Applied Math I Lecture Notes 2 (Chapters 1-5)

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Applied Mathematics I (Math 231B)

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), .

Similarly, a vector in the space can be described as a triple of numbers ( )


where .
EQUAL (OR EQUIVALENT) VECTORS
Definition: Two vectors ⃗ in ⁄ are said to be equal (or equivalent)
if they have the same magnitude and direction, and is denoted by ⃗ .
That is, if ⃗ ( ) ( ) ⃗ .

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

(b1 , b2 )  (a1  (b1  a1 )), (a 2  (b 2 a 2 ))


 (a1 , a 2 )  (b1  a1 ,b 2 a 2 )
( )
 (a1 , a 2 )  [(b1 ,b 2 )  (a1 , a 2 )]
B  A  ( B  A)
( )

2. Position vector is a vector whose initial point is at the origin.


Definition (Parallel / collinear Vectors)
Definition Two non – zero vectors ⃗ of the same dimension are said to be parallel or,
alternatively, collinear if at least one of the vectors is a scalar multiple of the other. If one of
the vectors is a positive scalar multiple of the other, then the vectors are said to have the

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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 ⃗ ( ).

1.2. Vector addition and Scalar multiplication


Definition: For any two vectors ⃗ ( ) ( ) in , we define their sum to
be
⃗ ( ).
Geometrically, if we represent the two vectors ⃗ by ⃗⃗⃗⃗⃗ ⃗⃗⃗⃗⃗ respectively, then

⃗ is represented by⃗⃗⃗⃗⃗⃗ , as shown in the diagram below:

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)

b) The Parallelogram Law


Addition of vectors on the coordinate plane
Let ( ) ⃗⃗ ( ) then → → ( ).

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)

c) V -2U = (2,-1,5 )-2(-1,0,1)= (4 ,-1 ,3)

Properties of Vector addition & Scalar Multiplication


Let ⃗ and ⃗⃗ be vectors in and are scalars. Then:
a) ⃗
b) ⃗ ⃗
c) ⃗ ⃗ ⃗ ⃗ ⃗ ( ) .
d) There exists such that ⃗ ⃗⃗ for every .
e) ⃗ ( ⃗⃗ ) (⃗ ) ⃗⃗
f) ( ⃗) ( )⃗
g) ( )⃗ ⃗ ⃗
h) ⃗ ⃗
Remark: The properties described above also hold true for vectors in where
( ) replaces the zero vector in .
SUMS OF THREE OR MORE VECTORS

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Applied Mathematics I (Math 231B)

Definition 1.1.8 A vector w in Rn is said to be a linear combination.. of the vectors


V1, V2, … , Vk in Rn if w can be expressed in the form
W = c1 v1 + c2v2 + . . . + ckvK
The scalars c1, c2, ... , ck are called the coefficients in the linear combination. In the case
where k = 1, Formula (14) becomes w = c1 v1, so to say that w is a linear combination of v1
is the same as saying that w is a scalar multiple of v1•

Example : Provided that X= (-1 , -2 , -2 ) , U = (0 ,1 ,4) , V = (-1 , 1 ,2) and W = (3 ,1 ,2) in


R3
find scalars a , b and c such that X = a U + b V + c W

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.

Examples: The vectors ( ) ( ) . / ( ) are examples of unit vectors.


√ √

N.B: 1. All unit vectors in are of the form ( o n ) .

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Applied Mathematics I (Math 231B)

2. For any non-zero vector , the unit vector ̂ corresponding to in the


direction of can be obtained as:

̂ ‖⃗ ‖

3. For two points ( ) ( ) on the plane we


calculate the distance ( ) between the two points, as :
( ) ‖⃗⃗⃗⃗⃗ ‖ √( ) ( ) ⃗⃗⃗⃗⃗ is the vector with initial

point P and terminal point Q, ⃗⃗⃗⃗⃗ ( ).


4. Distance between two vectors can be viewed as the length of U -V where
( ) ( )

1.3.2. The Dot Product (or Scalar Product)


Definition: Suppose that ⃗ ( ) ( ) are vectors in and that , -
represents the angle between them. We define the dot product of ⃗ ⃗ denoted by ⃗
by:

Or alternatively, we write
‖⃗ ‖ ‖ ‖ o ⃗
⃗ {

Thus ‖ ⃗ ‖ ‖ ‖ o for non – zero vector ⃗ .
Similarly, if ⃗ ( ) ( ) are vectors in we define ⃗ as bellow:

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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) ( ⃗ )

Properties of the dot product


If ⃗ ⃗⃗ are vectors in the same dimension, and then:
1. ⃗ ⃗ ‖⃗ ‖ 4. ⃗
2. ⃗ ⃗ 5. ( ⃗ ) (⃗ ) ( ⃗ )
3. ⃗ ( ⃗⃗ ) ⃗ ⃗ ⃗⃗ 6. ⃗ ⃗ ⃗ ⃗ ⃗ .
1.3.3. Angle between two vectors
If is the angle between two non – zero vectors ⃗ then, the angle between the two
vectors can be obtained by:
⃗ ⃗ ⃗ ⃗
o ⇒ .‖ ⃗ ‖ ‖ ⃗ ‖ / , -
‖⃗ ‖ ‖⃗ ‖

Example: Find the angle between the vectors ⃗ 〈 〉 ( )


Solution: Let be the angle between the two vectors:
⃗ ⃗
Then o ‖ ⃗ ‖ ‖⃗ ‖
⇒ . /
√ √

Definition: Two non – zero ⃗ are said to be orthogonal (perpendicular) iff ⃗


i.e, if .

Example: Find the value (s) of x such that the vectors ( )


( ) are orthogonal.
Definition: If P and Q are points in 2 or 3 spaces, the distance between P and Q, denoted by
‖ ‖ is given by ‖ ‖ √( )( )

Theorem: Given two vectors ⃗ in space, ‖ ⃗ ‖ ‖⃗ ‖ iff ⃗ are orthogonal


vectors.
Proof : (⤏) Given ‖ ⃗ ‖ ‖⃗ ‖
WTS ⃗ are orthogonal

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‖⃗ ‖ ( ) ( )
=‖ ‖ ‖ ‖
‖⃗ ‖ ( ) ( )
=‖ ‖ ‖ ‖
By hypothesis ‖ ⃗ ‖ ‖⃗ ‖
‖ ‖ ‖ ‖ = ‖ ‖ ‖ ‖

Hence , ⃗ are orthogonal


Proof :(⤌) Given ⃗ are orthogonal
WTS : ‖ ⃗ ‖ ‖⃗ ‖
‖⃗ ‖ ‖ ‖ ‖ ‖
And
‖⃗ ‖ =‖ ‖ ‖ ‖
Since ⃗ are orthogonal ⃗
Therefore, ‖ ⃗ ‖ ‖⃗ ‖

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.

1.3.4. Orthogonal Projection


Definition: Suppose S is the foot of the perpendicular from R to the line containing ⃗⃗⃗⃗⃗ then
the vector with representation ⃗⃗⃗⃗ is called the vector projection of B on to A, and is
denoted by project .

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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: .‖ ‖ / ‖ ‖ ‖ ‖

‖ ‖ ‖‖ ‖
‖ ‖‖ ‖
‖‖ ‖ ‖ ‖

Example: Let ( ) and ( )

Then find (i) , ( )- , (ii) j , ( )- (iii)

1.3.5. Directional angles and cosines


Let be a vector positioned at the origin in making an angle of
with the positive axes respectively. Then the angles are
called the directional angles of A, and the quantities
o o are called the directional cosines of A, which can be computed as
follows:

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Applied Mathematics I (Math 231B)

o ‖ ‖‖ ‖ ‖ ‖
, o ‖ ‖‖ ‖ ‖ ‖
and o ‖ ‖‖ ‖ ‖ ‖

From this relation we can deduce a unit vector


‖ ‖( )

‖ ‖
( ) is a unit vector.

o , - , , - , o , -
‖ ‖ ‖ ‖ ‖ ‖

A = a1 i + a2 j +a3k

Remark: . (Verify!)
( ) ( ) ( ) ‖ ‖
Solution .‖ ‖/ .‖ ‖/ .‖ ‖/ ‖ ‖ ‖ ‖

Exercise: Let ( ). Then find the directional cosines of A.

1.4. The Cross (or Vector) Product and Triple Products


Given two nonzero vectors ( ) and ( )
, it is very useful to be able to find a nonzero vector C that is perpendicular to both A
and B . If ( ) is such a vector, then A.C = 0 and B.C = 0
( ) ( )
( ) ( )
To eliminate c3 multiply (1) by b3 and multiply (2) by a3 , and subtract
( )
( )
( ) ( ) ( )

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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

That means a vector perpendicular to both A and B is


( ) ( )
The resulting vector is called the cross product of A and B denoted by A x B

Definition: Suppose that ( ) and


( ) be two vectors in . Then the cross product of
the two vectors is defined as:
( ) ( ) ( )

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

Properties of Cross Product


Let A, B and C be vectors in and be any scalar. Then:
(1) 〈 〉
(2)
(3) ( ) ( )
(4) ( ) ( ) ( )
(5) ( )
(6) ( ) ( )
(7) If A and B are parallel, then
(8) ‖ ‖ ‖ ‖ ‖ ‖ ( )
(9) ‖ ‖ ‖ ‖‖ ‖ n , -.
(10) ̂ ‖ ‖‖ ‖ n ̂ is the unit vector in the direction of
, - is the angle between A and B.

Example: If ‖ ‖ ‖ ‖ ⁄ for two vectors A and B then find ‖ ‖.


‖ ‖
Note: The angle between A and B can be obtained by n ‖ ‖‖ ‖
for two non – zero

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, ( ) ‖⃗⃗⃗⃗⃗ ‖ √

2. Find the volume of the parallelepiped with edges


⃗ ⃗⃗ .
Solution: V=| ⃗ ( ⃗⃗ )|
N.B: Three vectors are coplanar iff ( ) .
1.5. Lines and Planes in
Definition: A vector 〈 〉 is said to be parallel to a line is parallel to ⃗⃗⃗⃗⃗⃗⃗⃗ for
any two distinct points .
A line is determined by a given point ( ) on and a parallel vector
(directional vector) 〈 〉 .
Equations of a line in space:
Let ( ) be a given point on a line and ( ) be any arbitrary point on . If
⃗ 〈 〉 is the parallel vector to then
(1) The parametric equation of is given by
, , where t is called the parameter.
(2) The symmetric form of equation of is given by:

(3) The vector equation of is written as ⃗ ⃗ ⃗ .


Remarks:

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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

From vector addition, we have ⃗⃗⃗⃗⃗⃗ ⃗⃗ .


Since ⃗⃗⃗⃗⃗⃗ ‖ there exists such that ⃗⃗⃗⃗⃗⃗

 〈 〉 〈 〉
 .
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:

and its symmetric form is given as:


.

2. Find the equation of the plane through the points ( )


( ) ( ).
Solution: The vectors ⃗⃗⃗⃗⃗⃗⃗⃗ 〈 〉 ⃗ ⃗⃗⃗⃗⃗⃗⃗⃗ 〈 〉
are parallel to the plane, and hence, their cross product ⃗ ⃗ 〈 〉 is
normal to the plane. Thus, the equation of the plane is given by: ( ) ( )
( )

OR:
The equation of the plane can be obtained by computing:

( )

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: .
‖⃗ ‖

b) Distance from a point to a plane


The perpendicular distance D of a point ( ) in space to the plane with the
equation is given by:
| | | ⃗ ⃗⃗⃗⃗⃗ |
√ ‖⃗ ‖
where o is the foot of ⃗ within the plane.

Proof: Consider the diagram below:

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  CompB 

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.

OR: Take ⃗ 〈 〉 . / . Then

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Applied Mathematics I (Math 231B)

| ⃗ ⃗⃗⃗⃗⃗ | |( ). /| √
‖⃗ ‖
.

Distance between two parallel planes


Given two parallel planes . Then we can have normal vectors with coefficients
to be the same such that:
.

Then the distance between is the same as the distance from any arbitrary point
( ) has been taken from to the plane .
| |
⇒ √
. But
| |
Thus, √

Example: Find the distance between the planes

Solution: We first rewrite the equations so that they have the same ⃗ 〈 〉.
That is:
⁄ ⁄
| |
Thus, √

| ⁄ |

1.6. Vector Spaces and Subspaces

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:

i. The field of real numbers ( ),


ii. the field of complex numbers ( ),
iii. The field of rational numbers ( ).

Definition of a vector space

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:

1. is a vector space over itself.

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.

3. The Vector Space of All Polynomials of Degree 2 or Less

4. The Vector Space of All 2 x 3 Matrices

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5. *( ) + is a vector space over the field of real numbers, .

6. The set defined by *( ) + is not a vector space over because if we


take √ ( ) , then we can see that is not in .

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

1. V and * + are the trivial subspaces of any vector space V.


2. For the vector space *( ) + over .Then the set
*( ) + is a subspace of V. (verify!)
Solution
i) Let ( ) and ( )
then ( )
ii) Let ( ) and * ) +
iii) (0,0,0)W
Therefore W is the subspace of V

3. The set of all lines passing through the origin, * + is a


subspace of the vector space
Solution
i) Let * + and *
the * ( ) ( ) +
ii)Let * + and * ( ) +
iii) * ( ) ( ) + this implies that line L passes through the
origin.
Therefore L is the subspace of V

Exercise: 1.Is the set * + a subspace of ? Justify.

2. Which of the following is the subspace of ?

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Applied Mathematics I (Math 231B)

a) *( )

b) *( )

7. Linear Dependence and Independence

Definition:

Let be elements of an arbitrary vector space V, and be


scalars. An expression of the form is called linear combinations
of the vectors .

Examples:

1) For the set of vectors in

*( )( )( )+ Let ( ) ( ) ( )

V1 is a linear combinations of v2 and v3 because

V1= c1 (0,1, 2) +c2 (1,0,5)

(1, 3, 1) = c1 (0, 1, 2) +c2 (1,0,5)

C1 =1 and 2c1 -5c2 =1

C2 =3 V1 =3 V2 + V3

This implies that S is linearly independent .

Exercise:

1) Write the vector W = (1,1,1) as a linear combination of vectors in the set S.

S = { (1,2,3),(0,1,2), (-1,0,1)}.

2) If possible, write the vector W = (1,-2, 2) as a linear combinations of vectors in


the set S ={ (1,2,3),(0,1,2), (-1,0,1)}.

Definition:

Let are vectors in a vector space V over .Then vectors are called:

Page 24
Applied Mathematics I (Math 231B)

1. linearly dependent if there exist scalars not all zero such that

2. Linearly independent if implies

Linear dependence in the vector space V ¼ R3 can be described geometrically as follows:


(a) Any two vectors u and v in R3 are linearly dependent if and only if they lie on the same
line through the origin O, as shown in Fig. 4-3(a).
(b) Any three vectors u, v, w in R3 are linearly dependent if and only if they lie on the same
plane through the origin O, as shown in Fig. 4-3(b)Later, we will be able to show that any
four or more vectors in R3 are automatically linearly dependent.

The following remarks follow directly from the above definition.


Remark 1: Suppose 0 is one of the vectors v1; v2; . . . ; vm, say v1 = 0. Then the vectors must
be linearly dependent, because we have the following linear combination where the
coefficient of v1 0:
1v1 , 0v2 , …, 0vm = 1 . 0+ 0+_ _ +0 = 0
Remark 2: Suppose v is a nonzero vector. Then v, by itself, is linearly independent, because
kv = 0; v 0 implies k = 0
Remark 3: Suppose two of the vectors v1; v2; . . . ; vm are equal or one is a scalar multiple
of the other, say v1 ¼ kv2. Then the vectors must be linearly dependent, because we have
the following linear combination where the coefficient of v1 6¼ 0:v1 _ kv2 þ 0v3 þ_ _ _þ0vm
¼0
Remark 4: Two vectors v1 and v2 are linearly dependent if and only if one of them is a
multiple of the other.
Remark 5: If the set fv1; . . . ; vmg is linearly independent, then any rearrangement of the
vectors fvi1 ; vi2 ; . . . ; vimg is also linearly independent.
Page 25
Applied Mathematics I (Math 231B)

Remark 6: If a set S of vectors is linearly independent, then any subset of S is linearly


independent. Alternatively, if S contains a linearly dependent subset, then S is linearly
dependent.
Examples:

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

linearly dependent or independent

a) {(1, 2), (2,4)}

b) {(1, 0), (0,1),(-2,5)}

4 . Determine whether the following set of vectors in P2 are linearly dependent or

independent .

S = {1+ x -2x2 , 2+5x –x2 , x+x2 }

1.8. Basis of a vector space.

Definitions:

Let V be any vector space over a field F, and let the set { } be a set of vectors
in V.Then:

i) S is said to spans (or generates) V if each element of V is a linear combinations of


elements of S.
ii) S is called a basis for V if S is a linearly independent set and it spans V.

Page 26
Applied Mathematics I (Math 231B)

iii) The dimension of V is said to be n (dim V=n) if V has basis consisting of n-


elements.

Examples:

1. Show that the set *( )( )( )+ form a basis of the vector


space .
Solution
I) we need to show that S is linearly independent
( ) ( ) ( ) ( )

Hence S is linearly independent


ii) we need to show that S spans
Let (x, y ,z)  then ( ) ( ) ( ) ( )

( ) ( ) ( ) ( )
Therefore , S Spans

Page 27
Chapter 2

Matrices, Determinants and Systems of Linear Equations


2.1. Definition of matrix and basic operations

Definition: Let m and n be in . A rectangular array of numbers in

( )

is called a matrix in

Remark: The numbers in the matrix are called the entries of the matrix.

Note:

1. A is an matrix if A has m rows (horizontals) and n columns(verticals).


2. is the element that appears in the row and in the column.
3. is an matrix.
4. is called the size of the matrix.

Example 1: Consider ( ). The size of this matrix is 2 .

Definition: Two matrices and are equal, written as A = B, iff


their corresponding elements are equal.

Example 2: Consider the two matrices given below

( ) ( )

Since , we can say that .

Definition: A 1 matrix is called a row vector (row matrix) and an 1matrix is called a
column vector (column matrix).

Example 3: ( )is a 3 1 column matrix.

Example 4: is a1 3 row 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.

Operation with matrices

Addition (Subtraction) of Matrices.

Definition: Let and be two matrices.

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.

Note: For and and


Definition: A matrix all of whose elements are zero is called a zero matrix and it is denoted by .

Example 8: ( )

Definition: Let be a matrix and , the scalar multiple of A by is


.

Example: If ( ), then ( )

2
2.2. Product of Matrices and some algebraic properties; transpose of matrix

Let and . We define the product by

Example 10:

Example 11: Let ( ) ( )

Then Compute

A.
B.
C. Is ?

Properties of Matrix Multiplication

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.

Definition: Let be a matrix. We define the transpose of A denoted by to be


the = matrix where the entry is .

Example 13:

Properties of Matrix Transpose

Let A, B be matrices over and

i.
ii.
iii.
iv.

Special Matrices

1. Symmetric Matrix is a matrix which is equal to its transpose. i.e.

Example 14: ( )

2. Skew Symmetric matrix is a matrix which is equal to -1times its transpose. i.e.
.

4
Example 14: ( )

Theorem: Let be a square matrix. Then

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 .

2.3. Elementary Row Operations and Echelon Form

Let A be an matrix. The elementary row operation on A is


i. (Interchanging two rows)
ii. (Multiplication of a row by a non-zero constant )
iii. (Addition of a constant multiple of one row to another row)

Definition: Two matrices are equivalent written as A B if one can be obtained from the other by
a sequence of elementary row operations.

Example: Let ( ) and ( )

Then show that A B.

solution

( ) ( )

( ) ( )

5
Thus ( ) ( )

Row Echelon Form

Definition: A matrix is in a row echelon form if it satisfays the following conditions

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.

Example: The following matrices are in row echelon form

( ) ( ) ( )

The following matrices are not in row echelon form

( ) ( ) ( )

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.

2.4. Rank of a matrix

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 ( ).

Example: Find the rank of the following matrices.

( ) ( ) ( )

Answer: 3,

6
2.5. Determinant of a Matrix and its Properties

To every square matrix is associated a number or an expression called the


determinant of A which is denoted by det (A) or| |.

Determinant of order one

Let . Then det (A) .

Determinant of order two

Let ( ). Then det

Determinant of order n

∑ ( )

expansion along the row where is the matrix formed by deleting (crossout) the row
and the column.

Example: Find the determinants of the following matrices

1. ( ) 2. ( )

Solution: 1. Here and we can choose choosing

∑ ( )

Properties of Determinants

1. If two columns are interchanged, then the determinant changes by sign.

Example: | | | |

2. If one column is a scalar multiple of the other column, then the determinant is zero.

7
Example: | |

3. If one of the columns is zero, then the determinant is zero.

Example: | |

4. If a scalar multiple of one column is added to another column, then the determinant
doesn’t change.

Example: | | | |

5. The determinant of a diagonal matrix is the product of elements in the diagonal.

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:

( ) ( ) ( )

11. Suppose that are columns of matrix A.


( ) ( )

2.6. Inverse of Matrix and its Properties

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.

Properties of Invertible matrices

Let A, B, and C be invertible matrices of order n. Then

i.
ii.
iii.

Example: Show that

1. ( )is the inverse of itself.

2. ( )is the inverse of ( ).

Gausse-Jordan ellimination for computing inverse of a matrix

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.

Example: Find the inverse of the following matrices.

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.

Let . Then is called the cofactor of the element of the matrix A.


Then the transpose of the matrix found that is is called adjoint of A which is denoted
by adj(A).

Example: Let ( ) then we have the following:

9
 The minor of is | |

 The cofactor of | |
Similarly

Then the matrix found from the cofactorsis ( ). Therefore the adjoint of A

,AdjA is ( ) ( )

2.7. Systems of Linear Equations

Definition: Equations of the form

are called systems of m linear equations in n unknowns.

The above system of linear equation can be written as , where

( ), ( ) ( )

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).

Example: Consider the following systems of linear equations

10
{

Here ( ) and ( ) ( ) Hence the system is non-homogenous. Here A is

the coefficient matrix and the augmented matrix is ( | ).

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.

Example: { { are equivalent.

Methods of Solving Systems of Linear Equations

1. Gaussian Elimination Method

Let be the system of linear equations then

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.

iv. Using back substitution

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

is the determinant obtained from D by replacing the column in D by the column


with the entries .

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

Theorem: An matrix A is invertible if and only if

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

4. Solve each of the following equations using

EIGEN VALUES AND EIGEN VECTURES

Matrix eigen value problems concern on the solution of vector equations

Where A is a given square matrix, X is unknown vector and is unknown scalar.

Clearly, is a solution of equation giving but this has no application, thus we


want to find solution vectors of equation (1) called Eigenvectors (characteristic vectors) of
A.

How to find an Eigen value of .

14
(Cramer’s rule) this means is not invertible.

Note: If is invertible, det(

Definition1: The characteristic polynomial of a square matrix A is

2: The equation is called characteristic equation.

To compute Eigen values and Eigen vectors:

Step1: Solve thecharacteristic equation and get the


Eigenvalues

Step2: for each Eigen values solve the homogenous system and get the Eigen

vectors ( ) with as Eigen value.

Examples: Find the Eigen values and Eigen vectors for the following matrices.

i) A ( )

ii) ( )

Solutioni. Characteristic polynomial is| |

Characteristic equation:

Therefore the Eigen values are

i. The Eigen vector of A corresponding to

( )( ) ( )

, let

15
Thus ( ) ( ) ( ) .

Therefore ( )is the Eigen vector corresponding to

ii. Similarly the Eigen vector corresponding to is ( )

Solution ii: Characteristic polynomial | |

The Characteristic equation is

Thus,the Eigen values are and . Hence

i. The Eigen vector corresponding to is

( )( ) ( )

Solving the system we get ( ) ( )

Therefore ( )is the Eigen vector corresponding to

ii. Similarly the Eigen vector corresponding to is ( )

iii. The Eigen vector corresponding to

16
CHAPTER 1

LIMIT AND CONTINUITY

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

lim f (x) = L iff


x→0

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 

(b) δ is not unique

(c) For all δ 0 < δ it is true

Example: Show that lim (3x − 4) = 8


x→4

1
1.1 Limit 2

Proof: Let  > 0 be given. We must find δ > 0 such that

0 < |x − 4| < δ⇒ |f (x) − 8| < 

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

Proof: Let  > 0 be given. We must find δ > 0 such that

0 < |x − 2| < δ⇒ |f (x) − 3| < 

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

(a) lim (x2 + x) = 12


x→3
2 1
(b) lim =
x→3 x + 3 3

(c) lim 2 + x = 5
x→3

Proof:

c Yadeta Ch. Seboka


1.1 Limit 3

(a) Let  > 0 be given. We must find δ such that

0 < |x − 3| < δ ⇒ |f (x) − 12| < 

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

c Yadeta Ch. Seboka


1.1 Limit 4

(c) Let  > 0 be given. We must find δ such that

0 < |x − 9| < δ ⇒ |f (x) − 5| < 

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

2. Basic Limit Theorems


Theorem:

(a) If m and b are any consants,then

lim (mx + b) = ma + b
x→a

(b) If c is a constant, then for any number a,

lim c = c
x→a

(c) If lim f (x) = L and lim g(x) = M then;


x→a x→a

i. lim (f (x) + g(x)) = lim f (x) + lim g(x) = L + M


x→a x→a x→a

ii. lim (f (x) − g(x)) = lim f (x) − lim g(x) = L − M


x→a x→a x→a

iii. lim (f (x).g(x)) = lim f (x). lim g(x) = L.M


x→a x→a x→a

f (x) lim f (x) L


iv. lim = x→a = provided that M 6= 0
x→a g(x) lim g(x) M
x→a

c Yadeta Ch. Seboka


1.1 Limit 5

(d) If lim f (x) = L and n is any positive integer, then


x→a

lim [f (x)]n = Ln
x→a

(e) If lim f (x) = L, then


x→a
p √
lim n
f (x) = n L
x→a

if L > 0 and n is any positive integer, or if L ≤ 0 and n is a positive odd


integer

3. One sided Limits Definition:

(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,

|f (x) − L| <  whenever 0 < x − a < δ

(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,

|f (x) − L| <  whenever −δ < x − a < 0

4. Infinite Limits, Limit at infinity and Asymptotes

(a) Infinite limits and Vertical Asymptotes


Definition: Let f be defined on an interval that contains a except possibly
at a itself. Then

c Yadeta Ch. Seboka


1.1 Limit 6

i. lim f (x) = ∞ iff for every M > 0, there is a δ > 0, such that
x→a

if 0 < |x − a| < δ, then f (x) > M

ii. lim f (x) = −∞ iff for every N > 0, there is a δ > 0,


x→a

if 0 < |x − a| < δ, then f (x) < N

Definition: The line x = a is called a vertical asymptote of the graph of


y = f (x) if any one of the following limits holds true:

lim f (x) = ±∞, lim− f (x) = ±∞, lim f (x) = ±∞


x→a− x→a 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:

i. Let f be defined on an interval (a, ∞), then

lim f (x) = L iff


x→∞

for every  > 0 there is a number M > 0 such that if x > M , then
|f (x) − L| < .

ii. Let f be defined on an interval (−∞, a), then

lim f (x) = L iff


x→−∞

for every  > 0 there is a number M < 0 such that if x < M , then
|f (x) − L| < .

Definition: The line y = f (x) if either

lim f (x) = L , or lim f (x) = L


x→∞ x→−∞

Example:
1
i. lim =0
x→∞ x

c Yadeta Ch. Seboka


1.1 Limit 7

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

c Yadeta Ch. Seboka


1.2 Continuity 8

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)

Exersice: Find the asymptote of the following functions


2x
i. f (x) =
1 − x2
2x − 5
ii. g(x) = 3
x − 2x2 + x

1.2 Continuity

5. Continuity of a function; One sided continuity; Intermediate Value


Theorem Definition: A function f is said to be continuous at a if
lim f (x) = f (a) Note: If f is continuous at a, then
x→a

(a) f (a) is defined

(b) lim f (x) exists


x→a

(c) lim f (x) = f (a)


x→a

If f is not continuous at a, then we say that f is discontinuous at a. Example:


Find the points of discontinuity of

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

One sided continuity Definition:

c Yadeta Ch. Seboka


1.2 Continuity 9

(a) f is said to be continuous from the right at a if

lim f (x) = f (a)


x→a+

(b) f is said to be continuous from the left at a if

lim f (x) = f (a)


x→a−

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

Theorem: The following functions

Polynomial, Rationals, Root functions,Trigonometric functions Inverse


trigonometric functions, exponential functions and Logarithmic functions

are continuous on thier domain.


Theorem: If lim g(x) = b and f is continuous at b, then
x→a

lim f (g(x)) = f (b) i.e., lim f (g(x)) = f (lim g(x))


x→a x→a x→a

Theorem: If g is continuous at a and f is continuous at g(a), then f og is


continuous at a i.e.,

lim f (g(x)) = f (g(a))


x→a

c Yadeta Ch. Seboka


1.2 Continuity 10

Example: Find the constant a and b such that



ax + 3, if x > 1





f (x) = 4 if x = 1



 x2 + b if x < 1

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

Intermediate Value Theorem (IVT)


Let f be continuous on [a, b] and let N be any number between f (a) and f (b), where
f (a) 6= f (b) then there exists a number c in (a, b) such that f (c) = N
Example: Show that the equation

x5 − 2x4 − 2x3 + 8x2 − 3x − 3

has a solution between 1 and 2


Solution: Let

f (x) = x5 − 2x4 − 2x3 + 8x2 − 3x − 3

Since f is a polynomial function, then f is continuous on R .


Note that f (1) = −1 and f (2) = 7

c Yadeta Ch. Seboka


1.2 Continuity 11

Thus, f (1) < 0 < f (2)


i.e., N = 0 is between f (1) and f (2)
So, by the IVT there is a number c between 1 and 2 such that f (c) = 0.
Excersice: Show that the equation given below has at least one real root.

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]

c Yadeta Ch. Seboka


Derivatives and Application of Derivatives

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:

Example 2: Find the derivative of the function at the number


Definitions of Derivative
Definition 1: The derivative of a function at a point a , denoted by , is given by:

Definition 2: The derivative of a function at a variable x, denoted by , is given by:

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: = =
√ √

= = =
√ √ √ √ √ √ √

We see that exists if , so the domain of is .


Other Notations
If to indicate that the independent variable is and the dependent variable is y, then some
common alternative notations for the derivative are as follows:

If we want to indicate the value of a derivative ⁄ in Leibniz notation at a specific number, we use the
notation

which is a synonym for .

Definition A function f is said to be differentiable at a if exists. It is differentiable on an open


interval [or or or ] if it is differentiable at every number in the interval.

EXAMPLE 4 Where is the function differentiable?

SOLUTION If , then

and so is differentiable for any .


Similarly, for we have . Then

and so is differentiable for any .


does not exist. (Why?)

Theorem : If is differentiable at , then is continuous at .( The converse is not true)


Example 5 :

Derivatives of Polynomials and Exponential Functions


Constant Functions 2

Derivative of a Constant Function

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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

(c) If , then . (d) .

(f) √ exercise

The Constant Multiple Rule. If c is a constant and is a differentiable function, then


[

EXAMPLE 7
(a) .

The Sum/Difference Rule If f and g are both differentiable, then


[

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 :

Definition of the Number e

e i s the number such that

Note: e 2.71828

Derivative of the Natural Exponential Function

EXAMPLE 12 If , find
Derivatives of a Logarithmic Function
and

EXAMPLE 13 Differentiate

Derivatives of Trigonometric Functions


Example 14 Use definitions of derivatives show that the derivatives of is

Derivatives of Trigonometric Functions

EXAMPLE 15 Differentiate

Solution:

The Chain Rule


The Chain Rule If f and are both differentiable and is the composite function f and where
, then is differentiable, denoted by is defined as:
4

In Leibniz notation, if and are both differentiable functions, then

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Derivatives and Application of Derivatives

EXAMPLE 16 : Find √
SOLUTION
We expressed as ( ) √ Since

and

Then ( )
√ √

The Power Rule Combined with the Chain Rule


If is any real number and is differentiable, 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

Derivatives of Inverse Trigonometric Functions


Arcsine Function:

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Derivatives and Application of Derivatives

Recall the definition of the arcsine function:


, where

Differentiating implicitly with respect to x, we obtain

Now ⁄ ⁄

√ √

Thus

Derivatives of Inverse Trigonometric Functions

( ) ( )
√ √

( ) ( )
√ √

( ) ( )

EXAMPLE 19 Differentiate (a) and (b) √ .


Solution:

(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

sinh( x)   sinh x cosh( x)  cosh x


cosh2 x  sinh 2 x  1 1  tanh 2 x  sec h 2 x
sinh( x  y )  sinh x cosh y  cosh x sinh y

cosh(x  y )  cosh x cosh y  sinh x sinh y


EXAMPLE 21 Prove (a) cosh 2 x  sinh 2 x  1 (b) 1  tanh 2 x  sec h 2 x
Solution

(a) ( ) ( )

(b) Exercise

Derivatives of Hyperbolic Functions

( )

We list the differentiation formula for the hyperbolic functions in the following Table.


Example 22 √ √ √ √

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Derivatives and Application of Derivatives

Inverse Hyperbolic Functions

Inverse hyperbolic functions can be expressed in terms of logarithms.


In particular, we have:
cosh1 x  ln( x  x 2  1) xR
sinh 1 x  ln( x  x 2  1) x 1
1 1 x
tanh 1 x  ln( ) 1  x  1
2 1 x
EXAMPLE 23 Show that ( √ )
Solution Let Then

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
(cosh1 x )  (sec h 1 x)  
dx x2 1 dx x 1 x2
d 1 d 1
(tanh 1 x)  (coth1 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

Maximum and Minimum Values


Definition A function has an absolute maximum (or global maximum) at if for all in
, where is the domain of . The number is called the maximum value of on . Similarly, has
an absolute minimum at if for all in and the number is called the minimum
value of on . Themaximum and minimum values of are called the extreme values of
Figure 1 shows the graph of a function with absolute maximum at and absolute minimum at . Note
that is the highest point on the graph and is the lowestpoint.

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.

Fermat’s Theorem If has a local maximum or minimum at , and if exists, then

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.

If f has a local maximum or minimum at c, then c is a critical number of f.

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Derivatives and Application of Derivatives

To find an absolute maximum or minimum of a continuous function on a closed interval:


The Closed Interval Method To find the absolute maximum and minimum values of a continuous
function on a closed interval [ :
1. Find the values of at the critical numbers of in ( .
2. Find the values of at the endpoints of the interval.
3. The largest of the values from Steps 1 and 2 is the absolute maximum value; the smallest of these
values is the absolute minimum value
EXAMPLE 8 Find the absolute maximum and minimum values of the function

SOLUTION Since is continuous on [ , we can use the Closed Interval Method:

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 .

The values of at these critical numbers are

The values of at the endpoints of the interval are

( )

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

Now , and , so this equation becomes

13
Which gives , that is, ⁄√ . But must lie in , so ⁄√ .

How Derivatives Affect the Shape of a Graph

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Derivatives and Application of Derivatives

What Does Say about ?


Increasing/Decreasing Test
(a) If on an interval, then is increasing on that interval.
(b) If on an interval, then is decreasing on that interval.
EXAMPLE 1 Find where the function is increasing and where it is
decreasing.
SOLUTION
To use the I/D Test we have to know where and where . This depends on the signs
of the three factors of , namely, , , and . We divide the real line into intervals whose
endpoints are the critical numbers , and and arrange our work in a chart. A plus sign indicates that
the given expression is positive, and a minus sign indicates that it is negative. The last column of the chart
gives the conclusion based on the I/D Test. For instance, for , so f is decreasing on
(0, 2). (It would also be true to say that f is decreasing on the closed interval [ .)
Interval

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

from negative to positive at 2, so is also alocal minimum value. As previously noted,


is a local maximum value because changes from positive to negative at 0.
What Does Say about ?
Definition If the graph of lies above all of its tangents on an interval , then it is called concave
upward on . If the graph of lies below all of its tangents on I, it is called concave downward on .
Figure 7 shows the graph of a function that is concave upward (abbreviated CU) on the intervals
, , and and concave downward (CD) on the intervals , ,and .

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:

Since and , is a local minimum. Since , theSecond Derivative


Test gives no information about the critical number 0. But since for and also for
, the FirstDerivative Test tells us that doesnot have a local maximum or minimum at 0. [In fact, the
expression for shows thatf decreases to the left of 3 and increases to the right of 3.]
Since when or , we divide the real line into intervals with these numbers as endpoints
and complete the following chart.
Interval concavity
Upward
Downward
Upward

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.

Indeterminate Forms and L’Hospital’s Rule


Suppose we are trying to analyze the behavior of the function

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

anddenominatorapproach and is not defined.

In general, if we have a limit of the form

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Derivatives and Application of Derivatives

where both and as , then this limit may or may not exist and iscalled an

indeterminate form of type .

L’Hospital’s Rule Suppose and are differentiable and near (exceptpossibly at ). Suppose
that
and
or that and

(In other words, we have an indeterminate form of type or .) Then

if the limit on the right side exists (or is or ).


NOTE L’Hospital’s Rule is also valid for one-sided limits and for limits at infinity or negative infinity;
that is, ― ‖ can be replaced by any of the symbols , , ,or .

EXAMPLE 1Find .

SOLUTION Since

we can apply l’Hospital’s Rule:


EXAMPLE 2 Calculate .

SOLUTION We have and , so l’Hospital’s Rule gives

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 .

SOLUTION First notice that and as , so the limit is indeterminate.Here we

use a common denominator:

⁄ ⁄

Note that the use of l’Hospital’s Rule is justified because and as ⁄ .


Indeterminate Powers
Several indeterminate forms arise from the limit
[
1. and type
2. and type
3. and type
Each of these three cases can be treated either by taking the natural logarithm:
Let [ , then
or by writing the function as an exponential:
18
[ .
EXAMPLE 8 Calculate

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Derivatives and Application of Derivatives

SOLUTION First notice that as , we have and , so thegiven limit is


indeterminate. Let

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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(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.

EXAMPLE 1 Use the guidelines to sketch the curve

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.

Therefore, the line y is a horizontal asymptote.


Since the denominator is 0 when , we compute the following limits:

Therefore, the lines and are vertical asymptotes.


( )
E.

Since when and when , isincreasing


on and and and decreasing on and .
F. The only critical number is . Since changes from positive to negative at 0, is a
local maximum by the First Derivative Test.
20
( )
G.

Since for all , we have

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And . Thus, the curve is concave upward on the intervals and


and concave downward on . It has no point of inflectionsince 1 and -1 are not in the
domain of .
H. Using the information in E–G, we finish the sketch in Figure.
Other Applications of Derivatives
Rate of Change
The first interpretation/application of a derivative is rate of change. If f x
any x then the derivative f a f x x a.
Example Suppose that the amount of water in a holding tank at t minutes is given by V t t2 t

(a) Is the volume of water in the tank increasing or decreasing at t


(b) Is the volume of water in the tank increasing or decreasing at t
(c) Is the volume of water in the tank changing faster at t t
(d) Is the volume of water in the tank ever not changing? If so, when?
Solution
We are going to need the rate of change of the volume to answer these questions. This means that we will
need the derivative of this function since that will give us a formula for the rate of change at any time t.
The derivative is.

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

AASTU
Derivatives and Application of Derivatives

V‘ t OR

This is easy enough to do.


4t t
So at t
isn’t changing. It doesn’t say that at this point the volume will quit changing permanently.
Velocity
Definition If is the position of a particle moving on a coordinate line, then the instantaneous velocity
of the particle at time is defined by

Example Suppose that the position of an object after t hours is given by,

Answer both of the following about this object.


(a) Is the object moving to the right or the left at t
(b) Does the object ever stop moving?
Solution
The derivative is,

(a) Is the object moving to the right or the left at t hours?


To determine if the object is moving to the right (velocity is positive) or left (velocity is negative) we
need the derivative at t

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

AASTU
Derivatives and Application of Derivatives

Or alternatively, since

Example Let be the position function of a particle moving along a axis,where is in


meters and is in seconds.Find the instantaneous acceleration

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

AASTU
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

On a given interval, F(x) =x3+x is the anti-derivative of f(x) =3x2+3.

1. On a given interval, F(x) =sin x is the anti-derivative of f(x) =cosx.

2. On a given interval, F(x) =ex is the anti-derivative of f(x) = ex.

Theorem 5.1.1 Let f be a function whose domain is an open interval I.

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.

That is, G(x) = F(x) + C for some real number C

Proof: We prove (i) by differentiating,

d ( F ( x)  C ) dF ( x)) dC
   f ( x)  0  f ( x)
dx dx dx

 In computing integrals of f, we usually work with the family of all anti-derivatives of f.


We shall call this whole family of functions the indefinite integral of f. The symbol for

the indefinite integral is  f ( x)dx . If F(x) is one anti-derivative of f, the indefinite


integral is the set of all functions of the form F(x) + C, where C is a constant. We express

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

g  x   g x    g x dx  g x   C


d
dx

f  x dx  f  x 
d
dx 

 Exercise 5.1.1 Evaluate the following indefinite integrals.


3
1.   4 x3  2 x  1 dx 2.  5sin xdx 3.  cos xdx
4

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 xdx .
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

y = 1. Find the position y as a function of t.

 vt  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.

Example 5.1.7 Let f ( x)  3x  2 x  1 and f (1) = -1. Determine the function f.


2

Solution: Observe that the anti – derivatives has the form


4
f ( x)  x 3  x 2  x  C , since f ( x)  3x 2  2 x  1

But, f (1)  13  12  1  C  1 i.e., C = -2. Hence, f(x) = x3 – x2 + x -2.

 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.

 (sin x  cos x)dx  3  t (4  2


2 x 2  3x  6
4. 5.  x2
dx 6. t )dt

7. 
43 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.

a) v = 2t + 3, y = 0 when t = 0 b) v = 4t2 – 1, y=2 when t = 0

c) v = 2 sin t, y = 10 when t = 0 d) v = 3t-1, y = 1 when t = 1

5.2 Techniques (or rules) of Integration


Unlike differentiation there is no set of rules which you can follow to find the indefinite integral
of any given function. These are integrals of a certain form for which we have an answer. If we
are given an integral which doesn't correspond to one of the "standard integrals" then there are
certain techniques we can use to try to convert its form into one or more of the standard integrals.
Hence we discuss different Techniques of Integration like

 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 xg xdx   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  12 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

Example 5.2.2 Integrate  sin x cos x dx


du
Solution: When we make the substitution u=sinx, so that  cos x .
dx

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

Example 5.2.4 Integrate  sec x sec x  tan xdx .

Solution: Let u  sec x  tan x so that

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 xtan x  sec x dx =   sec xsec x  tan x  2 dx
1

2 2

Or 2du  sec x sec x  tan x dx

Substitute into the original problem, replacing all forms of x, getting

 sec x sec x  tan xdx =  2du  2u  C = 2 sec x  tan x  C

Activity 5.2.1

1. Show that  tan xdx   ln cos x  C 


2. Show that sec xdx  ln sec x  tan x  C

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

The General Method

Suppose we have two functions multiplied by each other h(x) =f(x) g(x)

and differentiate according to the product rule:

h  x    f  x  g  x   f   x  g  x   f  x  g   x 

  f xg x dx    f xg x  f xg xdx


/
/ /
then by integrating both sides

f x g / x dx    f x g x  dx   f x g x dx
/

/
and rearranging gives

 f xg xdx  f xg x   f xg xdx


/ /
or as the formula is better known

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 ' xg xdx is simpler to anti-differentiate.
Theorem 5.2.2(Integration by Parts)

 f xg xdx  f xg x   f xg xdx


/ /
Let f and g be differentiable functions, then

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

Many find this a lot easier to remember:  udv  uv   vdu


Note: Sometimes it is necessary to integrate by parts more than once.
8
 xe
3x
Example 5.2.5 Integrate 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

1.  x ln xdx 2. x cos  4 x dx



Integration by Parts Twice

 x e dx
2 x
Example 5.2.6 Evaluate

Solution We use integration by parts .

Now let u = x2 and dv= ex dx , so that du = 2xdx and v = ex

 x e dx = x e   2xe dx  x e  2 xe x dx
2 x 2 x x 2 x
We have:

Now we use integration by parts a second time to find this integral.

Again let u = x and dv= ex dx, so that du = dx and v = ex

 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

= x2ex - 2xex + 2ex + C

Other by Parts

Occasionally there is not an obvious pair of u and dv. This is where we get creative.

Example 5.2.7 Find  ln xdx


1
Solution Let u  ln x and dv  dx so that du  and v  x
x

  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 .

Solution: Let u=sinx so that du=cosx dx

Substitute into the original problem, replacing all forms of , getting

 sin x cos xe dx   sin xesin x cos xdx   ueu du


sin x

Now use integration by parts. Let w=u and du  e u du so that dw  du and v=eu

 sin x cos xe dx   ueu du  ueu   eu du


sin x
Hence,

 ueu  e u  C  sin xesin x  e sin x  C

Example 5.2.9 Integrate  sin 3 x cos 4 x dx


Solution: Let u  sin3x and dv  cos4xdx

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 x3 cos 3 xdx
1
4 4

1 3
   sin 3 x sin 4 x     cos 3 x sin 4 xdx
4 4

Use integration by parts again, let u  cos 3x and dv  sin 4 xdx

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

1  3   1  1 


   sin 3x sin 4 x   cos 3x  cos 4 x     cos 4 x 3sin 3xdx
4  4   4   4  

1  3   1  3 


   sin 3x sin 4 x     cos 3 x cos 4 x     cos 4 x sin 3 xdx
4  4  4  4 
10
1 3 9
16 
   sin 3 x sin 4 x  cos3 x cos 4 x  sin 3 x cos 4 xdx
4 16

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

Example 5.2.10 Evaluate the following integrals.

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

 If n is odd, substitute u = sin x and use the identify cos x  1  sin x


2 2

if m is odd, substitute u = cos x and use the identify sin x  1  cos x


2 2
a)

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.

3. Rewrite the transformed rational functions as a sum of expressions of the types.

A1 A2 Ar
 
ax  b (ax  b) 2
(ax  b) r

4x  2
Example 5.2.12 Evaluate the integral x 2
 x6
dx

Solution: First we find the partial fraction decomposition of the integrand.

4x  2 4x  2 A B
We factor to get   
x  x  6 x  2x  3 x  2 x  3
2

Multiply by the common denominator to get: A(x + 3) + B(x - 2) = 4x + 2

Let x = 2, then, 5A = 10 and A = 2, Let x = -3, then, -5B = -10 and B = 2

4x  2  2 2 
Now we can integrate x 2
 x6
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

Hence, this equations as defined for all x and hence for x = 0


13
We have 1  A(1)  C (0)  E (0)  A  1

Hence the above equations is reduced to

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  1u 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

An integrand which contains one of the forms a 2  b 2 x 2 , a 2  b 2 x 2 , or b 2 x 2  a 2 may


be transformed into another involving a trigonometric function of a new variable as
follows:

Form in Integrand Substitution New Form in Integrand

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

Solution: Let x=2tanu so that dx  2 sec2 udu and hence 4  x 2  2 sec u .

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 3cos u 3 cos 2 u 1  sin 2 u


 dx  
3
 cos u  du  3 du  3 du
x 2 sin u sin u
sin u
2

 3 cs cudu  3 sin udu  3ln cs cu  cot u  3cos u  c

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

Example 5.2.16 Evaluate the integral x x 1dx

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

Now we can substitute to get

 
 x x 1dx =  u  1 u du    u 2  u 2 du
3 1

 

= 2/5 u5/2 + 2/3 u3/2 + C = 2/5 (x - 1)5/2 + 2/3 (x - 1)3/2 + C

 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)

2. Evaluate the following integrals using partial fractions

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

3. Evaluate the following integrals by the method of trigonometric substitution:

1 1
a)  9  x2
dx b)  x 2  25
dx

17
5.3. Integration of Inverse Trigonometric Functions

 sin
1
1. xdx

Using integration by parts ,let u  sin 1 x and dv=dx.

1
Then du  dx and v=x .
1  x2

x
So,  sin 1 xdx  x sin 1 x   dx
1  x2

=  x sin 1 x  1  x 2  C --------------by substitution

 tan
1
2. xdx

Using integration by parts ,let u  tan 1 x and dv=dx.

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

Evaluate the following integrals

 cos 2.  cot 1 xdx


1
1. xdx

3.  sec
1
xdx 4.  csc1 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:

If P  x 0 , x1 ,  , x n  is any partition of [a, b] each of whose subintervals has length

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

i.e.  f ( x)dx  lim  f (t


P 0 k 1
k )xk where P denotes the largest of the lengths
a

of the subintervals associated with P and is called the normal of P.

5.4.2 Properties of the Definite Integral

Definition 5.4.1 Let f be continuous on [a, b]. Then

a a b

 f ( x)dx  0 and b f ( x)dx  a f ( x)dx


b
[A line segment has area zero]

 
1 4
1
x dx   x 2 dx   4 3  13  21
2
Example 5.4.1:
4 1
3

Theorem 5.4.2 (Rectangle Property) : For any number a, b and k,  kdx  k (b  a)


a

19
Theorem 5.4.3 (Addition Property)

Let f be continuous on an interval containing a, b and c.

c b c

Then,  f ( x)dx   f ( x)dx   f ( x)dx


a a b

Example 5.4.2 Evaluate

5
2x - 1, for 1  x  3 2

a). 
1
f ( x)dx, where f(x)  
 5, for 3  x  5
b)   x  2dx
2

5 3 5 3 5

Solutions: a).  f ( x)dx   f ( x)dx   f ( x)dx   (2 x  1)dx   5dx = -4


1 1 3 1 3

2 0 2

b).   x  2dx    x  2dx    x  2dx


2 2 0

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

Theorem 5.4.5 (Mean – Value Theorem for Integrals)

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 )

5.4.3 Fundamental Theorem of Calculus


Theorem 5.5.1 (Fundamental theorem of calculus I)

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

Theorem 5.5.2 (Fundamental theorem of calculus II)

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

Solution: F x   2 x 2  1  2 = 2 4x 2  1


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
ux
[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 ux 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].
ux

We have H '(x) = f vx v' x  - f ux u' x 

Example 5.4.6 Find the derivative of 0 


x2

cos t 2 dt

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

Example 5.4.7 Find the derivative of x

22
x x2
 
t 2
e t dt =
2

Solution let F x   e dt  F(x2) - F(x)


0 x

d 
e t dt  = F '(x2)2x - F '(x) = 2 xe
 x4
 ex
x2 2


2
  .
dx  x

5.5 Improper Integrals


Up until now, all the integrals that we have performed have had finite limits and integrands
with no asymptotes. Now we will investigate integrals with infinite limits and integrands with

 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

Type I: (Discontinuous Integrands )

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

f  x dx = lim  f  x dx


b

b
 unbounded around a
a t
t a 

  f  x dx = lim  f  x dx


b t
unbounded around b
a a
t 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

a  c1  c2  b . Then you must choose a number  between c1 and c2 (that is

c1    c2 ) and then write

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

Example 5.5.1 evaluate the following improper integral

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


a a
  
t  
t
and


f  x dx = lim  f x dx
t

a a
t 


1
Example 5.5.2 Evaluate x
1
2
dx

Solution We use the definition to find

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
m0 m m0  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

limit. Therefore we have two cases:

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.

5.5.3 The p-integrals

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.

Case 1: Let p<1, then we have


1

1
dx  lim
1

1  c1 p  
1
c 0 1  p 1 p
p
0 x

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
xa  p
dx and   bx 
a p
dx

The conclusion is similar to the above one. Indeed we have

b 1
c) 
a
xa p
dx is convergent if and only if p <1

b 1
d)   bx 
a p
dx is convergent if and only if p <1

 Exercise 5.1 Evaluate the following improper integrals.


 
dx dx
a)  x5
b)  3  x 
2
3
1

 

e  xe dx
5 x 3 x 2

c) dx d)
1 0

26

dx
e) 3 x2  9

5.6 Applications of Integrals


5.6.1 Area

Definition 5.6.1 if f is continuous and f x   0 on a, b, the area of the region below the curve

y= f x  from a to b is defined as the definite integral:

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

between times t=-1 and t=2 sec?

Solution The function F t   2t 4 is an anti-derivative of the velocity v  8t cm / sec. Thus


3

the definite integral is


2

1
 2

Distance Moved   8t 3 dt  2 2 2   1  30cm.

Theorem 5.6.1 (Area of a region between two curves)

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 .

Solution To find the end point, we solve the equations

y  x 2 and y  x  6

27
 x 2  x  6  ( x  3)( x  2)  0

 x  3  x  2

 y  9 for x  3 and y  4 for x  2

Hence, the two graphs intersect at the points (3; 9) and (-2, 4)

Moreover, if f(x) = x + 6 and g(x) = x2, then

 
3
1 1 
3
125
A x  6  x dx   x 2  6 x  x 3  
2

2 2 3  2 6

b). Find the area of the region enclosed by x = y2 and y = x -2

Solution: To find the end points, we solve the equations

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

For x = 1, y = -1 and for x = 4, y = 2

 The two graphs intersect at the points (1, -1) and (4, 2)

Moreover, if f(y) = y + 2 and g(y) = y2, then g(y)  f(y) y  [1,2]

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.

To find the volume of solids of a revolution, we can use different methods:

A) Disc Method – Volumes of Solids of revolution with Disc Method.

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

of S is given by V   A( y)dx     f ( y) dy ---- Vertical axis of revolution


2

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

i) on [a, b] with g ( x)  f ( x) x  (a, b) , Then

 
b
V     f ( x)  g ( x) dx --- Horizontal axis of revolution
2 2

ii) on [c, d] with g ( y )  f ( y )y  (c, d ) , then

 
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.

Solution: Clearly f ( x)  f ( x)x  [1,3] , and

 f ( x)2  x  1 and g ( x)2  x  1 . Moreover  f ( x)2  g ( x)2  x  1  x  1  2


3 3

V    2dx   (2 x)  6  2  4 Cu. Units


1 1

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

Example 5.6.6 Let R be the region between the graphs of f ( x)  x 2  1 and g ( x)  x 1  x 3


on[0, 1]. Find the volume of the solid obtained by revolving R about the y-axis

Solution: Exercise: Hint: f ( x)  g ( x)  x  1  x 1  x


2 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   2x 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

1. Find the length of the curve y = 2x

a) (-1, -2) and (4, 8) b) (2, 6) and (-2, 4)


3
2. Find the length of the curve y  3x  1 from x = 0 to x = 1
2

3
1
3. Find the length of the curve x  ( y 2  2) 2 from y = 0 to y = 1.
3

33

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