MATH 10250

MATHS FOR ENGINEERS I DIFFERENTIAL CALCULUS

Dr. Marius Ghergu
School of Mathematical Sciences
University College Dublin
e-mail: marius.ghergu@ucd.ie
Contents
1 Sets and functions 3
1.1 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 The composite of two functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.4 Inverse functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2 Limits and Continuity 12
2.1 Innite limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.2 Continuity of functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.3 Some examples of continuous functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.4 Basic Limit Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.5 lHopitals Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3 Dierentiation 16
3.1 Mechanical Interpretation of Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.2 Tangent lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.3 Basic Rules of Dierentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
3.4 Derivatives of some standard functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
3.5 Inverse trigonometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
3.6 Dierentiation of inverse functions in general . . . . . . . . . . . . . . . . . . . . . . . 19
3.7 Implicit dierentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.8 Appendix on trigonometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4 The exponential and logarithm functions 21
4.1 Some properties of the exponential. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.2 Properties of log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.3 Logs to other bases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1
4.4 The power function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.5 Properties of the power function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.6 Logarithmic dierentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
5 The hyperbolic functions 25
5.1 Standard formulae for hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . . . 26
5.2 Osborns Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
5.3 Derivatives of hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
5.4 Inverse hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
5.5 Expression in log form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
6 Extrema of functions 29
6.1 The Mean-Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
6.2 Consequences of the Mean-Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 31
6.3 Regions of increase and decrease . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
6.4 Second Derivative Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
7 Integral Calculus 32
7.1 Methods of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
8 Numerical Approximation of Denite Integrals 36
9 Applications of the Integral Calculus 37
9.1 Total Area . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
9.2 Area bounded by two graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
9.3 Volume of a Solid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
9.4 Length of a Graph . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
9.5 Area of a Surface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
9.6 Centres of Mass and Centroids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
10 Sequences and Series 39
10.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
10.2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
10.3 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
10.4 Representing functions by power series . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
11 Dierential Equations 42
11.1 First Order Dierential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
11.2 Linear First Order Dierential Equations . . . . . . . . . . . . . . . . . . . . . . . . . 43
12 Linear Second Order Dierential Equations 44
12.1 Homogeneous Linear Second Order Dierential Equations . . . . . . . . . . . . . . . . 44
2
12.2 Nonhomogeneous Linear Second Order Dierential Equations . . . . . . . . . . . . . . 45
13 Revision 47
13.1 The hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
13.2 Numerical Approximation of Denite Integrals . . . . . . . . . . . . . . . . . . . . . . 47
13.3 Applications of the Integral Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
13.3.1 Total Area . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
13.3.2 Area bounded by two graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
13.3.3 Volume of a Solid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
13.3.4 Length of a Graph . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
13.3.5 Area of a Surface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
13.3.6 Centres of Mass and Centroids . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
13.4 Representing functions by power series . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
13.5 Dierential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
13.5.1 Linear First Order Dierential Equations . . . . . . . . . . . . . . . . . . . . . 50
13.5.2 Linear Second Order Dierential Equations . . . . . . . . . . . . . . . . . . . . 50
13.5.3 Homogeneous Linear Second Order Dierential Equations . . . . . . . . . . . . 50
13.5.4 Nonhomogeneous Linear Second Order Dierential Equations . . . . . . . . . . 50
1 Sets and functions
1.1 Sets
Set theory was introduced in the late 19th century by the German mathematician Georg Cantor
(1845-1918). One of his motivations was his interest in comparing the magnitudes of innite sets of
numbers.
Denition 1.1 A set is a collection of elements.
A subset of a set is a subcollection of the elements of that set.
Sets will usually be labelled by capital letters and the elements of the set by small letters.
Important sets
The set of the natural numbers N = {1, 2, , n, n + 1, } also known as the set of positive
integers.
The set of the integer numbers Z = { , 3, 2, 1, 0, 1, 2, 3, }.
The set of the rational numbers Q =
_
a
b
: a Z, b Z, b = 0
_
.
The set of the real numbers R. It is helpful to think of the real numbers as corresponding to
points on a straight line extending innitely to both left and right. This line is called the real
number line.
Remark 1.2 We always have N Z Q R
Remark 1.3

2, are not a rational number
The modulus of a real number
3
Denition 1.4 For any real number x we dene the modulus of x, denoted | x | by
|x| =
_
x if x 0
x if x < 0
Properties of the modulus of a real number
(i) |x| 0 for all x R and |x| = 0 if and only if x = 0.
(ii) |(x)| = |x|x R
(iii) |xy| = |x||y|x, y R
(iv) |x +y| |x| +|y|x, y R (this is known as the triangle inequality.)
Exercise: Prove the above four properties of the modulus!
Note

x
2
= |x| x R because square root sign denotes the positive square root.
Intervals
Let a and b be real numbers with a < b, i.e. a is to the left of b on the real number line.
The open interval (a, b) = {x R : a < x < b}.
The closed interval [a, b] = {x R : a x b}
The half-open interval [a, b) = {x R : a x < b}.
The half-open interval (a, b] = {x R : a < x b}.
The interval (a, ) = {x R : a < x}.
The interval (, b) = {x R : x < b}.
Remark Innity is not a real number but is a convenient symbol usually written .
Remark In this course the most important sets which we will use are the set R and the various
intervals on R.
1.2 Functions
Denition Let A and B be sets.
A function f from A to B is a rule of correspondence that assigns to each element x A a unique
element in B denoted f(x).
We write f : A B.
A is called the domain of the function f.
B is called the range (or the codomain) of the function f.
The graph of a function
For functions f : R R a useful geometric device is the graph.
4
For some easy examples it can be sketched immediately.
Some examples of functions
Example 1
f : R R, f(x) = x
This is called the identity function or identity map.
Its graph is a slanting straight line of slope 1 and passing through the origin, i.e. the point (0, 0)
Ex 2
f : R R, f(x) = mx +c where m and c are constants, i.e. xed real numbers.
Its graph is a slanting line of slope m.
When m = 0 the graph is a line of slope zero, i.e. a horizontal line.
Ex 3
f : R R, f(x) =| x |
This is the modulus or absolute value function. See earlier for some of its properties.
Its graph has a sharp point at the origin.
Ex 4
f : R R, f(x) = x
2
Its graph is a parabola with vertex at the origin and its axis of symmetry is the y-axis.
Quadratic functions
The simplest case of a quadratic function is f : R R, f(x) = x
2
.
y=x
2
x
y
To plot the graph of f(x) = x
2
we simply have to reect the graph of f(x) = x
2
with respect to x
General case of a quadratic function f : R R, f(x) = ax
2
+bx +c, a, b, c R, a = 0.
Example 1. Sketch the graph of f : R R f(x) = x
2
4x + 7.
Step 0: We rst use the completion of squares to write f(x) as
f(x) = (x
2
4x) + 7 = (x
2
4x + 4) + 7 3
= (x
2
4x + 4) + 3
= (x 2)
2
+ 3
Step 1: Start from the graph of y = x
2
5
y
x
y=x
2
y=x
2
x
y
Step 2: Move the graph at Step 1 two units to the right to obtain the graph of y = (x 2)
2
x
y
(2,0)
y=(x2)
2
Step 3: Lift three units the graph of y = (x 2)
2
to obtain the graph of y = (x 2)
2
+ 3
Conclusion We have constructed the graph of f(x) = (x 2)
2
+ 3 in three steps:
Step 1: Plot the graph of y = x
2
Step 2:Plot the graph of y = (x 2)
2
Step 3: Plot the graph of y = (x 2)
2
+ 3.
Example 2. Sketch the graph of f : R R g(x) = x
2
+ 6x 1.
Step 0: We rst use the completion of squares to write f(x) as
6
x
y
(2,0)
y=(x2) +3
3
2
f(x) = (x
2
+ 6x) 1 = (x
2
+ 6x + 9) 1 9
= (x
2
+ 6x + 9) 10
= (x + 3)
2
10
Step 1: Start from the graph of y = x
2
y=x
2
x
y
Step 2: Move the graph at Step 1 three units to the left to obtain the graph of y = (x + 3)
2
x
y
y=(x+3)
2
(3,0)
Step 3: Move ten units below the graph of y = (x+3)
2
below the horizontal axis to obtain the graph
of y = (x + 3)
2
10
7
y
x
2
y=(x+3) 10
(3,0)
10
Example 3. Sketch the graph of f : R R h(x) = x
2
2x + 3.
Step 0: We rst use the completion of squares to write h(x) as
h(x) = (x
2
+ 2x) + 3 = (x
2
+ 2x + 1) + 4
= (x
2
+ 2x + 1) + 4
= (x + 1)
2
+ 4
Step 1: Start from the graph of y = x
2
y=x
2
x
y
Step 2: Move the graph at Step 1 one unit to the right to obtain the graph of y = (x + 1)
2
2
(1,0)
y=(x+1)
x
y
Step 3: Reect the graph of y = (x + 1)
2
obtained at Step 2 with respect to the horizontal axis to
obtain the graph of y = (x + 1)
2
.
Step 4: Sketch the graph of h(x) = (x + 1)
2
+ 4 by moving up four units the graph at Step 3.
8
x
y
y=(x+1)
2
(1,0)
x
y
(1,0)
h(x)=(x+1) +4
2
4
The cubic function f : R R, f(x) = x
3
.
Unlike the quadratic function g(x) = x
2
, the cubic function f(x) = x
3
takes negative values: f(1) =
1, f(2) = 8, f(2) = 8. the graph of cubic function is plotted below.
x
f(x)=x
3
y
1.3 The composite of two functions
Denition 1.5 Let f : A B and g : B C be two functions.
The composite of f and g is the function denoted g f : A C dened by
(g f)(x) = g(f(x)) for all x A.
Example. Let f : R R, f(x) = 2x + 1 and g : R R, g(x) = x
2
+ 2.
9
Then
(g f)(x) = g(f(x)) = f(x)
2
+ 2
= (2x + 1)
2
+ 2
= (2x
2
+ 4x + 1) + 2
= 4x
2
+ 4x + 3.
In the same manner
(f g)(x) = f(g(x)) = 2g(x) + 1
= 2(x
2
+ 2) + 1
= 2x
2
+ 5.
Remark 1 To be able to dene the composite g f we need the domain of f to be equal the range
of g.
Remark 2 In general f g = g f.
Example. f(x) = 2x + 1 and g(x) = 3x 4.
1.4 Inverse functions
Denition Let f : A B be a function.
If there exists a function g : B A such that
(g f)(x) = x for all x A
and also
(f g)(x) = x for all x B,
then f is said to be the invertible.
The function g is called the inverse function of f and it is denoted by f
1
: B A.
Remark 1 By the symmetry of this denition it follows also that f is the inverse function of g. Hence
f and g are inverses of each other.
Remark 2
Many functions will not have inverses, but if an inverse function exists then it is unique.
Remark 3 Let f : A B be an invertible function. Then its inverse is f
1
: B A.
Hence,
the domain of f
1
is the range of f
the range of f
1
is the domain of f.
Question
When does a function have an inverse ?
To answer this question we need the following notions :
The function f : A B is said to be injective if f(x
1
) = f(x
2
) implies x
1
= x
2
, i.e. if f keeps
elements of A separate, i.e. f does not take two dierent elements of A to the same element of B.
The function f : A B is said to be surjective if the image of f equals the whole of B, i.e. if y B
then x X such that f(x) = y.
The function f : A B is said to be bijective if it is both injective and surjective.
(Alternative terminology - one-one means injective, onto means surjective.)
10
Graphical criterion for injectivitity and surjectivity of real-valued functions
A function f : R R is injective if and only if each horizontal line, ( i.e. line parallel to the x-axis)
cuts the graph of y = f(x) in at most one point.
A function f : R R is surjective if and only if each horizontal line cuts the graph of y = f(x) in at
least one point.
A function f : R R is bijective if and only if each horizontal line cuts the graph of y = f(x) in
exactly one point.
Theorem
A function f : A B has an inverse if and only if f is bijective.
Remark 1
To calculate the inverse of a function given by a formula y = f(x) you solve this equation for x in
terms of y.
Example - f : R R, f(x) = 5x + 8 is easily seen to be bijective, and solving y = f(x) = 5x + 8
yields x = (y 8)/5.
Hence the inverse of f is the function g : R R, g(x) = (x 8)/5.
Comment
Inverse function provide some of the most useful functions in mathematics. Later in this course we
will meet
the inverse trigonometric functions, i.e., inverses of sine, cosine, tangent;
exponential and logarithmic functions, which are inverses of each other;
hyperbolic functions and their inverses
Some terminology on functions
Even functions
The function f : R R is called an even function if f(x) = f(x) x R
Symmetry feature - the graph of an even function will be symmetric about the y-axis
Standard examples of even functions are x
n
with n even, i.e. the even powers of x, and also the
trigonometric function cos x.
Odd functions
The function f : R R is called an odd function if f(x) = f(x) x R.
Symmetry feature - the graph of an odd function will be symmetric about the origin, i.e. the graph
equals its own reection in the origin.
Standard examples of odd functions are x
n
with n odd, i.e. the odd powers of x, and also the
trigonometric function sin x.
Periodic functions
The function f : R R is called a periodic function if there exists a positive real number p such
that f(x +p) = f(x) x R.
The least such positive integer p is called the period of the function f.
Symmetry feature - the graph repeats itself, i.e. once you know the graph on the interval [0, p] you
can draw the whole graph.
11
Standard examples are the trigonometric functions sine and cosine which are periodic of period 2,
and also the saw-tooth wave function f(x) = x [x] which is periodic of period 1.
2 Limits and Continuity
The notion of limit is fundamental for any course in dierential calculus because the derivative of a
function is dened as a limit.
Informal denition of a limit
Let f : U R be a function with either U = R or else U is some open interval on R. Let x
0
U.
We say that that the real number L is the limit of the function f(x) as x tends to the point x
0
provided that the value of f(x) gets arbitrarily close to the value L as x gets closer and closer to the
point x
0
without actually reaching the value x
0
.
There is no guarantee that any such number L will exist. If no such real number L exists then we
say that the limit does not exist
Notation
We write lim
xx
0
f(x) = L or alternatively we write f(x) L as x x
0
as short for the sentence
f(x) tends to the limit L as x tends to the point x
0
.
It should be noted that the actual value of f at the point x
0
is not relevant to determining the limit.
It is the values of f(x) for x very close to x
0
which matter. Indeed we can discuss lim
xx
0
f(x) even
when the function f is not dened at x
0
as long as f(x) is dened for all other values of x in the
neighbourhood of the point x
0
.
So, for example, if f(x) = sin x/x we can discuss lim
x0
f(x) because f is dened for all x = 0. (this
limit is 1 as we shall see later).
Formal denition of a limit
Let f : U R be a function with either U = R or else U is some open interval on R. Let x
0
U
and let L R.
Then lim
xx
0
f(x) = L provided that, given any positive real number , however small, there exists
a positive real number such that | f(x) L |< for all x satisfying 0 <| x x
0
|< .
Remark 1
The value of will depend on . The smaller the value of that is chosen then the smaller the value
of that is needed.
Remark 2
This formal denition is the formulation into precise mathematical language of the informal denition
given above.
The use of this formal denition is often referred to as technique.
is the Greek letter epsilon, is the Greek letter delta.
In this course you are not required to use technique.
2.1 Innite limits
Let f : U R be a function with either U = R or else U is some open interval on R. Let x
0
U.
12
We say that f has limit as x tends to x
0
and write lim
xx
0
f(x) = provided that, given any
positive real number M, there exists a positive real number such that f(x) > M for all x U
satisfying 0 <| x x
0
|< .
We say that f has limit as x tends to x
0
and write lim
xx
0
f(x) = provided that, given any
positive real number M, there exists a positive real number such that f(x) < M for all x U
satisfying 0 <| x x
0
|< .
Remark
When the function f tends to a dierent values depending on whether you approach x
0
from the
right or from the left then the limit lim
xx
0
f(x) does not exist.
Some examples of limits
Ex 1
lim
x3
(2x + 7) = 13
Ex 2
lim
x1
x
2
1
x1
= 2 because x
2
1 = (x 1)(x + 1) so that x = 1,
x
2
1
x1
= x + 1.
Ex 3
lim
x3
3+

x+6
3x
=
1
6
.
To see this multiply top and bottom by 3

x + 6 so that the quotient simplies to

1
3+

x+6
.
Ex 4
lim
x0
[x] does not exist, where [x] denotes the integral part of x(i.e. the greatest integer less than
or equal to x)
2.2 Continuity of functions
Let f : U R be a function with either U = R or else U is some open interval on R and let x
0
U.
Denition The function f is said to be continuous at the point x
0
provided that lim
xx
0
f(x) =
f(x
0
).
Denition The function f is said to be continuous provided that it is continuous at each point x
0
in its domain U.
Intuitive picture
The function f will be continuous if and only if the graph of y = f(x) is unbroken, i..e it can be
drawn without lifting your pen from the paper.
While continuous functions are important for dierential calculus there are some discontinous func-
tions which are very useful in the mathematical modelling of some physical situations, e.g. square
wave function, saw-tooth wave function etc.
Note also that if the domain of a function f has a break in it then the graph of y = f(x) will
necessarily have a break in it. However the function may possibly be continuous at each point of its
domain, e.g. f : R\0 R, f(x) = 1/x is continuous at each point of its domain.
2.3 Some examples of continuous functions
Ex - all polynomials are continuous, e.g. f(x) = x
3
+ 3x
2
+ 3x + 1. The graph is an unbroken curve.
Ex - the trigonometric functions sine and cosine, f(x) = sin x and f(x) = cos x, are continuous. The
graph of each one is an unbroken curve.
13
Some examples of non-continuous functions
Ex - f : R R, f(x) = [x], the integral part of x, i.e. the greatest integer less than or equal to x.
We saw this as Ex 7 in chapter 1.
Its graph has breaks at each integer value of x, so that f fails to be continuous at each integer value
of x.
Ex - f : R R, f(x) = x [x]. This is the saw-tooth wave function and fails to be continuous at
each integer value of x.
Inverse functions and continuity
If the function f : R R is bijective then it has an inverse g : R R.
If f is continuous then it is easily seen that g must also be continuous.
This follows from the fact that to obtain a formula for the inverse you solve the equation y = f(x)
for x in terms of y. Hence the graph of g is obtained from that of f by swapping the x and y-axes.
Thus if the graph of f is unbroken then the same is true of the graph of g.
2.4 Basic Limit Theorems
(1) lim
xx
0
(f(x) +g(x)) = lim
xx
0
f(x) + lim
xx
0
g(x),
i.e. limit of sum = sum of limits
(2) lim
xx
0
kf(x) = k lim
xx
0
f(x) where k is any constant,
i.e. any constant multiplying a function can be taken outside of the limit.
(3) lim
xx
0
(f(x)g(x)) = lim
xx
0
f(x) lim
xx
0
g(x),
i.e. limit of product = product of limits
(4) lim
xx
0
(f(x)/g(x)) = (lim
xx
0
f(x))/(lim
xx
0
g(x)),
provided that lim
xx
0
g(x) = 0 and g(x) = 0 in the neighbourhood of x
0
i.e. limit of quotient = quotient of limits provided that the quotients are well-dened, i..e provided
that the bottom line does not become zero.
(5) If f(x) g(x) for all x in the neighbourhood of x
0
then lim
xx
0
f(x) lim
xx
0
g(x).
(6) The Sandwich Limit Theorem
Suppose that f(x) g(x) h(x) for all x in the neighbourhood of x
0
, and that lim
xx
0
f(x) =
lim
xx
0
h(x) = L.
Then lim
xx
0
g(x) = L.
i.e. if the function g is sandwiched between two functions f and h which tend to the same limit L
then g must also tend to L.
A famous limit
lim
xx
0
(
sinx
x
) = 1
This can be proved by some geometry and the Sandwich Limit Theorem.
14
2.5 lHopitals Rule
This is a handy rule for evaluating limits involving quotients of functions.
Suppose that f(x
0
) = g(x
0
) = 0 and that the derivatives f

(x) and g

(x) exist for all x in the

neighbourhood of x
0
.
Then lim
xx
0
f(x)
g(x)
= lim
xx
0
f

(x)
g

(x)
if this latter limit exists.
Note - Sometimes it may be necessary to use lHopitals Rule twice or more to evaluate a limit.
Beware that it is only valid to use lHopitals Rule if f(x
0
) = g(x
0
) = 0.
If the quotient f(x
0
)/g(x
0
) happens to be a nite real number then it is almost certainly the value
of the limit.
Limits as x tends to innity
Informal denition
Let f : U R be a function with either U = R or else U contains some interval (a, ) on R, so
that it makes sense to talk about the values of f(x) as x tends to innity.
We say that that the number L (real or ) is the limit of the function f(x) as x tends to innity
provided that the value of f(x) gets arbitrarily close to the value L as x gets larger and larger.
We write lim
x
f(x) = L, or alternatively we write f(x) L as x as short for the sentence
f(x) tends to the limit L as x tends to innity.
Formal denition
Let f : U R be a function where U is as in the informal denition above.
Then lim
x
f(x) = L R provided that, given any positive real number , however small, there
exists a positive real number x
0
such that | f(x) L |< for all x satisfying x > x
0
.
Remark
The value of x
0
will depend on . The smaller the value of that is chosen then the larger the value
of x
0
that is needed.
Examples
Ex 1
lim
x
2x
3
+x
2
+x+1
7x
3
x
2
x+4
=
2
7
To see this divide top and bottom by x
3
.
Ex 2
lim
x
x
999
+2
x
1000
+5
= 0
To see this divide top and bottom by x
1000
Ex 3
lim
x
x
4
+1
x
3
1
= .
To see this divide top and bottom by x
4
(The general technique for these examples is to divide top and bottom by the highest power of x
appearing.)
15
3 Dierentiation
Denition 3.1 Let f : U R be a function where either U = R or U is some open interval on R.
Let x
0
be a point in U. If
lim
h0
f(x
0
+h) f(x
0)
h
exists, it is called the derivative of f at x
0
We will usually denote the derivative by f

(x
0
).
Other common notation used is
df
dx
or
dy
dx
if we write y = f(x).
The quantity
f(x
0
+h) f(x
0)
h
is known as the Newton quotient.
In other notation we sometimes write y
0
= f(x
0
), h = x, y
0
+y = f(x
0
+h). Then we have
dy
dx
= lim
x0
y
x
Terminology
If f

(x
0
) exists we say that the function f is dierentiable at the point x
0
.
If f

(x
0
) exists at all points x
0
in the domain of f we say that the function f is dierentiable.
Important remark
If the function f is dierentiable at the point x
0
then f is continuous at the point x
0
,
i.e. dierentiable implies continuous.
This follows from the fact that the top line of the Newton quotient must tend to zero for the limit in
the denition of the derivative to exist, and top line tending to zero says exactly that the function is
continuous.
Beware !! The converse implication is false (that is, continuous does not imply dierentiable)
Example f : R R, f(x) =| x |, modulus of x. This function is continuous at the point x = 0 but
not dierentiable at x = 0.
Geometric Interpretation of Derivative
The derivative f

(x
0
) may be interpreted as the slope of the tangent at the point (x
0
, f(x
0
)) to the
graph of y = f(x).
The derivative exists if and only if the graph has a tangent of nite slope at the point (x
0
, f(x
0
)).
3.1 Mechanical Interpretation of Derivative
The derivative f

(x
0
) may be interpreted as the instantaneous rate of change of y with respect to x
where y = f(x).
If x represents time and y represents distance then the Newton quotient represents the average speed
over a time interval of length h and the derivative represents the instantaneous speed at time x = x
0
.
3.2 Tangent lines
The equation of any tangent line to the curve y = f(x) is easily calculated.
16
Writing y
0
= f(x
0
) and m = f

(x
0
), the equation of the tangent at the point (x
0
, y
0
) is
y y
0
= m(x x
0
).
Similarly the normal line at (x
0
, y
0
), i.e. the line perpendicular to the tangent line, is
y y
0
= (1/m)(x x
0
)
3.3 Basic Rules of Dierentiation
(1)
d
dx
(f +g) =
df
dx
+
dg
dx
(2)
d(kf)
dx
= k
df
dx
where k is a constant
(3) PRODUCT RULE
d
dx
(fg) = f
dg
dx
+g
df
dx
(4) QUOTIENT RULE
d
dx
_
f
g
_
=
g
df
dx
f
dg
dx
g
2
(5) CHAIN RULE
Let u(x) be a dierentiable function of x and g(u) be a dierentiable function of u.
Then the composite function (g u)(x) is dierentiable and, writing
dg
dx
as short for
d
dx
( g u), we
have the chain rule formula
dg
dx
=
dg
du
du
dx
In composite notation we should really write
(g u)

(x
0
) = g

(u(x
0
)) u

(x
0
)
Remark
Dierentiation from rst principles is not required for the examination.
Dierentiation using the above rules will most certainly be examined.
3.4 Derivatives of some standard functions
(1) f(x) = k:f

(x) = 0 for any constant k.
(2) f(x) = x
n
:f

(x) = nx
n1
for all integers n, both positive and negative.
(3) Trigonometric functions (also sometimes called the circular functions)
f(x) = sin x, f

(x) = cos x
f(x) = cos x, f

(x) = sin x
17
f(x) = tan x, f

(x) = sec
2
x
f(x) = sec x, f

(x) = sec xtan x

f(x) = cosecx, f

(x) = cosecxcot x
f(x) = cot x, f

(x) = cosec
2
x
Beware that tan and sec are undened at all odd integer multiples of

2
since cos takes value zero at
these points.
Beware that cosec and cot are undened at all integer multiples of since sin takes value zero at
these points.
3.5 Inverse trigonometric functions
Inverse sine, denoted sin
1
or arcsin .
The function f : R R, f(x) = sin x is neither injective nor surjective. To make it injective we
restrict the domain to be [

2
,

2
], and to make it surjective we restrict the codomain to be [1, 1].
Hence we dene the inverse sine function as follows :
sin
1
: [1, 1] [

2
,

2
] is dened to be the unique element y [

2
,

2
] such that sin y = x.
The derivative of sin
1
x exists for all x (1, 1) and
d
dx
(sin
1
x) =
1

1 x
2
Inverse cosine, denoted cos
1
or arccos .
The function f : R R, f(x) = cos x is neither injective nor surjective. To make it injective we
restrict the domain to be [0, ], and to make it surjective we restrict the codomain to be [1, 1].
Hence we dene the inverse cosine function as follows :
cos
1
: [1, 1] [0, ] is dene to be the unique element y [0, ] such that cos y = x.
The derivative of cos
1
x exists for all x (1, 1) and
d
dx
(cos
1
x) =
1

1 x
2
Inverse tangent, denoted tan
1
or arctan
The function f : R R, f(x) = tan x is not injective but is surjective. To make it injective we
restrict the domain to be the open inerval (

2
,

2
). Hence we dene the inverse tangent function as
follows :
tan
1
: R (

2
,

2
) is dened to be the unique element y (

2
,

2
) such that tan y = x.
The derivative of tan
1
x exists for all x R and
d
dx
(tan
1
x) =
1
1 +x
2
The above are the three most important inverse trigonometric functions. Inverses of the other trigono-
metric functions, i.e. sec, cosec and cot, can also be dened, with appropriate choices of domain and
codomain, and formulae for their derivatives obtained.
Equivalently we can dene them as follows :
18
sec
1
x = cos
1
1
x
cosec
1
x = sin
1
1
x
cot
1
x = tan
1
1
x
3.6 Dierentiation of inverse functions in general
Let the function f(x) be dierentiable and bijective. Let g be the inverse function of f so that
g(f(x)) = x and f(g(x)) = x for all x.
Then the function g is dierentiable at all points f(x
0
) where f

(x
0
) = 0 and
g

(f(x
0
) =
1
f

(x
0
)
Remark 1
Geometrically we can see why the condition f

(x
0
) = 0 is necessary. The graph of y = g(x) is
obtained from that of y = f(x) by swapping the roles of the x and y-axes. If f

(x
0
) = 0 then the
tangent to the graph of y = f(0x) has slope zero, i.e. it is horizontal, at the point x
0
. On swapping
the axes the tangent to the graph of y = g(x) will become vertical at the point f

(x
0
), i.e. the slope
becomes innite, so that the derivative g

will not exist at the point f (x

0
).
Note that if f is bijective and dierentiable with f

(x) = 0 for all x in the domain of f then the
inverse function g will be dierentiable throughout its domain.
If you can dierentiate f(x) then the following technique enables you to calculate the derivative of g.
Write y = g(x)
Then f(y) = f(g(x)) = x since f and g are inverses.
Dierentiate each side of the equation f(y) = x with respect to x to obtain f

(y)
dy
dx
= 1. (Chain
rule was used here !)
This yields the result
dy
dx
=
1
f

(y)
This technique may be used in particular to obtain the derivatives of the inverse trigonometric
functions mentioned above.
3.7 Implicit dierentiation
The technique used above, of dierentiating a whole equation with respect to x, is known as implicit
dierentiation.
We illustrate by an example.
Consider the equation x
3
+y
3
9xy = 0.
Implicit dierentiation gives 3x
2
+ 3y
2 dy
dx
9y 9x
dy
dx
= 0
Re-arranging yields
dy
dx
=
9y 3x
2
3y
2
9x
The equation represents a certain curve in the plane, known as the folium of Descartes.
19
The point (2, 4) lies on the curve. (Check that x = 2, y = 4 satises the equation).
Then, substituting in the formula gives
dy
dx
=
4
5
at the point (2, 4) .
Hence the tangent line at this point has equation
y 4 =
4
5
(x 2)
3.8 Appendix on trigonometry
The two basic trigonometric functions are sine and cosine, written sin and cos for short.
We assume that you are familiar with functions f : R R, f(x) = sin x and f : R R, f(x) = cos x.
These are periodic functions of period 2 and their graphs are wave-shaped curves.
Note that 1 sin x 1 and 1 cos x 1 for all x R.
Also sin(x) = sin x and cos(x) = cos x for all x R,, i.e. sin is an odd function while cos is an
even function.
The other trigometric functions are dened in terms of these :
tan x =
sin x
cos x
, called tangent
sec x =
1
cos x
, called secant
cos ecx =
1
sin x
, called cosecant
cot x =
cos x
sin x
, called cotangent
We will always use the shortened version of these names.
Note that tan x and sec x are undened when cos x = 0, i.e. when x is an odd integer multiple of /2.
Note that cos ecx and cot x are undened when sin x = 0, i.e. when x is an integer multiple of .
From triangle geometry you should be familiar with the following two rules for a triangle with angles
A,B,C at the vertices and the opposite sides of lengths a,b,c respectively :
Sine Rule
a
sin A
=
b
sin B
=
c
sinC
Cosine rule
a
2
= b
2
+c
2
2bc cos A
More generally there are the following standard trigonometric identities :
Triangle identities
cos
2
x + sin
2
x = 1
1 + tan
2
= sec
2
x
1 + cot
2
x = cos ec
2
x
20
Compound angle formulae
sin(x +y) = sin xcos y + cos xsin y
sin(x y) = sin xcos y cos xsin y
cos(x +y) = cos xcos y sin xsin y
cos(x y) = cos xcos y + sin xsin y
tan(x +y) =
tan x + tan y
1 tan xtan y
tan(x y) =
tan x tan y
1 + tan xtan y
Double angle formulae
sin 2x = 2 sin xcos x
cos 2x = 2 cos
2
x 1 = 1 2 sin
2
x
cos
2
x =
1 + cos 2x
2
sin
2
x =
1 cos 2x
2
tan 2x =
2 tan x
1 tan
2
x
Sum and product identities
sin x + sin y = 2 sin(
x +y
2
) cos(
x y
2
)
sin x sin y = 2 cos(
x +y
2
) sin(
x y
2
)
cos x + cos y = 2 cos(
x +y
2
) cos(
x y
2
)
cos x cos y = 2 sin(
x +y
2
) sin(
x y
2
)
Radian measure
In triangle geometry it is usual to measure angles in degrees. However in the calculus of trigonometric
functions it is conventional to measure angles in radians. It is easy to translate from one scale of
measurement to the other.
2 radians = 360 degrees
radians = 180 degrees

2
radians = 90 degrees
etc.
4 The exponential and logarithm functions
Denition 4.1 The exponential function is the unique function f : R R such that
(1) f

(x) = f(x) for all x R,

(2) f(0) = 1.
It can be proved that there exists a unique function f : R R satisfying properties (1) and (2).
We will write either f(x) = exp x or f(x) = e
x
as shorthand notation for the exponential function.
21
4.1 Some properties of the exponential.
(i)
exp x > 0 for all x R. Also exp x as x while exp x 0 as x .
(ii)
(exp x)(exp y) = exp(x +y) for all x, y R
(iii)
exp(x) =
1
exp x
for all x R
Examination of the graph shows that the function f : R R, f(x) = exp x is injective but not
surjective. Its image is (0, ).
Hence the function f : R (0, ), f(x) = exp x, is bijective.
Its inverse is a function (0, ) R called the natural logarithm function, denoted log x, or sometimes
ln x.
4.2 Properties of log
(i) The function log x is dened only for positive values of x. Also log x as x while
log x as x 0.
(ii)
log x > 0 for all x > 1
log x < 0 for all x < 1
log 1 = 0
(iii)
log(exp x) = x for all x R
exp(log x) = x for all x (0, )
(iv)
log(xy) = log x + log y for all x > 0, y > 0
(v)
log(
1
x
) = log x for all x > 0
(vi)
log(
x
y
) = log x log y for all x > 0, y > 0
The real number e
We dene the real number e = exp 1, the value of the exponential function at x = 1.
It can be shown that e is an irrational number with an innte non-recurring decimal expansion.
To three decimal places e = 2.718.
Observe that log e = 1 since log and exp are inverses, so that log(exp 1) = 1.
Dierentiation of the logarithm function
22
We have seen that, as part of the denition, the exponential function equals its own derivative, i.e.
if f(x) = exp x then f

(x) = exp x.
Also, by property (i), exp x > 0 for all x R, so that the derivative of the exponential function is
never zero. It follows then, by our earlier proposition on the dierentiation of inverse functions,
that the logarithm function is dierentiable at all points in its domain.
Indeed
d
dx
(log x) =
1
x
for all x > 0
This follows easily from implicit dierentiation of the equation exp y = x.
4.3 Logs to other bases
Let k be any positive real number, excluding k = 1.
We dene a function log
k
: (0, ) R, called log to the base k, by
log
k
x =
log x
log k
for all x > 0
Here log x and log k are the natural logs.
When k = e note that log
e
x = log x. Thus log to the base e coincides with the natural logarithm
dened earlier as the inverse of the exponential.
Note also that, for any xed k, the function log
k
x is a constant multiple of log x, the constant being
1/ log k.
k > 1: log k > 0: log
k
x is an increasing function of x.
k < 1: log k < 0: log
k
x is an decreasing function of x.
The special case k = 10 gives logs to the base 10. These were the logs commonly used for calculations
up until the last thirty or forty years. They appear in the old books of log tables. Calculators etc
have now replaced log tables !
4.4 The power function
Let a be any positive real number. Let b be any real number. We will now dene a to the power b as
follows:
a
b
= exp(b log a)
4.5 Properties of the power function
(i)
a
0
= 1
(ii)
a
1
= a
(iii)
a
b
a
c
= a
b+c
(iv)
log(a
b
) = b log a
(v)
(a
b
)
c
= a
bc
23
These properties follow easily from the properties of log and exp listed earlier.
Remark 1
The special case a = e, the real number we dened earlier as exp 1, shows that e
x
= exp(xlog e) =
exp x since log e = 1.
This justies the shorthand notation e
x
for the exponential function, because exp x actually is the
real number e raised to the power x.
Remark 2
Our denition can be seen to be consistent with previous conventions and notions about powers.
By our denition a
2
= exp(2 log a) = exp(log a+ log a) = exp(log a) exp(log a) = a times a, using
property (ii) of exp.
Thus a
2
under our denition equals a times a.
Similarly, for any positive integer n, we see that a
n
under our denition equals the product of a with
itself n times.
Also a
1
under our denition equals exp(log a) = 1/ exp(log a) = 1/a, coinciding with our conven-
tional notation of a
1
for 1/a.
Furthemore recall that a
1//2
is used to denote the positive square root of a. This is consistent with
our new denition of a
1/2
= exp(1/2 log a) because exp(1/2 log a) exp(1/2 log a) = exp(1/2 log a +
1/2 log a) = exp(log a) = a. So a
1/2
is a positive real number whose square equals a.
For any positive real number k = 1 we have a function f : R (0, ), f(x) = k
x
which is bijective.
Its inverse can be checked to be the function g : (0, ) R, g(x) = log
k
x, i.e. the functions k
x
and
log
k
x are inverses of each other.. In the special case k = e this reduces to the fact that natural log
and exponential are inverses of each other.
Derivative of k
x
If f(x) = k
x
then f

(x) = k
x
log k.
This is easily veried by using the chain rule.
Remark
For any x > 0 and any real number b the function f(x) = x
b
is meaningful.
The chain rule now easily yields that f

(x) = bx
b1
, i.e. the basic rule for dierentiating powers of
x is valid for all powers, not just integer or rational powers.
4.6 Logarithmic dierentiation
This is the technique to use whenever you need to dierentiate a function involving a power which
is itself a function of x, for example functions such as x
x
, (cos
2
x)
x
2
+x+1
. We illustrate the technique
by doing these two examples.
Ex 1
Let y = x
x
.
Taking logs yields log y = log(x
x
) = xlog x using property (iv) of the power function.
Now dierentiate implicitly to get
1
y
dy
dx
= log x +x(
1
x
)
using the product rule for dierentiation of the right hand side.
This simplies to give
dy
dx
= x
x
(log x + 1)
24
Ex 2
Let y = (cos
2
x)
x
2
+x+1
Taking logs yields log y = log((cos
2
x)
x
2
+x+1
) = (x
2
+ x + 1) log(cos
2
x) using property (iv) of the
power function.
Now dierentiate implicitly to get
1
y
dy
dx
= (2x + 1) log(cos
2
x) + (x
2
+x + 1)(
2 cos xsin x
cos
2
x
)
using the product rule for dierentiation of the right hand side.
This simplies to give
dy
dx
= (cos
2
x)
x
2
+x+1
{(2x + 1) log(cos
2
x) 2(x
2
+x + 1) tan x}
5 The hyperbolic functions
Denition 5.1 The hyperbolic sine function, denoted sinh x is a function R R dened by
sinh x =
e
x
e
x
2
The hyperbolic cosine function, denoted cosh x is a function R R dened by
cosh x =
e
x
+e
x
2
Note
From the denitions we see easily that
(i) sinh x is an odd function of x because sinh(x) = sinh x for all x R
(ii) cosh x is an even function of x because cosh(x) = cosh x for all x R
(iii) sinh 0 = 0
(iv) cosh 0 = 1
(v) sinh x as x and sinh x as x
(vi) cosh x as x
To see (v) and (vi) observe that as x , e
x
0 so that the graph of both y = sinh x and
y = cosh x approach that of y = (1/2)e
x
.
Also as x , e
x
0 so that the graph of y = sinh x approaches that of y = (1/2)e
x
while
the graph of y = cosh x approaches that of y = (1/2)e
x
.
Remark
A basic formula for hyperbolic functions is
cosh
2
x sinh
2
x = 1
This can be veried by using the denitions of cosh and sinh .
This formula is the analogue of the well-known formula in trigonometry
cos
2
x + sin
2
x = 1.
25
Recall that the trigonometric functions are sometimes known as the circular functions because they
can be used to parametrize the unit circle which has equation
x
2
+y
2
= 1
We put x = cos t, y = sin t where 0 t 2.
The hyperbolic functions can be used to parametrize the hyperbola which has equation
x
2
y
2
= 1
We put x = cosh t, y = sinh t where t R.
Thus the hyperbolic functions correspond to the geometry of the hyperbola in the same way as the
trigonometric functions correspond to the geometry of the circle.
The hyperbolic functions have many similarities to the trigonometric functions sin x and cos x but
have some important dierences.
The trigonometric functions are periodic but the hyperbolic functions are not periodic.
The other hyperbolic functions
We dene four more hyperbolic functions, the hyperbolic tangent,secant, cosecant, and cotangent,
denoted tanh, sec h, cos ech, and coth respectively :
tanh x =
sinh x
cosh x
sec hx =
1
cosh x
cos echx =
1
sinh x
coth x =
cosh x
sinh x
The rst two of these are dened for all x R since cosh x is never zero, while the last two are dened
for all x = 0 since sinh 0 = 0.
5.1 Standard formulae for hyperbolic functions
Dividing the formula
cosh
2
x sinh
2
x = 1
by cosh
2
x or by sinh
2
x yields two more formulae
1 tanh
2
x = sec h
2
x
coth
2
x 1 = cos ech
2
x
The usual formulae for trigonometric functions (see appendix to chapter 3), e.g. formulae such as
sin(x+y) = sin xcos y +cos xsin y, have analogues for hyperbolic functions. The following rule may
be used :
26
5.2 Osborns Rule
- Given any addition formula for trigonometric functions we may translate it into a formula valid for
hyperbolic functions with the modication that whenever a product of two sines appears in the trig.
formula we must change the sign in front of it to get the corresponding hyperbolic formula.
Here are some examples :
Ex 1
cos
2
x + sin
2
x = 1 becomes cosh
2
x sinh
2
x = 1
(Note that sin
2
x = sin xsin x is a product of two sines.)
Ex 2
cos x cos y = 2 sin((x +y)/2) sin((x y)/2) becomes cosh x cosh y = 2 sinh((x +y)/2) sinh((x
y)/2)
Ex 3
sin(x +y) = sin xcos y + cos xsiny becomes sinh(x +y) = sinh xcosh y + cosh xsinh y
Ex 4
cos(x y) = cos xcos y sin xsin y becomes cosh(x y) = cosh xcosh y + sinh xsinh y
5.3 Derivatives of hyperbolic functions
(i) f(x) = sinh x, f

(x) = cosh x
(ii) f(x) = cosh x, f

(x) = sinh x
(iii) f(x) = tanh x, f

(x) = sec h
2
x
(iv) f(x) = sec hx, f

(x) = sec hxtanh x

(v) f(x) = cos echx, f

(x) = cos echxcoth x

(vi) f(x) = coth x, f

(x) = cos ech

2
x
Proof
(i) and (ii) follow easily from the denitions of sinhx and cosh x
The other four follow from the quotient rule.
It suces to remember (i) and (ii) only, since from them it is easy to determine the rest.
Beware - the above rule for translating addition formulae to hyperbolic formulae does not hold for
anything involving derivatives.
5.4 Inverse hyperbolic functions
f : R R, f(x) = sinh x is a bijective function.
Its inverse, denoted sinh
1
: R R, is dened by
sinh
1
x equals the unique y R such that sinh y = x.
f : R R, f(x) = cosh x is not bijective but if we must restrict both domain and codomain we
obtain the bijective function f : [0, )[1, ), f(x) = cosh x.
Its inverse is cosh
1
: [1, )[0, ) dened by cosh
1
x equals the unique y [1, ) such that
cosh y = x.
Similarly, by restricting the codomain of tanh, we dene the the inverse hyperbolic tangent.
27
It is the function tanh
1
: (1, 1) R dened by tanh
1
x equals the unique y R such that
tanh y = x.
Also, in similar fashion to what we did for inverse trig. functions, we can dene
sec h
1
x = cosh
1
1
x
cos ech
1
x = sinh
1
1
x
coth
1
x = tanh
1
1
x
Derivatives
(i) f(x) = sinh
1
x, f

(x) =
1

x
2
+1
(ii) f(x) = cosh
1
x, f

(x) =
1

x
2
1
(iii) f(x) = tanh
1
x, f

(x) =
1
1x
2
(iv) f(x) = sec h
1
x, f

(x) =
1
x

1x
2
(v) f(x) = cos ech
1
x, f

(x) =
1
|x|

x
2
+1
(vi) f(x) = coth
1
x, f

(x) =
1
1x
2
These are veried using the standard method for derivatives of inverse functions. We illustrate by
doing (i).
y = sinh
1
x: sinh y = x: cosh y
dy
dx
= 1:
dy
dx
=
1
cosh y
=
1

x
2
+1
Here we used cosh
2
y sinh
2
y = 1 so that cosh y =
_
sinh
2
y + 1, the positive square root being used
because cosh always takers positive values.
It is unnecessary to remember the above formulae (i) -(vi), but you should be able to work them out
if necessary.
5.5 Expression in log form
It is sometimes convenient to expresss the inverse hyperbolic functions in terms of logs :
(i) sinh
1
x = log(x +

x
2
+ 1)
(ii) cosh
1
x = log(x +

x
2
1)
(iii) tanh
1
x =
1
2
log(
1+x
1x
)
We derive (i) as follows :
y = sinh
1
x: sinh y = x:e
y
e
y
= 2x using the denition of sinh .
Multiplying by e
y
yields the equation e
2y
1 = 2xe
y
which can be re-arranged to
e
2y
2xe
y
1 = 0
Properties of the power function show that e
2y
= (e
y
)
2
so that the above equation is
(e
y
)
2
2xe
y
1 = 0
28
This can be viewed as a quadratic in e
y
and the standard formula for solving a quadratic gives
e
y
=
2x

4x
2
+ 4
2
This simplies to
e
y
= x
_
x
2
+ 1
Since e
y
> 0 for all y we can discard the minus sign in this last formula. (Observe that x

x
2
+ 1 < 0
for all x.)
Taking logs now yields the desired formula
sinh
1
x = log(x +
_
x
2
+ 1)
Formulae (ii) and (iii) are veried similarly.
6 Extrema of functions
Let f : U R be a function where either U = R or U is some open interval on R. Let c be a point
in U.
Denition 6.1 The point c U is a called a local maximum of the function f provided that f(x)
f(c) for all x in the immediate neighbourhood of the point c, i.e. if there exists some open interval I
containing c and such that f(x) f(c) for all x I.
Note - if you move far enough away from c then f may well take larger values than f(c).
The point c U is a called a local minimum of the function f provided that f(x) f(c) for all x
in the immediate neighbourhood of the point c, i.e. if there exists some open interval I containing c
and such that f(x) f(c) for all x I.
Note - if you move far enough away from c then f may well take smaller values than f(c).
Remark on terminology
Sometimes the term relative maximum and relative minimum are used instead of local maximum and
local minimum.
Proposition
Suppose that f : (a, b) R is dierentiable at all points of (a, b) and that it has a local maximum or
local minimum at a point c in (a, b).
Then f

(c) = 0.
Proof
Examine the Newton quotient
f(c +h) f(c)
h
If c is a local maximum then the top line of this quotient must always be negative for all h suciently
small in absolute value. Now since h can take both positive and negative values we see that the only
way that the limit of this quotient can possibly exist is if its value is zero.
This shows that f

(c) = 0 as desired.
A similar argument applies when c is a local minimum.
Geometric View
29
Geometricallly this proposition says that at a local maximium or minimum of the function f the
slope of the tangent to the curve y = f(x) is zero, i.e the tangent line is horizontal.
Remark
The above proposition may fail if the function f is not dierentiable at some point in the interval
(a, b).
Example - f : (1, 1) R, f(x) =| x |, the modulus (or absolute value) function.
The point x = 0 is clearly a local minimum but there is no point on (1, 1) where the derivative is
zero.
As we have seen earlier this function is not dierentiable at x = 0.
Also if f is dened on some closed interval and if one of the end-points of the interval is a local
maximum or minimum then the conclusion of the theorem need not hold.
Example - f : [1, 1] R, f(x) = x.
Then x = 1 is a local maximum, x = 1 is a local minimum, but there is no point where the derivative
is zero.
6.1 The Mean-Value Theorem
Suppose that the function f : [a, b] R is continuous on [a, b] and dierentiable on (a, b).
Then there exists at least one point c (a, b) such that
f

(c) =
f(b) f(a)
b a
Mechanical viewpoint
If x represents time and y = f(x) represents distance travellled then we have a mechanical viewpoint
of the Mean-Value Theorem.
The ratio
f(b)f(a)
ba
is the average speed over the time interval (a, b) while the derivative f

(c) is the
instantaneous speed at time t = c. Hence the Mean-Value Theorem says that there is some moment
of time, x = c, in the time interval (a, b) at which the speed at that instant equals the average speed
over the interval.
Remark
Geometrically the Mean-Value Theorem has the following interpretation :
Let P = (a, f(a) and Q = (b, f(b)) be points on the curve y = f(x). Now f

(c) is the slope of the
tangent at x = c while
f(b)f(a)
ba
is the slope of the line segment PQ. The theorem says that there is
some point R = (c, f(c)) on the curve y = f(x) at which the slope of the tangent at R to the curve
equals the slope of the line segment PQ.
Remark
The Mean-Value Theorem is an existence theorem. The fact that the point c exists can be very
important, even if you cannot easily determine an actual value for c. In some cases you obtain a
value by solving for c in the equation
f

(c) =
f(b) f(a)
b a
but in other cases it can be extremely dicult.
30
6.2 Consequences of the Mean-Value Theorem
Suppose that the function f : [a, b] R is continuous on [a, b] and dierentiable on (a, b).
(i) If f

(x) > 0 for all x (a, b) then f is strictly increasing on (a, b),
i.e. for all x
1
< x
2
we ahve f(x
1
) < f(x
2
)
(ii) If f

(x) < 0 for all x (a, b) then f is strictly decreasing on (a, b),
i.e. for all x
1
< x
2
we have f(x
1
) > f(x
2
).
(iii) If f

(x) = 0 for all x (a, b) then f(x) is constant on (a, b).
6.3 Regions of increase and decrease
We have the following consequences of the Mean Value Theorem :
If f

(x) > 0 on (a, b) then f is increasing on (a, b)
If f

(x) < 0 on (a, b) then f is increasing on (a, b)
Hence a detailed examination of the sign of f

(x) will enable us to determine the regions of increase
and decrease of the function f(x).
Example
f(x) = x
3
+ 2x
2
4x + 1
Then f

(x) = 3x
2
+ 4x 4 = (3x 2)(x + 2)
Note - to determine the sign of f

(x) it is helpful to factorize it as much as possible.
In this example we have a product of two factors and hence f

(x) is positive whenever both factors
have the same sign and is negative when they have opposite signs.
Examining this we see that
f

(x) > 0 for x (, 2)
f

(x) < 0 for x (2, 2/3)
f

(x) > 0 for x (2/3, ).
Thus the function f(x) on (, 2) (2/3, ).and f(x) on (2, 2/3).
Critical points
Let f(x) be a dierentiable function.
Denition 6.2 A point c in the domain of f is called a critical point of f provided that f

(c) = 0.
Alternative terminology - the terms stationary point or turning point are also used.
Points of inection
Denition 6.3 Let c be a point in the domain of a twice dierentiable function f(x).
Then c is called a point of inexion provided that f

(x) changes sign as we pass through the point

c, i.e. f

is positive on one side of c and negative on the other side.

Beware that f

(c) = 0 does not necessarily imply that c is a point of inexion.

Example - If f(x) = x
4
then f

(x) = 4x
3
and f

(x) = 12x
2
.
31
Now f

(0) = 0 but x = 0 is not a point of inexion. Clearly f

(x) = 12x
2
does not change sign at
x = 0.
Indeed it is not hard to see that x = 0 is a local minimum for the function f(x) = x
4
.
Remark
While points of inection often turn out to be critical points there can exist points of inexion which
are not critical points
Example - If f(x) = sinh x then f

(x) = cosh x and f

(x) = sinh x.
Then x = 0 is a point of inexion because f

(x) = cosh x changes sign at x = 0.
However x = 0 is not a critical point of f(x) because f

(0) = cosh 0 = 1
6.4 Second Derivative Test
Let c be a critical point of the dierentiable function f(x).
If f

(c) > 0 then x = c is a local minimum of the function f(x).
If f

(c) < 0 then x = c is a local maximum of the function f(x).
If f

(c) = 0 then the test yields no information.
7 Integral Calculus
Denition 7.1 Let f : I R where I R is an interval.
A function F : I R is called an antiderivative of f if F

(x) = f(x) for all x I. We write

F(x) =
_
f(x)dx.
Example
Let f : R R, f(x) = x
2
+1. Then F(x) =
x
3
3
+x is an antiderivative of F since F

= f. Note that
G(x) =
x
3
3
+x + 7 is also an antiderivative if f (since G

= f).
Remark
The antiderivative of f if exists is not unique. Any two antiderivatives of f dier by a constant.
Example
Let f : R R, f(x) = x
2
+ 1. Then all the antiderivatives of f are of the form F(x) =
x
3
3
+ x + C.
That is why we write
_
(x
2
+ 1)dx =
x
3
3
+x +C
and say that the indenite integral of x
2
+ 1 is
x
3
3
+x +C.
Basic Examples
(1)
_
x
k
dx =
1
k + 1
x
k+1
+C , k = 1.
(2)
_
1
x
dx = ln |x| +C.
(3)
_
cos xdx = sin x +C.
(4)
_
sin xdx = cos x +C.
32
(5)
_
a
x
dx =
a
x
ln a
+C , a > 0 , a = 1.
(6)
_
e
x
dx = e
x
+C.
(7)
_
sinh xx = cosh x +C.
(8)
_
cosh xdx = sinh x +C.
Theorem 7.2 Let f, g : I R be two continous functions. Then
(i)
_
[f(x) g(x)]dx =
_
f(x)dx
_
g(x)dx.
(ii)
_
cf(x)dx = c
_
f(x)dx for all real constant c.
(iii)
_
f(x)g(x)]dx =
__
f(x)dx
___
g(x)dx
_
.
Denition 7.3 Let f : [a, b] R be a continuous function such that f 0.
The denite integral of f on [a, b] is denoted by
_
b
a
f(x)dx and represents the area of the region
between the graph pof f and the horizontal axis.
Remark
Unlike the indenite integral
_
f(x)dx which represents the whole (innite) set of antiderivatives of
f (all difering by a constant), the denite integral
_
b
a
f(x)dx is a number.
Theorem 7.4 (Fundamental theorem of Calculus)
Let f : [a, b] R be a continuous function. Then
_
b
a
f(x)dx = F(x)

b
a
= F(b) F(a),
where F is any antiderivative of f.
Example
Find
_
2
2
(4 x
2
)dx.
The above integral represents the area of the region bounded by the parabola y = 4 x
2
and the
horizontal axis. We have
_
2
2
(4 x
2
)dx =
_
4x
x
3
3
_

2
2
=
64
3
.
Theorem 7.5 (Properties of the denite integral) Let f, g : [a, b] R be two continous func-
tions. Then
(i)
_
b
a
[f(x) g(x)]dx =
_
b
a
f(x)dx
_
b
a
g(x)dx.
(ii)
_
b
a
cf(x)dx = c
_
b
a
f(x)dx for all real constant c.
(iii)
_
a
a
f(x)dx = 0.
(iv)
_
a
b
f(x)dx =
_
b
a
f(x)dx.
33
(v) If a < c < b then
_
b
a
f(x)dx =
_
c
a
f(x)dx +
_
b
c
f(x)dx.
7.1 Methods of Integration
The most important methods of integration are:
1. Integration by parts
2. Substitution
3. The Method of Partial Fractions
1. Integration by Parts
This can be written as
_
udv = uv
_
vdu.
Example
Find
_
x
3
ln xdx.
Consider dv = x
3
dx and u = ln x. then v = x
4
/4 and du = 1/xdx. Therefore
_
x
3
ln xdx =
x
4
4
ln x
1
4
_
x
3
dx =
x
4
4
ln x
1
12
x
4
+C.
2. Integration by Substitution
Let u = g(x) be a diferentiable function and f be a continuous function. then
_
f(g(x))g

(x)dx =
_
f(u)du.
Example
Find
_
x
2
x
3
+ 5
dx.
Consider u = x
3
+ 5. Then du = 3x
2
dx so x
2
dx =
1
3
du. Therefore
_
x
2
x
3
+ 5
dx =
1
3
_
1
u
du =
1
3
ln |u| +C =
1
3
ln |x
3
+ 5| +C.
Remark (Substitution Method in the denite integral)
When we change the variable of integration we must convert the xlimits of integration to ulimits
of integration.
3. The Method of Partial Fractions
Let f(x) =
p(x)
q(x)
be a rational function where
p(x) =
m
x
m
+
m1
x
m1
+ +
1
x +
0
,
q(x) =
n
x
n
+
n1
x
n1
+ +
1
x +
0
,
and m < n.
Case 1 (Distinct Linear Factors)
34
If the denominator q(x) consists of n distinct linear factors a
1
x +b
1
, a
2
x +b
2
, . . . a
n
x +b
n
then
f(x) =
C
1
a
1
x +b
1
+
C
2
a
2
x +b
2
+ +
C
n
a
n
x +b
n
.
Example
Evaluate
_
2x + 1
x
2
+ 2x 3
dx.
In our case f(x) =
p(x)
q(x)
where p(x) = 2x + 1 and q(x) = x
2
+ 2x 3 = (x 1)(x + 3). In this case
m = 1, n = 1 and q(x) is the product of two distinct linear factors. Thus,
f(x) =
2x + 1
x
2
+ 2x 3
=
A
x 1
+
B
x + 3
.
This yields
2x + 1
x
2
+ 2x 3
=
A(x + 3) +B(x 1)
x
2
+ 2x 3
,
so 2x + 1 = A(x + 3) +B(x 1) which imples A = 3/4 and B = 5/4. We nd
_
2x + 1
x
2
+ 2x 3
=
3
4
1
x 1
dx +
5
4
_
1
x + 3
dx
=
3
4
ln |x 1| +
5
4
ln |x + 3| +C.
Case 2 (Repeated Linear Factors)
If the denominator q(x) contains a repeated linear factor (ax +b)
n
then
f(x) =
C
1
ax +b
+
C
2
(ax +b)
2
+ +
C
n
(ax +b)
n
.
Case 3 (Distinct Linear Factors)
If the denominator q(x) contains the repeated linear factor (ax + b)
k
and the distinct linear factors
a
1
x +b
1
, a
2
x +b
2
, . . . a
s
x +b
s
then
f(x) =
A
1
ax +b
+
A
2
(ax +b)
2
+ +
A
k
(ax +b)
k
+
C
1
a
1
x +b
1
+
C
2
a
2
x +b
2
+ +
C
s
a
s
x +b
s
.
35
8 Numerical Approximation of Denite Integrals
For many continuous functions f : [ b] R we are not able to compute exactly
_
b
a
f(x)dx. The best
we can hope for is an approximation of the value of the denite integral
_
b
a
f(x)dx by the following
methods:
1. Midpoint Rule
2. Trapezoidal Rule
3. Simpsons Rule
1. Midpoint Rule
One way to aproximate the denite integral
_
b
a
f(x)dx is to construct rectangular elements under the
graph of f and add their areas.
Let [x
0
, x
1
], x
1
, x
2
], . . . [x
n1
, x
n
] be a division of the interval [a, b] into n subintervals of the same
length (b a)/n. Then
_
b
a
f(x)dx
b a
n
_
f
_
x
0
+x
1
2
_
+f
_
x
1
+x
2
2
_
+ +f
_
x
n1
+x
n
2
_
_
.
Example
Using the midpoint rule evaluate
_
1
0
x

1 x
2
dx for n = 4.
We have
_
1
0
f(x)dx
1
4
_
f
_
1
8
_
+f
_
3
8
_
+f
_
5
8
_
+f
_
7
8
_
_
0.26723.
2. Trapezoidal Rule
Given a continuous function f : [a, b] R we aproximate the denite integral
_
b
a
f(x)dx by adding
the areas of trapezoids instead of rectangles.
If [x
0
, x
1
], x
1
, x
2
], . . . [x
n1
, x
n
] is a division of the interval [a, b] into n subintervals of the same length,
then
_
b
a
f(x)dx
b a
2n
_
f(x
0
) + 2f(x
1
) + 2f(x
2
) + +f(x
n1
) +f(x
n
)
_
Example
With n = 4 we have
_
1
0
x
_
1 x
2
dx
1
8
_
f(0) + 2f
_
1
4
_
+ 2f
_
1
2
_
+ 2f
_
3
4
_
+f(1)
_
0.29279.
3. Simpsons Rule
Let [x
0
, x
1
], x
1
, x
2
], . . . [x
n1
, x
n
] is a division of the interval [a, b] into n subintervals of the same
length. Assume that n is even. Then
_
b
a
f(x)dx
b a
3n
_
f(x
0
) + 4f(x
1
) + 2f(x
2
) + 4f(x
3
) + + 4f(x
n1
) +f(x
n
)
_
Example
With n = 4 we have
_
1
0
x
_
1 x
2
dx
1
12
_
f(0) + 4f
_
1
4
_
+ 2f
_
1
2
_
+ 4f
_
3
4
_
+f(1)
_
0.31822.
36
9 Applications of the Integral Calculus
9.1 Total Area
Denition 9.1 Let f : [a, b] R be a continuous function. The total area bounded by the graph of
f on the interval [a, b] and the xaxis is given by
A =
_
b
a
f(x)dx.
Example
Find the total area bounded by the graph of y = x
3
and the xaxis on [2, 1].
We have to evaluate
A =
_
1
2
|x
3
|dx =
_
0
2
(x
4
)dx +
_
1
0
x
3
dx =
1
4
x
3

0
2
+
1
4
x
4

1
0
=
17
4
.
9.2 Area bounded by two graphs
Denition 9.2 Let f, g : [a, b] R be two continuous functions. the area of the region bounded by
their graphs on the interval [a, b] is given by
A =
_
b
a
|f(x) g(x)|dx.
Example
Find the area of the region between the graphs of f(x) = x
2
+ 2x and g(x) = x + 4 on the interval
[4, 2].
We rst have to nd the points of intersection between the two curves. Solving f(x) = g(x) we nd
x = 4 and x = 1. Therefore,
A =
_
b
a
|f(x) g(x)|dx =
_
1
4
_
g(x) f(x)
_
dx +
_
2
1
_
f(x) g(x)
_
dx = 71/3.
9.3 Volume of a Solid
Denition 9.3 Let f : [a, b] R be a continuous function, f 0. The volume of the solid obtained
by rotating the graph of f on [a, b] about the xaxis is
V =
_
b
a
f
2
(x)dx.
Example
Prove that the volume of the sphere of radius r > 0 is 4r
3
/3.
The sphere of radius r > 0 can be generated by rotation the semicircle f(x) =

r
2
x
2
, x [r, r]
about the xaxis. We have
V =
_
r
r
f
2
(x)dx =
_
r
r
(r
2
x
2
)dx =
_
r
2
x
x
3
3
_

r
r
=
4r
3
3
.
37
9.4 Length of a Graph
Denition 9.4 Let f : [a, b] R be a dierentiable function such that f

is continuous. Then, the

length L of the graph of y = f(x) on the interval [a, b] is given by
L =
_
b
a
_
1 + [f

(x)]
2
dx
9.5 Area of a Surface
Denition 9.5 Let f : [a, b] R be a dierentiable function such that f 0 and f

is continuous.
the area S of the surface obtained by rotating the graph of f on the interval [a, b] about the xaxis
is given by
S =
_
b
a
f(x)
_
1 + [f

(x)]
2
dx.
9.6 Centres of Mass and Centroids
Suppose we have n point masses m
1
, m
2
, . . . , m
n
on a horizontal line at distances x
1
, x
2
, . . . , x
n
from the origin. Then
m = m
1
+m
2
+ +m
n
is called the total mass of the system.
M
0
= m
1
x
1
+m
2
x
2
+ +m
n
x
n
is called the moment of the system about the origin.
The centre of mass (or centre of gravity) of the system is a point x on the xaxis whose coordinate
is
x =
M
0
m
=
m
1
x
1
+m
2
x
2
+ +m
n
x
n
m
1
+m
2
+ +m
n
.
A similar situation occurs in the plane: If n point masses located in the plane at (x
1
, y
1
), (x
2
, y
2
),
. . . , (x
n
, y
n
) are given, the centre of mass of the system is dened to be the point ( x, y) where
x =
M
y
m
=
m
1
x
1
+m
2
x
2
+ +m
n
x
n
m
1
+m
2
+ +m
n
.
y =
M
x
m
=
m
1
y
1
+m
2
y
2
+ +m
n
y
n
m
1
+m
2
+ +m
n
.
Suppose we want to nd the centre of mass of a thin two-dimensional lamina with constant density
that occupies a region in the plane bounded by the graph of a continuous function f : [a, b] R and
the horizontal axis. The coordinates of the centre of mass are dened by
x =
M
y
A
=
_
b
a
xf(x)dx
_
b
a
f(x)dx
.
y =
M
x
A
=
1
2
_
b
a
f
2
(x)dx
_
b
a
f(x)dx
.
Remark that the quantity on the bottom is A =
_
b
a
f(x)dx=the area of the region bounded by the
graph of f and the xaxis. From geometrical point of view, ( x, y) is called the centroid of the region
bounded by the graph of f and the x axis.
38
10 Sequences and Series
10.1 Sequences
Denition 10.1 A sequence is the image of a real function whose domain of denition if the set of
positive intereges N.
If f : N R is such a function, we write
a
1
= f(1), a
2
= f(2) , a
3
= f(3) , . . . , a
n
= f(n) , . . . .
Denition 10.2 We say that a sequence (a
n
)

n=1
converges to a real number L if a
n
can be made
arbitrarily close to L for n suciently large, that is, for all > 0 there exists N 1 such that
|a
n
L| < for all n N.
The number L is called the limit of (a
n
)

n=1
and we write
lim
n
a
n
= L or simply a
n
L as n .
10.2 Series
Denition 10.3 Let (a
n
)

n=1
be a sequence or real numbers. The sum of terms
a
1
+a
2
+a
3
+ +a
n
+. . .
is called the innite series or simply the series of (a
n
)

n=1
and we write

n=1
a
n
.
s
n
= a
1
+a
2
+ +a
n
is called the n
th
partial sum of the series.
Remark One of the motivations for the study of series comes from decimal expansions. Take for
example
1
3
= 0.333333333333 =
3
10
+
3
10
2
+
3
10
3
+ +
3
10
n
+. . .
The sequence of partial sums is
s
1
=
3
10
= 0.3
s
2
=
3
10
+
3
10
2
= 0.33
s
3
=
3
10
+
3
10
2
+
3
10
3
= 0.333
. . . . . . . . .
Denition 10.4 We say that the series

n=1
a
n
is convergent if the sequence of its partial sums
(s
n
)

n=1
is convergent. We write

n=1
a
n
= lim
n
s
n
.
A series

n=1
a
n
which is not convergent is called divergent.
Theorem 10.5 (Geometric Series)
Let r be a real number. Then , the series

n=1
r
n
is convergent if and only if |r| < 1. In this case

n=1
r
n
=
r
1 r
.
Theorem 10.6 (The Harmonic Series)
The harmonic series

n=1
1
n
is divergent.
39
Theorem 10.7 The series

n=1
1
n
p
is convergent if and only if p > 1.
Theorem 10.8 (Ratio Test)
Let

n=1
a
n
be a series of real numbers such that a
n
= 0 for all n 1. Let
= lim
n

a
n+1
a
n

.
If < 1 then the series

n=1
a
n
is convergent
If > 1 then the series

n=1
a
n
is divergent
If = 1 then the test is inconclusive.
Theorem 10.9 (Alternating Series Test)
Let (a
n
)

n=1
be a decreasing sequence of positive real numbers. Then, the series

n=1
a
n
converges
if and only if lim
n
a
n
= 0.
Denition 10.10 We say that the series

n=1
a
n
is absolute convergent if the series

n=1
|a
n
| is con-
vergent
Remark
Any absolute convergent series is also convergent.
Remark
There are convergent series

n=1
a
n
that are not absolute convergent.
10.3 Power Series
Denition 10.11 A series containg nonnegative integral powers of (x a) in the form

n=1
c
n
(x a)
n
= c
0
+c
1
(x a) +c
2
(x a)
2
+ +c
n
(x a)
n
+. . . ,
is called a power series centred at a.
When a = 0 we obtain

n=1
c
n
x
n
= c
0
+c
1
x +c
2
x
2
+ +c
n
x
n
+. . . ,
which is called poower series of x.
Denition 10.12 The set of all values of x R for which the series

n=1
c
n
(x a)
n
converges is
called the interval of convergence. the centre of the interval of convergence is a. the radius of the
interval of convergence is called the radius of convergence.
Theorem 10.13 (Convergence of Power Series)
For a power series

n=1
c
n
(x a)
n
exactly one of the following is true:
40
the series converges only at the single number x = a
the series converges absolutely for all x R;
the series converges absolutely for the numbers x in a nite interval (aR, a+R) and diverges
for numbers in the set (, a R) (a +R, )
10.4 Representing functions by power series
Theorem 10.14 (Dierentiation of Power Series)
If f(x)

n=0
c
n
(x a)
n
converges on an interval (a R, a + R) then f is dierentiable at each point
x (a R, a +R) and
f

(x) =

n=1
nc
n
(x a)
n1
Theorem 10.15 (Integration of a Power Series)
If f(x)

n=0
c
n
(x a)
n
converges on an interval (a R, a +R) then
_
f(x)dx =

n=0
c
n
n + 1
(x a)
n+1
+C.
Theorem 10.16 (Taylor Series)
Let f : (a R, a + R)ariR be a function that posseses derivatives of all orders on the interval
(a R, a +R). Then
f(x) =

n=0
f
(n)
(a)
n!
(x a)
n
.
Denition 10.17 The series
f(x) =

n=0
f
(n)
(a)
n!
(x a)
n
= f(a) +
f

(a)
1!
(x a) +
f

(a)
2!
(x a)
2
+
f

(a)
3!
(x a)
3
+. . . .
is called the Taylor Series of f at a.
Denition 10.18 The series
f(x) =

n=0
f
(n)
(0)
n!
x
n
= f(0) +
f

(0)
1!
x +
f

(0)
2!
x
2
+
f

(0)
3!
x
3
+. . . .
is called the Maclaurin Series of f.
Remark 10.19 The Maclaurin series corresponds to Taylor series for a = 0.
Theorem 10.20 (Binomial Series) If |x| < 1, then for any real number r, we have
(1 +x)
r
=

n=0
_
r
n
_
x
n
,
where
_
r
0
_
= 1 and
_
r
n
_
=
r(r 1)(r 2) . . . (r n + 1)
n!
, n 1.
41
11 Dierential Equations
Denition 11.1 A dierential equation is a mathematical equation that involves an unknown func-
tion y and one or more of the derivatives of y.
Remark 11.2 Dierential equations are classied by the order of the highest derivative.
11.1 First Order Dierential Equations
Denition 11.3 Any dierential equation that can be written in the form
dy
dx
= F(x, y).
where F is a function of two variables x and y is called a rst order dierential equation
Denition 11.4 Any dierential equation that can be written in the form
dy
dx
= g(x)f(y)
is called separable rst order dierential equation.
Algorithm for solving separable rst-order dierential equations
Step 1: Determine whether the rst-order dierential equation can be written in the form
dy
dx
= g(x)f(y).
Step 2: Rewrite the equation at step 1 in the form
1
f(y)
= g(x)dx.
Step 3: Integrate both sides of the dierential equation at Step 2. Integrate the left-hand side with
respect to y and the right-hand side with respect to x.
Example 11.5 Solve the dierential equation
dy
dx
+ 2x
3
y
2
by using the separation of variables method.
Solution
First, we write the dierential equation in the form
1
y
2
dy = 2x
3
dx.
Integrating both sides we nd
1
y
=
1
2
(x
4
+c),
for some constant c R. This gives y =
2
x
4
+c
.
Example 11.6 Solve the initial-value problem
dy
dx
= y(1 y) , y(0) =
1
3
.
42
Solution
The equation has separable variable. We rst write it in the form
1
y(y 1)
dy = dx,
which by integration yields
ln |y| ln |y 1| = x +C
1
.
Hence
ln

y
y 1

= x +C
1
and so

y
y 1

= e
x+C
1
Letting C = e
C
1
we nd

y
y 1

= Ce
x
.
Case 1:
y
y 1
= Ce
x
with the solution
y =
Ce
x
1 Ce
x
.
Case 2:
y
y 1
= Ce
x
with the solution
y =
Ce
x
1Ce
x
.
In bothe cases, the general form of solution is y =
Ce
x
1Ce
x
.. Since y(0) = 1/3 we nd C = 1/2 and the
solution of the inivial-value problem is
y =
e
x
2 +e
x
.
11.2 Linear First Order Dierential Equations
Denition 11.7 Any dierential equation that can be writen in the form
dy
dx
+P(x)y = f(x)
is called a rst-order dierential equatiuon.
Remark 11.8 Not all rst-order dierential equations are linear.
Example
(1) x
dy
dx
+y = cos x is linear
(2) x
dy
dx
= y
2
is not linear.
Theorem 11.9 The general solution of the linear rst-order dierential equation
a
dy
dx
+P(x)y = f(x)
is given by
y =
1
Q(x)
_
Q(x)f(x)dx, where Q(x) = e
R
P(x)dx
.
43
Example 11.10 Find the general solution of
x
dy
dx
4y = x
6
e
x
, x > 0.
Solution We rst write the dierential equation in the form
dy
dx

4
x
y = x
5
e
x
, x > 0.
In this case P(x) =
4
x
and f(x) = x
5
e
x
. the general solution is
y =
1
Q(x)
_
Q(x)f(x)dx, where Q(x) = e
R
P(x)dx
.
In our particular case
_
P(x)dx = 4
_
x
1
dx = 4 ln x = ln(x
4
)
so
Q(x) = e
R
P(x)dx
= x
4
.
It remains to evaluate
_
Q(x)f(x)dx =
_
xe
x
dx = (x 1)e
x
+C.
Hence
y =
1
Q(x)
_
Q(x)f(x)dx = x
4
_
(x 1)e
x
+C

.
12 Linear Second Order Dierential Equations
Denition 12.1 Any dierential equation that can be written in the form
a(x)
d
2
y
dx
2
+b(x)
dy
dx
+c(x)y = g(x)
is called a linear second order diferential equation.
a(x), b(x), c(x) are called the coecients of dierential equation.
If g(x) = 0 for all x, the above equation is called homogeneous.
In this course we shall be convcerned with the case of constant coecients, so we shll investigate the
equation
a
d
2
y
dx
2
+b
dy
dx
+cy = g(x)
12.1 Homogeneous Linear Second Order Dierential Equations
We study in this section the general solution of
a
d
2
y
dx
2
+b
dy
dx
+cy = 0
We associate the characteristic equation
a
2
+b +c = 0.
Case 1: Distinct Real Roots
Assume that the solutions
1
,
2
of the characteristic equation are distinct real numbers. Then, the
general solution of the homogeneous second-order dierential equation is
y(x) = C
1
e

1
x
+C
2
e

2
x
44
Example 12.2 Solve the dierential equation
d
2
y
dx
2
5
dy
dx
+ 6y = 0
Solution. The characteristic equation is
2
5 + 6 = 0 with
1
= 2 and
2
= 3. Therefore, the
general solution is y(x) = C
1
e
2x
+C
2
e
3x
.
Case 2: Equal Real Roots
Assume that the solutions
1
,
2
of the characteristic equation are equal real numbers, that is
1
=

2
= . Then, the general solution of the homogeneous second-order dierential equation is
y(x) = C
1
e
x
+C
2
xe
x
= e
x
(C
1
+C
2
x).
Case 3: Complex Conjugate Roots
Assume that the solutions
1
,
2
of the characteristic equation are complex (and conjugate) numbers,
that is

1
= +i ,
2
= i.
Then, the general solution of the homogeneous second-order dierential equation is
y(x) = e
x
(C
1
cos x +C
2
sin x).
12.2 Nonhomogeneous Linear Second Order Dierential Equations
To solve the nonhomogeneous second order dierential equation
a
d
2
y
dx
2
+b
dy
dx
+cy = g(x)
we follow the following steps:
Step 1: Find the general solution y
h
(x) of the associated homogeneous equation
a
d
2
y
dx
2
+b
dy
dx
+cy = 0
according to the previous section.
Step 2: Find a particular solution y
p
(x) of the nonhomogeneous dierential equation.
Step 3: Write the general solution y(x) in the form y(x) = y
h
(x) +y
p
(x).
We already know how to solve the homogeneous equation. The dicult part coms from Step 2, that
is, to nd a particular solution of the nonhomogeneous dierential equation. to this aim we shall give
in the following two dierent methods
1. The Method of Undetermined Coecients
2. The Method of Variation of Parameters
1. The Method of Undetermined Coecients
Denition 12.3 We say that a function g(x) generates a nite family under dierentiation if there
exists
h
1
(x), h
2
(x), . . . , h
m
(x) , m 1
such that any derivative of g can be writtem as a linear combination of h
1
(x), h
2
(x), . . . , h
m
(x)
45
Example 12.4 Let g(x) = x
2
+ 3x 4 and
h
1
(x) = x
2
, h
2
(x) = x, h
3
(x) = 1.
Then g(x) generates under dierentiation the family h(1), h
2
(x), h
3
(x) since
g(x) = 1 h
1
(x) + 3 h
2
(x) 4 h
3
(x)
g

(x) = 0 h
1
(x) + 2 h
2
(x) + 3 h
3
(x)
g

(x) = 0 h
1
(x) + 0 h
2
(x) + 2 h
3
(x)
g

(x) = 0 h
1
(x) + 0 h
2
(x) + 0 h
3
(x)
g
IV
(x) = 0 h
1
(x) + 0 h
2
(x) + 0 h
3
(x)
Theorem 12.5 (Method of Undetermined Coecients)
Consider the nonhomogeneous dierential equation
a
d
2
y
dx
2
+b
dy
dx
+cy = g(x) (1)
Assume that g(x) generates a nite family under dierentiation given by h
1
(x), h
2
(x), . . . , h
m
(x)
and that none of these functions are solutions of the homogeneous dierential equation
a
d
2
y
dx
2
+b
dy
dx
+cy = 0.
Then, a particular solution y
p
(x) having the form
y
h
(x) = A
1
h
1
(x) +A
2
h
2
(x) +. . . A+mh
m
(x)
can be found. To obtain the specic coecients A
1
, A
2
, . . . , A
m
we substitute the expression of y
p
(x)
in the nonhomogeneous dierential equation (1). this will result in mlinear algebraic equations in
the m unknowns A
1
, A
2
, . . . , A
m
.
Example 12.6 Solve the dierential equation
d
2
y
dx
2
+ 2
dy
dx
3y = 28 sin 3x + 30xcos 3x.
Solution. The characteristic equation is
2
+23 = 0 with solutions
1
= 1 and
2
= 3. Hence,
y
h
(x) = C
1
e
x
+C
2
e
3x
.
to nd a particular solution, let g(x) = 28 sin 3x +30xcos 3x. Then g(x) generates under dierentia-
tion the nite family
h
1
(x) = cos 3x, h
2
(x) = sin 3x, h
3
(x) = xcos 3x, h
4
(x) = xsin 3x.
Thus, we will be looking for a particular solution y
p
(x) in the form
y
p
(x) = Acos 3x +Bsin 3x +Cxcos 3x +Dxsin 3x.
Using this form of y
p
(x) in the original nonhomogeneous dierential equation we nd A =
1
3
,
B = 1, C = 2 and D = 1. Thus
y
p
(x) =
1
3
cos 3x sin 3x 2xcos 3x +xsin 3x.
and the general solution is
y(x) = y
h
(x) +y
p
(x) = C
1
e
x
+C
2
e
3x
1
3
cos 3x sin 3x 2xcos 3x +xsin 3x.
46
2. The Method of Variation of Parameters
Theorem 12.7 We write the homogeneous dierential equation in the form
d
2
y
dx
2
+b
dy
dx
+cy = g(x)
and assume that the solution y
h
(x) of the homogeneous equation
d
2
y
dx
2
+b
dy
dx
+cy = 0
is
y
h
(x) = C
1
y
1
(x) +C
2
(x).
Then, a particular solution y
p
(x) having the form
y
h
(x) = u
1
(x)h
1
(x) +u
2
(x)h
2
(x)
can be found. Here u
1
and u
2
are functions of x that satisfy
u

1
y
1
(x) +u
2
y
2
(x) = 0
u

1
y

1
(x) +u
2
y

2
(x) = g(x),
that is
u
1
(x) =
_
y
2
(x)g(x)
y
1
(x)y

2
(x) y
2
(x)y

1
(x)
dx , u
2
(x) =
_
y
1
(x)g(x)
y
1
(x)y

2
(x) y
2
(x)y

1
(x)
dx.
13 Revision
13.1 The hyperbolic functions
Denition 13.1 The hyperbolic sine function, denoted sinh x is a function R R dened by
sinh x =
e
x
e
x
2
The hyperbolic cosine function, denoted cosh x is a function R R dened by
cosh x =
e
x
+e
x
2
The formulae for the derivatives of hyperbolic sin, cosine and tangent are not required to be learned
by heart. Some exercises in the exam will require to prove the formulae for their dierentiation.
13.2 Numerical Approximation of Denite Integrals
For many continuous functions f : [ b] R we are not able to compute exactly
_
b
a
f(x)dx. The best
we can hope for is an approximation of the value of the denite integral
_
b
a
f(x)dx by the following
methods:
1. Midpoint Rule
2. Trapezoidal Rule
3. Simpsons Rule
47
1. Midpoint Rule
One way to aproximate the denite integral
_
b
a
f(x)dx is to construct rectangular elements under the
graph of f and add their areas.
Let [x
0
, x
1
], x
1
, x
2
], . . . [x
n1
, x
n
] be a division of the interval [a, b] into n subintervals of the same
length (b a)/n. Then
_
b
a
f(x)dx
b a
n
_
f
_
x
0
+x
1
2
_
+f
_
x
1
+x
2
2
_
+ +f
_
x
n1
+x
n
2
_
_
.
2. Trapezoidal Rule
Given a continuous function f : [a, b] R we aproximate the denite integral
_
b
a
f(x)dx by adding
the areas of trapezoids instead of rectangles.
If [x
0
, x
1
], x
1
, x
2
], . . . [x
n1
, x
n
] is a division of the interval [a, b] into n subintervals of the same length,
then
_
b
a
f(x)dx
b a
2n
_
f(x
0
) + 2f(x
1
) + 2f(x
2
) + +f(x
n1
) +f(x
n
)
_
3. Simpsons Rule
Let [x
0
, x
1
], x
1
, x
2
], . . . [x
n1
, x
n
] is a division of the interval [a, b] into n subintervals of the same
length. Assume that n is even. Then
_
b
a
f(x)dx
b a
3n
_
f(x
0
) + 4f(x
1
) + 2f(x
2
) + 4f(x
3
) + + 4f(x
n1
) +f(x
n
)
_
13.3 Applications of the Integral Calculus
13.3.1 Total Area
Denition 13.2 Let f : [a, b] R be a continuous function. The total area bounded by the graph
of f on the interval [a, b] and the xaxis is given by
A =
_
b
a
f(x)dx.
13.3.2 Area bounded by two graphs
Denition 13.3 Let f, g : [a, b] R be two continuous functions. the area of the region bounded
by their graphs on the interval [a, b] is given by
A =
_
b
a
|f(x) g(x)|dx.
13.3.3 Volume of a Solid
Denition 13.4 Let f : [a, b] R be a continuous function, f 0. The volume of the solid obtained
by rotating the graph of f on [a, b] about the xaxis is
V =
_
b
a
f
2
(x)dx.
48
13.3.4 Length of a Graph
Denition 13.5 Let f : [a, b] R be a dierentiable function such that f

is continuous. Then, the

length L of the graph of y = f(x) on the interval [a, b] is given by
L =
_
b
a
_
1 + [f

(x)]
2
dx
13.3.5 Area of a Surface
Denition 13.6 Let f : [a, b] R be a dierentiable function such that f 0 and f

is continuous.
The area S of the surface obtained by rotating the graph of f on the interval [a, b] about the xaxis
is given by
S = 2
_
b
a
f(x)
_
1 + [f

(x)]
2
dx.
13.3.6 Centres of Mass and Centroids
The coordinates of the centre of mass(centroid) are dened by
x =
M
y
A
=
_
b
a
xf(x)dx
_
b
a
f(x)dx
.
y =
M
x
A
=
1
2
_
b
a
f
2
(x)dx
_
b
a
f(x)dx
.
Remark that the quantity on the bottom is A =
_
b
a
f(x)dx=the area of the region bounded by the
graph of f and the xaxis. From geometrical point of view, ( x, y) is called the centroid of the region
bounded by the graph of f and the x axis.
13.4 Representing functions by power series
Theorem 13.7 (Taylor Series)
Let f : (a R, a + R)ariR be a function that posseses derivatives of all orders on the interval
(a R, a +R). Then
f(x) =

n=0
f
(n)
(a)
n!
(x a)
n
.
Denition 13.8 The series
f(x) =

n=0
f
(n)
(a)
n!
(x a)
n
= f(a) +
f

(a)
1!
(x a) +
f

(a)
2!
(x a)
2
+
f

(a)
3!
(x a)
3
+. . . .
is called the Taylor Series of f at a.
Denition 13.9 The series
f(x) =

n=0
f
(n)
(0)
n!
x
n
= f(0) +
f

(0)
1!
x +
f

(0)
2!
x
2
+
f

(0)
3!
x
3
+. . . .
is called the Maclaurin Series of f.
Remark 13.10 The Maclaurin series corresponds to Taylor series for a = 0.
49
13.5 Dierential Equations
13.5.1 Linear First Order Dierential Equations
Theorem 13.11 The general solution of the linear rst-order dierential equation
a
dy
dx
+P(x)y = f(x)
is given by
y =
1
Q(x)
_
Q(x)f(x)dx, where Q(x) = e
R
P(x)dx
.
13.5.2 Linear Second Order Dierential Equations
13.5.3 Homogeneous Linear Second Order Dierential Equations
a
d
2
y
dx
2
+b
dy
dx
+cy = 0
We associate the characteristic equation
a
2
+b +c = 0.
Case 1: Distinct Real Roots
Assume that the solutions
1
,
2
of the characteristic equation are distinct real numbers. Then, the
general solution of the homogeneous second-order dierential equation is
y(x) = C
1
e

1
x
+C
2
e

2
x
Case 2: Equal Real Roots
Assume that the solutions
1
,
2
of the characteristic equation are equal real numbers, that is
1
=

2
= . Then, the general solution of the homogeneous second-order dierential equation is
y(x) = C
1
e
x
+C
2
xe
x
= e
x
(C
1
+C
2
x).
Case 3: Complex Conjugate Roots
Assume that the solutions
1
,
2
of the characteristic equation are complex (and conjugate) numbers,
that is

1
= +i ,
2
= i.
Then, the general solution of the homogeneous second-order dierential equation is
y(x) = e
x
(C
1
cos x +C
2
sin x).
13.5.4 Nonhomogeneous Linear Second Order Dierential Equations
To solve the nonhomogeneous second order dierential equation
a
d
2
y
dx
2
+b
dy
dx
+cy = g(x)
we follow the following steps:
Step 1: Find the general solution y
h
(x) of the associated homogeneous equation
a
d
2
y
dx
2
+b
dy
dx
+cy = 0
50
according to the previous section.
Step 2: Find a particular solution y
p
(x) of the nonhomogeneous dierential equation.
Step 3: Write the general solution y(x) in the form y(x) = y
h
(x) +y
p
(x).
We already know how to solve the homogeneous equation. The dicult part coms from Step 2, that
is, to nd a particular solution of the nonhomogeneous dierential equation. to this aim we shall give
in the following two dierent methods
1. The Method of Undetermined Coecients
2. The Method of Variation of Parameters
51