MA1102R CALCULUS

Lesson 16
Wang Fei

[email protected]

Department of Mathematics
Office: S14-02-09
Tel: 6516-2937

Chapter 5: Integrals 2
Improper Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

Chapter 6:Inverse Functions andTechniques of Integration 14

Inverse Function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
Calculus of Inverse Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
Inverse Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

1
Chapter 5: Integrals 2 / 33

Improper Integral
Z b
• Recall in f (x) dx, f should be continuous on [a, b].
a
◦ However, f may have a discontinuity. What can we do?
• Suppose f is continuous on [a, b) and discontinuous at b.
Z b
◦ f (x) dx is not defined directly by Riemann sum.
a Z t
◦ But we can compute f (x) dx for every t ∈ [a, b).
a
y

y = f (x)

O a tttttttttttttttttt b x

3 / 33

Improper Integral
• Improper Integral for Discontinuous Integrands.
◦ Let f be continuous on [a, b), and discontinuous at b.
Z b Z t
f (x) dx = lim− f (x) dx.
a t→b a

◦ Let f be continuous on (a, b], discontinuous at a.

Z b Z b
f (x) dx = lim+ f (x) dx.
a t→a t
Z b
◦ Note that f (x) dx is the limit of integrals. We say
a
Z b
• f (x) dx converges if the limit exists, and
Za b
• f (x) dx diverges if the limit does not exist.
a

4 / 33

2
Examples
Z 5
1
• Find √ dx. An infinite discontinuity at 2.
2 x−2
5
1
Z
1) Find √
dx for t ∈ (2, 5].
t x−2
Z 5
1 √ x=5
√ dx = 2 x − 2  .

•
t x−2 x=t
Z 5
1 √ √ √
2) √ dx = lim+ (2 3 − 2 t − 2) = 2 3.
2 x−2 t→2

1
y= √
x−2

O 2 ttttttttttttttt 5 x

5 / 33

Examples
8
1
Z
• Evaluate √ dx. An infinite discontinuity at 0.
−1Z x
3

8 0 Z 8
dx dx dx
Z
√ = √ + √
−1
3
x −1
3
x 0
3
x
Z t Z 8
dx dx
= lim− √ + lim+ √
t→0 −1
3
x t→0 t 3 x
x2/3 x=t x2/3 x=8
= lim− + lim+
t→0 2/3 x=−1 t→0 2/3 x=t
 
 2/3
(−1)2/3
 2/3
t2/3
 
t 8
= lim− − + lim+ −
t→0 2/3 2/3 t→0 2/3 2/3
1 4 9
=− + = .
2/3 2/3 2
• This gives the motivation to define the improper integral if the discontinuity is in the interior of the
interval.

6 / 33

3
Improper Integral
• Suppose f has a discontinuity at c ∈ (a, b). We define
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx,
a a c
Z c Z b
if both f (x) dx and f (x) dx are convergent.
a c
◦ Z
In other words,
b Z t Z b
f (x) dx = lim− f (x) dx + lim+ f (x) dx.
a t→c a t→c t
Z b
• Graphically, the improper integral f (x) dx presents the net area of the unbounded region
a
between the graph of f and the x-axis from a to b.

7 / 33

Examples
• Suppose f is continuous on [a, b), and lim f (x) exists.
x→b−
y

Z b
Does f (x) dx still represent this area?
a
YES!
O a b x

(
f (x), x ∈ [a, b)
• g(x) = lim− f (x), x = b is continuous on [a, b].
x→b
Z b Z t
◦ f (x) dx = lim− f (x) dx
a t→b
Z t a Z b
= lim− g(x) dx = g(x) dx = Area.
t→b a a

8 / 33

4
Examples
Z 3
• Find ⌊x⌋ dx.
1
y
3

O x
1 2 3 4

◦ Z
The integral represents the area of the shaded region.
3 Z Z2 3
◦ ⌊x⌋ dx = 1 dx + 2 dx = 1 + 2 = 3.
1 1 2

9 / 33

Examples
Z 2
x3 − 1 x3 − 1
• Find dx. = x2 + x + 1 for all x 6= 1.
0 x−1 x−1
y

6 x3 − 1
y=
x−1
4
bc

O x
1 2

2 2
x3 − 1
Z Z
dx = (x2 + x + 1) dx
0 x−1 0
 3 x=2
x x2 20
= + +x = .
3 2 x=0 3
10 / 33

5
Improper Integral over Infinite Intervals
Z t
• Let f be a continuous function on [a, ∞). Then we can compute A(t) = f (x) dx for every
a
t ≥ a.
y

y = f (x)

O a ttttttttttttttttttttttttt x

◦ It is natural to define Z ∞ Z t
f (x) dx = lim f (x) dx.
a t→∞ a

11 / 33

Improper Integral over Infinite Intervals

Z t
• If f (x) dx exists for every t ≥ a, the improper integral of f from a to ∞ is
a Z ∞ Z t
f (x) dx = lim f (x) dx.
Z b a t→∞ a

• If f (x) dx exists for every t ≤ b, the improper integral of f from −∞ to b is

t Z b Z b
f (x) dx = lim f (x) dx.
−∞ t→−∞ t
• They are called convergent if the corresponding limits exist, and called divergent otherwise.
Z ∞ Z a Z ∞
• f (x) dx = f (x) dx + f (x) dx, if the two integrals on the right hand side are both
−∞ −∞ a
convergent.

12 / 33

6
 Examples
Z ∞
1
• Find dx, (p > 1, p ∈ Q).
1 xp
1 x1−p
Z
1) We first find dx = + C.
xp 1−p
Z t
1 x1−p x=t t1−p − 1
2) For all t > 0, p
dx = = .
1 x 1 − p x=1 1−p


t1−p − 1
Z ∞
1 0−1 1
3) p
dx = lim = = .
1 x t→∞ 1 − p 1−p p−1
Z ∞ Z ∞ Z a
• Find x dx. f (x) dx 6= lim f (x) dx.
−∞ −∞ a→∞ −a
∞ a 2 x=a
x 
Z Z
◦ x dx = lim x dx = lim
a→∞ 2 x=−a

−∞ a→∞ −a
 2
(−a)2

a
= lim − = lim 0 = 0. WRONG!
a→∞ 2 2 a→∞

13 / 33

Chapter 6:
Inverse Functions and
Techniques of Integration 14 / 33

One to One Functions

√
• Consider the two functions f (x) = 3
x and g(x) = 1/x.
◦ Do they have any common property?
y √ y 1
y = 3x y= x

O x O x

◦ Every horizontal line cuts each graph at most once.

◦ In other words, f and g never take on the same value twice (or more).
◦ This lends to the definition of one to one function.

15 / 33

7
One to One Functions
• Definition. Let f be a function with domain D .
◦ f is said to be one to one if
• for any a, b ∈ D , a 6= b ⇒ f (a) 6= f (b).
Or equivalently, (“P ⇒ Q” ⇔ “not Q ⇒ not P ”),
• for any a, b ∈ D , f (a) = f (b) ⇒ a = b.
In short, one to one means not many to one.
√
• Examples. f (x) = x and g(x) = 1/x.
3

√ √
3
◦ Suppose f (a) = f (b), i.e., 3 a = b.
√ 3 √
3 3
• Then ( 3 a) = ( b) . That is, a = b.

◦ Suppose g(a) = g(b), i.e., 1/a = 1/b.

• Then (1/a)−1 = (1/b)−1 . That is, a = b.

16 / 33

Inverse Functions
√
• f (x) = 3 x and h(x) = x3 are the inverse operation of each other.
f √ h √
x 3
x ( 3 x)3 = x

h f √
3
x x3 x3 = x

Definition. Let f be a one to one function with

◦ domain A and range B .
Its inverse function f −1 is the function with
◦ domain B and range A, and
◦ f −1 (y) = x ⇔ y = f (x) for any x ∈ A, y ∈ B .

17 / 33

8
One to One Functions
• Remark.
◦ By definition f −1 (y) = x ⇔ y = f (x).
• Then f −1 (f (x)) = x and f (f −1 (y)) = y .
In short, f −1 ◦ f = idA ,
f ◦ f −1 = idB ,
where idA : A → A, x 7→ x, idB : B → B, y 7→ y are the identity functions.
◦ f −1 is the inverse of f , and f is the inverse of f −1 ,
• So (f −1 )−1 = f .
◦ Note that −1 in f −1 is not an exponent.
• f −1 (x) is the inverse of function,
• (f (x))
−1
is the inverse of number.
√ √
If f (x) = 3 x, then f −1 (x) = x3 , (f (x))−1 = 1/ 3 x.

18 / 33

Find the Inverse Function

• Let f be a one to one function. Then it admits an inverse function f −1 . But how to find f −1 ?

• Recall that y = f (x) ⇔ f −1 (y) = x. We can thus apply the following procedure:
1. Write y = f (x).
2. Solve the equation for x in terms of y : x = f −1 (y).
3. Interchanging x and y to express f −1 as a function in variable x: y = f −1 (x).
• Interchanging x and y has the same effect as the reflection with respect to y = x.
◦ So the graph of f and f −1 are symmetric with respect to the straight line y = x.

19 / 33

9
Examples
√
• Find inverse of f (x) = x3 + 2 and g(x) = −1 − x.
3
1. Let y = f (x) = x + 2.
√
2. Solve x in terms of y : x = 3
y − 2.
√
3
3. Interchange x and y : f −1 (x) = y = x − 2.
√
1. Let y = g(x) = −1 − x, (x ≤ −1).
2. Solve x in terms of y : x = −y 2 − 1, (y ≥ 0).
3. Interchange x and y : g −1 (x) = −x2 − 1, (x ≥ 0).
y y
y = f (x)

y = f −1 (x) O x
y = g(x)

O x
y = g −1 (x)

20 / 33

Calculus of Inverse Functions

• Let f be a continuous function defined on an interval.
◦ If f is increasing, then f is one to one.
• a < b ⇒ f (a) < f (b) ⇒ f (a) 6= f (b).
Similarly, if f is decreasing, then f is one to one.
◦ If f is one to one, must f be increasing or decreasing?
• Let f be 1-1 continuous on [0, 1] with f (0) < f (1).
y
b

b b

O a 1 x
λa b
λb + (1 − λ)

Suppose f is not increasing. Then there exist 0 ≤ a < b ≤ 1 such that f (a) > f (b).
◦ Define g(x) = f (xa) − f (xb + (1 − x))
• g(0) = f (0) − f (1) < 0, g(1) = f (a) − f (b) > 0.
◦ By I.V.T., g(λ) = 0 at some λ ∈ (0, 1).
• f (λa) = f (λb + (1 − λ)),
• λa = λb + (1 − λ) because f is 1-1.
◦ But λa ≤ a < b ≤ λb + (1 − λ), a contradiction.

21 / 33

10
Calculus of Inverse Functions
• Lemma. If f is a one to one continuous function defined on an interval.
◦ Then f is either increasing or decreasing.

• Suppose f is one to one and continuous on an interval.

◦ Then the graph of f has no break.
◦ The graphs of f and f −1 are symmetric.
• They are of the same shape.
◦ So the graph of f −1 has no break as well.
In other words, f −1 should be continuous.
• Lemma. If f is a one to one continuous function defined on an interval.
◦ Then the inverse function f −1 is also continuous.

22 / 33

Calculus of Inverse Functions

• Proof. Suppose f is increasing on I . Let g = f −1 .
◦ Let a ∈ I . We prove that g is continuous at b = f (a).
Observe that g is also increasing: Let u < v .
• g(u) > g(v) ⇒ u = f (g(u)) > f (g(v)) = v ;
• g(u) = g(v) ⇒ u = f (g(u)) = f (g(v)) = v .
For ǫ > 0. Take δ = f (a + ǫ) − f (a).
0< y−b< δ ⇒b <y < b+δ
⇒ g(b) < g(y) < g(b + δ)
⇒ a < g(y) < a + ǫ
⇒ 0 < g(y) − a < ǫ.

That is, lim g(y) = a. Similarly, lim g(y) = a.

y→b+ y→b−
◦ Therefore, lim g(y) = a = g(b). So g is continuous.
y→b

23 / 33

11
 Calculus of Inverse Functions
• Theorem. Let f be a one to one continuous function defined on an interval.
◦ If f is differentiable at a, and f ′ (a) 6= 0,
◦ then f −1 is differentiable at b = f (a),
1
and (f −1 )′ (b) = .
f ′ (a)
y
y = f (x)

b (a, b)

y = f −1 (x)

(b, a)
b

O x

24 / 33

Calculus of Inverse Functions

• Proof. Let’s compute (f −1 )′ (b) directly.
◦ x = f −1 (y) ⇔ f (x) = y , a = f −1 (b) ⇔ f (a) = b.
f −1 (y) − f −1 (b) x−a
(f −1 )′ (b) = lim = lim .
y→b y−b y→b f (x) − f (a)

◦ f −1 is continuous: y → b ⇒ f −1 (y) → f −1 (b) ⇒ x → a.

x−a 1 1
(f −1 )′ (b) = lim = = ′ .
x→a f (x) − f (a) f (x) − f (a) f (a)
lim
x→a x−a
dy dx
• In Leibniz notation, f ′ (x) = , (f −1 )′ (y) = .
dx dy
dx  1 dx 1
◦ =  ,or simply = .
dy y=b (dy/dx) x=f −1 (b) dy dy/dx
 

25 / 33

12
Example
• Let f (x) = x2 on [0, 2]. Find (f −1 )′ (1).
√ 1
◦ Method 1: (f −1 )(x) = x. Then (f −1 )′ (x) = √ .
2 x
1  1
• (f ) (1) = √ 
−1 ′
= .
2 x x=1 2
◦ Method 2: f (1) = 1, and f ′ (x) = 2x. Then
1 1
• (f ) (1) = ′ = .
−1 ′
f (1) 2
y
y = x2

√
y= x

O x

• The advantage of Method 2 is that we can find (f −1 )′ without knowing the explict expression of
f −1 .

26 / 33

Inverse Sine Function

• Let y = sin x. It is not one to one on R.
y
y = sin−1 x

O x
−π
2
π
2

y = sin x
−1

◦ But we can restrict the domain on [− π2 , π2 ].

Then sin x is one to one on [− π2 , π2 ], range = [−1, 1].
◦ The inverse sine function is
• sin−1 with domain [−1, 1] and range [− π2 , π2 ].
• sin−1 x = y ⇔ x = sin y .

27 / 33

13
Inverse Cosine Function
• Let y = cos x. It is not one to one on R.
y
3

y = cos−1 x

1
y = cos x

−π −π O π π
2 2

−1

But cos x is one to one on [0, π], range = [−1, 1].

◦ The inverse cosine function is
• cos−1 with domain [−1, 1] and range [0, π].
• cos−1 x = y ⇔ x = cos y .

28 / 33

Inverse Trigonometric Functions

• We have the following inverse trigonometric functions from the given domain to its range:
◦ tan−1 x : R → (− π2 , π2 ).
◦ cot−1 x : R → (0, π).

y y

y = tan x π
π
y = cot x
2

π
2
y = cot−1 x
−π O π x
2 2

y = tan−1 x
O π π x
2
−π
2

29 / 33

14
 Inverse Trigonometric Functions
• We have the following inverse trigonometric functions from the given domain to its range:
◦ sec−1 x : R\(−1, 1) → [0, π2 ) ∪ [π, 3π
2
),
π 3π
◦ csc x : R\(−1, 1) → (0,
−1
y 2
] ∪ (π, 2 ]. y

4 y = sec x 4 y = csc x

3 3

2 y = sec−1 x 2 y = csc−1 x

1 1
x
x
O π π 3π O π π 3π
2 2 2 2
−1 −1

• Do you know why sec x and csc x must be restricted in the domain [0, π2 ) ∪ [π, 3π
2
) and
(0, π2 ] ∪ (π, 3π
2
], respectively?

30 / 33

Derivative of Trigonometric Functions

• Recall the inverse sine function sin−1 x : [−1, 1] → [− π2 , π2 ]. What is (sin−1 x)′ ?
◦ Let y = sin−1 x ∈ [− π2 , π2 ]. Then sin y = x.
p √
cos y ≥ 0 ⇒ cos y = 1 − sin2 y = 1 − x2 .
1 1 1
∴ (sin−1 x)′ = = = √ , −1 < x < 1.
(sin y)′ cos y 1 − x2
• The inverse cosine function cos−1 x : [−1, 1] → [0, π].
◦ Let y = cos−1 x ∈ [0, π]. Then cos y = x.
p √
sin y ≥ 0 ⇒ sin y = 1 − cos2 y = 1 − x2 .
1 −1 −1
∴ (cos−1 x)′ = = =√ , −1 < x < 1.
(cos y) ′ sin y 1 − x2
• (sin−1 x + cos−1 x)′ = 0 on (−1, 1).
π
◦ sin−1 x + cos−1 x = sin−1 (0) + cos−1 (0)= .
2
31 / 33

15
Derivative of Trigonometric Functions
• The inverse secant function sec−1 x:
◦ Let y = sec−1 x. Then x = sec y . p
tan2 y + 1 = sec2 y ⇒ tan y = ± sec2 y − 1.
We want to choose intervals on which tan y ≥ 0:
sec−1 x : (−∞, −1] ∪ [1, ∞) → [0, π2 ) ∪ [π, 3π
2
).
1 1 1
• (sec−1 x)′ = = = √ .
(sec y)′ sec y tan y x x2 − 1
bc

tan y ≤ 0 tan y ≥ 0

tan y ≥ 0 tan y ≤ 0

bc

32 / 33

Derivative of Inverse Trigonometric Functions

• Similarly we can compute the derivatives of other inverse trigonometric functions. (Exercise)
1
◦ (tan−1 x)′ = , x ∈ R.
1 + x2
−1
◦ (cot−1 x)′ = , x ∈ R.
1 + x2
1
◦ (sec−1 x)′ = √ , |x| > 1.
x x2 − 1
−1
◦ (csc−1 x)′ = √ , |x| > 1.
x x2 − 1
• We also have the following identities:
π
◦ tan−1 x + cot−1 x = , x ∈ R.
2
 π2 , if x ≥ 1,


◦ sec−1 x + csc−1 x =
5π
, if x ≤ −1.

2

33 / 33

16