Calculus 2 Notes
Calculus 2 Notes
Chapter 1 Functions 1
i
Chapter 18 Improper Integrals 40
Chapter 19 Sequences 45
Chapter 20 Induction 46
Chapter 26 Series 58
ii
Chapter 40 Separable Differential Equations 88
iii
Chapter 1: Functions
Definition 1: Let X and Y be sets.
(i) A function from X to Y is a rule that assigns to each element of X a unique element of Y .
(ii) Y X = {f | f : X → Y }.
(i) The unique element of Y that f assigns to x is the function value of x or the image of x under
(a) f (3) = 9;
(b) f (−3) = 9;
(c) dom(f ) = R;
(d) cod(f ) = R;
Note 7: Throughout this text, the term “domain” will refer to the natural domain unless otherwise
stated.
√
Example 8: Set f (x) = 2x + 1.
1
(a) dom(f ) = − , ∞
2
(b) ran(f ) = [0, ∞).
1
Chapter 2: One-to-One and Onto Functions
Theorem 9: The following are equivalent for any f : X → Y and any x1 , x2 ∈ X.
Proof: Let f : X → Y .
((i) =⇒ (ii)) Suppose that (i) is satisfied and let x1 , x2 ∈ X with x1 ̸= x2 . Since x1 ̸= x2 , it is
((ii) =⇒ (iii)) Suppose (ii) is satisfied. To see that f (x1 ) = f (x2 ) implies that x1 = x2 , suppose
x1 , x2 ∈ X such that f (x1 ) = f (x2 ). If x1 ̸= x2 , then f (x1 ) ̸= f (x2 ) by the assumption. Since
((iii) =⇒ (i)) Suppose that (iii) is satisfied. To see that f (x1 ) = f (x2 ) if and only if x1 = x2 ,
then by the assumption, we obtain x1 = x2 . Therefore, (i) is satisfied, and the theorem is proved.
theorem above.
(a) f (x) = x
To see that f is one-to-one, note that for x1 ̸= x2 , then f (x1 ) = x1 ̸= x2 = f (x2 ). Thus, f is
one-to-one.
(b) g(x) = x2
To see that f is not one-to-one, note that g(−3) = 9 = g(3). Thus, g is not one-to-one.
and only if every horizontal line intersects the graph of the function in at most one point.
Proof: (=⇒) Suppose that f is one-to-one and y = c is a horizontal line. Attempting a contradiction,
suppose the line y = c intersects the graph of f at two points, (x1 , c) and (x2 , c). Since (x1 , c) lies
(⇐=) Suppose that every horizontal line intersects the graph of f in at most one point. To see that
f is one-to-one, suppose x1 , x2 ∈ X with x1 ̸= x2 . Let c = f (x1 ) and consider the horizontal line
y = c. By the assumption, the line y = c intersects the graph of f only at the point (x1 , c). This
2
implies the point (x2 , f (x2 )) is not on the line y = c which means f (x2 ) ̸= c = f (x1 ). Since x1 and
x1 < x2 . Since f is strictly increasing, f (x1 ) < f (x2 ), which implies that f (x1 ) ̸= f (x2 ). Therefore,
f is one-to-one.
f (x) = y.
Example 17:
(a) The function f : R → R defined by f (x) = x2 is not onto since ran(f ) = [0, ∞) ̸= R = cod(f ).
(b) The function f : R → [0, ∞) defined by f (x) = x2 is onto since ran(f ) = [0, ∞) = cod(f ).
Recall from calculus 1 that f is strictly increasing. So f is one-to-one. Also, recall that lim f (x) =
x→−∞
Definition 21: Let f : X → Y be a function. Then a function g : ran(f ) → dom(f ) is called the
Note 24: To find the inverse of an invertible function y = f (x), we proceed as follows.
3
(ii) Solve for y.
x = y2 − 4
⇐⇒ x + 4 = y 2
√
⇐⇒ y = x + 4.
x = y 2 + 6y + 5
⇐⇒ x = (y + 3)2 − 4
⇐⇒ x + 4 = (y + 3)2
√
⇐⇒ y = −3 + x + 4
x+1
Example 26: h : R \ {1} → R \ {3}; h(x) =
x−3
x+1
Consider y = . Interchanging x and y, we obtain the following.
x−3
y+1
x=
y−3
⇐⇒ x(y − 3) = y + 1
⇐⇒ xy − 3x = y + 1
⇐⇒ xy − y = 3x + 1
⇐⇒ y(x − 1) = 3x + 1
3x + 1
⇐⇒ y = .
x−1
Theorem 27: Let X, Y ⊆ R and suppose f : X → Y is invertible. Then the graph of f −1 is
Proof: Note that (u, v) ∈ R2 lies on the graph of f if and only if the point (v, u) lies on the graph of
inv(f ). If u = v, then the point (u, v) = (v, u) lies on the line y = x. So suppose u ̸= v. Recall that
u+v u+v
the midpoint of the line segment connecting the points (u, v) and (v, u) is , , which
2 2
is on the line y = x. Also, recall that the slope of the line containing the points (u, v) and (v, u) is
−1. So, the line containing the points (u, v) and (v, u) is perpendicular to the line y = x. Therefore,
4
Example 28: Given the graph of a function f , sketch a graph of f −1 .
f [−f −1 (y)]
= −f [f −1 (y)]
= −y
= f [f −1 (−y)].
Since f [−f −1 (y)] = f [f −1 (−y)] and f is one-to-one, f −1 (−y) = −f −1 (y). Therefore, f −1 is odd. ■
5
Chapter 4: Derivatives of Inverse Functions
Lemma 30: Suppose that a, b ∈ R with a < b and f : [a, b] → R is one-to-one and continuous.
Then f (x) is strictly between f (a) and f (b) for all x ∈ (a, b).
Proof: Let x ∈ (a, b). Since f is one-to-one, f (a) ̸= f (b). This implies that either f (a) < f (b) or
Toward a contradiction, suppose that f (x) < f (a). By the Intermediate Value Theorem, there
is a y ∈ [x, b] such that f (y) = f (a). This is a contradiction since f is one-to-one. Similarly, if
f (x) > f (b), then by the Intermediate Value Theorem, there is a y ∈ [a, x] such that f (y) = f (b),
which is a contradiction since f is one-to-one. Therefore, f (a) < f (x) < f (b).
Exercise. ■
Proposition 31: A continuous 1-1 function on a closed interval is either strictly increasing or
strictly decreasing.
Proof: Suppose a, b ∈ R, a < b, and f : [a, b] → R is 1-1 and continuous. Then, since f is 1-1,
f (a) ̸= f (b). This means either f (a) < f (b) or f (b) < f (a).
If a = x1 < x2 < b, then, by the lemma above, f (x1 ) = f (a) > f (x2 ) < f (b).
If a < x1 < x2 = b, then, by the lemma above, f (a) > f (x1 ) > f (b) = f (x2 ).
If a < x1 < x2 < b, then, by the lemma above, f (a) > f (x1 ) > f (b).
Since f : [x, b] → R is continuous and f (x1 ) < f (b), we get f (x1 ) < f (x2 ) < f (b) by the lemma
Proof: To see that f −1 is continuous at f (c), let ε > 0 be given. By the hypothesis, there is an
open interval I such that c ∈ I and f is continuous on I. Let a, b ∈ R such that c ∈ (a, b) and
[a, b] ⊆ I ∩ (c − ε, c + ε). By the previous proposition, f ([a, b]) is either [f (a), f (b)] or [f (b), f (a)]
and f (c) is strictly between f (a) and f (b). Choose δ > 0 such that (f (c) − δ, f (c) + δ) ⊆ f ([a, b]).
6
Then,
⊆ f −1 [f ([a, b])]
⊆ [a, b]
⊆ I ∩ (c − ε, c + ε)
= I ∩ (f −1 [f (c)] − ε, f −1 [f (c)] + ε)
as desired. ■
entiable and continuous on an open interval containing c, and f ′ (c) ̸= 0. Then f −1 is differentiable
1
at f (c) and (f −1 )′ [f (c)] = ′ .
f (c)
Proof: Since f is invertible, it is 1-1 and onto, and so, for each y ∈ y, there is a unique x ∈ X such
f −1 (y) − f −1 [f (c)] f −1 [f (x)] − f −1 [f (c)]
that y = f (x). So, lim can be written as lim =
y→f (c) y − f (c) f (x)→f (c) f (x) − f (c)
x−c x−c 1
lim . Since f is differentiable at c and f ′ (c) ̸= 0, lim = ′ . To
x→c f (x) − f (c) x→c f (x) − f (c) f (c)
x−c 1 x−c 1
see that lim = ′ , let ε > 0 be given. Since lim = ′ ,
f (x)→f (c) f (x) − f (c) f (c) x→c f (x) − f (c) f (c)
x−c 1
there is a δ > 0 such that − ′ < ε whenever |x − c| < δ. By the contin-
f (x) − f (c) f (c)
uous inverse theorem, f −1 is continuous at f (c). So, there is an α > 0 such that |f −1 (y) −
f −1 [f (c)]| < δ whenever |y − f (c)| < α. Thus, for x ∈ X, |f (x) − f (c)| < α, which implies
x−c 1 f −1 [f (x)] − f −1 [f (c)] 1
that |x − c| < δ, and so, − ′ = − ′ < ε. Therefore,
f (x) − f (c) f (c) f (x) − f (c) f (c)
f −1 [f (x)] − f −1 [f (c)] x−c 1
lim = lim = ′ , as desired. ■
x→c f (x) − f (c) f (x)→f (c) f (x) − f (c) f (c)
Example 34: Set f (x) = x3 + 7.
1
(c) Calculate ′ −1
f [f (y)]
1 1
′ −1
= √ .
f [f (y)] 3( y − 7)2
3
7
Chapter 5: Inverse Trigonometric Functions
Theorem 35: The following functions are bijections, and hence invertible.
h π πi
(i) f : − , → [−1, 1] defined by f (y) = x if and only if sin(y) = x.
2 2
(ii) g : [0, π] → [−1, 1] defined by g(y) = x if and only if cos(y) = x.
h π πi
(iii) h : − , → (−∞, ∞) defined by h(y) = x if and only if tan(y) = x.
2 2
(iv) j : [0, π] → (−∞, ∞) defined by j(y) = x if and only if cot(y) = x.
h π 3π
(v) k : 0, ∪ π, → (−∞, −1] ∪ [1, ∞) defined by k(y) = x if and only if sec(y) = x.
2 2
π i 3π
(vi) ℓ : 0, ∪ π, → (−∞, −1] ∪ [1, ∞) defined by ℓ(y) = x if and only if csc(y) = x.
2 2
Proof: To see that f , g, h, and j are 1–1, calculate the derivative of each function. Note that
the derivative does not change sign on the domain of the function. So in all cases, the function is
either strictly increasing or strictly decreasing. Therefore, f , g, h, and j are all one-to-one by the
proposition above.
hπ 3π
Claim 1: The function k is one-to-one on the set 0, ∪ π, .
2 2h
π
Proof (Claim 1): Note that k ′ (θ) = sec θ tan θ ≥ 0 for every θ ∈ 0, . So k is strictly increasing
h π h π 2
′ 3π
on 0, , and hence, one-to-one on 0, . Also, k (θ) = sec θ tan θ ≤ 0 for all θ ∈ π, . So k
2 2 2
3π
is strictly decreasing, and hence one-to-one, on the interval π, by the proposition above. Since
2
h π 3π
k(θ) ≥ 1 for every θ ∈ 0, and k(θ) ≤ −1 for every θ ∈ π, , the function k is one-to-one on
2 2
h π 3π
the set 0, ∪ π, . ■Claim 1
2 2
By an argument similar to the one above, the function ℓ is one-to-one. Note that all six functions
Proof (Claim 3): Let y ∈ R. Recall that lim h(θ) = −∞ and lim h(θ) = ∞. So choose
θ→ π
2
+ θ→ π
2
−
π π
θ1 , θ2 ∈ − , such that h(θ1 ) ≤ y ≤ h(θ2 ). By the Intermediate Value Theorem, h attains every
2 2
value between h(θ1 ) and h(θ2 ), which means that h is onto. ■Claim 3
8
Proof (Claim 4): Let y ∈ (−∞, −1] ∪ [1, ∞). Then either y ≥ 1 or y ≤ −1.
Case 1: y ≥ 1.
h π
Recall that lim k(θ) = ∞. So choose a y ∈ 0, such that y ≤ k(θ). By the Intermediate Value
θ→ π
2
− 2
Theorem, k attains every value between 1 and k(θ).
Case 2: y ≤ −1.
3π
Recall that lim k(θ) = −∞. So choose a y ∈ π, such that k(θ) ≤ y. By the Intermediate
θ→ 3π
2
− 2
Value Theorem, k attains every value between k(θ) and −1. Therefore, k is onto. ■Claim 4
(i) f −1 is called the inverse sine (arcsine) function and is denoted by arcsin(x) or sin−1 (x).
(ii) g −1 is called the inverse cosine (arccosine) function and is denoted by arccos(x) or cos−1 (x).
(iii) h−1 is called the inverse tangent (arctangent) function and is denoted by arctan(x) or
tan−1 (x).
(iv) j −1 is called the inverse cotangent (arccotangent) function and is denoted by arccot(x)
or cot−1 (x).
(v) k −1 is called the inverse secant (arcsecant) function and is denoted by arcsec(x) or sec−1 (x).
(vi) ℓ−1 is called the inverse cosecant (arccosecant) function and is denoted by arccsc(x) or
csc−1 (x).
Note 37: The graphs of the inverse trigonometric functions are given below.
9
10
Example 38: Calculate each of the following.
h π i π
(a) sin−1 sin = .
√ 2 2
(b) sec−1 ( 2)
√ 1 π
Set θ = sec−1 ( 2). Then cos(θ) = √ , which means that θ = .
2 4
1
(c) tan cos−1
2
2 √
1 1 1 3 3
If x = , then + y 2 = 1, which means that + y 2 = 1, or y 2 = , or y = . Now,
2 √ 2 4 4 2
3
y √
tan(θ) = = 2 = 3.
x 1
2
(d) cos[sin−1 (x)]
q √
Set θ = sin−1 (x). Then x = sin(θ), and so, cos[sin−1 (x)] = cos(θ) = 1 − sin2 (θ) = 1 − x2 .
11
sin(θ) x
Set θ = sin−1 (x). Then x = sin(θ), and so, tan[sin−1 (x)] = tan(θ) = =√ .
cos(θ) 1 − x2
(f ) sec2 [tan−1 (x)]
Set θ = tan−1 (x). Then tan(θ) = x, and so, sec2 (tan−1 (x)) = sec2 (θ) = tan2 (θ) + 1 = x2 + 1.
function.
(iv) f is invertible.
12
2x
x+1 1
(b) 7 =
(a) 23x+1 = 25 7
Consider the following.
Consider the following. 2x
1
7 x+1
= = 7−2x
23x+1 = 25 7
⇐⇒ 7x+1 = 7−2x
⇐⇒ 3x + 1 = 5
⇐⇒ x + 1 = −2x
⇐⇒ 3x = 4
4 ⇐⇒ 3x = −1
⇐⇒ x = .
3 −1
⇐⇒ x = .
3
Exercises
13
Chapter 7: Logarithmic Functions
Definition 44: Let a ∈ R+ \ {1}. The function loga : R+ → R defined by loga x = y if and only if
Proposition 45:
Proof: Exercise. ■
Notation 47:
(i) loga (ax ) = x for all x ∈ R; (iv) loga (xy) = loga (x) + loga (y) for all x, y > 0;
(ii) aloga (x) = x for all x > 0; (v) loga (xr ) = r loga (x) for all x > 0 and all r ∈ R;
x
(iii) loga (1) = 0; (vi) loga = loga (x) − loga (y) for all x, y > 0.
y
Proof:
For (iii), consider the following. For (iv), consider the following.
⇐⇒ ax = 1 = aloga x+loga y
14
Example 49: Simplify the following.
Theorem 50 (Change of Base for Logarithms): Let a, b ∈ R+ \ {1}. Then for any x > 0,
logb (x)
loga (x) = .
logb (a)
Proof: Consider the following.
aloga (x) = x ⇐⇒ (loga x) (logb a) = logb x
logb x
⇐⇒ logb aloga (x) = logb x
⇐⇒ loga x = . ■
log a b
(b) 5x+1 = 12
x
(a) 4 = 6
Consider the following.
Consider the following.
5x+1 = 12
4x = 6
⇐⇒ log5 (5x+1 ) = log5 (12)
⇐⇒ log4 (4x ) = log4 (6)
⇐⇒ x + 1 = log5 (12)
⇐⇒ x = log4 (6).
⇐⇒ x = log5 (12) − 1.
(c) e2x = 8x
⇐⇒ 2x − x ln(8) = 0
Consider the following.
⇐⇒ x(2 − ln(8)) = 0
e2x = 8x
⇐⇒ x = 0.
⇐⇒ ln(e2x ) = ln(8x )
⇐⇒ 2x = x ln(8)
Example 54: The bacteria population in a bottle at time t (in hours) has size P (t) = 1000e0.35t .
After how many hours will there be 5000 bacteria in the bottle?
ln(5) ∼
Solving 1000e0.35t = 5000 for t, we obtain 0.35t = ln(5), or t = = 4.6 hours.
0.35
Theorem 55: Logarithmic functions are continuous on R+ .
15
Exercises
(i) A quantity Q grows exponentially if Q = Q0 ekt , where Q0 is the quantity at time t = 0 and
Example 57: A bacteria culture containing 200 bacteria is growing at a rate proportional to its
Theorem 60: Suppose the half-life of a substance is λ. If Q is the amount present at time t and
t/λ
1
Q0 is the initial amount present at time t = 0, then Q = Q0 · = Q0 e−[ln(2)t]/λ .
2
Corollary 61: Suppose the half-life of a substance is λ and k is a decay constant. Then kλ = ln(2).
t/λ
1
Proof: By the theorem above and the definition of exponential decay, Q(t) = Q0 = Q0 e−kt .
2
So,
t/λ
1
Q0 = Q0 e−kt t
2 ⇐⇒ − ln(2) = −kt
t/λ λ
1 ⇐⇒ ln(2) = kλ. ■
⇐⇒ = e−kt
2
Example 62: Find the half-life of a radioactive substance that decays from 100 g to 40 g in three
hours.
16
Consider the following.
3/λ
t/λ 21 3 1
1 ⇐⇒ = = ln
Q(t) = Q(0) · 52 λ 2
2 1
3/λ 3 ln
1 2 3 ln(2)
⇐⇒ 40 = 100 · ⇐⇒ λ = = hours.
2 2 ln(5) − ln(2)
ln
5
Example 63: If you have 50 grams of Carbon-14 today, how much will be left after 100 years?
Let y(t) denote the mass of Carbon-14 in grams after t years. By a previous example, λ = 5730 years.
t/5730 100/5730
1 1 ∼
Since y(0) = 50, y(t) = 50 by the theorem above. Hence, y(100) = 50 =
2 2
49.3988.
ln 2
Theorem 64: If a quantity is decaying exponentially with decay rate r, then the half-life is − .
r
Proof: Exercise. ■
Exercises
17
Chapter 9: Derivatives of Inverse Trigonometric Functions
Theorem 65:
d 1
(i) sin−1 (x) = √ .
dx 1 − x2
d −1
(ii) cos−1 (x) = √ .
dx 1 − x2
d 1
(iii) tan−1 (x) = .
dx 1 + x2
d −1
(iv) cot−1 (x) = .
dx 1 + x2
d 1
(v) sec−1 (x) = √ .
dx |x| x2 − 1
d −1
(vi) csc−1 (x) = √ .
dx |x| x2 − 1
Proof: For (i), let f (x) = sin(x) and g(x) = sin−1 (x). Then,
d
sin−1 (x)
dx
1
=
cos(sin−1 (x))
1
=√
1 − x2
as desired.
π π
For (ii), recall that sin−1 (x) + cos−1 (x) = . This implies that cos−1 (x) = − sin−1 (x). So,
2 2
d −1
cos (x)
dx
d π
= [ − sin−1 (x)]
dx 2
d
= − sin−1 (x)
dx
−1
=√
1 − x2
as desired.
18
1 1
= √ − √
|x| x − 1 |x| x2 − 1
2
= 0.
Recall from calculus 1 that this implies that cos−1 (x−1 ) − sec−1 (x) is a constant.
Corollary 67:
1 1 x
Z
(i) 2 2
dx = arctan + C;
Z x +a a a
1 x
(ii) √ dx = arcsin + C;
2
Z a −x
2 a
1 1 x
(iii) √ dx = sec−1 + C.
x x2 − a2 a a
Proof: Exercise. ■
Exercises
Section 6.6: 17-33 odd, 39, 43-45 odd, 49, 51, 53, 59-70 (omit 63, 65, 68).
19
Chapter 10: Derivatives of Exponential Functions
Lemma 69: Let f (x) = ex . Then f ′ (0) = 1.
= ex · 1
= ex . ■
d x
Corollary 71: Suppose a > 0 with a ̸= 1. Then a = ax ln(a).
dx
Proof: Note the following.
d x
a
dx
d ln(ax )
= e
dx
d x ln(a)
= e
dx
= ex ln(a) ln(a)
= ax ln(a). ■
(a) f (x) = 4x
By the definition of f , the line y = 0 is a horizontal asymptote of the graph of f and there are
2
no vertical or horizontal asymptotes. Note that f ′ (x) = −2xe−x . If x ∈ [0, ∞), then j ′ (x) < 0,
20
which means that f is decreasing on [0, ∞). If x ∈ (−∞, 0), then f ′ (x) > 0, which means that f is
increasing on (−∞, 0). By the first derivative test, the point (0, 1) is a local maximum of f . Note
√ √
′′ −x2 1 1
that f (x) = 2e (x 2 + 1)(x 2 − 1). If x ∈ − √ , √ , then f ′′ (x) < 0, which means that
2 2
1 1 1 1
f is concave downward on − √ , √ . If x ∈ R \ − √ , √ , then f ′′ (x) > 0, which means
2 2 2 2
1 1 1 1 1 1
that f is concave upward on R \ − √ , √ . Note that the point − √ , √ , √ , √ is an
2 2 2 e 2 e
inflection point. A sketch of the graph of f is below.
the definition of horizontal asymptote, the line y = 0 is a horizontal asymptote of the graph of f .
Also, there are no vertical or oblique asymptotes. Note that f ′ (x) = xex + ex = ex (x + 1). If x ≤ −1,
then f ′ (x) ≤ 0, and so f is decreasing on the interval (−∞, −1]. If x ≥ −1, then f ′ (x) ≥ 0, and
1
so f is increasing on the interval [−1, ∞). Also, note that the point −1, − is a local minimum
e
and there are no local maxima. Note that f ′′ (x) = ex (x + 1) + ex = ex (x + 2). If x < −2, then
f ′′ (x) < 0, and so f is concave downward on the interval (−∞, −2). If x > −2, then f ′′ (x) > 0,
2
and so f is concave upward on the interval (−2, ∞). This implies that the point −2, − 2 is an
e
inflection point. A sketch of the graph of f is below.
21
Exercises
22
Chapter 11: Derivatives of Logarithmic Functions
1
Theorem 75: Let f (x) = ln(x). Then f ′ (x) = .
x
Proof: We will use implicit differentiation. Let y = ln(x). Then,
ey = x
d y d
⇐⇒ ey y ′ = e = x=1
dx dx
1 1 1
⇐⇒ y ′ = y = ln(x) = . ■
e e x
1
Corollary 76: Let f (x) = ln |x|. Then f ′ (x) = .
x
d
Proof: If x > 0, then ln |x| = ln(x), and apply the theorem above. If x < 0, then ln |x| =
dx
d 1 d 1
ln(−x) = (−x) = . ■
dx −x dx x
1
Corollary 77: Let f (x) = loga (x). Then f ′ (x) = .
x ln(a)
d d ln(x) 1 d 1
Proof: Note that loga (x) = = · ln(x) = . ■
dx dx ln(a) ln(a) dx x ln(a)
Example 78: Differentiate the following.
Exercises
Section 6.4: 3-37 odd, 41, 61-65 odd, 71-85 odd, 89.
23
Chapter 12: Logarithmic Differentiation
d f ′ (x)
Proposition 79: For any function f (x), ln[f (x)] = .
dx f (x)
Proof: Use the chain rule. ■
g(x) = xx
⇐⇒ ln[g(x)] = x ln(x)
g ′ (x)
⇐⇒ = 1 + ln(x)
g(x)
⇐⇒ g ′ (x) = xx (1 + ln(x)). ■
d f ′ (x) g ′ (x)
Proposition 81: If f, g are differentiable functions, then ln[f (x)g(x)] = + .
dx f (x) g(x)
Proof: Exercise. ■
d
Corollary 82 (Product Rule): If f, g are differentiable functions, then f (x)g(x) = f (x)g ′ (x) +
dx
f ′ (x)g(x).
Proof: Exercise. ■
Exercises
24
Chapter 13: Hyperbolic Functions
Definition 83: The hyperbolic functions are defined as follows.
ex − e−x 1 2
(i) sinh x = ; (iv) csch(x) = = x ;
2 sinh(x) e − e−x
x −x 1 2
e +e
(ii) cosh x = ; (v) sech(x) = = x ;
2 cosh(x) e + e−x
x −x x −x
sinh(x) e −e 1 e +e
(iii) tanh x = = x ; (vi) coth(x) = = x .
cosh(x) e + e−x tanh(x) e − e−x
Proposition 84:
Proof: Exercise. ■
Proposition 85:
Proof: Exercise. ■
2 2
Corollary 86: cosh (x) − sinh (x) = 1 for all x ∈ R.
Proof: By the proposition above, cosh(x) + sinh(x) = ex and cosh(x) − sinh(x) = e−x . Hence,
as desired. ■
Proof: Exercise. ■
Theorem 89:
d
(i) sinh(x) = cosh(x);
dx
d
(ii) cosh(x) = sinh(x);
dx
25
d
(iii) tanh(x) = sech2 (x);
dx
d
(iv) coth(x) = −csch2 (x);
dx
d
(v) sech(x) = −sech(x) tanh(x);
dx
d
(vi) csch(x) = −csch(x)coth(x).
dx
Exercises
26
Chapter 14: Integration by Parts
Theorem 90 (Integration by Parts): Let u = f (x), v = g(x) have continuous derivatives.
Z Z
(i) f (x)g (x) dx = f (x)g(x) − g(x)f ′ (x) dx;
′
Z Z
(ii) u dv = uv − v du.
Proof: For (i), by the product rule for derivatives and the Fundamental Theorem of Calculus, we
= −x cos(x) + sin(x) + C.
Z
(b) x ln(x) dx.
1 1
Z
Set u = ln(x). Then du = dx and v = x dx = x2 . This implies the following.
Z x 2
x ln(x) dx
1 1
Z
= x2 ln(x) − x dx
2 2
1 1
= [x2 ln(x) − x2 ] + C.
2Z 2
x
(c) xe dx.
Z
Set u = x. Then du = dx and v = ex dx = ex . This implies the following.
Z
xex dx
Z
= xex − ex dx
= xex − ex + C
= ex [x − 1] + C.
Z
(d) x2 cos(x) dx.
27
Z
Set u = x2 . Then du = 2x dx and v = cos(x) dx = sin(x). This implies the following.
Z Z
2 2
x cos(x) dx = x sin(x) − 2x sin(x) dx
= x ln(x) − x + C.
Zb
Proposition 92: Let u = f (x), v = g(x) have continuous derivatives on [a, b]. Then u dv =
a
b
Zb
uv − v du.
a
a
Example 93: Evaluate the following.
Z3
(a) ln(x) dx.
1
Z3 3
Z3
By the example and proposition above, ln(x) dx = x ln(x) − 1 dx = 3 ln(3) − 2.
1
Z 1 1
x
(b) e cos(x) dx.
Z
Set u = cos(x). Then du = − sin(x) dx and v = ex dx = ex . This implies the following.
Z Z
ex cos(x) dx = ex cos(x) + ex sin(x) dx
Z Z
x x
Set u = sin(x). Then du = cos(x) dx and v = e dx = e . This implies that ex sin(x) dx =
Z
e sin(x) − ex cos(x) dx.
x
Hence,
Z Z
e cos(x) dx = e cos(x) + e sin(x) − ex cos(x) dx
x x x
Z
⇐⇒ 2 ex cos(x) dx = ex cos(x) + ex sin(x)
1 1
Z
⇐⇒ ex cos(x) dx = [ex cos(x) + ex sin(x)] + C = ex [cos(x) + sin(x)] + C.
2 2
Proposition 94: Let n ∈ N. Then,
Z Z
(i) xn ex dx = xn ex − n xn−1 ex dx;
Z Z
(ii) (ln x)n dx = n[ln(x)]n − n [ln(x)]n−1 dx;
28
Z Z
(iii) xn cos x dx = xn sin x − n xn−1 sin x dx;
Z Z
(iv) xn sin x dx = −xn cos x + n xn−1 cos x dx.
Z
Proof: For (i), set u = xn . Then du = nxn−1 dx and v = ex dx = ex . Now,
Z
xn ex dx
Z
= xn ex − nxn−1 ex dx
Z
= x e − n xn−1 ex dx.
n x
By three applications of part (i) of the proposition above, we obtain the following.
Z
x3 ex dx
Z
= x e − 3 x2 ex dx
3 x
Z
= x3 ex − 3(x2 ex − 2 xex dx)
Z
= x3 ex − 3x2 ex − 6 xex dx
= x3 ex − 3x2 ex − 6[xex − ex ] + C
= ex [x3 − 3x2 − 6x − 6] + C.
Exercises
29
Chapter 15: Integrals of Trigonometric Functions
Z
Example 96: Evaluate sin3 (x) dx.
Z Z
By trigonometry, sin3 (x) dx = sin(x)[1 − cos2 (x)] dx. Set u = − cos(x). Then du = sin(x) dx
30
Z
= cos4 (x) − cos6 (x) dx
1 1 1 1
= − cos5 (x) sin(x) + cos3 (x) sin(x) + cos(x) sin(x) + x + C.
6 24 16 16
Proposition 101:
Z
(i) tan(x) dx = ln | sec(x)| + C;
Z
(ii) sec(x) dx = ln | sec(x) + tan(x)| + C.
sin(x)
Proof: For (i), recall that tan(x) = . Set u = cos x. Then du = − sin x dx, or −du = sin x dx.
cos(x)
Now,
Z
tan x dx
sin x
Z
= dx
Zcos x
1
=− du
u
= − ln |u| + C
= − ln | cos x| + C
= ln | sec x| + C.
sec(x) + tan(x) sec2 (x) + sec(x) tan(x)
For (ii), note that sec(x) = sec(x) · = .
sec(x) + tan(x) sec(x) + tan(x)
2
sec (x) + sec(x) tan(x)
Z Z
So, sec(x) dx = dx. Set u = sec(x) + tan(x). Then du = sec x tan x +
sec(x) + tan(x)
sec2 x dx. Now,
Z
sec(x) dx
sec2 (x) + sec(x) tan(x)
Z
= dx
sec(x) + tan(x)
1
Z
= du
u
= ln |u| + C
= ln | sec(x) + tan(x)| + C. ■
Zπ/4
Example 102: Evaluate tan3 (x) dx.
0
Zπ/4 Zπ/4 Zπ/4
3 2
By trigonometry, tan (x) dx = (sec (x) − 1) tan(x) dx = sec2 (x) tan(x) − tan(x) dx =
0 0 0
Zπ/4 Zπ/4
2
sec (x) tan(x) dx − tan(x) dx.
0 0
π
Set u = tan(x). Then du = sec2 (x). Also, if x = 0, then u = 0 and if x = , then u = 1.
4
This implies the following.
Zπ/4
tan(x) sec2 (x) dx
0
31
Z1
= u du
0
1 21
= u
2 0
1
= .
2
Also, by the proposition above,
Zπ/4
tan(x) dx
0
π/4
= ln | sec(x)|
0
√
= ln( 2)
1
= ln(2).
2
Zπ/4
1 1 1
Thus, tan3 (x) dx = − ln(2) = [1 − ln(2)].
2 2 2
0
Proposition 103 (Reduction Formulas for Secant and Tangent): Let n ∈ Z.
tan(x) secn−2 (x) n − 2
Z Z
(i) secn (x) dx = + secn−2 (x) dx;
n − 1 n − 1
tann x
Z Z
(ii) tann (x) dx = − tann−2 x dx.
n−1
Proof: Exercise. ■
Z
Example 104: Evaluate tan2 (x) sec3 (x) dx.
Z Z Z
2 3 2 3
By trigonometry, tan (x) sec (x) dx = [sec (x) − 1] sec (x) dx = sec5 (x) − sec3 (x) dx =
Z Z
sec5 (x) dx− sec3 (x) dx. Now, by two applications of the proposition above, we get the following.
1 1 1
Z
tan2 (x) sec3 (x) dx = tan(x) sec3 (x) − tan(x) sec(x) − ln | sec(x) + tan(x)| + C.
4 8 8
Note 105: The following are other trigonometric integrals.
sinm+1 x cosn−1 x n−1 sinm−1 x cosn+1 x
Z Z
(i) sinm x cosn x dx = + sinm x cosn−2 x dx = − +
m+n m+n m+n
m−1
Z
sinm−2 x cosn x dx;
m +Zn
(ii) cot x dx = − ln | csc x| + C = ln | sin x| + C;
cotn−1 x
Z Z
(iii) cotn x dx = − − cotn−2 x dx (n ̸= 1);
Z n−1
(iv) csc(x) dx = ln | csc x − cot x| + C;
cot x cscn−2 x n − 2
Z Z
(v) cscn (x) dx = − + cscn−2 x dx (n ̸= 1);
n − 1 n − 1
sin(m − n)x sin(m + n)x
Z
(vi) sin(mx) sin(nx) dx = − + C (m ̸= ±n);
2(m − n) 2(m + n)
cos(m − n)x cos(m + n)x
Z
(vii) sin(mx) cos(nx) dx = − − + C (m ̸= ±n);
2(m − n) 2(m + n)
sin(m − n)x sin(m + n)x
Z
(viii) cos(mx) cos(nx) dx = + + C (m ̸= ±n).
2(m − n) 2(m + n)
32
Exercises
13. (Wallis Product) In this exercise, you will verify a famous product called the Wallis product
π
by proving the intermediate claims. This product is a way to express as a product.
2
Zπ/2
For each m ∈ ω, set Im = sinm x dx.
0
π
Claim 1: I0 = and I1 = 1.
2
m−1
Claim 2: For each m ≥ 2, Im = · Im−2 .
m
Claim 3: For each m ∈ N, I2m+1 ≤ I2m ≤ I2m−1 .
I2m 1
Claim 4: For each m ∈ ω, 1 ≤ ≤1+ .
I2m+1 2m
I2m
By claim 4 and the Squeeze Theorem, lim = 1.
m→∞ I2m+1
m
π Y 4k 2
Claim 5: = lim .
2 m→∞ 4k 2 − 1
k=1
33
x2
Z
(b) dx.
(4 − x2 )3/2 √
Set x = 2 sin(θ). Then, dx = 2 cos(θ) dθ and note that 2 cos(θ) = 4 − x2 . This implies the follow-
ing.
x2
Z
dx
(4 − x2 )3/2
4 sin2 (θ)
Z
= 2 cos(θ) dθ
8 cos3 (θ)
2
sin (θ)
Z
= 2
dθ
Z cos (θ)
= tan2 (θ) dθ
= tan(θ) − θ + C
x x
=√ − sin−1 + C.
Z4 − x2 2
p
(c) 4x2 + 20 dx.
√ √
Z p Z p
Note that 2
4x + 20 dx = 2 x2 + 5 dx. Set x = 5 tan(θ). Then dx = 5 sec2 (θ) and note
√ √
that x2 + 5 = 5 sec(θ). This implies the following.
Z p
4x2 + 20 dx
Z √ h√ i
=2 5 sec(θ) 5 sec2 (θ) dθ
Z
= 10 sec3 (θ) dθ
34
√
x2 − 9
= + C.
9x
1 1
Z Z
By the completing the square lemma, note that dx = dx. Set
(x − 6x + 11)2
2 [(x − 3)2 + 2]2
u = x − 3. Then du = dx. Then,
1
Z
2 + 2]2
dx
[(x − 3)
1
Z
= du.
[u2 √+ 2]2 √ √
Set u = 2 tan(θ). Then, dθ = 2 sec2 (θ) du and u2 + 2 = sec(θ). This implies the following.
1
Z
du
[u2√+ 2]2
2 sec2 (θ)
Z
= dθ
[2 sec2 (θ)]2
Z √
2 sec2 (θ)
= dθ
4 Zsec2 (θ)
1 1
= √ 2 (θ)
dθ
2 2Z sec
1
= √ cos2 (θ) dθ
2 2
1 θ 1
= √ + sin(θ) cos(θ) + C
2 2 2 2
1
= √ [θ + sin(θ) cos(θ)] + C
4 2
1 −1 u −1 u −1 u
= √ tan √ + sin tan √ cos tan √ +C
4 2" 2 √ # 2 2
x−3
1 u 2
= √ tan−1 √ + 2 +C
4 2 2 (u + 2)2
" √ #
− −
1 x 3 (x 3) 2
= √ tan−1 √ + +C
4 2 2 [(x − 3)2 + 2]2
x−3 x−3
1
= √ tan−1 √ + 2 − 6x + 11]2
+ C.
4 2 2 4[x
Exercises
35
Chapter 17: Partial Fraction Decomposition
p(x)
Definition 108: A rational function r(x) = is proper if deg(p) < deg(q).
q(x)
Example 109:
x2 − 3x + 7
(a) is proper.
x4 − 16
x−2
(b) is not proper.
x−5
Note 110: By the Fundamental Theorem of Algebra, any polynomial g(x) can be expressed as a
Example 113: For each of the following, find the partial fraction decomposition.
x + 11
(a) f (x) = 2 .
x − 2x − 15
Note that x2 − 2x − 15 = (x − 5)(x + 3). Then,
x + 11 A B
= +
x2 − 2x − 15 x−5 x+3
⇐⇒ x + 11 = A(x + 3) + B(x − 5).
36
2x − 8 = (x − 4)(x + 2). Then,
x+5 A B
2
= +
x − 2x − 8 x−4 x+2
⇐⇒ x + 5 = A(x + 2) + B(x − 4).
1
If x = −2, then 3 = −6B, and so, B = − .
2
2
If x = 4, then 9 = 6A, and so, A = .
3
2x3 − 4x2 − 15x + 5 2/3 1/2
Thus, 2
= 2x + − .
x − 2x − 8 x−4 x+2
2x2 − 5x + 2
(d) Find the partial fraction decomposition of f (x) = .
x3 + x
Note that x3 + x = x(x2 + 1). Then,
2x2 − 5x + 2 A Bx + C
= + 2
x3 + x x x +1
⇐⇒ 2x − 5x + 2 = A(x2 + 1) + (Bx + C)x
2
= (A + B)x2 + Cx + A.
A+B =2
C = −5
A=2
2x2 − 5x + 2 2 5
Note that from the first and last equations, we get B = 0. Thus, = − 2 .
x3 + x x x +1
Note 114: Recall that rational functions are integrable where they are continuous.
1
Z
Example 115: Evaluate dx.
x2 − 7x + 10
Note that x2 − 7x + 10 = (x − 5)(x − 2). Then,
1 A B
= +
x2 − 7x + 10 x−5 x−2
⇐⇒ 1 = A(x − 2) + B(x − 5).
1
If x = 2, then −3B = 1, which means B = − .
3
1
If x = 5, then 3A = 1, which means A = .
3
1 1/3 1/3
Now, 2 = − .
x − 7x + 10 Z x − 2 x − 5
1 1/3 1/3 1 1
Z
Integrating, we get 2
dx = − dx = ln |x − 2| − ln |x − 5| + C.
x − Z 7x 3+ 10 x−2 x−5 3 3
x +1
Example 116: Evaluate dx.
x2 − 4
x3 + 1 4x + 1 9/4 7/4
Note that 2 =x+ 2 =x+ + . This implies the following.
Z 3 x −4 x −4 x+2 x−2
x +1
2
dx
Zx − 4
9/4 7/4
= x+ + dx
x+2 x−2
1 9 7
= x2 + ln |x + 2| + ln |x − 2| + C.
2 4 4 Z
18
Example 117: Evaluate dx.
(x + 3)(x2 − 9)
37
18 1/2 1/2 3
Note that 2
= − − . This implies the following.
(x + 3)(x − 9) x − 3 x + 3 (x + 3)2
18
Z
2
dx
Z(x + 3)(x − 9)
1/2 1/2 3
= − − dx
x − 3 x + 3 (x + 3)2
1 1
= ln |x − 3| − ln |x + 3| + 3(x + 3)−1 + C.
2 2
18
Z
Example 118: Evaluate dx.
(x + 3)(x2 + 9)
18 1 3−x
Note that 2 + 9)
= + 2 . This implies the following.
(x + 3)(x x + 3 x +9
18
Z
dx
(x + 3)(x2 + 9)
1 x
= ln |x + 3| − ln(x2 + 9) + tan−1 + C.
2 3
4−x
Z
Example 119: Evaluate dx.
x(x2 + 2)2
4−x 1 1 2x − 5
Note that 2 2
= − 2 + 2 . This implies the following.
(x + 2) x x + 2 (x + 2)2
4−x
Z
2 + 2)2
dx
x(x
1 1 2x − 5
Z
= − + 2 dx
x x2 + 2 (x + 2)2 Z
1 x 2x 1
Z
= ln |x| − √ tan−1 √ + 2 + 2)2
dx − 5 2 + 2)2
dx
2 2 (x (x
1 x 1 1
Z
= ln |x| − √ tan−1 √ − 2 −5 2 + 2)2
dx
2 2 x + 2 (x
" √ #
1 x 1 5 x x 2
= ln |x| − √ tan−1 √ − 2 − √ tan−1 √ + 2 + C.
2 2 x +2 4 2 2 (x + 2)2
Example 120: Integrate.
Z √
x−1
(a) dx
2x
√
Set u = x − 1. Then u2 = x − 1, x = u2 + 1, and dx = 2u du. So,
Z √
x−1
dx
Z 2x
u
= 2 + 1)
2u du
2(u
u2
Z
= du.
u2 + 1
Set u = tan θ. Then u2 = tan2 θ, u2 + 1 = sec2 θ, and du = sec2 θ dθ. Hence,
u2
Z
2
du
Zu + 12
tan θ
= 2
· sec2 θ dθ
Z sec θ
= tan2 θ dθ
= tan2 θ − θ + C
= u2 − tan−1 u + C
√
= x − 1 − tan−1 ( x − 1) + C.
38
1
Z
(b) √ dx
x√+4+4 x+1
Set u = x + 1. Then u2 = x + 1, u2 + 3 = x + 4, x = u2 − 1, and dx = 2u du. Hence,
1
Z
√ dx
Zx + 4 + 4 x + 1
1
= 2
· 2u du
Z u + 4u + 3
2u
= 2 + 4u + 3
du
u
2u
Z
= du
(u + 1)(u + 3)
1 3
Z
= − +
u+1 u+3
= − ln |u + 1| + 3 ln |u + 3| + C
√ √
= − ln | x + 1 + 1| + 3 ln | x + 1 + 3| + C.
x
Z
(c) √ dx
√+1
x
Set u = x + 1. Then x = u2 − 1 and dx = 2u du. So,
x
Z
√ dx
Z + x 1
u2 − 1
= du
u
1
Z
= u − du
u
1
= u2 − ln |u| + C
2
1 1
= (x + 1) − ln |x + 1| + C.
2 2
Exercises
39
Chapter 18: Improper Integrals
Zt
Definition 121: Let a ∈ R and suppose that f : [a, ∞) → R such that f (x) dx exists for every
t a
Z
t ∈ [a, ∞). The improper integral of f (x) over [a, ∞) is the set f (x) dx | t ∈ [a, ∞) .
a
Z∞
Notation 122: The improper integral of f (x) over [a, ∞) is usually denoted f (x) dx.
a
Zt
Definition 123: Let a ∈ R and suppose that f : [a, b] → R such that f (x) dx exists for
a
Zt Z∞
every t ∈ [a, ∞). If lim f (x) dx = ℓ ∈ R, then the improper integral f (x) dx is said to be
t→∞
a a
Z∞
convergent. Otherwise, the improper integral f (x) dx is said to be divergent.
a
Definition 124:
Zt Z∞
(i) If lim f (x) dx = ℓ ∈ R, then the integral f (x) dx converges to ℓ.
t→∞
a a
Zt Z∞
(ii) If lim f (x) dx = ∞, then the integral f (x) dx diverges to ∞.
t→∞
a a
Zt Z∞
(iii) If lim f (x) dx = −∞, then the integral f (x) dx diverges to −∞.
t→∞
a a
Za
Definition 125: Let a ∈ R and suppose that f : (−∞, a] → R such that f (x) dx exists for every
at
Z
t ∈ (−∞, a]. The improper integral of f (x) over (−∞, a] is the set f (x) dx | t ∈ (−∞, a] .
t
Za
Notation 126: The improper integral of f (x) over (−∞, a] is usually denoted f (x) dx.
−∞
Za
Definition 127: Let a ∈ R and suppose that f : (−∞, a] → R such that f (x) dx exists for every
t
t ∈ (−∞, a].
Za Za
(i) If lim f (x) dx = ℓ ∈ R, then the improper integral f (x) dx is said to be convergent.
t→∞
t −∞
Za Za
(ii) If lim f (x) dx does not exist, then the improper integral f (x) dx is said to be divergent.
t→∞
t −∞
Definition 128:
Za Za
(i) If lim f (x) dx = ℓ ∈ R, then the integral f (x) dx converges to ℓ.
t→−∞
t −∞
40
Za Za
(ii) If lim f (x) dx = ∞, then the integral f (x) dx diverges to ∞.
t→−∞
t −∞
Za Za
(iii) If lim f (x) dx = −∞, then the integral f (x) dx diverges to −∞.
t→−∞
t −∞
Example 129: Determine whether the following integrals are convergent or divergent.
Z∞ Z0 Z∞
1 1
(a) dx (b) ex dx (c) 2+4
dx
e x x
1 1
−∞
Zt 0 Zt
Z 1
= lim e−x dx x = lim dx
t→∞
= lim e dx t→∞ x 2+4
t→−∞
1 1
t t
t 0 1 −1 x
= lim −e −x x = lim tan
t→∞
= lim e t→∞ 2 2 1
1 t→−∞ t
−t −1 1 −1 t −1 1
= lim −e + e = lim 1 − e t = lim tan − tan
t→∞ t→−∞ 2 t→∞
2 2
1 1 π 1
= . = 1. = − tan −1
.
e 2 2 2
The integral converges. The integral converges. The integral converges.
Zt
Definition 130: Let a, b ∈ R such that f : [a, b) → R such that f (x) dx exists for all t ∈ [a, b).
t a
Z
Then the improper integral of f over [a, b) is the set f (x) dx | t ∈ [a, b) .
a
Zb
Notation 131: The improper integral of f (x) over [a, b) is usually denoted f (x) dx.
a
Zt
Definition 132: Let a, b ∈ R and suppose that f : [a, b) → R such that f (x) dx exists for all
a
t ∈ [a, b).
Zt Zb
(i) If lim f (x) dx = ℓ ∈ R, then the improper integral f (x) dx is said to be convergent.
t→b−
a a
Zt Zb
(ii) If lim− f (x) dx does not exist, then the improper integral f (x) dx is said to be divergent.
t→b
a a
Definition 133:
Zt Zb
(i) If lim− f (x) dx = ℓ ∈ R, then the integral f (x) dx converges to ℓ.
t→b
a a
Zt Zb Zb
(ii) If lim− f (x) dx = ∞, then the integral f (x) dx diverges to ∞ and write f (x) dx = ∞.
t→b
a a a
Zt Zb Zb
(iii) If lim f (x) dx = −∞, then the integral f (x) dx diverges to −∞ and write f (x) dx =
t→b−
a a a
−∞.
Zb
Definition 134: Let a, b ∈ R such that f : (a, b] → R such that f (x) dx exists for all t ∈ (a, b].
t
41
b
Z
Then the improper integral of f over (a, b] is the set f (x) dx | t ∈ (a, b] .
t
Zb
Notation 135: The improper integral of f (x) over (a, b] is usually denoted f (x) dx.
a
Zb
Definition 136: Let a, b ∈ R and suppose that f : (a, b] → R such that f (x) dx exists for all
t
t ∈ (a, b].
Zb Zb
(i) If lim+ f (x) dx = ℓ ∈ R, then the improper integral f (x) dx is said to be convergent.
t→a
t a
Zb Zb
(ii) If lim+ f (x) dx does not exist, then the improper integral f (x) dx is said to be divergent.
t→a
t a
Definition 137:
Zb Zb
(i) If lim+ f (x) dx = ℓ ∈ R, then the integral f (x) dx converges to ℓ.
t→a
t a
Zb Zb Zb
(ii) If lim f (x) dx = ∞, then the integral f (x) dx diverges to ∞ and write f (x) dx = ∞.
t→a+
t a a
Zb Zb Zb
(iii) If lim+ f (x) dx = −∞, then the integral f (x) dx diverges to −∞ and write f (x) dx =
t→a
t a a
−∞.
Zt
Theorem 138: Let a, b ∈ R and suppose that f : [a, b) → R such that f (x) dx for all x ∈ [a, b).
a
f (x)
if x ̸= b; Zb
Define g : [a, b] → R by g(x) = Then f (x) = ℓ if and only if the improper
0
if x = b. a
Zb
integral g(x) = ℓ.
a
Zb
Theorem 139: Let a, b ∈ R and suppose that f : (a, b] → R such that f (x) dx for all x ∈ (a, b].
t
f (x)
if x ̸= a; Zb
Define g : [a, b] → R by g(x) = Then f (x) = ℓ if and only if the improper
0
if x = a. a
Zb
integral g(x) = ℓ.
a
Z1
1
Example 140: Determine whether the integral dx converges or diverges.
x
0
42
Z1 Z1 1
1 1
Note that dx = lim dx = lim ln x = ∞. Therefore, the integral diverges.
x t→0+ x t→0+ t
0 t
Theorem 141 (Comparison Theorem for Improper Integrals): Let a ∈ R and suppose that
f, g : [a, t] → R is integrable for all t ≥ a. Also, suppose that 0 ≤ f (x) ≤ g(x) for all x ≥ a.
Z∞ Z∞ Z∞ Z∞
(i) If g(x) dx converges, then f (x) dx converges and f (x) dx ≤ g(x) dx.
a a a a
Z∞ Z∞
(ii) If f (x) dx diverges, then g(x) dx diverges.
a a
Theorem 142 (Comparison Theorem for Improper Integrals): Let a ∈ R and suppose that
f, g : [a, t] → R is integrable for all t ∈ [a, b). Also, suppose that 0 ≤ f (x) ≤ g(x) for all x ∈ [a, b).
Zb Zb Zb Zb
(i) If g(x) dx converges, then f (x) dx converges and f (x) dx ≤ g(x) dx.
a a a a
Zb Zb
(ii) If f (x) dx diverges, then g(x) dx diverges.
a a
Theorem 143 (Comparison Theorem for Improper Integrals): Let a ∈ R and suppose that
f, g : [a, t] → R for all t ∈ (a, b]. Also, suppose that 0 ≤ f (x) ≤ g(x) for all x ∈ (a, b].
Zb Zb Zb Zb
(i) If g(x) dx converges, then f (x) dx converges and f (x) dx ≤ g(x) dx.
a a a a
Zb Zb
(ii) If f (x) dx diverges, then g(x) dx diverges.
a a
Z∞
1
Theorem 144: The integral dx converges if and only if p > 1.
xp
1
Z∞
1
Proof: Let J denote the p-integral dx. Then,
xp
a
J
Zt
1
= lim dx
t→∞ xp
a
x1−p t
= lim
t→∞ 1 − p a
t1−p a1−p
= lim − .
t→∞ 1 − p 1−p
a1−p
If p > 1, then 1 − p < 0 and lim t1−p = 0, which means that J = .
t→∞ p−1
If p < 1, then 1 − p > 0 and lim t1−p = ∞, which means that J diverges.
t→∞
Z∞
1
If p = 1, then J diverges since dx = lim ln t − ln a = ∞. ■
x t→∞
a
Example 145: Determine whether each of the following is convergent or divergent.
Z∞
1
(a) √ dx
3
x +1
1
43
Z∞ Z∞
1 1 1 1
Note that √ < √ and the integral √ dx converges. So the integral √ dx
x3 + 1 x3 x3 x3 + 1
1 1
converges.
Z∞
x+1
(b) dx
x2 + 5x
1
Z∞
x+1 x 1 1
Note that 2 > 2 = and recall that the integral dx diverges. So the
x + 5x x + 5x x+5 x+5
1
Z∞
x+1
integral dx diverges.
x2 + 5x
1
Exercises
Note: Part (c) implies that the Gamma function can be used to define the factorial of any real
number.
(d) Use the above to calculate the Laplace transform of the function f (x) = xn .
44
Chapter 19: Sequences
Definition 146: A sequence in R is a function ϕ : N → R.
Notation 147:
Exercises
45
Chapter 20: Induction
Note 151: Let P (n) denote a statement about n ∈ N.
(ii) (Induction Hypothesis) Suppose that P (k) is true and use P (k) to show that P (k + 1) is
true.
n
X n(n + 1)
Example 152: Show that i= for every n ∈ N.
i=1
2
n
X n(n + 1)
Proof: We will proceed by induction on n. Let P (n) denote the statement “ i = .”
i=1
2
1
X 1+1
Since i=1= , P (1) is true. Now suppose that k ∈ N such that P (k) is true. To see that
i=1
2
P (k + 1) is true, consider the following.
k+1
X
i
i=1
k
X
=k+1+ i
i=1
k(k + 1)
=k+1+
2
2(k + 1) k(k + 1)
= +
2 2
2(k + 1) + k(k + 1)
=
2
(k + 2)(k + 1)
= .
2
Therefore, P (k + 1) is true, and so, the claim is proved by the Principle of Mathematical Induction.
Example 154: Prove that for any n ∈ N with n > 4, 2n < n!.
Proof: We will proceed by induction on n. For each n ∈ N, let P (n) be the statement “2n < n!.”
Note that P (4) is true since 24 = 16 < 24 = 4!. Now suppose that P (k) is true for some k ∈ N. To
2k < k!
⇐⇒ 2 · 2k < (k + 1)k!
Therefore, P (k + 1) is true, and so, the claim is proved by the Principle of Mathematical Induction.
46
Exercises
n
X 1 − xn+1
17. For any n ∈ ω and any x ∈ R \ {1}, show that xi = .
i=0
1−x
18. For each n ∈ N, let Fn denote the nth term of the Fibonacci sequence.
n
X
(a) Show that Fi = Fn+2 − 1.
i=1
Xn
(b) Show that Fi2 = Fn+1 · Fn .
i=1 √
n n
R+ − R− 1± 5
(c) Show that Fn = √ , where R± = .
5 2
(d) Show that Fn+1 · Fn−1 = Fn2 + (−1)n .
n
X n!
19. Show that = 2n for each n ∈ N.
k!(n − k)!
k=0
n
X n!
20. Show that (−1)k = 0 for each n ∈ N.
k!(n − k)!
k=0
21. Show that for any x ∈ R and any n ∈ N, | sin(nx)| ≤ n| sin(x)|.
be δ(f ) = f (x + 1) − f (x).
22.
(b) For any two functions f and g and any c ∈ R, show that δ(f +g) = δ(f )+δ(g) and δ(cf ) = cδ(f ).
(c) Prove that for any k ∈ N, there exists a polynomial P (x) of degree k+1 such that δ(P ) = (x+1)k
and P (0) = 0.
xn → ℓ.
Definition 157:
47
(i) (xn + yn ) → x + y
(ii) (xn − yn ) → x − y
(iii) cxn → cx
(iv) xn yn → xy
1 1
(v) → (provided no division by zero)
xn x
xn x
(vi) → (provided no division by zero)
yn y
Theorem 162 (Squeeze Theorem for Sequences): Suppose {xn }∞ ∞ ∞
n=1 , {yn }n=1 , {zn }n=1 ⊆ R
Theorem 165: Suppose that {xn }∞ n=1 ⊆ R and define f : R → R by f (n) = xn . If lim f (x) = ℓ,
x→∞
then lim xn = ℓ.
n→∞
48
k k+1
1 1
⇐⇒ sk+1 = 2 − +
2 2
k
1 1
=2+ −1 +
2 2
k+1
1
=2− .
2
Hence, P (k + 1) is true, and so, the claim is proved by the Principle of Mathematical Induction.
■Claim
Now,
lim sn
n→∞ n
1
= lim 2 −
n→∞ 2
=2−0
= 2. ■
Exercises
49
Chapter 22: Monotonic Sequences
Definition 172: Let {xn }∞ ∞
n=1 ⊆ R. Then {xn }n=1 is
Example 173:
Theorem 175 (Monotone Convergence Theorem): Every monotonic bounded sequence con-
verges. )∞
n
(
X 1
Example 176: Prove that the sequence converges.
k!
( n
)∞k=1 n=1
X 1
Proof: Note that the sequence is increasing. So it remains to show that the sequence
k!
)∞ k=1 n=1
n n n
(
X 1 X 1 X 1
is bounded above. For each n ∈ N, set sn = i
and t n = .
k! i=0
2 k!
k=1 n=1 k=1
Claim: For all n ≥ 4, tn < sn .
Proof (Claim): For each n ∈ N, let P (n) denote the statement “tn < sn .” To see that P (4) is
31 41
true, note that s4 = and t4 = . Hence, P (4) is true. Now suppose that P (k) is true for some
16 24
k ∈ N. To see that P (k + 1) is true, recall example 146 and consider the following.
tk < sk
1 1
⇐⇒ tk + < sk + k+1
(k + 1)! 2
⇐⇒ tk+1 < sk+1 .
Hence, P (k + 1) is true, and so, the claim is proved by the Principle of Mathematical Induction.
■Claim )∞ )∞
n n
( (
X 1 X 1
Since the sequence i
is bounded above by 2, the sequence is bounded
i=0
2 k!
n=1 k=1 n=1
above by 2. Therefore, the sequence converges by the monotone convergence theorem (theorem
167). ■
50
( n
)∞
X 1
Note 177: The proof above shows that the sequence is bounded above by 3.
k!
k=1 n=1 )∞
n
(
X 1
Note 178: When we study power series, we will see that the sequence the sequence
k!
k=1 n=1
converges to e.
Exercises
Note: The limit above, denoted γ, is called Euler’s constant. It appears in many areas of math-
ematics, including analysis and number theory, and has been calculated to more than 100 million
decimal places, but it is still not known whether it is rational or not. The first ten digits of γ are
0.5772156649.
√ √
24. Set a1 = 2. For each n ∈ N with n > 1, set an+1 = 2 + an .
(c) Conclude that the sequence {an } is convergent and compute the limit.
51
Chapter 23: The Binomial Theorem
n
X n!
Theorem 179 (Binomial Theorem): For every a, b ∈ R and every n ∈ N, (a+b)n = an−k bk .
k!(n − k)!
k=0
n
X n!
Proof: For each n ∈ N, let P (n) denote the statement “(a + b)n = an−k bk .” Note
k!(n − k)!
k=0
that
(a + b)1
=a+b
1! 1−0 0 1! 0 1
= a b + a b
0!1! 1!0!
1
X 1!
= a1−k bk .
k!(1 − k)!
k=0
Hence, P (1) is true. So suppose P (ℓ) is true for some ℓ ∈ N. To see that P (ℓ + 1) is true, consider
the following.
(a + b)ℓ+1
= (a + b)(a + b)ℓ
ℓ
X ℓ!
= (a + b) aℓ−k bk
k![(ℓ − k)!]
k=0
ℓ ℓ
X ℓ! X ℓ!
=a aℓ−k bk + b aℓ−k bk
k!(ℓ − k)! k!(ℓ − k)!
k=0 k=0
ℓ ℓ
X ℓ! X ℓ!
= aℓ+1−k bk + aℓ−k bk+1
k!(ℓ − k)! k!(ℓ − k)!
k=0 k=0
ℓ ℓ+1
X ℓ! X ℓ!
= aℓ+1−k bk + aℓ−(k−1) bk
k!(ℓ − k)! (k − 1)![ℓ − (k − 1)]!
k=0 k=1
ℓ ℓ
X ℓ! X ℓ!
= aℓ+1 + aℓ+1−k bk + aℓ−(k−1) bk + bℓ+1
k!(ℓ − k)! (k − 1)![ℓ − (k − 1)]!
k=1 k=1
ℓ ℓ
X ℓ! X ℓ!
= aℓ+1 + aℓ+1−k bk + aℓ−(k−1) bk + bℓ+1
k!(ℓ − k)! (k − 1)!(ℓ − k + 1)!
k=1 k=1
ℓ
X ℓ! ℓ!
= aℓ+1 + aℓ+1−k bk + aℓ−(k−1) bk + bℓ+1
k!(ℓ − k)! (k − 1)!(ℓ − k + 1)!
k=1
ℓ
X ℓ! ℓ!
= aℓ+1 + aℓ+1−k bk + + bℓ+1
k!(ℓ − k)! (k − 1)!(ℓ − k + 1)!
k=1
ℓ
ℓ!(ℓ − k + 1)
ℓ+1
X
ℓ+1−k k kℓ!
=a + a b + + bℓ+1
k!(ℓ − k)!(ℓ − k + 1) k(k − 1)!(ℓ − k + 1)!
k=1
ℓ
ℓ!(ℓ − k + 1)
ℓ+1
X
ℓ+1−k k kℓ!
=a + a b + + bℓ+1
k!(ℓ − k + 1)! k!(ℓ − k + 1)!
k=1
ℓ
ℓ+1−k k ℓ!(ℓ + 1 − k) + kℓ!
X
ℓ+1
=a + a b + bℓ+1
k!(ℓ + 1 − k)!
k=1
52
ℓ
ℓ!(ℓ + 1) − kℓ! + kℓ!
X
= aℓ+1 + aℓ+1−k bk + bℓ+1
k!(ℓ + 1 − k)!
k=1
ℓ
X ℓ!(ℓ + 1)
= aℓ+1 + aℓ+1−k bk + bℓ+1
k!(ℓ + 1 − k)!
k=1
ℓ
X (ℓ + 1)!
= aℓ+1 + aℓ+1−k bk + bℓ+1
k!(ℓ + 1 − k)!
k=1
ℓ
X (ℓ + 1)!
= aℓ+1 + aℓ+1−k bk aℓ+1−k bk + bℓ+1
k!(ℓ + 1 − k)!
k=1
ℓ
(ℓ + 1)! X (ℓ + 1)! (ℓ + 1)!
= aℓ+1−0 b0 + aℓ+1−k bk aℓ+1−k bk + aℓ+1−(ℓ+1) bℓ+1
0!(ℓ + 1 − 0)! k!(ℓ + 1 − k)! (ℓ + 1)![ℓ + 1 − (ℓ + 1)]!
k=1
ℓ+1
X (ℓ + 1)!
= aℓ+1−k bk .
k!(ℓ + 1 − k)!
k=0
Therefore, P (ℓ+1) is true, and so, the theorem is proved by the Principle of Mathematical Induction.
Exercises
4
1
25. Calculate x+ .
x
5
26. In the expression x3 + x , what is the coefficient of the term containing x9 ?
27. For each n ∈ N, prove that the first two terms in the expansion of (x − y)n are xn − nyxn−1 .
b
28. Consider the polynomial an xn + an−1 xn−1 + . . . + a1 x + a0 . Set x = y − . Prove that this
na
substitution results in a polynomial in y of degree n such that the (n − 1)st degree.
Definition: A polynomial as in the result of the exercise above is called a depressed polynomial.
53
Chapter 24: Euler’s Number
Lemma 180: For k, n ∈ N, (n + 1)k − nk ≤ k(n + 1)k−1 .
Proof: Note that both (n + 1)k − nk and k(n + 1)k−1 are polynomials of degree k − 1. Suppose
k!
0 ≤ j ≤ k−1. By the binomial theorem, the coefficient of the nj term of (n+1)k −nk is and
j!(k − j)!
(k − 1)!
the coefficient for the nj term of k(n + 1)k−1 is . Then, since (k − 1 − j)! ≤ (k − j)!,
j!(k − 1 − j)!
k! k!
≤ . Also, since the coefficient of the nj term of (n + 1)k − nk is less
j!(k − j)! j!(k − 1 − j)!
than or equal to the coefficient for the nj term of k(n + 1)k−1 for all 0 ≤ j ≤ k − 1, we get
54
Proof: Note that for n ∈ N and 0 ≤ k ≤ n, we have the following.
n! n(n − 1)(n − 2) . . . (n − k + 1) n n−1 n−2 n−k+1
k
= k
= · · · ... · ≤ 1.
(n − k)!n n n n n n
n n n
1 X n! X 1
This implies that for all n ∈ N, 1 + = ≤ . By a previous note, the
n k!(n − k)!nk k!
)∞ k=0 k=0
( n
X 1 n ∞
1
sequence is bounded above by 3. Therefore, the sequence 1+ is bounded
k! n n=1
k=0 n=0
above by 3. ■
n ∞
1
Corollary 183: The sequence 1+ converges.
n n=1 ∞
1
Proof: By the theorems above, the sequence (1 + )n is increasing and bounded above.
n n=1
Therefore, it converges by the monotone convergence theorem. ■
n
1
Definition 184 (Euler’s Number): The number e = lim 1 + is called Euler’s number.
n→∞ n
Exercises
29. Show that e is the absolute maximum of the function f (x) = x1/x .
55
Chapter 25: Proof of Lemma 69
n k
lim (1 + ) −1
Lemma 185: lim k→∞ k
= 1.
n→∞ 1/n
Note thenfollowing.
Proof:
lim (1 + )k − 1
lim k→∞
k
1/n
n→∞
n
= lim (n lim [(1 + )k − 1])
n→∞ k→∞ k
k
" #
k X k!
= lim n lim 1 + + −1
n→∞ k→∞ nk i=2 i!(k − i)!k i ni
k
" #
X k!
= lim n lim 1 +
n→∞ k→∞
i=2
i!(k − i)!k i ni
k
" #
X k!
= 1 + lim lim
n→∞ k→∞
i=2
i!(k − i)!k i ni−1
≥ 1.
n
= lim (n lim [(1 + )k − 1])
n→∞ k→∞ k
k
" #
k X k!
= lim n lim 1 + + −1
n→∞ k→∞ nk i=2 i!(k − i)!k i ni
k
" #
1 X k!
= lim n lim +
n→∞ k→∞ n
i=2
i!(k − i)!k i ni
k
" #
1 X k!
= lim n + lim
n→∞ n k→∞ i=2 i!(k − i)!k i ni
k
" #
1 X 1 k!
= lim n + ·
n→∞ n i=2 ni · i! (k − 1)!k i
k
" #
1 X 1
≤ lim n +
n→∞ n i=2 ni · i!
k
X 1
= lim 1 +
n→∞
i=2
ni−1 · i!
k
X 1
≤ lim 1 +
n→∞
i=2
ni−1
k
X 1
= lim 1 + i
n→∞
i=1
n
1
= lim 1 + −1
n→∞ 1
1−
n
56
1
= lim
n→∞ 1
1−
n
= 1. n k n
lim (1 + ) −1 lim (1 + )k − 1
Since 1 ≤ lim k→∞ k k→∞ k
≤ 1, we obtain lim = 1, as desired. ■
n→∞ 1/n n→∞ 1/n
=1
m
where k = , as desired. ■
n
Exercises
31. Set f (x) = xex . Form a conjecture for the nth derivative of f (x) and prove your conjecture.
ex
32. Prove that for each n ∈ N, lim n = ∞.
n→∞ x
57
Chapter 26: Series
Definition 186: Suppose {xn }∞
n=1 ⊆ R is a sequence. The n
th
partial sum of {xn }∞
n=1 is
n
X
sn = xi .
i=1
∞
X
Definition 187: Suppose {xn }∞
n=1 ⊆ R is a sequence and for all n ∈ N, sn = xi . Then, the
n=1
series generated by the sequence {xn }∞ ∞
n=1 is the sequence {sn }n=1 .
∞
X
Notation 188: If {xn }∞
n=1 ⊆ R is a sequence, then we usually write xn instead of {sn }∞
n=1 to
n=1
denote the series generated by {xn }∞
n=1 .
∞
X
Definition 189: Suppose {xn }∞
n=1 ⊆ R is a sequence and for all n ∈ N, sn = xi . If lim sn = s,
n→∞
n=1
∞
X
then xn is said to converge to s.
n=1
Definition 190: A series that converges is called convergent.
Notation 194: Let {xn }∞ n=1 ⊆ R be a sequence and for each n ∈ N, and sn denote the n
th
partial
∞
X ∞
X
sum. If the series xn converges to s ∈ R, then we usually write xn = s instead of lim sn = s
n→∞
n=0 n=0
∞
X
or lim xn = s.
n→∞
n=0
∞
X
Note 195: The notation xn is (unfortunately, but usually not ambiguously) used to denote
n=1
both a series and its sum, if it exists.
∞ n
X 1
Example 196: = 2.
n=0
2
( n )∞
X 1 i
Proof: Recall that the sequence converges to 2 by a previous example. Therefore,
i=0
2
n=0
∞ n
X 1
= 2 by the definition of series. ■
n=0
2
∞
X 1
Definition 197: The series is called the harmonic series.
n=1
n
Theorem 198: The harmonic series diverges.
n
X 1
Proof: For each n ∈ N, set sn = .
k
k=1
n
Claim: For each n ∈ N, s2n ≥ 1 + .
2
n
Proof (Claim): For each n ∈ N, let P (n) denote the statement “s2n ≥ 1 + .” To see that P (1)
2
1 1
is true, note that s2 = 1 + ≥ 1 + . So suppose that P (k) is true for some k ∈ N. To see that
2 2
P (k + 1) is true, consider the following.
58
s2k+1
1 1 1
= s2k + + k + . . . + k+1
2k
+1 2 +2 2
k 1 1 1
≥1+ + k + + . . . + k+1
2 2 + 1 2k + 2 2
k 1 1 1
≥ 1 + + k+1 + k+1 + . . . + k+1
2 2 2 2
k 2k
= 1 + + k+1
2 2
k 1
=1+ +
2 2
k+1
=1+ .
2
Therefore, P (k + 1) is true, and so, the claim is proved by the Principle of Mathematical Induction.
■Claim
Example 199: For each of the following, determine whether the given series converges or diverges.
∞
X 1
(a) 2−n
n=2
n
n
1 1 1 X 1 1 1
Recall that 2 = − . Set sn = − and note that sn = 1 − . Now,
n −n n−1 n k−1 k n
k=1
∞
X 1
lim sn = 1, and so, 2−n
= 1.
n→∞
n=2
n
∞
X 1
(b) 2
n=1
n +n
n
1 1 1 X 1 1 1
Recall that 2 = − . Set sn = − and note that sn = 1 − . Now,
n +n n n+1 k k+1 n+1
k=1
∞
X 1
lim sn = 1, and so, 2+n
= 1.
n→∞
n=1
n
∞
X 1
(c)
n=1
n2
∞ ∞ ∞
X 1 X 1 X 1 1
Recall that 2−n
= 1 and 2+n
= 1, which means that 2+n
= . Now, note the
n=2
n n=1
n n=2
n 2
following.
1 1 1
≤ 2 ≤ 2
n2 + n n n −n
∞ ∞ ∞
X 1 X 1 X 1
⇐⇒ 2+n
≤ 2
≤ 2−n
n=2
n n=2
n n=2
n
∞
1 X 1
⇐⇒ ≤ ≤1
2 n=2 n2
∞
3 X 1
⇐⇒ ≤ ≤ 2.
2 n=1 n2
∞
X 1 π2
Note 200: It can be shown that 2
= .
n=1
n 6
59
n
X n
X
Theorem 201: Suppose that xi = x, yi = y, and c ∈ R. Then
i=1 i=1
n
X
(i) xi + yi = x + y;
i=1
Xn
(ii) xi − yi = x − y;
i=1
Xn
(iii) cxi = cx.
i=1
Exercises
60
Chapter 27: The Divergence Test
∞
X
Theorem 202 (Divergence Test): If the series xn converges, then lim xn = 0.
n→0
n=1
n
P ∞
P
Proof: For all n ∈ N, set sn = xi and s = xn . Then,
i=1 n=1
lim xn
n→∞
= lim xn+1
n→∞
= lim sn+1 − sn
n→∞
=s−s
= 0. ■
Note 203: The converse of the Divergence Test is not true. The harmonic series is a counter-
example.
Example 204: For each of the following, determine whether the series converge or diverge.
∞
X n!
(a)
n=1
n2
n! n(n − 1)(n − 2) n(n − 1)(n − 2)
Note that for n ≥ 3, 2 ≥ 2
. Also, recall that lim = ∞. So,
n n n→∞ n2
∞
n! X n!
lim = ∞, which means that the series diverges by the Divergence Test.
n→∞ n2 n2
n=1
∞ √n
X n
(b)
n=1
n+1
n n
n+1 n 1
Recall that lim = e. This implies that lim = . Hence,
n→∞ n n→∞ n+1 e
√n
n
n+ 1
n
n
≥
n+1
1
=
e
> 0.
∞ √n
X n
Therefore, the series diverges by the Divergence Test.
n=1
n+1
Exercises
61
Chapter 28: The Comparison Test
∞
X ∞
X
Theorem 205 (Comparison Test): Suppose xn and yn are series such that 0 ≤ xn ≤ yn
n=1 n=1
for all n ∈ N.
X∞ ∞
X
(i) If yn converges, then xn converges.
n=1 n=1
∞
X ∞
X
(ii) If xn diverges, then yn diverges.
n=1 n=1
Proof: We will prove (i) and leave the proof of (ii) as an exercise for the reader. For each n ∈ N,
n
X Xn ∞
X
set sn = xi and tn = yi . Since yn converges, there is a t ∈ R such that lim tn = t. Also,
n→∞
i=1 i=1 n=1
since yn ≥ 0 for every n ∈ N, the sequence {tn }∞
n=1 is increasing. So, tn ≤ t for all n ∈ N. Since
Example 207: For each of the following, determine whether the given series converges or diverges.
∞
X 3
(a)
n=1
n
∞ ∞
3 1 X 1 X 3
Note that ≥ and recall that the series diverges. Therefore, the series diverges by
n n n=1
n n=1
n
the Comparison Test.
∞ n
X 1
(b)
n=1
3
n n ∞ n
1 1 X 1
Note that ≤ and recall that converges by a previous example. Therefore,
3 2 n=1
2
∞ n
X 1
the series converges by the Comparison Test.
n=1
3
Exercises
62
Chapter 29: Geometric Series
∞
X
Definition 208: A geometric series is a series of the form arn where a, r ∈ R \ {0}.
n=0
Theorem 209: Let a, r ∈ R \ {0}.
∞
X a
(i) If |r| < 1, then arn = ;
n=0
1 − r
∞
X
(ii) If |r| ≥ 1, then arn diverges.
n=0
∞ n
X 1
Example 210: Find the sum of the series 3 .
n=0
2
3 3
By the theorem above, the sum is given by = = 6.
1 1
1−
2 2
∞
X 2n
Example 211: Determine whether the series n+1
converges or diverges.
n=1
5 +n
n
2n 2n 2
Note that n+1 ≤ n = and by the theorem above,
5 +n 5 5
∞
X 2 n
n=1
5
"∞ #
X 2 n
= −1
n=1
5
1
= −1
2
1−
5
1
= −1
3
5
5
= −1
3
2
= .
3
∞ n ∞
X 2 X 2n
Therefore, the series converges, which means the series converges by the
n=1
5 n=1
5n+1 + n
Comparison Test.
63
Exercises
Note: The result in part (b) is curious since there are no nonzero intervals of table left (hence the
L
name “disappearing table”). However, we can place any object of length greater than on the
4
table and it will not fall through.
36. (Koch’s Snowflake) The Koch snowflake, described in 1904 by Swiss mathematician Helge
von Koch, is a jagged fractal curve obtained by a limit of polygonal curves. It is continuous but has
no tangent line at any point. Begin with an equilateral triangle, call this stage 0. For stage 1, replace
each edge of the triangle with four edges of one-third the length. Continue this process indefinitely.
For example, at stage n, replace each edge with four edges of one-third the length. Let Pn and An
denote the perimeter and area, respectively, of the polygon at stage n of this construction.
4
(a) Show that Pn = Pn−1 .
3
(b) Show that lim Pn = ∞.
n→∞
Note: Part (b) implies that the Koch snowflake has infinite length.
64
(c) Consider A0 . For each n ∈ N, show that at stage n of this construction, 3 · 4n−1 triangles of
A0
area n are added to the original equilateral triangle.
9
8
(d) Show that the total area of the Koch snowflake is · A0 .
5
=1
65
> 0.
∞ ∞
X 1 X n+1
Also, recall that the series diverges. Therefore, the series ln diverges by the
n=1
n n=1
n
Limit Comparison Test.
Exercises
66
Chapter 31: The Integral Test
Theorem 214 (Integral Test): Suppose that f : [1, ∞) → R is a continuous decreasing function
∞
X
with f (x) > 0 for all x ∈ [1, ∞). Then the series f (n) converges if and only if the improper
n=1
Z∞
integral f (x) dx converges.
1
Example 215: Use the integral test to show that the harmonic series diverges.
1
Proof: Recall that the function f : [1, ∞) → R defined by f (x) = is continuous and decreasing
x
Z∞
1
and f (x) > 0 for all x ∈ [1, ∞). Also, recall that the improper integral dx diverges. Therefore,
x
1
the harmonic series diverges by the Integral Test. ■
∞
X 1
Example 216: Does the series 2
converge or diverge?
n=1
n
1
Recall that the function f : [1, ∞) → R defined by f (x) = is continuous and decreasing and
x2
Z∞
1
f (x) > 0 for all x ∈ [1, ∞). Also, by a previous theorem, the improper integral dx converges.
x2
1
∞
X 1
Hence, the series 2
converges by the Integral Test.
n=1
n
∞
X 1
Definition 217: A series of the form is called a p-series.
n=1
np
Corollary 218: A p-series converges if and only if p > 1.
∞ √
X n
Example 219: Determine whether the series 2
converges or diverges.
n=1
n + 2n + 5
√ √ ∞
n n X 1
Note that 2 ≤ 2 = n−3/2 . By the corollary above, the series 3/2
converges, and
n + 2n + 5 n n=1
n
∞ √
X n
so, the series 2
converges by the Comparison Test.
n=1
n + 2n + 5
Theorem 220 (Remainder Estimate for the Integral Test): Suppose that f : [1, ∞) → R is a
Z∞
continuous decreasing function with f (x) > 0 for all x ∈ [1, ∞) and the improper integral f (x) dx
1
Z∞ ∞
X n
X Z∞
converges. Then for each n ∈ N, f (x) dx ≤ f (n) − f (k) ≤ f (x) dx.
n+1 n=1 k=1 n
Note 221: In the theorem above,
Z∞ n
X ∞
X Z∞ n
X
f (x) dx + f (k) ≤ f (n) ≤ f (x) dx + f (k).
n+1 k=1 n=1 n k=1
∞
X 1
Example 222: Consider the series 2
.
n=1
n
Note the following.
67
Z∞ 1
1 9991−2 999 1
(i) dx = = = .
x2 2−1 1 999
999
Z∞ 1
1 10001−2 1
(ii) dx = = 1000 = .
x2 2−1 1 1000
1000
Now, using a calculator, we obtain the following.
999
X 1
(i) 2
= 1.643933567
n=1
n
999
X 1 1
(ii) 2
+ = 1.644933567
n=1
n 1000
999
X 1 1
(iii) 2
+ = 1.644934568
n=1
n 999
π2 ∼
(iv) = 1.644934067.
6
Exercises
68
Chapter 32: Absolute Convergence
∞
X ∞
X
Definition 223: A series xn is absolutely convergent if the series |xn | converges.
n=1 n=1
Definition 224: A series is conditionally convergent if it is not absolutely convergent.
∞
X 1
Example 225: The series (−1)n+1 is conditionally convergent.
n=1
n
Theorem 226: An absolutely convergent series is convergent.
∞
X
Proof: Let xn be an absolutely convergent series. Then for each n ∈ N, xn + |xn | ≤ 2|xn |.
n=1
∞
X ∞
X
Since the series xn is absolutely convergent, the series 2|xn | converges, and so, the series
n=1 n=1
∞
X ∞
X ∞
X
(xn +|xn |) converges by the Comparison Test. Therefore, the series xn = (xn +|xn |)−|xn
n=1 n=1 n=1
converges. ■
∞
X sin n
Example 227: Determine whether the series converges or diverges.
n=1
n2
∞ ∞
sin n 1 X 1 X sin n
Since ≤ and the series converges, the series converges by the Compar-
n2 n2 n=1
n 2
n=1
n2
∞
X sin n
ison Test, and so, the series converges absolutely. Hence, by the theorem above, the series
n=1
n2
∞
X sin n
converges.
n=1
n2
69
Chapter 33: The Alternating Series Test
∞
X 1
Definition 228: The series (−1)n+1 is called the alternating harmonic series.
n=1
n
Theorem 229: The alternating harmonic series converges.
1 1 1 1 2 1 1 1 1 2
Proof: For all n ∈ N, s2n = 1− + − +. . .+ − = (1− )+( − )+. . .+( − ) > 0.
2 3 4 2n − 1 n 2 3 4 2n − 1 n
1 1 1 1 2 1
Also, s2n+1 = 1 − + − + . . . + − + < 1. So, for all n ∈ N, we obtain
2 3 4 2n − 1 n 2n + 1
1
0 < s2n < s2n + = s2n+1 < 1, which means that lim s2n and lim s2n+1 exist. Now, since
2n + 1 n−→∞ n−→∞
1 1
s2n+1 = s2n + and lim = 0, we get lim s2n = lim s2n+1 . Therefore, lim sn
2n + 1 n−→∞ 2n + 1 n−→∞ n−→∞ n−→∞
∞
X 1
exists, which means that (−1)n+1 converges. ■
n=1
n
Note 230:
(i) It can be proven that the alternating harmonic series converges to ln(2).
Proof (Claim 1): Note that for each n ∈ N, s2n = (x1 − x2 ) + (x3 − x4 ) + . . . + (xn−1 − xn ) ≥ 0
lim s2n+1
n→∞
=s+0
= s. ■Claim 2
70
Since lim s2n = s = lim s2n+1 , we obtain that lim sn = s, as desired. ■
n→∞ n→∞ n→∞
Example 233: Use the Alternating Series Test to show that the alternating harmonic series con-
verges.
1
Proof: Note that lim = 0. Therefore, the alternating harmonic series converges by the Alter-
n→∞n
nating Series Test. ■
∞
X 1
Example 234: Determine whether the series (−1)n 2 converges or diverges.
n=1
n
∞
1 X 1
Note that lim 2 = 0. Therefore, the series (−1)n 2 converges by the Alternating Series Test.
n→∞ n n
n=1
Note that this series is absolutely convergent, but the alternating harmonic series is not.
Theorem 235 (Remainder Estimate for Alternating Series Test): Let {xn }∞ n=1 ⊆ R
+
n
X
be a decreasing sequence that converges to zero. For each n ∈ N, set sn = (−1)n+1 xi and
i=1
∞
X
s= (−1)n+1 xn . Then for all n ∈ N, |s − sn | ≤ xn+1 .
n=1
∞ n
X 1
Example 236: Show that the series − is convergent. How many terms is needed to add
n=1
n
in order to find the sum to be within 0.00005?
∞ n n
X 1 1 1 1
To see that the series − is convergent, since ≤ and lim = 0, we obtain that
n=1
n n n n→∞ n
n ∞ n
1 X 1
lim = 0, which means that the series − is convergent by the Alternating Series
n→∞ n n
n=1
Test.
n+1 5
1 1 1
It remains to find how many terms is needed so that < . Note that =
20000 n+1 5
0.000032 < 0.00005. So it suffices to consider four terms.
71
Exercises
37. In this exercise, you will prove the following corollary of the Alternating Series Test.
If {xn }∞
n=1 ⊆ R is a positive and decreasing sequence with lim xn = 0, then the series a1 + a2 −
n→∞
38. In 1829, Lejeune Dirichlet pointed out that the great French mathematician Augustin Louis
Cauchy made a mistake in a published paper by improperly assuming the Limit Comparison Test
to be valid for non-positive series. Here are the two series that Dirichlet came up with:
∞ ∞
(−1)n (−1)n (−1)n
X X
√ and √ 1+ √ .
n=1
n n=1
n n
How do these series contradict the Limit Comparison Test when the series are not assumed to be
positive?
Proof (Claim 1): For each n ∈ N, let P (n) denote the statement “|xM +n | < rn |xM |.” To see that
So, P (1) is true. Now suppose that P (k) is true for some k ∈ N. To see that P (k + 1) is true,
|xM +k+1 |
< r|xM +k |
= rk+1 |xM |.
Therefore, P (k + 1) is true, and so, the claim is proved by the Principle of Mathematical Induction.
72
■Claim 1
= 0 < 1.
∞
X 3n
Therefore, the series is absolutely convergent by the Ratio Test.
n=1
n!
∞
X n!
(b) n
n=1
2
Consider the following.
(n + 1)! 2n
lim ·
n→∞ 2n+1 n!
n+1
= lim
n→∞ 2
= ∞ > 1.
73
∞
X n!
Therefore, the series n
is divergent by the Ratio Test.
n=1
2
Example 240: For each of the following, determine whether the series is absolutely convergent,
=0
< 1.
∞ n
X n+1
Therefore, the series (−1)n is absolutely convergent by the Root Test.
n=1
n2
2
∞ n
X n
(b)
n=1
n+1
Consider
s the following.
n2
n n
lim
n→∞ n+1
n
n
= lim
n→∞ n + 1
1
=
e
< 1.
∞ n2
X n
Hence, the series is absolutely convergent by the Root Test.
n=1
n+1
74
Exercises
proximation give?
(b) Approximate the series with the n = 0 and n = 1 terms. How many correct digits of π does
Note: In general, each term of this series increases the accuracy of the approximations of π by 8
digits.
42. In this exercise, you will provide a proof of the root test.
∞
X
(a) Show that the series xn converges for ℓ < 1. (Hint: Choose ℓ < R < 1 and show that
n=1
∞
X
n
xn ≤ R for all n ∈ N. Then compare with the geometric series Rn .)
n=1
∞
X
(b) Show that the series xn diverges for ℓ > 1.
n=1
43. In this exercise, you will show that the root test is more general than the ratio test. To be
(b) Interpret the result of part (a) in terms of how likely the Ratio Test or Root Test is to give a
definite conclusion.
(c) Show that the result of part (a) is not a biconditional statement.
(d) In spite of this conclusion, give a condition as to whether using the ratio test may be preferable
75
to using the root test.
(i) If a ̸= 0, then the power series centered at a is is sometimes called the power series about a or
(ii) If a = 0, then the power series centered at a is usually called the power series in x.
X∞
Theorem 243: Let cn (x − a)n be a power series in x − a with coefficient set {cn }∞n=1 . Then
n=1
one of the following is true.
X∞
(i) The power series cn (x − a)n converges if and only if x = a;
n=1
∞
X
(ii) The power series cn (x − a)n converges for every x ∈ R;
n=1
∞
X
(iii) There is an R > 0 such that the power series cn (x − a)n converges absolutely for every
n=1
x ∈ (a − R, a + R) and diverges for every x ∈ R \ [a − R, a + R].
Theorem 244 (Least Upper Bound Property of R): Every nonempty subset of R that is
76
∞
X
Proof (Claim): Since the series cn B n converges, lim cn B n = 0. So, there is an M ∈ R+ such
n→∞
n=1
n
that |cn B | < M for all n. Therefore, we obtain the following.
X∞
|cn xn |
n=0
∞ n
X x
= |cn B n |
n=1
B
∞ n
X x
<M .
n=1
B
∞
x X x n
If |x| < |B|, then < 1, and so, the series is a convergent geometric series. Hence, by
B n=1
B
∞
X X∞
the Comparison Test, the series |cn xn | converges, and so, the power series cn xn converges
n=0 n=1
absolutely(for every x ∈ R with |x| < |B|. ■Claim
∞
)
X
Let S = x ∈ R | the power series cn xn converges . Note that 0 ∈ S and whenever B ∈ S
n=1
with B ̸= 0, then (−|B|, |B|) ⊆ S. Consider two cases.
Case 1: S is bounded
By the Least Upper Bound Property, the set S has a least upper bound ℓ. This implies that
(−B, B) ⊆ S for all B ∈ (0, ℓ), and so, (−ℓ, ℓ) ⊆ S. Note that if |x| > ℓ, then x ∈
/ S. So, at least
one of ±ℓ ∈ S. Set R = ℓ.
Case 2: S is unbounded
In this case, (−B, B) ⊆ S for every arbitrarily large B. Hence, S = R, and set R = ∞. ■
Definition 246: In the theorem above, the real number R is called the radius of convergence.
X∞
Definition 247: Let cn (x − a)n be a power series in x − a with coefficient set {cn }∞
n=1 . The
n=1
∞
( )
X
n
interval of convergence is the set x ∈ R | cn (x − a) converges .
n=0
∞
X
Note 248: Let cn (x − a)n be a power series in x − a with coefficient set {cn }∞
n=1 .
n=1
(i) If the radius of convergence is zero, then the interval of convergence is [a, a] = {a}.
(iii) If the radius of convergence is R for some R ∈ R+ , then the interval of convergence is one of
Note 249: To determine the interval of convergence for a power series, there are two steps to
consider:
(i) Find the radius of convergence (likely using the ratio test).
Example 250: For each of the following, find the radius and interval of convergence.
77
∞
X xn
(a)
n=0
n!
By a previous example,
xn+1 n!
lim ·
n→∞ (n + 1)! xn
x
= lim
n→∞ n + 1
= 0.
xn+1 n!
Note that lim · = 0 for all x ∈ R, and so, by part (ii) of the theorem above, the
n→∞ (n + 1)! xn
radius of convergence is 1.
∞
X (−1)n (x + 4)n
(c)
n=1
n3n
Consider the following.
(−1)n+1 (x + 4)n+1 n3n
lim ·
n→∞ (n + 1)3n+1 (−1)n (x + 4)n
x+4
= lim .
n→∞ 3
∞
X (−1)n (x + 4)n x+4
This implies that the series n
is absolutely convergent if < 1, or |x + 4| < 3.
n=1
n3 3
Hence, the radius of convergence is 3.
∞ ∞
X (−1)n (x + 4)n X 1
Set x = −7. Then n
= , which diverges.
n=1
n3 n=1
n
∞ ∞
X (−1)n (x + 4)n X (−1)n
Set x = −1. Then n
= , which converges.
n=1
n3 n=1
n
Therefore, the interval of convergence is (−7, −1].
Example 251: For each of the following, find a power series representation for the given function.
1
(a) f (x) =
1 − x2
∞ ∞
X 1 X
Note that x2n = 2
if x 2
< 1. So, f (x) = x2n for x ∈ (−1, 1).
n=0
1 − x n=0
x2
(b) g(x) =
1−x
∞ ∞
X x2 X
Note that x2 · xn = for |x| < 1. So, g(x) = xn+2 for x ∈ (−1, 1).
n=0
1 − x n=0
∞
X
Theorem 252: Let a ∈ R and {cn }∞ n=0 ⊆ R be a sequence such that the power series cn (x − a)n
n=0
has positive or infinite radius of convergence R. Also, suppose that I is the interval of convergence
78
∞
X ∞
X
n
of the power series cn (x − a) . Define f : I → R by f (x) = cn (x − a)n .
n=0 n=0
(i) f is continuous on int(I);
∞
X
(ii) f is differentiable on int(I), f ′ (x) = ncn (x − a)n−1 , and f ′ (x) has radius of convergence R;
n=0
∞
(x − a)n+1
Z X Z
(iii) f is integrable on int(I), f (x) dx = cn + C, and f (x) dx has radius of
n=0
n+1
convergence R.
Proof: The proof of (i) is left as an exercise to the reader and the remaining proofs are technical
g(x) dx
∞
X
= xn + C
n=1
1
= −1+C
1−x
d 1
⇐⇒ g(x) = −1+C
dx 1 − x
1
= .
(1 − x)2
This implies the following.
∞
X X∞
nxn = x nxn−1
n=1 n=1
= xg(x)
x
= , for x ∈ (−1, 1).
(1 − x)2
Exercises
44. In this exercise, you will prove part (i) of theorem 252 by proving the intermediate claims.
79
Chapter 37: Taylor Polynomials
Definition 254: Let f, g : I → R, where I is an open interval, and suppose all higher derivatives
f (k) (x) and g (k) exist on I. Then f and g agree if their derivatives are the same.
Maclaurin polynomial.
Theorem 257: The nth -order Taylor polynomial centered at x = a is the unique polynomial of
Proof: Exercise. ■
Example 258: Find the nth -order Maclaurin polynomial for f (x) = ex .
f (k) (x) = (−1)k−1 (k − 1)!x−k ). Furthermore, the coefficient of (x − 1)k in Tn (x) is given by
n
f (k) (1) (−1)k−1 (k − 1)! (−1)k−1 X (−1)k−1
= = , for k ≥ 1. Thus, Tn (x) = (x − 1)k .
k! k! k k
k=0
Example 260: Calculate the nth -order Maclaurin polynomial for f (x) = cos(x).
Note that the derivatives form a repeating pattern of 4. So, the coefficients of x2k+1 are zero
(−1)k
and the coefficents of x2k are given by with alternating signs for every k ∈ ω. Thus,
(2k)!
n
X (−1)k 2k
cos(x) = x .
(2k)!
k=1
Definition 261: The nth -order remainder of a Taylor polynomial Tn (x) for a function f (x) is
Note 262: The error of the Taylor polynomial approximation for a function is given by the absolute
Lemma 263 (Taylor’s Theorem): Let f ∈ R[a,b] be a function such that f (n+1) (x) exists and is
Zx
1
continuous for every x ∈ [a, b]. Then Rn (x) = (x − u)n f (n+1) (u) du, for u ∈ [a, x].
n!
a
80
Zx
1
Proof: Set In (x) = (x − u)n f (n+1) (u) du, for u ∈ [a, x]. We must show that In (x) = Rn (x).
n!
a
If n = 0, then I0 (x) = f (x) − f (a) = R0 (x) by the Fundamental Theorem of Calculus. So suppose
1
n > 0. Integrating In by parts and setting h(u) = (x − u)n and g(u) = f (n) (u), which means
n!
g ′ (u) = f (n+1) (u), we obtain the following.
In (x)
Zx
= h(u)g ′ (u) du
a
x
Zx
= h(u)g(u) − h′ (u)g(u) du
a
a
1
= − (x − a)n f (n) (a) + In−1 (x)
n!
f (n) (a)
⇐⇒ In−1 (x) = (x − a)n + In (x).
n!
Continuing this process and noting that I0 (x) = f (x) − f (a), we obtain the following.
f (x)
n
X f (k) (a)
= + In (x)
k!
k=0
= Tn (x) + In (x)
Theorem 264 (Error Bound Theorem): Let f ∈ R[a,b] such that f (n+1) (x) exists and is con-
tinuous for all x ∈ [a, b], and suppose K ∈ R such that |f (n+1) (u)| ≤ K for all u ∈ [a, x]. Then
|x − a|n+1
|Rn (x)| ≤ K .
(n + 1)!
Proof: Suppose x ≥ a. Then, note the following.
|Rn (x)|
Zx
1
= (x − u)n f (n+1) (u) du
n!
a
Zx
1
≤ |(x − u)n f (n+1) (u)| du
n!
a
Zx
K
≤ |(x − u)n | du
n!
a
K −(x − u)n+1 x
=
n! n+1 a
K|x − a|n+1
= .
(n + 1)!
If x ≤ a, the result follows by an argument similar to the one above. ■
81
Exercises
45. In this exercise, you will prove theorem 257 by proving the intermediate claims.
dj
(x − a)k
k(k − 1)...(k − j + 1)(x − a)k−j 1 if k = j;
Claim 1: For all k ∈ N, = =
dxj k! k!
0 if k ̸= j.
Claim 2: The polynomial Tn agrees with a function f at x = a to order n.
Claim 3: If p(j) (a) = 0 for j = 0, 1, . . . , n, then aj = 0 for all j ∈ N. (Hint: Use induction.)
Claim 4: Conclude that Tn is the only polynomial of degree n or less that agrees with f at x = a
to order n.
c in an interval |x − c| < r for some r > 0, then the power series is the Taylor series centered at c.
Proof: Exercise. ■
Definition 267: The Taylor series of a function centered c = 0, is called the Maclaurin series.
Example 268: Find the Taylor series for f (x) = x−3 centered at c = 1.
1 1
Note that f (n) (x) = (−1)n ( )(n+2)!x−3−n . This means f (n) (1) = (−1)n ( )(n+2)!. By the theorem
2 2
f (n) (1) (−1)n (n + 2)!
above, the coefficients for the Taylor series for f (x) are given by an = = =
n! 2n!
(n + 2)(n + 1)
(−1)n .
2
∞
X (−1)n (n + 2)(n + 1)
Therefore, by the theorem above, the Taylor series is given by f (x) = (x −
n=0
2
1)n .
Proposition 269: A Taylor series of a function converges to the function if and only if lim Rk = 0.
k→∞
Proof: Exercise. ■
Theorem 270: Let c ∈ R so that |c| < r, for some r > 0, I = (c − r, c + r), and suppose there is a
K > 0 such that all derivatives of a differentiable function f are bounded by K on I. Then for all
82
for all x ∈ I, as desired. ■
For (iii), note that if f (x) = ex , then f (n) (0) = e0 = 1. Thus, the Maclaurin series for ex is given
∞
X xn
by ex = , as desired. ■
n=0
n!
Example 272: Express e as an infinite series.
∞
X 1
By the proposition above, e = .
n=0
n!
Definition 273: Let p ∈ ω. The Bessel function of order p is the power series Jp (x) =
∞
X (−1)k x2k+p
2k+p
.
2 k!(k + p)!
k=0
Theorem 274: J0 (x) converges for every x ∈ R.
Proof: Exercise. ■
Proposition 275: Let p ∈ ω. The zeros of Jp (x) and Jp+1 (x) alternate.
Proof: Exercise. ■
Definition 276: Let k ∈ R with |k| < 1. The Elliptic function of the first kind is defined by
Zπ/2
1
E(k) = q dt.
1 − k 2 sin2 (t)
0
Zπ/2q
Definition 277: The function G(k) = 1 − k 2 sin2 (t) dt is called an elliptic function of the
0
second kind.
83
Exercises
Proof: Toward a contradiction, suppose that e is rational. Then there are m, n ∈ Z \ {0} such that
m
e= .
n
Claim 1: The number m!e−1 ∈ ω.
−1 m+1 1 1
Claim 2: There is a b ∈ Z such that m!e = b + (−1) − + ... .
m + 1 (m + 1)(m + 2)
Claim 3: |m!e−1 − b| ∈ (0, 1).
84
Chapter 39: Fourier Series
Theorem 278: Let f : [−L, L] → R be discontinuous on at most finitely many values in [−L, L].
Definition 279: Let f be a function and p ∈ R. Then p is the period of f if it is the smallest
Definition 281: Let f : [−L, L] → R be periodic. The Fourier series for f is the series
∞
a0 X nπx nπx
+ an cos + bn sin , where
2 n=1
L L
ZL
1
(i) a0 = f (x) dx;
L
−L
ZL
1 nπx
(ii) ak = f (x) cos dx;
L L
−L
ZL
1 nπx
(iii) bk = f (x) sin dx.
L L
−L
∞
a0 X nπx nπx
Note 282: Suppose that f (x) = + an cos + bn sin . Consider the following.
2 n=1
L L
∞
a0 X nπx nπx
(i) f (x) = + an cos + bn sin
2 n=1
L L
ZL ZL ∞
a0 X nπx nπx
⇐⇒ f (x) dx = + an cos + bn sin dx
2 n=1
L L
−L −L
ZL ZL
X ∞ nπx nπx
= a0 L + an cos dx + bn sin dx
n=1
L L
−L −L
ZL
1
⇐⇒ a0 = f (x) dx.
L
−L
∞
a0 X nπx nπx
(ii) f (x) = + an cos + bn sin
2 n=1
L L
ZL
kπx
⇐⇒ f (x) cos dx
L
−L
ZL ZL " X
∞ #
a0 kπx nπx kπx nπx kπx
= cos dx + an cos cos + bn sin cos dx
2 L n=1
L L L L
−L −L
L
ZL
∞
nπx kπx nπx kπx
X Z
= an cos cos dx + bn sin cos dx.
n=1
L L L L
−L −L
By a previous note and a previous theorem, we obtain the following.
85
ZL
kπx
f (x) cos dx = an L
L
−L
ZL
1 kπx
⇐⇒ an = f (x) cos dx.
L L
−L
∞
a0 X nπx nπx
(iii) f (x) = + an cos + bn sin
2 n=1
L L
L
kπx
Z
⇐⇒ f (x) sin dx
L
−L
ZL ZL " X
∞ #
a0 kπx nπx kπx nπx kπx
= sin dx + an cos sin + bn sin sin dx
2 L L L L L
−L −L n=1
L
ZL
∞ nπx
kπx nπx kπx
X Z
= an cos sin dx + bn sin sin dx.
n=1
L L L L
−L −L
By a previous note and a previous theorem, we obtain the following.
ZL
kπx
f (x) sin dx = bn L
L
−L
ZL
1 kπx
⇐⇒ bn = f (x) sin dx.
L L
−L
0
if x ∈ (−π, 0];
Example 283: Consider the square-wave function f (x) = where f is as-
1
if x ∈ (0, π],
sumed to be periodic outside of the interval [−π, π]. Find the Fourier series expansion for the
function f .
86
Notice that we can write the even- and odd-indexed coefficients separately as b2k = 0 and b2k−1 =
2
for any k ∈ N. Hence, the Fourier series is given by
(2k − 1)π
∞
1 X
+ bk sin(kx)
2 n=1
∞
1 X
= + b2k−1 sin[(2k − 1)x]
2 n=1
∞
1 X 2
= + sin[(2k − 1)x].
2 n=1 (2k − 1)π
such that f and f ′ are continuous on [−l, l] except for a finite amount of jump discontinuities. Then
Note 285: The Fourier Convergence Theorem says that a Fourier series may converge to a discon-
tinuous function, even though every term in the series is continuous (and differentiable).
Exercises
In exercises #14-16, find the Fourier series expansion of the given function on the given interval.
(a) If a function f is even, show that the Fourier series expansion of f consists only of a constant
(b) If a function f is odd, show that the Fourier series expansion of f consists only of a constant
87
Chapter 40: Separable Differential Equations
Definition 286: A differential equation y ′ = f (x, y) is separable if it can be expressed as g(y)y ′ =
h(x).
Proposition 289: The differential equation y ′ = f (x, y) = g(y)h(x) is separable if and only if
y′
Z Z
dy = h(x) dx.
g(y)
x2 + 7x + 3
Example 290: Solve the differential equation y ′ = .
y2
Note the following.
x2 + 7x + 3
y′ =
y2
2 ′
⇐⇒ y y = x2 + 7x + 3
Z Z
2 ′
⇐⇒ y y dx = x2 + 7x + 3 dx
Z Z
⇐⇒ y dy = x2 + 7x + 3 dx
2
1 3 1 7
⇐⇒ y = x2 + x2 + 3x + C
3 3 2
21
⇐⇒ y 3 = x3 + x2 + 9x + 3C
r 2
21
⇐⇒ y = x3 + x2 + 9x + 3C.
3
2
x2 + 7x + 3
Example 291: Find the solution of the differential equation y ′ = that satisfies the
y2
given condition y(0) = 3. r
21 2
By the previous example, we get y = 3
x3 +
x + 9x + 3C. From the initial condition, we get
2 r
√ 21
3 = y(0) = 3 3C, which means C = 9. Thus, y = 3 x3 + x2 + 9x + 27.
2
Example 292: A tank contains 100 gallons of brine which contains .5 pounds of salt per gallon.
Brine that contains .25 pounds of salt per gallon flows into the tank at a rate of 4 gallons per minute.
The solution is kept thoroughly mixed and drains from the tank at a rate of 4 gallons per minute.
88
dQ 1
⇐⇒ = dt
Z25 − Q 25 Z
dQ 1
⇐⇒ = dt
25 − Q 25
1
⇐⇒ − ln |25 − Q| = t + C.
25
Since Q(0) = 50, we obtain the following.
Q(0) = 50
⇐⇒ − ln | − 25| = C
⇐⇒ C = − ln 25
1
⇐⇒ − ln |25 − Q| = t − ln 25
25
1
⇐⇒ ln |Q − 25| = ln 25 − t
25
1
ln 25− t
⇐⇒ Q − 25 = e 25 = eln 25 e−t/25 = 25e−t/25
⇐⇒ Q = 25e−t/25 + 25.
Exercises
89
Chapter 41: Arc Length
Theorem 293: Let a, b ∈ R with a ≤ b and suppose f : [a, b] → R such that f ′ is continuous. Then
Zb p
the length of the curve y = f (x) from a to b is 1 + [f ′ (x)]2 dx.
a
Example 294: For each of the following, find the length of the curve.
Exercises
90
Chapter 42: Solids of Revolution and Surface Area
Theorem 295: Suppose f : [a, b] → R such that f ′ is continuous on [a, b]. Also, let R denote the
region bounded by the curves y = f (x), x = a, x = b, and the x-axis. Then the surface area of the
Zb
solid obtained by revolving R about the x-axis is
p
2πf (x) 1 + [f ′ (x)]2 dx.
a
Note 296: In the theorem above, let y = f (x) and suppose that s denotes the arc length of the
0 0
91
1
= ex + 2x
0
= π(e + 1).
1
Example 299 (Gabriel’s Horn): Consider the region R = (x, y) ∈ R | x ≥ 1 and y ∈ 0,
2
.
x
The solid obtained after revolving R about the x-axis is called Gabriel’s Horn.
Note that the volume of R is finite, but it has an infinite surface area.
Exercises
61. Find the surface area of the solid obtained by rotating the circle x2 + (y − b)2 = r2 about the
axis.
92
Chapter 43: Centers of Mass
Theorem 300: Suppose that f : R → R is continuous with f (x) ≥ 0 for every x ∈ [a, b] and let R
denote the region bounded by the curves x = a, x = b, y = 0, and y = f (x). Also, let A denote the
area of R. Then the center of mass of R is the point (x, y), where
Zb
1
(i) x = xf (x) dx;
A
a
Zb
1
(ii) y = [f (x)]2 dx.
2A
a
Theorem 301: Suppose that f, g : R → R are continuous and f (x) ≤ g(x) for every x ∈ [a, b] and
let R denote the region bounded by the curves x = a, x = b, y = f (x), and y = g(x). Also, let A
denote the area of R. Then the center of mass of R is the point (x, y), where
Zb
1
(i) x = x[g(x) − f (x)] dx;
A
a
Zb
1
(ii) y = [g(x)]2 − [f (x)]2 dx.
2A
a
Example 302: Suppose that masses m1 = 5, m2 = 4, m3 = 3, and m4 = 6 lie on the points
P1 = (−4, 2), P2 = (0, 5), P3 = (3, 2), and P4 = (1, −2), respectively. Find the moments and center
93
Exercises
63. In this exercise, you will determine how far a stack of identical books (of mass m and unit
length) can extend without tipping over. The stack will not tip over if the (n + 1)st book is placed
at the bottom of the stack with its right edge located at the center of mass of the first n books. Let
cn be the center of mass of the first n books, measured along the x-axis, where we take the positive
x-axis to the left of the origin. Note that if an object of mass m1 has center of mass at x1 and a
second object of m2 has center of mass x2 , then the center of mass of the system has x-coordinate
m1 x1 + m2 x2
.
m1 + m2
(a) Show that if the (n + 1)st book is placed with its right edge at cn , then its center of mass is
1
located at cn + .
2
(b) Consider the first n books as a single object of mass nm with center of mass at cn and the
(n + 1)st book as a second object of mass m. Show that if the (n + 1)st book is placed with its right
1
edge at cn , then cn+1 = cn + .
2(n + 1)
(c) Prove that lim cn = ∞.
n→∞
Note: Part (c) implies that if we use enough books, the stack can be extended as far as desired
Example 305: A tank is 8 meters long, 4 meters wide, 2 meters high, and contains kerosene with
94
F = P A = 12054 · 8 · 4 = 385628 Newtons.
The area of the ith strip is 4 · ∆x and the pressure is ρgd = ρgxi . Thus,
Z1.5 Z1.5
F = ρgx · 4 dx = 820 · 9.8 · 4 x dx = 36162 Newtons.
0 0
Example 306: In the figure below, a square vertical plate of side length a is submerged in water.
a a
a a
95
Consider the figure below.
y
√a
2
a a
∆y
yi∗
x
a a
− √a2
We will consider the top and bottom halves separately. For the top half, the length of the ith strip is
2
2a 2a 2a
√ and the area is √ ∆y. The pressure on the strip is approximately 2δ √ ∆y.
2 − yi∗ 2 − yi∗ 2 − yi∗
So the total force on the top half is
n 2
X 2a ∗
F1 = lim 2δ √ − yi ∆y
n→∞
i=1
2
√
a/
Z 2 2
2a
= 2δ √ −y dy
2
0 √
" 3 a/ 2
1 2a
= 2δ − √ −y
3 2
√ 3 0
2a δ
= .
6
Z0 √
a2 2 2a3 δ
Similarly, the force on the bottom half is F2 = − y 2 dy = . Therefore, the total
√
2 6
−a/ 2
√
2a3 δ
force is F = F1 + F2 = Newtons.
2
Example 307: A milk truck carries milk with density 64.6 pounds per cubic foot in a horizontal
(a) Find the force exerted by the milk on one end of the tank when the tank is full.
The pressure on a strip is approximately δdi = 64.6(3 − yi∗ ) and the total force is
Xn q
lim 64.6(3 − yi∗ ) · 2 9 − (yi∗ )2 ∆y
n→∞
i=1
Z3 p
= 129.2 (3 − y) 9 − y 2 dy
−3
Z3 p Z3 p
= 129.2 · 3 9 − y dy − 129.2 y 9 − y 2 dy
2
3 −3
96
387.7π
= ·9
2
= 1744.2π pounds.
If the tank is half-full, then the surface area of the milk is 0, so the pressure on a strip is approximately
δdi = 64.6(0 − yi∗ ) and the upper limit becomes 0. Hence, the force is
Z0 0
p 1
129.2 −y 9 − y dy = 129.2 · (9 − y 2 )3/2
2 = 1162.8 pounds.
3 −3
−3
Example 308: A vertical dam has a semicircular gate as shown in the figure below. Find the
Z2 p
The force is given by F = ρg(10 − x) · 2 4 − x2 dx
0
Z2 p Z2 p
= 20ρg 4− x2 dx − ρg 4 − x2 · 2x dx
0 0
16
= 20πρg − ρg
3
16
= ρg 20π −
3
16
= 9800 20π − Newtons.
3
Exercises
97
Chapter 45: Parametric Equations
Definition 309: Let I ⊆ R be a (possibly infinite) interval and suppose f, g : I → R are continuous.
Example 310: For each of the following, eliminate the parameter to find a Cartesian equation of
⇐⇒ t = (x + 2)2
1
⇐⇒ y = (x + 2)2 − 7
2
1 2
= x + 2x − 5.
2
The curve is sketched below.
√
(b) x = t, y = 2 ln t, t > 0
⇐⇒ x2 = t
⇐⇒ y = 2 ln(x2 ) = 4 ln(x).
98
The curve is sketched below.
π
(c) x = sin(t), y = cos2 (t), 0 ≤ t ≤
2
Note the following.
⇐⇒ y = 1 − x2 .
Start at (0, 1) and end at (1, 0). The curve is sketched below.
Exercises
99
Chapter 46: Parametric Equations and Tangents
Definition 311: A plane curve with parametric equations x = f (t) and g = y(t) defined on an
Theorem 312: Suppose that C is a smooth curve in R2 with x = f (t) and y = g(t). Then the
g ′ (t0 )
slope of the tangent line to C at a point (x0 , y0 ) = (f (t0 ), g(t0 )) is given by ′ , where f ′ (t0 ) ̸= 0.
f (t0 )
dy
Notation 313: The slope of the tangent line in the situation above is usually denoted .
dx
Note 314: Recall the following.
dy dy dx
= ·
dt dx dt
dy
dy g ′ (t)
⇐⇒ = dt = ′ .
dx dx f (t)
dt
Example 315: Let C denote the curve defined by x = t sin2 t and y = t cos t. Find the equation of
π
the line that is tangent to the curve at the point corresponding to t = .
2
dy cos t − t sin t π
By the note above, = . If t = , then
dx 2t cos t sin t + sin2 t 2
π
(i) x = ;
2
(ii) y = 0;
π
dy − π
(iii) = 2 =− .
dx t=π/2 1 2
π
This implies that the tangent line has slope - . Hence, the tangent line is given by y − 0 =
2
π π π π2
− x− , which means y = − x − .
2 2 2 4
Example 316: Let C denote the curve defined by x = et and y = ln t. Find the equation of the
(ii) y = ln 2;
dy
(iii) = 2e2 .
dx t=2
This implies that the tangent line has slope 2e2 . Hence, the tangent line is given by y − ln 2 =
100
dy 1 + ln t
By the note above, = .
dx 2t
d2 y
(b) Find .
dx2
Consider the following.
d2 y
dx2
d dy
=
dt dx
2 − 2(1 + ln t)
=
4t2
ln t
= − 2.
2t
Exercises
101
Chapter 47: Parametric Equations and Area
Example 318: Consider the area A of the circle centered at the point (0, 0) with radius 5.
Z5 p
A=2 25 − x2 dx.
−5 x √
Set x = 5 sin θ. Then θ = sin−1 , 25 − x2 = 5 cos θ, and dx = 5 cos θ dθ. Hence,
5
A
Z5
=2 25 cos2 θ dθ
−5
Z5
= 50 cos2 θ dθ
−5
1 1
= 50 cos θ sin θ + θ
2 2
= 25 [cos θ sin θ + θ]
h h x i x x 5
= 25 cos sin−1 · + sin−1
5 5 5 −5
"r 5
2
x x x
= 25 1− · + sin−1
25 5 5
hπ πi −5
= 25 +
2 2
= 25.
Theorem 319: Let C be a plane curve with parametric equations x = f (t) and y = g(t) such
that f, g : [a, b] → R are differentiable. Also, suppose that for all t1 , t2 ∈ [a, b] with t1 < t2 ,
(f (t1 ), g(t1 )) = (f (t2 ), g(t2 )) if and only if t1 = a and t2 = b. Then the area of the region enclosed
Zb Zb
′
by C is f (t)g (t) dt = g(t)f ′ (t) dt .
a a
Example 320: Consider the example above.
The circle is parametrized by x = 5 cos θ and y = 5 sin θ for θ ∈ [0, 2π]. Note that y ′ = 5 cos θ. By
102
Exercises
such that f, g : [a, b] → R are differentiable. Also, suppose that for all t1 , t2 ∈ [a, b] with t1 <
t2 , (f (t1 ), g(t1 )) = (f (t2 ), g(t2 )) if and only if t1 = a and t2 = b. Then the arc length of C is
Zb p
[f ′ (t)]2 + [g ′ (t)]2 dt.
a
Example 322: Find the length of the plane curve given by x = et and y = 4 where t ∈ [0, ln 3].
Note that x′ = et and y ′ = 0. By the theorem above, the arc length is given by
Zln 3p
(et )2 + 02 dt
0
Zln 3
= et dt
0
ln 3
= et
0
=3−1
= 2.
Exercises
103
Chapter 49: Parametric Equations and Surface Area
Theorem 323: Let C be a smooth plane curve with parametric equations x = f (t) and y = g(t)
such that f : [a, b] → R and g : [a, b] → [0, ∞) are differentiable. Also, suppose that for all
t1 , t2 ∈ [a, b] with t1 < t2 , (f (t1 ), g(t1 )) = (f (t2 ), g(t2 )) if and only if t1 = a and t2 = b. Then the
Zb
surface area of the solid formed by rotating C about the x-axis is
p
2πg(t) [f ′ (t)]2 + [g ′ (t)]2 dt.
a
Example 324: Let C denote the parametric curve defined by x = x2 + 1 and y = 6t, where
√ √
t ∈ [ 7, 55]. Find the surface area of the solid formed by rotating C about the x-axis.
Note
√
that x′ = 2x and y ′ = 6. So by the theorem above, the surface area is given by
Z 55p
4t2 + 36 dt
√
7
√
Z 55p
=2 t2 + 9 dt.
√
7
√
−1 t
Set t = 3 tan θ. Then θ = tan , t2 + 9 = 3 sec θ, and dt = 3 sec2 θ dθ. Now,
3
√
Z 55p
2 t2 + 9 dt
√
7
√
Z 55
= 18 sec3 θ dθ
√
7
√
55
tan θ sec θ 1
= 18 + ln | sec θ + tan θ √
2 2
7
t −1 t −1 t t
=9 · sec tan + ln sec tan +
3 3 √
3 3
p 55
p t
= 3t 1 + t2 + 9 ln 1 + t2 +
3 √7
√ √ !
√ √ 55 √ √ 7
= 3 55 · 56 + 9 ln 56 + − 3 7 · 50 + 9 ln 50 +
3 3
√ √ !
√ √ 6 14 + 55
= 12 770 − 15 14 + 9 ln √ √ .
15 2 + 7
Exercises
104
Chapter 50: Polar Coordinates
Note 325:
(i) r is the distance from the origin to the point (x, y);
(ii) θ is the angle made by the x-axis and the line segment of length r.
(i) The ordered pair (r, θ) in the figure above is a polar coordinate representation of a point
(x, y).
Note 327:
(ii) We may choose to specify unique polar coordinates for points other than the origin by placing
restrictions on r and θ;
(iii) The origin does not have a well-defined polar coordinate representation.
(iv) When plotting points in polar coordinates, the x-axis is called the pole or the polar axis;
(v) We usually do not include a y-axis when plotting points in polar coordinates.
Proposition 328: Let (x, y) ∈ R2 and suppose (r, θ) is a corresponding polar coordinate represen-
(i) x = r cos(θ);
(ii) y = r sin(θ);
105
(iii) x2 + y 2 = r2 ;
y
(iv) tan(θ) = , provided x ̸= 0.
x
Proof:
π
(b) 3,
3
π
(c) 2, −
2
106
π
(d) 0,
6
(e) (0, 4)
107
Note 330: If r < 0, then (r, θ) and (−r, θ + π) give the same polar coordinate representation of a
given point.
5π
(b) −2, −
6
108
Example 332:
(a) Give a polar coordinate representation for the point (1, 1).
√ π π
Note that r2 = 2, which means r = 2 and that θ = tan−1 (1) = . Thus, the point 2, is a
4 4
polar coordinate representation for (1, 1).
5π
(b) Find a rectangular coordinate representation of the point 3, .
6
√ √ !
5π 3 π 3 3 3 3
Note that x = 3 cos = −3 and y = 3 sin = . Thus, the point − , is a
6 2 6 2 2 2
5π
rectangular coordinate representation of the point 3, .
6
Exercises
109
Chapter 51: Polar Curves
Definition 333:
(i) A polar equation is an equation that describes a curve using polar coordinates.
(ii) The graph of a polar equation is {(x, y) ∈ R2 | x = r cos(θ), y = r sin(θ), and r = f (θ)}.
Example 334: Find a polar equation for the curve described by the given Cartesian equation.
(a) y = 5
y=5
⇐⇒ r sin θ = 5
5
⇐⇒ r = = 5 csc θ.
sin θ
x2
(b) y = .
4
Consider the following.
x2
y=
4
r2 cos2 θ
⇐⇒ r sin θ =
4
1 cos2 θ
⇐⇒ =
r 4 sin θ
4 sin θ
⇐⇒ r = = 4 tan θ sec θ.
cos2 θ
Example 335: Find a Cartesian equation for the curve described by the given polar equation and
sketch a graph.
√
(a) r = 5 2
√
This is a circle of radius 5 2 centered at the point (0, 0). The graph is sketched below.
110
(b) r2 cos(2θ) = 1.
r2 cos(2θ) = 1
⇐⇒ r2 (cos2 θ − sin2 θ) = 1
⇐⇒ r2 cos2 θ − r2 sin2 θ = 1
⇐⇒ x2 − y 2 = 1.
(c) r = θ for θ ≥ 0.
As θ increases, r also increases. Thus, the polar curve is a spiral, called an Archimedian spiral,
111
and is sketched below.
105 90 75
120 60
135 45
150 30
165 15
195 345
210 330
225 315
240 300
255 270 285
Exercises
112
Chapter 52: Polar Curves and Tangents
Example 336: For each of the following, find the slope of the line that is tangent to the given curve
Exercises
113
Chapter 53: Polar Curves and Area
Theorem 337: Let a, b ∈ [0, 2π] with a < b. Also, suppose that f : [a, b] → R is continuous and
f (θ) ≥ 0 for all θ ∈ [a, b]. Then the area of the region bounded by the polar curves θ = a, θ = b,
Zb
1
and r = f (θ) is [f (θ)]2 dθ.
2
a
Example 338: Consider the graph of r = 4 sin θ.
105 90 75
120 60
135 45
150 30
165 15
0 1 2 3 4
180 0
195 345
210 330
225 315
240 300
255 270 285
114
(b) Consider the graph of r = 3 cos 2θ.
105 90 75
120 60
135 45
150 30
165 15
0 1 2 3
180 0
195 345
210 330
225 315
240 300
255 270 285
We will find the area of one loop. To do this, consider the following.
Zπ/4
1
2 · 9 cos2 (2θ) dθ
2
0
Zπ/4
=9 cos2 (2θ) dθ
0
π/4
9 1
= θ + sin 4θ
2 4 0
9π
= .
8
Exercises
115
Chapter 54: Polar Curves and Arc Length
Theorem 339: Let f : [a, b] → R is differentiable such that f ′ is continuous and suppose that C is
Zb p
the graph of the curve with polar equation r = f (θ). Then the length of C is [f (θ)]2 + [f ′ (θ)]2 dθ.
a
Example 340: Consider the polar curve r = eθ for θ ∈ [0, 2π]. The length of the curve is given by
Z2πp
e2θ + e2θ dθ
0
2π
√ Z θ
= 2 e dθ
√ 0
= 2(e2π − 1).
Exercises
116
Chapter 55: Parabolas
Definition 341: A parabola is the set of points in R2 that are equidistant from a fixed point F
Definition 342:
(i) The midpoint between the focus and the directrix of a parabola is called the vertex of the
parabola;
(ii) The line that passes through the vertex and the focus of a parabola is called the axis (of
Theorem 343: The graph of the equation (x − h)2 = 4p(y − k) with p ̸= 0 is a parabola with vertex
Proof: If a point (x, y) ∈ R2 lies on the parabola, then it is equidistant to the focus (h, k + p) and
Corollary 344: The graph of the equation x2 = 4py is a parabola with vertex (0, 0), focus (0, p),
Theorem 345: The graph of the equation (y − k)2 = 4p(x − h) with p ̸= 0 is a parabola with vertex
Proof: If a point (x, y) ∈ R2 lies on the parabola, then it is equidistant to the point (h + p, k) and
Corollary 346: The graph of the equation y 2 = 4px is a parabola with vertex (0, 0), focus (p, 0),
117
Example 347: Determine the equation of the parabola with vertex (0, 0) and focus (2, 0).
Note that the axis is horizontal. So the equation of the parabola is y 2 = 4px with h = 0, k = 0, and
⇐⇒ 1 − 2y = x2 + 2x = (x + 1)2 − 1
⇐⇒ 2 − 2y = (x + 1)2
⇐⇒ −2(y − 1) = (x + 1)2 .
1 1
Hence, h = −1, k = 1, and p = − . Therefore, the focus is the point (h, k + p) = −1, .
2 2
118
Chapter 56: Ellipses
Definition 349: An ellipse is the set of all points P such that the sum of the distances to two
fixed points F1 and F2 , called the foci is a constant K > 0. In other words, P F1 + P F2 = K.
Definition 350:
(i) The intersection of an ellipse and the line passing through its foci is called the set of vertices;
(ii) The chord joining the vertices of an ellipse is called the major axis;
(iii) The midpoint of the major axis of an ellipse is called the center;
(iv) The chord perpendicular to the major axis of an ellipse at the center is called the minor axis.
(x − h)2 (y − k)2
Theorem 351: The graph of the equation + = 1 is an ellipse centered at the
a2 b2 √
point (h, k) with vertices (h ± a, k), foci (h ± c, k) with c = a2 − b2 , a horizontal major axis of
Example 354: Find the center, vertices, and foci of the ellipse 4x2 + y 2 − 8x + 4y − 8 = 0.
0 = 4x2 + y 2 − 8x + 4y − 8
= 4x2 − 8x + y 2 + 4y − 8
Therefore, the center is the point (1, −2), the vertices are the points (1, −6) and (1, 2), and the foci
√ √
are the points (1, −2 − 2 3) and (1, −2 + 2 3).
119
Chapter 57: Hyperbolas
Definition 355: A hyperbola is the set of all points P in a plane, the difference of whose distances
from two fixed points F1 and F2 , called the foci, is a constant K > 0. In other words, P F1 − P F2 =
±K.
Definition 356:
(i) The intercepts of a hyperbola are called the vertices of the hyperbola.
(ii) The line segment containing the vertices of a hyperbola is called the transverse axis.
(iii) The line segment perpendicular to the transverse axis passing through the center of a hyperbola
Example 359: Find the equation of the hyperbola with foci (−1, 2) and (5, 2) and vertices (0, 2)
By the Midpoint Formula, the center of the hyperbola is the point (2, 2). Furthermore, c = 5 − 2 = 3
√ √
and a = 4 − 2 = 2, and so b = c2 − a2 = 5. So the transverse axis is horizontal and the equation
(x − 2)2 (y − 2)2
of the hyperbola is − = 1.
4 5
(x − h)2 (y − k)2
Theorem 360: The asymptotes of the hyperbola − = 1 with horizontal transverse
a2 b2
b
axis are the lines y = k ± (x − h).
a
(y − k)2 (x − h)2
Theorem 361: The asymptotes of the hyperbola − = 1 with vertical transverse
a2 b2
a
axis are the lines y = k ± (x − h).
b
Example 362: Determine the foci and asymptotes of the hyperbola 4x2 − 3y 2 + 8x + 16 = 0.
0 = 4x2 − 3y 2 + 8x + 16
= 4x2 + 8x − 3y 2 + 16
= 4(x + 1)2 − 3y 2 + 12
120
√ √ √
Hence, k = 0, a = 2, h = −1, b = 3, and c = a2 + b2 = 7. So, the asymptotes are the lines
2 √ √
y = ± √ (x + 1) and the foci are the points (−1, −2 − 7) and (−1, −2 + 7).
3
Exercises
121
Chapter 58: Rotations of Axes
Theorem 363: Suppose that the x- and y-axes in R2 are rotated by an acute angle ϕ to produces
axes u and v. Then the coordinates of the point (x, y) ∈ R2 in the xy-plane and (u, v) ∈ R2 in the
π
Example 364: If the x- and y-axes in R2 are rotated by rad, find the new coordinates of the
6
point (2, −4).
π
Set x = 2, y = −4, and ϕ = . Then,
6
π π π π
u = 2 cos − 4 sin v = −2 sin − 4 cos
√ 6 6 6√ 6
3 1 1 3
=2· −4· = −2 · − 4 ·
√ 2 2 2√ 2
= 3−2 = −1 − 2 3.
√ √
Hence, the new point is ( 3 − 2, −1 − 2 3).
as follows.
Now,
0 = Ax2 + Bxy + Cy 2 + Dx + Ey + F
= A(u cos ϕ − v sin ϕ)2 + B(u cos ϕ − v sin ϕ)(u sin ϕ + v cos ϕ) + C(u sin ϕ + v cos ϕ)2 + D(u cos ϕ −
= (A cos2 ϕ + B sin ϕ cos ϕ + C sin2 ϕ)u2 + [2(C − A) sin ϕ cos ϕ + B(cos2 ϕ − sin2 ϕ)]uv
+ (A sin2 ϕ − B sin ϕ cos ϕ + C cos2 ϕ)v 2 + (D cos ϕ + E sin ϕ)u + (−D sin ϕ + E cos ϕ)v + F .
To eliminate the xy-term, we choose ϕ such that [2(C − A) sin ϕ cos ϕ + B(cos2 ϕ − sin2 ϕ)] = 0. In
other words,
= (C − A) sin 2ϕ + B cos 2ϕ
⇐⇒ B cos 2ϕ = (A − C) sin 2ϕ
122
A−C
⇐⇒ cot 2ϕ = . ■
B √ √ √
Example 366: Eliminate the xy-term in the equation 6 3x2 + 6xy + 4 3y 2 = 21 3.
(ii) a circle if A = C.
(i) degenerate if the graph of the equation is either a pair of lines, a single line, or a single point.
Theorem 369: The graph of the equation Ax2 + Bxy + Cy 2 + Dx + Ey + F = 0 is a conic. In the
Proof: We proceed as in the proof of the theorem above to rotate the axes by an acute angle ϕ. A
[2(C − A) sin ϕ cos ϕ + B(cos2 ϕ − sin2 ϕ)]2 − 4(A cos2 ϕ + B sin ϕ cos ϕ + C sin2 ϕ)
123
This implies that the quantity B 2 − 4AC remains unchanged for any rotation. So, without loss of
generality, rotate the axes so that the xy term of the conic is eliminated. In other words, choose an
(A cos2 ϕ + B sin ϕ cos ϕ + C sin2 ϕ)u2 + (A sin2 ϕ − B sin ϕ cos ϕ + C cos2 ϕ)v 2
This implies that B 2 −4AC = −4(A cos2 ϕ+B sin ϕ cos ϕ+C sin2 ϕ)(A sin2 ϕ−B sin ϕ cos ϕ+C cos2 ϕ).
Case 1: Either A cos2 ϕ + B sin ϕ cos ϕ + C sin2 ϕ = 0 or A sin2 ϕ − B sin ϕ cos ϕ + C cos2 ϕ = 0.
Case 2: The quantities A cos2 ϕ + B sin ϕ cos ϕ + C sin2 ϕ and A sin2 ϕ − B sin ϕ cos ϕ + C cos2 ϕ have
In this case, B 2 − 4AC < 0 and the graph of the equation is an ellipse.
Case 3: The quantities A cos2 ϕ + B sin ϕ cos ϕ + C sin2 ϕ and A sin2 ϕ − B sin ϕ cos ϕ + C cos2 ϕ have
opposite signs.
In this case, B 2 − 4AC > 0 and the graph of the equation is a hyperbola. ■
Proof: If e = 1, then d(P, F ) = d(P, ℓ), which defines a parabola. So suppose that e ̸= 1. Set
F = (0, 0) and suppose ℓ is a line parallel to the y-axis d units to the right. In other words, set ℓ to
be the vertical line x = d, where d > 0. If the point P has polar coordinates (r, θ), then d(P, F ) = r
d(P, F )
=e ⇐⇒ x2 + y 2 = e2 (d − x)2
d(P, ℓ)
⇐⇒ d(P, F ) = e · d(P, ℓ) ⇐⇒ (1 − e2 )x2 + 2de2 x + y 2 = e2 d2
2
e2 d y2 e2 d2
⇐⇒ r = e(d − r cos θ) ⇐⇒ x + + = .
1 − e2 1 − e2 (1 − e2 )2
Consider two cases.
Case 1: e < 1
124
e2 d
x+
1 − e2 y2
⇐⇒ 2 2 + 2 2 = 1.
e d e d
(1 − e ) 2 2 1 − e2
2
e d ed ed
Set h = − ,a= , and b = √ .
1 − e2 1 − e2 1 − e2
Then,
e2 d
x+
1 − e2 y2
+ =1
e2 d2 e2 d2
(1 − e2 )2 1 − e2
2 2
(x − h) y
⇐⇒ + 2 = 1.
a2 b
This is an equation for an ellipse with center (h, 0). Now,
e4 d2
c2 = a2 − b2 = = −h2
(1 − e2 )2
⇐⇒ c = −h.
c
This implies that the point c, the origin, is a focus of a conic section. It also follows that e = .
a
Case 2: e > 1
An argument similar to the one in case 1 shows that the graph of the equation is a hyperbola with
c
e = , where c2 = a2 + b2 . ■
a
Definition 371: In the theorem above, the constant e is called the eccentricity of the conic.
ed ed
Theorem 372: A polar equation of the form r = or r = represents a conic
1 ± e cos θ 1 ± sin θ
with one focus at the origin and with eccentricity e.
Example 373:
10
(a) Show that the conic given by the equation r = is an ellipse.
3 − 2 cos θ
Proof: Consider the following.
10 10/3
r= = .
3 − 2 cos θ 1 − 2/3 cos θ
2
Since < 1, the equation represents an ellipse. ■
3
The curve is sketched below.
125
105 90 75
120 60
135 45
150 30
165 15
0 5 10
180 0
195 345
210 330
225 315
240 300
255 270 285
126
π
(b) Rotate the ellipse by an angle rad about the origin. Find a polar equation for the resulting
4
ellipse.
π 10
Replace θ with θ − . So the new equation is r = π.
4 3 − 2 cos θ −
4
105 90 75
120 60
135 45
150 30
165 15
0 5 10
180 0
195 345
210 330
225 315
240 300
255 270 285
Exercises
127
Chapter 60: Planetary Motion
Theorem 374 (Kepler’s Laws):
(i) A planet revolves around the sun in an elliptical orbit with the sun at one focus.
(ii) The line joining the sun to a planet sweeps out equal areas in equal times.
(iii) The square of the period of revolution of a planet is proportional to the cube of the length of
Definition 375: The position of a planet that is the closest to the sun is called the perihelion of
the planet.
Definition 376: The position of a planet that is the furthest from the sun is called the aphelion
of the planet.
Lemma 377: The polar equation of an ellipse with focus at the origin, semimajor axis a, eccentricity
a(1 − e2 )
e, and directrix x = d can be written as r = .
1 + e cos θ
Theorem 378: The perihelion distance from a planet to the sun is a(1 − e) and the aphelion
Example 379: Find a polar equation for the elliptical orbit of the earth around the sun (at one
focus) given that the eccentricity is about 0.017 and the length of the major axis is about 2.99 × 108
kilometers.
Note that 2a = 2.99 × 108 , which means that a = 1.495 × 108 . Hence, the earth’s orbit is described
(1.495 × 108 )[1 − (0.017)2 ] 43205.5
by the equation r = = .
1 + 0.017 cos θ 1 + 0.017 cos θ
Example 380: Find the perihelion and aphelion distances of the earth.
In this case, a = 1.495 × 108 and e = 0.017. So, the perihelion distance from the earth to the
sun is a(1 − e) = (1.495 × 108 )(1 − 0.017) = 146, 958, 500 kilometers, and the aphelion distance is
Exercises
128