Applied Math I Lecture Notes 2 (Chapters 1-5)
Applied Math I Lecture Notes 2 (Chapters 1-5)
Applied Math I Lecture Notes 2 (Chapters 1-5)
CHAPTER ONE
VECTORS AND VECTOR SPACES
1.1. Scalar and vectors in
Definitions:
a) A scalar is a physical quantity that is described by its magnitude only.
For example, temperature, length, and speed are scalars because they are
completely described by a number that tells "how much"-say a temperature of 20°C,
a length of 5 cm, or a speed of 10 m/s
b) A vector is a physical quantity that is described using both magnitude and its
direction. For instance, velocity, displacement, and force are some examples of
vectors.
Vectors in
A vector in the plane can be described as ⃗ ( ) (row vector) , where
or ⃗ . / (column vector), .
Note that : Two types of vectors occur in applications: bound vectors and free vectors.
A bound vector is one whose physical effect depends on the location of the initial point as
well as the magnitude and direction.
Free vector is one whose physical effect depends on the magnitude and direction
alone. For example, in Figure shown below two 10-lb upward forces applied to a block.
Although the forces have the same magnitude and direction, the differences in their points
of application (the initial points of the vectors) cause differences in the behavior of the
block. Thus, these forces need to be treated as bound vectors. In contrast, velocity and
displacement are generally treated as free vectors.
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Applied Mathematics I (Math 231B)
Definitions:
1. A located vector is a vector ⃗⃗⃗⃗⃗ defined as an arrow whose initial point is at point A
and whose terminal point is at B.
b2 B(b1,b2)
a2
A(a1,a2)
a1 b1 X
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Applied Mathematics I (Math 231B)
same direction, and if one of them is a negative scalar multiple of the other, then the vectors
are said to have opposite directions.
REMARK : 1. The vector 0 is parallel to every vector v in the same dimension , since it can be
expressed as the scalar multiple 0 = 0v.
2. The zero vectors has no natural direction ,so we will agree that it can be assigned any
direction that is convenient for the problem at hand.
In other words, the two vectors ⃗ are said to be parallel, denoted by ⃗ if there
exists a scalar c such that⃗⃗⃗ .
Definition: For any ⃗ ( ) we define ⃗ as ⃗ ( ).
C
U+V
V
A
B
U
AB BC AC
a) The Triangular Law
D
C
V U+V = V+U
V
A B
U
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Applied Mathematics I (Math 231B)
Vector Subtraction The negative of a vector v, denoted by -v, is the vector that has the
same length as v but is oppositely directed (Figure 1.1.9a ), and the difference of v from w,
denoted by w - v, is taken to be the sum
w - v = w+ (-v)
Example: Provided that U =(-1,0,1) and V= (2,-1,5 ) ,find each of the following vectors
a) U + V b) 2U c) V -2U
Solution: a) U+V= (-1,0,1) + (2,-1,5 ) = (1,-1,6)
b) 2U = 2 (-1,0,1) = (-2 , 0 , 2)
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Applied Mathematics I (Math 231B)
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Applied Mathematics I (Math 231B)
SOLUTION
(-1 , -2 , -2 ) = a (0, 1 ,4) + b ( -1 ,1 ,2 ) + c (3 , 1 ,2 )
= (-b +3c , a +b +c , 4a +2b +2c )
you can equate corresponding components so that they form the system of three linear
equations as shown below.
-b +3c = -1
a +b +c = - 2
,4a +2b +2c = -2
Answer a =1 ,b= - 2 and c = -1
Try using vector addition and scalar multiplication to check this result.
1.3. Dot (Scalar) product, Magnitude of a vector, Angle between two Vectors, Orthogonal
Projection, Direction angles and direction cosines.
1.3.1. Dot (Scalar) Product
Definition: Let ( ) be a vector in . Then the magnitude (norm) of denoted
by ‖ ‖ is defined by:
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Applied Mathematics I (Math 231B)
‖ ‖ ( ) ( ) ( ) ( ) ( )
‖ ‖ √
Similarly, for a vector ( ) its norm is given by
‖ ‖ √
Examples: a) If ( ) then find ‖ ‖.
b) If ‖ ⃗ ‖ such that ⃗ ( ).
Remarks: (i) ‖ ‖
(ii) ‖ ‖ ‖ ‖.
Theorem: If then‖ ‖ | | ‖ ‖.
Proof: suppose that then
‖ ‖ √( ) ( ) ( )
√ ,( ) ( ) ( ) -
= | |‖ ‖
Definition (Unit Vector)
Any vector ⃗ satisfying ‖ ⃗ ‖ is called a unit vector.
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Applied Mathematics I (Math 231B)
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Applied Mathematics I (Math 231B)
Remark: The dot product of two vectors is a scalar quantity, and its value is maximum
when and minimum if radians.
Example: If⃗⃗⃗ 〈 〉, then find:
a) ⃗ b) ⃗ ⃗ c) ( ⃗ )
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Applied Mathematics I (Math 231B)
‖⃗ ‖ ( ) ( )
=‖ ‖ ‖ ‖
‖⃗ ‖ ( ) ( )
=‖ ‖ ‖ ‖
By hypothesis ‖ ⃗ ‖ ‖⃗ ‖
‖ ‖ ‖ ‖ = ‖ ‖ ‖ ‖
Pythagoras Theorem:
If A and B are orthogonal vectors, then ‖ ‖ ‖ ‖ ‖ ‖
Proof: ‖ ‖ ( ) ( )
‖ ‖ ‖ ‖
‖ ‖ ‖ ‖ .
Note: If A is perpendicular to B, then it is also perpendicular to any scalar multiple of B.
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Applied Mathematics I (Math 231B)
R R
B
B
A A
Q
Q
S P P S
Proj AB
projAB
⃗⃗⃗⃗
⃗⃗⃗⃗⃗
( ).A=0
(B- t A).A =0
B.A –t A.A =0
‖ ‖
⃗⃗⃗⃗
‖ ‖
The scalar projection of B onto A (also called the component of B a long A) is defined to be
the length of project , which is equal to ‖ ‖ and is denoted by comp .
Thus: .‖ ‖ / ‖ ‖ ‖ ‖
‖ ‖ ‖‖ ‖
‖ ‖‖ ‖
‖‖ ‖ ‖ ‖
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Applied Mathematics I (Math 231B)
o ‖ ‖‖ ‖ ‖ ‖
, o ‖ ‖‖ ‖ ‖ ‖
and o ‖ ‖‖ ‖ ‖ ‖
‖ ‖
( ) is a unit vector.
o , - , , - , o , -
‖ ‖ ‖ ‖ ‖ ‖
A = a1 i + a2 j +a3k
Remark: . (Verify!)
( ) ( ) ( ) ‖ ‖
Solution .‖ ‖/ .‖ ‖/ .‖ ‖/ ‖ ‖ ‖ ‖
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Applied Mathematics I (Math 231B)
Equation (3) has the form pc1 + qc2 =0 .Where the solution for c1 = q and c2 = -p
So the solution of equation (3) is
( ) and ( )
Substituting equations (1) and (2) we get
Or ( )
Example: Let
Then find a) b)
Remarks: For two non – zero vectors A & B,
1. is a vector which is orthogonal to both A and B.
2. is not defined for .
3.
( )
( )
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Applied Mathematics I (Math 231B)
A XB
-A XB = B XA
vectors A and B.
Definition (Scalar Triple Product)
Let A, B and C is vectors in . Their scalar triple product is given by ( ) which is a
scalar.
Applications of cross Product:
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Applied Mathematics I (Math 231B)
(i)Area: The area of a parallelogram whose adjacent sides coincides with the vectors A
and B is given by ‖ ‖ ‖ ‖‖ ‖| n |
d
b
B
h
O
A a
So, ( )
‖ ‖‖ ‖| n |
N.B: The area of the triangle formed by A and B as its adjacent sides is given by
‖ ‖.
ii.Volume
The volume V of a parallelepiped with the three vectors A, B and C in as three of its
adjacent edges is given by:
| ( )| | ( )|
BXC
( ) | ( )|
‖ ‖ ‖ ( )‖
‖ ‖ ‖ ‖
Hence, V= | ( )|
Examples:
1. Find the area of a triangle whose vertices are ( ) ( )
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Applied Mathematics I (Math 231B)
( ).
Solution: The vectors on the sides of the triangle
are⃗⃗⃗⃗⃗⃗ ( ) ⃗⃗⃗⃗⃗ ( ) .
So, ( ) ‖⃗⃗⃗⃗⃗ ‖ √
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Applied Mathematics I (Math 231B)
1. The above equations of the line can be derived using vector algebra as follows:
Z
p
P0
r0 r
Y
〈 〉 〈 〉
.
2. If one of (say for instance ), the symmetric equation of is given
as:
Equation of a plane:
A plane in space is determined by a point ( ) in the plane and a vector ⃗ that is
orthogonal to the plane. This orthogonal vector ⃗ is called a normal vector.
Suppose that ( ) be any arbitrary point in the plane, and let be the position
vectors of ( ) and ( ) Then we have
⃗ ( ) (Since ⃗ perpendicular to any vector in the plane).
⃗ ⃗ ⃗⃗⃗ ,which is called the vector equation of the plane.
If we let ⃗ 〈 〉 we get
〈 〉 〈 〉
( ) ( ) ( ) (point - normal form of equation of a plane)
⟺ ( )
(general or standard form of the equation of a plane).
Examples:
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Applied Mathematics I (Math 231B)
1. Find the equations of a line that contains the point ( ) and parallel to
.
Solution: let 〈 ) ( )
Then the parametric form of the equation of the line is:
( )
Distance in Space
a) Distance from a point to a line
The distance D from a point (not on ) to a line in space is given by:
‖⃗ ⃗⃗⃗⃗⃗⃗⃗⃗⃗ ‖
‖⃗ ‖ , where is the directional vector of and is any point on .
Proof:
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Applied Mathematics I (Math 231B)
Z
P1 L
D
V
P0
Y
X
n ‖⃗⃗⃗⃗⃗⃗⃗⃗ ‖ n
‖⃗⃗⃗⃗⃗⃗⃗⃗ ‖
‖ ⃗ ⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗ ‖
But since ‖ ⃗⃗⃗⃗⃗⃗⃗⃗ ‖ ‖ ‖ ‖⃗⃗⃗⃗⃗⃗⃗⃗ ‖ | n | ‖ ‖ we have: .
‖⃗ ‖
P(x0,y0,z0)
O(x1,y1,z1)
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Applied Mathematics I (Math 231B)
P1(x1,y1,z1)
P0(x0,y0,z0)
B.
OP1 D CompB
where
a( x1 x0 ) b( y1 y 0 ) c( z1 z 0 )
B P0 P1 ( x1 x0 , y1 y 0 , z1 z 0 )
a2 b2 c2
| |
NB: If ( ) w/c is the distance of the plane from the origin.
√
Examples:
1. Find the distance of the point ( ) from the line with symmetric equations:
.
2. How far is the point ( ) from the plane with equation
Solutions:
1. Here, the directional (parallel) vector of is: 〈 〉
( ) be taken.
Then ⃗⃗⃗⃗⃗⃗⃗⃗ 〈 〉.
‖ ⃗‖ ‖( ) ( ) ( ) ‖ √
Thus, ‖⃗ ‖ √
units.
√
2. Here ( ) ( ) ⃗ 〈 〉 .
| |
Thus , ‖ ⃗‖
| | √
units.
√
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Applied Mathematics I (Math 231B)
| ⃗ ⃗⃗⃗⃗⃗ | |( ). /| √
‖⃗ ‖
.
√
Then the distance between is the same as the distance from any arbitrary point
( ) has been taken from to the plane .
| |
⇒ √
. But
| |
Thus, √
Solution: We first rewrite the equations so that they have the same ⃗ 〈 〉.
That is:
⁄ ⁄
| |
Thus, √
| ⁄ |
⁄
√
Definition a Field
Let F be a subset of complex numbers. Then F is said to be a field under the usual
add t on’ ’ and alar mult pl at on ‘ ’ usually denoted by (F,+,.) if it satisfies the
following conditions:
i.
ii.
iii.
iv.
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Applied Mathematics I (Math 231B)
Examples:
A non-empty set of objects V is said to be a vector space (or a linear space) over a field F if
it satisfies the following axioms:
1.
2.
3.
4. ( ) ( )
5.
6. ( )
7. ( ) ( )
8. ( )
9. ( )
10.
Note:1. The elements of V are called vectors and the elements of F are called scalars.
2. It is important to realize that a vector space consists of four entities: a set of vectors, a
set of scalars, and two operations. When you refer to a vector space be sure all four
entities are clearly stated or understood. Unless stated otherwise, assume that the set of
scalars is the set of real numbers.
Examples:
The set of all ordered pairs of real numbers with the standard operations is a vector
space.
n
2.R with the Standard Operations Is a Vector Space
The set of all ordered n - tuples of real numbers with the standard operations is a vector
space.
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Applied Mathematics I (Math 231B)
Subspaces
Definition: Let V be a given vector space over a field F. Then a non-empty subset W of V is
said to be a subspace of V if W itself is a vector space over F under the operations of V.
Theorem: Suppose that V is a vector space over a field F.A non-empty subset W of V is a
subspace of V if it satisfies the following conditions:
i. ⇒
ii. ⇒
iii.
Examples
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Applied Mathematics I (Math 231B)
a) *( )
b) *( )
Definition:
Examples:
*( )( )( )+ Let ( ) ( ) ( )
C2 =3 V1 =3 V2 + V3
Exercise:
S = { (1,2,3),(0,1,2), (-1,0,1)}.
Definition:
Let are vectors in a vector space V over .Then vectors are called:
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Applied Mathematics I (Math 231B)
1. linearly dependent if there exist scalars not all zero such that
1. Determine whether the following set of vectors in the vector space are
linearly dependent or independent.
a. *( )( )( )+
b. *( )( )( )+.
c. {(1,2,3),(0,1,2),(-2,0,1)}
2. Let V be the vector space of all real valued functions of the variable t. Then which of
the following set of functions are LD/LI? Justify!
a. * + b) * +
3. Determine whether the following set of vectors in the vector space are
independent .
Definitions:
Let V be any vector space over a field F, and let the set { } be a set of vectors
in V.Then:
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Applied Mathematics I (Math 231B)
Examples:
( ) ( ) ( ) ( )
Therefore , S Spans
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Chapter 2
( )
is called a matrix in
Remark: The numbers in the matrix are called the entries of the matrix.
Note:
( ) ( )
Definition: A 1 matrix is called a row vector (row matrix) and an 1matrix is called a
column vector (column matrix).
Example 5: (8) is both a column and row matrix. The number of rows and columns are equal
i.e. an is called a square matrix of order n.
1
Example 6: ( ) is a square matrix of order 3.
Then and
Definition 2.1.2 If A and B are matrices with the same size, then we define the sum A + B
to be the matrix obtained by adding the entries of B to the corresponding entries of A, and
we define the difference A - B to be the matrix obtained by subtracting the entries of B from
the corresponding entries of A.
If A = [aij ] and B = [bij] have the same size, then this definition states that
(A + B)ij = (A)ij + (B)ij = aij + bij
(A - B)ij = (A)ij - (B)ij = aij - bij
Example 7.
Definition: A matrix all of whose elements are zero is called a zero matrix and it is denoted by .
Example 8: ( )
Example: If ( ), then ( )
2
2.2. Product of Matrices and some algebraic properties; transpose of matrix
Example 10:
Then Compute
A.
B.
C. Is ?
i) AB BA
ii)
iii)
iv)
Definition: A square matrix in which all but the diagonal elements are zero is called diagonal
matrix.
Definition:A diagonal matrix whose all of its diagonal elements are equal is called Scalar
matrix.
3
Definition: A scalar matrix whose all of its diagonal elements are one is called the Identity
matrix.
Example 13:
i.
ii.
iii.
iv.
Special Matrices
Example 14: ( )
2. Skew Symmetric matrix is a matrix which is equal to -1times its transpose. i.e.
.
4
Example 14: ( )
i. is symetric.
ii. is skew symmetric.
3. A square matrix is said to be an upper triangular matrix if
and strictly upper triangular matrix if .
A square matrix is said to be an upper triangular matrix if
and strictly upper triangular matrix if .
Definition: Two matrices are equivalent written as A B if one can be obtained from the other by
a sequence of elementary row operations.
solution
( ) ( )
( ) ( )
5
Thus ( ) ( )
1. Any row (if any) consisting of entirely of zeros appears at the bottom of the matrix.
2. The first non-zero number in any row not consisting of entirely zero is 1 (leading 1).
3. If two successive rows do not consist entirely of zeros, the leading 1 in the lower row
occures farther to the right than the leading 1in the higher row.
( ) ( ) ( )
( ) ( ) ( )
Definition: A matrix in a row echelon form is said to be in reduced row echelon form if all
entries in any column containing the leading 1is zero.
Example: From the above matrices, matrix A and C are in reduced row echelon form.
Definition: Let A be an matrix. Let be the row echelon form of A. The rank is
the number of non-zero rows of the row echelon form of A ( ).
( ) ( ) ( )
Answer: 3,
6
2.5. Determinant of a Matrix and its Properties
Determinant of order n
∑ ( )
expansion along the row where is the matrix formed by deleting (crossout) the row
and the column.
1. ( ) 2. ( )
∑ ( )
Properties of Determinants
Example: | | | |
2. If one column is a scalar multiple of the other column, then the determinant is zero.
7
Example: | |
Example: | |
4. If a scalar multiple of one column is added to another column, then the determinant
doesn’t change.
Example: | | | |
Example: | |
6. The determinant of an upper triangular matrix is the product of elements in the diagonal.
Example: | |
7.
8.
9.
10. Suppose that are columns of matrix A. (
)
Example:
( ) ( ) ( )
Definition: A matrix A is said to be non singular or invertible if there exists a unique matrix B
such that AB = BA = . We say B is the multiplicative inverse of A. The unique inverse B of A
is denoted by . If such a matrix doesn’t exist, we say matrix A is singular or non-invertible.
8
Note: Inverse of a matrix is only defined for square matrices. Moreover, not all square
matrices are invertible.
i.
ii.
iii.
i. Adjoin the identity matrix of order n with matrix A of order n to form the new
matrix | .
ii. Compute the reduced row echelon form of matrix | . If this reduced row echelon
form is of type | , then B is the inverse of A. If the reduced row echelon form is
not of type | , in that the matrixto the right is not , then A is singular.
Solution: | ( | ) ( | )
( )
ADJOINT OF A MATRIX
Definition: Let be a matrix which obtained by omitting the row and the column of the
matrix A.det is called the minor of the element of an matrix A.
9
The minor of is | |
The cofactor of | |
Similarly
Then the matrix found from the cofactorsis ( ). Therefore the adjoint of A
,AdjA is ( ) ( )
( ), ( ) ( )
Note: the entries of column of A are the coefficients of the variable in X. Here A is called
the coefficient matrix. If ( ), the system is called homogenous; othewise it is called non-
homogenous. A homogenous system has at least one solution, the trivial solution i.e.
.
The matrix whose columns are the columns of A and whose last column is b
which is called the augmented matrix denoted by (A│b).
10
{
Note:
When a system of linear equation has solution, then it is called consistent otherwise it is
known as inconsistent.
Two systems of linear equations are said to be equivalent if they have the same solution.
i. Write down the augmented matrix of the system of linear equations in the form of
| .
ii. Apply the elementary row operations on the matrix B.
A. If rank of A=Rank of B , the system has solution.
B. If Rank A = Rank B , the system has infinitely many solutions.
C. If Rank A Rank B, the system has no solution.
iii. Use back substitution.
Example: Using Gaussian elimination method, solve the following systems of linear equations.
1.
Solution:
i. , where ( ) ( ) ( )
ii. | ( | )
11
iii. ( | ) ( | )
( | ) ( | )
Since Rank B = 3 = Rank A = order of A = n, the syatem has exactly one solution.
2. {
3. {
2. Cramer’s Rule
a). If a linear system of equations consisting of n equations with the same number of unknowns,
given by
has a non-zero coefficient determinant D = det A, the system has presiselyone solution. This
solution is given by the formula
12
b). Hence if the system is homogenous and , it has only the trivial solution
If , the homogenous system also has non-trivial solutions.
Example: Solve each of the following systems of linear equations using Cramer’s rule.
{ ii.{
Solution: ( )
| | | |
| | | |
Thus { }
3. Inverse Method
Given
Example: Solve the following systems of linear equations using inverse method.
a). { b). {
Solution: The system of linear equation can be expressed in its equivalent matrix form as
( ) ( ) ( )
Since ( ), ( )( ) ( )
13
Exercise
14
(Cramer’s rule) this means is not invertible.
Step2: for each Eigen values solve the homogenous system and get the Eigen
Examples: Find the Eigen values and Eigen vectors for the following matrices.
i) A ( )
ii) ( )
Characteristic equation:
( )( ) ( )
, let
15
Thus ( ) ( ) ( ) .
( )( ) ( )
16
CHAPTER 1
1.1 Limit
1. Definition of Limit
Definition:(formal Definition of Limit)
Let f be a function defined on an open interval containing a, with the possible
exception of a itself. Then the limit of f (x) as x approaches a is the number L,
written as
for every number > 0 there is a number δ > 0 such that if 0 < |x − a| < δ, then
|f (x) − L| < .
This idea can be represented graphically by the figure below
Remark:
(a) δ is a function of
1
1.1 Limit 2
Consider
|f (x) − 8| < ⇒ |(3x − 4) − 8| < ⇒ |3x − 12| < ⇒ |x − 4| <
3
Now choose δ =
3
Thus 0 < |x − 4| < δ ⇒ |x − 4| <
3
⇒ 3|x − 4| = |(3x − 4) − 8| < Example:Show that lim (x2 − 1) = 3
x→2
Consider
|f (x) − 3| < ⇒ |(x2 − 1) − 3| <
⇒ |x2 − 4| <
⇒ |(x − 2)(x + 2)| <
Let δ = 1 , thus, |x − 2| < 1 ⇒ −1 < x − 2 < 1 ⇒ 3 < x + 2 < 5,
Hence, |x + 2| < 5
⇒ |x2 − 4| = |x + 2||x − 2| < 5|x − 2| < ⇒ |x2 − 4| <
5
Now choose δ = min( , 1)
5
Thus 0 < |x − 2| < δ
⇒ |(x2 − 1) − 3| < 5|x − 2| < 5 =
5
Example:Using − δ definition of limit prove that
Proof:
Consider
|f (x) − 12| = |(x2 + x) − 12)| = |(x + 4)(x − 3)| = |x + 4||x − 3|
Take δ = 1, then
|x − 3| < δ ⇒ |x − 3| < 1
⇒ −1 < x − 3 < 1
⇒ 2 < x < 4 ⇒ 6 < |x + 4| < 8
Thus we have |f (x) − 12| = |x + 4||x − 3| < 8|x − 3| < iff |x − 3| <
8
Now choose δ = min(1, )
8
Thus, 0 < |x − 3| < δ ⇒ |f (x) − 12| = |x2 + x − 12| = |x + 4||x − 3| < 8 =
8
(b) Let > 0 be given. We must find δ such that
1
0 < |x − 3| < δ ⇒ |f (x) − | <
3
Consider
1 2 1 6 − (x + 3)
|f (x) − | = | − |=| |<
3 x+3 3 3(x + 3)
1 x−3
⇒ | |<
3 x+3
Take δ = 1, then
|x − 3| < δ ⇒ |x − 3| < 1
⇒ −1 < x − 3 < 1
⇒ 2 < x < 4 ⇒ 5 < |x + 3| < 7
1 1 1 1 1 1
⇒ < < Thus we have |x − 3| < |x − 3| < iff
7 x+3 5 3 |x + 3| 15
|x − 3| < 15
Now choose δ = min(1, 15)
1 2 1
Thus, 0 < |x − 3| < δ ⇒ |f (x) − | = | − |
3 x+3 3
1 x−3
= | |
3 x+3
1
< 15 =
15
Consider
√ √
|f (x) − 5| = |(2 + x − 5| = | x − 3| <
x−9
⇒ |√ |<
x+3
Take δ = 1, then
|x − 9| < δ ⇒ |x − 9| < 1
⇒ −1 < x − 9 < 1
√ √ √
⇒ 8 < x < 10 ⇒ 8 + 3 < x + 3| < 10 + 3
1 1 1
⇒√ <√ <√ Thus we have
10 + 3 x+3 8+3
1 1 √
|x − 9| √ <√ |x − 9| < iff |x − 9| < ( 8 + 3)
x+3 8 + 3√
Now choose δ = min(1, ( 8 + 3))
√ x−9 1 √
Thus, 0 < |x − 9| < δ ⇒ |(2 + x − 5| = | √ |< √ ( 8 + 3) =
x+3 8+3
lim (mx + b) = ma + b
x→a
lim c = c
x→a
lim [f (x)]n = Ln
x→a
(a) Let f be a function which is defined at every number in some open interval
(a, c).Then the limit of f (x), as x approaches a from the right, is L, written
lim f (x) = L
x→a+
if for any > 0, however small, there exists a δ > 0 such that,
(b) Let f be a function which is defined at every number in some open interval
(d, a).Then the limit of f (x), as x approaches a from the left, is L, written
lim f (x) = L
x→a−
if for any > 0, however small, there exists a δ > 0 such that,
i. lim f (x) = ∞ iff for every M > 0, there is a δ > 0, such that
x→a
Example:
2x
i. lim+ =∞
x→3 x − 3
2x
ii. lim− = −∞
x→3 x − 3
2x
Therefore, the line x = 3 is the vertical asymptote of f (x) =
x−3
(b) Limit at infinity and Horizontal asymptotes Definition:
for every > 0 there is a number M > 0 such that if x > M , then
|f (x) − L| < .
for every > 0 there is a number M < 0 such that if x < M , then
|f (x) − L| < .
Example:
1
i. lim =0
x→∞ x
1
ii. lim =0
x→−∞ x
1
Therefore, the line y = 0 is the horizontal asymptote of f (x) =
x
Example: Find the vertical and horizontal asymptotes of the graph of
√
9x2 + 1
f (x) =
3x − 5
Solution:
i. If lim− f (x) = ±∞, or lim+ f (x) = ±∞ or lim f (x) = ±∞ then the line
x→a x→a x→a
x = a is a vertical asymptote
√ of f (x)
2
9x + 1
Now, find lim− = = −∞
5 3x − 5
x→
3
5
Thus, the line x = is the vertical asymptote of f (x)
3
ii. To find the horizontal Asymptote
If lim f (x) = L, or lim f (x) = L, then the line y = L is the horizontal
x→∞ x→−∞
asymptote of f (x)√
9x2 + 1
Now, find lim =
x→∞ 3x −
r5
√ 1
x2 (9 + )
9x2
+1 x2
lim = lim
x→∞ 3xr −5 x→∞ 3x − 5
1
x 9+ 2 √
x
= lim , since x > 0, x2 = x
x→∞r 3x − 5 r
1 1 √
x 9+ 2 9+ 2
x x 9
lim = lim = =1
x→∞ 5 x→∞ 5 3
x(3 − ) (3 − )
x √ x
9x2 + 1
Again, find lim =
x→−∞ −5
3x r
√ 1
2 x2 (9 + 2 )
9x + 1 x
lim = lim
x→−∞ 3x − 5r x→−∞ 3x − 5
1
(−x) 9 + 2 √
x
= lim , since x < 0, x2 = −x
x→−∞ 3x − 5
r r
1 1 √
(−x) 9 + 2 (−1) 9 + 2
x x − 9
lim = lim = = −1
x→−∞ 5 x→−∞ 5 3
x(3 − ) (3 − )
x x
Thus, the lines y = 1 and y = −1 are the horizontal asymptote of f (x)
1.2 Continuity
x2 − x − 2
(a) f (x) =
x−2
2x
(b) f (x) =
1 − x2
1 , if x 6= 0
2
(c) f (x) = x
1, if x = 0
x2 − x − 2
, if x 6= 2
(d) f (x) = x−2
1,
if x=2
Continuity on Intervals
Definition: f is said to be continuous on (a, b) if it is continuous at each point of
(a, b) Theorem: If f and g are continuous at a, and c is a constant then the
following are also continuous at a.
(a) f ± g,
(b) cf ,
(c) f g,
f
(d) , if g(a) 6= 0
g
Solution:
f is continuous at a iff lim+ f (x) = lim− f (x) = f (a)
x→a x→a
lim+ f (x) = f (1) ⇒ lim+ (ax + 3) = f (1)
x→1 xto1
⇒a+3=4⇒a=4−3=1
and lim− f (x) = f (1) ⇒ lim− (x2 + b) = f (1)
xto1 xto1
⇒1+b=4⇒b=4−1=3
Excersice: Determine whether f is continuous or discontinuous at a.
√
(a) f (x) = x − 2; a = 2
|x − 4|
f or x 6= 4
(b) f (x) = x − 4|
e4−x
f or x = 4
1. 2x3 + x2 − x + 1 = 5 in [1, 2]
π
2. x + tanx = 1 in [0, ]
4
3. x5 − x2 + 2x + 3 = 0 in [−1, 0]
Chapter 4
Derivatives and Application of derivatives
Tangent Line:
Definition The tangent line to the curve at the point is the line through with slope
Example 1 Find an equation of the tangent line to the parabola at the point .
If we write , then . Then h approaches 0 if and only if x approaches a. Therefore, an
equivalent way of stating the definition of the derivative, as we saw in finding tangent lines:
The tangent line to y=f(x) at (a, f(a)) is the line through (a, f(a)) whose slope is equal to f’(a), then the
derivative of f at a is defined as:
Given any number x for which this limit exists, we assign to x the number . So we can regard as a
1
new function, called the derivative of .
Example 3 Use the definitions of derivatives find the derivative of if √ State the
domain of
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Derivatives and Application of Derivatives
√ √ √ √ √ √
Solution: = =
√ √
= = =
√ √ √ √ √ √ √
If we want to indicate the value of a derivative ⁄ in Leibniz notation at a specific number, we use the
notation
SOLUTION If , then
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Derivatives and Application of Derivatives
Power Functions
The Power Rule: If n is any real number, then
EXAMPLE 6
(a) If , then (b) If ,then
(f) √ exercise
EXAMPLE 7
(a) .
EXAMPLE 8 :
=
The Product Rule If f and g are both differentiable, then
[ ( )
EXAMPLE 9
⁄
Find the derivative of
The Quotient Rule If f and g are both differentiable, then
( )
* + [
,
Provided that
3
EXAMPLE 10 : Find the derivative of
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Derivatives and Application of Derivatives
Exponential Functions
The Derivative of the exponential function :
Example 11 :
Note: e 2.71828
EXAMPLE 12 If , find
Derivatives of a Logarithmic Function
and
EXAMPLE 13 Differentiate
EXAMPLE 15 Differentiate
Solution:
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Derivatives and Application of Derivatives
EXAMPLE 16 : Find √
SOLUTION
We expressed as ( ) √ Since
⁄
and
√
Then ( )
√ √
Alternatively, [ [
EXAMPLE 17 : Differentiate
Implicit Differentiation
The functions that we have met so far can be described by expressing one variable explicitly in terms of
another variable—for example,
√ or
Or, in general, . Some functions are defined implicitly by a relation between and such as
or
Implicit differentiation consists of differentiating both sides of the equation with respect to and then
solving the resulting equation for .
EXAMPLE 18
If , then find
Solution
Differentiate both sides of the equation :
Since
Thus
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Derivatives and Application of Derivatives
Now ⁄ ⁄
√ √
Thus
√
( ) ( )
√ √
( ) ( )
√ √
( ) ( )
(a)
√
(b) Exercise
Higher Derivatives
If is a differentiable function, then its derivative is also a function, so may have a derivative of its
own, denoted by . This new function is called the second derivative of because it is the
derivative of .Using Leibniz notation; we write the second derivative of as
( )
Another notation is .
The third derivative is the derivative of the second derivative: . 6
( )
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Derivatives and Application of Derivatives
The process can be continued. The fourth derivative is usually denoted by . In general, the
derivative of is denoted by and is obtained from by differentiating times. If , then we
write
EXAMPLE 20
If , then find .
Hyperbolic Functions
Definition of the Hyperbolic Functions
Hyperbolic Identities
(a) ( ) ( )
(b) Exercise
( )
We list the differentiation formula for the hyperbolic functions in the following Table.
√
Example 22 √ √ √ √
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Derivatives and Application of Derivatives
So
Or, multiplying by
√
√
Note that , but √ . Thus, the minus sign is inadmissible and we have
√
Therefore √
Derivatives of Inverse Hyperbolic Functions
d 1 d 1
(sinh 1 x ) (csch 1 x)
dx 1 x2 dx x x2 1
d 1 d 1
(cosh1 x ) (sec h 1 x)
dx x2 1 dx x 1 x2
d 1 d 1
(tanh 1 x) (coth1 x)
dx 1 x2 dx 1 x2
Exercise 24 : Prove that
√
8
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Derivatives and Application of Derivatives
Applications of Differentiation
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Derivatives and Application of Derivatives
Definition A function has a local maximum (or relative maximum) at if when x is near
c. [This means that for all in some open interval containing c.] Similarly, has a local
minimum at if when is near c.
EXAMPLE 1 The function takes on its (local and absolute) maximum value of 1 infinitely
many times, since for any integer and forall . Likewise,
is its minimumvalue, where is any integer.
EXAMPLE 2 If , then because for all. Therefore, is the absolute
(and local) minimum value of . This corresponds to the fact that theorigin is the lowest point on the
parabola . However, there is no highest point on the parabola and so this function has no maximum
value.
10
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Derivatives and Application of Derivatives
The Extreme Value Theorem If is continuous on a closed interval [ , then attains an absolute
maximum value and an absolute minimum value at some numbers and in [ .
The Extreme Value Theorem is illustrated in Figure 5.
Figures 6 and 7 show that a function need not possess extreme values if either hypothesis (continuity or
closed interval) is omitted from the Extreme Value Theorem.
Definition A critical number of a function is a number c in the domain of such that either
or does not exist.
⁄
EXAMPLE 7 Find the critical numbers of
SOLUTION The Product Rule gives
⁄ ⁄ ⁄
⁄
= ⁄ ⁄
⁄ ⁄
[The same result could be obtained by first writing .] Therefore, 11
, that is , and does not exist when . Thus, thecritical numbers are and 0.
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Derivatives and Application of Derivatives
Since exists for all , the only critical numbers of occur when , that is, or
.Notice that each of these critical numbers lies in the interval .
( )
Comparing these four numbers, we see that the absolute maximum value is and the absolute
minimum value is .
Note that in this example the absolute maximum occurs at an endpoint, whereas theabsolute minimum
occurs at a critical number.
The Mean Value Theorem
To arrive at the Mean Value Theorem we first need the following result.
Rolle’s Theorem Let be a function that satisfies the following three hypotheses:
1. is continuous on the closed interval [ .
2. is differentiable on the open interval .
3.
Then there is a number in such that .
Figure 1 shows the graphs of four such functions. In each caseit appears that there is at least one
point on the graph where the tangent is horizontaland therefore . Thus, Rolle’s 12
Theorem is plausible.
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Derivatives and Application of Derivatives
EXAMPLE Prove that the equation has exactly one real root.
SOLUTION First we use the Intermediate Value Theorem to show that a root exists.
Let . Then and . Since is a polynomial, it is continuous,
so the Intermediate Value Theorem states that there is a number between 0 and 1 such that .
Thus, the given equation has a root.
To show that the equation has no other real root, we use Rolle’s Theorem and argue by
contradiction. Suppose that it had two roots and . Then and, since is a polynomial,
it is differentiable on and continuous on [ . Thus, by Rolle’s Theorem, there is a number
between and such that . But
(since ) so can never be 0. This gives a contradiction. Therefore, the equationcan’t have two
real roots.
The Mean Value Theorem Let be a function that satisfies the following hypotheses:
1. is continuous on the closed interval [ .
2. is differentiable on the open interval .
Then there is a number in such that
or, equivalently,
EXAMPLE To illustrate the Mean Value Theorem with a specific function, let’s consider
. Since f is a polynomial, it is continuous and differentiable for all , so it is certainly
continuous on [ anddifferentiable on . Therefore, bythe Mean Value Theorem, there is a number
in such that
13
Which gives , that is, ⁄√ . But must lie in , so ⁄√ .
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Derivatives and Application of Derivatives
The First Derivative Test Suppose that is a critical number of a continuous function .
(a) If changes from positive to negative at , then has a local maximum at .
(b) If changes from negative to positive at , then has a local minimum at .
(c) If does not change sign at (for example, if is positive on both sides of c or negative on both
sides), then has no local maximum or minimum at .
It is easy to remember the First Derivative Test by visualizing diagrams such as those in Figure 3.
EXAMPLE 2 Find the local minimum and maximum values of the function fin Example 1 above. 14
SOLUTION From the chart in the solution to Example 1 we see that changes fromnegative to
positive at -1, so is a local minimum value by the First DerivativeTest. Similarly, changes
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Derivatives and Application of Derivatives
Concavity Test
(a) If for all in , then the graph of is concave upward on .
(b) If for all in , then the graph of is concave downward on .
Definition A point on a curve is called an inflection point if is continuous there and the
curve changes from concave upward to concave downward or from concave downward to concave
upward at .
Another application of the second derivative is the following test for maximum andminimum values. It is
aconsequence of the Concavity Test.
The Second Derivative Test Suppose is continuous near .
(a) If and , then has a local minimum at .
(b) If and , then has a local maximum at .
EXAMPLE 6 Discuss the curve with respect to concavity, points of inflection, and local
maxima and minima. Use this information to sketch the curve.
SOLUTION If , then 15
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Derivatives and Application of Derivatives
To find the critical numbers we set and obtain and . To use theSecond Derivative
Test we evaluate at these critical numbers:
The point is an inflection point since the curve changes from concave upward toconcave downward
there. Also is an inflection point since the curve changesfrom concave downward to concave
upward there.
Using the local minimum, the intervals of concavity, and the inflection points, wesketch the curve in
Figure 11.
Although is not defined when , we need to know how behaves near 1. In particular, we would
like to know the value of the limit
In computing this limit we can’t apply Law of the limit of a quotient, because the limit of the denominator
is 0. Infact, although the limit in the abovefunction exists, its value is not obvious because both numerator 16
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Derivatives and Application of Derivatives
where both and as , then this limit may or may not exist and iscalled an
L’Hospital’s Rule Suppose and are differentiable and near (exceptpossibly at ). Suppose
that
and
or that and
EXAMPLE 1Find .
SOLUTION Since
EXAMPLE 2 Calculate .
Since and as , the limit on the right side is also indeterminate, but a second
application of l’Hospital’s Rule gives
Indeterminate Products
If and (or ), then it isn’t clear what the value of ,
if any, will be. There is a struggle between and . If wins, the answerwill be ; if wins, the answer
17
will be (or ). Or there may be a compromise wherethe answer is a finite nonzero number. This kind
of limit is called an indeterminate formof type . We can deal with it by writing the product as a
quotient:
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Derivatives and Application of Derivatives
or
⁄ ⁄
This converts the given limit into an indeterminate form of type or so that we canuse l’Hospital’s Rule.
EXAMPLE Evaluate .
SOLUTION The given limit is indeterminate because, as , the first factor approaches 0 while
the second factor approaches . Writing ⁄ ⁄ , we have ⁄ as , so
l’Hospital’s Rule gives
⁄
⁄ ⁄
.
Indeterminate Differences
If and , then the limit
[
is called an indeterminate form of type .
To find out the limit, we try to convert the difference into a quotient (for instance, by using a common
denominator, or rationalization, or factoring out a common factor) so that we have an indeterminate form
of type or .
EXAMPLE Compute .
⁄ ⁄
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Derivatives and Application of Derivatives
Then [
sol’Hospital’s Rule gives
So far we have computed the limit of lny, but what we want is the limit of y. To find this we use the fact
that :
:
Curve Sketching
Guidelines for Sketching a Curve
The following checklist is intended as a guide to sketching a curve by hand. Notevery item is
relevant to every function. (For instance, a given curve might not have anasymptote or possess
symmetry.) But the guidelines provide all the information you needto make a sketch that displays the
most important aspects of the function.
A. Domain It’s often useful to start by determining the domain of , that is, the set of valuesof for
which is defined.
B. Intercepts
C. Symmetry
(i) If for all in ,the function is an even function and the curve is symmetric aboutthe -
axis.
(ii) If for all in , then is an odd function and the curve issymmetric about the origin.
iii) If for all inD , where is a positive constant, then is calleda periodic function
and the smallest such number is called the period. For instance, has period .
D. Asymptotes
(i) Horizontal Asymptotes. if either or , then the line is a
horizontalasymptote of the curve .If it turns out that , then we do not
have anasymptoteto the right.
(ii) Vertical Asymptotes. The line is a verticalasymptote if at least one of the following
statements is true:
19
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Derivatives and Application of Derivatives
(For rational functions you can locate the vertical asymptotes by equating the denominatorto 0 after
canceling any common factors. But for other functions this method doesnot apply.)
(iii) Oblique Asymptotes. Some curves have asymptotes that are oblique, that is, neither horizontal nor
vertical. If
[
then the line is called an oblique/slant asymptote. For rational functions, slant
asymptotes occurwhen the degree of the numerator is one more than the degree of the denominator. In
sucha case the equation of the oblique asymptotecan be found by long division.
E. Intervals of Increase or Decrease Use the I/D Test. Compute and find the intervalson
which ispositive ( is increasing) and the intervals on which is negative( is decreasing).
F. Local Maximum and Minimum Values
G. Concavity and Points of Inflection Compute and use the Concavity Test.
H. Sketch the Curve Using the information in items A–G, draw the graph. Sketch the asymptotes
as dashed lines.
A. The domain is
{ } { }
B. The - and -intercepts are both 0.
C. Since , the function is even. The curve is symmetric about the -axis.
D.
⁄
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Derivatives and Application of Derivatives
V’ t t –16 OR
if the rate of change is positive then the quantity will be increasing and if the rate of change is negative
then the quantity will be decreasing.
(a) Is the volume of water in the tank increasing or decreasing at t minute?
In this case all that we need is the rate of change of the volume at t
So, at t
(b) Is the volume of water in the tank increasing or decreasing at t minutes?(exercise)
(c) Is the volume of water in the tank changing faster at t or t minutes?
To answer this question all that we look at is the size of the rate of change and we don’t worry about the
sign of the rate of change. All that we need to know here is that the larger the number the faster the rate of
change.
(d) Is the volume of water in the tank ever not changing? If so, when? 21
The volume will not be changing if it has a rate of change of zero. In order to have a rate of change of
zero this means that the derivative must be zero. So, to answer this question we will then need to solve
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Derivatives and Application of Derivatives
V‘ t OR
Example Suppose that the position of an object after t hours is given by,
So the velocity at t t
(b) Does the object ever stop moving?
The object will stop moving if the velocity is ever zero. However, note that the only way arational
expression will ever be zero is if the numerator is zero. Since the numerator of thederivative (and hence
the speed) is a constant it can’t be zero.
Therefore, the velocity will never stop moving.
In fact, we can say a little more here. The object will always be moving to the right since the velocity is
always positive.
Acceleration
Definition If is the position function of a particle moving on a coordinate line, then the 22
instantaneous acceleration of the particle at time is defined by
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Derivatives and Application of Derivatives
Or alternatively, since
Solution .
Interpreting the sign of acceleration.Aparticle in rectilinear motion is speeding up when its velocity and
acceleration have the same sign and slowing down when they have opposite signs.
23
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Unit 5 INTEGRATIONS
5.1. Indefinite Integrals
Definitions and examples of Indefinite Integrals
Definition 5.1.1
Let f be a function whose domain is an open interval I. Then any function F such that
F x f x for each x in I is called an anti-derivative of f. (Note that f is the derivative of F
on I.)
Example 5.1.1
i) If F(x) is an anti-derivative of f(x), then F(x) + C is an anti-derivative of f(x) for every real
number C.
ii) If F(x) and G(x) are two anti-derivatives of f(x), then F(x) – G(x) is constant for all x in I.
d ( F ( x) C ) dF ( x)) dC
f ( x) 0 f ( x)
dx dx dx
this by f ( x)dx F ( x) C
1
Definition 5.1.2
Let the domain of f be an open interval I and suppose f has anti-derivative. The family of
all anti-derivatives of f is called the indefinite integral of f and is denoted by f ( x)dx .
Example 5.1.2
2dx 2 x C 2 xdx x C 4 x dx x
2
1. 2. 3. 3 4
C
1 1 3
xdx 2 x C x dx x C
2 2
4. 5.
3
F x f x f x dx F x C
d
Note that:
dx
f x dx f x
d
dx
6. x x2 2 x 3 dx
1
4.
x2
dx 5. x 1 x 1 dx
Basic Rules of Indefinite Integrals
Theorem 5.1.2
Let f and g be a function of x whose domains are an open interval I and suppose f and g are
differentiable for every x in l.
1) dx x C
2) cdx c dx .
3) f g x dx f x dx g xdx .
2
x r 1
4) x dx C , where r is rational, r -1,and x 0 on I
r
r 1
1
5) x dx ln x C (u 0)
6) sin x dx cos x C , cos x dx sin x C and sec x dx tan x C
2
ax
7) e dx e C and a dx C
x x x
ln a
8) sinh xdx cosh x C , coshxdx sinhx C and sech2 xdx tanh x C
dx dx dx
sin 1 x C , 1 x 2 tan x C and
1
9) sinh 1 x C
1 x 2
1 x 2
(2 x
1
Example 5.1.3 3 sin x)dx 2 ln x 3 cos x C
(4 x 6 x 2 2 x 1)dx x 4 2 x 3 x 2 x C.
3
Example 5.1.4
3
3
3 2
Example 5.1.5 x 2 x dx x 2 C
x 3
Warning 1: The integral of the product of two functions is not equal to the product of the
integrals. That is, Wrong: (uv)dx u dx u dx
x dx ( x 1) dx x2 x2
2
For example, Wrong x( x 1)dx
2
x C
x2 x2
x( x 1)dx ( x x)dx C
2
Correct:
2 2
Warning 2: The integral of the quotient of two functions is not equal to the quotient of the
u u dx
integrals. That is, Wrong:
v dx
v dx
3
1 2
x x
x 1 ( x 1)dx 2
For example, Wrong:
dx C
3
x x dx 2 2
x
3
3 x 3
C
4 2 x
x 1 1 2
Correct: x
dx x dx x 3 / 2 2 x C
x 3
The indefinite integral can be used to solve problems of the following type. Given that an
article moves along the y – axis with velocity v = f (t), and that at a certain time t = t0
its position is y = y0. Find the position y as a function of t.
1
Example 5.1.6 A particle moves with velocity v , t 0 . At time t = 2 it is at position
t2
vt dt t
1 1
Solution: We compute 2
dt C
t
dy 1
Since v, y is one of the functions in the family C . We can find the constant C by
dt t
1 1 1
setting t = 2 and y = 1.Hence y C, 1 C, C 1
t 2 2
1 1
Then the answer is y 1 which is a position function y of t.
t 2
The next theorem shows that in such a problem one can always find the answer if we are given
the position of the particle at just one point of time.
Theorem 5.1.3
Suppose the domain of f is an open interval I and f has an anti-derivative. Let P ( x 0 , y 0 ) be any
point with x0 in I. Then f has exactly one anti-derivative whose graph passes thorough P.
Exercise 5.1.2
Evaluate the following integrals
1 1 2
2. (t 1 )dx 1
(1 2x 3x )dx z z dz
2 2 2
1. 3.
7.
43 y y y
dy 8. 3 x 2 (1 4 x 2 )dx
y2
dy
9. Find the position y as a function of t given the velocity v and the values of y at one point
dt
of time.
Integration by substitution.
Integration by parts
Integration by Partial Fractions
Integration by trigonometric substitution
5
A. Integration by substitution
A smart idea consists in ``cleaning'' them through an algebraic substitution which transforms the
given integrals into easier ones. Let us first explain how the substitution technique works.
Theorem 5.2.1 Suppose I and J are open intervals, f has domain I, g maps J in to I, and g is
differentiable on J. Assume that we take u as independent variable.
f g xg xdx f (u)du F (u) C , where x is the independent variable and u g (x)
Example 5.2.1 Evaluate the following integrals
x
a) x 2
1
dx
x 1 2x 1 du u x2 1
Solution x 2 1 dx 2 x 2 1 dx 2 u ,
du 2 xdx
1
2
1
ln u C ln x 2 1 C
2
b). 3x 2 x 3 12 dx
1
1 1
u x3 1
3x x 1 dx u du
2 3 2 2
Solution ,
du 3 x 2 dx
3 3
2 2 2 3
u C x 1 2 C
3 3
c). x x 2dx
Let u x 2
Solution x x 2dx (u 2) u du , u 2 x
And du dx
32 1
5 3
2 2 4 2
u 2u du u u C
2
5 3
6
5
( x 2) 2 x 2 2 C
2 4 3
3 3
du u2 sin 2 x
Hence sin x cos x dx u cos x
cos x
udu C C
2 2
1
ex
Example 5.2.3 Integrate 2 dx
x
1 du 1 dx
Solution Using u and 2 we have, du= 2
x dx x x
e1 / x e u x 2 du
x 2 dx x 2 1 e du e c e c e c
u u u 1/ x
1
1
du sec x tan x 2 sec x tan x sec2 x dx
2
1 1
1
sec x tan x 2 sec xtan x sec x dx = sec xsec x tan x 2 dx
1
2 2
Activity 5.2.1
3. Show that cot xdx ln sin x C 4. Show that csc x dx -ln|csc x + cot x| + C
7
4 sin x
x 3 x 5 1dx 1 cos x
4
5. Evaluate: a) b) 2
dx
B. Integration by parts
Suppose we have two functions multiplied by each other h(x) =f(x) g(x)
h x f x g x f x g x f x g x
f x g / x dx f x g x dx f x g x dx
/
/
and rearranging gives
This relationship is what we call Integration by Parts. Let us look at it more carefully and then
see some examples. First, it asks us to break the integrand up into two pieces and identify one of
the pieces, g’(x), as the derivative of another function. In other words, we
anti-differentiate a "part" of the integrand. The other part(x) is differentiated. The hope is that
when you apply this, the new integral f ' xg xdx is simpler to anti-differentiate.
Theorem 5.2.2(Integration by Parts)
The u - v Method:
The u - v Method is given by udv uv vdu which is identical to the canonical method.
u f x , du f' x dx
Set
v g x , dv g' x dx
Solution: We use integration by parts. Notice that we need to use substitution to find the
x
integral of e . Now let u = x and dv= e3x dx , so that du = dx and v = 1/3 ex
1 xe3 x 1 3 x
Hence we have xe dx = x e 3 x e 3 x dx =
3x 1
e C
3 3 3 9
Activity 5.2.2
Evaluate
x e dx
2 x
Example 5.2.6 Evaluate
x e dx = x e 2xe dx x e 2 xe x dx
2 x 2 x x 2 x
We have:
x e dx = x e 2xe dx x e 2 xe x dx x e 2 xe 2 e dx
2 x 2 x x 2 x 2 x x x
We get
Other by Parts
Occasionally there is not an obvious pair of u and dv. This is where we get creative.
ln xdx x ln x dx x ln x x C
9
Trigonometric Functions by parts
sin x cos x e
sin x
Example 5.2.8 Integrate dx .
Now use integration by parts. Let w=u and du e u du so that dw du and v=eu
1
So that du 3cos 3 x and v= sin 4 x
4
1
Therefore, sin 3x cos 4 xdx sin 3 x sin 4 x sin 4 x3 cos 3 xdx
1
4 4
1 3
sin 3 x sin 4 x cos 3 x sin 4 xdx
4 4
1
du 3 sin 3 xdx and v cos 4 x
4
1 3
Hence sin 3 x cos 4 x dx = sin 3x sin 4 x cos 3x sin 4 xdx
4 4
9
16
From both sides of this "equation" subtract sin 3 x cos 4 xdx , getting
7 1 3
sin 3 x cos 4 x dx sin 3 x sin 4 x cos 3 x cos 4 x C
16 4 16
16 1
sin 3 x sin 4 x
3
sin 3 x cos 4 x dx cos3 x cos 4 x C
7 4 16
16 1 3
Thus, sin 3 x cos 4 x dx = sin 3x sin 4 x cos 3x cos 4 x C
7 4 16
16
(Combine constant with since is an arbitrary constant we have)
7
4
cos 4 x dx = sin 3x sin 4 x cos 3x cos 4 x C
3
Hence sin 3 x 7 7
Reduction formulas:
1 n 1 n -1
sin xdx sin x cosx
n
sin n 2 xdx for n 2
n
a)
n
1 n -1
cos xdx cos n 1 x sinx
n
cos n 2 xdx for n 2
n
b)
n
1 2
sin xdx sin 2 x cos x sin xdx
3
a).
3 3
1 2
sin 2 x cos x cos x C
3 3
1 2
cos xdx cos2 x sin x cos x
3
b).
3 3
1 2
cos2 x sin x sin x C
3 3
11
sin
m
Note: Integrals of the form x cosn xdx
b) if m and n are even, reduce to smaller power of m or n and use the identities
1 1 cos 2 x 1 cos 2 x
sin x cos x sin 2 x , sin 2 x , cos2 x
2 2 2
sin
5
Example 5.2.11 Evaluate cos4 xdx
sin cos4 xdx sin 4 x cos4 x sin xdx (sin2 x) 2 cos4 x sin xdx
5
Let u cosx
(1 cos2 x) 2 cos4 x sin xdx ,
du -sinxdx
(1 u 2 ) 2 u 4 du (u 4 2u 6 u 8 )du
1 5 2 7 1 9
u u u C
5 7 9
1 2 1
cos5 x cos7 x cos9 x C
5 7 9
Activity 5.2.3
Evaluate
: a. sin axsin bxdx b. cos axcosbxdx
c. sin axcosbxdx
12
C. Integration by Partial Fractions
In algebra we learn how to find the common denominator of two expressions and then combine
like terms. Partial fractions are all about going backwards.
N ( x)
Objective: To integrate rational functions f ( x)
D( x)
1. If the degree of the numerator is greater than the degree of the denominator perfume long
division.
2. Factor the numerator and the denominator of the remainder in to linear and quadratic factors.
A1 A2 Ar
ax b (ax b) 2
(ax b) r
4x 2
Example 5.2.12 Evaluate the integral x 2
x6
dx
4x 2 4x 2 A B
We factor to get
x x 6 x 2x 3 x 2 x 3
2
4x 2 2 2
Now we can integrate x 2
x6
dx dx
x 2 x 3
2 ln x 2 2 ln x 3 C
1
Example 5.2.13 Evaluate the integral x( x 2
1)
dx
1 A Bx C Dx E A( x 2 1) 2 ( Bx C ) x( x 2 1) ( Dx E ) x
Solution:
x( x 2 1) 2 x x 2 1 ( x 2 1) 2 x( x 2 1) 2
1 A( x 2 1) 2 ( Bx C ) x( x 2 1) ( Dx E ) x
1 A( x 4 2 x 2 1) ( Bx C )( x 3 x) Dx 2 Ex
Ax 2 Ax 2 A Bx Bx Cx Cx Dx 2 Ex
4 4 2 3
( A B) x 4 Cx 3 (2 A B D) x 2 (C E ) x A
1 (1 B) x 4 Cx 3 (2 B D) x 2 (C E ) x 1
Thus, 1 B 0 B 1 and C 0 .
2 B D 0 D 1
C E 0 E 0
1 1 x x
x( x 2 1) 2 x x 2 1 ( x 2 1) 2
1 1 x x u x2 1
Hence, x( x 1)
2 2
dx dx 2
x x 1
dx 2
( x 1) 2
dx Let
du 2 xdx
1 1 1 1
ln x
2 u
du 2 du
2 u
ln x ln u 1u 1 C
1 1
2 2
ln x
1
ln x 2 1
1
C
2 2( x 1)
2
14
D. Integration by trigonometric substitution
a2 b2 x2 a a 1 sin 2 u a cosu
x sin u
b
a2 b2 x2 a a 1 tan 2 u a secu
x tan u
b
b2 x2 a2 a a sec2 u 1 a tan u
x sec u
b
dx
Example 5.2.14 Evaluate x 2
4 x2
dx 2 sec2 udu
x
1 sec udu 1 cos u
Hence, = = du
2
4 x2 4 tan u 2 sec u 4 tan 2 u
2
4 sin 2 u
1
= C
4 sin u
x x
Note that tan u and thus sin u . (See the following figure)
2 4 x2
4 x2
2
15
dx 4 x2
Therefore, x 2
4 x2
=
4x
+C
9 4x 2
Example 5.2.15 Evaluate x
dx
3 3
Solution: Let x sin u , so that dx cos u du and 9 4 x 2 3 cosu .
2 2
9 4x 2 3 cos u 3
Hence, x
dx =
3
cos udu
2
sin u
2
9 4 x2 9 4 x2 3
Note that Cosu , Cotu and Cscu
3 2x 2x
3
2x
9 4x 2
9 4x 2 3 9 4x 2
Hence x
dx 3 ln
x
9 4x 2 c
16
Solution: Notice first that the square root is what makes this problem difficult.
Hence we let u = x - 1 and hence du = dx .This seems not to get rid of the x term, but notice that
if we add 1 to both sides, we get x = u + 1
x x 1dx = u 1 u du u 2 u 2 du
3 1
Exercise 5.2.1
1. Evaluate the following integrals using integration by parts:
xe x sin 5x dx
3x
a) dx b)
x x e
2 2 5x
c) ln xdx d) dx
x cos 3x dx x 2 x 1 e7 x dx
2 2
e) f)
x 27 8 x 17
a) x2
9
dx b) x 2
x 12
dx
7 x 26
c) x 2
6 x 16
dx
1 1
a) 9 x2
dx b) x 2 25
dx
17
5.3. Integration of Inverse Trigonometric Functions
sin
1
1. xdx
1
Then du dx and v=x .
1 x2
x
So, sin 1 xdx x sin 1 x dx
1 x2
tan
1
2. xdx
1
Then du dx and v=x .
1 x2
x
So, tan
1
xdx x tan 1 x dx
1 x2
1
= x tan 1 x ln x 2 1 C --------------by substitution
2
Activity 5.3.1
3. sec
1
xdx 4. csc1 xdx
18
5.4 The Definite Integral and its Properties
Theorem 5.4.1
Let f continuous on [a, b]. For any 0 , there is a number 0 such that the
following statements holds:
less han and if x k 1 t h x k for each k 1,2, , n , then the associated Riemann Sum
n b
n
f (t k ) x k satisfies f ( x)dx f (t k )x k i.e.
k 1 a k 1
b n
f ( x)dx lim
P 0 k 1
f (t k )xk
a
b n
a a b
1 4
1
x dx x 2 dx 4 3 13 21
2
Example 5.4.1:
4 1
3
19
Theorem 5.4.3 (Addition Property)
c b c
5
2x - 1, for 1 x 3 2
a).
1
f ( x)dx, where f(x)
5, for 3 x 5
b) x 2dx
2
5 3 5 3 5
2 0 2
0 2
( x 2)dx ( x 2)dx
2 0
Corollary 5.4.4 Let f be non – negative and continuous on [a, b]. Then f ( x)dx 0
a
Let f be continuous on [a, b]. Then there is a number c in [a, b] such that
20
b
f ( x)dx
a
f (c)(b a )
The first fundamental theorem of calculus states that, if f is continuous on the closed interval [a,
b] and F is the anti-derivative (indefinite integral) of f on [a, b], then
f x dx F b F a
b
(1)
a
Remark. The number F (b) - F (a) is also denoted by [F(x)] ab (or F(x) b
a ).
f x dx [F(x)]
b
b
So a = F (b) - F (a)
a
The second fundamental theorem of calculus holds for f a continuous function on an open
interval I and a any point in I, and states that if F is defined by
x
F x f t dt, then F / x f x at each point in I. (2)
a
3
Example 5.4.3 Evaluate
1
xdx
3 x2
3
Solution: xdx 1 =
9 1
4
1 2 2 2
If F x t 2 1dt, find F / x
2x
Example 5.4.4 3
Example 5.4.5 Evaluate 2 cos tdt
0
21
x
Solution: We have 0
cos tdt = [sin (t)]0x = sin(x) - sin(0) = sin(x)
So 0
2 cos tdt sin
2
1
Combining the Chain Rule with the Fundamental Theorem of Calculus, we can generate
some nice results. Indeed, let f (x) be continuous on [a, b] and u(x) be differentiable on
ux
[a, b]. Define the function F x f t dt
a
Then the Chain Rule implies that F(x) is differentiable and F '(x) = f ux u' x
We can generalize this a little bit more to find the derivative of a function of the form
v x
H(x) = f t dt where u(x) and v(x) are both differentiable on [a, b].
ux
Solution: Set F x 0
x2
cos t 2 dt
From the Fundamental Theorem of Calculus, we know that F(x) is an anti-derivative of cos(x2).
We have 0
x2
cos t 2 dt F x 2
The Chain Rule then implies that
d x2
dx
2
0 cos t dt =F '(x )2x = 2x cos( (x ) ) = 2x cos(x ).
2 2 2 4
Note that F(x) does not have an explicit form. So it is quite amazing that even if F(x) is defined
via some theoretical result, we are still able to find the derivative of the given function.
x2
e t dt
2
22
x x2
t 2
e t dt =
2
d
e t dt = F '(x2)2x - F '(x) = 2 xe
x4
ex
x2 2
2
.
dx x
f x dx
b
vertical asymptotes.Recall that the definition of an integral requires the function f(x)
a
to be bounded on the bounded interval [a,b] (where a and b are two real numbers). It is natural
what happens if the function f is unbounded.
Definition 5.5.1
Let the function f (x) becomes unbounded on the interval [a,b] and the interval [a,b] becomes
f x dx
b
unbounded (that is a or b ).then we say that the integral is improper
a
Consider the function f (x) defined on the interval [a,b] (where a and b are real numbers). We
have two cases f(x) becomes unbounded around a or unbounded around b
Remark What happened if the function f(x) is unbounded at more than one point on the
interval [a,b]? Very easy, first you need to study f(x) on [a,b] and find out where the function is
unbounded. Let us say that f(x) is unbounded at c1 and c2 for example, with
23
f x dx = f x dx + f x dx + f x dx + f x dx
b c1 c2 b
a a c1 c
2
3 1
dx
a) 0 x 1 b. ln xdx
0
Type II: Consider the function f (x) defined on the interval a, or , a . In other words,
the domain is unbounded not the function.
f x dx = lim f x dx
t
a a
t
1
Example 5.5.2 Evaluate x
1
2
dx
m
1
m
1 1
m
lim 2 dx
m 1 x
= lim
m x 1
lim 1 1
m m 1
1
1
Example 5.5.3 Evaluate
0 x
dx
Solution The integrand has a vertical asymptote at x = 0, so we must use part (ii) in the
definition.
1 1
12 1
1
We have lim x dx = 2
lim 2 x lim 2 2 m 2
2
m0 m m0 m m 0
5.5.2 Convergence and Divergence of Improper Integrals
Consider a function f(x) which exhibits a Type I or Type II behavior on the interval [a,b] (in
other words, the integral f x dx is improper). We saw before that the integral is defined as a
b
24
f x dx be improper integral.
b
Definition 5.5.2 Let
a
1. If the limit exists (and is a number), we say that the improper integral is Convergent;
2. If the limit does not exist or it is infinite, then we say that the improper integral is
Divergent.
If the improper integral f x dx is split into a sum of improper integrals (because f(x) presents
b
more than one improper behavior on [a,b]), then the integral converges if and only if any single
improper integral is convergent.
Consider the function f x (where p > 0) for x 0, . Looking at this function closely
1
xp
we see that f(x) presents an improper behavior at 0 and + only. In order to discuss convergence
1
or divergence of dx , we need to study the two improper integrals
0 xp
1 1 1
0 xp
dx and
1 xp
dx .
1 1 c 1
lim
1
1 1
We have 0 xp
dx = lim
c 0
c xp
and 1 xp
dx =
c
1 xp
1
For both limits, we need to evaluate the indefinite integral xp
dx
1
We have two cases: If p=1, then we have x
dx =ln x+C and
1 1 1 p
If p 1 , then we have x p
dx
1 p
x C
In order to decide on convergence or divergence of the above two improper integrals, we need to
consider the cases: p<1, p=1 and p >1.
25
c 1
lim
1
lim 1 p c 1
1 1 p
And dx = =
1 xp c
1 xp c
dx lim ln c
1 1
Case 2: Let p=1, then we have 0 x c 0
1
And 1 xp
dx = lim ln c
c
dx = lim 1 1 c1 p
1 1
Case 3: Let p > 1, then we have
0 x p
c 0 1 p
1
lim 1 p c 1
1 1 p 1
And dx =
1 xp c 1 p
The p-Test:
1 1 1
0 x p
dx is convergent if and only if p<1 and
1 xp
dx is convergent if and only if p >1
Note that one may generalize this test to include the following improper integrals
b 1 b 1
a
xa p
dx and bx
a p
dx
b 1
c)
a
xa p
dx is convergent if and only if p <1
b 1
d) bx
a p
dx is convergent if and only if p <1
e xe dx
5 x 3 x 2
c) dx d)
1 0
26
dx
e) 3 x2 9
Definition 5.6.1 if f is continuous and f x 0 on a, b, the area of the region below the curve
Area = f x dx
a
Example 5.6.3
A particle moves along the y-axis with the velocity v 8t cm / sec. How far does it move
3
1
2
Distance Moved 8t 3 dt 2 2 2 1 30cm.
If f and g are continuous on [a, b] and f ( x) g ( x) x (a, b), then the area of he region
bounded by the graphs of f and g and the vertical lines x = a and x = b in given by
b
A g ( x) f ( x)dx
a
Example 5.6.4
a).Find the area of the region that is enclosed between the curve y x 2 and y x 6 .
y x 2 and y x 6
27
x 2 x 6 ( x 3)( x 2) 0
x 3 x 2
Hence, the two graphs intersect at the points (3; 9) and (-2, 4)
3
1 1
3
125
A x 6 x dx x 2 6 x x 3
2
2 2 3 2 6
x = y2 and y = x -2
x ( x 2) 2 x 2 4 x 4
x 2 5 x 4 ( x 1)( x 4) 0 x 1 x 4
The two graphs intersect at the points (1, -1) and (4, 2)
2
y2 1
( y 2) y
2
9
A 2
dy 2 y y 3
1 2 3 1 2
5.6.2 Volume
Integrals are used in this section to find the volume of solid revolution. A solid of revolution is
generated by taking a region in the first quadrant of the plane and rotating it in space about the x-
axis or y-axis.
Solids of revolution
28
Rotating about the x-axis Rotating about the x-axis
We shall work with the region under a curve and the region between two curves. We use one of
the methods for rotating about the axis of the independent variable and another for rotating about
the axis of the dependent variable.
For areas our starting point was the formula; Area=base height, for the area of a rectangle.
For volumes of a solid of revolution our starting point is the usual formula the volume of a right
circular cylinder
Definition 4.7.2
The volume of a right circular cylinder V with height h and base of radius r is V r 2 h
To find the volume of a three dimensional solid, we need first its cross – sections.
Cross – sections are Circles, rectangles, squares, triangles and trapezoids. If a region in a plane is
revolved about a line, then resulting solid is called a solids or resolutions and the line is called
the axis revolution.
When the cross – sections are circular or disk shaped we use the disc method
29
Theorem 5.6.2 Let S be a solid region obtained by revolving the graph of a continuous non –
negative function f and has a cross – sectional area A.
i) If A is given by A(x), which is perpendicular to the x – axis for a x b , then the volume V of
b b
V A( x)dx f ( x) dx -------Horizontal axis of revolution
2
S is given by
a a
ii) If A is given by A(y), which is perpendicular to the y – axis for c y d, then the volume V
d d
c c
B) Washers Method
Theorem 4.7.3
If the solid is generated by revolving the region between the graphs of f and g
b
V f ( x) g ( x) dx --- Horizontal axis of revolution
2 2
d
V f ( y ) g ( y ) dy ---- Vertical axis of revolution
2 2
30
Example 5.6.4 Let R be the region between the graphs of f ( x) x 1 and g ( x) x 1 on
the interval [1, 3].Find the volume V of the solid obtained by revolving R about the x – axis.
Example 5.6.5 Find the volume V of the solid obtained by revolving the region R between the
curves y= 2-x2 and y=x2 about the x – axis.
Solution The region R between the curves y= 2-x2 and y=x2 is rotated about the x – axis
generating a solid S. We need to find the volume of S. The two curves intersect at x=1 and at x=-
1. The region is sketched in the following figure.
31
Hence the volume V is
16
V= 2 x dx x dx = 2 x
1 1 1 1
2 2 2 2 2 2
x dx 4 4 x 2 dx
4
1 1 1 1
3
And, x( f ( x) g ( x)) x 3 x 2 1 x 3 x
Example 5.6.7 The region R between the line y=0 and the curve y= 2x-x2 is rotated about the y-
axis to form a solid of revolution S. Find the volume of S.
Solution: We use the cylindrical shell method because y is the dependent variable. We see that
the curve crosses the x-axis at x=0 and at x=-2, and sketch the region in the following figure.
2 2
8
The volume V is V 2x 2 x x dx 2 2 x 2 x 3 dx
2
0 0
3
32
5.6.3 Arc length
Theorem 4.7.5 Let f be continuous on [a, b] and the curve of the graph of f on [a, b] given by y
= f(x) in a plane.Then the length L of the curve between a, f (a) and b, f (b) is
b
L 1 f ( x ) dx
2
Activity 5.6.8
3
1
3. Find the length of the curve x ( y 2 2) 2 from y = 0 to y = 1.
3
33