∞
i=1
n n
Z 1 √
= x dx
0
Example 5.2.19
√ √ √ √ ! n √
2 1 + 2 2 + 2 3 + ··· + 2 n X 2 i
lim √ = lim √
n→∞ n n n→∞
i=1
n n
Z 1 √
= 2 x dx
0
Example 5.2.20 Find the Riemann sum for f (x) = x3 , 0 ≤ x ≤ 2 with 4 terms (4
subintervals) using equal subintervals , taking the selection to be the right end points. (
Give your answer correct to 6 decimal places).
Example 5.2.21 Evaluate
n 2
X 6 3i 9
lim 2+ +
n→∞
i=1
n n n
By interpreting
n 2
X 6 3i 9
lim 2+ +
n→∞
i=1
n n n
Z 5 n 2
X 6 3i 9
f (x) dx = lim 2+ +
2 n→∞
i=1
n n n
where L(f, Pn ) and U (f, Pn ) are respectively the lower and upper Riemann sums of
f over [0, 1] with respect to the partition Pn .
Pn n2 (n+1)2
Hint: i=1 i3 = 4
Example 5.2.23 Compute the Riemann sum for the function f (x) = 2x + x2 over the
interval [0, 4] for
(i) x?i = xi the upper limit, using the circumscribed rectangles with n = 4.
(ii) x?i = xi−1 the lower limit, using the inscribed rectangles with n = 4.
(iii) the partition [0, 1, 2.5, 3, 4] choosing
x?1 = 0.5, x?2 = 1.5, x?3 = 2.8, x?4 = 3.2
Example 5.2.24 State the Fundermental Theorem(s) of Calculus. Find the derivative
of F if
Z sin x
3
F (x) = 1 − t2 2 dt
x
13 + 23 + 33 + · · · + n3
lim
n→∞ n4
Example 5.2.26 State the Mean Value Theorem for integral calculus. Find all numbers
c for which the function
f (x) = x2 − 4x + 5
defined on the closed interval [0, 3], satisfies the Mean Value Theorem.
Example 5.2.27 Using the function f (x) = 2x − 4 on [0, 3], demonstrate that the
R3
Riemann sum is not necessarily equal to the definite integral 0 2x − 4 dx.
10
X
(4i − 3) = 190
1
10
X
(3t2 + 1) = 1165
1
8
X
(r − 1)(r + 2) == 224
1
Example 5.2.29 Using the Riemann Sum, find the sum of f (x) = x2 on [0, 1] with
n=5
0.44
Example 5.2.30 Using the Riemann Sum, find the sum of
f (x) = x1 on [1, 6) = [1, 5], n = 5
1.45
R3
Example 5.2.31 Evaluate 0 (2x + 1)dx using Riemann sums. Ans: 12
Example 5.2.32 Prove that
Z b
1
xdx = b2
0 2
b−0 b
∆x = =
n n
b b
xi = 0 + i =i
n n
b
f (xi ) = i
n
Xb b
S̄n = i
n n
H.W-Kayondo & D.W-Ddumba, Engineering Math I- Lecture Notes 251
CHAPTER 5. THE DEFINITE INTEGRAL
b
b2 X
= i
n2 i=0
b2 h n i
= (n + 1)
n2 2
AR = lim S̄n
n→∞
b2 h n i
= lim (n + 1)
n→∞ n2 2
b2
=
2
Ans: 2.75
f (x) = x3 ; [0, 2]
Ans : 2
Z b
m(b − a) ≤ f (x) dx ≤ M (b − a)
a
Proof 5.3.1
m ≤ f (x) ≤ M
Z b Rb
Z b
m dx ≤ a
f (x) dx ≤ M dx
a a
Rb
m(b − a) ≤ a
f (x) dx ≤ M (b − a)
1
Example 5.3.1 Let f (x) = x2 +3
on [1, 3]
Show that
Z 3
1 1 1
≤ dx ≤
6 1 x2 +3 2
1 1 1
Since ≤ x2 +3
≤
2 4
Z 3 Z 3
1 R3 1 1
dx ≤ 1 x2 +3
dx ≤ dx
1 2 1 4
1 R3 1 1
(3 − 1) ≤ 1 x2 +3
dx ≤ (3 − 1)
12 4
1 R3 1 1
≤ 1 x3 +3
dx ≤
6 2
Z b
f (x) dx = [F (x)]ba = F (b) − F (a) (5.1)
a
Proof 5.4.1 Since the function f (x) is differentiable and continuous on [a, b], thus on
any interval [xi−1 , xi ] by MVT
F (xi ) − F (xi−1 )
F 0 (ti ) = , ti ∈ [xi−1 , xi ]
xi − xi−1
MVT: For the function f (x) differentiable and continuous on [a, b], there exists a c ∈ [a, b]
Z b n
X
f (x)dx = lim (∆x)f (ti )
a n→∞
i=1
Z b n
X
f (x)dx = lim (∆x)F 0 (ti )
a n→∞
i=1
n
F (xi ) − F (xi−1 )
X
= lim (∆x)
n→∞
i=1
∆x
n
X
= lim F (xi ) − F (xi−1 ) Telescoping sum
n→∞
i=1
= F (b) − F (a)
2 2
bx3 8 −1
Z
2
bx dx = =b − = 3b
−1 3 −1 3 3
Z x
F (x) = f (t)dt ∀ x ∈ [a, b] (5.2)
a
Note 5.4.1
From the theorem, it is not necessary to find F (x) in order to get F 0 (x) = f (x).
1
F 0 (x) = f (x) =
x
Example 5.4.3 If
Z x √
F (x) = t sec(πt)dt
2
√
⇒ F 0 (x) = f (x) = x sec(πx)
Note 5.4.2 In other words to use the 2nd FT, the lower limits should be a constant, and
the upper limit a variable, e.g x, u, t, · · · but not x2 , x3 + 2, t2 , ...
Example 5.4.4 Given
Z 4 √
F (x) = 1 + t2 dt
x
Z 4 √
F (x) = 1 + t2 dt
x
Z x √
F (x) = − 1 + t2 dt lower limit as a constant & the upper limit as a variable
4
√
⇒ F 0 (x) = f (x) = − 1 + x2
Example 5.4.5 Given an antiderivative F (x)
Z x3
dt
F (x) =
1 1 + t2
Ru
Find the function F 0 (x) = f (x) We need 1 dt
We use the substitution, let x3 = u ⇒ du dx
= 3x2
Z u
dt
F (u) = dt
1 1 + t2
1
⇒ F 0 (u) = f (u) =
1 + u2
dF dF du
F 0 (x) = =
dx du dx
1
= 3x2
1 + u2
1
= (3x2 )
1 + x6
3x2
=
1 + x6
Example 5.4.6 If
Z x2 +3
F (x) = √
cos2 t
x
Z x3 +3 Z a Z x2 +3
2 2
F (x) = 1
cos t dt = 1
cos t dt + cos2 t dt
x2 x2 a
1
Z x2 Z x2 +3
2
F (x) = − cos t dt + cos2 t dt
a a
1
Z x2
For F1 (x) = − cos2 t dt
a
1 1
We use the substitution, let x 2 = u ⇒ du
dx
= 12 x− 2
Z u
F10 (u) =− cos2 t dt
a
dF dF du
F10 (x) = =
dx du dx
1 −1
F10 (x) = − cos u 2
x 2
2
1 1 −1
F10 (x) = − cos x 2 2 x 2
2
1 1 1
F10 (x) = − x− 2 cos2 x 2
2
Z x2 +3
For F2 (x) = cos2 t dt
a
du
We use the substitution, let x2 + 3 = u ⇒ dx
= 2x
Z u
F20 (u) = cos2 t dt
a
dF dF du
F20 (x) = =
dx du dx
1 1 1
= − x− 2 cos2 x 2 + 2x cos2 (x2 + 3)
2
Find G0 (x)
Z b
1
f (c) = f (x) dx (5.4)
b−a a
Proof 5.5.1 R
b
Let F (x) = a f (x) dx be the antiderivative of f (x) on the interval [a, b].
F (b) − F (a)
F 0 (c) =
b−a
1
F 0 (c) = F (b) − F (a)
b−a
1
F 0 (c) = [F (x)]ba
b−a
Z b
0 1
F (c) = f (x) dx
b−a a
Z b
1
f (c) = f (x) dx Since F 0 (c) = f (c)
b−a a
Example 5.5.1 Find the c ∈ [−2, 2] that satisfy the MVT of integration for f (x) = x2 .
Z b
1
f (c) = f (x) dx
b−a a
Z 2
1
= x2 dx
2 −− 2 −2
2
1 1 3
= x
4 3 −2
1 16 4
f (c) = =
4 3 3
4
c2 =
3
2
⇒ c = ±√
3
Example 5.5.2 For the function f (x) = 3x + 2, find the value of c ∈ [2, 6] that satisfy
the MVT of integration.
c=4
Example 5.5.3 Suppose Temperature of a yam in an oven is given by H(t) in ◦ F for t
minutes since being put in an oven. The average value of the temperature over the first
hour is
Z 60
1
H(t) dt
60 0
1
Rb
Example 5.5.4 Geometrically, the MVT f (c) = b−a a
f (x) dx,
Z b
f (c) × b − a = f (x) dx
a
|{z} | {z }
1 Base | {z }
Height Area
Example 5.5.5 Population of Mexico is given by the model P (t) = 67.38(1.026)t where
t = 0 corresponds to 1980 and population measured in millions of people. What is the
average population going to be between 2000 and 2020?
Z 40
1
P (t) dt ≈ 147 million
40 − 20 20
R3
Example 5.5.6 Given 0
f (x) dx = 6, what is the average value of f (x) over 0 ≤ x ≤ 3?
R −1 2
Example 5.5.7 Why is −2
ex dx = −3 false?
Z 1
1
x(3x2 − 1)3 dx
1−0 0
Z −1
y(x) = (4t + 2) dt
x
(−1, 0) , (0, 0)
Example 5.5.10 Use the Fundamental Theorem of Calculus to evaluate the tangent/
gradient of F (x), F 0 (x) given that
Z x2 p
F (x) = y y + 1 dy
3x−2
Evaluate f (5).
Example 5.5.11 Use the Fundamental Thereon of Calculus to find f (x) and f (1) given
that
Z 1
f (t) = − sin(x2 − 1)
x
Z b
S = v dt (5.5)
a
Example 5.6.1 An empty bucket is placed under a tap and filled with water. t minutes
after the bucket has been placed under the tap. The rate of flow of water into the bucket
is equal to 2.3 − 0.1t gallons per minute. How much water is in the bucket five minutes
after it has been placed under the tap?
Z 5 Z 5
dV
V (5) = V (5) − V (0) = dt = (2.3 − 0.1t)dt
0 dt 0
Example 5.6.2 How does the result √ in the previous example change if water starts
leaking out of the bucket at a rate 0.2 t gallons per minute two minutes after the bucket
has been placed under the tap?
Example 5.6.3 A bee travels at a velocity of v(t) = 10−10e−t meters per second, where
t is measured in seconds from the moment it leaves the hive. How far does the bee travel
during the 2nd second (pun intended) of its flight?
Z 2 Z 2
D(2) − D(1) = v(t)dt = 10 − 10e−t dt
1 1
Example 5.6.4 Sap is oozing out of a shunt in a maple tree at a rate of R(t) gallons/hour
where t is measured in hours. Write down the definite integral that expresses the total
amount of Sap that is collected over a 24 hour period.
Z 24
R(t) dt
0
Note 5.6.1 In physics, work is done when a force acting upon an object causes a dis-
placement. (For example, riding a bicycle...).
If the force is not constant, we must use integration to find the work done.
Z b
W = F (x) dx (5.6)
a
5 √
Z
W = 2x − 1 dx
1
3
t2 + 1
Z
dt
2 (t3 + 3t)2
Example 5.6.9 A fire fighting team is called in to stop a bush fire. The team realizes
that the rate at which the bush fire is spreading (in Km2 /Hr) from the time they start
work (when t = 0) is modeleled by the function
√
1 − t2 , 0≤t≤1
r(t) =
2(t − 1) , 1≤t≤3
Find the average rate at which the bush fire is burning the first 3 hours of their work.
R1√ R3
0
1 − t2 + 1
2(t − 1) 4.7854
= = 1.59513
3 3
where L(f, Pn ) and U (f, Pn ) are respectively the lower and upper Riemann
sums of f over [0, 1] with respect to the partition Pn .
Pn n2 (n+1)2
Hint: i=1 i3 = 4
(2) Compute the Riemann sum for the function f (x) = 2x − x2 over the interval [0, 4]
for
(i) x?i = xi the upper limit, using the circumscribed rectangles with n = 4.
(ii) x?i = xi−1 the lower limit, using the inscribed rectangles with n = 4.
(iii) the partition [0, 1, 2.5, 3, 4] choosing
Z sin x 23
F (x) = 1 − t2 dt
x
13 + 23 + 33 + · · · + n3
lim
n→∞ n4
(5) State the Mean Value Theorem for integral calculus. Find all numbers c for which
the function
f (x) = x2 − 4x + 5
defined on the closed interval [0, 3], satisfies the Mean Value Theorem.
(6) Using the function f (x) = 2x − 4 on [0, 3], demonstrate that the Riemann sum is
R3
not necessarily equal to the definite integral 0 2x − 4 dx.
Antiderivatives
So far, our method for finding anti-derivatives has been to guess, check (by taking the
derivative of our guess) and modify until the answer is correct. It would be better to
have a more systematic approach. Unfortunately, while differentiation requires only a
few rules to take the derivatives of most familiar functions, anti-differentiation is a much
more complicated game, involving many more rules (so many that at MIT they hold
2
an “Integration Bee”). Moreover, there are many functions, such as ex , which have no
simple anti-derivative.
The best way of computing an integral is often to find an antiderivative F of the given
function f , and then to use the Fundamental Theorem (6.1). How you go about finding
an antiderivative F for some given function f is the subject of this chapter.
265
CHAPTER 6. ANTIDERIVATIVES
The integral which appears here does not have the integration bounds a and b. It is
called an indefinite integral, as opposed to the integral in (6.1) which is called a definite
integral. It’s important to distinguish between the two kinds of integrals. Here is a list of
differences:
R Rb
f (x) dx is a function of x. a
f (x) dx is a number.
R Rb
By definition f (x) dx is any a f (x) dx was defined in terms
function of x whose derivative of Riemann sums and can be
is f (x). interpreted as “area under the
graph of y = f (x)”, at least
when f (x) > 0.
x is not a Rdummy variable, for x is a dummyR1 variable, for
2
Rexample, 2 2x dx = x + C and example, 0 2x dx = 1, and
R1 R1
2t dt = t + C are functions of 2t dt = 1, so 2x dx =
different variables, so they are R01 0
0
2t dt.
not equal.
d 1
(x ln x − x) = x · + 1 · ln x − 1 = ln x.
x x
R
Who knows how Jesse thought of this1 , but he’s right! We now know that ln x dx =
x ln x − x + C.
1
He integrated by parts.
F1 (x) = x2
F2 (x) = x2 − 16
F3 (x) = x2 + 19
1
F4 (x) = x2 +
2
.. ..
. = .
Z
2 sin x cos x dx = sin2 x
Z
2 sin x cos x dx = − cos2 x
are both correct. (Just differentiate the two functions sin2 x and − cos2 x!) These two
answers look different until you realize that because of the trig identity sin2 x + cos2 x = 1
they really only differ by a constant: sin2 x = − cos2 x + 1.
Theorem 6.3.1 If F1 (x) and F2 (x) are antiderivatives of the same function f (x) on
some interval a ≤ x ≤ b, then there is a constant C such that F1 (x) = F2 (x) + C.
Proof 6.3.1 Consider the difference G(x) = F1 (x) − F2 (x). Then G0 (x) = F10 (x) −
F20 (x) = f (x) − f (x) = 0, so that G(x) must be constant. Hence F1 (x) − F2 (x) = C for
some constant.
Theorem 6.3.2 The antiderivative of f (x) = 0 in an interval I are the constant func-
tions, then F (x) = C, x I
F(b) − F(a)
F 0 (c) =
b−a
F (b) − F (a) = 0
F (b) = F (a) = c
a constant ∀a, b, c ∈ I
Theorem 6.3.3 If F (x) is an anti derivative of f (x) on xεI then F (x) + C is also an
anti-derivative of f (x) on I.
Proof 6.3.3 Suppose F (x) and G(x) are both ant-derivative off (x) on I and define h(x)
by h(x) = G(x) − F (x)
Techniques of Integration
xn+1
Z
n
x dx = + C for all n 6= −1
n+1
Z
1
dx = ln |x| + C
x
Z
sin x dx = − cos x + C
Z
cos x dx = sin x + C
Z
tan x dx = − ln cos x + C
Z
1
dx = arctan x + C
1 + x2
Z
1 π
√ dx = arcsin x + C = − arccos x + C
1−x 2 2
Z
dx 1 1 + sin x π π
= ln + C for − < x < .
cos x 2 1 − sin x 2 2
269
CHAPTER 7. TECHNIQUES OF INTEGRATION
All of these integrals are familiar from High school calculus (like Pure Math I), except
for the last one. You can check the last one by differentiation (using ln ab = ln a − ln b
simplifies things a bit).
[ x5 + 3
R
(iii) x2
]dx.
3
Ans : 5 ln x − +C
x
R
(iv) x(x − 2)2 dx.
Exercise 7.1 Evaluate the following integrals. They shouldn’t require fancy substitu-
tions, integration by parts, or partial fraction expansions.
R0
1. (6x5 −2x−4 −7x+3/x−5+4ex +7x ) dx9. −3 (5y 4 − 6y 2 + 14) dy
R
R x a
2. a
+ x + xa + ax + ax dx R1
10. 0 (y 9 − 2y 5 + 3y) dy
R √ √3 7
x R4√
3. x − x4 + √ 3 2 − 6e + 1 dx
x 11. 0 x dx
R
4. 2x dx 12.
R1
x3/7 dx
0
R4
5. −2
(3x − 5) dx 13.
R3 1
− 1
dt
1 t2 t4
R2 R2
6. x−2 dx t6 −t2
1 14. 1 t4
dt
R1 R2 2 +1
x√
7. 0
(1 − 2x − 3x2 ) dx 15. 1 x
dx
R2 R2
8. 1
(5x2 − 4x + 3) dx 16. 0
(x3 − 1)2 dx
R1 √ √ R4 √ √
17. 0
u( u + 3 u) du 22. 1
( t − 2/ t) dt
R1 3
R 8 √ 1
18. −1 t4
dt 23. 1
3
r+ √
3 r
dr
R2 R1
19. 1
(x + 1/x)2 dx 24. u
0 1+u
du
R3√ R0 2x−3
20. 3
x5 + 2 dx 25. −1 x+4
dx
R −1 R −21−σ
21. 1
(x − 1)(3x + 2) dx 26. −5 1+σ 2
dσ
Exercise 7.2
R0 R π/3
1. −1 (x + 1)3 dx 9. π/4
sin t dt
R −2x4 −1 R π/2
2. −5 x2 +1
dx 10. (cos θ + 2 sin θ) dθ
0
3.
R2
eat dt R √3 6
0 11. 1 1+x2
dx
R2
4. 2t dt R 0.5
0 12. √ dx
0 1−x2
Re x2 +x+1
5. 1 x
dx R8
13. 4
(1/x) dx
R 9 √ 2
6. x+ √1 dx R ln 6
4 x 14. ln 3
8ex dx
R 1 √
4
√
7. x 5 + 5 x4 dx R9
0 15. 8
2t dt
R8 x−1
R −e 3
8. 1
√
3 2
x
dx 16. −e2 x
dx
R2 R 2π
|x − x2 | dx
2. −1 5. 0
sin θ dθ
R2
3. −1
(x − 2|x|) dx
H.W-Kayondo & D.W-Ddumba, Engineering Math I- Lecture Notes 271
CHAPTER 7. TECHNIQUES OF INTEGRATION
R2
Exercise 7.4 0
f (x) dx where
(
x4 , if 0 ≤ x < 1,
f (x) =
x5 , if 1 ≤ x ≤ 2.
Rπ
Exercise 7.5 f (x) dx where
−π
(
x, if −π ≤ x ≤ 0 ,
f (x) =
sin x, if 0 < x ≤ π.
Example 7.1.2
Z Z
2
(x − 1) dx = x2 + 2x + 1 dx
x3
= − x2 + x + c
3
R
Exercise 7.6 3 cos 3x dx
R
Exercise 7.7 sec2 4x dx
Consider
d
(f (x))n+1 = (n + 1)f 0 (x) ((f (x))n
dx
Z Z
d n+1
⇒ ((f (x)) dx = (n + 1) f 0 (x) (f (x))n dx
dx
Z
1
⇒ f 0 (x) ((f (x))n = (f (x))n+1
n+1
d
R
Example 7.2.1 6x(3x2 + 2)4 dx since dx
(3x2 + 2) = 6x then technique apply
d
consider (3x2 + 2)5 = 5(3x2 + 2)4 6x
dx
1 d
⇒ (3x2 + 2)5 = 6x(3x2 + 2)4
5 dx
Z Z
1 d 2 5
⇒ (3x + 2) dx = 6x(3x2 + 2)4 dx
5 dx
Z
1 2 5
⇒ (3x + 2) + C = 6x(3x2 + 2)4 dx
5
R 1 1 3
Example 7.2.2 x(x2 + 1) 2 dx 3
(x2 + 1) 2 + C
1
R
Example 7.2.3 (3x − 1)5 dx 18
(3x − 1)6 + C
x
x(x2 + 1)−2 dx
R R
Example 7.2.4 (x2 +1)2
dx =
R
Example 7.2.5 cos x sin xdx
d
consider sin2 x = 2 sin x cos x
dx
1 d
⇒ sin2 x = sin x cos x
2 dx
Z Z
1 d 2
⇒ sin x dx = sin x cos x dx
2 dx
Z
1 2
⇒ sin x cos x dx = sin x + C
2
− 61 cos6 x + C
R
Exercise 7.8 cos5 x sin x
− 13 cos3 x + C
R
Exercise 7.9 cos2 x sin x
sin4 x cos x 1
sin5 x + C
R
Exercise 7.10 5
1
sin2 (3x) + C
R
Example 7.2.6 sin 3x cos 3x 6
R R
Example 7.2.7 tan x sec3 x = (tan x sec x) sec2 xdx
d
consider sec3 x = 3 sec2 x tan x sec x = 3 sec3 x tan x
dx
1 d
⇒ sec3 x = sec3 x tan x
3 dx
Z Z
1 d 3
⇒ sec x dx = sec3 x tan x dx
3 dx
Z
1
⇒ sec3 x tan x = sec3 x + C
3
− 91 cos3 (3x) + C
R
Exercise 7.11 sin 3x cos2 3x dx
1
R
Example 7.2.8 sec2 x tan2 x dx 3
tan3 x + C
1 3
2
R
Exercise 7.13 cos x sin 2 x dx 3
sin 2 x + C
R
Example 7.2.9 csc3 x cot x dx
d
consider csc3 x = 3 csc2 x(csc x cot x)
dx
Z
1
⇒ csc3 x cot x dx = csc3 x + C
3
Z
sin x sin4 x cos2 x dx
Z
sin x(1 − cos2 x)2 cos2 x dx
Z Z Z
2 4
sin x cos x − 2 sin x cos x + sin x cos6 x
sec x − 31 sec3 x + C
R
Exercise 7.14 tan3 x sec xdx
sin2 xdx
R
Example 7.3.1
Since sin2 x = 21 (1 − cos 2x)
Z Z
2 1 1 1
sin x dx = 1 − cos 2x dx = x − sin 2x + C
2 2 2
Example 7.3.2
Z Z
2 1 1 1
cos x dx = (1 + cos 2x) dx = x + sin 2x + C
2 2 2
Example 7.3.3
Z Z
4
sin x dx = (sin2 x)2 dx
2
1
= (1 − cos 2x) dx
2
Z
1
1 − 2 cos 2x + cos2 2x dx
=
4
Z
1 1
= 1 − 2 cos 2x + (1 − cos 4x) dx
4 2
1 1 1
= x − sin 2x + x − sin x + C
4 2 4
R
Exercise 7.15 cos4 x dx
sin6 x dx
R
Exercise 7.16
R
Exercise 7.17 cos6 x dx
Example 7.3.4
Z Z
5
cos x dx = cos x cos4 x dx
Z
= cos x(cos2 x)2 dx
Z
= cos x(1 − sin2 x)2 dx : apply section 7.2
Example 7.3.5
Z Z Z
3 2
sin x dx = (1 − cos x) sin x dx = − (1 − cos2 x)(− sin x) dx
Z Z
1
sin 2x cos 5x dx = (sin 7x + sin 3x) dx
2
1 1 1
= − cos 7x − cos 3x + C
2 7 3
1
cos2 α = (cos 2α + 1)
2
1
sin2 α = (1 − cos 2α) .
2
Example 7.3.7 The following integral shows up in many contexts, so it is worth know-
ing:
Z Z
2 1
cos x dx = (1 + cos 2x) dx
2
1 1
= x + sin 2x + C
2 2
x 1
= + sin 2x + C.
2 4
Example 7.3.8
x 12
Z Z
1
(1 + cos x) dx =
2 2 cos2 dx
2
√ Z x
= 2 cos dx
2
√ 1
= 2 2 sin x + C
2
Example 7.3.9
Z Z
2
sin 2x sin x dx = 2 sin x cos x sin2 x dx
Z
= 2 cos x sin3 x dx : apply section 7.2
so that
Z
F 0 (G(x)) · G0 (x) dx = F (G(x)) + C.
Example 7.4.1 Consider the function f (x) = 2x sin(x2 + 3). It does not appear in the
list of standard integrals we know by heart. But we do notice1 that 2x = xd (x2 + 3). So
let’s call G(x) = x2 + 3, and F (u) = − cos u, then
F (G(x)) = − cos(x2 + 3)
and
d
x = sin(x2 + 3) · |{z}
2x = f (x),
F (G(x)) | {z } 0
F 0 (G(x)) G (x)
so that
Z
2x sin(x2 + 3) dx = − cos(x2 + 3) + C.
where f (u) = F 0 (u), we introduce the substitution u = G(x), and agree to write du =
dG(x) = G0 (x) dx. Then we get
Z Z
0
f (G(x))G (x) dx = f (u) du = F (u) + C.
At the end of the integration we must remember that u really stands for G(x), so that
Z
f (G(x))G0 (x) dx = F (u) + C = F (G(x)) + C.
1
You will start noticing things like this after doing several examples.
Z b
f (G(x))G0 (x) dx = F (G(b)) − F (G(a)).
a
Z b Z G(b)
0
f (G(x))G (x) dx = f (u) du. (7.1)
a G(a)
Z 1
x
dx,
0 1 + x2
To find the definite integral you must compute the new integration bounds G(0) and G(1)
(see equation (7.1).) If x runs between x = 0 and x = 1, then u = G(x) = 1 + x2 runs
between u = 1 + 02 = 1 and u = 1 + 12 = 2, so the definite integral we must compute is
Z 1 Z 2
x 1 1
2
dx = du,
0 1+x 2 1 u
Z 1 Z 2
x 1 1 1 2 1
dx = du = ln u 1 = ln 2.
0 1 + x2 2 1 u 2 2
R
Example 7.4.3 Evaluate 20(2x − 3)10 dx.
10
(2x − 3)11 + C
11
R R
Example 7.4.4 Evaluate 10x(x2 − 1)5 dx and x(x2 − 1)5 dx
Evaluate the following integrals:
Example 7.4.5 (x4 + 2x − 1)−5 (2x3 + 1) dx
R
R 3 −1
Example 7.4.6 ex x2 dx
1
R
Example 7.4.7 x2 −4
x dx
1
R
Example 7.4.8 x ln x
dx
x2 +2
R
Example 7.4.9 x+1
dx
R √
Example 7.4.10 x2 x3 + 5 dx
ex
R
Example 7.4.11 ex +1
dx
2
e−x dx
R
Example 7.4.12
R 1
Example 7.4.13 x(3x − 1) 2 dx
1
Let u = (3x − 1) 2 ⇒ u2 = 3x − 1
1 2
⇒ x= u +1
3
dx 1 2
= (2u) = u
du 3 3
Z Z
1 1 2 2
x(3x − 1) 2 dx = u + 1 u u du
3 3
Z
2
= u2 (u2 + 1) du
9
2 u5 u3
= +
9 5 3
5 3
!
2 (3x − 1) 2 (3x − 1) 2
= +
9 5 3
2 2
= (3x − 1)5/2 + (3x − 1)3/2 + C
45 27
R2 x dx
Exercise 7.19 1 1+x2
R π/3
Exercise 7.20 π/4
sin2 θ cos θ dθ
R3 1
Exercise 7.21 2 r ln r
dr
sin 2x
R
Exercise 7.22 1+cos2 x
dx
sin 2x
R
Exercise 7.23 1+sin x
dx
R1 √
Exercise 7.24 0
z 1 − z 2 dz
R2 ln 2x
Exercise 7.25 1 x
dx
R √2
Exercise 7.26 ξ=0
ξ(1 + 2ξ 2 )10 dξ
R3
Exercise 7.27 2
sin ρ cos 2ρ)4 dρ
2
αe−α dα
R
Exercise 7.28
R
Note 7.4.1 Given the integral [f (x)]p dx
R 1
Example 7.4.14 x(2x2 + 1) 2 dx
1 3
(2x2 + 1) 2
6
R √
1+ x √
Exercise 7.29 √ dx
x
; let u = x
R
Example 7.4.15 Have a look for an integer power, x(2x − 1)6 dx ; u = (2x − 1)
1
Let u = (2x − 1) ⇒ x = (u + 1)
2
dx 1
⇒ = u
du 2
Z Z
1 1
x(2x − 1)6 dx = (u + 1) u6 du
2 2
Z
1
= u6 (u + 1) du
4
Z
1
= u7 + u6 du
4
1 u8 u6
= + +C
4 8 6
R
Exercise 7.31 (x + 2)(x − 1)4 dx ; u = (x − 1)
R x(x−4)
Example 7.4.16 (x−2)2
u = (x − 2)
4
x+
(x − 2)
1
√x−1
R
Exercise 7.32 2x+3
; u = (2x + 3) 2
Z 1 Z 0
4
x(x − 1) dx = u5 + u4 du , since u = (x − 1)
0 −1
We consider
d
ln(f n (x))
dx
1
R
Example 7.5.1 x
dx
d 1
consider ln x =
dx x
Z Z
d 1
⇒ ln x dx = dx
dx x
Z
1
⇒ = ln x + C
x
sin x
R R
Example 7.5.2 tan xdx = cos x
dx
d − sin x
consider ln cos x =
dx cos x
d sin x
⇒ − ln cos x =
dx cos x
Z Z
d sin x
⇒ − ln cos x dx = dx
dx cos x
Z
sin x
⇒ dx = −ln cos x + C
cos x
1
R
Example 7.5.3 1−x
dx = − ln(1 − x) + C
x2
dx = 91 ln(3x3 + 2) + C
R
Example 7.5.4 3x3 +2
1
R
Example 7.5.5 3x+2
dx
d 3
consider ln(3x + 2) =
dx (3x + 2)
1 d 1
ln(3x + 2) =
3 dx (3x + 2)
Z Z
1 d 1
⇒ ln(3x + 2) = dx
3 dx (3x + 2)
Z
1 1
⇒ ln(3x + 2) + C = dx
3 (3x + 2)
d
(f (x)g(x)) = f (x)g 0 (x) + g(x)f 0 (x)
x
d
f (x)g 0 (x) = (f (x)g(x)) − g(x)f 0 (x)
x
Z Z Z
0 d
f (x)g (x) dx = (f (x)g(x)) dx − g(x)f 0 (x) dx
x
Z Z
f (x)g (x) dx = f (x)g(x) − g(x)f 0 (x) dx
0
Z Z
x x
x |{z}
|{z} e dx = |{z} e −
x |{z} |{z} 1 dx = xex − ex + C.
ex |{z}
f (x) g 0 (x) f (x) g(x) g(x) f 0 (x)
Observe that in this example ex was easy to integrate, while the factor x becomes an easier
function when you differentiate it. This is the usual state of affairs when integration by
parts works: differentiating one of the factors (f (x)) should simplify the integral, while
integrating the other (g 0 (x)) should not complicate things (too much).
d
Example 7.6.2 Another example: sin x = dx
(− cos x) so
Z Z
x sin x dx = x(− cos x) − (− cos x) · 1 dx
= −x cos x + sin x + C
2x
e2x
Z Z
2 2x 2e
x |{z}
e dx = x − 2x dx
|{z}
0
2 2
f (x) g (x)
2x
e2x e2x
Z
2e
= x − 2x − 2 dx
2 4 4
2x
e2x e2x
2e
= x − 2x − 2+C
2 4 8
1 2 2x 1 2x 1 2x
= x e − xe + e − C
2 2 4
df
Another way of differetiating by parts is to have a table, till f 0 (x) = dx
=0
df
g 0 (x)dx
R
dx
+ x2 e2x
1 2x
- 2x 2
e
1 2x
+ 2 4
e
1 2x
- 0 8
e
x2 2x 2x 2x 2 2x
Z
x2 e2x dx = e − e + e +C
2 4 8
x2 2x x 2x 1 2x
= e − e + e +C
2 2 4
where P (x) is a polynomial, and a is a constant. Each time you integrate by parts, you
get this
eax eax 0
Z Z
ax
P (x)e dx = P (x) − P (x) dx
a a
Z
1 1
= ax
P (x)e − P 0 (x)eax dx.
a a
You have replaced the integral P (x)eax dx with the integral P 0 (x)eax dx. This is the
R R
same kind of integral, but it is a little easier since the degree of the derivative P 0 (x) is
less than the degree of P (x).
Example 7.6.4 [Example – My cousin Jesse’s computation.] Sometimes the factor g 0 (x)
is “invisible”. Here is how you can get the antiderivative of ln x by integrating by parts:
Z Z
ln x dx = ln x · |{z}
|{z} 1 dx
f (x) g 0 (x)
Z
1
= ln x · x − · x dx
x
Z
= x ln x − 1 dx
= x ln x − x + C.
R
You can do P (x) ln x dx in the same way if P (x) is a polynomial.
Z Z Z Z Z Z Z Z Z
−1 −1 −1
tan x, sin x, cos x, 2
log x , 3
ln x +2, 2
x sin x, x cos x, x
xe , x tan−1 x
where
g 0 (x) = e2x , ex , · · ·
2 loge x2 ln x2
where logxp = loge p
= ln p
all logs should be first put into base e the natural log.
What you can differentiate is the f (x), and can integrate is the g 0 (x).
Example 7.6.5
Z
x cos x dx = x sin x + cos x + C
Example 7.6.6
Z
x 1
x cos 2x dx = sin 2x + cos 2x + C
2 4
Example 7.6.7
x2 x2
Z Z
x loge x dx = x ln x = ln x − +C
2 4
Example 7.6.8
Z Z
−1 −1
tan x dx = |tan{z x} · |{z}
1 dx
f (x) g 0 (x)
Z
−1 1
| {z x}[|{z}
= tan x ]− x dx
|{z} (1 + x2 )
f (x) g(x) g(x) | {z }
f 0 (x)
Z
−1 x
= x tan x− dx
(1 + x2 )
1
= x tan−1 x − ln(1 + x2 ) + C
2
dy
let y = tan−1 x , we need
dx
⇒ tan y = x
dy
(diff w.r.t.x), sec2 y = 1
dx
dy 1 1 1
= 2
= 2
=
dx sec y 1 + tan y 1 + x2
Example 7.6.9
Z
x2 sin x dx = −x2 cos x + 2x sin x + 2 cos x + C
Example 7.6.10
Z
x2 ex dx = ex (x2 − 2x + 2) + C
Example 7.6.11
Z Z
x x x
e sin x dx = −e cos x + e sin x − ex sin x dx
Z
⇒ 2 ex sin x dx = −ex cos x + ex sin x collecting like terms
Z
1
⇒ ex sin x dx = [−ex cos x + ex sin x + C]
2
Example 7.6.12
Z p
sin−1 x dx = x sin−1 x + (1 − x2 ) + C
Example 7.6.13
Z
1p
sin−1 3x dx = x sin−1 3x + (1 − 9x2 ) + C
3
R
Example 7.6.14 xex dx
df
g 0 (x)dx
R
dx
+ x ex
- 1 ex
+ 0 ex
xex − ex + C
Example 7.6.15
Z
1 1 1
x tan−1 xdx = x2 tan−1 x + tan−1 x − x + C
2 2 2
x ln x dx and g 0 (x) = x
R
Let I =
Z
⇒ g(x) = xdx = x2
1
f (x) = ln x ⇒ f 0 (x) =
x
Z Z
0
But f (x)g (x)dx = f (x)g(x) − g(x)f 0 (x)dx
Z
2 1
therefore, I = x ln x − x2 · dx
x
Z
2
= x ln x − xdx
1
= x2 ln x − x2 + C
2
Note 7.6.1 Tables are not applicable if f (x) is not a polynomial, as in example 7.6.16
where f (x) = ln x not a polynomial, we dont apply tables.
Example 7.6.17 Compute,
Z
ex cos xdx
Let
Z
I = ex cos xdx and
Z
x
Therefore, I = e cos x + ex sin xdx
Z
n 1 ax 1
In = x e nxn−1 eax dx
−
a a
Z
1 n ax n
= x e − xn−1 eax dx.
a a
We haven’t computed the integral, and in fact the integral that we still have to do is of
the same kind as the one we started with (integral of xn−1 eax instead of xn eax ). What we
have derived is the following reduction formula
1 n
In = xn eax − In−1
a a
Z
1 1
I0 = eax , i.e. eax dx = eax + C.
a a
When n 6= 0 the reduction formula tells us that we have to compute In−1 if we want to
find In . The point of a reduction formula is that the same formula also applies to In−1 ,
and In−2 , etc., so that after repeated application of the formula we end up with I0 , i.e.,
an integral we know.
R
Example 7.7.1 To compute x3 e5x dx we use the reduction formula three times:
1 3 5x 3
I3 = x e − I2
5 5
1 3 5x 3 1 2 5x 2
= xe − x e − I1
5 5 5 5
1 3 5x 3 1 2 5x 2 1 5x 1
= xe − xe − xe − I0
5 5 5 5 5 5
Insert the known integral I0 = 51 e5x + C and simplify the other terms and you get
Z
1 3 6 6
x3 e5x dx = x3 e5x − 2 x2 e5x + 3 xe5x − 4 e5x + C.
5 5 5 5
Z
Sn = xn sin x dx.
Z
n
Sn = −x cos x + n xn−1 cos x dx
Z
n n−1
= −x cos x + nx sin x − n(n − 1) xn−2 sin x dx.
Each time you use this reduction, the exponent n drops by 2, so in the end you get either
S1 or S0 , depending on whether you started with an odd or even n.
Example 7.7.3 [A reduction formula where you have to solve for In .] We try to compute
Z
In = (sin x)n dx
Z
In = (sin x)n−1 sin x dx
Z
n−1
= −(sin x) cos x − (− cos x)(n − 1)(sin x)n−2 cos x dx
Z
n−1
= −(sin x) cos x + (n − 1) (sin x)n−2 cos2 x dx.
When n > 1 integration by parts gives you a reduction formula. Here’s the computation:
Z
In = (1 + x2 )−n dx
Z
x −n−1
= − x (−n) 1 + x2 2x dx
(1 + x2 )n
x2
Z
x
= + 2n dx
(1 + x2 )n (1 + x2 )n+1
Apply
x2 (1 + x2 ) − 1 1 1
2 n+1
= 2 n+1
= 2 n
−
(1 + x ) (1 + x ) (1 + x ) (1 + x2 )n+1
to get
x2
Z Z
1 1
dx = − dx = In − In+1 .
(1 + x2 )n+1 2
(1 + x )n (1 + x2 )n+1
x
In = + 2n In − In+1 ,
(1 + x2 )n
which you can solve for In+1 . You find the reduction formula
1 x 2n − 1
In+1 = 2 n
+ In .
2n (1 + x ) 2n
1 x 2n − 1
In+1 = 2 n
+ In
2n (1 + x ) 2n
For
Z
1
In+1 = dx and I1 = arctan x
(1 + x2 )n
As an example of how you can use it, we start with I1 = arctan x + C, and conclude that
Z
dx
= In+1 ⇒ n = 1
(1 + x2 )2
1 x 2·1−1
= + I1
2 · 1 (1 + x2 )1 2·1
1 x 1
= 2
+ arctan x + C.
21+x 2
Apply the reduction formula again, now with n = 2, and you get
Z
dx
= In+1 ⇒ n = 2
(1 + x2 )3
1 x 2·2−1
= + I2
2 · 2 (1 + x )
2 2 2·2
1 x 3 1 x 1
= + + arctan x
4 (1 + x2 )2 4 2 1 + x2 2
1 x 3 x 3
= 2 2
+ 2
+ arctan x + C.
4 (1 + x ) 81+x 8
R
Problem 7.7.1 Evaluate xn ln x dx where n 6= −1.
xn+1 ln x xn+1
R
Answer 7.7.1 xn ln x dx = n+1
− (n+1)2
+ C.
Example 7.7.5 ?
Z Z
1 3 3x
e sin 2x dx = − e3x cos 2x +
3x
e cos 2x dx
2 2
Z Z
3x 1 3x 3 3x 9
e sin 2x dx = − e cos 2x + e sin 2x − e3x sin 2x dx
2 4 4
Z
13 1 3
e3x sin 2x dx = − e3x cos 2x + e3x sin 2x + C
4 2 4
Z
2 3
e3x sin 2x dx = − e3x cos 2x + e3x sin 2x + C
13 13
R
Problem 7.7.2 Evaluate eax sin bx dx where a2 + b2 6= 0. [Hint: Integrate by parts
twice.]
ax
Answer 7.7.2 eax sin bx dx = a2e+b2 (a sin bx − b cos bx) + C.
R
R
Problem 7.7.3 Evaluate eax cos bx dx where a2 + b2 6= 0.
ax
Answer 7.7.3 eax cos bx dx = a2e+b2 (a cos bx + b sin bx) + C.
R
R
and use it to evaluate x2 ex dx.
n−1
Z Z
1
sin x dx = − cos x sinn−1 x +
n
sinn−2 x dx, n 6= 0
n n
Z Z
n
Hint : sin x dx = sin x sinn−1 x dx
Exercise 7.34 Evaluate sin2 x dx. Show that the answer is the same as the answer
R
n−1
Z Z
1
cos x dx = sin x cosn−1 x +
n
cosn−2 x dx, n 6= 0
n n
R π/4
and use it to evaluate 0
cos4 x dx.
Z Z
n 1
tan x dx = tann−1 x − tann−2 x dx
n−1
Z Z
n
Hint : tan x dx = tan2 x tann−2 x dx
R π/4
Using this, find 0
tan5 x dx by doing just one explicit integration.
Problem 7.7.7 Use the reduction formula from example 7.7.4 to compute
Z
dx
(1 + x2 )3
Z
dx
(1 + x2 )4
Z
x dx
(1 + x2 )4
Z
1+x
dx
(1 + x2 )2
x
R
[Hint: (1+x2 )n
dx is easy.]
Problem 7.7.8 The reduction formula from example 7.7.4 is valid for all n 6= 0. In
particular, n does not have to
R√ be an integer, and
R itdxdoes not have to be 1positive.
Find a relation between 1 + x dx and √1+x2 by setting n = − 2 .
2
Such rational functions can always be integrated, and the trick which allows you to do this
is called a partial fraction expansion. The whole procedure consists of several steps which
are explained in this section. The procedure itself has nothing to do with integration: it’s
just a way of rewriting rational functions. It is in fact useful in other situations, such as
finding Taylor seriesand computing ”inverse Laplace transforms”
P (x) R(x)
= S(x) +
Q(x) Q(x)
where S(x) is the quotient, and R(x) is the remainder after division. In practice you
would do a long division to find S(x) and R(x).
x3 − 2x + 1
f (x) = .
x2 − 1
Here the numerator has degree 3 which is more than the degree of the denominator (which
is 2). To apply the method of partial fractions we must first do a division with remainder.
One has
x = S(x)
2
x −1 x3 −2x +1
−(x3 −x)
−x +1 = R(x)
so that
x3 − 2x + 1 −x + 1
f (x) = =x+ 2
x −1
2 x −1
x3 − 2x + 1 −x + 1
Z Z
dx = x+ 2 dx
x2 − 1 x −1
x2 −x + 1
Z
= + dx.
2 x2 − 1
−x+1
The rational function which still have to integrate, namely x2 −1
, is proper, i.e. its numer-
ator has lower degree than its denominator.
P (x) P (x)
= .
Q(x) (x − a1 )(x − a2 ) · · · (x − an )
P (x) A1 A2 An
= + + ··· + . (#)
Q(x) x − a1 x − a2 x − an
Z
P (x)
dx = A1 ln |x − a1 | + A2 ln |x − a2 | + · · · + An ln |x − an | + C.
Q(x)
One way to find the coefficients Ai in (#) is called the method of equating coefficients.
In this method we multiply both sides of (#) with Q(x) = (x − a1 ) · · · (x − an ). The result
is a polynomial of degree n on both sides. Equating the coefficients of these polynomial
gives a system of n linear equations for A1 , . . . , An . You get the Ai by solving that system
of equations.
Another much faster way to find the coefficients Ai is the Heaviside Trick 2 . Multiply
equation (#) by x − ai and then plug in3 x = ai . On the right you are left with Ai so
P (x)(x − ai ) P (ai )
Ai = = .
Q(x)
x=ai (ai − a1 ) · · · (ai − ai−1 )(ai − ai+1 ) · · · (ai − an )
−x+2
R
Example 7.8.2 Evaluate x2 −1
dx, we factor the denominator,
x2 − 1 = (x − 1)(x + 1).
−x+2
The partial fraction expansion of x2 −1
then is
−x + 2 −x + 2 A B
= = + .
x −1
2 (x − 1)(x + 1) x−1 x+1
−x + 2 1/2 3/2
= − .
x −1
2 x−1 x+1
Instead, we could also use the Heaviside trick: multiply (†) with x − 1 to get
−x + 2 x−1
=A+B
x+1 x+1
2
Named after Oliver Heaviside, an electrical engineer in the late 19th and early 20th century.
3
More properly, you should take the limit x → ai . If you multiply both sides with x − ai and then
set x = ai , then you have effectively multiplied both sides of the equation with zero!
−1 + 2 1
= A, i.e. A = .
1+1 2
−x + 2 x+1
=A + B,
x−1 x−1
−(−1) + 2 3
B= =− ,
(−1) − 1 2
as before.
Either way, the integral is now easily found, namely,
−x + 2
Z Z
1/2 3/2
dx = − dx
x2 − 1 x−1 x+1
1 3
= ln |x − 1| − ln |x + 1| + C.
2 2
Here we assume that the factors x − a1 , . . . , x − an are all different, and we also assume
that the factors x2 + b1 x + c1 , . . . , x2 + bm x + cm are all different.
It is a theorem from advanced algebra that you can always write the rational function
P (x)/Q(x) as a sum of terms like this
P (x) A Bx + C
= ··· + + · · · + + ··· (7.3)
Q(x) (x − ai )k (x2 + bj x + cj )`
A1 A2 Ak
+ + · · · +
x − a (x − a)2 (x − a)k
in the decomposition. There are as many terms as the exponent of the linear factor that
generated them.
For each quadratic factor (x2 + bx + c)` you get terms
B1 x + C1 B2 x + C2 Bm x + Cm
2
+ 2 2
+ ··· + 2 .
x + bx + c (x + bx + c) (x + bx + c)`
Again, there are as many terms as the exponent ` with which the quadratic factor appears
in the denominator (7.2).
In general, you find the constants A... , B... and C... by the method of equating coeffi-
cients.
x2 + 3
Z
dx
x2 (x + 1)(x2 + 1)2
x2 + 3 A1 A2 A3 B1 x + C1 B2 x + C2
2 2 2
= + 2 + + + 2 .
x (x + 1)(x + 1) x x x+1 x2 + 1 (x + 1)2
Solving this last problem will require solving a system of seven linear equations in the
seven unknowns A1 , A2 , A3 , B1 , C1 , B2 , C2 . A computer program like Maple can do this
easily, but it is a lot of work to do it by hand. In general, the method of equating
coefficients requires solving n linear equations in n unknowns where n is the degree of the
denominator Q(x).
See Problem 7.8.4 for a worked example where the coefficients are found.
Once you have found the partial fraction decomposition (EX ) Ryou still have to integrate
the terms which appeared. The first three terms are of the form A(x − a)−p dx and they
are easy to integrate:
Z
A dx
= A ln |x − a| + C
x−a
and
Z
A dx A
= +C
(x − a)p (1 − p)(x − a)p−1
B1
= ln(x2 + 1) + C1 arctan x + Cintegration const.
2
While these integrals are already not very simple, the integrals
Z
Bx + C
dx with p > 1
(x2 + bx + c)p
which can appear are particularly unpleasant. If you really must compute one of these,
then complete the square in the denominator so that the integral takes the form
Z
Ax + B
dx.
((x + b)2 + a2 )p
After the change of variables u = x + b and factoring out constants you have to do the
integrals
Z Z
du u du
and .
(u2 + a2 )p (u2 + a2 )p
Use the reduction formula we found in example 7.7.4 to compute this integral.
An alternative approach is to use complex numbers (which are on the menu for this
semester.) If you allow complex numbers then the quadratic factors x+ bx + c can be
factored, and your partial fraction expansion only contains terms of the form A/(x − a)p ,
although A and a can now be complex numbers. The integrals are then easy, but the
answer has complex numbers in it, and rewriting the answer in terms of real numbers
again can be quite involved.
Problem 7.8.1 Express each of the following rational functions as a polynomial plus a
proper rational function. (See §7.8.1 for definitions.)
x3
x3 − 4
x3 + 2x
x3 − 4
x3 − x2 − x − 5
x3 − 4
x3 − 1
x2 − 1
Problem 7.8.2 Factor the following rational functions f (x). [Hint: f (0) = f (1) =
f (2) = 0.]
Problem 7.8.3 Write ax2 + bx + c in the form a(x + p)2 + q, i.e. find p and q in terms of
a, b, and c (this procedure, which you might remember from high school algebra is called
“completing the square.”). Then evaluate the integrals
Z
dx
x2 + 6x + 8
Z
dx
x2 + 6x + 10
Z
dx
5x2 + 20x + 25
Exercise 7.40 Use the method of equating coefficients to find numbers A, B, C such that
x2 + 3 A B C
= + +
x(x + 1)(x − 1) x x+1 x−1
x2 +3
R
and then evaluate the integral x(x+1)(x−1)
dx.
(A + B + C)x2 + (C − B)x − A
= .
x(x + 1)(x − 1)
x2 + 3 = (A + B + C)x2 + (C − B)x − A
for all x, so equating coefficients gives a system of three linear equations in three unknowns
A, B, C:
A+B+C = 1
C −B = 0
−A = 3
so A = −3 and B = C = 2, i.e.
x2 + 3 3 2 2
=− + +
x(x + 1)(x − 1) x x+1 x−1
and hence
x2 + 3
Z
dx = −3 ln |x| + 2 ln |x + 1| + 2 ln |x − 1| + constant.
x(x + 1)(x − 1)
x2 + 3 A B C
= + + ,
x(x + 1)(x − 1) x x+1 x−1
multiply by x:
x2 + 3 Bx Cx
=A+ +
(x + 1)(x − 1) x+1 x−1
x2 + 3 A(x + 1) C(x + 1)
= +B+
x(x − 1) x x−1
x2 + 3 A(x − 1) B(x − 1)
= + + C,
x(x + 1) x x+1
x2 + 3 A B C
= + 2+ .
x (x − 1)
2 x x x−1
In this problem, the Heaviside trick can still be used to find C and B; we get B = −3 and
C = 4. Then
A 3 4 Ax(x − 1) + 3(x − 1) + 4x2
− 2+ =
x x x−1 x2 (x − 1)
so A = −3. Hence
x2 + 3
Z
3
dx = −3 ln x + + 4 ln(x − 1) + constant.
x (x − 1)
2 x
x5 dx
R
Exercise 7.43 x2 −1
x5 dx
R
Exercise 7.44 x4 −1
e3x dx
R
Exercise 7.45 e4x −1
x
√e dx
R
Exercise 7.46 1+e2x
ex dx
R
Exercise 7.47 e2x +2ex +2
dx
R
Exercise 7.48 x(x2 +1)
dx
R
Exercise 7.49 x(x2 +1)2
dx
R
Exercise 7.50 x2 (x−1)
1
R
Exercise 7.51 (x−1)(x−2)(x−3)
dx
x2 +1
R
Exercise 7.52 (x−1)(x−2)(x−3)
dx
x3 +1
R
Exercise 7.53 (x−1)(x−2)(x−3)
dx
R2 dx
Exercise 7.54 Compute 1 x(x−h)
where h is a small positive number.
Example 7.8.4 ?
Z Z
1 1
dx = dx
(x − 4x − 5)
2 (x + 1)(x − 5)
1 A B
= +
(x + 1)(x − 5) x+1 x−5
1 A(x − 5) + B(x + 1)
=
(x + 1)(x − 5) (x + 1)(x − 5)
1 = A(x − 5) + B(x + 1)
1
let x = 5, ⇒ 1 = 6B ⇒ B=
6
1
let x = −1, ⇒ 1 = −6A ⇒ A = −
6
Z Z Z
1 A B
dx = dx + dx
(x + 1)(x − 5) x+1 x−5
Z Z
1 1 1 1
= − dx + dx
6 x+1 6 x−5
1 1
= − ln(x + 1) + ln(x − 5) + C
6 6
Example 7.8.5 ?
x2 + 3
Z
dx
x2 (x − 1)
x2 + 3 A B C
= + 2+
x (x − 1)
2 x x x−1
x2 + 3
Z Z Z Z
A B C
dx = dx + dx + dx
x2 (x − 1) x x 2 x−1
Z Z Z
1 1 1
= −3 dx + −3 dx + 4 dx
x x2 x−1
3
= −3 ln x + + 4 ln(x − 1) + C
x
Example 7.8.6 ?
Z
3x + 1
dx
(x − 1)(x2 + 1)
3x + 1 A Bx + C
= + 2
(x − 1)(x + 1)
2 x−1 x +1
3x + 1 A(x2 + 1) + Bx + C(x − 1)
=
let x = 1, ⇒ A 2=
let x = 0, ⇒ C 1=
let x = 2, ⇒ B −2
=
Z Z Z
3x + 1 A (Bx + C)
dx = dx + dx
(x − 1)(x + 1)
2 x−1 x2 + 1
1 − 2x
Z Z
2
= dx + dx
x−1 x2 + 1
−2x
Z Z Z
2 1
= dx + dx + dx
x−1 2
x +1 x2 + 1
Example 7.8.7 ?
Z
2x
dx
2x + 5
2x −5
=1+
2x + 5 2x + 5
−5
Z Z Z
2x
dx = 1 dx + dx
2x + 5 2x + 5
5
= x− ln(2x + 5) + C
2
Example 7.8.8
x x
=
25 − x 2 (x + 5)(x − 5)
x A B
= +
25 − x 2 (x + 5) (x − 5)
⇒ x = A(x − 5) + B(x + 5)
1 −1
⇒ A= , B=
2 2
Z Z Z
x dx dx
dx = −
25 − x 2 2(x + 5) 2(x − 5)
1 1
= ln(x + 5) − ln(x − 5) + C
2 2
Example 7.8.9
1 1
=
x(x2− 1) x(x − 1)(x + 1)
1 A B C
= + +
x(x − 1)(x + 1) x x−1 x+1
1 A B C
= + +
(x + 2)(x − 1)2 (x + 2) x − 1 (x − 1)2
1 A B C
= + +
(x + 2)3 (x + 2) (x + 2)2 (x + 2)3
1 A Bx + C D E
= + 2 + +
(x − 1)(2x2 + 3)(x + 1) 2 (x − 1) 2x + 3 (x + 1) (x + 1)2
Example 7.8.13
x4 − 2x3 − x2 − 4x + 4 x2 − 2x + 7
= (x + 1) +
(x − 3)(x2 + 1) (x − 3)(x2 + 1)
Example 7.8.14
2x3 − x − 1 6x2 − 3x + 5
= 2+
(x − 3)(x2 + 1) (x − 3)(x2 + 1)
⇒ (A, B, C) = (5, 1, 0)
5 x
= 2+ + 2
(x − 3) (x + 1)
Example 7.8.15
2x2 − 5x + 7 5 3 4
= − −
(x − 2)(x − 1) 2 (x − 2) (x − 1) (x − 1)2
Example 7.8.16
11x + 12 2 2 1
= − +
(2x + 3)(x + 2)(x − 3) (2x + 3) (x + 2) (x − 3)
Example 7.8.17
x3 1
= (x2 + x + 1) +
x−1 (x − 1)
Warning: sin−1 (y) 6= (sin y)−1 . The inverse sine function is sometimes called arcsine
function and denoted θ = arcsin(y).
Exercise 7.56 If y = sin θ, express sin θ, cos θ, and tan θ in terms of y when 0 ≤ θ < π/2.
Exercise 7.57 If y = sin θ, express sin θ, cos θ, and tan θ in terms of y when π/2 < θ ≤
π.
Exercise 7.58 If y = sin θ, express sin θ, cos θ, and tan θ in terms of y when −π/2 <
θ < 0.
Exercise 7.59 Evaluate √ dy 2 using the substitution y = sin θ, but give the final an-
R
1−y
swer in terms of y.
ln 14
n o
Exercise 7.61 tan arcsin ln 16 ;
Exercise 7.62 sin 2 arctan α
Problem 7.9.3 Draw the graph of y = f (x) = arcsin sin(x) , for −2π ≤ x ≤ +2π.
Make sure you get the same answer as your graphing calculator (or Maple, or Matlab, or
Octave, etc. if you use a computer.)
Given the antiderivative
kxn
Z
dx
(c ± dx2 )m
r
c 1
let x = sin u if ” − ”, m =
d 2
r
c
let x = tan u if ” + ”, m = 1
d
Example 7.9.1
Z Z Z
3x + 2 3x 2
1 dx = 1 dx + 1 dx
(4 − 7x2 ) 2 (4 − 7x2 ) 2 (4 − 7x2 ) 2
3 3
1 = 1
(2 − x4 ) 2 (2 − (x2 )2 ) 2
−x −x
=
(x2 − 2x + 5) (x − 1)2 + 4
Example 7.9.2
Z Z
1 1
√ dx = 1 dx
2 − x2 (2 − x2 ) 2
√ dx √
let x = 2 sin u ⇒ = 2 cos u
du
Z Z √
1 2 cos u
1 dx = 1 du
(2 − x2 ) 2 (2 − 2 sin2 u) 2
Z √
2 cos u
= 1 du
[2(1 − sin2 u)] 2
Z √
2 cos u
= √ 1 du
2(1 − sin2 u) 2
Z √
2 cos u
= √ 1 du
2(cos2 u) 2
Z
= 1 du
−1 x
= u = sin √ +c
2
dx √1
R
Example 7.9.3 1 : let x = 3
sin u
(1−3x2 ) 2
Example 7.9.4
Z √
5 sec2 u du
Z
dx
=
5 + x2 5 + 5 tan2 u
√ √ !
5 5
= tan−1 x
5 5
√
By letting x = 5 tan u
Example 7.9.5
π
Z 1 Z
3 2 3 cos u du
1 dx = 1
1
2
(1 − x2 ) 2 π
6
(1 − sin2 u) 2
Example 7.9.6
Z
dx 1 −1 3
1 = sin x
(4 − 9x2 ) 2 3 2
Example 7.9.7
Z
dx
1
(4 − (x + 1)2 ) 2
√ dx √
let (x + 1) = 2 sin u ⇒ = 2 cos u
du
Z √ Z
2 cos udu 1 1
1 = √ du = √ u
(4 − 4 sin2 u) 2 2 2
1 x+1
= √ sin−1 √ +C
2 2
Example 7.9.8
Z
dx 1 1
= arctan x−1 +C
9 + (x − 3) 2 3 3
Example 7.9.9
Z
dx 1 1 1 1 1 1
= arctan x− = tan−1 x− +C
x − 2x + 5
2 2 2 2 2 2 2
Example 7.9.10
1√ √
Z
dx 1
= 2 arctan (4x + 4) 2 + C
2x2 + 4x + 11 6 12
Example 7.9.11
Z
x 1 1 2
1 dx = arcsin x +C
(4 − x ) 2
4 2 2
Example 7.9.12
Z
1 x
3 =p +C
(1 − x2 ) 2 (1 − x2 )
Z
dx
(i) √
= arcsin x
1 − x2
Z
dx 1
(ii) √ = arcsin x
4−x 2 2
Z
x dx 1
(iii) √ = arcsin(2x2 )
1 − 4x 4 4
R √3/2
Problem 7.9.5 Use the change of variables formula to evaluate √ dx first using
1/2 1−x2
in terms of w.
Problem 7.9.7 Evaluate these indefinite integrals:
(i) x2dx
R R dx
+1
(iii) 7+3x 2
dx
R
(ii) x2 +a2
7.10 t-substitution
let
θ
tan = t (7.4)
2
2t
⇒ tan θ = (7.5)
1 − t2
1 − t2
⇒ cos θ = (7.6)
1 + t2
2t
⇒ sin θ = (7.7)
1 + t2
dx
R R
(ii) csc xdx (iv) a cos x+b sin x
θ
since tan = t
2
dt 1 θ
⇒ = sec2
dx 2 2
1 2 θ
= 1 + tan
2 2
dt 1
1 + t2
=
dx 2
Example 7.11.1
Z
2 cos x + 9 sin x A(−3 sin x + cos x) + B(cos x + sin x)
=
3 cos x + sin x 3 cos x + sin x
−5 3
⇒ A= , B=
2 2
Z
2 cos x + 9 sin x 5 3
= = − ln(3 cos x + sin x) + x + C
3 cos x + sin x 2 2
2 x2 − 8x + 7
x = 1, x = 2, y= , y= .
x2 − 4x + 5 x2 − 8x + 16
Exercise 7.66 Find the area between P, the x-axis and the line x = 1.
Z x
F (x) = sin(aθ) cos(θ) dθ.
0
[Hint: use a trig identity for sin A cos B, or wait until we have covered complex exponen-
tials and then come back to do this problem.]
and
(x3 + 1) dx
Z
R4
Exercise 7.72 √x dx
3 x2 −1
R 1/3
Exercise 7.73 √x dx
1/4 1−x2
R4
Exercise 7.74 √dx
3 x x2 −1
x dx
R
Exercise 7.75 x2 +2x+17
x4
R
Exercise 7.76 (x2 −36)1/2
dx
x4
R
Exercise 7.77 x2 −36
dx
x4
R
Exercise 7.78 36−x2
dx
x4
R
Exercise 7.79 (36−x2 )3/2
dx
R (x2 +1) dx
Exercise 7.80 x4 −x2
R (x2 +3) dx
Exercise 7.81 x4 −2x2
dx
R
Exercise 7.82 (x2 −3)1/2
R
Exercise 7.83 ex (x + cos(x)) dx
R
Exercise 7.84 (ex + ln(x)) dx
dx
R
Exercise 7.85 √
(x+5) x2 +5x
3x2 +2x−2
R
Exercise 7.86 x3 −1
dx
x4
R
Exercise 7.87 x4 −16
dx
x
R
Exercise 7.88 (x−1)3
dx
4
R
Exercise 7.89 (x−1)3 (x+1)
dx
1
R
Exercise 7.90 √
1−2x−x2
dx
dx
R
Exercise 7.91 √
x2 +2x+3
Re
Exercise 7.92 1
x ln x dx
R e3
Exercise 7.93 e2
x2 ln x dx
Re
Exercise 7.94 x(ln x)3 dx
1
R √
Exercise 7.95 arctan( x) dx
R
Exercise 7.96 x(cos x)2 dx
Rπp
Exercise 7.97 0
1 + cos(6w) dw
Problem 7.12.6 You don’t always have to find the antiderivative to find a definite inte-
gral. This problem gives you two examples of how you can avoid finding the antiderivative.
you use the substitution u = π/2 − x. The new integral you get must of course be equal
to the integral I you started with, so if you add the old and new integrals you get 2I. If
you actually do this you will see that the sum of the old and new integrals is very easy
to compute.
R π/2
Exercise 7.99 Use the same trick to find 0
sin2 x dx
2 2 2
Problem 7.12.7 Graph the equation x 3 + y 3 = a 3 . Compute the area bounded by this
curve.
a−x
2 2
y =x a > 0.
a+x
Find the area enclosed by the loop. (Hint: Rationalize the denominator of the integrand.
)
Problem 7.12.10 Find the area of the region bounded by the curves
x
x = 2, y = 0, y = x ln
2
Problem 7.12.11 Find the volume of the solid of revolution obtained by rotating around
the x−axis the region bounded by the lines x = 5, x = 10, y = 0, and the curve
x
y=√ .
2
x + 25
1
Problem 7.12.12 How to find the integral of f (x) = cos x
Exercise 7.100 Verify the answer given in the table in the lecture notes.
Exercise 7.101 Note that
1 cos x cos x
= = ,
cos x 2
cos x 1 − sin2 x
Z
cos x dx = sin x + C
Z
sec2 x dx = tan x + C
d sin x
e = cos x esin x
dx
d√ 5 1
x + 3x = (x5 + 3x)−1/2 · (5x4 + 3)
dx 2
d
sin7 (3x + 1) = 7 · sin6 (3x + 1) · cos(3x + 1) · 3
dx
then we have
Z
cos(3x + 1) sin6 (3x + 1) dx
Z
1 1
= 7 · 3 · cos(3x + 1) sin6 (3x + 1) dx = sin7 (3x + 1) + C
21 21
√
√
Z
sin x
√ dx = −2 cos x + C
x
R x +x
Example 7.12.6 Find ee dx
Z Z Z
ex +x x ex x x
e dx = e e dx = ee dex = ee + C
R
Example 7.12.7 Find tan x log(cos x) dx.
Put u = log(cos x), etc.
(log(cos x))2
Z Z
tan x log(cos x) dx = (log(cos x)) d(− log(cos(x))) = − +C
2
log log x
R
Example 7.12.8 Find x log x
dx
Put u = log log x, etc.
R 18 −1
Example 7.12.9 Find xx3 −1 dx.
Carry out the long division.
x−8 (1 + x−7 )
Z Z Z
1 1 1
8
dx = −7
dx = − −7
= − log |1 + x−7 | + C
x +x 1+x 7 1+x 7
4x
R
Example 7.12.11 Find 2x +1
dx.
Put u = 2x + 1
2x 2x
Z
1 1
x
. = (u − log |u|) + C = (2x + 1 − log |2x + 1|) + C
2x + 1 log 2 log 2
x2
R
Example 7.12.12 Find (x+1)10
dx.
Put u = x + 1.
R 1
Example 7.12.13 Find 1+e x dx.
Z
1
dx = − log |e−x + 1| + C
1 + ex
1
R
Example 7.12.14 Find 1−sin x
dx.
Z Z Z Z
1 1 + sin x 1 + sin x
dx = dx = dx = sec2 x+sec x tan xx. = tan x+sec x+C
1 − sin x 1 − sin2 x cos2 x
R√
Example 7.12.15 Find 1 + sin 2x dx.
√
Z
1 + sin 2x dx = − cos x + sin x + C or + cos x − sin x + C
√ x
R
Example 7.12.16 Find 1−x4
dx.
Put u = x2 , etc.
Z
x 1
p dx = arcsin x2 + C
1 − (x2 )2 2
Example 7.12.17 Let a > 0, b > 0, and f a continuous strictly increasing function with
f (0) = 0. Prove that
Z a Z b
ab ≤ f (x)dx + f −1 (x) dx.
0 0
Z Z
4
sec x dx = sec2 x(tan2 x + 1) dx
Z Z
2 2
= sec x tan x dx + sec2 x dx
Z Z
2
= (tan x) d(tan x) + sec2 x dx
tan3 x
= + tan x + C.
3
R
Example 7.12.19 Find sec5 x dx.
Z Z
5
sec x dx = sec3 x sec2 x dx
Z
= sec3 xd(tan x)
Z
3
= sec x tan x − tan xd(sec3 x)
Z
3
= sec x tan x − 3 tan2 x sec2 x sec x dx
Z
3
= sec x tan x − 3 (sec2 x − 1) sec3 x dx
Z Z
3 5
= sec x tan x − 3 sec x dx + 3 sec3 x dx
tan x sec3 x 3
Z Z
5
sec x dx = + sec3 x dx
4 4
Z
tan x sec x 1
sec3 x dx = + log | sec x + tan x| + C
2 2
R 1/3
Example 7.12.20 Find ex dx.
First put t = x1/3 , then t3 = x ⇒ 3t2 dt = dx. Thus
Z Z
x1/3
e dx = 3t2 et dt
x2
Z
2
= x log(x + 1) − 2 dx
x2 + 1
x2 + 1 − 1
Z
2
= x log(x + 1) − 2 dx
x2 + 1
Z
2 1
= x log(x + 1) − 2 1− 2 dx
x +1
R
Example 7.12.22 Find xex cos x dx.
This method parallels the one in class of “solving for the integral.” Put
Z
I= xex cos x := (Ax + B)ex cos x + (Cx + D)ex sin x + K.
xex cos x = Aex cos x+(Ax+B)ex cos x−(Ax+B)ex sin x+Cex sin x+(Cx+D)ex sin x+(Cx+D)ex cos x.
Equating coefficients,
From the first two equations C = 21 , A = 12 . Then the third and fourth equations become
− 12 = B + D; − 21 = −B + D, Hence D = − 12 , and B = 0. We conclude that
x−1
Z
x
xe cos x = ex cos x +
x
ex sin x + K.
2 2
R
Example 7.12.23 Find x2/3 log x dx.
We will do this one two ways: first, by making the substitution
t = log x ⇒ et = x ⇒ et dt = dx.
3t 5t/3 9
= e − e5t/3 + C
5 25
3(log x) 5/3 9
= x − x5/3 + C.
5 25
3x5/3
Z Z
2/3
x log x dx = log x d
5
3x5/3
Z
3
= log x − x5/3 d(log x)
5 5
Z
3(log x) 5/3 3
= x − x2/3 dx
5 5
3(log x) 5/3 9
= x − x5/3 + C,
5 25
as before.
R
Example 7.12.24 Find sin(log x) dx.
This integral can be done multiple ways. For example, you may integrate by parts
directly and then “solve” for the integral. Another way, which parallels a method shewn
in class is the following. Start by putting
t = log x ⇒ et = x ⇒ et dt = dx.
Then
Z Z
sin(log x) dx = et sin t dt,
an integral that we found in class. We will find it again, using a method similar of Example
7.12.22. Put
Z
I = et cos t dt := Aet cos t + Bet sin t + K.
Equating coefficients,
et cos t : 1 = A + B
et sin t : 0 = −A + B
Z Z
sin(log x) dx = et sin t dt
1 t 1
= e cos t + et sin t + K
2 2
1 1
= x cos log x + x sin log x + K.
2 2
log log x
R
Example 7.12.25 Find x
dx.
t t
Put t = log log x ⇒ ee = x ⇒ et ee dt = dx. Hence
t
tet ee
Z Z
log log x
dx = dt
x eet
= tet − et + C
= (log x)(log log x) − (log x) + C,
Z Z Z
cos x cos x
sec x dx = dx + dx
2(1 + sin x) 2(1 − sin x)
1 1
= log |1 + sin x| − log |1 − sin x| + C
2 2
1 1 + sin x
= log +C
2 1 − sin x
Example 7.12.27 Using sin 2θ = 2 sin θ cos θ show that R csc x dx = log | tan x2 | + C.
R
Now use csc( π2 + x) = sec x to find yet another formula for sec x dx.
We have
Z Z
1
csc x dx = dx
sin x
Z
1
= dx
2 sin cos x2
x
2
cos x2
Z
= dx
2 sin x2 cos2 x
2
sec2 x2
Z
= dx
2 tan x2
Z
u=tan x
2 du
=
u
x
= log | tan | + C.
2
Thus
Z Z Z
π π π π x
sec x dx = csc( + x) dx = csc( + x) d( + x) = log tan( + ) + C.
2 2 2 4 2
R
Example 7.12.28 Find (arcsin x)2 dx
Putting t = arcsin x we have
Hence
Z Z
2
(arcsin x) dx = t2 cos t dt
We have
√ √
( x + 1 − x − 1) dx
Z Z
dx
√ √ =
x+1+ x−1 2
1 1
= (x + 1)3/2 − (x − 1)3/2 + C
3 3
R
Example 7.12.30 x arctan x dx.
We have
x2
Z Z
x arctan x dx = arctan x d
2
x2 x2
Z
= arctan x − d(arctan x)
2 2
x2 1 x2
Z
= arctan x − dx
2 2 1 + x2
x2 1 x2 + 1 − 1
Z
= arctan x − dx
2 2 1 + x2
x2 x 1
= arctan x − + arctan x + C
2 2 2
R√
Example 7.12.31
√ Find tan x dx.
Put u = tan x and so u = tan x, 2u du = sec2 x dx = (tan2 x + 1) dx = (u4 + 1) dx.
2
Z √
u2
Z
tan x dx = 2 du.
u4 + 1
To decompose the above fraction into partial fractions observe (Sophie Germain’s trick)
√ √
that u4 + 1 = u4 + 2u2 + 1 − 2u2 = (u2 + u 2 + 1)(u2 − u 2 + 1) and hence
Z √
u2
Z
tan x dx = 2 du
u4 + 1
√ Z √ Z
2 u 2 u
= − √ du + √ du
2 2
u +u 2+1 2 u −u 2+1
2
√ √
2 2
√ 2 √
= − log(u + u 2 + 1) + log(u2 − u 2 + 1) +
4 4
√ √
2 √ 2 √
arctan( 2u + 1) − arctan(− 2u + 1) + C
2 2
√ √
2 √ 2 √
= − log(tan x + 2 tan x + 1) + log(tan x − 2 tan x + 1)
4 4
√ √
2 √ 2 √
+ arctan( 2 tan x + 1) − arctan(− 2 tan x + 1) + C
2 2
2x+1
R
Example 7.12.32 Find x2 (x−1)
dx
Put
2x + 1 A B C
= + 2+ ⇒ 2x + 1 = Ax(x − 1) + B(x − 1) + Cx2 .
x2 (x − 1) x x x−1
Z Z Z Z
2x + 1 1 1 1
dx = −3 dx − dx + 3 dx
x (x − 1)
2 x x2 x−1
1
= −3 log |x| + + 3 log |x − 1| + C
x
x − 1 1
= 3 log + +C
x x
R √
Example 7.12.33 Find log(x + x) dx
Integrating by parts,
√ √ √
Z Z
log(x + x) dx = x log(x + x) − x dlog(x + x)
Z x(1 + 1
√ √
2 x
)
= x log(x + x) − √ dx
x+ x
√
√
Z
1 x
= x log(x + x) − 1− · √ dx
2 x+ x
√
√
Z
1 x
= x log(x + x) − x + √ dx
2 x+ x
√
√ u2
Z
u= x
= x log(x + x) − x + du
u2 + u
√
√
Z
u= x 1
= x log(x + x) − x + 1− du
u+1
√
= x log(x + x) − x + u − log(u + 1) + C
√ √ √
= x log(x + x) − x + x − log( x + 1) + C
1 Ax + B Cx + D 2
√ 2
√
= √ + √ ⇒ 1 = (Ax+B)(x + 2x+1)+(Cx+D)(x − 2x+1).
x4 + 1 x2 − 2x + 1 x2 + 2x + 1
Equating coefficients
x3 : 0=A+C
√
x2 : 0 = B + D + 2(A − C)
√
x : 0 = A + C + 2(B − D)
x0 : 1=B+D
From the first and third equation it follows that A = −C and that B = D. From the
fourth equation B = D = 12 and from the second equation A = − 2√1 2 = −C. Hence we
must integrate
√ √
2x − 2
Z Z Z
1 2x + 2
4
dx = √ dx − √ dx
x +1 2
4(x + 2x + 1) 4(x − 2x + 1)
2
√ Z √ Z
2 2x + 2 1 1
= √ dx + √ dx
8 x2 + 2x + 1 4 x2 + 2x + 1
√ Z √ Z
2 2x + 2 1 1
− √ dx + √ dx
8 x2 − 2x + 1 4 x2 − 2x + 1
√ √
2 2
√ 2 √
= log(x + x 2 + 1) − log(x2 − x 2 + 1)
8 8
Z Z
1 dx 1 dx
+ √ + √
2 (x 2 + 1)2 + 1 2 (−x 2 + 1)2 + 1
√ √
2 √ 2 √
= log(x2 + x 2 + 1) − log(x2 − x 2 + 1)
8 8
√ √
2 √ 2 √
+ arctan(x 2 + 1) − arctan(−x 2 + 1) + C
4 4
1 A Bx + C
= + 2 ⇒ 1 = A(x2 − x + 1) + (Bx + C)(x + 1).
x3 +1 x+1 x −x+1
x−2
Z Z
dx
⇒ − dx =
3(x + 1) 3(x2 − x + 1)
x − 12
Z Z
1 1 1
= log |x + 1| − +
3 3(x − 12 )2 + 3
4
2 (x − 1 2
2
) + 3
4
Z
1 1 1 3 2 1
= log |x + 1| − log |(x − )2 + | + 4
3 6 2 4 3 3
(x − 21 )2 + 1
√
1 1 1 2 3 2 3 2 1
= log |x + 1| − log |(x − ) + | + · arctan √ x −
3 6 2 4 3 2 3 2
√
1 1 2 3 2 1
= log |x + 1| − log |x − x + 1| + arctan √ x −
3 6 3 3 2
Z
f (x) dx = F (x) + C
f (x) F (x)
1 1
1−√2 sin x
− 4 sin + log 1−sin
1 x
− 1
√ log 1+√2 sin x
sin x sin 4x x 8 1+sin x 2 2
tan x x
1+tan x 2
− 21 log | cos x + sin x|
√ √
sin x cos 2x 1
√
cos x cos 2x 2
+ √
2 2
arcsin( 2 sin x)
1 1
sin x+sin 2x 6
log(1 − cos x) + 21 log(1 + cos x) − 23 log |1 + 2 cos x|
1
√ √
cos x cos 2x
2arc tanh( 2 sin x) − arc tanh(sin x)
q √ q
√ 1
−2 1−sin x
sin x
+ 2 arctan 1−sin
2 sin x
x
(put u = 1/ sin x)
sin x sin x(1+sin x)
√
cos2 x−a2 sin2 x
√ a sin x
− arctan a
cos x cos2 x−a2 sin2 x
R
Example 7.12.37 Verify that f (x) dx = F (x) + C.
f (x) F (x)
1 1 1 √1 2x+1
x3 −1 3log |x − 1| − 6 log(x2
+ x + 1) − arctan 3
√
3
1
(x3 −1)2
− 29 log |x − 1| + 19 log(x2 + x + 1) + 3√2
3
arctan 2x+1
√
3
− x
3(x3 −1)
h 2 i
1 −x+1
− 2x12 + 61 log x(x+1) − √13 arctan 2x−1
√
x3 (1+x3 ) 2
3
x2 +x+1 3 1
(x2 −1)2
− 4(x−1) − 4(x+1)
1 1
h √
1+x√2+x2
i
1
√ √
1+x4
√
4 2
log 1−x 2+x2
+ √
2 2
arctan(1 + x 2) − arctan(1 − x 2)
x2 1
h √
1−x√2+x2
i
1
√ √
1+x4
√
4 2
log 1+x 2+x2
+ √
2 2
arctan(1 + x 2) − arctan(1 − x 2)
x arctan x2 x2
(x4 +1)2 4 + 4(x4 +1)
x2 +x+1 7 3 1
x3 −2x−4 10 log |x − 2| + 20 log(x2 + 2x + 2) − 10 arctan(x + 1)
x2 −4 4 3x 11 x−1
x6 −2x4 +x2 x + 2(x2 −1)
+ 4 log x+1
P9 h i
1 1 1 x−cos kα 1
cos kα log(x2 − 2x cos kα + 1) − sin kα arctan + log x−1
x+1 , α= π
x20 −1 10 k=1 2 sin kα 20 10
1 1 x−b Pn−1 1
(x−a)n (x−b) (b−a)n log x−a + k=1 k(b−a)n−k (x−a)k
, n ≥ 2.
R
Example 7.12.38 Verify that f (x) dx = F (x) + C.
f (x) F (x)
√ √
√ x+1 x2 − 3x + 2 + 52 log2x − 3 + 2 x2 − 3x + 2
x2 −3x+2
4x−3
√
√
−4x2 +12x−5
− −4x2 + 12x − 5 + 23 arcsin(x − 3/2)
√
1√ 1− 2x−x2
2x−x2 + 2x−x2 x−1
√ √
√ 1 √ 1 + x − 3 − x − arcsin x−1 (put x = 1 + 2 cos ϕ)
2+ 1+x+ 3−x 2
√
2+√x+3 √ √ √ √ √
1+ x+4
( x + 3 + 4)( x + 4 − 2) − 4 log(1 + x + 4 ) + log( x + 3 + x + 4 )
√ √ √
(x+ a2 +x2 )2 2
x+ a2 + x2 4 + a2 log(x + a2 + x2 )
√ √ √
(x+ a2 +x2 )n+1 a2 +x2 )n−1
(x + a2 + x2 )n 2(n+1) + a2 (x+ 2(n−1) (n 6= 1)
h i
1 1 u2 +u+1
− √13 arctan 2u+1
p
√
3 6 log (u−1)2
√ , u = 3 1 + 1/x3 (put v = 1/x3 )
1+x3 3
R
Example 7.12.39 Verify that f (x) dx = F (x) + C.
f (x) F (x)
xk+1 1
xk log x k+1 log x − k+1
x2 +a 1
(2x + (a − 1) arctan x) arctan x − log(1 + x2 )
x2 +1
arctan x 2
1
1− x e1/x xe1/x
x
cos2 x
x tan x + log | cos x|
1
√
√ x
e −1
2 arctan ex − 1
q
x+1
q
x+1
√ √
arctan x+3 (x + 2) arctan x+3 − log x+1+ x+3
q
x
q
x √ √
arcsin x+1 x arcsin x+1 − x + arctan x
√
x+ 1−x2 arcsin x
earcsin x 2 e
e−x
x(cos2 x)e−x
50 (3 − 5x) cos 2x + (4 + 10x) sin 2x − 25(x + 1)
2 2
(x2 + x + 1)e2x cos x ( 2x5 + 4x
25 + 39 2x
125 )e cos x + ( x5 − 3x
25 + 27 2x
125 )e sin x
Example 7.12.40 Let f be twice continuously differentiable in [0; 2π] and convex. Prove
R 2π
that 0 f (x) cos x dx ≥ 0.
R 2π R 2π
Integrate by parts twice to obtain 0 f (x) cos x dx = 0 f 00 (x)(1 − cos x) dx. Since
f is convex, f 00 ≥ 0 and the assertion follows.
√
q p
Put u = 1 + 1 + x, then x = (u2 −2)2 u4 and dx = (4u3 (u2 −2)2 +4u5 (u2 −2))u..
Hence
R R
= 4 u2 (u2 − 2)2 du + 4 u4 (u2 − 2) du
R R
= 4 (u6 − 4u4 + 4u2 ) du + 4 (u6 − 2u4 ) du
R R R
= 8 u6 du − 24 u4 du + 16 u2 du
8 7 24 5 16 3
= 7
u − 5
u + 3
u +C
√ 7 √ 5 √ 3
q q q
8
p 24
p 16
p
= 7
1+ 1+ x − 5
1+ 1+ x + 3
1 + 1 + x + C.
Example 7.12.42 Let f : [a; b] → < a bounded integrable function for which ∀x ∈ [a; b],
f (a + b − x) = f (x). Demonstrate that
Z b Z b
a+b
xf (x) dx = · f (x) dx.
a 2 a
Rπ x sin x dx
Rπ x dx
Use this to calculate 0 1+cos2 x
and 0 1+sin x
.
Improper Integrals
8.1 Introduction
It is a very natural question to ask if the area under the graph of
1
f :<→<:x→ (8.1)
x2
from 1 to ∞ is finite or not. Looking at the graph doesn’t really help all that much:
Clearly x12 goes to 0 as x gets larger, but we kind of have a situation where we have to
measure the area of a surface that is infinitely long and infinitely thin, so which one wins?
Sometimes the area will turn out to be infinite, and sometimes it will turn out to be finite.
In this section we will develop a way to decide in which case we are and what the final
answer to this question is.
Z ∞
lim F (t) = f (x)dx
t→∞ a
if any of the limits or both are infinity, then its an improper integral of 1st kind.
Rb
Also lim G(u) = −∞
f (x)dx is an improper integral of first kind.
t→−∞
342
CHAPTER 8. IMPROPER INTEGRALS
R∞
Theorem 8.2.1 If lim F (t) or lim G(u) exists and is finite then we say a
f (t)dt or
t→∞ u→−∞
Rb
−∞
f (x) dx is converging and its value is this limit.
Note 8.2.1 The improper integral of a function over an infinite interval [a, +∞[ is
defined as
Z +∞ Z t
f (x)dx = lim f (x)dx
a t→+∞ a
if the series on the right hand side exists and converges. Otherwise, the improper integral
is undefined. This case is also referred to as divergent.
Example 8.2.1 Find
Z ∞ Z t
dx dx
I= = lim
1 xa t→∞ 1 xa
t
x1−a
= lim
t→∞ 1 − a
1
t1−a 11−a
= lim −
t→∞ 1 − a 1−a
t1−a − 1
= lim
t→∞ 1−a
1
1 − a < 0, then I = 1−a ,
for 1 − a > 0, then I = ∞,
α = 1, thenI = ∞.
Example 8.2.2
Z 2 Z 2
ax
I= e = lim eax dx
−∞ u→−∞ u
2
1 ax
= lim e
u→−∞ a u
1 2a 1 ua
= lim e − e
u→−∞ a a
1 2a
a > 0, then I = a e ,
for a < 0, then I = −∞,
a = 0, thenI = undefined.
Example 8.2.3 ?
Z ∞ Z 0 Z ∞
dx dx dx
= +
−∞ 1 + x2 −∞ 1 + x2 0 1 + x2
0 −1 t
tan−1 x
= lim u
+ lim tan x 0
u→−∞ t→∞
h π i hπ i
= 0 −− + −0
2 2
= π
(a) For
Z ∞
2
e−(1+x ) dx
1
2
Realise 1 + x2 ≥ x ⇒ e−1+x ≤ e−x
But since
Z ∞ Z t
−x
e dx = lim e−x dx
1 t→∞ 1
t
= lim −e−x 1
t→∞
= e−1
R∞ R∞ 2)
thus converges (exists, not infinity); then since 1
e−x converges, so does 1
e−(1+x
(b) For
Z ∞
2
ex dx
a
2
but since x2 > x then ex > ex , but
Z ∞ Z t
x
e dx = lim ex dx
a t→∞ a
= lim et − ea
t→∞
R∞ R∞ 2
for a > 0 → I = ∞ diverges, so since a
ex diverges so a
ex diverges
(b) let f be continuous on [a, b] except at a where the function is infinite, then
Z b Z b
f (x)dx = lim+ f (x)dx
a t→a t
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx
a a c
Z t1 Z b
= lim− f (x)dx + lim+ f (x)dx
t1 →c a t2 →c t2
An integral is of 2nd kind Improper if a function f (x) is not defined on any point of
[a, b], or c ∈ (a, b)
Z 0
dx
1
−1 (1 + x) 2
Z 0 Z 0
dx dx
1 = lim+ 1
−1 (1 + x) 2 t→−1 t (1 + x) 2
1 0
h i
= lim+ 2(1 + x) 2
t→−1 t
h 1
i
= lim 2 − 2(1 + t) 2
t→−1+
= 2
Z 3 Z 3
− 43 1
(x − 2) = 4 dx
0 0 (x − 2) 3
Z 3 Z 2 Z 3
1 1 1
4 dx = 4 dx + 4 dx
0 (x − 2) 3 0 (x − 2) 3 2 (x − 2) 3
Z t Z 3
1 1
= lim− 4 dx + lim+ 4 dx
t→2 0 (x − 2) 3 t→2 t (x − 2) 3
" #t 3
3 3
= lim − 1 + lim+ −
t→2− (x − 2) 3 t→2 x−2 t
0
= ∞
R∞ 1
Example 8.4.3 1 x2
dx 1st order
R1
Example 8.4.4 √1 dx 2nd order at x = 0
0 x
R0 1
Example 8.4.5 −∞ (1−x) 12
dx 1st order
Example 8.4.6
Z 1 Z t
1 1
√ dx = lim− √ dx
0 1 − x2 t→1 0 1 − x2
t
lim− sin−1 x 0
=
t→1
−1
sin (1) − sin−1 (0)
=
π
=
2
R∞ 1
Example 8.4.7 Our original example 1 x2
dx turns out to be a convergent improper
integral:
Z +∞ n
dx 1
= lim −
1 x2 n→∞ x 1
1
= 1 − lim
n→∞ n
= 1
Example 8.4.8 On the other hand, f (x) = √1 integrated over [1, +∞[ will turn out to
x
diverge:
Z +∞ √
dx
√ = lim [2 x]n1
1 x n→∞
√
= lim 2 n − 2
n→∞
= +∞
1
Example 8.4.9 Our original example f (x) = x2
turns out to be a divergent over [0, 1]:
Z 1 Z 1
dx dx
= lim+
0 x2 t→0 t x2
1
1
= lim+ −
t→0 x t
1
= lim+ −1
t→0 t
= +∞
Example 8.4.10 On the other hand, f (x) = √1 integrated over [1, +∞[ will turn out
x
to converge:
Z 1 Z 1
dx dx
√ = lim+ √
0 x t→0 t x
√ 1
= lim+ 2 x t
t→0
√
= 2 − lim+ 2 t
t→0
= 2
Note 8.4.1 It is of course not the case that only rational functions have improper
integrals. In fact, improper integral show up whenever an asymptote shows up. Look
e.g.:
Z π Z π
2 2 sin(x)
tan(x)dx = dx
0 0 cos(x)
Z 0
dy
= − with y = cos(x)
1 y
= [− ln(y)]10
= +∞
Note 8.4.2
(b) Geometrically, what does it mean for an improper integral to converge? How about
algebraically?
Geometrically, it means that the area bounded by the curve is finite. we can see
this algebraically by noting that all of the limits exist (and are finite).
(c) Geometrically, what does it mean for an improper integral to diverge? How about
algebraically?
Geometrically, it often means that the area bounded by the curve is infinite.
Algebraically this means that one or more of the limits does not exist (or is
infinite).
R1 1
(2) 0 x
dx = limt→0 −10 ln t DNE
1
Since limx→0 x
Does not exist
1
Exercise 8.3 Consider the function f (x) = 2x2 −x
defined on [0, 1]. It is easy to see that
Z 1
1
dx
0 2x2 −x
we will write
1
Z 1 Z 0.4 Z Z 1
1 1 2 1 1
dx = dx + dx + dx
0 2x − x
2
0 2x − x
2
0.4 2x − x
2 1
2
2x2−x
Z 0.4 Z t Z 1
1 1 1
= lim dx + lim1 dx + lim1 dx
t→0 t 2x − x
2
t→ 2 0.4 2x − x
2
t→ 2 t 2x2−x
R1 1
We have forced in 0.4 not to have a case 2
0 2x2 −x
dx where both limits will make the
integrand improper.
Exercise 8.4 Test the convergence of the integral
Z ∞
1
dx
1 x3 +x
Exercise 8.6
Z −1
2 1
5
=−
−∞ x 2
Exercise 8.7
Z ∞ Z 0 Z ∞
x x x
dx = dx + dx
−∞ (1 + x2 )2 −∞ (1 + x2 )2 0 (1 + x2 )2
Z 0 Z b
x x
= lim dx + lim dx
t→−∞ t (1 + x2 )2 b→∞ 0 (1 + x2 )2
0 b
−1 −1
= lim + lim
t→−∞ 2(1 + x2 ) t
b→∞ 2(1 + x2 )
0
1 1 1 1
= lim − + + lim − +
t→−∞ 2 2(1 + t2 ) b→∞ 2(1 + b2 ) 2
1 1
= − +
2 2
= 0
Exercise 8.8 Test whether the following improper integral converge? if so to what.
Z ∞
1
dx
0 1 + x2
Since x2 < 1 + x2
Z ∞ Z ∞
1 1
dx < dx
0 1 + x2 0 x2
and it converges
Z ∞
1 π
2
dx =
0 1+x 2
Exercise 8.9 It is also possible for an improper integral to diverge to infinity. In that
case, one may assign the value of 8 (or -8) to the integral. For instance
Z ∞
1
dx = ∞
1 x
However, other improper integrals may simply diverge in no particular direction, such as
Z ∞
x sin xdx
1
Exercise 8.11
Z ∞
2 1
xe−x dx = −
−∞ 2
Exercise 8.12
Z 1
1
1 dx = 2
0 x2
Exercise 8.13
Z 1 Z 0 Z 1
1 1 1
dx = dx + dx
−1 x2 −1 x2 0 x2
Exercise 8.15
Z 1
xdx 3
√
3
=
0 1−x 2 4
Z ∞
x
√ dx
0 x4+1
R∞ 1
diverges, since 0 x
dx diverges.
Exercise 8.17 Decide on the convergence or divergence of
Z ∞
1
dx
1 x ln x
First notice that the denominator is equal to 0 when x = 1. Then the function inside the
integral sign is unbounded at x = 1. Hence we have two bad points 1 and ∞. So we must
split the integral and write
Z ∞ Z 2 Z ∞
1 1 1
dx = dx + dx
1 x ln x 1 x ln x 2 x ln x
= 3+3
= 6
Exercise 8.20
Z 1 Z 0 Z 1
x x x
dx = dx + dx
−1 (x − 1)2
2
−1 (x − 1)2
2
0 (x2 − 1)2
0 s
1 2x x+1 1 2x x+1
= lim + ln + lim + ln
t→−1 4 1−x 2 x−1 t
s→1 4 1−x 2 x−1 0
Exercise 8.21
π
Z π Z Z π
sin x 2 sin x sin x
4 dx = 4 dx + 4 dx
0 (cos x) 3 0 (cos x) 3 π
2
(cos x) 3
h −1
it h −1
iπ
= limπ 3(cos x) 3 + limπ 3(cos x) 3
t→ 2 0 s→ 2 s
= DN E
Z ∞ t
ln x 1 + ln x
dx = lim −
1 x2 t→∞ x 1
= 1
Z 1 Z 0 Z 1
1 1 1
p dx = √ dx + √ dx
−1 |x| −1 −x 0 x
Z 0 Z 1
−1 −1
= (−x) 2 dx + (x) 2
−1 0
t 1
= lim −(−x)1/2 −1 + lim (x)1/2 s
t→0 s→0
= 2
Exercise 8.24 Use the comparison test to determine the convergence of the improper
integral
Z ∞
1
dx
1 x + ex
3
So
Z ∞ Z ∞ Z ∞
1 1
0 dx < dx < dx
1 1 x + ex
3
1 x3
Since the latter integral converges by the p-test, the original integral must also converge
by the comparison test.
Exercise 8.25 Use the comparison test to determine the convergence of the improper
integral
Z ∞
1
dx
2 x − ln x
Since the latter integral diverges, the original integral must also diverge by the comparison
test.
Exercise 8.26
Z ∞ Z ∞
ln x 1
dx < dx
2 x3 2 x3
converges
Example 8.4.11 The following are good examples of improper integrals of the first kind.
R∞
1. −2 sin xdx DNE
R∞ 1
2. 1 x
dx
R0 1
3. −∞ x−2
dx
R∞ 1
4. −∞ 1+x2
dx
Example 8.4.12 The following are good examples of improper integrals of the second
kind.
R 4 dx 1
1. 0 x−3 dx, since f (3) = 3−3 , hence unbounded at x = 3 ∈ [0, 4].
R41 1
2. 0 x
dx, since f (0) = 0
is unbounded.
R1 1 1
3. 0 x−1
dx, since f (1) = 1−1
is unbounded.
verges to 13 .
R∞
Example 8.4.13 Check for convergence of the improper integral 1
e−3x dx
Since
Z ∞ Z t
−3x
e dx = lim e−3x dx
1 t→∞ 1
t
1 −3x
= lim − e
t→∞ 3 1
t
−1 1
= lim 3x
3 t→∞ e 1
1 1 1 1
= − lim − =
3 t→∞ e3 t e3 3e3
1
Thus, the improper integral converges to 3e3
.
R∞ dx
Example 8.4.14 Using comparison test, show that, 0 ex +1
converges.
R∞ R∞
Comparing withRthe convergent integral 1
e−x dx. Thus by comparison, since 0
e−x dx
∞
converges, so is 0 ex1+1 dx.
Example 8.4.15 Determine if the following integral is convergent or divergent.
∞
cos2 x
Z
dx
2 x2
Lets take a second and think about how the Comparison Test works. If this integral
is convergent then well need to find a larger function that also converges on the same
interval. Likewise, if this integral is divergent then well need to find a smaller function
that also diverges.
So, it seems like it would be nice to have some idea as to whether the integral converges
or diverges ahead of time so we will know whether we will need to look for a larger (and
convergent) function or a smaller (and divergent) function.
To get the guess for this function lets notice that the numerator is nice and bounded and
simply wont get too large. Therefore, it seems likely that the denominator will determine
the convergence/divergence of this integral and we know that
Z ∞
1
dx
2 x2
converges since p ≥ 2. So we now know that we need to find a function that is larger than
cos2 x
x2
and also converges. Making a fraction larger is actually a fairly simple process. We can
either make the numerator larger or we can make the denominator smaller. In this case
cant do a lot about the denominator. However we can use the fact that 0 ≤ cos2 x ≤ 1
to make the numerator larger (i.e. well replace the cosine with something we know to be
larger, namely 1). So,
cos2 x 1
2
≤ 2
x x
∞
cos2 x
Z
dx
2 x2
Z ∞
1
dx
3 x + ex
Lets first take a guess about the convergence of this integral. As noted after the fact in
the last section about
Z ∞
1
dx
a xp
if the integrand goes to zero faster than x1 then the integral will probably converge.
Now, weve got an exponential in the denominator which is approaching infinity much
faster than the x and so it looks like this integral should probably converge.
So, we need a larger function that will also converge. In this case we cant really make the
numerator larger and so well need to make the denominator smaller in order to make the
function larger as a whole. We will need to be careful however. There are two ways to do
this and only one, in this case only one, of them will work for us.
First, notice that since the lower limit of integration is 3 we can say that x ≥ 3 > 0 and
we know that exponentials are always positive. So, the denominator is the sum of two
positive terms and if we were to drop one of them the denominator would get smaller.
This would in turn make the function larger.
The question then is which one to drop? Lets first drop the exponential. Doing this gives,
1 1
x
<
x+e x
diverges by the fact. We’ve got a larger function that is divergent. This doesnt say
anything about the smaller function. Therefore, we chose the wrong one to drop.
1 1
x
< x = e−x
x+e e
Also,
Z ∞
e−x dx = lim −e−t + e−3 = e−3
3 t→∞
R∞
So, 3
e−x dx is convergent. Therefore, by the Comparison test
Z ∞
1
dx
3 x + ex
is also convergent.
Example 8.4.17 Determine if the following integral is convergent or divergent.
Z ∞
1
dx
3 x + e−x
Diverges
0
ex
Z
dx
−∞ 1 + ex
0 0
ex ex
Z Z
dx = lim dx
−∞ 1 + ex t→−∞ t 1 + ex
ln 2 − ln(1 + et )
= lim
t→−∞
= ln 2 − ln 1
= ln 2
Definition 8.5.1 The area of the region above by the graph of y = f (x) and below by the
X-axis and extending to the right of a is defined by, Area
Z ∞
A= f (x)dx
a
Example 8.5.1 Find the area of the region bounded above by the graph of
1
y = f (x) = x3
and below by the x-axis and extending to the right of x = 1.
Z ∞
1
A = dx
1 x3
t t
−1
Z
1 1
= lim dx = lim
t→∞ 1 x3 2 t→∞ x2 1
1 1 1
= lim 1 − 2 = sq units.
2 t→∞ t 2
Note 8.5.2 Volume problems with a definite integral are considered in chapter 9.
Example 8.5.3 [Putnam, 1995] For what pairs (a, b) of positive real numbers does the
improper integral
∞ √ √ √ √
Z q q
x+a− x− x − x − b dx
b
converge?
The integral converges iff a = b. Use the fact that (1 + x)1/2 = 1 + x/2 + O(x2 ) for
|x| < 1.
Now,
√ √ p
x + a − x = x1/2 ( 1 + a/x − 1) = x1/2 (1 + a/2x + O(x−2 ))
hence
q√
√
x + a − x = x1/4 (1 + a/4x + O(x−2 )
and similarly
q
√ √
x− x − b = x1/4 (1 + b/4x + O(x−2 ).
Hence the integral we’re looking at is
Z ∞
x1/4 ((a − b)/4x + O(x−2 ) dx.
b
The term x1/4 O(x−2 ) is bounded by a constant times x−7/4 , whose integral converges.
Thus we only have to decide whether x−3/4 (a − b)/4 converges. But x−3/4 has divergent
integral, so we get convergence if and only if a = b (in which case the integral telescopes
anyway).
∞
x3 x5 x7 x2 x4 x6
Z
x− + − + ··· 1 + 2 + 2 2 + 2 2 2 + · · · x..
0 2 2·4 2·4·6 2 2 ·4 2 ·4 ·6
Note that the series on the left is simply x exp(−x2 /2). By integration by parts,
Z ∞ Z ∞
2n+1 −x2 /2 2 /2
x e dx = 2n x2n−1 e−x dx
0 0
and so by induction,
Z ∞
2 /2
x2n+1 e−x dx = 2 × 4 × · · · × 2n.
0
∞
X 1 √
n n!
= e.
n=0
2
Z B
lim sin(x) sin(x2 ) dx
B→+∞ 0
converges.
We use integration by parts:
Z B Z B
2 sin x
sin x sin x dx = sin x2 (2x dx)
0 0 2x
B Z B
sin x
2 cos x sin x
= − cos x + − 2
cos x2 dx.
2x 0 0 2x 2x
Now sin
2x
x
cos x2 tends to 0 as B → +∞, and the integral of sin x
2x2
cos x2 converges absolutely
by comparison with 1/x2 . Thus it suffices to note that
Z B
cos x cos x
cos x2 dx = cos x2 (2x dx)
0 2x 4x2
B
B Z B
2 sin(x2 + x)
Z
2 2x + 1
cos(x + x) dx = − − dx
0 sin(x2 + x) 0 0 (2x + 1)2
RB
converges absolutely, and cos(x2 − x) can be treated similarly.
0
Rπ
Example 8.5.6 Prove that improper integral I = 0 log sin x dx converges and that
I = −π log 2.
From sin x = 2 sin x2 cos x2 we get
Z π Z π Z π
x x
I = log 2 dx + log sin dx + log cos dx
0 0 2 0 2
Z π/2 Z π/2
= π log 2 + 2 log sin y dy + 2 log cos y dy.
0 0
π π
Setting y = 2
− u and using sin(π − u) = sin u = cos 2
− u we see that
Z π/2 Z π/2
log sin y dy = log cos y dy
0 0
Z π/2 Z π/2 Z π
⇒ 2 log sin y dy = (log sin u + log sin(π − x)) du = log sin u du = I,
0 0 0
from where
I = π log 2 + 2I ⇒ I = −π log 2.
Z x=b
A = (y1 − y2 ) dx (9.1)
x=a
Z y=d
A = (x1 − x2 ) dy (9.2)
y=c
? Graph both functions in your calculator or on graph paper to see what the area
looks like.
? The area between the functions can be found by summing rectangular areas whose
heights are given by the upper function minus the lower function, in this case,
−x(x − 4) − x. The widths of the rectangles are ∆x.
? Find the intersection of the two functions to find the limits of integration.
x = −x(x − 4)
x = −x2 + 4x
0 = −x2 + 3x
0 = −x(x − 3)
x = 0, 3
364
CHAPTER 9. APPLICATIONS OF DEFINITE INTEGRALS
Z 3 Z 3
[−x(x − 4) − x] dx = (−x2 + 3x)dx
0 0
9
= square units
2
Example 9.1.2 Find the area enclosed by the curve y = x2 − 2x the x- axis and the
lines x = 0 and x = 4
Z 2 Z 4
= (y2 − y1 )dx + (y1 − y2 )dx
0 2
Z 2 Z 4
0 − (x2 − 2x) dx + (x2 − 2x) − 0 dx
=
0 2
Z 2 Z 4
2
= (2x − x )dx + (x2 − 2x)dx
0 2
40
=
3
1
Example 9.1.3 ? Find the area enclosed by the curve y = x(x2 − 1) 2 , the x-axis and
the lines x = ±2
Z −1 Z 0 Z 1 Z 2
= (y2 − y1 )dx + (y1 − y2 )dx + (y2 − y1 )dx + (y1 − y2 )dx
−2 −1 0 1
Z −1 Z 0 Z 1 Z 2
1 1 1 1
2 2 2
= −x(x − 1) dx +
2 x(x − 1) dx + 2 −x(x − 1) + 2 x(x2 − 1) 2 dx
−2 −1 0 1
9√ 3 3 9√
= 3+ + + 3
8 8 8 8
3 √
= (3 3 + 1)
4
32
square units
3
32
square units
3
Example 9.1.6 Find the area enclosed by the line y = x−1 and the parabola y 2 = 2x+6.
Example 9.1.7 Estimate the area enclosed by the loop of the curve with parametric
equations
x = t2 + t + 1 , y = 3t4 − 8t3 − 18t2 + 25
13
square units
3
Example 9.1.9 Find the area bounded by y = x2 − 4, the x-axis and the lines x = −1
and x = 2
| − 9| = 9
1
Example 9.1.10 Find the area between y = x2 and y = x 2
Z 1 √
x − x2 dx = 0.3333335436 square units
0
Note 9.1.1 Before moving on to the next example, there are a couple of important
things to note.
First, in almost all of these problems a graph is pretty much required. Often the bounding
region, which will give the limits of integration, is difficult to determine without a graph.
Also, it can often be difficult to determine which of the functions is the upper function
and with is the lower function without a graph. This is especially true in cases like the
last example where the answer to that question actually depended upon the range of xs
that we were using.
Finally, unlike the area under a curve that we looked at in the previous chapter the area
between two curves will always be positive. If we get a negative number or zero we can
be sure that weve made a mistake somewhere and will need to go back and find it.
Note as well that sometimes instead of saying region enclosed by we will say region
bounded by. They mean the same thing.
Z 0 Z 1
3 1
x dx + x3 dx = 4 +
−2 0 4
√
Example 9.1.12 Find the area of the region bounded by the curve y = x − 1 the
y-axis and the lines y = 1 and y = 5.
Z 5
1
y 2 + 1 dy = 45
1 3
2
Example 9.1.13 Determine the area of the region bounded by y = xe−x , y = x+1, x =
2 , and the y-axis.
Z 2
2
[(x + 1) − xe−x ] dx = 3.5092
0
Example 9.1.14 Find the area between the curves y = x2 + 5x and y = 3 − x2 between
x = −2 and x = 0.
2
A = 10 square units
3
19
A= square units
6
Example 9.1.16 Determine the area of the region bounded by y = 2x2 + 10 and y =
4x + 16
Z 3
64
[(4x + 16) − (2x2 + 10)] dx =
−1 3
1
x3 1 13 − 03
Z
1
x2 dx = [ ]0 = =
0 3 3 3
More generally, the area below y = f (x), above y = g(x), and between x = a and x = b
is
Z b
area... = f (x) − g(x) dx
a
Z right limit
= (upper curve - lower curve) dx
left limit
For example, the area below y = ex and above y = x, and between x = 0 and x = 2 is
2
x2 2
Z
ex − x dx = [ex − ] = (e2 − 2) − (e0 − 0) = e2 + 1
0 2 0
As a person might be wondering, in general it may be not so easy to tell whether the
graph of one curve is above or below another. The procedure to examine the situation is
as follows: given two functions f, g, to find the intervals where f (x) ≤ g(x) and vice-versa:
• Find where the graphs cross by solving f (x) = g(x) for x to find the x-coordinates of
the points of intersection.
• Between any two solutions x1 , x2 of f (x) = g(x) (and also to the left and right of the
left-most and right-most solutions!), plug in one auxiliary point of your choosing to see
which function is larger.
Of course, this procedure works for a similar reason that the first derivative test for local
minima and maxima worked: we implicitly assume that the f and g are continuous, so
if the graph of one is above the graph of the other, then the situation can’t reverse itself
without the graphs actually crossing.
Therefore, the area between the two curves has to be broken into two parts:
Z 1 Z 2
2
area = (x − x ) dx + (x2 − x) dx
0 1
Z right
higher - lower dx
left
In some cases the ’side’ boundaries are redundant or only implied. For example, the
question might be to find the area between the curves y = 2 − x and y = x2 . What is
implied here is that these two curves themselves enclose one or more finite pieces of area,
without the need of any ‘side’ boundaries of the form x = a. First, we need to see where
the two curves intersect, by solving 2 − x = x2 : the solutions are x = −2, 1. So we infer
that we are supposed to find the area from x = −2 to x = 1, and that the two curves close
up around this chunk of area without any need of assistance from vertical lines x = a.
We need to find which curve is higher: plugging in the point 0 between −2 and 1, we see
that y = 2 − x is higher. Thus, the desired integral is
Z 1
area... = (2 − x) − x2 dx
−2
Exercise 9.4 Find the area of the region bounded vertically by y = x2 and y = x + 2
and bounded horizontally by x = −1 and x = 3.
Example 9.1.18 Determine the area of the region bounded by y = 2x2 +10 , y = 4x+16
, x = −2 and x = 5
Z −1 Z 3 Z 5
2 2
A = (2x + 10) − (4x + 16) dx + (4x + 16) − (2x + 10) dx + (2x2 + 10) − (4x + 16) dx
−2 −1 3
14 64 64
= + +
3 3 3
142
=
3
Example 9.1.19 Determine the area of the region enclosed by y = sin x, y = cos x, x =
π
2
, and the y-axis.
Z π Z π
4 2
A = [cos x − sin x]dx + [sin x − cos x] dx
π
0 4
√
= 2 2−2
1 2
Example 9.1.20 ? Determine the area of the region enclosed by x = 2
y − 3, and
y = x − 1.
Z −1 h√ √ i Z 5 h√ i
A = 2x + 6 − (− 2x + 6) dx + 2x + 6 − (x − 1) dx
−3 −1
= 18
While these integrals arent terribly difficult they are more difficult than they need to be.
Recall that there is another formula for determining the area. It is,
Z 4
1 2
A= (y + 1) − y −3 dy = 18
−2 2
This is the same that we got using the first formula and this was definitely easier than
the first method.
So, in this last example weve seen a case where we could use either formula to find the
area. However, the second was definitely easier.
Students often come into a calculus class with the idea that the only easy way to work
with functions is to use them in the form y = f (x). However, as weve seen in this previous
example there are definitely times when it will be easier to work with functions in the
form x = f (y). In fact, there are going to be occasions when this will be the only way
in which a problem can be worked so make sure that you can deal with functions in this
form.
Z 3
64
A= (−y 2 + 10) − (y − 2)3 dy =
−1 3
Definition 9.1.1 ?? Let f be a function which is continuous on the closed interval [a, b]
which represents force. The work in moving a particle from x = a to x = b along a
straight line is the integral
Z b
f dx
a
Vcylinder = πr2 h
2.The volume of a circular disk of thickness t , and radius r as a special case of the above,
is
Vdisk = πr2 t
3. The volume of a cylindrical shell of height h, with circular radius r and small thickness
t is
Vshell = 2πrht
(This approximation holds for t << r.)
Definition 9.2.1 If we rotate the plane region described by f (x) ≤ y ≤ g(x) and
a ≤ x ≤ b around the x-axis, the volume of the resulting solid is
Z b Z b
π g(x)2 − f (x)2 = π y12 − y22 dx
V = (9.3)
a a
Z right limit
= π(upper curve2 − lower curve2 ) dx
left limit
Z x=b Z x=b
V = 2πx [g(x) − f (x)] dx = 2πx [y1 − y2 ] dx (9.4)
x=a x=a
Z y=d Z y=d
π g(y)2 − f (y)2 dy = π x21 − x22 dy
or V = (9.5)
y=c y=c
This first formula comes from viewing the whole thing as sliced up into thin cylindrical
shells of thickness dx encircling the y-axis, of radius x and of height g(x) − f (x). The
volume of each one is
(area of cylinder of height g(x) − f (x) and radius x) · dx = 2πx(g(x) − f (x)) dx
and ‘add them all up’ in the integral.
R
If R is the radius of the base of the cone then m = tan α = h
so, with a bit of
rearranging, we get
V = 13 πR2 h = 13 base height
Example 9.2.2 [Sphere] √
Take the semicircle y = r2 − x2 on [−r, r] and spin it round the x-axis. We get, as
our solid of revolution, a Sphere of radius r.
Our formula tells us that the volume of this sphere is
Z r r
π (r2 − x2 ) − 02 dx = 2 1
πx3 = 43 πr3
V = πr x − 3
−r −r
V = 34 πr3
1
Example 9.2.3 ? Consider the funnel formed by taking the curve y = x
and rotating
it round the x-axis on the interval [1, a],
The volume of this funnel is
Z a
1 2
h π ia 1
V = π 2 − 0 dx = − =π 1−
1 x x 1 a
π
Now notice that, as a → ∞, this volume tends to the finite value π (because a
→ 0).
We write
Z ∞ Z a
π π π
dx = lim dx = lim π − =π
1 x2 a→∞ 1 x2 a→∞ a
√
Example 9.2.4 ? For the region bounded by f (x) = 1 − x2 and the x-axis on 0 ≤
x ≤ 1, find the volume of revolution.
Z 1
2π
(1 − x2 ) − 02 dx =
V =
0 3
Example 9.2.5 let’s consider the region 0 ≤ x ≤ 1 and x2 ≤ y ≤ x. Note that for
0 ≤ x ≤ 1 it really is the case that x2 ≤ y ≤ x, so y = x is the upper curve of the two,
and y = x2 is the lower curve of the two. Invoking the formula above, the volume of the
solid obtained by rotating this plane region around the x-axis is
Z right
volume = π(y12 − y22 ) dx
left
Z 1 1
π (x)2 − (x2 )2 dx = π x3 /3 − x5 /5 0 = π(1/3 − 1/5)
=
0
On the other hand, if we rotate this around the y-axis instead, then
Z right
volume = 2πx(y1 − y2 ) dx
left
1 1 1
2x3 2x4
3
2x4
Z Z
2 2x 2 1 π
= 2πx(x − x ) dx = π − dx = π − =π − =
0 0 3 4 3 4 0 3 2 6
Z y=d
V = π(x21 − x22 ) dy
y=c
Z y=1 h√ i
= ( y)2 − y 2 dy
y=0
π
=
6
Example 9.2.6 ? The region bounded by y = x2 , the y-axis, and y = 4 is rotated about
the y-axis. Find the volume of the resulting solid.
Z y=d
V = π(x21 − x22 ) dy
y=c
Z y=4 h√ i
= ( y)2 − 02 dy
y=0
= 8π
Z x=b
or V = = 2πx(y1 − y2 ) dx
x=a
Z 2
2πx 4 − x2 dx
=
0
Z 2
8x − 2x3 dx
= π
0
= 8π
Exercise 9.7 Find the volume of the solid obtained by rotating the region 0 ≤ x ≤
1, 0 ≤ y ≤ x around the y-axis.
Exercise 9.8 Find the volume of the solid obtained by rotating the region 0 ≤ x ≤
1, 0 ≤ y ≤ x around the x-axis.
Exercise 9.9 Set up the integral which expresses the volume of the doughnut obtained
by rotating the region (x − 2)2 + y 2 ≤ 1 around the y-axis.
In the triangle shown, by the Pythagorean theorem we have the length of the sloped
side given as follows:
∆l2 = ∆x2 + ∆y 2
p
∆l = ∆x2 + ∆y 2
r !
∆y 2
= 1+ ∆x
∆x2
s 2
∆y
= 1+ ∆x
∆x
We will approximate this curve by a set of line segments. To obtain these, we have selected
some step size ∆x along the x axis, and placed points on the curve at each of these x
values. We connect the points with straight line segments, and determine the length of
those segments. (The total length of the segments is only an approximation of the length
of the curve, but as the subdivision gets finer and finer, we will arrive at the true total
length of the curve by summing up the lengths of all the small line segments fit to it.)
According to our remarks, above, the length of this segment is given by
s 2
∆y
∆l = 1+ ∆x
∆x
s 2
dy
∆l = 1+ dx
dx
dy
We recognize the ratio in this root as the derivative, dx
. If our curve is given by a function
y = f (x) then we can rewrite this as
q
dl = 1 + (f 0 (x))2 dx
Thus, the length of the entire curve is obtained from summing (i.e. adding up) these
small pieces, i.e.
Z x=b q
L = 1 + (f 0 (x))2 dx (9.6)
x=a
Z y=d q
or L = 1 + (f 0 (y))2 dy (9.7)
y=c
π
Example 9.3.1 Determine the length of y = ln(sec x) between 0 ≤ x ≤ 4
dy sec x tan x
= = tan x
dx sec x
Z πp
4
L = 1 + tan2 x dx
0
π
Z
4 √
= sec2 x dx
0
Z π
4
= sec x dx
0
π
= ln [sec x + tan x]04
√
= ln( 2 + 1)
3
Example 9.3.2 ? Determine the length of x = 23 (y − 1) 2 between 1 ≤ y ≤ 4
There is a very common mistake that students make in problems of this type. Many
students see that the function is in the form x = h(y) and they immediately decide that
it will be too difficult to work with it in that form so they solve for y to get the function
into the form y = f (x). While that can be done here it will lead to a messier integral for
us to deal with.
Sometimes its just easier to work with functions in the form x = h(y) . In fact, if you
can work with functions in the form y = f (x) then you can work with functions in the
form x = h(y). There really isnt a difference between the two so dont get excited about
dx 1
f 0 (y) = = (y − 1) 2
dy
s 2
Z b
dx
L = 1+ dy
a dy
Z 4 p
L = 1 + (y − 1) dy
1
4
√
Z
= y dy
1
14
=
3
Exercise 9.10 Redo the previous example 9.3.2 using the function in the form y = f (x)
instead.
Example 9.3.3 Find the length of a line whose slope is −2 given that the line extends
from x = 1 to x = 5.
We could find the equation of the line, but that is not necessary: we are given that the
slope f 0 (x) is −2. The integral in question is
Z bq
2
Z 5 q √
L= 1 + (f 0 (x)) dx = 1 + (−2)2 dx = 4 5
a 1
Example 9.3.4 ? Find an integral that represents the length of the curve that forms
the graph of the function y = f (x) = x3 ; 1 < x < 2.
dy
We find that dx
= f 0 (x) = 3x2 Thus, the integral is
Z bq
2
Z 2 q Z 2 √
L= 0
1 + (f (x)) dx = 1+ (3x2 )2 dx = 1 + 9x4 dx
a 1 1
Example 9.3.5 First, we’ll find the circumference of a circle of radius R. Of course, we
expect to find the result that C = 2πR , but here we can verify the result.
The circle can be described as x2 + y 2 = R2 which means that, as a graph, the upper
semi-circle is
√
y = f (x) = R 2 − x2
We will find the length along this upper semi-circle which is half the circumference of
the circle.
Notice that
x
f 0 (x) = − √
R − x2
2
x2 R 2 − x2 + x2 R2
1 + f 0 (x)2 = 1 + = =
R 2 − x2 R 2 − x2 R 2 − x2
p R
1 + f 0 (x)2 = √
R − x2
2
Then we can evaluate the arc length along the upper semi-circle as
Z R p
s = 1 + f 0 (x)2 dx
−R
Z R
R
= 2 √ dx
0 R − x2
2
x
= 2R sin−1 ( )|R
R 0
= πR
This means that the circumference of the circle, which is twice the length along the
upper semi-circle, is C = 2πR as expected.
Example 9.3.6 Now we’ll compute the length along the parabola y = x2 between x = 0
and x = 1 . This is, in fact, the curve shown in the demonstration above. Through our
approximation there, we expect that the arc length is approximately 1.479 . . .
Let’s begin:
f (x) = x2
f 0 (x) = 2x
1 + f 0 (x) = 1 + 4x2
R1√
This means that the arc length is given by s = 0 1 + 4x2 dx . This is a difficult
integral to evaluate using the Fundamental Theorem of Calculus: an antiderivative for
the integrand is not immediately clear through one of the techniques we’ve discussed.
However, if we look on a table of integrals, we can really save ourselves some work. In
particular, there you will notice that
Z √
u√ 2 a2 √
a2 + u2 du = a + u2 + ln(u + a2 + u2 ) + C
2 2
This is not exactly the integral we want to evaluate, but it is pretty close. In fact, if
we use the substitution u = 2x , we find that
Z 1 √
s = 1 + 4x2 dx
0
1
Z 2 √
= 1 + u2 du
2 0
1 u√ √
2
2
1 2
= 1 + u + ln(u + 1 + u )
2 2 2 0
1 √ 1 √
= 5 + ln(2 + 5)
2 2
= 1.479
Example 9.3.7 As a check on whether we are making sense, let’s work out the length
of a part of a straight line. Let y = mx + c be a straight line. Let us use the formula to
find its length between x = a and x = b.
y 0 = m so
s
√
2
dy
1+ = 1 + m2
dx
So
Z b√ √ b−a
s= 1 + m2 dx = (b - a) 1 + m2 = where φ is the angle that the line makes
a cos φ
with the x-axis ( m = tanφ). You can easily check that this is indeed the right answer.
Example 9.3.8 What is the length of the graph y = cosh(x) between x = 0 and x = a?
dy
In this case dx = sinh(x) so
s 2
dy
q
1+ = 1 + sinh2 (x) = cosh x
dx
So the length is
Z a
s= cosh x dx = [sinh x]a0 = sinh a
0
√
Exercise 9.11 Find the length of the curve y = 1 − x2 from x = 0 to x = 1.
Exercise 9.12 Find the length of the curve y = 41 (e2x + e−2x ) from x = 0 to x = 1.
Exercise 9.13 Set up (but do not evaluate) the integral to find the length of the piece
of the parabola y = x2 from x = 3 to x = 4.
Z y=d p
or S = 2πf (y) 1 + f 0 (y)2 dy (9.9)
y=c
This formula comes from extending the ideas of the previous section the length of a little
piece of the curve is p
dx2 + dy 2
This gets rotated around
p the perimeter of a circle of radius y = f (x), so approximately
give a band of width dx2 + dy 2 and length 2πf (x), which has area
s 2
p dy
2πf (x) dx2 + dy 2 = 2πf (x) 1+ dx
dx
Similarly, we might rotate the curve y = f (x) around the y-axis instead. The same general
ideaspapply to compute the area of the resulting surface. The width of each little band is
still dx2 + dy 2 , but now the length is 2πx instead. So the band has area
p
width × length = 2πx dx2 + dy 2
Therefore, in this case the surface area is obtained by integrating this, yielding the formula
s 2
Z b
dy
area = S = 2πy 1+ dx
a dx
Example
√ 9.4.1 ? Determine the surface area of the solid obtained by rotating
y = 9 − x2 , −2 ≤ x ≤ 2 about the x-axis
dy x
= −p
dx (9 − x2 )
s 2
Z 2
dy
S = 2πy 1+ dx
−2 dx
v !2
u
Z 2 u x
= 2πy t1 + −p dx
−2 (9 − x2 )
Z 2
3
= 2πy √ dx
−2 9 − x2
Z 2 √ 3
= 2π 9 − x2 √ dx
−2 9 − x2
Z 2
= 6π dx
−2
= 24π
Example
√ 9.4.2 Determine the surface area of the solid obtained by rotating
y = x, 1 ≤ y ≤ 2 about the y-axis.
3
Note 9.4.1 To say y-axis only indicates the given interval. But with such complications
in integrating it is better to apply
s 2
Z b
dx
area = S = 2πx 1 + dy (9.10)
a dy
x = y3
dx
= 3y 2
dy
s 2
Z 2
dx
S = 2πx 1 + dy
1 dy
Z 2 p
= 2πx 1 + 9y 4 dy
1
Z 2 p
= 2πy 3 1 + 9y 4 dy
1
= 199.48
Example 9.4.3 First, we’ll find the surface√ area of the sphere of radius R which can be
found by revolving thepgraph y = f (x) = R2 − x2 about the x axis. We have already
computed above that 1 + f 0 (x)2 = √RR 2 −x2 .
This means that
Z R √ R
Z R
S= 2π R2 − x2 dx = 2π R dx = 4πR2
−R R − x2
2
−R
This may be a familiar formula but now you verified it for yourself.
Example
√ 9.4.4 Now we’ll compute the surface area obtained by revolving the graph of
y = x between x = 0 and x = 1 about the y axis.
1
r
√
Z
11
S = 2π x 1+ dx
0 4x
Z 1
r
1
= 2π x+ dx
0 4
2 1
= 2π (x + )3/2 |10
3 4
3/2 3/2 !
4π 7 1
= −
3 4 4
−x
dy
=√
dx R 2 − x2
So
s 2 r
dy x2 R
1+ = 1+ = √
dx R 2 − x2 R 2 − x2
Z √
R
R
Z R
Area = 2π R − x √
2 2 dx = 2πR dx = 4πR2
R 2 − x2
−R −R
Exercise 9.14 Find the area of the surface obtained by rotating the curve y = 14 (e2x +
e−2x ) with 0 ≤ x ≤ 1 around the x-axis.
Exercise 9.15 Just set up the integral for the surface obtained by rotating the curve
y = 14 (e2x + e−2x ) with 0 ≤ x ≤ 1 around the y-axis.
Exercise 9.16 Set up the integral for the area of the surface obtained by rotating the
curve y = x2 with 0 ≤ x ≤ 1 around the x-axis.
Exercise 9.17 Set up the integral for the area of the surface obtained by rotating the
curve y = x2 with 0 ≤ x ≤ 1 around the y-axis.
9.5 Examples
Example 9.5.1 Population density measures the number of people per square mile
inhabiting a given living area. The population density of a certain city decreases as you
move away from the center of the city. The density at a distance r miles from the city
center can be approximated by the function 10000(2 − r).
(a) If the population density tails off to zero at the edges of the city, what is the city
radius?
(b) A thin ring of area around the center of the city has thickness ∆r and radius r. If
the ring is straightened out, it becomes a rectangular strip. What is the area of this
region?
(c) Explain why the population of the ring in part (b) is given by 10000(2 − r)(2πr)∆r.
(d) Find the total population of the city by setting up and evaluating a definite integral.
Example 9.5.2 Let R be the shaded region in the first quadrant enclosed by the y axis
and the graphs of y = sin x and y = cos x.
(b) Find the volume of the solid when R is revolved about the x axis.
(c) Find the volume of the solid whose base is R and whose cross sections cut by planes
perpendicular to the x axis are squares.
(i) x-axis
π π
π2
Z
2 1
V = π sin x dx = π (x − sin x cos x) =
0 2 0 2
(ii) y-axis
2π 2
Example 9.5.4 Consider the region R bounded by the circle (x−4)2 +y 2 = 4. Compute
the volume V generated when R is rotated around y = 0.
Since the area crosses the x-axis, it is sufficient to rotate the top half to get the required
solid.
Z 6
π y12 − y22 dx
V =
2
Z 6
π y12 − 02 dx
=
2
Z 6
π 4 − (x − 4)2 dx
=
2
32
= π
3
Example 9.5.5 Consider the region R bounded by y = x and y = x2 . Find the volume
generated when R is rotated around the x- axis.
Z 1
2
π x2 − x4 dx = π
V =
0 15
n o
2 23
Example 9.5.6 Let C = x, 3
x : 0≤x≤4
2h √
4
4 √
Z
2 3
i
L= 1 + x dx = (1 + x) 2 = 5 5−1
0 3 0 3
(ii) compute the area S of solid of revolution of the region covered by C along the x-axis.
1
y = x2 ; 0 ≤ x ≤ 1
2
(ii) compute the area S of solid of revolution of the region covered by C along the x-axis.
(iii) compute the area S of solid of revolution of the region covered by C along the y-axis.
x+2 , 0≤x≤1
f (x) =
3, 1<x≤2
Example 9.5.9 Find the area between the line f (x) = x − 1, the x-axis and the y-axis.
1
A=
2
Z 1
8
(2 − x2 ) − (x2 ) dx =
A=
−1 3
Example 9.5.11 Let R be the region bounded by the curves x = y 2 and x = y + 2, find
the area of R.
9
A=
2
A=6
Example 9.5.13 Find the area of the region bounded by the graphs f (x) = x3 and
g(x) = x
1
A=
2
Example 9.5.14 Find the volume generated by revolving about the x-axis the region
bounded by y 2 = 4x and x2 = 4y.
96π
V =
5
Example 9.5.15 Find the volume generated by revolving about the y-axis the region
bounded by x = y 2 and y = x − 2.
72π
V =
5
Example 9.5.16 Compute the length of the straight line segment joining the two points
(2, 4) and (5, 13)
f (x) = 3x − 2
√
L = 3 10
3
Example 9.5.17 Find the arc length of the graph y = x 2 between (1, 1) and (4, 8)
" 23 #
8 3 13
L= 10 2 −
27 4
Example 9.5.18 Find the area of the surface of revolution obtained by rotating y =
x3
3
, 0 ≤ x ≤ 3 about the x-axis.
πh 3
i
S= (82) 2 − 1
9
√
Example 9.5.19 Determine the surface area of a solid obtained by rotating y = 3
x, 1 ≤
y ≤ 2 about the y-axis.
Z 2 q
S = 2π y 3
1 + (3y 2 )2 dy = 199.48
1
Example 9.5.21 Find the area of the surface of revolution obtained by rotating x =
√
y, 2 ≤ y ≤ 20 about the y-axis.
S = 117π
108
A= = 36
3
Example 9.5.23 Find the area of the region bounded by f (x) = x and g(x) = x3 − 8x
81 81
A= + = 40.5
4 4
Matrix
10.1 Definitions
Definition 10.1.1
An m × n matrix is a rectangular array of m × n numbers arranged in horizontal rows
and vertical columns.
A matrix could be generally written as
a11 a12 · · · a1n
a21 a22 · · · a2n
·
A=
·
·
am1 am2 . . . amn
Or more briefly we have that A = (aij ) where aij is an entry in the ith row and j th column.
Definition 10.1.2 Square Matrix;
A(m × n) is a square matrix if m = n.
Definition 10.1.3 Equality of matrices;
If matrices A = (aij ) and B = (bij ) both m × n are said to be equal if and only if all
corresponding entries of A and B are the same i.e aij = bij ∀ i, j
396
CHAPTER 10. MATRIX
Note 10.1.1 The transpose of matrix A is determined by interchanging the rows with
columns of A.
2 3 7 2 5 0
A= 5 6 ⇒ AT = 3 6 1
8
0 1 −1 7 8 1
1 0 ... 0
0 1 ... 0
·
In =
·
·
0 0 ... 1
Example 10.1.2 If
1 2 3 1 2 3
T
A = 2 3 4 Then A = 2 3 4
3 4 5 3 4 5
0 −2 −3 0 2 3
T
B= 2 Then B = −2
0 −5 0 5
3 5 0 −3 −5 0
Example 10.2.1
2 0 0 6 0 0
and 0 0 0
0 3 0
0 0 −1 0 0 0
Example 10.2.2
1 3 0
A= 2 1
5
0 1 −1
is a tri-diagonal matrix.
Example 10.2.3
1 0 0 0 0 1
A= 2 3 and B = 0 3
0 2
4 2 −1 0 0 −1
a11 a12 . . . a1n
0 a22 . . . a2n
·
·
·
0 0 . . . ann
a11 0 ... 0
a21 a22 0 . . . 0
·
·
·
an1 an2 . . . ann
1 0
Example 10.2.4 A =
is an idempotent matrix.
0 1
−3 3 −1 2 −2 1
(ii) 3A0 − B 0 = 6 0 − 5 =
2 1 −2
9 6 −2 −1 11 7
(iii)
0
−3 6 9 −1 5 −2
0
(3A − B) =
−
3 0 6 2 2 −1
0
−2 1 11
=
1 −2 7
−2 1
= 1 −2
11 7
Thus the ji-entry of D0 is equal to the ji-entry of SA0 + tB 0 for all i and j. Therefore
D0 = (SA + tB)0 = SA0 + tB 0 .
Exercise 10.2
a−b b+c 8 1
=
3d + c 2a − 4d 7 6
(Answer: a = 5, b = −3, c = 4, d = 1)
1 −3 7 4
(2) Let A =
and B =
.
2 6 −5 8
Find A + B + (A + B)0
Solution 10.3.2
2 −1
14 −1
0 0
Note that A + A =
and B + B =
−1 12 −1 16
So that
16 −2
0 0 0
A + B = (A + B) = A + A + B + B =
−2 28
8 1
Alternatively use A + B =
−3 14
8 8 −3
1
0
So that (A + B) + (A + B ) =
+
−3 14 1 14
16 −2
=
−2 28
Thus matrix multiplication requires that the number of columns of A is the same as the
number of rows of B.
(1)
4 −1 1 4 2
Let A =
and B =
0 2 3 1 5
4 −1 1 4 2 16 15 3
Then AB =
=
0 2 3 1 5 6 2 10
1 3
1 4 2 21 17
0
and BB = = .
4 1
3 1 5 17 35
2 5
(2)
3 + 2i 0
−i 2
Let A = , B=
−i 2
0 i
1+i 1−i
−1 − i 0 −i
and C =
.
3 2i −5
5 + i 4i − 11
Then BC =
3i − 2 −5
−23 − 25i −1 − i
CA =
69 − 5i −5 + 9i
25 − 7i 57 + 36i
and (1 + i)AB + (3 − 4i)C 0 = −1 − i
−8 − 6i
6 + 3i −15 + 26i
Theorem 10.3.4
2. A(B + C) = AB + AC
3. (B + C)A = BA + CA
4. k(AB) = (kA)B = A(kB)
Proof: EER see lips chapter 3 page 50
1. Let D = AB and E = BC
Then by definition,
X
D = (dij ) where dij = aik bkj
k
X
and E = (eij ) where eij = bik0 ckj
kj
Thus F = DC = (fij )
" #
X X X
where fij = dek ckj = ali bik ckj
k k i
X X
= aii bik Ckj
i k
X
= ali eij
i
Example 10.3.3
1 2 2 0
(1) Let A =
and B =
.
3 −1 1 1
4 2 2 4
Then AB =
and BA =
5 −1 4 1
(A − B)(A + B) = A2 − B 2 + AB − BA
Then (A − B)(A + B) = A2 − B 2
if and only if A and B commute, i.e AB = BA. Note that the equality is always true
for scalars.
(3) Let
1 5 2
1 4 2
X = and Y =
−1 0 1
3 1 5
3 2 4
25 1 19
0
Then XY =
18 2 31
Find directly Y 0 X.
A0 = I, A = A, A2 = AA, A2 A, . . .
f (x) = a0 + a1 x + a2 x2 + . . . + an xn
and f (A) = a0 I + a1 A + a2 A2 + . . . + an An
10 2 26 18
2
3
Then A =
and A =
.
3 7 27 −1
(Verify)
So, f (A) = A2 − A − 8I
10 2 2 2 8 0
= − −
3 7 3 −1 0 8
0 0
=
.
0 0
Example 10.3.4
1 2 0
Let A =
3 −1 4
5 1
0
Then AA = and tr(AA0 ) = 31
1 26
10 −1 12
Also A0 A = −1 and tr(A0 A) = 31
5 −4
12 −4 16
Theorem 10.3.5
X XX
Then tr(C) = tr(AB) = Cii = aik bki
i i k
Similarly let D = BA
XX
Then tr(D) = bik aki (why?)
i k
XX
= aki bik (Why?)
i k
= tr(D)
Thus tr(AB) = tr(BA)
Exercise 10.4
X
|B| = (sgnσ)a11 a2i2 . . . (kaj ij ) . . . an in
σ
X
= k (sgnσ)a1i1 a2i2 . . . ajij . . . ani1
σ
= k|A|.
Rj ← Rj + cRk
X
|B| = (sgnσ)a1 δ(1)a2σ(2) . . . (cak σ(k) + aj σ(j) − an σ(m))
σ
am (σk )
= cσσ sgna1 σ(1)ak σ(2) . . . . . . an σ(n)
j th
9. α(A + B) = αA + αB.
11. (AT )T = A.
12. (A + B)T = AT + B T .
13. (AB)T = B T AT .
(i) A matrix
10.5 Determinants
To compute the determinant of any matrix, we can use two methods, namely
< 1, 2, 3 > < 1, 3, 2 > < 2, 1, 3 > < 2, 3, 1 > < 3, 1, 2 > < 3, 2, 1 >
Note 10.5.2 We denote the set of all permutations of set S by Sn where n is the number
of elements of S, and thus
S1 = {< 1 >}
S2 = {< 1, 2 > < 2, 1 >}
S3 = {< 1, 2, 3 > < 1, 3, 2 > < 2, 1, 3 > < 2, 3, 1 > < 3, 1, 2 > < 3, 2, 1 >}
where the σ denotes all permutations < i1 i2 . . . in > in the set S = {1, 2, . . . , n} (i.e the
ij to be substituted in the formula should be [in their order] got from each permutation).
Note 10.5.3 Also that the + sign in the summation is taken when permutation is even,
or − the permutation is odd. For example:
a11 a12
For n = 2 where A =
and
a21 a22
S3 = {< 1, 2, 3 > < 1, 3, 2 > < 2, 1, 3 > < 2, 3, 1 > < 3, 1, 2 >
< 3, 2, 1 >} then
|A| = Σ ± a1i1 a2i2 a3i3 = +a11 a22 a33 + a12 a23 a31
+a13 a21 a32 − a12 a21 a33 − a13 a22 a31
Example 10.5.2
1 2
Find the determinant of A =
3 7
1 2 0
Example 10.5.3 Given A = 3 0 1 compute |A|. But
3 3 4
= |A| = Σ ± a1i1 a2i2 a3i3 = +a11 a22 a33 − a11 a23 a32 + a12 a21 a33
−a12 a23 a31 + a13 a21 a32 − a13 a22 a31
⇒ |A| = 1.0.4 + 2.1.3 + 0.3.3 − 1.1.3 − 2.3.4 − 0.0.3 = −21
3 1
= (−1)1+2
A12 = (−1)(4) = −4
2 2
3 2
= (−1)1+3
A13 = (1)(−4) = −4
2 0
2 3
= (−1)2+1
A21 = (−1)(4) = −4
0 2
1 3
= (−1)2+2
A22 = (1)(−4) = −4
2 2
1 2
= (−1)2+3
A23 = (−1)(−4) = 4
2 0
2 3
3+1
A31 = (−1) = (1)(−4) = −4
2 1
1 3
= (−1)3+2
A32 = (−1)(8) = 8
3 1
1 2
= (−1)3+3
A33 = (1)(−4) = −4
3 2
4 −4 −4
= −4 −4
4
−4 8 −4
Same value of determinant no matter which row or column you consider. But preferably
a row or column with more zeros is better.
a11 a12 . . . a1n
a21 a22 . . . a2n
·
For A =
·
·
an1 an2 . . . ann
A11 A12 . . . A1n
A21 a22 . . . A2n
·
The Cofactor Matrix is
·
·
An1 An2 . . . Ann
A11 A21 . . . An1
A12 A22 . . . An2
·
Thus Adj(A) =
·
·
A1n A2n · Ann
1 2 3
Example 10.5.6 Compute the adjoint of the matrix A = 3 2 1
2 0 2
(ii) Interchanging two rows or columns in a matrix gives the negative (determinant) of
the previous matrix.
1 2 0 3 0 1 0 3 1
A = 3 0 1 , B = 1 2 0 , C= 2 1 0
3 3 4 3 3 4 3 3 4
(iii) If two rows or columns of a matrix are equal, then its determinant is equal to zero.
(v) A scalar α multiplying through a row or column of a matrix gives the determinant
as α|A|.
(vi) The value of the determinant remains unchanged if any row or column is replaced
by a linear combination of any two rows or columns
(vii) The determinant of a triangular or diagonal matrix is given by the product of the
diagonal elements.
(ix) |A−1 | = 1
|A|
; 6 0 & A−1 is called the inverse of A.
|A| =
3 1 0 0 0
1 0 0 0
0 0 0 0 1 0 0 0 3 1 4
0 2 0 0
= 0, = −24, = 27, = 24
2 3 0 0 0 4 −1 0 0 3 4
0 0 3 0
−1 −2 4 0 0 0 −1 0 0 0 3
0 0 0 4
0 0 0 0 2
−2 1 4
A = 3 5 −7
1 6 2
|A| = +a11 a22 a33 − a11 a23 a32 + a12 a21 a33 − a12 a23 a31 + a13 a21 a32 − a13 a22 a31
= (−2)(5)(2) − (−2)(−7)(6) + (1)(−7)(1) − (1)(3)(2) + (4)(3)(6) − (4)(5)(1)
= −137 + 72 = −65.
(i)
1 −3 0 1 −−3 0
= 0 using R2 ← 2R1 + R2
−2 4 1 −2 1
5 −2 2 5 −2 2
1 −3 0
= −2 −2 1 using R3 ← −5R1 + R3
0 13 2
1 −3 0
13
= 0 −2 Using R3 ← R2 + R3
1
2
17
0 0 2
= −17
(ii)
2 1 3 1
2 1
3 1
1 0 1 1 0 1 1 −1
= −1
2
0 2 1 0
0 2
1 0
0 1 2 3
0 1
2 3
Using R2 ← R1 − 2R2
2 1 1 3
1 0 −1 1 1
= −
2
0 0 2 1
0 3 1 2
(R4 ← 3R2 + R4 )
2 1 1 3
1 0 −1 1 1
= − = 6 (why?)
2
0 0 2 1
0 0 0 3
2 1 3 1
0 1 1 1 3 1
1 0 1 1
= 2 −
2 10 2 1 0
0 2 1 0
1 2 3 1 2 3
0 1 2 3
−5 −2
= expanding along column 1
−1 2
= −12
Therefore the required determinant = −6 + 12 = 6.
1 0 −2
Example 10.6.4 Given that A = 3 1 , find the adj(A).
4
5 2 −3
Solution
Since cofactors of A are
1 4
1+1
A11 = (−1) = −11
2 −3
3 4
A12 = (−1)1+2 = 29
5 −3
3 1
A13 = (−1)1+3 =1
5 2
0 −2
A21 = (−1)2+1 = −4
2 −3
1 −2
A22 = (−1)2+2 =7
5 −3
1 0
A23 = (−1)2+3 = −2
5 2
0 −2
A31 = (−1)3+1 =2
4 1
1 −2
A32 = (−1)3+2 = −10
3 4
1 0
A33 = (−1)3+3 =1
3 1
3 2
A21 = (−1)3 = −6
0 2
4 2
A22 = (−1)4 =4
2 2
4 3
A23 = (−1)5 =6
2 0
3 2
A31 = (−1)4 = −3
3 1
4 2
A32 = (−1)5 = −2
1 1
4 3
6
A33 = (−1) =9
1 3
Classwork 10.3 Using properties of determinants, state the determinants of the follow-
ing matrices
2 1 6
(a) A = : |A| Does not exist (DNE)
7 4 2
2 0 0
(b) A = 0 4 0 : |A| = 24
0 0 3
9 8 6
(c) A = 7 4 0 : |A| = 0
9 8 6
adj(A)
Proof : Since adj(A).A = det(A)I, dividing through by |A|, |A|
A =I .
adj(A)
6 0 ⇒ A−1 exists .Multiplying through by A−1 we get
since |A| = |A|
AA−1 = IA−1
adj(A) adjA
⇒ |A|
= IA−1 = A−1 ⇒ A−1 = |A|
for |A| =
6 0
3 2 1
A=
0 1 1
−1 1 0
1 1
Finding the co-factors A11 = (−1) 1+1
| | = −1
1 0
0 1
A12 = (−1)1+2 | | = −1
−1 0
0 1
A13 = (−1)1+3 | |=1
−1 1
2 1
A21 = (−1)2+1 | | = −1
1 0
3 1
A22 = (−1)2+2 | |=1
−1 0
3 2
A23 = (−1)2+3
| |=5
−1 1
2 1
A31 = (−1)3+1
| |=1
1 1
3 2
A32 = (−1)3+2
| | = −3
0 1
3 1
A33 = (−1)3+3
| |=3
0 1
−1 −1 1 −1 −1 1
The cofactor matrix is −1 ⇒ adj(A) = −1
1 5
1 −3
1 −3 3 1 5 3
Proof : Suppose that A is non singular, then A−1 exists such that
AA−1 = A−1 A = I
But |AA−1 | = |A−1 ||A| = |I| = 1
then |A| =
6 0.
4 −2 2 0 8 8
−1 1
A= 8 ; |A| = 96 , A =
2 −6 96 −72 16 40
4 −2 6 −24 0 24
(c) Replacing any row by a linear combination of the row itself and any other row
of A :(Linear combination of rows involve summing and difference of rows But not
their product or quotient).
Apply operations to a full (all rows of a) column first before considering the next
column
(iii) Reduce (A : I) to a matrix of the form (I : B), then B will be the inverse matrix A.
3 2 1
Example 10.7.3 Compute A−1 given A =
0 1 1
−1 1 0
3 2 1 1 0 0
(A : I) =
0 1 1 0 1 0
−1 1 0 0 0 1
3 0 −1 1 −2 0
(A : I) = 0 1
1 0 1 0
0 0 4 −1 5 −3
12 0 0
3 −3 −3
(A : I) = 0 4 0
1 −1 3
0 0 4 −1 5 −3
1 1 1
• To have (I, B) by R
12 1
→ R1 , R
4 2
→ R2 , R
4 3
→ R3 to have
3 3 3
1 0 0
12
− 12 − 12
(I : B) = 0 1 0
1
4
− 14 3
4
0 0 1 − 14 5
4
− 34
3 3 3 1 1 1
12
− 12 − 12 4 −4 −4
⇒ B = A−1 = 3 =
1 1 1 1 3
4
−4 4 4 − 4 4
− 14 5
4
− 3
4
− 1
4
5
4
− 3
4
2 2 2
Example 10.7.4 Compute A−1 given A = 0 2 0
0 2 2
2 2 2 1 0 0
(A : I) = 0 2 0 0 1 0
0 2 2 0 0 1
•The first column looks okay since the non-zero term is only in a11
•In second column, have to make a12 = 0, a32 = 0
[But when looking for operations for second column,only use R2 ]
Let R1 − R2 → R1 , R2 → R2 , R3 − R2 → R3
2 0 2 1 −1 0
(A : I) = 0 2 0 0
1 0
0 0 2 0 −1 1
1 1 1
• To have (I, B) we use R
2 1
→ R1 , R
2 2
→ R2 , R
2 3
→ R3 to have
1 0 0 1 0 − 12
2
(I : B) = 0 1 0 0
1
2
0
1 1
0 0 1 0 −2 2
1 0 − 12
2
⇒ B = A−1 = 0
1
2
0
1 1
0 −2 2
1 0 2
Example 10.7.5 Compute A−1 given A = 2 −1 3
4 1 8
1 0 2 1 0 0
(A : I) = 2 −1 3 0 1 0
4 1 8 0 0 1
•In third column, have to make a13 = 0, a23 = 0[Always to use R3 and the row itself]
2R3 + R1 → R1 , R3 − R2 → R2 , R3 → R3 thus
1 0
0 −11 2 2
(A : I) = 0 1
0 −4 0 1
0 0 −1 −6 1 1
−11 2 2
⇒ B = A−1 = −4
0 1
6 −1 −1
4 −2 2 0 8 8
−1 1
Example 10.7.6 Find the inverse of A = 8 ; A =
2 −6
−72 16 40
96
4 −2 6 −24 0 24
1 1
3 2 1
2
−1 2
−1
Example 10.7.7 Find the inverse of A = A =
1 3
0 1 1
2
1 2
−1 1 0 − 12 2 − 32
Proof :
(iv) The inverse of a diagonal matrix is obtained by inverting the diagonal elements .
Example 10.7.8 If
2 0 0 1 0 0
2
A= 0 3 ⇒ A−1 = 0 1
0 3
0
0 0 −4 0 0 − 14
1 1 2
A = 3 5 −1
2 3 0
Compute
(i) A−1 = 1
|A|
adj(A)
x1 + x2 + 2x3 = −2
3x1 + 5x2 − x3 = 1
2x1 + 3x2 = 0
Using
(i) X = A−1 b
0
X=
0
−1
Compute
(a) |A|, using
(i) Permutation-inversions scheme
(ii) Cofactors.
|A| = −16
(b) A−1 , using
(i) A−1 = 1
|A|
adj(A)
4 3 2
A= 1 3 1
2 0 2
6
0 −6
−6 4 6
−3 −2 9
6 −6 −3
⇒ adj(A) =
0 4 −2
−6 6 9
6 −6 −3
1 1
⇒ A−1 = adj(A) =
|A| 12
0 4 −2
−6 6 9
1
2
− 21 − 14
=
1 1
0 3
− 6
1 1 3
−2 2 4
AA−1 = A−1 A = I
4 3 2 1 0 0
R1 → R1
1 3 1 0 1 0 R1 − 4R2 → R2
2 0 2 0 0 1 R1 − 2R3 → R3
4 3 2 1 0 0 3R1 + R2 → R1
0 −9 −2 1 −4 0 R2 → R2
0 3 −2 1 0 −2 3R3 + R2 → R3
12
0 4 4 −4 0 2R1 + R3 → R1
0 −9 −2 1 −4 0 4R2 − R3 → R2
0 0 −8 4 −4 −6 R3 → R3
1
24
0 0 12 −12 −6
R
24 1
→ R1
0 −36 1
0 0 −12 6
R
−36 2
→ R2
1
0 0 −8 4 −4 −6 R
−8 3
→ R3
1
1 0 0
2
− 12 − 14
1
2
− 12 − 14
⇒ A−1 =
1 1 1 1
0 1 0
0 3
−6 0 3
−6
1 1 3
1 1 3
0 0 1 −2 2 4
−2 2 4
Note 10.7.3 The value for an inverse is always the same for both methods.
x = (x1 , x2 , ..., xn )T the unknown solution , b = (b1 , b2 , ..., bn )T the RH vector , where as
449
CHAPTER 11. LINEAR SYSTEM OF EQUATIONS
a11 a12 · · · a1n b1
a21 a22 · · · a2n b2
Ā = (A : b) =
is called the augmented matrix of the
..
.
am1 am2 · · · amn bm
system .
(2) All rows of A whose entries are zero appear below the rows whose entries are not
all zeros .
(3) The first non-zero entry in any row appears in a column to the right of the first
non-zero entry in any preceding column .
Note : Given any m × n matrix we may change it to row Echelon form by applying
elementary row operations .
To solve a linear system Ax = b we ,
(i) No solution .
Let our Ā be the row reduced form (Echelon) of the augmented matrix of the given
system. Let r be the number of non zero rows of the reduced augmented matrix and n
be the number of unknowns of the linear system .
11.2.1 No solution
When n = r and there is a row whose only non zero element is in the last column, then
the system has no solution. Indeed in the row reduced form, such a system is said to be
inconsistent .
x1 − 3x2 + 5x3 = 3
x2 + 3x3 = 2
x2 + 3x3 = 5
1 −3 5 3 1 −3 5 3
⇒ Ā = 0 ⇒ Ā = 0
1 3 2 1 3 2
0 1 3 5 0 0 0 3
x + 2y + z = 2
2x + 3y + 3z = 3
−3x − 4y − 5z = −5
1 2 1
2
1 2
1 2
1 2
1 2
⇒ (A, b) = ⇒ (A, b) = ⇒ (A, b) =
2 3 3 3 0 1 −1 1 0 1 −1 1
−3 −4 −5 −5 0 2 −2 1 0 0 0 1
x1 + x2 + x3 = 6
3x1 − 2x2 + 3x3 = 8
−2x1 + 4x2 − 3x3 = −3
1 1 1 6
⇒ Ā = By R1 → R1 , 3R1 − R2 → R2 , 2R1 + R3 → R3
3 −2 3 8
−2 4 −3 −3
1 1 1 6
⇒ Ā = 0 5 ; By R1 → R1 , R2 → R2 , 6R2 − 5R3 → R3
0 10
0 6 −1 9
1 1 1 6
⇒ Ā =
0 5 0 10
0 0 5 15
1 0 0 1
Alternatively can reduce by Gauss Jordan elimination to have Ā =
0 1 0 2
0 0 1 3
x1 + x2 + x 3 = 6
3x1 − 2x2 + 3x3 = 8
−2x1 + 4x2 − 3x3 = −3
1 1 1
6
1 1 1 6
⇒ Ā = ⇒ Ā = 0 1 0 2
3 −2 3 8
−2 4 −3 −3 0 0 1 3
1 −1 1 1 R1 → R1
4 −2 8 1 4R1 − R2 → R2
⇒ Ā =
⇒
3 −1 7 0 3R1 − R3 → R3
6 −4 10 3 6R1 − R4 → R4
1 −1 1 1 R1 → R1 1 −1 1 1
0 −2 −4 3 R2 → R2 0 −2 −4 3
Ā =
⇒ Ā =
0 −2 −4 3 R2 − R3 → R3 0 0 0 0
0 −2 −4 3 R2 − R4 → R4 0 0 0 0
Substituting in x1 − x2 + x3 = 1 ⇒ x1 = − 12 − 3p.
x1 − 1 − 3p −1 −3
2 2
x2 = − 3+4p = − 3 + p − 4 Since p can take on many different
2 2 2
x3 p 0 1
1 −3 0 5 0 4 1 −3 0 5 0 4
−1 3 1 −3 0 −11 0 0 1 2 0 −7
⇒ Ā =
⇒ Ā =
−1 3 0 −5 1 −3 0 0 0 0 1 1
3 −9 0 15 0 12 0 0 0 0 0 0
Thus x5 = 1, x3 + 2x4 = −7, x1 − 3x2 + 5x4 = 4, You will realize that the number of
unknowns (n) exceeds the number of equations (r) after row reducing .
So let x4 = s, x2 = p ⇒ x3 = −7 − 2s, x1 = 4 + 3p − 5s
To get a particular equation, we assign values to s & p .
You could have realized that s & p could take on many values, thus giving us many
answers.
Note 11.2.1 So there are many types of Equation,Some have infinitely many solu-
tions,others one (unique solution), yet others do not have any solution .
Example 11.2.5 Solve
x1 + 3x2 + x3 = 4
2x1 + 2x2 + x3 = −1
4x1 + 8x2 + 3x3 = 2
The augmented matrix is
1 3 1 4
1 3 1 4
1 3 1 4
2 2 1 −1 ∼ 0 −4 −1 −4 ∼ 0 −4 −1 −9
4 8 3 2 0 −4 −1 −14 0 0 0 −5
3 2 1 −4 1 2 1 −4 1
1 3
3 3 3
(A : b) = 2 ∼ 0 1
−2
3 0 −1
−1 5
1 −1
1 −6 3 −8
7 0 0 0 0 0
Observe that r(A) = 2 and 2 variables are free, i.e, are independent variables in the 1st
and 2nd equations.
2
x2 = −1 − t + s
5
1 4 1 2
x1 = + t − s − x2
3 3 3 3
1 4 1 2 2 4
= + t− s+ + t− s
3 3 3 3 3 15
3
= 1 + 2t − s
5
3
x1 = 1 + 2t − s
5
2
x2 = −1 − t + s s, t ∈ R
5
x1 1 −3
2
5
=
+ t
+ s
s, t ∈ R
2
x2 −1 −1 5
,
Example 11.2.7 Find conditions that must satisfy for the system to be consistent
x1 − 2x2 + 5x3 = b1
4x1 − 5x2 + 8x3 = b2
−3x1 + 3x2 − 3x3 = b3
1 −2 1 −2
5 b1 5 b1
∼
4 −5 8 b2
0 3 −12 b2 − 4b1
−3 3 −3 b3 0 −3 12 b3 + 3b1
1 −2 5 b1 1 −2 5 b1
∼ 0 = 0
3 −12 b2 − 4b1 3 −12 b2 − 4b1
0 0 0 b3 + 3b1 + b2 − 4b1 0 0 0 b3 + b2 − b 1
1
x2 = (b2 − 4b1 + 12s), s ∈ R
3
2 8 −5 2
x1 = b1 − 5s + 2x2 = b1 − 5s + b2 − b1 + 8s = b1 + b2 + 3s
3 3 3 3
or equivalently
x1 −5 2 3
3 3
= b1 + b2 + s, s ∈ R
−4
1
x2 3 3
12
(ii) |A| =
6 0
Where Ai is the matrix A whose ith column of the coefficient matrix has been replaced
by b .
x1 + x2 + x3 = 1
2x1 + 3x2 + 4x3 = 1
x1 + 2x2 + x3 = 2
1 1 1 1
So A = 2 3 4 ; b= 1
1 2 1 2
1 1 1 1 1 1
Then A1 = 1 3 4 ⇒ |A1 | = −2, and A2 = 2 1 4 ⇒ |A2 | = −2
2 2 1 1 2 1
1 1 1
1
A3 = 2 3 1 ⇒ |A3 | = 2 Then Using the formula xi = |Ai |
|A|
1 2 2
1 −2
x1 = |A1 | = =1
|A| −2
1 −2
x2 = |A2 | = =1
|A| −2
1 2
x3 = |A3 | = = −1
|A| −2
2x1 + 5x2 − x3 = 1
x1 + 10x2 + x3 = 2
10x1 + x2 − 2x3 = 8
(ii) n > r, before and after reducing the system, it has non trivial solutions .
(iii) If the coefficient matrix (A) is a square matrix, and |A| = 0, the system has non
trivial solutions .
x1 + x2 + x3 = 0
2x1 + 3x2 + 2x3 = 0
−x1 + 4x2 + 3x3 = 0
1 1 1 0
1
1 1 0
⇒ Ā = ⇒ Ā =
2 3 2 0
0 −1 0 0
−1 4 3 0 0 0 4 0
x1 + 2x2 + x3 = 0
3x1 + x2 + x3 = 0
2x1 + 2x2 − 3x3 = 0
1 2 1 0 1 2 1 0
n = r = 3 before and Ā = 3 1 ⇒ Ā =
1 0
0 5
2 0
2 2 −3 0 0 0 −21 0
x1 + x2 − 2x3 + x4 = 0
x1 + 2x2 + x3 + 3x4 = 0
1 1 −2 1 0
n = 4, r = 2 before, so already non trivial solution and Ā =
0 1 3 2 0
1 1 −2 1 0
⇒ Ā =
0 1 3 2 0
Exercise 11.2
x1 − 4x2 + 2x3 = 0
x1 + x2 + 2x3 = 0
2x1 − 3x2 + 4x3 = 0
Example 11.5.1
1 3 5 x1 1 0 −1
x2 = 0 1 −1
−1 −2 0
2 5 4 x3 −1 1 0
1 3 5 1
0 −1
1 3
5 1 0 −1
∼ 0 1 5 1 ∼ 0 1
1 −2 5 1 1 −2
0 1 6 3 −1 −2 0 0 −1 −2 2 0
Note that solving AX = I for invertible A gives X = A−1 which is the same as method
we have been using Example 37 page 57 of Anton to compute the inverse.
x1 + 3x2 + 5x3 = α
−2x1 − x3 = 1
x1 + x2 + 2x3 = −1
x1 + x2 − x3 = 1
2x1 + 2x2 − 2x3 = 2
3x1 + 2x2 + x3 = 5
Definition 12.0.1
Given A(n × n) square matrix, the number λ is called an eigen value of A if ∃ a non zero
vector X such that
AX = λX . . . . . . . . . . . . (i)
X = eigen vector of this matrix
λ = eigen value
X is called an eigen vector of the matrix A associated with eigen value λ or (latent/characteristic
values)
0 1
2
Example 12.0.4 AX = λX A = has two eigen values ± 1 with correspond-
2
1
2
0
Ax = λX
AX − λX = 0
(A − λIn )X = 0
465
CHAPTER 12. EIGEN VALUES AND EIGEN VECTORS
Then λ1 = 2 and λ2 = 3. The eigen values are the values in the leading diagonal in the
diagonal matrix .
Then finding eigen vectors
(a) for λ1 = 2
1 1
1 0
= − 2 X = 0
−2 4 0 1
−1 1 x1 0
=
−2 2 x2 0
−1 1 0 −1 1 0
=
−2 2 0 0 0 0
(b) For λ2 = 3
1 1
1 0
= − 3 X = 0
−2 4 0 1
−2 1 x1 0
=
−2 1 x2 0
−2 1 0 −2 1 0
Augmented
−2 1 0 0 0 0
s
−2x1 + x2 = 0 let x2 = s , x1 =
2
s 1
eigen Vectors (x1 , x2 ) = ( , s) = s( , 1)
2 2
Take s = 2 , X = (x1 , x1 ) = (1, 2)
1
2 −1
Example 12.1.2 For A = 1 find the eigen values & their corresponding
0 1
4 −4 5
eigen vectors.
|A − λIn | = 0
P (λ) = |A − λIn |
here P (λ) = |A − λI3 |
1
2 −1
1 0 0
= 1 − λ
0 1
0 1 0
4 −4 5 0 0 1
1−λ 2 −1
1 −λ 1
4 −4 5 − λ
As the eigen values of A. for each eigen value we need to get the corresponding
eigen vector by solving the homogeneous equation (A − λi I3 )X = 0
For λ1 = 1,
1
2 −1
1 0 0 x1
0
− 1 = 0
1 0 1 0 1 0 x2
4 −4 5 0 0 1 x3 0
0
2 −1
x1 0
= 0
1 −1 1 x 2
4 −4 4 x3 0
How can we find P , or else, can we be able to find B without using the formula. See
example below
1 1 1 1 2 −1
Classwork 12.1 Take A = ,P = , P −1 =
−2 4 1 2 −1 1
2 0
B = P −1 AP =
a diagonal matrix .
0 3
Then λ1 = 2 and λ2 = 3. The eigen values are the values in the leading diagonal in the
diagonal matrix .
Then finding eigen vectors
(a) for λ1 = 2
1 1
1 0
= − 2 X = 0
−2 4 0 1
−1 1 x1 0
=
−2 2 x2 0
−1 1 0 −1 1 0
=
−2 2 0 0 0 0
(b) For λ2 = 3
1 1
1 0
= − 3 X = 0
−2 4 0 1
−2 1 x1 0
=
−2 1 x2 0
−2 1 0 −2 1 0
Augmented
−2 1 0 0 0 0
s
−2x1 + x2 = 0 let x2 = s , x1 =
2
s 1
eigen Vectors (x1 , x2 ) = ( , s) = s( , 1)
2 2
Take s = 2 , X = (x1 , x1 ) = (1, 2)
Note 12.2.2
You can get a similar matrix, even when not given P or can know P easily. (as 1st
asked the eigen vectors & values.
1 1
Example 12.3.1 A =
is diagonalizable, since its similar to the diagonal
−2 4
2 0
matrix
0 3
Theorem 12.3.1
•The A(n × n) matrix is diagonalizable iff it has n linearly independent eigen vectors. In
this case, A is similar to diagonal matrix D with D = P −1 AP
where D is the matrix formed with eigen values of A while P is made up of the columns
of linearly independent eigen vectors of A.
Corollary 12.3.1
L : Rn → Rn defined by bx = Ax ∀ ∈ Rn . Then A is diagonalizable with n-linearly
independent vectors (eigen vectors) and the matrix of L with respect to S is diagonal.
Theorem 12.3.2
•A matrix A is diagonalizable if all its eigen values are real & distinct (different).
However, if eigen values of A are real but not distinct (polynomial with repeated roots).
For λ2 = 1
−1 0 0 x1 0
0 0 0 x1 = 0 x1 = 0 so x2 & x3 are variables.
0 0 0 x3 0
Let x2 = r & x3 = s
x1 0 0 0
x2 = r = r 1 + s 0
x3 s 0 1
When λ1 = 0,
−1 0 0
0 0 0
1 0 0
X1 = (−r, 0, r) = r(−1, 0, 1)
Since 3 eigen vectors [(0, 1, 0), (0, 0, 1), (−1, 0, 1)] for 3 eigen values thus diagonalizable .
3 −2 0
Example 12.3.4 If A = −2 is it diagonalizable ?
3 0
0 0 5
x1 1 y1 −1 z1 0
x2 = 1 , y2 = 1 , z2 = 0
x3 0 y3 0 z3 1
(i) the eigen values and eigen vectors have the same multiplicity = 3 since real eigen
values and repeated or
1 −1 0 5 0 0
−1
(ii) we can find a matrix P = 1 such that P AP = a
1 0
0 5 0
0 0 1 0 0 5
diagonal matrix.
−3 2
Example 12.3.5 If A =
is it diagonalizable ?
−2 1
λ1 = −1 λ2 = −1 real and repeated eigen values. Thus the eigen vectors are
x1
t 1
x2 = = t
t 1
x3
(i) the eigen values and eigen vectors do not have the same multiplicity 2 6= 1
0 1 0
Example 12.3.6 If A = 0 is it diagonalizable ?
0 1
4 −17 8
√ √
λ1 = 4 , λ2 = 2 + 3 , λ3 = 2 − 3 Since the eigen values are real and distinct, its
diagonalizable.
(i) Here we cant use the idea of multiplicity since no repeated eigen values.
2 0 0
(ii) But we can find a matrix P such that P AP = 0 2 + √3
−1
a diagonal
0
√
0 0 2− 3
Note 12.3.2
2. If A is triangular, its eigen values are the elements on its main diagonal.
3. Let λ be a fixed real eigen value of A. The set S consisting of all eigen vectors
associated with λ together with O vector form a space of Rn called the eigen space
associated with λ.
Exercise 12.1
2 −3
(i)
1 −1
3 0 0
(ii) 0 2 0
0 1 2
2 0
(iii)
1 2
2. Find which of the matrices are diagonalizable. For those which are find P , and D
such that P −1 AP = D (D is a diagonal matrix).
1 1
(i)
1 −2
1 1 −2
(ii)
4 0 4
1 2 3
(iii) 0 −1 −2
0 0 2
3 1 0
(iv) 0 3 1
0 0 3
3. Find basis for eigen spaces associated with each eigen value of the following matrices.
2 3 0
(i) 0 1 0
0 0 2
2 2 3 4
0 2 3 2
(ii)
0 0 1 0
0 0 0 1
3 −5
4. Let A = find A9 [Hint P such that P −1 AP = D) A9 = P D9 P −1 ]
1 −3
2 0 −2 3 0 0 −2 0 1
5. Given A = 0 3 , Show that if B = and P =
0
0 3 0
0 1 0
0 0 3 0 0 2 1 0 0
then B = P −1 AP
5 0 0
6. Show that A = 1 5 0 is not diagonalizable .
0 1 5
1 1 2
7. Given A = 0 1 0
0 1 3
x1 s 0 1
= = r + s 0 for λ1 = λ2 = 1
x2 −2r −2
x3 r 1 0
x1 s 1
and x = 0 = s 0 for λ3 = 3
2
x3 s 1
thus (0, −2, 1), (1, 0, 0), (1, 0, 1) are the eigen vectors]
(ii) Determine the diagonal matrix.
1 0 0
[D = 0 1 0 ]
0 0 3
1 4 8
[Hint : Use the principle An = P Dn P −1 ⇒ A2 = P D2 P −1 = 0 1 0 ]
0 4 9
An = P Dn P −1 not An = P −1 Dn P
Its applied whenever to compute An , n > 2
3 1
Example 12.3.7 Given A =
2 2
1 0
−1
B=P AP =
Here realize that 1 and 4 are the eigen values of matrix
0 4
A.
(ii) Compute A4
1
1 1
1
0
3
− 13
171 85
A4 = P B 4 P −1 =
=
2 1
−2 1 0 256 3 3
170 86
4 2
Example 12.3.8 Given A =
3 −1
5 0
−1
B=P AP =
0 −2
2 −2
Example 12.3.9 Given the matrix A =
, find an orthogonal matrix P
−2 5
Example 12.3.10 Which of the following matrices are diagonalizable?, In case of diag-
onalizable matrices, compute its eigenvalues and their corresponding eigenvectors.
3 −2 0
(i) −2
3 0
0 0 5
(λ − 1)(λ − 5)2 = 0.
5 0 0
(ii) 1 5 0 ...Not diagonalizable.
0 1 5
z = (x, y)
x is called the real part and y the imaginary part of z, written as;
x = Rez, y = Imz
By definition, two complex numbers are equal if and only if their real parts are equal and
their imaginary parts are equal.
(0, 1) is called the imaginary unit and is denoted by i.
i = (0, 1) (13.1)
z = x + iy (13.4)
485
CHAPTER 13. COMPLEX VARIABLE ALGEBRA
i2 = −1 (13.5)
Solution:
a) (4−7i)(−2+3i) = 4(−2)−(−7)3+i(4·3+(−2)(−7)) = −8+21+i(12+14) = 13+26i
b) z1 + z2 = 2 + 2i + 1 + 3i = 3 + 5i
z1 z2 = 2 · 1 − 2 · 3 + i(2 · 3 + 1 · 2) = −4 + 8i
z1
z= = x + iy (13.8)
z2
x1 x2 +y1 y2 x2 y1 −x1 y2
where x = x22 +y22
, y= x22 +y22
.
The practical rule used to get this is by multiplying numerator and denominator of
z1 /z2 by x2 − iy2 and simplifying.
z1 + z2 = z1 + z2
z1 − z2 = z1 − z2
z1 z2 = z¯1 z¯2 (13.11)
z1 z1
=
z2 z2
Solution:
1 1 6i
Imz1 = (z1 − z1 ) = (8 + 3i − (8 − 3i)) = =3
2i 2i 2i
z1 + z2 = 8 + 3i + 9 − 2i = 17 + i = 17 − i
On the other hand:
z1 + z2 = 8 + 3i + 9 − 2i = 8 − 3i + 9 + 2i = 17 − i
b)
z1 z2 = (8 + 3i)(9 − 2i) = 8 · 9 − 3(−2) + i(8(−2) + 3 · 9)
= 72 + 6 + i(−16 + 27) = 78 + 11i = 78 − 11i
z¯1 z¯2 = (8 − 3i)(9 + 2i) = 8 · 9 − (−3)2 + i(8 · 2 − 3 · 9)
= 72 + 6 + i(16 − 27) = 78 − 11i
r is called the absolute value or modulus of z and is denoted by |z| and defined as;
p
|z| = r = x2 + y 2 (13.14)
Geometrically, |z| is the distance of the point z from the origin. Similarly |z1 − z2 | is the
distance between z1 and z2 .
θ is called the argument of z and is denoted by argz. Thus
y
θ = argz = arc tan + nπ (13.15)
x
Example 13.2.2 Let z1 = −1 + i, z2 = 2 + 2i. Find |z1 + z2 | and |z1 | + |z2 | and verify
triangle inequality for z1 and z2 .
Solution: √ √
|z1 + z2 | = | − 1 + i + 2 + 2i| = |1 + p3i| = 1 + 3√= 10 ≈ 3.16
2 2
√ √
|z1 | + |z2 | = | − 1 + i| + |2 + 2i| = (−1)2 + 12 + 22 + 22 = 2 + 8 ≈ 4.24
√ √ √
10 < 2 + 8 ⇒ triangle inequality holds.
It directly follows that
|Rez| ≤ |z| |Imz| ≤ |z|
The addition rules for the sine and cosine now yield
Taking absolute values and arguments on both sides of (13.18), we thus obtain the im-
portant rules
|z1 z2 | = |z1 ||z2 | (13.19)
arg(z1 z2 ) = argz1 + argz2 up to integer multiples of 2π (13.20)
Division
The quotient z = z1 /z2 is the number z satisfying zz2 = z1 . Hence |zz2 | = |z||z2 | = |z1 |,
arg(zz2 ) = argz + argz2 = argz1 . This yields
z1 |z1 |
| |= (13.21)
z2 |z2 |
and
z1
arg = argz1 − argz2 up to integer multiples of 2π (13.22)
z2
z1 r1
= (cos(θ1 − θ2 ) + i sin(θ1 − θ2 )) (13.23)
z2 r2
Solution: √ √
|z1 | = r1 = 2, |z2 | = r2 = 8, θ1 = arctan xy = arctan −1
1
3π
= 4
, θ2 = arctan 22 = π
4
√ √ 3π π 3π π
z1 z2 = 2 8(cos( + ) + i sin( + )) = 4(cos π + i sin π) = −4
4 4 4 4
√
|z1 | 2 1 3π π π
=√ = Arg(z1 /z2 ) = Argz1 − Argz2 = − =
|z2 | 8 2 4 4 2
z1 1 π π i
= cos( ) + i sin( ) =
z2 2 2 2 2
similarly, (13.23) with z1 = 1 and z2 = z n gives (13.24) for n = −1, −2, ....
For |z| = r = 1, formula (13.24) becomes De Moivre’s formula:
We can use De Moivre’s formula to express cos nθ and sin nθ in terms of powers of cos θ and
sin θ. For instance, for n = 2 we have on the left (cos θ + i sin θ)2 = cos2 θ + 2i cos θ sin θ −
sin2 θ. On the other hand according to De Moivre’s formula
cos2 θ + 2i cos θ sin θ − sin2 θ = cos 2θ + i sin 2θ
Taking the real and imaginary parts on both sides with n = 2 gives for real part:
cos 2θ = cos2 θ − sin2 θ and for imaginary part sin 2θ = 2 cos θ sin θ
As this example shows complex methods often also simplify the derivation of real formulas.
Roots
If z = wn , n = 1, 2, ..., then to each value of w there corresponds one value of z. We shall
immediately see that, conversely, to a given z 6= 0 there corresponds precisely n distinct
values of w. Each of these values is called an nth root of z, and we write
√
w= nz (13.26)
√
n
√
n
θ + 2kπ θ + 2kπ
z= r(cos + i sin ) (13.27)
n n
√
where k = 0, 1, ..., n − 1. These n values lie on a circle of radius n r with center√at
the origin and constitute the vertices of a regular polygon of n sides. The value of n z
obtained
√ by taking the principle value of argz and k = 0 is called the principal value of
w = z.
n
√
n 2kπ 2kπ
1 = cos + i sin , (13.28)
n n
where k = 0, 1, ..., n − 1. These n values are called the nth roots of unity. They lie on
the circle of radius 1 and center 0, briefly called the unit circle.
√
Example 13.2.4 Find all the roots of 3 216
Solution:
√ √
3 3 2kπ 2kπ
216 = 216 cos + i sin
3 3
k = 0 ⇒ 6(cos 0 + i sin 0) = 6
√ √
−1 3
k = 1 ⇒ 6(cos 2π + i sin 2π
) = 6( + i ) = −3 + 3 3i
3 3 2 2√ √
) = 6( −1 + i −2 3 ) = −3 − 3 3i
k = 2 ⇒ 6(cos 4π + i sin 4π
3 3 2
p
4
√
(In other words find all the roots of −8 + 8i 3)
Solution:
√ √
2π 2π
q
z1 = −8 + 8i 3 = 8 (−1) + ( 3) cos
2 2 + i sin
3 3
2π 2π
= 16 cos + i sin
3 3
On the otherhand
√ √
q
θ + 2kπ θ + 2kπ 4
zk = n r(cos + i sin )= −8 + 8i 3
n n
√
4 2π π 2π π
= 16 cos( + k ) + i sin( +k )
3·4 2 3·4 2
π π π π
= 2 cos( + k ) + i sin( + k )
6 2 6 2
π π kπ kπ
= 2 cos( ) + i sin( ) cos( ) + i sin( )
6 6 2 2
π π π π k
= 2 cos( ) + i sin( ) cos( ) + i sin( )
6 6 2 2
√ !
3 1
=2 +i ik , k = 0, 1, 2, 3
2 2
√
z0 = 3+i
√
z
1 = −1 + i 3
⇒ √
z2 =− 3−i
√
=1−i 3
z3
wherez = x + iy
This definition is motivated by the requirements that make ez natural extension of the
real exponential function ex , namely
(ez )0 = ez (13.30)
Further properties:
ez1 +z2 = ez1 ez2 (13.31)
1 ez1
e−z = , = ez1 −z2 and (ez )n = enz (13.32)
ez ez2
ez = ex eiy (13.33)
So called Euler formula:
eiy = cos y + i sin y (13.34)
From Euler formula we get:
(2◦ ) and
z = x + iy = r(cos θ + i sin θ) = reiθ , (13.36)
p
where r = |z| = x2 + y 2 and θ = arg z = arctan(y/x).
−π < y ≤ π (13.38)
This infinite strip is called a fundamental region of ez .
Solution:
Solution:
Solution:
ln3
|e3z | = e3x = 3 ⇒ 3x = ln3 ⇒ x =
3
H.W-Kayondo & D.W-Ddumba, Engineering Math I- Lecture Notes 495
CHAPTER 13. COMPLEX VARIABLE ALGEBRA
are finite in all complex numbers z ∈ C and if z = x ∈ R, their sums are cos x and
sin x.
∞
X z 2n+1 z3 z5
sin z = (−1)n =z− + − +... (13.39)
n=0
(2n + 1)! 3! 5!
∞
X z 2n z2 z4
cos z = (−1)n =1− + − +... (13.40)
n=0
(2n)! 2! 4!
When we solve cos z and sin z from this equation pair, we get
( iz −iz
cos z = e +e 2
,
iz −iz z ∈ C.
sin z = e −e2i
,
sin z 1
tan z = , cot z = . (13.42)
cos z tan z
tan z and sec z are analytic elsewhere except in point z = π/2 + nπ, where cos z = 0
(n ∈ Z). cot z and csc z are analytic elsewhere except in point z = nπ, where tan z = 0
(n ∈ Z).
Tangents and cotangents period is π.
Formulas for the derivatives follow readily from (ez )0 = ez as in calculus,
(cos z)0 = − sin z, (sin z)0 = cos z, (tan z)0 = sec2 z (13.44)
etc. Equations 13.39 and 13.40 also shows that Euler’s formula is valid in complex
eiz = cos z + i sin z (13.45)
for all z.
Real and imaginary parts of cos z and sin z are needed in computing values, and they
also help in displaying properties of our functions.
and
From equations follows that 2π is periodicity of sine and cosine. We show that all periods
of sine ω are 2π:n multiples. Assume that ∀ z ∈ C, sin(z + ω) = sin z.
• We choose z = 0 =⇒ sin ω = 0,
a)
cos(π + πi) = cos π cosh π − i sin π sinh π = − cosh π
b)
cos 10i = cosh 10 = 11013
Solution:
1 iz
e + e−iz = 5
cos z =
2
⇒ e2iz + 1 = 10eiz
√
iz 10 ± 2 100 − 4 √
e = = 5 ± 25 − 1 = 9.899 and 0.101
2
On the otherhand eiz = e−y+ix , thus e−y = 9.899 or 0.101 and eix = 1
1 1
cosh z = (ez + e−z ) sinh z = (ez − e−z ) (13.52)
2 2
sinh z cosh z
tanh z = coth z =
cosh z sinh z
1 1
sec hz = csc hz = (13.54)
cosh z sinh z
and conversely
cos iz = cosh z sin iz = i sinh z (13.56)
Here we have another case of unrelated real functions that have related complex analogs,
pointing again to the advantage of working in complex in order to get both a more unified
formalism and a deeper understanding of special functions. This is one of the main reasons
for the importance of complex analysis.
For hyperbolic functions we also have
Example 13.5.1 Find all solutions of a) sin z = 1000 b) cosh z = 0 c) sinh(4 − 3i)
Solution:
a)
sin z = sin x cosh y + i cos x sinh y = 1000
b)
cosh z = cosh x cos y + i sinh x sin y = 0
Now for sinh x sin y = 0 sin y 6= 0 for those y values hence sinh x = 0 which is true
when x = 0.
Answer: z = ±(2n + 1) π2 i, n = 0, 1, 2, ...
c)
sinh(4 − 3i) = sinh 4 cos(−3) + i cosh 4 sin(−3) = −27.017 − 3.854i
Revision Questions
−1−i
√ )25 .
3. Find |z| and Arg(z) and write z in form x + iy, when z = ( 1−i 3
√
4. Find all values of −7 − 24i.