Lecture Note Functions, Limit and continuity of function

Functions, Limit,
And Continuity
1. Definition of a function
A function is a rule of correspondence that associates with each object x in one set called
the domain, a single value f ( x ) from a second set. The set of all values so obtained is
called the range of the function.

f
• •
• •
•
• •

Domain Range
For a real function f we can define as follow
f :\ → \
x 6 y = f ( x)
x can be called the independent variable and y the dependent variable. The domain of
the function f, commonly denoted by D f is defined by
D f = {∀x ∈ \, ∃y ∈ \ such that y = f ( x )}
Example:
1
1. f ( x ) = is defined for x ≠ 0 . Hence, D f = \ − {0}
x
2. f ( x ) = x 2 − 1 is defined for x ≥ 1 and x ≤ −1 . Hence, D f = ( −∞, − 1] ∪ [1, + ∞ )
3. f ( x ) = 1 − x 2 is defined for −1 ≤ x ≤ 1

2. Composition of Functions
g ( f ( x ))
g
f ( x)
f
x
gD f

If f works on x to produce f ( x ) and g works on f ( x ) to produce g ( f ( x ) ) , we say that

we have composed g with f. The resulting function, called the composition of g with f, is
denoted by g D f . Thus, ( g D f )( x ) = g ( f ( x ) )
Example: Given the function f ( x ) = ( x − 3) 2, g ( x ) = x . Find g D f and f D g

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Lecture Note Functions, Limit and continuity of function

Solution
x−3
( g D f )( x ) = g ( f ( x ) ) =
2
x −3
( f D g )( x ) = f ( g ( x ) ) =
2
Example: Write the function p ( x ) = ( x + 5 ) as a composite function g D f
5

Solution:
The most obvious way to decompose p is to write p ( x ) = g ( f ( x ) ) , where g ( x ) = x5 , and
f ( x) = x + 2

3. Inverse Functions
Inverse Function
Let f be a function with domain D and range R. Then the function f −1 with
domain R and range D is the inverse of f if
f −1 ( f ( x ) ) = x for all x in D
and
( )
f f −1 ( y ) = y for all y in R.
Example: Let f ( x ) = 2 x − 3 . Find f −1 if it exists.
Solution:
To find f −1 , let y = f ( x ) , then interchange the x and y variables, and
finally solve for y.
1 1
y = 2 x − 3 , then x = 2 y − 3 , implying y = ( x + 3) , hence f −1 = ( x + 3)
2 2

Criteria For Existence of An Inverse f −1

A function f will have an inverse f −1 on the interval I when there is exactly one
number in the domain associated with each number in the range. That is, f −1 exists if
f ( x1 ) and f ( x2 ) are equal only when x1 = x2 . A function with this property is said to be
one-to-one function.
Horizontal Line Test
A function f has an inverse iff no horizontal line intersects the graph of
y = f ( x ) at more than one point.

A function is called to be strictly monotonic on the interval I if it is strictly increasing or

strictly decreasing on that interval.
Strictly increasing on I: For x1 , x2 ∈ I such that x1 < x2 ⇒ f ( x1 ) < f ( x2 )
Strictly decreasing on I: For x1 , x2 ∈ I such that x1 < x2 ⇒ f ( x1 ) > f ( x2 )

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Lecture Note Functions, Limit and continuity of function

Theorem
Let f be a function that is strictly monotonic on an interval I. Then f −1 exists and
is monotonic on I.
Graph of f −1
If f −1 exists, its graph may be obtained by reflecting the graph of f in the
line y = x .
4. Inverse Trigonometric Functions
Inverse Sine Function
π π
y = sin −1 x ⇔ x = sin y and − ≤ y≤
2 2
−1
The function sin x is sometimes written as arcsin x .
Inverse Tangent Function
π π
y = tan −1 x ⇔ x = tan x and − <x<
2 2
−1
The function tan x is sometimes written as arctan x

Definition of Inverse Trigonometric Function

Inverse Function Domain Range
π π
y = sin −1 x −1 ≤ x ≤ 1 − ≤ y≤
2 2
y = cos x−1
−1 ≤ x ≤ 1 0≤ y ≤π
π π
y = tan −1 x −∞ < x < +∞ − < y<
2 2
π π
y = csc −1 x x ≥ 1or x ≤ −1 − ≤ y≤ ,y≠0
2 2
π
y = sec −1 x x ≥ 1or x ≤ −1 0 ≤ y ≤π, y ≠
2
y = cot x−1
−∞ < x < +∞ 0< y <π

Example: Evaluate the given function

⎛ 2⎞ ⎛ 1 ⎞
a. sin −1 ⎜⎜ − ⎟⎟ b. cos −1 0 c. tan −1 ⎜ ⎟
⎝ 2 ⎠ ⎝ 3⎠
Solution:
⎛− 2⎞ π π ⎛ 1 ⎞ π
a. sin −1 ⎜⎜ ⎟⎟ = − b. cos −1 0 = c. tan −1 ⎜ ⎟=
⎝ 2 ⎠ 4 2 ⎝ 3⎠ 6

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Lecture Note Functions, Limit and continuity of function

Inverse Trigonometric Identities

Inversion Formulas
( )
sin sin −1 x = x for − 1 ≤ x ≤ 1
π π
sin −1 ( sin y ) = y for − ≤ y≤
2 2
( −1
tan tan x = x ) for all x
π π
tan −1 ( tan y ) = y for − < y<
2 2
−1
Example: Evaluate the given functions a. sin sin 0.5 ( ) b. sin −1 ( sin 0.5 )
Solution:
a. sin ( sin −1 0.5 ) = 0.5 because −1 ≤ 0.5 ≤ 1
π π
b. sin −1 ( sin 0.5 ) = 0.5 , because − ≤ 0.5 ≤
2 2
(
Example: For −1 ≤ x ≤ 1 , show that a. sin −1 ( − x ) = − sin −1 x b. cos sin −1 x = 1 − x 2 )
Some other Identities
π
sin −1 x + cos −1 x =
2
π
tan −1 x + cot −1 x =
2
π
sec−1 x + csc −1 x =
2
5. Hyperbolic Functions and Their Inverses
5.1 Definition
The hyperbolic sine and hyperbolic cosine function, denoted respectively by sinh and
cosh, are defined by
e x − e− x e x + e− x
sinh x = and cosh x =
2 2

The other hyperbolic function, hyperbolic tangent, hyperbolic cotangent, hyperbolic

secant and hyperbolic cosecant are defined in terms of sinh and cosh as follows
sinh x e x − e − x cosh x e x + e− x
tanh x = = x −x coth x = =
cosh x e + e sinh x e x − e− x
1 2 1 2
sec hx = = x −x csc hx = = x −x
cosh x e + e sinh x e − e
5.2 Hyperbolic Identities
1/. cosh 2 x − sinh 2 x = 1
2/. 1 − tanh 2 x = sec h 2 x
3/. coth 2 x − 1 = csc h 2 x

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Lecture Note Functions, Limit and continuity of function

4a/. sinh ( x + y ) = sinh x cosh y + cosh x sinh y

4b/. cosh ( x + y ) = cosh x cosh y + sinh x sinh y
5a/. cosh x + sinh x = e x
5b/. cosh x − sinh x = e − x
6a/. sinh 2 x = 2sinh x cosh x
6b/. cosh 2 x = cosh 2 x + sinh 2 x
7a/. cosh 2 x = 2sinh 2 x + 1
7b/. cosh 2 x = 2 cosh 2 x − 1
8a/. cosh ( − x ) = cosh x
8b/. sinh ( − x ) = − sinh x
9a/. sinh ( x − y ) = sinh x cosh y − cosh x sinh y
9b/. cosh ( x − y ) = cosh x cosh y − sinh x sinh y

5.3 Inverse Hyperbolic Functions

The Hyperbolic inverses that are important and to be studied here are the inverse
hyperbolic sine, the inverse hyperbolic cosine, and inverse hyperbolic tangent. These
functions are y = sinh −1 x (or y = Arc sinh x ), y = cosh −1 x (or y = Arc cosh x ) and
y = tanh −1 x (or y = Arc tanh x ) are the inverses of y = sinh x, y = cosh x and y = tanh x
respectively.
Theorem
(
i/. sinh −1 x = ln x + x 2 + 1 ) ( for any real number)
ii/. cosh −1 x = ln ( x + x − 1 ) ( x ≥ 1)
2

1 ⎛ 1+ x ⎞
iii/. tanh −1 x = ln ⎜ ⎟ ( −1 < x < 1 )
2 ⎝ 1− x ⎠

6 Limits
Definition:
To say that lim f ( x ) = L means that for each given ε > 0 (no matter how small) there is a
x→c

corresponding δ > 0 such that f ( x ) − L < ε provided that 0 < x − c < δ ; that is
0 < x − c < δ ⇒ f ( x) − L < ε .
2 x 2 − 3x − 2
Example: 1/.Prove that lim ( 3x − 7 ) = 5 2/. lim =5
x→4 x→2 x−2
Right-hand Limit and Left-Hand Limit
By lim− f ( x ) = A we mean that f is defined in some open interval ( c, a ) and
x →a

f ( x ) aproaches A as x approaches a through values less than a, that is, as x approaches a

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Lecture Note Functions, Limit and continuity of function

from the left. Similarly, lim+ f ( x ) = A means that f is defined in some open interval
x →a

( a, d ) and f ( x ) approaches A as x approaches a from the right.

If f is defined in an interval to the left of a and in an interval to the right of a, then
lim f ( x ) = A iff lim− f ( x ) = A and lim+ f ( x ) = A
x →a x →a x →a

Limit Theorems
Let n be a positive integer, k be a constant, and f and g be functions that have limits at c.
Then
1/. lim k = k
x →c

2/. lim x = a
x→a

3/. lim ⎡⎣ kf ( x ) ⎤⎦ = k lim f ( x )

x →c x →c

4/. lim ⎡⎣ f ( x ) ± g ( x ) ⎤⎦ = lim ⎡⎣ f ( x ) ⎤⎦ ± lim ⎡⎣ g ( x ) ⎤⎦

x →c x →c x →c

5/. lim ⎡⎣ f ( x ) g ( x ) ⎤⎦ = ⎡lim f ( x ) ⎤ ⎡lim g ( x ) ⎤

x →c ⎣ x →c ⎦ ⎣ x →c ⎦
f ( x ) lim f ( x)
6/. lim = x →c , lim g ( x ) ≠ 0
x →c g ( x ) lim g ( x ) x→c
x →c

7/. lim n f ( x ) = n lim f ( x ) if defined.

x →c x →c

7. Continuity of Functions
Continuity at a Point
Let f be defined on an open interval containing c. We say that f is continuous at c
if lim f ( x ) = f ( c ) .
x →c

⎧ sin 3x
⎪ ,x ≠ 0
Example: f ( x ) = ⎨ x
⎪⎩3 x=0
At the point x = 0, f is defined and f ( 0 ) = 3
sin 3x
lim f ( x ) = lim = =3
x →0 x →0 x
We see that lim f ( x ) = f ( 0 ) . Thus f is continuous at the point x = 0
x→0

Example: Show that f is discontinuous at the point x = 1

⎧−2 x + 4, x > 1
⎪
f ( x ) = ⎨ x + 1, x < 1
⎪−1, x =1
⎩
At the point x = 1 the function is defined, that is f (1) = −1

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Lecture Note Functions, Limit and continuity of function

lim f ( x ) = lim+ ( −2 x + 4 ) = 2
x →1+ x →1

lim f ( x ) = lim− ( x + 1) = 2
x →1− x →1

We see that lim− f ( x ) = lim+ f ( x ) = 2 . Then lim f ( x ) = 2 ≠ f (1)

x →1 x →1 x →1

Hence f is discontinuous at the point x = 1

Definition Continuity on an Interval

The function f is right continuous at a if lim+ f ( x ) = f ( a ) and left continuous at b
x→a

if lim− f ( x ) = f ( b ) .
x →b
We say f is continuous on an open interval if it is continuous at each point of that
interval. It is continuous on the closed interval [ a, b ] if it is continuous on ( a, b ) , right
continuous at a, and left continuous at b.

Example: Show that f ( x ) = 9 − x 2 is continuous on the closed interval [ −3,3]

Solution: We see that the domain of f is the interval [ −3,3] . For c in the interval
( −3,3) we have
lim f ( x ) = lim 9 − x 2 = 9 − c 2 = f ( c )
x →c x →c

So f is continuous on ( −3,3) . Also

lim f ( x ) = lim 9 − x 2 = 0 = f ( 3)
− −
x →3 x →3
and
lim f ( x ) = lim+ 9 − x 2 = 0 = f ( −3)
x →−3+ x → −3

So f is continuous on [ −3,3] .

Exercises
x −1 ⎛1⎞
1 Given ϕ ( x ) = , determine ϕ ⎜ ⎟ .
3x + 5 ⎝x⎠
2 f (α )
2 If f (α ) = tan (α ) , verify that f ( 2α ) = .
1 − ⎡⎣ f (α ) ⎤⎦
2

3 Given f ( x ) = ln x and ϕ ( x ) = x3 , determine ( f D ϕ )( 2 ) , ( f D ϕ )( a ) and (ϕ D f )( a ) .

4 Find the domain of the following functions
a. y = 3 − x2 b. f ( x ) = 3 + x + 4 7 − x c. y = ln x + 1
d. y = ln ( ln x ) e. y = arcsin ( 3 x − 5 )

f. y = ln ( x 2 − 3x + 2 ) + − x 2 + 4 x + 5
sin x
g. y =
x2 − 4

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Lecture Note Functions, Limit and continuity of function

15 f (3 + x )
5 If f ( x ) = 2 x , show that a. f ( x + 3) − f ( x − 1) = f ( x ) b. = f ( 4)
2 f ( −1 + x )
x −1 ⎛1⎞ ⎛ 1⎞ 1
6 If f ( x ) = , show that f ⎜ ⎟ = − f ( x ) and f ⎜ − ⎟ = −
x +1 ⎝ x⎠ ⎝ x⎠ f ( x)
1 ⎛ ab ⎞
7 If f ( x ) = , then show that f ( a ) − f ( b ) = f ⎜ ⎟
x ⎝b−a⎠
f (a + h) − f (a)
8 Compute in the following cases:
h
1
a. f ( x ) = when a ≠ 2and a + h ≠ 2
x−2
b. f ( x ) = x − 4 when a ≥ 4 and a + h ≥ 4
x
c. f ( x ) = when a ≠ −1 and a + h ≠ -1
x +1
9 Prove that
( )
a. sinh −1 x = ln x + x 2 + 1 , ∀x ∈ \
1 ⎛ 1+ x ⎞
b. tanh −1 x = ln ⎜ ⎟ , ( −1 < x < 1)
2 ⎝ 1− x ⎠
10 Prove that
a. sin ( cos −1 x ) = 1 − x 2 b. cos ( sin −1 x ) = 1 − x 2
⎡ ⎛ 2 ⎞⎤ 4 5
c. sec ( tan −1 x ) = 1 + x 2 d. sin ⎢ 2cos −1 ⎜ ⎟ ⎥ =
⎣ ⎝ 3 ⎠⎦ 9

e. tan ( sin −1 x ) = f. sin ( tan −1 x ) =

x x
1− x 2
1 + x2
g. cos ( 2sin −1 x ) = 1 − 2 x 2 h. tan ( 2 tan −1 x ) =
2x
1 − x2
⎛ x+ y ⎞ π π
11 Prove that tan −1 x + tan −1 y = tan −1 ⎜ −1 −1
⎟ if − < tan x + tan y < and use the
⎝ 1 − xy ⎠ 2 2
fact to prove that
⎛1⎞ ⎛1⎞ π ⎛1⎞ ⎛1⎞ π
a. tan −1 ⎜ ⎟ + tan −1 ⎜ ⎟ = b. 2 tan −1 ⎜ ⎟ + tan −1 ⎜ ⎟ =
⎝2⎠ ⎝3⎠ 4 ⎝3⎠ ⎝7⎠ 4
⎛ 1 1⎞ ⎛ 1 1⎞
12 Compute cos ⎜ sin −1 + 2cos −1 ⎟ ,sin ⎜ sin −1 + cos −1 ⎟
⎝ 5 5⎠ ⎝ 5 4⎠
13 Prove that f ( x ) = x 2 − 3 x + 2 is continuous at x = 4
14 Prove that f ( x ) = 1 x is continuous at a. x = 2
15 Investigate the continuity of each of the following functions at the indicated points:

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Lecture Note Functions, Limit and continuity of function

⎧ sin x
⎪ , x≠0
a. f ( x ) = ⎨ x at the point x = 0
⎪⎩0, x=0
b. f ( x ) = x − x at the point x = 0
⎧ x3 − 8
⎪ 2 , x≠2
c. f ( x ) = ⎨ x − 4 at the point x = 2
⎪3, x=2
⎩
16 Find a value for the constant k, if possible, that will make the function continuous
⎧7 x − 2, x ≤ 1
a. f ( x ) = ⎨ 2
⎩kx , x > 1
⎧kx 2 , x ≤ 2
b. f ( x ) = ⎨
⎩2 x + k , x > 2
ans: a. 5 b. 4 3
17 Find the points of discontinuity, if any, of the function f ( x ) such that
⎧ x + 1, x ≥ 2
⎪
f ( x ) = ⎨2 x − 1,1 < x < 2
⎪ x − 1, x ≤ 1
⎩
ans: discontinuous at x = 1
18 If the function
⎧ x 2 − 16
⎪ ,x ≠ 4
f ( x) = ⎨ x − 4
⎪c, x=4
⎩
is continuous, what is the value of c?
ans: 8
19 For what value of k is the following a continuous function?
⎧ 7x + 2 − 6x + 4 7
⎪ , if x ≥ − and x ≠ 2
f ( x) = ⎨ x−2 2
⎪k =
⎩ if x 2
1
ans:
8
20 Let
⎧3x 2 − 1, x < 0
⎪
f ( x ) = ⎨cx + d , 0 ≤ x ≤ 1
⎪
⎩ x + 8, x > 1
Determine c and d so that f is continuous (everywhere).
ans: d = −1 , c = 4

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Lecture Note Functions, Limit and continuity of function

21 Determine if the following function is continuous at x=1.

⎧3x − 5, x ≠ 1
f ( x) = ⎨
⎩2 , x =1

22 Determine if the following function is continuous at x=-2.

⎧⎪ x 2 + 2 x, x ≤ −2
f ( x) = ⎨ 3
⎪⎩ x − 6 x, x > −2

23 Determine if the following function is continuous at x=0

⎧x−6
⎪ x −3, x < 0
⎪
f ( x ) = ⎨2 , x=0
⎪
⎪ 4+ x ,x > 0
2

x2 + 1
24. Determine if the function h ( x ) = is continuous at x = -1.
x3 + 1

x 2 + 3x + 5
25. For what values of x is the function f ( x ) = continuous?
x 2 + 3x − 4

10
Lecture Note Differentiation

Differentiation
1 Definition
A function f is said to be differentiable at x if and only if
f ( x + h) − f ( x)
lim
h →0 h
exists.

If this limit exists, it is called the derivative of f at x and is denoted by f ′ ( x ) . Hence,

f ( x + h) − f ( x)
f ′ ( x ) = lim
h →0 h
Example f ( x ) = x 2 , f ′ ( x ) = ?
Solution
f ( x + h ) − f ( x ) ( x + h ) − x 2 x 2 + 2hx + h 2 − x 2
2

= = = 2x + h
h h h
Then
f ( x + h) − f ( x)
f ′ ( x ) = lim = lim ( 2 x + h ) = 2 x
h→0 h h→0

Example Find f ′ ( −2 ) if f ( x ) = 1 − x 2

Solution
We can first find f ′ ( x ) in general

f ( x + h) − f ( x) ⎡1 − ( x + h )2 ⎤ − ⎡1 − x 2 ⎤
f ′ ( x ) = lim = lim ⎣ ⎦ ⎣ ⎦
h→0 h h →0 h
−2 xh − h 2
= lim = lim ( −2 x − h ) = −2 x
h→0 h h→0

and then substitute −2 for x

f ′ ( −2 ) = −2 ⋅ ( −2 ) = 4
We can also evaluate f ′ ( −2 ) more directly

f ( −2 + h ) − f ( −2 ) ⎡1 − ( −2 + h )2 ⎤ − ⎡1 − ( −2 )2 ⎤
⎦ = lim 4h − h = 4
2
f ′ ( −2 ) = lim = lim ⎣ ⎦ ⎣
h →0 h h →0 h h →0 h
⎧⎪3 x + 1, x ≤ 0
2

Example Find f ′ ( 0 ) if f ( x ) = ⎨ 3
⎪⎩ x + 1, 0 < x < 1
x
Example Find the derivative of f ( x ) =
x −9

The process of finding a derivative is called differentiation. In the case where the independent
variable is x it is denoted by the symbol
d
⎡ f ( x ) ⎤⎦
dx ⎣
read the derivative of f ( x ) with respect to x

1
Lecture Note Differentiation

d
⎡ f ( x ) ⎤⎦ = f ′ ( x )
dx ⎣
dy
If the dependent variable y = f ( x ) , then we write = f ′( x)
dx

2 Rules for Differentiating Functions

Assume that u, v, and w are differentiable functions of x and that c and m are constants
d
1 ( c ) = 0 (The derivative of a constant is zero)
dx
d du
2 ( cu ) = c
dx dx
3
d m
dx
( x ) = mx m−1 (Power Rule)
d du dv dw
4 ( u ± v ± w ) = ± ± (sum/difference rule)
dx dx dx dx
d du dv
5 ( uv ) = v + u (Product Rule)
dx dx dx
du dv
v −u
d ⎛u⎞ dx dx (Quotient Rule)
6 ⎜ ⎟=
dx ⎝ v ⎠ v2
du
−
d ⎛1⎞ dx
7 ⎜ ⎟ = 2 , u ≠ 0 (Reciprocal Rule)
dx ⎝ u ⎠ u
3 The Chain Rule
If we know the derivatives of f and g , how can we use this information to find the derivative
of the composition f g ?

The key to solving this problem is to introduce dependent variables

y = ( f g )( x ) = f ( g ( x ) ) and u = g ( x )
So that y = f ( u ) . We use the unknown derivatives
dy du
= f ′ ( u ) and = g′( x)
du dx
to find the unknown derivative
⎡ f ( g ( x ) ) ⎤⎦
dy d
=
dx dx ⎣

Theorem (The Chain Rule)

If g is differentiable at the point x and f is differentiable at the point g ( x ) then the
composition f g is differentiable at the point x. Moreover, if
y = f ( g ( x ) ) and u = g ( x )
then y = f ( u ) and
dy dy du
= ⋅
dx du dx
if y = 4 cos ( x 3 )
dy
Example Find
dx
2
Lecture Note Differentiation

Solution
Let u = x 3 so that y = 4 cos u , then by chain rule
= [ 4cos u ] ⋅ ⎡⎣ x 3 ⎤⎦ = ( −4sin u ) ⋅ ( 3 x 2 ) = −12 x 2 sin x3
dy dy du d d
= ⋅
dx du dx du dx

In general, if f ( g ( x ) ) is a composite function in which the inside function g and the outside
function f are differentiable, then
⎡ f ( g ( x ) ) ⎤⎦ = f ′ ( g ( x ) ) ⋅ g ′ ( x )
d
dx ⎣
3
⎛ x+2⎞
Example Find the derivative of ⎜ ⎟
⎝ x −3 ⎠
Solution
By using the chain rule, we obtain
3 2
d ⎛ x+2⎞ ⎛ x+2⎞ d ⎛ x+2⎞
⎜ ⎟ = 3 ⎜ ⎟ ⋅ ⎜ ⎟
dx ⎝ x − 3 ⎠ ⎝ x − 3 ⎠ dx ⎝ x − 3 ⎠
d ⎛ x+2⎞
Let calculate ⎜ ⎟
dx ⎝ x − 3 ⎠
d d
d ⎛ x+2⎞ ( x − 3) ( x + 2 ) − ( x + 2 ) ( x − 3)
( x − 3) ⋅1 − ( x + 2 ) ⋅1 = − 5
dx dx
⎜ ⎟= =
dx ⎝ x − 3 ⎠ ( x − 3) ( x − 3) ( x − 3)
2 2 2

Hence
⎛ x+2⎞ ⎛ 5 ⎞ ( x + 2)
3 2 2 2
d ⎛ x+2⎞ ⎛ x+2⎞ d ⎛ x+2⎞
⎜ ⎟ = 3⎜ ⎟ ⋅ ⎜ ⎟ = 3⎜ ⎟ ⋅⎜ − 2 ⎟
= −15
dx ⎝ x − 3 ⎠ ⎝ x − 3 ⎠ dx ⎝ x − 3 ⎠ ⎝ x − 3 ⎠ ⎜⎝ ( x − 3) ⎟⎠ ( x − 3)
3

4 Derivatives of Trigonometric and Hyperbolic Functions

d d
1 ( sin x ) = cos x 5 ( sec x ) = sec x tan x
dx dx
d d
2 ( cos x ) = − sin x 6 ( csc x ) = − csc x cot x
dx dx
d d
3 ( tan x ) = sec2 x 7 ( cosh x ) = sinh x
dx dx
d d
4 ( cot x ) = − csc2 x 8 ( sinh x ) = cosh x
dx dx
sin x cos x 1 1 1
N.B: tan x = cot x = sec x = and csc x =
cos x sin x cos x sin x
Proof
sinh 1 − cos h
Recall that lim = 1 and lim =0
h →0 h h →0 h
From the definition of a derivative,

1
sec: secant and csc: cosecant
3
Lecture Note Differentiation

d sin ( x + h ) − sin x sin x cos h + cos x sin h − sin x

[sin x ] = lim
h →0
= lim
h →0
dx h h
⎡ ⎛ cos h − 1 ⎞ ⎛ sin h ⎞ ⎤ ⎡ ⎛ sin h ⎞ ⎛ 1 − cos h ⎞ ⎤
= lim ⎢sin x ⎜ ⎟ + cos x ⎜ ⎟ ⎥ = lim ⎢ cos x ⎜ ⎟ − sin x ⎜ ⎟⎥
h →0
⎣ ⎝ h ⎠ ⎝ h ⎠⎦ h → 0
⎣ ⎝ h ⎠ ⎝ h ⎠⎦

Since lim ( sin x ) = sin x and lim ( cos x ) = cos x ,

h →0 h →0

d ⎛ sin h ⎞ ⎛ 1 − cos h ⎞
[sin x ] = cos x ⋅ lim ⎜ ⎟ − sin x ⋅ lim ⎜ ⎟ = cos x ⋅ (1) − sin x ⋅ ( 0 ) = cos x
dx h → 0
⎝ h ⎠ h → 0
⎝ h ⎠
Thus, we have shown that
d
[sin x ] = cos x
dx
The derivative of cos x is obtained similarly:
d cos ( x + h ) − cos x cos x cos h − sin x sin h − cos x
[cos x ] = lim
h →0
= lim
h →0
dx h h
⎡ ⎛ cos h − 1 ⎞ ⎛ sin h ⎞ ⎤
= lim ⎢cos x ⋅ ⎜ ⎟ − sin x ⋅ ⎜ ⎟⎥
h →0
⎣ ⎝ h ⎠ ⎝ h ⎠⎦
⎛ 1 − cos h ⎞ ⎛ sin h ⎞
= − cos x ⋅ lim ⎜ ⎟ − sin x ⋅ lim ⎜ ⎟
h →0
⎝ h ⎠ h → 0
⎝ h ⎠
= ( − cos x )( 0 ) − ( sin x )(1) = − sin x
Thus, we have shown that
d
[cos x ] = − sin x
dx
Example Find f ′ ( x ) if f ( x ) = x 2 tan x
Solution
d d
f ′ ( x ) = x2 ⋅ [ tan x ] + tan x ⋅ ⎡⎣ x 2 ⎤⎦
dx dx
= x sec x + 2 x tan x
2 2

sin x
Example Find dy dx if y =
1 + cos x
Solution
d d
1 + cos x ) ⋅ [sin x ] − sin x ⋅ [1 + cos x ] 1 + cos x cos x − sin x − sin x
dy ( dx dx ( )( ) ( )( )
= =
(1 + cos x ) (1 + cos x )
2 2
dx
cos x + cos 2 x + sin 2 x cos x + 1 1
= = =
(1 + cos x ) (1 + cos x ) 1 + cos x
2 2

5 Derivatives of Functions not Represented Explicitly

5-1 Implicit differentiation
1
Consider the equation xy = 1 . One way to obtain dy dx is to write the equation as y =
x
from which it follows that
dy d ⎛ 1 ⎞ 1
= ⎜ ⎟=− 2
dx dx ⎝ x ⎠ x
4
Lecture Note Differentiation

Another way is to differentiate both sides

d d
( xy ) = (1)
dx dx
d d
x ( y) + y ( x) = 0
dx dx
dy
x + y=0
dx
dy y
=−
dx x
1 dy 1
Since y = , y′ = =− 2
x dx x
This second method of obtaining derivatives is called implicit differentiation.
Example By implicit differentiation find dy dx if 5 y 2 + sin y = x 2
Solution
Differentiating both sides with respect to x and treating and treating y as a differentiable
function of x, we obtain.
d
dx
( 5 y 2 + sin y ) = ( x 2 )
d
dx
5 ( y ) + ( sin y ) = 2x
d 2 d
dx dx
⎛ dy ⎞ dy
5 ⎜ 2 y ⎟ + ( cos y ) = 2 x
⎝ dx ⎠ dx
dy dy
10 y + cos y = 2x
dx dx
dy 2x
=
dx 10 y + cos y
dy
Example Find if 7 x 4 + x3 y + x = 4
dx
d2y
Example Find 2
if 4 x 2 − 2 y 2 = 9
dx

5-2 Derivative of the Inverse Functions

dy 1
Let y = f ( x ) be a function whose inverse is x = f −1 ( y ) . Then =
dx dx
dy
Example Find the derivative of y = arcsin x .
Solution
dx d
We have y = arcsin x ⇔ x = sin y and hence = ( sin y ) = cos y . Then
dy dy
dy d 1 1 1 1
= ( arcsin x ) = = = =
dx dx dx cos y cos ( arcsin x ) 1 − x2
dy
Example Find the derivative of y = arccos x and y = arctan x .
5-3 Derivatives of functions Represented Parametrically
If a function y is related to a variable x by means of a parameter t

5
Lecture Note Differentiation

⎧⎪ x = ϕ ( t )
⎨
⎪⎩ y = ψ ( t )
Then
dy
dy dt
=
dx dx
dt
or, in other notation,
yt′
y′x =
xt′
dy ⎧ x = a cos t
Example Find if ⎨
dx ⎩ y = a sin t
Solution
dx dy dy a cos t
We find = − a sin t , = a cos t . Hence =− = − cot t .
dt dt dx a sin t
dy ⎧ x = 2t − 1
Example Find if ⎨
dx ⎩ y = t 3

6 Logarithmic Differentiation
Taking the derivatives of some complicated functions can be simplified by using logarithms.
This is called logarithmic differentiation.
x5
Example Differentiate the function y =
(1 − 10 x ) x 2 + 2
Solution
Taking logarithms of both sides we obtain
x5
ln y = ln
(1 − 10 x ) x 2 + 2
ln y = ln x5 − ln (1 − 10 x ) − ln x 2 + 2
Differentiate both sides with respect to x to get

y′ 5 x 4
= 5 +
10
−
( )
x2 + 2
′

y x 1 − 10 x x2 + 2
y′ 5 x 4 10 x
= 5 + − 2
y x 1 − 10 x x + 2
Soving for y′
⎛ 5x4 10 x ⎞
y′ = y ⎜ 5 + − 2 ⎟
⎝ x 1 − 10 x x + 2 ⎠
x5 ⎛ 5x4 10 x ⎞
= ⎜ + − 2 ⎟
(1 − 10 x ) x 2 + 2 ⎝ x 1 − 10 x x + 2 ⎠
5

We can also use logarithmic differentiation to differentiate functions in the form

v( x )
y = ⎣⎡u ( x ) ⎦⎤
Example Differentiate y = x x , y = x x , y = a x where a is a constant.
x

6
Lecture Note Differentiation

7 Higher Order Derivatives

7-1 Definition of Higher Order derivatives
A derivative of the second order, or the second derivative, of a function y = f ( x ) is the
derivative of its derivative; that is
y′′ = ( y′ )′
The second derivative may be denoted as
d2y
, or f ′′ ( x )
y′′ , or
d 2x
Generally, the nth derivative of a function y = f ( x ) is the derivative of the derivative of order
(n-1) . For the nth derivative we use the notation
dny
y ( ) , or
n
n
, or f ( n ) ( x )
dx
Example Find the second derivative of the function y = ln (1 − x )
Solution
−1 ⎛ −1 ⎞′ 1
y′ = , y′′ = ⎜ ⎟ =
1− x ⎝ 1 − x ⎠ (1 − x )
2

7-2 Higher-Order Derivatives of functions represented Parametrically

If
⎪⎧ x = ϕ ( t )
⎨
⎪⎩ y = ψ ( t )
dy d2y
then the derivative y′ = , y′′ = 2 ,... can successively be calculated by the formulas
dx dx
yt′ ′ ( y′x )′t
y x = , y xx = ( yx ) x =
′ ′′ ′ and so forth.
xt′ xt′
For the second derivative we have the formula
x′ y′′ − x′′ y′
y′′xx = t tt 3 tt t
( xt′ )
⎧ x = a cos t b
Example Find y′′ if ⎨ . Answer: − 2 3 .
⎩ y = b sin t a sin t
8 Differential
8-1 First-Order Differential

The differential of a function y = f ( x ) is the principal

part of it increment, which is linear relative to the
increment Δx = dx of the independent variable x. The
differential of a function is equal to the product of it
derivative by the differential of the independent variable
dy = y′dx
whence
dy
y′ =
dx

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Lecture Note Differentiation

8-2 Properties of Differential

1 dc = 0 , c is a constant
2 d ( cu ) = cdu
3 d ( u ± v ) = du ± dv
4 d ( uv ) = udv + vdu
⎛ u ⎞ vdu − udv
5 d⎜ ⎟= v≠0
⎝v⎠ v2
6 df ( u ) = f ′ ( u ) du
8-3 Approximation by Differential
For the function y = f ( x ) , Δy ≈ dy ; that is f ( x + Δx ) − f ( x ) ≈ f ′ ( x ) Δx whence
f ( x + Δx ) ≈ f ′ ( x ) Δx + f ( x )
8-4 Higher-Order Differential
If y = f ( x ) and x is the independent variable, then
d 2 y = y′′ ( dx )
2

d 3 y = y′′′ ( dx )
3

………………
d n y = y ( ) ( dx )
n n

9 Theorems Relative to Derivative

9-1 Rolle’s Theorem
If f ( x ) is continuous on the interval [ a, b] , differentiable at every interior point of the
interval and f ( a ) = f ( b ) , then there exist at least a point x = ξ , a < ξ < b where f ′ (ξ ) = 0 .
Proof
If f is continuous on the interval [ a, b] , then it attains on the interval a relative maximum
value M and a minimum value m. If m=M, then f is constant, say, f ( x ) = m , implying that
f ′ (ξ ) = 0 . If m≠M, we suppose that M >0 and f attains the maximum value M at x = ξ , that
is f (ξ ) = M , ξ ≠ a, b . If f (ξ ) is the upper bound of f, then f (ξ + h ) − f (ξ ) ≤ 0 and
therefore,
f (ξ + h ) − f (ξ ) f (ξ + h ) − f (ξ )
≤ 0, h > 0 ⇒ lim ≤0
h h→0 h
f (ξ + h ) − f (ξ ) f (ξ + h ) − f (ξ )
≥ 0, h < 0 ⇒ lim ≥0
h h → 0 h
Hence f ′ (ξ ) = 0 .
Example Consider the function f ( x ) = sin x The function is both continuous and
differentiable everywhere, hence it is continuous on [ 0, 2π ] and differentiable on ( a, b ) .
Moreover
f ( 0 ) = sin 0 = 0, f ( 2π ) = sin 2π = 0
so that f satisfies the hypotheses of Rolle’s theorem on the interval [ 0, 2π ] . Since
f ′ ( c ) = cos c . Rolle’s theorem guarantees that there is at least one point in ( 0, 2π ) such that
cos c = 0
8
Lecture Note Differentiation

which yields two values for c, namely c1 = π 2 and c2 = 3π 2

Example Verify that the hypotheses of Rolle’s theorem is satisfied on the given interval and
find all values of c that satisfy the conclusion of the theorem
x2 −1
f ( x) = , [ −1,1]
x−2
Solution
On the interval [ −1,1] f ( x ) is continuous and it is differentiable on ( −1,1)

(x 2
− 1)′ ( x − 2 ) − ( x − 2 )′ ( x 2 − 1) 2 x ( x − 2 ) − ( x 2 − 1) 2 x2 − 4x − x2 + 1
f ′( x) = = =
( x − 2) ( x − 2) ( x − 2)
2 2 2

f ′ (ξ ) = 0
ξ 2 − 4ξ + 1 = 0
which has the roots ξ1 = 2 − 3, ξ 2 = 2 + 3
Hence ξ = 2 − 3 satisfies the theorem.
9-2 Mean-Value Theorem
Let f be differentiable on ( a, b ) and continuous on [ a, b] . Then there is at least one point ξ in
( a, b ) such that f ( b ) − f ( a ) = f ′ (ξ ) ( b − a ) .
Proof
f (b ) − f ( a )
The slope of g ( x ) is Q =
b−a
f (x)
since g ( x ) passes through the point ( a, f ( a ) ) ,
then the equation of the line is defined by
f (b )
g ( x) − f (a) = Q ( x − a)
f (a ) g (x)
then g ( x ) = f ( a ) + Q ( x − a ) .
Let a x b

f (b) − f ( a )
F ( x ) = f ( x ) − g ( x ) = f ( x ) − ⎣⎡ f ( a ) + Q ( x − a ) ⎦⎤ = f ( x ) − f ( a ) −
( x − a)
b−a
Hence we obtain the function F ( x ) which is continuous on [ a, b] , differentiable on ( a, b ) and
F ( a ) = F ( b ) = 0 . By Rolle's Theorem, ∋ ξ ∈ ( a, b ) such that F ′ (ξ ) = 0 .
f (b) − f ( a )
F′( x) = f ′( x) −
b−a
f (b) − f ( a )
F ′ (ξ ) = f ′ (ξ ) −
b−a
f (b) − f ( a )
then f ′ (ξ ) − = 0 . Hence f ( b ) − f ( a ) = f ′ (ξ )( b − a ) ■
b−a

Example Let f ( x ) = x3 + 1 . Show that f is satisfies the hypotheses of the Mean-Value

Theorem on the interval [1, 2] and find all values of ξ in this interval whose existence is
guaranteed by the theorem.
9
Lecture Note Differentiation

Solution
Because f ( x ) is a polynomial, f is continuous and differentiable everywhere, hence is
continuous on [1, 2] and differentiable on (1, 2 ) . Thus, the hypotheses of the Mean-Value
Theorem are satisfied with a = 1 and b = 2 . But
f ( a ) = f (1) = 2 , f ( b ) = f ( 2 ) = 9
f ′ ( x ) = 3x 2 , f ′ ( c ) = 3c 2
so that the equation
f (b) − f ( a )
f ′ (ξ ) =
b−a
⇔ 3ξ = 7 which has two solutions
2

ξ= 73 and ξ = − 7 3
So ξ = 7 3 is the number whose existence is guaranteed by the Mean-Value Theorem.
9-3 Cauchy's Theorem
Let f ( x ) and g ( x ) be continuous and differentiable function over the interval [ a, b] and
g ′ ( x ) ≠ 0 over [ a, b] . Then there exists an interior point x = ξ to the interval [ a, b] such that
f ( b ) − f ( a ) f ′ (ξ )
=
g ( b ) − g ( a ) g ′ (ξ )
Proof
f (b ) − f ( a )
Let define Q by Q =
g (b ) − g ( a )
Notice that g ( b ) − g ( a ) ≠ 0 since if not, g ( b ) = g ( a ) then by Rolle's Theorem, g ′ ( x ) = 0 at
a point interior to [ a, b] . It contradicts to the condition of the theorem.
Let form a function F ( x ) = f ( x ) − f ( a ) − Q ⎡⎣ g ( x ) − g ( a ) ⎤⎦ , which satisfies the condition of
the Rolle's Theorem, then there exists a number x = ξ , a < ξ < b , such that F ′ (ξ ) = 0 . Since
f ′ (ξ )
F ′ ( x ) = f ′ ( x ) − Qg ′ ( x ) , then F ′ (ξ ) = f ′ (ξ ) − Qg ′ (ξ ) = 0 ⇒ Q = . Hence
g ′ (ξ )
f ( b ) − f ( a ) f ′ (ξ )
= ■
g ( b ) − g ( a ) g ′ (ξ )
9-4 L' Hopital's Rule
Consider the function F ( x ) = f ( x ) g ( x ) , where both f ( x ) = 0 and g ( x ) = 0 when x = a .
Then, for any x > a there exists a value ξ , a < ξ < x such that
f ( x ) − f ( a ) f ′ (ξ )
=
g ( x ) − g ( a ) g ′ (ξ )
f ( x ) f ′ (ξ )
or =
g ( x ) g ′ (ξ )
Now as x → a, ξ → a , therefore when the limit exists
f ( x) f ′( x)
lim = lim
x→a g ( x ) ξ →a g ′ ( x )

This result is known as l' Hopital's Rule and is usually written as

10
Lecture Note Differentiation

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

cos x − 1
Example Evaluate lim
x→0 x 2 − x

L'Hopital's Rule can still be applied in cases where f ( x ) → ∞ and g ( x ) → ∞ when x → a ,

simply by writing
f ( x) 1 f ( x)
lim = lim
x→a g ( x ) x→a 1 g ( x )
Now 1 f ( x ) → 0 and 1 g ( x ) → 0 as x → a and the rule applies. Therefore,

f ( x) 1 g ( x) ⎡ − g′ ( x ) − f ′( x) ⎤
L = lim = lim = lim ⎢ ⎥
x →a g ( x ) x →a 1 f ( x ) x →a ⎢ ⎡ g ( x ) ⎤ 2 ⎡⎣ f ( x ) ⎤⎦ ⎥⎦
2
⎣⎣ ⎦
2
⎡ f ( x) ⎤ ⎡ g′ ( x ) ⎤ g′( x )
= lim ⎢ ⎥ ⎢ ⎥ = L lim
2
x →a g ( x )
⎢⎣ ⎥⎦ ⎢⎣ f ′ ( x ) ⎥⎦ x →a f ′ ( x )

Hence
f ( x) f ′( x)
lim = lim
x→a g ( x) x→a g′ ( x)
Similarly, if f ( x ) and g ( x ) both tend to zero, or both tend to infinity as x tend to infinity

the rule applies. By writing x = 1 u

f ( x) f (1 u ) ⎧ 1 ⎛1⎞ 1 ⎫
lim = lim = lim ⎨− 2 f ′ ⎜ ⎟ − 2 g ′ (1 u ) ⎬
x →∞ g ( x ) u →0 g (1 u ) u →0
⎩ u ⎝u⎠ u ⎭
f ′( x)
= lim { f ′ (1 u ) g ′ (1 u )} = lim
u →0 x →∞ g′ ( x )
If, after one application of l' Hopital's rule the limit is still indeterminate, the process can be
repeated until a determinate form is reached.
Example Evaluate
sin 2 x 2
(i) lim 3 (ans: 1 2 ) (ii) lim x 3e − x (ans: 0)
x →0 x + 2 x 2 x →∞

9-5 Taylor's Theorem for Functions of One Variable

Suppose that the function y = f ( x ) has ( n + 1 )th order derivative in the neighborhood of the
point x = a . We will find the polynomial of order n at most such that
Pn ( a ) = f ( a ) , Pn′ ( a ) = f ′ ( a ) , Pn′′( a ) = f ′′ ( a ) ,… , Pn( ) ( a ) = f ( ) ( a )
n n

The sought-for polynomial is of the form

Pn ( x ) = C0 + C1 ( x − a ) + C2 ( x − a ) + C3 ( x − a ) + + Cn ( x − a )
2 3 n

Let calculate the nth derivative of Pn ( x )

Pn′ ( x ) = C1 + 2C2 ( x − a ) + 3C3 ( x − a ) + + nCn ( x − a )
2 n −1

Pn′′( x ) = 2C2 + 6C3 ( x − a ) + + n ( n − 1) Cn ( x − a )

n−2

Pn′′′( x ) = 6C3 + 4 ⋅ 3 ⋅ 2C4 ( x − a ) + + n ( n − 1)( n − 2 ) Cn ( x − a )

n −3

11
Lecture Note Differentiation

Pn( ) ( x ) = n ( n − 1)( n − 2 ) 3 ⋅ 2 ⋅ 1 ⋅ Cn
n

Then we can obtain

f ( a ) = C0
f ′ ( a ) = C1
f ′′ ( a ) = 2 ⋅1⋅ C2

f ( ) ( a ) = n ( n − 1)( n − 2 ) 2 ⋅ 1 ⋅ Cn
n

and hence
C0 = f ( a )
C1 = f ′ ( a )
1
C2 = f ′′ ( a )
1⋅ 2
1
C3 = f ′′′ ( a )
1⋅ 2 ⋅ 3

1 ( n)
Cn = f (a)
n!
Therefore, we obtain
( x − a ) f ′′ a + ( x − a ) f ′′′ a + + ( x − a ) f ( n) a
2 3 n
x−a
Pn ( x ) = f ( a ) + f ′(a) + ( ) ( ) ( )
1 1⋅ 2 1⋅ 2 ⋅ 3 n!
Let Rn ( x ) be the difference between the function f ( x ) and the polynomial Pn ( x ) ; that is,
Rn ( x ) = f ( x ) − Pn ( x )
Then
f ( x ) = Pn ( x ) + Rn ( x )

( x − a ) f ′′ a + ( x − a ) f ′′′ a + ( x − a)
2 3 n
x−a
f ( x) = f (a) + f ′(a) + ( ) ( ) f( ( a ) + Rn ( x )
n)
+
1! 2! 3! n!
Rn ( x ) is called the remainder and is defined by
( x − a) Q x
n +1

Rn ( x ) = ( )
( n + 1)!
where Q ( x ) is the function to be defined.
Now we have
( x − a ) f ′′ a + ( x − a ) f ′′′ a + ( x − a) ( x − a)
2 3 n n +1
x−a
f ( x) = f (a) + f ′(a) + ( ) ( ) + f (n)
(a) + Q ( x)
1! 2! 3! n! ( n + 1)!
we will find Q ( x ) .
Consider an auxiliary function F ( t ) , a < t < x which is define as
( x − t ) f ′′ t − (x −t) (x −t)
2 n n +1
x −t
F (t ) = f ( x ) − f (t ) − f ′ (t ) − () − f (n)
(t ) − Q
1 2! n! ( n + 1)!
By computing F ′ ( t ) and simplifying, we obtain

12
Lecture Note Differentiation

2( x − t) ( x − t ) f ′′′ t
2
x−t
F ′ (t ) = − f ′ (t ) + f ′ (t ) − f ′′ ( t ) + f ′′ ( t ) − ()
1 2! 2!
( x − t ) f (n) t + n ( n − t ) (x −t) ( n + 1)( x − t )
n −1 n −1 n n

− () f (n)
(t ) − f ( n +1)
(t ) + Q
( n − 1)! n! n! ( n + 1)!
( x − t ) ( n +1) ( x −t)
n n

F ′ (t ) = − f (t ) + Q
n! n!
We can see that the function F ( t ) satisfies the condition of Rolle's Theorem, then there exists
a number ξ , a < ξ < x such that F ′ (ξ ) = 0 . Then
(x −ξ ) (x −ξ )
n n

− f( n +1)
(ξ ) + Q=0
n! n!
Q = f ( ) (ξ )
n +1

and thus,
( x − a)
n +1

Rn ( x ) = f ( ) (ξ )
n +1

( n + 1)!
which is called Lagrange formula for the remainder. Since ξ is between x and a we can write
it in the form
ξ = a +θ ( x − a)
where θ is between 0 and 1; that is 0 < θ < 1 . Then the remainder can be written as
( x − a)
n +1

Rn ( x ) = f( ⎡⎣ a + θ ( x − a ) ⎤⎦
n +1)

( n + 1)!
The formula
( x − a ) f ′′ a + ( x − a ) f ′′′ a +
2 3
x−a
f ( x) = f (a) + f ′(a) + ( ) ( )
1! 2! 3!
( x − a) ( x − a ) f ( n+1) ⎡ a + θ x − a ⎤ , 0 < θ < 1
n n +1

+ f (a) + ( n)
⎣ ( )⎦
n! ( n + 1)!
is called Taylor Formula for the function f ( x ) . If , in this formula, a = 0 we obtain
x x2 x n (n) x n +1
f ( x ) = f (0) +
f ′ ( 0) + f ′′ ( 0 ) + + f ( 0) + f ( ) (θ x )
n +1

1! 2! n! ( n + 1)!
which is known as Maclaurin Formula.
Example: Use Macluarin Formula to expand the functions e x ,sin x, and cos x .

Exercises
Exercise 1 through 4, use definition of derivative
1 Given y = f ( x ) = x 2 + 5 x − 8 , find Δy and Δy Δx as x changes (a) from x0 = 1 to
x1 = x0 + Δx = 1.2 (b) and x0 = 1 to x1 = 0.8 .
2 Find Δy Δx , given y = x3 − x 2 − 4 . Find also the value of Δy Δx when (a) x = 4 , (b)
x = 0 , (c) x = −1 .
1
3 Find the derivative of y = f ( x ) = at x = 1 and x = 3 .
x−2
2x − 3
4 Find the derivative of f ( x ) =
3x + 4
13
Lecture Note Differentiation

5 Differentiate
3 − 2x x2
(a) y = , (b) y =
3 + 2x 4 − x2
dy
6 Find , given x = y 1 − y 2
dx
Find the derivative of the following functions
7 f ( x ) = x cot x 32 y =
1
−
1
3
8 y = tan x − cot x 3cos x cos x
α
9 f ( x ) = x sin −1 x 33 y = sin ( x 2 − 5 x + 1) + tan
x
sin x + cos x 1 + cos 2 x
10 y = 34 y =
sin x − cos x 1 − cos 2 x
11 y =
(1 + x 2 ) tan −1 x − x 35 f ( t ) = sin t sin ( t + φ )
2 36 y = sin −1 2 x
12 y = 2t sin t − ( t 2 − 2 ) cos t 1
37 y = sin −1 2
13 f ( x ) = arctan x + arc cot x x
−1 x
14 y = x 7 e x 38 y = cos e
x2 39 y = ln ( 2 x + 7 )
15 y=
ln x 40 y = ln 2 x − ln ( ln x )
16 y = e x arcsin x 41 y = tan −1 ( ln x ) + ln ( tan −1 x )
y = x sinh x
( )
17
42 y = ln x + 1 + ln x +1
18 y = tan −1 x − tanh −1 x
x2 43 y = ( a + x ) a − x
19 y =
cosh x
20 y = sin −1 x sinh −1 x
44 y = ln ( ) (
1 + e x − 1 − ln 1 + ex + 1 )
21 y = tanh x − x 45 y = sin 2 t 3 ( )
−1
cosh x 46 y = arcsin x 2 + arccos x 2
22 y =
x x2 −1
−1
Derivative of composite function 47 y = sin
x2
23 f ( x ) = (1 + 3x − 5 x 2 )
30
arccos x
48 y =
24 y = 1 − x 2 1 − x2
x
25 f ( x ) = ( 3 − 2sin x )
4
49 y = arcsin
1 + x2
1 1
26 y = tan x − tan 3 x + tan 5 x x
3 5 50 y = a 2 − x 2 + a arcsin
a
27 y = cot x
x
1 51 y = x a 2 − x 2 + a 2 arcsin
28 y = 3 sin 2 x + a
)
cos3 x
29 y = csc 2 x + sec 2 x (
52 y = ln x + a 2 + x 2

30 y = 1 + sin −1 x
1
53 y =
x 2
2
a2
x − a 2 − ln x + x 2 − a 2
2
( )
31 y =
tan −1 x x arcsin x
54 f ( x ) = + ln 1 − x 2
1− x 2

14
Lecture Note Differentiation

55 y = cosh −1 ln x 56 y = tanh 3 2 x
57 Given the function f ( x ) = e− x , determine f ( 0 ) + xf ′ ( 0 ) .
58 Given the function f ( x ) = 1 + x , calculate the expression f ( 3) + ( x − 3) f ′ ( 3)
f ′ ( 0)
59 Given f ( x ) = tan x, g ( x ) = ln (1 − x ) , calculate
g ′ ( 0)
60 Show that the function y = xe− x satisfies the equation xy′ = (1 − x ) y
x2

( )
−
61 Show that the function y = xe 2
, satisfies the equation xy′ = 1 − x 2 y
1
62 Show that the function y = , satisfies the equation xy′ = y ( y ln x − 1)
1 + x + ln x
Logarithmic Differentiation
63 y = ( x + 1)( 2 x + 1)( 3x + 1) 68 y = xx
2
64 y= x x 69 y = xx
( x + 1)
2 70 y = xsin x
65 y=
( x + 1) ( x + 3)
x
2 4
⎛ 1⎞
71 y = ⎜1 + ⎟
⎝ x⎠
66 y=x x

y = ( arctan x )
x
72
x ( x − 1)
67 y=
x−2
dy
y is the function of x and determined in parametric form. Find y′ =
dx
⎧ x = 2t − 1 ⎧⎪ x = t
73 ⎨ 78 ⎨
⎩x = t
3
⎪⎩ y = 3 t
⎧⎪ x = a cos 2 t ⎧ 1
74 ⎨ ⎪ x = arccos
⎪⎩ y = a sin t
2
⎪ 1+ t2
80 ⎨
⎧ 1 ⎪ y = arcsin t
⎪x = t +1 ⎪⎩ 1+ t2
⎪
75 ⎨ 2
⎪y = ⎛ t ⎞ ⎧⎪ x = e −t
⎪⎩ ⎜ ⎟ 81 ⎨
⎝ t +1 ⎠ ⎪⎩ y = e
2t

⎧ 2at
⎪ x =
⎪ 1+ t2
⎨
⎪ y = a (1 − t )
76 2

⎪⎩ 1+ t2
dy ⎧⎪ x = a ( t − sin t )
π
82 Compute for t = , if
⎨
dx 2⎪⎩ y = a (1 − cos t )
83 Show that the function y given in the parametric form by the equations
⎧⎪ x = 2t + 3t 2
⎨
⎪⎩ y = t + 2t
2 3

satisfies the equation

15
Lecture Note Differentiation

2 3
⎛ dy ⎞ ⎛ dy ⎞
y = ⎜ ⎟ + 2⎜ ⎟
⎝ dx ⎠ ⎝ dx ⎠
dy
Find the derivative y′ = of the implicit function y
dx
84 a cos 2 ( x + y ) = b 89 e y = x + y
y
x2 y 2 90 ln x + e
−
=c
85 2 + 2 = 1
x

a b y
86 tan y = xy 91 x 2 + y 2 = c arctan
x
x 92 y x = x y
87 xy = arctan
y
88 x + y = a
Find the derivatives y′ of specified functions y at the indicated points
( x + y) = 27 ( x − y )
3
93 for x = 2 and y = 1
94 ye + e
y x +1
for x = 0 and y = 1
y
95 y 2 = x + ln for x = 1 and y = 1
x
96 Find y ( ) of the function y = sin 2 x
6

97 Show that the function y = e− x cos x satisfied the differential equation y ( ) + 4 y = 0

4

98 Find the nth derivatives of the functions

1 1 1+ x
a) y = b) y = x c) y = d) y = ln (1 + x ) e) y =
1− x 1+ x 1− x
f) y = ln (1 + x ) g) y = xe x

d2y
99 In the following problem find
dx 2
⎧ x = ln t ⎧⎪ x = arctan t ⎧⎪ x = arcsin t ⎧ x = a cos t
a) ⎨ b) ⎨ c) ⎨ d) ⎨
⎪⎩ y = ln (1 + t ) ⎩ y = a sin t
2
⎩y = t
3
⎪⎩ y = 1 − t
2

⎧ x = ln t
⎪⎧ x = e
− at
⎪
e) ⎨ f) ⎨ 1
⎪⎩ y = e ⎪⎩ y = 1 − t
at

100 Use L’Hopital Rule to find the limits

π
1− x cosh x − 1 tan x − sin x x
a) lim b) lim c) lim d) lim
x →1 πx x →0 1 − cos x x →0 x − sin x x →0 πx
1 − sin cot
2 2
tan x ln ( sin mx ) πx
e) limπ f) lim g) lim (1 − x ) tan h) lim ln x ln ( x − 1)
x→ tan 5 x x →0 ln ( sin x ) x →1 2 x →1
2
1 1 πx
l) lim (1 − x )
cos
i) lim x x
j) lim x 1− x
k) lim x sin x 2
x →+∞ x →1 x →0 x →1

101 Find the approximate values of the followings using the formula
f ( x + Δx ) ≈ f ′ ( x ) Δx + f ( x )
a) cos 61 b) ln 0.9 c) tan44º d) arctan 1.05 e) e0.2
16
Lecture Note Differentiation

102 Approximate the functions

1− x
f ( x ) = 1 + x for x = 0.2 b) y = e1− x for x = 1.05 c) f ( x ) =
2
a) 3 for x = 0.1
1+ x
103 u = 1 − x 2 , find d 2u . find d 2 y .
104 y = arccos x , find d 2 y .
105 y = sin x ln x , find d 2 y .
106 f ( x ) = x − x3 on the intervals −1 ≤ x ≤ 0 and 0 ≤ x ≤ 1 satisfies the Rolle theorem. Find
the appropriate values of ξ .
107 Test whether the Mean-Value theorem holds for the function f ( x ) = x − x3 on the interval
[ −2,1] and find the appropriate value of ξ .
108 a) For the function f ( x ) = x 2 + 2 and g ( x ) = x3 − 1 . Test whether the Cauchy theorem
holds on the interval [1, 2] and find ξ .
b) do the same with respect to f ( x ) = sin x and g ( x ) = cos x .
109 Verify the following by Taylor’s formula
⎡ ( x − a) ( x − a) ⎤
2 3

a) e = e ⎢1 + ( x − a ) +
x a
+ + ⎥
⎢⎣ 2! 3! ⎥⎦
( x − a) ( x − a)
2 3

b) sin x = sin a + ( x − a ) cos a − sin a − cos a +

2! 3!
( x − a)
2

c) cos x = cos a − ( x − a ) sin a −

2!
2 3
x x x
d) ln ( a + x ) = ln a +
− 2+ 3+
a 2a 3a
110 Expand lnx in powers of ( x − 2 ) to four terms.
⎛ π⎞
111 Expand tan x in powers of ⎜ x − ⎟ to three terms
⎝ 4⎠
⎛π ⎞
112 Expand sin x in powers of ⎜ + x ⎟ to four terms.
⎝6 ⎠

17
Lecture Note Indefinite Integral

Indefinite Integral
1 Antiderivative or Indefinite Integral
Problem: Given a function f ( x ) , find a function F ( x ) whose derivative is equal to f ( x ) ;
that is F ′ ( x ) = f ( x ) .
Definition1
We call the function F ( x ) a antiderivative of the function f ( x ) on the interval [ a, b] if
F ′ ( x ) = f ( x ) , ∀x ∈ [ a, b] .
Definition2
We call indefinite integral of the function f, which is denoted by ∫ f ( x ) dx , all the expressions
of the form F ( x ) + C where F ( x ) is a primitive of f ( x ) . Hence, by the definition we have

∫ f ( x ) dx = F ( x ) + C
C is called the constant of integration. It is an abitrary constant.
From the definition 2 we obtain

( )′
1. If F ′ ( x ) = f ( x ) , then ∫ f ( x ) dx = ( F ( x ) + C )′ = f ( x )

2. d ( ∫ f ( x ) dx ) = f ( x ) dx
3. ∫ dF ( x ) = F ( x ) + C
2 Table of Integrals
x r +1
∫ x dx = + C , r ≠ −1
r
1.
r +1
dx
2. ∫ x
= ln x + C
dx 1 x 1 x
3. ∫ 2 = arctan + C = − arc cot + C , ( a ≠ 0 )
x +a 2
a a a a
dx 1 x−a
4. ∫ 2 = ln + C, ( a ≠ 0)
x − a 2 2a x + a
dx 1 a+x
5. ∫ 2 = ln + C, ( a ≠ 0)
a −x 2
2a a − x
dx
6. ∫ = ln x + x 2 ± a 2 + C
x ±a
2 2

dx x x
7. ∫ = arcsin + C = − arccos + C , ( a > 0 )
a −x
2 2 a a
dx
8. ∫ = sinh −1 x + c
x +1
2

dx
9. ∫ = cosh −1 x + c
x −1
2

ax
10. ∫ a x dx = + C, ( a > 0)
ln a
11. ∫ e x dx = e x + C

1
Lecture Note Indefinite Integral

12. ∫ sin xdx = − cos x + C

13. ∫ cos xdx = sin x + C
14. ∫ sinh xdx = cosh x + c
15. ∫ cosh x = sinh x + c
dx
16. ∫ = tanh x + c
cosh 2 x
dx
17. ∫ = tan x + C
cos 2 x
dx
18. ∫ = − coth x + c
sinh 2 x
dx
19. ∫ 2 = − cot x + C
sin x
dx x
20. ∫ = ln tan + C = ln csc x − cot x + C
sin x 2
dx ⎛x π⎞
21. ∫ cos x = ln tan ⎜⎝ 2 + 4 ⎟⎠ + C = ln tan x + sec x + C
3. Some Properties of Indefinite Integrals
Linearity
1. ∫ ⎡⎣ f1 ( x ) + f 2 ( x ) + + f n ( x ) ⎤⎦ = ∫ f1 ( x ) dx + ∫ f 2 ( x ) dx + + ∫ f n ( x ) dx
2. If a is a constant, then ∫ af ( x ) dx = a ∫ f ( x ) dx
Moreover,
1
3. If ∫ f ( x ) dx = F ( x ) + C , then ∫ f ( ax ) dx = a F ( ax ) + C
4. If ∫ f ( x ) dx = F ( x ) + C , then ∫ f ( x + b ) dx = F ( x + b ) + C
1
5. If ∫ f ( x ) dx = F ( x ) + C , then ∫ f ( ax + b ) dx = F ( ax + b ) + C
a
Example 1

∫ ( 2x ) 1 4 10
1. 3
− 3sin x + 5 x dx ans: x + 3cos x + x x + C
2 3
⎛ 3 1 ⎞ 9 4
2. ∫ ⎜ 3 + + x 4 x ⎟dx ans: 3 x 2 + x + x 2 4 x + C
⎝ x 2 x ⎠ 2 9
dx
3. ∫ ans: ln x + 3 + C
x+3
1
4. ∫ cos 7xdx ans: sin ( 7 x ) + c
7
1
5. ∫ sin ( 2 x − 5 ) dx ans: − cos ( 2 x − 5 ) + c
2

4 Integration By Substitution
4.1 Change of Variable in an Indefinite Integral
Putting x = ϕ ( t ) where t is a new variable and ϕ is a continuously differentiable function, we
obtain

2
Lecture Note Indefinite Integral

∫ f ( x ) dx = ∫ f ⎡⎣ϕ ( t )⎤⎦ϕ ′ ( t ) dt (1)

The attempt is made to choose the function ϕ in such a way that the right side of (1) becomes
more convenient for integration.

Example 1 Evaluate the integral I = ∫ x x − 1dx

Solution
Putting t = x − 1 , whence x = t 2 + 1 and dx=2tdt. Hence,
∫x x − 1dx = ∫ ( t 2 + 1) t ⋅ 2tdt = 2 ∫ ( t 4 + t 2 ) dt = 52 t 5 + 32 t 3

( x − 1) + 32 ( x − 1) 2 + c
5 3
= 2
5
2

Sometimes substitution of the form u = ϕ ( x ) are used. Suppose we succeeded in transorming

the integrand f ( x ) dx to the form
f ( x ) dx = g ( u ) du
where u = ϕ ( x ) . If ∫ g ( u ) du is known, that is,
∫ g ( u ) du = F ( u ) + k ,
then
∫ f ( x ) dx = F ⎡⎣ϕ ( x )⎤⎦ + c
dx
Example 2 Evaluate (1) ∫ (2) ∫ x e dx 2 x3

5x − 2
Solution
1
Putting u = 5 x − 2 ; du = 5dx; dx = du , we obtain (1)
5
1
dx 1 du 1 u 2 2
∫ 5 x − 2 5 ∫ u = 5 12 + c = 5 5 x − 2 + c
=

4.2 Trigonometric Substitutions

1) If the integral contains the radical a 2 − x 2 , we put x = a sin t ; whence
a 2 − x 2 = a cos t
2) If the integral contains the radical x 2 − a 2 , we put x = a sec t whence
x 2 − a 2 = a tan t
3) If the integral contains the radical x 2 + a 2 , we put x = a tan t whence
x 2 + a 2 = a sec t
We summarize in the the trigonometric substitution in the table below.

Expression in
the integrand Substitution Identities needed
a −x
2 2 x = a sin t a − a 2 sin 2 t = a 2 cos 2 t
2

a2 + x2 x = a tan t a 2 + a 2 tan 2 t = a 2 sec 2 t

x2 − a2 x = a sec t a 2 sec 2 t − a 2 = a 2 tan 2 t

3
Lecture Note Indefinite Integral

dx
Example 3 Evaluate I = ∫
x 2
4 − x2
Solution 2
x
π π θ
Let x = 2sin θ , − ≤θ ≤ ⇒ dx = 2cos θ dθ
2 2 4 − x2
2 cos θ dθ 2 cos θ dθ 1 dθ
I =∫ =∫ = ∫ 2
4sin θ 4 cos θ
2 2 4sin θ ⋅ 2 cos θ 4 sin θ
2

1 1 1 4 − x2
4∫
= csc 2
θ dθ = − cot θ + C = − ⋅ +C
4 4 x

dx
Example 4 I =∫
x2 + a2

Solution

π π x2 + a2
x = a tan θ , − <θ < dx = a sec 2 θ dθ x
2 2
a sec 2 θ dθ θ
I =∫ a
a 2 tan 2 θ + a 2
a sec 2 θ dθ x2 + a2 x
=∫ = ∫ sec θ dθ = ln sec θ + tan θ + C = ln + +C
a sec θ a a

= ln x 2 + a 2 + x − ln a + C = ln x 2 + a 2 + x + C1

x 2 − 25
Example 5 Evaluate ∫ dx
x
Solution
Let x = 5secθ
dx
= sec θ tan θ or dx = 5secθ tan θ dθ
dθ
Thus,

x 2 − 25 25sec 2 θ − 25
∫ dx = ∫ ( 5sec θ tan θ ) dθ
x 5sec θ
5 tan θ x
=∫ ( 5sec θ tan θ ) dθ = 5∫ tan 2 θ dθ x2 − 25
5sec θ
= 5∫ ( sec 2 θ − 1) dθ = 5 tan θ − 5θ + C θ
5
x 2 − 25 x 2 − 25 ⎛x⎞
We obtain tan θ = . Hence ∫ dx = x 2 − 25 − 5sec −1 ⎜ ⎟ + C
5 x ⎝5⎠
x2 + 1
Example 6 Evaluate ∫ x2
dx

4
Lecture Note Indefinite Integral

5. Integration by Parts
Suppose that u and v are differentiable function of x, then
d ( uv ) = udv + vdu
By integrating, we obtain
uv = ∫ udv + ∫ vdu
Or
∫ udv = uv − ∫ vdu
Example
1. ∫ x sin xdx (let u = x ) ans: − x cos x + sin x + C
1
2. ∫ arctan xdx (let u = arctan x ) ans: x arctan x − ln 1 + x 2 + C
2
3. ∫ x e dx
2 x
(let u = x 2 ) ans: e ( x − 2 x + 2 ) + C
x 2

∫(x + 7 x − 5 ) cos 2 xdx ans: ( x 2 + 7 x − 5 )

sin 2 x cos 2 x sin 2 x
4. 2
+ ( 2x + 7) − +C
2 4 4
6 Standard Integrals Containing a Quadratic Trinomial
mx + n mx + n
6.1 Integrals of the form ∫ ax dx or ∫ dx where b 2 − 4ac < 0
2
+ bx + c ax + bx + c
2

We proceed the calculation by completing square the trinomial and then use the appropriate
formulas or substitutions.
Example 1
dx 1 ⎛ x −1 ⎞
1. ∫ 2 ans: tan −1 ⎜ ⎟+C
x − 2x + 5 2 ⎝ 2 ⎠
dx 1 x+2
2. ∫ 2 ans: arctan +C
2 x + 8 x + 20 2 6 6
x 1 ⎛ x−2⎞
3. ∫ 2 ans: ln ⎡( x − 2 ) + 4 ⎤ + tan −1 ⎜ ⎟+c
2
dx
x − 4x + 8 2 ⎣ ⎦ ⎝ 2 ⎠
x+3 x −1
ans: ln ( x 2 − 2 x + 5 ) + 2 arctan
1
4. ∫ 2 dx +C
x − 2x + 5 2 2
5x + 3
5. ∫ dx ans: 5 x 2 + 4 x + 10 − 7 ln x + 2 + x 2 + 4 x + 10 + C
x + 4 x + 10
2

dx
6.2 Integrals of the Form ∫ ( mx + n ) ax 2 + bx + c
By means of the inverse substitution
1
=t
mx + n
these integrals are reduced to integrals of the form 6.1.
dx 1 1 − x + 2 ( x 2 + 1)
Example 2 Evaluate ∫ ( x + 1) x2 + 1
. Ans: −
2
ln
x +1

6.3 Integrals of the Form ∫ ax 2 + bx + cdx

By taking the perfect square out of the quadratic trinomial, the given integral is reduced to one
of the following two basic integrals

5
Lecture Note Indefinite Integral

x 2 a2 x
1) ∫ a 2 − x 2 dx = a − x 2 + arcsin + c; a > 0
2 2 a
2
x 2 a
2) ∫ x 2 + a 2 dx = x + a 2 + ln x + x 2 + a 2 + c; a > 0
2 2
Example 3 Evaluate 1 − 2 x − x 2 dx

7 Integration of Rational Functions

7.1 The Undetermined Coefficients
Integration of a rational function, after taking out the whole part, reduces to integration of the
proper rational fraction
P ( x)
(1)
Q ( x)
where P ( x ) and Q ( x ) are integral polynomials, and the degree of the numerator P(x) is lower
than that of the denominator Q(x). If
Q ( x) = ( x − a) (x −l)
α λ

where a, …, l are real distinct roots of the polynomial Q(x), and α , , λ are root
multiplicities, then decomposition of (1) in to partial fraction is justified:
P ( x) A A2 Aα L L2 Lλ
≡ 1 + + + + + 1 + + + (2)
Q ( x) x − a ( x − a) 2
( x − a)
α
x −l (x −l) 2
(x −l)
λ

where A1 , A2 ,…, Aα ,…, L1 , L2 ,…, Lλ are coefficients to be determined.

Example 1 Find
xdx 1 1 x −1
1) I = ∫ Ans: − + ln +C
( x − 1)( x + 1)
2
2 ( x + 1) 4 x + 1
dx 1
2) I = ∫ Ans: ln x − ln x − 1 − +C
x − 2x + x
3 2
x −1

If the polynomial Q(x) has complex roots a ± ib of multiplicity k, then partial fractions of the
form
A1 x + B1 Ak x + Bk
+ + (3)
x + px + q ( x2 + px + q )
2 k

will enter into the expansion (2). Here,

x 2 + px + q = ⎡⎣ x − ( a + ib ) ⎤⎦ ⎡⎣ x − ( a − ib ) ⎤⎦
and A1 , B1 ,…, Ak , Bk are undetermined coefficients. For k=1, the fraction (3) is integrated
directly; for k>1, we use reduction method; here it is first advisable to represent the quadratic
p⎞ ⎛ p2 ⎞
2
⎛ p
trinomial x + px + q in the form ⎜ x + ⎟ + ⎜ q − ⎟ and make the substitution x + = z .
2

⎝ 2⎠ ⎝ 4 ⎠ 2
Example 2 Find
x +1
∫ x 2 + 4 x + 5 2 dx
( )
x+3 1
Ans: − − tan −1 ( x + 2 ) + C
2 ( x + 4 x + 5) 2
2

7.2 The Ostrogradsky Method

6
Lecture Note Indefinite Integral

If Q(x) has multiple roots, then

P ( x) X ( x) Y ( x)
∫ Q ( x) dx =
Q1 ( x )
+∫
Q2 ( x )
dx (4)

where Q1 ( x ) is the greatest common divisor of the polynomial Q(x) and it derivative Q′ ( x ) ;
Q2 ( x ) = Q ( x ) : Q1 ( x )
X(x) and Y(x) are polynomials with undetermined coefficients, whose degrees are,
respectively, less by unity than those of Q1 ( x ) and Q2 ( x ) .
The undetermined coefficients of the polynomials X(x) and Y(x) are computed by
differentiating the identity (4).
Example 3 Find
dx
I =∫
( x3 − 1)
2

Solution
dx Ax 2 + Bx + C Dx 2 + Ex + F
∫ = + ∫ x3 − 1 dx
(x − 1) x3 − 1
3 2

Differentiating this identity, we get

1 ( 2 Ax + B ) ( x3 − 1) − 3x 2 ( Ax 2 + Bx + C ) Dx 2 + Ex + F
= +
( x3 − 1) ( x3 − 1) x3 − 1
2 2

or
1 = ( 2 Ax + B ) ( x3 − 1) − 3x 2 ( Ax 2 + Bx + C ) + ( Dx 2 + Ex + F )( x3 − 1)
Equating the coefficients of the respective degrees of x, we will have
D = 0; E − A = 0; F − 2 B = 0; D + 3C = 0; E + 2 A = 0; B + F = −1
whence
1 2
A = 0; B = − ; C = 0; D = 0; E = 0; F = −
3 3
and, consequently,
dx 1 x 2 dx
∫ x3 − 1 2 = − 3 x3 − 1 − 3 ∫ x3 − 1 (5)
( )
To compute the integral on the right of (5), we decompose the fraction
1 L Mx + N
= + 2
x −1 x −1 x + x +1
3

we will find
1 1 2
L = ,M = − ,N = − .
3 3 3
Therefore,
x+2 −1 2 x + 1
∫ x3 − 1 = 3 ∫ x − 1 − 3 ∫ x 2 + x + 1dx = 3 ln x − 1 − 6 ln ( x + x + 1) − 3 tan 3 + C
dx 1 dx 1 1 1 2 1

and
dx x 1 x2 + x + 1 2 −1 2 x + 1
∫ x3 − 1 2 3 ( x3 − 1) 9 ln ( x − 1)2 + 3 3 tan 3 + C
= − +
( )
8 Integration of a certain Irrational functions

7
Lecture Note Indefinite Integral

⎡ p1 p2
⎤
⎢ ⎛ ax + b ⎞ q1 ⎛ ax + b ⎞ q2
⎥
8.1 Integrals of the type ∫ R x, ⎜ ,… dx where R is a rational function
⎢ ⎝ cx + d ⎠⎟ ⎜⎝ cx + d ⎟⎠
,
⎥
⎣ ⎦
ax + b
and p1 , q1 , p2 , q2 ,… are integer numbers. We use the substitution = z n where n is the
cx + d
least common multiple (lcm) of q1 , q2 ,…
dx
Example 1 Evaluate ∫
2x −1 − 4 2x −1
Solution
let 2 x − 1 = z 4 , then dx = 2 z 3 dz , and hence
dx 2 z 3 dz z2 ⎛ 1 ⎞
∫ 2 x − 1 − 4 2 x − 1 ∫ z 2 − z ∫ z − 1 dz = 2∫ ⎜⎝ z + 1 + z − 1 ⎟⎠dz = ( z + 1) + 2 ln z − 1 + C
= =
2
2

( ) ( )
2 2
= 1 + 4 2 x − 1 + ln 4
2x −1 −1 + C

Example 2 Evaluate ∫ 4
x +1
xdx
3
answer:
4 ⎡4 3
3 ⎣⎢
x − ln ( 4
)
x3 + 1 ⎤ + C
⎦⎥
8.2 Integrals of differential binomials ∫ x m ( a + bx n ) dx where m, n and p are rational
p

numbers.
m +1 r
Ifis an integer, let a + bx n = z s where s is the denominator of the fraction p =
n s
m +1
If + p is an integer, let ax − n + b = z s
n
x 3 dx
Example 3 Evaluate ∫ 3

( a + bx )
2 2

Solution
x 3 dx 3
m +1
= ∫ x3 ( a + bx 2 ) 2 dx . We see that m = 3, n = 2, r = −3, s = 2 and
−
We have ∫ 3
=2
( a + bx )2 2 n

, an integer. Then assume

1
⎛ z2 − a ⎞2
and ( a + bx 2 ) = z 3
zdz 3

a + bx = z , then x = ⎜
2 2
⎟ , dx = 1 2
2

b2 ( z − a)
1
⎝ b ⎠ 2

Hence,
x3 ⎛ z2 − a ⎞ zdz 1
∫ 3
dx = ∫ ⎜ ⎟ 1 3

( a + bx )
1
2 2
(
⎝ b ⎠ b2 z2 − a 2 z
)
2 ∫(
1 − az −2 )dz = 2 ( z + az −1 ) + C
1 1
=
b b
1 2a + bx 2
= 2 +C
b a + bx 2
1

dx ( 2x 2
− 1)(1 + x )
2 2

Example 4 Work out ∫x 4

1 + x2
=
3x 3
+C

8
Lecture Note Indefinite Integral

8.3 Integral of the Form

Pn ( x )
∫ ax 2 + bx + c
dx (1)

where Pn ( x ) is a polynomial of degree n

Put
Pn ( x ) dx
∫ dx = Qn −1 ( x ) ax 2 + bx + c + λ ∫ (2)
ax 2 + bx + c ax 2 + bx + c
where Qn −1 ( x ) is a polynomial of degree ( n − 1) with undetermined coefficients are λ is
number. The coefficients of the polynomial Qn −1 ( x ) and the number λ are found by
differentiating identity (2).
∫x x 2 + 4dx
2
Example 5 Find
Solution
x4 + 4 x2
dx = ( Ax3 + Bx 2 + Cx + D ) x 2 + 4 + λ ∫
dx
∫ x x + 4dx = ∫
2 2

x2 + 4 x2 + 4
whence
x4 + 4x2
= ( 3 Ax + 2 Bx + C ) x
2 2
+4+
( Ax 3
+ Bx 2 + Cx + D ) x
+
λ
x +4
2
x +4
2
x +4
2

Multiplying by x 2 + 4 and equating the coefficients of identical degrees of x, we obtain

1 1
A = ; B = 0; C = ; D = 0; λ = −2
4 2
Hence,

∫x
2
x + 4dx =
2 x3 + 2 x 2
4
x + 4 − 2 ln x + x 2 + 4 + C ( )
8.4 Integral of the form
dx
∫ ( x −α )
ax 2 + bx + c
(3) n

They are reduced to integrals of the form (1) by the substitution

1
=t
x −α
dx
Example 6 Find ∫
x x2 −1
5

9 A Certain Trigonometric Integrals

9.1 Integral of the Form ∫ sin n xdx and ∫ cos n xdx

If n is an odd positive integer, use the identity sin 2 x + cos 2 x = 1

Example 1 Find ∫ sin 5 xdx

Solution

∫ sin xdx = ∫ sin 4 x sin xdx

5

9
Lecture Note Indefinite Integral

= ∫ (1 − cos 2 x ) sin xdx

= ∫ (1 − 2 cos 2 x + cos 4 x ) sin xdx

= − ∫ (1 − 2 cos 2 x + cos 4 x ) d ( cos x )
2 1
= − cos x + cos3 x − cos5 x + C
3 5
1 − cos 2 x 1 + cos 2 x
If n is even, use half-angled identities sin 2 x = and cos 2 x =
2 2
Example 2 Find ∫ cos 4 xdx

Solution

⎛ 1 + cos 2 x ⎞
2

∫ cos xdx = ∫ ⎜⎝ 2 ⎟⎠ dx
4

=
1
4 ∫ (1 + 2 cos 2 x + cos 2 2 x )dx = ∫ dx + ∫ cos 2 xd ( 2 x ) + ∫ (1 + cos 4 x )dx
1
4
1
4
1
8
3 1 1 3 1 1
= ∫ dx + ∫ cos 2 xd ( 2 x ) + ∫ cos 4 xd ( 4 x ) = x + sin 2 x + sin 4 x + C
8 4 32 8 4 32
Type2: ( ∫ sin m
x cos n xdx )
If either m or n is odd positive integer and other exponent is any number, we factor
out sinx or cosx and use the identity sin 2 x + cos 2 x = 1
Example 3 Find ∫ sin 3 x cos −4 xdx

Solution

∫ sin
3
x cos −4 xdx = ∫ (1 − cos 2 x ) cos −4 x sin xdx = − ∫ ( cos −4 x − cos −2 x )d ( cos x )

⎡ ( cos x )−3 ( cos x )−1 ⎤ 1

= −⎢ − ⎥ + C = sec3 x − sec x + C
⎢⎣ −3 −1 ⎥⎦ 3
If both m and n are even positive integers, we use half-angle identities to reduce the
degree of the integrand.
Example 4 Find ∫ sin 2 x cos 4 xdx

Solution

⎛ 1 − cos 2 x ⎞⎛ 1 + cos 2 x ⎞
2

∫ sin x cos xdx = ∫ ⎜⎝ 2 ⎟⎜

2 4
⎟ dx
⎠⎝ 2 ⎠
= ∫ (1 + cos 2 x − cos 2 2 x − cos3 2 x )dx
1
8
1 ⎡ ⎤
= ∫ ⎢1 + cos 2 x − (1 + cos 4 x ) − (1 − sin 2 2 x ) cos 2 x ⎥dx
1
8 ⎣ 2 ⎦

10
Lecture Note Indefinite Integral

1 ⎡ ⎤
1 + cos 2 x − (1 + cos 4 x ) − (1 − sin 2 2 x ) cos 2 x ⎥dx
1
= ∫
8 ⎣⎢ 2 ⎦
1 ⎡1 1 ⎤
= ∫ ⎢ − cos 4 x + sin 2 2 x cos 2 x ⎥dx
8 ⎣2 2 ⎦
1⎡ 1 1 1 ⎤
= ⎢ ∫ dx − ∫ cos 4 xd ( 4 x ) + ∫ sin 2 2 xd ( sin 2 x ) ⎥
8⎣ 2 8 2 ⎦
1 ⎡1 1 1 ⎤
= ⎢ x − sin 4 x + sin 3 2 x ⎥ + C
8 ⎣2 8 6 ⎦
9.2 Integral of the Form ∫ sin mx cos nxdx, ∫ sin mx sin nxdx, ∫ cos mx cos nxdx
To handle these integrals, we use the product identities
1
1/. sin mx cos nx = ⎡sin ( m + n ) x + sin ( m − n ) x ⎤⎦
2⎣
1
2/. sin mx sin nx = − ⎡⎣ cos ( m + n ) x − cos ( m − n ) x ⎤⎦
2
1
3/. cos mx cos nx = ⎡ cos ( m + n ) x + cos ( m − n ) x ⎤⎦
2⎣
Example 5 Find ∫ sin 2 x cos 3 xdx

Solution
1 1 1
∫ sin 2 x cos 3xdx = 2 ∫ ⎡⎣sin 5 x + sin ( − x )⎤⎦ = 10 ∫ sin 5 xd ( 5 x ) − 2 ∫ sin xdx
1 1
=− cos 5 x + cos x + C
10 2

9.3 Integrals of the Form ∫ tan m xdx or ∫ cot m xdx where m is a positive number
We use the formula
tan 2 x = sec 2 x − 1 or cot 2 x = csc 2 x − 1
Example 6 Evaluate ∫ tan 4 xdx
Solution
tan 3 x tan 3 x
∫ tan xdx = ∫ tan x ( sec x − 1)dx = − ∫ tan 2 xdx = − ∫ ( sec 2 x − 1) dx
4 2 2

3 3
tan 3 x
= − tan x + x + C
3

10 Integrals of the types ∫ R ( sin x, cos x ) dx where R is a rational function.

x
We can use the substitution tan = t and hence we have
2
2t 1− t2 2dt
sin x = , cos x = , dx =
1+ t 2
1+ t 2
1+ t2
dx
Example 1 Calculate ∫
1 + sin x + cos x

11
Lecture Note Indefinite Integral

Solution
x
Let tan = t , then we obtain
2
2dt
I =∫ 1+ t2 =∫
dt x
= ln 1 + t + C = ln 1 + tan + C
2t 1− t 2
1+ t 2
1+ +
1+ t 1+ t
2 2

If the equality R ( − sin x, − cos x ) ≡ R ( sin x, cos x ) is verified, then we can make the
t 1
substitution tan x = t . And hence we have sin x = , cos x = and
1+ t2 1+ t2
dt
x = arctan t , dx = .
1+ t2
dx
Example 2 Calculate I = ∫
1 + sin 2 x
Solution
t2 dt
Let tan x = t ,sin x =
2
, dx = , then
1+ t 2
1+ t2
I =∫
2 ⎛
dt
t2 ⎞
= ∫
dt
1 + 2t 2
=
1
arctan t 2 ( )
+ C =
1
arctan ( )
2 tan x + C
(1 + t ) ⎜1 + 1 + t 2 ⎟ 2 2
⎝ ⎠
11 Integration of Hyperbolic Functions
Integration of hyperbolic functions is completely analogous to the integration of trigonometric
function. The following basic formulas should be remembered
1) cosh 2 x − sinh 2 x = 1
1
2) sinh 2 x = ( cosh 2 x − 1)
2
1
3) cosh 2 x = ( cosh 2 x + 1)
2
1
4) cosh x sinh x = sinh 2 x
2
Example 1 Find ∫ cosh xdx 2

Solution
1 1 x
∫ cosh
2
( cosh 2 x + 1)dx = sinh 2 x + + C
xdx = ∫
2 4 2
sin xdx
Example 2 Find 1) ∫ sinh x cosh xdx 2) ∫
3
3) ∫ sinh 2 x cosh 2 xdx
cosh 2 x
12 Trigonometric and Hyperbolic Substitutions for Finding Integrals of the Form
∫ R ( x, )
ax 2 + bx + c dx (1)
where R is a rational function.
Transforming the quadratic trinomial ax 2 + bx + c into a sum or difference of squares, the
integral (1) becomes reducible to one of the following types of integrals
(
1) ∫ R z , m 2 − z 2 dz ) ( )
2) ∫ R z , m 2 + z 2 dz ∫ R ( z, z 2 − m2 dz)
The latter integrals are, respectively, taken by means of substitutions
1) z = m sin t or z = m tanh t

12
Lecture Note Indefinite Integral

2) z = m tan t or z = m sin t
3) z = m sec t or z = m cosh t

dx
Example 1 find I = ∫
( x + 1) x2 + 2 x + 2
2

Solution
We have x 2 + 2 x + 2 = ( x + 1) + 1 . Putting x + 1 = tan z , we then have dx = sec 2 zdz and
2

dx sec 2 zdz cos z 1 x2 + 2x + 2

I =∫ =∫ = ∫ 2 dz = − +C = +C
( x + 1) ( x + 1)
2 2
+1
2
tan z sec z sin z sin z x +1

Example 2 Find ∫x x 2 + x + 1dx

Solution
We have
2
⎛ 1⎞ 3
x2 + x + 1 = ⎜ x + ⎟ +
⎝ 2⎠ 4
Putting
1 3 3
x+ = sinh t and dx = cosh tdt
2 2 2
we obtain
⎛ 3 1⎞ 3 3 3 3 3
I = ∫ ⎜⎜ sinh t − ⎟⎟ cosh t ⋅ cosh tdt = ∫ sinh t cosh 2 tdt − ∫ cosh 2 tdt
⎝ 2 2⎠ 2 2 8 8
3 3 cosh 3 t 3 3 3 cosh 3 t 3 ⎛ 1 1 ⎞
= − ∫ cosh tdt =
2
− ⎜ sinh t cosh t + t ⎟ + C
8 3 8 8 3 8⎝2 2 ⎠
2 ⎛ 1⎞ 2 ⎛ 1 ⎞ 2
Since sinh t = ⎜ x + ⎟ , cosh t = x 2 + x + 1 and t = ln ⎜ x + + x 2 + x + 1 ⎟ + ln
3⎝ 2⎠ 3 ⎝ 2 ⎠ 3
we finally have
1⎛ 1⎞ 3 ⎛ ⎞
I = ( x 2 + x + 1) − ⎜ x + ⎟ x 2 + x + 1 − ln ⎜ x + + x 2 + x + 1 ⎟
1 3
2 1
3 4⎝ 2⎠ 16 ⎝ 2 ⎠

Exercises
Using basic formulas to evaluate integrals
1. ∫ ( 6 x 2 + 8 x + 3) dx 8. ∫
xdx
2 x2 + 3
2. ∫ x ( x + a )( x + b ) dx ax + b
9. ∫ 2 2 dx
3. ∫ ( a + bx3 ) dx a x + b2
2

x2
2 + x2 − 2 − x2 10. ∫ dx
4. ∫ dx 1 + x6
4 − x4 x 2 dx
11. ∫
5. ∫ 3x e x dx x6 − 1
1 − 3x
6. ∫ dx 12. ∫
arcsin x
dx
3 + 2x 1 − x2
7. ∫ a − bxdx

13
Lecture Note Indefinite Integral

dx dx
13. ∫ 33. ∫ dx
(1 + x ) ln ( x + 2
1 + x2 ) 34. ∫
sin x cos x
sin 3 x
dx
14. ∫ ( e − e ) dt
t −t
3 + cos 3 x
sin x cos x
⎛ x − ⎞
x 2
35. ∫ dx
15. ∫ ⎜ e a + e a ⎟ dx cos 2 x − sin 2 x
⎝ ⎠ 1 + sin 3 x
36. ∫ dx
(a − bx )
2
x cos 2 3x
16. ∫ dx 37. ∫ ( 2sinh 5 x − cosh 5 x ) dx
a xb x
(
− x 2 +1 ) x3 − 1
17. ∫ e xdx 38. ∫ dx
x4 − 4x + 1
18. ∫ x ⋅ 7 x dx
2

x3
39. ∫ 8 dx
3 − 2x x +5
19. ∫ dx
5x2 + 7 3 − 2 + 3x 2
3x + 1 40. ∫ dx
20. ∫ dx 2 + 3x 2
5x2 + 1 dx
41. ∫
ex x ln 2 x
21. ∫ x dx
e −1 42. ∫ asin x cos xdx
22. ∫ e x a − be x dx x2
43. ∫ dx
23. ∫ sin ( ln x )
dx 3
x3 + 1
x xdx
cos ax 44. ∫
24. ∫ 5 dx 1 − x4
sin ax
sec 2 xdx
25. ∫ 1 + 3cos 2 x sin 2 xdx 45. ∫
4 − tan 2 x
x 3
1 + ln x
arctan 46. ∫ dx
26. ∫ 2 dx x
4 + x2
earctan x + x ln (1 + x 2 ) + 1
x − arctan 2 x 47. ∫ dx
27. ∫ dx 1 + x2
1 + 4x2
x2
28. ∫ sec2 ( ax + b ) dx 48. ∫ 2 dx
x −2
dx 5 − 3x
29. ∫ 5 x
49. ∫ dx
x 4 − 3x2
dx
30. ∫ 50. ∫ x
dx
x
sin e +1
a x
xdx arccos
31. ∫ 51. ∫ 2 dx
cos 2 x 2
4− x 2

(
32. ∫ x sin 1 − x 2 dx )
52. Applying the indecated substitutions, find the following integrals
c) ∫ x ( 5 x 2 − 3) dx,5 x 2 − 3 = t
7
dx 1
a) ∫ ,x =
x x2 − 2 t
xdx
dx d) ∫ ,t = x +1
b) ∫ x , x = − ln t x +1
e +1

14
Lecture Note Indefinite Integral

cos xdx
e) ∫
1 + sin 2 x
, t = sin x

Applying the suitable substitution, compute the following integrals

( arcsin x )
2 1+ x
53. ∫ dx 60. ∫ dx, x = t 2
1+ x
1 − x2
dx
54. ∫ x x 2 + 1dx 61. ∫
x 2x +1
xdx
55. ∫ 62. ∫
dx
, t 2 = ex −1
2x + 3
2
e −1
x

1+ x 63. ∫
ln 2 x dx
56. ∫ dx
x ln 4 x x
e2 x
57. ∫
dx 64. ∫ dx
x 1+ X e x
+ 1
sin 3 xdx
58. ∫
dx 65. ∫ cos x
1 − x 2 arcsin x
59. ∫ x ( 2 x + 5 ) dx, t = 2 x + 5
10

dx
66. Find the integral ∫ x (1 − x )
by applying the substitution x = sin 2 t

67. Find the integral ∫ a 2 + x 2 dx by applying the substitution x = a sinh t

By using the fomula of integration by parts
68. ∫ ln xdx 77. ∫ x tan −1 xdx
69. ∫ tan −1 xdx 78. ∫ x arcsin xdx
70. ∫ sin −1 xdx (
79. ∫ ln x + 1 + x 2 dx )
71. ∫ x sin xdx xdx
80. ∫
72. ∫ x cos 3xdx sin 2 x
x 81. ∫ e x sin xdx
73. ∫ dx
ex 82. ∫ 3x cos xdx
74. ∫ x ⋅ 2− x dx 83. ∫ sin ( ln x )dx
75. ∫ x ln xdx
2
84. ∫ ( arcsin x ) dx
2

76. ∫ ln 2 xdx
Integration involving quadratic trinomial expression
dx xdx
85. ∫ 2 89. ∫
2 x − 5x + 7 x − 7 x + 13
2

dx 3x − 2
86. ∫ 2 90. ∫ 2 dx
x + 2x + 5 x − 4x + 5
dx x 2 dx
87. ∫ 2 91. ∫ 2
x + 2x x − 6 x + 10
dx
88. ∫ 2 92. ∫
dx
dx
3x − x + 1 x − x2

15
Lecture Note Indefinite Integral

3x − 6 dx
93. ∫ dx 97. ∫
x − 4x + 5
2
x x + x +1
2

2x − 8 dx
94. ∫ dx 98. ∫
1 − x − x2 ( x − 1) x2 − 2
x
95. ∫ dx
5x2 − 2 x + 1
dx
96. ∫
x 1 − x2
Find the Integrals
dx dx
108. ∫ 113. ∫
( x + a )( x + b ) x ( x + 1)
2

x2 − 5x + 9 dx
109. ∫ dx 114. ∫
x2 − 5x + 6 ( x2 − 4 x + 3)( x2 + 4 x + 5)
dx
110. ∫ dx
( x + 1)( x + 2 )( x + 3) 115. ∫
x +1
3

2 x 2 + 41x − 91 3x + 5
111. ∫ dx 116. ∫ dx
( x − 1)( x + 3)( x − 4 ) ( x2 + 2x + 2)
2

5 x3 + 2
112. ∫ dx
x3 − 5 x 2 + 4 x
Ostrogradsky’s Method
x7 + 2
113. ∫ dx
( x 2 + x + 1)
2

2x +1 x 4 2 x3 x 2
Ans:
x
x2 + x + 1
+
2
3
arctan
3
− 2 ln ( x 2
+ x + 1) 4 − 3 + 2 + 2x + C
+

114. ∫
( 4x2 − 8x )
dx Ans:
3x 2 − x (
+ ln 2
x − 1)
2

+ arctan x + C
( x − 1) ( x 2 + 1)
2 2
( x − 1) ( x 2 + 1) x +1

(x − 1) dx
2

115. ∫
2

Ans:
1+ x
+
( x − 2) 1
+ arctan x + C
(1 + x ) (1 + x )
2 3
2 (1 + x )
2 2 4 ( x + 1) 4
2

dx 2 x3 + 1 1 1
116. ∫ Ans: ln − 3− +C
x 4 ( x 3 + 1)
2
3 x 3
3 x 3 ( x 3 + 1)

⎡ 3 ( x + 1) 18 ( x + 1) ⎤
dx 1 ⎢ x +1 ⎥+C
117. ∫ Ans: arctan + 2 +
(x + 2 x + 10 ) 648 ⎢ x + 2 x + 10 ( x 2 + 2 x + 10 )2 ⎥
3
2 3
⎣ ⎦

118. ∫
( x + 2 ) dx 3
Ans: arctan ( x + 1) +
3 x +1
+
x
+C
(x 2
+ 2x + 2)
3
8 8 x + 2 x + 2 4 ( x + 2 x + 2 )2
2 2

3x 4 + 4 57 x 4 + 103 x 2 + 32 57
119. ∫ dx Ans: C − − arctan x
x 2 ( x 2 + 1) 8 x ( x 2 + 1)
3 2
8

16
Lecture Note Indefinite Integral

⎡ p1 p2
⎤
⎢ ⎛ ax + b ⎞ q1 ⎛ ax + b ⎞ q2
Compute integrals of the form ∫ R x, ⎜ ,…⎥dx
⎢ ⎝ cx + d ⎟⎠ ⎜⎝ cx + d ⎟⎠
,
⎥
⎣ ⎦
x 3 dx
120. ∫ dx 125. ∫
x −1 x+3 x
x x +1 + 2
121. ∫ dx 126. ∫ dx
( x + 1) − x + 1
2
x+2
xdx
122. ∫ 3
ax + b x +1 + 2
127. ∫ dx
123. ∫
dx
( x + 1) − x + 1
2

(2 − x) 1− x
dx
124. ∫
x + 1 + ( x + 1)
3

Integration of binomial differentials 140. ∫ sin 2 x cos 4 xdx

3
128. ∫ x 3 (1 + 2 x )
2 −2
dx dx
141. ∫
dx cos 6 x
129. ∫ dx
x 3 1 + x5 142. ∫ 2
sin x cos 4 x
dx
130. ∫ dx
x4 1 + x2 143. ∫
x x
dx sin cos 2
131. ∫ 5
2 2
x 2 ( 2 + x3 ) 3 144. ∫ 5
dx
sin x
Trigonometric Integrals
145. ∫ sin 3x cos5 xdx
132. ∫ cos 2 xdx
146. ∫ sin10 x sin15 xdx
133. ∫ sin 5 xdx
x x
134. ∫ sin 2 x cos3 xdx 147. ∫ cos sin dx
2 2
x x x 2x
135. ∫ sin 3 cos5 dx 148. ∫ sin sin dx
2 2 3 3
136. ∫ sin x cos xdx 149. ∫ cos ( ax + b ) cos ( ax − b )dx
2 2

cos5 x 150. ∫ sin ωt sin (ωt + ϕ )

137. ∫ dx
sin 3 x
138. ∫ sin 3 xdx
139. ∫ sin 2 x cos 2 xdx
Integral ∫ R ( sin x, cos x ) dx 158. ∫
dx
dx 8 − 4sin x + 7 cos x
151. ∫ dx
3 + 5cos x 159. ∫
dx cos x + 2sin x + 3
156. ∫ sin x
sin x + cos x 160. ∫ dx
(1 − cos x )
3
cos x
157. ∫ dx
1 + cos x

17
Lecture Note Indefinite Integral

1 + tan x
161. ∫ dx
1 − tan x
Integrations of hyperbolic function
162. ∫ sinh 3 xdx 166. ∫
dx
sinh x cosh 2 x
2
163. ∫ cosh 4 xdx
167. ∫ tanh 3 xdx
164. ∫ sinh 3 x cosh xdx dx
168. ∫
165. ∫ sinh x cosh xdx
2 2
sinh x + cosh 2 x
2

Integral ∫ R ( x, )
ax 2 + bx + c dx

169. ∫ 3 − 2 x − x 2 dx 174. ∫ x 2 − 6 x − 7 dx

170. ∫ 2 + x 2 dx
3
175. ∫ ( x 2 + x + 1) 2 dx
171. ∫ x 2 − 2 x + 2dx dx
176. ∫
172. ∫ x 2 − 4dx ( x − 1) x 2 − 3x + 2

173. ∫ x 2 + xdx

27
Lecture Note Definite Integral

Definition Integral
1. Riemann Sum
Let f ( x ) be a function defined over the close interval a ≤ x ≤ b with
a = x0 < x1 < … < xn = b be an arbitrary partition in n subinterval. We called the
Riemann Sum of the function f ( x ) over [ a, b] the sum of the form
n
S n = ∑ f (ξi ) Δxi
i =1

where xi −1 ≤ ξ i ≤ xi , Δxi = xi − xi −1 , i = 1, 2,..., n .

y = f ( x)

a = x0 ξ1 ξn xn = b

2. Definite Integral
The limit of the sum Sn when the number of the subinterval n approaches infinity and
that the largest Δxi approaches zero is called definite integral of the function f ( x )
with the upper limit x = b and lower limit x = a .
n

∑ f (ξ ) Δx = ∫ f ( x )dx
b
lim i i
max Δxi →0 a
i =1
or equivalently
n

∑ f (ξ ) Δx = ∫ f ( x )dx
b
lim i i
n →+∞ a
i =1

If the function f ( x ) is continuous on [ a, b] or if the limit exists, the function is said to

be integrable on [ a, b] .
a
If a is in the domain of f, we defined ∫ f ( x ) dx = 0 and If f is integrable on [ a, b] , then we
a
a b
define ∫ f ( x ) dx = − ∫ f ( x )dx .
b a

Example 1 Find the Riemann Sum Sn for the function f ( x ) = 1 + x over the interval
[1,10] by dividing into n equal subintervals, and then find the limit lim
n →∞
Sn .
Solution
10 − 1 9 9i
Δxi = = ξi = xi = x0 + iΔxi = 1 +
n n n

1
Lecture Note Definite Integral

9i 9i
and hence f (ξi ) = 1 + 1 + = 2+
n n
n
S n = ∑ f (ξi ) Δxi
i =1
n
⎛ 9i ⎞ 9
= ∑⎜ 2 + ⎟
i =1 ⎝ n ⎠n
18 n 81 n
= ∑1 + 2 ∑ i
n i =1 n i =1
18 81
= n + 2 (1 + 2 + + n)
n n
81 n ( n − 1)
= 18 + 2
n 2
81 ⎛ 1 ⎞
= 18 + ⎜1 − ⎟
2 ⎝ n⎠
then
⎛ 81 ⎛ 1 ⎞ ⎞ 81 117
lim Sn = lim ⎜18 + ⎜1 − ⎟ ⎟ = 18 + =
n →∞ x →∞
⎝ 2 ⎝ n ⎠⎠ 2 2

∫ ( 2x − 8 ) dx
3
2
Example 2
−1
Solution
4
Divide the interval [ −1,3] into n equal subintervals. Hence we obtain Δxi = . In each
n
subinterval [ xi −1 , xi ] , choose ξi such that ξi = x0 + iΔxi = −1 +
4i
n
n n ⎡ ⎛ 4i ⎞
2
⎤4
∑ f (ξi ) Δxi = ∑ ⎢ 2 ⎜ −1 + ⎟ − 8⎥
i =1 ⎢ ⎝
i =1 ⎣ n⎠ ⎦⎥ n
n ⎡
⎛ 8i 16i 2 ⎞ ⎤ 4
= ∑ ⎢ 2 ⎜1 − + 2 ⎟ − 8⎥
i =1 ⎣ ⎝ n n ⎠ ⎦n
⎡
n
16i 32i 2 ⎤ 4
= ∑ ⎢ −6 − + 2 ⎥
i =1 ⎣ n n ⎦n
n
⎛ 24 64i 128i 2 ⎞
= ∑⎜− − 2 + 3 ⎟
i =1 ⎝ n n n ⎠

n − 2 (1 + 2 + + n ) + 3 (12 + 22 + + n2 )
24 64 128
=−
n n n
64 n (1 + n ) 128 n ( n + 1)( 2n + 1)
= −24 − 2 ⋅ + 3 ⋅
n 2 n 6
⎛ 1 ⎞ 128 ⎛ 3 1 ⎞
= −24 − 32 ⎜1 + ⎟ + ⎜2+ + 2 ⎟
⎝ n⎠ 6 ⎝ n n ⎠

2
Lecture Note Definite Integral

( 2 x2 − 8)dx = lim ∑ f (ξi ) Δxi

2 n

∫−1 n →∞
i =1

⎛ ⎛ 1 ⎞ 128 ⎛ 3 1 ⎞⎞
= lim ⎜ −24 − 32 ⎜1 + ⎟ + ⎜2 + + 2 ⎟⎟
n →∞
⎝ ⎝ n⎠ 6 ⎝ n n ⎠⎠
128 40
= −24 − 32 + =−
3 3

Subinterval property
If f is intergrable on an interval containing the points a, b, and c, then

∫ f ( x ) dx = ∫ f ( x )dx + ∫ f ( x )dx
c b c

a a b
no matter what the order of a, b, and c.

3. The first Fundamental Theorem of Calculus

Theorem A First Fundamental theorem of Calculus
Let f be continuous on the closed interval [ a, b] and let x be a variable point in ( a, b ) ,
then
d x
f ( t ) dt = f ( x )
dx ∫a
y = f (t )

f ( x)

a x x+h

Proof
For x ∈ ( a, b ) we define F ( x ) = ∫ f ( t )dt , then
x

d
f ( t )dt = F ′ ( x )
x

dx ∫a
F ( x + h) − F ( x)
= lim
h →0 h
= lim ∫ f ( t ) dt − ∫ f ( t ) dt ⎤
1 ⎡ x+h x

h →0 h ⎣ ⎢ a a ⎦⎥
1 x+h
= lim ∫ f ( t ) dt
h →0 h x
x+h
But ∫ f ( t ) dt represents the area bounded by x-axis the curve f ( t ) between x and
x
x+h
x + h , which is approximate to hf ( x ) ; that is ∫ f ( t ) dt ≈ hf ( x ) . So,
x
d x 1
∫ f ( t )dt = lim hf ( x ) = f ( x ) .
dx a h→0 h

3
Lecture Note Definite Integral

d ⎡ x t2 ⎤
3 3
x2
Example1 ⎢ ∫2 2 dt ⎥ =
dx ⎣⎢ t + 17 ⎦⎥ x2 + 7
Example2
d ⎡ 4 2
tan t cos tdt ⎤ = ⎡ − ∫ tan 2 t cos tdt ⎤
d x
∫
dx ⎣⎢ x ⎦⎥ dx ⎣⎢ 4 ⎦⎥
= − ⎡ ∫ tan 2 t cos tdt ⎤ = − tan 2 x cos x
d x
dx ⎢⎣ 4 ⎥⎦
d ⎡ x
( 3t − 1) dt ⎤⎥
2

Example3 Find
dx ⎣⎢ ∫1 ⎦
Solution
Let u = x 2 ⇒ du = 2 x and hence
d ⎡ x2
3t − 1) dt ⎤⎥ =
d ⎡ u
∫ ( ( 3t − 1) dt ⎤⎥⎦
⎢
dx ⎣ 1 ⎦ dx ⎢⎣ ∫1
d ⎡ u
3t − 1) dt ⎤
du
= ∫ (
du ⎣⎢ 1 ⎦⎥ dx
= ( 3u − 1) 2 x = 6 x − 2 x
3

Theorem B Comparison Property

If f and g are integrable on [ a, b ] and if f ( x ) ≤ g ( x ) for all x in [ a, b ] , then

f ( x )dx ≤ ∫ g ( x )dx
b b
∫a a
Proof
Over the interval [ a, b] , let there be an arbitrary partition a = x0 < x1 < < xn = b . Let
ξi be a sample point on the i subinterval [ xi −1 , xi ] , then we conclude that
th

f (ξi ) ≤ g (ξi )
f (ξi ) Δxi ≤ g (ξi ) Δxi
n n

∑ f (ξ ) Δx ≤ ∑ g (ξ ) Δx
i =1
i i
i =1
i i

n n
lim ∑ f (ξi ) Δxi ≤ lim ∑ g (ξi ) Δxi
n →∞ n →∞
i =1 i =1

∫ f ( x )dx ≤ ∫ g ( x )dx
b b

a a
Theorem C Boundedness Property
If f is integrable on [ a, b ] and m ≤ f ≤ M for all x in [ a, b] , then
y
m ( b − a ) ≤ ∫ f ( x )dx ≤ M ( b − a )
b

a M
Proof y = f ( x)
Let h ( x ) = m, ∀x ∈ [ a, b] , then h ( x ) ≤ f ( x ) , ∀x ∈ [ a, b ] .
Hence,
h ( x )dx ≤ ∫ f ( x )dx
b b
∫a a
m

m ( b − a ) ≤ ∫ f ( x )dx
b
a x
a

4
Lecture Note Definite Integral

By similar way, let g ( x ) = M , ∀x ∈ [ a, b] , then

f ( x ) ≤ g ( x ) , ∀x ∈ [ a, b ]

∫ f ( x )dx ≤ ∫ g ( x ) dx
b b

a a

∫ f ( x )dx ≤ M ( b − a )
b

Therefore m ( b − a ) ≤ ∫ f ( x ) dx ≤ M ( b − a )
b

4. Second Fundamental Theorem of Calculus and Mean value theorem

For Integrals
Second Fundamental Theorem of Calculus
Let f be integrable on [ a, b] and F be any primitive of f on [ a, b] , then

∫ f ( x )dx = F ( b ) − F ( a )
b

a
It is also known as Newton-Leibniz Formula. For convenience we introduce a special
symbol for F ( b ) − F ( a ) by writing
F ( b ) − F ( a ) = ⎣⎡ F ( x ) ⎤⎦ a or F ( b ) − F ( a ) = F ( x ) a
b b

5
5 x3 125 8 117
∫ x dx = = − = = 39
2
Example1
2 3 2 3 3 3
π
π 4
sin 2 x 4 1
Example2 ∫
0
4
sin 3 2 x cos 2 xdx =
8 0 8
=

Mean Value Theorem for Integral

If f is continuous on [ a, b] , there is a number c between a and b such that

∫ f ( t )dt = f ( c )( b − a )
b

a
Proof
Let F ( x ) = ∫ f ( t ) dt , a ≤ x ≤ b
x

a
By Mean value theorem for derivative, we obtain
F ( b ) − F ( a ) = F ′ ( c )( b − a )

∫ f ( t ) dt − 0 = f ( c )( b − a )
b

∫ f ( t )dt = f ( c )( b − a )
b

1 b
f (c) = f ( t )dt is called the mean value, or average value of f on [ a, b]
b − a ∫a
Example1 Find the average value of f ( x ) = x 2 on the interval [1, 4]
Solution
1 b 1 4 2 1
f ( x )ave = ∫ f ( x ) dx = ∫ x dx = ⋅ 21 = 7
b−a a 4 −1 1 3

5
Lecture Note Definite Integral

Example2 Find the average value of f ( x ) = cos 2 x on the interval [ 0, π ]

5. Change of variable in definite integral

If f ( x ) is continuous over the close interval a ≤ x ≤ b , if x = ϕ ( t ) is continuous and
its derivative is ϕ ′ ( t ) over the interval α ≤ t ≤ β , where a = ϕ (α ) and b = ϕ ( β ) and if
f ⎡⎣ϕ ( t ) ⎤⎦ is defined et continuous over the interval α ≤ t ≤ β , then
β
∫ f ( x ) dx = ∫α f ⎡⎣ϕ ( t )⎤⎦ϕ ′ ( t ) dt
b

( a > 0)
a
Example1 Find ∫ x a − x dx 2 2 2
0
Solution
x π
Let x = a sin t , dx = a cos t , t = arcsin , α = arcsin 0 = 0 and β = arcsin1 = . then we
a 2
obtain
( )
a π

∫ x 2 a 2 − x 2 dx = ∫ a 2 sin 2 t a 2 − a 2 sin 2 t a cos tdt

2

0 0

π
a4 π

= a 4 ∫ sin 2 t cos 2 tdt = ∫ sin 2 2tdt

2 2

0 4 0
π
a 4 π2 a4 ⎛ 1 ⎞
2
π a4
= ∫ (1 − cos 4t )dt = ⎜ 1 − sin 4t ⎟ =
8 0 8 ⎝ 4 ⎠0 16
4 dx
Example2 Evaluate ∫ let x = t 2 (answer: 4 − 2 ln 3 )
0
1+ x
ln 2 π
Example3 Evaluate ∫ 0
e x − 1dx let e x − 1 = z 2 (answer: 2 −
2
)

6. Integration by parts
If the functions u ( x ) and v ( x ) are continuous differentiable over [ a, b] , we have

u ( x )v′ ( x ) dx = u ( x ) v ( x ) a − ∫ v ( x )u′ ( x ) dx
b b
∫
b

a a
π
π
∫ −1 )
2
Example1 Evaluate x cos xdx (answer:
0 2
1 e2 + 3
Example2 Evaluate ∫ x e dx (answer:
3 2x
)
0 8
Example3 Evaluate ∫ e x sin xdx (answer: ( eπ + 1))
π 1
0 2

7. Improper Integral
Improper integrals refer to those involving in the case where the interval of
integration is infinite and also in the case where f (the integrand) is unbounded at a
finite number of points on the interval of integration.
7.1 Improper Integral with Infinite Limits of Integration
N
Let a be a fixed number and assume that ∫ f ( x )dx exists for all N ≥ a . Then if
a

6
Lecture Note Definite Integral

N +∞
lim ∫ f ( x ) dx exists, we define the improper integral ∫ f ( x ) dx by
N →+∞
a a
+∞ N

∫ f ( x )dx =
a
lim
N →+∞ ∫ f ( x )dx
a

The improper integral is said to be convergent if this limit is a finite number and to be
divergent otherwise.
+∞
dx
Example Evaluate I = ∫ 2
1
x
Solution
+∞ N
⎛ 1⎞ ⎛ 1 ⎞
N
dx dx
∫1 x 2 = Nlim
→+∞ ∫
1
x 2
= lim ⎜ − ⎟ = lim ⎜ − + 1⎟ = 1
N →+∞
⎝ x ⎠ 1 N →+∞ ⎝ N ⎠
Thus, the improper integral converges and has the value 1.
+∞ +∞
dx
Example Evaluate ∫ p
1
x ∫
0
xe−2 x dx

b
Let b be a fixed number and assume ∫ f ( x ) dx exists for all t < b . Then if
t
b
lim ∫ f ( x ) dx exists we define the improper integral
t →−∞
t
b b

∫ f ( x ) dx = lim ∫ f ( x ) dx
−∞
t →−∞
t
b
The improper integral ∫ f ( x ) dx is said to be converge if this limit is a finite number
−∞
+∞ a
and to diverge otherwise. If both ∫ f ( x ) dx And ∫ f ( x ) dx
a −∞

converge for some number a, the improper integral of f ( x ) on the entire x-axis is
defined by
+∞ a +∞

∫ f ( x ) dx = ∫ f ( x )dx + ∫ f ( x ) dx
−∞ −∞ a
+∞ +∞
dx dx
Example Evaluate ∫ (answer: π ) ∫x (answer: π )
−∞
1 + x2 −∞
2
+ 2x + 2
7.2 Improper Integrals with Unbounded Integrands
b
If f is unbounded at a and ∫ f ( x ) dx exists for all t such that a < t ≤ b , then
t
b b

∫ f ( x ) dx = lim+ ∫ f ( x ) dx
t →a
a t

7
Lecture Note Definite Integral

If the limit exists (as a finite number), we say that the improper integral converge;
otherwise, the improper integral diverges. Similarly, if f is unbounded at b and
t

∫ f ( x ) dx exists for all t such that a ≤ t < b , then

a
b t

∫ f ( x ) dx = lim− ∫ f ( x ) dx
t →b
a a
c b
If f is unbounded at c where a < c < b the improper integral ∫ f ( x ) dx and ∫ f ( x ) dx
a c
b c b
both converge, then ∫ f ( x ) dx = ∫ f ( x ) dx + ∫ f ( x ) dx
a a c

We say that the integral on the left diverges if either or both of the integrals on the
right diverge.
1 3
dx dx
Example Find ∫
0 ( x − 1)
23 ∫
0
x−2
Note:
+∞ +∞
1. For x ≥ a , if 0 ≤ f ( x ) ≤ g ( x ) and if ∫ g ( x ) dx converges, then ∫ f ( x ) dx
a a
+∞ +∞
converge and ∫ f ( x ) dx ≤ ∫ g ( x ) dx
a a
+∞
dx
Example Investigate the convergence of ∫ x (1 + e )
1
2 x

+∞ +∞
2. For x ≥ a , if 0 ≤ f ( x ) ≤ g ( x ) and if ∫ f ( x ) dx diverges, then ∫ g ( x ) dx
a a

diverges.
+∞
x +1
Example Investigate the convergence of ∫
1 x3
dx
+∞ +∞
3. If ∫ f ( x ) dx is convergent then ∫ f ( x ) dx is also convergent, specifically
a a

absolute convergent.
+∞
sin x
Example Investigate the convergence of ∫
1
x3
dx

8 Area Between Two Curves

8.1 Area Between y = f ( x ) and y = g ( x )
If f and g are continuous functions on the interval [ a, b]
y = f ( x)
y
, and if f ( x ) ≥ g ( x ) for all x in [ a, b] , then the area of
the region bounded above by y = f ( x ) , below by A

y = g ( x ) , on the left by line x = a , and on the right by y = g ( x) x

a
the line x = b is defined by b
b
A = ∫ ⎡⎣ f ( x ) − g ( x ) ⎤⎦dx
a
8
Lecture Note Definite Integral

Example1 Find the area of region bounded above by y = x + 6 , bounded below by

34
y = x 2 , and bounded on the sides by the lines x = 0 and x = 2 . ans:
3
Example2 Find the area of the region enclosed between the curves y = x 2 and
y = x + 6 . 125
6

8.2 Area Between x = v ( y ) and x = w ( y )

If w and v are continuous functions and if
w ( y ) ≥ v ( y ) for all y in [ c, d ] , then the area of the d

region bounded on the left by x = v ( y ) , on the right v( y) w( y)

by x = w ( y ) , below by y = c , and above by y = d is
defined by c
d
A = ∫ ⎡⎣ w ( y ) − v ( y ) ⎤⎦ dy
c

Example1 Find the area of the region enclosed by x = y 2 and y = x − 2 , integrating

9
with respect to y . (ans: )
2
Example2 Find the area of the region enclosed by the curves y = x 2 and y = 4 x by
integrating a/. with respect to x b/. with respect to y

8.3 Area in Polar Coordinates

r = ρ (θ ) r = ρ 2 (θ )
r = ρ 1 (θ )
A
A′
θ =β θ =β
θ =α θ =α

( )
β β
1
( ) ( )
2 α∫ ⎣
2 2
1
A = ∫ ⎡⎣ ρ (θ ) ⎤⎦ dθ
2
A′ = ⎡ ρ 2 θ ⎤
⎦ ⎣ − ⎡ ρ1 θ ⎦ dθ
⎤
2α

3π
Example Calculate the area enclosed by the cardioid r = 1 − cos θ (answer: )
2
Example Find the area of region that is inside the cardioid r = 4 + 4 cos θ and outside
the circle r = 6 (answer: 18 3 − 4π ).

9 Volume of Solid
9.1 Volume By Cross Sections Perpendicular To The X-Axis
Let S be a solid bounded by two parallel planes perpendicular to the x-axis at x = a
and x = b . If, for each x in the interval [ a, b] , the cross-sectional area of S

9
Lectture Note Definite Inttegral

t the x-axiss is A ( x ) , thhen the volu

perppendicular to ume of the solid,
s providded A ( x ) iss
inteegrable, is defined by

b
A( x)

V = ∫ A ( x )d x
a a x b

9.2 Volume By
B Cross Seections Perrpendicularr To The Y-Axis
Y
S bee a solid bo
ounded by tw pendicular too the y-axis at y = c and
wo parallel planes perp n
y = d . If, for each
e y in thee interval [ c, d ] , the cro
oss-sectionaal area of S pperpendicullar
to thhe y-axis is A ( y ) , thenn the volumee of the soliid, providedd A ( y ) is inntegrable, is
defiined by d
V = ∫ A ( y )dy
c
Exaample 1 Derive thee formula foor the volum me of a rightt pyramid w
whose altitud
de is
1
h a. a 2 h .
h annd whose baase is a squaare with siddes of length
3
9.3 Volumes of
o Solids Of
O Revolutiion
y
y = f ( x)
R x a x b
a b

2.3.a Volumes
V by Disks Perp
pendicular To the x-A
Axis
b
V = ∫ π ⎡⎣ f ( x ) ⎤⎦ dx
2

Exaample 2 Find the voolume of thhe solid that is obtainedd when the rregion underr the
15π
curvve y = x over
o the intterval [1, 4] is
i revolved about the x-axis.( ans: )
2
4
Exaample 3 Derive the form o radius r. ((ans: π r 3 )
mula for thee volume off a sphere of
3
2.3.b Volumes
V by Washers Perpendicu
P ular to the x-Axis
x
Supppose that f and g are nonnegative continuou us
funcctions such that g ( x ) ≤ f ( x ) for a ≤ x ≤ b . Let
L R
be the
t region ennclosed bettween the grraphs of theese
a x = b . When
funcctions and lines x = a and W this reegion
is reevolved aboout the x -axxis, it generrates a solid whose
voluumes is defiined by

( )
b
V = ∫ π ⎡⎣ f ( x ) ⎤⎦ − ⎡⎣ g ( x ) ⎤⎦ dx
2 2

10
Lecture Note Definite Integral

Example 4 Find the volume of the solid generated when the region between the
1
graphs of f ( x ) = + x 2 and g ( x ) = x over the interval [ 0, 2] is revolved
2
69π
about the x-axis. Ans:
10
2.3.c Volumes By Disks Perpendicular To the y-axis
d
V = ∫ π ⎡⎣u ( x ) ⎤⎦ dy
2

2.3.d Volumes By Washers Perpendicular To y-axis

( )
d
V = ∫ π ⎡⎣u ( y) ⎤⎦ − ⎡⎣v ( y)⎤⎦ dy
2 2

2.3.e Cylindrical Shells Centered on the y-axis

Let R be the a plane region bounded above by a continuous curve y = f ( x ) , below
by the x-axis, and on the left and right respectively by the lines x = a and x = b . Then
the volume of the solid generated by revolving R about the y-axis is given by
b
V = 2π ∫ xf ( x ) dx
a

Example 5 Find the volume of the solid generated when the region enclosed between
y = x , x = 1, x = 4 and the x-axis revolved about the y-axis.
Solution
Since f ( x ) = x , a = 1, b = 4 , then the volume of the solid is
4
4π 124π
4 4
2 5
V = 2π ∫ x dx = 2π ∫ x dx = 2π ⋅ x 2 =
32
[32 − 1] =
1 1
5 1 5 5
Example 6 Find the volume of the solid generated when the region R in the first
quadrant enclosed between y = x and y = x 2 is revolved about the y-axis.
(Answer: π 6 )

3 Length of a Plane Curve

If f is a smooth function on [ a, b] , then the arc length L of the curve y = f ( x ) x = a
to x = b is defined by
2
⎛ dy ⎞
b b
L = ∫ 1 + ⎡⎣ f ′ ( x ) ⎤⎦ dx = ∫ 1 + ⎜ ⎟ dx
2

a a ⎝ dx ⎠
Similarly, for a curve expressed in the form x = g ( y ) where g ′ is continuous on [ c, d ]
, the arc length L from y = c to y = d defined by
2
d d
⎛ dx ⎞
L = ∫ 1 + ⎡⎣ g ′ ( y ) ⎤⎦ dy = ∫
2
1 + ⎜ ⎟ dy
c c ⎝ dy ⎠

11
Lecture Note Definite Integral

Example 1 Find the arc length of f ( x ) = x 2 from ( 0, 0 ) to (1,1)

Solution
f ( x ) = x2 ⇒ f ′ ( x ) = 2x
2
1 ⎛1⎞
1 + ⎡⎣ f ′ ( x ) ⎤⎦ = 1 + 4 x 2 =
2
⎜ ⎟ +x
2

2 ⎝2⎠
Then the arc length is defined by
2
1 ⎛1⎞
1
L = ∫ ⎜ ⎟ + x 2 dx
2 0 ⎝2⎠
1
⎡ 2 ⎛ 2 ⎞⎤ 2
⎛1⎞ ⎛1⎞ ⎜ ⎛ 1 ⎞ ⎟⎥
= ⎢x ⎜ ⎟ + + ⎜ ⎟ ln +
x 2
x x 2
+⎜ ⎟
⎢ ⎝2⎠ ⎝2⎠ ⎜ ⎝ 2 ⎠ ⎟⎥
⎣ ⎝ ⎠⎦0

=
1
2
1
5 + ln 2 + 5
4
( )
If the curve is given in polar coordinate system r = ρ (θ ) , α ≤ θ ≤ β then the arc
length of the curve is defined by
β β 2
⎛ dr ⎞
L = ∫ ⎡⎣ ρ (θ ) ⎤⎦ + ⎡⎣ ρ ′ (θ ) ⎤⎦ dθ = ∫ r 2 + ⎜
2 2
⎟ dθ
α α ⎝ dθ ⎠
Example 2 Find the circumference of the circle or radius a.
Solution
As a polar equation this circle is denoted by r = a , 0 ≤ θ ≤ 2π
2π 2π
2π
Then the arc length is L = ∫
0
a 2 dθ = a ∫ dθ = aθ
0
0
= 2π a

Example 3 Find the length of the cardioid r = 1 − cos θ

If the curve is defined by the parametric equation x = x ( t ) , y = y ( t ) , t ∈ [ a, b] , then the

length of the curve is
b
L = ∫ ⎡⎣ x′ ( t ) ⎤⎦ + ⎡⎣ y ′ ( t ) ⎤⎦ dt
2 2

a
Example 4 Find the circumference of the circle of the radius r
Solution
Parametric form, the circle is defined by x ( t ) = r cos t , y ( t ) = r sin t with t ∈ [ 0, 2π ] ,
then
2π 2π
L= ∫ r cos t + r sin tdt = ∫ rdt = 2π r
2 2 2 2

0 0

Example 5 Find the arc length of the astroid x ( t ) = a cos3 t , y ( t ) = a sin 3 t .(ans6a).
4 Area of Surface of Revolution
Let f be a smooth, nonnegative function on [ a, b] . Then the surface area S generated
by revolving the portion of the curve y = f ( x ) between x = a and x = b about x-axis is

12
Lecture Note Definite Integral

b
S = 2π ∫ f ( x ) 1 + ⎡⎣ f ′ ( x ) ⎤⎦ dx
2

For a curve expressed in the form x = g ( y ) where g ′ is continuous on [ a, d ] and

g ( y ) ≥ 0 for c ≤ y ≤ d , the surface area S generated by revolving the portion of the
curve from y = c to y = d about the y-axis is given by
d
S = 2π ∫ g ( y ) 1 + ⎡⎣ g ′ ( y ) ⎤⎦ dy
2

Example1 Find the surface area generated by revolving the curve y = 1 − x 2 ,

1
0 ≤ x ≤ about the x-axis.
2
Solution
−x
f ( x ) = 1 − x2 ⇒ f ′ ( x ) = . Thus,
1 − x2
12 12
x2
S = 2π ∫ 1− x 1+ dx = 2π ∫ dx = π
2

0
1 − x2 0

Example2 Find the surface area generated by revolving the curve y = 3 3x , 0 ≤ y ≤ 2

about the y-axis.
Solution
1
y = 3 3x ⇒ x = g ( y ) = y 3 . Thus, g ′ ( y ) = y 2 , then
3
⎛1 3⎞ 2π
2 2
S = 2π ∫ ⎜ y ⎟ 1 + y dy =
4
∫ y 3 1 + y 4 dy
0⎝
3 ⎠ 3 0
2π ⎤ π
2
⎡1
( ) ( )
32
= ⎢ 6 1+ y
4
⎥ = 9 17 − 1
32

3 ⎣ ⎦0

Exercises
Work out the following integrals
2 3
x dx 8
1. ∫ = − ln 3
0
x + 1 3
1
16 4
x 8
2. ∫ 1
dx = + 4 arctan 2
3
0
1+ x 4

π
1
3. ∫ 2 sin 3 x cos3 xdx =
0 12
π
4
4. ∫ 4 sec 4 θ dθ =
0 3
2

5. ∫
29 ( x − 2 ) 3 dx = 8+
3 3π
2
( x − 2) 2
3
3 +3

13
Lecture Note Definite Integral

π
dx π
6. ∫ 2 =
0 2 + sin x 3 3
2 x −3 4 3
7. ∫ 3 dx = 4 ln −
1 x + x 2
3 2
1 dx π
8. ∫ x − x = arctan e −
0 e +e 4
π
3π
9. ∫ 2 sin 4 xdx =
0 16
π 3π
10. ∫ cos 4 xdx =
0 8
e2 dx
11. ∫ = ln 3
(
1 x 1 + ln x
)
e2 dx 2
12. ∫ =
x (1 + ln x )
2
1 3
1 xdx 9
13. ∫ = ln
x + 3x + 2
0 2
8
1 z
3
π
14. ∫ 8 dz =
0 z +1 16
2
dx π
15. ∫ 2
=
0
1 − x2 4
dx π
16. ∫
5
=
2
5 + 4x − x 2 2

π
2
17. ∫ 2 sin 3 xdx =
0 3
e2 dx
18. ∫ = ln 2
e x ln x

Find the derivative of the following functions

19. F ( x ) = ∫ ln tdt , Ans: lnx
x

1
0
20. ∫ 1 + t dt , Ans: − 1 + x 4
4
x
x2
21. F ( x ) = ∫ e − t dt , Ans: −e − x + 2 xe − x
2 2 4

⎛ 1 ⎞
22. F ( x ) = ∫1 cos ( t 2 ) dt , Ans:
1 x 1
cos ⎜ 2 ⎟ + cos x
⎝x ⎠ 2 x
2
x x
Work out the following integrals
xdx
23. ∫
1
=1
0
1 − x2
∞
24. ∫ e− x dx = 1
0
+∞ dx π
25. ∫ = , ( a > 0)
0 a +x22
2a

14
Lecture Note Definite Integral

dx π
26. ∫
1
=
0
1 − x2 2
1
27. ∫ ln xdx = −1
0
+∞ dx
28. ∫ =π
−∞ x + 2 x + 2
2

9 dx
29. ∫ =9
( x − 1)
0 23

∞ dx
30. ∫ =2
e
x ln x ln x
∞ dx π
31. ∫ 2 =
0 x + a2
2 a
∞ dx π
32. ∫ x − x =
0 e +e 4
∞ dx 1
33. ∫ =
2 x ln 2 x ln 2
Compute the improper integrals (or prove their divergence)
∞ dx
34. ∫ 4
1 x
∞
35. ∫ e− ax dx, a > 0
0
+∞
2 xdx
36. ∫
x2 + 1
−∞

+∞ ln x
37. ∫ dx
2 x
∞ dx
38. ∫ 2
1 x
( x + 1)
∞ dx
39. ∫
(1 + x )
0 3

∞ dx
40. ∫
2
x x2 − 1
∞ dx
41. ∫ 2
a
x 1 + x2
∞
42. ∫ xe − x dx
2

0
∞
43. ∫ x3e− x dx
2

0
∞
arctan x
44. ∫ dx
1 x2
∞ dx
45. ∫
0 1 + x3

+∞ dx
46. ∫
( x + 1)
−∞ 2 2

15
Lecture Note Definite Integral

ln x ∞ ln x 1
47. For p ≤ 1 , is
1 x p ∫
dx convergent? (Hint: p ≥ p for x ≥ e )
x x
∞ dx ∞ dx
48. For what values of k are the integrals ∫ k and ∫ convergent?
x ( ln x )
2 x ln x 2 k

dx
, ( b < a ) convergent?
b
49. For what values of k is the integral ∫
(b − x )
a k

50. Show that ∫ f ( x ) dx = 2∫ f ( x ) dx if f ( x ) is even and ∫ f ( x )dx = 0 if f ( x ) is odd.

a a a

−a 0 −a
∞ ∞ ∞ −x
e
∫e dx = 2 ∫ e − x dx = ∫
−x 2 2
51. Show that dx
−∞ 0 0 x
π
1 2
dx sin x
52. Show that ∫0 arccos x ∫0 x dx
=
π π
2 2
53. ∫ f ( sin x ) dx = ∫ f ( cos x ) dx
0 0

54. The Laplace Transformation of the function f is defined by the improper integral
+∞
F (s) = L { f ( t )} = ∫ e − st
f ( t ) dt .
0

Show that for constant a (with s − a > 0 )

a. L {e at } =
1 a 1 s
b. L {a} = c. L {t} = 2 d. L {cos at} = 2
s−a s s s + a2
a
e. L {sin at} = 2
s + a2
1
55. Find the first quadrant area under the curve y = e −2 x (answer: )
2
56. Let R be the region in the first quadrant under xy = 9 and to the right of x = 1 .
Find the volume generated by revolving R about the x-axis. (answer: 81π )

1
57. Derive a formula V = π r 2 h for the volume of a right circular cone of height h
3
and radius of base r.

58. Let R be the region above the curve y = x 3 under the line y = 1 and between
x = 0 and x = 1 . Find the volume generated by revolving R about a). x-axis, b).
about y-axis.

6 3
(answer: a). π , b). π )
7 5

59. Find the area of the region between y = x 3 and the lines y = − x and y = 1

60. Find the area of the region bounded by the curve y = sin x , y = cos x and x = 0 and
x = π 4 (answer: 2 − 1 )

16
Lecture Note Definite Integral

61. Find the area of the region bounded by parabolas y = x 2 and y = − x 2 + 6 x .

(Answer: 9)

62. Find the area of the region bounded by the parabola x = y 2 + 2 and the line
125
y = x − 8 . (answer: )
6

62. Find the area of the region bounded by the parabolas y = x 2 − x and y = x − x 2 .

1
(Answer: )
3

x4 1 33
62. Find the arc length of the curve y = + 2 from x = 1 to x = 2 (ans: )
8 4x 16

63. Find the arc length of the curve x 2 3 + y 2 3 = 4 from x = 1 to x = 8 (ans: 9)

17
64. Find the arc length of the curve 6 xy = x 4 + 3 from x = 1 to x = 2 (ans: )
12

π
65. Find the area inside the cardioid r = 1 + cos θ and outside r = 1 (ans: +2)
4

66. Find the area inside the circle r = sin θ and outside the cardioid r = 1 − cos θ

x2 y2
67. Find the volume generated by revolving the ellipse 2 + 2 = 1 about x-axis.
a b
4
Answer: π ab 2
3

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Norton University Infinite Series

Infinite Series
1. SEQUENCES AND THEIR LIMITS
Sequences
A sequence {an } is a function whose domain is a set of nonnegative integers and
whose range is the subset of real number. The functional value a1 , a2 , a3 … are called terms of
the sequence and an is called the nth term, or general term of the sequence.

Limit of the sequence

If the terms of the sequence approach the number L as n increases without bound, we
say that the sequence converges to the limit L and write
L = lim an
n →+∞

Convergent sequence
The sequence {an } converges to the number L, and we write L = lim an if for
n →∞

every ε > 0 , there is an integer N such that an − L < ε whenever n > N . Otherwise, the
sequence diverges.

Limit Theorem for Sequences

If lim an = L and lim bn = M , then
n →∞ n →∞

1. Linearity Rule: lim ( ran + sbn ) = rL + sM

n →∞

2. Product Rule: lim ( anbn ) = LM

n →∞

an L
3. Quotient Rule: lim = provided M ≠ 0
n →∞ bn M
4. Root Rule: lim m an = m L provided m an is defined for all n and m
L exists.
n →∞

Example:
Find the limit of the convergent sequences
⎧ 2 n 2 + 5n − 7 ⎫
a/. ⎨
⎩ n3
⎬
⎭
b/.
⎧ 3n 4 + n − 1 ⎫
⎨ 4 2 ⎬
⎩ 5n + 2 n + 1 ⎭
c/. { }
n 2 + 3n − n

Limit of a sequence from the limit of a continuous function

The sequence {an } , let f be a continuous function such that an = f ( n ) for n = 1, 2,3,… If
lim f ( x ) exists and lim f ( x ) = L , the sequence {an } converge and lim an = L .
x →∞ x →∞ n →∞

⎧ n ⎫ 2
n2
Example: Given that the ⎨ ⎬ converges, evaluate lim
n →∞ 1 − e n
⎩1 − e ⎭
n

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Norton University Infinite Series

Bounded, Monotonic Sequences

Name Condition
Strictly increasing a1 < a2 < … < ak −1 < ak < …
Increasing a1 ≤ a2 ≤ … ≤ ak −1 ≤ ak ≤ …
Strictly decreasing a1 > a2 > … > ak −1 > ak > …
Decreasing a1 ≥ a2 ≥ … ≥ ak −1 ≥ ak ≥ …
Bounded above by M an ≤ M for n = 1, 2,3,...
Bounded below by m m ≤ an for n = 1, 2,3,...
Bounded If it is bounded both above and below

2. INFINITE SERIES; GEOMETRIC SERIES

An infinite series is an expression of the form
∞
a1 + a2 + a3 + = ∑ ak
k =1
and the nth partial sum of the series is
n
S n = a1 + a2 + + an = ∑ ak
k =1

The series is said to converge with sum S if the sequence of partial sums {sn } converges to S.
In this case, we write
∞

∑a
k =1
k = lim Sn = S
n →∞

∞
If the sequence {S n } does not converge, the series ∑a
k =1
k diverges and has no sum.
∞
1
Example: Show that the series ∑k
k =1
2
+k
converges and find its sum.

Solution:
1 1 1
We have = − . Then
k + k k k +1 2

⎛ 1⎞ ⎛1 1⎞ ⎛1 1⎞ ⎛1 1 ⎞
S n = ⎜1 − ⎟ + ⎜ − ⎟ + ⎜ − ⎟ + + ⎜ − ⎟
⎝ 2⎠ ⎝ 2 3⎠ ⎝3 4⎠ ⎝ n n +1 ⎠
1
= 1−
n +1
⎛ 1 ⎞
lim S n = lim ⎜1 − ⎟ =1
n →∞ n →∞
⎝ n +1 ⎠
Example: Prove that the series convergent and find its sum
∞ n ∞
∞
1 ⎛2⎞ 1
a. ∑ b. ∑ ⎜ ⎟ c. ∑2
n =1 ( 2n − 1)( 2n + 1) n =1 ⎝ 3 ⎠ k =1
k

Geometric Series
A geometric series is an infinite series in which the ratio of successive term in the
series is constant. If this constant ratio is r , then the series has the form
∞

∑ ar
k =0
k
= a + ar + ar 2 + ar 3 + + ar n + ,a ≠ 0

2
Norton University Infinite Series

Geometric Theorem
∞
The geometric series ∑ ar
k =0
k
with a ≠ 0 diverges if r ≥ 1 and converges if r < 1 with
∞
a
sum ∑ ar k =
k =0 1− r
Proof:
The nth partial sum of the geometric series is S n = a + ar + ar 2 + + ar n −1 .
Then, rS n = ra + ar 2 + ar 3 + + ar n
⇒ rS n − S n = ar n − a

⇒ Sn =
(
a r n −1 ) ,r ≠1
r −1
n →∞
If r > 1 ⇒ r n ⎯⎯⎯ → ∞ ⇒ lim Sn = ∞
n →∞

n →∞ a
If r < 1 ⇒ r n ⎯⎯⎯ → 0 ⇒ lim Sn =
n →∞ 1− r
THE INTEGRAL TEST, p-series
Divergent Test
If lim ak ≠ 0, then the series ∑ ak must diverge.
k →∞

Proof:
Suppose the sequence of partial sums {S n } converges with sum L, so
that lim Sn = L . Then we also have lim Sn −1 = L .
n →∞ n →∞

We have S k − Sk −1 = ak , and then it follows that

lim ak = lim ( S k − S k −1 ) = L − L = 0
k →∞ k →∞

We see that if ∑a k converges, then lim ak = 0 . Thus, if lim ak ≠ 0 , then ∑ ak diverges.

k →∞ k →∞

Example:
∞
k 1 2 3 k
∑ k +1 = 2 + 3 + 4 +
k =1
+
k +1
+ Diverges since

k
lim = 1( ≠ 0 )
k →∞ k + 1

The Integral Test

If ak = f ( k ) for k = 1, 2,3,... where f is a positive continuous and decreasing function
of x for x ≥ 1 then
∞ ∞

∑ ak And
k =1
∫ f ( x ) dx
1
either both converge or both diverge.
∞
1
Example: Test the series ∑ for convergence
k =1 k
Solution:
1
We have f ( x ) = is a positive, continuous and decreasing for x ≥ 1 .
x
∞ b ∞
1 1 1
∫1 x dx = blim ∫ dx = lim [ ln b ] = ∞ , implying that ∫ dx diverges.
→∞ x b →∞ x
1 1

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Norton University Infinite Series

∞
1
Hence ∑ k diverges.
k =1
Example: Investigate the following series for convergent
∞ ∞
k 1 1 2 k
1. ∑ k 5 2. ∑ 2 3. + 4 + + k 2 +
k =1 e k =1 k e e e

p-series
A series of the form
∞
1 1 1 1
∑k
k =1
p
=p
1 2
+ p+ p+
3
where p is a positive constant, is called a p-series.
Note: The harmonic series is the case where p = 1 .

Theorem, the p-series test

∞
1
The p-series ∑ p converges if p > 1 and diverges if p ≤ 1 .
k =1 k
Proof:
1 px p −1
Let f ( x ) = p f ( x) = − 2 p
′ then f ′ ( x ) < 0 if p > 0
x x
1
Hence f ( x ) = p is continuous, positive and decreasing x ≥ 1 and p > 0 .
x
For p = 1 , the series is harmonic, that is it diverges
For p > 0 and p ≠ 1 we have:
⎧ 1
∞
dx
b
b1− p − 1 ⎪ , p >1
∫1 x p = lbim ∫
−p
x dx = lim = ⎨ p −1
→∞ b →∞ 1 − p
1 ⎪ ∞, 0 < p < 1
⎩
That is, this improper integral converges if p > 1 and diverges if 0 < p < 1
For p = 0 , the series becomes
∞
1 1 1 1
∑k =1 k
0
= + + +
1 1 1
1
For p < 0 , we have lim p = ∞ , so the series diverges by the convergence test.
k →∞ k

Hence, a p-series converges only when p > 1 .

Example: Test each of the following series for convergence
∞
1 ∞
⎛1 1 ⎞
a. ∑ b. ∑ ⎜ k − ⎟
k =1 k3 k =1 ⎝ e k⎠
Solution:
k 3 = k 3 2 . So p = 3 2 > 1 and the series converges.
a.
∞
1 1
b. We have ∑ k converges, because it is a geometric series with r = < 1 .
k =1 e e
∞
1 1
And ∑ diverges because it is a p-series with p = < 1
k =1 k 2
∞
⎛1 1 ⎞
Hence ∑ ⎜ k − ⎟ diverges.
k =1 ⎝ e k⎠

4
Norton University Infinite Series

4. COMPARISON TEST

n Direct Comparison Test

∞ ∞
Suppose 0 ≤ ak ≤ ck for all k ≥ N for some N . If ∑ ck converges, then
k =1
∑a
k =1
k also

converges.
∞ ∞
Let 0 ≤ d k ≤ ak for all k ≥ N for some N. If ∑ dk diverges, then
k =1
∑a
k =1
k also diverges.
∞
1
Example: Test the series ∑3
k =1
k
+1
for convergence.

Solution:
∞
1 1 1
We have 3k + 1 > 3k > 0 for k ≥ 1 . Then 0 < < k . Since
3 +1 3
k ∑3
k =1
k
converges,
∞
1
it implies that
k =1
∑3 +1k
converges.

Example: Test for convergence the following series

∞ ∞
1 1
a. ∑ b. ∑
k =2 k −1 k =1 k !
o Limit Comparison Test
ak
Suppose ak > 0 and bk > 0 for all sufficiently large k and that lim = L where L is
k →∞ bk
finite and positive ( 0 < L < ∞ ) . Then ∑a k and ∑b
k either both converge or both diverge.
∞
1
Example: Test the series ∑2
k =1
k
−5
for convergence.

Solution:
1
We see that ∑ is a convergent series for it is the geometric series with
2k
1
r = < 1 . Moreover
2
1
2k
lim 2 − 5 = k
k
=1
k →∞ 1 2 −5
2k
1
Hence ∑ k is convergent too.
2 −5
The zero-infinity limit comparison test
Suppose ak > 0 and bk > 0 for all sufficient large k.

ak
= 0 and ∑ bk converges, then ∑ ak converges
If lim
bk k →∞

a
If lim k = ∞ and ∑ bk diverges, then ∑ ak diverges.
k →∞ b
k
5. THE RATIO TEST AND THE ROOT TEST
ak +1
Theorem: Given the series ∑a k with ak > 0 , suppose that lim
k →∞ a
=L
k

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Norton University Infinite Series

The ratio test states the following:

If L < 1 , then ∑ ak converges
If L > 1 , then ∑a k diverges
If L = 1 , then the test is inconclusive

∞
2k
Example: Test the series ∑
k =1 k !
for convergence.

Solution:
2k
Let ak = and note that
k!
2k +1
a
lim k +1 = lim
( k + 1)! = lim k !2k +1 = lim 2 = 0 < 1 and the series is
k →∞ a k →∞ 2k k →∞ ( k + 1) !2 k k →∞ k + 1
k
k!
convergent.

Example: Find all number x > 0 for which the series

∞

∑k
k =1
x = x + 23 x 2 + 33 x 3 +
3 k

converges.
Solution:
( k + 1)
3
x k +1
3
⎛ k +1 ⎞
L = lim = lim ⎜ ⎟ x=x
⎝ k ⎠
k →∞ 3 k k →∞
k x
Thus, the series converges if L = x < 1 and diverges if x > 1 . When x = 1 , the series
∞
becomes ∑k
k =1
3
, which diverges by divergence test.

Root Test:
Given the series ∑a k with ak ≥ 0 , suppose that lim k ak = L . The root test states the
k →∞

following:
If L < 1 , then ∑a k converges
If L > 1or L is infinite, then ∑a k diverges.
If L = 1 , the root test is conclusive.

∞
1
Example: Test the series ∑ for convergence.
( ln k )
k
k =2

Solution:
1
Let ak = and note that
( ln k )
k

1
L = lim k ak = lim k ( ln k )
−k
= lim = 0 < 1 . Then, the series converges.
k →∞ k →∞ k →∞ ln k

∞ k2
⎛ 1⎞
Example: Test the series ∑ ⎜1 + ⎟ for convergence.
k =1 ⎝ k⎠

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Norton University Infinite Series

∞
k!
Example: Test the series ∑ 1⋅ 4 ⋅ 7 ( 3k + 1) for convergence.
k =0

6. ALTERNATING SERIES; ABSOLUTE AND CONDITIONAL CONVERGENCE

There are two classes of series for which the successive terms alternate in sign, and
each of these is appropriately called alternating series:
∞

∑ ( −1)
k
ak = − a1 + a2 − a3 +
k =1
∞

∑ ( −1)
k +1
= a1 − a2 + a3 − a4 +
k =1

where ak > 0 in both cases.

Alternating Series Test

∞ ∞

∑ ( −1) ak or ∑ ( −1)
k k +1
An alternating series ak where ak > 0 , for all k, converges if
k =1 k =1
both of the following two conditions are satisfied:
1/. lim ak = 0
k →∞

2/. {ak } is decreasing sequence; that is, ak +1 ≤ ak for all k.

( −1)
k +1
∞
Example: Determine if the following series is convergent or divergent. ∑
k =1 k
Solution:
1 1 1
We have lim bk = lim = 0 and bk = > = bk +1 . Hence the series is
k →∞ k →∞ k k k +1
convergent.
( −1)
k
∞ k2
Example: Investigate the series ∑
k =1 k2 + 5
∞ cos ( nπ )
Example: Determine if the following series is convergent or divergent. ∑
n=2 n

Absolutely And Conditionally Convergent Series

The series ∑ ak is absolutely convergent if the related series ∑a k converges. The
series ∑a k is conditionally convergent if it converges but ∑a k diverges.

The Generalized Ratio Test

For the series ∑ ak , suppose ak ≠ 0 for k ≥ 1 and that
ak +1
lim =L
k →∞ ak
where L is a real number or ∞ , then
If L < 1 , then the series ∑ ak converges absolutely and hence converges.
If L > 1 or L infinite, the series ∑a k diverges.
If L = 1 , the test is inconclusive.

Example: Determine if each of the following series are absolute convergent,

conditionally convergent or divergent.

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Norton University Infinite Series

( −1) ( −1)
n n+2
∞ ∞ ∞
sin n
a. ∑
n=1 n
b. ∑
n=1 n 2
c. ∑
n =1 n
3

7. POWER SERIES
An infinite series of the form
∞

∑ a ( x − c) = a0 + a1 ( x − c ) + a2 ( x − c ) +
k 2
k
k =0

is called a power series in ( x − c ) . The number a0 , a1 , a2 ,… are the coefficients of

∞

∑a x
k =0
k
k
= a0 + a1 x + a2 x 2 +

which may be considered as an extension of a polynomial in x.

Convergence of a power series
∞
For a power series ∑a x
k =0
k
k
, exactly one of the following is true:

1. The series oversees for all x.

2. The series converges only for x = 0
3. The series converges absolutely for all x in an open interval ( − R, R ) and diverges
for x > R . It may either converge of diverge at the endpoints of the interval, x = − R and
x= R.
We call the interval ( − R, R ) the interval of convergence of the power series. R is
called the radius of convergence of the series. If the series converges only for x = 0 , the
series has radius of convergence R = 0 and if it converges for all x , we say that R = ∞ .
∞
xk
Example: Show that the power series ∑ converges for all x.
k =1 k !
Solution:
x k +1

L = lim
( k + 1) !
= lim
x k ++1k !
= lim
x
=0
k →∞ xk k →∞ ( k + 1) ! x k k →∞ k + 1

k!
Hence the series converges for all x.

∞
xk
Example: Determine the convergence set for the power series ∑
k =1 k
Solution:
By the generalized ratio test, we find
x k +1
L = lim k k+ 1 = lim
k
x = x
k →∞ x k →∞ k +1
k
The power series converges absolutely if x < 1 and diverges if x > 1 .
( −1)
k
∞
For x = −1 : ∑
k =1 k
converges by the alternation series test

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Norton University Infinite Series

(1)
k
∞
For x = 1 : ∑
k
diverges
k =1

Thus, the given-above power series converges for −1 ≤ x < 1 and diverges otherwise.
∞
2k x k
Example: Find the interval of convergence for the power series ∑ . What is the
k =1 k
radius of convergence?
( x + 1)
k
∞
Example: Find the interval of convergence of the power series ∑
k =0 3k

Term-By-Term Differentiation and Integration Of Power Series

∞
A power series ∑a x
k =0
k
k
with radius of convergence R can be differentiated or

integrated term by term on its interval of absolute convergence − R < x < R . More specifically,
∞
if ∑ ak x k for x < R , then for x < R we have
k =0
∞
f ′ ( x ) = ∑ kak x k −1 = a1 + 2a2 x + 3a3 x 2 +
k =1
and
⎛ ∞ ⎞ ∞ ∞

∫ f ( x ) dx = ∫ ⎜ ∑ ak x k ⎟dx = ∑
⎝ k =0 ⎠ k =0
( )
∫ ak x dx = ∑
k ak k +1
k =0 k + 1
x +C

∞
xk
Example: Let f be a function defined by the power series f ( x ) = ∑ for all x
k =0 k !

Show that f ′ ( x ) = f ( x ) for all x, and deduce that f ( x ) = e x

Solution:
d ⎡ x 2 x3 x 4 ⎤
f ′( x) = ⎢1 + x + + + + ⎥
dx ⎣ 2! 3! 4! ⎦
2 x 3x 2 4 x3
= 0 +1+ + + +
2! 3! 4!
x 2 x3
= 1+ x + + +
2! 3!
= f ( x)

If we have f ′ ( x ) = f ( x ) , then f ( x ) = Ce x and f ( 0 ) = C

x 2 x3 0 2 03
f ( x ) = 1 + x + + + , then f ( 0 ) = 1 + 0 + + + =1
2! 3! 2! 3!
So we obtain C = 1 . Therefore f ( x ) = e .
x

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Norton University Infinite Series

8. TAYLOR AND MACLAURIN SERIES

Definition:
If f has derivatives of all orders at a , then we define the Taylor series f about x = a
to be

f(
k)
f(
k)
∞
(a) f ′′ ( a ) (a)
∑ ( x − a) = f ( a ) + f ′ ( a )( x − a ) + ( x − a) ( x − a)
k 2 k
+ + +
0 k! 2! k!
Definition:
If f has derivatives of all orders at a , then we define the Taylor series f about x = a
to be

f(
k)
f(
k)
∞
( 0) f ′′ ( 0 ) ( 0) xk +
∑ ( x ) = f ( 0) + f ′ ( 0) x +
k
x2 + +
0 k! 2! k!

Example: Find the Maclaurin series for e x , cos x , and sin x

Example: Find the Taylor series about x = 1 for 1 x

9. TAYLOR’FOMULA WITH REMAINDER; CONVERGENCE OF

TAYLOR SERIES

Taylor’s Theorem
Suppose that a function f can be differentiated n + 1 times at each point in an interval
containing the point a, and let
f ′′ ( a ) f ( ) (a)
n

pn ( x ) = f ( a ) + f ′ ( a )( x − a ) + ( ) ( x − a)
2 k
x − a + +
2! n!
be the nth Taylor polynomial about x = a for f . Then for each x in the interval, there is at
least one point c between a and x such that
f ( ) (c)
n +1

Rn ( x ) = f ( x ) − pn ( x ) = ( x − a)
n +1

( n + 1)!

f(
n +1)

We can rewrite f ( x ) = pn ( x ) +
( c ) x − a n+1
( )
( n + 1)!
then we can write f ( x ) as
f(
n)
f(
n +1)
f ′′ ( a ) (a) ( c ) x − a n+1
f ( x ) = f ( a ) + f ′ ( a )( x − a ) + ( x − a) ( x − a) ( )
2 k
+ + +
2! n! ( n + 1)!
and we call it Taylor’s formula with remainder.

Convergence of Taylor Series

The Taylor series for f converges to f ( x ) at precisely those points where the
remainder approaches zero; that is,
f ( ) (a)
∞ k

f ( x) = ∑ ( x − a ) ⇔ nlim Rn ( x ) = 0
k

k! →+∞
k =0

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Norton University Infinite Series

Constructing Maclaurin Series by Substitution

Sometimes Maclaurin series can be obtained by substituting in other Macluarin series

x 2 x3
Example: Using the Maclaurin series e x = 1 + x + + + −∞ < x < +∞
2! 3!
we can derive the Maclaurin series for e− x by substituting − x for x to obtain
(−x) (−x)
2 3

e −x
= 1+ (−x) + + + −∞ < − x < +∞
2! 3!
−x x 2 x3
or e = 1− x + − + −∞ < x < +∞
2! 3!

Example: Obtain the Maclaurin series for 1 (1 − 2x 2 ) by using the Maclaurin series
1
= 1 + x + x 2 + x3 + −1 < x < 1
1− x

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