Applied Mathematics II module

CHAPTER 1
Sequence and Series
Introduction
One of the basic notions of analysis is that of a sequence (finite or infinite). It is closely connected
with the theory of mappings and sets, and it is as much important as sets and points are to
mathematics. Therefore we consider it here.

In this chapter we will study sequences from different angle. For instance, one can define
sequences as functions for they are helpful in the study of series. Series, we will see on chapter
two, can be used to represent many of the differentiable functions such as polynomial, exponential,
logarithmic etc. functions. A major advantage of the series representation of functions is that it
2
allows us to evaluate integrals of the form ∫ sin √xdx and ∫ e−x dx and also approximate numbers
such as ℮, π and √2.

We can also define sequences as a map whose domain consists of all positive integers (it may
contain zero). Since the domain of a sequence is known to consist of positive integers, we often
omit and give the range, specifying the terms an in order of their indices.

Also the convergence, divergence, monotonocity and boundedness properties of a sequence which
helps us in the study of the upcoming chapters will be dealt on.

Unit Objectives:

On the completion of this unit, students should be able to:

 understand the definition of a sequence;

 find limit of different sequences;
 realize convergence or divergence of a sequence;
 Understand boundedness of sequences;
 Understand the idea of monotonocity in case of sequences;
 Understand the relation between convergence and boundedness in case of sequences.

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 Applied Mathematics II module

1.1 Definition and types of sequence

Let us start off this section with a discussion of just what a sequence is. A sequence is nothing
more than a list of numbers written in a specific order. The list may or may not have an infinite
number of terms in them although we will be dealing exclusively with infinite sequences in this
class.
A sequence can be thought of as a list of numbers written in a definite order:
a1 , a2 , a3 , a4 ,.....an ,...
The numbers
a1 is called the first term,
a 2 is the second term,
.
.
.
a n is the nth term.

We will deal exclusively with infinite sequences and so each term a n will have a successor 𝑎𝑛−1 .

Notice that for every positive integer n there is a corresponding number a n and so a
Sequence can be defined as a function whose domain is the set of positive integers. But we
usually write a n instead of the function notation f (n) for the value of the function at the number
n.

Definition 1: A sequence of real numbers is a function f: N → R. A sequence can be

written as f 1 , f 2 , f 3 , … . Usually, we will denote such a sequence by the symbols
∞
an n=1 where an = f n .

Notation: The sequence a1 , a2 , a3 , a4 ,.....an ,... is also denoted by

an  or an n1

A Sequence is like a set, except:

 the terms are in order (with Sets the order does not matter)
 the same value can appear many times (only once in Sets)

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 Applied Mathematics II module

Example 1: {0, 1, 0, 1, 0, 1 ...} is the sequence of alternating 0s and 1s.

The first term is 0, the second term is 1, the third term is 0, and so on, where as the set would
be just {0, 1}

A Sequence usually has a Rule, which is a way to find the value of each term.

Example 2: the sequence {3, 5, 7, 9 ...} starts at 3 and jumps 2 every time:

As a formula, Saying "starts at 3 and jumps 2 every time" is fine, but it doesn't help us to
calculate the:

 10th term,
 100th term, or
 nth term, where n could be any term number we want.

So, we want a formula with "n" in it (where n is any term number).

So, What Would A Rule For {3, 5, 7, 9 ...} Be?

Firstly, we can see the sequence goes up 2 every time, so we can guess that a Rule will be
something like "2 times n" (where "n" is the term number). Let's test it out:

Test Rule: 2n

N Term Test Rule

1 3 2n = 2×1 = 2
2 5 2n = 2×2 = 4
3 7 2n = 2×3 = 6

That nearly worked ... but it is too low by 1 every time, so let us try changing it to:

Test Rule: 2n+1

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N Term Test Rule

1 3 2n+1 = 2×1 + 1 = 3
2 5 2n+1 = 2×2 + 1 = 5
3 7 2n+1 = 2×3 + 1 = 7

It Works!

So instead of saying "starts at 3 and jumps 2 every time" we write this:

2n+1

Now we can calculate, for example, the 100 th term by inserting 100 in place of n:

I.e. 2 × 100 + 1 = 201

Since mathematics is so powerful we can find more than one Rule that works for any sequence.

Remark 1:

1. If the numbers a1 , a2 , a3 , … , an , … are real numbers, then the sequence is called real
sequence.
2. In the sequence a1 , a2 , a3 , … , an , … ,
 a1 is called the first term
 a2 is called the second term.
In general, an is called the nth – term of the sequence.
3. Each term of a sequence has a successor and as a result it is called an infinite sequence.
4. n - does not have to start at 1. Sometimes it starts from 0 and some positive integer m.
5. The order of the elements (terms) of the sequence matters.
Example 3: The sequence 1, 2, 3… is different from the sequence 2, 3, 1 …
We may also define a sequence as a function

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Example 4: Calculate the first four terms of this sequence:

∞
a. {an} = {(-1/n)n } C) 6 n=1
2n−1 ∞ n ∞ 2n−1 ∞
b. { 5n+2 } D) 1 + 0.25 n=0 d. { }
n=0 n−2 n=3

Solution:

a. a1 = (-1/1)1 = -1
a2 = (-1/2)2 = ¼
a3 = (-1/3)3 = -1/27
a4 = (-1/4)4 = 1/256, therefore, {an} = { -1, 1/4, -1/27, 1/256, ... }

In a similar way,

Sequence nth – term of an The first four terms

2n−1 ∞ 2n − 1 −1 1 3 5
b. { 5n+2} an = , , ,
n=0 5n + 2 2 7 12 17

∞
c. 6 n=1 an = 6 6 ,6 ,6 ,6

n ∞
c. 1 + 0.25 n=0 an 2 , 1.25 ,1.063,1.016 ,1.004
n−1
= 1 + 0.25

Activity 1.1

1. Calculate the first five terms of the following sequences

a) b) c)

2. Find a formula for the general term an of the sequence

2 3 4 5
a) , 25 , 125 , 625 … b) 5,1,5,1,5,1, …
5

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1.2 Types of Sequences

Now let's look at some special sequences, and their rules.

1.2.1 Infinite or Finite sequence

If the sequence goes on forever it is called an infinite sequence,

otherwise it is a finite sequence

Example 5:

a) {1, 2, 3, 4...} is a very simple sequence (and it is an infinite sequence)

b) {20, 25, 30, 35 ...} is also an infinite sequence

c) {1, 3, 5, 7} is the sequence of the first 4 odd numbers (and is a finite sequence)

d) {4, 3, 2, 1} is 4 to 1 backwards

e) {1, 2, 4, 8, 16, 32 ...} is an infinite sequence where every term doubles

f) {a, b, c, d, e} is the sequence of the first 5 letters alphabetically

g) {f, r, e, d} is the sequence of letters in the name "fred"

h) {0, 1, 0, 1, 0, 1 ...} is the sequence of alternating 0s and 1s (yes they are in order, it is an
alternating order in this case)

1.2.2 Arithmetic Sequences

In an Arithmetic sequence the difference between one term and the next is a constant.
In other words, you just add some value each time ... on to infinity.

Example: Consider the sequence 1, 4, 7, 10, 13, 16, 19, 22, 25...

This sequence has a difference of 3 between each number.

Its Rule is 𝑎𝑛 = 3𝑛 − 2

In General you could write an arithmetic sequence like this:

{a, a+d, a+2d, a+3d, ...}

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Where:

 a is the first term, and

 d is the difference between the terms (Usually called the "common difference")

And you can make the rule by:

𝑎𝑛 = 𝑎 + 𝑑 𝑛 − 1

(We use "𝑛 − 1" because d is not used in the 1st term).

1.2.3 Geometric Sequence

In a geometric sequence each term is found by multiplying the previous term by a constant.

Example: Consider the sequence 2, 4, 8, 16, 32, 64, 128, 256...

This sequence has a factor of 2 between each number.

Its Rule is 𝑎𝑛 = 2n

In General you could write an arithmetic sequence like this:

{a, ar, ar2, ar3, ... }

Where:

 a is the first term, and

 r is the factor between the terms (called the "common ratio")

Note that: r should not be 0.

 Because when r  0 , you get the sequence {a,0,0,...} which is not geometric

And the rule is: 𝑎𝑛 = 𝑎𝑟 𝑛−1

(We use "𝑛 − 1" because 𝑎𝑟 0 is the 1st term)

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1.3 Convergence properties of Sequences

For any sequence a n nm we may consider the behavior of a n as n increases without bound.


 n 
What happens for the sequence a n    as the value of n increases without bound?
 n  1
Check by listing few terms. In this case, as the value of n increases without bound, we write it as
n
Lim . In general, the notation Lim an  L means that the terms of the sequence a n
n  n 1 n 

approach L as n becomes large. Notice that the following definition of the limit of a sequence is
very similar to the definition of a limit of a function at infinity.

Definition 2: Let be a sequence. A number L is the limit of if for

every there is an integer N such that if .

In this case we write , if such a number L exists, we say that

converges to L or that exists. If such a number L does not exist, we say

that diverges or that does not exist.

Note that as limit of functions, the limit of a sequence is unique if it exists.

∞
Definition 3: : A sequence an n=1 is said to diverge to

(i). ∞ if for every positive number M , there is an positive integer N such that if
n > N , then an > M , and write it as lim an = ∞ .
n→∞

(ii). −∞ if for every positive number M, there is a positive integer N such that if
n > N , then an < M . We write it as lim an = −∞ .
n→∞

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In order to conclude that weather a given sequence is convergent or divergent it is suffices to

compute the limit of the sequence as the value of n increases without bound, and if this limit
exists then the sequence converges otherwise diverge.
n
Example1: Compute Lim and conclude the sequence as convergent or divergent.
n  n 1
Solution: The method computing the limit is similar to the one we used in case of finding limit
of functions: Divide numerator and denominator by the highest power of n and then use the
Limit Laws.

𝑛 1 lim 1
𝑛→∞
lim = lim = =1
𝑛→∞ 𝑛 + 1 𝑛→∞ 1 1
1+ lim 1 + lim
𝑛 𝑛→∞ 𝑛→∞ 𝑛

Hence the limit of the sequence exists and we conclude that the sequence converges ( and converges to 1)


 1  
n

Example 2: Check weather the sequence 1    is convergent or divergent

 n    n 1

Solution: First let’s compute the limit

1 𝑛 1+
1 𝑛
lim 1 + = lim 𝑒 𝑛
𝑛→∞ 𝑛 𝑛→∞
1 𝑛
lim (1+ )
= 𝑒𝑛→∞ 𝑛 =𝑒
Since the limit of the sequence exists it is convergent, more over it converges to e .
 
Example 3: Check whether the sequence  1 is convergent or divergent
n

Solution: First let’s compute the limit

𝑛
lim −1 = 1 if n is even and −1 if n is odd
𝑛→∞

𝑛  1 if n is even
i.e. lim −1 =
𝑛→∞
 1 if n is odd

Or if we write out the terms of the sequence, we obtain

 1, 1,1, 1,1, 1,1,............
Since the terms oscillate between 1 and -1 infinitely often, a n   1 does not approach any number.
n

Thus, Lim a n does not exist;that is, the sequence a n   1 is divergent.

n
n 

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This implies the limit does not converge to a unique number, hence we conclude that the limit doesn’t
exist, so this sequence is a divergent sequence.
Note that A sequence an which converges to zero is called null sequence.

Activity 2: by computing the limit of the following sequences decide whether the
given sequence is convergent or divergent

a) c) e) −8

𝑛2
b) d) f) 𝑛2 +1

2. Verify that the sequence is convergent if and divergent for all other

values of r.

In this section we continue our analysis of the convergence and divergence of sequences. Since sequences
are functions, we may add, subtract, multiply, and divide sequences just as we do for functions on
Applied Mathematics I. Rules for computing the limits of combination of sequences are analogous to the
rules for limits of combinations of functions. We present these rules now.
∞ ∞
Definition 4: Let an n=1 and bn n=1 are convergent sequences and c is a scalar. Then

∞
 The sum an + bn n=1
∞
 Any scalar multiple can n=1
∞
 The product an bn n=1

a ∞
The quotient {bn } provided lim bn ≠ 0 are all convergent sequence.
n n=1 n→∞

Properties of convergence sequence

i. lim an ± bn = lim an ± lim bn

n→∞ n→∞ n→∞

ii. lim c. an = c. lim an

n→∞ n→∞

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iii. lim an . bn = lim an . lim bn

n→∞ n→∞ n→∞

an lim an
iv. lim = n→∞
provided lim bn ≠ 0
n→∞ bn lim bn
n→∞
n→∞

v. lim c = c where c is a constant.

n→∞

vi. lim an p = lim an p

provided p > 0 and an > 0 .
n→∞ n→∞
lim an
vii. lim ean = en→∞
n→∞

viii. If an ≤ bn , then lim an ≤ lim bn

n→∞ n→∞

In order to compute the limit of sequences we can use the following theorem without proof.
Theorem 1: Given the sequence a n  if we have a function f(x) such that f ( x)  an and

Lim f ( x)  L then Lim a n  L

x  n 

This theorem is basically telling us that we take the limits of sequences much like we take the limit of
functions. In fact, in most cases we’ll not even really use this theorem by explicitly writing down a
function. We will more often just treat the limit as if it were a limit of a function.
Theorem 2: If Lim an  0 then Lim an  0
n n

This theorem is convenient for sequences that alternate in signs and note that it will only work if the
sequence has a limit of zero.
Note that before moving on we need to give a warning about misusing Theorem 2. Theorem 2 only works
if the limit is zero. If the limit of the absolute value of the sequence terms is not zero then the theorem
will not hold. See example (d) below

 3n 2  1 
Example 4: Determine if the sequences  2 
converge or diverge. If the sequence converges
10n  5n  n 2
determine its limit.
Solution:
In this case all we need to do is recall the method that was developed in Applied Mathematics I to deal
with the limits of rational functions.[Please if you do not remember go to Applied Mathematics I and read
about Limit]
To do a limit in this form all we need to do is factor from the numerator and denominator
the largest power of n, cancel and then take the limit.

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1 1 1
n 2 (3 
) 3  2 Lim(3  2 )
3n  1 n = 30 = 3
2 2
Lim = Lim n = Lim n = n 
n  10n  5n 2 n  10 n   10 10 05 5
n 2 (  5)  5 Lim(  5)
n n n   n
3
So the sequence converges and its limit is
5

 e 2n 
Example 5: Determine if the sequences   converge or diverge. If the sequence
 n  n 1
Converges determine its limit.
Solution:
We will need to be careful with this one. We will need to use L’Hospital’s Rule on this sequence. The
problem is that L’Hospital’s Rule only works on functions and not on sequences. Normally this would be

e2x
a problem, but we’ve got Theorem 1 from above to help us out. Let’s define f ( x)  and note that,
x
e 2n
f ( n) 
n
Theorem 1 says that all we need to do is take the limit of the function.

e 2n e2x
Lim = Limf ( x)  Lim
n  n x  x  x
2e 2 x
= Lim = 
x  1
So, the sequence in this part diverges (to  ).
More often than not we just do L’Hospital’s Rule on the sequence terms without first
converting to x’s since the work will be identical regardless of whether we use x or n.
However, we really should remember that technically we can’t do the derivatives while dealing with
sequence terms.
2n −1 ∞
Example 3: Determine if the sequences { 3n+5 } converge or diverge. If the sequence
𝑛=1

Converges determine its limit.

Solution: Dividing each term by the highest power of n , we get
1
2n −1 2−
lim = lim n
5
n→∞ 3n+5 n→∞ 3+
n
1 1
lim 2 − lim 2 – lim 2−0 2
n n→∞n
= n→∞
5 = n→∞
5 = =
lim 3+ lim 3 + lim 3+0 3
n→∞ n n→∞ n→∞n

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2
Therefore, since the limit of the sequence is exists, then the sequence is convergent and converge to 3.

Example 6: Determine if the sequences (1) 2n 

n 0 converge or diverge. If the sequence

Converges determine its limit.

Solution:
For this sequence all that we need to do is acknowledge that Lim (1)  doesn't exist to get that the
n 

sequence is divergent. If you’re not convinced that this limit doesn’t exist
write down the first few terms of the sequence.

 1 
n 
n 0  1,1, 1,1, 1,1, 1,1,... 
In order for a limit to exist the terms must be settling down towards a specific value and
these clearly will never do that.
We now need to take a look at some more terminology and definitions for sequences.
Techniques for computing limits of a sequence
Theorem 3: Let f be a continuous function, then lim f an = f lim an .
n→∞ n→∞
nπ
Example 7: Find the lim sin
n→∞ 2n+1
nπ nπ π π
Solution: lim sin = sin lim = sin lim = sin = 1.
n→∞ 2n+1 n→∞ 2n+1 n→∞ 2+1⁄n 2

f n
Theorem 4 (L’Hospital’s rule). Suppose an = f n and bn = g n . If lim is of the form
n→∞ g n
∞ 0 f n f′ n
or , then lim = lim
∞ 0 n→∞ g n n→∞ g′ n

Example 8: Show that

x n
lim 1 + n = ex .
n→∞

x
x n
Solution: We know that 1 + = en ln 1+
n .
n
x
x n
Then, lim 1 + n = lim en ln 1+
n
n→∞ n→∞

Then,
x
ln 1+
x n x x n
n ln 1+ lim n ln 1+ lim 0
lim (1 + n) = lim e n = en→∞ n =e n→∞ n is form.
n→∞ n→∞ 0
x n
Then by L’Hospital’s rule, lim 1 + n = ex .
n→∞

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Activity 3:

1. Determine whether the sequence converges or diverges. If it converges, find the limit
3+5𝑛2
a. 𝑎𝑛 = 𝑛+𝑛2
𝑛+1
b. 𝑎𝑛 = 3𝑛−1

5+𝑠𝑖𝑛 𝑛
2. Find the limit of 𝑙𝑖𝑚 .
𝑛→∞ 𝑛

1.4. Bounded Monotone Sequences

Definition 5: Given any sequence we have the following.

1. We call the sequence is increasing if for every n.

2. We call the sequence is decreasing if for every n.

3. If is an increasing sequence or is a decreasing sequence we call it is monotonic sequence.

4. If there exists a number m such that for every n we say the sequence is bounded below. The

number m is sometimes called a lower bound for the sequence.

5. If there exists a number M such that for every n we say the sequence is bounded above. The

number M is sometimes called an upper bound for the sequence.

6. If the sequence is both bounded below and bounded above we call the sequence is bounded.

Note that in order for a sequence to be increasing or decreasing it must be increasing/decreasing for every
n. In other words, a sequence that increases for three terms and then decreases for the rest of the terms is
not a decreasing sequence!

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Before moving on we should make a quick point about the bounds for a sequence that is bounded above
and/or below. We’ll make the point about lower bounds, but we could just as easily make it about upper
bounds.

A sequence is bounded below if we can find any number m such that m  a n for every n.

Note however that if we find one number m to use for a lower bound then any number smaller than m will
also be a lower bound. Also, just because we find one lower bound that doesn’t mean there won’t be a
better lower bound for the sequence than the one we found. In other words, there are an infinite number of
lower bounds for a sequence that is bounded below, some will be better than others. In my class all that
I’m after will be a lower bound. I don’t necessarily need the best lower bound, just a number that will be a
lower bound for the sequence.
We also have the following theorem about bounded and monotonic sequences.

Theorem 5: If a n is bounded and monotonic then a n  is convergent.

Proof: Suppose a n  is an increasing sequence. Since a n  is bounded, the set

S  aa : n  1 has an upper bound. By the Completeness Axiom [which says that if S is a nonempty
set of real numbers that has an upper bound M ( x  M for all x in S ) , then S has a least upper bound

say b . (This means that b is an upper bound for S , but if M is any other upper bound, then b  M .)
The Completeness Axiom is an expression of the fact that there is no gap or hole in the real number line]
it has a least upper bound say L .

Given   0, L   , is not an upper bound for S (since L is the least upper bound).

Therefore,

aN  L   for some integer N.

But the sequence is increasing so a n  a N for every n  N .

Thus, if n  N we have an  L  

So 0  L  an   Since a n  L .

Thus L  an   whenever n  N

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So Lim a n  L
n 

Note that a similar proof (using the greatest lower bound) works if a n  is decreasing. The proof of this

Theorem shows that a sequence that is increasing and bounded above is convergent. (Likewise, a
decreasing sequence that is bounded below is convergent.) This fact is used many times in dealing with
infinite series.

Theorem 6:

∞ ∞
i. If an n=1 converges, then an n=1 is bounded.
∞ ∞
ii. If an n=1 is unbounded, then an n=1 diverges

Example 1: Determine whether the following sequences are bounded or unbounded

2 ∞
a. { 1 + n }
n=1

2
Solution: Here we can see that |1 + n| ≤ 3 for every n ≥ 1. Thus, it is bounded.

b. 1 , 2 , 3 , 4 ,…

∞
Solution: The defined formula for the sequence is n n=1 . Clearly, n ≥ 1 for all n =
∞
1 , 2 , 3 , … . Therefore n n=1 is bounded below.

But it is not bounded above as there is no M such that the condition a𝑛 ≤ M for every n ≥ 1 is
satisfied. Therefore, it is unbounded.

How to show a given sequence is monotone

Method I: First find an+1 , then we say that the sequence is

 Monotone increasing if
o an+1 ≥ an
o an+1 − an ≥ 0
an+1
o ≥ 1 if an > 0
an

 Monotone decreasing if

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o an+1 ≤ an
o an+1 − an ≤ 0
an+1
o ≤ 1 if an > 0
an

Method II. Since sequences are functions, then what is applicable for functions is also true for
sequences. Therefore, using the first derivative test we can determine whether or not a given
sequence is convergent or divergent.

Step I. Let f n = an .
Step II. Find the first derivative of the functions, i.e., f ′ x .
Step III. If
(i). f ′ x > 0 for all x or f ′ x ≥ 0 for all x and f ′ x = 0 for finitely many
values of x, then the sequence is increasing.
(ii). f ′ x < 0 for all x or f ′ x ≤ 0 for all x and f ′ x = 0 for finitely many values
of x, then the sequence is decreasing.
Example 2: Determine whether or not the following sequences are monotonic.
a. −𝑛2
Solution:𝒂𝒏 = −𝑛2 then 𝒂𝒏+𝟏 = − 𝑛 + 1 2

This sequence is a decreasing sequence (and hence monotonic) because,  n 2  (n  1) 2 for every n.

n ∞
b. { 2n+1 }
n=1

n n+1 n+1
Solution: Given an = , then we obtain an+1 = = .
2n+1 2 n+1 +1 2n+3

n n+1 2n2 +3n − 2n2 +3n+1 −1

an − an+1 = − 2n+3 = = < 0 for all n ≥ 1.
2n+1 2n+1 2n+3 2n+1 2n+3

n ∞
Thus, by definition, the sequence { 2n+1 } is increasing sequence.
n=1

Example 3: Determine whether or not the following sequences convergent or not

a.  1 
n 1 
n 1

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 Applied Mathematics II module

Solution:

The sequence terms in this sequence alternate between 1 and -1 and so the sequence is not monotonic as
it is neither increasing nor decreasing. It is bounded however since it is bounded above by 1 and bounded
below by -1. This sequence is divergent.


2
b.  2
 n  n 5

Solution:

2 2
This sequence is a decreasing sequence (and hence monotonic) since, 
n 2
(n  1) 2

The terms in this sequence are all positive and so it is bounded below by zero. Also, since the sequence is
a decreasing sequence the first sequence term will be the largest and so we can see that the sequence will
2
also be bounded above by . therefore, this sequence is bounded. Theorem 3 above says that this
25
sequence is then convergent since it is both bounded and monotonic. A quick limit can verify that this
sequence is convergent and its value is zero.

Activity 4:
1. Show that the sequence,

𝑛
a) 𝑎𝑛 = 2𝑛+1 is increasing
1 1
b) 𝑎𝑛 = − 𝑛2 is decreasing
𝑛

2. Determine whether the following sequence are monotonic and/or bounded

sequence
𝑛+1 −2 4 −8
a. 𝑎𝑛 = c) {1, , 9 , 27 , … }
3𝑛+1 3
𝑛 𝑛2
b. 𝑎𝑛 = d) 𝑎𝑛 = 𝑛 −
𝑛+1 𝑛+1

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 Applied Mathematics II module

1.5 Infinite series

In this section we will introduce the topic that we will be discussing for the rest of this chapter.
That topic is series. We are going to add these elements of the sequence so as to obtain an infinite
series. Moreover, the partial sums of a sequence and the partial sums of a series which helps us in
determining the convergence of a series will be dealt on.
So just what is a series?
∞
Definition 6: Let an n=1 be a sequence of real numbers, then the expression a1 + a2 +
a3 + … + an + … which is denoted by ∑∞ ∞
i=1 a i , that is, ∑i=1 a i = a1 + a 2 + a 3 + … +

an + … is called an infinite series.

Example


 2  4  6  8  10  .......... =  2n
n 1


 1  2  3  4  ....  n  .... = n
n 1


1 1 1 1 1 1 1
      .......  n  .... =  n
2 4 8 16 32 2 n 1 2

Remark 1: Consider the series ∑∞

i=1 a i = a1 + a 2 + a 3 + … + a n + … , then

i. an is called the nth - term of the series and an = Sn − Sn−1 .

ii. Let Sn = ∑nk=1 ak = a1 + a2 + a3 + … + an , then Sn is called the nth - partial
sum of the series.
∞
iii. Sn n=1 where Sn is the nth – partial sum is called the sequence of partial sums.
To define the sum of an infinite series, we require the definition of partial sums

Definition 7: : Let ∑∞
n=1 an be an infinite series. Let sn = a1 + a2 + a3 + … + an ,then

sn = ∑nk=1 ak is called the nth – partial sum of the series and Sn ∞

n=1 where Sn is the nth
– partial sum is called the sequence of partial sums of the series.
Let an ∞ n=1 be a sequence of real numbers, then the expression a1 + a 2 + a 3 + … +
Example
an + …1: ∑∞ a i i=1 ∑∞ a i = a 1 + a 2 + a 3 + … + a n + …
i=1
a. For each positive integer n, assume an = 1 , then find

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 Applied Mathematics II module

i. The series?
ii. The nth – partial sum of the series?
iii. The sequence of partial sums?
∞
Solution: The general term of the sequence an n=1 is given by an = 1 , and from this we
obtain the first few terms of the sequence as : a1 = 1 , a 2 = 1 , a 3 = 1 , …
i. The series is given by ∑∞
n=1 a n = a1 + a 2 + a 3 + … + a n + ⋯

=1+1+1+⋯ or = ∑∞
n=1 1

ii. The nth – partial sum of the series is given by

Sn = ∑nk=1 ak = a1 + a2 + a3 + … + an
= ⏟
1 + 1 + 1 + ⋯+ 1 = n × 1 = n
n−times

Hence sn = n
∞ ∞
iii. The sequence of partial sums is given by Sn n=1 = n n=1 = 1,2,3,4, …
∞
or Sn n=1 = s1 , s2 , s3 , s4 , … where s1 = a1 , s2 = a1 + a2 , s3 =
a1 + a2 + a3 , s4 = a1 + a2 + a3 + a4
∞
Therefore, Sn n=1 = s1 , s2 , s3 , s4 , … = 1,2,3,4, …
1
b. Let an = n n+1 , then find

i. The series?
ii. The nth – partial sum of the series?
iii. The sequence of partial sums?
1 1
Solution: given the nth −term of the sequence an = n n+1 , then from this we obtain a1 = 2 ,
1 1 1
a2 = 6 , a3 = 12 , a4 = 20 , …

i. The series is given by

∑∞
n=1 a n = a1 + a 2 + a 3 + … + a n + ⋯
1 1 1 1 1
= 2 + 6 + 12 + 20 + ⋯ Or ∑∞
n=1 n n+1

ii. The nth partial sum of the series is given by

S n = ∑∞
n=1 a n = a1 + a 2 + a 3 + … + a n
1 1 1 1 1 1
= + 6 + 12 + 20 + ⋯ + n n+1 Or sn = ∑ni=1 i i+1
2
∞
iii. The sequence of partial sums is given by Sn n=1 = s1 , s2 , s3 , s4 , …

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 Applied Mathematics II module
1 1 1 2
Where s1 = a1 = 2 , s2 = a1 + a2 = 2 + 6 = 3 ,
1 1 1 3 1 1 1 1 3
s3 = a1 + a2 + a3 = 2 + 6 + 12 = 4 , s4 = a1 + a2 + a3 + a4 = 2 + 6 + 12 + 20 = 10
∞ 1 2 3 3
Therefore Sn n=1 = s1 , s2 , s3 , s4 , … = , , , ,…
2 3 4 10
∞ ∞
Note:- Sn n=1 ≠ an n=1 , the first is to mean the sequence of partial sums of the series
while the later is a sequence.

Activity 5:

1. For each positive integer 𝑛, assume 𝑎𝑛 = 2 , then

a. Find the series
b. The 𝑛𝑡ℎ partial sum of the series
c. The sequence of partial sums
𝑛−1
2. If the 𝑛𝑡ℎ partial sum of the series is given by 𝑆𝑛 = 𝑛+1, then find the

a. Third term of the sequence i.e. 𝑎3

b. 𝑛𝑡ℎ Term of the sequence i.e. 𝑎𝑛
c. ∑∞
𝑛=1 𝑎𝑛

1.6 Convergence and Divergence properties of Infinite Series.

In the previous section we spent some time getting familiar with series, but to be honest, most of what we
did in that section won’t be used on a regular basis in this chapter. We covered that material because we
need to be aware of how series work and can be manipulated, but we also covered it so that we could start
getting our feet wet in the subject of series.

It is now time to start talking about an idea involved in series that we will deal with to one extent of another
in almost all of the remaining sections of this chapter.

There was a very important question about series that was only mentioned in passing towards the very end
of the previous section. The question is simply this : Does it even make sense to add up an infinite sequence
of numbers? Technically we can always write down an infinite series or summation, but that doesn’t mean
that it makes sense to do it.

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 Applied Mathematics II module

The real question that we’ll be asking here is does the (infinite) series/summation yield a finite value or
infinite value? Of course that also assumes that the series yields a value at all! As we will see it will be
possible for a series to not even have a value.To answer this question we’ll need some more terminology
out of the way. Let’s start with the following series.

a
n 1
n

Note that we’re starting at n=1 only for convenience. We could start the series any where, but the following
notation and terminology demands that we start somewhere and so for the sake of the work we choose to
start at n=1.

Now, instead of adding all the terms out to infinity, let’s look at the following finite summations/series.

S1  a1
S 2  a1  a 2
S 3  a1  a 2  a3
.
.
.
S n  a1  a 2  a3  .........  a n

In general, we can write


S n  a1  a 2  a3  ........  a n   ai
i 1

These are called partial sums. Notice that the partial sums will form an infinite sequence, S n n 1 , and that


while it might not make sense to perform a summation of an infinite list of numbers these are all summations
of a finite list of numbers and so are guaranteed to be finite numbers. Well they will be finite numbers
provided we don’t end up with a division by zero error somewhere in the list. In all of the work that we’ll
be doing in this chapter we will assume that all the sequence terms exist and are finite numbers.

These partial sums form a new sequence S n  , which may or may not have a limit. If Lim S n  s exists
n 

(as a finite number), then, as in the preceding example, we call it the sum of the infinite series a n .

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 Applied Mathematics II module

From the section on sequences we know how to determine if the sequence of partial sums converges or
diverges. Also notice that as n → ∞ the sequence terms, sn, should start looking more and more like the
infinite series. In fact it can be shown that if the sequence of partial sums is convergent and if we define,

Lim S n  s
n 

Then,

a
n 1
n s

In these cases we call the series convergent and we call s the sum or value of the series.

If the sequence of partial sums is divergent (i.e. either the limit doesn’t exist or is infinite) then we call the
series divergent.

In other words, the series is convergent if the sequence of partial sums is convergent and hence has a finite
value. Likewise the series will be divergent if the sequence of partial sums is divergent. In the case of a
divergent series, either the series will have an infinite value or won’t have a value at all depending on
whether or not the limit of the sequence of partial sums exists or is infinite.

Let’s take a look at some series and see if we can determine if they are convergent or divergent.

Definition 8: Given a series , let denote its n

Partial sum:

If the sequence is convergent and exists as a real number, then the series is called

convergent and we write or

The number is called the sum of the series. Otherwise, the series is called divergent.

Example 2: Determine if the following series is convergent or divergent. If it converges determine its sum.


a. n
n 1

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 Applied Mathematics II module

Solution:

To determine if the series is convergent we first need to get our hands on a formula for the general term in
the sequence of partial sums.

n
Sn  i
i 1

This is a known series and its value can be shown to be,

n
n(n  1)
Sn  i =
i 1 2

So, to determine if the series is convergent we will first need to see the sequence of

partial sums,


 n(n  1) 
 
 2  n1

is convergent or divergent. That’s not terribly difficult in this case.

n(n  1)
lim
n 2

Therefore, the sequence of partial sums diverges to  and so the series also diverges.

Note that we can say that the series has the value of  in these cases, although the series is still called
divergent.

So, as we saw in this example we had to know a fairly obscure formula in order to determine the
convergence of this series. In general finding a formula for the general term in the sequence of partial sums
is a very difficult process. In fact after the next section we will not be doing much with the partial sums of
series due to the extreme difficulty faced in find the general formula.

We will continue with a few more examples however, since this is technically how we determine
convergence of a series. Also, the remaining examples we will be looking at in

this section will lead us to a very important fact about the convergence of series.

Example 3: prove that the following series are convergent and find the limit of the series

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 Applied Mathematics II module
1
a. ∑∞
n=1 n n+1

1 1 1
Solution: Given an = = −
n n+1 n n+1
1 1
Now sn = ∑nk=1 ak = ∑nk=1 (k − )
k+1
1 1 1 1 1 1 1 1 1 1 1
= (1 − 2) + ( 2 − 3) + ( 3 − 4) + (4 − 5) + ⋯ + (n−1 − n) + (n − )
n+1
1
=1− n+1

Then,
1 1
∑∞
n=1 = lim sn = lim 1 − n+1 = 1 − 0 = 1.
n n+1 n→∞ n→∞

1
Therefore, the series ∑∞
n=1 n n+1 converges and it converges to the sum 1.

3
b. ∑∞
n=1 n n+3

3 1 1
Solution: We have an = = − .
n n+3 n n+3
1 1
Now sn = ∑nk=1 ak = ∑nk=1 (k − )
k+3
1 1 1 1 1 1 1 1 1 1 1 1 1
= (1 − 4) + ( 2 − 5) + ( 3 − 6) + (4 − 7) + (5 − 8) + ⋯ + (n−1 − ) + (n − )
n+2 n+3
11 1
= −
6 n+3

Then,
3 11 1 11
∑∞
n=1 = lim sn = lim − n+3 =
n n+3 n→∞ n→∞ 6 6
3 11
Therefore the series ∑∞
n=1 n n+3 converges and it converges to the sum .
6

1
c. ∑∞
n=1 n2 −1

Solution: left as exercise


d.  (1)
n 0
n

Solution:

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 Applied Mathematics II module

In this case we really do not need a general formula for the partial sums to determine the convergence of
this series. Let’s just write down the first few partial sums.

S0  1
S1  1  1  0
S3  1  1  1  1
S4  1 1  1 1  0
.
.
etc

So, it looks like the sequence of partial sums is,

S n n0 = 1 , 0 , 1 , 0 , 1 , 0 , 1 , .........

and this sequence diverges since L Im S n doesn’t exist. Therefore, the series also diverges this series
n 

doesn’t even have a value.

Theorem 5: If a n converges then Lim a n  0

n 

Proof: Suppose that the series ∑∞

n=1 a n converges to L, then we need to show that lim a n = 0.
n→∞

The fact that an = sn − sn−1 and taking limit of boh sides we obtain,

lim an = lim sn − lim sn−1 = L − L = 0 .

n→∞ n→∞ n→∞

Be careful to not misuse this theorem however!

This theorem gives us a requirement for Convergence but not a guarantee of convergence. In other
words, the converse is NOT true. If Lim a n  0 the series may actually diverge! Consider the
n 

 
1 1
following series. 
n 1 n
and n n 1
2

In both cases the series terms are zero in the limit as n goes to infinity,
1 1
i.e. Lim 0 and Lim 0
n n n n2

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 Applied Mathematics II module

But only the second series converges. The first series diverges. It will be a couple of sections before we can
prove this, so at this point please believe this and know that you’ll be able to prove the convergence of these
two series in a couple of sections.

This theorem does is give us a requirement for a series to converge. In order for a series to converge
the series terms must go to zero in the limit.

If the series terms do not go to zero in the limit then there is no way the series can converge since this would
violate the theorem.
Now it time to talk about the divergence and convergences of sequences
Divergence test (The 𝐧𝐭𝐡 − term test). If lim an does not exist or lim an ≠ 0 , then the series
n→∞ n→∞

∑∞
n=1 a n is divergent.

Example 4 : Use divergence test to test the divergence of the following series


4n 2  n 3
a. 
n 0 10  2n
3

Solution:

With almost every series the first thing that we should do is take a look at the series terms and see if they
go to zero of not. If it’s clear that the terms don’t go to zero use the divergence Test and be done with the
problem.

4n 2  n 3 1
Lim  0
n  10  2n 3 2

The limit of the series terms isn’t zero and so by the Divergence Test the series diverges.

b. ∑∞
n=1 −1
n

n n
Solution: given an = −1 , then find its limit, i.e., lim an = lim −1 does not exist; by
n→∞ n→∞

the nth term divergence test (divergence test) ∑∞

n=1 −1
n
diverges.

1 n
c. ∑∞
n=1 1 − 2n

1 n
Solution: given an = 1 − .
2n
1 n 1 m −1 1
lim an = lim 1 − 2n = lim 1 + m 2 = e− 2 ≠ 0 .
n→∞ n→∞ m→∞

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 Applied Mathematics II module
1 n
By the nth term divergence test, the series ∑∞
n=1 1 − 2n diverges.
Geometric Series


Theorem 6: The Geometric series  ar
n 1
n 1
 a  ar  ar 2  ar 3  .........


a
is convergent if r  1 and its sum is  ar
n 1
n 1

1 r
, r 1

if r  1 , the geometric series is divergent. Here r is called the common ratio.

Example 5: Test the convergence and divergence of the following geometric series


a. 2
n 1
2 n 1 n
3

n 1
Solution: Let’s rewrite the nth term of the series in the form ar :

  
4n

4
 2 2n 31n =
n 1 n 1 3
n 1
=  4( 3 )
n 1
n 1

4
We recognize this series as a geometric series with a  4 and r  . Since r  1 , the series diverges
3
2 4 8
b. 1 − 3 + 9 − 27 + ⋯
2 2
Solution: the series is a geometric series with a1 = 1 and r = − and since |r| = 3 < 1 , then
3
1 1 3
the geometric series converges and its sum is given by: S∞ = 1−r = −2 =5
1−
3

Telescoping Series

Definition 9: (Telescoping Series)

1
The series ∑∞
n=1 n n+1 is called telescoping series and it converge to 1.

∞
1
=1
n n+1
n=1

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 Applied Mathematics II module

Harmonic Series

Definition 10: (Harmonic Series)

1
The series ∑∞
n=1 n is called harmonic series and it diverges.

Combination of Series

 
If  a n and  bn are two series, we can add term by term; we can also multiply all the terms of either
n 1 n 1

 
series by a single number c .These operations generate two new series,  (an  bn ) and
n 1
 ca
n 1
n ,whose

convergence is generated by the convergence of original series, as now we state below

  
Theorem 6: 1.If  a n and
n 1
 bn converge, then
n 1
 (a
n 1
n  bn ) also converges, and

  

 (an  bn ) =  a n +
n 1 n 1
b
n 1
n

 
2. If  a n converges and c is any number, then
n 1
 ca
n 1
n also converges and

 

 ca n = c an
n 1 n 1

Caution: The product series ∑∞

n=1 a n bn may or may not be convergent

Example 6: Show that the following series are convergent and find its sum.


 4 2 
a.   2 n
 
n(n  1) 
n 1 

 
4
Solution: Let’s consider  an = 
n 1 n 1 2
n
and

 
2
 bn =  
n 1 n 1 n(n  1)

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 Applied Mathematics II module

4 1/ 2
The geometric series implies that 2
n 1
n
=4
1  1/ 2
=4


4
This means the series 2
n 1
n
converges

 
2 1
Again, 
n 1 n(n  1)
= (2)
n 1 n( n  1)
= −2 from the previous example

Hence this series converges to −2


 4 2 
There fore by the theorem the series   2 n
  converges as it is the sum of two convergent
n(n  1) 
n 1 
series.More over this series converges to 4 + −2 = 2

1 1
b. ∑∞
n=1 ( + )
2n 3n

1 1
Solution: lets consider the series ∑∞ ∞
n=1 a 𝑛 = ∑n=1 and∑∞ ∞
n=1 𝑏𝑛 = ∑n=1
2n 3n

Both are a convergent geometric series, then

1 1
1 1 1 1 1 3
∑∞
n=1 + = ∑∞
n=1 + ∑∞
n=1 = 2
1 + 1
3
=1+ =2
2n 3n 2n 3n 1− 1− 2
2 3

Activity 7: Determine if the following series converges or diverges. If it converges find its value.

4 n
a. b) ∑∞
n=0 (3) c)

4 2
b. ∑∞
n=1 − n n+1
2n

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 Applied Mathematics II module

1.7. Test of convergence of a series

Definition 11:
Non negative series: If an ≥ 0 (non negative) for every positive integer n, then the
series ∑∞
n=1 a n is called a non negative series.

Positive Series: If an > 0 (positive) for every positive integer n, then the series
∑∞
n=1 a n is called a positive term series or positive series.

Example 7: The following are some positive series

a. 1 + 2 + 4 + 8 + ⋯
2 n
b. ∑∞
n=1 3

1.7. 1 Integral Test

∞
Integral Test: Let an n=1 be a non- negative sequence and f be a continuous decreasing
function defined on [1, ∞ such that f n = an for all n ≥ 1then,

 
1. If  f ( x)dx is convergent so is a
n k
n
k

 
2. If  f ( x)dx is divergent so is  a n .
k n k

Remark :
1. When we use the integral test, it is not necessary to start the series or the improper
integral at n = 1 .
1 ∞ 1
Example : in testing the series ∑∞
n=4 2 , we use the improper integral ∫4 dx.
n−3 x−3 2

2. It is not necessary that 𝑓 be always decreasing; what is important is that f be ultimately

decreasing for x larger than some number n.
3. Since the initial few terms of the series do not affect its convergence, we may sometimes
define the integral test on the interval different from [1, ∞ .
4. The integral test is most effective when the function f to be used is easily integrated

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 Applied Mathematics II module

Example 8: Determine if the following series is convergent or divergent

ln n
a. ∑∞
n=1 n
1
b. ∑∞
n=1 n ln 𝑛
2
c. ∑∞
n=1 𝑛𝑒
−𝑛

Solution:

ln n ∞ ln n ∞
a. given an = , from which we get an n=1 = is a non negative sequence.
n n n=1
ln x
The function f x = is non negative and continuous for x ≥ 1 for logarithm function is
x

continuous.
To check if the function is decreasing we need to compute its derivative, that is,
1
ln x ′ ln x ′ .x−ln x .x−ln x 1−ln x
′
f x = = = x
= . Thus f ′ x < 0 when ln x > 1 , i.e., when
x x2 x2 x2

x > e. Therefore, f is decreasing when x > e.

Applying the integral test:
∞ ∞ ln x t ln x
∫1 f x dx = ∫1 x
dx = lim ∫1 x
dx
t→∞
1
Using integration by substitution, let 𝑢 = ln 𝑥, 𝑑𝑢 = 𝑥 𝑑𝑥
ln 𝑥 1 𝑢2
Then, ∫ 𝑑𝑥 = ∫ ln 𝑥 𝑑𝑥 = ∫ 𝑢 𝑑𝑢 =
𝑥 𝑥 2
ln 𝑥 ln 𝑥 2
Therefore, ∫ 𝑑𝑥 =
𝑥 2
∞ ∞ ln x t ln x
So, ∫1 f x dx = ∫1 dx = lim ∫1 dx
x t→∞ x

ln x 2 t 1 2 1
= lim |1 = lim 2 [ ln t − ln 1 2 ] = 2 . lim ln t 2
=∞
t→∞ 2 t→∞ t→∞
ln n
The improper integral is divergent implies the series ∑∞
n=1 also diverges by the integral test.
n
1
b. let f x = x ln x for x ≥ 2 . Clearly f is continuous and decreasing on [2, ∞ .

To check if f is decreasing we have

1 1 ′ . x ln x – x ln x ′ − 1+ln x
f′ x = ′
= 2
= < 0 for x ≥ 2 which implies f is decreasing.
x ln x x ln x x ln x 2
∞ ∞ 1 t 1
Now ∫2 f x dx = ∫2 𝑥.ln 𝑥
dx = lim ∫2 𝑥.ln 𝑥 dx
t→∞

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 Applied Mathematics II module

= lim ln ln x |t2 = lim [ln ln t − ln ln 2 ] = ∞

t→∞ t→∞
1
Hence, by the integral test ∑∞
n=2 n ln n diverges.

c. Left as exercise
1.7.2 P-Series Test:

Definition 12: (The p-series):

1
The series ∑∞
n=1 np where p a real number is called a pseries.

1
Theorem 7:( p-series test) The 𝑝 − series ∑∞
n=1 np

i. Converges if p > 1
ii. Diverges if p ≤ 1.
Example 9: Determine if the following series are convergent or divergent

1
a)  7
n4 n

1
b) 
n 1 n

1
c)  1
n 1 n 3

Solution: a) In this case p=7>1 and so by this fact the series is convergent.
1
b) For this series p   1 and so the series is divergent by the fact.
2
c) Similarly decide for convergence or divergence
It is important to note before leaving this section that in order to use the Integral Test the series terms MUST
be positive. If they are negative then the test doesn’t work. Also remember that the test only determines the
convergence of a series and does NOT give the value of the series.

1.7.3 The comparison test

In the previous section we saw how to relate a series to an improper integral to determine the convergence
of a series. While the integral test is a nice test, it does force us to do improper integrals which are not
always easy and in some cases may be impossible to evaluate.

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 Applied Mathematics II module

In the comparison tests the idea is to compare a given series with a series that is known to

be convergent or divergent. For instance, the series


1
2
n 1
n
1


1 1 1
reminds us of the series 2
n 1
n
, which is a geometric series with r 
2
and a  and
2


1
is therefore convergent. Because the series 2
n 1
n
1
is so similar to a convergent series, we have the

feeling that it too must be convergent. Indeed, it is. The inequality

1 1
 2 as 2 n1  2 n (to prove use Mathematical induction)
2 1 2
n


1
shows that our given series 2
n 1
n
1
has smaller terms than those of the geometric series and therefore

all its partial sums are also smaller than 1 (the sum of the geometric series). This means that its partial
sums form a bounded increasing sequence, which is convergent.

It also follows that the sum of the series is less than the sum of the geometric series:


1
2
n 1
n
1
1

Similar reasoning can be used to prove the following test, which applies only to series whose terms are
positive. The first part says that if we have a series whose terms are smaller than those of a known
convergent series, then our series is also convergent. The second part says that if we start with a series
whose terms are larger than those of a known divergent series, then it too is divergent.
The comparison test

Suppose that we have two series a n and b n with, an , bn  0 for all n and a n  bn for all n. Then,

1. If b n is convergent then so is a n .

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 Applied Mathematics II module

2. If a n is divergent then so is a n .

In other words, we have two series of positive terms and the terms of one of the series is always larger
than the terms of the other series. Then if the larger series is convergent the smaller series must also be
convergent. Likewise, if the smaller series is divergent then the larger series must also be divergent.
Do not misuse this test. Just because the smaller of the two series converges does not say anything about
the larger series. The larger series may still diverge. Likewise, just because we know that the larger of two
series diverges we can’t say that the smaller series will also diverge! Be very careful in using this test
Recall that we had a similar test for Improper integrals back when we were looking at integration
techniques. So, if you could use the comparison test for improper integrals you can use the comparison
test for series as they are pretty much the same idea.
Example10: Determine if the series is convergent or divergent


n
a. n
n 1
2
 cos 2 (n)

Solution:
Since the cosine term in the denominator doesn’t get too large we can assume that the series terms will
𝑛 𝑛 1 1
behave like,𝑛2 −𝑐𝑜𝑠2 𝑛 ≥ 𝑛2 = 𝑛 for all𝑛 ≥ 1 and ∑∞
𝑛=1 𝑛 is a divergent

1 𝑛
Now let 𝑎𝑛 = 𝑛 𝑎𝑛𝑑 𝑏𝑛 = 𝑛2 −𝑐𝑜𝑠2 𝑛 and we have 𝑎𝑛 ≤ 𝑏𝑛 for all 𝑛
𝑛
Hence from the comparison test, ∑∞
𝑛=1 divergent.
𝑛2 −𝑐𝑜𝑠2 𝑛


n2  2
b. 
n 1 n  5
4

Solution:
we know that n4 + 5 ≥ n4 . From which we obtain
1 1
≤ for all n ≥ 1. And also,
n4 +5 n4
n2 +2 n2 +2 𝑛2 2
≤ =𝑛4 + 𝑛4
n4 +5 n4
n2 +2 1 2
But ∑∞
n=1 = ∑∞ ∞
𝑛=1 n2 + ∑𝑛=1 𝑛4 is a convergent series.(by p- series test)
n4
n2 +2 n2 +2
Now let an = n4 +5 and bn = n4

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 Applied Mathematics II module

 0 ≤ bn ≤ an for all n and

n2 +2
 ∑∞ ∞
n=1 bn = ∑n=1 converge
n4
n2 +2
Hence from the comparison test it follows that ∑∞
n=1 n4 +5 converges.


5
c.  2n
n 1
2
 4n  3
1
d. ∑∞
n=1 2√n−1

Solution: left as exercise.

Consider the following series.

1
3
n 0
n
n
This is not much different from the first series that we looked at. The original series converged because
n
the 3 gets very large very fast and will be significantly larger than the n. Therefore, the n doesn’t really
affect the convergence of the series in that case. The fact that we are now subtracting the n off now
n
instead of adding the n on really shouldn’t change the convergence. We can say this because the 3 gets
very large very fast and the fact that we’re subtracting n off won’t really change the size of this term for
all sufficiently large value of n.
So, we would expect this series to converge. However, the comparison test won’t work with this series.
To use the comparison test on this series we would need to find a larger series that we could easily
determine the convergence of. In this case we can’t do what we did with the original series. If we drop the
n we will make the denominator larger
(Since the n was subtracted off) and so the fraction will get smaller and just like when we looked at the
comparison test for improper integrals knowing that the smaller of two series converges does not mean
that the larger of the two will also converge.
So, we will need something else to do help us determine the convergence of this series.
The following variant of the comparison test will allow us to determine the convergence of this series.
1.7.4 Limit Comparison Test
Suppose that we have two series a n and bn with an , bn  0 for all n. Define,

an
Lim c
n  bn
If c is positive (i.e. c > 0 ) and is finite (i.e. c < ∞ ) then either both series converge or both series diverge.

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 Applied Mathematics II module

Example 11: Test the convergence or divergence of the following series using limit comparison
test.

1
a. 3
n 0
n
n

Solution:
To use the limit comparison test we need to find a second series that we can determine the convergence of
easily and has what we assume is the same convergence as the given series. On top of that we will need to
choose the new series in such a way as to give us an easy limit to compute for c.
We’ve already guessed that this series converges and since it’s vaguely geometric let’s use

1
3
n 0
n

as the second series. We know that this series converges and there is a chance that since
n
both series have the 3 in it the limit won’t be too bad.
Here’s the limit

1 3n  n
c  Lim n
n  3 n
n
= Lim 1
n  3n
Now, we’ll need to use L’Hospital’s Rule on the second term in order to actually evaluate
this limit.
1
c  1  Lim n
n  3 ln(3)
1
So, c is positive and finite so by the Comparison Test both series must converge since

1
3
n 0
n
converges.


1
We conclude that the series 3
n 0
n
n
converges.

1
b. ∑∞
n=1 3 √8n2 −5n

Solution: we disregard all but the highest power of 𝑛 in the denominator and we obtain
1 1
3 = 2 .
√8n2 2n ⁄3

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 Applied Mathematics II module
1 2
But we know that ∑∞
n=1 2 is a p series with p = 3 < 1 , hence diverges and
2n ⁄3
1
an 3 3 8n2 8
√8n2−5n 3
lim = lim = lim = lim = 1.
n→∞ bn n→∞ 3
1
n→∞ 8n2 −5n n→∞ 8−5⁄n
√8n2

1
Thus by the limit comparison test the series ∑∞
n=1 3 diverges.
√8n2 −5n

4n 2  n
c. 
n2
3
n7  n3

4n  3
d. n
n 1
3
 5n  7
.

Solution: Let’s leave it for the readers

1.7.5. The ratio test
Let ∑∞
n=1 a n be non negative term series (or positive series). Assume that a n ≠ 0 for all n and

that
an+1
lim = r possibly ∞ ,
n→∞ an

where r is a non negative number.

a. If 0 ≤ r < 1 , then ∑∞
n=1 a n converges.

b. If r > 1 , then ∑∞
n=1 a n diverges.

c. If r = 1 , the test fails; we can’t draw any conclusion about the convergence or
divergence of the series.
Example 12: test the convergence or divergence of the following
2n
a. ∑∞
n=1 n!
2n+1
an+1 n+1 ! 2.2n .n! 2
Solution: r = lim = lim ⁄2n = lim = lim =0
n→∞ an n→∞ n→∞ n+1 .n!.2n n→∞ n+1
n!
∞ 2n
Since r = 0 < 1 , then the series ∑n=1 converges by ratio test
n!
2n
b. ∑∞
n=1 n2

2n 2n+1
Solution: we have an = n2 and an+1 = n+1 2

2n+1
an+1 n+1 2 2n+1 .n2
Now r = lim = lim ⁄2n = lim =2.
n→∞ an n→∞ n→∞ n+1 2 ..2n
n2

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 Applied Mathematics II module
2n
Since r = 2 > 1 , then the series ∑∞
n=1 n2 diverges by ratio test.
n!
c. ∑∞
n=1 nn

n! n+1 !
Solution: we have an = nn and an+1 = .
n+1 n+1
n+1 !
an+1 n+1 n+1 1 n!
r = lim = lim ⁄n! = < 1 . Thus the series ∑∞
n=1 nn converges.
n→∞ an n→∞ e
nn

1.7.6. The root test

Let ∑∞
n=1 a n be a non negative series and assume that
1⁄
lim n√an = lim an n = r possibly ∞
n→∞ n→∞

where r is a non negative number.

a. If 0 ≤ r < 1 , then ∑∞
n=1 a n converges.

b. If r > 1 , then ∑∞
n=1 a n diverges.

c. If r = 1 , the test fails; we can’t draw any conclusion about the convergence or
divergence.
Example 13: Test the convergence or divergence of the following series.
n
a. ∑∞
n=1 2n

n 1
n n √n n ⁄n
Solution: r = lim n√an = lim = lim = lim .
n→∞ n→∞ 2n n→∞ 2 n→∞ 2
1
1⁄ lim ln n ⁄n . 1
By using L’Hospital’s rule we have lim n n = en→∞ = 1. Thus r = 2 < 1 implies the
n→∞
n
series ∑∞
n=1 2n converges.

ln n n
b. ∑∞
n=1 100

n ln n n ln n
Solution: r = lim n√an = lim = lim = ∞ .Therefore the series diverges.
n→∞ n→∞ 100 n→∞ 100

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 Applied Mathematics II module

Activity 8: Determine if the following series converges or diverges.

1 1 1 𝑛𝑛
a. ∑∞
𝑛=1 c. ∑∞
𝑛=1 3𝑛+1 e. ∑∞
𝑛=1 g. ∑∞
𝑛=1 𝑛!
2𝑛3 +1 4𝑛2
1 𝑛 𝑛 1 1
b. ∑∞
𝑛=2 d. ∑∞
𝑛=1 (10) f. ∑∞
𝑛=1 h. ∑∞
𝑛=1 𝑛!
𝑙𝑛 𝑛 𝑛 √2𝑛+1

1.8 Alternating Series and Alternating Series Test

The convergence tests that we have looked at so far apply only to series with positive terms. In this
section and the next we learn how to deal with series whose terms are not necessarily positive. Of
particular importance are alternating series, whose terms alternate in sign.The last two tests that we
looked at for series convergence have required that all the terms in the series be positive. Of course there
are many series out there that have negative terms in them and so we now need to start looking at tests for
these kinds of series.

Definition 13:
If the terms in a series are alternatively positive and negative, then we call the series an
alternating series; or else,
A series of the form a1 − a2 + a3 − a4 + ⋯ + −1 n+1
. an + … or ∑∞
n=1 −1
n+1
. an
Or
−a1 + a2 − a3 + a4 − a5 + ⋯ + −1 n
. an + … or ∑∞
n=1 −1
n
. an where an > 0 for
all n ∈ N is called an alternating series.

Example 14: Here some examples of alternating series.

a) 

 1n1  1
1 1 1 1 1
     .........
n 1 n 2 3 4 5 6

n 1 2 3 4
b)  (1) n       ............
n 1 n 1 2 3 4 5
Alternating Series Test

Suppose that we have a series a n and either an  (1) n bn or an  (1) n1 bn where bn  o for all

n. Then if,

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 Applied Mathematics II module

1. Lim bn  0 and,
n 

2. bn  is eventually a decreasing sequence then, the series a n is convergent.

There are a couple of things to note about this test. First, unlike the Integral Test and the
Comparison/Limit Comparison Test, this test will only tell us when a series converges and not if a series
will diverge.
Secondly, in the second condition all that we need to require is that the series terms, n b will eventually
decreasing. It is possible for the first few terms of a series to increase and still have the test be valid. All
that is required is that eventually we will have bn  bn1 for all n after some point.

Example 15:Test the convergence of the following series using an alternating series, if possible.
−1 n+1
a. ∑∞
n=1 n
1 1 1
Solution: From the series, we have an = n and since ≤ for all n ∈ N , then an+1 ≤ an
n+1 n

for all n ∈ N .
∞ 1
⟹ an n=1 is a decreasing sequence of positive numbers and lim an = lim =0
n→∞ n→∞ n
−1 n+1
Therefore ∑∞
n=1 is convergent by alternating series test.
n
k
b. ∑∞
k=1 −1
k+1
. k2 +1
n x
Solution: an = n2 +1 which implies f x = x2 +1 on [1, ∞
x′ .(x2 +1)−x. x2 +1 ′ 1−x2
⟹ f′ x = = ≤ 0 for all x ∈ [1, ∞ .
x2 +1 2 x2 +1 2

⟹ f x is decreasing on [1, ∞
an+1 ≤ an for all n ∈ N .
∞ n
⟹ an n=1 is a decreasing sequence of positive numbers and lim an = lim = 0.
n→∞ n→∞ n2 +1
k
Thus by alternating series test ∑∞
k=1 −1
k+1
. converges.
k2 +1
−1 n
c. ∑∞
n=5 ln n
1
d. ∑∞
n=1 −1
n+1
2n+2

Solution: left as exercise

n 7n+6
e. ∑∞
n=1 −1 10n+1

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 Applied Mathematics II module
7n+6
Solution: an = 10n+1 is a decreasing sequence of positive numbers and lim an =
n→∞
7n+6 7
lim = 10 ≠ 0.
n→∞ 10n+1
7n+6
Therefore, by divergent test, ∑∞ n
n=1 −1 . 10n+1 diverges.

n+1 n+1
f. ∑∞
n=1 −1 4n

Solution: left as exercise

Activity 9: Test the converges of the following alternating series

−1 𝑛+1 2
d. ∑∞
𝑛=1 b. ∑∞
𝑛=1 −1
𝑛+1
𝑛 c. ∑∞
𝑛=1 −1
𝑛+1
. 𝑠𝑖𝑛 (𝑛)
𝑛2

1.9. Absolute and Conditional convergence

When we first talked about series convergence we briefly mentioned a stronger type of convergence but
didn’t do anything with it because we didn’t have any tools at our disposal that we could use to work
problems involving it. We now have some of those tools so it’s now time to talk about absolute
convergence in detail.
We have convergence tests for series with positive terms and for alternating series. But what if the signs
of the terms switch back and forth irregularly? We will see that the idea of absolute convergence
sometimes helps in such cases.

Definition 14: A convergent series ∑∞

n=1 a n is said to be

i. Absolute convergent if ∑∞
n=1 |a n | converges.

ii. Conditionally convergent if ∑∞ ∞

n=1 a n converges but ∑n=1 |a n | diverges

Remark :
1. When the series ∑∞ ∞
n=1 a n converges, the series ∑n=1 |a n | may or may not converge.

2. All convergent non negative (positive) series converges absolutely.

Example 16: Determine which series converges absolutely, converges conditionally or diverges.
1
a. ∑∞ n
n=1 −1 . n2

1 1
Solution: an = n2 is a decreasing sequence of positive numbers and lim an = lim = 0 . Then
n→∞ n→∞ n2
1
by alternating series test the series ∑∞ n
n=1 −1 . n2 converges.

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 Applied Mathematics II module

Consider the absolute value of the series,

1 1
∑∞ n ∞
n=1 | −1 . n2 | = ∑n=1 n2

1
is a p series with p = 2 > 1 , hence, it converges. Therefore ∑∞ n
n=1 −1 . n2 is absolutely

convergent.

 1n1 1 1 1
b. 
n 1 n
 1    ...... is convergent, but it is not absolutely convergent
2 3 4
because the corresponding series of absolute values is
Hence, it is conditionally converge.


 1n1 
1 1 1 1

n 1 n

n 1 n
 1     ......
2 3 4

which is the harmonic series ( p-series with 𝑝 = 1) and is therefore divergent.

1 1 1 1 1
c. 1 − 2 + 22 − 23 + 24 − 25 + ⋯
1
d. ∑∞
n=1 −1
n+1
. 3n+5

Solution: left as exercise.

Remark :
1. Every absolutely convergent series is convergent, that is, if ∑∞
n=1 |a n | converges , then

∑∞
n=1 a n converges.

2. |∑∞ ∞
n=1 a n | ≤ ∑n=1 |a n |

3. If ∑∞ ∞ ∞
n=1 a n and ∑n=1 bn are absolutely convergent, then ∑n=1 a n ± bn and

∑∞
n=1 ca n for c ∈ R are absolutely convergent.

Theorem 8: Every absolutely convergent series is convergent. (If ∑∞

n=1 |a n | converges, then

∑∞
n=1 a n converges.)

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 Applied Mathematics II module

Activity 10: Determine whether the following series is absolutely convergent,

conditionally convergent, and divergent?
−1 𝑛
a. ∑∞
𝑛=1 √𝑛
−1 𝑛+1
b. b. ∑∞
𝑛=1 𝑛
1 1 1
c. c. 1 - 2 + 3 - 4+…

1.10. Generalized convergence tests

Where the terms of the series are positive, we can easily determine the convergence or
divergence of the series by using one of the fore mentioned convergence tests; however, if the
terms are negative or a series with positive and negative terms, we need to devise a convergence
tests with which we determine the convergence or divergence of the series. But most often this is
too difficult. In such a case, we can specify the need of absolute or conditional convergence.
Theorem 9 (Generalized convergence tests): Let ∑∞
n=1 a n be a series

1. Generalized comparison tests

If |an | ≤ |bn | for n ≥ 1 and if ∑∞ ∞
n=1 |bn | converges, then ∑n=1 a n converges (absolutely).

2. Generalized limit comparison tests

a
If lim |bn | = L , where L is a positive number and if ∑∞ ∞
n=1 |bn | converges, then ∑n=1 a n
n→∞ n

converges (absolutely).
3. Generalized ratio test
an+1
Suppose that an ≠ 0 for n ≥ 1 and lim | | = r possibly ∞
n→∞ an

 If r < 1 , then ∑∞
n=1 a n converges absolutely.

 If r > 1 , then ∑∞
n=1 a n diverges .

 If r = 1 , we cannot draw any conclusions from this test alone about the
convergence of the series.
4. Generalized root test
n
Suppose that lim √|an | = r possibly ∞
n→∞

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 Applied Mathematics II module

 If r < 1 , then ∑∞
n=1 a n converges absolutely.

 If r > 1 , then ∑∞
n=1 a n diverges.

 If r = 1 , we cannot draw any conclusions from this test alone about the
convergence of the series.
Example 17: Test the convergence of the following series using the generalized convergence tests.
n
a. ∑∞ n
n=1 −1 . 6n
n
Solution: we have an = 6n and using the generalized root test we obtain,
1
n ln n
n n n √n lim en 1
R = lim √|an | = lim = lim = n→∞
= <1.
n→∞ n→∞ 6n n→∞ 6 6 6

Therefore,
∑∞ n n
n=1 −1 6n

converges absolutely.
Or; Using generalized ratio test we have,

an+1 n+1 n n+1 6n

r = lim | | = lim |6n+1 ⁄6n | = lim |6.6n . |
n→∞ an n→∞ n→∞ n
1 1 1
= . lim (1 + ) = < 1
6 n→∞ n 6

Therefore,
n
∑∞ n
n=1 −1 . 6n converges absolutely.

xn−1
b. For what value of x does the series ∑∞
n=1 n . 3n

a. Converges absolutely
b. Converges conditionally
c. Diverges
Solution:
Case I: if x = 0 , the series converges
Case II: if x ≠ 0
Using the generalized ratio test we have
an+1 xn n . 3n x n x
r = lim | | = lim | n+1 . | = = lim |3 . | = |3|
n→∞ an n→∞ . 3n+1 xn−1 n→∞ n+1

Thus by the generalized ratio test, the series

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 Applied Mathematics II module
x
i. Converges absolutely for |3| < 1 which implies |x| < 3
x
ii. Diverges for |3| > 1 which implies |x| > 3
−3 n−1 −1 n
For x = −3 , series becomes ∑∞
n=1 = ∑∞
n=1 is an alternating series and , hence,
n . 3n n

converges by alternating series test.

−1 n 1
But ∑∞
n=1 | | = ∑∞
n=1 n is harmonic series and diverges.
n
3n−1 1 1 1
For x = 3 , the series becomes ∑∞ ∞
n=1 n . 3n = ∑n=1 3n = . ∑∞
n=1 n which is a harmonic divergent
3

series.
Therefore the series converges absolutely if |x| < 3 ; converges conditionally x = −3 and
diverges |x| > 3 and x = 3 .

Activity 11:
1. For what value of 𝑥 does the following series
i. Converges absolutely
ii. Conditionally converges
iii. Diverges
𝑥−1 𝑛 𝑛. 𝑥−1 𝑛 −1 𝑛−1 . 𝑥 𝑛−1
a. ∑∞
𝑛=1 2𝑛+1
b. ∑∞
𝑛=1 3𝑛−1 .2𝑛
c. ∑∞
𝑛=1 2𝑛−1 !

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 Applied Mathematics II module

Unit Summary:

1. An ordered set of numbers such as a1 , a2 , a3 , … , an , … is called

2. An infinite sequence (sequence) is a function, say f , whose domain is the set of all integers
greater than or equal to some integer m (usually 0 or 1).
∞
3. If lim an = L exists, we say that an n=1 converges (converges to L ). If such a number L
n→∞
∞
does not exist, we say that the sequence an n=1 diverges or that lim an does not exist.
n→∞

4. Let an ∞
n=1 and bn ∞
n=1 are convergent sequences and c a scalar. Then the sum , Any
scalar multiple ,the product and the quotient , are all convergen.
∞
5. A sequence an n=1 is said to be
(i). Bounded above: if there exists a number M , M > 0 such that an ≤ M for all
n≥1.
(ii). Bounded below: if there exists a number M , M > 0 such that an ≥ M for all
n ≥ 1.
(iii). Bounded: if it is both above and below bounded i.e. there exists M , M > 0 such
that |an | ≤ M for all n ≥ 1.
6. Convergence implies boundedness but boundedness does not imply convergence, i.e.,
bounded sequence need not be convergent.
∞ ∞
7. Let an n=m be given sequence. Then an n=m is said to be
i. Monotonic increasing if an ≤ an+1 for all n ≥ 1 .
ii. Strictly increasing if an < an+1 for all n ≥ 1 .
iii. Monotonic decreasing if an ≥ an+1 for all n ≥ 1.
iv. Strictly decreasing if an > an+1 for all n ≥ 1.
∞
8. Monotone convergence theorem:- A bounded sequence an n=m that is either increasing
or decreasing converges. That is, a bounded monotonic sequence converges.
∞
9. Let an n=1 be a sequence of real numbers, then the expression a1 + a2 + a3 + … +
an + … which is denoted by ∑∞ ∞
i=1 a i , that is, ∑i=1 a i = a1 + a 2 + a 3 + … + a n + … is

called an infinite series.

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 Applied Mathematics II module

10. Convergent series. An infinite series ∑∞

n=1 a n with sequence of partial sums Sn
∞
n=1 is said
∞
to be convergent if and only if the sequence of partial sums Sn n=1 converges, i.e., if
lim sn exists, then we say that the series ∑∞
n=1 a n is a convergent series and we write it as
n→∞

∑∞
n=1 a n = lim sn .
n→∞

11. Divergent series. A series ∑∞

n=1 a n is said to be divergent if it is not convergent, i.e., the

series ∑∞
n=1 a n is divergent if and only if the sequence of partial sums Sn
∞
n=1 is divergent.
12. Divergence test (The 𝐧𝐭𝐡 − term test). If lim an does not exist or lim an ≠ 0 , then the
n→∞ n→∞

series ∑∞
n=1 a n is divergent.
13. Non negative series: If an ≥ 0 (non negative) for every positive integer n, then the series
∑∞
n=1 a n is called a non negative series.

14. Positive Series: If an > 0 (positive) for every positive integer n, then the series ∑∞
n=1 a n is

called a positive term series or positive series.

15. There are two types of convergence tests: one that compares a non negative series with an
improper integral and one that compares a given non- negative (positive) series with another
series.
∞
 The integral test : Let an n=1 be a non- negative sequence and f be a continuous
decreasing function defined on [1, ∞ such that f n = an for all n ≥ 1 . Then the
∞
series ∑∞
n=1 a n converges if and only if the improper integral ∫1 f x dx converges.
1
 The p-series: The series ∑∞
n=1 np where p a real number is called a p

1
Series and the p- series ∑∞
n=1 np

i. Converges if p > 1
ii. Diverges if p ≤ 1.
 Comparison test: Let ∑∞ ∞
n=1 a n and ∑n=1 bn be non negative term series

(or positive series)

i. If ∑∞ ∞
n=1 bn converges and 0 ≤ a n ≤ bn for all n ≥ 1, then ∑n=1 a n converges and

∑∞ ∞
n=1 a n ≤ ∑n=1 bn .

ii. If ∑∞ ∞
n=1 bn diverges and 0 ≤ bn ≤ a n for all n ≥ 1, then ∑n=1 a n diverges.

 The root test : Let ∑∞

n=1 a n be a non negative series and assume that

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 Applied Mathematics II module
1⁄
lim n√an = lim an n = r possibly ∞ , where r is a non negative number
n→∞ n→∞

a. If 0 ≤ r < 1 , then ∑∞
n=1 a n converges.

b. If r > 1 , then ∑∞
n=1 a n diverges.

c. If r = 1 , the test fails; we can’t draw any conclusion about the convergence or
divergence.
 The ratio test : Let ∑∞
n=1 a n be non negative term series (or positive
an+1
series). Assume that an ≠ 0 for all n and that lim = r possibly ∞ , where r is a non
n→∞ an

negative number.
a. If 0 ≤ r < 1 , then ∑∞
n=1 a n converges.

b. If r > 1 , then ∑∞
n=1 a n diverges.

c. If r = 1 , the test fails; we can’t draw any conclusion about the convergence or
divergence of the series.
16. If the terms in a series are alternatively positive and negative, then we call the series an
alternating series; or else,
n+1
 A series of the form a1 − a2 + a3 − a4 + ⋯ + −1 . an + … or
∑∞
n=1 −1
n+1
. an . Or,
 −a1 + a2 − a3 + a4 − a5 + ⋯ + −1 n
. an + … or ∑∞
n=1 −1
n
. an where
an > 0 for all n ∈ N is called an alternating series
∞
Alternating series test: Let an n=1 be a decreasing sequence of positive numbers such that
lim an = 0. Then the alternating series ∑∞
n=1 −1
n
an or ∑∞
n=1 −1
n+1
an converges.
n→∞

Moreover, if Sn and S are the nth partial sum and the sum of the infinite series S =
∑∞
n=1 −1
n+1
an respectively, then |S − Sn | ≤ an+1 for all natural number.

17. A convergent series ∑∞

n=1 a n is said to be

i. absolute convergent if ∑∞
n=1 |a n | converges.

ii. conditionally convergent if ∑∞ ∞

n=1 a n converges but ∑n=1 |a n | diverges

18. Generalized convergence tests: Let ∑∞

n=1 a n be a series

1. Generalized comparison tests

If |an | ≤ |bn | for n ≥ 1 and if ∑∞ ∞
n=1 |bn | converges, then ∑n=1 a n converges (absolutely).

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 Applied Mathematics II module

2. Generalized limit comparison tests

a
If lim |bn | = L , where L is a positive number and if ∑∞ ∞
n=1 |bn | converges, then ∑n=1 a n
n→∞ n

converges (absolutely).
3. Generalized ratio test
an+1
Suppose that an ≠ 0 for n ≥ 1 and lim | | = r possibly ∞
n→∞ an

 If r < 1 , then ∑∞
n=1 a n converges absolutely.

 If r > 1 , then ∑∞
n=1 a n diverges .

 If r = 1 , we cannot draw any conclusions from this test alone about the
convergence of the series.
4. Generalized root test
n
Suppose that lim √|an | = r possibly ∞
n→∞

 If r < 1 , then ∑∞
n=1 a n converges absolutely.

 If r > 1 , then ∑∞
n=1 a n diverges.

 If r = 1 , we cannot draw any conclusions from this test alone about the
convergence of the series.

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 Applied Mathematics II module

Self-Test Exercises

𝑛−1
1. If the 𝑛𝑡ℎ partial sum of the series is given by𝑆𝑛 = 𝑛+1, then find the

a. Third term of the sequence i.e. 𝑎3

b. 𝑛𝑡ℎ Term of the sequence i.e. 𝑎𝑛
c.∑∞
𝑛=1 𝑎𝑛

2. Find the following sums

1 2 1 𝑛+3
𝑛3
a. ∑∞
𝑛=3 𝑛 𝑛+1 b. ∑∞
𝑛=1 − 2𝑛 c. ∑∞
𝑛=0 −1
4𝑛2 −1 5𝑛−1

3. Find the general term of the sequence ; an=_____________________

4. Determine whether the series converges or diverges.

𝑛! 1+2𝑛 𝑛 𝑛
a. ∑∞
𝑛=1 𝑛𝑛 b. ∑∞
𝑛=1 𝑛
c. ∑∞
𝑛=1 −1
𝑛−1
𝑛2 +1

5. If the 𝑛𝑡ℎ partial sum of the series is given by 𝑆𝑛 = 2𝑛2 + 1 , then find the

a. Third term of the sequence i.e. 𝑎3 ?

b. 𝑛𝑡ℎ term of the sequence i.e. 𝑎𝑛 ?
𝑛𝑛
6. Test the convergence of the series ∑∞
𝑛=1 𝑛! .
5
7. Show that ∑∞
𝑛=3 𝑛 𝑛+1 converges and find its sum.
8. Find value c such that the series ∑∞
𝑛=1 𝑐 + 2
𝑛
= 3.
𝑒𝑛
9. Use integral test to determine convergence or divergence of the series∑∞
𝑛=1 𝑒 2𝑛 + 1 .
𝑛
10. Consider the series ∑∞
𝑛=1 𝑛+1 !

a. Find partial sum 𝑆𝑛 by first finding partial sums 𝑆1, 𝑆2, 𝑆3 𝑎𝑛𝑑 𝑆4 .
b. Find the sum of the series.
𝑥 2𝑛
11.Determine the value of 𝑥 such that the series ∑∞
𝑛=1 𝑛
converges and for what value of 𝑥 it

diverges.

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 Applied Mathematics II module

𝑛
12. Given a series ∑∞
𝑛=1 −1
𝑛−1
𝑛2 + 1

a. Determine whether the series absolutely converges or not.

b. Show that it is convergent series.
13. Every series which is not absolutely convergent is divergent. (True/False) If false, give a
counter example.
10 20 40
14. Determine whether the series 5 − + − + … is convergent or divergent. If it is
3 9 27

convergent, find its sum.

3𝑥 2𝑛
8. Find the value of 𝑥 for which the series ∑∞
𝑛=0 (2+ 𝑥 2 ) converges

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 Applied Mathematics II module

Chapter Two:
Power series
2.0 Introduction
In unit one we have discussed about convergence and divergence of series and how to determine
convergence and divergence. In this unit we will introduce a, power series representation of a function,
differentiation and integration of power series. In the discussion of power series convergence is still a
major question that we will be dealing with. Furthermore two basic questions will be raised here:
i) Given the series, to find properties of the sum function.
ii) Given a function f, to find whether or not it can be represented by a power series.
Even though the answer to the first question is affirmative the answer to second question is not always
possible which will be answered by Taylor series.
Objectives:
At the end of this unit the students will be able to:
 define power series
 define Taylor series
 define Interval of convergence
 define Radius of convergence
 differentiate and integrate power series
 determine the convergence or divergence of a power series
 give a power series representation for a given function
 approximate a function by Taylor series
2.1 Definition of power series at any point.
We have spent quite a bit of time talking about series now and with only a couple of exceptions we have
spent most of that time talking about how to determine if a series will converge or not. It’s now time to
start looking at some specific kinds of series and we will eventually reach the point where we can talk
about applications of series.

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 Applied Mathematics II module

Definition 1: A series of the form

a0 + a1 x + a2 x 2 + a3 x 3 + ⋯ + an x n + ⋯ or ∑∞
n=0 a n x
n

is called a power series in x or a power series.

Or, a more generalized form of a power series in x − a , that is, an infinite series of the form

a 0 + a1 x − a + a 2 x − a 2
+ ⋯ + an x − a n
+ ⋯ or ∑∞
n=0 a n x − a
n

is called a power series in x − a .

If a = 0, this general power series becomes a power series in x

Where a and an are numbers. The an’s are often called the coefficients of the series. The first thing to
notice about a power series is that it is a function of x. That is different from any other kind of series that
we’ve looked at to this point. In all the prior sections we’ve only allowed numbers in the series and now
we are allowing variables to be in the series as well. This will not change how things work however.
Everything that we know about series still holds.
Example 1:

a)  2( x  3) n 2  2( x  3)  2( x  3) 2  .....  2( x  3) n  ....
n 0


b)  3x n  3  3x  3x 2  3x 3  ....  3x n  .....
n 0

1 1 1
c) ∑∞
n=6 n−5 x − 7
n
= x−7 6
+ 2
x−7 7
+ 3
x−7 8
+ … is a power series with coefficient
1
an = n−5 and centre 7.

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 Applied Mathematics II module

Activity 1

1. Define a power series with center a, where a is real number such that
(i). 𝑎=0
1
(ii). 𝑎 = 5 , coefficient 𝑎𝑛 = 7
1
(iii). 𝑎 = 5 , coefficient 𝑎𝑛 = 7

2. Determine the center and coefficient of the following power series.

1
a. ∑∞
𝑛=9 𝑥−9 𝑛
b. ∑∞ 2 𝑛
𝑛=2 𝑛 𝑥
𝑛−2

2.2 Convergence and divergence, radius and interval of convergence

In the discussion of power series convergence is still a major question that we will be dealing with. The
difference is that the convergence of the series will now depend upon the value of x that we put into the
series. A power series may converge for some values of x and not for other values of x.
Before we get too far into power series there is some terminology that we need to get out of the way.
First, as we will see in our examples, we will be able to show that there is a number R so that the power

series will converge for, x  a  R and will diverge for x  a  R . This number is called the radius of

convergence for the series. Note that the series may or may not converge if x  a  R . What happens at

these points will not change the radius of convergence.

Secondly, the interval of all x’s, including the end points if need be, for which the power series converges
is called the interval of convergence of the series.
These two concepts are fairly closely tied together. If we know that the radius of convergence of a power
series is R then we have the following.

xa  R  xa the power series converges

x  a  R and x  a  R the power series diverges
The interval of convergence must then contain the interval a  R  x  a  R since we know that the
power series will converge for these values. We also know that the interval of convergence can’t contain
x’s in the ranges x  a  R and x  a  R since we know the power series diverges for these value of x.
Therefore, to completely identify the interval of convergence all that we have to do is determine if the

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 Applied Mathematics II module

power series will converge for x =a−R or x =a+R. If the power series converges for one or both of these
values then we’ll need to include those in the interval of validity.
Example 2: Determine the radius of convergence and interval of convergence for the

(1) n n
Power series 
n 1 4 n
( x  3) n .

Solution:
We know that this power series will converge for x = −3, but that’s it at this point.
To determine the remainder of the x’s for which we’ll get convergence we can use any of the tests that
we have discussed to this point. After application of the test that we choose to work with we will arrive at
condition(s) on x that we can use to determine which values of x for which the power series will converge
and which values of x for which the power series will diverge. From this we can get the radius of
convergence and most of the interval of convergence (with the possible exception of the endpoints.
With all that said, the best tests to use here are almost always the ratio or root test. Most of the power
series that we will be looking at are set up for one or the other. In this case we will use the ratio test.

a n 1 (1) n 1 (n  1)( x  3) n 1 4n
r  Lim  Lim
n  an n  4 n 1 (1) n (n)( x  3) n
 (n  1)( x  3)
 Lim
n  4n
Before going any farther with the limit let’s notice that since x is not dependent on the limit and so it can
be factored out of the limit. Notice as well that in doing this well need to keep the absolute value bars on
it since we need to make sure everything stays positive and x could well be a value that will make things
negative. The limit is then,
n 1
r  x  3 Lim
n  4n
1
 x3
4
So, the ratio test tells us that if r <1 the series will converge, if r >1 the series will diverge, and if r =1 we
don’t know what will happen. So, we have
1
x 3 1  x3  4 series converges
4
1
x 3 1  x3  4 series diverges
4

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 Applied Mathematics II module

We will deal with the r =1 case in a bit. Notice that we now have the radius of convergence for this power
series. These are exactly the conditions required for the radius of convergence. The radius of convergence
for this power series is R = 4.
Now, let’s get the interval of convergence. We will get most (if not all) of the interval by solving the first
inequality from above
4 x3 4
7  x  7
So, most of the interval of validity is given by −7< x <1. All we need to do is determine if the power
series will converge or diverge at the endpoints of this interval. Note that these values of x will
correspond to the value of x that will give r =1.
The way to determine convergence at these points is to simply plug them into the original power series
and see if the series converges or diverges using any test necessary.
x  7 :
In this case the series is,

(1) n n 
(1) n n

n 1 4 n
(4) n  
n 1 4 n
(1) n (4) n


=  (1)
n 1
n
(1) n n


= n
n 1

This series is divergent by the Divergence Test since Lim n    0 .

n

x  1:
In this case the series is,

(1) n n n 


n 1 4 n
( 4)  
n 1
(1) n n

n
This series is also divergent by the Divergence Test since Lim (1) n doesn’t exist.
n

So, in this case the power series will not converge for either endpoint. The interval of convergence is
then,
7  x 1
In the above example the power series did not converge for either end point of the interval. Sometimes
that will happen, but do not always expect that to happen. The power x-series could converge at either
both of the end points or only one of the end points.

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 Applied Mathematics II module

Example 3: Determine the radius of convergence and interval of convergence for the

power series  n! x
n 0
n

Solution:
We use the Ratio Test. If we let a n , as usual, denote the nth term of the series, then

a n = n! x n .If x  0 ,we have

a n1 (n  1)! x n 1
r  Lim  Lim
n  a
n
n  n! x n

= Lim (n  1) x
n

= x lim (n  1) = 
n

By the Ratio Test, the series diverges when x  0 . Thus, the given series converges only when x  0 .
Example 4: Determine the radius of convergence and interval of convergence for the

( x  3) n
power series 
n 1 n
Solution:
( x  3) n
Similarly we have a n 
n
a n1 ( x  3) n1 n
And By the Ratio test r  Lim  Lim
n  an n  n  1 ( x  3) n

n n
= Lim ( x  3)  x  3 Lim  x 3
n  n 1 n  n 1
By the Ratio Test, the given series is absolutely convergent, and therefore convergent,
x  3  1 and divergent when x  3  1 .Now so the series converges when 2  x  4 and diverges

when x  2 and x  4 .

The Ratio Test gives no information when x  3  1 .So we must consider

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 Applied Mathematics II module

1
x  2 and x  4 separately. If we put x  4 in the series, it becomes  , the harmonic series, which is
n 1 n


1
divergent. If x  2 , the series is  (1)
n 1
n

n
, which converges by the Alternating Series Test. Thus, the

given power series converges for 2  x  4 .

Example 5: Determine the radius of convergence and interval of convergence for the

−1 n
power series ∑∞
n=0 2n+1 . x
2n+1

Solution: using the generalized ratio test

an+1 −1 n+1 . x2n+3 . 2n+1
r = lim | | = lim | −1 n . x2n+1 .2n+3
| = |x 2 | = x 2
n→∞ an n→∞

The power series converges for r = x 2 < 1 ⟹ |x| < 1 and diverges for r = x 2 > 1 ⟹ |x| > 1
−1 n −1 n
For x = 1 , ∑∞
n=0 . x 2n+1 = ∑∞
n=0 is an alternating series and converges conditionally.
2n+1 2n+1
−1 n −1 n+1
For x = −1 , ∑∞
n=0 . x 2n+1 = ∑∞
n=0 is an alternating series and converges conditionally.
2n+1 2n+1

Thus,

 Radius of convergence is R = 1
 Interval of convergence [−1,1]

Activity 2

1. For each of the following series, find the radius of convergence(R) and the interval of convergence
−1 𝑛+1 . 𝑥 𝑛 𝑥𝑛 𝑥 2 3.𝑥 𝑛 −3 𝑛 . 𝑥 𝑛
i. ∑∞
𝑛=1 ii. ∑∞
𝑛=1 𝑛.2𝑛 iii. ∑∞
𝑛=0 𝑛! . (2 ) ∑∞
𝑛=1 . ∑∞
𝑛=0
4𝑛 3𝑛 +5 √𝑛+1
𝑛
2. Suppose that the radius of convergence of the power series ∑∞
𝑛=0 𝑐𝑛 . 𝑥 is R, what is the radius of
2𝑛
convergence of the power series ∑∞
𝑛=0 𝑐𝑛 . 𝑥 ?
𝑛
3. If the radius of convergence of the power series ∑∞
𝑛=0 𝑐𝑛 𝑥 is 10, what is the radius of convergence
𝑛−1 𝑛 𝑛+1 𝑐
of the series ∑∞
𝑛=1 𝑛𝑐𝑛 𝑥 ? ∑∞
𝑛=1 𝑛+1 𝑥 ? Why ?

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 Applied Mathematics II module

2.3 Representations of Functions as Power Series

In this section we learn how to represent certain types of functions as sums of power series by
manipulating geometric series or by differentiating or integrating such a series. You might wonder why
we would ever want to express a known function as a sum of infinitely many terms. We will see later that
this strategy is useful for integrating functions that don’t have elementary ant derivatives, for solving
differential equations, and for approximating functions by polynomials
We start with an equation that we have seen before:
Recall that the geometric series is

a
 ar
n 0
n

1 r
provided that r  1

Don’t forget as well that if r ≥1 the series diverges.

Now, if we take a=1 and r =x this becomes,

1
x
n 0
n

1 x
provided that x  1 (1)

Turning this around we can see that we can represent the function
1
f ( x)  (2)
1 x
with the power series ,


x
n 0
n
provided that x  1 (3)

This provision is important. We can clearly plug any number other than x=1 into the function, however,
we will only get a convergent power series if x < 1. This means the equality in (1) will only hold if x < 1.
For any other value of x the equality won’t hold.
Note as well that we can also use this to acknowledge that the radius of convergence of this power series
is R =1 and the interval of convergence is x <1.
This idea of convergence is important here. We will be representing many functions as power series and it
will be important to recognize that the representations will often only be valid for a range of x’s and that
there may be values of x that we can plug into the function that we can’t plug into the power series
representation.
In this section we are going to concentrate on representing functions with power series where the
functions can be related back to (2).

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 Applied Mathematics II module

1
Example 6: Find a power series representation for the given function g ( x)  and determine it’s
1  x3
interval of convergence.
Solution:
What we need to do here is to relate this function back to (2). This is actually easier than it might look.
Recall that the x in (2) is simply a variable and can represent anything. So, a quick rewrite of g(x) gives,
1
g ( x) 
1  ( x 3 )

and so the  x in g(x) holds the same place as the x in (2). Therefore, all we need to do is replace the
3

x in (3) and we’ve got a power series representation for g(x).


g ( x)   (  x 3 ) n provided  x 3  1
n 0

Notice that we replaced both the x in the power series and in the interval of convergence.
All we need to do now is a little simplification.

g ( x)   (1) n x 3n provided x 3  1  x 1
n 0

So, in this case the interval of convergence is the same as the original power series. This usually won’t
happen. More often than not the new interval of convergence will be different form the original interval of
convergence.

2x 2
Example 7: Find a power series representation for the given function h( x)  and determine its
1  x3
interval of convergence.
Solution:
This function is similar to the previous function. The difference is the numerator and at first glance that
looks to be an important difference. Since (2) doesn’t have an x in the numerator it appears that we can’t
relate this function back to that.
However, now that we’ve worked the first example this one is actually very simple since we can use the
result of the answer from that example. To see how to do this let’s first rewrite the function a little.
1
h( x )  2 x 2
1  x3
Now, from the first example we’ve already got a power series for the second term so let’s use that to write
the function as,

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 Applied Mathematics II module

h( x)  2 x 2  (1) n x 3n provided x  1
n 0

Notice that the presence of x’s outside of the series will NOT affect its convergence and so the interval of
convergence remains the same.
The last step is to bring the coefficient into the series and we’ll be done. When we do this make sure and
combine the x’s as well. We typically only want a single x in a power series

h( x)   2(1) n x 3n  2 provided x  1
n 0

So, hopefully we now have an idea on how to find the power series representation for some functions.
Admittedly all of the functions could be related back to (2) but it’s a start.
6x
Example 8: Find a power series for 5x2 −4x−1
Solution. First we find the partial fraction decomposition of this function. The quadratic function in the
denominator can be written as 5x 2 − 4x − 1 = 5x + 1 x − 1 , so we can set:
6x A B
5x2 −4x−1
= 5x+1
+ x−1 .
Multiply both sides of the expression by 5x 2 − 4x − 1 = 5x + 1 x − 1 to obtain
6x = A x − 1 + B 5x + 1 ,
⟹ 6x = Ax − A + 5Bx + B,
⟹ 6x = A + 5B x + −A + B ,
A + 5B = 6
⟹ {
−A + B = 0
The solution of this system of equations is A = 1, B = 1. Hence, the partial decomposition of the given
function is
6x 1 1 1 1
= + = −
5x2 −4x−1 5x+1 x−1 5x+1 1−x
Both fractions are the sums of the infinite geometric series:
1 1
5x+1
= 1− −5x
= 1 − 5x + −5x 2
+ −5x 3
+ ⋯ = ∑∞
n=0 −5x
n
,
1
= 1 + x + x 2 + x 3 + ⋯ = ∑∞
n=0 x
n
x−1
Hence, the expansion of the initial function is
6x
= ∑∞
n=0 −5x
n
− ∑∞ n ∞
n=0 x = ∑n=0[ −5x
n
− x n ] = ∑∞
n=0[ −5
n
− 1]x n .
5x2 −4x−1

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Activity 3

1
1. Find a power series for the rational fraction 2−x
.
1
2. Show that 1−x
= 1 − x + x 2 − x 3 + x 4 − x 5 + ⋯ = ∑∞
n=0 a n x
n
for |x| < 1

3. Find a power series representation for the given function and determine its interval

of convergence.

2.4 Differentiation and integration of power series

We now need to look at some further manipulation of power series that we will need todo on occasion.
We need to discuss differentiation and integration of power series.

The sum of a power series is a function f ( x)  a
n 0
n ( x  a) n whose domain is the interval of

convergence of the series. We would like to be able to differentiate and integrate such functions, and the
following theorem (which we won’t prove) says that we can do so by differentiating or integrating each
individual term in the series, just as we would for a polynomial. This is called term-by-term
differentiation and integration.
Let’s start with differentiation of the power series,

f ( x)   a n ( x  a) n  c0  c1 ( x  a)  c2 ( x  a) 2  c3 ( x  a) 3  .....  cn ( x  a) n  ....
n 0

Now, we know that if we differentiate a finite sum of terms all we need to do is differentiate each of the
terms and then add them back up. With infinite sums there are some subtleties involved that we need to be
careful with, but are somewhat beyond the scope of this course. While, we can always just differentiate all
the terms in an infinite series is it not always guaranteed to be the power series representation of the
derivative of the original function.
Nicely enough for us however, it is known that if the power series representation of f(x)
has a radius of convergence of R > 0 then the term by term differentiation of the power series will also
have a radius of convergence of R and (more importantly) will in fact be the power series representation

of f ′(x) provided x is in the interval of convergence of the original function.

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 Applied Mathematics II module

In other words,
f ' ( x)  a1  2a2 ( x  a)  3a3 ( x  a) 2  ......  nan ( x  a) n1  .......

=  na
n 1
n ( x  a) n 1

Note the initial value of this series. It has been changed from n=0 to n=1. This is an acknowledgement of
the fact that the derivative of the first term is zero and hence isn’t in the derivative. Notice however, that
since the n=0 term of the above series is also zero, we could start the series at n=0 if it was required for a
particular problem. In general however, this won’t be done in this class.
We can now find formulas for higher order derivatives as well now.

f ' ' ( x)   n(n  1)( x  a) n2
n2


f ' ' ' ( x)   n(n  1)(n  2)( x  a) n3
n 3

.
.
Etc

Once again, notice that the initial value of n changes with each differentiation in order to acknowledge
that a term from the original series differentiated to zero.
Let’s now briefly talk about integration. Just as with the differentiation, when we’ve got an infinite series
we need to be careful about just integration term by term. As long as we are in the interval of convergence
for the original function we can do the integration. In this case we get,

( x  a) n1
 f ( x)dx  c   cn
n 0 n 1
Notice that we pick up a constant of integration, C, that is outside the series here.
Let’s summarize the differentiation and integration ideas before moving on to an example

If f ( x)  c
n 0
n ( x  a) n has a radius of convergence of R > 0 then,

 
( x  a) n1
f ' ( x)   n( x  a) n 1 and  f ( x)dx  c   cn
n 1 n 0 n 1
and both of these also have a radius of convergence of R.

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 Applied Mathematics II module

Now, let’s see how we can use these facts to generate some more power series representations of
functions.
Example 9: For each of the following power series, find f ′ x and f ′′ x .

xn
a. ∑∞
n=0 n!

xn
Solution: f x = ∑∞
n=0 n!

d xn d xn n n
f ′ x = dx (∑∞ ∞ ∞
n=0 n! ) = ∑n=0 dx ( n! ) = ∑n=1 n! x
n−1
= ∑∞
n=1 n. n−1 !
x n−1

xn−1 xn
= ∑∞
n=1 = ∑∞
n=0
n−1 ! n!

Also,
d d xn d xn xn
f ′′ x = dx f ′ x = dx (∑∞ ∞ ∞
n=0 n! ) = ∑n=0 dx ( n! ) = ∑n=0 n!

x n
b. ∑∞
n=0 5
x n
Solution: f x = ∑∞
n=0 5
d x n d xn n
f′ x = (∑∞
n=0 5 ) = ∑∞
n=0 ( ) = ∑∞
n=1 x n−1
dx dx 5n 5n

and,
d d n d n n n−1
f ′′ x = dx f ′ x = dx (∑∞
n=1 5n x
n−1
) = ∑∞
n=1 dx (5n x
n−1
) = ∑∞
n=2 5n
x n−2 .

−1 n . x+2 n
c. ∑∞
n=1 n . 2n
−1 n . x+2 n
Solution: f x = ∑∞
n=1 n . 2n
d −1 n . x+2 n d −1 n . x+2 n −1 n . n. x+2 n−1
f ′ x = dx (∑∞
n=1 n . 2n
) = ∑∞
n=0 dx ( n . 2n
) = ∑∞
n=1 n . 2n
−1 n . x+2 n−1
= ∑∞
n=1 2n

and,
d d −1 n . x+2 n−1 d −1 n . x+2 n−1
f ′′ x = dx f ′ x = dx (∑∞
n=1 2n
) = ∑∞
n=1 dx ( 2n
)
−1 n . n−1 . x+2 n−2
= ∑∞
n=2 2n
.

Example10: Find a power series representation for the following function and determine
it’s interval of convergence.
f ( x)  tan 1 x

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 Applied Mathematics II module

Solution:
(a) To do this problem let’s notice that
1 d  1 
  
(1  x) 2
dx  1  x 
Then since we’ve got a power series representation for
1
1 x
all that we’ll need to do is differentiate that power series to get a power series representation for g(x).
1
g ( x) 
(1  x) 2
d  1 
  
dx  1  x 
d  n
 x
dx n 0

  nx n 1
n 1

Then since the original power series had a radius of convergence of R =1 the derivative, and hence g(x),
will also have a radius of convergence of R =1.

1
We observe that f ' ( x)  and find the required series by integrating the power series for
(1  x 2 )
1
(1  x 2 )
1
tan 1 x   dx   (1  x 2  x 4  x 6  ....)dx
1 x 2

x3 x5 x7
cx    ....
3 5 7
1
To find c we put x  and obtain c  tan 0  0 .
Therefore,
x3 x5 x7
tan 1 x  x     ....
3 5 7

x 2 n 1
  (1) n
n 0 2n  1

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 Applied Mathematics II module

1
Since the radius of convergence of the series for is 1, the radius of convergence of this series for
(1  x 2 )

tan 1 x is also 1.
Example 11: For each of the following power series, find f ′ x , f ′′ x and ∫ f x dx

a. ∑∞
n=1 n + 1 x
n

Solution: f x = ∑∞
n=1 n + 1 x
n

d d
f ′ x = dx ∑∞
n=1 n + 1 x
n
= ∑∞ n ∞
n=1 dx ( n + 1 x ) = ∑n=1 n n + 1 x
n−1

and,
d d d
f ′′ x = dx f ′ x = dx ∑∞
n=1 n n + 1 x
n−1
= ∑∞
n=1 dx n n + 1 x
n−1

= ∑∞
n=2 n n + 1 n − 1 x
n−2

Also,
∫ f x dx = ∫ ∑∞ n ∞ n ∞ n
n=1 n + 1 x dx = ∑n=1 ∫ n + 1 x dx = ∑n=1 x + k

5 2
b. ∑∞
n=1 n . x
n

5 2
Solution: f x = ∑∞
n=1 n . x
n

d 5 2 d 5 n2 5 2 −1 2 −1
f′ x = ∑∞
n=1 x
n
= ∑∞
n=1 ( x ) = ∑∞ 2 n
n=1 . n . x = ∑∞
n=1 5n. x
n
dx n dx n n

and,
d d 2 −1 d 2 −1
f ′′ x = dx f ′ x = dx (∑∞
n=1 5n. x
n
) = ∑∞
n=1 dx (5n. x
n
)
2 −2
= ∑∞ 2
n=2 5n. n − 1 . x
n

Also,
5 2 5 2 5 2 +1
∫ f x dx = ∫ ∑∞
n=1 n . x
n
dx = ∑∞ n ∞
n=1 ∫ n . x dx = ∑n=1 n n2 +1
. xn +k

Example 12:
a. Find a power series representation for the function ln 1 + x , |x| < 1.
Solution:
From example 2, (3.1), we found the power series expansion
1
1+x
= 1 − x + x 2 − x 3 + ⋯ = ∑∞ n n
n=0 −1 x , |x| < 1 .
Integrating this series term-by-term on the interval [0; x], we find that
x dx x x2 x3 x4 −1 n+1 xn
ln 1 + x = ∫0 = ∫0 [1 − t + t 2 − t 3 + ⋯ ]dt = x − + − + ⋯ = ∑∞
n=0 ,
1+t 2 3 4 n
x ln 1+t
b. Represent the integral ∫0 t
dt as a power series expansion.

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 Applied Mathematics II module

Solution.
In the previous problem (Example 1) we have found the power series expansion for logarithmic function:
−1 n+1 tn t2 t3 t4
ln 1 + t = ∑∞
n=1 n
=t− 2
+ 3
− 4
+ ⋯, |t| < 1 .
Then we can write:
ln 1+t −1 n+1 tn−1 t t2 t3 t4 t5
t
= ∑∞
n=1 n
=1−2+ 3
− 4
+ 5
− 6
+ ⋯, |t| < 1
Integrating this series term-by-term on the interval [0; x], we obtain
x ln 1+t x t t2 t3 x2 x3 x4 −1 n+1 xn
∫0 t
dt = ∫0 [1 − 2 + 3
− 4
+] dt = x − 2.2
+ 3.3
− 4.4
+ ⋯ = ∑∞
n=1 n2

a. Obtain a power series representation for the exponential function e x.

Solution.
xn x2 x3
Consider the series f x = ∑∞
n=0 n! = 1 + x + 2! + 3! + ⋯ that converges for all x.
Differentiating it term-by-term, we have
d d d x2 d x3 x2
f ′ x = dx 1 + dx
x + dx 2! + dx 3! + ⋯ = 0 + 1 + x + 2! + ⋯ = f x
Hence, the function f (x) satisfies the differential equation f ' = f. The general solution of this equation has
the form f (x) = ce x, where c is a constant.
Substituting the initial value f (0) = 1, we find that c = 1.
Thus, we obtain the following power series expansion for e x:

Activity 4

1. For each of the following power series, find 𝑓 ′ 𝑥 , 𝑓 ′′ 𝑥 and ∫ 𝑓 𝑥 𝑑𝑥 .

𝑛+1
a. 𝑓 𝑥 = ∑∞ 𝑛 𝑛
𝑛=0 10 𝑥 b. 𝑓 𝑥 = ∑∞
𝑛=1 𝑛
. 𝑥𝑛 c. 𝑓 𝑥 = ∑∞
𝑛=0 𝑥
2𝑛

1
d. 𝑓 𝑥 = ∑∞
𝑛=1 𝑛
−𝑛 𝑛
𝑥 e. 𝑓 𝑥 = ∑∞
𝑛=1 √𝑛 . √𝑛 + 1. 𝑥
𝑛
f. 𝑓 𝑥 = ∑∞
𝑛=1 𝑛2 . 𝑥
2𝑛

𝑛
2. If the radius of convergence of the power series ∑∞ 𝑛=0 𝑐𝑛 . 𝑥 is 10, what is the radius of
𝑛−1 𝑐𝑛 𝑛+1
convergence of the series ∑∞𝑛=1 𝑛 . 𝑐𝑛 . 𝑥 ? ∑∞
𝑛=1 𝑛+1 . 𝑥 ? Why?
3. Find a power series expansion for the hyperbolic sine function sinh x.

2.5 Taylor series; Taylor polynomial and application

In the preceding section we were able to find power series representations for certain restricted class of
functions. Here we investigate more general problems: Which functions have power series
representations? How can we find such representations?

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 Applied Mathematics II module

In the previous section we started looking at writing down a power series representation of a function.
The problem with the approach in that section is that everything came down to needing to be able to relate
the function in some way to
1
1 x
and while there are many functions out there that can be related to this function there are many more that
simply can’t be related to this.
So, without taking anything away from the process we looked at in the previous section, we need to do is
come up with a more general method for writing a power series representation for a function.
So, for the time being, let’s make two assumptions. First, lets assume that the function
f(x) does in fact have a power series representation about x=a,

f ( x)   a n ( x  a) n  a0  a1 ( x  a)  a 2 ( x  a) 2  a3 ( x  a) 3  .....  a n ( x  a) n  ....
n 0

Next, we will need to assume that the function, f(x), has derivatives of every order and that we can in fact
find them all.
Now that we’ve assumed that a power series representation exists we need to determine what the
coefficients, cn, are. This is easier than it might at first appear to be. Let’s first just evaluate everything at
x=a. This gives,

f (a)  0
So, all the terms except the first are zero and we now know what c0 is. Unfortunately, there isn’t any other
value of x that we can plug into the function that will allow us to quickly find any of the other
coefficients. However, if we take the derivative of the function (and its power series) then plug in x=a we
get,
f ' ( x)  a1  2a2 ( x  a)  3a3 ( x  a) 2  ......  nan ( x  a) n1  .......

f ' (a)  a1
and we now know c1.
Lets’ continue with this idea and find the second derivative.
f ' ' ( x)  2a2  3(2)a3 ( x  a)  4(3)a4 ( x  a) 2  ......

f ' ' (a)  2a2

f ' ' (a)
So, it looks like, a2 
2

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Similarly using the third derivative gives,

f ' ' ' (a) f ' ' ' (a)
a3  
3(2) 3!
And also from the fourth derivative we get

f 4 (a) f 4 (a)
a4  
4(3)(2) 4!
Hopefully by this time you have seen the pattern here. It looks like, in general, we have got the following
formula for the coefficients.

f n (a)
an 
n!
This even works for n=0 if you recall that 0! =1 and define f ( 0)
( x)  f ( x) .
So, provided a power series representation for the function f(x) about x=a exists it will have the form,

f n (a)
f ( x)   ( x  a) n
n 0 n!
This is called the Taylor Series for f(x) about x=a.
In the case that a=0, so the Taylor Series about x=0, we have,

f n (0) n
f ( x)   ( x)
n 0 n!
This is called a Maclaurin Series for f(x).
Before working any examples of Taylor Series we first need to address the assumption that a Taylor
Series will in fact exist for a given function. Let’s first get some notation out of the way first.
We will first split the Taylor Series formula as follows,
 
f n (a) n
f i (a) f i (a)

n 0 n!
( x  a) = 
n

i 0 i!
( x  a) + 
i

i  n 1 i!
( x  a) i

= Tn ( x)  Rn ( x)

Where,
n
f i (a)
Tn (x)  
i 0 i!
( x  a) i is called the nth degree Taylor Polynomial of f(x) and


f i (a)
Rn (x)  
i  n 1 i!
( x  a) i is called the remainder

Note that the Taylor polynomial really is a polynomial and its degree will be at most n.
We will see a nice application of Taylor polynomials in the next section.

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 Applied Mathematics II module

Theorem: Suppose that f ( x)  Tn ( x)  Rn ( x). If, Lim Rn ( x)  0 for x  a  R , then

n


f n (a)
f ( x)   ( x  a) n on x  a  R
n 0 n!
In general showing that Lim Rn ( x)  0 is a somewhat difficult process and so we will be assuming that
n

this can be done for some R in all of the examples that we will be looking at.

Example 13: Find the Taylor Series for f ( x)  e x about x  0 .

Solution:
This is actually one of the easier Taylor Series that we’ll be asked to compute. To find the Taylor Series
for a function we will need to determine a general formula for f n (a) . This is one of the few functions
where this is easy to do right from the start.
To get a formula for f 0 (a) all we need to do is recognize that,

f n ( x)  e x for n  0,1,2,3,4,......

And so, f n (0)  e 0  1 for n  0,1,2,3,4,......

Therefore, the Taylor series for f ( x)  e x about x  0 is,

 
1 n xn
ex   x 
n 0 n! n 0 n!

Example 14: Find the Taylor Series for f ( x)  x 4 e 3 x about x  0

2

Solution:
x
For this example we will take advantage of the fact that we already have a Taylor Series for e about x=0.
In this example, unlike the previous example, doing this directly would be significantly longer and more
difficult.

(3x 2 ) n

4 3 x 2
x e x  4

n 0 n!
n

(3) n x 2
= x4 
n 0 n!
n4
(3) n x 2

= 
n 0 n!

Example 15: Find the Taylor Series for f ( x)  e  x about x = −4.

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 Applied Mathematics II module

Solution:
Finding a general formula for f n (4) is fairly simple.

f n ( x)  (1) n e  x f n (4)  (1) n e 4

The Taylor Series is then,

(1) n e 4
e x   ( x  4) n
n 0 n!

Example 16: Find the Taylor Series for f (x) = sin (x) about x=0.
Solution:
First we will need to take some derivatives of the function and evaluate them at x=0.
f (0) ( x)  sin x f (0) (0)  0

f (1) ( x)  cos x f (1) (0)  1

f ( 2) ( x)   sin x f ( 2) (0)  0

f (3) ( x)   cos x f (3) (0)  1

f ( 4) ( x)  sin x f ( 4) (0)  0
. .
. .
. .
So, we get a similar pattern for this one. Let’s plug the numbers into the Taylor Series.

f n (0) n
sin x   x
n 0 n!
1 1 3 1
 x  x 3  x 5  x 7  .......
1! 3! 5! 7!
In this case we only get terms that have an odd exponent on x and as with the last problem once we ignore
the zero terms there is a clear pattern and formula. So renumbering the terms as we did in the previous
example we get the following Taylor
Series,

(1) x 2 n1
sin x  
n 0 ( 2n  1)!

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Activity 5

𝑛
1. If 𝑓 𝑥 = ∑∞ 𝑛=0 𝑐𝑛 . 𝑥 − 2 for all 𝑛, then what is the formula for
a. 𝑐5 b. 𝑐9 c. 𝑐𝑛
𝑛
2. If 𝑓 0 = 𝑛 + 1 ! for all 𝑛 = 1,2,3, … , then find the Maclaurin series for 𝑓 and its
radius of convergence?
−1 𝑛 . 𝑛!
3. Find the Taylor series for 𝑓 centered at 4 if 𝑓 𝑛 4 = 3𝑛 . 𝑛+1
. What is the radius of
convergence of the Taylor series ?
4. Find the Taylor series for 𝑓 𝑥 centered at the given values of a
a. 𝑓 𝑥 = 5 + 2𝑥 + 3𝑥 2 + 𝑥 3 + 𝑥 4 ; a=2
b. 𝑓 𝑥 = 𝑐𝑜𝑠 𝑥 ; a=𝜋
c. 𝑓 𝑥 = 𝑙𝑛 𝑥 ; a=2
d. 𝑓 𝑥 = 𝑠𝑖𝑛 𝑥 ; a=𝜋⁄2
e. 𝑓 𝑥 = 𝑥 −2 ; a=1

2.5.1. Taylor polynomial and its application

In this section we will discuss methods for finding Taylor polynomial and use this to approximate Taylor
polynomial function

Definition: Suppose that f x is equal to the sum of its Taylor series at a, that is,

fn a
f x = ∑∞
n=0 n!
. x−a n
, then its nth - partial sum of the Taylor series denoted by Pn x which is

called the nth degree Taylor polynomial of f at a is given by

fi a f′′ a fn a
pn x = ∑ni=0 i!
. x − a i = f a + f′ a x − a + 2!
x−a 2
+ ⋯+ n!
. x−a n

Thus pn x can be used as an approximation to f i.e. f x ≅ pn x .

Remark :

fi a
1. pn x = ∑ni=0 i!
. x−a i

When n = 1 , p1 x = f a + f ′ a . x − a
f′′ a
When n = 2 , p2 x = f a + f ′ a . x − a + 2!
x−a 2

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 Applied Mathematics II module

2. When using a Taylor polynomial pn to approximate a function f , we have to ask the

question how good an approximation is it . To answer this we need to look at the absolute
value of the remainder:
|R n x | = |f x − Tn x |
As n → ∞ , |R n x | → ∞ and pn x → f x .
Example 17:

Approximate the function f x = 3√x by a Taylor polynomial of degree 2 at a = 8

1⁄
Solution: f x = 3√x = x 3

Step1: Compute the derivative f n a until n = 2

1⁄ 1⁄
f x =x 3 ⟹f 8 =8 3 =2
1 1 1
f′ x = 2 ⟹ f′ 8 = 2 =
3x ⁄3 3. 8 ⁄3 12

−2 −2 −1
f ′′ x = 5 ⟹ f ′′ 8 = 5 =
9x ⁄3 9 . 8 ⁄3 144

Thus the second degree Taylor polynomial is

fi 8 f′′ 8
p2 x = ∑2i=0 . x−8 i
= f 8 + f′ 8 x − 8 + x−8 2
i! 2!
1 1 1 2
= 2 + 12 x − 8 − 144 . 2! x − 8
1 1 2
=2+ x−8 − x−8
12 288
3 1 1 2
Thus the desired approximation is √x ≅ p2 x = 2 + 12 x − 8 − 288 x − 8

a) Find the Taylor polynomial pn x for the function f at the number a .

π
a. f x = sin x at a = 6 , n=3
Solution:
Compute all the derivative f n 0 , n = 1 , 2 , 3
π π 1
f x = sin x ⟹ f ( 6 ) = sin ( 6 ) = 2
π π √3
f ′ x = cos x ⟹ f ′ ( ) = cos =
6 6 2
π π 1
f ′′ x = − sin x ⟹ f ′′ ( 6 ) = − sin ( 6 ) = − 2
π π √3
f ′′′ x = − cos x ⟹ f ′′′ ( 6 ) = − cos 6
=− 2

Thus the third Taylor polynomial is

π π π
fi π i π π π f′′ ( ) π 2 f′′′ ( ) π 3
p3 x = ∑3i=0 6
i!
. x− 6
= f ( 6 ) + f ′ ( 6 ) (x − 6 ) + 2!
6
x− 6
+ 3!
6
x−6

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 Applied Mathematics II module
π 2 π 3
1 √3 π 1 x− 6 √3 x−
= 2
+ 2
(x − 6) − 2 2!
− 2 3!
6

Hence the desired approximation is

1 √3 π 1 π 2 √3 π 3
sin x ≅ p3 x = 2 + 2
(x − 6) − 4 x − 6 − 12 x−6

a. f x = ex , a = 2 and n = 3
Solution: We have f x = ex and by definition the Taylor series at a = 2 is
fn a
f x = ∑∞
n=0 n!
. x−a n
.

Step1: Compute all the derivatives f n a , n = 0 , 1 , 2 , 3

⟹ f ′ x = f ′′ x = ⋯ = f n x = ex for all x .
⟹ f n a = f n 2 = e2 for all n.
Step2: Write down the Taylor polynomial of f x at a = 2
fn a
⟹ f x = ∑3n=0 n!
. x−a n

f′′ a f′′′ a
= f a + f′ a . x − a + . x−a 2
+ . x−a 3
2! 3!
f′′ 2 f′′′ 2
= f 2 + f′ 2 . x − 2 + . x−2 2
+ . x−2 3
2! 3!

Thus the third Taylor polynomial is

x−2 2 x−2 3
p3 x = e2 + e2 x − 2 + e2 + e2
2! 3!
x−2 2 x−2 3
⟹ p3 x = e2 1 + x − 2 + +
2 6
x−2 2 x−2 3
⟹ ex ≅ p3 x = e2 1 + x − 2 + +
2 6

b. f x = √3 + x 2 ; a = 1 and n = 2

Solution: f x = √3 + x 2 ⟹ f 1 = 2
x 1
f′ x = ⟹ f′ 1 =
√3+ x2 2
3 3
f ′′ x = ⟹ f ′′ 1 = 8
3+ x2 .√3+ x2

1 3 x−1 2
Thus p2 x = 2 + . x−1 + .
2 8 2!
1 3 2
=2+ 2
. x−1 + 16
. x−1
1 3 2
⟹ √3 + x 2 ≅ p2 x = 2 + 2
. x−1 + 16
. x−1

c. Express the polynomial f x = 2. x 3 − 9 . x 2 + 11 . x − 1 as a polynomial in x − 2 .

Solution: we have a = 2 and f x = 2. x 3 − 9 . x 2 + 11 . x − 1

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 Applied Mathematics II module

⟹ f 2 = 1 and
f ′ x = 6. x 2 − 18 . x + 11 ⟹ f ′ 2 = −1
f ′′ x = 12. x − 18 ⟹ f ′′ 2 = 6
f ′′′ x = 12 ⟹ f ′′′ 2 = 12
In general f n x = 0 for all n ≥ 4 ⟹ f n 2 = 0 for all n ≥ 4
6 2 12 3
Therefore f x = 1 − x − 2 + 2!
. x−2 + 3!
x−2
2
=1− x−2 + 3. x−2 + 2 x − 2 3.
Example 18:

Find the Taylor series of f about a

a. f x = 4x 2 − 2x + 1 , a = 0 , 3
Solution: f x = 4x 2 − 2x + 1 ⟹ f 0 = 1
f ′ x = 8x − 2 ⟹ f ′ 0 = −2
f ′′ x = 8 ⟹ f ′′ 0 = 8
In general f n x = 0 for all n ≥ 3 ⟹ f n 0 = 0 for all n ≥ 3
8x2
f x = 1 − 2x + = 1 − 2x + 4x 2
2!

Similarly by the same method we obtain f 3 = 31 , f ′ 3 = 22 , f ′′ 3 = 8

8 x−3 2 2
⟹ f x = 31 + 22 x − 3 + 2!
= 31 + 22 x − 3 + 4 x − 3

1
b. f x = x , a = −1
1
Solution: f x = x ⟹ f −1 = −1
−1
f′ x = x2
⟹ f ′ −1 = −1
2
f ′′ x = x3 ⟹ f ′′ −1 = −2
−6
f ′′′ x = x4
⟹ f ′′′ −1 = −6
24
f4 x = x5
⟹ f 4 −1 = −24
−120
f5 x = x6
⟹ f 5 −1 = −120

In general f n −1 = −n!
Thus,
2 x+1 2 6 x+1 3 24 x+1 4
f x = −1 − x + 1 − 2!
− 3!
− 4!
+⋯
2 3 4
= −1 − x + 1 − x + 1 − x+1 − x+1 +⋯

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 Applied Mathematics II module

c. f x = sin 2x , a = 0
Solution: f x = sin 2x ⟹ f 0 = sin 0 = 0
f ′ x = 2 cos 2x ⟹ f ′ 0 = 2 . cos 0 = 2
f ′′ x = −4 sin 2x ⟹ f ′′ 0 = −4 . sin 0 = 0
f 3 x = −8 cos 2x ⟹ f 3 0 = −8 . cos 0 = −8
f 4 x = 16 sin 2x ⟹ f 4 0 = 16 . sin 0 = 0
f 5 x = 32 cos 2x ⟹ f 5 0 = 32. cos 0 = 32
f 6 x = −64 sin 2x ⟹ f 6 0 = −64 . sin 0 = 0
f 7 x = −128 cos 2x ⟹ f 7 0 = −128 . cos 0 = −128
Thus,
8x3 x5 x7 2x 2n+1
f x = 2x − + 32 − 128 + ⋯ = ∑∞
n=0 −1
n
.
3! 5! 7! 2n+1 !

d. f x = √x , a = 1
1⁄
Solution: f x = √x = x 2 ⟹ f 1 =1
1 1
f′ x = 2 ⟹ f′ 1 = 2
√x
−1 −3⁄ −1
f ′′ x = 4
.x 2 ⟹ f ′′ 1 = 4
3 −5⁄ 3
f3 x = 8 . x 2 ⟹ f3 1 = 8
−15 −7⁄ −15
f4 x = .x 2 ⟹ f4 1 =
16 16
105 −9⁄ 105
f5 x = 32
.x 2 ⟹ f5 1 = 32

Thus,
1 1 𝑥−1 2 3 𝑥−1 3 15 𝑥−1 4 105 𝑥−1 5
f x =1+ 2
𝑥 −1 −4. 2!
+ 8
. 3! − 16 . 4!
+ 32
. 5! + …

Example 19:

If f x = sin x 3 , then find f 15 0 ?

Solution: so far we have the Maclaurin series for
x3 x5 x7
f x = sin x = x − 3! + 5! − 7!
+⋯
x9 x15 x21
Now sin x 3 = x 3 − 3! + 5!
− 7!
+⋯
f15 0 .x15 x15 15!
15!
= 5!
from which we obtain f 15 0 = 5!
.

Example 20:

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 Applied Mathematics II module
1
Find the sixth derivative of f x = 1+x2 at x = 0 ?
Solution: If we try to differentiate directly, we will be hopelessly bogged down at about the third
derivative; consequently we need another method by which we can get the sixth derivative of the function
and for this we have the Maclaurin series.
1
Since the Maclaurin series for = 1 − x + x2 − x3 + x4 − x5 + …
1+x
1
Then we have = 1 − x 2 + x 4 − x 6 + x 8 − x10 + …
1+x2
f6 0 .x6
Now 6!
= −x 6

f 6 0 = −6! = −720
Example 21:

If f n 0 = n + 1 ! for n = 1, 2, 3, … , then find the Maclaurin series for f.

Solution: f x = ∑∞
n=0 cn . x − a
n
but a = 0
fn 0 n+1 !
⟹ f x = ∑∞
n=0 cn . x
n
where cn = = =n+1
n! n!

⟹ f x = ∑∞
n=0 n + 1 . x
n

Activity 6

1. Find the Taylor polynomial up to degree 5 for

i. 𝑓 𝑥 = 𝑐𝑜𝑠 𝑥 center at 𝑎 = 0
1
ii. 𝑓 𝑥 = 𝑥 center at 𝑎 = 1
2. Let 𝑓 𝑥 = 𝑥 6 − 3𝑥 4 + 2𝑥 − 1
a. Find the fifth Taylor polynomial of 𝑓 about 0 ?
b. Find the fourth Taylor polynomial of 𝑓 about -1 ?
c. Find the Taylor series of 𝑓 about -1 ?

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 Applied Mathematics II module

Unit Summary:

1. A series of the form

a0 + a1 x + a2 x 2 + a3 x3 + ⋯ + an x n + ⋯ or ∑∞
n=0 a n x
n
is called a power series in
x or a power series.

 A more generalized form of a power series is of x − a , that is, an infinite series of the
form
a 0 + a1 x − a + a 2 x − a 2
+ ⋯ + an x − a n
+ ⋯ or ∑∞
n=0 a n x − a
n

is called a power series in x − a .

If a = 0, this general power series becomes a power series in x.
2. A power series is said to converge at x0 if the series of real numbers ∑∞ n
n=0 a n x converges

at x0 ; or,
A power series is said to be convergent in a set D of real numbers if it is convergent for
every real number x in D.
3. Let ∑∞ n
n=0 a n . x be a power series, then exactly one of the following conditions hold

i. The power series ∑∞ n ∞

n=0 a n . x converges only at x = 0 . Example: ∑n=0 n!. x
n

xn
ii. The power series ∑∞ n ∞
n=0 a n . x converges for all x . Example: ∑n=0 n!

iii. There exists a positive real number R such that the power series ∑∞
n=0 a n . x
n

 Converges for all x with |x| < 𝑅 , that is, −R < x < 𝑅 .
 Diverges for all x with |x| > 𝑅.
4. The algebraic operation on power series are determined
a. If ∑∞ n ∞
n=0 cn . s converges, then ∑n=0 cn . x
n

 Converges absolutely for |x| < |s|

 Diverges when |x| > |s|
b. If ∑∞ n ∞
n=0 cn . s diverges , then ∑n=0 cn . x
n

 Converges absolutely for |x| ≤ |s|

 Diverges for |x| > |s|
5. Differentiation Theorem for Power Series: If the power series ∑∞
n=0 cn x − a
n
has
radius of convergence R > 0 , then the function f defined by
f x = ∑∞
n=0 cn x − a
n
= c0 + c1 x − a + c2 x − a 2
+⋯

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 Applied Mathematics II module

is differentiable, and

f ′ x = c0 + c1 x − a + c2 x − a 2
+⋯ ′
= c1 + 2c2 x − a + 3c3 x − a 2
+⋯

Or,

d
∑∞
n=0 cn x − a
n
= ∑∞
n=1 ncn x − a
n−1
.
dx

Similarly, the derivative for a power series f x = ∑∞ n

n=0 a n x with a radius of convergence R > 0 is given

by:

d d
f′ x = ∑∞
n=0 a n x
n
= ∑∞
n=0 an x n = ∑∞
n=1 na n x
n−1
dx dx

= a1 + 2a2 x + 3a3 x 3 + ⋯

6. Integration Theorem for a Power Series: If the power series ∑∞

n=0 cn x − a
n
has radius
of convergence R > 0 , then the function f defined by
f x = ∑∞
n=0 cn x − a
n
= c0 + c1 x − a + c2 x − a 2
+⋯

is integrable, and

c
∫ f x dx = ∫ ∑∞
n=0 cn x − a
n
dx = ∑∞ n ∞ n
n=0 ∫ cn x − a dx = ∑n=0 n+1 x − a
n+1
+ k where k is a
constant.

Similarly, if a power series f x = ∑∞

n=0 cn x
n
has a radius of convergence R > 0, then it is integrable,
and it is given by:

c
∫ f x dx = ∫ ∑∞ n ∞ n ∞ n
n=0 cn x dx = ∑n=0 ∫ cn x dx = ∑n=0 n+1 x
n+1
+k

7. If f has a power series representation at a , that is, if f x = ∑∞ n

n=0 cn x − a , |x − a| < 𝑅 ,
fn a
then its coefficients are given by cn = n!
.
8. Taylor series: If f has a power series representation at a , then any expression of the form:
fn a f′ a f′′ a f′′′ a
f x = ∑∞
n=0 n!
. x−a n
=f a + 1!
. x−a + 2!
. x−a 2
+ 3!
. x−a 3
+⋯ is
called the Taylor series of the function f at a .

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 Applied Mathematics II module
fn 0 f′ 0 f′′ 0 f′′′ 0
If a = 0 , then f x = ∑∞
n=0 n!
. xn = f 0 + 1!
.x + 2!
. x2 + 3!
. x 3 + ⋯ is called

the Maclaurin series.

9. Some Useful Maclaurin Series
xn 𝑥2 𝑥3
 e x = ∑∞
n=0 =1+𝑥+ + +⋯
n! 2! 3!
−1 n x2n 𝑥2 𝑥4 𝑥6
 cos x = ∑∞
n=0 2n !
=1− 2!
+ 4!
− 6!
+⋯
−1 n x2n+1 𝑥3 𝑥5 𝑥7
 sin x = ∑∞
n=0 2n+1 !
=𝑥− 3!
+ 5!
− 7!
+⋯
x2n 𝑥2 𝑥4 𝑥6
 cosh x = ∑∞
n=0 2n !
=1+ 2!
+ 4!
+ 6!
+⋯
x2n+1 𝑥3 𝑥5 𝑥7
 sinh x = ∑∞
n=0 =𝑥+ + + +⋯
2n+1 ! 3! 5! 7!

10. Taylor polynomial: Taylor polynomials are applicable in approximating functions

because polynomials are the simplest of functions.
fn a
If f x is equal to the sum of its Taylor series at a, that is, f x = ∑∞
n=0 n!
. x−a n
, then
 The nth - partial sum of the Taylor series, denoted by Pn x , is called the nth degree
Taylor polynomial of f at a and is given by
fi a f′′ a
pn x = ∑ni=0 i!
. x − a i = f a + f′ a x − a + 2!
x−a 2
+ ⋯+
fn a
+ n!
. x − a n.

 pn x can be used as an approximation to f i.e. f x ≅ pn x .

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 Applied Mathematics II module

Self-Test Exercises

1. For each of the following series, find the radius of convergence(R) and the interval of

Convergence

−1 𝑛 . 𝑥 𝑛 −1 𝑛 . 𝑥 2𝑛 −1 𝑛 . 𝑥+2 𝑛
a. ∑∞
𝑛=0 4 𝑛 .𝑙𝑛 𝑛
b. ∑∞
𝑛=0 2𝑛 !
c. ∑∞
𝑛=1 𝑛 . 2𝑛

𝑛 𝑥𝑛 𝑛 𝑙𝑛 𝑛 2 . 𝑥 𝑛
d. ∑∞
𝑛=0 𝑛! 2𝑥 − 1 e. ∑∞
𝑛=1 2.4.6…. 2𝑛
f. ∑∞
𝑛=2 −1 . 𝑛2

3𝑛 3𝑛 𝑛! 2 𝑛2𝑛
g. ∑∞
𝑛=0 52𝑛 . 𝑥 h. ∑∞
𝑛=0 2𝑛 !
. 𝑥 2𝑛 i. ∑∞
𝑛=0 2𝑛 !
. 𝑥𝑛

2. Find 𝑓 ′ 𝑥 , 𝑓 ′′ 𝑥 and ∫ 𝑓 𝑥 𝑑𝑥 for the following power series

𝑛! 𝑥𝑛
a. 𝑓 𝑥 = ∑∞ −3 𝑛
𝑛=1 𝑛 . 𝑥 b. 𝑓 𝑥 = ∑∞
𝑛=1 𝑛𝑛 . 𝑥
𝑛
c. 𝑓 𝑥 = ∑∞
𝑛=2 𝑙𝑛 𝑛

𝑛+1 𝑥 𝑛 𝑥−1 𝑛+1

d. 𝑓 𝑥 = ∑∞ 𝑛
𝑛=1 −1 . 3𝑛
. 𝑥𝑛 e. 𝑓 𝑥 = ∑∞
𝑛=0 (2 ) f. ∑∞
𝑛=1 𝑛+1

𝑛
3. If ∑∞
𝑛=0 𝑐𝑛 4 is convergent, then does it follow that the following series are convergent?

𝑛 𝑛
a. ∑∞
𝑛=0 𝑐𝑛 . −2 b. ∑∞
𝑛=0 𝑐𝑛 . −4

𝑛
4. Suppose that ∑∞
𝑛=0 𝑐𝑛 . 𝑥 converges when 𝑥 = −4 and diverges when 𝑥 = 6 . What

can be said about the convergence or divergence of the following series ?

𝑛 𝑛 𝑛 𝑛
a. ∑∞
𝑛=0 𝑐𝑛 b. ∑∞
𝑛=0 𝑐𝑛 . 8 c. ∑∞
𝑛=0 𝑐𝑛 . −3 d. ∑∞
𝑛=0 −1 . 𝑐𝑛 . 9

𝑛! 𝑘 . 𝑥 𝑛
5. If 𝑘 is a positive integer, then find the radius of convergence of the series ∑∞
𝑛=0 𝑘𝑛 !
.

𝑛
6. Suppose that the series ∑∞
𝑛=0 𝑐𝑛 . 𝑥 has radius of convergence 2 and the series

∑∞ 𝑛 𝑛
𝑛=0 𝑑𝑛 . 𝑥 has radius of convergence 3, what is the radius of convergence of the series ∑𝑛=0 𝑐𝑛 + 𝑑𝑛 . 𝑥 ?
∞

𝑛
7. Suppose that the radius of convergence of the power series ∑∞
𝑛=0 𝑐𝑛 . 𝑥 is R, what is the radius of
2𝑛
convergence of the power series ∑∞
𝑛=0 𝑐𝑛 . 𝑥 ?

𝑛
8. If the radius of convergence of the power series ∑∞
𝑛=0 𝑐𝑛 . 𝑥 is 10, what is the radius of convergence of the
𝑛−1 𝑛 𝑐 𝑛+1
series ∑∞
𝑛=1 𝑛 . 𝑐𝑛 . 𝑥 ? ∑∞
𝑛=1 𝑛+1 . 𝑥 ? Why ?
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Self-Test Exercises
𝑛
9. If 𝑓 𝑥 = ∑∞
𝑛=0 𝑐𝑛 . 𝑥 − 2 for all 𝑛, then what is the formula for

b. 𝑐5 b. 𝑐9 c. 𝑐𝑛

10. If 𝑓 𝑛 0 = 𝑛 + 1 ! for all 𝑛 = 1,2,3, … , then find the Maclaurin series for 𝑓 and its radius of
convergence.
−1 𝑛 . 𝑛!
11. Find the Taylor series for 𝑓 centered at 4 if 𝑓 𝑛 4 = . What is the radius of convergence
3𝑛 . 𝑛+1

of the Taylor series ?

12. Find the Taylor series for 𝑓 𝑥 centered at the given values of a

a. 𝑓 𝑥 = 5 + 2𝑥 + 3𝑥 2 + 𝑥 3 + 𝑥 4 ; a=2
b. b. 𝑓 𝑥 = 𝑐𝑜𝑠 𝑥 ; a=𝜋
c. 𝑓 𝑥 = 𝑙𝑛 𝑥 ; a=2
d. c. 𝑓 𝑥 = 𝑠𝑖𝑛 𝑥 ; a=𝜋⁄2
e. e. 𝑓 𝑥 = 𝑥 −2 ; a=1

13. Find the Taylor polynomial up to degree 5 for

i. 𝑓 𝑥 = 𝑐𝑜𝑠 𝑥 center at 𝑎 = 0.
1
ii. 𝑓 𝑥 = 𝑥 center at 𝑎 = 1.

14. Let 𝑓 𝑥 = 𝑥 6 − 3𝑥 4 + 2𝑥 − 1

a. Find the fifth Taylor polynomial of 𝑓 about 0.

b. Find the fourth Taylor polynomial of 𝑓 about -1.
c. Find the Taylor series of 𝑓 about -1.

15. Find the respective derivative of the following functions

6 1 15
a. 𝑓 0 where 𝑓 𝑥 = 1+𝑥2 ? d. 𝑓 0 where 𝑓 𝑥 = 𝑠𝑖𝑛 𝑥 3 ?
4 1 5 𝑥
b. 𝑓 0 where 𝑓 𝑥 = 1−2𝑥 3 ? e. 𝑓 0 where 𝑓 𝑥 = 1+𝑥 2 ?
6
c. 𝑓 0 where 𝑓 𝑥 = 𝑥. 𝑒 𝑥 ? f. 𝑓 8
0 where 𝑓 𝑥 = 𝑐𝑜𝑠 𝑥 2 ?

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Chapter Three

Partial derivatives of functions of several variables.

In this chapter we will be concerned with partial derivative of function of several variables. This unit
is divided into three sections. The first section presents definitions and notations of domain, level
curve, limit and countinuity, partial derivative, higher order partial derivative with two or three
varables.The Second section presents Directional derivatives and gradient, tangent plane
approximation of values of a function the Chain Rule and Implicit differentation. The third section
deals with Relative extreme of function of two variables ,Largest and smallest values of a function
on a given set ,Extreme Values under constraint Condition: Lagrange’s multiplier.
Unit Objectives:

At the end of the unit students will be able to:

 Differential calculus of Functions of several variables

 Notations, Examples, Level curves and Graphs
 Limit and Continuity
 Partial Derivatives, Higher order partial derivatives
 Directional derivatives and gradient
 Total differential and Tangent planes
 Application, Tangent plane approximation of values of a function
 The Chain Rule and Implicit differentiation
 Relative extreme of function of two variables
 Largest and smallest values of a function on a given set
 Extreme Values under constraint Condition: Lagrange’s multiplier

This guide will also assist you to attain the learning outcome stated in the cover page. Specifically,
upon completion of this unit, you will be able to-

 Determine domain and range of functions of two or three variables.

 Determine combination and composition of functions of two or three variables.
 Find out limit and continuity of functions of two or three variables.

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 Compute partial derivatives of functions of two or three variables.

 Determine gradient of functions of two or three variables.
 Determine directional derivative of functions of two or three variables in the direction
of a given non-zero vector.
 Identify the relation between directional derivative and gradient of functions of two
or three variables.

3.1 Partial derivatives of functions of several variables

There are many familiar formulas in which a given variable depends on two or more other
variables. For example, the area A of a triangle depends on the base length b, and height h by the
1
formula 𝐴 = 2 𝑏ℎ :

Thus, we say that, A is a function of the two variables b and h

The volume V of a rectangular box depends on the length l, the width, and the height h by the
formula 𝑉 = ℎ𝑤𝑙: Thus ,we say that ,V is a function of the three variables l, w, and h;

And the arithmetic average 𝑥 of n real numbers, x1 , x2 ,..., xn depends on those numbers by the

formula

x1  x2  ...  xn
x Thus, we say that ,𝑥 is a function of the n variables x1 , x2 ,..., xn .
n

The terminology and notation for functions of two or more variables is similar to that for functions
of one variable.

For example, the expression Z=f(x, y) means that z is a function of x and y, in the sense that a
unique value of the dependent variable z is determined by specifying values for the independent
variables x and y.

Similarly, 𝑤 = 𝑓 𝑥, 𝑦, 𝑧. expresses w as a function of x, y and z.

One can think of a function f of two or more variables as a computer program that takestwo or
more inputs, operates on those inputs, and produces an output . In this section we will only be

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concerned with functions whose inputs and outputs are real numbers. One can also think of such
functions in more geometric terms. For example, if 𝑧 = 𝑓 𝑥, 𝑦 , then we can view (x, y) as a point
in the -xy-plane and think of f as a rule that associates a unique numerical value z: with the point
(x, y); similarly, we can think of 𝑤 = 𝑓 𝑥, 𝑦, 𝑧 as a rule that associates a unique numerical value
w with a point (x, y, z) in an ,xyz -coordinate system.

Definition: A function 𝑓 of two variables, 𝑥 and 𝑦, is a rule that assigns a unique real number

to each point 𝑥, 𝑦 in some set D in the 𝑥𝑦 −plane. The Set D is the

domain of and its range is the set of values that takes on, that is, 𝑓 𝑥, 𝑦 / 𝑥, 𝑦 ∈ 𝐷

We often write 𝑍 = 𝑓 𝑥, 𝑦 to make explicit the value taken on by f at the general point 𝑥, 𝑦
.The variables 𝑥 and 𝑦 are independent variables and 𝑍 is the dependent variable.[Compare
this with the notation y= f(x) for functions of a single variable.] A function of two variables is just
a function whose domain is a subset of ℜ2 and whose range is a subset of ℛ .

Definition: A function 𝑓 of three variables, 𝑥, 𝑦, and 𝑧, is a rule that assigns a unique real
number to each point 𝑥, 𝑦, 𝑧 in some set D in three-dimensional space.

Example1: Let f ( x, y)  3x 2 y  1

Find 𝑓 1, 4 , 𝑓 0, 9 , 𝑓 𝑡2 , 𝑡 , 𝑓 𝑎𝑏, 9𝑏 , and the natural domain of f.

Solution: By substitution

𝑓 1,4 = 3 1 2√4 − 1 = 5

𝑓 0,9 = 3 0 2√9 − 1 = −1

f (t 2 , t )  3(t 2 ) 2 t  1  3t 4 t  1

𝑓 𝑎𝑏, 9𝑏 = 3 𝑎𝑏 2√9𝑏 − 1 = 9𝑎2𝑏2√𝑏 − 1

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Because of the radical√𝑦. in the formula for f, we must have y ≥ 0 to avoid imaginary values for
f(x, y). Thus, the natural dormain of 𝑓 consists of all points in the;𝑥𝑦 −plane that are on or above
𝑥-axis.
The domain of functions of several variables consists of all points in space or (in plane for
functions of two variables ) for which the formula is meaningful.

Example 2; Let 𝑓 𝑥, 𝑦 = √1 − 𝑥 2 − 𝑦 2 − 𝑧 2
Find f (0,1/2,-1/2) and the domain of f.

2 1 2 −1 2 1
Solution: By direct substitution f (0,1/2,-1/2)= 9 − 0 − − =
2 2 2

Because of the square root sign, we must have 0≤ 1 − 𝑥 2 − 𝑦 2 − 𝑧 2 in order to have a real value
for f(x, y, z). Rewriting this inequality in the form 𝑥 2 + 𝑦 2 + 𝑧 2 ≤ 1.we see that the natural
domain of f consists of all points on or within the sphere.

𝑥2 + 𝑦2 + 𝑧2 = 1

Example 3: 𝑓 𝑥, 𝑦 = √9 − 4𝑥 2 − 𝑦 2

The domain of f is the region in the xy plane bounded by the ellipse 4x2+y2=9, because the square
root is defined only for none negative numbers.

Example 4: If g(x, y, z) =√𝑥 2 + 𝑦 2 + 𝑧 2 then the domain of g consists of all points (x, y, z)
in space, because x2+y2+z2≥ 0 for all (x, y , z).

The following are some of functions of several variables with there domains and representations

1. 𝑓 𝑥 , 𝑦 = 𝑥𝑦 𝑓𝑜𝑟 𝑥 ≥ 0 𝑎𝑛𝑑 𝑦 ≥ 0 area the rectangle

2. 𝑓 𝑥 , 𝑦 , 𝑧 = 𝑥𝑦𝑧 𝑓𝑜𝑟 𝑥 ≥ 0 𝑦 ≥ 0 𝑎𝑛𝑑 𝑧 ≥ 0 volume of rectangular parallelepiped
3. f(x ,y ,z) = 2xy +2yx +2xz for surface area of a parallelepiped rectangular
for x≥ 0 y≥ 0 and z ≥ 0

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Combinations of Functions of Several Variables

The sum, product, and quotient of two functions f and g of several variables are defined as follows.

𝑓 + 𝑔 𝑥 , 𝑦 = 𝑓 𝑥, 𝑦 + 𝑔 𝑥, 𝑦

𝑓 − 𝑔 𝑥 , 𝑦 = 𝑓 𝑥, 𝑦 − 𝑔 𝑥, 𝑦

𝑓𝑔 𝑥, 𝑦 = 𝑓 𝑥 , 𝑦 𝑔 𝑥, 𝑦

𝑓 𝑓 𝑥,𝑦
( 𝑔 𝑥, 𝑦 = 𝑔 𝑥,𝑦

The formula for functions of three variables is analogous. The domain of f+g, f-g , and fg consists
𝑓
of all points simultaneously in the domain of f and in the domain of g, whereas the domain of 𝑔

consists of all points simultaneously in the domain of f and in the domain of g at which g does not
assume the value 0.

3.2 Level curves and graphs

The graph of a function of two variables is the collection of points 𝑥, 𝑦, 𝑓 𝑥, 𝑦 for which 𝑥, 𝑦
is in the domain of f. It is customary to let 𝑧 = 𝑓 𝑥, 𝑦 ; the graph of f consists of all points
𝑥, 𝑦, 𝑧 Such that 𝑧 = 𝑓 𝑥, 𝑦 .

In sketching the graph of the function f of two variables, it is often helpful to determine the
intersection of the graph of 𝑓 with planes of the form 𝑧 = 𝑐 . We call each such intersection the
trace of the graph of 𝑓 in the plane z = 𝑐 . Thus the trace of the graph of f in the plane z=c is the
collection of points 𝑥, 𝑦, 𝑐 such that𝑓 𝑥, 𝑦 = 𝑐 .

Definition: The of points 𝑥, 𝑦 inn the 𝑥𝑦 plane such that 𝑓 𝑥, 𝑦 = 𝑐 is called a level Curve
of 𝑓.where c is a constant(in the range of f)

We identify the level curve with the equation 𝑓 𝑥, 𝑦 = 𝑐 and call the equation a level curve of f

Example 5: Describe the graph of the function in an xyz coordinate system and the level
curves associated with them

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a) 𝑓 𝑥, 𝑦 = 1 − 𝑥 − 1⁄2 𝑦
Solution:

By definition, the graph of the given function is the graph of the equation

𝑍 = 1 − 𝑥 − 1⁄2 𝑦 which is a plain.

A triangular portion of the plain can be sketched by plotting the intersection with the
coordinates axes and joining them ( (0,0,1), (0,2,1) and (1,0,0)) with line segment.

For any value of c the level curve 𝑓 𝑥, 𝑦 = 𝑐 is the line with equation 𝑥 + 1⁄2 𝑦 = 𝑐 − 1

For counter example 𝑐 = 1 ,the curve is y=-2x

𝐶 = 2, the curve is y= 4-2x

b) 𝑓 𝑥, 𝑦 = √1 − 𝑥 2 − 𝑦 2
Solution:
By definition, the graph of the given function is the graph of the equation

𝑧 = √1 − 𝑥 2 − 𝑦 2 (1)

After squaring both sides, this can be rewritten as

𝑥2 + 𝑦2 + 𝑧2 = 1 ,

which represent a sphere of radius 1, centre with the origin. Since (1) implies the added
condition 𝑧 ≥ 0 the graph represents the upper hemisphere.

In this case the level curve 𝑓 𝑥, 𝑦 = 𝑐 is a circle if 0≤ 𝑐 < 1

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Activity 1
Identify the type of the level curve 𝑓 𝑥, 𝑦 = 𝑐 sketch it.

a) 𝑓 𝑥, 𝑦 = 𝑥 2 + 4𝑦 2 ; 𝑐 = 1,4
b) 𝑓 𝑥, 𝑦 = 𝑥 2 − 𝑦; 𝑐 = −2,2
c) 𝑓 𝑥, 𝑦 = 𝑥 2 − 𝑦 2 ; 𝑐 = −1,0,1

3.3. Limit and Continuity

In this section we will introduce the notion of limit and continuity for functions of two or more
variables. Our objective is to develop the basic concepts accurately and to obtain results needed in
the later section.

3.3.1. Limit

If 𝐷 is a set of points in 2 space, then a point 𝑎, 𝑏 is called an interior point of D if there is some
circular disk with positive radius, centered at (a, b), and containing only points in D.

In general, we use the notation, lim f  x, y   L

 x , y  a ,b 

to indicate that the values of 𝑓 𝑥, 𝑦 approach the number L as the point 𝑥, 𝑦 approaches the
point 𝑎, 𝑏 along any path that stays within the domain of f. In other words, we can make the
values of f 𝑥, 𝑦) as close to L as we like by taking the point 𝑥, 𝑦 sufficiently close to the point
𝑎, 𝑏 , but not equal to 𝑎, 𝑏 .

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A more precise definition as follows.

Definition: Let f be defined on the interior of a circle centered at the point (a, b), except
possibly at (a, b) itself. We say that if for every  > 0 there exists a  > 0

such that whenever .and say that

lim 𝑓 𝑥, 𝑦 = 𝐿 exist.
𝑥,𝑦 → 𝑎,𝑏

Similarly let 𝑓 be defined thought a set containing a ball at (a, b, c) except possibly at 𝑎, 𝑏, 𝑐 it
self. Then we say
lim 𝑓 𝑥, 𝑦, 𝑧 = 𝐿
𝑥,𝑦,𝑧 → 𝑎,𝑏,𝑐

if for every  > 0 there exists a  > 0 such that

|𝑓 𝑥, 𝑦, 𝑧 − 𝐿| < ℇ Whenever 0 < √ 𝑥 − 𝑎 2 + 𝑦 − 𝑎 2+ 𝑧 − 𝑏 2 <

We say lim 𝑓 𝑥, 𝑦 = 𝐿 exist

𝑥,𝑦 → 𝑎,𝑏

Other notation for the limit

lim 𝑓 𝑥, 𝑦 = 𝐿 and 𝑓 𝑥, 𝑦 → 𝐿 𝑎𝑠 𝑥, 𝑦 → 𝑎, 𝑏
𝑥,𝑦 → 𝑎,𝑏

Example 6. Evaluate lim 9 𝑥𝑦 2 − 7𝑥

𝑥,𝑦, → 1,−2

Solution: lim 9 𝑥𝑦 2 − 7𝑥 =9x1x −2 2- 7x1 = 29

𝑥,𝑦, → 1,−2

Example 7: Show that

lim 𝑥=𝑎 and lim 𝑦=𝑏
𝑥,𝑦, → 𝑎,𝑏 𝑥,𝑦 → 𝑎,𝑏

Solution: Let  > 0, Observe that

√ 𝑥−𝑎 2 ≤√ 𝑥−𝑎 2 + 𝑦−𝑏 2

Therefore, if we let = it follows that

0< √ 𝑥 − 𝑎 2 + 𝑦−𝑏 2 <, then |𝑥 − 𝑎| = √ 𝑥 − 𝑎 2 <=

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This proves that lim 𝑥 = 𝑎 . the second limit is established analogously.

𝑥,𝑦, → 𝑎,𝑏

Example 8: Show that

lim 𝑦=𝑏
𝑥,𝑦,𝑧 → 𝑎,𝑏,𝑐

Solution: Let  > 0. Since

√ 𝑦−𝑏 2 ≤√ 𝑥−𝑎 2 + 𝑦 − 𝑏 2+ 𝑧 − 𝑐 2

We can let  =  and deduced that

0< √ 𝑥 − 𝑎 2 + 𝑦−𝑏 2 + 𝑧−𝑐 2 <,

then |𝑦 − 𝑏| = √ 𝑦 − 𝑏 2 <=
Thus the limit is verified.

Corollary results for limits of combinations of functions:

If lim 𝑓 𝑥, 𝑦 and lim 𝑔 𝑥, 𝑦 exists, then
𝑥,𝑦 → 𝑎,𝑏 𝑥,𝑦 → 𝑎,𝑏

 The limit of a sum or difference is the sum or difference of the limits.

o lim
 x , y  a ,b 
 f  x, y   g  x, y    lim
x , y  a ,b 
f  x, y   lim
 x , y  a ,b 
g  x, y 

 The limit of a product is the product of the limits

o lim
 x , y  a ,b 
 f  x, y  g  x, y     lim
x , y  a ,b 
f  x, y   lim g  x, y 
  x , y  a ,b  
 The limit of a quotient is the quotient of the limits (except where the denominator is zero)

 f  x, y    x , ylim f  x, y 
 a ,b 
 lim    provided that lim 𝑔 𝑥, 𝑦 ≠ 0
 x , y  a ,b  g  x, y   g  x, y  𝑥,𝑦 → 𝑎,𝑏
   x , ylim
 a ,b 

 The limit of a polynomial always exists and is found simply by substitution.

o lim
 x , y  a ,b 
 P  x, y   P  a, b 
n n

Example 9: Show that

𝑥 3 +𝑦3 7 𝑥 3 +𝑦 3
lim = 5 and lim =0
𝑥,𝑦 → −1,2 𝑥 2 +𝑦2 𝑥,𝑦 → 0,0 𝑥 2 +𝑦 2

Solution: Since
lim 𝑥 = −1 and lim 𝑦=2
𝑥,𝑦, → −1,2 𝑥,𝑦, → −1,2

The product formula yields

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lim 𝑥 3 = −1 and lim 𝑦3 = 8

𝑥,𝑦, → −1,2 𝑥,𝑦, → −1,2

lim 𝑥2 = 1 and lim 𝑦2 = 4

𝑥,𝑦, → −1,2 𝑥,𝑦, → −1,2

Hence the sun and the quotient formulas combined to yield

𝑥3 + 𝑦3 𝑙𝑖𝑚 𝑥3 + 𝑦3
𝑥,𝑦 → −1,2
lim =
𝑥,𝑦 → −1,2 𝑥2 + 𝑦2 𝑙𝑖𝑚 𝑥2 + 𝑦2
𝑥,𝑦 → −1,2

𝑙𝑖𝑚 𝑥3+ 𝑙𝑖𝑚 𝑦3

𝑥,𝑦 → −1,2 𝑥,𝑦 → −1,2
= 𝑙𝑖𝑚 𝑥2+ 𝑙𝑖𝑚 𝑦2
𝑥,𝑦 → −1,2 𝑥,𝑦 → −1,2

−1+8 7
= =
1+4 5

𝑥 3 +𝑦 3
Example 10: Evaluate lim
𝑥,𝑦 → 0,0 𝑥 2 +𝑦 2

Solution; i) First let’s approach 0,0 along the x -axis.

𝑥 3 +03
Then 𝑦 = 0, gives 𝑓 𝑥, 0 = lim = 0 ,for all x≠ 0
𝑥,𝑦 → 0,0 𝑥 2 +02

ii) We now approach along the y -axis by putting , x=0.

03 +𝑦 3
Then 𝑓 0, 𝑦 = lim = 0 ,for all y≠ 0
𝑥,𝑦 → 0,0 02 +𝑦 2

iii) Let’s now approach (0,0) along another line,𝑦 = 𝑚𝑥 . For all , x≠ 0 and m𝜖𝑅.
𝑥 3 + 𝑚𝑥 3
Gives 𝑓 𝑥, 𝑚𝑥 = lim = 0 ,for all x≠ 0
𝑥,𝑚𝑥 → 0,0 𝑥 2 + 𝑚𝑥 2

𝑥 3 +𝑦 3
Thus lim =0
𝑥,𝑦 → 0,0 𝑥 2 +𝑦 2

Activity 2

1. Evaluate

𝑥
2. Evaluate lim 𝑙𝑛 𝑦
𝑥,𝑦 → 𝑒,1

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Disproving limits:
 For a limit to exist, the function must approach that limit for every possible path of (x, y)
approaching (a, b). Thus, it is usually very hard to prove a limit exists, and easier to show a
limit does not exist.
 So, if a function f(x, y) approaches L1 as (x, y) approaches (a, b) along a path P1 and f(x, y)
approaches L2  L1 as (x, y) approaches (a, b) along a different path P2, then lim f  x, y 
 x , y  a ,b 

does not exist.

 Some simple paths to try are the lines along x = a, y = b, or any other line through the point.
y
Example 11: Show the following limit does not exist: lim
 x , y 1,0 x  y  1

Solution: The point 𝑥, 𝑦) may approach 0,0 in infinitely many paths and if the limit exits it is
independent of the path followed. Among these paths we can take the y-axes and the line
𝑦 =𝑥−1
Case 1: when 𝑥, 𝑦 may approach 0,0 along y-axis
𝑦
Lim
𝑥,𝑦 → 1,0 𝑥+𝑦−1
𝑦
= lim 𝑦−1 = 0
𝑦→0

Case2: when 𝑥, 𝑦 may approach 0,0 along the line 𝑦 = 𝑥 − 1

𝑦
Lim
𝑥,𝑦 → 1,0 𝑥+𝑦−1

𝑥−1
= lim
𝑥→1 𝑥 + 𝑥 − 1 − 1

𝑥−1 1
= lim =
𝑥→1 2 𝑥 − 1 2
Thus the limit is not the same in different paths and by uniqueness of limit
𝑦
Lim doesn’t exist
𝑥,𝑦 → 1,0 𝑥+𝑦−1

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Activity 3
Show the following limit does not exist

a.

3.3.2. Continuity.
Definition:
a) Continuity of a Function of Two Variables
Suppose f(x, y) is defined in the interior of a circle centered at the point (a, b). We say
that f is continuous at (a, b) if .

If f(x, y) is not continuous at (a, b), then we call (a, b) a discontinuity of f.

b) Continuity of a Function of Three Variables
Suppose f(x, y) is defined in the interior of a sphere centered at the point (a, b, c). We say
that f is continuous at (a, b, c) if .

If f(x, y, z) is not continuous at (a, b, c), then we call (a, b, c) a discontinuity of f.

If f is continuous at each point of a region R in the xy-plane, then we say that f is continuous on
R; and if f is continuous at every point in the xy- plane, then we say that f is continuous everywhere.
In addition, we will say that f is a continuous function if it is continuous at each point of in its
domain D.

Theorem 1:

a) If g and h are continuous functions of one variable, then f(x, y) =g(x) h(y) is a continuous
function of x and y.
b) If g is a continuous function of one variable and h is continuous function of two variables,
then their composition f(x,y)=g(h(x,y)) is a continuous function of x and y.

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A polynomial function of two variables (or polynomial, for short) is a sum of terms of the form
c𝑥 𝑚 𝑦 𝑛 , where c is a constant and m and n are nonnegative integers. A rational function is a ratio
of polynomials ,so may not continuous.
For instance 𝑓 𝑥, 𝑦)=𝑥 5 +4𝑥 3 𝑦 2 + 3𝑥 2 𝑦 + 4𝑦 3 +8 is countinous function at every real numbers.
Example 12: Show that 𝑓 𝑥, 𝑦 = 3𝑥 2 𝑦 5 and 𝑓 𝑥, 𝑦 = sin 3𝑥 2 𝑦 5 are continuous functions.
Solution:
The function 𝑓 𝑥, 𝑦 = 3𝑥 2 𝑦 5 is continuous because it is the product of the continuous functions
g(x) = 3𝑥 2 and h(y) = y5, and the function 𝑓 𝑥, 𝑦 = sin 3𝑥 2 𝑦 5 is continuous because it is the
composition of the continuous function sin x and the continuous function3𝑥 2 𝑦 5.
The above theorem can be summarized by

 A composition of continuous functions is continuous.

 A sum, difference, or product of continuous functions is continuous.
 A quotient of continuous functions is continuous, except where the denominator is zero.
𝑥𝑦
Example.13: Evaluate lim
𝑥,𝑦 → −1,2 𝑥 2 +𝑦 2

Solution:

𝑥𝑦
Since 𝑓 𝑥, 𝑦 = is continuous at (-1,2) it follows from the definition of continuity
𝑥 2 +𝑦 2

𝑥𝑦 −1 2 −2
lim = =
𝑥,𝑦 → −1,2 𝑥 2 +𝑦2 −1 2 + 2 2 5

𝑥3𝑦2
Example.14: Since the function 𝑓 𝑥, 𝑦 = 1−𝑥𝑦 is a quotient of continuous functions, it is

continuous except where 1 − 𝑥𝑦 = 0. Thus, 𝑓 𝑥, 𝑦 is continuous every where except on the

hyperbola 𝑥𝑦 = 1.

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Activity 4
Use limit laws and continuity properties to evaluate the limit
1) lim 4𝑥𝑦 2 − 𝑥
𝑥,𝑦 → 1,3

2) lim 𝑙𝑛 1 + 𝑥 2 𝑦 3
𝑥,𝑦 → 0,0

𝑥𝑦 3
3) lim
𝑥,𝑦 → −1,2 𝑥+𝑦

4) lim 𝑥𝑦 2 sin 𝑥𝑦)

𝑥,𝑦 → 1⁄2,𝜋

3.4. Partial Derivatives, Higher order partial derivatives

3.4.1. Partial Derivatives
If 𝑧 = 𝑓 𝑥. 𝑦 , then one can inquire how the value of z. changes if x is held fixed and y is allowed
vary or if t is held fixed and x is allowed to vary.

For example, the ideal gas law in physics states that under appropriate conditions the pressure
exerted by a gas is a function of the volume of the gas and its temperature. Thus, a physicists study
gasses might be interested in the rate of change of the pressure if the volume is held fixed and the
temperature is allowed to vary or if the temperature is held fixed and the temperature is allowed to
vary. In this section we will develop the mathematical tools for studding rates of change that
involves to or more independent variables.

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Definition: Let f be a function of two variables and let 𝑥0 , 𝑦0 be in the domain of f. The
partial derivative of 𝒇 with respect to x at 𝒙𝟎 , 𝒚𝟎 is defined by

𝑓 𝑥0 +ℎ,𝑦0 −𝑓 𝑥0 +,𝑦0
𝑓𝑥 𝑥0 , 𝑦0 = lim ,provided that the limit exists.
ℎ→0 ℎ

Similarly,
The partial derivative of f with respect to y at 𝒙𝟎 , 𝒚𝟎 is defined by

𝑓 𝑥0 ,𝑦0 +ℎ −𝑓 𝑥0 +,𝑦0
𝑓𝑦 𝑥0 , 𝑦0 = lim , provided that the limit exists.
ℎ→0 ℎ

There are many alternative notations for partial derivatives. For instance, instead of 𝑓𝑥 ,we can
𝜕𝑓
write1 or 𝐷1 𝑓𝑥 (to indicate differentiation with respect to the first variable) or 𝜕𝑥
𝜕𝑓
But here 𝜕𝑥 can’t be interpreted as a ratio of differentials.
𝜕𝑍
Partial derivatives can also be interpreted as rates of change. IfZ=f(x,y) then represents the rate
𝜕𝑥
𝜕𝑍
of change of Z with respect to x when y is fixed. Similarly, 𝜕𝑦 represents the rate of change of Z

with respect to y when x is fixed.

RULE FOR FINDING PARTIAL DERIVATIVES OF, 𝒛 = 𝒇 𝒙, 𝒚
1. To find 𝑓𝑥 , regard y as a constant and differentiate f(x,y) with respect to x.
2. To find fy , regard x as a constant and differentiate f (x, y) with respect to y.

f f
Example 15: Let f x, y   x 2  3xy  y  1 . Find the values of =𝑓𝑥 and =𝑓𝑦 at the point
x y
4, −5 .

Solution :

f
To find , , we treat y as a constant and differentiate with respect to x.
x

f 
 x 2  3xy  y  1  2 x  3 y
x x

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f
The value of at (4, -5) is 2(4) + 3(-5) = -7.
x

f
To find , we treat x as a constant and differentiate with respect to y:
y

f  2

y x
 
x  3xy  y  1  3x  1 .

f
The value of at (4, -5) is 3(4) + 1 = 13
y
Example 16: Find the partial derivatives of

𝑓 𝑥, 𝑦 = 2𝑥 3 𝑦 2 + 2𝑦 + 4𝑥

Solution :

Treating y as a constant and differentiating with respect to x, we obtain

𝑓𝑥 𝑥, 𝑦 = 6𝑥 2 𝑦 2 + 4

Treating x as a constant and differentiating with respect to y, we obtain

𝑓𝑦 𝑥, 𝑦 = 4𝑥 3 𝑦 + 2

Activity 5
a) Let 𝑓 𝑥, 𝑦 = 24𝑥𝑦 − 6𝑥 2 𝑦. Find 𝑓𝑥 and 𝑓𝑦 at (1, 2).
𝜕𝑧 𝜕𝑧
b) Let 𝑍 = 𝑥 2 cos 𝑦. Find 𝑎𝑛𝑑 .
𝜕𝑥 𝜕𝑦

Note that these two partial derivatives are sometimes called the first order partial derivatives. Just
as with functions of one variable we can have derivatives of all orders.

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3.4.2. Higher order partial derivatives

If f is a function of two variables, then its partial derivatives𝑓𝑥 and 𝑓𝑦 are also functions of two
variables, so we can consider their partial derivatives 𝑓𝑥𝑥 , 𝑓𝑦𝑦 , and , 𝑓𝑥𝑦 which are called the second
partial derivatives of f.
Just as we had higher order derivatives with functions of one variable we will also have higher
order derivatives of functions of more than one variable. However, this time we will have more
options since we do have more than one variable.
Consider the case of a function of two variables,𝑓 𝑥, 𝑦 since both of the first order partial
derivatives are also functions of x and y we could in turn differentiate each with respect to x or
y. This means that for the case of a function of two variables there will be a total of four possible
second order derivatives. Here they are and the notations that we’ll use to denote them.
f   f 
 The partial derivative with respect to x of is .
x x  x 

  f   2 f
o Alternative notations:   f xx
x  x  x 2

f   f 
 The partial derivative with respect to y of is   .
y y  y 

  f   2 f
o Alternative notations:   f yy
y  y  y 2

f   f 
 The partial derivative with respect to x of is   .
y x  y 

  f   2 f
o Alternative notations:    f y   f yx . This is a mixed second-order
x  y  xy x

partial derivative.
f   f 
 The partial derivative with respect to y of is .
x y  x 

  f   2 f
 Alternative notations:    f x  y  f xy . This is also a mixed second-order
y  x  yx
partial derivative.

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Note as well that the order that we take the derivatives in is given by the notation for each these. If
we are using the subscripting notation, e.g .𝑓𝑥𝑦 , then we will differentiate from left to right. In
other words, in this case, we will differentiate first with respect to x and then with respect to y. With
𝜕2 𝑓
the fractional notation, e.g .𝜕𝑦𝜕𝑥,is the opposite. In these cases we differentiate moving along the

denominator from right to left. So, again, in this case we differentiate with respect to x first and
then y.
Example 17: Find all the second order derivatives for 𝑓 𝑥, 𝑦 = cos 2𝑥 − 𝑥 2 𝑒 5𝑦 + 3𝑦 2
Solution:
We should first need the first order derivatives
𝑓𝑥 𝑥, 𝑦 = −2 sin 2𝑥 − 2𝑥𝑒 5𝑦
𝑓𝑦 𝑥, 𝑦 = −5𝑥 2 𝑒 5𝑦 + 6𝑦
Now, let’s get the second order derivatives.
𝑓𝑥𝑥 𝑥, 𝑦 = −4 cos 2𝑥 − 2𝑒 5𝑦
𝑓𝑥𝑦 𝑥, 𝑦 = −10𝑥𝑒 5𝑦
𝑓𝑦𝑥 𝑥, 𝑦 = −10𝑥𝑒 5𝑦
𝑓𝑦𝑦 𝑥, 𝑦 = −25𝑥 2 𝑒 5𝑦 + 6
Example 18: Let𝑓 𝑥, 𝑦 = sin 𝑥𝑦 2 . Find all the second partial derivatives of 𝑓
Solution: The first partial derivatives are given by
𝑓𝑥 𝑥, 𝑦 = 𝑦 2 cos 𝑥𝑦 2 and 𝑓𝑦 𝑥, 𝑦 = 2𝑥𝑦𝑐𝑜𝑠 𝑥𝑦 2
We obtain the second partials by computing the partial derivatives of the first partials:
𝑓𝑥𝑥 𝑥, 𝑦 = −4𝑦 4 sin 𝑥𝑦 2
𝑓𝑥𝑦 𝑥, 𝑦 = 2𝑦𝑐𝑜𝑠 𝑥𝑦 2 − 2𝑥𝑦 3 sin 𝑥𝑦 2
𝑓𝑦𝑥 𝑥, 𝑦 = 2𝑦𝑐𝑜𝑠 𝑥𝑦 2 − 2𝑥𝑦 3 sin 𝑥𝑦 2
𝑓𝑦𝑦 𝑥, 𝑦 = 2𝑥𝑐𝑜𝑠 𝑥𝑦 2 − −4𝑥 2 𝑦 2 sin 𝑥𝑦 2

Activity 6: Let
𝑥 3 𝑦−𝑥𝑦 3
, 𝑓𝑜𝑟 𝑥, 𝑦 ≠ 0,0
𝑓 𝑥, 𝑦 = 𝑥 2 +𝑦 2
0, 𝑓𝑜𝑟 𝑥, 𝑦 = 0,0
Show that𝑓𝑥𝑦 0,0 ≠ 𝑓𝑦𝑥 0,0

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CLAIRAUT’S Theorem: Let 𝑓 be a function of two variables, and assume that 𝑓𝑥𝑦 𝑥, 𝑦
and𝑓𝑦𝑥 𝑥, 𝑦 are continuous at 𝑎, 𝑏 . Then
𝑓𝑥𝑦 𝑎, 𝑏 = 𝑓𝑦𝑥 𝑎, 𝑏
Partial derivatives occur in partial differential equations that express certain physical laws.
For instance, the partial differential equation
𝝏𝟐 𝑼 𝝏𝟐 𝑼
+ =0 is called Laplace’s equation after Pierre Laplace
𝝏𝒙𝟐 𝝏𝒚𝟐

(1749–1827). Solutions of this equation are called harmonic functions; they play a role in
problems of heat conduction, fluid flow,and electric potential.

Example 19:. Show that the function 𝑈 𝑥, 𝑦 = 𝑒 𝑥 sin 𝑦 is a solution of Laplace’s equation.

Solution ; 𝑈𝑥 =𝑒 𝑥 sin 𝑦 𝑈𝑦 = 𝑒 𝑥 cos 𝑦

𝑈𝑥𝑥 =𝑒 𝑥 sin 𝑦 𝑈𝑦𝑦 =−𝑒 𝑥 sin 𝑦

𝑈𝑥𝑥 +𝑈𝑦𝑦 = 𝑒 𝑥 sin 𝑦 −𝑒 𝑥 sin 𝑦 = 0

Therefore, U satisfies Laplace’s equation.

𝝏𝟐 𝑼 𝝏𝟐 𝑼
The wave equation, = 𝒂𝟐
𝝏𝒕𝟐 𝝏𝒚𝟐

describes the motion of a waveform, which could be an ocean wave, a sound wave, a light wave,
or a wave traveling along a vibrating string. For instance, if U(x,t) represents the displacement of
a vibrating violin string at time t and at a distance x from one end of the string ,then U(x,t) satisfies
the wave equation. Here the constant a depends on the density of the string and on the tension in the
string.
Example 20; Verify that the function U(x,t)= sin 𝑥 − 𝑎𝑡 satisfies the wave equation.
𝑈𝑥 =cos 𝑥 − 𝑎𝑡 𝑈𝑥𝑥 =−sin 𝑥 − 𝑎𝑡
𝑈𝑡 =−acos 𝑥 − 𝑎𝑡 𝑈𝑡𝑡 =−𝑎2 sin 𝑥 − 𝑎𝑡 =−𝑎2𝑈𝑥𝑥

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Activity 7:
2𝑦2
1) Verify the CLAIRAUT’S Theorem for 𝑓 𝑥, 𝑦 = 𝑥𝑒 −𝑥
2) Compute all four second-order partial derivatives for
a)

b)

3) Compute a) and for

b) , , and for

3.5. Directional derivatives and gradient

3.5.1. Directional derivatives
To this point we’ve only looked at the two partial derivatives𝑓𝑥 𝑥, 𝑦 and𝑓𝑦 𝑥, 𝑦 . Recall that these
derivatives represent the rate of change of f as we vary x (holding y fixed) and as we vary y (holding
x fixed) respectively. We now need to discuss how to find the rate of change of f if we allow both
x and y to change simultaneously.

Definition: The rate of change of 𝑓 𝑥, 𝑦 in the direction of the unit vector 𝑢 = 𝑎, 𝑏 is

called the directional derivative and is denoted by
𝑓 𝑥+𝑎ℎ,𝑦+𝑏ℎ −𝑓 𝑥,𝑦
𝐷𝑢 𝑥, 𝑦 = lim if this limit exist.
ℎ→0 ℎ

Example 21: Find the derivative of

𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑥𝑦

at 𝑃0 1,2 in the direction of the unit vector 𝑢 = (1⁄ ) 𝑖 + (1⁄ ) 𝑗.

√2 √2
Solution:
𝑓 𝑥0 +ℎ𝑎,𝑦0 +ℎ𝑏 −𝑓 𝑥0 ,𝑦0
𝐷𝑢 𝑓 𝑥0 , 𝑦0 = lim
ℎ→0 ℎ

1 1
𝑓(1+ℎ( ),2+ℎ( ))−𝑓 1,2
√2 √2
= lim
ℎ→0 ℎ

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ℎ 2 ℎ ℎ
(1+ ) +(1+ )((2+ ))−(12 +1.2)
√2 √2 √2
= lim
ℎ→0 ℎ
2ℎ ℎ2 3ℎ ℎ2
(1+ + )+(2+ + )−3
√2 2 √2 2
= lim
ℎ→0 ℎ
5ℎ
+ℎ2
√2
= lim
ℎ→0 ℎ
5 5
= lim +ℎ = +0
ℎ→0 √2 √2
5
=
√2

Therefore, the directional derivative of 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑥𝑦 at 𝑃0 1,2 in the direction 𝑢 =

(1⁄ ) 𝑖 + (1⁄ ) 𝑗 is .
5
√2 √2 √2

Theorem 2: Let 𝑓 be differentiable at 𝑥0 , 𝑦0 .Then 𝑓 has directional derivative at 𝑥0 , 𝑦0 in

every direction, moreover, if 𝑢 = 𝑎1 𝑖 + 𝑎2 𝑗 is a unit vector, then
𝐷𝑢 𝑓 𝑥0 , 𝑦0 = 𝑓𝑥 𝑥0 , 𝑦0 𝑎1 + 𝑓𝑦 𝑥0 , 𝑦0 𝑎2
Proof: If we define a function 𝑔 of the single variable by
𝑔 ℎ = 𝑓 𝑥0 + ℎ𝑎, 𝑦0 + ℎ𝑏
then, by the definition of a derivative, we have
𝑔 ℎ −𝑔 0
𝑔′ 0 = lim
ℎ→0 ℎ
𝑓 𝑥0 +ℎ𝑎,𝑦0 +ℎ𝑏 −𝑓 𝑥0 ,𝑦0
= lim
ℎ→0 ℎ

= 𝐷𝑢 𝑓 𝑥0 , 𝑦0 1
On the other hand, we can write 𝑔 ℎ = 𝑓 𝑥, 𝑦 , where 𝑥 = 𝑥0 + ℎ𝑎, 𝑦 = 𝑦0 + ℎ𝑏, then
𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
𝑔′ ℎ = 𝜕𝑥 𝑑ℎ + 𝜕𝑦 𝑑ℎ

= 𝑓𝑥 𝑥, 𝑦 𝑎 + 𝑓𝑦 𝑥, 𝑦 𝑏
If we now put ℎ = 0, then 𝑥 = 𝑥0 , 𝑦 = 𝑦0 and
𝑔′ 0 = 𝑓𝑥 𝑥0 , 𝑦0 𝑎 + 𝑓𝑦 𝑥0 , 𝑦0 𝑏 2
Now, combining equations 1 and 2 , we get
𝐷𝑢 𝑓 𝑥0 , 𝑦0 = 𝑓𝑥 𝑥0 , 𝑦0 𝑎 + 𝑓𝑦 𝑥0 , 𝑦0 𝑏

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Remark : If the unit vector 𝑢 makes an angle 𝜃 with the positive 𝑥 −axis, then we can
write 𝑢 = cos 𝜃 𝑖 + sin 𝜃 𝑗 and the formula in theorem 4.4 becomes:

𝐷𝑢 𝑓 𝑥, 𝑦 = 𝑓𝑥 𝑥, 𝑦 cos 𝜃 + 𝑓𝑦 𝑥, 𝑦 sin 𝜃 3

Example 22: Let 𝑓 𝑥, 𝑦 = 6 − 3𝑥 2 − 𝑦 2 , and 𝑢 = (1⁄ ) 𝑖 − (1⁄ ) 𝑗. Find 𝐷𝑢 𝑓 1,2

√2 √2
Solution: Notice that 𝑢 is a unit vector
First let us calculate the partial derivatives of 𝑓
𝑓𝑥 𝑥, 𝑦 = −6𝑥 ,and 𝑓𝑦 𝑥, 𝑦 = −2𝑦

Then 𝐷𝑢 𝑓 1,2 = 𝑓𝑥 1,2 (1⁄ ) + 𝑓𝑦 1,2 (−1⁄ )

√2 √2

= −6 (1⁄ ) + −4 (−1⁄ ) = −√2

√2 √2
In the expression𝐷𝑢 𝑥0 , 𝑦0 , 𝑢 represents a unit vector. The directional derivative in the direction
of an arbitrary vector 𝑎 is defined to be 𝐷𝑢 𝑓 𝑥0 , 𝑦0 where
𝑎
𝑢 = ‖𝑎‖

Example 23: Let f x, y = xy 2 and let 𝑎 = 𝑖 − 2𝑗. Find the directional derivative of 𝑓 at −3,1
in the direction of 𝑎.
Solution: Here ‖𝑎‖ = √1 + 4 = √5
So, 𝐷𝑢 𝑓 −3,1 where
𝑎 1
𝑢 = ‖𝑎‖ = (i-2j)
√5

And 𝑓𝑥 𝑥, 𝑦 = 𝑦 2 and 𝑓𝑦 𝑥, 𝑦 = 2𝑥𝑦

It follows that
1 −2
𝐷𝑢 𝑓 −3,1 = 𝑓𝑥 −3,1 + 𝑓𝑦 −3,1
√5 √5
1 −2 13
=1 + −6 =
√5 √5 √5

Find the directional derivative if 𝐷𝑢 f(x,y) if f ( x, y)  x 2 y  4 y 2 +3x-y

𝜋
And U is the unit vector given by angle𝜃 = . What is Du f (1,2)
6
𝜋 𝜋
𝐷𝑢 𝑓 𝑥, 𝑦 = 𝑓𝑥 𝑥, 𝑦, cos 6 +𝑓𝑥 𝑥, 𝑦, sin 6

=(2xy)√3/2 -8y1/2

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√3
= 2x1x2 - 8x2x1/2
2

= 2√3-8

Activity 8:
Find each of the directional derivatives
a) 𝐷𝑢 𝑓 2,0 where 𝑓 𝑥, 𝑦 = 𝑥𝑒 𝑥𝑦 + 𝑦 and 𝑢 is the unit vector in the direction of 𝜃 =
2𝜋
3

b) 𝐷𝑢 𝑓 𝑥, 𝑦, 𝑧 where 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 𝑧 + 𝑦 3 𝑧 2 − 𝑥𝑦𝑧 in the direction of 𝑣 = −1,0,3

3.5.2. The Gradient vector

There is another form of the formula that we used to get the directional derivative that is a little
nicer and somewhat more compact. It is also a much more general formula that will encompass
both of the formulas above.
Let’s start with the second one and notice that we can write it as follows,
𝐷𝑢 𝑓 𝑥, 𝑦, 𝑧 = 𝑓𝑥 𝑥, 𝑦, 𝑧 𝑎1 + 𝑓𝑦 𝑥0 , 𝑦0 𝑎2 + 𝑓𝑧 𝑥, 𝑦, 𝑧 𝑎3
= 𝑓𝑥 , 𝑓𝑦 , 𝑓𝑧 ∙ 𝑎1 , 𝑎2 , 𝑎3
In other words we can write the directional derivative as a dot product and notice that the second
vector is nothing more than the unit vector 𝑢 that gives the direction of change. Also, if we had
used the version for functions of two variables the third component wouldn’t be there, but other
than that the formula would be the same.

Now let’s give a name and notation to the first vector in the dot product since this vector will show
up fairly regularly throughout this course. The gradient of f or gradient vector of f is defined to
be,

f f f
f  x, y, z   , , Or
x y z

f f
f  x, y   ,  f x  x, y  i  f y  x , y  j ,
x y

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The definition is only shown for functions of two or three variables; however there is a natural
extension to functions of any number of variables that we’d like.

With the definition of the gradient we can now say that the directional derivative is given by,

Du f  x, y, z   f  x, y, z   u

DEFINITION: If f is a function of two variables x and y , then the gradient of f is the vector
function ∇𝑓 defined by

Example 24: Find the gradient of the function 𝑓 𝑥, 𝑦 = 𝑥𝑐𝑜𝑠 𝑥𝑦 at 1, −𝜋

Solution: By definition ∇𝑓 1, −𝜋 = 𝑓𝑥 1, −𝜋 𝑖 + 𝑓𝑦 1, −𝜋 𝑗

But 𝑓𝑥 𝑥, 𝑦 = cos 𝑥𝑦 − 𝑥𝑦𝑠𝑖𝑛 𝑥𝑦 and 𝑓𝑦 𝑥, 𝑦 = −𝑥 2 𝑠𝑖𝑛 𝑥𝑦

Then 𝑓𝑥 1, −𝜋 = cos −𝜋 + 𝜋𝑠𝑖𝑛 −𝜋 = −1 and 𝑓𝑦 1, −𝜋 = 0

Hence ∇𝑓 1, −𝜋 = −𝑖

Example 25: Find the derivative of 𝑓 𝑥, 𝑦 = 𝑥𝑒 𝑦 + cos 𝑥𝑦 at the point 2,0 in the direction
of 𝑣 = 3𝑖 − 4𝑗.
Solution: The direction of 𝑣 is the unit vector obtained by dividing 𝑣 by its length. i.e.
𝑣 𝑣 3 4
𝑢 = |𝑣| = 5 = 5 𝑖 − 5 𝑗

The partial derivatives of ƒ are everywhere continuous and these are:

𝜕
𝑓𝑥 𝑥, 𝑦 = 𝜕𝑥 𝑥𝑒 𝑦 + cos 𝑥𝑦

= 𝑒 𝑦 − ysin 𝑥𝑦
and 𝑓𝑥 2,0 = 𝑒 𝑦 − ysin 𝑥𝑦 2,0 = 1

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𝜕
Similarly, 𝑓𝑦 𝑥, 𝑦 = 𝜕𝑦 𝑥𝑒 𝑦 + cos 𝑥𝑦

= 𝑥𝑒 𝑦 − xsin 𝑥𝑦
and 𝑓𝑦 2,0 = 𝑥𝑒 𝑦 − xsin 𝑥𝑦 2,0 = 2
The gradient of ƒ at 2, 0 is
∇𝑓 2,0 = 𝑓𝑥 2,0 𝑖 + 𝑓𝑦 2,0 𝑗
= 𝑖 + 2𝑗
The derivative of ƒ at 2, 0 in the direction of 𝒗 is therefore
𝐷𝑢 𝑓 2,0 = ∇𝑓 2,0 . 𝑢
3 4
= 𝑖 + 2𝑗 . (5 𝑖 − 5 𝑗)

Functions of three variables

DEFINITION:
The directional derivative of 𝑓 at 𝑥0 , 𝑦0 , 𝑧0 in the direction of a unit vector 𝑢 = 𝑎𝑖 +
𝑏𝑗 + 𝑐𝑘 is

𝑓 𝑥0 +ℎ𝑎,𝑦0 +ℎ𝑏,𝑧0 +ℎ𝑐 −𝑓 𝑥0 ,𝑦0 ,𝑧0

𝐷𝑢 𝑓 𝑥0 , 𝑦0 , 𝑧0 = lim
ℎ→0 ℎ

if the limit exists.

Remark: If 𝑓 𝑥, 𝑦, 𝑧 is differentiable and 𝑢 = 𝑎𝑖 + 𝑏𝑗 + 𝑐𝑘, then

𝐷𝑢 𝑓 𝑥, 𝑦, 𝑧 = 𝑓𝑥 𝑥, 𝑦, 𝑧 𝑎 + 𝑓𝑦 𝑥, 𝑦, 𝑧 𝑏 + 𝑓𝑧 𝑥, 𝑦, 𝑧 𝑐

Definition: For a function of three variables, the gradient vector, denoted by ∇𝑓 is

𝜕𝑓 𝜕𝑓 𝜕𝑓
∇𝑓 𝑥, 𝑦, 𝑧 = 𝜕𝑥 𝑖 + 𝜕𝑦 𝑗 + 𝜕𝑧 𝑘 = 𝑓𝑥 𝑥, 𝑦, 𝑧 , 𝑓𝑦 𝑥, 𝑦, 𝑧 , 𝑓𝑧 𝑥, 𝑦, 𝑧

Note: Similar to the function of two variables the relation between the directional derivative and
the gradient vector is given as:
𝐷𝑢 𝑓 𝑥, 𝑦, 𝑧 = ∇𝑓 𝑥, 𝑦, 𝑧 . 𝑢
Example 25 : If 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 sin 𝑦𝑧, then
a. Find the gradient of 𝑓.
b. Find the directional derivative of 𝑓 at 1,3,0 in the direction of 𝑣 = 𝑖 + 2𝑗 − 𝑘.

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Solution:
a. The gradient of 𝑓 is
∇𝑓 𝑥, 𝑦, 𝑧 = 𝑓𝑥 𝑥, 𝑦, 𝑧 , 𝑓𝑦 𝑥, 𝑦, 𝑧 , 𝑓𝑧 𝑥, 𝑦, 𝑧
= sin 𝑦𝑧 , 𝑥𝑧 cos 𝑦𝑧 , 𝑥𝑦 cos 𝑦𝑧
b. At 1,3,0 we have ∇𝑓 1,3,0 = 0,0,3 = 3𝑘.
The unit vector in the direction of 𝑣 = 𝑖 + 2𝑗 − 𝑘 is
𝑣 𝑣 1 2 1
𝑢 = |𝑣| = = 𝑖+ 𝑗− 𝑘
√6 √6 √6 √6

Therefore,
𝐷𝑢 𝑓 1,3,0 = ∇𝑓 1,3,0 . 𝑢
1 2 1
= 3𝑘 . ( 𝑖+ 𝑗− 𝑘)
√6 √6 √6
−3
= .
√6

Activity 9:
1. For the function , find in the direction of the vector using

the limit definition and the gradient shortcut.

2. 2. Find the derivative of the function at the point (1,-1, 2) in the direction

3. Let

a. Compute and b. Compute , where .

Theorem 3: (The Directional Derivative in Terms of the Gradient)

If f(x, y) is differentiable at the point (a, b), then:
I. The maximum rate of change of f at (a, b) is f  a, b  , occurring in the direction

of the gradient.

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II. The minimum rate of change of f at (a, b) is - f  a, b  , occurring in the direction

opposite of the gradient.

III. The rate of change of f at (a, b) is 0 in directions orthogonal to the gradient.
IV. The gradient f  a, b  is orthogonal to the level curve f(x, y) = f(a, b).

Example 26: Let 𝑓 𝑥, 𝑦 = 6 − 3𝑥 2 − 𝑦 2

a) In which direction is 𝑓 increasing most rapidly at 1,2 .
b) Find the maximum change of 𝑓 at 1,2
Solution:
a) by the above theorem the maximum change occurs in the direction of the gradient at that
point. Then,
𝑓𝑥 𝑥, 𝑦 = −6𝑥 and, 𝑓𝑦 𝑥, 𝑦 = −2𝑦

This implies that ∇𝑓 1,2 = 𝑓𝑥 1,2 𝑖 + 𝑓𝑦 1,2 𝑗

∇𝑓 1,2 = −6 1 𝑖 + −2 2 𝑗 = −6 𝑖 − 4 𝑗

So 𝑓 increases most rapidly at 1,2 in the direction of −6 𝑖 − 4 𝑗

b) maximum change of 𝑓 at 1,2 is ‖∇𝑓 1,2 ‖ = √ −6 2 + −4 2 = √52

Activity 10:
a) Find the gradient of the function at the point (1,1)

b) A man stands at the point on a hill whose elevation is given by

In what direction should he begin to walk in order to climb the hill most rapidly? Assuming
he walks in this direction, what will be his rate of ascent initially?

3.6. Total differential and Tangent planes

3.6.1. Tangent planes

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Suppose a surface 𝑆 has equation 𝑧 = 𝑓 𝑥, 𝑦 , where 𝑓 has continuous first order partial
derivatives, and let 𝑃 𝑥0 , 𝑦0 , 𝑧𝑜 be a point on 𝑆. Let 𝐶1 and 𝐶2 be the curves obtained by
intersecting the vertical planes 𝑦 = 𝑦0 and 𝑥 = 𝑥0 with the surface 𝑆.Then the point 𝑃 lies on
both 𝐶1 and 𝐶2 . Let 𝑇1 and 𝑇2 be the tangent lines to the curves 𝐶1 and 𝐶2 at the point 𝑃. Then
the tangent plane to the surface 𝑆 at the point 𝑃 is defined to be the plane that contains both
tangent lines 𝑇1 and 𝑇2 . (See Figure 1)

Figure 1
The tangent plane at 𝑃 is the plane that most closely approximates the surface 𝑆 near the point
𝑃. We know that the general equation of a plane which passes through 𝑥0 , 𝑦0 , 𝑧0 is given by,
𝑎 𝑥 − 𝑥0 + 𝑏 𝑦 − 𝑦0 + 𝑐 𝑧 − 𝑧0
𝑎 𝑏
By dividing this equation by 𝑐 and letting 𝐴 = − 𝑐 and = − 𝑐 , we can write it in the form:

𝑧 − 𝑧0 = 𝐴 𝑥 − 𝑥0 + 𝐵 𝑦 − 𝑦0 (1)
Let’s first think about what happens if we hold 𝑦 fixed, i.e. if we assume that = 𝑦0 . In this case
the equation of the tangent plane becomes,
𝑧 − 𝑧0 = 𝐴 𝑥 − 𝑥0 , 𝑦 = 𝑦0
and we recognize these as the equations of a line with slope 𝐴 and we know that the slope of the
tangent 𝑇1 is 𝑓𝑥 𝑥0 , 𝑦0 .
Similarly, if 𝑥 = 𝑥0 in equation (1), then the equation becomes
𝑧 − 𝑧0 = 𝐵 𝑦 − 𝑦0 , 𝑥 = 𝑥0
Which must represent the tangent line of 𝑇2 and its slope is B= 𝑓𝑦 𝑥0 , 𝑦0 .

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Theorem 4: Let 𝑃 𝑥𝑜 , 𝑦𝑜 , 𝑧𝑜 be any point on the surface 𝑧 = 𝑓 𝑥, 𝑦 .If 𝑓 𝑥, 𝑦 is differentiable

at 𝑥𝑜 , 𝑦𝑜 , then the surface has tangent plane at 𝑃, and this plane has equation
𝑓𝑥 𝑥𝑜 , 𝑦𝑜 𝑥 − 𝑥𝑜 + 𝑓𝑦 𝑥𝑜 , 𝑦𝑜 𝑦 − 𝑦𝑜 − 𝑧 − 𝑧𝑜 = 0

Example 27: Find the tangent plane to the elliptic paraboloid 𝑧 = 2𝑥 2 + 𝑦 2 at the point 1,1,3 .
Solution: Let 𝑓 𝑥, 𝑦 = 2𝑥 2 + 𝑦 2 . Then
𝑓𝑥 𝑥, 𝑦 = 4𝑥 𝑓𝑦 𝑥, 𝑦 = 2𝑦
𝑓𝑥 1,1 = 4 𝑓𝑦 1,1 = 2
Therefore, equation of the tangent plane at 1,1,3 is
𝑧 − 𝑧0 = 𝑓𝑥 𝑥0 , 𝑦0 𝑥 − 𝑥0 + 𝑓𝑦 𝑥0 , 𝑦0 𝑦 − 𝑦0
⟹ 𝑧 − 3 = 𝑓𝑥 1,1 𝑥 − 1 + 𝑓𝑦 1,1 𝑦 − 1
⟹𝑧−3=4 𝑥−1 +2 𝑦−1
⟹ 𝑧 = 4𝑥 + 2𝑦 − 3.
Thus, the equation is 𝑧 = 4𝑥 + 2𝑦 − 3.

Figure 2

Example 28: Find an equation for the tangent plane to the surface 𝑧 = 𝑥 2 𝑦 at the point 2,1,4

Solution: Since𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 , it follows that

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𝑓𝑥 𝑥, 𝑦 = 2𝑥𝑦 and, 𝑓𝑦 𝑥, 𝑦 = 𝑥 2

So that 𝑥 = 2 and 𝑦 = 1

𝑓𝑥 2,1 = 4 and, 𝑓𝑦 2,1 = 4

Therefore, the tangent plane has the equation

4 𝑥 − 2 + 4 𝑦 − 2 − 𝑧 − 4 = 0 or 4𝑥 + 4𝑦 − 𝑧 = 8

3.6.2. Total differential

Let y = f(x) be a differentiable function. The differential 𝒅𝒙 is an independent variable. The

differential 𝒅𝒚 is: 𝑑𝑦 = 𝑓  𝑥 𝑑𝑥.
Geometrically, 𝑑𝑦 is the vertical change along the tangent line of a curve when 𝑥 = 𝑎 changes
by an amount 𝑑𝑥 = x. The quantity

𝑦 = 𝑓 𝑎 + 𝑑𝑥 – 𝑓 𝑎 is called the increment in y.

In the limit x  0, y  dy. The error   0 as x  0 as well

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Analogously, if 𝑧 = 𝑓 𝑥, 𝑦 is a function of two variables, we will define 𝑑𝑧 to be the change in

z along the tangent plane at 𝑥𝑜 , 𝑦𝑜 , 𝑧𝑜 to the surface 𝑧 = 𝑓 𝑥, 𝑦 produced by changes 𝑑𝑥 and
𝑑𝑦 in 𝑥 and 𝑦 respectively. This is in contrast to

△ 𝑧 = 𝑓 𝑥𝑜 +△ 𝑥, 𝑦𝑜 +△ 𝑦 − 𝑓 𝑥𝑜 , 𝑦𝑜 (1)

which represents the change in 𝑧 along the surface produced by changes △ 𝑥 and △ 𝑦 in 𝑥 and 𝑦.
To derive a formula for 𝑑𝑧 let 𝑃 𝑥𝑜 , 𝑦𝑜 , 𝑧𝑜 be a fixed point on the surface 𝑧 = 𝑓 𝑥, 𝑦 .If we
assume𝑓 to be differentiable at 𝑥𝑜 , 𝑦𝑜 ), then the surface has a tangent plane at 𝑃,given by the
equation

𝑓𝑥 𝑥𝑜 , 𝑦𝑜 𝑥 − 𝑥𝑜 + 𝑓𝑦 𝑥𝑜 , 𝑦𝑜 𝑦 − 𝑦𝑜 − 𝑧 − 𝑧𝑜 = 0 (2)

or

𝑧 = 𝑧𝑜 + 𝑓𝑥 𝑥𝑜 , 𝑦𝑜 𝑥 − 𝑥𝑜 + 𝑓𝑦 𝑥𝑜 , 𝑦𝑜 𝑦 − 𝑦𝑜 (3)

It follows from (3) that the tangent plane has height 𝑧𝑜 at 𝑥 = 𝑥𝑜 and 𝑦 − 𝑦𝑜 and it has height

𝑧 = 𝑧𝑜 + 𝑓𝑥 𝑥𝑜 , 𝑦𝑜 𝑥 − 𝑥𝑜 + 𝑓𝑦 𝑥𝑜 , 𝑦𝑜 𝑦 − 𝑦𝑜 (4)

when 𝑥 = 𝑥𝑜 + 𝑑𝑥, 𝑦 = 𝑦𝑜 + 𝑑𝑦 Thus, the change 𝑑𝑧 in the height of the tangent plane

𝑥, 𝑦 Varies from 𝑥𝑜 , 𝑦𝑜 to (𝑥𝑜 + 𝑑𝑥, = 𝑦𝑜 + 𝑑𝑦) is obtained by subtracting 𝑧 𝑜 from expression

(4). This yield

𝑑𝑧 = 𝑓𝑥 𝑥𝑜 , 𝑦𝑜 𝑑𝑥 + 𝑓𝑦 𝑥𝑜 , 𝑦𝑜 𝑑𝑦 at 𝑥𝑜 , 𝑦𝑜 or (5)

𝑑𝑧 = 𝑓𝑥 𝑥, 𝑦 𝑑𝑥 + 𝑓𝑦 𝑥, 𝑦 𝑑𝑦 (6)

We call 𝑑𝑧the total differential of 𝑧 or total differential of 𝑓

Definition: Total Differential of a Function of Two Variables is given by

Example 29. :

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If 𝑧 = 𝑓 𝑥, 𝑦 = 𝑥 2 + 3𝑥𝑦 − 𝑦 2 find the differential 𝑑𝑧

Solution: by the definition
𝑑𝑧 = 𝑓𝑥 𝑥, 𝑦 𝑑𝑥 + 𝑓𝑦 𝑥, 𝑦 𝑑𝑦
= 2𝑥 + 3𝑦 𝑑𝑥 + 3𝑥 − 2𝑦 𝑑𝑦
3.7. Application, Tangent plane approximation of values of a function
Recall the definition:
A function 𝑓 of two variables is differentiable at 𝑥𝑜 , 𝑦𝑜 if there exist a disk D centered at 𝑥𝑜 , 𝑦𝑜
and functions ℇ1 and ℇ1 of two variables such that
𝑓 𝑥, 𝑦 − 𝑓 𝑥𝑜 , 𝑦𝑜 = 𝑓𝑥 𝑥𝑜 , 𝑦𝑜 𝑥 − 𝑥𝑜 + 𝑓𝑦 𝑥𝑜 , 𝑦𝑜 𝑦 − 𝑦𝑜 + ℇ1 𝑥, 𝑦 𝑥 − 𝑥𝑜 +
ℇ2 𝑥, 𝑦 𝑦 − 𝑦𝑜 for 𝑥, 𝑦 in D (1)
Where lim ℇ1 𝑥, 𝑦 = 0 and lim ℇ2 𝑥, 𝑦 = 0 (2)
𝑥,𝑦 → 𝑥𝑜 ,𝑦𝑜 𝑥,𝑦 → 𝑥𝑜 ,𝑦𝑜

Since the limits in (2) are 0 the two numbers as 𝑓 𝑥, 𝑦 − 𝑓 𝑥𝑜 , 𝑦𝑜 and 𝑓𝑥 𝑥𝑜 , 𝑦𝑜 𝑥 − 𝑥𝑜 +

𝑓𝑦 𝑥𝑜 , 𝑦𝑜 𝑦 − 𝑦𝑜 are approximately equal when 𝑥, 𝑦 close to 𝑥𝑜 , 𝑦𝑜
𝑓 𝑥, 𝑦 − 𝑓 𝑥𝑜 , 𝑦𝑜 ≈ 𝑓𝑥 𝑥𝑜 , 𝑦𝑜 𝑥 − 𝑥𝑜 + 𝑓𝑦 𝑥𝑜 , 𝑦𝑜 𝑦 − 𝑦𝑜 (3)
Or equivalently
𝑓 𝑥, 𝑦 ≈ 𝑓 𝑥𝑜 , 𝑦𝑜 + 𝑓𝑥 𝑥𝑜 , 𝑦𝑜 𝑥 − 𝑥𝑜 + 𝑓𝑦 𝑥𝑜 , 𝑦𝑜 𝑦 − 𝑦𝑜 (4)
From section 3.5 equation (3) any point 𝑥, 𝑦, 𝑧 on the plane tangent to the graph of 𝑓 at
𝑥𝑜 , 𝑦𝑜 , 𝑓 𝑥𝑜 , 𝑦𝑜 satisfies(𝑧𝑜 = 𝑓 𝑥𝑜 , 𝑦𝑜
𝑧 = 𝑓 𝑥𝑜 , 𝑦𝑜 + 𝑓𝑥 𝑥𝑜 , 𝑦𝑜 𝑥 − 𝑥𝑜 + 𝑓𝑦 𝑥𝑜 , 𝑦𝑜 𝑦 − 𝑦𝑜 (5)
Since the right side of (4) and (5) are identical , we can use 𝑧 from (5) to approximate 𝑓 𝑥, 𝑦 if
𝑥, 𝑦 close to 𝑥𝑜 , 𝑦𝑜 . The use of the tangent plane to approximate (𝑥, 𝑦, 𝑓 𝑥, 𝑦 )on the graphs of
𝑓 is called tangent plane approximation.
In order to emphasize that we will consider only points 𝑥, 𝑦 that are close to 𝑥𝑜 , 𝑦𝑜 , we replace
𝑥 by 𝑥𝑜 + ℎ and 𝑦 by 𝑦𝑜 + 𝑘 in (4) which becomes
𝑓 𝑥𝑜 + ℎ, 𝑦𝑜 + 𝑘 ≈ 𝑓 𝑥𝑜 , 𝑦𝑜 + 𝑓𝑥 𝑥𝑜 , 𝑦𝑜 ℎ + 𝑓𝑦 𝑥𝑜 , 𝑦𝑜 𝑘 (6)
Example 30:
a) Find the approximation of 𝑓 𝑥, 𝑦 = √𝑥 2 + 𝑦 2 at a point 𝑥𝑜 , 𝑦𝑜

b) Use a) to approximate 𝑓 3.04,3.98 = √ 3.04 2 + 3.98 2

Solution:

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𝑥 𝑦
a) 𝑓𝑥 𝑥, 𝑦 = and, 𝑓𝑦 𝑥, 𝑦 =
√𝑥 2 +𝑦2 √𝑥 2 +𝑦2

Then using the above discussion

𝑥𝑜 𝑦𝑜
√𝑥 2 + 𝑦 2 ≈ 𝑥 − 𝑥𝑜 + 𝑦 − 𝑦𝑜
√𝑥𝑜 2 +𝑦𝑜 2 √𝑥𝑜 2 +𝑦𝑜 2

b) Appling formula (6),since 3.04 is close to 3and 3.98 is close to 4

take 𝑥𝑜 = 3, 𝑦𝑜 = 4,ℎ = 0.04,and 𝑘 = −0.02
3 4
√ 3.04 2 + 3.98 2 = √32 + 42 + 0.04 + −0.02 = 5.008
5 5
𝑥2 𝑦2
Example 31: Find the tangent plane approximation to 𝑧 = 3 + 16 + at −4,3 .
9
𝑥2 𝑦2
Solution: Let 𝑥, 𝑦 = 3 + 16 + . Then
9

𝑓 −4,3 = 3 + 1 + 1 = 5
𝑥 2𝑦
𝑓𝑥 𝑥, 𝑦 = 8 𝑓𝑦 𝑥, 𝑦 = 9
1 2
𝑓𝑥 −4,3 = − 2 𝑓𝑦 −4,3 = 3

Then, the tangent plane approximation is

𝑓 𝑥, 𝑦 ≈ 𝑓 𝑥0 , 𝑦0 + 𝑓𝑥 𝑥0 , 𝑦0 𝑥 − 𝑥0 + 𝑓𝑦 𝑥0 , 𝑦0 𝑦 − 𝑦0
= 𝑓 −4,3 + 𝑓𝑥 −4,3 𝑥 + 4 +𝑓𝑦 −4,3 𝑦 − 2
1 2
= 5+−2 𝑥 +4 +3 y−4
1 2
= 2− 2𝑥 + 3𝑦
1 2
Therefore, the tangent plane approximation is 𝐿 𝑥, 𝑦 = 2 − 2 𝑥 + 3 𝑦

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Activity 11:
Find the linearization of the function at each point
a. 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑦 2 + 1 𝑎𝑡 0,0 𝑎𝑛𝑑 1,1
b. 𝑓 𝑥, 𝑦 = 𝑒 −𝑥𝑦 cos 𝑦 𝑎𝑡 𝜋, 0
c. 𝑓 𝑥, 𝑦 = sin 2𝑥 + 3𝑦 𝑎𝑡 −3,2
d. 𝑓 𝑥, 𝑦 = 3𝑥 − 4𝑦 + 5 at 0,0 and 1,1
e. 𝑓 𝑥, 𝑦, 𝑧 = 𝑥𝑦 + 𝑦𝑧 + 𝑥𝑧 at 1,1,1 , 1,0,0 and 0,0,0
f. 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 + 𝑦 2 + 𝑧 2 at 1,1,1 , 0,1,0 and 1,0,0
g. 𝑓 𝑥, 𝑦 = 𝑒 𝑥 cos 𝑦 at 0,0 and 0, 𝜋⁄2

h. 𝑓 𝑥, 𝑦, 𝑧 = √𝑥 2 + 𝑦 2 + 𝑧 2 at 1,0,0 , 1,1,0 and 1,2,2

3.8. The Chain Rule and Implicit differentiation

The Chain Rule
We have been using the standard chain rule for functions of one variable throughout the last couple
of sections. It’s now time to extend the chain rule out to more complicated situations. Before we
actually do that let’s first review the notation for the chain rule for functions of one variable.
The notation that’s probably familiar to most people is the following.
𝐹 𝑥 =𝑓 𝑔 𝑥 , 𝐹´ 𝑥 = 𝑓´(𝑔 𝑥 )𝑔´ 𝑥
As with many topics in multivariable calculus, there are in fact many different formulas depending
upon the number of variables that we’re dealing with. So, let’s start this discussion off with a
function of two variables, 𝑧 = 𝑓 𝑥, 𝑦 .
From this point there are still many different possibilities that we can look at. We will be looking
at two distinct cases prior to generalizing the whole idea out.
𝑑𝑧
Case 1: 𝑧 = 𝑓 𝑥, 𝑦 , 𝑥 = 𝑔 𝑡 , 𝑦 = ℎ 𝑡 and compute
𝑑𝑡

In this case we are going to compute an ordinary derivative since z really would be a function of t
only if we were to substitute in for x and y.
The chain rule for this case is
𝑑𝑧 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
𝑑𝑡
= 𝜕𝑥 𝑑𝑡 + 𝜕𝑥 𝑑𝑡

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So, basically what we’re doing here is differentiating f with respect to each variable in it and then
multiplying each of these by the derivative of that variable with respect to t. The final step is to
then add all this up.

𝑑𝑧
Example 32: Compute 𝑑𝑡 for each of the following

a) 𝑧 = 𝑥𝑒 𝑥𝑦 , 𝑥 = 𝑡 2 , 𝑦 = 𝑡 −1
b) 𝑧 = 𝑥 2 𝑦 3 + 𝑦𝑐𝑜𝑠𝑥, 𝑥 = ln 𝑡 2 , 𝑦 = sin 4𝑡
Solution:

a) Using the formula

𝑑𝑧 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
= 𝜕𝑥 𝑑𝑡 + 𝜕𝑥 𝑑𝑡 = 𝑒 𝑥𝑦 + 𝑦𝑥𝑒 𝑥𝑦 2𝑡 + 𝑥 2 𝑒 𝑥𝑦 −𝑡 −2
𝑑𝑡

2𝑡 𝑒 𝑥𝑦 + 𝑦𝑥𝑒 𝑥𝑦 − 𝑡 −2 𝑥 2 𝑒 𝑥𝑦

Substituting the values of x and y we have

𝑑𝑧
= 2𝑡 𝑒 𝑡 + 𝑡𝑒 𝑡 − 𝑡 −2 𝑡 4 𝑒 𝑡 = 2𝑡𝑒 𝑡 + 𝑡 2 𝑒 𝑡
𝑑𝑡

𝑑𝑧
Notice that we completed the solution by writing the answer in terms of 𝑡, since we desired 𝑑𝑡

𝜕𝑧 𝜕𝑧
Case 2: 𝑧 = 𝑓 𝑥, 𝑦 , 𝑥 = 𝑔 𝑠, 𝑡 , 𝑦 = ℎ 𝑠, 𝑡 and compute 𝜕𝑠 and 𝜕𝑡

c) 𝑧 = 𝑥 2 𝑦 3 + 𝑦𝑐𝑜𝑠𝑥, 𝑥 = ln 𝑡 2 , 𝑦 = sin 4𝑡
𝑑𝑧 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
Using the formula = 𝜕𝑥 𝑑𝑡 + 𝜕𝑥 𝑑𝑡
𝑑𝑡
𝑑𝑧 2
= 2𝑥𝑦 3 ± 𝑦𝑠𝑖𝑛𝑥 ( ) + 3𝑥 2 𝑦 2 + 𝑐𝑜𝑠𝑥 4 cos 4𝑡
𝑑𝑡 𝑡
4sin3 4t lnt2 −2 sin 4t sin lnt2
= + 4 cos 4t 3sin2 4t [lnt 2 ]2 + cos lnt 2
t

Now let’s take a look at the second

𝜕𝑧 𝜕𝑧
Case 3: 𝑧 = 𝑓 𝑥, 𝑦 , 𝑥 = 𝑔 𝑠, 𝑡 , 𝑦 = ℎ 𝑠, 𝑡 and compute 𝜕𝑠 and 𝜕𝑡

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In this case if we were to substitute in for x and y we would get that z is a function of s and t and
so it makes sense that we would be computing partial derivatives here and that there would be two
of them.

Here is the chain rule for both of these cases.

𝜕𝑧 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑧 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
= 𝜕𝑥 𝜕𝑠 + 𝜕𝑥 𝜕𝑠 and, = 𝜕𝑥 𝜕𝑡 + 𝜕𝑥 𝜕𝑡
𝜕𝑠 𝜕𝑡

𝜕𝑧 𝜕𝑧
Example 33: Find 𝜕𝑠 and 𝜕𝑡 for 𝑧 = 𝑒 2𝑟 sin 3𝜃 , 𝑟 = 𝑠𝑡 − 𝑡 2 , 𝜃 = √𝑠 2 + 𝑡 2

Solution:

𝜕𝑧
Here is the chain rule for 𝜕𝑠

𝜕𝑧 𝜕𝑧 𝜕𝑟 𝜕𝑧 𝜕𝜃
= 𝜕𝑟 𝜕𝑠 + 𝜕𝜃 𝜕𝑠
𝜕𝑠

𝑠
= 2𝑒 2𝑟 sin 3𝜃 𝑡 + 3𝑒 2𝑟 cos 3𝜃 √𝑠2 +𝑡 2

2
2 3𝑠𝑒 2(𝑠𝑡−𝑡 ) cos 3√𝑠2 +𝑡 2
= 𝑡(2𝑒 2(𝑠𝑡−𝑡 ) sin(3√𝑠 2 + 𝑡 2 )) + √𝑠2 +𝑡 2

𝜕𝑧
Now the chain rule for 𝜕𝑡

𝜕𝑧 𝜕𝑧 𝜕𝑟 𝜕𝑧 𝜕𝜃
𝜕𝑡
= 𝜕𝑟 𝜕𝑡 + 𝜕𝜃 𝜕𝑡

𝑡
= 2𝑒 2𝑟 sin 3𝜃 𝑠 − 2𝑡 + 3𝑒 2𝑟 cos 3𝜃 √𝑠2 +𝑡 2

2
2 3𝑡𝑒 2(𝑠𝑡−𝑡 ) cos 3√𝑠2 +𝑡 2
= 𝑠 − 2𝑡 2𝑒 2(𝑠𝑡−𝑡 ) sin(3√𝑠 2 + 𝑡 2 ))+ √𝑠2 +𝑡 2

General version of the chain rule.

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Suppose that z is a function of n variables,𝑥1 , 𝑥2 , … 𝑥𝑛 , and that each of these variables are in
turn functions of m variables, 𝑡1 , 𝑡2 , … 𝑡𝑚 . Then for any variable𝑡𝑖 , 𝑖 = 1,2,3, … , 𝑚 we have the
following,

𝜕𝑧 𝜕𝑧 𝜕𝑥1 𝜕𝑧 𝜕𝑥2 𝜕𝑧 𝜕𝑥𝑛

= 𝜕𝑥 + 𝜕𝑥 + … + 𝜕𝑥
𝜕𝑡𝑖 1 𝜕𝑡1 2 𝜕𝑡2 𝑛 𝜕𝑡𝑖

That’s a lot to remember. There is actually an easier way to construct all the chain rules that we’ve
discussed in the section or will look at in later examples. We can build up a tree diagram that
will give us the chain rule for any situation. To see how these work let’s go back and take a look
𝜕𝑧
at the chain rule for 𝜕𝑠 given that 𝑧 = 𝑓 𝑥, 𝑦 , 𝑥 = 𝑔 𝑠, 𝑡 , 𝑦 = ℎ 𝑠, 𝑡 .

We already know what this is, but it may help to illustrate the tree diagram if we already know the
answer. For reference here is the chain rule for this case,

𝜕𝑧 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
= +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠

Here is the tree diagram for this case.

We start at the top with the function itself and the branch out from that point. The first set of
branches is for the variables in the function. From each of these endpoints we put down a further
set of branches that gives the variables that both x and y are a function of. We connect each letter
with a line and each line represents a partial derivative as shown. Note that the letter in the

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numerator of the partial derivative is the upper “node” of the tree and the letter in the denominator
of the partial derivative is the lower “node” of the tree.

Example 34: Use a tree diagram to write down the chain rule for the given derivatives.

𝑑𝑤
a) for 𝑤 = 𝑓 𝑥, 𝑦, 𝑧 , 𝑥 = 𝑔1 𝑡 , 𝑦 = 𝑔2 𝑡 , and 𝑧 = 𝑔3 𝑡
𝑑𝑡
𝑑𝑤
b) for 𝑤 = 𝑓 𝑥, 𝑦, 𝑧 , 𝑥 = 𝑔1 𝑠, 𝑡, 𝑟 , 𝑦 = 𝑔2 𝑠, 𝑡, 𝑟 , and 𝑧 = 𝑔3 𝑠, 𝑡, 𝑟
𝑑𝑟

Solution:
a) 𝑤 = 𝑓 𝑥, 𝑦, 𝑧 , 𝑥 = 𝑔1 𝑡 , 𝑦 = 𝑔2 𝑡 , and 𝑧 = 𝑔3 𝑡
So, we’ll first need the tree diagram so let’s get that.

From this is looks like the chain rule for this case should be,

𝑑𝑤 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝑑𝑧
= + +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡

𝑏 𝑤 = 𝑓 𝑥, 𝑦, 𝑧 , 𝑥 = 𝑔1 𝑠, 𝑡, 𝑟 , 𝑦 = 𝑔2 𝑠, 𝑡, 𝑟 , and 𝑧 = 𝑔3 𝑠, 𝑡, 𝑟

Here is the tree diagram for this situation.

From this it looks like the derivative will be,

𝑑𝑤 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝑑𝑧
= + +
𝑑𝑟 𝜕𝑥 𝑑𝑟 𝜕𝑦 𝑑𝑟 𝜕𝑧 𝑑𝑟

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Activity 12:
a) Let 𝑤 = 𝑥𝑐𝑜𝑠𝑦𝑧 2 , 𝑥 = 𝑠𝑖𝑛𝑡, 𝑦 = 𝑡 2 and 𝑧 = 𝑒 𝑡
Find 𝑑𝑤⁄𝑑𝑡

b) Let 𝑤 = √𝑥 + 𝑦 2 𝑧 3 , 𝑥 = 1 + 𝑢2 + 𝑣 2 , 𝑦 = 𝑢𝑣, and 𝑧 = 3𝑢.

𝑑𝑤 𝑑𝑤
Find and 𝑑𝑣
𝑑𝑢

c) Suppose that 𝑤 𝑥, 𝑦 , 𝑥 = 𝑔 𝑢, 𝑣 , 𝑦 = ℎ 𝑢, 𝑣 , 𝑢 = 𝑗 𝑡 , 𝑣 = 𝑘 𝑡 .
Find a formula for 𝑑𝑤⁄𝑑𝑡

Implicit differentiation
Through the chain rule we can more completely describe implicit differentiation which you
have studied in applied I
Theorem 4: (A Formula for Implicit Differentiation): Suppose that F(x, y) is differentiable
and that the equation 𝐹 𝑥, 𝑦 = 0 defines 𝑦 as a differentiable function x. Then at any point
where 𝐹𝑦 ≠ 0,

𝑑𝑦 𝐹𝑥
=−
𝑑𝑥 𝐹𝑦
𝑑𝑧
Proof: Let 𝑧 = 𝐹 𝑥, 𝑦 and since 𝐹 𝑥, 𝑦 = 0, the derivative 𝑑𝑥 must be zero. Computing the

derivative from the Chain Rule, we find

𝑑𝑧 𝜕𝐹 𝑑𝑥 𝜕𝐹 𝑑𝑦
0 = 𝑑𝑥 = 𝜕𝑥 𝑑𝑥 + 𝜕𝑦 𝑑𝑥 (Since𝐹 𝑥, 𝑦 = 0)
𝑑𝑦
= 𝐹𝑥 . 1 + 𝐹𝑦 . 𝑑𝑥
𝑑𝑦
Now, solving for 𝑑𝑥 , we get
𝑑𝑦 𝐹
= − 𝐹𝑥
𝑑𝑥 𝑦

Example 35 : Suppose that𝑤 = 𝑓 𝑥, 𝑦 𝑎𝑛𝑑 𝑦 = 𝑔 𝑥 . Find a formula for 𝑑𝑤/𝑑𝑥.

Solution: drawing appropriate diagram shows that
𝑑𝑤 𝜕𝑤 𝜕𝑤 𝑑𝑦
= +
𝑑𝑥 𝜕𝑥 𝜕𝑦 𝑑𝑥

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(In this formula, 𝜕𝑤⁄𝜕𝑥 𝑟𝑒𝑓𝑟𝑒𝑠 𝑡𝑜 𝑡ℎ𝑒 𝑝𝑎𝑟𝑡𝑖𝑎𝑙 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒 𝑜𝑓 𝑧 = 𝑤 𝑥, 𝑦 with respect to

x, whereas 𝑑𝑤⁄𝑑𝑥 refers to the derivative of 𝑧 = 𝑓 𝑥, 𝑔 𝑥 with respect to x.)

Now suppose that f is a function of two variables that has partial derivatives, and assume that
the equation 𝑓 𝑥, 𝑦 = 0 defines a differentiable function 𝑦 = 𝑔 𝑥 of 𝑥 so that 𝑓(𝑥, 𝑔 𝑥 ) =
0.if 𝑤 = 𝑓 𝑥, 𝑦 , then by assumption
𝑑𝑤 𝑑 𝑑
= 𝑑𝑥 𝑓(𝑥, 𝑔 𝑥 ) = 𝑑𝑥 0 = 0
𝑑𝑥

𝑑𝑤 𝜕𝑤 𝑑𝑦
0= = ⁄𝜕𝑥 + 𝜕𝑤⁄𝜕𝑦
𝑑𝑥 𝑑𝑥

𝜕𝑤⁄
𝑑𝑦 𝜕𝑥
Which in turn implies = − 𝜕𝑤 (*)
𝑑𝑥 ⁄𝜕𝑦

𝑑𝑦
Example 36: Let 𝑥 3 + 𝑦 3 = 2𝑥𝑦. Find 𝑑𝑥

Solution: let = 𝑥 3 + 𝑦 3 = 2𝑥𝑦 . Then

𝜕𝑤⁄ = 3𝑥 2 − 2𝑦 and 𝜕𝑤⁄ = 3𝑦 2 − 2𝑥

𝜕𝑥 𝜕𝑦

Equation (*) above implies

𝑑𝑦 𝜕𝑤⁄𝜕𝑥 − 3𝑥 2 − 2𝑦 2𝑦 − 3𝑥 2
= = = 2
𝑑𝑥 𝜕𝑤⁄ 3𝑦 2 − 2𝑥 3𝑦 − 2𝑥
𝜕𝑦

Activity 13:

𝑑𝑦
a. Find for 𝑥𝑐𝑜𝑠 3𝑥 + 𝑥 3 𝑦 5 = 3𝑥 − 𝑒 𝑥𝑦
𝑑𝑥

𝜕𝑧 𝜕𝑧
b) Find and 𝜕𝑦 for 𝑥 2 sin 2𝑦 − 5𝑧 = 1 + 𝑦𝑐𝑜𝑠 6𝑧𝑥
𝜕𝑥

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3.9. Relative extreme of functions of two variables

Definition:
1. A function 𝑓 𝑥, 𝑦 has a relative minimum at the point 𝑎, 𝑏 if 𝑓 𝑥, 𝑦 ≥ 𝑓 𝑎, 𝑏 for
all points 𝑥, 𝑦 in some region around 𝑎, 𝑏 .
2. A function 𝑓 𝑥, 𝑦 has a relative maximum at the point 𝑎, 𝑏 if 𝑓 𝑥, 𝑦 ≤ 𝑓 𝑎, 𝑏 for
all points 𝑥, 𝑦 in some region around 𝑎, 𝑏 .

Note: this definition does not imply that a relative minimum is the smallest value that the
function will ever take. It only says that in some region around the point 𝑎, 𝑏 the value of the
function will always be larger than 𝑓 𝑎, 𝑏 . Similarly, a relative maximum only says that around
𝑎, 𝑏 the value of the function will always be smaller than 𝑓 𝑎, 𝑏 .
 If the inequalities in the above definition hold for all points 𝑥, 𝑦 in the domain of 𝑓,
then 𝑓 has an absolute maximum (or absolute minimum) at 𝑎, 𝑏 .
 The term relative extrema indicates both the relative minimum and relative maximum.

Definition:
The point 𝑎, 𝑏 is a critical point (or a stationary point) of 𝑓 𝑥, 𝑦 provided that one of the
following is true:

1. ∇𝑓 𝑎, 𝑏 = 0 (this is equivalent to saying that 𝑓𝑥 𝑎, 𝑏 = 0 and 𝑓𝑦 𝑎, 𝑏 = 0)

2. 𝑓𝑥 𝑎, 𝑏 and / or 𝑓𝑦 𝑎, 𝑏 does not exist.

Theorem 4: If the point 𝑎, 𝑏 is a relative extrema of the function 𝑓 𝑥, 𝑦 , then 𝑎, 𝑏 is also a

critical point of 𝑓 𝑥, 𝑦 and ∇𝑓 𝑎, 𝑏 = 0.
Proof: Let 𝑔 𝑥 = 𝑓 𝑥, 𝑏 . If 𝑓 has a local maximum (or minimum) at 𝑎, 𝑏 , then 𝑔 has a local
maximum (or minimum) at 𝑎 and by Fermat’s Theorem we have 𝑔′ 𝑎 = 0.
But, 𝑔′ 𝑎 = 𝑓𝑥 𝑎, 𝑏 and so 𝑓𝑥 𝑎, 𝑏 = 0.
Similarly, let ℎ 𝑦 = 𝑓 𝑎, 𝑦 . If 𝑓 has a local maximum (or minimum) at 𝑎, 𝑏 , then ℎ has a
local maximum (or minimum) at 𝑏 and by Fermat’s Theorem we have ℎ′ 𝑏 = 0.
But, ℎ′ 𝑏 = 𝑓𝑦 𝑎, 𝑏 and so 𝑓𝑦 𝑎, 𝑏 = 0.

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Now, combining these two conditions together, we get ∇𝑓 𝑎, 𝑏 = 0 and this indicates that
𝑎, 𝑏 is a critical point of 𝑓 𝑥, 𝑦 .
Example 37: Find the extreme values of 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑦 2 − 2𝑥 − 6𝑦 + 14.
Solution: Let 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑦 2 − 2𝑥 − 6𝑦 + 14. Then,
𝑓𝑥 𝑥, 𝑦 = 2𝑥 − 2 and 𝑓𝑦 𝑥, 𝑦 = 2𝑦 − 6
Now, to find the critical points, we have
𝑓𝑥 𝑥, 𝑦 = 2𝑥 − 2 = 0 and 𝑓𝑦 𝑥, 𝑦 = 2𝑦 − 6 = 0
That is 𝑥 = 1 and 𝑦 = 3 and therefore, the critical point is 1,3 .
By completing the square, we find that
2 2
𝑓 𝑥, 𝑦 = 4 + 𝑥 − 1 + 𝑦−3
2 2
Since 𝑥 − 1 ≥ 0 and 𝑦 − 3 ≥ 0, we have 𝑓 𝑥, 𝑦 ≥ 4 for all values of 𝑥 and 𝑦.
Therefore, 𝑓 1,3 = 4 is a local minimum and in fact it is the absolute minimum.

Figure 3 𝑧 = 𝑥 2 + 𝑦 2 − 2𝑥 − 6𝑦 + 14
Example 38: Find the extreme values of 𝑓 𝑥, 𝑦 = 𝑦 2 − 𝑥 2 .
Solution: Let 𝑓 𝑥, 𝑦 = 𝑦 2 − 𝑥 2 . Then,
𝑓𝑥 𝑥, 𝑦 = −2𝑥 and 𝑓𝑦 𝑥, 𝑦 = 2𝑦
Now, to find the critical points, we have
𝑓𝑥 𝑥, 𝑦 = −2𝑥 = 0 and 𝑓𝑦 𝑥, 𝑦 = 2𝑦 = 0
That is 𝑥 = 0 and 𝑦 = 0 and therefore, the critical point is 0,0 .

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Notice that for points on the 𝑥 − axis we have 𝑦 = 0, so 𝑓 𝑥, 𝑦 = −𝑥 2 ≤ 0 (if 𝑥 ≠ 0).

However, for points on the 𝑦 − axis we have 𝑥 = 0, so 𝑓 𝑥, 𝑦 = 𝑦 2 ≥ 0 (if 𝑦 ≠ 0). Thus every
disk with center 0,0 contains points where 𝑓 takes positive values as well as points where 𝑓
takes negative values.
Therefore, 𝑓 0,0 = 0 can’t be an extreme value for 𝑓, so 𝑓 has no extreme value.

Figure 4 𝑧 = 𝑦2 − 𝑥2

Definition:
A differentiable function ƒ(x, y) has a saddle point at a critical point (a, b) if in every open disk
centered at (a, b) there are domain points (x, y) where 𝑓 𝑥, 𝑦 > 𝑓 𝑎, 𝑏 and domain points
𝑥, 𝑦 where 𝑓 𝑥, 𝑦 < 𝑓 𝑎, 𝑏 . The corresponding point (a, b, ƒ(a, b)) on the surface 𝑧 =
𝑓 𝑥, 𝑦 is called a sadle point of the surface.A differentiable function ƒ(x, y) has a saddle point
at a critical point (a, b) if in every open disk centered at (a, b) there are domain points (x, y)
where 𝑓 𝑥, 𝑦 > 𝑓 𝑎, 𝑏 and domain points 𝑥, 𝑦 where 𝑓 𝑥, 𝑦 < 𝑓 𝑎, 𝑏 . The corresponding
point (a, b, ƒ(a, b)) on the surface
𝑧 = 𝑓 𝑥, 𝑦 is called a saddle point of the surface.
 Example 38 illustrates the fact that a function need not have a maximum or minimum
value at a critical point. You can see that 𝑓 0,0 = 0 is a maximum in the direction of the
𝑥 −axis but a minimum in the direction of the 𝑦 −axis. Near the origin the graph has the
shape of a saddle and so 0,0 is a saddle point of 𝑓.

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Second derivatives test: Suppose the second order partial derivatives of 𝑓are continuous on a disk
with center 𝑎, 𝑏 , and suppose that 𝑓𝑥 𝑎, 𝑏 = 0 and 𝑓𝑦 𝑎, 𝑏 = 0 ( 𝑎, 𝑏 is a critical point of 𝑓).
Let

2
𝐷 = 𝐷 𝑎, 𝑏 = 𝑓𝑥𝑥 𝑎, 𝑏 𝑓𝑦𝑦 𝑎, 𝑏 − [𝑓𝑥𝑦 𝑎, 𝑏 ]
a. If 𝐷 > 0 and 𝑓𝑥𝑥 𝑎, 𝑏 > 0, then 𝑓 𝑎, 𝑏 is a local minimum.
b. If 𝐷 > 0 and 𝑓𝑥𝑥 𝑎, 𝑏 < 0, then 𝑓 𝑎, 𝑏 is a local maximum.
c. If 𝐷 < 0, then 𝑓 𝑎, 𝑏 is not a local minimum or local maximum.

Remark:
1. In case (c) the point 𝑎, 𝑏 is called a saddle point of 𝑓 and the graph of 𝑓 crosses its
tangent plane at 𝑎, 𝑏 .
2. If 𝐷 = 0, the test gives no information: 𝑓 could have a local maximum or local minimum
at 𝑎, 𝑏 , or 𝑎, 𝑏 could be a saddle point of 𝑓.
3. To remember the formula for 𝐷, it’s helpful to write it as a determinant:
𝑓𝑥𝑥 𝑓𝑥𝑦 2
𝐷=| | = 𝑓𝑥𝑥 𝑓𝑦𝑦 − (𝑓𝑥𝑦 )
𝑓𝑦𝑥 𝑓𝑦𝑦

Example 39: Find the local maximum and minimum values and saddle points of
𝑓 𝑥, 𝑦 = 𝑥 4 + 𝑦 4 − 4𝑥𝑦 + 1.
Solution: We first find the critical points:
𝑓𝑥 = 4𝑥 3 − 4𝑦 and 𝑓𝑦 = 4𝑦 3 − 4𝑥
Setting these partial derivatives equal to 0, we obtain the equations
𝑥3 − 𝑦 = 0 and 𝑦3 − 𝑥 = 0
To solve these equations we substitute 𝑦 = 𝑥 3 from the first equation into the second one. This
gives
0 = 𝑥9 − 𝑥 = 𝑥 𝑥8 − 1
= 𝑥 𝑥4 − 1 𝑥4 + 1
= 𝑥 𝑥2 − 1 𝑥2 + 1 𝑥4 + 1
So there are three real roots:𝑥 = 0,1, −1. The three critical points are 0,0 , −1, −1 and 1,1 .
Next we calculate the second partial derivatives and 𝐷 𝑥, 𝑦 :

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𝑓𝑥𝑥 = 12𝑥 2 − 4 𝑓𝑥𝑦 = −4 𝑓𝑦𝑦 = 12𝑦 2 − 4

2
𝐷 𝑥, 𝑦 = 𝑓𝑥𝑥 𝑓𝑦𝑦 − (𝑓𝑥𝑦 ) = 144𝑥 2 𝑦 2 − 16
and 𝐷 0,0 = −16 , 𝐷 −1, −1 = 128 𝑎𝑛𝑑 𝑓𝑥𝑥 −1, −1 = 12 and 𝐷 1,1 =
128 𝑎𝑛𝑑 𝑓𝑥𝑥 1,1 = 12.
Since 𝐷 0,0 = −16 < 0, it follows from case (c) of the Second Derivatives Test that
the origin is a saddle point; that is, 𝑓 has no local maximum or minimum at 0,0 .
Since 𝐷 1,1 = 128 > 0 𝑎𝑛𝑑 𝑓𝑥𝑥 1,1 = 12 > 0, we see from case (a) of the test that
𝑓 1,1 = −1 is a local minimum. Similarly, we have
𝐷 −1, −1 = 128 > 0 𝑎𝑛𝑑 𝑓𝑥𝑥 −1, −1 = 12 > 0, so 𝑓 −1, −1 = −1 is also a local
minimum.
The graph of 𝑓 is shown in Figure 5 below.

Figure 5 𝑧 = 𝑥 4 + 𝑦 4 − 4𝑥𝑦 + 1

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Activity 14:
Find the local maximum, local minimum and saddle point(s) of the following functions.
a. 𝑓 𝑥, 𝑦 = 9 − 2𝑥 + 4𝑦 − 𝑥 2 − 4𝑦 2
b. 𝑓 𝑥, 𝑦 = 2𝑥 3 + 𝑥𝑦 2 + 5𝑥 2 + 𝑦 2
c. 𝑓 𝑥, 𝑦 = 3 + 2𝑥 + 2𝑦 − 2𝑥 2 − 2𝑥𝑦 − 𝑦 2
d. 𝑓 𝑥, 𝑦 = 2𝑥𝑦 − 5𝑥 2 − 2𝑦 2 + 4𝑥 + 4𝑦 − 4
e. 𝑓 𝑥, 𝑦 = 4𝑥 2 − 6𝑥𝑦 + 5𝑦 2 − 20𝑥 + 26𝑦
f. 𝑓 𝑥, 𝑦 = 3𝑥 2 + 6𝑥𝑦 + 7𝑦 2 − 2𝑥 + 4𝑦
g. 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑥𝑦 + 𝑦 2 + 3𝑥 − 3𝑦 + 4

Extreme Value Theorem for Functions of Two Variables: If 𝑓 is continuous on a closed,

bounded set 𝐷 in ℝ3 , then 𝑓 attains an absolute maximum value 𝑓 𝑥1 , 𝑦1 and an absolute
minimum value 𝑓 𝑥2 , 𝑦2 at some points 𝑥1 , 𝑦1 and 𝑥2 , 𝑦2 .

Remark: To find the absolute maximum and minimum values of a continuous function 𝑓 on
a closed, bounded set 𝐷:
1. Find the values of 𝑓 at the critical points of 𝑓 in 𝐷.
2. Find the extreme values of 𝑓 on the boundary of 𝐷.
3. The largest of the values from steps 1 and 2 is the absolute maximum value and the
smallest of these values is the absolute minimum value.

 Absolute maximum is also called the largest value and absolute minimum is also called
the smallest value.
Example 40: Find the absolute maximum and minimum values of
𝑓 𝑥, 𝑦 = 2 + 2𝑥 + 2𝑦 − 𝑥 2 − 𝑦 2
on the triangular region in the first quadrant bounded by the lines 𝑥 = 0, 𝑦 = 0, 𝑦 = 9 − 𝑥.
Solution: Since ƒ is differentiable, the only places where ƒ can assume these values are points
inside the triangle (Figure 15), where 𝑓𝑥 = 𝑓𝑦 = 0 and points on the boundary.

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Figure 6 This triangular region is the domain of the function in Example 5.

a. Interior points. For these we have
𝑓𝑥 = 2 − 2𝑥 = 0 and 𝑓𝑦 = 2 − 2𝑦 = 0
yielding the single point 𝑥, 𝑦 = 1,1 and the value of 𝑓 at this point is
𝑓 1,1 = 4
b. Boundary points. We take the triangle’s one side at a time:
1. On the segment OA, 𝑦 = 0 and the function becomes
𝑓 𝑥, 𝑦 = 𝑓 𝑥, 0 = 2 + 2𝑥 − 𝑥 2
This function can be regarded as a function of 𝑥 defined on the closed interval 0 ≤ 𝑥 ≤ 9 and its
extreme values may occur at the end points
For 𝑥 = 0 we have 𝑓 0,0 = 2
For 𝑥 = 9 we have 𝑓 9,0 = −61
and at the interior points we have 𝑓 ′ 𝑥, 0 = 2 − 2𝑥 = 0. The only interior point where
𝑓 ′ 𝑥, 0 = 0 is 𝑥 = 1, and
𝑓 1,0 = 3.
2. On the segment OB, 𝑥 = 0 and the function becomes
𝑓 𝑥, 𝑦 = 𝑓 0, 𝑦 = 2 + 2𝑦 − 𝑦 2
This function can be regarded as a function of 𝑦 defined on the closed interval 0 ≤ 𝑦 ≤ 9 and its
extreme values may occur at the end points
For 𝑦 = 0 we have 𝑓 0,0 = 2
For 𝑦 = 9 we have 𝑓 0,9 = −61

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and at the interior points we have 𝑓 ′ 0, 𝑦 = 2 − 2𝑦 = 0. The only interior point where
𝑓 ′ 0, 𝑦 = 0 is 𝑦 = 1, and
𝑓 0,1 = 3.
3. On the segment 𝐴𝐵, 𝑦 = 9 − 𝑥 and we have already accounted for the values of ƒ at the
endpoints of AB, so we need only look at the interior points of AB.
𝑓 𝑥, 𝑦 = 𝑓 𝑥, 9 − 𝑥 = 2 + 2𝑥 + 2 9 − 𝑥 − 𝑥 2 − 9 − 𝑥 2

= −61 + 18𝑥 − 2𝑥 2
and 𝑓 ′ 𝑥, 9 − 𝑥 = 18 − 4𝑥
Setting 𝑓 ′ 𝑥, 9 − 𝑥 = 18 − 4𝑥 = 0 gives
18 9
𝑥= =
4 2

At this value of 𝑥, we have

9 9 9 9 41
𝑦 = 9 − 2 = 2 and 𝑓 (2 , 2) = − 2

Therefore, the absolute maximum value of 𝑓 is 4 which attains at 1,1 and the absolute
minimum value of 𝑓 is −61 which attains at 9,0 and 0,9 .

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Activity 15:
Find the absolute maximum and absolute minimum values of the following functions on the
given domains.
a. 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑦 2 on the closed rectangular plate bounded by the lines 𝑥 =
0, 𝑦 = 0, 𝑦 + 2𝑥 = 2 in the first quadrant.
b. 𝑓 𝑥, 𝑦 = 2𝑥 2 − 4𝑥 + 𝑦 2 − 4𝑦 + 1 on the closed triangular plate bounded by the
lines 𝑥 = 0, 𝑦 = 2, 𝑦 = 2𝑥 in the first quadrant.
c. 𝑓 𝑥, 𝑦 = 4𝑥 + 6𝑦 − 𝑥 2 − 𝑦 2 on the closed region 𝐷 = 𝑥, 𝑦 |0 ≤ 𝑥 ≤ 4,0 ≤
𝑦≤5
d. 𝑓 𝑥, 𝑦 = 𝑥 3 − 3𝑥 − 𝑦 3 + 12𝑦 on the quadrilateral whose vertices are
−2,3 , 2,3 , 2,2 and −2, −2 .
e. 𝑓 𝑥, 𝑦 = 3 + 𝑥𝑦 − 𝑥 − 2𝑦 on the closed triangular region with vertices
1,0 , 5,0 and 1,4 .

3.10. Lagrange Multipliers

Extreme values under constraint conditions, Lagrange multiplier
Find points of continuity for different functions
Consider the function 𝑓 of two variables and then finding an extreme value of 𝑓 subjected to a
certain constraint (side condition) of the form 𝑔 𝑥, 𝑦 = 𝑐, that is, an extreme value of 𝑓 on the
level curve 𝑔 𝑥, 𝑦 = 𝑐 (rather than on the entire domain of 𝑓) . If 𝑓 has an extreme value on
the level curve at the point 𝑥0 , 𝑦0 , then under certain conditions there exists a number 𝜆 such
that
𝑔𝑟𝑎𝑑 𝑓 𝑥0 , 𝑦0 = 𝜆 . 𝑔𝑟𝑎𝑑 𝑔 𝑥0 , 𝑦0
Theorem 5: - Let 𝑓 and 𝑔 be differentiable at 𝑥0 , 𝑦0 . Let C be the level curve 𝑔 𝑥, 𝑦 = c
that contains 𝑥0 , 𝑦0 . Assume that C is smooth, and that 𝑥0 , 𝑦0 is not an end point of the curve.
If 𝑔𝑟𝑎𝑑 𝑔 𝑥0 , 𝑦0 ≠ 0, and if 𝑓 has an extreme value on C at 𝑥0 , 𝑦0 , then there is a number 𝜆
such that
𝑔𝑟𝑎𝑑 𝑓 𝑥0 , 𝑦0 = 𝜆 . 𝑔𝑟𝑎𝑑 𝑔 𝑥0 , 𝑦0 . ……………………….(*)
The number 𝝀 is called Lagrange multiplier for the functions 𝑓 and .
The equation given in (*) is equivalent to the pair of equations

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𝑓𝑥 𝑥0 , 𝑦0 = 𝜆 . 𝑔𝑥 𝑥0 , 𝑦0 and 𝑓𝑦 𝑥0 , 𝑦0 = 𝜆 . 𝑔𝑦 𝑥0 , 𝑦0

Method of determining extreme values by means of Lagrange multiplier

Assuming 𝑓 has an extreme value on the level curve 𝑔 𝑥, 𝑦 = 𝑐 and ∇𝑔 ≠ 0
1. Solve the equations

Constraint: 𝑔 𝑥, 𝑦 = 𝑐
𝑔𝑟𝑎𝑑 𝑓 𝑥, 𝑦 = 𝜆 . 𝑔𝑟𝑎𝑑 𝑔 𝑥, 𝑦
Or
𝑓𝑥 𝑥, 𝑦 = 𝜆 . 𝑔𝑥 𝑥, 𝑦
{
𝑓𝑦 𝑥, 𝑦 = 𝜆 . 𝑔𝑦 𝑥, 𝑦
2. Evaluate the values of 𝑓 at each point of 𝑥, 𝑦 that result from step 1, and at each end
point (if any) of the curve.
 The largest of these values computed is the maximum value of 𝑓 .
 The smallest of these values computed is the minimum value of 𝑓

Note : Constraint is any limiting condition; in our case is limiting function.

Example 41: Let 𝑓 𝑥, 𝑦 = 𝑥 2 + 4𝑦 3 . Find the extreme values of 𝑓 on the ellipse
𝑥 2 + 2𝑦 2 = 1.
Solution: Let 𝑔 𝑥, 𝑦 = 𝑥 2 + 2𝑦 2
The constraint is 𝑔 𝑥, 𝑦 = 𝑥 2 + 2𝑦 2 = 1
Then we need to find the point 𝑥, 𝑦 such that the following conditioned is satisfied
𝑔𝑟𝑎𝑑 𝑓 𝑥, 𝑦 = 𝜆 . 𝑔𝑟𝑎𝑑 𝑔 𝑥, 𝑦
Or
𝑓𝑥 𝑥, 𝑦 = 𝜆 . 𝑔𝑥 𝑥, 𝑦
{
𝑓𝑦 𝑥, 𝑦 = 𝜆 . 𝑔𝑦 𝑥, 𝑦

𝑓𝑥 𝑥, 𝑦 = 2𝑥 and 𝑓𝑦 𝑥, 𝑦 = 12𝑦 2 𝑔𝑥 𝑥, 𝑦 =
2𝑥 and 𝑔𝑦 𝑥, 𝑦 = 4𝑦

Then, 𝑔𝑟𝑎𝑑 𝑓 𝑥, 𝑦 = 2𝑥 𝑖 + 12𝑦 2 𝑗 and 𝑔𝑟𝑎𝑑 𝑔 𝑥, 𝑦 = 2𝑥 𝑖 + 4𝑦 𝑗

Then, by step1, the equation which we will use to find 𝑥 and 𝑦 becomes
Constraint: 𝑥 2 + 2𝑦 2 = 1 … … … … … … … . 1
2𝑥i + 12y 2 j = 𝜆. 2𝑥i + 4yj

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Or
2𝑥 = 𝜆. 2𝑥 … … … … … … … … … … . 2
{
12𝑦 2 = 𝜆. 4𝑦 … … … … … … … … … . 3
From 2 we obtain either 𝑥 = 0 or 𝜆 = 1
1 1
If 𝑥 = 0, then from 1 we get 𝑦 = or 𝑦 = −
√2 √2
1
If 𝜆 = 1 , then 3 becomes 12𝑦 2 = 4𝑦 which gives the result 𝑦 = 0 or 𝑦 = 3 .

If 𝑦 = 0 , then from 1 we get 𝑥 = 1 or = −1 .

1 √7 √7
If 𝑦 = , from 1 we get 𝑥 = or 𝑥 = − .
3 3 3

The possible points that 𝑓 will have an extreme value are:

1 1 √7 1 √7 1
0, , 0, − , 1, 0 ,(-1, 0) , ( 3 , 3) and (− , )
√2 √2 3 3

Find the functional values at each point and compare, and then the largest value indicates the
maximum value of 𝑓 and the smallest value indicates the minimum value of 𝑓.
1 1 √7 1 25
Now 𝑓 (0, ) = √2, 𝑓 (0, − ) = −√2, 𝑓 1,0 = 1 = 𝑓 −1,0 and 𝑓 ( 3 , 3) = 27 =
√2 √2
√7 1
𝑓 (− , ).
3 3

1 1
Since 𝑓 (0, ) = √2 is the largest and 𝑓 (0, − ) = −√2 is the smallest, we conclude that the
√2 √2
1
maximum value of 𝑓 is √2 and occurs at 0, and the minimum value is −√2 which occurs
√2
1
at 0, − .
√2

The Lagrange Method for Functions of Three Variables

By an argument similar to functions of two variables, it is possible to show that if 𝑓 has an
extreme value at 𝑥0 , 𝑦0 , 𝑧0 , then 𝑔𝑟𝑎𝑑 𝑓 𝑥0 , 𝑦0 , 𝑧0 and 𝑔𝑟𝑎𝑑 𝑔 𝑥0 , 𝑦0 , 𝑧0 , if not 0, are both
normal to the level surface g 𝑥, 𝑦, 𝑧 = 𝑐 at 𝑥0 , 𝑦0 , 𝑧0 , and hence are parallel to each other.
Thus, there is a number 𝝀 called Lagrange multiplier such that
𝑔𝑟𝑎𝑑 𝑓 𝑥0 , 𝑦0 , 𝑧0 = 𝜆 . 𝑔𝑟𝑎𝑑 𝑔 𝑥0 , 𝑦0 , 𝑧0
To find the extreme vales of 𝑓 subjected to the constraint 𝑔 𝑥, 𝑦, 𝑧 = 𝑐, follow the same steps
as of a function of two variables :
Assume that 𝑓 has an extreme value on the level surface 𝑔 𝑥, 𝑦, 𝑧 = 𝑐 and ∇𝑔 ≠ 0.
Step1. Solve the equations
Constraint: 𝑔 𝑥, 𝑦, 𝑧 = 𝑐

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𝑔𝑟𝑎𝑑 𝑓 𝑥, 𝑦, 𝑧 = 𝜆. 𝑔𝑟𝑎𝑑 𝑔 𝑥, 𝑦, 𝑧
Or
𝑓𝑥 𝑥, 𝑦, 𝑧 = 𝜆 . 𝑔𝑥 𝑥, 𝑦, 𝑧
{𝑓𝑦 𝑥, 𝑦, 𝑧 = 𝜆 . 𝑔𝑦 𝑥, 𝑦, 𝑧
𝑓𝑧 𝑥, 𝑦, 𝑧 = 𝜆 . 𝑔𝑧 𝑥, 𝑦, 𝑧

Step2. Evaluate the values of 𝑓 at each point of 𝑥, 𝑦, 𝑧 that results from step 1,
 The largest of these values computed is the maximum value of 𝑓 .
 The smallest of these values computed is the minimum value of 𝑓.

Example 42: Let 𝑓 𝑥, 𝑦, 𝑧 = 𝑥𝑦𝑧 for 𝑥 ≥ 0, 𝑦 ≥ 0 and 𝑧 ≥ 0. Find the maximum value of
𝑓 subjected to the constraint2𝑥 + 2𝑦 + 𝑧 = 108.
Solution: Let 𝑔 𝑥, 𝑦, 𝑧 = 2𝑥 + 2𝑦 + 𝑧, then the constraint is𝑔 𝑥, 𝑦, 𝑧 = 2𝑥 + 2𝑦 + 𝑧 = 108.
Find the first partial derivatives of 𝑓 and 𝑔 so as to help us in getting the gradient of the
functions
That is, 𝑔𝑥 𝑥, 𝑦, 𝑧 = 2 , 𝑔𝑦 𝑥, 𝑦, 𝑧 = 2 and 𝑔𝑧 𝑥, 𝑦, 𝑧 = 1
𝑓𝑥 𝑥, 𝑦, 𝑧 = 𝑦𝑧, 𝑓𝑥 𝑥, 𝑦, 𝑧 = 𝑥𝑧 and 𝑓𝑧 𝑥, 𝑦, 𝑧 = 𝑥𝑦 ,
Then, 𝑔𝑟𝑎𝑑 𝑓 𝑥, 𝑦, 𝑧 = 𝑦𝑧 𝑖 + 𝑥𝑧 𝑗 + 𝑥𝑦 𝑘 and 𝑔𝑟𝑎𝑑 𝑔 𝑥, 𝑦, 𝑧 = 2𝑖 + 2𝑗 + 𝑘.
The equation which we use to find 𝑥, 𝑦 and 𝑧 become
Constraint: 2𝑥 + 2𝑦 + 𝑧 = 108 … … … … … … . . 1
𝑔𝑟𝑎𝑑 𝑓 𝑥, 𝑦, 𝑧 = 𝜆 . 𝑔𝑟𝑎𝑑 𝑔 𝑥, 𝑦, 𝑧
Or
𝑦𝑧 = 2𝜆 … … … … … … … … … … … 2
{ = 2𝜆 … … … … … … … … … … … . 3
xz
xy = 𝜆 … … … … … … … … … … … … 4

Then solving for 𝜆 in terms of 𝑥, 𝑦 and 𝑧, we obtain

𝑦𝑧 𝑥𝑧
𝜆= = = 𝑥𝑦 … … … … … … … … . 5
2 2

Since 𝑓 𝑥, 𝑦, 𝑧 = 0 if 𝑥, 𝑦 or 𝑧 is 0, and since obviously 0 is not the maximum value of 𝑓

subjected to the constraint 2𝑥 + 2𝑦 + 𝑧 = 108,
we can assume that 𝑥, 𝑦 and 𝑧 are different from 0. Then from 5 , we obtain that 𝑥 = 𝑦 and
𝑧 = 2𝑦 . Substituting these values in 1 gives 𝑦 = 18, 𝑥 = 18, and 𝑧 = 36 .
Hence, the maximum value is 𝑓 18,18,36 = 11,664.

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Example 43: A rectangular box without a lid is to be made from 12m2 cardboard. Find the
maximum volume of such a box.
Solution: Let 𝑥 , 𝑦 and 𝑧 be the length, width and height, respectively, of the box in metres. Then
we wish to maximize V = 𝑥𝑦𝑧 subjected to the constraint 𝑔 𝑥, 𝑦, 𝑧 = 2𝑥𝑧 + 2𝑦𝑧 + 𝑥𝑦 = 12.
Using the method of Lagrange multipliers, we look for values of 𝑥 , 𝑦 , 𝑧 and 𝜆 such that ∇𝑉 =
∇𝑔 𝑥, 𝑦, 𝑧 and 𝑔 𝑥, 𝑦, 𝑧 = 12. This gives the equation
𝑉𝑥 = 𝜆 . 𝑔𝑥 , 𝑉𝑦 = 𝜆 . 𝑔𝑦 , 𝑉𝑧 = 𝜆. 𝑔𝑧 and 2𝑥𝑧 + 2𝑦𝑧 + 𝑥𝑦 = 12

The equation which we use to find 𝑥 , 𝑦 and 𝑧 become

Constraint: 2𝑥𝑧 + 2𝑦𝑧 + 𝑥𝑦 = 12 … … … … … … … … … . . 1
𝑦𝑧 = 𝜆. 2𝑧 + 𝑦 … … … … … … … … … … … … . 2
{ 𝑥𝑧 = 𝜆. 2𝑧 + 𝑥 … … … … … … … … … … … … . 3
𝑥𝑦 = 𝜆. 2𝑥 + 2𝑦 … … … … … … … … … … … . . 4

Clearly 𝜆 ≠ 0 ,otherwise 𝑦𝑧 = 𝑥𝑧 = 𝑥𝑦 = 0, which contradicts to the constraint given in 1 .

Again 𝑥, 𝑦 and ≠ 0 , otherwise V = 0, which cannot be maximum value. Having these fore
mentioned into consideration if we solve the equations, we obtain 𝑥 = 2, 𝑦 = 2 and 𝑧 = 1
which gives maximum volume V = 4m3 .
Example 44: Find the extreme values of the function 𝑓 𝑥, 𝑦 = 𝑥 2 + 2𝑦 2 on the circle 𝑥 2 +
𝑦 2 = 1 .Do the same on the disk 𝑥 2 + 𝑦 2 ≤ 1 .
Solution: Let 𝑔 𝑥, 𝑦 = 𝑥 2 + 𝑦 2 . The constraint is 𝑔 𝑥, 𝑦 = 𝑥 2 + 𝑦 2 = 1.
Using Lagrange multipliers, we solve the equations
∇𝑓 = 𝜆 . ∇𝑔 and 𝑥, 𝑦, 𝑧 = 1 . This gives the equations
𝑓𝑥 = 𝜆 . 𝑔𝑥 , 𝑓𝑦 = 𝜆 . 𝑔𝑦 and 𝑥2 + 𝑦2 = 1

Then, the equations become

𝑥2 + 𝑦2 = 1 … … … … … … … … . . 1
2𝑥 = 2𝑥𝜆 … … … … … … … … … … 2
{
4𝑦 = 2𝑦𝜆 … … … … … … … … … … 3
From 2 we have 𝑥 = 0 or = 1 .
If 𝑥 = 0 from 1 , we obtain 𝑦 = ±1.
If 𝜆 = 1 from 3 , we have 𝑦 = 0 .
If 𝑦 = 0 from 1 , we have 𝑥 = ±1.

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Thus, the possible points that 𝑓 will have an extreme value are: 0,1 , 0, −1 , 1,0 and
−1,0 .
Evaluating the functional values: 𝑓 0,1 = 2, 𝑓 0, −1 = 2, 𝑓 1,0 = 1 and 𝑓 −1,0 = 1.
Thus, the maximum value of 𝑓 on the circle 𝑥 2 + 𝑦 2 = 1 is 𝑓 0, ±1 = 2 and the minimum
value is 𝑓 ±1,0 = 1.
To find the extreme values on the disk 𝑥 2 + 𝑦 2 ≤ 1, we compare the values of 𝑓 at the critical
points with the values at the points on the boundary.
Since 𝑓𝑥 𝑥, 𝑦 = 2𝑥 and 𝑓𝑦 𝑥, 𝑦 = 4𝑦 , the only critical point is 0,0 .

The values on the boundary are: 𝑓 0, ±1 = 2 and 𝑓 ±1,0 = 1.

Comparing these, the maximum value of 𝑓 on the disk 𝑥 2 + 𝑦 2 ≤ 1 is 𝑓 0, ±1 = 2 and the
minimum value is 𝑓 0,0 = 0.
Example 45: Find the points on the sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 4 that are closest to and furthest
from the point 3,1, −1 .
Solution: The distance from a point 𝑥, 𝑦, 𝑧 to the point 3,1, −1 is

d=√ 𝑥−3 2 + 𝑦−1 2 + 𝑧+1 2

⟹ d2 = 𝑥 − 3 2
+ 𝑦−1 2
+ 𝑧+1 2

Let 𝑓 𝑥, 𝑦, 𝑧 = d2 = 𝑥 − 3 2
+ 𝑦−1 2
+ 𝑧+1 2

The constraint is 𝑔 𝑥, 𝑦, 𝑧 = 𝑥 2 + 𝑦 2 + 𝑧 2 = 4
Using Lagrange multipliers, we solve ∇𝑓 = 𝜆 . ∇𝑔 and 𝑔 𝑥, 𝑦, 𝑧 = 4
Then, the equations become
𝑥2 + 𝑦2 + 𝑧2 = 4 … … … … … … … … … … . 1
2 𝑥 − 3 = 2𝑥𝜆 … … … … … … … … … … … … . 2
{2 𝑦 − 1 = 2𝑦𝜆 … … … … … … … … … … … … . 3
2 𝑧 + 1 = 2𝑧𝜆 … … … … … … … … … … … … . 4
6 2 2 6 2 2
Solving these we obtain the points: ( , ,− ) and (− ,− , )
√11 √11 √11 √11 √11 √11

6 2 2 6 2 2
Clearly 𝑓 has minimum value at ( , ,− ) and maximum value at (− ,− , ) .
√11 √11 √11 √11 √11 √11
6 2 2 6 2 2
Hence the closest point is ( , ,− ) and the furthest point is (− ,− , ).
√11 √11 √11 √11 √11 √11

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Activity 16:
1. Find the maximum value of the function 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 + 2𝑦 + 2𝑧 on the curve of intersection of the
plane 𝑥 − 𝑦 + 𝑧 = 1 and the cylinder 𝑥 2 + 𝑦 2 = 1.
2. Find the maximum and minimum values of the function 𝑓 𝑥, 𝑦 = 4𝑥 + 6𝑦 subject to 𝑥 2 + 𝑦 2 = 13.
3. Find the extreme values of 𝑓 𝑥, 𝑦 = 2𝑥 2 + 3𝑦 2 − 4𝑥 − 5 on the disk 𝑥 2 + 𝑦 2 ≤ 16.
4. Find the maximum and minimum values of the function 𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 subject to 𝑥 2 + 2𝑦 2 = 6.

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Unit Summary:

1. A function of two variables is a rule that assigns to each ordered pair of real numbers
𝑥, 𝑦 in a set 𝐷 a unique real number denoted by 𝑓 𝑥, 𝑦 . The set 𝐷 is the domain of 𝑓
and its range is the set of values that 𝑓 takes on.
2. A function of three variables 𝑓 is a rule that assigns to each ordered triple 𝑥, 𝑦, 𝑧 in a
domain 𝐷 a unique real number 𝑓 𝑥, 𝑦, 𝑧 .
3. If 𝑓 is a function of two variables with domain 𝐷, then the graph of 𝑓 is the set of all
points 𝑥, 𝑦, 𝑧 in ℝ3 such that 𝑧 = 𝑓 𝑥, 𝑦 and 𝑥, 𝑦 𝜖𝐷.
4. The set of points in the plane where a function 𝑓 𝑥, 𝑦 has a constant value, 𝑓 𝑥, 𝑦 = 𝑘
is a level curve of 𝑓 and the set of points 𝑥, 𝑦, 𝑧 in space where a function of three
independent variables has a constant value 𝑓 𝑥, 𝑦, 𝑧 = 𝑘 is called a level surface of 𝑓.
5. Let 𝑓 be a function of two variables, then the limit of 𝑓 𝑥, 𝑦 as 𝑥, 𝑦 approches 𝑎, 𝑏 is
𝐿 written as
lim 𝑓 𝑥, 𝑦 = 𝐿
𝑥,𝑦 → 𝑎,𝑏

If for 𝜀 > 0, there exists a corresponding 𝛿 > 0 such that

If 0 < √ 𝑥 − 𝑎 2 + 𝑦 − 𝑏 2 , 𝑡ℎ𝑒𝑛 |𝑓 𝑥, 𝑦 − 𝐿| < 𝜀

6. A function 𝑓 𝑥, 𝑦 is continuous at the point 𝑎, 𝑏 if

1. 𝑓 is defined at 𝑎, 𝑏
2. lim 𝑓 𝑥, 𝑦 exists
𝑥,𝑦 → 𝑎,𝑏

3. lim 𝑓 𝑥, 𝑦 = 𝑓 𝑎, 𝑏
𝑥,𝑦 → 𝑎,𝑏

7. The partial derivative of 𝑓 𝑥, 𝑦 with respect to 𝑥 at the point 𝑎, 𝑏 is given by

𝜕𝑓 𝑓 𝑎+ℎ,𝑏 −𝑓 𝑎,𝑏
𝑓𝑥 𝑎, 𝑏 = 𝜕𝑥 | = lim , if the limit exists
𝑎,𝑏 ℎ→0 ℎ

and the partial derivative of 𝑓 𝑥, 𝑦 with respect of 𝑦 at the point 𝑎, 𝑏 is given by

𝜕𝑓 𝑓 𝑎,𝑏+ℎ −𝑓 𝑎,𝑏
𝑓𝑦 𝑎, 𝑏 = 𝜕𝑦| = lim ,if the limit exists.
𝑎,𝑏 ℎ→0 ℎ

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Similarly, we define partial derivatives of functions of three and above variables. When
we find partial derivative with respect to 𝑥 we regard 𝑦 as a constant and when we find
with respect to 𝑦 we regard 𝑥 as a constant.

8. The directional derivative of 𝑓 at 𝑥0 , 𝑦0 in the direction of the unit vector 𝑢 = 𝑎𝑖 + 𝑏𝑗

is
𝑓 𝑥0 +ℎ𝑎,𝑦0 +ℎ𝑏 −𝑓 𝑥0 ,𝑦0
𝐷𝑢 𝑓 𝑥0 , 𝑦0 = lim , if the limit exists
ℎ→0 ℎ

And the gradient of 𝑓 𝑥, 𝑦 is the vector function ∇𝑓 defined by

𝜕𝑓 𝜕𝑓
∇𝑓 𝑥, 𝑦 = 𝜕𝑥 𝑖 + 𝜕𝑦 𝑗

And if 𝑓 is a function of three variables with 𝑢 = 𝑎𝑖 + 𝑏𝑗 + 𝑐𝑘, then

𝑓 𝑥0 +ℎ𝑎,𝑦0 +ℎ𝑏,𝑧0 +ℎ𝑐 −𝑓 𝑥0 ,𝑦0,𝑧0

𝐷𝑢 𝑓 𝑥0 , 𝑦0 , 𝑧0 = lim , if the limit exists
ℎ→0 ℎ

And the gradient of 𝑓 𝑥, 𝑦, 𝑧 is the vector function ∇𝑓 defined by

𝜕𝑓 𝜕𝑓 𝜕𝑓
∇𝑓 𝑥, 𝑦, 𝑧 = 𝜕𝑥 𝑖 + 𝜕𝑦 𝑗 + 𝜕𝑧 𝑘

9. A function 𝑓 𝑥, 𝑦 has a relative minimum at the point 𝑎, 𝑏 if 𝑓 𝑎, 𝑏 ≤ 𝑓 𝑥, 𝑦 for all

𝑥, 𝑦 in some region around 𝑎, 𝑏 .
10. A function 𝑓 𝑥, 𝑦 has a relative maximum at the point 𝑎, 𝑏 if 𝑓 𝑎, 𝑏 ≥ 𝑓 𝑥, 𝑦 for all
𝑥, 𝑦 in some region around 𝑎, 𝑏 .
11. A function 𝑓 𝑥, 𝑦 has an absolute minimum at the point 𝑎, 𝑏 if 𝑓 𝑎, 𝑏 ≤ 𝑓 𝑥, 𝑦 for
all 𝑥, 𝑦 in the domain 𝑓.
12. A function 𝑓 𝑥, 𝑦 has an absolute maximum at the point 𝑎, 𝑏 if 𝑓 𝑎, 𝑏 ≥ 𝑓 𝑥, 𝑦 for
all 𝑥, 𝑦 in the domain of 𝑓.

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Self-Test Exercise
1. Find the limit of the following functions
√𝑥−√𝑦+1 𝑥−𝑦+2√𝑥−2√𝑦
a. lim c. lim
𝑥,𝑦 → 4,3 𝑥−𝑦−1 𝑥,𝑦 → 0,0 √𝑥−√𝑦
𝑥≠𝑦+1 𝑥≠𝑦

𝑥 2 −2𝑥𝑦+𝑦 2
b. lim
𝑥,𝑦 → 1,1 𝑥−𝑦
𝑥≠𝑦

2. Find the point of continuity for the following functions

𝑥 2 +𝑦 2
a. 𝑓 𝑥, 𝑦 = 𝑥 2 −3𝑥+2 c. 𝑓 𝑥, 𝑦, 𝑧 = √𝑥 2 + 𝑦 2 − 1

b. 𝑓 𝑥, 𝑦 = ln 𝑥 2 + 𝑦 2
3. Using the limit definition of the partial derivatives find the specified partial derivatives of
the following at the given points
𝜕𝑓 𝜕𝑓
a. 𝑓 𝑥, 𝑦 = 1 − 𝑥 + 𝑦 − 3𝑥 2 𝑦, 𝜕𝑥 and 𝜕𝑦 at 1,2 .
𝜕𝑓 𝜕𝑓
b. 𝑓 𝑥, 𝑦 = 4 + 2𝑥 − 3𝑦 − 𝑥𝑦 2 , 𝜕𝑥 and 𝜕𝑦 at −2,0 .
𝜕𝑓 𝜕𝑓
4. Find 𝜕𝑥 and 𝜕𝑦 for the following functions

a. 𝑓 𝑥, 𝑦 = 5𝑥𝑦 − 7𝑥 2 − 𝑦 2 + 3𝑥 − 6𝑦 + 2
b. 𝑓 𝑥, 𝑦 = 𝑐𝑜𝑠 2 3𝑥 − 𝑦 2
5. Find all the second order partial derivatives of the following functions
a. 𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 + cos 𝑦 + 𝑦 sin 𝑥
𝑦
b. 𝑓 𝑥, 𝑦 = tan−1( ⁄𝑥)
6. Using the chain rule find the specified partial derivatives for the following at the given
points.
𝑑𝑤
a. 𝑤 = ln 𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑥 = cos 𝑡, 𝑦 = sin 𝑡 , 𝑧 = 4√𝑡, 𝑑𝑡 at 𝑡 = 3.
𝜕𝑤 𝜕𝑤
b. 𝑤 = ln 𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑥 = 𝑢𝑒 𝑣 sin 𝑢 , 𝑦 = 𝑢𝑒 𝑣 cos 𝑢 , 𝑧 = 𝑢𝑒 𝑣 , 𝜕𝑢 and at 𝑢, 𝑣 =
𝜕𝑣

−2,0 .
7. Assume 𝑦 is a differentiable function of 𝑥 and 𝑧 is a differentiable function of 𝑥 and 𝑦,
then find the specified implicit differentiation of the following at the given points.
𝑑𝑦
a. 𝑥𝑒 𝑦 + sin 𝑥𝑦 + 𝑦 2 − 7 = 0, 𝑑𝑥 at 0, ln 2 .
𝜕𝑧 141𝜕𝑧
b. 𝑥𝑒 𝑦 + 𝑦𝑒 𝑧 − 2 − 3 ln 2 = 0, 𝜕𝑥 and 𝜕𝑦 at 1, ln 2, ln 3 .
 Applied Mathematics II module

Self-Test Exercise
8. Find the directional derivatives of the following functions at the given point in the given
direction.
𝑦 𝑥𝑦
a. 𝑓 𝑥, 𝑦, 𝑧 = tan−1 ( ⁄𝑥) + √3 sin−1 ⁄2 at 1,1 , 𝑢 = 3𝑖 − 2𝑗.
b. 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 + 2𝑦 2 − 3𝑧 2 at 1,1,1 , 𝑢 = 𝑖 + 𝑗 + 𝑘.
9. Find the gradient of the following functions at the given points
a. 𝑓 𝑥, 𝑦, 𝑧 = 𝑒 𝑥+𝑦 cos 𝑧 + 𝑦 + 1 sin−1 𝑥 at 0,0, 𝜋⁄6
b. 𝑓 𝑥, 𝑦, 𝑧 = 2𝑧 3 − 3 𝑥 2 + 𝑦 2 𝑧 + tan−1 𝑥𝑧 at 1,1,1 .
10. Find the equation of the tangent line in the given point for the following.
a. 𝑥 2 + 2𝑥𝑦 − 𝑦 2 + 𝑧 2 = 7 at the point 1, −1,3 .
b. 𝑥 3 + 3𝑥 2 𝑦 2 + 𝑦 3 + 4𝑥𝑦 − 𝑧 2 = 0 at the point 1,1,3 .
11. Find the tangent plane approximation of the following functions at the given points.
a. 𝑓 𝑥, 𝑦, 𝑧 = 𝑒 𝑥 + cos 𝑦 + 𝑧 at the point 0, 𝜋⁄4 , 𝜋⁄4 .
b. 𝑓 𝑥, 𝑦, 𝑧 = tan−1 𝑥𝑦𝑧 at the point 1,1,1 .
12. Find the local maximum, local minimum, critical points and saddle points of the following
functions.
a. 𝑓 𝑥, 𝑦 = 5𝑥𝑦 − 7𝑥 2 + 3𝑥 − 6𝑦 + 2
b. 𝑓 𝑥, 𝑦 = 2𝑥𝑦 − 𝑥 2 − 2𝑦 2 + 3𝑥 + 4
13. Find the absolute maximum and absolute minimum of the following functions
a. 𝑓 𝑥, 𝑦 = 𝑥 2 − 𝑥𝑦 + 𝑦 2 + 1 on the closed triangular plate in the first quadrant bounded by
the lines 𝑥 = 0, 𝑦 = 4, 𝑦 = 𝑥.
b. 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑥𝑦 + 𝑦 2 − 6𝑥 + 2 on the rectangular plate 0 ≤ 𝑥 ≤ 5, −3 ≤ 𝑦 ≤ 0.
14. Using Lagrange multiplier find the greatest and smallest values that the function
𝑥2 𝑦2
𝑓 𝑥, 𝑦 = 𝑥𝑦 takes on the ellipse + = 1.
8 2

15. Using Lagrange multiplier find the points on the curve 𝑥 2 + 𝑥𝑦 + 𝑦 2 = 1 in the 𝑥𝑦 plane
nearest to and farthest from the origin.

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Chapter 4:

Multiple Integral

Introduction:
In studying a real world phenomenon, a quantity being investigated usually depends on two or
more independent variables. So we need to extend the basic ideas of the calculus of functions of
a single variable to functions of several variables. Although the calculus rules remain essentially
the same, the calculus is even richer. The derivatives of functions of several variables are more
varied and more interesting because of the different ways in which the variables can interact.
This chapter deals with the concept of functions of several variables, domains and ranges of
functions of several variables, level curves and level surfaces of those functions and their graphs.
In addition the concept of limit and continuity of functions of several variables and partial
derivatives with their applications are discussed under this chapter.
We can use functions of several variables in different applications, for instance functions of two
variables can be visualized by means of level curves, which connect points where the function
takes on a given value. Atmospheric pressure at a given time is a function of longitude and
latitude and is measured in millibars. Here the level curves are the isobars.

Unit objective
On the completion of this unit, successful students be able to:
 Evaluate double and triple integrals
 Change rectangular coordinate systems to polar, cylindrical and spherical coordinate
systems
 Apply different coordinate systems to evaluate multiple integrals
 Apply multiple integrals
 Understand the idea of iterated integrals

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4.1. DOUBLE INTEGRALS

y

Let f x, y  be defined in a closed D

d
region R of the 𝑥𝑦 −plane (See Fig4. 1).
A
Subdivided R in to n sub regions Rk
B
R
of area Ak , k  1,2,  , n . y=f1(x)
c
C
Let ( xk , yk ) be some point of Rk .
* * x
a b

Form the sum

Fig.4.1

 f x , y  A
n
* *
k k k (1)
k 1

lim  f x 
n
Consider *
k , yk* Ak (2)
n k 1

Where the limit is taken so that the number n of subdivisions increases without limit and such that the

largest linear dimension of each Rk approaches zero. If this limit exists it is denoted by

lim  f x 
n

 , yk* Ak
*
f ( x, y )dA = k
R n k 1

and is called the double integral of f ( x, y) over the region R.

Definition : If 𝑓 is defined on a closed, bounded rectangular region 𝑅 in the 𝑥𝑦 − plane,

then the double integral of 𝑓 over 𝑅 is defined by

⬚ 𝑁 𝑚 𝑛

𝑓 𝑥, 𝑦 𝑑𝐴 = lim 𝑓 𝑥𝑘 ∗ , 𝑦𝑘 ∗ = lim 𝑓 𝑥𝑘 ∗ , 𝑦𝑘 ∗
𝑁→∞ 𝑚,𝑛→∞
𝑅 𝑘=1 𝑘=1 𝑘=1

if the limit exists.

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 Applied Mathematics II module

 If f is non-negative and continuous, then volume of the solid bounded by f from above and R from

below is given by : V   f x, y dA .

R

Vertically and horizontally simple regions

Definition :

A plane region R is said to be vertically simple if there are two continuous functions and

on an interval [a, b] such that for and such that R is the region

between the graphs of and on [a, b] (See Fig 5.4). In this case we say that R is vertically

simple region between the graphs of and on [a, b].

Simple region Horizontally simple region Vertically simple region

Fig 4.2. Fig 4.3 Fig 4.4

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Definition :

A plane region R is horizontally simple if there are two continuous functions on an

interval [c, d] such that for and such that R is the region between the

graphs of on [c, d] as shown Fig 5.3. In this case we say that R is the horizontally simple

region between the graphs of on [c, d].

A plane region R is simple if it is both vertically simple and horizontally simple as shown in Fig 4.2.

4.2. Double integral over Rectangle

Suppose f is a function of two variables which is integrable over the rectangle R  [a, b]  [c, d ] .
d
Using partial integration  f x, y dy we mean integrate f x, y  w.r.t
c
y from y  c to y  d . by

making x as constant.
d
 Ax    f x, y dy
c

b b
d 
 a A x dx  a  c
 f  x, y dy dx.


b d
  f x, y dA    f x, y dydx
R a c

This two stage integration process is called iterated integral.

Example 1 : Calculate the iterated integral

  x    x 
1 2 2 1
a.
4
 y 2 dx dy b. 4
 y 2 dy dx
0 1 1 0

Solution:

2
 x5 
  x   31 
1 2 1 1
88
a)
4
y 2
dx dy     y 2 x  dy     y 2 dy  .
0 1 0 
0 1
5 5 15

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 Applied Mathematics II module
1
 y3 
  x   1
2 1 2 2
88
b)
4
y 2
dy dx    x 4 y   dx    x 4  dx  .
1
1 0 1
3 0 3 15
 From a) and b) if f is continuous, then the order of integration is not important.

Theorem 1: (Fubini’s Theorem for Double integrals)

Suppose that f ( x, y ) is continuous on the rectangle R  x, y  / a  x  b , c  y  d , then:

b d d b

 f ( x, y)dA    f x, y dydx    f x, y dxdy

R a c c a
(6)

Example 2: Compute the iterated integrals in equation (6) for the function f ( x, y)  5x  2 x y
4 2

on the rectangle R  [1,3]  [0,2] .

Solution: The rectangle R is shown in Fig 1.2.1. With the help of equation 6,
y
2
2 
 
3 3

1 0 (5 x 4
 2 x 2
y ) dy  dx   5x y  x y4 2 2
dx
 1 y 0 2

 10 x 
3 3
 4  R
 4
 4 x dx 2
  2 x5  x3  
1576 .
1  3  1 3
-1 x
3
Interchanging orders of integrations will also give the same result. That is Fig 4.5

3 4 
3

 
 5 2 3 
2 2

0 1 5x  2 x y dxdy  0  x  3 x y  dy
2

x 1

2
 56   28 2 
2
1576
   244  y dy   244 y  y   .
0
3   3 0 3

Activity 1:

Evaluate where

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 Applied Mathematics II module

Properties of double integrals

Let C be a constant, f and g be continuous functions on a region R on which f ( x, y) attains a

minimum value m and a maximum value M. Let a(R) denote area of the region R, if all the indicated
integrals exist, then

i.  cf ( x, y)dA  c f ( x, y)dA ,

R R

ii.  ( f ( x, y)  g ( x, y))dA   f ( x, y)dA   g ( x, y)dA ,

R R R

iii.  f ( x, y)dA   f ( x, y)dA   f ( x, y)dA

R R1 R2
    f ( x, y)dA
Rn

Provided that R  R1  R2  ...  Rn and Ri ' s are mutually disjoint regions for each

Double integral over General Region

Type I regions (Vertically simple regions)

If f is continuous on type I region D such that

Example 3 : Evaluate  ( x  2 y)dA where D is the region bounded by the parabolas

D

y  2x 2
and y  x  1 .
2

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 Applied Mathematics II module

Solution: The parabolas intersect at 2 x 2  x 2  1 , that is , x  1 .The region D sketched as type I

region but not as type II region

D  {( x, y) : 1  x  1 and 2 x 2  y  1  x 2 }
Fig 5.6
1 1 x 2

  x  2 y dydx   xy  y 2 x
1
2 1 x
2

 ( x  2 y)dA 
D 1 2 x 2 1
2

1
  (3x 4  x 3  2 x 2  x  1)dx
1
1
  3x 5 x 4 2 x 3 x 2  32
      x =
 5 4 3 2  1 15

Type II regions (horizontally simple regions)

fig 5.7
If f is continuous on type II region D such that

Example 4: Compute the following integral in two different ways

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 Applied Mathematics II module

 x  y dA ,
R

Where R is the triangle enclosed by the lines y  0 , y  2 x and x  1

Solution:

Before attempting to solve the double integral, it is better to find the region of integration.

𝑦 = 2𝑥

R 𝑥=1

𝑦=0 x

 R  x, y  / 0  x  1 , 0  y  2 x be the vertically simple form:

2 x 1

  x  y dA     x  y dy dx
R 0 0 
2x 1
 y2 
 
4 
1 1
4
   xy   dx   4 x 2 dx   x 3   .
0
2 0 0 3  0 3

 
R  x, y  / 0  y  2 ,  x  1 be the Horizontally simple form:
y

 2 

1  1
  1 2 
2 2
  x  y dA     x  y dx  dy  0  2
 x  xy  dy
0 y  y
R
 2  2

2
1
2
y2 y2  1 y2 5y3  4
    y   dy   y     .
0
2 8 2  2 2 24  0 3

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 Applied Mathematics II module

4.3. Double integral by Reverse the order of integration

Although the region R in a practical problem in both vertically simple and horizontally simple, it may be
easier to integrate in one order rather than the other because of the shape of R. We naturally prefer the
easier route. The choice of the preferable order of integration may be influenced also by the nature of the
function f ( x, y) . It may be difficult – or even impossible to compute a given iterated integral but easy to
do so after we reverse the order of integration. The next example is a typical one.

1 1

  e dydx
2
y
Example 5: Evaluate
0 x

Solution: since  e y dy no elementary integration. So we try to evaluate the integral by first reversing
2

the order of integration. To do so, we sketch the region of integration specified by the limits in the given
iterated integral.

𝑦=1

𝑥=𝑦

Let R  xx, y  / 0  x  1 , x  y  1be vertically simple region

1 1
 e dydx   e
y2 y2
dA …..(1)
0 x R

The corresponding horizontally simple region of Integrating will be

R  x, y  / 0  y  1 , o  x  y , then

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 Applied Mathematics II module
1 y

  e dA    e dxdy
y2 y 2
……(2)
R 0 0

From (1) and (2) we have

  dy   ye
1 1 1 y 1

  e dydx   xe
y2 y2 y2
dy
0 x 0 0 0

1
1 2
 ey 
1
e  1 .
2 0 2

4.4. CHANGE OF VARIABLES IN DOUBLE INTEGRALS

If we let u, v  to be curvilinear coordinates of points in a plane, there will be a set of

Transformation x  f (u, v), y  g (u, v) mapping points (x, y) of the xy-plane into points u, v  of
the uv – plane. In such case the region R of the xy-plane is mapped in to a region R of the uv -plane. We
then have

( x, y)
 F ( x, y)dxdy   G(u, v)
R R
(u, v)
du dv

Where G(u, v)  F  f (u, v), g (u, v) and

x x
 ( x, y ) u v

 (u, v) y y is the Jacobian of x and y with respect to u and v.

u v
4
x y
Example 6: Compute    dA , Where D  is the triangle region bounded by the line x  y  1
D 
x y
and the coordinate axes.

Solution: let u  x  y and v  x  y

 x
1
u  v  and y
1
v  u 
2 2

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 Applied Mathematics II module

Now transform each boundary of D  to the variables u and v .

 On the y-axis x  0  v  u
 On the x-axis y  0  v  u v

 On x  y  1  v  1
𝑣=1

𝑢 = −𝑣 D 𝑢=𝑣

𝑥+𝑦 =1 u

D*

 D  u, v  / 0  v  1 ,  v  u  v
The Jacobin of the change of variables 𝑥, 𝑦 𝑡𝑜 𝑢, 𝑣

1 1
 ( x, y ) x u xv 2 1
  2
 (u, v) yu yv 
1 1 2
2 2

4
x y
4
u 1
1 v
1 1
    dA  D  v   2 dudv  2 0 vu v dudv  10
4 4

  x  y 
D

4.5. DOUBLE INTEGRALS IN POLAR COORDINATES.

Suppose that we want to evaluate a double integral ∬𝑅 𝑓 𝑥, 𝑦 𝑑𝐴, where R is one of the

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regions shown in Figs 5.7 & 5.8. In either case the description of R in terms of rectangular
coordinates is rather complicated but R is easily described using polar coordinates

Figure 4.7 figure 4.8

Now consider the following figure

Figure 4.9

Recall from Figure 14 that the polar coordinates 𝑟, 𝜃 of a point are related to the rectangular
Coordinates 𝑥, 𝑦 by the equations
𝑟2 = 𝑥2 + 𝑦2 𝑥 = 𝑟 cos 𝜃 𝑦 = 𝑟 sin 𝜃

The regions in Figure 12 & 13 are special cases of a polar rectangle

𝑅= 𝑟, 𝜃 | 𝑎 ≤ 𝑟 ≤ 𝑏, 𝛼 ≤ 𝜃 ≤ 𝛽

which is shown in Figure 15. In order to compute the double integral ∬𝑅 𝑓 𝑥, 𝑦 𝑑𝐴, where R is
a polar rectangle, we divide the interval [𝑎, 𝑏] into m subintervals [𝑟𝑖−1 , 𝑟𝑖 ] of equal width ∆𝑟 =
𝑏 − 𝑎 /𝑚 and we divide the interval [𝛼, 𝛽] into n subintervals [𝜃𝑗−1 , 𝜃𝑗 ] of equal width ∆𝜃 =
𝛽 − 𝛼 /𝑛. Then the circles 𝑟 = 𝑟𝑖 and the rays 𝜃 = 𝜃𝑗 divide the polar rectangle R into the
small polar rectangles shown in Figure 5.11.

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Figure 4 .10 Figure 4.11

The “center” of the polar sub – rectangle

𝑅𝑖𝑗 = { 𝑟, 𝜃 |𝑟𝑖−1 ≤ 𝑟 ≤ 𝑟𝑖 , 𝜃𝑗−1 ≤ 𝜃 ≤ 𝜃𝑗 }

has polar coordinates

1 1
𝑟𝑖 ∗ = 2 𝑟𝑖−1 + 𝑟𝑖 𝜃𝑗 ∗ = 2 (𝜃𝑗−1 + 𝜃𝑗 )

We compute the area of 𝑅𝑖𝑗 using the fact that the area of a sector of a circle with radius r and
1
central angle 𝜃 is 2 𝑟 2 𝜃. Subtracting the areas of two such sectors, each of which has central

angle ∆𝜃 = 𝜃𝑗 − 𝜃𝑗−1 , we find that the area of 𝑅𝑖𝑗 is

1 2 1 1
∆𝐴𝑖 = 𝑟𝑖 ∆𝜃 − 𝑟𝑖−1 2 ∆𝜃 = 𝑟𝑖 2 − 𝑟𝑖−1 2 ∆𝜃
2 2 2
1
= 2 𝑟𝑖 + 𝑟𝑖−1 𝑟𝑖 − 𝑟𝑖−1 ∆𝜃 = 𝑟𝑖 ∗ ∆𝑟∆𝜃

⇒ ∆𝐴𝑖 = 𝑟𝑖 ∗ ∆𝑟∆𝜃

∗ ∗ ∗ ∗
Now, ∑𝑚 𝑛 ∗ ∗ 𝑚 𝑛 ∗ ∗ ∗
𝑖=1 ∑𝑗=1 𝑓 𝑟𝑖 cos 𝜃𝑗 , 𝑟𝑖 sin 𝜃𝑗 ∆𝐴𝑖 = ∑𝑖=1 ∑𝑗=1 𝑓 𝑟𝑖 cos 𝜃𝑗 , 𝑟𝑖 sin 𝜃𝑗 𝑟𝑖 ∆𝑟∆𝜃

∗ ∗
Then, ∬𝑅 𝑓 𝑥, 𝑦 𝑑𝐴 = lim ∑𝑚 𝑛 ∗ ∗
𝑖=1 ∑𝑗=1 𝑓 𝑟𝑖 cos 𝜃𝑗 , 𝑟𝑖 sin 𝜃𝑗 ∆𝐴𝑖
𝑚,𝑛→∞

∗ ∗
= lim ∑𝑚 𝑛 ∗ ∗ ∗
𝑖=1 ∑𝑗=1 𝑓 𝑟𝑖 cos 𝜃𝑗 , 𝑟𝑖 sin 𝜃𝑗 𝑟𝑖 ∆𝑟∆𝜃
𝑚,𝑛→∞

𝛽 𝑏
= ∫𝛼 ∫𝑎 𝑓 𝑟 cos 𝜃 , 𝑟 sin 𝜃 𝑟 𝑑𝑟 𝑑𝜃

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Definition: If f is continuous on a polar rectangle R given by 0 ≤ 𝑎 ≤ 𝑟 ≤ 𝑏, 𝛼 ≤ 𝜃 ≤ 𝛽,

where 0 ≤ 𝛽 − 𝛼 ≤ 2𝜋, then

⬚ 𝛽 𝑏
∬𝑅 𝑓 𝑥, 𝑦 𝑑𝐴 = ∫𝛼 ∫𝑎 𝑓 𝑟 cos 𝜃 , 𝑟 sin 𝜃 𝑟 𝑑𝑟 𝑑𝜃

Example 7: Use polar coordinates to evaluate the integral  3x  4 y 2 dA , where R is the region in the
R

upper half plane bounded by the circles x 2  y 2  1 and x 2  y 2  4.

Solution: the region R can be described by


R  x, y  / 1  x 2  y 2  4 , y  0 be the Cartesian region and the polar rectangle will be
 R  r ,  / 1  r  2 , 0     

 3x  4 y dA    3r cos  4r 

2
2 2
sin 2  rdrd
R 0 1

 2

   3r 2 cos   4r 3 sin 2  dr d 
0 1

15
   r 3 cos   r 4 sin 2  d 
2
.
0
 1  2

If f is continuous on a polar region of the form

𝐷= 𝑟, 𝜃 |𝛼 ≤ 𝜃 ≤ 𝛽, ℎ1 𝜃 𝜃 ≤ 𝑟 ≤ ℎ2 𝜃

⬚ 2 𝛽 ℎ 𝜃
Then, ∬𝐷 𝑓 𝑥, 𝑦 𝑑𝐴 = ∫𝛼 ∫ℎ 𝜃 𝑓 𝑟 cos 𝜃 , 𝑟 sin 𝜃 𝑟 𝑑𝑟 𝑑𝜃
1

 r drd
3
Example 8: Calculate where R is the region bounded by the circles
R
y
r  2 sin  and r  4 sin .
R
B
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Solution: As shown Fig 5.12 region of integration R is

bounded by the circles r  2 sin  and

r  4 sin  where 0   . If we

integrate first with respect to r, then its limits

are from A(r  2 sin  ) to B(r  4 sin  ) and to

cover the whole region R,  varies from 0 to  .

  4 4 sin 

 4 sin  3  r 

R         0  4 d
3
r drd r dr d
  0 r  2 sin   2 sin  


 2
3 1 
 60 sin 4 d  120  sin 4 d  120. . . 
45
.
0 0 4 2 2 2

4.6. APPLICATIONS OF DOUBLE INTEGRALS

a) Area and volume by double integration

Definition: The area of a closed, bounded plane region 𝑅 is

⬚
𝐴 = ∬𝑅 𝑑𝐴

Definition: Suppose that a function is continuous and

z
non negative on the bounded plane region R. Then the S
volume V of the solid that lies below the surface
and above the region R is defined to be z=f(x)

Provided that this integral exists.

y
x
R

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Example 9: Find the area of the region R bounded by 𝑦 = 𝑥 and 𝑦 = 𝑥 2 in the first quadrant.
Solution: We sketch the region as in the figure below

Figure 4.13
Then, we calculate the area of the region as follows
1 𝑦=𝑥
𝐴 = ∬𝑅 𝑑𝐴 = ∫0 ∫𝑦=𝑥 2 𝑑𝑦 𝑑𝑥
1
= ∫0 [𝑦]𝑥𝑥2 𝑑𝑥

1
1 𝑥2 𝑥3 1
= ∫0 𝑥 − 𝑥 2 𝑑𝑥 = [ 2 − ] =6
3 0

Example 10: Find the volume of the solid bounded by the plane z  0 and the paraboloid

z  1 x2  y2.

Let D be the solid region bounded above by the paraboloid Z  1 x2  y2

and below by the xy – plane.

z=1-x2-y2

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Solution: R  r,  / 0  r  1 , 0    2 

2 1
V   (1  x  y )dA    1  r  rdrd
2 2 2
By using polar coordinates, we have
R 0 0

2

1
2 1 2
 r2 r4 
 
1
 r  r drd    
3
 d  0 4 d 
2
.
0 0
0 0
2 4

Example 11: Calculate area of the region R described in the figure above

2 1
 
Solution: A  R 1dA  0 0 d  
 rdr

Example 12: As shown Fig below, Calculate area of the region R bounded by the Cardioid

r  1 cos .

2 1 cos 
 
Solution: A  R 1.dA  0  0  d
rdr
R

1  2 cos   cosx   d
1 cos 
2
r2
  
 2
1  cos  2 2 2

0
2

0
d  
0
2
d  
0
2
3
  .
2

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b. Surface area by Double Integration

Definition: Let R be a vertically or horizontally simple region, and let has continuous partial

derivatives on R. If S is the graph of on R, then the surface area A of S is defined by

Example 13:

Find the surface area S of the portion of the paraboloid Z  2  x2  y 2 that lies above the xy-plane

Solution: The given surface lies over the region R in the xy-plane bounded by the circle x
2
 y2  2 .

If f ( x, y)  2  x 2  y 2 , then f x ( x, y)  2 x and f y ( x, y)  2 y .

By equation (13), A   f x
2
 
( x, y )  f y ( x, y)  1 dA 
2
 4 x 2  4 y 2  1 dA .
R R

This double integral can easily be evaluated by using polar coordinates.

2 2
 A   4( x  y )  1 dA 
2 2
 4r 2  1 rdrd
R 0 0

2
 2 
0
4r 2  1 rdr
Let u  4r 2  1

2
9 du  8 rdr

8 
1
u du
r  0, u  1
as

r  2,u  9

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3 9
 9
 13
4 1
 u du  u 2
 .
6 1
3

4.7. TRIPLE INTEGRALS

4.7.1. THE NOTION OF TRIPLE INTEGRALS

What are the conditions of integrability of functions in triple integrals? How triple integrals are evaluated?
What is meant by Z  simple? y  Simple? And x  simple region? How the Jacobian of x, y and z of a
function in three variables in the xyz- space with respect to u,v and w of another function in the uvw- space
is defined? Answers corresponding to these questions are provided in detail.

Consider a function f ( x, y, z ) defined in a closed three dimensional region D.

Subdivide the region into n sub regions of volume vk , k  1,2,3, , n .

Letting k ,k , k  be some point in each sub region, we form
n

lim  f 
n   k 1
k ,k ,  k vk (1)

Where the number n of subdivisions approaches infinitely in such a way that the largest linear dimension
of each sub region approaches zero. If this limit exists we denote it by

 f ( x, y, z)dv
D
(2)

Called the triple integral of f ( x, y, z) over R. The limit does exist if f is continuous (sectionally
continuous) in R.

If we construct a grid consisting of planes parallel to the xy, yz and xz – planes, the region D is subdivided
in to sub regions which are rectangular parallelepipeds. In such case we can express the triple integral over
R given by (2) as an iterated integral of the form

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b g 2 ( x) f 2 ( x, y )  g 2 ( x) 
b

f 2 ( x, y )
 

   f ( x, y, z )dxdydz       f ( x, y, z )dz dy  dx -- (3)
xa 
x  a y  g1 ( x ) z  f 1 ( x , y )  y  g1 ( x ) 
 z  f1 ( x , y ) 
 

Example 14

1
Let R be the rectangular region in the xy-plane bounded by the lines x  , x  1, y  0 and
6

y   , and let D be the parallelepiped between the graph of z z=3-x2-y2

3
z = 0 and z = 2 on R. Evaluate

 zx sin( xy )dv

D

o
Solution: y

By equation (3), we have

1  2 x
 zx sin( xy )dv 
D
   zx sin( xy )dzdydx
x 1 / 6 y  0 z  0
z=-5+x2+y2
-5
2
1 
 z2x  Fig 4.14
   sin xy  dydx
1/ 6 0  0
2

1  1 

   (2 x sin( xy )dydx    2 cos( xy )

1/ 6 0 1/ 6
dx
0

1
 
1
  2(1  cos(x))dx   2 x  sin x 
2
1/ 6    1/ 6

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5 1
  .
3 

Example 15

Let D be the solid region bounded by the circular paraboloids

z  3  x2  y 2 and z  5  x 2  y 2 for which x  0 and y  0 as seen in Fig 2.1.1. Evaluation

 ydv .
D

Solution

First find the intersection points of the two paraboloids.

3  x 2  y 2  5  x 2  y 2  x 2  y 2  4 . But if x 2  y 2  4 , then
z  3  ( x 2  y 2 )  3  4  1 . We find that the corresponding region R in the xy-plane is the

horizontal simple region in the first quadrant that lies inside the circle x 2  y 2  4 , and hence between

4  y 2 for 0  y  2 . Since 3  x  y  5  x  y for (x,y)

2 2 2 2
the graphs of x = 0 and x 

in R, we have

3 x 2  y 2
2 4  y 2 3 x 2  y 2 2 4 y 2

 ydv     y dz dx dy    yz dx dy
D 0 0 5 x 2  y y 0 0
5 x 2  y 2

2 4 y 2

  y(8  2 x
2
 2 y 2 )dxdy
0 0

 
 
2 3
1
   y(8  2 y 2 ) 4  y 2  y 4  y 2 2  dy = 128 .
0 
2 15

Theorem 2 (Evaluation of a Triple Integral over any y– Simple Region)

If f ( x, y, z ) is continuous on the y-simple region D defined by

x, z   Rxz , h1 ( x, z)  y  h2 ( x, z) where Rxz is a normal region in the xz-plane, then

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h2 ( x , z )

 f ( x, y, z)dv   dA  f ( x, y, z)dy .

D R xz h1 ( x , z )
(4)

Theorem 3 (Evaluation of a Triple Integral over an x-Simple Region)

If f ( x, y, z ) is continuous on the x-simple region D defined by  y, z   Ryz , k1 ( y, z )  x  k2 ( y, z ) ,

where Ryz is a normal region in the yz-plane, then

k2 ( y , z )

 f ( x, y, z)dv   dA  f ( x, y, z)dx.

D k1 ( y , z )
(5)
R yz

Evaluation of triple integrals as they may some times be difficult or even impossible. In this case changing
one coordinate system to another may facilitate the process.

If u, v, w are curvilinear coordinates in three dimensions, there will be a set of transformation
equations x  f (u, v, w) , y  g (u, v, w) and z  h(u, v, w) and we can write.

( x, y, z )
 F ( x, y, z)dx dy dz   G(u, v, w) (u, v, w)
D D
du dv dw (6)

where G(u, v, w)  F  f (u, v, w), g (u, v, w), h(u, v, w) and

x x x
u v w
 ( x, y, z ) y y y

 (u, v, w) u v w (7)
z z z
u v w

is the Jacobian of x, y and z with respect to u, v and w. The result (6) corresponds to change of variables
for triple integrals.

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Next we are going to see cylindrical and spherical coordinates as special cases of the topic change of
variables in triple integrals.

Activity 2:
Evaluate the following iterated integrals

i. iv.

ii. V.

iii. vi.

4.7.2. TRIPLE INTEGRALS IN CYLINDRICAL COORDINATES

 ( x, y , z )
How can you solve triple integrals of functions in cylindrical coordinates? What is the value of
 ( r , , z )
? How this facilitates problems of triple integrals in rectangular coordinates? See the details as described
below.
z
Let 𝑥, 𝑦, 𝑧 be the rectangular coordinates of a p(x,y,z)
point P in space. If r ,  is a set of polar
coordinates for the point (x, y), then we call
r, , z  a set of cylindrical coordinates for P
as shown Fig 5.15. Given the rectangular y
r
x
Fig 4.15
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 Applied Mathematics II module

coordinates 𝑥, 𝑦, 𝑧 of a point P, we can determine

a set of cylindrical coordinates for P with the aid of

the formulas x 2  y 2  r 2 and tan  y (if x  0 ).

x

Conversely, from any set r , , z  of cylindrical coordinates of a point P we can determine the
rectangular coordinates (x, y, z) of P by the formulas
x  r cos and y  r sin  .
Let us see equations of the common solids in rectangular and cylindrical coordinates.

Surface Rectangular Cylindrical

Cylinder x2  y 2  a2 ra
Sphere
x2  y 2  z 2  a2 r 2  z 2  a2
Double circular cone r  az or z  a cot 
Circular paraboloid x2  y 2  a2 z 2
r2=az
x2+y2=az

As you have seen in previous section,

 F2 ( x , y ) 
 f ( x, y, z )dv    f ( x, y, z )dz dA


R  F1 ( x , y )
 (8)
D 

for a solid region D between the graphs of two continuous functions F1 and F2 on a vertically or
horizontally simple region R in the xy-plane and for a continuous function f on D.

Theorem 4

Let D be a solid region between the graphs of F1 and F2 on R, where R is the plane region between the

polar graphs of h1 and h2 on  ,   , with 0      2 and

0  h1    h2 ( ) for      . If f is continuous on D, then

 h2 ( ) F2 ( r cos  , r sin  )

D
f ( x, y, z )dv  
  h1 ( ) 
F1 ( r cos  , r sin  )
f (r cos  , r sin  , z )rdz dr d . (9)

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Integration by means of cylindrical coordinates is especially effective when expressions containing

x 2  y 2 appear in the integrand or in the limits of integration and the region over which the integration
taken is easily described by polar coordinates.

Example 16

Let D be the solid region bounded above by the plane y + z =4, below by the xy-plane and on the sides by

the cylinder x 2  y 2  16 as shown in Fig 2.2.2.

Evaluate 
D
x 2  y 2 dv .

Solution:
z
Observe that D is the solid region between the
2 2
x +y =16
graphs of z = 0 and z = 4 – y on R, where R is y+z=4

the disk x 2  y 2  16 . In polar coordinates R is

the region between the polar graphs of

r  0 and r  4 for 0    2 . D

Consequently in cylindrical coordinates D is the solid

region between the graphs z = 0 and z = 4 – r sin  4 y

4
for (r,  ) in R . Then by Theorem 4 we have Fig 4.16
x
2 4 4  r sin 

 x  y dv    r.rdz dr d
2 2

D 0 0 0

2 4 4  r sin 

  r drd
2
z
0 0 0

2 4 2
4

  
 4 3 r4 
 4r  r sin  dr d    r  sin   d
2 3

0 0
0 0 3 4

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 Applied Mathematics II module

2 2
 256   256  512
   64 sin  d    64 cos    .
0   3 0
3 3

Example 17

3 9 x 2 1

   y dz dy dx .
2
Evaluate
 3 9  x 2 ( x 2  y 2 ) 2

Solution:

The limits of integrations -3 and 3 in the first integral and  9  x 2 and 9  x 2 on the

second integral tell us that those two integrals are taken over the region of the disk

x 2  y 2  9 or r  3 , in the xy-plane. It follows that

3 9 x 2 1 2 3 1

   y dz dy dx     (r sin  ) r dz dr d
2 2

3  9  x ( x  y )
2 2 2 2 0 0 r 4

2 3 2 3

  r z sin   dr d  r 
 r 7 sin 2  dr d
1
 3 2
r4  3

0 0 0 0

2 3
2
 r 4 r8  6318
     sin  d  
2
 sin 2  d
0
4 8 0 8 0

2 2
sin 2 
 1  cos 2 d
6318 3159 
   
3159

16 0 8  2  0 4

Example 18
z
Evaluate the integral  yzdv , where D is
D
z=1

the solid region in the first octant bounded

168 1 y

R
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 Applied Mathematics II module

above by the plane z = 1 and below by

the cone z  x 2  y 2 .

Solution:

Using cylindrical coordinates

 /21 1

 yzdv    z.r sin  .r dz dr d

D 0 0 r

 /2

 2
1 1
  
   r   zdz  dr  sin  d
  
0 0  r 

 1  z 2 1   /2 1
1  2 4
 sin  d
 /2
 
2
 r 

dr  sin  d    r  r 
0  0  r 
2 2 0 0 

 /2
 /2 
 r r5  
1
 1 1
 sin  d
3

1
     sin  d   .
15 15

2  3 5  0
0
 0

Activity 3:
Evaluate the following triple integrals by changing in to cylindrical coordinates

1. , where D is the solid region bounded by the cylinder

and the planes z = 0 and z = 4.

2. , where D is the portion of the ball in the first octant

3. , where D is the solid region bounded by the sphere

4.7.3. TRIPLE INTEGRALS IN SPHERICAL COORDINATES

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 Applied Mathematics II module

What are the components in spherical coordinate systems? How rectangular coordinates are transformed
 ( x, y , z )
into spherical coordinates? What is the value of ? How can you find limits of integrations in
 ( B,  , 
spherical coordinates for a given solid region? How triple integrals of functions in spherical coordinates are
evaluated? Answers corresponding to these questions are given in a systematic manner.

Given a point P with rectangular coordinates (x, y, z). z

Let   OP be the distance between the

p = (x, y, z)
origin O and P, and let  be the angle measured

(downward) from the positive z-axis to

O y
OP as shown Fig 5.18. Also let  be

the same angle as in the case of cylindrical x Q

Fig 4.18
coordinates, namely the angle from the positive x-axis to OQ , where Q is the projection of

P onto the xy-plane (  is measured in counterclockwise direction as shown on the 𝑥𝑦 – plane from the
side of the positive z-axis). Then the point P is said to have spherical coordinates  , and  , and we

write P   , ,  as well as P  ( x, y, z ) , where

0  r  ,0    2 and 0     . From trigonometry we find that

r   sin  and z   cos .

These equations, along with the polar coordinated formulae

x  r cos and y  r sin

yield the following formulae for converting from rectangular coordinates to spherical coordinates:

x  r cos   sin  cos

y  r sin    sin  sin 

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 Applied Mathematics II module

z   cos  .

As you can easily verify that

x2  y 2  z 2   2    x2  y 2  z 2

y
tan  , ( x  0)
x

z
cos   , ( x 2  y 2  z 2  0) .
x y z
2 2 2

Theorem 5 (Triple Integrals in Spherical Coordinates)

If f ( x, y, z ) is continuous on a solid region D, then

 f ( x, y, z)dv   f (  sin  cos ,  sin  sin  ,  cos  )  sin  d d d

2
(10)
D D

Proof:

We have that x   sin  cos , y   sin  sin  and z   cos  . Therefore by (7)

sin  cos   cos  cos    sin  sin 

 ( x, y , z )
 sin  sin   cos  sin   sin  cos 
 (  ,  , )
cos    sin  0

 
 sin  cos 0   2 sin 2  cos   cos  cos  sin  cos  cos  0

  sin  sin  ( sin 2  sin    cos 2  sin  )


  2 sin  sin 2  cos 2   cos 2  cos 2   sin 2  sin 2   cos 2  sin 2  
  2 sin  .

Since 0     and thus  2 sin   0 , it follows from (6) that

 f ( x, y, z)dv   f (  sin  cos ,  sin  sin  ,  cos  )  sin dv .
2

D D

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 Applied Mathematics II module

If the region D in    space is defined by

     , h1 ( )    h2 ( ) and F1  ,     F2  , 

0  h1  h2   and 0  F1  F2 , then (6) becomes

 f ( x, y, z)dv   f (  sin  cos ,  sin  cos ,  cos  )  sin  d d d

2
.
D D

Example 19

 z dv ; where D is the solid region x

2
Evaluate
2
 y2  z2  1 .
D

Solution:

By using spherical coordinates

2  1

 z dv      cos    2 sin  d d d

2 2

D 0 0 0


2 
  4  2
1


     d  c o s s i n d  d
00 0  

 5  1

 2    c o 2 s s i nd
0
5 0


2 2  2 
 
5 0
cos 2  sin  d 
4
   .
5  3  15

Example 20

Use spherical coordinates and evaluate  x 2  y 2  z 2 dv , where D is the ball

D

x 2  y 2  z 2  a 2 (a > 0).

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 Applied Mathematics II module

Solution: Using the transformation equations x   sin  cos , y   sin  sin  ,

z   cos  ,  2  x 2  y 2  z 2 and dv   2 sin  d d d , we have

2  a

 x  y  z dv     . sin  d d d

2 2 2 2

D 0 0 0


2    4 
a

2 
  3
a
  
      sin  d d d  0 0  4 sin   d d
00 0     0 

  a 4 sin   
2 
    d d
0 0  4  
2 2
a4 a4
0 cos   0 d  2 0 d   a4 .


4
z
Example 21
3 x2+y2+z2=9
Evaluate  dv, where D is the solid region
D

between the spheres x2 + y2 + z2 = 1,

x 2  y 2  z 2  9 , and the upper nape of the cone z2=3(x2+y2)

z 2  3( x 2  y 2 ) (Fig 4.19).
x2+y2+z2=1

Solution: In spherical coordinates the equations of

y
the given spheres are   1 and   3 . Next, recall
Fig 4.19

that z 2   2 cos 2  and x 2  y 2  r 2   2 sin 2  .x

Therefore, the equation z 2  3( x 2  y 2 ) becomes

 2 cos 2   3 2 sin 2  .

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 Applied Mathematics II module

It follows that   0 or cos 2   3sin 2  , so that if   0 , then tan 2  

1
.
3

 1
Since D lies above the upper nape of the cone z 2  3( x 2  y 2 ) , we have 0    , so tan   .
2 3

Thus,   . Consequently, D is the collection of points with spherical coordinates  , ,  such that
6

1    3, 0    and 0    2 .
6

2  / 6 3

 dv      sin  d d
2
Therefore,
D 0 0 1

2 / 6 2 3
 2 / 6
26
  
 3
 sin  d d   
 3
sin  d d
0 0 1 0 0

 /6
26  3
 
2 2

  cos  
26 26
 d  1    d   2  3 .
3 0 0
3  2  0 3

Activity 4:

Evaluate the triple integral , where D is the solid region bounded above by

the unit sphere and below by the cone using spherical

coordinates.

4.8. VOLUME BY TRIPLE INTEGRATION

In unit1 we have developed a formula to find the volume of a solid bounded by surfaces. Is it possible to
find the volume of a solid region with the help of triple integration? The answer is yes, see all the details in
this section.

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 Applied Mathematics II module

Suppose f ( x, y, z)  1 in equation (2). The volume of solid D is defined to be

V   dv (11)
D

Example 22

Use a triple integral to find the volume of the solid enclosed between the cylinder x 2  y 2  16 and the
planes z = 0 and y + z = 4.

Solution:

The solid D and its projection R on the xy-plane are shown in Fig 5.16. The lower surface of the solid is
the plane z = 0, and the upper surface is the plane y + z = 4, or equivalently,

z = 4-y. Thus, from (11)



4 y


V   dv     dz dA   (4  y)dA
D R 
0   R

2 4
   4  r sin  r dr d
0 0
(by using cylindrical coordinates)

4
2
2
4   2 r3 
 
   4r  r sin  dr d    2r  sin   d
2
y
0 0
0 0  3

2 2
 
   32  sin  d   32  cos  
64 64 y=2-x
0   0
3 3
x=0 R (1,1)
 64 64  y=x
 16     64 .
 3 3 x

Example 23 Fig 5.20

Find the volume V of the region in the first octant

bounded by the planes z  10  x  y, y  2  x, y  x, z  0 and x  0.

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 Applied Mathematics II module

Solution:

The region R of the solid bounded in the xy-plane is as shown Fig 5.20. The line y =2-x and y = x

intersect at (1, 1). Hence, x  y  2 x as 0  x  1 .

Therefore,

1 2  x 10 x  y
V   dv     dx dy dx
X x 0 y  x z 0

2  x 10 x  y  
1

1 2 x

      dz dy dx     (10 x  x  y )dy dx
0  x  0   0 x 

 
1 1
x3
 22  20 x  2 x dx  2{11x  5 x  ]  34 .
2 2

0 3 0 3

Example 24

Find the volume of the solid bounded by the paraboloid z  x 2  y 2 and the plane z  y  2 (Fig 5.21).

Solution

The given region D is z-simple, but its projection in to the xy-plane is bounded by the graph of the equation

x 2  y 2  y  2 , which is a translated circle. It would be possible to integrate first with respect to z, but
perhaps another choice will yield a simpler integral.

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 Applied Mathematics II module

z=x2+y2

z=y+2

Fig 4.21

The region D is also x-simple, so we may integrate first with respect to x. The projection of D in to the yz-
plane is bounded by the line z = y +2 and the parabola z  y 2 , which intersect at the points (-1, 1) and (2,

4) (Fig 5.22). The end points of a line segment in D parallel to the x-axis have x-coordinates x   2  y 2

. Because D is symmetric with respect to the yz-plane, we can integrate from x = 0 to x  z  y 2 and
double the result.

Fig 4.22

Hence D has volume

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 
2 y2 z y2 2 y2
V  2   dx dz dy  2  z  y 2 dz dy
1 y 2 0 1 y 2

y2 3/ 2
2 2 2
   
2 3 2
4
 2   z  y  dy   2  y  y 2 dy
1  3 z y2 3 1

3
9 2 
3/ 2
4 2

 1
  u  du (Completing the square; u  y  )
3 3 / 2  4  2

 /2
27
  cos 4  d
4  / 2 z
C
c
3 3
( u  sin  and hence, du= cos  d )
2 2 N

27 1 3  81
 .2. . .   .
4 2 4 2 32 p(x,y,z)

Example 25
B
Find the volume of the ellipsoid o
b y
M
x2 y 2 z 2 E F
   1. a
a 2 b2 c2 A
x Fig 4.23
Solution:

Let OABC be the first octant of the given

ellipsoid which is bounded by the planes

OAB ( Z = 0) , OBC ( X = 0),

OCA (y = 0) and the surface ABC, i.e.

x2 y 2 z 2
   1.
a 2 b2 c2

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Divide this region D in to rectangular parallelepipeds of volume dx dy dz . Consider such an element at

P(x, y, z). (See Fig 5.23).

Therefore, the required volume = 8 dx dy dz .

D

In this region D,

 2 2

i. Z varies from O to MN where MN  c 1  x  y 
 a 2 b2 
 

 2

ii. Y varies from O to EF, where EF  b 1  x 2  from the equation of the ellipse
 a 
 

x2 y 2
OAB, i.e.   1.
a 2 b2

iii. X varies from O to OA = a

Hence, the volume of the whole ellipsoid

a b (1 x / a c (1 x / a  y / b )
2 2 2 2 2 2
b 1 x 2 / a 2  c (1 x a / a 2  y 2 / b 2 )  
  
a

 8   dx dy dz  8     dz dy dx
   
0 0 0 0
 0
 0
 

a b
b  2   x 2 y 2 
1 x 2 / a 2 1 x 2 / a 2
 c 1  x  y dy dx  8c 
a 2
 8 
0
  a 2 b 2   0   1  2  2 dy dx
a b 
 0    0

a 
8c 
 

    2  y 2 dy dx where   b 1  x 2
2

b 0
0 
 a


8c  y  2  y 2  2 1  y  8c b2  x 2  
a a

b 0 2  a 2  2
   sin    1   dx
b 0  2 2    0

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 Applied Mathematics II module

a
 x2  a

 2 bc  1  2 dx  2bc x  2   4abc .

 
3
x
 3a  0
0 a   3

Activity 5:
Find the volume bounded by the cylinder and the plane and 𝑧 = 0

4.9. SOME APPLICATIONS OF MULTIPLE INTEGRALS

How can you calculate the mass of lamina or a solid with variable density? With constant density? Can you
calculate center of gravity of an irregular body? What about moment of inertia of a plane lamina and a solid
about a certain arm? See all the details below.

Some of the applications of multiple integrals are used to evaluate the area of a region enclosed by a plane
curves; used to calculate area of curved surfaces; used to find the volume of a solid region; used to calculate
the mass of a lamina; used to calculate the mass of a solid figure; used to calculate center of gravity of a
lane lamina and a solid; used to calculate moment of inertia of a plane lamina and a solid. You are going
to see the applications which are not mentioned under unit 1 and unit 2 here.

1. Calculation of mass

I. For a plane lamina, if the surface density at the point P(x, y) is   f ( x, y) , then

the elementary mass at P is equal to  dx dy . Therefore, the total mass of the lamina is

  dx dy (1)

with integrals embracing the whole area of the lamina. In polar coordinates, taking

   (r, ) at the point P(r, ) , the total mass of the lamina is

  dr d . (2)

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 Applied Mathematics II module

II. For a solid, if the density at a point P(x, y, z) is   f ( x, y, z) , then total mass of the solid is

 dxdydz (3)

with appropriate limits of integration.

2. Center of gravity

a) To find the center of gravity x, y  of a plane lamina, take the element of mass  dx dy at the point
P(x, y). then

x
 x  dx dy , y   y  dx dy . (4)
  dx dy   dx dy
b) To find  
C.G. x, y, z of a solid, take an element of mass  dx dy dz enclosing the point P(x, y,
z), then

X 
 x  dx dy dz ,Y   y  dx dy dz , Z   z  dx dy dz . (5)
  dx dy dz   dx dy dz   dx dy dz

z
Example 26 C

Find the mass of the tetrahedron bounded

by the coordinate planes and the plane dxdydz

x y z
   1 , with variable
a b c p(x,y,z)
B y
O
density  (x, y, z)   xyz .
A
Fig 4.24
x

Solution:

Elementary mass at point P(x, y, z) is  xyz . dx dy dz . Therefore, the whole mass is

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 Applied Mathematics II module

equal to

  xyz dx dy dz , the integrals embracing the whole volume OABC (Fig 4.24). The limits for
Z are from 0 to Z = c 1  x  y  . The limits for y are from 0 to y  b1  x  and the limits for x are from
 a b  a
0 to a. Hence, the required mass is

a b (1 x / a ) c (1 x / a  y / b )

 
0 0
  x yx dz dy dx .
0

a b (1 x / a ) c (1 x / a  y / a ) a b (1 x / a ) 2

xyz 2 c2  x y
      xy. 1    dy dx
0 0
2 z 0 0 0
2  a b

c 2 a b (1 x / a )
 x  2  x y
2
y3 

   x 1   y  21  
   
 2 dy dx
0 0  a a b b 

 c2 a  x  y 2
2
 x  y3 y4
 0  a  2
 x1    21    2 dx
 a  3b 4b

c 2 a  b 2  x  2b 2  x  b 2  x  
4 4 4

 0  2  a 
  1    1    1    dx
3  a 4  a  

b 2c 2 a 2b 2c 2
4
 x
a

24 0  a 
 x1   dx  .
720

Example 27

Find the volume and centroid (center of gravity) of the uniform “ice – Cream Cone “

   2a cos 
D that is bounded by the cone   and the sphere of radius a. The sphere and the part
6
of the cone within it are shown in Fig 2.5.2.

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 Applied Mathematics II module

Fig 4.25

Solution:


The ice-cream cone is described by the inequalities 0    2 , 0    and
6
0    2a cos  . Its volume is given by

2  / 6 2 a cos 2  / 6
8 3
V   0      
3 0  sin  d d
2
sin d d d a
0 0 0

 /6
16  1  7 3
 a3  cos 4    a .
3  4 0 12

Now for the centroid, it is clear by symmetry that x  y = 0. We may also assume that D has a constant

7
density  , so that the mass of D is numerically equal to volume times its density equal to  a 3 .
12
Because Z   cos  , the Z- coordinates of the centroid of D is

  zdv  zdv 1

V 
Z D
 D
 zdv
  dv
D
 dv
D
D

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 Applied Mathematics II module

2  / 6 2 a cos
12
    cos  sin  d  d d
 3

7a 3 0 0 0

2  / 6  /6
48 96  1 
 a  cos  sin  d d  a  cos 6  
5

7 0 0
7  6 0 y

37 y=x2 y=x+2
 a.
28
R
 37 
Hence, the centroid of the ice-cream is located at the point  0, 0, a  .
 28 
-1 2 x
Example 28
Fig 4.26
A lamina occupies the region bounded by the

line y = x + 2 and the parabola y  x 2 (Fig 5.26). And let the density of the lamina at the point P(x, y)

be  ( x, y)  kx2 (k is a positive constant). Find the mass and centroid of the lamina.

Solution:

The line and the parabola intersect at (-1, 1) and (2, 4). Hence, by using equation (1),

2 x2 2


x2


m    ( x, y)dA    kx dydx  k  x   dy dx
2 2

R 1 x 2 1 
 x2  
2 2
 k  x ( x  2  x )dx  k  ( x3  2 x 2  x 4 )dx
2 2

1 1

2
 x 4 2 3 x5  63
 k   x    k .
 4 3 5  1 20

By using equation (4) we have

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 Applied Mathematics II module

 x ( x, y)dxdy  x ( x, y)dxdy 20 
2 x2

63k 1 x2
X   R
  kx3
dy dx
 dxdy m 

20 3  
2 x2 2
20 3
  x   dy dx 
63 1  x 2  
63 1
x ( x  2  x 2 )dx

2
20
 
63 1
( x 4  2 x3  x5 )dx  20 .18  8 .
63 5 7

 y ( x, y)dA  kyx dxdy

2

20.k
Y R
 R
  x 2 ydxdy
  ( x, y)dA
R
m 63k R

20 2  
x2
 
 
2 2
10
  x   ydy dx 
63 1  

63 1
x 4  4 x3  4 x 2  x 6 dx
 x2 

10 531 118
 .  .
63 35 49

Thus the lamina of this example has mass 63 k , and its centroid is located at the point  8 , 118  .
20  7 49 

Example 29

Use spherical coordinates to find the centroid x, y, z  of a solid upper hemisphere D of radius a.
Solution:

D is bounded above by the sphere x  y  z  a and below by the plane z =0. Again
2 2 2 2

1 2 3
V 
x  y  0 by symmetry, and Z zdv , where V  a is the volume of the hemisphere.
D 3
Using spherical coordinates,

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 Applied Mathematics II module

 zdv    cos   sin  d d d , where D is the box in  - space bounded by the planes
2

D D


  0,   a,  0,  2 ,  0 and   . By using iterated integrals, we get
2

2  /2 a

  sin  cos  d  d d   d  d   3 cos  sin  d

3

D 0 0 0 y

 2   / 2  a 3  R
   d   sin  cos d    d 
 0  0  0  p

 /2 a
1  1  1 y
 2  sin 2     4   a 4
2  0  4 0 4 o x
Fig 4.27
and hence,

1 / 4a 4 3
Z  a.
2 / 3a 3 8

Thus, centroid of solid D is  0, 0, 3 a  .

 8 

3. Moment of Inertia

Let a particle of mass m of a body be at a distance r from a given line, then mr 2 is called the

moment of inertia of the particle about the given line and the sum of similar expressions

taken for all the particles of the body, i.e.  mr 2

is called the moment of inertial of the body about the

given line (Fig 4.27).

If m is the total mass of the body and we write its moment of inertia is equal to mk 2 , then k is called the
radius of gyration of the body about the axis.

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 Applied Mathematics II module

Moment of inertial of a plane lamina

Consider an elementary mass  dx dy at the point P(x, y) of a plane area A so that it’s M.I. about x-

axis is equal to  dx dy y 2 .

Therefore, M.I. of the lamina about x-axis, Ix is given by

I x    y 2 dxdy .
R

Similarly, M.I. of the lamina about the y-axis, i.e. I y is given by

I y    x 2 dx dy .
R

Also M.I of the lamina about an axis perpendicular to the xy-plane is

I z    ( x 2  y 2 )dxdy .
R

Moment of Inertia of a solid

Consider elementary mass  dx dy dz enclosing a point P(x, y, z) of a solid from volume V.

Distance of P from the x-axis is equal to y 2  z 2 . Therefore, M.I. of this element about the x-axis is

equal to  dx dy dz y 2  z 2   . Thus, M.I of this solid about the x-axis is

I x    ( y 2  z 2 )dxdydz .
D

Similarly M.I. about the y-axis is


I y    x 2  z 2 dx dy dz  and
D

M.I about the z-axis is

I z    ( x 2  y 2 )dxdydz .
D

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 Applied Mathematics II module

Example 30

A solid ball D with constant density  is bounded by the spherical surface with equation  a . Use

spherical coordinates to compute its volume V and its moment of inertia I z around the z-axis.

Solution:

The points of the ball are described by the inequalities

0    a,0     and 0    2 .
Volume of the ball is given by

2  a
V   dv   
2
sin  d d d
d 0 0 0

2 
1 2 2
 a 3  sin  dd  1 a3  cos  0 d  2 a3 d  4 a 3 .
3 00 3 0 3 0 3

The distance form a typical point   ,  ,  of the sphere to the z-axis is r   sin  , so the moment
of inertial of the sphere around that axis is

2  a
I z   r dv 2
 
4
sin 3 d d d
D 0 0 0

2 a 
1 2 2
  5  sin 3  d d  a5  sin 3  d  ma2 , where m  4  a 3
5 00 5 0
5 3

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 Applied Mathematics II module

Activity:
1. find the mass of lamina in the form of a cardioid whose density at any
point varies as the square of its distance from the initial line.

2. Find the centroid of a loop of the lemniscate .

3. Find the moment of inertia about the z-axis of a homogeneous tetrahedron bounded by
the planes x = 0, y = 0, z = x + y and z = 1.

SUMMARY

1. Let f ( x, y, z ) be a function defined in a closed region D. Subdivide the region into n sub regions

of volume vk , k  1,2,3, , n . Let k ,k , k  be a point in each sub region, we form
n

lim  f  , , v
n   k 1
k k k k
, where the number n of subdivisions approaches infinitely in such a way that

the largest linear dimension of each sub region approaches zero. If this limit exists we denote it by

 f ( x, y, z)dv called the triple integral of f ( x, y, z) over R.

D

2. Suppose that the region D with piecewise smooth boundary (as described above) is z-simple. Each
line parallel to the z-axis intersects D (if at all) in a single line segment. Suppose it is described by

the inequalities f1 ( x, y)  z  f 2 ( x, y), ( x, y)  R, where R is the vertical projection of

 f 2 ( x, y ) 
D into the xy-plane. Then  f ( x, y, z )dv     f ( x, y, z )dz dA . The triple integral can

R  f1 ( x , y )

D 
be treated analogously for the piecewise smooth boundary of D is y-simple and x-simple regions.
3. Let D be a solid region between the graphs of F1 and F2 on R. Where R is the plane region between

the polar graphs of h1 and h2 on  ,   , with 0      2 and

0  h1    h2 ( ) for      . If f is continuous on D, then

 h2 ( ) F2 ( r cos  , r sin  )

D
f ( x, y, z )dv   
 h1 ( ) 
F1 ( r cos  , r sin  )
f (r cos  , r sin  , z )rdz dr d .

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 Applied Mathematics II module

4. In spherical coordinates, x   sin  cos  , y   sin  sin  , z   cos  , and

 ( x, y , z )
  2 sin  . Since 0     , 0    2 and 0   , then
(  , , )

 f ( x, y, z)dv   f (  sin  cos ,  sin  sin  ,  cos  )  sin  d d d

2

D D

for a continuous function f ( x, y, z ) on a solid region D.

5. If D is a solid body with density function  ( x, y, z ) , then its mass m is given by

m   dv . In case   1 gives the volume v   dv of D. The coordinates of its
D D

1 1 1
centroid are x  
m D
xdv , y   ydv and z   xdv . The moment of
m D m D

inertia of D around the coordinate axes are I x    ( y  z 2 )dv ,

2

 
I y    x 2  z 2 dv and I z    ( x
2
 y 2 )dv .
D D

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 Applied Mathematics II module

Self-Test Exercise

1. Evaluate

2. Evaluate the integral , where D is the solid region bounded by the planes y = 1, z =0,

y=x, y =-x and z =y.

3. Evaluate the integral , where D is the solid region in the first octant bounded above by

the plane z = 1 and below by the cone .

4. Evaluate the triple integral by changing in to cylindrical coordinate where D is the

solid region bounded above by the sphere and below by the plane z=0.

5. Evaluate , where D is the spherical shell using

spherical coordinates.
6. Use spherical coordinates to evaluate

7. Use either cylindrical or spherical coordinates to evaluate the integral

8. Evaluate , where D is the bounded solid region between the cylinder

and the napes of the cone using spherical coordinates.

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 Applied Mathematics II module

Self-Test Exercise

9. Find the volume of the solid region:

a) Bounded by the plane z + 3y + 6x = 1 and the three coordinate planes.
b) In the first octant bounded by the planes Z= 10+ x + y, y = 2 –x, y = x, z =0 and x = 0.
c) Bounded above by the circular paraboloid , below by the plane Z = -2 and on the
sides by the parabolic sheet y = x2 and the plane y = x.

d) bounded by and z = 0 .

e) bounded by and x = 0.

f) bounded by the paraboloid ( b > 0) and the plane .

10. If the densities at any point of the solid octant of the ellipsoid

various as xyz, find the coordinates of the C.G of the solid.

11. Using double integrals, find the moment of inertial about the x-axis of the area enclosed

by the lines x =0, y = 0, .

12. A lamina is shaped like the circular sector R in the first quadrant bounded by the coordinate axes
and an arc of the unit circle as see in Fig. 2.5.5. Find the mass and center of gravity

of the lamina if its density function is.

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 Applied Mathematics II module

Reference

1. Adams, Calculus: A complete course, Fifth edition, Addison Wesley, 2003.

2. Alex Nelson, Notes on Topology, (2005).
3. E.J.Purcell and D.Varberg, Calculus with analytic geometry, Prentice-Hall INC., 1987.
4. E.J.Purcell and D.Varberg, Calculus with analytic geometry, Prentice-Hall INC., 1987.
5. Earl W. Swokowski. Calculus with Analytic Geometry, 2nd edition, Prindle, Weber and
Schmidt.
6. Goldberg, R.R., 1970. Method of Real Analysis, (5th edition), Boston, Prentice-Hall.
7. Howard Anton,Calculus a new horizon, 6th ed., John wiley and Sons Inc
8. James R. Munkers, Topology a first course (2010)
9. James Stewart, Calculus early trancedental, 6th ed., Prentice Hall, 2008
10. John A. Tierney: Calculus and Analytic Geometry, 4th edition, Allyn and Bacon,Inc. Boston.
11. Leithold. The Calculus with Analytic Geometry, 3rd Edition, Harper and Row, publishers.
12. Robert Ellis, Denny Gulick, Calculus with Analytic, 6th edition Harcourt Brace Jovanovich
publishers.
13. Robert Wrede, Murray R. Spiegel, Theory of advanced calculus, Second Edition., McGraw-
Hill, 2002.
14. Rudin, Walter, 1976. Principle of Mathematical Induction,(3rd edition), McGraw-Hill.
15. Serge Lang, Calculus of several variables, November 1972.
16. Stefan Warner, department of mathematics, Hofstan University, Elementary topology.
17. Thomas, Calculus, eleventh edition
18. Vatsa, B.S., 2002. Introduction to Real Analysis, India, CBS Publishers & Distributors.
19. Wilfred Kaplan, Advanced Calculus, Fifth Edition

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 Applied Mathematics II module

ASSIGNMENT -I

Federal technical and vocational education and training institute

Department of mathematical and basic sciences
Applied Mathematics II (Math 201)
Assignment one

Show all the necessary steps to solve the following questions

𝑛 ∞
1. Determine the sequence 𝑎𝑛 = {𝑛!} convergent or divergent.
𝑛=1

2. Show that the monotonicity and bounded of the following sequence,

𝑛 1 1
c) 𝑎𝑛 = 2𝑛+1 b). 𝑎𝑛 = 𝑛 − 𝑛2

xn x2 x3
3. Show that ∑∞
n=1 = x+ + + …
n 2 3

a. Converges absolutely for |x| < 1

b. Converges conditionally for |x| = −1
c. .Diverges for x = 1 and |x| > 1
𝑋𝑛
4, Find radius of convergence and interval of convergence of∑∞
𝑛=3 𝑙𝑛 𝑛

𝑥
5. Find power series representation and radius of convergence of ∑∞
𝑛=1 1−2𝑥

6. Find Taylor and Maclurine expansion of 𝑓 𝑥

A.𝑓 𝑥 = 𝑒 −𝑥 at 𝑎 = 𝑙𝑛2
1
B.𝑓 𝑥 = 1+𝑥 at 𝑎=2

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 Applied Mathematics II module

ASSIGNMENT -II

Federal technical and vocational education and training institute

Department of mathematical and basic sciences
Applied Mathematics II (Math 201)
Assignment two
Show all the necessary steps to solve the following questions
1. Find 𝑓𝑥𝑥 , 𝑓𝑦𝑥 and 𝑓𝑧𝑥 for the following functions
𝑦
𝑎, 𝑓 𝑥, 𝑦, 𝑧 = 𝑒 𝑥𝑧𝑒
𝑏, 𝑓 𝑥, 𝑦, 𝑧 = 𝑦𝑧 ln 𝑥𝑦
𝑑𝑓 𝑑𝑓
2. Find and for the following
𝑑𝑠 𝑑𝑡

𝑎. 𝑓 = tan 𝑢 𝑣 , 𝑢 = 2𝑠 + 3𝑡, 𝑣 = 3𝑠 − 2𝑡
𝑑𝑧 𝑑𝑧
3. Find and and values at the given point.
𝑑𝑥 𝑑𝑦

a. . 𝑥𝑒 𝑦 + 𝑦𝑒 𝑧 + 2 ln 𝑥 − 2 − 3 ln 2 = 0, 𝑎𝑡 1, ln 2 , ln 3
4. Find the directional derivative
a. 𝑓 𝑥, 𝑦, 𝑧 = 𝑥𝑒 𝑦 + 𝑦𝑒 𝑧 + 𝑧𝑒 𝑥 , 𝑃0 = 0,0,0 , 𝑢 = 5𝑖 + 𝑗 − 2𝑘
5. Find the local maximum, local minimum and saddle point(s) of the following function
a. 𝑓 𝑥, 𝑦 = 2𝑥 3 + 𝑥𝑦 2 + 5𝑥 2 + 𝑦 2
6. Find the maximum value of the function 𝒇 𝒙, 𝒚, 𝒛 = 𝒙 + 𝟐𝒚 + 𝟐𝒛 on the curve of
intersection of the plane 𝑥 − 𝑦 + 𝑧 = 1 and the cylinder𝑥 2 + 𝑦 2 = 1.

7. Evaluate

⬚ 2 +𝑦 2
∬𝐷 𝑒 𝑥 𝑑𝐴, 𝐷 is the unit circle centered at the origin

8. Find the volume of the region that lies inside 𝑧 = 𝑥 2 + 𝑦 2 and below the plane 𝑧 = 16

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Applied Mathematics II module

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