CHAPTER 1

1. INFINITE SEQUENCES AND SERIES

Unit Introduction

In this chapter we will be concerned with infinite sequences and series. This unit is divided
into four sections. The first section presents definitions and notations of sequence,
convergence and divergence properties of Sequences and the basic properties of sequence, in
particular boundedness and monotoness will also be treated in this section. The Second
section presents partial sum of a sequence, definition and notation of a series and The third
section deals with Different types of tests for convergence, in particular Integral Test,
Comparison Test, Root Test, and Ratio Tests. Alternating Series; Absolute and Conditional
Convergences will be treated in the fourth section.

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

 Define different types of sequences.

 Identify basic properties of sequence.
 Determine whether a given sequence converges or not, bounded or not and
monotone or not.
 Demonstrate how to test monotonocity sequences together with solving exercises.
 Apply the concept of sequence in solving real life problems.
 Identify the relation between sequence and series.
 Define the term series.
 Identify the two types of series.
 Choose appropriate test for convergence of infinite series.
 Demonstrate the application of different tests together with solving exercises.
 Apply the concept of series in solving real life problems

1
1.1 Real sequences
Infinite sequences and series were introduced briefly in A Preview of Calculus in connection
with Zeno’s paradoxes and the decimal representation of numbers. Their importance in
calculus stems from Newton’s idea of representing functions as sums of infinite series. For
instance, in finding areas he often integrated a function by first expressing it as a series and
then integrating each term of the series. The main objective of this unit is to study about
infinite series. To do so it is important to be familiar with the basic concepts of sequences
and convergence of sequences primarily.

1.1.1 Notations and Terminology

We begin this section with two questions to remind readers their previous study about
sequences and motivate(brainstorm) readers for their studies about sequence from the
section:
1. Define: i) Arithmetic Sequence
ii) Geometric Sequence
2. Give two examples of each sequence.
In everyday language, the term “sequence” means a succession of things in a definite order,
chronological order, size order, or logical order. In mathematics, the term “sequence” is
commonly used to denote a succession of numbers called terms in a definite order:

a1 , a2 , a3 , a4 ,....., an ......

The number a1 is called the first term, the number is called the second term is called
the third term and in general the nth term is denoted by

Definition: A Real sequence is a real valued function whose domain is the set of positive
integers greater or equal to a given integer m (usually 0 or 1).

Examples:

1. 2,4,6,8,...

 1 1 1 1 
2. 1, , , , ,...
 2 3 4 5 
1 2 3 4 
3.  , , , ,...
2 3 4 5 

2
 1 1 1 1 
4.  , , , ,...
 2 4 8 16 

For example, in the sequence {2,4,6,8,...} of example 1,We have the following:

Term 1 2 3 4 … n
number

Term 2 4 6 8 … 2n

Each term is twice the term number; thus the n th term is given by the formula 2 . We denote
this by writing the sequence as 2,4,6,8,...,2n,... . We call the function f n  2n the general
term of the sequence. Similarly, sequences of the above types can be defined by giving a
formula for the n th -term.

Quick check Class Exercises 1.1.1

1: Find the general term of each sequences in example 2-4 above .by relating each term with
their respective term numbers.(Group Discussion in a Class)

Notations:
i. When the general term an , n  m of the sequence is known, it is usually denoted by

an n  m or am , am1 , am2 ,, amn1 , an   .

ii. If m  1, or m  0 the sequence is written as a n n 1 or a n n  0 . The letter n in these

 

notation is called the index of the sequence and the element a i is called the i th  term of the
sequence.
iii. Since sequence a n n  m is a function, then we may also write f (n)  an .


Graphs of Sequences
Since sequences are functions, it makes sense to talk about the graph of a sequence. For

1 
example, the graph of the sequence   is the graph of the equation
 n  n 1
1
y , n  1,2,3....
n

3
Because the right side of this equation is defined only for positive integer values of n, the
graph consists of a succession of isolated points (Figure a). This is different from the graph of
1
y , x  1 which is a continuous curve (Figure b)
x

Remarks:

1. There are sequences that do not have a simple defining equation. For instance,
a) The sequence p n , where p n is the population of the world as of January 1 in the year n.

b) Let a n be the digit in the n th decimal place of the number e , then a n  is well defined

sequence whose first few terms are 7,1,8,2,8,1,8,2,8,4,5,  .

2. Some sequences also arise from a formula or a set of formulas that specify how to
generate each term in a sequence from terms that precede it; such sequences are said to be
sequences defined recursively and the formulas are said to be recursion formulas.
For instance,
a) The Fibonacci Sequence  f n 1 is defined by the recursion formulas:


f1  3, f 2  5 , f n  f n 1  f n  2, n  3.

The first few terms of the sequence are: 3,5,8,13,21,34,55,89,144,  

A sequence an n  m where


Definition:

an  (1) n  bn and either bn  0 or bn  0, n  m

is called an oscillating sequence.

Examples: Sequences (1) n n3


and  (1) 
 n
are oscillating sequences because of the
 3n  4  n 1

fact that the terms of the sequence alternate between positive and negative numbers.
4
Activity 1.1.1 ( Home work)
1.List at least three elements of the sequence given below (Individual Exercises)

a) a 
, where an 
 1 n  1
n
a1 ______ , a2  _______, a3  _________
n n 1 n
3
a1  ____ , a2  ______, a3  ______
b) an n3 , where an  n  3 ,

cos n a1 _____ , a2  ____, a3  _______

c) an n0 , where an  ,
6
2n a1  ______ , a2  _____, a3  _____
d) an n1 , where an  ,
n  1!
a1  _____ , a2  ______, a3  ______
e) an n1 , where an 
n
n 1
,
2

s1  ______ , s2  _____, s3  ______
f) sn n1 , where sn   ,
1
k 1 k

x n1 a  ______ , a2  ______, a3  _____

g) an n1 , where an  , 1
2n  1
3. Find the general formula a n of the indicated sequence.(Group Discussion)

Sequence an

a. { 2,9,16,23,30, …}

b. {1,8,27,64,125, …}
1 1 1 1
c. {1, , , , , …}
3! 5! 7! 9!

1 1 1 1 1 1
d. 1, 1  , 1   , 1    , ...
3 3 5 3 5 7

 x3 x5 x7 
e.  x, , , ,...
 3! 5! 7! 

 e e 2 e3 e 4 e5 
f.  , , , , ,...
 2 2 6 8 10 

Assessment
 Asking an answer for some of the questions.
 Check students participation in the group activity.
 Give feedback to their answers

5
1.1.2 Convergence and Divergence of Sequence

Since sequences are functions, we can inquire about their limits. However, because a
sequence a n  is only defined for integer values of , the only limit that makes sense is the

limit of a n as n   .

Definition:(Limits of sequences)
1. A sequence an n m is said to converge to some finite limit L , written as: lim a n  L ,

n  

if and only if
  0, no  N  n  no  an  L   .

A sequence that does not converge to some finite limit L is said to diverge.
2. A sequence an n m is said to diverge to  , written as lim an   , if and only if

n
 

M  0, no  N  n  no  an  M .

Similarly , an n m is said to diverge to   if for every negative integer M


3.

no  N  n  no  an  M and written as lim a n   

n  

Examples:
1. Let a n  c , for ,where c is a constant. show that lim a n  c.
n  

Solution: Given any we need to find N such that an  L   , n  N . That is we need

to find N which satisfies : an  L  c  c  0   , n  N

Since this is always true we can choose N=1, therefore

an  L  c  c  0   , n  1 .

Thus lim an  c. Limit of constant an  c sequence is constant.

n
 

1
2. Show that lim 0 .
n   n
Solution: Given any we need to find N such that an  L   , n  N . That is we need

1 1
to find N which satisfies: a n  L   0    , n  N .
n n

6
 1 1 1 1
Since n  N   , we can Choose N,so that   i.e N  . Therefore
n N N 
1 1 1
an  L  0     , n  N
n n N
1
So by the definition of limit lim 0 .
n   n

3. Show that lim  n   .

n

Solution: Here we want to show that for every negative integer M  0, there exists n0  N

such that n  no  an  M i.e we need to find

no  N & n  no  an   n  M .

Thus for any number M we can find a number n0  M  12  N such that

n  no  an   n   n0   M  1   M  1  M
2

Therefore by the above definition of limit lim  n   .

n

Theorem 1.1.1: If a sequence an n m converges then its limit is unique.

Proof: Suppose there exists two limits L1 & L2 .Therefore by the definition of limit for every

positive number there exists N1 , N 2  N such that

an  L1   , n  N1 and an  L2   , n  N 2

So if we choose n0  maxN1 , N 2 we have

L1  L2  L1  an  an  L2  an  L1  an  L2  2 , n  n0

 L1  L2  0  L1  L2

Remark: Convergence or divergence of a sequence an n m is a property which does not
depend on the initial terms of the sequence rather it is a result of the behavior of the general
term eventually i.e. as n 
  . For instance, see the sequences
1 1 1
 100,  200, 400,  800, , , ,  is convergent.
2 3 4
1 1 1 1
 1, , , , ,10,  10 , 10,  10,  is divergent.
2 3 4 5

7
Quick check Class Activity 1.1.2 :

1. Use the definition of limit of sequences to show that

a) lim  n  
n

b)  1
n 

n 1 diverges c) lim n 2  
n 

n
2. Given that lim n  1  1 . By using the definition of limit, find the smallest value of N for
n 

the given value of  in each part.

a.   0.25 b.   0.1 c)   0.001

Teachers role
 Check and give feedback to their answers

The above definitions of limit could not help us to evaluate the limit of a sequence, thus we
seek for further properties of convergent sequences to evaluate their limiting value.

Theorem 1.1.2 ( Properties of Convergent sequences)

Let an n m and bn n m be convergent sequences. Then

 

a. an  bn nm converges and

lim an  bn   lim an  lim bn

n n n

b. r.an nm converges and

lim r.an   r. lim an ,where r is a constant.

n n

c. an .bn nm converges and

lim an  bn   lim an  lim bn
n n n


a 
d.  n  converges and
 bn n  m
lim a
an n   n
lim  , provided that lim bn  0
n  b lim bn n 
n
n
 

Proof: Direct consequence of the above definitions of limits of sequences.

The above theorem which we stated without proof ensure that the algebraic techniques used
to find limits of functions can also be applied to find limits of sequences.

8
Theorem 1.1.3: Let an n m be a sequence and let f be a function defined on [m, ) such
that f (n)  an , n  m .Then

a) If lim f ( x)  L  R , then an n m converges and lim an  L .


x   n
 

b) If lim f ( x)   or   , then an n m diverges and lim a n   or  


x   n  

Proof: (Reading Assignment)

Examples:
ln (n  1)
1. Find the limit of the sequence a n n 1 where a n 

.
n
ln( x  1)
Solution: Let f ( x)  for x in [1,  ) .
x
ln( x  1) 
Since lim f ( x)  lim is   form, then, by using L’Hopitals rule,
x   x   x 
1
lim
ln( x  1) x  x  1  lim 1  0,
lim f ( x)  lim 
x  x  x lim 1 x  x  1
x 

ln( n  1)
which implies lim 0.
n   n

2. Find the limit of the sequence a n n 1 where a n 

 n
.
2n  1

Solution: Dividing numerator and denominator by n and applying the above theorem:

n 1 lim 1 1 1
lim  lim  n 
 
n  2 n  1 n  1 1 20 2
2 lim 2  lim
n n  n  n

1
Thus the sequence converges .
2
Theorem 1.1.4: Suppose that lim an  L and that for each n , a n is in the domain of a
n
 

function f . If f is continuous at L then

lim f (a n )  f ( L) .
n
 

Proof: Exercise.

9
 Find the limit of the sequence a n n 1 where

Example 1:

 
a. an  cos  
n
 n 
b. an  ln  
 n 1


Solution: a. Since lim  0 , and the cosine function is continuous at 0 , then
n   n

   
lim cos    cos lim   cos0  1 .
n   n  n  n

b. Since

n 1 lim 1 1
lim  lim  n 
 1
n  n  1 n  1 1 1 0
1 lim 1  lim
n n  n   n

and logarithmic function is continuous at 1 .

 n   n 
lim ln    ln  lim   ln 1  0 .
n
 n  1  n n  1 

Quick Check Class activity 1.1.3: Evaluate the limits of the following Sequences

ln n  2n2  8
a. a n  c. an  tan
n 16n 2
2
1 5n 2  1
b. an  4    d. an 
n 4  3n 2

Teachers role:
 Check their answers and
 Give feedback for their answers

Theorem 1.1.5: (The Version of Squeezing Theorem for Sequences)

Suppose a n nm , bn nm and cn nm are sequences such that an  bn  cn ,  n  m
  
and,

lim an  lim cn  L .Then lim an  lim bn  lim cn  L .

n
  n   n
  n   n
 

Proof: Exercise

10
Example 1:Find the limit of the sequence a n n 1 where


sin n n!
a. a n  b. a n 
n nn

Solutions:
 1 sin n 1
a. Since   ,and
n n n
 1 1
lim    0  lim ,
n   n  n  n

sin n
Then, the squeezing theorem implies, lim  0.
n   n

n! 1 2  3  ...  n  1  2  3   n  1
b. We have 0       ....   (Why?)
n n n  n  n  ...  n  n  n  n   n  n
1
Thus 0  a n  However,
n
1
lim 0  lim  0.
n  n  n

n!
Thus by squeezing theorem lim  0.
n 0 n n

Theorem 1.1.6: If lim a n  0 then lim a n  0.

n   n  

Proof: Depending on the size of a n either a n  a n or an   an . Thus in both cases we

have:  an  an  an . However the limit of the two outside terms is 0, hence the limit of

a n is 0 by squeezing theorem.

Example 1: Show that

 
 1  n 1 
a)  1 b)  1 n  converges to 0.
n
 converges to 0.
 n  n 1  2  n 1

Solutions:

a) Since  1
1 1 1
 and converges to 0 the result follows by the above theorem.
n

n n n

b) Since  1
1 1 1
 n and n converges to 0 the result follows by the above theorem.
n
n
2 2 2

11
Quick Check Class activity 1.1.4: Evaluate the limits the following Sequences
sin 2 n 1 cos n
a. an  b. an 
n n
cos 2n 1
c. an  d. lim
n n  n!

Teachers role:
 Check their answers and
 Give feedback for their answers

Group Activity 1.1.2

1. (Home Takes Group Assignment)
a. The current in an electric circuit is measured after each minute and found to
be approximated by in 10.(1  e n ) .If the limit of this value is the steady state
current, what is the steady state current?
b. The height of an electronic “bouncing ball” is described by

7n  2
hn 
5n  5

What is the limiting value of the height?

c. Suppose the number of bacteria in a culture is growing exponentially, with a

doubling time of 10 hours. Suppose also that there are 1000 bacteria in the
culture. Find a formula for the number, an of bacteria in the culture after n
hours.

2. Investigate the convergence or divergence of the following sequences by using

appropriate method. (Individual Exercises)

 
 2   n 
i. 3   iv. tan 
 n  n 1   4n  1  n 1
 
 (1) n   4n 
ii.   v.  n 6 
 n  1  n 1  2  10  n 0

 n4 1 
 
1
iii.  4  vi. an  n  n 2 n
 n  n  6  n 1

 2n 
vii.  n 
 4  7  n 0

12
 
 n5 
viii.  3 
 n  6  n 0

3. (Assignment). Show that

1
x
i. If x  0 then lim x 1 n iv. For each x lim 0
n
  n
  n!

x 1,
n
ii. If then  1
v. lim 1    e
n 
 n
lim x n  0
n
 

n
 x
iii. lim 1    e x
n
 n
4. Evaluate the following limits
n n10
lim lim
n  10 n n  10 n
a. b.
5. Consider the sequence:

a1  6 , a2  6  6 , a3  6  6  6 ,... .

Find a recursion formula for a n 1 ?

Assessment
 Asking an answer for some of the questions.
 Check students participation in the group activity.
 Give feedback to their answers

13
1.1.3 Bounded and Monotonic Sequences

Definition: A sequence an nm is called bounded sequence if there is a positive real
number M such that an  M , for all n  m . Otherwise, it is unbounded.

Examples:
a. Consider the sequence an n 1 , where an  sin nx . Since,  1  sin nx  1, x  R, n  1 then


M  1  0  an  M , n  1 .

b. Since there is no M such that 2 n  M , n  N the sequence is unbounded. But since

0  2 n , n  N the sequence is bounded below by 0 but not bounded above.

Remark: Let a n n m be a sequence then,



a) M is called an upper bound if an  M , n (for all n ).

b) M is called a lower bound if an  M , n

c) A sequence an n m is said to be bounded if it is bounded above and below.



Examples:

1 1 
1. Since 0   1, for all n 1. The sequence   is bounded both below and above.
n  n  n 1
Therefore the sequence is bounded.
2.Consider the sequence 3n  7n  0 .Then 0  3n  7, n  N , & 3n  7n  0 increases without
 

bound as increases (not bounded above). Thus the sequence is unbounded.

Quick check Exercises 1.1.5:

1. Determine whether or not the following sequences are bounded.
 
 2  (1) n 
a. 3   b.  
 n  n 1  n  1  n 1
Teachers role: Check their answers and Give feedback for their answers

Theorem 1.1.6: Let an n m be a sequence and


lim a n  L , where L is a real number.
n  

Then an n m is bounded.



- 14 -
Remark: The converse of the above theorem is false. For example, the sequence (1) n nm


is bounded, since an  1, for all n , but it is divergent.

Definition: A sequence an n m is said to be

i. Increasing if an  an1 , n  m

ii. Decreasing if an  an1 , n  m

iii. Strictly increasing if an  an1 , n  m

iv. Strictly decreasing if an  an1 , n  m

If a sequence an n m is either increasing or decreasing, then it is said to be monotone



sequence and if it is strictly increasing(decreasing) it is said to be strictly monotone

sequence.
Frequently, one can guess whether a sequence is monotone by writing out some of its
initial terms. However, to be certain that the guess is correct, one must give a precise
mathematical argument.

Testing for Monotonocity:

Difference between Ratio between Classification
successive terms successive terms
a n 1
i) an1  an  0 1 Strictly increasing
an

a n 1
ii) an1  an  0 1 Strictly decreasing
an

a n 1
iii) an1  an  0 1 Increasing
an

a n 1
iv) an1  an  0 1 Decreasing
an
Examples:1.Identify whether the following sequence increases or decreases.

 
1   n 
a.   b.  
 n n 1  n  1 n 1
 
2n  10 n 
c.   d.  
 n!  n 1  n!  n 1

- 15 -
Solutions:

a. Since an  0 , we can apply Ratio test. Thus

an 1 n
 1, n  1
an n 1

That is we have an1  an , for all positive int eger n .Thus the sequence decreases.

b. Since an  0 ,using the difference of successive terms we have

n 1 n 1
an1  an    2  0, n  1
n  2 n  1 n  3n  1

That is we have an1  an , Thus the sequence increases.

c. Since an  0 , we can apply Ratio test. Thus

a n 1 2 n 1 n! 2
  n  1, n  1
an n  1! 2 n  1
That is we have an1  an , Thus the sequence decreases.

d. Since an  0 , we can apply Ratio test. Thus

a n 1 10 n1 n! 10
  n  1, n  9
an n  1! 10 n  1
That is we have an1  an , for all positive int eger n  9 .

Thus the sequence decreases after the first nine terms, but notice that the first nine terms
show that the sequence is increasing. We call such sequences Eventually decreasing.

Another third technique for testing monotonocity is using the derivative of the function
obtained by replacing by in the general term of the sequence.

Derivative of Conclusion for the sequence

f for x  1 with an  f n

f ' x   0 Strictly increasing

f ' x   0 Strictly decreasing

f ' x   0 Increasing

f ' x   0 Decreasing

- 16 -
 n
Example 1: Show that a n  is decreasing sequence.
n 1
2

Solution: Consider the function f x  

x
x 1
2

x 2  1  2x 2 1 x2
f ' x     0, x  1
x 2
1  2
x 2

1
2

Thus f is decreasing on 1,   and so f n  f n  1 Therefore a n n 1 is decreasing.



Theorem 1.1.7: a. Every bounded and increasing sequence converges.

(to the least upper bound of its range)

b. Every bounded and decreasing sequence converges.

(to the greatest lower bound of its range)
Proof: Exercise.

Examples:1. Show that the sequence a n nm converges, where



2n 1 1 1 1
a. a n  b. an 1     
n! 1! 2! 3! n!
Solution:

a. i) Since
a n 1 2
 1
an n 1

we have an1  an , for all positive int eger n .

Thus the sequence is decreasing.

2n
ii) Again since  2, for all n 1 , the sequence is bounded.
n!

Therefore, the above theorem implies the sequence converges

b. i) Since an1  an  0 , the sequence is increasing.

ii) But since there is no M ,  an  M the sequence is unbounded.

Therefore, the above theorem implies the sequence diverges.

- 17 -
Group Activity 1.1.3: (They will discuss some of the questions in their respective
groups and present the result for the whole group)
1. Determine whether or not the indicated sequences are bounded, monotonic or strictly
monotonic. (Group Discussion)
 
 (1) n   2n 
a.   f.  n 
 n  n 1  4  10,000  n 5

b. (0.09)  n 
n 1 g.
 (n  1) 2 
 2 


 n  n 1

 n  (1) n 
c. 
 n

 n 1 h. (1) n 
n 
n 0


 n  1

   
d.   i. sin  
 n  n 1   n  1  n 0

e.  n  1
2

n 0 n.
n
 n


 e  n 1

2. State whether or not the sequence converges, if it converges, find its limit.

 
 (1) n   1

c.   g. e
n

 n  n 1   n 1


  n  

d. tan  1
h.   4n  3   n  0 h.  4  
 n  n 1


  2n   
 n 
e. ln    
1

 4 5
n
  5n  1  n 1 i. n

  n 0

 n2  
f.  4   n  3  n 
 7n  12 n  0 j.   
 n  1   n 1

3 State whether the following sequence converges or not, if it does find the limit.
 
 2   log10
n

a.   b.  
 n  n1  n  n1

- 18 -
  
 n1 2  n x 
c. n  f.  e dx 
  n1 0 n  0

 n dx 

g. n 2
sin n  n0


d.  2
 n1  x n  0

 5 n1 

h.  2 n1 
 1   4  n1
e. 1  
 n  n1


 5  5 n 
i. 1   
 n   n1

4 a) For convergent sequences, if lim a n  L then what is lim a n 1 ?

n   n  

b) Assuming the sequence defined recursively by

a1  6 , a2  6  6 , a3  6  6  6 ,...
converges find its limit.

Assessment
 Asking an answer for some of the questions.
 Check students participation in the group activity.
 Give feedback to their answers

20
1.2 INFINITE SERIES

In this section we will be concerned with infinite series, which are sums that involve
infinitely many terms. Since it is impossible to add up infinitely many numbers directly,
one goal will be to define exactly what we mean by the sum of an infinite series and
identify the basic properties about convergence and divergence of a series. However, unlike
finite sums, it turns out that not all infinite series actually have a sum, so we will need to
develop tools for determining which infinite series have sums and which do not. To do so it
is important be familiar with the basic concepts of partial sums of infinite series and
convergence and divergence properties of a series.

1.2.1 SUMS OF INFINITE SERIES

The most familiar examples of such sums occur in the decimal representations of real
numbers.
For example, when we write in the decimal form 0.3333..., we mean

0.333…..=0.3 + 0.03 + 0.003 + 0.0003 +•••

which suggests that the decimal representation of can be viewed as a sum of infinitely

many terms.

Definition: A sum a
n 0
n  a0  a1  a3  ... of infinitely many terms of a sequence is called

an infinite series.

For instance,

1 1 1 1 1
a.  n
    ,
n 1 3 3 9 27 81

b.  (1)
n 0
n
1  (1) 1 (1)   are examples of infinite series.

" "
NB: The symbol  is called sigma notation.

Sums of infinitely many terms of a sequence are defined and computed by indirect limiting
process as follows.
For a sequence ak k m ,


a
k m
k = am  am 1  am  2      an

20
is the sum of the first (n  m)  1 terms of the sequence.

In particular, for m  0 ,
n

a
k 0
k = a0  a1  a2      an ,

which is called the n th partial sum of the sequence, and is usually denoted by sn . Thus

0
s0  a0   a k ,
k 0

1
s1  a0  a1   a k ,
k 0

2
s 2  a0  a1  a 2   a k ,
k 0

3
s3  a0  a1  a 2  a3   a k ,
k 0


n
s n  a0  a1  a 2   a n   a k ,
k 0


For instance,
3
a. s3   (3k  1) 1  4  7  10
K 0

5
b. s5   2 k 1  2  2 2  2 3  2 4  2 5
K 0

5
(1) k  1 1 1
c.    
K 3 k! 3! 4! 5!
5
1 1 1 1
d. r
K 3
k
   where r is a constant, are sequences of partial sums.
r3 r4 r5

In the sequence of partial sums, if , includes more and more terms of the series and
we can conclude that:

lim S n   a n
n 
n 0

21
Many of the functions that arise in mathematical physics and chemistry, such as Bessel
functions, are defined as sums of series. For determining which infinite series have sums and
which do not, it is important be familiar with the basic concepts of convergence of infinite
series.

1.2.2 Convergence and Divergence of Infinite Series


Definition: An infinite series  an , with the sequence of partial sum sn n 1 , is said
n 1

to be convergent if lim s.n exists. Otherwise the series diverges.

n
 

Remark: If the sequence of partial sums s n n 1 converges to L , then the series



n 
lim s.n  lim
n   n  
 ak   ak  L .
k 0 k 1

The number L is called the sum of the series.

Examples:

1. Show that the series


1
a.  k (k  1)
k 1
,Known as Telescoping series converges and find its sum.


1
b.  k , Known as Harmonic series, diverges.
k 1

  1
k
2. Determine whether the series converges or diverges (exercise!!!)
k 1

Solutions:

1. We know first write in closed form that means we need an expression for in
which the number of terms in its expression do not vary.
1 1 1
a. Since   ,by partial fractions
k (k  1) K k  1

we can see that:

1 1 1 1
sn    
1 2 2  3 (n  1)n n(n  1)

22
 1 1   1 1   1 1 1 1 
             
1 2   2 3   n 1 n   n n  1

1 1 1 1 1 1 1 1
        
1 2 2 3 n 1 n n n 1

1
1  .
n 1

Now,
 1 
lim s.n  lim 1    1.
n   n  
 n  1


1
This means that the series converges to 1 and  k (k  1) 1.
k 1

b. s1  1
1
s2  1 
2
1 1 1
s 22  s 4  1   
2 3 4
1 1 1 1
 1    1  2 . 
2 
4
4 2
1
2

1 1 1 1 1 1 1
s 23  s8  1       
2 3 4 5 6 7 8

1 1 1 1 1 1 1 1
 1        1  3.  
2 
4 
4 
8 
8
88
 2
1 1
2 2

1
s 2n  1  n.  
2
  1  1
 lim s 2n  lim 1  n.    1    lim n  
n  n 
  2   2  n 

That is, the series is not bounded above. Thus the series diverges.

23
Quick check Class Exercises 1.2.1:
1. Determine whether the series converges and if so find its sum.

1 
1 
k 1  k
a) 
k 3 ( k  1)(k  2)
b) 
k 1 k  k
2
c) 
k 1 k2  k

Teachers role:
 Check their answers and
 Give feedback for their answers

One important example of an infinite series is the geometric series which is useful for
expressing repeating decimals as fractions.


Definition: - A series of the form c r
nm
n
,

where r and c are constants and c  0 , is called a geometric series.

Theorem 1.2. 1: Let r be a real number and c  0 . Then the geometric series
c r m

 if r  1
 c r n  1  r
nm diverges if r  1

Proof: To be discussed in the class

Note that the number r in the above theorem is called the ratio of the geometric series.

Example:
1. Determine the convergence or divergence of the following series.
 n
4
a.   
n2  7 

 230.7
n
b.
n 2

Solutions:
1.
4
a. Taking c  1, r  and m  2 , we have
7

24
 2
4
 n  
4  7   16
   
n2  7  4 21
.
1
7
b. Taking c  23, r  0.7 and m  2 , we have

23. 0.7 
2

 230.7 =  7.889 .
n

n 2 1  0.7

Geometric series allows us to express any repeating decimal as an infinite series and hence as
a rational number.

Examples: a) 0.333333…..=0.3 + 0.03 + 0.003 + 0.0003 +…

1 2 3
1 1 1
 3   3   3   ...
 10   10   10 

1

3 
n
1
  3     
10 1
n 1  10 
1 3
1
10

b) 0.45454545…. =0.45+0.0045+0.000045+….
 1 

45
n 
 1   100  45
  45   
n 1  100  1
1 99
100

Quick check Class Exercises 1.2.2:

1.Find the rational number represented by the following repeating decimals
a) 0.99999....... c) 0.44444......
b) 5.373737...... d) 0.451141414......

2. Suppose that a ball dropped from a height h hits the floor and rebounds to a height
proportional to h , that is, to the height  h (assume   1 ). It then falls from the height

 h , hits the floor, and rebounds to the height  ( ( h))   2 h , and so on. Find the total
distance traveled by the ball.(Exercise)

Teachers role:

 Check for their answers

 Give feedback for their answers

25
  
Theorem 1.2.2: If the series a
n 1
n and b
n 1
n converge, then


i.  (a
n 1
n  bn ) converges and

  

 (an  bn ) 
n 1
 an 
n 1
b
n 1
n


ii. For a constant  ,  a
n 1
n converges and

 

 . an   .  an
n 1 n 1

Proof: Exercise.


 5 7 
Example 1: - Show that the series   3 n
  converges, and find its sum.
n(n  1) 
n 1 
Solutions: Since
1

5 
 n
1
  5      ,
5 3 5

n 1 3
n
n 1  3  1 2
1
3
and

7
 n(n 1)  7 ,
n 1

then

 5 7   5 
7 5 9
 
 n
n 1  3
 
n(n 1)  n 1 3n
  n(n 1)
n 1

2
7
2

2. Find the sum of the following series


3k  4 k 
2 k 3
a)  b)  k
k 0 5k k 0 3

Solutions:

3k  4 k  3   4 
k k

a. Since,    
5k 5  5

3k  4 k
   k k
 3 4

k 0 5 k
   
k 0  5 
   
k 0  5 

26
 1 1
 
3 4
1 1
5 5
5 15
 5
2 2

2 k 3
k
2
b. Since, k  2 3   . We have
3 3

2 k 3  3  2 
k
   2 k 
   2    8      8  24
k 0 3
k
3  k 0  3   2
k 0   1
3

Remark: (Change of Base):

  
For a series  a n , let bn  am  n , n  0 ,  an   bn
nm nm n0


1
Example: - For the series  ,
n  5 n !,

 
1 1

n  5 n!
  (n  5)!
n0


Theorem 1.2.3: Let m be a positive integer. The series a
n0
n converges if and only


if the series a
nm
n converges. Moreover,

 
i. If  an  L , then
n0
a
nm
n  L  (a0  a1  a 2   a m1 ); Or

 
ii. If  an  M , then
nm
a
n0
n  a0  a1  a 2   a m1  M

Remarks:
i. Notice that the convergence or divergence of an infinite series is not affected by where you
start the summation but, the sum does depend on where you begin the summation.
 n  n
3 3 27
Example: Observe that     4 , but     .
n0 4  n3 4  16

27
 
Theorem 1.2.4: If a
n 1
n converges, then lim a n  0 .
n 

Proof: By using the sequence , sn  a1  a2    an1  an and sn1  a1  a2  an1

 
Since the series  a n converges and lim sn  lim sn1   an
n 1
n n
n 1

Therefore

an  s n  s n1

lim an  lim s n  s n1 

n n

lim an  lim sn  lim s n1

n n n

lim an  0
n 

Remarks:
1. The contra positive of the above theorem is important, that is, if lim a n  0 , then
n 

a
n 1
n diverges (sometimes called divergence test). For instance,


n n
a. Since lim
n  n 1
 1  0 , the series  n 1
n 1
diverges.

n  n
 1  1
b. Since lim 1    e  0 , the series  1   diverges.
n 
 n n 1  n

2. The converse of the above theorem is false, that is, “If lim a n  0 , then the series
n 

a
n 1
n converges” is false.


1 1
For instance, lim
n  n
 0 ,but the series n
n 1
a divergent harmonic series.

Quick check Class Exercises 1.2.3: Test for divergence of the following series.
 
1 1
a) 
n 1
(1  )
n
b)  n sin n
n 1

Teachers role: Observe while they work

 Check and give feedback for their answers
28
 Group Activity 1.2.1. (Group Discussion and assignment)
1. Find the sum of the following series, if it converges.

3 9 27 81  25 6 
a. 1    
2 4 8 16
d. 
n 0

 100
n
 
100 n 

3 (1) n
 10

b.
k 0
k e. 
n0 5
n


1 2 n 
 n  1
c. 
n0 3
n f.  ln 
n 1 n 

2. Express the following decimals as an infinite series and find its sum if it converges.
a. 0.5555555 d. 0.112112112
b. 0.898989 e. 0.314231423142
c. 12.273273273 f. 0.62454545
3. Show that:

1
a.  (1)
k 0
k
xk 
1 x
, x  1.


1
b.  (1)
k 0
k
x 2k 
1 x2
, x  1.

4. Find a series expansion for the given expression.

x x
a. for x  1. c. for x  1.
1 x2 1 x
x
b. for x  1.
1 x

5. Let d k 1 be a sequence of real numbers that converges to 0 . Show that



 (d
k 1
k  d k 1 )  d1


6. Prove that the series  (a k 1  a k ) converges if and only if the sequence ak 1


k 1

converges.

Assessment
 Give feedback to answers
 Check students participation in the group activity

29
1.3 Tests for Convergence of Non-negative term Series

In this section we will define Non-negative term series and discuss some techniques(tests)
for determining their convergence and divergence.


Definition: A series a
n m
n is said to be a non-negative terms series if and only if

an  0, n  m .


Remark: For a positive term series  a n , it holds that
n m

sm  sm1  sm2  . . .  s j . . .

That is, the sequence of partial sum s j m is an increasing.



Theorem 1.3.1 : A series with non-negative terms converges if and only if its
sequence of partial sums is bounded.
Proof: Exercise

I. The Integral Test

Theorem 1.3.2 : (The Integral Test)

If f is continuous, decreasing and positive on m ,   , then the series
 

 f (k ) converges iff  f ( x)dx

k m
converges, where f (k )  ak .
m

Proof: Reading Assignment

Examples:

ln k
1. Show that 
k 1 k
diverges.

Solution:
1  ln x
Let f x    f ' x    0, x  1 . So f x  is positive,decreasing on 1,   and
ln x
x x2
since

30
    
 t
dx  lim ln x  1  lim ln t   ln 1
ln x
 f ( x)dx  lim 
2 t 2 2
t  x t  t 
1 1

 lim ln t   
2
t  


ln k
Therefore by Integral Test 
k 1 k
diverges.


1
2. Show that The Harmonic Series,  k , diverges.
k 1

Solution:

. Clearly f is continuous, decreasing and positive on 1,   , and since

1
Let f ( x) 
x
 t
 lim ln t  ln 1
1
 f ( x)dx   x dx 
t
lim lim ln x x 1
t   t   t  
1 1

 lim ln t  
t  



Therefore, the improper integral 1
f ( x)dx diverges. Thus,the series  1 diverges.
k 1 k
Theorem 1.3.3: The P-series,


1 1 1 1
k
k 1
p
 1
2 p
 p  p ,
3 4

converges if and only if p  1 and diverges otherwise.

.Clearly f is continuous, decreasing and positive on 1,   , and

1
Proof: Let f ( x) 
xp
 t x t

 t   x
1
t 
 x1 p 
f ( x)dx  lim  p dx = lim 

 = lim t  1
1 1 p
t  1  p
1 1  1 p  x 1

 1
 if p  1
=  p 1
 , if p  1



1
then by the above theorem, k
k 1
p
converges for p  1 and diverges otherwise.

31
The integral test is most effective when the function to be used is easily integrated.

Quick check Class Exercises 1.3.1: Use the integral test to determine whether the
following series converge or diverge.

1 
tan 1 k
a)  k ln k
k 1
b)  1 k
k 1
2

 
1 k
c)  d) 1 k
4  2k 
3 2
k 1 2 k 1

Teachers role:
 Observe while they work and
 answer for the raised questions.
 Check and give feedback for their answers

II. The Basic Comparison Test

Theorem 1. 3.4: (The Basic Comparison Test)

Let a n and b
n be a series with non-negative terms and Suppose

0  an  bn for some n  N . Then

i. If b n converges then a n converges.

ii. If  a n diverges then  bn diverges.

Proof: Exercise.

Remarks:

1. If 0  an  bn for sufficiently large n , then the series a n is said to be dominated

by b n .

2. Every infinite series dominated by a convergent series is also convergent.

3. There are two steps required for using the comparison test to determine whether a
series with positive terms converges:
Step 1. Guess at whether the series converges or diverges.
Step 2. Find a series that proves the guess to be correct. That is, if we guess that
diverges, we must find a divergent series whose terms are “smaller” than

32
 the corresponding terms of and if we guess that converges, we must
find a convergent series whose terms are “bigger” than the corresponding terms.

Examples. Determine whether the following series converges or not.


1
a.  2k
k 1
3
1

1
b. 
1  c. 3
k 1
k
1
k 1 3k  1

Solutions:

1 1
a. Since  , for all positive integer k , and
2k  1 3
k3

1
k k 1
3
converges ( p -series with p  3  1 ) then, the series:


1
 2k
k 1
3
1
converges by the basic comparison test.

1 1
b. Since  , for all positive integer k  1, and
3k  1 3(k  1)


1
 3(k  1)
k 1
diverges by integral test, then the series:


1
 3k  1 diverges by the basic comparison test.
k 1

1 1
c. Since  k ,  3k for all positive integer k  1 , and
k
3 1 3


3
k 1
k
is divergent geometric series, then the series


1
3
k 1
k
1
diverges by comparison test.

Quick check Class activity 1.3.2 :

1. Use the comparison test to determine whether the following series converge or diverge.
 
1 1
a) 
k 1 2  1
k
b)  ln k
k 1

33
III. The Limit Comparison Test

Theorem 1.3.5: (The Limit Comparison Test)

 
Let  a n and
n m
b
n m
n be series with positive terms. If

ak
lim  L,
k  b
k

where L is some positive number, then either both series converge or both
series diverge.
Proof: Exercise

Examples: Determine whether the following series converges or not.


 
3k 2  2k  1 
1
a)  sin b)  k3 1
c) 
k 1 k k 1 k 1
3
8k 2  5k

 
Solution: a. Here a k  sin . Let bk  , since
k k

 
1
k
k 1
 
k 1 k
diverges, and

  
 sin 
lim  k  1 0,
k   
 
 k 


then the series:  sin k
k 1
diverges.

3k 2  2k  1
b. Here, we have a k  . Taking only terms with the highest power of k both in
k 3 1
3k 2 3
the numerator and denominator choose : bk   .
k3 k

 
3 1
Thus since 
k 1 k
 3k 1 k
diverges ( Because it is a constant times a divergent p -series

with p  1 ) and

34
 ak  3k 2  2k  1  k 
lim  lim     1  0
 k  1  3 
k  b k  3
k

3k 2  2k  1 
By Limit comparison test the series  also diverges.
k 1 k3 1
1
c. Here a k  . Again taking only terms with the highest power of k both in the
3
8k  5k
2

1 1
numerator and denominator choose: bk   2
. Therefore since
3
8k 2 3
2k

1 1  1
   2 (is constant times divergent p - series with p   1 ) diverges and
2
2
k 1 2 k 1 3 3
2k 3 k
1
a  8k 2  3
lim k  lim  2  1 0
k  b k  8k  5k 
k  


1
By Limit comparison test the series  also diverges.
k 1
3
8k 2  5k

Remark:

It is often important to apply these two informal principles to help with guessing in the first
step of Comparison tests:

i) Constant terms in denominator of can usually be deleted without affecting the

convergence or divergence
ii) If a polynomial in n appears as a factor in the numerator or denominator of , all but
the highest power of n in the polynomial may usually be deleted without affecting
convergence or divergence of the series

Quick check Class activity 1.3.3 :

1. Use the limit comparison test to determine convergence for the following series.

1 
3k 3  2k 2  4 
1
a) 
k 1 2k  k
2
b) 
k 1 k  k  k
5 3 2
c) 
k 1 k 3  2k

Teachers role:
 Observe while they work and
 Check and give feedback for their answers

35
Group Activity 1.3.1

1. Determine whether or not the following series converges (Group Discussion)


k 
2k  1
a. 
k 1 k  1
3
j. 
k 1 k 4 1

1 
k 4 1
b.  3k  2 k. 
k 1 3k  5
2
k 0


1 
c.  (2k  1)
k 1
2 l. k e k 2

k 0

 
1
d. 
k 1 k 1
m.
1
 k ln(k  1)
k 1


1 
e. k 2
1
n. k
k3
k 0
k 1
5
 5k 4  7

ln k
k 5 k  100

f.
k 1
3 o.  2k
k 1
2
k 9 k

2
g.  k (ln k ) 
1
1 2  3  k
2
k 1 p.

k 1
1
h. 
k 1 1  2 ln k


ln k
i. 
k 1 k

Assessment:
 Asking an answer for some of the questions
 Check students participation in the group activity.

36
The comparison tests hinge on first making a guess about convergence and then finding an
appropriate series for comparison, both of which can be difficult tasks in cases where the
two informal principles cannot be applied. In such cases the next tests can often be used.

IV. The Root Test

Theorem 1.3.6: (The Root Test)


Let a
n m
n be a series with non-negative terms such that

lim (a n ) n  L (Possibly  ). Then

n 


i. If L  1, then a
n m
n converges


ii. If L  1, then a
n m
n diverges

iii. If L  1, then the test is inconclusive; the series may either converge
or diverge.
Proof: Reading Assignment

Examples: Determine the convergence or divergence of the following Series

 k 
 1 1
a.  1   b.  (ln k ) k
k 1  k k 2

Solutions:

a. Since

 1
lim a k  k  lim 1    1 ,
1

k  k 
 k

then the root test is inconclusive.

However, since
k
 1 1
lim 1     0 , then the series diverges.
k 
 k e

b. Since

37
  1 
lim ak k  lim 
1
  0  1,
k 

k   ln k


1
then by root test the series  (ln k )
k 2
k
converges.

It is often advisable to try root test first when the terms in the series are power of .

Quick check Class activity 1.3.4:

1. Use the Root test to determine whether the following series converge or diverge.

k
 4k  5   
 k   k
1  1 
a)    b)    c)   
k  2  2k  1  k 1  ln k  1  k  2  ln k 

Teachers role
 Observe while they work
 Check their answers and
 Give feedback to their answers

V. The Ratio Test

Theorem 1.3.7: (The Ratio Test)


Let a
k m
k be a series with non-negative terms such that

a k 1
lim  L (Possibly  ).Then
k  a
k


i. If L  1, then a
k m
n converges.


ii. If L  1, then a
k m
n diverges.

iii. If L  1, then the test is inconclusive; the series may either converge
or diverge.

Proof: Reading Assignment

Examples:

1. Determine the convergence or divergence of the following

38
 
1
a.  k!
k 0


kk
b. 
k 0 k !

Solutions

a. Since

a k 1 1
lim  lim  0  1,
k  ak k   k 1

then the series converges.

b. Since

a
lim k 1  lim
k  1  1  1   e  1,
k k

 
k  a
k
k  kk  k


kk
then the series  diverges.
k 0 k !

It is often advisable to use ratio test when the terms in the series involves factorials and
powers of .

Quick check Class activity 1.3.4:

1. Use the Ratio test to determine whether the following series converge or diverge.
 
2k 2k
a)  b)  2
k 0 k ! k 1 k

 
k! k!
c) k
k 1
k
d)  k  2!
k 1

Teachers role
 Observe while they work
 Check their answers and
 Give feedback to their answers

39
Group Activity 1.3.2

1. Determine whether the series converges or diverges (Group Discussion)


10 k 
2k  k
a. 
k 0 k !
i. k 3
 k
k 1

 
1
b.  k. 2
k 1
k j.  10
k!
4k
k 1


1
k
 k
 k 
c.
k 1
k k.   
k 1  k  100 

 k
 4  
d.   
k  0  2k  1 
l. k
ln k
2
k 1


k! (2k  1) 2 k
 100

e.
k 0
k m. 
k 1 (5k  1)
2 k


(ln k ) 2


k !( 2 k ) !
f.
k 1 k n. 
k 0 (3k ) !


1
 (ln k )

2k
g.
k 2
10 o. 
k 1 k
3


1
1

k!
h.
k 0 k p.  1  3      (2k  1)
k 1


 n
2. Let r be a positive number. Prove that the sequence  r  has limit 0.
 n!  n 0

3. Let a k be a sequence of positive numbers and take r  0 .By using the root test
1

show that, if lim a k   L and L 

1
k 
k
r
, then a k r k converges.

Assessment:
 Asking an answer for some of the questions
 Check students participation in the group activity.
 Give feed back to their answers

40
 1.4 Alternating Series; Absolute and Conditional Convergence

Definition: A series of the form



 (1)
k 1
k 1
ak = a1  a2  a3  a4     (1)k 1 ak     , or

 (1)
k 1
k
a k =  a1  a2  a3  a4     (1) k ak    

where each ak  0 ,having alternatively positive and negative

terms, is called an alternating series.


Examples: a.  (1)
k 1
k 1
 1  1  1  1  ... is an alternating series.


1 1 1 1 1
b.  (1)
k 1
k

2k  1
      ... is also an alternating series.
3 5 7 9

Theorem 1.4.1: (Alternating Series Test)


Suppose the alternating series  (1)
k 1
k 1
ak satisfies the conditions

ak 1  ak , k  N , that is, the sequence a k 1 is decreasing, and


1.

2. lim ak  0 ,
k 


then the series  (1)
k 1
k 1
ak converges.

Proof: Reading Assignment

Examples: Determine the convergence or divergence of the following series


(1) k 
(1) k
a. 
k 1 k
b. 
k  2 k ln k

Solutions:
1 1
a. Since a k  , a k 1  ,
k k 1
1 1 1
such that  , for all positive integer k , and lim  0 ,
k 1 k k   k

41
 
(1) k
then the series  k ln k
k 1
converges.

1 1
b. Since a k   a k 1  ,
k ln k k  1 ln k  1

1 1
 ak   ak 1  , for all positive integer k ,
k ln k k  1ln k  1
and
1
lim 0
k   k ln k


(1) k
then the series  converges by alternating series test.
k 1 k

Notice that: If S1  0 then S1  a1  0 , S 2  a1  a2  0 , S 3  a1  a2  a3  0 and so on. So

i. If S1  0, then S1  S 2  S 3  S 4  S 5 ... and

ii. If S1  0, then S1  S 2  S 3  S 4  S 5 ... .

Theorem 1.4.2 (Approximating Sums of an Alternating Series):

If an alternating series satisfies the hypotheses of the alternating series test, and if S is the
sum of the series, then:
i) S lies between any two successive partial sums that is
S n  S  S n1

or
S n1  S  S n
depending on which partial sum is larger.
ii) If S is approximated by , then the absolute error S  S n  an1 .

Moreover, the sign of the error S  S n is the same as that of a n 1 .

Quick Check Class Exercises 1.4.1:(Cooperative Learning Group Work)

1. Use the Alternating Series test to determine whether the series converge or diverge.

k 3 

  1   1
k 1 k 1 1
a) b)
k 1 k k  1 k 1 ek

42
 
(1) k 1
2.Assuming that 
k 1 k
 ln 2.

a) Find an upper bound on the magnitude of the error that results if is is approximated by
the sum of the first eight terms of the series.
b) Find a particular sum that approximates to one decimal place accuracy(the nearest
tenth).

Teachers role:
 Observe while they work
 Check and give feedback to their answers


Definition: A series a
k m
k is said to be absolutely convergent if the series obtained

by using the absolute value of the terms,



a
k m
k  a m  a m1  a m 2  ,

converges and diverges absolutely if the series of absolute values diverges.

Examples:
(1) k 1
1.Show that the series  is absolutely convergent.
k 1 k2

1
2. Show that  (1)
k 1
k 1

k
diverges absolutely.

Solutions:

1.Since the series of absolute values is


(1) k 1 
1

k 1 k 2
 2 ,
k 1 k

(1) k 1 
which is convergent (p-series with p  2  1 ), the series  converges absolutely.
k 1 k2
2. Since the series of absolute values becomes


(1) k 1 
1

k 1 k

k 1 k

43
which is divergent harmonic series. So the given series diverges absolutely.


Theorem 1.4.3: Every absolutely convergent series a
k m
k is convergent, that is,

 
If  ak converges, then so does  ak .
k m k m

Examples: Show that the following series converges

  

  1
sin k cos k 1
 
k
a) 2
b) 3
c)
k 1 k k 1 k k 0 2k

Solutions:
For a-c we have no convergence test that can be applied directly but since all of them
converge absolutely then we can conclude that they are convergent. But

a) Since

sin k 1 1
0
k 2
 2 and
k
k
k 1
2
is convergent P-series,then


sin k

k 1 k2
converges by the basic comparison test.


sin k
Thus 
k 1 k
2
is absolutely convergent hence converges by the above theorem.

b) Similarly done as a.

c) Since the series of absolute values is

 
 1k 
1
 ak  
k 1 k 0 2 k

k 0 2
k

  1
k 1
which is convergent geometric series thus converges absolutely.
k 0 2k
Hence,converges by the above theorem.

Remark: If a series diverges absolutely it may converge or diverge. For example,

44
 
1
 (1)
k 1
k 1

k
diverges absolutely but converges by alternating series test.

As a consequence, we have the following definition:

  
Definition: If  ak converges, but
k m
 ak diverges then
k m
a
k m
k is called conditionally

convergent.

Examples:


1
a)  (1)
k 1
k 1

k
, is conditionally convergent as stated in remark above.


cos k 1 1 1
b) 
k 1 k
 1    .... is conditionally convergent because,
2 3 4


cos k 

  1 
1 1 1
  ....    1k 1
k 1 k 2 3 4 k 1 k

is convergent alternating series but, the series of absolute values becomes


cos k 
1
k 1 k

k 1 k

which is the divergent harmonic series.

Quick check Class activity 1.4.2: Classify as absolutely convergent or conditionally

convergent.
 
k!
 (1) k
cos k
a)
k 1 (2k )!
b) 
k 1 k
2


(ln n) 2 
cos n
c)  (1) n
n 1 n
d) 
n 1 n

Teachers role
 Observe while they work
 Answer for the raised questions.
 Check and give feedback to their answers

45
Group Activity 1.4.1
1. Test the series for
i. absolutely convergence,
ii. Conditionally convergence.
(1) k 
sin  k / 4

1 1 1 1
a.       j.
4 6 8 10 2k k 1 k2

 
(1) n  1
  1
k ln k
b. k. 
n  1 2n  1
k 1 k

1 1
c.   k  k!  
1
k 1
p.  (1)
n2
n

ln n
k k!
 2
d.   1 
(2k )! n2
k 0
q.  (1) n
n 1 2n  1
,

 
e.  sin 4 k 
k 0

(1) k 1
r. 
k 1 k!

(1) K
f.  k (k  1) 
1
 (1)
k 1 n
s.
n2 n ln n


  1
k k
g. 
2k 1
k 0
t.  (1)
n 1
n 1

n(n  2)

 1 1 
h.  
k 1  k
 
k 1  y.


 (1) n 1 1
n2 (ln n) n


(3k  2)(3k  3)
  1
k
i.
k 0 (3k  4)(3k  5)

2. Prove that if a k is absolutely convergent and bk  a k for all k , then b k is

absolutely convergent.

Assessment
 Asking Answer for the raised questions and for the given assignment.
 Check students participation in the group activity and make to present
 Giving feedback for their work

46
1.4.1 Generalized Convergence Tests for Absolute Convergence


Theorem: Let a
n 1
n be a series.

a. Generalized Comparison Test:

 
If a n  bn , for all n 1 and if b
n 1
n converges, then a
n 1
n

converges (absolutely).
b. Generalized Limit Comparison Test:
an
If lim
n  L , where L is a positive real number, then either both
bn
 
series  bn and
n 1
a
n 1
n converge (absolutely) or both series diverge.

c. Generalized Ratio Test :

Suppose that an  0 for n 1 and

an 1
lim
n  r (Possibly )
an

If r  1, then a
n 1
n converges (absolutely).


If r  1 , then a
n 1
n diverges.

If r  1 , then the test fails.

d. Generalized Root Test:
Suppose that
lim
n
n an  r (Possibly)

If r < 1, then a
n 1
n converges


If r > 1, then a
n 1
n diverges (Possibly )..

If r = 1, then the test fails

Proof: (Reading Assignment)

47
Examples: For what value of x does the following series
a. Converges absolutely?
b. Converges conditionally?
c. Diverges?

xn x2 x3 x4
i.  x    
n 1 n 2 3 4


(1) n 2 n  1 x3 x5 x7
ii. 
n  0 2n  1
x  x 
2

5

7
. . .

xn x n 1
Solution: i. Here an  , an 1  .Thus
n n 1

an  1 x n 1  n
r lim
n  lim
an n  xn  n  1

n
r  x lim  x
n n 1

Hence by the generalized ratio test the series converges absolutely for i.e for

and diverges for .


 1n
 At the series reduces to 
n 0 n
which converges conditionally.


1n
 At the series reduces to 
n 0 n
a divergent harmonic series.

Therefore the series converges absolutely on (-1,1),converges conditionally at and

diverges for

ii. Similarly , an 
 1n x 2 n 1 , an 1 
 1n 1 x 2n  3
2n  1 2n  3

an  1 x 2 n  3  2n  1
r lim
n  lim  2 n 1
 x2
an n  x  2n  3

Therefore by generalized ratio test the series converges absolutely for i.e for

and diverges for .

48
 
 1n
 At the series reduces to  2n  1
n 0
and thus converges by ALST but not

absolutely.

1n
 At the series becomes  2n  1 which is divergent (check?).
n 0

Therefore the series converges absolutely on (-1,1),converges conditionally at

and diverges for

Corollary: Let a n n 1 be a sequence. If

an 1
lim
n  r  1 or lim
n
n an  r  1,
an

Then lim
n an  0


xn an 1 x n1  n!
Example: For 
n 0 n!
, Note that r  lim
n
an
 lim
n x n  n  1
!  0  1, x.


xn
By the above corollary since  n! is convergent for all
n 0
by Ratio test we see that,

xn
lim
n 0
n!
Quick check exercises:

1. Test the series for

i. absolutely convergence,
ii. Conditionally convergence.

 n 

  1
4 k
a)  n 
k
c)
n 1  5  k 1 ln k


kk
  1
k 1
b)
k 0 k!
Teachers role
 Observe while they work
 Check and give feedback to their answers

49
Group Activity 1.4.2: Determine whether the following series converges.

  n
1 4
a.  (1) n ln n
f.  n 
n2 n 1  5 


(ln n) 2 
b.  (1) n

n
g.  (1) n
nn
n 1 n 1 n!


n2 
c.  (1) n
n 1 2n  1
, h.  (1) n 1
n ln n
n2

 
1
d.  (1)
n 1
n 1
1 i.  (1) n 1 1
n(n  2)
n n 1
n

 
1
e.  (1) n 1 1
, j.  (1) n 1

(ln n) n
n 1 3n  4 n2

Assessment

 Asking Answer for the raised questions and for the given assignment.

 Check students participation in the group activity and make to present

 Giving feedback for their work

50
Unit Summary
A sequence, denoted by a n n  m , is a function whose domain is the set of natural



numbers.
A sequence a n n  m that has a limit, which is a finite real number, is called



convergent. Otherwise it is divergent.

Convergence or divergence of a sequence a n n  m is the property which is the



result of the behavior of the general term as eventually.

If a sequence a n n  m converges, its limit is unique.



A sequence a n n  m is said to be bounded if it is bounded above and below.




 A sequence is said to be monotone if it is either increasing or decreasing.

 Every bounded and monotonic sequence converges.


 A sum of infinitely many terms of a sequence denoted by a
n m
n =

is known as an infinite series.


 An infinite series a
n m
n converges, if and only if its sequence of partial sum

converges.

 If a
n 1
n converges, then lim an  0 .
n 

 Let r be a real number and c  0 . Then the geometric

c r m

 if r  1
Series,  c r n  1  r
nm diverges if r  1


 The convergence or divergence of an infinite series is not affected by where you

start the summation.
 
 A series of the form  (1)k 1 ak or
k 1
 (1)
k 1
k
a k ,where each ak  0 , is called an

alternating series.
 
 A series  ak is said to be absolutely convergent if the series
k m
a
k m
k converges.

51
 Recall that there are different types of tests; such as Integral, Basic Comparison, Limit
Comparison, Root, Ratio, Alternating Series Tests, Absolutely and Conditionally
Convergent series tests or Generalized convergence tests.

1.5 Review Exercises

SEQUENCES

1. Write the first four terms of the following sequence

 
 n 
a. 
  1n . x 2n 1 
 d.  
 n  1n  0 1 . 3 . 5 .  . 2n  1n 1

 
  1n 1   cos nx 
b.   e.  2 2
 n ! n  0  x  n n 1

 2 x n 1 
c.  5
 (2n  1) n 1

2. Find a possible formula for the sequence whose first 5 terms are indicated and
find the 6 th term;
1 3  5 7  9
a. , , , , ,
5 8 8 14 17
b. 1, 0, 1, 0, 1, 
2 3 4
c. , 0, , 0, , 
5 4 5

3. Consider a circle. Take two points on the circle and connect them with a line
segment, now the circle is divided into a1  2 regions. Add a third point, connect

all points and show that there are a2  4 regions. Add a fourth point, connect all

points and show that there are a3  8 regions. Show that a5  32 and find a

general formula for n distinct points on the circle.

4. Suppose that a ball is launched from the ground with initial velocity v . Ignoring
v2
all resistance it will rise to a height and fall back to the ground at time
2g

52
 2v
t . Depending on how “lively” the ball is, the next bounce will only rise to
g
a fraction of the previous height. The coefficient of restitution r , defined as the
ratio of landing velocity to bound velocity, measure the liveliness of the ball. He
Second bounce has launch velocity r v , the third bounce has launch velocity

r 2 v and so on. Thus

a2 
2v
g g
 
1  r , a3  2 v 1  r  r 2 ,  etc

Find the general expression for an where r   1, 1 . And determine the limit of
the sequence.

6. If $1000 is invested at 6% interest, compounded annually then after years the

investment is worth dollars.
(a) Find the first five terms of the sequence { .
(b) Is the sequence convergent or divergent? Explain.

SERIES

1. Find the sum of the following series, if it converges


1 
2n 3
a.  (1  k ) k
e.  n
k 1 n0 3


3
 10 (1) n

b.
k 0
k f.  n
n0 5


12
c.  100 
 n  1
k 0
k
g.  ln
n 1 n 



1 2 n
d.  n
n0 3

2. Express the following decimals as an infinite series and find its sum if it
converges

a. 
b. 73675367

53
 c. 32794548548

3. Find a series expansion for the expression:

x
for x  1.
1 x2

4. Determine whether or not the following series converges

 
k 1
a. k
k 1
3
1
j.  k. 2
k 1
k

 
ln k

k!
b.
k 1 k
k.  10
k 1
4k


2k  1 
(2k  1) 2 k
c.  l. 
k 1 k 4 1 k 1 (5k  1)
2 k

k k!

k3 

2
d.
k 1 k  5k  7
5 4 m.   1
k 0 (2k )!


ln k
k

(ln n) 2
e.
k 1
3 n.  (1) n
n 1 n


1
f.  k ln(k  1)
k 1 o.


 (1)n
n2
n 1 2n  1

ln k
g. k 
kk
  1
3 k 1
k 1 p.
k 0 k!

1
h.  
1
 (1)
2
k 1 n 1
k 3 q.
n2 (ln n) n

10 k
i. 
k 0 k !

55
 CHAPTER TWO
2.POWER SERIES
Introduction

This Chapter focuses mainly on power series which are the fundamental types of infinite
seris involving variables . The chapter is divided into four sections. The first section
presents Taylor and Maclaurin's polynomials, and their application. Definition and notation
of a power series; radius and interval of convergence of power series,and Taylor series are
parts of the second section. Algebraic Operations on power series and Differentiation and
integration of power series will be treated in third section and Binomial seies will be part of
the fourth section.

Objectives:
At the end of the unit, students will be able to:
 Define power and Taylor series.
 Identify the relation between power and Taylor series.
 Determine differentiation and integration of a Power Series.
 Find the Maclaurin and Taylor polynomials for functions
 Express a function in the form of a power series.
 Determine the Taylor’s series representation of a function.
 Demonstrate the application of power series and Taylor series together with
solving exercises.
 Use Taylor's theorem to approximate function to the desired level of accuracy.
 Apply the concept of power series and Taylor’s formula in solving real life
problems.

56
2.1 Maclaurian and Taylor Polynomials

Recall that the local linear approximation of a function f at x 0 is

f x   f x0   f ' x0 x  x0 

In this formula the approximating function Px   f x0   f ' x0 x  x0  is a first degree

polynomial satisfying Px0   f x0  and P' x0   f ' x0  (Verify).

If the graph of f has a pronounced "bend" at ,then we can expect that the accuracy of
the local approximation of f at will decrease rapidly as we progress away from . This
leads us to the following general problem:

Problem: Given a function that can be differentiated function f that can be differentiated n
times at x  x0 find a polynomial P of degree n to approximate f x  .

One way to deal with this problem is to approximate the function f by a polynomial Px 

of degree with the property that the value of Pn x  and the values of its first derivatives

match those of f at x  x0 . This ensures that the graph of f x  and Pn x  not only have the
same tangent line at , but they also bend in the same direction at (both concave
upward or concave down). This was noticed by a guy named Taylor that bringing the
successive derivatives of a function f x  and the associated polynomial Pn x  into

agreement generated a pattern in the coefficients of Pn x  .

Illustration: The classic example in this regard is the transcendental function f ( x)  e x

near c = 0, where it looks like this:

57
 Graph of f ( x)  e x

We began to look at ways of finding polynomials which looked like f x  near x  0 and

we were able to find functions of degrees 1, 2, 3, and 4 which agreed with f ( x)  e x to the
specified degree of derivatives, and we got:

P1 x  1  x

x2
P2 x   1  x 
2
x 2 x3
P2 x   1  x  
2 6
x 2 x3 x 4
P3 x   1  x   
2 6 24

The graphs of these functions, with f(x) = ex.

Fig 1. Graph of f ( x)  e x and P1 x  . Fig 1. Graph of f ( x)  e x and P2 x 

58
Fig 3. Graph of f ( x)  e x and P3 x  Fig 4. Graph of f ( x)  e x and P4 x 

You'll notice that the polynomial 'hugs the curve' closer as the degrees (and thus the degrees
of agreement of the derivatives) increase.

We discovered two facts:

(1) The higher the degree of the polynomial, the better the 'fit'.
(2) We could construct a polynomial Pn x  of given degree n, by specifying that the first n

derivatives of f x  and Pn x  agree at x  c. This gave rise to the Taylor Polynomial:

Definition: -(Taylor and Maclaurin Polynomial)

Let f be a function for which the n th derivative, f n  x  , exists at some number c . Then
the polynomial:
f ' ' c  f 3 c  f n  c 
Pn x   f c   f ' c x  c   x  c   x  c   ...  x  c n or
2 3

2! 3! n!

n
f k  c 
Pn x    x  c k
k 0 k!

of degree n is called the n th Taylor polynomial for f in power of x  c  .

In particular if c  0 , then the n th Taylor polynomial for f in power of x is given by:

f // (0) 2 f (3) (0) 3 f ( n ) (0) n n

f ( k ) (0) k
Pn ( x)  f (0)  f / (0) x  x  x   x  x and is
2! 3! n! k 0 k!

called the n th Maclaurin polynomial for .

Examples:

1. Find the Taylor Polynomial of degree 5 for f x   ln x with center c  1 .

Solution:

59
We need the first five derivatives, w/ 1 plugged into them.
f x   ln x, f 1  0

f ' x    x 1 , f ' 1  1

1
x

f ' ' x     (1) x 2 , f ' ' 1  1

1
2
x

f ' ' ' x     2 1x 3 , f ' ' ' 1  2! 2
2
3
x

f 4  x  
 3(2)(1)  (3) 2 1x 2 , f 4  1  3!  6
x4

f 5   x  
 4 3(2)(1)   4(3) 2 1x 2 , f 5 1  4! 24
x5

Therefore the 5th Taylor polynomial of f x   ln x, c  1 is

f // (1) f (3) (0) f 4  (1) ( 5)

P5 ( x)  f (1)  f / (1)( x  1)  ( x  1) 2  ( x  1) 3  x  14  f (1) ( x  1)5
2! 3! 4! 5!
1x  1 2x  1 6x  1 24x  1
2 3 4 5
P5 x   0  1x  1    
2! 3! 4! 5!

 x  1 
x  12  x  13  x  14  x  15
2 3 4 5

2. Find the MacLaurin Polynomial of degree 5 for f ( x)  cos x .

Solution: MacLaurin means c = 0, and we're going to need five derivatives.

f x   cos x, f 0  cos0  1 f ' ' ' x   sin x,  f ' ' ' 0  0
f ' x    sin x,  f ' 0  0 f 4  x   cos x,  f 4  0  1
f ' ' x    cos x,  f ' ' 0  1 f 5 x    sin x,  f 5 0  0

1x 2 0 x 3 1x 4 0 x 5
P5 ( x)  1  0 x     ,note that the odd-degreed terms are all 0.
2! 3! 4! 5!

x2 x4
Therefore P5 ( x)  1   .
2! 4!

60
3. Find the seventh degree Taylor polynomial of
i. f ( x)  sin x at c  0 .

ii. f ( x)  e x at c  0 .
Solutions:

i) Since f ( x)  sin x is infinitely differentiable in its domain

f ( x)  sin x  f 0  0 f 4  x   sin x,  f 4  0  0

f ' x   cos x,  f ' 0  1 f 5 x   cos x,  f 5 0  1
f ' ' x    sin x,  f ' ' 0  0 f 6  x    sin x,  f 6  0  0
f ' ' ' x    cos x,  f ' ' ' 0  1 f 7  x    cos x,  f 7  0  1

Thus the seventh degree Taylor polynomial of f ( x)  sin x at c=0 is

f // (0) 2 f (3) (0) 3 f ( 7 ) (0) 7 7

f ( k ) (0) k
P7 ( x)  f (0)  f / (0) x  x  x   x  x
2! 3! 7! k 0 k!

x3 x5 x7
 P7 ( x)  x   
3! 5! 7 !

ii. Since the derivative of f ( x)  e x always exists and is itself, we have

f ' ( x)  f ' ' x   f ' ' ' x   f 4  x   f 5 x   f 6  x   f 7  x   e x and

f ' (0)  f ' ' 0  f ' ' ' 0  f 4  0  f 5 0  f 6  0  f 7  0  e 0  1 .

Thus the seventh degree Taylor polynomial of f ( x)  e x at c  0 is

f // (0) 2 f (3) (0) 3 f ( 7 ) (0) 7 7

f ( k ) (0) k
P7 ( x)  f (0)  f / (0) x  x  x   x  x
2! 3! 7! k 0 k!

x2 x3 x 4 x5 x6 x7
P7 ( x)  1  x       .
2! 3! 4! 5! 6! 7 !

Quick check Class Exercises 2.1.1:

1.Find the first four Taylor Polynomials fo about
2. Find the seventh degree Taylor polynomial of

i. f ( x)  sin x at c  .
2
ii. f ( x)  e 2 x at c  1

61
Theorem 2.1.1: (Taylor’s Remainder Formula)
Let f be a function such that f ( n1) ( x) exists on an open interval I containing c. Then,
there exists some number z between x and c such that

f k  c 
x  c k  f z  x  c n1  Pn x   Rn x 
n n1
f x   
k 0 k! n  1!
f ( n1) ( z )
where Rn ( x)  ( x  c) n1 , for x  I .
(n  1) !
Proof: Beyond this level.

Note:
f ( n 1) ( z )
a. The term Rn ( x)  ( x  c) n 1 in the Taylor’s formula is called the Lagrange
(n  1) !
remainder of f at c.

b. If c  0 , the Taylor’s formula becomes

n
f ( k ) (0) k f ( n1) ( z ) n1
f ( x)   x  x ,
k 0 k! (n  1) !
where z is between 0 and x (i.e. z  [0, x] or z  [ x,0]) . This Taylor formula is
called Maclaurine formula.
c. If Pn ( x) and Rn ( x) are the n th degree Taylor’s polynomial and the n th degree

Lagrange remainder of f at x , respectively, then

f (x)  Pn ( x)  Rn ( x)  Rn ( x)  f ( x)  Pn ( x)

If we can find a number d  o such that

Rn ( x)  d , then f ( x)  Pn ( x)  d

 f ( x)  Pn ( x)  d , i.e.; f x   Pn ( x) .

Example 1. Apply taylor's approximation formula to f ( x)  e x

Solution: In this case f n  ( x)  e x for all n and f n  (0)  1 for all n .

Therefore the nth polynomial approximation becomes
x2 x3 xn
ex  1 x    ... 
2! 3! n!

62
The error in the approximation is
 f ' ' 0x 2 f 3 0x 3 f n  0x n 
R  f x    f 0  f ' 0x    ...   (*)
 2! 3! n! 

Applying remainder theorem to f ( x)  e x . In this case

 x2 x3 x n  e  x n1
R  e x  1  x    ...    (**)
 2! 3! n!  n  1!

It turns out that the error Rn x  is approximately a constant times x n 1 . Thus the error is
small when x is small, but increases rapidly with x.

Example 2. Use third Maclaurin polynomial to approximate e 0.5 . Find an upper bound
for the error in this approximation.

Solution: Putting x = - 0.5 and n = 3 in (*) and (**) we get


e 0.5  1  0.5 
 0.52   0.53   0.60416...

 2! 3! 

e   0.5
4
R
4!
(0.5)4
where  is between 0 and – 0.5. Therefore 0  e  1. So 0  R  4! = 0.0026...

Cooperative Learning Group Activity 2.1.1

1. a. Find the 8th degree Taylor series approximation to f(x) = tan x centered at xo = 0.
b. Use this to estimate the value of tan(0.1). Estimate the error in this approximation.
c. Estimate the truncation error in part a as x varies over the interval | x |  0.2.
d. For the approximation in part a, find  so that | R |  10-4 for | x |  .
e. If in part a we take the terms up to order n, find n so that | R |  10-3 for | x |  0.2.
2. Approximate

a. e0..2 with in 0.0005 b. sin (0.5) with in 0.001

c. sin x by the fourth degree polynomial in x if 0  x  0.2 .

d. ln x by the fifth degree polynomial in x , if 1  x  1.2 .

Assessment :
 Check students participation in the group activity and Check their answers

63
2.2 Power Series ;Maclaurin and Taylor Series

2.2.1 Definition and Notation of Power Series

Definition: - An infinite series of the form



c
n 0
n ( x  a) n  c0  c 1 ( x  a)  c2 ( x  a) 2  c3 ( x  a) 3    cn ( x  a) n   (1)

is called a power series in x  a .

If a  0, then the power series in x is given by


c
n 0
n x n  c0  c 1 x  c2 x 2  c3 x 3    cn x n   and is called power series in

where “a” and c n are real numbers, and n  0,1, 2,.

Note: - In series (1), "a" is called the center


Examples: i) x
n 0
n
 1  x  x 2  x 3  x 4  ...


 1n x 2n x2 x4 x6
ii) 
n 0 2n!
 1  
2! 4! 6!
 ...


( x  1) n x  1  x  1  x  1  ...
2 3
iii) 
n 0 n  1
 1
2 3 4

x  3  x  3  ...
2 3

  1 x  3  1  x  3 
n n 1
iv)
n 0 n! 2! 3!
(i) and (ii) are power series in x where as (iii) and (iv) are power series in and
respectively.

Quick Check Class Activity: 2.2.1

Find "a" and the coefficients c0 , c1 , c2 and c3 for each of the following power series

x 2 n1
a.  (1) n
n 0 (2n  1) !
a  _____, c0  ____, c1  ____, c2  ____, c3  _____


( x  5) n
b.  (1)
n 0
n

n.5 n
a  _____, c0  ____, c1  ____, c2  ____, c3  _____

 n
 x
c. 
n 0
(2n)! 
2
a  _____, c0  ____, c1  ____, c2  ____, c3  _____

64
2.2.2 Radius and Interval of Convergence of Power Series


Definition: - A power series c
n 0
n x n in x is said to converge


a. At d if and only if c d
n 0
n
n
converges;


b. On the set S if and only if c
n 0
n x n converges for each x  S .

The most useful method of our disposal for determining the interval of convergence of a
power series is the Generalized Ratio Test and we may also use Generalized Root test.

Example: - Determine the values of x , for which the following series converge.

  
2n. x n xn xn
a.  (1)
n 1
n 1

n .3n
b. 
n 0 n
c. 
n 0 n!

Solutions: -
2n. x n
a. By using generalized ratio test with an  (1) n 1 , the series
n .3n

2n. x n
 (1)n 1
n 1 n .3n
converges whenever

a n 1
r  lim 1
n  a
n

2 n1 . 3n. n. x n1 2 n

 r  lim  lim . x 1
n 2 n . 3 n 1. n  1.x n 3 n  n 1
3
 x 
2

3 3
Thus the series converges(absolutely) whenever  x .
2 2
n
3

2n.  
 If x   , then  (1) 2 n 1  n  
3 2 1
is a divergent series
2 n 1 n .3 n 1 n


1
because n
n 1
is a divergent Harmonic series.

65
 n
3

2 .  
n

x  , then  (1) n 1  n   (1) n 1.

3 2 1
 If is a convergent
2 n 1 n .3 n 1 n
alternating series.

2n. x n 3 3
Hence the series  (1)n 1
n 1 n .3 n
converges whenever   x  .
2 2


xn xn
b. Using generalized ratio test with an 
n
, the series 
n 0 n
converges

whenever
a n 1
r  lim 1
n  an

x n 1. n
 lim 1
n   n  1. x n

n
 x . lim 1  x 1
n  n 1

xn
Thus the series 
n 0 n !
converges whenever  1  x  1

 
xn
   1
n 1
 If x  1 , then  is a convergent alternating series.
n 0 n ! n 0 n
 
xn 1
 If x  1 , then 
n 0 n
 
n 0 n
which is a divergent harmonic series.


xn
Hence the series  converges whenever  1  x  1 .
n 0 n


xn xn
(c) Taking the ratio limit with an 
n!
, the series 
n 0 n!
converges whenever .

a n 1
r  lim 1
n  a
n

x n 1 . n!
 lim  n 1
n  n  1!. x

1
 x . lim  0  1 for every x.
n n 1

66
 a n1
Since lim  0  1 always, so the ROC is R = . This means that the IOC is the entire
n  a
n

real line R .

Quick check Class Exercises 2.2.2: Determine the radius and interval of convergence of

the following power series.



x 2 n 1
a.  (1) n

(2n  1) !
b. n
n 0
3
. xn
n 0


Theorem 2.2.1: Let cn 0
n ( x  a) n be a power series. Then exactly one of the

following conditions holds;


i. c
n 0
n ( x  a) n converges only at x  a


ii. c
n 0
n ( x  a) n converges for all real numbers x

iii. There is a number R  0 such that


a. c
n 0
n ( x  a) n converges for x  a  R


b. c
n 0
n ( x  a) n diverges for x  a  R

Proof: Exercise

Remarks:
a. The number R in the above theorem is called the radius of convergence of the

series  c n ( x  a) n .And
n 0

If the series satisfies case (i), R  0 .

If the series satisfies case (ii), R   .

Thus, every power series has the radius of convergence R, which is either zero, a
positive number or  .

67
 
b. The collection of all values of x for which  c n ( x  a) n converges is called the
n 0

interval of convergence of the power series and is always centered at x=a.


c. If R is the radius of convergence of the series  c n ( x  a) n , then the interval
n 0

of convergence is one of the following intervals; ( R  a, R  a) ,  R  a, R  a

a  R, a  R , a  R, a  R.
 
d. At x=a,  cn ( x  a) n =0.Therefore
n 0
c
n 0
n ( x  a) n is always convergent at x=a.


e. A Power series a
n 0
n x n defines a function whose domain is the interval of

convergence of the series.

Examples: (1) Determine the interval of convergence for the power series:


(1) n 1 ( x  1) n 
( x  2) n
a.  b. 
n 1 2n n 1 n2

Solutions:

(1) (a) Before we start, note that the center of the series is the number being subtracted

(1) n1 ( x  1) n
from x, i.e. c  1 . Applying Generalized Ratio Test , 
n 1 2n
converges if

an1
r  lim 1
n a
n


 x  1 . 2n
lim  1. n 1
n 1
1
2 . x  1
n  n

1
 x  1. lim  1  x 1  2
n 2
Since we have c  1, R  2 , the IOC (not including endpoints) is the interval from
to .

(1) n1 ( x  1) n
Thus the series 
n 1 2n
converges whenever  1  x  3 .

Now we test the endpoints by plugging them in and checking convergence:

68
 
(1) n1 ( x  1) n 
 If x  1 , then 
n 1 2n
 
n 1
 1 is a divergent series.


 1n1 x  1n  n 1

   1 which is a divergent
 If x  3 , then 
n 1 2n n 1

alternating series.

So the IOC is (-1,3), which contains neither end point.


(1) n 1 ( x  1) n
Hence the series  converges only whenever  1  x  3 .
n 1 2n

(b) Again, take the limit of ratios (note that the center is c = 2).

lim
a n 1
= lim
x  2n1.  n 2  x  2  1
n  a n n  12 x  2n
n

when it converges, so here the ROC is 1. ( 1: Quotient of lead coeff's.)

The IOC would run from to , so we need to check the endpoints:

 If x  1 , then 

( x  2) n 
 1 n

n 1 n 2
 
n 1 n
2
converges by AST.


( x  2) n 
1
 If x  3 , then 
n 1 n 2
 
n 1 n
2
is a convergent p-series.

The IOC includes both end points: [1,3].

Quick check Class Exercises 2.2.3:

Determine the radius and interval of convergence of the following power series.

a. 

(x  2) n 
b. 
x  2n
n 1 3n n 2 n 1 2 n (n  1)

Teachers role

 Observe while they work

 Check and give feedback to their answers

69
Group Activity 2. 2.1 (The students will discuss in their respective groups)

1. Find the radius and interval of convergence of the following power series.
 
2n x n ln n
a.  n2
h.  n  1 .( x  5)
n 1
n

n 1

 
xn
b. 2 n
i. n
n 1
n
( x  3) n
n 1 n

n!
n

x 2n
c.   1 j. xn
n
n
(2n)! n 1
n 1

( x  3) n
(n  1) n 

d. n 1 n 2n
x k.
n 0 2n
 n
 3
   x  5
xn
e.  
n
l.
n  0 ( n  1) . 5 n 0  
4
n



f. 
( 2n) ! n
x m.  n! x
n 0
n

n 1 (3n)!

 n

3
 (sinh 2n).x n n.    2 x  5
n
g.
n 1 n 0  4 

2. a. If a and b are positive integers, find the radius of convergence of


(n  a) !
 n !( n  b ) ! x
n 1
n

b. If lim n a n  L , then show that the radius of convergence of

n 


, if L   \ 0
1
 L
 
 an xn   , if L  0
n 0  0, if L  


Assessment
 Asking Answer for the raised questions and for the given assignment.
 Check students participation in the group activity and make to present
 Giving feedback for their work

70
2.2.3 Maclaurin's and Taylor Series
Functions defined by power series:

Power series play a fundamental role in both mathematics and science they are used, for
example, to approximate trigonometric functions and logarithms, to solve differential
equations, to evaluate difficult integrals, to create new functions, and to construct
mathematical models of physical laws. Physicists also use power series in another way: In
studying fields as diverse as optics, special relativity, and electromagnetism, they analyze
phenomena by replacing a function with the first few terms in the series that represents it.

If a function is expressed as a power series on some interval, then we say that f is

represented by power series on that interval.

Examples:(Geometric Power series)

1) Consider the function f x  

1
. The form of f is closely similar to the sum of
1 x

a
geometric series  ar
n 0
n

1 r
,r


1
In other words, if you let a  1 and r  1 ,then a geometric series  x n , converges to
n 0 1 x

for x  1 .


1
Thus, x
n 0
n
 1  x  x2  x3    xn   
1 x
, if x 1 . . . (*)

In other words, the power series representation for f x  

1
centered at is
1 x

f x  
1
  x n on (-1,1)
1  x n 0
This infinite geometric series represents the function only on (-1,1).

 If x is replaced by  x in (*) we obtain


1
 (1)
n 0
n
x n  1  x  x 2  x 3    (1) n x n   
1 x
, if x  1

 If x is replaced by x 2 in (*) we obtain

71
 
1
x
n 0
2n
 1  x 2  x 4  x 6    x 2n   
1 x2
, if x 1

 If x is replaced by  x 2 in (*) we obtain


1
 (1)
n 0
n
x 2 n  1  x 2  x 4  x 6    (1) n x 2 n   
1 x2
, if x 1

2. Find the power series representation of f x  

1
centered at -1.
1 x

Solution: We can write

f x  
1 1 1
 
1  x 2  x  1
1
x  1
2

a x 1
which has the form where a  1, r  .
1 r 2
x 1
Thus for  1  x  1  2  3  x  2 ,we have
2

1 
1 x 1 n
  ( )( ) on (-3,1)
1  x n 0 2 2

Quick check Group Activity 2.2.4:

1) Represent the rational function as a Geometric power series with the specified center c:

a) f x  
4 3
centered at x  0 . (e) ,c  2
x2 2x  1

c) f x  
1 1
centered at x  1 . (d) ,c  4
x 2 x

Teachers role
 Observe while they work
 Check and give feedback to their answers

Recall that if has derivatives of n-orders then its n th Taylor approximation is given by
n
Pn x    a k ( x  a) k and f n  a   n!an
k 0

Then if f x  has derivatives of all orders on some interval around point a we have the

Taylor Series of f x  about a .

72
Theorem 2.2.2: (Taylor Series)
If f x  is infinitely differentiable at x  a and on some open interval around a then f can
be represented by the power series


f ( n ) (a)
f x    ( x  a) n
n 0 n!

on the interval of convergence this power series. This power series representation is said to be
the Taylor series of f x  about a .
In particular if a  0 , then power series representation becomes


f ( n ) (0) n
f x    x ,
n 0 n!

and is called Maclaurin Series of f .

Examples: Find the Taylor series representation of the following functions

a) f x   ln x, c  1 b) f ( x)  cos x centered at x  0 .

Solution: a) Since is infinitely differentiable at x  1.

f x   ln x, f 1  0

f ' x    x 1 , f ' 1  1

1
x

f ' ' x     (1) x 2 , f ' ' 1  1

1
x2

f ' ' ' x     2 1x 3 , f ' ' ' 1  2! 2
2
3
x

f 4  x  
 3(2)(1)  (3) 2 1x 2 , f 4  1  3!  6
x4

f 5   x  
 4 3(2)(1)   4(3) 2 1x 2 , f 5 1  4! 24
x5

 

f n 
x    1 n  1!
n 1
 f n  1   1
n 1
n  1!
n
x

73
Therefore the Power(Taylor's) series of f x   ln x, c  1 is

1x  1 2x  1 6x  1 24x  1  1 n  1!x  1n

2 3 4 5 n 1
ln x  0  1x  1      ....   ...
2! 3! 4! 5! n!

ln x  x  1 
x  12  x  13  x  14  x  15  ...
2 3 4 5

( x  1) n
In Sigma notation we have, ln x   (1) n1
n 1 n

Since this power series representation is valid only on its interval of convergence we need to
find this interval. Therefore by the generalized ratio test this representation is true for:

an 1
r  lim  x 1  1
n  an

Therefore the Radius of Convergence is

To check at the end points of this interval:

 Let x  0 , the series becomes:


(1) n 1 (1) n 1 1 1 
1

n 1 n
 1   
2 3 4
 ...   
n 1 n
which is divergent harmonic series


1
 Let x  2 then the series becomes  (1)
n 1
n 1

n
which is convergent alternating series

as seen in the first chapter.


(1) n 1
Therefore ln x   ( x  1) n on (0,2].
n 1 n

b) Since f ( x)  cos x is infinitely differentiable at x  0 .

f x   cos x, f 0  cos0  1

f ' x    sin x,  f ' 0  0

f ' ' x    cos x,  f ' ' 0  1

f ' ' ' x   sin x,  f ' ' ' 0  0

74
 f 4  x   cos x,  f 4  0  1

 
In general we have f 2 n1 0  0 and f 2n  0   1 , n  0,1,2,3,...
n

Therefore the power series of f ( x)  cos x is

1x 2 0 x 3 1x 4 0 x 5
cos x  1  0 x      ... ,(note that the odd-degreed terms are all 0).
2! 3! 4! 5!

x2 x4 x6  1 x 2n  ...   (1) n x 2n
n
cos x  1   
2! 4! 6!
 ... 
2n! n 0 (2n)!

To find its interval of convergence

(1) n 1 x 2 n 2 (2n)! x2
r  lim  lim  0  1 for every x.
n  ( 1) n x 2 n ( 2n  2)! n  (2n  2)(2n  1)

Thus interval of convergence is ( the radius of convergence is

Quick check Class Group activity 2.2.5:

1.(a) Find the Maclaurine Series of

i. f ( x)  e x iii. f ( x)  e 2 x
ii. f ( x)  sin x
b. Find the Taylor Series of:

i. f ( x)  e x , at c  1

ii. f ( x)  sin x , at c 
2

f x   , c  1
1
iii.
x
Teachers role
 Observation while they work in groups
 Check and Give feedback for their answers

75
2.3 Operations on convergent Power series
 
Theorem 2.3.1: Let f x    a n x n and g x    bn x n are convergent power series
n 0 n 0

centered at 0. Then


1. f kx   a n k n x n , for
n 0

2. f x N  a n x Nn


n 0


3. f x   g x    (a n  bn ) x n
n 0

Note: The interval of convergence for sum is the intersection of the interval of convergence
of the two original series.

Examples:
 
 n
 x  1 
1.  x       1  n x n and the interval of convergence for the sum is (-1,1)
n

n 0 n 0  2  n 0  2 
which is the intersection interval of convergences (-1,1) and (-2,2) of the two series.

xn
2. Use the power series representation  of f ( x)  e x to find the power series
n 0 n !

representation of g x   e  x .
2


xn
Solution: Since the power series representation of f x   e x   then using 2 and 3 of
n 0 n !


 1n x 2n
the above theorem 
n 0 n!
.

Quick check Class activity 2.3.1:


x 2 n 1
(1) Given that the Taylor Series for sin(x) =  (1)
n 1
n 1

(2n  1)!
, find a Taylor series for

f ( x)  sin4 x  .

(1) n 1 ( x  1) n
(2) Given that the Taylor Series centered at for ln(x) = 
n 1 n
, find a

 
Taylor series for ln x 2 and ln 3x  .

76
2.3.1 Differentiation of Power Series

Theorem 2.3.2:

If c x
n 0
n
n
 c0  c 1 x  c2 x 2  c3 x 3    cn x n   is a power series having

radius of convergence R  0 , then the derivative of the series is

  
d d
dx
 (cn xn )  
n 0 n  0 dx
(cn x n )   n cn x n 1
n 1

 c1  2c2 x  3c3 x 2    ncn x n1  

and also has the same radius of convergence R  0 .


d2
Remark: Repeated application of the above theorem shows that, 
n 0 dx 2
(c n x n ) ,

 
d3 d4

n  0 dx
3
( c n x n
) and 
n  0 dx
4
(c n x n ) , and so on, have the same radius of

convergence R  0 .


Example: Since the geometric series x
n0
n
 1  x  x 2  x3    x n  

has the radius of convergence R  1 and converges on (1,1) , the series

 
d n

n 0 dx
x  
n 1
nx n1  1  2 x  3x 2  4 x 3  5 x 4  6 x 5   ,

 
d2 n

n 0 dx
2
x  
n2
n(n  1) x n 2  2  6 x  12 x 2  20 x 3  30 x 4   ,

 
d3 n

n 0 dx
3
x  
n 3
n(n  1)(n  2) x n3  6  24 x  60 x 2  120 x 3  


all have the same radius of convergence and converges on (1,1) ,

77
 
Theorem 2.3.3: If  c n x n is a power series with radius of convergence R and
n 0


f ( x)   c n x n for all x in ( R, R ) ,
n 0

then f is differentiable on ( R, R ) and


d
f  ( x)   (cn x n ) for all x in ( R, R ) ,
n  0 dx

Example 1: Find the radius and interval of convergence of


x n 1

n  0 ( n  1)
2

and its derivative.

Proof:
Solution: Exercise.

x n 1
Let an  . Then by Generalized Ratio Test the series converges when
(n  1) 2

a n 1
r  lim 1
n  an

x n  2 n  1 n  1 x  1
2 2
 lim . n 1  lim
n  (n  2) 2
x n   ( n  2) 2

 x 1

Therefore the radius of convergence is R  1 .

Obviously, the series converges at x  1 and x  1 . Then the interval of convergence is

 1 , 1.

x n 1
Let f ( x)   . Then
n  0 ( n  1)
2

d  x n 1 
d x n 1 
xn
f ( x)  
/
  .
dx n  0 (n  1) 2 n  0 dx (n  1) 2 n 1 (n  1)

78
 
xn
Thus f / ( x)  
n 1 ( n  1)

Example 2:
a) Obtain a power series representation of the function
1
f ( x)  , if x 1
(1  x) 2


xn
b) Show that 
n 0 n !
is the power series representation of e x .

Solution:

1
a. Since the function g ( x)  , x  1 has power series representation
1 x

g ( x)   x n ,and f ( x)   g / ( x) then the power series representation of
n 1

dg ( x) 1 d   n 
f ( x)  
dx

(1  x) 2
    x
dx  n1 
 =  
n 1
n . x n 1


xn
b. Let f ( x)   . Then
n 0 n !


x n 1
f / ( x)   , let m  n  1
n 1 n  1 !


xm
 f / ( x)   = f (x)
m0 m !


xn2
f //
( x)   , let k  n  2
n  2 n  2  !


xk
 f //
( x)   = f (x)
k 0 k !

Since the only function which is the derivative of the function is itself is e x , then f (x)  e x

xn
, that is e x   .
n 0 n !

79
2.3.2 Integration of Power Series

Theorem 2.3.4: Integration of Power Series

If

f ( x)   c n x n converges on ( R, R ) , then
n 0


c n n 1
g ( x)   x converges on ( R, R ) and
n 0 n  1

 f ( x)dx  g ( x) , that is,

  n
 
cn n1
 
  n 0 c n x 

dx  
n 0
(  c n x n
dx )  
n 0 n  1
x on ( R, R ) .

Proof: Exercise

Remark: If a power series converges at a and converges at b , then it converges at all

numbers in between a and b..

    b   cn
 
b

a  n 0 n  n 0 a n   n 0 n  1 b  a

   n 1 n 1
c x n
dx  c x n
dx

Example: Show that


(1) n n1
a) ln(1  x)   x , for x  1
n 0 n  1


(1) n 2 n1
b) arctan x   x , for x  1
n  0 2n  1


 1  xn
c) ln     , for x  1
1 x  n 1 n

Solution:

1 1
a. Since ln(1  x)  
1 x
dx and
1 x
  (1)
n 0
n
x n , for x  1 .

  
 ln(1  x)    (1) x dx     (1) x dx
n n n n

n 0 n0 n 0

80
 
(1) n n 1
 ln(1  x)   x
n 0 n  1


(1) n n 1
Thus ln(1  x)   x for x  1
n 0 n  1


1 1
b. Since arctan x  
1 x 2
dx and
1 x 2
 
n 0
(1)n x 2 n , for x  1

  
 arctan x =   (1) n x 2 n dx     (1) n x 2 n dx
n 0 n 0 n 0


(1) n 2 n 1
 arctan x =  x
n  0 2n  1


(1) n 2 n 1
Thus arctan x =  x , for x  1 //
n  0 2n  1


 1 
   ln 1  x    
1 1
c. Since ln  dx and   x n for x  1 , then
1 x  1 x 1  x n 0

 
 1 
ln     x dx    x dx
n n

1 x  n 0 n 0


x n 1 
xn
   
n0 n  1 n 1 n


 1  xn
Thus ln  
1 x 
  
n 1 n

Quick Check group Activity 2.3.2:

1. Find the derivative f '(x) and integral ∫ f(x) dx of f(x):

(1) n1 ( x  4) n 1 (1) n 1 ( x  3) n


(a) f ( x)   (b) f(x) = 
n 1 n 1 n5 n

2. Calculate, accurate to four decimal places.

1

 cos( x
2
a. )dx
0

81
 0.5

b.  sin
0
x dx

Teachers role
 Observation while they work in groups
 Check and Give feedback for their answers

Activity: (Individual Assignment exercises)

1. Find the Taylor’s (or Maclaurine series) of

a. f ( x)  ln(1  x) d. h( x)  sin 2 x , at c  
x 1
b. f ( x)  , at c  2 e. f ( x)  sin x. cos x
x 1
c. f ( x)  x 2 cos x 3 f. h( x)  x , at c 1

Group Activity 2.3.1 (They will discuss in their respective groups and present the result
for the whole group)

x
1. Let f (x) be the sum of the series. Find f / ( x) and  0
f (t ) dt


(1) n n
a.  x c.  (n  1) xn
n 0 n  1 n 1

 
5
n
1

2
b. x n 1 d. xn
n 0 n 2
 1 n 1

2. Show that

1
a. cosh x   x 2 n , for all x
n  0 ( 2n) !


1
b. sinh x   x 2 n1 , for all x
n 0 ( 2n  1) !


1
c. e   n
n 0 2 n !

 1 1 1 1
d. 1      
4 3 5 7 9

3. Find a power series representation of

82
 f ( x)  e 3 x
3
a. x2
i. g ( x)  , x 1
1 x2
ex 1
b. f ( x) 
x x

e
t 2
j. dt
0
ex  x 1
c. r ( x) 
x2 1

e
 x2
k. dx
1 x  0
d. g ( x)  ln  , x  1
1 x 
l. f ( x)  x 2 tan 1 x
2
e. h( x)  ln( 2  3x), x 
3

f. f ( x)  sinh x 2

arctan x
g. h( x) 
x

h. s( x)  ln(1  x 2 ), x  1

4. Evaluate (Assignment)

et  1 ln(1  t )
x x
a. 
0
t
dt c. 
0
t
dt

ex  x 1
b. lim
x 0 x2

Assessment

 Answer for the raised questions and for the given assignment.

 Observation while they work in groups and present.

 Give feedback for their answers

83
2.4 Binomial Series

Let p be any real number and let . Then we define the binomial

 p
coefficient   by the formulas:
n 

 p  p  p p  1 p  2.... p  n  1

   1 and    for .
0  n  n!

 p  p  p p  1
In particular,    p and   
1  2  2

Moreover if is a positive integer, then

 p p!
  
 n  ( p  k )! k!

Theorem 2.4.1: (Binomial series)

For any real number p  0 and for all x  1,

 p  p  p  p 
 p
(1  x) p  1    x    x 2    x 3      x n       x n
1   2  3  n  n 0  n 

Proof: Exercise.

Example:

1. Find the Maclaurin series of

i. 1 x
1
ii. (1  x ) ,
2 2

2. Approximate 1.1 to five decimal places.

Solutions:

 1
1) i. 1  x 2    2 x n
1

 
n 0 n
 

84
 1 1 1 1 1
      2   3  
1
(1  x)   2    2  x   2  x   2  x     2  x n  
2

 0  1   2  3  n 
         

1 1  1   1  1  1   1   3  3
 1 x     x 2      x  ......
2 2!  2  2  3!  2  2  2 

1
ii. 1  x 

   2  1 x n
1
2 2 n

n 0 n

 

1 1  1   1  1  1   1   3  6
 1  x 2     x 4      x  ......
2 2!  2  2  3!  2  2  2 

2. (Exercise!) Hint: Taking x  1and substitute in

1 1  1   1  1  1   1   3  3
1  x  1 x     x 2      x  ......
2 2!  2  2  3!  2  2  2 

Quick Check Activity 2.4.1 (Group Discussion)

1. Find the Maclaurine series of

i. (1  x) 2 for x  1.

ii. 4
1  x, x 1

2. Approximate 1.4 to five decimal places.

Assessment

 Answer for raised questions and for the given assignments.

 Observation while they work in groups and present.

 Giving feedback for their work.

85
Unit Summary

 A series of the form

c
n 0
n ( x  a ) n  c 0  c 1 ( x  a )  c 2 ( x  a ) 2  c3 ( x  a ) 3    c n ( x  a ) n  

is said to be a power series in x  a .

 Every power series has the radius of convergence R , which is either 0 ,  , or a non-
negative number.

 The interval in which the power series converges is called the interval of convergence.

 If R is the radius of convergence of the power series given by (*), then the interval of
convergence is one of the following intervals:

(a  R, a  R) , a  R , a  R , a  R, a  R  , a  R, a  R
 Suppose f has derivatives of all order at a, then the power Series


f ( n ) (a)

n 0 n!
( x  a) n (**)

is called the Taylor series of f at a . In particular if a  0 , then

(**) becomes


f ( n ) (0) n

n 0 n!
x ,

and is called Maclaurin Series of f .

 The partial sum of Taylor series,

f // (a) f ( n ) (a) f ( n1) ( z )

f (a)  f / (a)( x  a)  ( x  a) 2    ( x  a) n  ( x  a) n1 , where z
2! n! (n  1) !
is a number between a and x, is called Taylor formula.

In the Taylor formula,

86
 n
f ( k ) (a)
Pn ( x)   ( x  a) k
k 0 k!

is called the nth degree Taylor polynomial of f at a and

f ( n 1) ( z )
Rn ( x)  ( x  a) n1
(n  1) !

is called the Lagrange formula of the remainder of f at a.

For any real number p  0 and for all x 1,

 p  p  p  p 
 p
(1  x) p  1    x    x 2    x 3      x n       x n
1   2  3  n  n 0  n 

Common Taylor series include:

1
 1  ( x  1)  ( x  1) 2  ( x  1)3  ( x  1) 4  ...  (1) n ( x  1) n
x
1
 1  x  x 2  x3  x 4  x5  ...  (1)n ( x  1)n
1 x

( x  1)2 ( x  1)3 ( x  1) 4 (1) n1 ( x  1)

n

ln x  ( x  1)     ... 
2 3 4 n

x 2 x3 x 4 x5 xn
e  1  x      ... 
x

2! 3! 4! 5! n!

x3 x5 x 7 (1)n x 2 n1
sin x  x     ... 
3! 5! 7! (2n  1)!

x 2 x 4 x6 (1) n x 2 n
cos x  1     ... 
3! 5! 7! (2n)!

x3 x5 x 7 x9 (1)n x 2 n1
arctan x  x      ... 
3 5 7 9 2n  1

87
 2.5 Review Exercises

1. Determine the radius and interval of convergence of the following power series.

 
xn ( 2n) !
a.  e.  (3n)! x n

n 1 2 ( n  1)
n
n 1

 n

xn 3
    2 x  5
n
b. f.
n 1 n  1 n 0  4 
2


xn 
( x  2) n
c. 2
n 1
n
n
g. 
n 1 ( n  1).2
n

 

 (sinh 2n).x
n!
d.  n x n
n
h.
n 1 n n 1

x
2. Let f (x) be the sum of the series. Find f / ( x) and 
0
f (t ) dt

 
1 5
 x n 1 n
2
a. b. xn
n 0 n 2
 1 n 1

3. Find a power series representation of

a. f ( x)  e 3 x
3
e. s( x)  ln(1  x 2 ), x  1

ex  x 1 x2
b. r ( x)  g ( x)  , x 1
x2 f.
1 x2
1 x 
c. g ( x)  ln  , x  1 1
1 x   e dx
x 2
g.
0

arctan x
d. h( x) 
x h. f ( x)  x 2 tan 1 x

4. Find the Taylor’s expansion of

a. h( x)  arctan x at c  0

x 1
b. f ( x)  , at c  2
x 1

c. f ( x)  sin x. cos x at c  0

88
 CHAPTER 3
3.DIFFERENTIAL CALCULUS OF SEVERAL VARIABLES
Unit Introduction

In this chapter we will extend many of the basic concepts of calculus to functions of two or
more variables, commonly called functions of several variables. We will begin by discussing
limits and continuity for functions of two and three variables, then we will define derivatives
of such functions, and then we will use these derivatives to study tangent planes, rates of
change, slopes of surfaces, and maximization and minimization problems.. This unit is
divided into four sections. The first section presents basic definitions of functions of several
variables. Limit and continuity of functions of several variables are parts of the second
section. Partial derivatives will be treated in third section and extreme values in the fourth.

Unit Objectives

At the end of this unit students should be able to

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

 Determine combination and composition of functions of two or three
variables.
 Determine limit and continuity of functions of two or three variables.
 Determine partial derivatives of functions of two or three variables.
 Determine gradient of functions of two or three variables.
 Determine directional derivative of functions of two or three variables in the
direction of a given non-zero vector.
 Identify the relation between directional derivative and gradient of functions
of two or three variables.
 Apply the concept of partial derivatives of functions of two or three
variables in solving real life problems.

90
3.1 Notations and Terminologies
So far we have dealt with the calculus of functions of a single variable. But, in the real world,
physical quantities often depend on two or more variables .

For example,

1. The temperature at a point on the surface of the earth at any given time depends on the
longitude and latitude of the point. We can think of as being a function of the two variables x
and y, or as a function of the pair x, y  . We indicate this functional dependence by writing

T  f x, y  .

2. The volume V of a circular cylinder depends on its radius and its height . In fact, we know
that V  r 2 h .We say that is a function of r and h , and we write V r , h  r 2 h .

1
3. The area A of a triangle depends on the base length b and height h by the formula A = bh
2
4. The volume V of a rectangular box depends on the length l, the width w, and the height h
by the formula ; and

5. The arithmetic average .x of n real numbers, ( x1 , x 2 ,..., x n ) , depends on those numbers by

1
the formula x  ( x1  x 2  ...  x n )
n

The terminology and notation for functions of two or more variables is similar to that for
functions of one variable. For example, the expression

z  f ( x, y)

means that z is a function of x and y in the sense that a unique value of the dependent variable
z is determined by specifying values for the independent variables x and y. Similarly,

w  f ( x, y, z )

expresses w as a function of x, y, and z, and

u  f ( x1 , x2 ,..., xn )

expresses u as a function of x1 , x2 ,..., xn .

The following definitions summarize this discussion.

91
 Definition: -(Functions of two variables)
Let D be a non-empty subset of the xy -plane. A rule f that assigns a real
number f ( x, y) to each point ( x, y) in D is called a function of two variables. The set D
is called the domain of f and the set of all values f ( x, y) is called the range of f .

Similarly,

Definition: -(Functions of three variables)

Let D be a non-empty subset of a three dimensional space. A rule f that
assigns a real number f ( x, y, z ) to each point ( x, y, z ) in D is called a function of
three variables. The set D is called the domain of f and the set of all values
f ( x, y, z ) is called the range of f .

Unless stated explicitly, the domain of functions of several variables is taken to be the set
of all points for which the function is defined or yields a real value for the dependent
variable. We call this the natural domain of the function

Example 1: Let f ( x, y)   
y  1  ln x 2  y . Find f (e,0) and sketch the domain of f .

 
Solution. By substitution, f (e,0)  0  1  ln e 2  0  1  2  3

To find the natural domain of f , we note that y  1 is defined only when y  1 , while

 
ln x 2  y is defined only when 0  x 2  y or y  x 2 . Thus, the natural domain of f consists

 
of all points in the xy-plane for which  1  y  x 2 i.e. D  x, y   R 2 /  1  y  x 2 .

92
To sketch the natural domain, we first sketch the parabola y  x 2 as a “dashed” curve and
the line y  1 as a solid curve. The natural domain of f is then the region lying above or

on the line y  1 and below the parabola y  x 2 .

Domain is the shaded region

Example 2: Find and sketch the natural domains of the following functions

a) f ( x, y)  x  y c) f ( x, y)  ln(2 x  y)

x y
b f ( x, y )  d) f ( x, y, z )  x 2  y 2  z 2
x y

Solutions:

a) Because of the radical for the function f ( x, y)  x  y the inequality x  y  0 must

hold true. Therefore the domain of f ( x, y)  x  y is all x such that x   y .i.e.


D  x, y   R 2 / x   y . 
b) Since the denominator of a rational function cannot be zero, the domain of
x y
f ( x, y ) 
x y

is all x such that x  y  0 or x  y .Thus D  x, y   R 2 / x  y 

c) Since the argument of a logarithmic function must always be greater than zero, that is
2 x  y  0 , the domain of f ( x, y)  ln(2 x  y) is all x such that 2 x  y . Thus


D  x, y   R 2 / 2 x  y 
d) Since the function f ( x, y, z )  x  y  z is defined for all points, the domain is
2 2 2

93
  
D  x, y, z  R 3 .

Exercise: Sketch the graphs of the natural domains of each of the functions in example a-c.

3.2 Graphs of Functions of Two Variables

Just as the graph of a function of one variable is a curve with equation y  f (x) , so the graph
of a function of two variables is the graph of the equation z  f ( x, y) . In General, such
graph will be a Surface in 3-space. We can visualize the graph S of f as lying directly above
or below its domain D in the xy-plane.

Therefore, the graph of a function of two variables is the surface consisting of all points
( x, y, z ) in space such that z  f ( x, y) .

Examples:

1.Sketch the graph of the constant function f ( x, y)  4

Solution: The equation of the graph of f ( x, y)  4 is z  4 . So the graph is the surface

consisting of all points ( x, y, z ) whose z-coordinate is 4. This is the horizontal plane that is
parallel to the xy -plane and four units above it, as shown in Figure below.

Graph of f ( x, y)  4

94
 1
2. Sketch the graph of f ( x, y, z )  1  x  y
2

Solution: By definition, the graph of the given function is the graph of the equation
1
z 1 x  y which is a plane. A triangular portion of the plane can be sketched by plotting
2
the intersections with the coordinate axes and joining them with line segments as below.

3: Describe the graph of the function f ( x, y)  1  x 2  y 2 in an xyz-coordinate system.

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

z  1 x2  y2

After squaring both sides, this can be rewritten as

x2  y2  z 2  1

which represents a sphere of radius 1, centered at the origin. Since the equation imposes the
added condition that z ≥ 0, the graph is just the upper hemisphere (Figure below).

Here are Some common graphs of functions of two variables

95
3.2.1 Level Curves
One method for visualizing a function of two variables is to look at its graph. Another
method, borrowed from mapmakers, is a contour map on which points of constant elevation
are joined to form contour curves, or level curves.

 The level curves of a function of two variables are the curves with equations
f ( x, y)  k ,where is a constant (in the range of f ).

A level curve f ( x, y)  k is the set of all points in the domain of f at which f takes on a
given value . In other words, it shows where the graph of f has height .You can see from
Figure below the relation between level curves and horizontal traces, which are obtained by
slicing the graph of with horizontal planes.

The level curves f ( x, y)  k are just the traces of the graph of f in the horizontal plane z  k
projected down to the xy-plane. So if you draw the level curves of a function and visualize
them being lifted up to the surface at the indicated height, then you can mentally piece
together a picture of the graph. The surface is steep where the level curves are close together.
It is somewhat flatter where they are farther apart

96
Example 1: Sketch a contour map of the function hx, y   x 2  y 2  2 .
Solution:

Recall that a contour map consists of a collection of level curves. Each level curve has the
equation x 2  y 2  k  2 or x 2  y 2  k  2 If , we recognize this as the equation of a

circle with center the origin and radius k  2 . We sketch these circles for several values of
in Figure (a). Then Figure (b) shows these level curves lifted up to form the graph of ,
which has the equation z  x 2  y 2  2 .This surface is called a paraboloid because vertical

traces have the equations z  x 2  k 2  2 and z  y 2  k 2  2 , which are parabolas.

97
3.2.2 Level Surfaces
We close this section by looking at the graphs of functions of three variables f ( x, y, z ) . We
won't actually graph any such functions, since a true graph require four dimensions. However
we can gain important information from looking at level surfaces of a function f.

Level Surfaces of a function f ( x, y, z ) are the graphs of the equation f ( x, y, z)  c, for

different choices of the constant c. Much as level curves do for functions of two variables,
level surfaces can help you identify symmetries and regions of rapid or slow change in
functions of three variables.

Example: Describe the level surfaces of f ( x, y, z )  x 2  y 2  z 2

Solution: The level surfaces are described by the equation x 2  y 2  z 2  c . Of course these

are spheres of radius c centered at the origin; for c  0. For c = 0 the graph is the single
point (0, 0, 0); and for c < 0 there is no level surface.(see fig below).

Level surfaces of f ( x, y, z)  x 2  y 2  z 2

Quick Check Class Activity(Group work)

1. Sketch contour plots for (a) f ( x, y)   x 2  y and (b) f ( x, y)  x 2  y 2
2. Sketch the indicated traces and graph z  f ( x, y)

a) f ( x, y)  x 2  y 2 , z  1, z  4, z  9, x  0

b) f ( x, y)  x 2  y 2 ; z  0, z  1, y  0, y  2
c) f ( x, y)  x  2 y; z  0, z  1, x  0, y  0

3) Sketch level surfaces of f ( x, y, z )  x 2  y 2  z 2 and f ( x, y, z )  x 2  y 2  z

98
Group Activity 3.2.1
1. Find and sketch the domain D of the following functions of two variables:
a. f ( x, y)  xy 2x 2  y 2
d. f ( x, y ) 
x2  y x3
b. f ( x, y ) 
x2  7 e. f ( x, y ) 
1
x
1
1 x2  y2
c. f ( x, y )  tan ( )
y

2. Find and sketch the domain of the following functions

a. f ( x, y, x)  x . y. z 1
c. g ( x, y, z ) 
 1  1  (x2  y 2  z 2
b. h( x, y, z )  cos 
x yz
APPLIED PROBLEMS
3. Suppose that the concentration C in mg/L of medication in a patient’s bloodstream is
modeled by the function C(x, t) = 0.2x(e−0.2t − e−t ), where
x is the dosage of the medication in mg and t is the number of hours since the beginning of
administration of the medication.
(a) Estimate the value of C(25, 3) to two decimal places. Include appropriate units and
interpret your answer in a physical context.
(b) If the dosage is 100 mg, give a formula for the concentration as a function of time t .
(c) Give a formula that describes the concentration after 1 hour in terms of the dosage

4. If T (x, y) is the temperature at a point (x, y) on a thin metal plate in the xy-plane, then the
level curves of T are called isothermal curves. All points on such a curve are at the same
temperature. Suppose that a plate occupies the first quadrant and T (x, y) = xy.
(a) Sketch the isothermal curves on which T = 1, T = 2, and T = 3.
(b) An ant, initially at (1, 4), wants to walk on the plate so that the temperature along its
path remains constant. What path should the ant take and what is the temperature along that
path?

5. If is the voltage or potential at a point (x, y) in the xy-plane, then the level curves
of V are called equipotential curves. Along such a curve, the voltage remains constant.
Given that : . Sketch the equipotential curves at which

, and .

99
3.3 Limit and Continuity of Functions of Two Variables

Definition: - Let f be a function defined throughout a set containing a disc

centered at x0 , y0  except possibly at x0 , y0  itself, and let L a number.

Then L is said to be the limit of f at x0 , y0  if for every   0 there

exists   0 such that

0  ( x  x0 ) 2  ( y  y0 ) 2    f ( x, y)  L  

 lim f ( x, y)  L
( x , y )( x0 , y0 )

Similarly, for functions of three variables

Definition: Let f be a function defined throughout a set containing a sphere centered at

x0 , y0 , z 0  except possibly at x0 , y0 , z 0  itself, and let L a number. Then L is said to be the
limit of f at x0 , y0 , z 0  if for every   0 there exists   0 such that

0  ( x  x0 ) 2  ( y  y0 ) 2  ( z  z 0 ) 2    f ( x, y, z )  L  

 lim f ( x, y, z )  L
( x , y , z )( x0 , y0 , z0 )

Note that in both definitions  is not unique and L is unique.

Example: - Show that lim xx 0  lim y  y0

( x , y ) ( x0 , y0 ) ( x , y ) ( x0 , y0 )

Solution:- Given any number   0 , we must find another number so that

f x, y   L  x  x0   whenever 0  ( x  x0 ) 2  ( y  y0 ) 2   .

Notice that

( x  x0 ) 2   y  y 0   ( x  x0 ) 2  x  x0
2

and so taking we have that

x  x0  ( x  x0 ) 2  x  x0 2  ( y  y0 ) 2  

100
whenever 0  ( x  x0 ) 2  ( y  y0 ) 2   .

Likewise, we can show that lim y  y0

 x , y  x0 , y0 

With these definitions of limit we can prove the following results for sums of combinations
of functions.

Theorem 3.3.1- If lim f ( x, y) and lim g ( x, y) exists, then

( x , y )( x0 , y 0 ) ( x , y )( x0 , y 0)

a. lim  f ( x, y)  g ( x, y)   lim
( x , y )  ( x0 , y0 )
f ( x, y )  lim
x , y )  ( x0 , y0 )
g ( x, y )
( x , y )( x0 , y 0 )

b. lim f ( x, y) .g ( x, y )  lim f ( x, y) . lim g ( x, y)

( x , y ) ( x0 , y 0 ) ( x , y )  ( x0 , y0 ) ( x , y )  ( x0 , y0 )

f ( x, y ) lim f ( x, y )
( x , y )  ( x0 , y 0 )
c. lim  , Provided lim g ( x, y)  (0 , 0)
( x , y )  ( x0 , y 0 ) g ( x, y ) lim g ( x, y ) ( x , y )( x0 , y0 )
( x , y )  ( x0 , y 0 )

A polynomial in two variables is any sum of terms of the form cx n y m where is a constant
and and are non-negative integers. Therefore by the above theorem we can conclude
that the limit of any polynomial always exists and is found by simple substitution.

Examples: 1. Show that lim 5 x 3 y 2  20 .

( x , y ) ( 1, 2 )

Solution: Since f x, y  is a polynomial function of two variables, using simple substitution

5 x 3 y 2  5   1  2  20
3 2
lim
( x , y )( 1, 2 )

2 x 2 y  3xy
2. Evaluate lim
( X , y )  2,1 5 xy 2  3 y

Solution: Since lim 5xy 2  3 y  10  3  13  0, applying property (c) in the theorem

( x , y )( 2,1)

we have

2 x 2 y  3xy 8  6 14
lim   .
( X , y )  2,1 5 xy 2  3 y 10  3 13

101
Remarks

1. Since we are in two dimensions, there are infinite number of paths along which we
approach any given point x0 , y0  and By the definition lim f ( x, y)  L implies that
( x , y )( x0 , y0 )

f ( x, y) must approach along each line or curve through x0 , y0  .

2. If f ( x, y) approaches L1 as x, y  approaches x0 , y0  along path P1 and f ( x, y) approaches

L2  L1 along path P2 , then lim f ( x, y) does not exist.

( x , y )( x0 , y0 )

3.Obviously, you can't check each path individually. In practice, if you suspect that a limit
does not exist, you should check the limit along the simplest paths through that point.

4. The simplest paths to try are:

(i). x  a, y  b (vertical line)

(ii). y  b, x  a (horizontal line)

(iii). A curve y  g x , x  a where g a   b

(iv). A curve x  g  y , y  b where g b  a

x2  y2
Example:1. - Show that lim does not exist.
( x , y ) ( 0 , 0 ) x  y
2 2

Solution: -

 If x, y   0,0 along the x  axis , then

x2  y 2 x2
lim  lim 1
( x, y ) ( x, 0) x  y
2 2 2
( x , y ) ( x , 0) x

102
  If x, y   0,0 along the y  axis , then

x2  y 2  x2
lim  lim  1
( x , y ) ( 0, y ) x  y
2 2 2
( x , y )  ( 0, y ) x

 If x, y   0,0 along the the line y  x , then

x2  y 2 0
lim  lim 0
( x , y )  ( 0, 0 ) x  y
2 2
x 0 x2

x2  y2 x2  y2
Since f ( x, y )  has more than one limit at 0, 0 , then lim
x2  y2 ( x , y ) ( 0 , 0 ) x  y
2 2

does not exist.

xy 2
Example 2. Show that lim doesn't exist.
( x , y ) ( 0 , 0 ) x 2  y 4

Solution: -

 If x, y   0,0 along the line x  0 , then

x y2 0. y 2
lim  lim  lim 0  0
( x , y ) ( x , 0 ) x  y 4 ( x , y ) ( x , 0 ) 0  y
2 2 4 ( x , y ) ( 0 , 0 )

 If x, y   0,0 along the line y  0 , then

x y2 x.0 2
lim  lim  lim 0  0
( x , y ) ( x , 0 ) x  y 4 ( x , y ) ( x , 0 ) x  0
2 2 4 ( x , y ) ( 0 , 0 )

 If x, y   0,0 along the the line y  kx( x  0  y  0) , then

x y2 x.(kx) 2
lim  lim  lim 0  0
( x , y ) ( 0 , 0 ) x  y 4 ( x , y ) ( x , 0 ) x  (kx)
2 2 4 ( x , y ) ( 0 , 0 )

Still the limit is zero we must find another path through (0,0) along which the limit is
nonzero.

Finally,

103
  If x, y   0,0 along the x  y 2 ( y  0  x  0) , then

y2 (y2 ) y4 1 1
lim  lim  lim 
( y 2 , y ) ( 0 , 0 ) ( y )  y 4
2 2 4 
( y , y ) ( 0 , 0 ) 2 y
2 y ( 0 , 0 ) 2 2

xy 2
Since f ( x, y) has more than one limit at 0, 0 , then lim does not exist.
( x , y ) ( 0 , 0 ) x 2  y 4

Example 3 Find lim ( x 2  y 2 ) ln( x 2  y 2 )

( x , y )( 0, 0 )

Solution. Let r,  be polar coordinates of the point x, y  with r  0 . Then we have

x  r cos  , y  r sin  , r 2  x 2  y 2 .

Moreover, since r ≥ 0 we have r  x 2  y 2 , so that r  0  if and only if x, y   0,0 .

Thus, we can rewrite the given limit as
ln r 2
lim ( x 2  y 2 ) ln( x 2  y 2 )  lim r 2 ln r 2  lim
( x , y ) ( 0 , 0 ) r 0 r 0 1
r2
This converts the limit to an indeterminate form of type
Applying L’Hôpital’s rule
ln r 2
lim  lim  r 2  0
r 0 1 r 0
2
r

Theorem 3.3.2: Suppose that f x, y   L  g x, y  for all x, y  in the interior of some

circle centered at x0 , y0  except possibly at x0 , y0  .If lim g ( x, y)  0 then

( x , y )( x0 , y0 )

lim f ( x, y)  L .
( x , y )( x0 , y0 )

x3  y3
Example: 1.Show that lim 0
( x , y )  ( 0, 0 ) x2  y2

Solution: Observe that

x3 x3
0 2  2  x.
x  y2 x

104
 x3
Since lim x  0 ,by squeezing theorem lim 0.
x 0 ( x , y )  ( 0, 0 ) x2  y2

Again observe that

y3 y3
0 2  2  y
x  y2 y

y3
and since lim y  0 ,by squeezing theorem lim  0.
x 0 ( x , y )  ( 0, 0 ) x2  y2
Thus we can use the sum formula to get
x3  y3 x3 x3
lim  lim + lim 0
( x , y )  ( 0, 0 ) x2  y2 ( x , y )  ( 0, 0 ) x2  y2 ( x , y )  ( 0, 0 ) x2  y2

Another alternative to show this uses polar coordinates: If

x  r cos  , y  r sin  , r 2  x 2  y 2 then x, y   0,0if and only if r  0  . Thus after
substitution of x  r cos  , y  r sin  , the limit becomes

x3  y3
lim  lim r (cos 3   sin 3  )  0
 x , y 0, 0  x 2  y 2 r 0

Quick Check Class Group Activity 3.3.1

1.Show that

x3  y3 7 x2 y
a. lim  c) lim 0
( x , y )  ( 1, 2 ) x  y
2 2
5 ( x , y )  ( 0, 0 ) x2  y2

( x  1) 2 ln x
b. lim 0
( x , y ) (1, 0 ) ( x  1) 2  y 2

2. Show that the following limit doesn't exist

y xy
a. lim b. lim
( x , y ) ( 0, 0 ) x ( x , y ) ( 0 , 0 ) x  y
2

2 x 2 sin y x 3  4x 2  2 y 2
c. lim d. lim
( x , y ) ( 0 , 0 ) 2 x 2  y 2 ( x , y ) ( 0 , 0 ) 2x 2  y 2

Teachers role
 Observation while they work in groups
 Check and Give feedback for their answers

105
Continuity

Definition: -

1. A function f of two variables is continuous at ( x0 , y 0 ) if

lim f ( x, y)  f ( x0 , y0 )
( x , y )( x0 , y0 )

2. A function f of three variables is continuous at ( x0 , y 0 ) if

lim f ( x, y, z )  f ( x0 , y0 , z 0 )
( x , y , z )( x0 , y0 , z0 )

3. A function of several variables is continuous if it continuous at each point in

its domain.

In addition, if f is continuous at every point in an open set D, then we say that f is continuous
on D, and if f is continuous at every point in the xy-plane, then we say that f is continuous
everywhere.

The following theorem, which we state without proof, illustrates some of the ways in
which continuous functions can be combined to produce new continuous functions.

Theorem 3.3.3:

(a). If g x  is continuous at x 0 and h y  is continuous at y 0 , then f x, y   g x h y  is

continuous at x0 , y0 

(b). If h( x, y) is continuous at x0 , y0  and g u  is continuous at u  hx0 , y0  , then the

composition f x, y   g hx, y  is continuous at x0 , y0  .

(c). If f ( x, y) is continuous at x0 , y0  and if xt  and y t  are continuous at t 0 with

xt 0   x0 and yt 0   y0 then the composition f ( xt , yt ) is continuous at t 0 .

A similar result holds when f is a function is of three variables.

x3  y3
Example 1: Show that f x, y   is not continuous at 0,0 .
x2  y2
Solution:

106
i) From Example 1 above we have
x3  y3
lim 0
( x , y )  ( 0, 0 ) x2  y2

ii) f 0,0 is not defined

iii) lim f ( x, y)  f (0,0)

( x , y )( 0 , 0 )

x3  y3
Thus by the definition of continuity the function f x, y   is not continuous at 0,0
x2  y2

Example 2: Show that the functions f x, y   3x 2 y 2 and f x, y   sin 3x 2 y 2 are continuous  
everywhere.

Solution: The polynomials g x   3x 2 and h y   y 2 are continuous at every real number,

and therefore by part (a) of Theorem 13.2.4, the function f x, y   3x 2 y 2 is continuous at

every point in the xy-plane. Since 3x 2 y 2 is continuous at every point in the xy-plane and sinu
is continuous at every real number u, it follows from part (b) that the composition
 
f x, y   sin 3x 2 y 2 is continuous everywhere.

Quick check Class Activity 3.3.1

1.Show that the following functions are not continuous at the given point.

x2 y ( x  1) 2 ln x
a) f ( x, y )  , (0,0) b) f ( x, y )  at 1,0
x2  y2 ( x  1) 2  y 2

x
2. Show that lim ln    1
( x , y )( e ,1)
 y

Teachers role
 Observation while they work
 Answer for the raised questions
 Check and Give feedback for their answers

107
Group Activity 3.3.1

1. Exhibit the limit and continuity of the following functions at the given points.

a. f ( x, y)  x 3  4 xy  5 y 2 at (1,-2)

x 2  xy  1
b. g ( x, y )  at (1, 0)
x2  y2

3x 2  2 xy 2  y 4
c. h( x, y )  at (-1,1)
1 y 2

sin( x 2  y 2 )
d. r ( x, y )  at (0, 0)
x2  y2

0 if ( x, y )  (0, 0)

e. k ( x, y )   2 xy at (0, 0)
 x 2  y 2 if ( x, y )  (0, 0)


2. Show that the function

 xy 2
 , if ( x, y )  (0, 0)
f ( x, y )   x 3  y 3
0 if ( x, y )  (0, 0)
 ,

is continuous in each variable except at 0 , 0 , i.e., f (x , 0) is continuous function of x at

0 and f (0, y) is a continuous function of y at 0. And f is not continuous at (0, 0).

3. Show that the following functions are not continuous at (0, 0)

 sin xy
 , if ( x, y )  (0, 0)
a. f ( x, y )   x 2  y 2
0 , if ( x, y )  (0, 0)


 x3 . y3
 , if ( x, y )  (0, 0)
b. f ( x, y )   x12  y 4
0 , if ( x, y )  (0, 0)


Teachers role
 Answer for the raised questions.
 Observation while they work in groups
 Give feedback for their answers

108
3.4. Partial Derivatives
If z  f ( x, y) ,then one can inquire how the value of z changes if y is held fixed and x is
allowed to vary, or if x is held fixed and y is allowed to vary. For example, the ideal gas
law in physics states that under appropriate conditions the pressure exerted by a gas is a
function of the volume of the gas and its temperature. Thus, a physicist studying gases
might be interested in the rate of change of the pressure if the volume is held fixed and the
temperature is allowed to vary, or if the temperature is held fixed and the volume is
allowed to vary.

Suppose that ( x0 , y 0 ) is a point in the domain of a function f ( x, y) . If we fix then

is a function of the variable x alone. The value of the derivative

at then gives us a measure of the instantaneous rate of change of f with respect to x at

the point ( x0 , y 0 ) . Similarly, the value of the derivative

at gives us a measure of the instantaneous rate of change of f with respect to y at the

point ( x0 , y 0 ) . These derivatives are so basic to the study of differential calculus of
multivariable functions that they have their own name and notation. We now define a
derivative that describes such rates of change.

Definition: - Let f be a function of two variables and ( x0 , y 0 ) in the domain of f . The

partial derivative of f with respect to x at ( x0 , y 0 ) is defined by

f ( x0  h, y0 )  f ( x0 , y 0 )
f x ( x0 , y 0 )  lim
h0 h
Similarly, the partial derivative of f w. r. t. y at ( x0 , y 0 ) is defined by

f ( x 0 , y 0  h)  f ( x 0 , y 0 )
f y ( x0 , y 0 )  lim
h0 h

provided these limit exist.

109
Moreover,

Definition: The partial derivative of f with respect to x at any point ( x, y) in its domain
is also defined by
f ( x  h, y)  f ( x, y)
f x ( x, y)  lim
h0 h
and the partial derivative of f with respect to y is defined by

f ( x, y  h)  f ( x, y)
f y ( x, y)  lim
h0 h
provided these limits exist.

Both definitions can be extended analogously for functions of three variables.

Notice that: -

f
 The partial derivative of f w. r. t x, usually denoted by or f x is obtained by
x
differentiating f w. r. t. x, treating y as a constant.
f
 The partial derivative of f w. r. t. y, usually denoted by or f y is obtained
y

by differentiating f w. r. t. x1 treating x as a constant.

Partial Derivatives of Combinations and composition of Functions

Theorem: Let f and g be functions of two variables in x and y having partial derivatives,
then

i. ( f  g ) x ( x, y)  f x ( x, y)  g x ( x, y)

ii. ( f . g ) x ( x, y)  f x ( x, y)  g ( x, y)  f ( x, y)  g x ( x, y)

f f ( x, y)  g ( x, y)  f ( x, y)  g x ( x, y)
iii.   ( x, y )  x
 g x ( g ( x, y)) 2

By similar fashion it is possible to determine, ( f  g ) y ( x, y) , ( f . g ) y ( x, y) and

f
  ( x, y ) .
 g y

110
Theorem 3.4.1: Let f be a function of two variables and g a function of one variable.
For the composition function h( x, y)  g ( f ( x, y)),

hx ( x, y)  g ( f ( x, y)). f x ( x, y) and

hy ( x, y)  g ( f ( x, y). f y ( x, y)

In Leibniz’s notation, let u  f ( x, y) . Then

h dg f dg u h dg u
 .  . and  .
x du x du x y du y

Similarly, you can extend for combinations and composition function of three variables.

Example:1.Given f x,7  3x 2 y  2 y 3 x  100 .find f x (4,7) and f y (4,7)

Solution: When finding f x (4,7) we need to substitute y = 7 into f x, y  , take a partial
derivative with respect to x and then substitute x = 4 into the resulting function.

f x,7  3x 2 7  27 x  100  21x 2  686  100

3

f x (4,7)  42 x  686

f x (4,7)  424  686  518

Now to find f y (4,7) we need to substitute x = 4 into f x, y  , take a partial derivative with

respect to y and then substitute y = 7 into the resulting function.

f 4, y   34 y  2 y 3 4  100  48 y  8 y 3  100

2

f y 4, y   48  24 y 2

f y (4,7)  48  247  1128

2

Example:2. Find f x ( x, y) and f y ( x, y) for f ( x, y)  e 2 y y 3  ln( x 2 y 2 )

Solution:

To find f x ( x, y) we need to treat y as a constant and take the derivative of each term with
respect to x. To do this we will need to apply the derivative rule for logarithmic functions.

111
 f x ( x, y) 
dx

d 2y 3
e y 
d
dx

ln x 2 y 2   


f x ( x, y)  e2 y y 3  dxd 1  x 1y 2 2

dx

d 2 2
x y 

 
f x ( x, y)  e 2 y y 3 0 
1
x y 2
2
 y2
d 2
dx
x  
1
f x ( x, y)  0  22
 2 xy 2
x y

2
f x ( x, y ) 
x

Now let's find f y ( x, y) . To find f y ( x, y) we will need to apply the product rule to find


d 2y 3
dy

e y as well as use derivative rules for exponential and logarithmic functions.

f y ( x, y) 
dy

d 2y 3
e y 
d
dy

ln x 2 y 2   

 y3
dy
 
d 2y
e  e2y
d 3
dy
y 
d
dy
ln x 2 y 2     

 
 y 3 2e 2 y  e 2 y 3 y 2    2x 2 y
x2 y2

 
 2 y3 e2y  e2y 3y 2    2
y

We are now ready to find partial derivatives of f ( x, y) without reducing it to a function of

one variable.

Example 3: - Determine the partial derivatives of

a. f ( x, y)  x tan 1xy

b. f ( x, y)  x 2 y sec xy
Solution: -

a. For f ( x, y)  x tan 1xy , applying product rule and composition rule we

obtain

112
 xy
f x ( x, y )  tan 1 xy  and
1  x2 y 2

x2
f y ( x, y ) 
1  x2 y 2

b. For f ( x, y)  x 2 y sec xy , applying product rule and composition rule we

obtain

f x ( x, y)  2 xy sec xy  x 2 y 2 tan xy sec xy and

f y ( x, y)  x 2 sec xy  x3 y tan xy sec xy

Example 4: . Let f ( x, y)  y 2 e xz . Find f x (1,1,1) , fy (1,1,1) , f z (1,1,1)

Solutions :

To find f x ( x, y, z ) we hold y and z to be constant and derivate with respect to x. Thus

f x ( x, y, z )  zy 2 e xz  f x 1,1,1  1.1 .e1.1  e

2

To find f y ( x, y, z ) we hold x and z to be constant and derivate with respect to y. Thus

f y ( x, y, z )  2 ye xz  f y 1,1,1  2.1..e1.1  2e

To find f z ( x, y, z ) we hold x and y to be constant and derivate with respect to z. Thus

f z ( x, y, z)  xy 2 e xz  f z 1,1,1  1.1 .e1.1  e

2

In an applied problems, the interpretations of f x ( x0 , y0 ) and f y ( x0 , y0 ) must be

accompanied by the proper units. See following Example .

Example 5 : Recall that the wind chill temperature index is given by the formula

Compute the partial derivative of W with respect to v at the point (T , v) = (25, 10) and

interpret this partial derivative as a rate of change.

Solution. Holding T fixed and differentiating with respect to v yields

113
Since W is in degrees Fahrenheit and v is in miles per hour, a rate of change of W with

respect to v will have units ◦F/(mi/h) (which may also be written as ). Substituting
T = 25 and v = 10 gives

as the instantaneous rate of change of W with respect to v at (T , v) = (25, 10).

We conclude that if the air temperature is a constant 25◦F and the wind speed changes by a
small amount from an initial speed of 10 mi/h, then the ratio of the change in the wind chill
index to the change in wind speed should be about −0.58◦F/(mi/h).

Quick Check Class activity 3.4.1: Find first order partial derivatives for each of the
following

a) f ( x, y)  3x 2 y  6 x 2  y 
b) f x, y   3x 2 y  e x
2
y

2

c) f x, y   d) f x, y, z   x 2  y 2  z 2
xy
x  y2
2

Teachers role
 Answer for the raised questions and
 Give feed back for their answers

3.4.1 Geometrical interpretation of Partial Derivatives

Geometrically, partial derivatives f x ( x0 , y0 ) and f y ( x0 , y0 ) describes the rate of change of

f ( x, y) in the directions parallel to the and respectively. Equivalently,

f x ( x0 , y0 ) and f y ( x0 , y0 ) describe how the graph of is slanted near x0 , y0 , f x0 , y0  .

More specifically, f x ( x0 , y0 ) is the slope of the line tangent to the curve C(determined by

the intersection of the graph of and the plane y  y 0 ) at x0 , y0 , f x0 , y0  . This implies
 
that the vector i  f x ( x0 , y 0 ) k is tangent to C at x0 , y0 , f x0 , y0  . We call f x ( x0 , y0 ) the

114
slope of the surface in the -direction at x0 , y0  .

Similarly, f y ( x0 , y0 ) is the slope of the line tangent to the curve C(determined by the

intersection of the graph of and the plane x  x0 ) at x0 , y0 , f x0 , y0  . This implies that
 
the vector j  f y ( x0 , y 0 ) k is tangent to C at x0 , y0 , f x0 , y0  . We call f y ( x0 , y0 ) the slope

of the surface in the -direction at x0 , y0  .

Example 1: Let f ( x, y)  x 2 y  5 y 3
(a) Find the slope of the surface z  f ( x, y) in the x-direction at the point(1,-2).
(b) Find the slope of the surface z  f ( x, y) in the y-direction at the point (1,-2).

Solutions:

(a).Differentiating f with respect to x with y held fixed yields

f x x, y   2 xy f x 1,2  4

Thus, the slope in the x-direction is  4 ; that is,z is decreasing at the rate of 4x units per
unit increase in x.

(b). Differentiating f with respect to y with x held fixed yields

f y ( x, y)  x 2  15 y 2

Thus, the slope in the y-direction is f y 1,2  61 ; that is z is increasing at the rate of 61y

units per unit increase in y.

115
Group Activity 3.4.1

1. Determine the partial derivatives of

a. f ( x, y)  e x  y   e y  x  e. f ( x, y, z )  ln
x
 y e xz
y
Ax  By
b. f ( x, y ) 
Cx  Dy x sin y
f. f ( x, y ) 
y cos x
c. f ( x, y, z)  xy  xz  yz
g.  
f ( x, y)  ln x 2 y
d. f ( x, y)  x  y sinx  y 
2.

a. Find g x 1, 2 and g y 1, 2 given that g x, y  

y
x  y2

b. g x 0, e and g y 0, e given that g x, y   e x . ln y

3. Consider the formula for determining area of a triangle

1
A b c sin  .
2

At time t0 we have b0  10 inches and c0  20 inches and 0  radian . Find
2
a. The area of the area of the triangle at t0 .

b. The rate of change of the area with respect to b at t0 provided that

c and  remain constant.

c. The rate of change of the area with respect to  at t0 provided that

c and b remain constant.

d. The rate of change of c with respect to b at t0 provided that the area

and  remain constant.

4.Let g be a differentiable function of one variable.

116
 w w
a. Show that b a , where w  g (ax  by)
x y

w w
b. Show that nx  my , where w  g ( x m . y n ), m, n  Ζ \ 0
x y

5. Find f x and f y of

a. f ( x, y)  24 xy  6 x 2 y

x 3 y  xy 3
b. f ( x, y )  2
x  y2

6. Show that f x (0, 0)  f y (0, 0)  0 , where

 x 3 y  xy 3
 , if ( x, y )  (0,0)
f ( x, y )   x 2  y 2

 0 if ( x, y )  (0,0)

7. Let f ( x, y, z )  e 2 x . cos z  e 3 y . sin z. Find f x , f y and f z

Teachers role

 Answer for the raised questions.

 Observation while they work in groups

 Give feedback for their answers

117
3.4.2. Higher Order Partial Derivatives
Let f be a function of two variables x and y . Then the partial derivatives

2x
( f x ) x , usually denoted by f xx or
x 2
2x
( f x ) y , usually denoted by f xy or
y x

2x
( f y ) x , usually denoted by f xy or
x y

2x
( f y ) y , usually denoted by f yy or
y 2

are called Second Order Partial Derivatives of f , in particular f xy and f yx are usually

called Mixed Partial Derivatives of f .We can continue taking derivatives for computing
third, fourth, or even higher order partial derivatives and the extension to functions of three
variables are completely the same.

Example: -1.Find the all second partial derivatives of f ( x, y)  sin x 2 y

Solution: - To find the second order partial derivatives we first need to find f x x, y  and

f y x, y  .

f x ( x, y)  2 xy cos x 2 y and f y ( x, y)  x 2 cos x 2 y

To find f xx x, y  we will take the partial derivative of f x ( x, y)  2 xy cos x 2 y with respect
to x.
f xx ( x, y)  2 y cos x 2 y  2 xy (2 xy sin x 2 y)  2 y cos x 2 y  2 xy  2 sin x 2 y

To find f xy x, y  we will take the partial derivative of f x ( x, y)  2 xy cos x 2 y with respect

to y.
f xy ( x, y)  2 x cos x 2 y  2 xy ( x 2 sin x 2 y)  2 x cos x 2 y  2 x3 y . sin x 2 y

To find f yx x, y  we will take the partial derivative of f y ( x, y)  x 2 cos x 2 y with respect

to x.

118
 f yx ( x, y)  2 x cos x 2 y  2 x3 sin x 2 y

To find f yy x, y  we will take the partial derivative of f y ( x, y)  x 2 cos x 2 y with respect

to y
f yy ( x, y)  2 x cos x 2 y  2 x3 cos x 2 y

2. Given f x, y   3x 2 y  2 y 3 x  40 find all four second order partial derivatives.

Solution: We first need to find f x x, y  and f y x, y  .Thus

f x x, y   6 xy  2 y 3 and f y x, y   3x 2  6 y 2

To find f xx x, y  we take the partial derivative of f x x, y   6 xy  2 y 3 with respect to x.

f xx x, y   6 y

To find f xy x, y  we take the partial derivative of f x x, y   6 xy  2 y 3 with respect to y.

f xy x, y   6 x  6 y 2

To find f yy x, y  we take the partial derivative of f y x, y   3x 2  6 y 2 with respect to y.

f yy x, y   12 yx

To find f yx x, y  we take the partial derivative of f y x, y   3x 2  6 y 2 with respect to x.

f yx x, y   6 x  6 y 2

In the examples above we notice that f xy x, y   f yx x, y  . Although this does not hold true

for all second order partial derivatives, but we have the following theorem.

Theorem 3.4.2: - Let f be a function of two variables. Suppose that f xy and f yx are

continuous at ( x0 , y0 ) .Then f xy ( x0 , y0 )  f yx ( x0 , y0 )

Similarly, let f be a function of three variables. Suppose that f xy and f yx are continuous

at ( x0 , y0 , z 0 ) .Then f xyz ( x0 , y 0 , z 0 )  f yxz ( x0 , y 0 , z 0 ) .

119
Quick Check Class Activity 3.4.2:

1.Find all second order partial derivatives of

a) f x, y   x 2 y  y 3 x  ln x c) f x, y, z   x 3 y 2  sin yz 

 
b) f x, y   cos xy 2 
d) f x, y, z   ln xyz 2 
Teachers role
 Answer for the raised questions.
 Check their Answers and
 Give feedback for their answers

PHYSICAL APPLICATION ( THE WAVE EQUATION)

Consider a string of length L that is stretched taut between x = 0 and x = L on an x-axis,

and suppose that the string is set into vibratory motion by “plucking” it at time t = 0
(Figurea). The displacement of a point on the string depends both on its coordinate x and
the elapsed time t , and hence is described by a function u x, t  of two variables. For a fixed

value t , the function u x, t  depends on x alone, and the graph of u versus x describes the
shape of the string—think of it as a “snapshot” of the string at time t (b). It follows that at a
u
fixed time t , the partial derivative represents the slope of the string at x, and the sign of
x
 2u
the second partial derivative tells us whether the string is concave up or concave
x 2
down at x (Figure below c).

For a fixed value of x, the function u x, t  depends on t alone, and the graph of u versus

120
t is the position versus time curve of the point on the string with coordinate x. Thus, for a
u
fixed value of x, the partial derivative is the velocity of the point with coordinate x,
t
 2u
and is the acceleration of that point.
t 2
It can be proved that under appropriate conditions the function u x, t  satisfies an equation
of the form

 2u 2  u
2
 c
t 2 x 2

where c is a positive constant that depends on the physical characteristics of the string. This
equation, which is called the one-dimensional wave equation, involves partial derivatives
of the unknown function u x, t  and hence is classified as a partial differential equation.

Techniques for solving partial differential equations are studied in advanced courses and
will not be discussed in this module.

Example : Show that the function ux, t   sinx  ct  is a solution of the wave equation.

Solution. We have
u
 cosx  ct 
x
 2u
  sin x  ct 
x 2
u
 c cosx  ct 
t
 2u
 c 2 sin x  ct 
t 2

Thus, u x, t  satisfies wave equation.

APPLIED PROBLEMS (Project Work)

1. According to the ideal gas law, the pressure, temperature, and volume of a gas are
related by , where k is a constant of proportionality. Suppose that V is
measured in cubic inches (in3), T is measured in kelvins (K), and that for a certain gas the
constant of proportionality is k = 10 in·lb/K.

121
(a) Find the instantaneous rate of change of pressure with respect to temperature if the
temperature is 80 K and the volume remains fixed at 50 in3.
(b) Find the instantaneous rate of change of volume with respect to pressure if the volume
is and the temperature remains fixed at 80 K.

2. The temperature at a point (x, y) on a metal plate in the xy-plane is

T x, y   x 3  2 y 2  x
in degrees Celsius. Assume that distance is measured in centimeters and find the rate at
which temperature changes with respect to distance if we start at the point (1, 2) and move
(a) to the right and parallel to the x-axis
(b) upward and parallel to the y-axis.
2z 2z
3. Show that the function satisfies Laplace's equation 2  2  0 .
x y

a) z  x 2  y 2  2 xy b) z  e x sin y  e y cos x

Group Activity 3.4.2

1. Determine Second Order Partial Derivatives of

a. f ( x, y)  sin( xy 2 ) . f. f ( x, y)  cos 2 xy 

b. f ( x, y)  x 2 cos y  y 2 sin x g. f ( x, y)  x e y  y e x

c. f ( x, y)  x  y2 h. f ( x, y, z)  x  y x  z  y  z 

 x  f ( x, y, z)  xy sin z  xz sin y
d. f ( x, y )  ln   i.
x y
e. 
f ( x, y)  sin x3 y 2  j. f ( x, y, z)  x e y  y e z  z e x

 2u  2u  2u xy
2. Show that x 2  2 xy  y2 2  0 where u ( x, y)  .
x x y y x y

 x 3 y  xy 3
 if ( x, y )  0
3. Let f ( x)   x 2  y 2 .Show that f xy (0,0)  f yx (0,0)

 0 if ( x, y )  0

4. Let f ( x, y)  y 2 e x  y . Find f xyy

122
3.4.4 The Chain Rule and Implicit differentiation

1. Let z  f ( x, y), x  g1 (t ) and y  g 2 (t ) . Then z  f ( g1 (t ), g 2 (t )) and

dz z dx z dy
   
dt x dt y dt

2. Let z  f ( x, y), x  g1 (u, v) and y  g 2 (u, v) Then z  f ( g1 (u), g 2 (v)) , and

z z x z y
   
u x u y u

and

z z x z y
   
v x v y v

In the same way you can extend to functions of three or more variables.

Examples:1. For f ( x, y)  x 2 e y , xt   t 2  1, yt   sin t , find f ' t  .

Solution: We first compute

f f
 2 xe y ,  x2 e y , x' t   2t , y' t   cos t
x y

The chain rule then gives us

f dx f dy
f ' t       2 xe y (2t )  x 2 e y cos t
x dt y dt

   
 2 t 2  1 e sin t 2t   t 2  1 e sin t cos t
2

w w
Example 2: Find and where w  x ln y, x  u 2  v 2 a and y  u 2  v 2
u v

Solution: We compute first

w w x x y x y
 ln y ,  ,  2u ,  2u,  2u and  2v
x y y u u v v

The chain rule then gives:

123
 w w x w y x
     ln y(2u )  (2u )
u x u y u y

 u2  v2 

 2u ln u  v  2u 2
2 2


2 
 u  v 

and

w w x w y x
     ln y(2v)  (2v)
v x v y v y

 u2  v2 

 2v ln u  v  2v 2
2 2

2 

 u  v 

Implicit Differentiation:
Suppose that a function f ( x, y)  0 implicitly defines a differentiable function y  g x  of
x so that f ( x, g x )  0 . If we let w  f ( x, y) then

  f x, g x   0  0

dw d d
dx dx dx

Further we have from the chain rule

dw w w dy
0   
dx x y dx

w dy
Finally if  0 , the by solving for we obtain
y dx
w

 x
dy
dx w
y
dy
Example: Let x 3  y 3  2 xy  0 .Find
dx

Solution: Let w  x 3  y 3  2 xy . Then

w w
 3x 2  2 y ,  3 y 2  2x
x y

124
 w

2 y  3x 2
 x  2
dy

dx w 3y  2x
y

Suppose also that a function F ( x, y, z )  0 implicitly defines a differentiable function

z  f ( x, y) of x and y . If we let w  F ( x, y, z ) then

w 
 0  0
x x

Further we have from the chain rule

w w x w y w z
0      
x x x y x z x

w w
Finally if  0 , the by solving for we obtain
z x
w

z  Fx
 x 
x w Fz
z
Likewise differentiating with respect to leads us to

w

z y  Fy
 
y w Fz
z

Quick Class Exercises 3.4.3:

F F
1. Find and given that F ( x, y, z)  xy 3  z 3  sinxyz   0
x y
z z
2. Find and of z  x 2  xy, x  u cos v and y  v sin u .
u v

2 1 2
3. Find the slope of the sphere x 2  y 2  z 2  1 in the y-direction at the points  , , 
3 3 3
 2 1 1
and  , ,  .
3 3 3 

Teachers role:Check their Answers and Give feedback for their answers

125
Differentiability;

Definition: A function of two variables is said to be differentiable at ( x0 , y 0 ) if

f x x0 , y0  , f y x0 , y0  exist and f can be written in the form

f  f x x0 , y0 x  f y x0 , y0 y   1x   2 y

where  1 and  2 are functions of and such that  1  0 and  2  0 as

x, y   0,0 and  1   2  0 if x, y   0,0 .

Moreover, f is said to be differentiable function if it is differentiable at each point of its

domain.

Sufficient Conditions for differentiability

Theorem 3.4.3: If has partial derivatives at each point in some circular region centered at
( x0 , y 0 ) and if these partial derivatives are continuous at ( x0 , y 0 ) then f is differentiable at

( x0 , y 0 ) .

Example: Show that f ( x, y)  x 3 y 4 is a differentiable function.

Solution: f x ( x, y)  3x 2 y 4 and f y ( x, y)  4 x 3 y 3 are defined and continuous everywhere in

the . Thus by the above theorem f ( x, y)  x 3 y 4 is everywhere differentiable.

Group Activity 3.4.3

du
1. Find of
dt

a. u( x, y)  x 2  3xy  2 y 2 , x  cos t , y  sin t

t
b. u ( x, y)  e x sin y  e y sin x, x  , y  2t
2
c. u( x, y)  x 2 e y , x  sin t , y  t 2

 y
d. u ( x, y, z )  z ln  , x  t 2  1, y  t , z  t e t
x
e. u( x, y, z)  xy  yz  zx, x  t 2 , y  t (1  t )

126
 f. u( x, y, z)  x cos yz 2 , x  sin t and y  t 2 , z  et

z z
2. Find and of
u v

a. z  sinx  y   cosx  y , x  u v and y  u 2  v 2

b. z  x 2 tan y, x  u 2 v and y  u  v 2

c. z  w2 sec xy, x  2 u v, y  u  v2 and w  u 2 v

d. z  xe y w2
, x  ln  u v , y  v3 and w  u 2  v2

z z
3. Show that   0 , where z  f (u  v, v  u) .
u v

4. Suppose that a particle moving at along a metal plate in the xy-plane has velocity
at the point (3,2). Given that the temperature of the plate at poimts

in the xy-plane is in degree celsius,find at the point

(3,2).

Assessment
 Answer for the raised questions.
 Check their Answers
 Give feedback for their answers

127
3.5 Directional Derivatives and Gradient
3.5.1 Gradient and Its Applications

Definition: -
Let f be a function of two variables that has partial derivatives at ( x0 , y 0 ) . Then

the gradient of f at ( x0 , y0 ) , usually denoted by grad f ( x0 , y 0 ) or f ( x0 , y0 ), is

defined as
f ( x0 , y0 , z 0 )  f x ( x0 , y0 ) i  f y ( x0 , y0 ) j .

Let f be a function of three variables that has partial derivatives at ( x0 , y0 , z 0 ) .

Then the gradient of f at ( x0 , y0 , z 0 ) is defined by

f ( x0 , y0 , z 0 )  f x ( x0 , y0 , z 0 ) i  f y ( x0 , y0 , z 0 ) j  f z ( x0 , y0 , z 0 )k.

Notice that Gradient is a vector valued function.

 
Example 1: - Let f ( x, y )  sin xy. Find f , f  1
 3, 

Solution: - f x ( x, y)  y cos xy, f y ( x, y)  x cos xy .

 
Thus f x, y   ( y cos xy ) i  ( x cos xy ) j .
 1  
 f x ( ,1)  , f y ( ,1) 
3 2 3 6

  1 
 f  1  i  j
 3,  2 6

Example 2: Let f x, y, z  

1
. Find a formula for the gardient and evaluate
x2  y2  z2


f 2 2 ,2 2 ,3 . 
Solution: The partial derivatives are

x y z
f x  x, y , z   , f y  x, y , z   , f z  x, y , z  
x  x  x 
3 3 3
2
 y2  z 2 2 2
 y2  z 2 2 2
 y2  z2 2

128
   
 (x i  y j  z k ) and f 2
Thus f x, y, z   2 ,2 2 ,3   1
 
 2 2i  2 2 j  3k .
x 
3
125
2
y z2 2 2

Remark: - If f is a function of two variables that is differentiable at ( x0 , y 0 ) , and

u  a1i  a2 j is a vector in the xy – plane, then

f ( x0 , y0 )  u = grad. f ( x0 , y0 ) . (a1i  a2 i)

f ( x0 , y0 )  u  f x ( x0 , y0 ).a1  f y ( x0 , y0 ).a2

Quick check group Activity 3.5.1:

1. Find a formula for the gradient and evaluate for the following functions.

a) f ( x, y)  x y e( x  y2 )
at 1,  1
2

b) f ( x, y)  x y 2 e x at (-1,1)

  
c) f ( x, y, z )  e x sin( z  2 y) at  0, , 
 4 4
 1 
d) f ( x, y, z )  co s ( xyz 2 ) at   , ,1
 4 
Teachers role
 Answer for the raised questions.
 Observation while they work in groups
 Give feedback for their answers

Reconstructing a Function From Its Gradient

Example 1: - Find f such that

f ( x, y)  y 2 i  (2 xy 1) j .

Solution: - f ( x, y)  f x ( x, y)i  f y ( x, y) j

f f
 ( x, y)  y 2 and ( x, y)  2 x  1
x y

129
 f ( x, y)  x y 2   ( y)(*) , where  ( y) is a function on y or not but independent
of x .

Differentiate (*) with respect to y , yields as

f y ( x, y)  2 x y   / ( y)

 2 xy   / ( y)  2 xy  1

  / ( y)  1

  ( y)   y  C , where C is a constant

Thus f ( x, y)  x y 2  y  C

Example 2: - Find f such that

 y   x 
f ( x, y)   y   2 x  i    x 1 j
 
 2 x  2 y 

Solution: - f ( x, y)  f x ( x, y)i  f y ( x, y) j

f y f x
 ( x, y)  y  2 x and ( x, y)   x 1
x 2 x y 2 y

 f ( x, y)  x y  y x  x 2   ( y)(*)

where  ( y) is a function on y or not but independent of y

Differentiate (*) with respect to y , yields as

x
 f y ( x, y )   x    ( y)
2 y

x x
  x    ( y)   x 1
2 y 2 y

   ( y)  1    y   y  C

Thus f ( x, y)  x y  y x  x2  y  C .

130
Group Activity 3.5.1

1. Find the gradient of

a. f ( x, y)  x e x y
d. f ( x, y)  e x . ln y

b. f ( x, y)  x 2 y 2 e. f ( x, y)  3x 2  xy  y
c. f ( x, y)  ( x  y) sin( x  y) f. f ( x, y, z)  xye x  ye z  e y sin zx

2. Find the gradient vector of

a. f ( x, y)  2 x( x  y) 1 at 3, 1 c) f ( x, y)  ln( x 2  y 2 ) at 2, 1

f ( x, y)  x tan 1 ( ) at 1, 1
y
b.
x
3. Find a function f such that


a. f ( x, y)  2 xy i  1  x 2 j 

b. f ( x, y)  2 xy  x  i  y  x2 j 
c. f ( x, y)  xy 2 i  x 2 y j

d. f ( x, y)  ( y 2e x  y) i  (2 y e x  x) j

  
e. f ( x, y)  y3  x i  x 2  y j 
f. f ( x, y)  (cos x  y sin x) i  cos x j

g. f ( x, y)  x  sin y i  x cos y  2 y  j


h. f ( x, y, z)  y z i  xz  2 yz  j  xy  y 2 k 
 tan 1 y x   sin 1 x x 2 
i. f ( x, y)     i     1 j
 1  x 2 y     y 2
2 y 2

2. Find the points x, y  such that f ( x, y)  0 where

a. f ( x, y)  1  x 2  y 2
 2y
b. f ( x, y ) 
1  x2  y 2
Assesment
 Answer for the raised questions.
 Check their participation activity
 Give feedback for their answers

131
The Gradient as Normal Vectors; Tangent Lines and Tangent Planes.

Theorem 3.5.1: Assume that f x, y  has continuous first order partial derivatives in an

open disk centered at x0 , y0  and f ( x0 , y0 )  0 . Then

f
f ( x0 , y0 )  x0 , y0 i  f x0 , y0  j
x y

is perpendicular to the level curve C of f through x0 , y0  . We call it a normal vector.

Proof: Reading Assignment

The vector

f
t x0 , y0   x0 , y0 i  f x0 , y0  j
x y

is perpendicular to the gradient because

f
t x0 , y0  . f ( x0 , y0 )  x0 , y0  f x0 , y0   f x0 , y0  f x0 , y0   0 .
x y x y

It is called a tangent vector.

The line through x0 , y0  which is perpendicular to the gradient is called the tangent line. It
is determined by the formula:

x  x0 i   y  y0  j  . f ( x0 , y0 )  0

f f
 ( x0 , y0 ).x  x0   ( x0 , y0 ). y  y0   0
x y

And the equation of the normal line to the curve C at x0 , y0  is

f f
( x0 , y0 ).x  x0   ( x0 , y0 ). y  y0   0 .
y x

Example 1: - Find the equations of tangent and normal lines to the graph of

x 2  xy  y 2  3 at  1,  1 .

132
Solution: - Let f ( x, y)  x 2  xy  y 2 . Then

f f
(1,  1)  2 x  y   x , y  1,  1  3 and (1,  1)  x  2 y   x , y  1,  1  3
x y

Thus
f f
(1,1).x  1  (1,1). y  1  0
x y

 3.x  1  3. y  1  0
 x  y  2  0, which is the equation of the tan gent line

Similarly, the equation of the normal line is

 3.x  1  3. y  1  0
 x y 0

Example 2: Find a unit vector perpendicular to the level curve

x 2  xy  3 y 2  5 at  1, 1
Solution:

Let f x, y   x 2  xy  3 y 2 so that the given level curve is f x, y   5 . Since f  1,1  5

the point  1,1 lies on the level curve. Therefore, gradf  1,1 is perpendicular to the given

curve at  1,1 . We find that

gradf x, y   2 x  y  j   x  6 y  j

 gradf  1,1  3i  7 j

Therefore the unit vector

1
3i  7 j   1 3i  7 j  is the desired unit vector
3i  7 j 58

perpendicular to the curve at  1,1 .

For functions of three variables:

Definition: Let f ( x, y, z ) has continuous first order partial derivatives and that

P0 x0 , y0 , z 0  is a point on the level surface S: f ( x, y, z)  c . If f x0 , y0 , z 0   0 , then


n  f x0 , y0 , z 0  is a normal vector to S at P0 x0 , y0 , z 0  , in a sense that f x0 , y0 , z 0 

133
is perpendicular to the tangent vectors of all smooth curves on the surface that pass through
x0 , y0 , z0  . Therefore the plane through x0 , y0 , z0  whose normal is gradf x0 , y0 , z0  is
said to be the tangent plane to S at x0 , y0 , z0  .

The equation of tangent plane to the surface f ( x, y, z)  C at a point X0  x0 , y0 , z0  is

thus given by:

f (X0 )  (X  X0 )  0

f
 x0 , y0 , z0 .( x  x0 )  f x0 , y0 , z0 .( y  y0 )  f x0 , y0 , z0 .( z  z0 )  0
x y x

The normal line to the surface f ( x, y, z)  C at a point X0  x0 , y0 , z0  is the line that

passes through X0  x0 , y0 , z0  and parallel to f x0 , y0 , z0  . Thus, f x0 , y0 , z0  is a

direction vector for the normal line and

r (t )  r0  f (X0 ) t , where r0  x0 i  y0 j  z0 k

is a vector equation for the line. In scalar parametric form of equation, the normal line are

 f
 x  x0  ( x0 , y0 , z0 ) t
 x
 f
 y  y0  ( x0 , y0 , z0 ) t
 y
 f
 z  z0  ( x0 , y0 , z0 ) t
 z

Example: - Find an equation for the tangent plane and scalar parametric equations for the
normal line to the elliptic cone:

x 2  4 y 2  z 2 at (3, 2, 5).

Solution: - The surface is of the form f ( x, y, z)  C , where f ( x, y, z )  x 2  4 y 2  z 2

and C  0 .

Now,

f f f
x, y, z   2 x, x, y, z   8 y x, y, z   2 z
x y z

134
 f f f
3, 2, 5  6, 3, 2, 5  16 3, 2, 5  10
x y z

Thus the equation of the tangent plane is

6( x  3)  16( y  2)  10( z  5)  0

 6 x  16 y  10 z  0

 3x  8 y  5 z  0

Since both 3, 8,  5  6, 16,  10 and 6, 16,  10 is normal to the curve at (3, 2, 5) ,
1
2
then 3, 8,  5 is also normal to the curve at (3, 2, 5) . Thus, the parametric equations for
the normal line are

x  3  3t , y  2  8 t, and z  55 t

A surface of the form

z  g ( x, y)

can be written in the form

f ( x, y, z)  0 where f ( x, y, z)  g ( x, y)  z .

If g is differentiable, so is f . Moreover,

f g f g f g
( x, y, z )  ( x, y, z ) , ( x, y, z )  ( x, y, z ) , and ( x, y, z )  ( x, y, z )  1 .
x x y y z z

Thus equation of the tangent plane to a surface z  g ( x, y) at P0 x0 , y0 , f x0 , y0  is

g g
( x0 , y0 )( x  x0 )  ( x0 , y0 )( y  y0 )  ( z  z0 )  0
x y

g g
 ( x0 , y0 )( x  x0 )  ( x0 , y0 )( y  y0 )  z  z0
x y

g g
 ( x0 , y0 )( x  x0 )  ( x0 , y0 )( y  y0 )  z0  z
x y

135
 g g
If g ( x0 , y0 )  0 , then ( x0 , y0 )  ( x0 , y0 )  0 and z  z0 . In this case the tangent
x y
plane is horizontal. And, scalar parametric equations for the normal line to the surface
z  g ( x, y) at the point X0  x0 , y0 , z0  are

g g
x  x0  ( x0 , y0 ) t , y  y0  ( x0 , y0 ) t and z  z0  (1) t .
x y

Example: - Find an equation for the tangent plane and symmetric equations for the
normal line to the surface:

z  ln ( x 2  y 2 ) at  2, 1, ln 5 on the surface.

Solution: -Let g ( x, y)  ln ( x 2  y 2 ) . Then

g 2x g 2y
( x, y)  2 and ( x, y )  2
x x  y2 y x  y2

g 4 g 2
 (2, 1)   and ( x, y) 
x 5 y 5

Therefore, the tangent plane equation is

z  ln 5  
4
x  2  2  y  1
5 5

The symmetric equation for the normal line is

x  2 y  1 z  ln 5
 

4 2 1
5 5

Note that

x  2 y  1 z  ln 5
  t

4 2  1
5 5

Quick check group Activity 3.5.2:

1. Find an equations of the normal line and the plane tangent to the following level surfaces
at point P.

136
a) z  6  x 2  y 2 , at (1, 2, 1) x2
b) z  x 3  y 3  , at (2, 1, 13)
y
2. Find a vector normal to the graph of f and find an equation of the tangent plane at the
indicated points.
a) f ( x, y)  3x 2  4 y 2 ;  2,1,16 b) f ( x, y)  4 x 2  y 2  6; 2,1,16
Teachers role
 Observation while they work in groups
 Check and Give feedback for their answers

Group Activity 3.5.2

1. Find normal and tangent vectors at the indicated point and write equations
for both tangent and normal lines:

a.  y  x2  2 x ; 2,4
b. y 3  x3  9 ; 1,2

c. xy 2  2 x 2  y  5x  6 ; 4,2
d. 2 x3  x 2 y 2  3x  y  7 ; 1,2

e. x3  y 2  2 x  6 ;  1,3
2. Find equations for both tangent plane and scalar parametric equations for
normal lines at the indicated point:

a. 
z  x2  y 2 ,
2
1,1,4
 3
b. x3  y 3  3xyz  18, 1,2, 
 2

c. x  y  z  4, 1,4,1
d. z  sin x  sin y  sinx  y , 0,0,0
Assesment
 Answer for the raised questions.
 Check their participation in the group activity and
 Give feedback for their answers

137
3.5.2 Directional Derivatives

Recall that the slope of a line does not depend on the choice of points on the line and is
therefore constant. However, the slope of a curve varies with the points on the curve and
with the direction of the curve. Similarly, the slope of a surface z  f x, y  at a point

x0 , y0  depends on the point and varies with the direction of the unit vector that has its

initial point at x0 , y0  . In this section we determine how to find the slope of a surface

z  f x, y  at a point x0 , y0  in an arbitrary specified direction.

Definition: - Let f be a function defined on a set containing a disk D centered at

( x0 , y 0 ) , and u  a1i  a2 j be a unit –vector. Then the Directional

Derivative of f at ( x0 , y 0 ) in the direction of u, denoted by Du f ( x0 , y0 ) is

defined as

f ( x  ha1 , y 0  ha2 )  f ( x0 , y 0 )
Du f ( x0 , y 0 )  lim
h0 h

Note: - Provided this limit exists. f xy ( x0 , y0 )  f yx ( x0 , y0 )

1. If u  i , then
f ( x  ha1 , y 0 )  f ( x0 , y 0 )
Du f ( x0 , y 0 )  lim  f x ( x0 , y 0 )
h0 h
2. If u  j , then

f ( x, y0  ha 2 )  f ( x0 , y 0 )
Du f ( x0 , y 0 )  lim  f y ( x0 , y 0 )
h0 h

Geometrical Interpretation of Directional Derivatives

Geometrically, Du f ( x0 , y0 ) can be interpreted as the slope of the surface z  f x, y  in

the direction of u at the point x0 , y0 , f x0 , y0  (Figure below ). Usually the value of

Du f ( x0 , y0 ) will depend on both the point x0 , y0  and the direction of u. Thus, at a fixed
point the slope of the surface may vary with the direction (Figure). Analytically, the
directional derivative represents the instantaneous rate of change of f x, y  with respect

to distance in the direction of u at the point x0 , y0  .

138
 Theorem 3.5.2: - Let f be differentiable at ( x0 , y 0 ) . Then f has a directional derivative

at ( x0 , y 0 ) in every direction. Moreover, if u  a1i  a2 j is a unit vector,

then
Du f ( x0 , y0 )  f x ( x0 , y0 )a1  f y ( x0 , y0 )a2

Proof: - Reading Assignment

Example 1: - Find Du f (1, 2) where f ( x, y )  6  3x 2  y 2 and u 

1
i  j  .
2

Solution: - f x ( x, y)  6 x and f y ( x, y)  2 y

 f x (1,2)  6 and f y (1,2)  4

1  1 
Thus Du f (1, 2) = f x (1,2)  f y (1,2)    3 2  2 2  5 2 ///
2  2

Remark: - If “ a ” is a non-zero vector, the directional derivative in the direction of “ a ” is

defined to be
a
Du f ( x0 , y 0 ), where u  .
a

Example 2: - Find the directional derivative of f ( x, y)  3 y 2  x 2 at 1 , 1 in the direction of

a i2j.

Solution: - f x ( x, y)  2 x and f y ( x, y)  6 y

 f x (1 , 1)  2 and f y (1 , 1)  6 and u 
1
i  2 j   1 i  2 j
5 5 5

139
 Thus Da f (1,1)  f x 1,1  f y 1,1
1 2 2 12 14 14
    5 ///
5 5 5 5 5 5

Remark: - Let f be a function of three variables x, y and z and u  a1i  a2 i  a3 k a unit

vector. Then Du f ( x0 , y0 , z 0 ) is defined by

f ( x0  ha1 , y0  ha2 , z 0  ha3 )  f ( x0 , y 0 , z 0 )

Du f ( x0 , y 0 , z 0 )  lim
h0 h

Provided this limit exists. And, if f is differentiable at ( x0 , y0 , z 0 ) , then

Du f ( x0 , y0 , z 0 )  f x ( x0 , y0 , z 0 )a1  f y ( x0 , y0 , z 0 ) . a2  f z ( x0 , y0 , z 0 ) . a3 .

Example 3: - Find the directional derivative of f ( x, y, z)  xy  yz  zx at 1 ,  1, 1 in the

direction of a  i  2 j  k .

Solution: - f x ( x, y, z)  y  z f y ( x, y, z)  x  z and f z ( x, y, z)  x  y

 f x (1,1, 1)  0 f y (1,1, 1)  2 and f z (1,1, 1)  0

u
1
i  2 j  k 
7

1 2 1
Thus Da f (1,  1,1)  f x (1,  1,1)  f y (1,  1,1)  f z (1,  1,1)
7 7 7
4

7

If f is a function of two variables that is differentiable at ( x0 , y 0 ) , and u  a1i  a2 j is a

unit vector in the xy – plane, then

Du f ( x0 , y0 )  f x ( x0 , y0 ).a1  f y ( x0 , y0 ).a2

Du f ( x0 , y0 ) = grad. f ( x0 , y0 ) . (a1i  a2 i)

Du f ( x0 , y0 ) = f ( x0 , y0 ) . u

We can rewrite this as

Du f x, y   f x, y   u  f x, y  u cos   f x, y  cos 

140
where θ is the angle between and . This Equation tells us that the maximum
value of at the point x, y  is f ( x, y) , and this maximum occurs when θ = 0,

that is, when u is in the direction of ). Geometrically, this means:

Property 1: At x, y  , the surface z  f x, y  has its maximum slope in the direction of the

gradient,and the maximum slope is f ( x, y) .

That is, the function f x, y  increases most rapidly in the direction of its gradient.

Similarly, it tells us that the minimum value of at the point x, y  is - f ( x, y) and

this minimum occurs when θ = π, that is, when u is oppositely directed to

Geometrically, this means:

Property 2: At x, y  , the surface z  f x, y  has its minimum slope in the direction that is

opposite to the gradient, and the minimum slope is - f ( x, y)

That is, the function f x, y  decreases most rapidly in the direction opposite to its gradient
Finally, in the case where , it follows that in all directions
at the point x, y  This typically occurs where the surface z  f x, y  has a “relative
maximum,” a “relative minimum,” or a saddle point.

A similar analysis applies to functions of three variables and we have that

Du f x, y, z   f x, y, z   u  f x, y, z  u cos   f x, y, z  cos 

141
For precisely the same reason as in two dimensions the direction of maximum increase of
f x, y, z  at any point is given by the gradient at that point. As a consequence, we have the
following result:

Theorem 3.5.3: Let f be a function of either two variables or three variables, and let P

denote the point Px0 , y0  or Px0 , y0 , z 0  respectively. Assume that f is differentiable at

P:

(a) If at P, then all directional derivatives of f at P are zero.

(b) If at P, then among all possible directional derivatives of f at P, the derivative

in the direction of f at P has the largest value. The value of this largest directional
derivative is at P.

(c) If at P, then among all possible directional derivatives of f at P, the derivative

in the direction opposite to that of f at P has the smallest value. The value of this smallest
directional derivative is at P.

Examples: 1. Find the maximum and minimum rates of change of the following functions
and the directions in which those values occur

a) f x, y   x 2 e y ; P 2,0

b) f x, y, z   x 2 y  yz 3  z; P1,2,0

Solution. (a) Since

f x, y   f x x, y i  f y x, y  j  2 xe y i  x 2 e y j

The gradient of f at (−2, 0) is

f  2,0  4i  4 j

By Theorem above, the maximum value of the directional derivative is

f  2,0   42  4 2 4 2

This maximum occurs in the direction of f  2,0  4i  4 j .

142
Again, the minimum value of the directional derivative is

 f  2,0    4  4 2  4 2
2

This minimum occurs in the direction of  f  2,0  4i  4 j

b) Since

f x, y, z   f x x, y, z i  f y x, y, z  j  f z x, y, z k

  
f x, y, z   2 xyi  x 2  z 3 j   3z 2 y  1 k 
f 1,2,0  4i  j  k

is the direction of maximum increase and is the direction of slow

change of with both maximum rate of change and minimum rate of change
having magnitude of but opposite in sign

Quick Check Class Exercises 3.5.3:

1. Find the directional derivative of

a. f ( x, y)  x  sinx  y  at 0, 0 in the direction of a  2i  j

b. f ( x, y, z )  yz.2 x at 1,1, 1 in the direction of a  2 j  k
2. Find a unit vector in the direction in which f increases and decreases most rapidly and
the maximum and minimum rates of change at the given points.

a. f x, y   x 2 y  4 y 3 ; P2,1

xz
b. f x, y, z   ; P 1,1,3
yz

Teachers role
 Observation while they work in groups
 Check and Give feedback for their answers

143
 Group Activity 3.5.3

1. Find the directional derivative of

a. f ( x, y)  x e y  y e x at 1, 0 in the direction of a  3i  4 j

b. f ( x, y)  x . y 2 at 1, 0 in the direction of a  i  2 j

ax  b y
c. f ( x, y )  at 1, 1 in the direction of a  i  j
x y

d. 
f ( x, y)  ln x 2 y 2  at 0,1 in the direction of a  8i  j

e. f ( x, y, z )  x 2 y  y 2 z  z 2 x at 1,0, 1 in the direction of a  3 j  k  i

f. f ( x, y, z)  x tan y  z  at 1,0, 1 in the direction of a  i  j  k

2. Find a unit vector in the direction in which

a. f increases most rapidly at P and give the rate of change of f in that direction.

b. f decreases most rapidly at P and give the rate of change of f in that direction.

i. f ( x, y)  y 2 . e2 x , P  0,1

ii. f ( x, y)  x  sinx  2 y  ; P  0, 0

iii. f ( x, y, z )  x 2  y 2  z 2 ; P  1,  2, 1

iv. f ( x, y, z)  x 2 z e y  xz 2 ; P  1, ln 2, 2

3.(Application): The temperature (in degrees Celsius) at a point (x, y, z) in a metal solid is

(a) Find the rate of change of temperature with respect to distance at in the direction
of the origin.

(b) Find the direction in which the temperature rises most rapidly at the point (1, 1, 1).
(Express your answer as a unit vector.)

144
(c) Find the rate at which the temperature rises moving from (1, 1, 1) in the direction
obtained in part (b).

4.(Application): A heat-seeking particle is located at the point (2, 3) on a flat metal plate
whose temperature at a point x, y  is

T x, y   10  8x 2  2 y 2

Find an equation for the trajectory of the particle if it moves continuously in the direction
of maximum temperature increase.(Group discussion in a class)

Assessment
 Asking an answer for some of the questions.
 Observation of whether they work in groups.
 Answering to the raised questions

145
3.6 Tangent Plane Approximations and Differentials
Tangent Plane approximations(Local linear approximations)

From the definition of differentiability it follows if x and y are close to 0 , we have the
approximations

f  f x x0 , y0 x  f y x0 , y0 y

for a function of two variables and the approximation

f  f x x0 , y0 , z 0 x  f y x0 , y0 , z 0 y  f z x0 , y0 , z 0 z

for a function of three variables.

If we let and , this approximation becomes

f x, y   f x0  y0   f x x0 , y0 x  x0   f y x0 , y0  y  y0 

which is an equation of the tangent plane at x0 , y0 , f x0 , y0  .

Definition: If x, y  is close to x0 , y0  the approximation

f x, y   f x0  y0   f x x0 , y0 x  x0   f y x0 , y0  y  y0  or

f x0  h, y0  h  f x0  y0   f x x0 , y0 x  x0   f y x0 , y0  y  y0 

is called the Tangent plane (local linear) approximation of .

Example1: Find a local linear approximation of f x, y   x 2  y 2 and approximate

3.0122  3.9972 .

x y
Solution: f x x, y   , f y  x, y   . So the local linear approximation is
x y
2 2
x2  y2

x y
f x, y   f x0 , y 0    x  x0    y  y0  and since
x2  y2 x2  y2

x  3.012  3  0.012 is close to 3 and y  3.997  4  0.003 is close to 4. So taking x0  3

and y 0  4 we have

146
 3.0122  3.9972  f 3  0.012,4  0.003  f 3,4  f x 3,40.012  f y 3,40.003

3.0122  3.9972  5
3
0.012  4 0.003  5.0048 .
5 5

The actual value of the given square root is 5.00481 accurate to six decimal places. The
accuracy of estimation is excellent.

Group Class Exercise: Suppose a card box in the shape of a rectangular paralleliped has
1
outer dimension of 14,14,and 28 inches. If the card box is inch thick, approximate the
8
volume of the card board.

Differentials

If z  f x, y  is differentiable at a point ( x0 , y 0 ) , we let

df  f x x0 , y0 dx  f y x0 , y0 dy

denote a new function with dependent variable and independent variables and

We refer to this function (also denoted ) as the total differential of f or z at ( x0 , y 0 ) .

It is common practice to omit the subscripts and write total differentials as

df  f x x, y dx  f y x, y dy

NB: dz  df represents the change in z along the tangent plane to the surface z  f x, y 
produced by changes dx and dy in x and y . The corresponding change in z  f x, y 
along the surface is

z  f  f x  x, y  y   f x, y 

From the definition of differentiability if z  f x, y  is differentiable at a point x, y  then

f  f x x, y x  f y x, y y

Then approximation can also be written in the form

f x0  x, y0  y   f x0  y0   f x x0 , y0 x  f y x0 , y0 y

147
When and are small , we can approximate f  df or equivalently
can be written in the form

z  f  f x  x, y  y   f x, y   f x x, y dx  f y x, y dy  dz  df

In other words, we can estimate the change z in z by the value of the differential
where is the change in x and is the change in y.

Similarly, for a function of three variables w  f x, y, z  we have the total differential of f
at ,

df  f x x0 , y0 , z 0 dx  f y x0 , y0 , z 0 dy  f z x0 , y0 , z 0 dz .

or can be written as

df  f x x, y, z dx  f y x, y, z dy  f z x, y, z dz

Example 1:Find the total differential of the following functions

a) f x, y   xy 2  y sin x

b) f x, y, z   x 2 ln  y  z 

Solutions:

f f
a) Since  y 2  y cos x,  2 xy  sin x . We deduce that
x y

df  ( y 2  y cos x)dx  (2 xy  sin x)dy

x2  x2
b) Since f x x, y, z   2 x ln  y  z , f y x, y, z   and f z x, y, z   . So
yz yz

x2 x2
df  2 x ln  y  z dx  dy  dz
yz zy

Example 2 : Approximate the change in from its value at )

to its value at . Compare the magnitude of the error in this approximation

with the distance between the points (0.5, 1.0) and (0.503, 1.004).

148
Solution: For we have . Evaluating this differential at

, and
yields

Since z = 0.5 at (x, y) = (0.5, 1.0) and z = 0.507032048 at (x, y) = (0.503, 1.004), we

have

and the error in approximating by dz has magnitude

Thus, the magnitude of the error in our approximation is less than 1.

Group Class Exercise

1. The radius of a right circular cylinder is measured with an error of at most 2% and the
height is measured with an error of atmost 4%. Approximate the maximum possible
percentage error in the volume V calculated from the measurements.

3.7 Extreme Values of functions of several variables

Definition: - Let f be a function of two variables and R a set contained in the

domain of f . Then

a. f has maximum value on R at ( x0 , y 0 ) if

f ( x, y)  f ( x0 , y0 ), ( x, y) R

b. f has minimum value on R at (x0, y0) if

f ( x, y)  f ( x0 , y0 ), ( x, y) R.
c.
Definition: If R is the domain of f , we say that f has a relative maximum value

(respectively, a relative minimum value) at ( x0 , y 0 ) if there is a disk D centered at ( x0 , y 0 )

and contained in the domain of f such that

f ( x, y)  f ( x0 , y0 ) (respectively, f ( x0 , y0 )  f ( x, y), for all (x, y)  D)

149
Note: -

1) Absolute Extreme values comprise both absolute maximum and absolute minimum
values, where as relative extreme values compromise a relative minimum and a relative
maximum values.

2) Further Absolute Extreme values can also be regarded as relative extreme values, but
since a function can have more than one relative extreme values, not all relative extreme
values are absolute extreme values.

3.7.1 First and Second Partial Derivative Method of Determining Extreme Values

Theorem 3.7.1: - Let f have a relative extreme value at ( x0 , y 0 ) . If f has

partial derivatives at ( x0 , y 0 ) , then

f x ( x0 , y 0 )  f y ( x 0 , y 0 )  0

Definition: Let f x, y  is a function of two variables. Then points in the domain of

where either f x  f y  0 or f x or f y does not exist are called Critical Points.

Example1. Let f ( x, y)  3  x 2  2 x  y 2  4 y . Find all critical points of f .

Solution: - f x ( x, y)  2 x  2 and f y ( x, y)   2 y  4

 fx ( x, y)  0  2 x  2  0  f x ( x, y)  0   2y  4  0

 x 1 and y  2

Thus (1,  2) is the only critical point of f .

Alternatively,

f ( x, y)  3  x 2  2 x  y 2  4 y

 8  ( x  1) 2  ( y  2) 2
   
 0  0

 8
Hence f (1,  2)  8 is an absolute maximum value of f .

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Example 2 Let f ( x, y)  x 2  y 2 . Determine

i. All the critical points of f

ii. Extreme values of f

Solution: - f ( x, y)  x 2  y 2 ;

2x 2y
f x ( x, y)  ,  f y ( x, y ) 
2 x2  y2 2 x2  y2

x y
 
x2  y2 x2  y2

x
f x ( x, y)  0   0  x0
x  y2
2

y
f y ( x, y)  0   0  y 0
x2  y2

But since the partial derivatives at (0, 0) do not exist, then (0, 0) is the only critical point of
f. Since f ( x, y)  0  f (0, 0) ( x, y), then 0 is an absolute minimum value of f.

Example 3: Determine the critical point for

Solution: First we need to find f x ( x, y) and f y ( x, y) then set them equal to zero.

f x x, y   2 x  4 y  8 f y x, y   2 y  4 x  10

0  2x  4 y  8 0  2 y  4 x  10

After we set these two first partial derivatives equal to zero we will need to solve for x and y
using the substitution method. Let’s choose the partial derivative with respect to x
f y ( x, y)  0 and solve it for x.

0  2x  4 y  8

4 y  8  2x

2y  4  x

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 f y ( x, y)   2 y  4
Now we will take this expression for x and substitute it into .

0  2 y  42 y  4  10

0  2 y  8 y  16  10

0  6 y  6

 6  6 y

y 1

Now substitute Now substitute into and we get

x  21  4

x  2

Thus, the critical point for is .

Example 4: Determine the critical point for f x, y  

1 3 1
x  x 2  y 2  4 y  50 .
3 2

Solution: We need to find both first order partial derivatives, set them equal to zero, and
then solve for x and y.

f x x, y   x 2  2 x

0  x 2  2x f y x, y   y  4

0  x x  2  0 y4

x  0,2 and y4

Thus the critical points for f x, y  

1 3 1
x  x 2  y 2  4 y  50 are and – .
3 2

It is sometimes difficult to determine where extreme values may occur by using first
derivative technique. For instance for , is the only critical point.

152
However neither relative maxima nor relative minima occurs at this point(Check!).We call
such a point a saddle point.

Definition: - For a function f , then we say that f has a saddle point at ( x0 , y 0 ) if

f x ( x0 , y 0 )  0  f y ( x0 , y 0 ) ,

and if there is a disk D centered at ( x0 , y0 ). such that the following conditions hold:

i. f assumes its maximum value on a diameter of the disk only at ( x0 , y0 ) and

ii. f assumes its minimum value on another diameter of the disk only at ( x0 , y 0 ).

For instance, the function f ( x, y)  y 2  x 2 has a saddle point at (0,0).

In fact we have here also the second partial derivative test, as of functions of single
variable.

Theorem 3.7.2 (The Second Partial Derivative Test):

Assume that f has a critical point ( x0 , y 0 ) and f has continuous second partial

derivatives in a disk catered at ( x0 , y 0 ) . Let

D ( x0 , y 0 )  f xx  
( x0 , y0 , ) f y y ( x0 , y0 )  f xy ( x0 , y0 ) .
2

i. If D( x0 , y0 )  0 and f xx ( x0 , y0 )  0 or f yy ( x0 , y0 )  0,

then f has a relative maximum value at ( x0 , y 0 )

ii. If D( x0 , y0 )  0 and f xx ( x0 , y0 )  0 or f yy ( x0 , y0 )  0 , then f has a relative

minimum value at ( x0 , y 0 )

iii. If D( x0 , y0 )  0, then f has a saddle point at ( x0 , y0 ).

But, if D( x0 , y0 )  0, then f may or may not have a relative extreme value at

( x0 , y0 ).

Proof: Reading Assignment

Remark: - The expression D ( x0 , y0 ) in the above Theorem is called the discriminant of f

at ( x0 , y0 ). It can also be given in determinant form:

153
 f xx ( x0 , y0 ) f xy ( x0 , y0 )
D ( x0 , y0 ) 
f yx ( x0 , y0 ) f yy ( x0 , y0 )

 f xx ( x0 , y0 ). f yy ( x0 , y0 )  f xy ( x0 , y0 ). f yx ( x0 , y0 )

A critical point ( x0 , y 0 ) is said to be degenerate if D ( x0 , y0 )  0 ; Otherwise non-degenerate.

Example 1. Let f ( x, y)  x 4  y 4 . Find the extreme values of f .

Solution: - f x ( x, y)  4 x3 and f y ( x, y)  4 y 3

f x ( x, y)  0 and f y ( x, y)  0

 4 x3  0 and 4 y3  0

 x  0 and y0

Therefore 0,0 is the only critical point for f ( x, y)  x 4  y 4 .

Now,

f xx ( x, y) 12 x 2 and f yy ( x, y) 12 y 2

f xy ( x, y)  0 and f yx ( x, y)  0

f xx (0,0)  0 and f yy (0,0)  0

 f xy (0,0)  0 and f yx (0,0)  0

f xx 0,0 f xy 0,0 0 0
D  0
f yx 0,0 f yy 0,0 0 0

Therefore, by using 2nd derivative test it is impossible to determine the extreme values of f

But f ( x, y)  x 4  y 4  0  f 0,0, x, y    2

Thus, f 0,0  0 the minimum value of f ( x, y)  x 4  y 4

154
 1 3
Example 2. Let f ( x, y)  x 2  2 xy  y  3 y. Determine at which point’s f has relative
3
extreme values and at which point.

1 3
Solution: - f ( x, y)  x 2  2 xy  y  3y
3
f x ( x, y)  2 x  2 y and f y x, y   2 x  y 2  3

f x ( x, y)  0 and f y x, y   0

 2x  2 y  0 and  2x  y 2  3  0

xy and y2  2 y  3  0

xy and y  3 or y  1

y  3 y are  1,1 and 3,3 .

1 3
Therefore the only critical points of f ( x, y)  x 2  2 xy 
3

Now

f xx ( x, y)  2 and f xy x, y   2

f yx ( x, y)   2 and f yy x, y   2 y

f xx (1,1) f xy (1,1) 2 2
D   8  0
f yx (1,1) f yy (1,1) 2 2

Thus f has a saddle point at  1,1 .

And

f xx (3,3) f xy (3,3) 2 2
D   12  4  8  0
f yx (3,3) f yy (3,3) 2 6

f xx (3,3) f xy (3,3) 2 2
Since D    12  4  8  0 and f xx (3,3)  2  0 and
f yx (3,3) f yy (3,3) 2 6

155
 1 3
f yy 3,3  12  0 , then by 2nd derivative test (ii) f ( x, y)  x 2  2 xy  y  3 y has local
3
minimum value at 3 , 3 .

Quick Check Group activity 3.7.1:

1. Find all relative extrema and/or saddle points for

a) f ( x, y)  2 x2  3 y 2  4 x  3 y  5

1
b) f ( x, y)  x3  6 x 2  y 2  4 y  4
2

2. Blood flow The shape of a blood vessel (a vein or artery) can be modeled by a cylindrical
tube with radius and length . The velocity of the blood is modeled by the law of laminar
flow (discovered by Poiseuille):

where is the viscosity of the blood, is the pressure difference between the ends of the
tube (in ), is the distance from the central axis of the tube, and , and are
measured in centimeters.
(a) Evaluate and interpret it. (These values are typical for
some of the smaller human arteries.)
(b) Where in the artery is the flow the greatest? Where is it least?

Teachers role
 Observation while they work in groups
 Check and Give feedback for their answers

SAMPLE QUIZ

1. Find the domain of f ( x, y)  ln(2 x  y)

2. Given f ( x, y)  (e2 y  x  ln x)3 find f x ( x, y) and f y ( x, y) .

3. Given f ( x, y)  xe xy find f xy ( x, y) .

4. Find the critical point(s) for f ( x, y)  x3  y3  6 xy .

5. Find all relative extrema and/or saddle point(s) for f ( x, y)  x3  y3  3xy  10 .

156
Group Activity 3.7.1

1. Let f ( x, y)  y 2  x 2 . Show that (0, 0) is the only critical point but that f (0,0) is not a
relative extreme value of f .

2. Complete the square to identify all local extreme values of

a. f ( x, y)  x 2  2 x  y 2  4 y  1

b. f ( x, y)  x 4  6 x 2  y 4  2 y 2  1

3. Find all critical points and determine local extreme values:

a. f ( x, y)  2 x  2 y  x 2  y 2  5

b. f ( x, y)  x 2  xy  y 2  3x  1

c. f ( x, y)  x3  3x  y

d. f ( x, y)  x 2  2 xy  3 y 2  2 x  10 y  1

e. f ( x, y)  x3  6 xy  y 3

f. f ( x, y)  3x 2  xy  y 2  5x  5 y  4

g. f ( x, y)  x sin y

h. f ( x, y)  y  x sin y

i. f ( x, y)  ( x  y)( xy  1)

j. f ( x, y)  xy  x 1  8 y 1

k. f ( x, y)  ( x  y)( xy  1)

 2x
l. f ( x, y ) 
x  y2  1
2

 y2
f ( x, y)  ( x 2  y 2 )e x
2
m.

157
3.7.2 The Maximum and Minimum Value Theorem for Functions Two Variables

Theorem 3.7.3 (Maximum and Minimum Value Theorem for

functions two variables): -
Suppose R be a bounded set in a plane that contains its boundary and f a
function that is continuous on R. Then f have both a maximum and a
minimum value on R.
Proof: Exercise

To determine extreme values on R:

 Find the critical points of f on R and compute the value of f at each of these
points.

 Find the extreme values of f on the boundary of R

 The maximum value of f on R will be the largest of the values computed in steps
(1) & (2) and the minimum value of f on R will be the smallest of these values.

Example 1: Let f ( x, y)  x. y  x 2 and R a square region shown below

1 L4

1R
L2
L1 L3

Solution: -

Obviously, f is continuous on R. Then by Maximum-Minimum Theorem f have extreme

values. Now,

158
 f x ( x , y)  y  2 x  f x ( x , y)  0  y  2 x

And f y ( x , y)  x  f y ( x , y)  0  x  0

 the only critical point for f on R is 0 , 0 , which is on the boundary of R.

i. On l1 , x  0 and 0  y  1 ; since f (0, y)  0 , then the maximum and minimum

value of f on l1 are both 0.

ii. On l 2 , y  0 and 0  x  1 ; since f ( x,0)   x 2 , then the maximum value of f on

l 2 is 0 and minimum value of f on l 2 is -1.

iii. On l 3 , x  1 and 0  y  1 ; since f (1, y)  y  1 , then the maximum value of f on

l 3 is 0 and minimum value of f on l 3 is -1.

iv. On l 4 , y  1 and 0  x  1 ; since f ( x,0)  x  x 2 , then the maximum value of f

1
on l 4 is and minimum value of f on l 4 is 0.
4

v. f (0 , 0)  0

1
Thus the maximum and minimum values of f on R are and –1 respectively//
4

Example 2: - Under present post office regulations a package in the shape of a rectangular
parallelepiped can be mailed parcel post only if the sum of the length and girth of the
package is not more than 108 inches. Find the largest volume V of such a package.

Solution: -

If x, y and z represent the dimensions of the package with z the length of the largest side,
then 2x+2y is the girth and

Volume  V  x. y. z  2 x  2 y  z  108 , where x, y, z  0 .

159
Since we wish to determine the largest possible volume, then

2x + 2y + z = 108 (1)

z  108  2 x  2 y Girth

Now,

V ( x, y )  xy (108  2 x  2 y )
x z
 108 xy  2 x 2 y  2 y 2 x
Since x, y, z  0 , then 2 x  2 y  108 (2) y

 x  y  54

Vx ( x , y) 108 y  4 xy  2 y 2  V y ( x, y) 108  2 x 2  4 xy

Vx ( x, y)  0  V y ( x, y)  0 108  4 xy  2 y 2  0  108x  2 x 2  4 xy  0

 y (108  4 x  2 y)  0  x (108  2 x  4 y)  0

 y  0 v(108  4 x  2 y)  0  x  0 v108  2 x  4 y  0

1
 y  0 v y  54  2 x  x  0 vy  27  x
2

1
 y  0  x  0  54  2 x  27  x
2

3
 y  0  x  0  27  x
2

 y  0  x  0  x  18  y  18

 (0,0) and (18,18) are the only critical points of f

Then, V (54,0)  0  V (0,0)  0

V (18 ,18)  108(18) 2  2(18) 3  2(18) 3

= 11,664 cubic inch

Hence, V (18 ,18)  11,664 is the maximum volume of a mail able rectangular parallelepiped.

160
Extreme Values with Side Condition

Problem 1

Maximize f ( x, y)  x. y

Subject to x  y  1  0 .

That is, determine the maximum area of a rectangle with perimeter 2 units.

Solution: - From the side condition x  y  1  0  y  1  x . Now,

f ( x, y)  x(1 x)  h( x)  x  x 2

1
 h( x) 1 2 x ; h( x)  0  1 2 x  0  x 
2

1
 h' ' ( x )   2 ; h ' ' ( )   2  0
2

1
Thus f ( , 1 )  h ( 1 )  1 is the maximum value of f .
2 2 2 4

Example 2 Find the maximum volume of a rectangular solid given that the sum of length of
its edge is 12a.

Solution: - Let x, y and z be dimensions of the solid. Then

V  Volume of the solid  x . y. z 

 Max.

Subject to

4x  y  z   12. a

 x  y  z  3. a

From the side condition

z  3. a  x  y 

Now, V  x . y.3. a  x  y 

161
  Vx  y. 3. a  x  y   x . y  3ay  2 xy  y 2 and

Vy  y.3. a  x  y   x . y  3ax  2 xy  x 2

Then Vx  0 and Vy  0

 3ay  2 xy  y 2  0  3ax  2 xy  x 2  0

 y 3a  2 x  y   0  x 3 a  2 y  x  0

 y  0  3a  2 x  y   0   x  0  3 a  2 y  x  0

But since 0 , 0 is a boundary point, then

 3a  2 x  y  0  3 a  2 y  x  0

 3a  2 x  y  3 a  2 y  x

 2x  y  2 y  x

yx

 3 . a  3. x

 y  x a

Thus a, a, a  is the only critical point of V , for a  0 .

Hence

V a, a, a   a 3
cubic unit is the maximum volume of the solid.

Quick check group activity 3.7.4:

1.Find the absolute maximum and minimum values of

a) f x, y   5  4 x  2 x 2  3 y  y 2 on the region bounded by the lines y  2, y  x; x  3

b) f x, y   x 2  y 2  4 xy on the region bounded by the lines y  3, y  x; x  3

c) f x, y   x 2  y 2  2 x  4 y on the region bounded by the lines y  3, y  x; x  0

162
d) f x, y   x 2  y 2 on the region bounded by x  1  y 2  4
2

2. Writing Suppose that the second partials test gives no information about a certain
critical point because . Discuss what other steps you might take to
determine whether there is a relative extremum at that critical point.

Teachers role
 Observation while they work in groups
 Check and Give feedback for their answers

3.6.3 Lagrange Multiplier

Theorem 3.7.4: - Suppose that g is a continuously differentiable function of two or

three variables defined on the subset of domain of f . If ( x0 , y0 ).

maximizes (or minimizes) f ( x, y) subject to the side condition g ( x, y) ,

then  f ( x0 , y0 ) is parallel to  g ( x0 , y0 ) , i.e.,  a scalar  such that

f ( x0 , y0 )   g ( x0 , y0 )

Such a scalar  is called a Lagrange Multiplier.

Example 3: - Maximize and Minimize

f ( x, y)  x. y

On the unit circle x 2  y 2  1

Solution: - Since f is continuous and the unit circle is closed and bounded, then f has both
maximum and minimum value.

Let g x, y   x 2  y 2  1 . Then W.T.S. that

 Max Min.
f ( x, y)  x. y 

Subject to
g x, y   0
Now,

163
 f ( x, y)  y i  x j  g ( x, y)  2 x .i  2 y . j

By Lagrange Multiplier method

f ( x, y)   . g ( x, y)

 y  2  x  x  2 y

 y 2  2  x y  x 2  2  y  x

 y 2  2  y  x  x 2  2  x  y

 y 2  x 2 1

From the side condition and (1) we have

2 x 2 1 0  x 2  1
2

2
 x 1 
2 2

 the only critical points of f are

 2 2  2 2  2  2  2 2
       
 2 , 2 ,  2 ,  2 ,  2 , 2  ,  2 , 2 
       

 2 2
Now, f  ,  = f ( 2  2 )  1 a f (  2 , 2 )  f ( 2 ,  2 )   1
 2 2  2 2 2 2 2 2 2 2

Thus, Max. f   and Min f    .

1 1
2 2

Example 4 Find the minimum Value taken on by the function

f ( x, y)  x 2  ( y  2) 2

On the hyperbola x2 - y2 = 1

Solution: - This minimum is simply the square of the distance from the point (0,2) to the
hyperbola , clearly it exists.

164
 Let g x, y   x 2  y 2  1. Then

f ( x, y) 
 Min.

Subject to g x, y   0

Now,

  f ( x, y)  2 xi  2( y  2). j  g ( x, y)  2 xi  2 yj

By Lagrange Multiplier method

f ( x, y)   . g ( x, y)

 2 xi  2( y  2) j  2xi  2yj

 2 x  2x  2( y  2)   2y

  1 2 y  4   2 (1) y

 4 y  4  y 1

From side condition, x 2  y 2 1 0  x 2  2  x   2

 the only critical points of f are ( 2, 1) & ( 2, 1) Now, f ( 2 ,1)  3  f ( 2 ,1).

Thus, f takes its minimum at ( 2 ,1) and ( 2 ,1).

Remark: - Problem (4) could have been solved more simply by rewriting the side condition
as x 2  1  y 2 and eliminating x from f(x, y) by substitution. Now, determine the

minimum value of f ( y)  2 y 2  4 y  5.

Example 5 : Find the Maximum value of f ( x, y)  x y z on x3  y 3  z 3 1, x, y, z  0 .

Solution: - Let g x, y   x3  y 3  z 3  1 .

Obviously, the side condition is bounded and closed, and f is continuous on the side
condition.

165
 f x ( x, y)  yz , f y ( x, y)  x . z  f z ( x, y)  xy

g x ( x, y)  3x 2 , g y ( x, y)  3 y 2  g y ( x, y)  3z 2

Now,  f ( x, y)   g ( x, y)  yzi  xzj xyk  3x2 i  3z 2k

 yz  3x 2 , xz  3y 2  xy  3z 2

 xyz  3x 3 , xyz  3y 3  xyz  3z 3

 3x 3  3y 3  3z 3

If  = 0, obviously, x  y  z  0 .But f 0, 0, 0 is not the maximum value.

If   0, then

x3  y 3  z 3

 x y z

Now, from side condition,

1 1
3x 3 1  x 3   x  3
3 3

Thus, the desired maximum value is

 1 1 1  1
f  3 , 3 , 3  
 3 3 3 3

166
 A SHORT HISTORY OF LAGRANGE

Joseph Louis Lagrange (1736–1813) French–Italian mathematician and

astronomer. Lagrange, the son of a public official, was born in Turin, Italy. (Baptismal
records list his name as Giuseppe Lodovico Lagrangia.) Although his father wanted him to
be a lawyer, Lagrange was attracted to mathematics and astronomy after reading a memoir
by the astronomer Halley. At age 16 he began to study mathematics on his own and by age
19 was appointed to a professorship at the Royal Artillery School in Turin. The following
year Lagrange sent Euler solutions to some famous problems using new methods that
eventually blossomed into a branch of mathematics called calculus of variations. These
methods and Lagrange’s applications of them to problems in celestial mechanics were so
monumental that by age 25 he was regarded by many of his contemporaries as the greatest
living mathematician.

In 1776, on the recommendations of Euler, he was chosen to succeed Euler as the director of
the Berlin Academy. During his stay in Berlin, Lagrange distinguished himself not only in
celestial mechanics, but also in algebraic equations and the theory of numbers. After twenty
years in Berlin, he moved to Paris at the invitation of Louis XVI. He was given apartments in
the Louvre and treated with great honor, even during the revolution. Napoleon was a great
admirer of Lagrange and showered him with honors—count, senator, and Legion of Honor.
The years Lagrange spent in Paris were devoted primarily to didactic treatises summarizing
his mathematical conceptions. One of Lagrange’s most famous works is a memoir,
Mécanique Analytique, in which he reduced the theory of mechanics to a few general
formulas from which all other necessary equations could be derived. It is an interesting
historical fact that Lagrange’s father speculated unsuccessfully in several financial ventures,
so his family was forced to live quite modestly. Lagrange himself stated that if his family
had money, he would not have made mathematics his vocation. In spite of his fame,
Lagrange was always a shy and modest man. On his death, he was buried with honor in the
Pantheon.

167
Group Activity 3.7.4

1. Find the extreme value(s) of f subject to the given side conditions

a. f ( x, y)  xy, ( x  1)2  y 2  1

b. f ( x, y, z)  xyz , x2  y 2  4z 2  6

c. f ( x, y, z)  xy  yz , x2  y 2  z 2  8
3 2 3
d. f ( x, y)  4 x 2  y 3  3 y  7, 2x2  y 
2 2

e. f ( x, y, z)  3z  x  2 y, x2  4 y 2  z

f. f ( x, y)  e 2 x y , x2  y2  5

y2
g. f ( x, y)  x  x  ,
3 2
x 2  y 2  36
3
h. f ( x, y)  xy, 2x2  y 2  4

i. f ( x, y)  16  x 2  4 y 2 , x4  2 y 4  1

j. f ( x, y)  3x 2  xy  y 2 , 2x2  y 2  4

x2  y 2
k. f ( x, y, z )  , x2  y 2  2  z  6
z2  5

2. a) Suppose that the temperature of a metal plate is given by T ( x, y)  x 2  2 x  y 2

for points ( x, y) on the elliptical plate defined by x 2  4 y 2  24 . Find the maximum

and minimum temperature on the plate.

3. Determine the maximum profit P  4 x  5 y of a bossiness with given production

possibility curve 2 x  5 y  32, 500

2 2

4. Minimize f ( x, y, z )  x 2  y 2  z 2 subject to the constraints x  2 y  3z  6 and

x y 0

5. Maximize f ( x, y, z)  3x  y  2 z subject to the constraints y 2  z 2  1 and

x  y  z 1

168
Unit Summery

 Let f be a function defined throughout a set containing a disc centered at x0 , y0 

except possibly at x0 , y0  itself, and let L a number. Then L is said to be the limit of

f at x0 , y 0  if for every   0 there exists   0 such that

0  ( x  x0 ) 2  ( y  y0 ) 2    f ( x, y)  L  

 lim f ( x, y)  L
( x , y )( x0 , y0 )

 A function f of two variables is continuous at ( x0 , y 0 ) if

lim f ( x, y)  f ( x0 , y0 )
( x , y )( x0 , y0 )

 A function f of three variables is continuous at ( x0 , y 0 ) if

lim f ( x, y, z )  f ( x0 , y0 , z 0 )
( x , y , z )( x0 , y0 , z0 )

 Let f be a function of two variables and ( x0 , y 0 ) in the domain of f . The partial

derivative of f with respect to x at ( x0 , y 0 ) is defined by

f ( x0  h, y0 )  f ( x0 , y 0 )
f x ( x0 , y 0 )  lim
h0 h

Provided this limit exists.

Similarly, the partial derivative of f w. r. t. y at ( x0 , y 0 ) is defined by

f ( x 0 , y 0  h)  f ( x 0 , y 0 )
f y ( x0 , y 0 )  lim
h0 h

Provided this limit exists.

 Let f and g be functions of two variables in x and y . Then

( f  g ) x ( x, y)  f x ( x, y)  g x ( x, y)

169
 ( f . g ) x ( x, y)  f x ( x, y)  g ( x, y)  f ( x, y)  g x ( x, y)

f f ( x, y)  g ( x, y)  f ( x, y)  g x ( x, y)
  ( x, y )  x
 g x g ( x, y )

By similar fashion it is possible to determine, ( f  g ) y ( x, y) , ( f . g ) y ( x, y) and

f
  ( x, y ) .
 g y

 Let f be a function of two variables and g a function of one variable. For the
composition function h( x, y)  g ( f ( x, y)),

hx ( x, y)  g ( f ( x, y)). f x ( x, y)

&

hy ( x, y)  g ( f ( x, y). f y ( x, y)

 Let f be a function of two variables x and y . Then the partial derivatives

2x
( f x ) x , usually denoted by f xx or
x 2

2x
( f x ) y , usually denoted by f xy or
y x

2x
( f y ) x , usually denoted by f xy or
x y

2x
( f y ) y , usually denoted by f yy or
y 2

are called Second Order Partial Derivatives of f , in particular f xy and f yx are

usually called Mixed Partial Derivatives of f .

 Let f be a function of two variables. Suppose that f xy and f yx are continuous at

( x0 , y 0 ) . Then

170
 f xy ( x0 , y0 )  f yx ( x0 , y0 )

 Let f be a function defined on a set containing a disk D centered at ( x0 , y 0 ) , and

u  a1i  a2 j be a unit –vector. Then the Directional Derivative of f at ( x0 , y0 ) in the

direction of u, denoted by Du f ( x0 , y0 ) is defined as

f ( x  ha1 , y 0  ha2 )  f ( x0 , y 0 )
Du f ( x0 , y 0 )  lim
h0 h

Provided this limit exists. f xy ( x0 , y0 )  f yx ( x0 , y0 )

a. Let f be a function of two variables that has partial derivatives at ( x0 , y 0 ) .

Then the gradient of f at ( x0 , y0 ) , usually denoted by grad f ( x0 , y 0 ) or

f ( x0 , y0 ), is defined as

f ( x0 , y0 , z 0 )  f x ( x0 , y0 ) i  f y ( x0 , y0 ) j .

b. Let f be a function of three variables that has partial derivatives at ( x0 , y0 , z 0 )

. Then the gradient of f at ( x0 , y0 , z 0 ) is defined by

f ( x0 , y0 , z 0 )  f x ( x0 , y0 , z 0 ) i  f y ( x0 , y0 , z 0 ) j  f z ( x0 , y0 , z 0 )k.

 Gradients are normal vectors to level curves and level surfaces.

 A differential function f increases most rapidly in the direction of the gradient (the

rate of change is f ( x, y) ) and it decreases most rapidly in the opposite direction

of the gradient (the rate of change is - f ( x, y) )

 Let f be a function of two variables and R a set contained in the domain of f . Then

a. f has maximum value on R at ( x0 , y 0 ) if f ( x, y)  f ( x0 , y0 ), ( x, y) R

b. f has minimum value on R at (x0, y0) if f ( x, y)  f ( x0 , y0 ), ( x, y) R.

171
 Let f have a relative extreme value at ( x0 , y 0 ) . If f has partial derivatives at ( x0 , y 0 )
, then

f x ( x0 , y 0 )  f y ( x 0 , y 0 )  0

Relative extreme values of f occur only at the points either

i. f x  f y  0 or

ii. fx or f y does not exist.

Furthermore, points at which either condition (i) or (ii) holds are called Critical
Points.

 (The Second Partial Derivative Test):

Assume that f has a critical point ( x0 , y 0 ) and f has continuous second partial

derivatives in a disk catered at ( x0 , y 0 ) . Let

D ( x0 , y0 )  f xx  
( x0 , y0 , ) f y y ( x0 , y0 )  f xy ( x0 , y0 ) .
2

i. If D( x0 , y0 )  0 and f xx ( x0 , y0 )  0 or f yy ( x0 , y0 )  0, then f has

a relative maximum value at ( x0 , y 0 )

ii. If D( x0 , y0 )  0 and f xx ( x0 , y0 )  0 or f yy ( x0 , y0 )  0 , then f has a relative

minimum value at ( x0 , y 0 )

iii. If D( x0 , y0 )  0, then f has a saddle point at ( x0 , y0 ).

But, if D( x0 , y0 )  0, then f may or may not have a relative extreme value at

( x0 , y0 ).

 Suppose R be a bounded set in a plane that contains its boundary and f a function
that is continuous on R. Then f have both a maximum and a minimum value on R.

172
 Suppose that g is a continuously differentiable function of two or three variables

defined on the subset of domain of f . If ( x0 , y0 ). maximizes (or minimizes) f ( x, y)

subject to the side condition g ( x, y) , then  f ( x0 , y0 ) is parallel to  g ( x0 , y0 ) , i.e.,

 a scalar  such that

f ( x0 , y0 )   g ( x0 , y0 )

Such a scalar  is called a Lagrange Multiplier.

173
3.8 Review Exercise

1. Compute the indicated limit

3x
a. lim
 x , y  0, 2  y 1
2

xy
b. lim
 x , y  1,  cos xy

2. Show that the indicated limits does not exist

3x 2 y
a. lim
 x , y  0, 0  x 4  y 2

3
2 xy 2
b. lim
 x , y  0, 0  x 2  y 3

x2  y 2
c. lim
 x , y 0, 0  x 2  xy  y 2

x2
d. lim
 x , y 0, 0  x 2  xy  y 2

3. Show that the indicated limits does not exist

x3  xy 2
a. lim
 x , y  0, 0  x 2  y 3

3 y 2 ln x  1
b. lim
 x , y  0, 0  x 2  3 y 2

4. Find both first order partial derivatives of

4x
a. f ( x, y )   xe xy
y

b. f ( x, y)  xe xy  3 y 2

c. f ( x, y)  3xy 2 cos x  y

174
 d. f ( x, y)  x3 y  3x  5

2 f 2 f
5. Show that the Lap lace’s equation   0 ,where
x 2 y 2

a. f ( x, y)  e x sin y

b. f ( x, y)  e x cos y

6. Find the indicated derivatives

a. f ( x, y)  2 x 4 y  3x 2 y 2 ; f xx , f yy , f xy

b. f ( x, y)  x 2 e3 y  sin y ; f xx , f yy , f yyx

7. Find the equation of the tangent plane

a. z  x 2 y  2 x  y 2 at 1,  1, 0

b. z  x 2  y 2 at 3,  4, 5

c. x 2  2 xy  y 2  z 2  5 at 0, 2, 1

d. x 2 z  3 y  y 2 x  z  4 at 1,  1, 2

8. By using the Chain rule, find the indicated derivatives

a. g(t )  where g (t )  f ( x(t ), yt ) , f ( x, y)  x 2 y  y 2 x(t )  e4t ,

yt   sin t

g g
b. and where g u, v   f ( xu, v, yu, v) , f x, y   4 x 2  y
u u
xu, v   u 3v  sin u, yu, v   4v 2

9. State the general Chain rule for the general composition function

a. g t   f x(t ), y(t ), z(t ), w(t )

175
 b. g u, v   f x(u, v), y(u, v)

z z
10. By using implicit differentiation, Find and .
x y

a. x 2  2 xy  y 2  z 2  1

b. x 2 z  3 y  y 2 x  z  4

11. Find the gradient of the given function at the indicated point

a. f ( x, y)  3x sin 4 y  xy ,   ,  

b. f ( x, y, z)  4 xz 2  3 cos x  4 y 2 , at 0, 1,  1

12. Determine the directional derivative of f at the given point in the direction
of the indicated vector:

3 4
a. f x, y   x3 y  4 y 2 at  2, 3 in the direction of u   , 
5 5

b. f x, y   x 2  xy 2 at 2, 1 u in the direction of 3,  2

c. f x, y   e3 xy  y 2 at 0,  1 u in the direction from 2, 3 to 3, 1

d. f ( x, y)  x 2  xy 2 at 2, 1 u in the direction of 1,  2

13. Find the directions of maximum and minimum change of rate of f at the
given point, and the values of the maximum and minimum rates of change.

a. f ( x, y)  x3 y  4 y 2 ,  2, 3

b. f ( x, y)  x3  x y 2 , 2, 1

c. f ( x, y)  x 4  y 4 , 2, 0

d. f ( x, y)  x 2  x y 2 , 1, 2

176
14. Suppose that the elevation on a hill given by f ( x, y)  100  4 x 2  2 y . From

the site at 2, 1 , in which direction will the rain run off?

15. If the temperature at the point x, y, z  is given by

 
T x, y, z   70  5et 4 x  3 y 1 , then the direction from the point 1, 2, 1
2

in which the temperature decreases most rapidly.

16. Find all critical points of f

a. f ( x, y)  2 x 4  xy 2  2 y 2

b. f ( x, y)  2 x 4  x 2 y  y 3

c. f ( x, y)  4 xy  x3  2 y 2

d. f ( x, y)  3xy  x3 y  y 2  y

17. Find the absolute extreme of the function on the given region.

a. f ( x, y)  2 x 4  xy 2  2 y 2 , 0  x  4, 0  y  2

b. f ( x, y)  2 x 4  x2 y  y3 , region bounded by y  0, y  x and x  2

18. By using the Lagrange Multiplier, find the maximum and minimum of the
function f ( x, y) subject to the constraint g ( x, y)  C , where C is a constant:

a. f ( x, y)  x  2 y, subject to x 2  y 2  5

b. f ( x, y)  2 x 2 y, subject to x 2  y 2  4

c. f ( x, y)  x y, subject to x 2  y 2  1

d. f ( x, y)  x2  2 y 2  2 x, subject to x 2  y 2  1

177
 CHAPTER 4
4. MULTIPLE INTEGRALS
Unit Introduction

This chapter provides a very brief introduction to the major topic of multiple integration.
This unit is divided into two sections. The first section presents basic definitions of double
Integrals, Evaluation of double integrals in Cartesian coordinates and polar coordinates and
its applications. And definitions of Triple Integrals, Evaluation of triple integrals and its
applications will be treated in second section. Uses of multiple integration include the
evaluation of areas, volumes, masses, total charge on a surface and the location of a centre-
of-mass.

Unit Objectives

At the end of this unit students should be able to

 Define double integrals of a given function on a rectangle and on an

arbitrary plane region.

 Identify basic properties of double integrals.

 Develop different methods of evaluating double integrals.

 Apply the concept of double integrals in solving real life problems.

 Appreciate the role of polar coordinates in determining double integrals.

 Define triple integrals of a given function of three variables on a box and

on an arbitrary solid region.

 Identify basic properties of triple integrals.

 Apply the concept of triple integrals in solving real life problems.

 Appreciate the role of spherical coordinates in determining triple integrals.

 Find the mass and center of mass of a planar lamina using a double integral

 Find moments of inertia using double integrals

178
4.1: Motivation and Definition of Double Integrals

Recall that, for any function f x  defined on the interval a, b the definite integral of f x 

on a, b is defined by the reimann sum

b n

 f  x  dx  lim
|| P||0
 f  c  x
i 1
i i
a

provided the limit exists and is the same for all values of the evaluation points ci  [xi-1, xi]
for i = 1, 2, …, n. In this case, we say f is integrable on a, b . Further,

b
i ) For f ( x)  0 , 
a
f ( x) dx is the area of region bounded by the graph of f (x) , the

vertical lines x  a and x  b , and the x  axis .

ii) For general f (x) the definite integral is equal to the area above the x-axis minus the
area below the x -axis.

We developed the definite integral of f x  as a natural outgrowth of our method for finding
area under a curve in the plane.Likewise, we are guided in our development of the
double integral with a following corresponding problem.

Motivation(The volume problem): Given a function f of two variables that is continuous

and nonnegative on a region R in the xy-plane, find the volume of the solid enclosed
between the surface z = f(x, y) and the region R ( See Figure below).

179
Notation: The definite integral of on the region of integration R  R 2 is denoted by

 f x, y dA
R

Consider a function of two variables z  f ( x, y) which is continuous on the region R  R 2 .

Suppose we subdivide the region R into sub rectangles as in the figure below (say there are
M rectangles in the x direction and N rectangles in the y direction). Label the rectangles Rij
where 1  i  M and 1  j  N .

Think of the definite integral as representing volume. The volume under the surface above
rectangle Rij is approximately f ( xi , y j ). Aij , where Aij is area of the rectangle and

f ( xi , y j ) is the approximate height of the surface in the rectangle. Here ( xi , y j ) is some

point in the rectangle Rij. If we sum over all n rectangles the volume is approximately:

Vi  Height  Base Area  f  ui , vi  Ai

n n
V  Vi   f  ui , vi  Ai
i 1 i 1

As the size of the rectangles goes close to 0, the sum on the right gives the exact total
volume of the solid.

180
 n
V  lim
P 0
 f u , v A
i 1
i i i

We call this limit the definite double integral of f x, y  on R  R 2

Generally, the double Integral of f ( x, y) Over any Bounded Region is defined as follow:

Definition 4.1:( Double integral )

For any function f ( x, y) defined and continuous on a bounded region , we define

the double integral of f over R as:

 f x, y dA  lim  f u , v A

i i i
P 0
R i 1

provided the limit exists and is the same for all choices of the evaluation points
 for i = 1, 2, …, n. In this case, we say f is integrable over R.

The quantity f ( x, y) dA in the definite integral represents the volume in some

infinitesimal region around the point ( x, y) . The region is so small that the function
f ( x, y) only varies infinitesimally in the region.

Notice that for positive f ( x, y) , the integral (Riemann Sum) is equal to the volume under
the surface z  f ( x, y) and above xy -plane for x and y in the region R.

Definition 4.2:( Volume under a Surface )

For a function of the two variables z  f ( x, y)  0 defined and continuous over a region R
in the plane, the volume above R and under the surface S of z = f (x, y) is defined by
the double integral

Volume under S   f ( x, y) dA
R

For general f ( x, y) , the definite integral is equal to the volume above the xy -plane minus
the volume below the xy -plane.

181
The basic properties of the double integral are essentially the same as those for the definite
integral of f x  :

Basic Properties of the Double Integral:

a.  [ f ( x, y)  g ( x, y)]dxdy  
R R
f ( x, y)dxdy   g ( x, y)dxdy;
R

b.  C. f ( x, y) dxdy  C. 
R R
f ( x, y)dxdy , where C is a constant.

c. 
R
f ( x, y)dxdy   f ( x, y)dxdy   f ( x, y)dxdy; Where R is composed
R1 R2

of two pieces R1 and R2 that are over lapping only at boundary points;

ITERATED INTEGRALS

As in the case of an integral of a function of one variable, a double integral is defined as a

limit of a Riemann sum . Except in the simplest cases, it is impractical to obtain the value
of a double integral from the limit in the definition of a double integral. However, we will
now show how to evaluate double integrals by calculating two successive single integrals.

The symbols

and

denote partial definite integrals; the first integral, called the partial definite integral with
respect to x, is evaluated by holding y fixed and integrating with respect to x, and the
second integral, called the partial definite integral with respect to y, is evaluated by holding
x fixed and integrating with respect to y.

Example 1 Evaluate

182
 1
1   x 2 1  y 2
a)  xy dx  y   xdx   y    
2 2 2

0   2  0  2
0
 

1 1  y3 1
 x
b)  xy dy  x  y dy  x 
2 2

0 0  3 0

3

A partial definite integral with respect to is a function of and hence can be integrated
with respect to y; similarly, a partial definite integral with respect to can be integrated
with respect to This two-stage integration process is called iterated (or repeated)
integration.

In General, Iterated integrals, are double integrals of the form

b g2 ( x)

  f ( x, y) dy dx
a g1 ( x )

or

d g2 ( y )

  f ( x, y) dx dy
c g1 ( y )

Notes

1. The inside variable of integration can be a function of the outside.

2. The outside integral must have constant limits of integration and the inside limits of
integration could be constants in both cases.

2 1
Example 1: Evaluate the iterated integral   (x
2
 y ) dy dx .
1 0

Solution:

2 1 2
1 11

1 0
( x 2  y ) dy dx   ( x 2  )dx 
1
2 2

183
 1 2x
Example 2: Evaluate the iterated integral 
0
 x  2 y  dy dx .
0

Solution:

  x  2 y  dy dx    xy 0  y 0
1 2x 1
2x 2 2x
dx
0 0 0


   
1
  2 x 2  4 x 2 dx  2 x 3
1
2
0
0

2 2 y y2
Example 3: Evaluate the iterated integral   4 xy dx dy .
0 3 y 6 y
2

Solution:

2 y y2 2 y y2
2
 4 yx 2 2 2
 4 y (2 y  y 2 ) 2   4 y (3 y 2  6) 2 
  4 xy dx dy  0  2  2 dy  0 
(
2
 
  2
)dy

0 3 y 6 y
2
3 y 6

Exercise: (Evaluate this integral of function of single variable to get the final answer)

Quick check activity 4.1.1

4 y 1 2 2 
 3x 
x

 
1
1: Evaluate 2
y 2  2 x dy . 2b: Evaluate    3x y  2 x dx  dy .
2 2 
 y2 

4 y 1

 3x y 2  2 x dx . x2
2
2a: Evaluate y
y2 3. Evaluate  x dy .
x

A double integral  f  x, y  dA may be separated into a pair of single integrals if

D

 the region D is a rectangle, with sides parallel to the coordinate axes; and

 the integrand is separable: f (x, y) = g(x) h(y).

 If th region D is either vertically or horizontally simple region.

184
I) Double Integrals over a Rectangular Region

Theorem 4.1.1: Fubini’s Theorem (Order of Integration is Interchangeable)

Suppose that f x, y  is continuous on a rectangular region

in the xy-plane. The double integral, is given by


d b
 
b d


R
f ( x, y )dA     f ( x, y )dx dy     f ( x, y )dy dx
c a  a c 

and represents the volume under the surface above the plane region R.

Proof: We can compute the volume by slicing the three-dimensional region like a loaf of
bread. Suppose the slices are parallel to the y-axis. An example of slice between
x and x  dx is shown in the figure.

In the limit of infinitesimal thickness dx , the volume of the slice is the product of the cross-
sectional area and the thickness dx . The cross sectional area is the area under the curve
f ( x, y) for fixed x and y varying between c and d . (Note that: if the thickness dx is
infinitesimal, x varies only infinitesimally on the slice. We can assume that x is constant.)

The following picture shows the cross-sectional area.

185
The area is given by the integral

d
A( x)   f ( x, y)dy
c

The variable of integation is y and x is a constant. The cross-sectional area depends on

x and this is why we write A  A(x) . The volume of the slice between x and x  dx is
A( x). dx . The total volume is the sum of the volumes of all the slices between
xa and x  b :

b
V   A( x) dx
a

If we substitute for A(x) , we obtain:

V    f ( x, y)dy  dx  
b d b d

a 
c  a c
f ( x, y)dy dx

This is an example of an iterated integral. One integrates with respect to y first, then x. The
integrals with respect to y and x are called the inner and outer integrals, respectively.
Alternatively, one can make slices that are parallel to the x-axis and obtain:

186
In this case the volume is given by

V 
d
 b f ( x, y)dx dy  d b

a c  f ( x, y)dx dy
c  a

The inner integral corresponds to the cross-sectional area of a slice between y and y  dy

The quantities f ( x, y) dy dx and f ( x, y) dx dy represent the value of the double integral

in the infinitesimal rectangle between x and x  dx and, y and y  dy . The length and
width of the rectangle are dx and dy , respectively. Hence dy dx (or dx dy ) is the area of
the rectangle. We can make the connection dA  dy dx (or dA  dx dy ).

2 1

  (x  y ) dy dx .
2
Example 1: Evaluate the iterated integral
1 0

Solution:( Method 1)

y 1
2 1
2
y2 
 ( x  y ) dy dx    x 2 y   dx
2

1
1 0
2  y 0

x 2
2
 1  x3 x 
   x 2  dx    
1
2  3 2  x1


2 2  1 1 
3
  
3
 
3 2  3 2 

17

6

Method 2: Solution: If you reverse the order and the limits of integration for
2 1 1 2

 ( x 2  y ) dy dx , we obtain the integral   (x  y ) dx dy . Then we have the

2

1 0 0 1

following.

x 2
1 2
 x3 1

 ( x  y ) dx dy     xy  dy
2

0  x1
0 1
3

187
 1
 23 1 
    2 y    y  dy
0
3 3 

17

6

Example 2: Evaluate the double integral

V   ( x 2  xy 3 ) dA
R

where R is the rectangle 0  x  1, 1  y  2 .

Solution: - Suppose we integrate with respect to y first. Then

1 2
V   ( x 2  xy 3 ) dy dx
0 1

The inner integral is

y 2
1 xy 4 1 x 
V   (x .y  2
) dx   (2 x 2  4 x)  ( x 2  ) . dx
0 4 y 1 0
 4 

1  15 x 
  ( x 
2
) . dx
0 4 

1
 x3 15 x 2  1 15 8  45 53
       ///
3 8 0 3 8 24 24

Note that we treat y as a constant when you integrate with respect to x vice versa resulting
in the same answer.

Quick Check Exercises 4.1.2


 x cos( x  2 y ) dA where R  [0,  ]  [0, ] .
2
1: Evaluate the double integral
R
2

 4  x 
 y 2 dA .
2
2:. Let R = [-1 , 1] x [0 , 3]. Determine
R

188
 2 1
3: Sketch the solid whose volume is given by the iterated integral    2  x  2 y  dydx .
0 1

Now: What if the region in the x-y plane is not a rectangle?

II) Double Integrals over General Regions

a) Vertically simple region:

Theorem 4.1.2: If R has the form R  ( x, y) | a  x  b and g1 ( x)  y  g 2 ( x) the double

integral on is given by

x b y  g 2 ( x )

 f ( x, y) dA    f ( x, y ) dy dx
R x  a y  g1 ( x )

Here R is called a vertically simple region.

Proof: Suppose that the region R is defined by G1 ( x)  y  G2 ( x) with a  x  b .

To derive this formula we slice the three-dimensional region into slices parallel to the y-axis.
The figure below shows a top view of slice between x and x  dx .

The inner integral

G2 ( x )
A( x)   G1 ( x )
f ( x, y) dy

189
is the cross-sectional area of the slice between x and x  dx . The volume of the slice
between x and x  dx is A( x). dx . The total volume is the sum of the volumes of all the
slices:

b
V   A( x) dx
a

 x 
 y 2 dA over the region R bounded by the curves –
2
Example 1: Compute
R

and in the x-y plane.

Solution: The intersection points of the two curves is found at the points satisfying

1  x 2  x 2  1  2 x 2  2  x  1;1

So the region is bounded by the concave up parabola and by the concave

down parabola – and can be described as the vertically simple region given by

R  x, y  : 1  x  1;1  x 2  y  x 2  1 . Thus 
x b y  g 2 ( x )

 f ( x, y ) dA    f ( x, y ) dy dx
R x  a y  g1 ( x )

1 x 2 1

 f ( x, y) dA   (  ( x  y 2 ) dy ) dx
2

R 1 1 x 2

1 x 2 1
y3
  (x2 y  )dx
1
3 1 x 2

     dx (simplify and integrate to obtain)

 2 2 x 2 1
3
1 x2
3

 
1
  x x 1  1  x 
2

1  
 3 3

32

21
Example 2: Find the volume of the tetrahedron bounded by the coordinate axes and the
plane 3x  6 y  4 z  12 .

Solution: We have to find the volume of the tetrahedron S bounded by the plane

190
 12  3x  6 y
3x  6 y  4 z  12  z 
4

and the coordinate axes. This is the portion of the plane in the first octant, as one can see
from Picture (1). Then, we have

 12  3x  6 y 
VolumeS     dA
R  4 

where R is the projection of the tetrahedron in the xy-plane.

Hence R can be described as the Vertically simple region (see Picture (2)) by
 12  3x 
R  x, y   R 2 : 0  x  4;  y  3
 6 

Finally, this gives

 3 
  12  3x  6 y  
3
Volume( S )      dy  dx
0 123 x   
4
 6 

 
4 x
2

1
 12  3x y  3 y 2 0
2
dx
40
2
 x  x
4
  12  3x  2    3 2   dx
1
40  2  2

4
1  x3 
   3x 2  12 x   4
4 4 0

191
Example 3: Determine the volume of the solid region bounded by the paraboloid
z  4  x 2  y 2 and the xy-plane.

By letting z = 0, we see that the base of the region in the xy-plane is the circle

Integrating over vertical strips, y goes from to

4 x 2

 4  x 
 y 2 dy .
2
Thus, the inside integral is
 4 x 2

There is a vertical strip for each x from to .

4 x 2

  4  x 
2
Therefore, Volume = 2
 y 2 dy dx .
2 
4 x 2

y  4 x 2  M
 y3 
Inside Integral =  4 y  x 2 y  
 3  y  4 x 2   M

= 4( M  (M ))  x 2 ( M  (M )) 
3

1 3
M  ( M ) 3 

2
= 8M  2 x 2 M  M 3
3

192
 = 8M  2 x 2 M 
2
3

4  x2 M  since M  4  x 2

 8 2   16 4 
= M 8  2x 2   x 2  = 4  x2   x2 
 3 3  3 3 

   
3
4 4 2
= 4  x2  4  x2 = 4  x2
3 3

 
2 3
4
3  dx  8 . ( Use Substitution
2 2
Therefore, Volume = 4 x to evaluate )
2

Quick Check Class Activity 4.1.3

1. Evaluate the double integral  1  x

y
2

dA where R  ( x, y) | 0  x  4 and 0  y  x 
R

2. Evaluate 
R
e x  y dA where R is the interior of the triangle whose vertices are (0, 0), (1, 3)

and (2, 2).

b) Horizontally simple region:

Theorem 4.1.3: If R  ( x, y) | c  y  d and h1 ( y)  x  h2 ( y) the double integral on is

given by

y  d x  h2 ( y )


R
f ( x, y) dA    f ( x, y ) dx dy
y c x  h1 ( y )

Here is called horizontally simple region.

Proof: Let R is a horizontally simple region - that is, if the region is defined by c  y  d

and H1 ( y)  x  H 2 ( y) . In this case the slices are parallel to the x-axis.

The inner integral

H 2 ( y)
A( y)   f ( x, y) dx
H1 ( y )

193
is the cross-sectional area of the slice between y and y  dy .

The volume of the slice between y and y  dy is A( y). dy . The total volume is

d
V   A( y ) dy
c

Example: - Evaluate the double integral

 R
30 . x. y dA

where R is bounded by y  x and y  x2 .

Solution: - (Method 1) We can treat the region R as a vertically simple region as shown in
the figure below. In this case the integral is given by

1 x
 R
30 . x . y dA   
0 x2
30 . x . y dy . dx

The inner integral is (remember x is a constant)

   
x x

 2 30 . x . y dy  15xy  15 x ( x 2  x 4 )  15 x3  x5
2
x x2

The outer integral is

 15x 
1 5
3
 x5 dx 
0 4

(Method 2):One can also treat the region as a horizontally simple region.

194
The left hand function y  x can be written as x  H1 ( y)  y . The right hand function

y  x 2 can be written as x  y . The iterated integral is

1 y
R
30 . x . y dA  
0 y  30 . x . y dx dy

5
You should check that the answer is .
4

 2 x  y dA over the triangular region bounded

2
Example 2 : Evaluate the double integral
R

by y   x  3, y  x  3 & y  3

Solution: We view R as vertically simple region. A horizontal line meets the region R at its
left hand boundary x  1  y and its right boundary x  y  1 . These are the x  limits of
integration. Moving this line first down and then up yields the y  limits, y  1, y  3 .

3 y 1 x  y 1

 2 x  y dA    2 x  y dxdy   x 
3
2 2 2
y x 2
dy
R 1 1 y 1 x 1 y

   
3
 1 1  2 y  2 y 2  y 3  1  2 y  y 3 dy

3
 2 y3 y4 
 
3
68
 2 y  2 y dy  
2 3
  
1  3 2  y 1 3

I    6 x  2 y  dA
2
Example 3: Evaluate where R is the region enclosed by the
R

parabola x = y2 and the line x + y = 2.

195
Solution:
The upper boundary changes form at x = 1.
The left boundary is the same throughout R.
The right boundary is the same throughout R.
Therefore choose horizontal strips.

1 2 y
I     6 x  2 y  dx dy
2

2 y2

1
x  2 y
I   3x  2 xy  x  y2 dy
2 2

2

 3 2  y   
1
  2  2  y  y 2   3 y 4  2 y 4  dy
2

2

1
  12  12 y  3 y  
  4 y 2  2 y 3   5 y 4 dy
2

2

1
  12  12 y  7 y  2 y 3  5 y 4  dy
2

2

1
 7 1 
 12 y  6 y 2  y 3  y 4  y 5 
 3 2  2

 7 1   56 
 12  6    1   24  24   8  32 
 3 2   3 

Therefore
99
I 
2

Quick Check Exercises 4.1.4 :

1. Let R be the region bounded by the y-axis and the parabola x = 4y - y2. Find the integral
over R of f(x, y) = xy.

2. Find the volume under the surface z  2 x  y 2 and above the region bounded by x  y 2

and x  y 3 .
A region R is said to be Simple if it is both vertically simple and horizontally simple region.

196
Remarks:

1. In some cases a region may be neither vertically nor horizontally simple. However, in
general, a region can be split up into vertically and horizontally simple regions.

2. If a region is simple region we can use both iterated integrals to evaluate the double
integral. For instance, rectangles, triangles and circles are simple regions and can be treated
as either horizontally or vertically simple region

4.1.1 Reversing the order of Integration:

For a general region of integration, switching the order of integration requires substantial
changes to the limits of integration. It sometimes happens that one iterated integral is either
difficult or impossible to evaluate, where as the other iterated integral can be evaluated
easily. The change from one iterated integral to the other is called reversing the order of
integration, since it involves changing from dy dx to dx dy , or vice versa.
Choose the orientation of elementary strips that generates the simpler double integration.

For example,

is preferable to .

2 x 0 2 2 2

0 x f  x, y  dy dx =  f  x, y  dx dy  0 y f  x, y  dx dy
2  y

 e
 x2
Example 1: Evaluate the double integral dA where
R

 x 
R  ( x, y) | 0  x  4 and  y  2
 2 

Solution: The following graph shows the region R outlined .

197
 y2

x0
x
y ( x  2 y)
2

If we integrate with respect to y first and then with respect to x, the double integral would be
evaluated as

x x 4 y2
e  y dy dx
2 2
 e dA  
x0 
y
x
R 2

With respect to x, the region R changes from x = 0 to x  2 y . With respect to y, the region
changes from y = 0 to y = 2. Thus, the double integral can be evaluated by computing the
following iterated integral:
y 2 x2 y

 e   e
x 2
 y2
dxdy We compute this double integral as follows.
R y 0 x 0


y 2 x 2 y

   e dx dy ( With respect to x e  y treated as constant)
 y2

2

y 0  x 0 

y 2
 x 2 y
dy
 e
 y2
 x 
x 0
y 0

 2 ye 
y 2

  y2
 0e  y dy (Substitute in integration limits)
2

y 0

y 2

 2 ye
 y2
 dy (Simplify)
y 0

y 2
  e y ( Integration by substitution u   y 2 )
2

y 0

 1  e 4

198
Quick check Exercise 4.1.5: .Evaluate by changing the order of integration.

1 1 1 1

e   ye
x2 x2
a) dx dy c) dxdy
0 y 0 y2

3 4 y

b)   x  y dxdy
0 1

4.1.2 Application of double integrals

In applications, double integrals arise in computations of

Area: if f ( x, y)  1 , then the double integrals give the area of region R.

Volume: the integral is equal to volume under the surface z  f ( x, y) above

the region R.

Mass: if R is a plate and f ( x, y) is density per unit area of the plate, then the
integral is equal to the mass of the plate.

Force: if f ( x, y) is the force per unit area on the plate in the downward direction,
then integral is the total force on the plate.

Average: the integral divided by the area of the region R is the the average of the
function f ( x, y) on R.

I. AREA OF PLANE REGION

In Cartesian coordinates on the xy-plane, the rectangular element of area is

ΔA = Δx Δy .

Summing all such elements of area along a vertical

strip, the area of the elementary strip is

 h x  
  y  x
 y  g  x 
 

Summing all the strips across the region R, the total

area of the region is:

199
   h x 
b  
A      y  x 
xa  
  y  g  x  
In the limit as the elements Δx and Δy shrink to zero, this sum becomes
b h x 
A    1 dy dx
xa y  g  x

Thus we define the area A of a plane region R by area( R)   1dA .

R

When R is the region between the graphs of two continuous functions g1 and g2 on [a, b]
such that g1  g2, then

b g2 ( x) b
A   1. dydx   [ g 2 ( x)  g1 ( x)]dx
a g1 ( x ) a

Example 1. Sketch the region R in the xy-plane bounded by the curves and
, and find its area.

Solution
The region R is bounded by the parabola and the straight line . The

points of intersection of the two curves are given by

This gives the two points and

This region is a horizontally simple region and can be described by

200
 Then

2 y
area( R)   1dA    1dxdy
R 1 y2
2

2
2
 y2   y2 y3  8 2
   y  dy      2  
1
2   2 6 1 6 3

Example 2 Find the area shown (assuming SI units).

 7 
Area of strip    y  x
 y2 

 7
5  
Total Area      y  x 
x 1  y  2  

As x  0 and y  0, the summations become integrals:

x 5 y 7 
 Total Area   A    1 dy  dx

x 1  y  2 

The inner integral has no dependency at all on x, in its limits or in its integrand.

It can therefore be extracted as a “constant” factor from inside the outer integral.

201
  y 7  x 5
 A    1 dy   1 dx
 y2  x 1
 

  y  2  x  1   7  2    5  1  5  4  20 m2
7 5

II. MASS, CENTER OF MASS

Consider a LAMINA: A flat sheet so thin we consider it a 2D object.

The density (mass/unit area) varies throughout the plate. We want to find the Mass of the
Lamina.

We know Mass = Density X Length so we chopped up the line into subintervals and
created our Riemann Sum:

Mass

We can get the mass exactly by taking the limit as the norm of the partition goes to zero.

  ( x, y)dA
R

represents the moment around the y-axis. We will use it to calculate the x-coordinate
of the center of mass.

represents the moment around the x-axis. We will use it to calculate the y-coordinate
of the center of mass.

 x ( x, y)dA
R

 y ( x, y)dA
R

If the surface density σ within the region is a function of location, σ = f (x, y), then the
mass of the region is
202
  h x  b 
m     f  x, y  dy  dx
xa
 y  g  x



The inner integral must be evaluated first.

Example 2 (continued)

Suppose that the surface density on the rectangle is  = x 2y. Find the mass of the
rectangle.

Solution: The element of mass is m =  A =  x y

5 7 5 7
 m     dy dx  x
2
y dy dx
1 2 1 2

5
7  7 5 2
  x   y dy  dx    y dy   x dx
2

1 2  2 1

7 5
 y 2   x3  49  4 125  1
        15  62
 2  2  3 1 2 3

Therefore the mass of the rectangle is m = 930 kg.

OR

We can choose to sum horizontally first:

7 5
m    2 1
x 2 y dx dy

m  
7

2
y  1
5
x 2 dx dy 
The inner integral has no dependency at all on y, in its limits or in
its integrand. It can therefore be extracted as a “constant” factor
from inside the outer integral.

m   5

1
x 2 dx   7

2
y dy 
which is exactly the same form as before, leading to the same value of 930 kg.

203
Example 3 The triangular region shown here has surface density  = x + y.

Find the mass of the triangular plate.

Element of mass:

m =  A =  x y

 1 x 
Mass of strip     y  x
 y 0 

1   1 x  
Total Mass       y  x 
x 0 y 0  

1 1 x
 m     x  y  dy dx
0 0

1 x
 1 x 
2

1
y2 
1
   xy  dx  0 
        dx
2  0
x 1 x 0 0
0 
2 
 
1
1
1  x2 x x3  1 1 1
 
0
2
dx   
2

6 0

2
  0  0  kg
6 3

Example 3 (continued)

We can choose to sum horizontally first (re-iterate):

1 1 y
m     x  y  dx dy
0 0
1 y
1
 x2  1
   xy  dy   kg
0  0
2 3

204
I. Moments of Inertia

M x and M y are the first moments of inertia about the x and y axis respectively. The

units are the products of a mass times a distance.The second moment, the second
moment of area, also known as the area moment of inertia or second moment of
inertia is a property of a cross section that can be used to predict the resistance of beams
to bending and deflection, and its units are the products of mass times the square of the
distance.

I  md 2

I x   y 2  ( x, y)dA I y   x 2  ( x, y)dA
R R

The polar moment of inertia is the sum of these two moments

I 0  I x  I y    x 2  y 2   ( x, y )dA   r 2  ( x, y )dA
R R .

Quick Check Group Exercises 4.1.6

1. Find the mass of the triangular lamina with vertices (0, 0), (0, 3), and ( 2, 3), given
that the density at (x, y) is

2. Find the mass of the lamina corresponding to the first-quadrant portion of the circle
x 2  y 2  4 where the density at the point (x, y) is proportional to the distance between
the point and the origin.

3. Find the center of mass of the lamina corresponding to the parabolic region
0  y  4  x 2 where the density at the point (x, y) is proportional to the distance

between (x, y) and the x-axis.

4.Find the moment of inertia about the x-axis of the lamina from exercise 3

Teachers role
 Observation while they work in groups
 Check and Give feedback for their answers

205
Group Activity 4.1.1

1. Evaluate the double integrals

a.  ( x
2
 2 y)dA where R  x, y  : 0  x  2 ,  1  y  1
R

b.  (2 xy  y
3
)dA where R  x, y  : 1  x  2 , 0  y  2
R

c.  4 xe
2y
dA where R  x, y  : 2  x  4 , 0  y  1
R

d.  (1  ye
xy
) dA where R  x, y  : 0  x  2 , 0  y  3
R

e.  e
x y
dA where R  x, y  : 0  x  1, 0  y  1
R

2. Evaluate the iterated integral

1 2 1 1

  (6  2 x  3 y) dxdy e
( x2 )
a. i. dxdy
0 2 0 y

2 1 e 1nx
b.   (2  x  2 y) dydx
0 1
j.   ydydx
1 0

1 3
  x.
4 y 2
x 2  y dy dx 2
c.
0 0 k. 0 0
y . dx dy
1 2x
1 y
d.   ( x  2 y) dydx l. 0 0
x . y 2  x 2 dx dy
0 0
e ln x
2 x2 m.  e x dx dy
  ( x  3) dydx
1 1
e.
0 2 
cos y

1 2y
n.  
0
4
0
e x sin y dx dy
f.   (4 x y  y ) dxdy 2 5
 y e( x 1) dx dy
2
0 0 o.
0 1 y 2

2 2y

  e ) dxdy
2
y
g. 1 2

  sec (cos x) dx . dy
0 0 2
p.
2 0 arcsin y
2 y

e
xy 1
h. ) dydx e y

  cos ( x  ln x) dx . dy
1 0
q.
1 1
e

206
3.
a. Let R be the triangular region bounded by the lines y = 2x, x = 0, and y =
4. Find the area of R.

b. Let R be a region bounded by the lines x = 3, x = 5, y = 1 and y = x. Find

 xdA .
R

c. Let R be a region bounded by x  0, y  0, and x  y  2 . Find

 x( x  1) e
xy
dA .
R

d. Let R be a region bounded by the graphs of y  x 2  1 and y  9  x 2 .

Find  (4  x ) dA .
2

4. Find the volume of the solid in the first octant ( x  0, y  0, z  0 ) bounded

by

a. The circular parabola z  x 2  y 2 , the cylinder 4  x 2  y 2 , and the

coordinate planes ( x  0, y  0, and z  0)

b. The parabola y  x 2 and the planes x  0, z  0 and y  z  1 .

5. Evaluate

 xydA, R is the region bold by y = x

2
a. and y = 1
R

2
b.  1 x
R
2
dA; R is the triangular region with vertices (0, 0), (2, 2), (0, 2)

6. Since iterated integral represents the volume of solid region D. Sketch the region
D

9 x 2 5 25 x 2

3
a.  
3  9  x 2
5 dy dx c.
0 0
25  x 2  y 2 dy dx

8 64 x 2
 
25 x 2
(16  x 2  y 2 dy dx
5
  25  x  y dy dx d.
2 2
b. 8  64 x 2
 5  25 x 2

207
4.1.3 Double integrals in polar coordinates

For some region R in xy  plane , sometimes it is convenient to convert to polar coordinates

in order to evaluate double integral  R

f ( x, y) dA

This is usually true if the region is bounded by a circle, a cardioid, a rose curve, a spiral, or,
more generally, by any curve whose equation is simpler in polar coordinates than in
rectangular coordinates. Two figures below are examples of polar regions.

Consider the sector a  r  b and c    d shown in the figure below.

Recall that x  r cos  and y  r sin  . The double integral is given by:

b d

 R
f ( x, y) dA  
a
 f (r cos  r sin  ) r
c
d dr

In the above formula one integrates with respect to theta first, then with respect to r.
Alternatively, one could integrate with respect to r first, then theta.

208
Discussion of the Iterated Integral in Polar Coordinates

In the case of double integral in polar coordinates we made the connection dA  dy dx . dy

dx is the area of an infinitesimal rectangle between x and x  dx and, y and y  dy . In
polar coordinates, dA  r d dr is the area of an infinitesimal sector between r and r  dr
and  and   d . See the figure below.

The area of the region is the product of the length of the region in  direction and the width
in the r direction. The width is dr and the length is r d , the arc length of a part of a
circle of angle is d . (The radius is essentially constant in the region since dr is
infinitesimal.)

Example 1: Consider the integral with f ( x, y)  2 x  3 y 2 where R is the region between the

circles x 2  y 2  1 and x 2  y 2  4 . Now, 1  r  2 and 0    2 . We can convert the

function f ( x, y) into polar coordinates with the substitutions x  r cos  and
y  r sin  . The iterated integral is

2 2

 R
f ( x, y ) dA    (2r cos   3r 2 sin 2  ) r d dr
1 0

209
 We integrate with respect to  first, then with respect to r . Alternatively, we have
2 2

 f ( x, y) dA    (2r cos   3r sin 2  ) r dr d

2
R
0 1

Iterated Integral in General Regions

If the region R is of the form g1 (r )    g 2 (r ) with a  r  b , as shown in the figure

below,

then the double integral is given by the iterated integral

b g2 (r )

 R
f ( x, y ) dA  
a
 f (r cos  r sin  ) r
g1 ( r )
d dr

If the region R is of the form h1 ( )  r  g 2 ( ) with c    d , as shown in the figure

below, then the double integral is given by the iterated integral

d h2 ( )
 f ( x, y) dA   
R
c h1 ( )
f (r cos  , r sin  ) r dr d

210
Remark:

1. If f is non-negative function on R, the volume V of the region between the graph

of f and R is given by

 h2 ( )
V   f (r cos  , r sin  )rdrd .
 h1 ( )

2. If f ( x, y)  1 , the area A of the region R is given by

 h2 ( )
A   rdrd .
 h1 ( )

3. Every point in a plane has both Cartesian and polar coordinates. Suppose a point p
in the plane has polar coordinates (r ,  ) and Cartesian coordinates ( x, y ) . Then from
the definition of sine and the cosine we deduce that
x  r cos  and y  r sin 

y
x2  y2  r 2 and tan   , x0
x

Example: - 1. Evaluate

a.  ydA;
R

where R is the region in the first quadrant that is outside the circle r = 2 and
inside the cardioids r  2(1  cos  ) .

 
2 2 (1  cos  ) 2 2 (1  cos  )

 ydA    (r sin  )rdrd    r sin  drd

2
Solution: -
R 0 2 0 2

 
2 r 3 sin   r 21cos   2
 81  cos  3 8  
0  3 
   

d  0 
 
3

3



sin  d

 r  2  


8  1  cos   2
4
   1  cos  
3 4 0

211
 8 1 1 
    1    2  
3 4 2 

2

 e  dA, R is the region enclosed by x 2  y 2  4

x2y 2
b.
R

2 2
 e  y dA    r . er d . dr
x2 2 2
Solution: -
0 0
R

2
 2 .  r er dr   . e4
2

Example 2: Find the volume of the solid bounded by the plane z  0 and the paraboloid
z  1 x2  y2 .

Solution: If we put z  0 in the equation of the paraboloid z  1  x 2  y 2 we get

x 2  y 2  1 . This means the paraboloid intersects the plane in the circle x 2  y 2  1 , so the

solid lies under the parabolid and above the circlular disk D given x  y  1 (see fig
2 2

below) .

In polar coordinates D is given by 0  r  1,0     . Since 1  x 2  y 2  1  r 2 , the volume

is

2 1

V   1  x  y dA  2 2
  1  r rdrd
2

D 0 0

2 2 1
r2 r4  1 
V      d   d 
0
2 4 0 0
4 2

212
If we had used recactangular coordinates instead of polar coordinates, then we would have

2 1

V   1  x  y dA 
2 2
  1  r rdrd
2

D 0 0

obtained which is not easy to evaluate.

Example 3: Find the area enclosed by one loop of the curve r = cos 2θ .

Boundaries:

 
0  r  cos 2 ;     
4 4

Area:
 / 4 cos2
A  1 dA 
D
 0
 / 4
1 r dr d

 / 4 cos2
 r2 
    d
 / 4  2  0

 / 4
 cos 2 2 
    0  d
 / 4  2 

 / 4
cos 4  1
 
 / 4 4
d

 / 4
 sin 4       
     0    0  
 16 4   / 4  16   16 

Therefore

A 
8

Quick Check Exercises 4.1.7

1. Find the area of the region that lies outside the circle r  1 and inside the circle
r  2sin 

213
2. Use polar coordinates to evaluate the double integral  x 2  y 2 dA over the region R ,
R

which lies inside x 2  y 2  y and in the first quadrant

3. Find the area A of the region between the spirals r  e and r  e 2  on 0 , 3 

by using iterated integrals in polar coordinates.

Group Activity 4.1.2

1. Evaluate
2 1
a.  
0 0
r .sin  dr d

2 1
b.  
0 0
r . 1  r 2 dr d

2. Change the integral to an iterated integral in polar coordinates, and then evaluate

3 x 2
a. 
1 0 x  y2
2
dy dx

3 9 x 2 1
b.  
3 2 0
x2  y 2
dy dx

2 4  y2

 e
( x 2
 y2 )
c. dxdy
2  4  y 2

1 1 x 2

 
x2  y2
d. e dy dx
0 0

1 x x2
e.  
0  x x2
( x 2  y 2 ) dy dx

3. Evaluate

1
a.  x
R
2
 y 1
2
dA, where R is the sector in the first quadrant of x 2  y 2  4

b.  xy dA, where R is the region bounded by the circle

R
r 5

 x dA, where R is the region bounded by the circle r  4 sin 

2
c.
R

214
FINDING MASS AND CENTER OF MASS USING POLAR DOUBLE INTEGRALS

k
Example 1 Find the centre of mass for a plate of surface density   , whose
x2  y2
boundary is the portion of the circle x2 + y2 = a2 that is inside the first quadrant. k and a
are positive constants.

Solution: Use plane polar coordinates.

Boundaries:

The positive x-axis is the line θ = 0.

The positive y-axis is the line θ = π /2 .

The circle is r2 = a2 , which is r = a.

Mass:
k
Surface density   .
x2  y2

 /2 a
k
m    dA
R
   r r dr d
0 0

 /2 a
a  /2   /2
 0     1 d   k  r  0   0
a
 k 1 dr d  k 1 dr
0 0  0 

k a
m 
2

Example 2 (1 continued)

First Moments about the x-axis:

 M x  y m  Mx   y  dA
R

 /2 a
 k 
     r sin   r r dr  d
0 0

215
  /2 a
a
 r2   /2
 k  r dr  sin  d  k     cos   0
0 0  2 0

 a2 
 k   0   0  1
 2 

k a2
 Mx 
2

Mx k a2 2 a
But M x  m y  y    
m 2 k a 

By sym., x  y

Therefore the centre of mass is at

a a
 x, y    , 
  

Example 3:

Find the proportion of the mass removed, when a hole of radius 1, tangent to a diameter, is
bored through a uniform sphere of radius 2.

Cross-section at right angles to the axis of the

hole:

Use cylindrical polar coordinates, with the z-axis

aligned parallel to the axis of the cylindrical
hole.

The plane polar equation of the boundary of the

hole is then
r = 2 cos θ

The entire circular boundary is traversed once

for
 
   
2 2

216
Cross-section parallel to the axis of the hole:

At each value of r , the distance from the

equatorial plane to the point where the hole
emerges from the sphere is

z  22  r 2

The element of volume for the hole is therefore

dV  2 z dA  2 4  r 2  r dr d 

 / 2 2 cos
V   
 / 2 0
2 4  r 2 r dr d

We cannot separate the two integrals, because the upper limit of the inner integral, (r = 2
cos θ), is a function of the variable of integration in the outer integral.
The geometry is entirely symmetric about θ = 0
 / 2 2 cos
 V  4 
0

0
4  r 2 r dr d

2 cos


 /2 
4r   2 3/ 2

 4 0  32   2  
d
 0

0  4  4cos    0  4sin   
 /2  /2
4 4
  4  0
3/ 2 3/ 2
  d    43/ 2 d
2 3/ 2 2

3 3

 /2  /2

4
3 0 8  8sin   d  3233
0 1  sin 3   d

 /2  /2
32  
 
3  0 1 d  0 sin 2  sin  d 



217
  /2  /2
32  
 
3  0 1 d  0 1  cos 2   sin  d 



Let u = cos θ , then du = – sin θ dθ .

  0  u  1 and   2  u  0

 /2  /2
32  
u 0
32  
1
V   0 1 d            1 d  0 1  u  du 
2 2
1 u du
3  u 1

 3  0 

32   / 2 u3  
1
 32     2 
    0  u        0    0
3  3 0 3  2  3 
 

16 64
 
3 9

The density is constant throughout the sphere. Therefore

mhole V  16 64  3 1 2
 hole      
msphere Vsphere  3 9  4 23
2 3

Therefore the proportion of the sphere that is removed is

1 2
  29%
2 3

218
4.1.4 SURFACE AREA

Definition: -
Let R be a vertically or horizontally simple region, and let f have
continuous partial derivatives on R. The surface area S of R is
defined by the graph of f on R

S   [ f x ( x, y)]2  [ f y ( x, y)]2 1 dA
R
f on D.

Example 1 What is the surface area of the plane z  2 x  3 y above the rectangle with
 1  x  2 and 0  y  2 ?

Solution: - Let f ( x, y)  2 x  3 y .In this case f x ( x, y)  2 and f y ( x, y)  3 .

Now by applying the above formula, the surface area S of the region is given by

2 2 2 2
S 
1 0
14 dy dx    14 dx dy  6 14
0 1

Since, the region of integration R is a rectangle and the integrand is continuous, the value
of the integral is independent of the order of integration. Thus the surface area of the region
is

219
 2 2 2 2
S 
1 0
14 dy dx    14 dx dy  6 14 .
0 1

Example 2 Find the surface area of the part of the paraboloid z  16  x 2  y 2 that lies above
the xy  plane (see the figure below).

The region R is the disk 0  x 2  y 2  16 (disk of radius 4 centered at the origin in

xy  plane ).

Solution: - Let f ( x, y)  16  x 2  y 2

In this case f x ( x, y)  2 x and f y ( x, y)  2 y .

220
Hence, the surface area S is given by

S 
R
1  4 x 2  4 y 2 dA

Since R is a disk, it is convenient to convert the above integral into polar coordinates. The
disk R satisfies 0  r  4 and 0    2 . In addition,

   
4 x 2  4 y 2  4 x 2  y 2  4 . r 2 cos 2   cos 2   4 . r 2

The surface area is given by the integral

2 4 4 2
S  1  4r r dr d    1  4r 2 r d dr
2

0 0 0 0

Both iterated integrals above can be computed in a straightforward manner.

Thus is

2 4 4 2

 65 2  1
3
S  1  4r r dr d    1  4r 2 r d dr 
2

0 0 0 0
6 

QUICK CHECK ACTIVITY 4.1.7

Find the following surface areas:

a) of the plane z  2  x  y above the rectangle 0  x  2 and 0  y  3

b) of the cylinder z  9  y 2 above the triangle bounded by y  x , y   x , and y  3

c) of the surface z  16  x 2  y 2 above the circle x 2  y 2  9

Teachers role
 Observation while they work
 Check and Give feedback for their answers

221
Group Activity 4.1.3

1. Find the surface area of the plane region which is

2 3
a. The portion of the graph of f ( x, y )  x 2 that lies over
3
R : 0  x  3, 0  y  2 .

b. The portion of the plane in the first octant.

c. The portion of the paraboloid z  9  x 2  y 2 above the xy  plane .

d. The portion of the sphere x 2  y 2  z 2  4 that is inside the cylinder

x2  y 2  1 .

Teachers role

 Observation of their work in groups

 Check and Give feedback for their answers

222
4.2 Triple Integrals

Definition:

Let D be the solid region between the graphs of two continuous functions F1 and F2 on a
vertically or horizontally simple region R in the xy  plane . If f is continuous on D then a

unique number  f ( x, y, z)dV is called the triple integral of

D
f on D.

Theorem 4.2.1 (Fubini's Theorem For Triple integrals):

If f is continuous on the rectangular box B  a, b c, d  r , s, then

s d b

 f x, y, z dV   f x, y, z dxdydz

B r c a

For a box-like region, the integral is independent of the order of integration, assuming
f(x,y,z) is continuous. Hence, there are total of 6 ways to order the integrations. For example
we can integrate with respect to x, then z, then y. In this case we have

Consider the following example:

The inner integral is

Integrating with respect to z, treating x and y as constants, we obtain

Note that z has completely disappeared from the expression on the right. The middle integral
is with respect to y and x is treated as a constant. We have

223
Note that y has disappeared from the expression on the right. The outer integral is with
respect to x. We have

You should verify that the same answer is obtained if the order of integration is changed.

Theorem 4.2.2:-
Let D be the solid region between the graphs of two continuous functions F1 and F2 on
a vertically or horizontally simple region R in the xy  plane , and let f be continuous
on D. Then
f 2 ( x, y )

 f ( x, y, z)dV   ( 
D R F1 ( x , y )
f ( x, y, z )dz )dA

Proof: - Exercise

 If R is the vertically simple region between the graphs of g1 and g2 on a, b , then

b g2 ( x) f 2 ( x, y )


D
f ( x, y, z )dV   [ 
a g1 ( x )
( 
f1 ( x , y )
f ( x, y, z )dy ]dx

b g2 ( x) g2 ( x)

 [   f ( x, y, z )dzdydx . . .(1)
a g1 ( x ) g1 ( x )

 If R is the horizontally simpler region between the graphs of h1 and h2 on c, d  , then

d
h2 ( y ) f 2 ( x, y )

D
f ( x, y, z )dV   [ 
c
h1 ( y )
(
f1 ( x , y )
f ( x, y, z )dz )dx]dy

d h2 ( y ) f 2 ( x, y )

 [   f ( x, y, z )dzdxdy . . .(2)
c h1 ( y ) f1 ( x , y )

224
Example 1:
5
Let R be the rectangular region in the xy  plane bounded by the lines x  2, x ,
2
y  0, and y  . And, let D be the solid region between the graphs of z  0 and z2 .
Find

 z x sin( xy ) dv .
D

Solution: -
5
2 2

 z x sin( xy )du   z x sin( xy )dx dy dz

D 0 0 2

5
2  2
    z x sin( xy )dz dy dx
2 0 0

5
2
z2
 
2
x sin( xy ) 0
dy dx
2 0
2
5
2
 2  x sin( xy )dy dx
2 0

5
2  x
du du
 2  x sin u . dx , where u  xy  dy 
2 0
x x
5
2  x
 2  sin u .du dx
2 0

5
2
 2 cos u  x
0 dx
2

5
2
 2 cos x  1 dx
2

5
 sin x 2
 2  x
 2 2

 1 5  
 2    0  2  4
 2 2  

225
Therefore

 z x sin( xy )dv  4

D

Example 2

Evaluate  2 x y z
D
dV , where D is the solid region that is bounded by the parabolic

1 2
cylinder x  2  y and the planes z = 0, y = x and y = 0
2

Solution: -

By using the given information

1 2
y  2 y  y2  2 y  4  0
2

 2  4  16  2  2 5
y   1  5 ,
2 2

1 2
 2  x   2 and 0  z  x  y
2

1
x y2
2 1 5 2
  2 x y z dv     2 x y z dz dy dx
D  2 1 5 0

1 5
 
2 1
x y2
   x y z2 0
2
dy dx
 2 1 5

2 1 5
 1 2 
2

   x y  x  y   dy dx
 2 1 5  2  

1 5
 3 1 5
2
    
2 3
 x y 2 x y xy  dy dx
 2 1 5  4 

1 5
 3 1 5
2
    x y  2 x y  4 xy  dy dx
2 3

 2 1 5  

226
Example 3. Evaluate the triple integral

where R is the tetrahedral region bounded by the planes x = 0, y =0, z = 0 and x + y + z = 2

(see figure below).

There are several ways to compute the integral. We can rewrite the equation of the plane x +
y + z = 2 as z = 2 – x - y. Note that 0 ≤ z ≤ 2 – x - y. Hence, we have

The inner integral is (remember x and y are constants in this integration)

The projection of the region R onto the xy-plane is the triangle D shown in the figure above:
Hence, we are left with the double integral

We can also evaluate the double integral by integrating with respect to x first, then y. In this
case

227
It can be shown that the double integral equals 2/3.

You are trying to determine the final answer.

Quick Check Activity 4.2.1

1. Evaluate the iterated integrals

n3 1 y
  ( z 2 1)e y dxdzdy
2
a.
0 0 0

 
sin z
  
2
b. 2 x 2 sin ydxdydz .
0 0 0

 0 2 yz x
    dxdy
2
c.
0 sin z 0
 y

ab c

x  y 2  z 2 dxdydz
2
d.
0 0 0

2. Evaluate the integral of Example (2) by doing the integration in the order dy dx dz .

2 4  2z x
 (2 xyz )du   
D
0 0 
0
2 xyzdydxdz

Definition
Let D be the solid region between the graphs of two continuous functions F1
and F2 on a region R in the xy  plane . Then the volume V of D is defined
by
V   dV
D

 V    dz  dA
F2 ( x , y )

 F1 ( x , y ) 
R

  F2 ( x, y)  F1 ( x, y) dA

228
Example 1: - Find the volume of the solid D in the first octant bounded by

y  2 x 2 and y  4 z  8

Solution: - By using the given information, the solid region D is

1 2
D  0  x  2, 0  y  2 x 2 and 2  x  z  0.
2

Therefore the volume of the solid is

2 2x2 0
V    1 dz dy dx
0 0 2 x 2
2

2 2x2 1 2 
V  
0 0  2 x  2 dy dx
 

2 1 
 V    x 2  2 2 x 2 dx

0 2


2

 V   x 4  4 x 2 dx
0

2
 x5 4  32 32 160  96 64
 V    x3      //
 5 3 0 5 3 15 15

But since volume of the solid is positive, thus

64
V square units .
15

V  43  a3
Example 2: Verify the formula for the volume of a sphere of radius a.

Solution:

2  a
V  1 dV  0 0 0 r sin  dr d d
2

229
 a     2 
   r 2 dr   sin  d    1 d 
 
0  0  0 
a
 r3   2  a3 
     cos   0   0    0   1  1 2  0 
 3 0  3 

V  43  a3
Therefore

Quick Check Activity 4.2.2

1. Find the volume of the solid in the first octant bounded by y 2  64 z 4  4 and the
plane y = x

2. Consider the solid in the first octant cut from the cylindrical solid y 2  z 2  x 2 1 by

the planes y  x and x  0 . Evaluate  zdu.

D

3. Find the volume of the solid region below the surface f ( x, y)  e x . cos y for

f ( x, y) in the region R: 0  x 1, 0  y 
2

4.2.1 Triple Integrals in Cylindrical Coordinates

Just as certain double integrals are easier to evaluate by means of polar coordinates than by
rectangular coordinates, certain triple integrals are easier to evaluate by coordinates other
than rectangular coordinates. In this section we introduce two new types of coordinates:
Cylindrical and Spherical coordinates.

Cylindrical Coordinates: - Let ( x, y, z ) be the rectangular coordinates of a point P in

xyz  space . If (r , ) is a polar coordinate for the point
( x, y) in the xy  plane , then we call (r , , z ) a cylindrical
coordinate for P.

Given the rectangular coordinates ( x, y, z ) of a point P, we can determine a set of cylindrical

coordinate for P with the aid of the formulas

y
x 2  y 2  r 2 and tan   ( for x  0)
x

230
Conversely, from any set (r , , z ) of cylindrical coordinates of a point p we can determine
the rectangular coordinate ( x, y, z ) of P by the formulae

x  r cos and y  r sin 

Theorem 4.2.3: - Let D be the solid region between the graphs of F1 (r , ) and F2

(r , ) on R, where R is the plane region between the polar graphs of h 1

( ) and h 2 ( ) on      is continuous on D. Then

B h2 ( ) F2 ( r , )

D
f ( x, y, z ) dv   
h1 ( ) 
F1 ( r , )
f (r , , z ) r dz d dr

Proof: - Exercise

Examples: -

4 x 2

 x 
2 2

   y 2 dzdydx
2
1. Evaluate
 2  4 x 2 x y
2 2

Solution: The iterated integral is a triple integral over the solid region


D  x, y, z   2  x  2, 4  x 2  y  4  x 2 , x 2  y 2  z  2 
and the projection of D onto xy-plane is the disk x 2  y 2  4 . The lower surface of D is the

cone z  x 2  y 2 and its upper surface is the plane z  2 (see figure below).

This region has much simpler description in cylindrical coordinates.

D  r, , z  0    2 ,0  r  2, r  z  2

231
Therefore we have

4 x 2

 x   
2 2

   y 2 dzdydx   x 2  y 2 dV
2

 2  4 x 2
x y
2 2 D

2 2 2
 r rdzdrd
2

0 0 r

2 2
  d  r 3 2  r dr
0 0

2
r4 r5  16
 2     
 2 5 0 3

2. Let D be the solid region bounded by the cylinder x 2 + y2 = 1 and the planes z  0 and

z  4. Evaluate  ( x  y 2 )dv

2

Solution: - Since x 2  y 2 1 , then r  0, r  1 ,   0 and   2 ,

4 1 2
 ( x  y )dv    r 2 . r d dr dz
2 2
0 0 0
D

   r  dr dz  0  2 
4 1   2 4 1
r  dr dz
3 3
0 0 0 0

1
r4 
4  4
 2    dz   dz 2
  r 0
0 4 2 0

 ( x  y 2 )dv  2
2
Thus
D

a a2  x2 a2  x2  y2
3. Evaluate 
0 0 
0
x 2dzdydx, a  0.

Solution: - Since z  a 2  x 2  y 2  z  a 2  r 2 (as x 2  y 2  r 2 ) and

y  0 to y  a 2  x 2 and y 2  x 2  a 2

232
  r  a &r 0a
 
   0 , 
 2

a a2  x2 a2  x2  y2  a a2  r 2
   x 2dzdydx   2
 (r cos  )2rdzdrd
0 0 0 0 0 0

 a a2  r 2
   r 3 cez dzdrd .
2
0 0 0

Quick Check Activity 4.2.3

2 2 5
   e rdzdrd  3 (e 1)
z 5
1. Evaluate the iterated integral
0 1 0

2. Find the volume of the solid D that is bounded above by hemisphere z  25  x 2  y 2 ,

below by xy  plane , and laterally by the cylinder x 2  y 2  9 .

3. Show that the volume of a cylinder with radius r0 and height h is given by V   r0 h
2

4.2.2 Triple Integrals In Spherical Coordinates

Spherical coordinate system is a simplified evaluation of triple integrals over Solid regions
bounded by surfaces such as Spheres and Cones.

Let x, y, z  and r , , z  be, respectively sets of rectangular and cylindrical coordinates for
a point P in space, with r  0.

Let

  The length of the line segment PO

  The angle PO makes with the positive z-axis, with 0     .

  The angle makes with the positive x-axis.

The point P is specified by the three quantities  ,  and  , and we call the triple  ,  ,  
set of spherical coordinates for P. From trigonometry we find that

r   sin  , z   cos 

233
These equations, along with the polar coordinate formulas

x  r cos  and y  r sin 

yield the following formulas.

x   sin  cos 

y   sin  sin 

z   cos 

Theorem 4.2.4: -

Let  and  be real numbers with       2  . Let h1, h2, F1 and F2 be

continuous functions with 0  h1  h2   and 0  F1  F2 Let D be the solid

region consisting of all points in space whose spherical coordinates
(  , , ) satisfy
   
h1 ( )    h2 ( )
F1 ( , )    F2 ( , )
If f is continuous on D, then

 h2 ( ) F2 ( ,  )
 f ( x, y, z)dV   
D
h1 ( F2 ( ,  )
f (  , , )  2 sin  d d d

Proof: - Exercise

Remark: - In the above Theorem, if f ( x, y, z)  1 , then

 h2 ( ) F2 ( ,  )
 dV  
D

 h1 (  F2 ( ,  )
 2 sin  d d d

is the volume of the solid bounded by

Example 1:

234
The density of an object is equal to the reciprocal of the distance from the origin.
Find the mass and the average density inside the sphere r = a .

Use spherical polar coordinates.

Density:
1
 
r

Mass:

2  a
1
m    dV  0 0 0 r r sin  dr d d
2

a     2 
   r dr   sin  d    1 d 
 
0  0  0 

a
 r2   2  a2 
     cos   0   0    0   1  1 2  0 
 2 0  2 

Therefore

m  2 a 2

Average density =

mass m 2 a 2 3
    4 
3 a
3
volume V 2a

Therefore

3
 
2a

[Note that the mass is finite even though the density is infinite at the origin!]

Group Activity 4.2.1

235
 1. Evaluate the iterated integral

2  sin 
    3 sin  d d d
2
a.
0 0 0

  sin 
   2 sin  d  d d
2
b.
0 0 0


 2 cos 
c.  
4
0 0 0
 2 sin  d  d d


2 sec 
d.   
4
0 0 0
 3 sin  cos  d  d d

2. Evaluate the following triple integrals by using Spherical coordinates.

1 1 x 2 2 x 2  y 2
a. 
0 0  x2  y2
dz dy dx

1 1 x 2 1 x 2  y 2 1
b. 
0 0  0 x  y2  z2
2
dz dy dx

3. Let D be the solid region between the spheres  1 and   2. Evaluate

 z
2
du.
D

4
4. Show that the volume of a sphere of radius r0 is  r0 3 .
3

Teachers role
 Observation while they work in groups
 Check and Give feedback for their answers

236
4.3 CHANGE OF VARIABLES IN MULTIPLE INTEGRALS

4.3.1 Change of variables in a double integral:

A change of variables is sometimes useful in evaluating double integrals. We have already
seen one example of this : conversion to polar coordinates. The new variables and are
related to x and y by the equations

x  r cos  y  r sin 

More generally, we consider a change of variables that is given by a transformation T from

the uv-plane to the xy-plane where x and y are related to u and v by the equations

x  g u, v  y  hu, v 

1
If T is a one to one transformation, then it has an inverse transformation T from the uv-
plane to the xy-plane.

Definition: The jacobian of the transformation T given by x  g (u, v) and y  h(u, v) is

x x
 x, y  u v  x y  x y

 u, v  y y u v v u
u v

The Jacobian of the transformation from Cartesian to plane polar coordinates is

  x, y  xr yr
  r
 r ,   x y

The element of area is therefore dA = dx dy = r dr dθ

Theorem 4.3.1: Suppose that T is a transformation whose jacobian is non-zero and that
maps a region S in the uv-plane on to a region R in the xy-plane. Suppose that f is continous
on R and that R and S are vertically or horizontally simple regions. Suppose also that T is
one-to-one,except perhaps on the boundary of S.Then

x, y 
 f ( x, y)dA   f xu, v, yu, v  u, v  dudv
R S

237
Example 1: Use the change of variables x  u 2  v 2 , y  2v to evaluate the integral  ydA ,
R

where R is the region bounded by the x-axis and the parabolas y 2  4  4 x and

y 2  4  4 x, y  0.

Solution: The region R is pictured in fig below.

First we need to compute the jacobian:

x x
x, y  u v  2u  2v  4u 2  4v 2  0

u, v  y y 2v 2u
u v

Therefore by theorem above

x, y 
 
1 1

 ydA   2uv
R S
u, v 
dudv    2uv 4u 2  4v 2 dudv
0 0

1
 u 4v u 2v3 
 
1 1 1
 8  u v  uv dudv  8 
3 3
  dv
0
0 0
4 2 0

1
 v v3 
1
v2 v4 
 8   dv  8    2
0
4 2 8 8 0

Note the above example is not difficult because we are given a suitable change of variables.If
we are not supplied with the transformation , then the first step is to find a suitable change of
variables. If is difficult to integrate we take the form of suggest the transformation.

238
  e
x y
Example 2: Evaluate the integral e x  y dA where R is the trapezoidal region with
R

vertices 1,0, 2,0, 0,2 and 0,1 .

x y x y
Solution : Since it is not easy to integrate e e , we make change of variables suggested
by form of the function

i) u  x y v  x y

ii) x
1
u  v  y
1
u  v 
2 2

The jacobian of T is

x x 1 1
 x, y  u v  2 2 1

 u, v  y y 1 1 2
u v 2 2

To find the region S in the uv-plane corresponding to R, we note that the sides of R lie on the
lines

y0 x y 2 x 0 x  y 1

and from either Equations (i) or (ii), the image lines in the uv-plane are

uv v2 u  v v 1

Thus the region S is the trapezoidal region with vertices 1,1, 2,2,  2,2 and  1,1 shown in
fig below

S  u, v 1  v  2,v  u  v
Since

239
Therefore,

  x, y 
v 2

 e  e
x y x y
e dA  uv
dvdu
R v 1
u, v 

   
2 v 2
1 1 3
    e uv dudv    e  e 1 vdv  e  e 1
2 1 v 21 4

4.3.2 Change of Variables in Triple integrals

There is a similar change of variables formula for triple integrals. Let T be a transformation
that maps a region S in uvw-space in to a region R in xyz-space by a formula

x  g u, v, w y  hu, v, w z  k u, v, w

The jacobian of T is the following determinant

x x x
u v w
 x, y, z  y y y

 u , v, w u v w
z z z
u v w

With similar hypothesis to those in double integral, we have the following formula for triple
integrals.

x, y, z 
 f x, y, z dV   f xu, v, w, yu, v, w, zu, v, w u, v, w dudvdw
R S

The concepts for double integrals (surfaces) extend naturally to triple integrals (volumes).
The element of volume, in terms of the Cartesian coordinate system (x, y, z) and another
orthogonal coordinate system (u, v, w), is

 x, y, z 
dV  dx dy dz  du dv dw
 u, v, w

and
w2 v2  w u2  v ,w
 x, y, z 
 f  x, y, z  dV     f  x  u , v, w  , y  u , v , w  , z  u , v , w   du dv dw
V w1 v1 w u1 v ,w   u , v, w 

240
 The most common choices for non-Cartesian coordinate systems in R 3 are:

Cylindrical Polar Coordinates:

x  r cos 
y  r sin 
z  z
for which the differential volume is
 x, y, z 
dV  dr d dz  r dr d dz
 r ,  , z 

Spherical Polar Coordinates:

x  r sin  cos 
y  r sin  sin 
z  r cos 
for which the differential volume is
 x, y, z 
dV  dr d d  r 2 sin  dr d d
 r ,  ,  

Problem 2: Use a suitable three-dimensional change of variables to integrate the function

x2  y2 over the solid region between the upper sheet of the hyperboloid

4 x 2  9 y 2  49  25z 2 and the plane z=3.

Additional Problems

1. Use a suitable change of variables to evaluate R

x dA , where R is the region in the first

quadrant bounded by the lines y=2x, x=2y, and the hyperbolae xy=1 and xy=4.

2. In parametrizing the solid region inside a hyperboloid of one sheet, we started with a
parametrization of the hyperboloid and introduced r, with limits of 0 and 1, as a factor of
the first two coordinates, in order to parametrize the solid region.

(a) Verify that we would obtain the same answer for both the volume and the integral of
z 2 if we made r a factor only of the first coordinate.

241
4.3 Unit Summary

 Suppose that f ( x, y) is a non negative continuous function of two variables

x and y on a rectangular region in the xy  plane. The double integral

 R
f ( x, y) dA , where dA  dx dy or dA  dy dx

represents the volume under the plane region R

 If the rectangle R is given by R : a  x  b  c  y  d , then

b d d b
 R
f ( x, y) dA  a c
f ( x, y)dy dx  
c 
a
f ( x, y)dx dy

 Suppose that the region R is defined by G1 ( x)  y  G2 ( x) with a  x  b . Here R is

called a vertically simple region. The double integral on R is given by

b G2 ( x )
 R
f ( x, y) dA  
a G1 ( x )
f ( x, y) dy dx

If R is a horizontally simple region - that is, if the region is defined by c  y  d

and H1 ( y)  x  H 2 ( y) , then

d H2 ( y )
 R
f ( x, y) dA   c H1 ( y )
f ( x, y) dx dy

 In case R is a simple region,  f ( x, y)dA can be evaluated as either

R

b y2 ( x) d h2 ( x )

  f ( x, y)dydx
a g1 ( x )
or   f ( x, y)dxdy .
c h1 ( x )

 If the region R is of the form g1 (r )    g 2 (r ) with a  r  b , then the double

integral of the function f ( x, y) in polar coordinates is given by the iterated integral

242
 b g2 (r )

 R
f ( x, y ) dA  
a
 f (r cos  r sin  ) r
g1 ( r )
d dr

Since every point in a plane has both Cartesian and polar coordinates. Suppose a
point P in the plane has polar coordinates (r ,  ) and Cartesian coordinates ( x, y ) .
Then from the definition of sine and the cosine we deduce that

x  r cos  and y  r sin 

y
x2  y2  r 2 and tan   , x0
x

 If f is non-negative function on R, the volume V of the region between the graph of f

and R is given by

 h2 ( )
V   f (r cos  , r sin  )rdrd .
 h1 ( )

If f ( x, y)  1 , the area A of the region R is given by

 h2 ( )
A   rdrd .
 h1 ( )

 Let R be a vertically or horizontally simple region, and let f have continuous partial
derivatives on R. The surface area S of is defined by the graph of f on R

S   [ f x ( x, y)]2  [ f y ( x, y)]2 1 dA
R

 Let D be the solid region between the graphs of two continuous functions F1 and F2
on a vertically or horizontally simple region R in the xy  plane . If f is continuous on D

then a unique number  f ( x, y, z)dV is called the triple integral of

D
f on D.

Let D be the solid region between the graphs of two continuous functions F1 and F2
on a vertically or horizontally simple region R in the xy  plane , and let f be
continuous on D. Then

243
 f 2 ( x, y )

 f ( x, y, z)dV   ( 
D R F1 ( x , y )
f ( x, y, z )dz )dA

If R is the vertically simple region between the graphs of g1 and g2 on a, b , then

b g2 ( x) f 2 ( x, y )

 f ( x, y, z)dV   [ 
D a g1 ( x )
(  f ( x, y, z )dy ]dx
f1 ( x , y )

If R is the horizontally simpler region between the graphs of h1 and h2 on c, d  ,

then

d
h2 ( y ) f 2 ( x, y )

D
f ( x, y, z )dV   [ 
c
h1 ( y )
(
f1 ( x , y )
f ( x, y, z )dz )dx]dy

d h2 ( y ) f 2 ( x, y )

 [   f ( x, y, z )dzdx] dy
c h1 ( y ) f1 ( x , y )

Let D be the solid region between the graphs of two continuous functions F1 and F2
on a region R in the xy  plane . Then the volume V of D is defined by

V   dV
D

 V    dz  dA
F2 ( x , y )

 F1 ( x , y ) 
R

  F2 ( x, y)  F1 ( x, y) dA

 Let ( x, y, z ) be the rectangular coordinates of a point P in xyz  space . If (r , ) is a

polar coordinate for the point ( x, y) in the xy  plane , then we call (r , , z ) a cylindrical
coordinate for P.

Given the rectangular coordinates ( x, y, z ) of a point P, we can determine a set of

cylindrical coordinate for P with the aid of the formulas

244
 y
x 2  y 2  r 2 and tan   ( for x  0)
x

Conversely, from any set (r , , z ) of cylindrical coordinates of a point p we can

determine the rectangular coordinate ( x, y, z ) of P by the formulae

x  r cos and y  r sin 

 Let D be the solid region between the graphs of F1 (r , ) and F2 (r , ) on R, where R

is the plane region between the polar graphs of h 1 ( ) and h 2 ( ) on      is

continuous on D. Then

B h2 ( ) F2 ( r ,  )
 f ( x, y, z)dv  
D
 
 h1 ( ) F1 ( r ,  )
f (r, , z) r dz d d

 Let  and  be real numbers with       2  . Let h1, h2, F1 and F2 be

continuous functions with 0  h1  h2   and 0  F1  F2 Let D be the solid region

consisting of all points in space whose spherical coordinates (  , , ) satisfy

   

h1 ( )    h2 ( )

F1 ( , )    F2 ( , )

If f is continuous on D, then

 h2 ( ) F2 ( ,  )
 f ( x, y, z)dV   
D
h1 ( 
F2 ( ,  )
f (  , , )  2 sin  d d d

245
4.4 Review Exercise

1. Compute the double integral

 4 x  9 x y  dA, where R  x, y : 0  x  3 , 1  y  2

2 2
a.
R

b.  2 e
4x2 y
dA, where R  x, y : 0  x  1 , 0  y  1
R

c.  2 e
x2  y2

dA, where R  x, y : 1  x 2  y 2  4 
R

d.  2 xy dA,
R
where R is the region bounded by y  x, y  2  x and y  0

1 2x
e.   2 xy  1dy
1 x 2
dx

  3xy 
1 2
f. 2
 4 dy dx
0 2x

g. 
R
xy dA, where R is the region bounded by r  2 cos 

 sin( x  y 2 ) dA, where R is the region bounded by x 2  y 2  4

2
h.
R

i.  4 x y dA,
R
where R is the region bounded by y  x 2  4 and y  ln x

 6 x y dA, where R is the region bounded by y  x 2  1 and y  cos x

2
j.
R

2. Find the volume of the solid region

a. Bounded by

i. z  1  x 2 , z  0, y  0, y  1

ii. z  4  x 2  y 2 , , z  0, x  0, x  y  1

246
 iii. x  2 y  z  8 and the coordinate planes.

iv. x  5 y  7 z  1 and the coordinate planes.

v. z y 2  x 2 and z  4

vi. z  y 2  x 2 and x  2

b. Between

i. z  x2  y 2 , z  8  x2  y 2

ii. z  y 2  x 2 and z 2  x 2  y 2  4

c.

x2  y2
i. Under e and inside x 2  y 2  4

ii. Under z  6  x2  y 2 inside x2  y 2  1

iii. Under z  x inside r  cos

3. Change the order of integration

2 x2
a.  0 0
f ( x, y) dy dx

2 4
b.  0 x2
f ( x, y) dy dx

4. Convert to polar coordinates and evaluate the integral

2 4 x 2
a.   2 x dy dx
0  4 x 2

2 4 x 2
b.  
0 0
2 x 2  y 2 dy dx

5. By using a double integral find the area of the solid region

247
 a. Bounded by y  x 2 , y  2  x and y  0

b. One leaf of r  sin 4

6. Evaluate or estimate the surface area The portion of

a. z  2 x  4 y between y  x, y  2 and x  0

b. z  x2  6 y between y  x2 and y  4

c. z  x y inside y 2  x2  8 , y  4 , and first oc tan t

 
d. z  sin x 2 y 2 inside y 2  x 2  

e. z  x 2 y 2 below z  4

f. z  x  2 y  3z  6 in the first oc tan t

7. Set up the triple integral  f ( x, y, z) dV

D
in an appropriate coordinate system. If

f ( x, y, z ) is given, evaluate the integral

a. f ( x, y, z)  z( x  y) ,

where D  ( x, y, z) : 0  x  2,  1  y  1,  1  z  1

b. f ( x, y, z )  2 x y e yz ) ,

where D  ( x, y, z) : 0  x  2,  1  y  1,  1  z  1

c. f ( x, y, z )  x 2  y 2  z 2 , where D is above z  x 2  y 2 and below

4  x2  y 2  z 2

d. D is the region below z  4  x 2  y 2 , above z  0 and inside

x2  y 2  1

e. D is the region below z  4  x 2  y 2 , above z  0

248
8. Evaluate the integral after changing coordinate systems

1 2 x 2 x2  y2

  e
z
a. dz dy dx
0 x 0

2 4 y 2 2
b.    4z
0 x 0
dz dx dy

1 1 x 2 2 x 2  y 2

c.  
1 0
 x 2  y 2  z 2 dz dy dx
x2  y2

2 4 y 2 4 x 2  y 2

d.  
2 0

0
dz dy dx

9. Write the given equation in

a. Cylindrical coordinates

b. Spherical coordinates

i. y3

ii. x 2  y 2  9

iii. x 2  y 2  z 2 = 4

iv. yx

v. z  x2  y 2

vi. z4

249
References

1. Ellis: Calculus with Analytic geometry, Eighth Edition.

2. Etigen, Sallas & Hille’s: Calculus of One and Several Variables,

Eighth Edition.

3. Howard Anton: Calculus, Tenth Edition.

4. Robert T.Smith & Roland B.Mintor: Calculus, Second Edition.

5. James Stewart & Daniel Clegg: Dan-Brief Applied Calculus, Brooks-cole-Pub

Co(2011), First Edition.

6. James Stewart: Calculus, Seventh Edition.

250
Contents
CHAPTER 1 .......................................................................................................................... 1
1. INFINITE SEQUENCES AND SERIES ........................................................................... 1
1.1 Real sequences ............................................................................................................. 2
1.1.1 Notations and Terminology ............................................................................................... 2
1.1.2 Convergence and Divergence of Sequence ........................................................................ 6
1.1.3 Bounded and Monotonic Sequences ........................................................................... - 14 -
1.2 INFINITE SERIES ................................................................................................... 20
1.2.1 SUMS OF INFINITE SERIES ........................................................................................ 20
1.2.2 Convergence and Divergence of Infinite Series .............................................................. 22
1.3 Tests for Convergence of Non-negative term Series ................................................. 30
1.4 Alternating Series; Absolute and Conditional Convergence ..................................... 41
1.4.1 Generalized Convergence Tests for Absolute Convergence ..................................... 47
CHAPTER TWO ................................................................................................................. 56
2.POWER SERIES .............................................................................................................. 56
2.1 Maclaurian and Taylor Polynomials .......................................................................... 57
2.2 Power Series ;Maclaurin and Taylor Series .............................................................. 64
2.2.1 Definition and Notation of Power Series ........................................................................ 64
2.2.2 Radius and Interval of Convergence of Power Series ..................................................... 65
2.2.3 Maclaurin's and Taylor Series .......................................................................................... 71
2.3 Operations on convergent Power series .................................................................... 76
2.3.1 Differentiation of Power Series....................................................................................... 77
2.3.2 Integration of Power Series ...................................................................................... 80
2.4 Binomial Series ..................................................................................................... 84
CHAPTER 3 ........................................................................................................................ 90
3.DIFFERENTIAL CALCULUS OF SEVERAL VARIABLES ........................................ 90
3.1 Notations and Terminologies ..................................................................................... 91
3.2 Graphs of Functions of Two Variables ...................................................................... 94
3.2.1 Level Curves .................................................................................................................... 96
3.2.2 Level Surfaces ................................................................................................................. 98
3.3 Limit and Continuity of Functions of Two Variables ............................................. 100
3.4. Partial Derivatives ................................................................................................... 109
3.4.1 Geometrical interpretation of Partial Derivatives .......................................................... 114
3.4.2. Higher Order Partial Derivatives ................................................................................. 118
3.4.4 The Chain Rule and Implicit differentiation .................................................................. 123
3.5 Directional Derivatives and Gradient ...................................................................... 128

251
 3.5.1 Gradient and Its Applications ....................................................................................... 128
3.5.2 Directional Derivatives .................................................................................................. 138
3.6 Tangent Plane Approximations and Differentials .................................................... 146
3.7 Extreme Values of functions of several variables ................................................... 149
3.7.1 First and Second Partial Derivative Method of Determining Extreme Values .............. 150
3.7.2 The Maximum and Minimum Value Theorem for Functions Two Variables ............... 158
3.6.3 Lagrange Multiplier ....................................................................................................... 163
CHAPTER 4 ...................................................................................................................... 178
4. MULTIPLE INTEGRALS ............................................................................................. 178
4.1: Motivation and Definition of Double Integrals ...................................................... 179
4.1.1 Reversing the order of Integration: ................................................................................ 197
4.1.2 Application of double integrals ...................................................................................... 199
OR ...................................................................................................................................... 203
4.1.3 Double integrals in polar coordinates ............................................................................ 208
4.1.4 SURFACE AREA......................................................................................................... 219
4.2 Triple Integrals ......................................................................................................... 223
4.2.1 Triple Integrals in Cylindrical Coordinates ................................................................... 230
4.2.2 Triple Integrals In Spherical Coordinates ...................................................................... 233
4.3 CHANGE OF VARIABLES IN MULTIPLE INTEGRALS ................................. 237
4.3.1 Change of variables in a double integral:....................................................................... 237
4.3.2 Change of Variables in Triple integrals ......................................................................... 240

252