CALCULUS

Contents

1 Real numbers 7

1.1 Number Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.2 Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

1.3 The Absolute Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

1.4 The Principle of Mathematical Induction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

2 Sequences 17

2.1 Types of Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

2.2 Properties of limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

3 Functions 31

3.1 Monotone and Bounded Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

3.2 Types of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

3.3 Combining Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

4 Functions 39

4.1 Monotone and Bounded Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

4.2 Types of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

4 calculus
4.3 Combining Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

4.4 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46

4.5 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65

5 Differentiation 73

5.1 Differentiation formulae and techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80

5.2 The Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81

5.3 L’Hôpital’s rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

6 Integration 91

6.1 Definite Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91

6.2 Anti-derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97

6.3 Some Anti-Differentiation Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98

6.4 The Fundamental Theorem of Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99

6.5 Techniques of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100

7 Introduction to functions of several variables 103

7.1 Function of Two Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103

7.2 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104

7.3 A brief look into partial differential equations . . . . . . . . . . . . . . . . . . . . . . . . . 109

Outline

1. This module will run from 18 Nov - 6 December.

2. The coursework is made up of 4 (Yes 4 tests!).

3. There will be no hand-in assignments.

4. The test dates are as follows;

Date Type Duration Scope of the test

22/11/24 Mini Test1 15 minutes Content covered up to Wednesday 20/11/24
29/11/24 Mini Test 2 15 minutes Content covered up to Wednesday 27/11/24
02/12/24 Main Test 1.5 hours Content covered up to Friday 29/11/24 27/11/24
06/12/24 Mini Test 3 15 minutes Content covered up to Wednesday 04/12/24

5. The tests above will constitute your coursework.

1 Real numbers

1.1 Number Systems

The number systems that we use in calculus are the natural numbers, the integers, the rational numbers,
and the real numbers. Let us describe each of these :

Definition 1.1 (Natural numbers).

The natural numbers are the system of positive counting numbers 1, 2, 3 . . . . We denote the set of all natural
numbers by N.
N = {1, 2, 3, 4, 5, 6, 7, 8, . . . }.

If a number n is a natural number then we use the short-hand n ∈ N.

Definition 1.2 (Integers).

The integers are the positive and negative whole numbers and zero, . . . , −3, −2, −1, 0, 1, 2, 3, . . . . We denote the
set of all integers by Z.
Z = {. . . , −4, −3, −2, −1, 0, 1, 2, 3, 4, . . . }.

If a number n is an integer, then we use the short-hand n ∈ Z. If n is a positive integer, then we use
n ∈ Z+ . Therefore N = Z+ . Numerous other short-hand notions are used for example, non-negative
integers: Z+ ∪ {0} or N0 .

Definition 1.3 (Rational numbers).

p
The rational numbers are quotients of integers or fractions, such as 32 , − 45 . Any number of the form q , with
p, q ∈ Z and q ̸= 0, is a rational number. We denote the set of all rational numbers by Q.
 
p
Q= p, q ∈ Z, q ̸= 0 .
q

A decimal number of the form x = 3.16792 is actually a rational number, for it represents

316792
x = 3.16792 = .
100000
 8 calculus
A decimal number of the form

m = 4.27519191919 . . . ,

with a group of digits that repeats itself indefinitely, is also a rational number. To see this, notice that

100 · m = 427.519191919 . . .

and therefore we may subtract

100m = 427.519191919 . . .
m = 4.27519191919 . . .

Subtracting, we see that

99m = 423.244

or
423244
m=
99000
So, as we asserted, m is a rational number or quotient of integers. To indicate recurring decimals we
sometimes place dots over the repeating cycle of digits, e.g., m = 4.2751̇9̇,
19
6 = 3.16̇.

Definition 1.4 (Real numbers).

The real numbers are the set of all decimals, both terminating and non-terminating. We denote the set of all real
numbers by R.

Another kind of decimal number is one which has a non-terminating decimal expansion that does not
keep repeating. An example is π = 3.14159265 . . . . Such a number is irrational, that is, it cannot be
expressed as the quotient of two integers. There are two different short-hand for a set of all irrational
numbers namely I or R \ Q. Clearly, we have

N⊂Z⊂Q⊂R

There is a subclass of real numbers called algebraic numbers denoted by A. These are numbers that
√
can be found from solving an algebraic equation with integer coefficients i.e x2 − 2 = 0 therefore 2 is
an algebraic number. Clealry all rational numbers and some irrational numbers are algebraic numbers.
Is there an example of a number that is not algebraic? Yes and these numbers are called transcendental
numbers. The two most important transcendental numbers are π and e.

1.1.1 Field axioms

Definition 1.5 (Axiom of real numbers).

The set R of real numbers together with binary operations +, · and < obey the following properties: Axioms of
addition
 real numbers 9

(A1) If a ∈ R and b ∈ R, then a + b ∈ R. (Closure)

(A2) a + b = b + a ∀ a, b ∈ R. (Commutativity)

(A3) a + (b + c) = ( a + b) + c ∀ a, b, c ∈ R. (Associativity)

(A4) R contains an element called identity denoted by 0 such that a + 0 = a for all R (Identity)

(A5) For every a ∈ R, there exists an element of R called the inverse and denoted by − a such that a + (− a) =
(− a) + a = 0. (Inverse)

Axioms of multiplication

(M1) If a ∈ R and b ∈ R, then a · b ∈ R. (Closure)

(M2) a · b = b · a. (Commutativity)

(M3) a · (b · c) = ( a · b) · c. (Associativity)

(M4) R contains an element called identity denoted by 1 such that a · 1 = a. (Identity)

(M5) For every a ∈ R, a ̸= 0 there exists an element of R called the inverse and denoted by 1
a such that
1
a· = 1. (Inverse)
a

Distributive law

(D1) a · (b + c) = a · b + a · c. distributivity

Oder axioms

(O1) For any a ∈ R, exactly one of the following is true.

a > 0, a=0 or a<0 (Trichotomy)

(O2) If a < b and b < c, then a < c. (Transitivity)

(O3) If a < b, then a + c < b + c. (Order under addition)

(O4) If 0 < a and 0 < b, then 0 < a · b. (Order under multiplication)

These axioms (A1)–(A5), (M1)–(M5) define an algebraic structure called a field. If we add (O1)–(O4)
we get an ordered field. From these rules we can build more a more theory of numbers and they are
precisely the rules we use solve algebraic equations and inequalities. Finally we add the completeness
axiom. In informal terms the completeness axiom says that real numbers form a continuum with no
gaps between any two real numbers.A more detailed exposition on the subject of real numbers and
application of the above axioms will be discussed in a later course in Real Analysis]

Proof: Done in Real Analysis next year (Probably in Part 2) ■

 10 calculus
1.2 Intervals

Definition 1.6.
A subset of the real line is called an interval if it contains at least two numbers and all the real numbers between
any of its elements.

Examples :

1. x > −2 defines an infinite interval. We can also write this as (2, ∞)

2. 3 ≤ x ≤ 6 defines a finite interval. We can also epxress this as [3, 6]

Definition 1.7 (Finite Intervals).

Let a and b be two finite numbers such that a < b.

1. Open interval ( a, b) includes all points between a and b, but not a and b.

2. Closed interval [ a, b] includes all points between a and b as well as a and b.

3. Half-open interval we mean an open interval ( a, b) together with one of its endpoints. There are two such
intervals are [ a, b) and ( a, b].

. Infinite Intervals. Let a be any number. The set of all points x such that a < x is denoted by ( a, ∞),
the set of all points x such that a ≤ x is denoted by [ a, ∞). Similarly, (−∞, b) denotes the set of all
points x such that x < b and (−∞, b] denotes the set of all x such that x ≤ b.

1.3 The Absolute Value

It is a quantity that gives the magnitude or size of a real number. The absolute value or modulus of a
real number x, denoted by | x |, is given by
(
x, if x ≥ 0
|x| =
− x, if x < 0.

Geometrically, | x | is the distance between x and 0. For example, | − 6| = 6, |5| = 5, |0| = 0.

Th following properties of absolute numbers will be useful through this course.

Theorem 1.1 (Properties of the Absolute Value).

Let x and y be real numbers then,
 real numbers 11

1. | x | ≥ 0

2. | x | = 0 is zero if and only if x = 0,

3. −| x | ≤ x ≤ | x |,

4. | − x | = | x |,

5. | x − y| = |y − x |,

6. | x | = |y| implies x = ±y,

7. | xy| = | x | · |y|,
x |x|
8. y = |y| if y ̸= 0.

9. | x + y| ≤ | x | + |y|. (Triangle inequality),

10. | x | ≤ y if and only if −y ≤ x ≤ y,

11. | x | ≥ y if and only if x ≥ y or x ≤ −y.

12. x2 = | x |2

1.4 The Principle of Mathematical Induction

The principle of mathematical induction is used to prove some mathematical statements that are for-
mulated in terms of positive integers. We begin with function called propositional functions. This
function, denoted by P(n) represents some statement about positive integers n. The statement can
either true or false. Our goal in induction is to show that P(n) is true for all values of n > a where a is
fixed number. The steps that we will follow in all induction proofs is given below.

Aim: To prove P(n) is true for all positive integers n ≥ a.

1. Verify the P(a) is true i.e. the statement is true for n = a. This is called the base step.

2. Assume the statement is true for n = k i.e. assume P(k ) is true. This is called the inductive
assumption or inductive hypothesis.

3. Use the inductive assumption to show that P(k + 1) is true.

4. Hence conclude by the Principle f Mathematical Induction that P(n) is true for all n ≥ a.

Steps 2 and 3 are called the inductive step.

Example 1.1.
For any positive integer n,
n
n ( n + 1)
∑i = 1+2+···+n = 2
.
i =1
12 calculus
Solution.
n ( n +1)
Let P(n) be the statement “ ∑in=1 i = 2 .”

Base Case:

We first show the statement is true for P(1) is true:

1(1 + 1) 2
LHS = =1 and RHS = = 1,
2 2
Hence the statement is true for n = 1 i.e. P(1) is true.

Inductive step:

Next we assume that the statement holds for n = k, that is P(k) is true,

k ( k + 1)
1+2+···+k = .
2
We use this assumption to prove the statement holds for n = k + 1. Now,

1 + 2 + · · · + k + ( k + 1) = (1 + 2 + · · · + k ) + ( k + 1)
k ( k + 1)
= + (k + 1) (by inductive hypothesis)
2
k ( k + 1) + 2( k + 1)
=
2
k2 + 3k + 2
=
2
(k + 1)(k + 2)
=
2
(k + 1) [(k + 1) + 1]
=
2
Therefore P(k + 1) is true. Hence by the principle of mathematical induction P(n) is true for all n.

Example 1.2.
Prove that for any natural number
1 + 3 + 5 + · · · + 2n − 1 = n2 .

Solution.
Let P(n) be the statement that “1 + 3 + 5 + · · · + 2n − 1 = n2 ”

Base step:

To prove P(1) is true:

LHS = 1 and RHS = 12 = 1,
Hence P(1) is true.

Inductive step:
 real numbers 13

Next we assume that P(k) is true i.e.,

1 + 3 + 5 + · · · + 2k − 1 = k2 .

Next we show the statement holds for n = k + 1. To begin, we have

 
1 + 3 + 5 + · · · + (2k − 1) + 2(k + 1) − 1 = 1 + 3 + 5 + · · · + (2k − 1) + 2(k + 1) − 1
= k2 + 2(k + 1) − 1 (by inductive hypothesis)
= k2 + 2k + 1
= ( k + 1)2 .

Therefore P(k + 1) is true. Hence by the principle of mathematical induction

1 + 3 + 5 + · · · + 2n − 1 = n2

is true for all natural numbers n.

Example 1.3.
Prove that 3n > 2n for all natural numbers n.

Solution.
Let P(n) be the statement “3n > 2n for all natural numbers n.”

Base step:

We first prove P(1) is true.

LHS = 31 = 3 and RHS = 21 = 2.Thus LHS > RHS

Thus the statement holds true for n = 1.

Inductive step:

Next we assume P(k) is true, that is,

3k > 2k .
Now, to prove the statement is true for n = k + 1 we have,

3k +1 = 3k · 3
> 2k · 3 by inductive hypothesis
> 2k · 2 since 3 > 2
> 2k +1 ,

which is true. Hence, by thr principle of mathematical induction P(n) is true for all n.

Many induction problems that you will come across in mathematics are disguised, that is the problem
may not precisely ask you to use induction to solve the problem. Here is a good example.
14 calculus
Example 1.4.
Which the two expressions n! and 2n is bigger?

Solution.
We can do some trial and error to see what’s going on

n n! 2n n! > 2n ?
1 1 2 No
2 2 4 No
3 6 8 No
4 24 16 Yes
5 120 32 Yes
6 720 64 Yes

It looks like, initially n! < 2n but n! seems to be growing more rapidly. From this, we claim that n! > 2n for al
n ≥ 4. We can then proceed to prove this by induction.

Let P(n) be the statement “ n! > 2n for all n ≥ 4. The base case is when n = 4.

Base step:

From the above table we can see that 4! > 24 . Therefore P(4) is true.

Inductive step:

Assume P(k ) is true that is k! > 2k for k ≥ 4.

Now to for n = k + 1 we have

(k + 1)! = (k + 1)k!
> ( k + 1 ) 2k By the inductive hypothesis
k
> 2·2 Since k + 1 > 4 + 1 > 2
k +1
=2

Therefore P(k + 1) is true. Hence by the principle f mathematical induction we have P(n) is true for all n ≥ 4.

Thus two answer the initial question n! < 2n for n = 1, 2, 3 but n! > 2n for all n ≥ 4.

Here is another example.

Example 1.5.
Find all positive integers n such that 22n − 1 is prime number.
 real numbers 15

Solution.
Again we can start with some trial and error

n 22n − 1 Prime or composite?

1 3 Composite
2 15 Composite
3 63 Composite
4 255 Composite
5 1023 Composite
6 4095 Composite

It seems that all the values we are getting are not prime. In fact, on closer inspection we can see that all these
cases so far we have a multiple of 3. Can we conclude that 22n − 1 is a multiple 3 for all n. We can use induction
to prove this assertion. Let P(n) be the statement that “22n − 1 is divisible by 3” for n ≥ 1.

Base step:

To prove P(1) is true:

Substituting n = 1 we have 22 − 1 = 3 which is divisible by 3, hence P(1) is true.

Inductive step:

Next we assume P(k) is true, that is, for k ≥ 1, 22k − 1 is divisible by 3, i.e., 22k − 1 = 3m, for some m ∈ Z.

Next we prove the statement for n = k + 1.

22(k+1) − 1 = 4 · 22k − 1
= (1 + 3) · 22k − 1
= ·22k − 1 + 3 · 22k by the inductive hypothesis
2k
= 3m + 3 · 2

Therefore 22(k+1) − 1 is divisible by 3. Thus the statement holds true for n = k + 1. Hence, by induction 22n − 1
is divisible by 3 for all n ≥ 1.

To go back to the original question since 22n − 1 is a multiple of 3 for all n we can conclude n natural number n
exist such that 22n − 1 is prime.
2 Sequences

2.1 Types of Sequences

Definition 2.1 (Sequences).

A sequence is a set of numbers with a 1-1 correspondence with N i.e. u1 , u2 , · · · , where the first term is u1 .
second term is u2 and the n-th term is un .

Example 2.1.

a) 1, 2, 3, 4, 5, · · · , ( Natural numbers)
b) 1, 4, 9, 16, 25, · · · , ( Per f ect squares)
c) 2, 3, 5, 7, 11 · · · , ( Prime numbers)
d) 3, 3, 3, 3, 3, · · · , (Constant sequence)
1 1 1
e) 1, , , , · · · , ( Geometric progression)
2 4 8
1 1 1 1
f) 1, − , , − , , · · · ,
3 5 7 9
g) − 3, 9, −15, 33, −63, · · · ,

There are many ways for representing a general sequence (un ), {un }∞
n=1 , { u n } n∈N e.t.c. Some sequences
have general formula for the n-th term, (un ). The general formulae for the sequences in Example 2.1
are given below.

Example 2.2.
18 calculus

a) un = n
b) u n = n2
c) None
d) un = 3
1
e) u n = 2− n or un =
2n
(−1)n+1
f) un =
2n + 1
g) 1 + (−1)n · 2n+1

Some sequences can also be described using a recursive formula that is the next term is expressed in
terms of previous terms.

Example 2.3.
A sequence is given by the following formula.

un+1 = 2un + 1, u1 = 1

We calculate the first 4 terms of this sequences.

u1 = 1
u2 = 2u1 + 1 = 2(1) + 1 = 3
u3 = 2u2 + 1 = 2(3) + 1 = 7
u4 = 2u3 + 1 = 2(7) + 1 = 15

Another famous sequence that can be described using a recursive formula is the Fibonacci sequence.

Example 2.4 (Fibonacci sequence).

The Fibonacci sequence is given by the following formula.

u n +2 = u n +1 + u n , u1 = 1, u2 = 1

We calculate the first 7 terms of this sequences.

u1 = 1
u2 = 1
u3 = u2 + u1 = 1 + 1 = 2
u4 = u3 + u2 = 2 + 1 = 3
u5 = u4 + u3 = 3 + 2 = 5
u6 = u5 + u4 = 5 + 3 = 8
u7 = u6 + u5 = 8 + 5 = 13
 sequences 19

Sequence can be finite or infinite. Finite sequences have a last term but infinite sequences do not.
Finite sequence are not that interesting so we will mainly concentrate on infinite sequences.

2.1.1 Limit of a sequence

For infinite sequences we are interested in knowing the limit of a sequence, i.e. the value that a
sequence is converging to. For example, the sequence

3 4 5 6 7
2, , , , , ,···
2 3 4 5 6
n +1
is approaching zero. The n-th term for this sequence is given by un = n . We say limit of {un } as n
approaches infinity is 1. In shorthand notion, we say

n+1
lim un = 1 or lim =1
n→∞ n→∞ n

This brings us to a formal definition of a limit.

Definition 2.2 (Definition of a limit).

A number L is called the limit of an infinite sequence u1 , u2 , u3 , . . . , if for any ε > 0, we can find a positive
number N depending on ε such that

|un − l | < ε for all integers n > N

If { an } is a convergent sequence, it means that the terms an can be made arbitrarily close to l for n
sufficiently large. To get a feel of what this definition is about, lets look at the limit of un = n1 as n
approaches in infinity using the following steps.

1
1. Choose ε = 10

2. Show that we can find N such that for all n > N

1 1
|un − l | = −0 <
n 10

Take N = 10, and consider some values of n > N, we have

1 1
|u11 − l | = −0 < = ε if we choose n = 11
11 10
1 1
|u20 − l | = −0 < = ε if we choose n = 20
20 10
1 1
|u100 − l | = −0 < = ε if we choose n = 100
100 10

Clearly if N = 10, then for all n> N we have |un − l | < ε

20 calculus
1
3. Choose an even smaller ε, say ε = 100

4. Show that we can find N such that for all n > N

1 1
|un − l | = −0 <
n 100

Take N = 100, and consider some values of n > N, we have

1 1
|u120 − l | = −0 < =ε if we choose n = 120
120 10
1 1
|u200 − l | = −0 < =ε if we choose n = 200
200 10
1 1
|u600 − l | = −0 < =ε if we choose n = 600
600 10

Clearly if N = 100, then for all n> N we have |un − l | < ε

5. If we choose ε to be as small as we like can we always find N such that |un − l | < ε. In this case it
clear to see that if we choose N = 1ε , then for all n > N we have

1
|un − l | = − 0 < ε.
n

Thus by Definition 2.2 lim ( n1 ) = 0

n→∞

Next we write the proof with less words

Example 2.5.
1
Prove that lim = 0.
n→∞ n
Solution.
Let ε > 0, we need to find N (ε) such that

1
|un − l | = − 0 < ε.
n

Now
1 1
−0 =
n n
1
=
n
<ε

Thus if we take N = 1ε . Then for all n > N we have |un − l | < ε i.e. lim 1
= 0.
n→∞ n

Example 2.6.
n+1
Prove that lim = 1.
n→∞ n
 sequences 21

Solution.
Let ε > 0, we need to find N (ε) such that

n+1
|un − l | = − 1 < ε.
n
Now
n+1 n+1−n
−1 =
n n
1
=
n
<ε
n +1
if we take N = 1ε . Thus for all n > N we have |un − l | < ε i.e. lim n = 1.
n→∞

Example 2.7.
Find the limit of the following sequence
7 10
4, , , . . .
2 3
Solution.
This sequence can be written as follows

4 + 3(0) 4 + 3(1) 4 + 3(2)

, , , ...
1 2 3
Thus general term is given by
4 + 3( n − 1) 3n + 1 1
un = = = 3+
n n n
We can "observe" that
lim un = 3.
n→∞

We can definitively prove that lim un = 3 using the formal definition of a limit. That we want to show that for
n→∞
every ε, there exists a natural number N such that for all natural numbers greater than N we have |un − 3|. To
begin, choose ε > 0. Then, we have

1 + 3n
| u n − 3| = −3
n
1
=
n
<ε

if we take N = 1ε . Thus for all n > N we have |un − 3| < ε i.e. lim un = 3.
n→∞

If the limit of a sequence exists, the sequence is called convergent, otherwise, it is called divergent.

Example 2.8.
Use the definition of a limit to prove that
2n − 1 2
lim =
n→∞ 3n + 2 3
22 calculus
Solution.
Let ε > 0, we can find N (ε) such that

2n − 1 2 3(2n − 1) − 2(3n + 2)
− =
3n + 2 3 3(3n + 2)
6n − 3 − 6n − 4
=
3(3n + 2)
−7
=
3(3n + 2)
7
=
3(3n + 2)
7
<
9n
<ε
7
if we take N = 9ε then for all n > N we have

2n − 1 2
− <ε
3n + 2 3

Hence,
2n − 1 2
lim =
n→∞ 3n + 2 3
Example 2.9.
Prove that
2n2
lim =0
n→∞ n3 + 2
Solution.
Let ε > 0, Then we have

2n2
|un − l | = −0
n3 + 2
2n2
=
n3 + 2
2n2
<
n3
2
=
n
<ε
 
2n2
if we take N = 2ε . Thus for n > N, we have |un − l | < ε i.e. lim n3 +2
=0
n→∞

For our final example

 sequences 23

Example 2.10.
Prove that
sin(n2 )
 
lim √ =
n→∞ 3
n
Solution.
Let ε > 0, Then we have
sin(n2 )
 
|un − l | = √
3
−0
n
sin(n2 )
= √3
n
1
< √3
since | sin(θ )| < 1 for all θ
n
<ε
sin(n2 )
 
1
if we take N = ε3
. Thus for n > N, we have |un − l | < ε i.e. lim √3 n =0
n→∞

Not all sequence have limits. Consider the following sequence

1, −1, 1, −1, 1, −1 · · ·

We will prove this by contradiction:

1
Suppose the limit of this sequence is l. Also suppose xn − 1, then xn+1 = −1. Take ε = 2 and since l is
the limit of this sequence, then there exits N such that for all n > N we have
1
| Xn − l | <
2
and
1
| X n +1 − l | <
2
Therefore we have
1
|1 − l | <
2
and
1
| − 1 − l| <
2
Notice that we can write 2 as (1 − l ) − (−1 − l ). Therefore

2 = |2| = |(1 − l ) − (−1 − l )|

< |(1 − l )| + |(−1 − l )| by the triangle inequality
1 1
< + =1
2 2
Hence we have deduced that 2 < 1 which is a contradiction. Thus our original supposition that the
sequence has limit is incorrect. Hence (un ) has no limit.
 24 calculus
2.2 Properties of limits

Theorem 2.1 (Limit of a sequence is unique).

The limit of a sequence is unique.

Proof: Real analysis course. ■

Theorem 2.2 (Convergent sequence is bounded).

Let (un ) be a convergent sequence. Then (un ) is bounded i.e. there exists a real number M such that

|un | < M for all M

Proof: Real analysis course. ■

Theorem 2.3.
Let { an }, {bn } and {cn } be sequence with the following limits

lim an = a
n→∞

lim bn = b
n→∞

lim cn = c, c ̸= 0
n→∞

Then we have the following

1. lim ( an + bn ) = lim an + lim bn = a + b.

n→∞ n→∞ n→∞

2. lim ( an − bn ) = lim an − lim bn = a − b.

n→∞ n→∞ n→∞

3. If k is a constant, we have lim (k · an ) = k · a.

n→∞

4. lim ( an · bn ) = ( lim an ) · ( lim bn ) = ab.

n→∞ n→∞ n→∞

an lim an a
5. lim = n→∞ =
n→∞ cn lim cn c
n→∞

6. If k is a constant, we have lim (k ) = k.

n→∞

Proof:

1. We want show that for all ε > 0, there exists N > 0 such that for all n > N we have

|( an + bn ) − ( a + b)| < ε
 sequences 25

Since lim an = a it means for ε > 0 there exists a N1 > 0 such that for all n > N1 we have
n→∞

ε
| an − a| <
2
And lim bn = b means for ε > 0 there exists a N2 > 0 such that for all n > N2 we have
n→∞

ε
| bn − b | <
2
Thus if we take N = max{ N1 , N2 } we have for all that ε > 0

|( an + bn ) − ( a + b)| = |( an − a) − (bn − b)|

< | a n − a | + | bn − b |
ε ε
< + < ε for all n > N
2 2

2. Same as before with minor adjustment on the signs

3. We want show that for all ε > 0, there exists N > 0 such that for all n > N we have

|k · an − k · a| < ε

Since lim an = a, it means for ε > 0 there exists a N1 > 0 such that for all n > N1 we have
n→∞

ε
| an − a| <
|k| + 1

|k · an − k · a| = |k( an − a)|
= |k|| an − a|
ε
< |k| ·
|k| + 1
< ε for all n > N

4. We want show that for all ε > 0, there exists N > 0 such that for all n > N we have

| a n · bn − a · b | < ε

Since lim bn = b we know by Theorem 2.2 that {bn } is bounded i.e there exists M > 0 such that
n→∞
|bn | < M.
Also an → a and therefore for ε > 0 there exists a N1 > 0 such that for all n > N1 we have
ε
| an − a| <
2M
And bn → b means for ε there exists a N2 > 0 such that for all n > N2 we have
ε
| bn − b | <
2(| a| + 1)
26 calculus
Thus if we take N = max{ N1 , N2 } we have for all that ε > 0

| a n · bn − a · b | = | a n · bn − a · bn + a · bn − a · b |
= |bn ( an − a) + a(bn − b)|
< |bn ( an − a)| + | a(bn − b)|
= |bn || an − a| + | a||bn − b|
ε ε
< M· + | a| ·
2M 2(| a| + 1)
ε ε
< + < ε for all n > N
2 2

5. We first prove that if lim cn = c, then

n→∞
1 1
lim =
n→∞ cn c
Since lim cn = c then for every ε > 0 there exists N1 > 0 such that for all n > N1 we have
n→∞

|c|
|cn − c| <
2
We also have the following

|c| = |c − cn + cn |
< |c − cn | + |cn |
< |cn − c| + |cn |
|c|
< + |cn |
2
Rearranging we get

|c| |c|
|cn | > |c| − =
2 2
Thus we have
1 2
<
|cn | |c|

Now to proceed, we have

1 1 c − cn
− =
cn c c · cn
cn − c
=
c · cn
|cn − c|
=
|c| · |cn |
2
< 2 · |cn − c|
|c|
 sequences 27

Going back the fact that lim cn = c again we know that this means there exist N2 > N1 such that for
n→∞
all n > N2 we have
| c |2
|cn − c| < ·ε
2
Thus we now have
1 1 2
− < 2 · |cn − c|
cn c |c|
2 | c |2
< · ·ε
| c |2 2
<ε

Therefore
1 1
lim =
n→∞ cn c
We finally prove that
an a
lim =
n→∞ cn c
Since
1 1
lim an = a and lim =
n→∞ n→∞ cn c
Then by part 4) we have
 
an 1 1 1 a
lim = lim an · = lim an · lim = a· =
n → ∞ bn n→∞ cn n → ∞ n → ∞ cn c c

6. We want show that for all ε > 0, there exists N > 0 such that for all n > N we have

|k − k| < ε

We proceed as follows: If we take to be any positive number, then for all n > N we have

|k − k| = 0
< ε for any n > N

These properties are useful at breaking down complicated limits into simpler limits.

5 − 2n2
 
1 3
We want to be able to evaluate limits, for example, of the form lim 2− + 2 or lim .
n→∞ n n n→∞ 4 + 3n + 2n2

Example 2.11.
Evaluate the following limits

 
1 3
1. lim 2− + 2 .
n→∞ n n
28 calculus
3n2 − 5n
2. lim .
n→∞ 5n2 + 2n − 6
√ √
3. lim ( n + 1 − n).
n→∞

Solution.

1.
 
1 3 1 1
lim 2− + 2 = lim 2 − lim + 3 lim 2
n→∞ n n n→∞ n→∞ n n → ∞ n
= 2−0+0
=2

2.

lim 3 − n5


3n2 − 5n n→∞
lim =  
n→∞ 5n2 + 2n − 6
lim 5 + n2 − 6
n2
n→∞

We know that
   
5 5
lim 3− = lim 3 − lim = 3−0 = 3
n→∞ n n→∞ n→∞ n

and
 
2 6 2 6
lim 5+ − 2 = lim 5 + lim − lim 2 = 5 + 0 + 0
n→∞ n n n→∞ n→∞ n n → ∞ n

Therefore combining the two limits we have

lim 3 − n5


3n2 − 5n n→∞ 3
lim =   =
n→∞ 5n2 + 2n − 6 5
lim 5 + n2 − 6
n2
n→∞

3. Notice that as n → ∞ we have

√ √
lim ( n + 1) − lim ( n) = ∞ − ∞
n→∞ n→∞

This quantity is undefined, so this approach will not help us solve this problem. This we need to try a new
approach
Whenever we are confronted with a expression of the form
p p
some expression − another expression,

we multiply by term in a way similar to multiplication by complex conjugates (remember high school maths!)
Thus we have
√ √
√ √ √ √ n+1+ n
n+1− n = n+1− n· √ √
n+1+ n
 sequences 29

The numerator becomes a difference of two squares

n+1−n
= √ √
n+1+ n
1
= √ √
n+1+ n
Therefore, the limit becomes
√ √ 1
lim ( n + 1 − n) = lim √ √
n→∞ n→∞ n+1+ n
=0
Theorem 2.4 (Squeeze Theorem).
If lim an = l = lim bn and there exists an N such that an ≤ cn ≤ bn , for all n > N, then lim cn = l.
n→∞ n→∞ n→∞

Proof: Since lim an = l it means that for all ε > 0 there exists N1 > 0 such that
n→∞

| an − l | < ε for al n > N1

Or put in another way, for all ε > 0 there exists N1 > 0 such that
l − ε < an < l + ε, for al n > N1
Similarly lim bn = l means that for all ε > 0 there exists N2 > 0 such that
n→∞

l − ε < bn < l + ε for al n > N2

We know that an ≤ cn ≤ bn , thus if we take N = max{ N1 , N2 } we have
l − ε < a n < c n < bn < l + ε for al n > N
or in other words
|cn − l | < ε for al n > N
Hence lim cn = l ■
n→∞
Example 2.12.
cos n
Find lim .
n→∞ n
Solution.
We know that
−1 ≤ cos n ≤ 1
1 cos n 1
− ≤ ≤
n n n
1 cos n 1
− lim ≤ lim ≤ lim
n→∞ n n→∞ n n→∞ n
cos n
0 ≤ lim ≤0
n→∞ n
cos n
lim =0
n→∞ n
Exercise 2.1.
1
Find lim √ .
n→∞ n n
3 Functions

3.1 Monotone and Bounded Functions

Definition 3.1 (Monotone functions).

Definition 3.1 (a) A function f is monotone increasing on an interval I if for all points x and y in I with

x<y then f ( x ) ≤ f (y)

Definition 3.1 (b) A function f is strictly increasing on an interval I if for all points x and y in I with

x<y then f ( x ) < f (y)

Definition 3.1 (c) A function f is monotone decreasing on an interval I if for all points x and y in I with

x<y then f ( x ) ≥ f (y)

Definition 3.1 (d) A function f is strictly decreasing on an interval I if for all points x and y in I with

x<y then f ( x ) > f (y)

Definition 3.1 (e) A function f is monotone on interval I if f is either monotone increasing or monotone
decreasing.

Example 3.1.
Consider the function
f ( x ) = (2x − 1)( x + 5)
We observe that f is increasing on the interval (−9/4, ∞) and is decreasing on the interval (−∞, −9/4).
 32 calculus
Definition 3.2 (Bounded Functions).
A function f is

1. bounded above if there is a real number M such that f ( x ) ≤ M for all points x in its domain. The number
M is then called an upper bound of f .

2. bounded below if there is a real number m such that f ( x ) ≥ m for all points x in its domain. The number
m is then called a lower bound of f .

3. bounded if f is bounded above and below, that is, there exist real numbers M and m such that m ≤ f ( x ) ≤ M
for all points x in its domain.

Example 3.2.
The function f ( x ) = x + 3 is bounded in −1 ≤ x ≤ 1. An upper bound is 4 (or any number greater than 4). A
lower bound is 2 (or any number less than 2).

Observe that boundedness depends on the domain. For example, the function h( x ) = tan x is bounded
   
on the interval 0, π4 but not bounded on the interval 0, π2

3.2 Types of Functions

Elementary Functions

Definition 3.3 (Polynomial Function).

These are functions of the form

f ( x ) = a 0 x n + a 1 x n −1 + · · · + a n −1 x + a n (3.1)

where a0 , a1 , . . . , an are constants and n is a positive integer called the degree of the polynomial provided a0 ̸= 0.

Example.
x5 + 10x3 − 2x + 1 is a polynomial of degree 5.

Definition 3.4 (Rational Functions).

These are functions of the form
P( x )
f (x) = (3.2)
Q( x )
where P( x ) and Q( x ) are polynomial functions and Q( x ) ̸= 0.

Example.
An example of a rational function is
x3 + x + 5
f (x) =
x2 − 3x − 4
is a rational function. Since ( x + 1)( x − 4) = 0 for x = −1 and x = 4, the domain of f is the set of all real
numbers except −1 and 4.
 functions 33

Definition 3.5 (Power Function).

These are functions of the form
f ( x ) = [ P( x )]n , (3.3)
n a real number..

Example.
Examples of power functions are

1
y=
x
1
y = x2
2
y = x3

A function need not be defined by a single formula.

Piecewise Defined Functions

Definition 3.6.
A piecewise defined function is a function described by using different formula on different parts of its domain.

Example.

1. 
−1,

 x<0
f (x) = 0, x=0


x + 2, x>0


The graph of this function is given by

x
34 calculus
2.

− x + 2, x<0


g( x ) = 2
x , 0≤x≤1


4, x > 1.


The graph of this function is given by

Transcendental Functions

The following are sometimes called elementary transcendental functions.

1. Exponential function, f ( x ) = a x , a ̸= 0, 1.

10 y

x y = 2x
−3 −2 −1 1 2 3

2. Logarithmic function, f ( x ) = loga x, a ̸= 0, 1.

 functions 35

4
y = log2 ( x )
2

1 2 3 4 5
−2

−4

−6

3. Trigonometric functions
sin x
sin x, cos x, tan x = , csc x, cot x, sec x
cos x
. The graph of y = sin x is given below

y
y = sin x
1

x
100 200 300

−1

4. Inverse trigonometric functions,

y = sin−1 x, y = cos−1 x

π/2 y = arcsin x

x
−1 1

−π/2
36 calculus
5. Hyperbolic Functions,

sinh x, cosh x, tanh x, coth x

y = tanh x

x
−3 −2 −1 1 2 3

−1

Definition 3.7 (Even and Odd Functions).1. Let f ( x ) be a real-valued function of a real variable. Then f is
even if

f ( x ) = f (− x )

y
y = cos x
1

x
−300 −200 −100 100 200 300

−1

2. Let f ( x ) be a real-valued function of a real variable. Then f is even if

f ( x ) = f (− x )
 functions 37

y
y = sin x
1

x
−300 −200 −100 100 200 300

−1

Example.1. Examples of odd functions are

| x |, x2 , x4 , cos x, cosh x

2. Examples of even functions are

x, x3 , sin x, sinh x

Definition 3.8.
Determine whether the following function is odd or even
3x
f (x) =
x2 + 1
Solution.
Observe that
3(− x ) 3x
f (− x ) = 2
=− 2 = − f ( x ).
(− x ) + 1 x +1
The function is odd.

3.3 Combining Functions

A function f can be combined with another function g by means of arithmetic operations to form other
f
functions, the sum f + g, difference f − g, product f g and quotient g are defined as :

Let f and g denote functions, then

1. ( f + g)( x ) = f ( x ) + g( x ).

2. ( f − g)( x ) = f ( x ) − g( x ).

3. ( f g)( x ) = f ( x ) g( x ).
 
f f (x)
4. g ( x ) = g(x) , g( x ) ̸= 0.
38 calculus
f
Example: If f ( x ) = 2x2 − 5 and g( x ) = 3x + 4. Find f + g, f − g, f g, g .

Solution:

( f + g)( x ) = (2x2 − 5) + (3x + 4) = 2x2 + 3x − 1.

( f − g)( x ) = (2x2 − 5) − (3x + 4) = 2x2 − 3x − 9.
( f g)( x ) = (2x2 − 5)(3x + 4) = 6x3 + 8x2 − 15x − 20
2x2 − 5
 
f
(x) = .
g 3x + 4
4 Functions

4.1 Monotone and Bounded Functions

Definition 4.1 (Monotone functions).

Definition 4.1 (a) A function f is monotone increasing on an interval [ a, b] if for all points x and y in [ a, b]
with
x < y then f ( x ) ≤ f (y)

Definition 4.1 (b) A function f is strictly increasing on an interval [ a, b] if for all points x and y in [ a, b] with

x<y then f ( x ) < f (y)

Definition 4.1 (c) A function f is monotone decreasing on an interval [ a, b] if for all points x and y in [ a, b]
with
x < y then f ( x ) ≥ f (y)

Definition 4.1 (d) A function f is strictly decreasing on an interval [ a, b] if for all points x and y in [ a, b]
with
x < y then f ( x ) > f (y)

Definition 4.1 (e) A function f is monotone on interval [ a, b] if f is either monotone increasing or monotone
decreasing.

Example 4.1.
Consider the function
f ( x ) = (2x − 1)( x + 5)
We observe that f is increasing on the interval (−9/4, ∞) and is decreasing on the interval (−∞, −9/4).
 40 calculus
Definition 4.2 (Bounded Functions).
A function f is

1. bounded above if there is a real number M such that f ( x ) ≤ M for all points x in its domain. The number
M is then called an upper bound of f .

2. bounded below if there is a real number m such that f ( x ) ≥ m for all points x in its domain. The number
m is then called a lower bound of f .

3. bounded if f is bounded above and below, that is, there exist real numbers M and m such that m ≤ f ( x ) ≤ M
for all points x in its domain.

Example 4.2.
The function f ( x ) = x + 3 is bounded in −1 ≤ x ≤ 1. An upper bound is 4 (or any number greater than 4). A
lower bound is 2 (or any number less than 2).

Observe that boundedness depends on the domain. For example, the function h( x ) = tan x is bounded
   
on the interval 0, π4 but not bounded on the interval 0, π2

4.2 Types of Functions

Elementary Functions

Definition 4.3 (Polynomial Function).

These are functions of the form

f ( x ) = a 0 x n + a 1 x n −1 + · · · + a n −1 x + a n (4.1)

where a0 , a1 , . . . , an are constants and n is a positive integer called the degree of the polynomial provided a0 ̸= 0.

Example.
x5 + 10x3 − 2x + 1 is a polynomial of degree 5.

Definition 4.4 (Rational Functions).

These are functions of the form
P( x )
f (x) = (4.2)
Q( x )
where P( x ) and Q( x ) are polynomial functions and Q( x ) ̸= 0.

Example.
An example of a rational function is
x3 + x + 5
f (x) =
x2 − 3x − 4
is a rational function. Since ( x + 1)( x − 4) = 0 for x = −1 and x = 4, the domain of f is the set of all real
numbers except −1 and 4.
 functions 41

Definition 4.5 (Power Function).

These are functions of the form
f ( x ) = [ P( x )]n , (4.3)
n a real number..

Example.
Examples of power functions are

1
y=
x
1
y = x2
2
y = x3

A function need not be defined by a single formula.

Piecewise Defined Functions

Definition 4.6.
A piecewise defined function is a function described by using different formula on different parts of its domain.

Example.

1. 
−1,

 x<0
f (x) = 0, x=0


x + 2, x>0


The graph of this function is given by

x
42 calculus
2.

− x + 2, x<0


g( x ) = 2
x , 0≤x≤1


4, x > 1.


The graph of this function is given by

Transcendental Functions

The following are sometimes called elementary transcendental functions.

1. Exponential function, f ( x ) = a x , a ̸= 0, 1.

10 y

x y = 2x
−3 −2 −1 1 2 3

2. Logarithmic function, f ( x ) = loga x, a ̸= 0, 1.

 functions 43

4
y = log2 ( x )
2

1 2 3 4 5
−2

−4

−6

3. Trigonometric functions
sin x
sin x, cos x, tan x = , csc x, cot x, sec x
cos x
. The graph of y = sin x is given below

y
y = sin x
1

x
100 200 300

−1

4. Inverse trigonometric functions,

y = sin−1 x, y = cos−1 x

π/2 y = arcsin x

x
−1 1

−π/2
44 calculus
5. Hyperbolic Functions,

sinh x, cosh x, tanh x, coth x

y = tanh x

x
−3 −2 −1 1 2 3

−1

Definition 4.7 (Even and Odd Functions).1. Let f ( x ) be a real-valued function of a real variable. Then f is
even if

f ( x ) = f (− x )

y
y = cos x
1

x
−300 −200 −100 100 200 300

−1

2. Let f ( x ) be a real-valued function of a real variable. Then f is even if

f ( x ) = f (− x )
 functions 45

y
y = sin x
1

x
−300 −200 −100 100 200 300

−1

Example.

1. Examples of even functions are

| x |, x2 , x4 , cos x, cosh x

2. Examples of odd functions are

x, x3 , sin x, sinh x

Definition 4.8.
Determine whether the following function is odd or even

3x
f (x) =
x2 + 1
Solution.
Observe that
3(− x ) 3x
f (− x ) = =− 2 = − f ( x ).
(− x )2 + 1 x +1
The function is odd.

4.3 Combining Functions

A function f can be combined with another function g by means of arithmetic operations to form other
f
functions, the sum f + g, difference f − g, product f g and quotient g are defined as :

Let f and g denote functions, then

1. ( f + g)( x ) = f ( x ) + g( x ).

2. ( f − g)( x ) = f ( x ) − g( x ).

3. ( f g)( x ) = f ( x ) g( x ).
 46 calculus
 
f f (x)
4. g (x) = g( x )
, g( x ) ̸= 0.
 
5. ( f ◦ g)( x ) = f g( x )

f
Example: If f ( x ) = 2x2 − 5 and g( x ) = 3x + 4. Find f + g, f − g, f g, g .

Solution:

( f + g)( x ) = (2x2 − 5) + (3x + 4) = 2x2 + 3x − 1.

( f − g)( x ) = (2x2 − 5) − (3x + 4) = 2x2 − 3x − 9.
( f g)( x ) = (2x2 − 5)(3x + 4) = 6x3 + 8x2 − 15x − 20
2x2 − 5
 
f
(x) = .
g 3x + 4

4.4 Limits

4.4.1 Limit of a function

Let f be a function, then we say

lim f ( x ) = A,
x→a

if the value of f ( x ) gets arbitrarily closer to L as x gets closer and closer to a. For example,

lim x2 = 9
x →3

since x2 gets arbitrarily close to 9 as x approaches as close as one wishes to 3. That is if we can choose
any ε > 0 such that | f ( x ) − L| < ε we can always find another positive real number, called δ such
| x − a| < δ. This leads us to a formal definition of limit of a function.

Definition 4.9 (The ε − δ definition for limit of a function).

Let f be a function. Then a real number L is called the limit of f at a if for any chosen real number ε > 0, there
exists a positive number δ (possibly depending onε), such that

| f ( x ) − L| < ε whenever | x − a| < δ

We denote this limit by

lim f ( x ) = L
x→a

In other words, if f ( x ) can get as close to L “as we like”, then we can always demonstrate that x gets
close to a
 functions 47

Example 4.3.
Use the ε − δ definition to show that
lim( x + 1) = 2
x →1

Solution.
Looking at figure below we see that as x → 1 we have f ( x ) → 2.

x y = x+1
−3 −2 −1 1 2 3

−2

−4

However on a precise limit definition is able to definitively prove that such a limit exist.

To be certain that lim f ( x ) = 2, we need to show that ε > 0, there exists a δ > 0 such that
x →1

| f ( x ) − 2| < ε whenever | x − 1| < δ

We proceed as follows;

| f ( x ) − L| = |( x + 1) − 2|
= | x + 1 − 2|
= | x − 1|

If we take δ = ε, then we have

| f ( x ) − L | = | x − 1| < δ = ε

Thus whenever | x − 1| < δ, we have | f ( x ) − 2| < ε. Hence the limit is proved.

Example 4.4.
Use the ε − δ definition to show that
lim(4x − 3) = 5
x →2

Solution.
Looking at figure below we see that as x → 2 we have f ( x ) → 5.
48 calculus
10 y

x y = (4x − 3)
−3 −2 −1 1 2 3

−5

To show that lim f ( x ) = 5, we need to show that for a given ε > 0, we can find δ > 0 such that,
x →2

| f ( x ) − 5| < ε whenever | x − 2| < δ

To proceed we have

| f ( x ) − L| = |(4x − 3) − 5|
= |4x − 8|
= 4| x − 2|
< 4δ
ϵ
= ε if we take δ = .
4
Thus if we take ϵ
4 then whenever | x − 2| < δ, we have | f ( x ) − 5| < ε.

Example 4.5.
Show that lim( x2 + 1) = 2.
x →1

Solution.
To show that lim f ( x ) = 2, we need to show that for a given ε > 0, we can find δ > 0 such that,
x →1

| f ( x ) − 2| < ε whenever | x − 1| < δ

To proceed

| f ( x ) − 2| = | x 2 + 1 − 2|
= | x 2 − 1|
= |( x + 1)( x − 1)|
= | x + 1|| x − 1|
< | x + 1| δ
 functions 49

In order to determine how small the δ we choose can be, we need to put a bound on the term x + 1. To do this,
we take an initial value δ = 1 (you could choose any number for initial δ but 1 is convenient!).

| x − 1| < 1
−1 < x − 1 < 1
0<x<2
1 < x+1 < 3

Therefore going back to the previous calculation we have

| f ( x ) − 2| = | x 2 + 1 − 2|
= | x + 1|| x − 1|
< | x − 1| δ
< 3δ since 1 < x + 1 < 3
<ε

and hence |( x2 + 1) − 2| < ε whenever | x − 1| < δ. Hence the limit is proved.


if we choose δ = min 1, 3ε

Example 4.6.
Show that lim( x2 + 3x ) = 10.
x →2

Solution.
Let ε > 0, our goal is to find δ > 0 such that

| f ( x ) − 10| < ε whenever | x − 2| < δ.

To proceed

| f ( x ) − 10| = | x2 + 3x − 10|
= |( x + 5)( x − 2)|
= | x + 5|| x − 2|

We need to put a bound on the term ( x + 5). To do this, we take an initial value δ = 1. Then

| x − 2| < 1
−1 < x − 2 < 1
1 < x < 3.
6 < x+5 < 8

. Therefore,

| f ( x ) − 10| = | x2 + 3x − 10|
= | x + 5|| x − 2|
< 8δ

If we take δ = min 1, 8ε , then |( x2 + 3x ) − 10| < ε whenever | x − 2| < δ. Hence the limit is proved.

50 calculus
Example 4.7.
Prove that
2 2
lim =
x →5 x 5
Solution.
Let ε > 0, our goal is to find δ > 0 such that
2
| f ( x ) − | < ε whenever | x − 5| < δ.
5
To proceed
2 2 2
f (x) − = =
5 x 5
|2(5 − x )|
=
5| x |
|2( x − 5)|
=
5| x |
2| x − 5|
=
5| x |
1 2δ
<
|x| 5
1
We need to put a bound on the term |x| . Taking an initial value δ = 1. Then

| x − 5| < 1
−1 < x − 5 < 1
4<x<6
1 1 1
< <
6 x 4
Therefore

2 |2( x − 5)|
f (x) − =
5 5| x |
1 2δ
<
|x| 5
1 2δ
< ·
4 5
2δ
<
20
δ
=
10
2 2
If we take δ = min {1, 10ϵ}, then x = 5 < ε whenever | x − 5| < δ. Hence the limit is proved.
Example 4.8.
Prove that  
x+4 1
lim =−
x →−6 2−x 4
 functions 51

Solution.
Let ε > 0, our goal is to find δ > 0 such that
 
1
f (x) − − <ε whenever | x − (−6)| < δ.
4
To proceed
x+4 1
| f ( x ) − L| = +
2−x 4
4( x + 4) − (2 − x )
=
4(2 − x )
3 x+6
=
4 x−2
3 | x + 6|
=
4 | x − 2|
3δ 1
<
4 | x − 2|
1
Next we need to find a bound for | x −2| . Take an initial value of δ = 1. Then

| x − (−6)| = | x + 6| < 1
−1 < x + 6 < 1
−7 < x < −5
−9 < x − 2 < −7
7 < | x − 2| < 9
1 1 1
< <
9 | x − 2| 7
Therefore
x+4 1
| f ( x ) − L| = −
2−x 4
3 x+6
=
4 x−2
3 δ
< ·
4 7
3
= δ
28
x +4
Take δ = min 1, 28 1

3 ε , then 2− x − 4 < ε whenever | x − (−6)| < δ. Hence the limit is proved.
Example 4.9.
Use ϵ − δ definition to prove that
√
lim ( 19 − x ) = 3
n→10

Solution.
Let ε > 0, our goal is to find δ > 0 such that

| f ( x ) − 3| < ε whenever | x − 10| < δ.

52 calculus
To proceed

√
| f ( x ) − L| = | 19 − x − 3|

Using the same approach as in 2.11 (c), we have

√ √ √ √
√ √ ( x + a − b) · ( x + a + b)
x+a− b= √ √
x+a+ b
x+a−b
= √ √
x+a+ b
√
This for 19 − x − 3 this becomes

√ √
19 − x − 9
√ √
√ √ 19 − x + 9
= ( 19 − x − 9) · √ √
19 − x + 9
√ √ √ √
( 19 − x − 9) · ( 19 − x + 9)
= √ √
19 − x + 9
19 − x − 9
= √ √
19 − x + 9
10 − x
= √ √
19 − x + 9

Therefore

√
| f ( x ) − L| = | 19 − x − 3|
10 − x
= √ √
19 − x + 9
| x − 10|
= √ p
| 19 − x + 9|

1 √
As before, we have to look for a bound for √
19− x + 9
. We begin by taking a preliminary δ = 1. This implies

−1 < | x − 10| < 1

9 < x < 11
8 < 19 − x < 10
√
√ √
8 < 19 − x < 10
√ √ √
8 + 3 < 19 − x + 3 < 10 + 3
1 1 1
√ < √ < √
10 + 3 19 − x + 3 8+3
 functions 53

Therefore, we have
√
| f ( x ) − L| = | 19 − x − 3|
| x − 10|
= √ p
| 19 − x + 9|
| x − 10|
< √
8+3
1
< √ δ
8+3
n √ o
If we take δ = min 1, ( 8 + 3)ε , we have | f ( x ) − L| < ε whenever | x − 10| < δ. Hence the limit is proved.

Example 4.10.
Use ϵ − δ definition to prove that  
3
lim =3
n →1 x
Solution.
Let ε > 0, our goal is to find δ > 0 such that

| f ( x ) − 3| < ε whenever | x − 1| < δ.

To proceed
3
| f ( x ) − L| = −3
x
3 − 3x
=
x
|3 − 3x |
=
|x|
| x − 1|
=3
|x|
1
< 3δ
|x|

1
As before, we have to look for a bound for |x| . We begin by taking a preliminary δ = 1. This implies

−1 < | x − 1| < 1
0<x<2
1
Unfortunately we can’t find a bound for |x| using δ = 1 as before. So we try δ = 12 . Then we have

1 1
− < | x − 1| <
2 2
1 3
<x<
2 2
2 1
< <2
3 x
 54 calculus
Therefore, we have

3
| f ( x ) − L| = −3
x
1
< 3δ
|x|
< 3δ · 2
= 6δ

3

If we take δ = min 1, 6ε , we have x − 3 < ε whenever | x − 1| < δ. Hence the limit is proved.

4.4.2 Properties of limits

Theorem 4.1.
Let lim f ( x ) exists then it unique.
x→a

Theorem 4.2.
If the limit of function f at point a exists then f is bounded i.e. there exists a δ > 0 and real number M > 0
such that
| f ( x )| < M for all | x − a| < δ

Theorem 4.3.
If lim f ( x ) = A, lim g( x ) = B, and h( x ) = k. Then
x→a x→a

(a) lim h( x ) = k.
x→a

(b) lim[ f ( x ) ± g( x )] = lim f ( x ) ± lim g( x ) = A ± B.

x→a x→a x→a
h i h i
(c) lim [ f ( x ) · g( x )] = lim f ( x ) · lim g( x ) = AB.
x→a x→a x→a

1 1
(d) lim = , provided B ̸= 0.
x→a g( x ) B

f (x) lim f ( x ) A
(e) lim = x→a = , provided B ̸= 0.
x→a g( x ) lim g( x ) B
x→a

(f) lim c f ( x ) = cA, c being any constant.

x→a

Proof:

(a) Trivial
 functions 55

(b) We need to show that for all ε > 0 there exists δ > 0 such that


f ( x ) + g( x ) − ( A + B) < ε whenever | x − a| < δ

Since lim f ( x ) = A then for every ε > 0, there exists a δ1 > 0 such that
x→a

ε
f (x) − A < whenever | x − x0 | < δ1
2
and lim g( x ) = B means that for every ε > 0, there exists a δ2 > 0 such that
x→a

ε
g( x ) − B < whenever | x − a| < δ2
2
To proceed, we have




f ( x ) + g( x ) − ( A + B) = f ( x ) − A + g( x ) − B



= f ( x ) − A + g( x ) − B

If we take δ = min{δ1 , δ2 }, then we have

ε ε

< + f ( x ) + g( x ) − ( A + B) =ε
2 2

To show that lim [ f ( x ) + g( x )] = ( A + B), we need to show that for each ε > 0 there exists δ > 0
x→a
such that
[ f ( x ) + g( x )] − ( A + B) < ε
We know that lim f ( x ) = A means that for each ε > 0 there exists δ1 > 0 such that
x→a

ε
g( x ) − B <
2
whenever | x − a| < δ1 . Also lim g( x ) = B means that for each ε > 0 there exists δ2 > 0 such that
x→a

ε
g( x ) − B <
2
whenever | x − a| < δ2 . Now, taking δ = min{δ1 , δ2 } then

[ f ( x ) + g( x )] − ( A + B) = [ f ( x ) − A] + [ f ( x ) − B]
< [ f ( x ) − A] + [ f ( x ) − B]
ε ε
= +
2 2
=ε

Thus lim [ f ( x ) + g( x )] = ( A + B).

x→a

(c) We need to show that for all ε > 0 there exists δ > 0 such that

f ( x ) · g( x ) − A · B < ε whenever | x − a| < δ

 56 calculus
Since lim f ( x ) = A then for every ε > 0, there exists a δ1 > 0 such that
x→a

ε
f (x) − A < whenever | x − a| < δ1
2(| B| + 1)

Also since f has a limit at a, then f is bounded [see Theorem 4.2 ] i.e. there exists M such that
| f ( x )| < M in the vicinity of a.
Next we have lim g( x ) = B. That means that for every ε > 0, there exists a δ2 > 0 such that
x→a

ε
g( x ) − B < whenever | x − a| < δ2
2M
To proceed, we have

f ( x ) · g( x ) − A · B = f ( x ) · g( x ) − f ( x ) · B + f ( x ) · B − A · B
   
= f ( x ) g( x ) − B + B f ( x ) − A
   
< f ( x ) g( x ) − B + B f ( x ) − A
= | f ( x )|| g( x ) − B| + | B|| f ( x ) − A|
< M| g( x ) − B| + | B|| f ( x ) − A|
ε ε
< M· + | B| ·
2M 2(| B| + 1)
ε ε
< +
2 2
=ε

if we take δ = min{δ1 , δ2 }.

(d) Since the limit of g exists then for every ε > 0 there exists δ1 > 0 such that whenever | x − a| < δ1 we
have
1
| g( x ) − B| < | B|
2
We can now proceed as follows

| B| = | g( x ) − g( x ) + B|
< | g( x ) − B| + | g( x )|
1
< | B| + | g( x )|
2
Thus rearranging we have

1
| g( x )| > | B|
2
Again since the limit of g exists then for every ε > 0 there exists δ2 > 0 such that whenever
| x − a| < δ2 we have
1
| g ( x ) − B | < | B |2 ε
2
 functions 57

Finally we proceed as follows

1 1 B − g( x )
− =
g( x ) B g( x ) · B
| B − g( x )|
=
| g( x ) · B|
| g( x ) − B|
=
| g( x ) · B|
| g( x ) − B|
=
| g( x )| · | B|

Thus we take δ = min{δ1 .δ2 } we have

1 2
1 1 2 | B| ε
− < 1
g( x ) B 2 | B| · | B|
=ε

Hence the limit is proved.

(e) Since lim g( x ) = B and B ̸= 0 then by (c) we have

x→a

1 1
lim =
x→a g( x ) B

We also know from (b) that the limit of a product of two functions is product the two respective
limits, therefore we have
   
f (x) 1 1 A
lim = lim f ( x ) · = A· =
x→a g( x ) x→a g( x ) B B

(f) Let h( x ) = c. Then lim h( x ) = c by part (a) and by part (c) we have
x→a
   
lim c f ( x ) = lim h( x ) · f ( x ) = c · A
x→a x→a

Example 4.11.
Evaluate the following limits

(a) lim( x + 3)
x →1

1
(b) lim ,
x →1 x+2
(c) lim( x2 − 7x + 5).
x →8

x2 − 4
(d) lim
x →2 x−2
 58 calculus
Solution.

1. lim( x + 3) = lim x + lim 3 = 1 + 3 = 4,

x →1 x →1 x →1

1 lim 1 1 1 1
x →1
2. lim = = = = ,
x →1 x+2 limx→1 ( x + 2) lim x + lim 2 1+2 3
x →1 x →1

2 2
3. lim( x − 7x + 5) = 8 − 7(8) + 5 = 13
x →8

x2 − 4 ( x + 2)( x − 2)
4. lim = lim = lim( x + 2) = 4.
x →2 x−2 x →2 x−2 x →2

We can use properties of limits to simplify more complicated limits.

Exercise 4.1.
Simplify the following limits

1. lim( x4 + 3x − 5)
x →2

x4 + x2 − 1
2. lim
x →1 x2 + 5
√
3. lim 2x2 − 1
x →5

4. lim (3x + 4)3

x →−2

2 +3x −2
5. lim ex
x →1

Not all limits can be found using the above properties. Some examples are given below

Example 4.12.
x−2
(a) lim
x →2 x2 − 4
1
sin θ − 2
(b) limπ
θ→ 6 θ − π6

x − 8x2
(c) lim
x →∞ 12x 2 + 5x

1
(d) lim (ln x ) x
x →∞
1
(e) lim(ex + x ) x
x →0

(f) lim x x
x →0+
√ √
5+h− 5
(g) lim
h →0 h
 functions 59

In the table below, the second column shows the “limits” if we naively apply the properties above. The
third column shows the correct limit.

Example “Limit” using limit properties Correct limit

x−2 0 1
lim 0 2
x →2 x 2 − 4
sin θ − 12 0
√
3
limπ 0 2
θ→ 6 θ − π6
x − 8x2 −∞
lim ∞ − 32
x →∞ 12x 2 + 5x
1
lim (ln x ) x ∞0 1
x →∞
1
lim (ln x ) x 1∞ e2
x →∞
lim x x 00 1
x →0+√ √
5+h− 5 0 1√
lim 0 (2 5
h →0 h

These limits of the form 00 , ∞ 0

∞ , 0 , etc. are said to be of the indeterminate form. We can immediately
solve (a) and (h) by modifying the problem.

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

(h)
√ √ √ √ √ √
5+h− 5 5+h− 5 5+h+ 5
lim = lim ·√ √
h →0 h h →0 h 5+h+ 5
√ √ √ √
( 5 + h − 5)( 5 + h + 5)
= lim √ √
h →0 h ( 5 + h + 5)
5+h−5
= lim √ √
h →0 h ( 5 + h + 5)
h
= lim √ √
h →0 h ( 5 + h + 5)
1
= lim √ √
h →0 5+h+ 5
1
= √ √
( 5 + 5)
1
= √
(2 5
 60 calculus
We will revisit the evaluation of the rest of the limits in Section 5.3 on the L’Hôpitals Rule.

4.4.3 Right-hand and Left-hand Limits

So far we have considered the limit of a function f as x → a from either side of a. We can also compute
limits as x → a from from only one side. If the approach is from the right, the limit is a right-hand
limit or limit from the right and is denoted by lim f ( x ). Similarly, a left-hand limit is also called a
x → a+
limit from the left and is denoted by lim f ( x ). The definitions of such limits are
x → a−

Definition 4.10 (Right-hand limit).

Let f be a function. Then a real number L is called the right-hand limit of f at a if for any chosen real number
ε > 0, there exists a positive number δ (possibly depending onε), such that

| f ( x ) − L| < ε whenever a < x < a + δ

Definition 4.11 (left-hand limit).

Let f be a function. Then a real number L is called the left-hand limit of f at a if for any chosen real number
ε > 0, there exists a positive number δ (possibly depending onε), such that

| f ( x ) − L| < ε whenever a − δ < x < a

Example 4.13.
Consider the following function.

− x2 + 1, x<0
f (x) =
 x + 2, x>0

The graph of this function is given by

x
 functions 61

From the graph we can see that

lim f ( x ) = lim (− x2 + 1) = 0 + 1 = 1
x →0− x →0−

lim f ( x ) = lim ( x + 2) = 0 + 2 = 2
x →0+ x →0+

Example 4.14.
Consider the following function. 
 x2 − 1, x<0
g( x ) =
 x − 1, x>0

The graph of this function is given by

In this case we have

lim g( x ) = lim ( x2 − 1) = 0 − 1 = −1
x →0− x →0−

lim g( x ) = lim ( x − 1) = 0 − 1 = −1
x →0+ x →0+

In Example 4.13 the left and right limits are unequal and in Example 4.14 the limits are equal. Clearly,
when the left-hand limit and right-hand limits are equal, the limit exist and where the left-hand and
right-hand limits are unequal the limit does not exist. Also notice that the limit at x = 0 is −1, even
though the function g has a different value at x = 0.

We put this result in the following theorem.

Theorem 4.4.
Let f be a function. Then we have
lim f ( x ) = L
x→a
62 calculus
if, and only if, both one-sided limits exist and be equal to L, that is,

lim f ( x ) = L
x → a−

lim f ( x ) = L
x → a+

Example 4.15.
|x|
Show that lim does not exist.
x →0 x

Solution.
Notice that 
| x |  xx = 1, if x≥0
=
x  −x = −1, if x < 0.
x

Thus
|x|
lim = lim (−1) = −1.
x →0− x x →0−
|x|
lim = lim (1) = 1
x →0+ x x →0+

Since
|x| |x|
lim ̸= lim
x →0+ x x →0− x

|x|
it means that lim does not exist.
x →0 x

We now look at a theorem used to find some complicated limits.

Theorem 4.5 (Squeeze Theorem).

Let f , g and h be functions such that f ( x ) ≤ g( x ) ≤ h( x ) for all x near a, and suppose

lim f ( x ) = L and lim h( x ) = L

x→a x→a

Then,
lim g( x ) = L
x→a

This theorem is sometimes called the Sandwich Theorem. It states that if a a function h is sandwiched
between two functions which are approaching L then h must also approach L.

Example 4.16.

1. Suppose g is a function such that for all x

2x ≤ g( x ) ≤ x4 − x2 + 2

Evaluate lim g( x )
x →1
 functions 63

2. Evaluate the following limits.

(a) lim sinθ θ

θ →0
√
xesin( x )
π
(b) lim
x →0+

Solution.1. Observe that

lim 2x = 2(1) = 2
x →1

lim x4 − x2 + 2 = (1)4 − (1)2 + 2 = 2

x →1

Therefore by the Squeeze theorem we have lim g( x ) = 2

x →1

2. Prove that

(a) Consider the angle θ in radians.

From this diagram we can see that

θ cos θ ≤ sin θ ≤ θ
θ cos θ sinθ θ
≤ ≤
θ θ θ
sinθ
cos θ ≤ ≤1
θ

sin θ
Let f (θ ) = cos θ, g(θ ) = θ and h(θ ) = 1. We know that f (θ ) ≤ g(θ ) ≤ h(θ ) and

lim f (θ ) = 1 and lim h(θ ) = 1

θ →0 θ →0

Therefore by the Squeeze theorem we have lim g(θ ) = 1, that is

θ →0

sin θ
lim =1
θ →0 θ
64 calculus
√ √
xesin( x ) ≥ 0. On the other hand we have sin
π

(b) Observe that x ≥ 0 for all x ≥ 0. Therefore, π
x ≤ 1,
thus

esin( x ) ≤ e1
π

Therefore
√ √
xesin( x ) ≤ e x
π

and this leads to

√ √
xesin( x ) ≤ e x
π
0≤
√ √
xesin( x ) and h( x ) = e x. Clearly, we have f ( x ) ≤ g( x ) ≤ h( x ). Next, we
π
Set f ( x ) = 0, g( x ) =
observe that

lim f ( x ) = lim 0 = 0
x →0+ x →0+

and
√
lim h( x ) = lim e x = 0
x →0+ x →0+

Therefore by the Squeeze theorem we have

√
xesin( x ) = 0
π
lim g( x ) = lim
x →0+ x →0+

A direct consequence of Example 4.16 2(a) we have the following result

Example 4.17.
Evaluate the following limit
1 − cos θ
lim
θ →0 θ
Solution.

1 − cos θ 1 − cos θ 1 + cos θ

   
lim = lim ·
θ →0 θ θ →0 θ 1 + cos θ
1 − cos2 θ
 
1
= lim ·
θ →0 θ 1 + cos θ
 2 
sin θ 1
= lim ·
θ →0 θ 1 + cos θ
 
sin θ sin θ
= lim ·
θ →0 θ 1 + cos θ
   
sin θ sin θ
= lim · lim By properties of limits
θ →0 θ θ →0 1 + cos θ
 

sin θ
 lim sin θ
= lim ·  θ →0  By properties of limits
θ →0 θ lim(1 + cos θ )
θ →0
sin θ
= 1·0 Since lim =1
θ →0 θ

=0
 functions 65

We now go on to look at at one of the most important concept regarding real numbers: That is the
subject of continuity.

4.5 Continuity

Notice in the previous chapter that the definition of limit does to require the function to be defined at
the point of the limit for example if

sin x
f (x) =
x
lim f ( x ) = lim
x →0 x →0

Therefore
sin x
=1
x
but f is undefined at x = 0. In some cases the function is defined at point but lim f ( x ) ̸= f (c) An
x →c
example of this given below

Example 4.18.
Consider the following function.

2
x ,

 x<1
h( x ) = 2, x=1


x, x>1


The graph of this function is given by

x
 66 calculus
Notice that

lim h( x ) = lim ( x2 ) = 12 = 1
x →2− x →1−

lim h( x ) = lim ( x ) = 1
x →2+ x →1+

Since left-hand and right-hand limits exist and are both equal to 1. It means the

lim h( x ) = 1
x →1

However, h( x ) ̸= 1 i.e. limx→1 h( x ) ̸= h(1). This is because there is a discontinuity at x = 1.

This brings us to the following definition of continuity.

Definition 4.12 (Continuity).

A function f ( x ) is continuous at a point x = c if the following conditions are satisfied.

(a) f (c) is defined.

(b) lim f ( x ) exists.

x →c

(c) lim f ( x ) = f (c).

x →c

The function in 4.18 passes at Condition [(a)] since h(1) is defined. It also passes Condition [(b)] since
lim h( x ) exists, but fails at Condition [(c)] since lim h( x ) = 1 ̸= h(1) since h(1) = 2
x →1 x →1

Example 4.19.
Determine whether the following functions are continuos at the point x = −1.

1. f ( x ) = x

2. f ( x ) = | x + 1|

3. 
1 x < −1
f (x) =
 −1 x ≥ −1

4. 
−| x | x ̸ = −1
f (x) =
1 x = −1

1
5. f ( x ) = x +1

Solution.1. f ( x ) = x
 functions 67

All three conditions pass so f is continuous.

2. f ( x ) = | x + 1|

All three conditions pass so f is continuous.


1 x < −1
3. f ( x ) =
 −1 x ≥ −1

x
 68 calculus
Condition [(a)] passes but conditions [(b)] and [(c)] fail. Therefore f is not continuous.

−| x | x ̸ = −1
4. f ( x ) =
1 x = −1

Condition [(a)] and [(b)] pass but conditions [(c)] fails. Therefore f is not continuous.
1
5. f ( x ) = x +1 All three conditions fail. Therefore f is not continuous.

Definition 4.13 (Discontinuous functions).

A function f is discontinuous at x = c if one or more of the conditions for continuity in Definition 4.12 fails at
c.

The conditions in Definition 4.12 allow us to use ε − δ notions rephrase the definition of continuity.

Definition 4.14 (ε − δ definition of continuity).

A function f is continuous at point c, for each ε > 0, there exist δ > 0 such that if

| x − c| < δ then | f ( x ) − f (c)| < ε

Example 4.20.
Use the ε − δ definition to show that the following functions are continuous at the given points c.

(a) f ( x ) = 3x + 2, c=2

(b) f ( x ) = x2 , c=1

(c) f ( x ) = x2 + 2x + 1, c=2
√
(d) f ( x ) = x, c = 4

Solution.
 functions 69

1. First, note that f (2) = 3(2) + 2 = 8.

We need to show that for each ε > 0 there exist δ > 0 such that

| f ( x ) − f (2)| < ε whenever | x − 2| < δ

To proceed, we have

| f ( x ) − f (2)| = |(3x + 2) − 8|
= |3x − 6|
= 3| x − 2|
< 3δ
ε
< ε if we take δ =
3
Thus f ( x ) = 3x + 2 is continuous at x = 2.

2. We want to show that for each ε > 0 there exist δ > 0 such that if

| x − 1| < δ then | f ( x ) − f (1)| < ε.

To begin, we have

| f ( x ) − f (1)| = | x2 − (1)2 |
= | x 2 − 1|
= |( x − 1)( x + 1)|

To find a bound for | x + 1| we proceed as follows; we first take δ = 1 then

| x − 1| < 1
−1 < x − 1 < 1
0<x<2
1 < x+1 < 3
1 < | x + 1| < 3

Therefore, using the above, we have

| f ( x ) − f (1)| = | x2 − (1)2 |
= |( x − 1)( x + 1)|
< 3| x − 1|
< 3δ
nε o
< ε if we take δ = min ,1
3
Therefore f ( x ) = x2 is continuous at x = 1.

3. We want to show that for each ε > 0 there exist δ > 0 such that if

| x − 2| < δ then f ( x ) − f (2)| < ε.

70 calculus
To begin, we have

| f ( x ) − f (2)| = | x2 + 2x + 1 − (2)2 + 2(2) + 1 |

 

= | x2 + 2x + 1 − 9|
= | x2 + 2x − 8|
= |( x + 4)( x − 2)|

To find a bind for | x + 4| we proceed as follows; we first take δ = 1 i.e. | x − 2| < 1 then

−1 < x − 2 < 1
1<x<3
5 < x+4 < 7
5 < | x + 1| < 7

Therefore, using the above, we have

| f ( x ) − f (2)| = |( x + 4)( x − 2)|

< 7| x − 2|
< 7δ
nε o
< ε if we take δ = min ,1
7
Therefore f ( x ) = x2 + 2x + 1 is continuous at x = 2.

4. We want to show that for each ε > 0 there exist δ > 0 such that if

| x − 4| < δ then | f ( x ) − f (4)| < ε.

To begin, we have
√ √
| f ( x ) − f (4)| = | x − 4|
√ √ √ √
( x − 4) · ( x + 4)
= √ √
x+ 4
x−4
= √ √
x+ 4
| x − 4|
= √ √
x+ 4

To find a bind for √ 1√ we proceed as follows; we first take δ = 1 i.e. | x − 4| < 1 then
x+ 4

−1 < x − 4 < 1
3<x<5
√
√ √
3< x< 5
√ √ √ √ √ √
3+ 4 < x+ 4 < 5+ 4
1 1 1
√ √ < √ √ < √ √
5+ 4 x+ 4 3+ 4
 functions 71

Therefore, using the above, we have

| x − 4|
| f ( x ) − f (4)| = √ √
x+ 4
| x − 4|
< √ √
3+ 4
1
< √ √ δ
3+ 4
√
< ε if we take δ = ( 3 + 2)ε
n √ o
Thus i we take δ = min 1, ( 3 + 2)ε) we have | f ( x ) − f (4)| < ε we have | x − 4| < δ. Therefore
√
f ( x ) = x is continuous at x = 4.

Theorem 4.6 (Properties of continuity).

Let f and g are continuous at x = a. Then the following are also continuous at x = a

1. k · f ,

2. f ± g,

3. f · g,
f
4. g provided g( x ) ̸= 0 ∀ x.

Proof: The same as proofs for limits of functions in Theorem 4.3, except that in the following

lim f ( x ) = A, lim g( x ) = B
x→a x→a

we have
A = f ( a ), B = g( a)
■
Example.
Let f ( x ) = 3x + 2 and g( x ) = x2 + 2x + 1. Both functions are continuous at x = 2 [see Examples (4.20) and
(4.20)]. Then the following are also continuous at x = 2

1. (3x + 2) − ( x2 + 2x + 1) = − x2 + x + 1

2. (3x + 2)( x2 + 2x + 1)
3x +2
3. x2 +2x +1

Theorem 4.7 (Composite function of continuous functions).

Let f and g be continuous functions at x = a. Then the composition of two continuous functions i.e f ◦ g or
g ◦ f are both continuous at x = a.

Recall that ( f ◦ g)( x ) = f ( g( x ))

72 calculus
Example.
Let f ( x ) = 3x + 2 and g( x ) = x2 + 2x + 1. Both functions are continuous at x = 2 [see Examples (4.20) and
(4.20)]. Then

( f ◦ g)( x ) = f ( x2 + 2x + 1) = 3( x2 + 2x + 1) + 2 = 3x2 + 6x + 5 is continuous as x = 2

( g ◦ f )( x ) = g(3x + 2) = (3x + 2)2 + 2(3x + 2) + 1 = · · · is continuous as x = 2

Theorem 4.8 (Continuity on an interval).

A function f is continuous on the interval I if f is continuous at every point a ∈ I

Example.

1. The function f ( x ) = x2 is continuous on the interval [−3, 5] since it is continuous at every point on the
interval [−3, 5]. In fact f is continuous on R.

2. The function g( x ) = x12 is not continuous on the interval [−3, 5] since it is not continuous at x = 0. However,
g is continuous on R \ {0}.

Theorem 4.9 (Intermediate value theorem).

Suppose that f is continuous on the closed interval [ a, b]and let M be any number between f ( a) and f ( a) where
f ( a) ̸= f (b). Then there exists a number c in ( a, b) such that f (c) = N

In simple terms the intermediate value theorem states that a continuous function takes on every inter-
mediate value between the function values f ( a) and f (b).

Example 4.21.
Show that
√
ln x = x − x

has a solution on the interval (2, 3).

Solution.
√
Let f ( x ) = ln x − x + x. The function f is continuous on the interval [2, 3]. Further,
√
f (2) = ln 2 − 2 + 2 = 0.10736 . . . > 0
√
f (3) = ln 3 − 3 + 3 = −0.16933 . . . < 0

and also f (2) ̸= f (3). Set M = 0, therefore by Intermediate value theorem there exist c ∈ (2, 3) such that
√
f (c) = 0 i.e. ln x = x − x has a root in (2, 3)
5 Differentiation

Consider the function f ( x ) defined on the interval [ x, x + h]

Figure 5.1: Dia-

gram showing
gradient of f
and the secant
line

The gradient of f at the point x is equal to the gradient of the red line. We can approximate this
gradient using the secant line [the grey line]. That is

f ( x + h) − f ( x ) f ( x + h) − f ( x )
gradient of secant line = =
( x + h) − h h
The gradient of secant line becomes a better approximation of the gradient at point x if we choose a
smaller h. Taking the limit as h approach 0 we get obtain the exact value of the gradient of of f at point
x. This gradient is called the derivative.

Definition 5.1 (Derivative of function at a point).

The derivative of a function f at a point x0 , denoted by f ′ ( x0 ) is given by
f ( x0 + h ) − f ( x0 )
f ′ ( x0 ) = lim (5.1)
h →0 h
provided the limit exists.
74 calculus
If the limit in Equation (5.1) exists, then f is said to be differentiable at x0 . If we set x = x0 + h,
then h = x − x0 and h approaches 0 if and only if x approaches x0 . Therefore, an equivalent way of
expressing Equation (5.1) is
f ( x ) − f ( x0 )
f ′ ( x0 ) = lim . (5.2)
x → x0 x − x0
Example 5.1.
Find the derivative (if it exists) of f ( x ) = x3 − x at x0 = 1

Solution.
Using definition (5.1) we have

f ( x0 + h ) − f ( x0 )
f ′ ( x0 ) = lim
h →0 h
[( x0 + h)3 − ( x0 + h)] − ( x03 − x0 )
= lim
h →0 h
[(1 + h)3 − (1 + h)] − (13 − 1)
= lim
h →0 h
(1)3 + 3(1)2 h + 3(1) h2 + h3 − 1 − h
= lim
h →0 h
2 3
2h + 3h + h
= lim
h →0 h
= lim(2 + 3h + h2 )
h →0

= 2.

Example 5.2.
Find the derivative (if it exists) of f ( x ) = | x | at x = 0.

Solution.

|0 + h | − |0|
f ′ (0) = lim
h →0 h
|h|
= lim
h →0 h

We are familiar with this function from Example 4.15. We concluded then that this limit does not exist. Therefore,
the function f is not differentiable at x = 0.

Definition 5.2 (Differentiability on an interval).

A function f is differentiable on an interval [ a, b] if f is differentiable at every point x ∈ [ a, b]. That is the
f ′ ( x0 ) exists for all [ a, b].

Notice in Example 5.2, that the derivative does not exist at a point where there is a “sharp” corner.
Thus, if a function has a derivative on an interval it means the function does not have “kinks” any-
where on the interval i.e. its smooth. Therefore the terms “smooth” and “differentiable” are used
interchangeably.
 differentiation 75

Example 5.3.
Find the derivative of f ( x ) = 2x2 + 3x − 2

Solution.
Let x ∈ R

f ( x + h) − f ( x )
f ′ ( x ) = lim
h →0 h
2( x + h)2 + 3( x + h) − 2 − 2x2 + 3x − 2
   
= lim
h →0 h
 2
2x + 4xh + 2h2 + 3x + 3h − 2 − 2x2 + 3x − 2
  
= lim
h →0 h
4xh + 2h2 + 3h
= lim
h →0 h
= lim(4x + 2h + 3)
h →0

= 4x + 3

Example 5.4.
√
Let f ( x ) = x, find the derivative of f on [0, ∞).

Solution.
Let x > 0.

f ( x + h) − f ( x )
f ′ ( x ) = lim
h →0 h
√ √
x+h− x
= lim
h →0 h
√ √ √ √
x+h− x x+h+ x
= lim ·√ √
h →0 h x+h+ x
 
(h
= lim √ √
h →0 h ( x + h + x)
( x + h) − x
 
= lim √ √
h →0 h ( x + h + x)
1
= lim √ √
h →0 x+h+ x
1 1
= √ √ = √ .
x+ x 2 x

Example 5.5.
Let f ( x ) = x n where n is any real number. Prove that

f ′ ( x ) = nx n−1
76 calculus
Proof:

f ( x + h) − f ( x )
f ′ ( x ) = lim
h →0 h
( x + h)n − x n
= lim
h →0 h
(n0 ) x n + (n1 ) x n−1 h + (n2 ) x n−2 h2 + · · · + (nn)hn − x n
= lim
h →0 h
x n + nx n−1 h + (n2 ) x n−2 h2 + · · · + (nn)hn − x n
= lim
h →0 h
nx n−1 h + (n2 ) x n−2 h2 + · · · + (nn)hn
= lim
h →0 h
     
n n −2 n n −1
= lim nxn−1 + x h+···+ h
h →0 2 n
= nx n−1 + 0 + · · · + 0
= nxn−1

Example 5.6.
Find the derivative of g( x ) = sin x on R

Solution.

g( x + h) − g( x )
g′ ( x ) = lim
h →0 h
sin( x + h) − sin x
= lim
h →0 h
sin x cos h + cos x sin h − sin x
= lim
h →0 h
sin x (cos h − 1) + sin h cos x
= lim
h →0 h
sin x (cos h − 1) sin h cos x
 
= lim +
h →0 h h
sin x (cos h − 1) sin h cos x
= lim + lim
h →0 h h →0 h
cos h − 1 sin h
= sin x · lim + cos x · lim
h →0 h h →0 h
cos h − 1 sin h
= sin x · lim + cos x · lim
h →0 h h →0 h
 
sin h cos h−1


Recall from Examples 4.16 and 4.17 that lim h = 1 and lim h = 0. Therefore,
h →0 h →0

g′ ( x ) = sin x · 0 + cos x · 1
= cos x
 differentiation 77

Other notations for the derivative at x are

f ′ ( x ),
y′ ,
dy
,
dx
d
( f ( x ))
dx

d
The symbol dx is called differentiation operator. The process of finding derivatives of functions is
called differentiation.

Theorem 5.1 (Properties of derivatives).

Let f and g be differentiable functions and k be a constant. Then

 ′
1. k =0

′
= f ( x )′ ± g( x )′

2. f ( x ) ± g( x )

′
3. [ f ( x ) · g( x )] = f ( x ) · g′ ( x ) + g( x ) · f ′ ( x ), Product rule

i′
g( x )· f ′ ( x )− f ( x )· g′ ( x )
h
f (x)
4. g( x )
= ( g( x ))2
. Quotient rule

5. [ f ◦ g]′ ( x ) = f ′ g( x ) · g′ ( x ).
 

Proof:

1. Let g( x ) = k. Then

g( x + h) − g( x )
g′ ( x ) = lim
h →0 h
k−k
= lim
h →0 h
0
= lim
h →0 h

=0

2. To prove that
′
= f ( x )′ ± g( x )′

f ( x ) ± g( x )

:
78 calculus

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

3. To prove that

′
[ f ( x ) · g( x )] = f ( x ) · g′ ( x ) + g( x ) · f ′ ( x ) :

f ( x + h) · g( x + h) − f ( x ) · g( x )
( f · g)′ ( x ) = lim
h →0 h

Adding and subtracting f ( x + h) g( x ) to the numerator, we get

f ( x + h) · g( x + h) − f ( x + h) · g( x ) + f ( x + h) · g( x ) − f ( x ) · g( x )
= lim
h →0 h
f ( x + h) · g( x + h) − f ( x + h) · g( x ) + f ( x + h) · g( x ) − f ( x ) · g( x )
= lim
h →0 h
   
f ( x + h) · g( x + h) − g( x ) + g( x ) · f ( x + h) − f ( x )
= lim
h →0 h
   !
g( x + h) − g( x ) f ( x + h) − f ( x )
= lim f ( x + h) · + g( x ) ·
h →0 h h
 !  !
g( x + h) − g( x ) f ( x + h) − f ( x )
= lim f ( x + h) · + lim g( x ) ·
h →0 h h →0 h
 !  !
g( x + h) − g( x ) f ( x + h) − f ( x )
= lim [ f ( x + h)] · lim + lim [ g( x )] · lim
h →0 h →0 h h →0 h →0 h
= f ( x ) · g′ ( x ) + g( x ) · f ′ ( x )

4. To prove that
′
g( x ) · f ′ ( x ) − f ( x ) · g′ ( x )

f (x)
= .
g( x ) ( g( x ))2
 differentiation 79

 
 ′ f f
f g ( x + h) − g ( x )
( x ) = lim  
g h →0 h
 
f ( x +h)
g( x +h)
− gf ((xx))
= lim  
h →0 h
 
f ( x +h)· g( x )− f ( x )· g( x +h)
g( x +h)· g( x )
= lim  
h →0 h

f ( x + h) · g( x ) − f ( x ) · g( x + h)
 
= lim
h →0 g( x + h) · g( x ) · h
f ( x + h) · g( x ) − f ( x ) · g( x + h)
   
1
= lim · lim
h →0 g( x + h) · g( x ) h →0 h

Adding and subtracting f ( x ) · g( x ) we get

f ( x + h) · g( x ) − f ( x ) · g( x ) + f ( x ) · g( x ) − f ( x ) · g( x + h)
   
1
= lim · lim
h →0 g( x + h) · g( x ) h →0 h
[ f ( x + h) x − f ( x )] · g( x ) − f ( x ) · [ g( x + h) − g( x )]
   
1
= lim · lim
h →0 g( x + h) · g( x ) h →0 h
[ f ( x + h) x − f ( x )] · g( x ) f ( x ) · [ g( x + h) − g( x )]
   
1
= 2
· lim − lim
[ g( x )] h→0 h h →0 h
[ f ( x + h) x − f ( x )] g( x + h) − g( x )
    
1
= 2
· g ( x ) · lim − f ( x ) · lim
[ g( x )] h →0 h h →0 h
g( x ) · f ′ ( x ) − f ( x ) · g′ ( x )
= 2
[ g( x )]

5. To prove that

[ f ◦ g]′ ( x ) = f ′ g( x ) · g′ ( x )
 

We begin with

[ f ◦ g]( x + h) − [ f ◦ g]( x )
 
[ f ◦ g]′ ( x ) = lim
h →0 h
f [ g( x + h)] − f [ g( x )]
 
= lim
h →0 h
f [ g( x + h)] − f [ g( x )] g( x + h) − g( x )
 
= lim ·
h →0 g( x + h) − g( x ) h
f [ g( x + h)] − f [ g( x )] g( x + h) − g( x )
   
= lim · lim
h →0 g( x + h) − g( x ) h →0 h
′
  ′
= f g( x ) · g ( x )

■
 80 calculus
5.1 Differentiation formulae and techniques

It’s all high school stuff. We won’t do it here but you are expected know to all the formulae such as

′
= n · x n −1
xn

1.
 ′
2. cos x = − sin x
 ′ f ′ (x)
3. ln f ( x ) = f (x)

4. Implicit differentiation

5. Application of product rule,

6. Application of quotient rule,

7. Application of chain rule,

8. etc. etc.

So you should dust up your high school notes on differentiation (and integration!).

Theorem 5.2 (Differentiability implies continuity).

If a function f is differentiable at point x0 , then f is continuous at point x0 .

Proof: Recall that a function is differentiable a point x0 if the following limit exist

f ( x ) − f ( x0 )
f ′ ( x0 ) = lim .
x → x0 x − x0
Since this limit exist it means f (c) is defined. Next we we show that lim f ( x ) = f ( x0 ). Cosinder all x
x → x0
with x ̸= c. Then we have
f ( x ) − f ( x0 )
f ( x ) − f ( x0 ) = ( x − x0 ) ·
x − x0
Taking limits of both sides we have

f ( x ) − f ( x0 )
 
lim ( f ( x ) − f ( x0 )) = lim ( x − x0 ) ·
x → x0 x → x0 x − x0
f ( x ) − f ( x0 )
 
= lim ( x − x0 ) · lim
x → x0 x → x0 x − x0
= 0 · f ′ ( x0 )
=0

Therefore we have

lim ( f ( x ) − f ( x0 )) = 0
x → x0
 differentiation 81

or

lim f ( x ) − lim f ( x0 ) = 0
x → x0 x → x0

lim f ( x ) − f ( x0 ) = 0
x → x0

Finally, we have

lim f ( x ) = f ( x0 )
x → x0

Thus, the three condition of Definition 4.12 are satisfied i.e f is continuous. ■

5.2 The Mean Value Theorem

Theorem 5.3 (Rolle’s theorem).

Suppose f is continuous and differentiable on [ a, b],

f ( a) = f (b)

then there exists c ∈ [ a, b] such that f ′ (c) = 0

Geometrically, the Rolle’s theorem can be displayed as follows:

Theorem 5.4 (Mean value theorem).

If f ( x ) is continuous in [ a, b] and differentiable in ( a, b), then there exists a point c in ( a, b) such that

f (b) − f ( a)
f ′ (c) = ,
b−a

Geometrically, this means that there exists a point c in ( a, b) such that the tangent line to f at c is
parallel to the secant line joining the points ( a, f ( a)) and (b, f (b)).
 82 calculus

Observe that Rolle’s theorem is a special case of the Mean value theorem. Another name for the Mean
value theorem is Lagrange’s Theorem.

The following theorem shows some of the immediate consequences of the Mean value theorem.
Theorem 5.5.
Let f be continuous n [ a, b] and differentiable on ( a, b).

(a) f ′ ( x ) ≥ 0 for all x ∈ ( a, b) then f is monotone increasing.

(b) f ′ ( x ) > 0 for all x ∈ ( a, b) then f is strictly increasing.

(c) f ′ ( x ) ≤ 0 for all x ∈ ( a, b) then f is decreasing.

(d) f ′ ( x ) < 0 for all x ∈ ( a, b) then f is strictly decreasing.

(e) f ′ ( x ) = 0 for all x ∈ ( a, b) then f is constant.

Proof:

(a) Recall from Definition 4.1 (a) that a function is monotone increasing on [ a, b] if for all points x and y
in [ a, b] with
x < y then f ( x ) ≤ f (y)
Let x1 , x2 ∈ ( a, b) with x1 < x2 . Then f is continuous on [ x1 , x2 ] and differentiable on ( x1 , x2 ). Thus
by mean value theorem there exists c ∈ ( x1 , x2 ) such that
f ( x2 ) − f ( x1 )
f ′ (c) = ,
x2 − x1
Since f ′ ( x ) ≥ 0 for all x ∈ ( a, b). We have
f ( x2 ) − f ( x1 )
≥0
x2 − x1
=⇒ f ( x2 ) − f ( x1 ) ≥ 0
=⇒ f ( x2 ) ≥ f ( x1 )
 differentiation 83

Therefore f is monotone increasing.

(b) Similar to part (a) but replacing ≥ with > .

(c) Recall from Definition 4.1 (c) that a function is monotone decreasing om [ a, b] if for all points x and
y in [ a, b] with
x<y then f ( x ) ≥ f (y)

Let x1 , x2 ∈ ( a, b) with x1 < x2 . Then f is continuous on [ x1 , x2 ] and differentiable on ( x1 , x2 ). Thus

by mean value theorem there exists c ∈ ( x1 , x2 ) such that

f ( x2 ) − f ( x1 )
f ′ (c) = ,
x2 − x1

Since f ′ ( x ) ≤ 0 for all x ∈ ( a, b). We have

f ( x2 ) − f ( x1 )
≤0
x2 − x1
=⇒ f ( x2 ) − f ( x1 ) ≤ 0
=⇒ f ( x2 ) ≤ f ( x1 )

Therefore f is monotone decreasing.

(d) Similar to part (c) but replacing ≤ with < .

(e) Similar to part (a) but replacing ≤ with = .

Some applications of the mean value theorem are shown in the following examples.

Example 5.7.
Use The Mean Value Theorem to show that

1. | cos a − cos b| ≤ | a − b|,

b− a b− a
2. 1+ b2
< tan−1 b − tan−1 a < 1+ a2
for a < b.
a b b


3.(a) If 0 < a < b, then 1 − b < ln a < a − 1.
1
(b) Hence show that 6 < ln 1.2 < 51 .

Solution.

1. Consider the function f ( x ) = cos x is continuous and differentiable for all x on some interval [ a, b]. Thus by
the Mean Value Theorem there exists a
cos a − cos b
f ′ (c) = (cos c)′ = (− sin c) =
a−b
84 calculus
We know that | sin c| ≤ 1. Therefore, taking modulus of both sides, we get

cos a − cos b
= | sin c| ≤ 1,
a−b

This implies that

cos a − cos b | cos a − cos b|

= ≤1
a−b | a − b|

Hence

| cos a − cos b| ≤ | a − b|

2. Let f ( x ) = tan−1 x. Then we have f ′ ( x ) = 1+1x2 . The function f is also continuous and differentiable for x
in some interval ( a, b). By the Mean Value Theorem there exist c such that a < c < b, and

f (b) − f ( a)
f ′ (c) =
b−a

Since f ′ (c) = 1
1+ c2
we have

1 f (b) − f ( a) tan−1 b − tan−1 a

2
= =
1+c b−a b−a

Since a < c < b, we have

a<c<b
a < c2 < b2
2

1 + a2 < 1 + c2 < 1 + b2
1 1 1
2
< 2
<
1+b 1+c 1 + a2
1 − 1
tan b − tan a− 1
1
< <
1 + b2 b−a 1 + a2
b−a b−a
2
< tan−1 b − tan−1 a < .
1+b 1 + a2

1. Let f ( x ) = ln x. Then f ′ ( x ) = 1x . The function f is continuous and differentiable for all x > 0. Take
0 < a < b then by the Mean Value Theorem, there exists c ∈ ( a, b) such that

f (b) − f ( a) ln b − ln a
f ′ (c) = =
b−a b−a

We know that f ′ (c) = 1c . Therefore,

1 ln b − ln a
=
c b−a
 differentiation 85

Since a < c < b we have

a<c<b
1 1 1
< <
b c a
1 ln b − ln a 1
< <
b b−a a
b−a b−a
< ln b − ln a <
b   a
a b b
1 − < ln < − 1.
b a a

a b b


2. Setting a = 5 and b = 6 into 1 − b < ln a − 1, we have
< a
 
5 6 6
1 − < ln < −1
6 5 5
1 1
∴ < ln 1.2 < .
6 5

5.3 L’Hôpital’s rule

We conclude the chapter of differentiation by revisiting the problems in Example 4.12. Recall that we
called the limits of the form 00 , ∞ 0
∞ , 0 , the indeterminate form. The following theorem called L’Hôpitals
1
Rule is used to evaluate these limits. 1
Although this
rule is named
Theorem 5.6 (L’Hôpital’s rule). after the French
mathematician
Suppose f and g are differentiable and g′ ( x ) ̸= 0 on an open interval I that contains a (except possibly at a). Guillaume de
Suppose that L’H0̂pital, it
lim f ( x ) = 0 and lim g( x ) = 0 was developed
x→a x→a by the Swiss
or mathemati-
cian Johann
lim f ( x ) = ±∞ and lim g( x ) = ±∞ Bernoulli.
x→a x→a

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

We will use the L’Hôpital’s rule to solve the following limits.

Example 5.8.
Evaluate the following limits

sin 2x
(a) lim .
x →0 sin 5x
e3x
(b) lim .
x →∞ x
 86 calculus
1
sin θ − 2
(c) limπ
θ→ 6 θ − π6

x−2
(d) lim
x →2 x2 − 4
x − 8x2
(e) lim
x →∞ 12x 2 + 5x

Solution.

(a) Let f ( x ) = sin 2x and g( x ) = sin 5x. Then the functions f and g are differentiable with f ′ ( x ) = 2 cos 2x
and g′ ( x ) = 5 cos 5x. We also have limx→0 sin 2x = 0 and limx→0 sin 5x = 0. Therefore by L’Hôpital’s rule
rule we have
sin 2x f (x) f ′ (x) 2 cos 2x 2·1 2
lim = lim = lim ′ = lim = =
x →0 sin 5x x →0 g ( x ) x →0 g ( x ) x →0 5 cos 5x 5·1 5

(b) Let f ( x ) = e3x and g( x ) = x. Both f and g are differentiable with f ′ ( x ) = 3e3x and g′ ( x ) = 1. We also
have limx→∞ f ( x ) = ∞ and limx→∞ g( x ) = ∞. Therefore by L’Hôpital’s rule we have

e3x 3e3x
lim = lim = lim 3e3x = ∞
x →∞ x x →∞ 1 x →∞

(c) Again this limit is of the form 00 . Therefore, L’Hôpital’s rule we have
1
sin θ − 2 cos θ
limπ = limπ
θ→ 6 θ − π6 θ→ 6 1
= limπ cos θ
θ→ 6
π
= cos
√ 6
3
=
2
∞
(d) This limit is of the form ∞. Therefore, L’Hôpital’s rule we have

x−2 ( x − 2) ′
lim = lim 2
x →2 2
x −4 x →2 ( x − 4 ) ′
1
= lim
x →2 2x
1
=
4

−∞
(e) This limit is of the form ∞ . Therefore, L’Hôpital’s rule we have

x − 8x2 ( x − 8x2 )′
lim = lim
2
x →∞ 12x + 5x x →∞ (12x 2 + 5x )′

1 − 16x
= lim
x →∞ 24x + 5
 differentiation 87

−∞
This limit is still of the form ∞ . Therefore we apply L’Hôpital’s rule again.
(1 − 16x )′
= lim
x →∞ (24x + 5)′

−16
= lim
x →∞ 24
2
=−
3

∞
If the indeterminate form is of the form 00 , 0∞ , ∞0 and 1∞ , we first transform it into the form 0
0 or ∞
before applying L’Hôpital’s rule.

Example 5.9.
1
(a) lim (ln x ) x
x →∞
1
(b) lim(ex + x ) x
x →0

(c) lim x x
x →0+

Solution.
1
1. This limit is of the form ∞0 . So first we let f ( x ) = (ln x ) x . Next we let g( x ) = ln f ( x ). Therefore,

g( x ) = ln f ( x )
1
= ln(ln x ) x
1
= ln(ln x )
x
ln(ln x )
=
x
 
ln(ln x ) ∞
Now lim x is of the form ∞. Therefore
x →∞
 
ln(ln x )
lim g( x ) = lim
x →∞ x →∞ x
!
′
[ln(ln x )]
= lim Using L’Hôpital’s rule
x →∞ ( x )′
!
1
x
= lim 1
1
x →∞
ln x
!
1
x ln x
= lim
x →∞ 1
=0

Therefore lim g( x ) = 0. We also know that

x →∞

f ( x ) = e g( x )
88 calculus
This implies that

lim f ( x ) = lim eg(x)

x →∞ x →∞

Therefore
1
lim (ln x ) x = lim f ( x ) = lim eg(x) = e0 = 1
x →∞ x →∞ x →∞

1
2. This limit is of the form 1∞ . So first we let f ( x ) = (ex + x ) x . Next we let g( x ) = ln f ( x ). Therefore,

g( x ) = ln f ( x )
1
= (e x + x ) x
1
= ln(ex + x )
x
ln(ex + x )
=
x
ln(ex + x )
 
′ e x +1
Now lim x is of the form 00 . First we note that [ln(ex + x )] = ex + x . Therefore,
x →0

ln(ex + x )
 
lim g( x ) = lim
x →0 x →0 x
(e + x ) ′
 x 
= lim Using L’Hôpital’s rule
x →0 ( x )′
x !
e +1
ex + x
= lim
x →0 1
ex + 1
 
= lim
x →0 ex + x
=2
Therefore lim g( x ) = 2. We also know that
θ →0

f ( x ) = e g( x )

This implies that

lim f ( x ) = lim eg(x)

x →0 x →∞

Therefore
1
lim(ln x ) x = lim f ( x ) = lim eg(x) = e2 = e2
x →0 x →0 x →0

3. This limit is of the form 00 . So first we let f ( x ) = x x . Next we let g( x ) = ln f ( x ). Therefore,

g( x ) = ln f ( x )
= ln x x
= x ln x
ln x
= 1
x
 differentiation 89

−∞
Now lim ln1 x is of the form ∞ .
x →0 x
!
ln x
lim( x ) = lim 1
g x →0
x
!
(ln x )′
= lim 1 ′

Using L’Hôpital’s rule
x →0
x
!
1
x
= lim
x →0 − x12
= lim(− x )
x →0

=0

Therefore lim g( x ) = 0. We also know that

θ →0

f ( x ) = e g( x )

This implies that

lim f ( x ) = lim eg(x)

x →0 x →0

Therefore
1
lim(ln x ) x = lim f ( x ) = lim eg(x) = e0 = 1
x →0 x →0 x →0
6 Integration

6.1 Definite Integral

The concept of integration is motivated by a goal to find area under the graph.

a b x

We can approximate this area by rectangles. Suppose we subdivide the interval into 4 interval as shown
below.

In this case we have 4 rectangles. Each rectangle has height given by the left limit and width is given
by diving [ a, b] into 4 parts. Thus each width is

b−a
∆=
4

Therefore, the area under the graph is given by

b−a b−a b−a b−a

area ≈ f ( x0 ) · + f ( x1 ) · + f ( x2 ) · + f ( x3 ) ·
4 4 4 4
92 calculus
y

a = x0 x1 x2 x3 b x

In general if we subdivide [ a, b] into n intervals we have area is given

b−a b−a b−a
area ≈ f ( x0 ) · + f ( x1 ) · + · · · + f ( x n −1 ) ·
4 4 4
b−a
= f ( x0 ) · ∆ + f ( x1 ) · ∆ + · · · + f ( xn−1 ) · ∆ where
n
n −1
= ∑ f ( xi ) · ∆ (6.1)
i =0

This sum is called the Riemann sum of f .

a = x0 x1 ··· x n −1 b x

Notice that as we increase the subdivisions we improve the accuracy of the approximate area. Thus we
exact area is obtained by letting n → ∞. This leads to the definition of a deifinite integral.
 integration 93

Definition 6.1.
Let f be a function defined on a closed interval [ a, b] and let xi∗ ∈ [ xi−1 , xi ]. Then the definite integral of f from
Z b
a to b, denoted by f ( x ) dx, is defined by
a

Z b n

a
f ( x ) dx = lim
n→∞
∑ f (xi∗ ) · ∆x.
i =0

provided the limit exist

The numbers a and b are called the lower and upper limits of the definite integral, respectively. If the
limit exists, the function f is said to be integrable on the interval.

We will derive definite integrals for simple powersof x. To do this we list the following simple series
which can be proved by Principle of mathematical induction.

Exercise 6.1.
Use mathematical induction to prove that

n
n ( n +1)
1. ∑ k = 1 + 2 + · · · + n = 2
k =1

n
n(n+1)(2n+1)
2. ∑ k2 = 12 + 22 + · · · + n2 = 6
k =1

n
n2 ( n +1)2
3. ∑ k3 = 13 + 23 + · · · + n3 = 4
k =1

Example 6.1.
Evaluate the following integrals.

R1
1. 0
x dx
R5
2. 2
x2 dx
R1
3. 0
x3 dx

Solution.1. Let f ( x ) = x and ∆ = 1−0

n = n1 . The left points of each interval are given by

x0 = 0
1 1
x1 = x0 + =
n n
1 2
x2 = x1 + =
n n
.. ..
.= .
i
xi =
n
94 calculus
Therefore

i
f ( xi ) = xi =
n

Thus the definite integral is given by

1 n
b−a
Z

0
x dx = lim
n→∞
∑ f (xi∗ ) · n
i =1
n
1−0
= lim
n→∞
∑ f (xi∗ ) · n
i =1
n
i 1
= lim
n→∞
∑n·n
i =1
!
1 n
n2 i∑
= lim · i
n→∞
=1
 
1 n ( n + 1)
= lim
n→∞ n2 2
!
1 n2 (1 + n1 )
= lim
n→∞ n2 2
!
(1 + n1 )
= lim
n→∞ 2
1
=
2

2. Let f ( x ) = x2 and ∆ = 5−2

n = n3 . The left points of each interval are given by

x0 = 2
3 3
x1 = x0 + = 2+
n n
3 6
x2 = x1 + = 2 +
n n
.. ..
.= .
3i
xi = 2 +
n

Therefore

2
12i 9i2

3i
f ( xi ) = xi2 = 2+ = 4+ + 2
n n n
 integration 95

Thus the definite integral is given by

5 n
5−2
Z

2
x dx = lim
n→∞
∑ f (xi∗ ) · n
i =1
n 
12i 9i2

3
= lim
n→∞
∑ 4+
n
+ 2 ·
n n
i =1
n n n
12 36i 27i2
= lim
n→∞
∑ n
+ lim ∑ 2 + lim ∑ 3
n→∞ n n→∞ n
i =1 i =1 i =1
n
12 36 n 27 n
= lim
n→∞
∑ n
+ lim 2 · ∑ i + lim 3 · ∑ i2
n→∞ n n→∞ n
i =1 i =1 i =1
12 36 n(n + 1) 27 n(n + 1)(2n + 1)
= lim n · + lim 2 · + lim 3 ·
nn→∞ n→∞ n 2 n→∞ n 6
2 1
36 n (1 + 2 ) 3 1
27 n (1 + n )(2 + n1 )
= 12 + lim 2 · + lim 3 ·
n→∞ n n n→∞ n 6
= 12 + 18 + 9
= 39

3. Exercise

The following are properties of definite integrals.

Theorem 6.1 (Properties of the Definite Integral).

Suppose f and g are integrable functions on [ a, b] then

1. For any constant k,

Z b Z b
k dx = k dx = k (b − a).
a a
Z a
2. f ( x ) dx = 0.
a
Z b Z a
3. f ( x ) dx = − f ( x ) dx.
a b
Z b Z b
4. k f ( x ) dx = k f ( x ) dx where k is any constant.
a a
Z b Z b Z b
5. [ f ( x ) ± g( x )] dx = f ( x ) dx ± g( x ) dx.
a a a
Z b Z c Z b
6. f ( x ) dx = f ( x ) dx + f ( x ) dx, where c is any number in [ a, b].
a a c

7. If f ( x ) ≥ 0 for all x in [ a, b], we have

Z b
f ( x ) dx ≥ 0.
a

Solution.
96 calculus
1.
Z b n

a
k dx = lim
n→∞
∑ k · ∆x
i =1
n
b−a
= k lim
n→∞
∑ n
i =1
b−a
= k·n·
n
= k(b − a)

2. In the case, ∆ = b− a
n = a− a
n = 0. Therefore,
Z a n n

a
f ( x ) dx = lim
n→∞
∑ f (xi∗ ) · ∆x = nlim
→∞
∑ f (xi∗ ) · 0 = 0.
i =1 i =1

3.
Z b n

a
f ( x ) dx = lim
n→∞
∑ f (xi∗ ) · ∆x
i =1
n
b−a
= lim
n→∞
∑ f (xi∗ ) · n
i =1
n
a−b
= − lim
n→∞
∑ f (xi∗ ) · n
i =1
Z a
=− f ( x ) dx
b

4.
Z b n

a
k f ( x ) dx = lim
n→∞
∑ k f (xi∗ ) · ∆x
i =1
n
b−a
= k lim
n→∞
∑ f (xi∗ ) · n
i =1
Z a
=k f ( x ) dx
b

   
5. We give proof for f ( x ) + g( x ) . The one for f ( x ) − g( x ) is similar.
Z b n
∑ f ( xi∗ ) + g( xi∗ ) · ∆x
   
f ( x ) + g( x ) dx = lim
a n→∞
i =1
n h i
= lim
n→∞
∑ f ( xi∗ ) · ∆x + g( xi∗ ) · ∆x
i =1
n n
= lim
n→∞
∑ f (xi∗ ) · ∆x + nlim
→∞
∑ g(xi∗ ) · ∆x
i =1 i =1
Z b Z b
= f ( x ) dx + g( x ) dx
a a
 integration 97

6.
Z b n

a
f ( x ) dx = lim
n→∞
∑ f (xi∗ ) · ∆x
i =1
n
b−a
= lim
n→∞
∑ f (xi∗ ) · n
i =1
n
b−c+c−a
= lim
n→∞
∑ f (xi∗ ) · n
i =1
n
c−a b−c
 
= lim ∑ f ( xi ) ·
∗
+
n→∞ n n
i =1
n
c−a b−c
 
= lim ∑ f ( xi∗ ) · + f ( xi∗ ) ·
n→∞ n n
i =1
n n
c−a b−c
= lim
n→∞
∑ f (xi∗ ) · n
+ lim ∑ f ( xi∗ ) ·
n → ∞ n
i =1 i =1
Z c Z b
= f ( x ) dx + f ( x ) dx
a c

7.
Z b n

a
f ( x ) dx = lim
n→∞
∑ f (xi∗ ) · ∆x
i =1

Since f ( xi∗ ) ≥ 0 for all x and ∆x > 0 we have

f ( xi∗ ) · ∆x ≥ 0

Therefore
n
∑ f (xi∗ ) · ∆x ≥ 0
i =1

Hence
Z b n

a
f ( x ) dx = lim
n→∞
∑ f (xi∗ ) · ∆x
i =1

≥0

The independent variable x in a definite integral is called a dummy variable of integration. The value
of the integral does not depend on the symbol used. In other words,
Z b Z b Z b Z b
f ( x ) dx = f (r ) dr = f (s) ds = f (t) dt
a a a a

and so on.

6.2 Anti-derivatives

In this section we shall see that an equally important problem is :

 98 calculus
Given a function f, find a function whose derivative is the same as f.

That is, for a given function f , we wish to find another function F for which F ′ ( x ) = f ( x ) for all x on
some interval.

Definition 6.2.
A function F is said to be an anti-derivative of a function f if F ′ ( x ) = f ( x ) on some interval.

Example: An anti-derivative of f ( x ) = 2x is F ( x ) = x2 since F ′ ( x ) = 2x.

There is always more than one anti-derivative of a function. For instance, in the foregoing example,
F1 ( x ) = x2 − 1 and F2 ( x ) = x2 + 10 are also anti-derivatives of f ( x ) = 2x since F1′ ( x ) = F2′ ( x ) = f ( x ).
Indeed, if F is an anti-derivative of a function f , then so is G ( x ) = F ( x ) + C, for any constant C. This
is a consequence of the fact that

d
G′ ( x) = ( F ( x ) + C ) = F ′ ( x ) + 0 = F ′ ( x ) = f ( x ).
dx
Thus, F ( x ) + C stands for a set of functions of which each member has a derivative equal to f ( x ).

Theorem 6.2.
If G ′ ( x ) = F ′ ( x ) for all x in some interval [ a, b], then

G(x) = F(x) + C

for all x in the interval.

Examples: (a) The anti-derivative of f ( x ) = 2x is G ( x ) = x2 + C.

(b) The anti-derivative of f ( x ) = 2x + 5 is G ( x ) = x2 + 5x + C since G ′ ( x ) = 2x + 5.

For convenience let’s introduce a notation for an anti-derivative of a function. If F ′ ( x ) = f ( x ), we shall

represent the most general anti-derivative of f by
Z
f ( x ) dx = F ( x ) + C.

The anti-derivative of a fucntion f is called the indefinite integral of f with respect to x. The function
f is called the integrand. The process of finding an anti-derivative is called anti-differentiation or
integration. The number C is called a constant of integration.

6.3 Some Anti-Differentiation Formulas

Z Z
1. c f ( x ) dx = c f ( x ) dx.
Z Z Z
2. [ f ( x ) ± g( x )] = f ( x ) dx ± g( x ) dx.
 integration 99

1
Z
3. x n dx = x n+1 + C for n ̸= −1.
n+1
Z
4. a dx = ax + C.
Z
5. cos x dx = sin x + C.
Z
6. sin x dx = − cos x + C.
Z
7. sec2 x dx = tan x + C.
Z
8. e x dx = e x + C.

1
Z
9. dx = ln | x | + C.
x
1
Z
10. √ dx = sin−1 x + C.
1 − x2
1
Z
11. dx = tan−1 x + C.
1 + x2

6.4 The Fundamental Theorem of Calculus

The fundamental theorem of calculus provides the connection between the differential calculus and
the integral calculus.

Theorem 6.3.
Let f be continuous on [ a, b] and let F be any function for which F ′ ( x ) = f ( x ) (i.e. F is the antiderivative of f ).
Then Z b
f ( x ) dx = F (b) − F ( a). (6.2)
a

Thus to find the definite integral of f we first find its anti-derivative and substitute the endpoints.

Example 6.2.
Z 1
Evaluate x dx.
0

Solution.
The anti-derivative of f ( x ) = x is given by

x2
F(x) = +C
2
Consequently,

F (0) = 0 + C = C
 100 calculus
and
12 1
F (1) = +C = +C
2 2
Therefore by the fundamental Theorem of Calculus we have
Z 1
x dx = F (1) − F (0)
0
 
1
= +C −C
2
1
=
2

The following notation is also common

b
F(x) = F (b) − F ( a)
a

Example 6.3.
Z 5
Evaluate x2 dx.
2

Solution.
The anti-derivative of f ( x ) = x2 is given by

x3
F(x) = +C
3
Therefore by the fundamental Theorem of Calculus we have
5 x3 5
Z
x dx =
2 3 2
53 23
= −
3 3
125 8
= −
3 3
= 39

The same answer as in Example 6.1.

6.5 Techniques of Integration

This is assumed knowledge from high school

1. Integration by parts

2. Substitution
 integration 101

3. Method of partial fractions

4. Reduction formulae

5. etc. etc.
7 Introduction to functions of several variables

So far we have dealt only with functions of single (independent) variables. Many familiar quantities,
however, are functions of two or more variables. For instance, the work done by a force (W = FD) and
the volume of a right circular cylinder (V = πr2 h) are both functions of two variables. The volume of a
rectangular solid (V = lwh) is a function of three variables. The notation for a function of two or three
variables is as follows
z = f ( x, y) = x2 + xy
| {z }
2 variables

and
w = f ( x, y, z) = x + 2y − 3z.
| {z }
3 variables

7.1 Function of Two Variables

Let D be a set of ordered pairs of real numbers. If to each ordered pair ( x, y) in D there corresponds a
unique real number f ( x, y), then f is called a function of x and y. The set D is the domain of f and
the corresponding set of values for f ( x, y) is the range of f . For the function given by z = f ( x, y), we
call x and y the independent variables and z the dependent variable.

As with functions of one variable, the most common way to describe a function of several variables is
with an equation, and unless otherwise restricted, we can assume that the domain is the set of all points
for which the equation is defined. for example, the domain of the function given by

f ( x, y) = x2 + y2

is assumed to be the entire xy−plane.

Example 7.1.
Determine the domains of the following functions.

p
x 2 + y2 − 9
1. f ( x, y) =
x
 104 calculus
x
2. g( x, y, z) = p .
9 − x 2 − y2 − z2

7.2 Partial Derivatives

7.2.1 Partial Derivatives of a Function of Two Variables

In the application of functions of several variables, the question often arises, “How will a function
be affected by a change in one of its independent variables?”. You can answer by considering the
independent variables one at a time. The process is called partial differentiation, and the result is
referred to as the partial derivative of f with respect to the chosen independent variable 1 . 1
The intro-
duction of
partial deriva-
tives followed
Newton’s and
7.2.2 Definition of Partial Derivatives of a Function of Two Variables Leibniz’s work
in calculus
by several
Definition 7.1. years. Between
1760, Leon-
If z = f ( x, y), then the first partial derivatives of f with respect to x and y denoted by f x and f y are the hard Euler and
functions defined by Jean Le Rond
d’Alembert
f ( x + h, y) − f ( x, y) (1717-1783)
f x ( x, y) = lim (7.1) separately
h →0 h
published sev-
f ( x, y + h) − f ( x, y) eral papers on
f y ( x, y) = lim (7.2)
h →0 h dynamics, in
which they es-
provided the limits exist. tablished much
of the the-
ory of partial
derivatives

Notation for Partial Derivatives

Let z = f ( x, y), the partial derivatives f x and f y can also be denoted by

∂ ∂z
f ( x, y) = f x ( x, y) = z x =
∂x ∂x
and
∂ ∂z
f ( x, y) = f y ( x, y) = zy =
∂y ∂y

The first partials evaluated at the point ( a, b) are denoted by

∂z
= f x ( a, b)
∂x
( a,b)
 introduction to functions of several variables 105

and

∂z
= f y ( a, b)
∂y
( a,b)

∂f
The notation ∂x is read “partial f – partial x”.

Example 7.2.
Let f be defined by f ( x, y) = x2 + 3xy + 2y2 . Evaluate
∂f
Example 7.3.1. ∂x
∂f
2. ∂y

∂f
3. ∂y
(5,−2)

Solution.1.
f ( x + h, y) − f ( x, y)
 
∂f
= lim
∂x h →0 h
[( x + h)2 + 3( x + h)y + 2y2 ] − [ x2 + 3xy + 2y2 ]
 
= lim
h →0 h
 2
x + 2xh + h + 3xy + 3hy + 2y2 − x2 − 3xy − 2y2
2

= lim
h →0 h
2
 
2xh + h + 3hy
= lim
h →0 h
= lim(2x + 3y + h)
h →0

= 2x + 3y

2.
f ( x, y + h) − f ( x, y)
 
∂f
= lim
∂y h →0 h
[ x2 + 3x (y + h) + 2(y + h)2 ] − [ x2 + 3xy + 2y2 ]
 
= lim
h →0 h
 2
x + 3xy + 3xh + 2(y2 + 2yh + h2 )2 − x2 − 3xy − 2y2

= lim
h →0 h
3xh + 4hy + 2h2
 
= lim
h →0 h
= lim(3x + 4y + 2h)
h →0

= 3x + 4y

3.

∂f
= 3(5) + 4(−2) = 15 − 8 = 7
∂y
(2,3)
 106 calculus
Let’s consider the function f ( x, y) = x2 + 3xy + 2y2 again. Suppose we treat y as constant and find the
derivative of f with respect to x we get the derivative as 2x + 3y + 0. Which is similar to the partial
derivative of f with respect to x. Thus we arrive at the following
Remark 7.1.
Consider the function of 2 variable, f ,

• to find f x we consider y constant and differentiate f with respect to x.

• similarly, to find f y , we consider x constant and differentiate with respect to y.

Example 7.4.
Find f x and f y for f ( x, y) = 3x − x2 y2 + 2x3 y.
Solution.
Considering y to be constant and differentiating with respect to x produces

f x ( x, y) = 3 − 2xy2 + 6x2 y.

Considering x to be constant and differentiating with respect to y produces

f y ( x, y) = −2x2 y + 2x3 .

We can use this approach for all types of derivatives using all the techniques and properties we have
learned from differentiation.
Example 7.5.
Evaluate the following

ln(3xy2 + x2 )
∂
 
1. ∂x

(2x − y) · (4x2 + 3y)

∂
 
2. ∂y
 
∂ ϕ sin θ
3. ∂θ cos2 θ +tan ϕ)

7.2.3 Partial Derivatives of a function of Three or More Variables

The concept of a partial derivative can be extended naturally to functions of three or more variables.
For instance, if w = f ( x, y, z), then there are three partial derivatives, each of which is formed by
holding two of three variables constant.
∂w f ( x + h, y, z) − f ( x, y, z)
= f x ( x, y, z) = lim
∂x h →0 h
∂w f ( x, y + h, z) − f ( x, y, z)
= f y ( x, y, z) = lim
∂y h →0 h
∂w f ( x, y, z + h) − f ( x, y, z)
= f z ( x, y, z) = lim .
∂z h →0 h
 introduction to functions of several variables 107

Example 7.6.
Let f ( x, y, z) = xy + yz2 + xz. Evaluate

1. f x

2. f y

3. f z

Solution.

1. To find the partial derivative of f with respect to x, we keep y and z constant to obtain

∂ 
xy + yz2 + xz = y + z

∂x

2. To find the partial derivative of f with respect to y, we keep x and z constant to obtain

∂ 
xy + yz2 + xz = x + z2 .

∂y

3. To find the partial derivative of f with respect to z, consider x and y to be constant and obtain

∂ 
xy + yz2 + xz = 2yz + x.

∂z

7.2.4 Higher-Order Partial Derivatives

It is possible to take second, third and higher partial derivatives of a function of several variables,
provided such derivatives exist. Higher-order derivatives are denoted by the order in which the differ-
entiation occurs. For instance, the function z = f ( x, y) has the following second partial derivatives.

1. Differentiate twice with respect to x:

∂2 f
 
∂ ∂f
= = f xx .
∂x ∂x ∂x2

2. Differentiate twice with respect to y:

∂2 f
 
∂ ∂f
= = f yy .
∂y ∂y ∂y2

3. Differentiate first with respect to x and then with respect to y:

∂2 f
 
∂ ∂f
= = f xy .
∂y ∂x ∂y∂x
108 calculus
4. Differentiate first with respect to y and then with respect to x:

∂2 f
 
∂ ∂f
= = f yx .
∂x ∂y ∂x∂y

The third and fourth cases are called mixed partial derivatives.

Example 7.7.
Find the second partial derivatives of f ( x, y) = 3xy2 − 2y + 5x2 y2 and determine the value of f xy (−1, 2).

Solution.
We begin by finding the first partial derivatives with respect to x and y.

f x ( x, y) = 3y2 + 10xy2

and

f y ( x, y) = 6xy − 2 + 10x2 y

Then, differentiate each of these with respect to x and y.

 
∂ ∂f ∂
f xx ( x, y) = = (3y2 + 10xy2 ) = 10y2
∂x ∂x ∂x
 
∂ ∂f ∂
f yy ( x, y) = = (6xy − 2 + 10x2 y) = 6x + 10x2
∂y ∂y ∂y
 
∂ ∂f ∂
f xy ( x, y) = = (3y2 + 10xy2 ) = 6y + 20xy
∂x ∂y ∂x
 
∂ ∂f ∂
f yx ( x, y) = = (6xy − 2 + 10x2 y) = 6y + 20xy
∂y ∂x ∂y

Notice that the two mixed partials are equal. Sufficient conditions for this occurrence are given in the
next theorem.

Theorem 7.1 (Equality of Mixed Partial Derivatives (Clairaut’s Theorem )).

If f is a function of x and y such that f x y and f y x are continuous on an open disc R, then for every ( a, b) in R,

f xy ( a, b) = f yx ( a, b).

The order of differentiation of the mixed partial derivatives is irrelevant.

Example 7.8.
Show that f xz = f zx and f xzz = f zxz = f zzx for the function given by

f ( x, y, z) = ye x + x ln z.

Solution.
First partials:
x
f x ( x, y, z) = ye x + ln z, f z ( x, y, z) = .
z
 introduction to functions of several variables 109

Second partials: (Note the first two are equal)

1 1 x
f xz ( x, y, z) = , f zx ( x, y, z) = , f zz ( x, y, z) = − .
z z z2
Third partials: (Note that all three are equal)
1 1 1
f xzz ( x, y, z) = − , f zxz ( x, y, z) = − , f zzx ( x, y, z) = − .
z2 z2 z2

7.3 A brief look into partial differential equations

Recall the study of differential equations from high school. Differential equations of one variable are
called ordinary differential equations. Examples of ordinary differential equation are given below

1. [First order ODE]

In Newton’s law of cooling the temperature u(t) of an object at time t satisfies the differential
equation
du
= − k ( u − T ),
dt
where T is the constant ambient temperature and k is a positive constant.

2. [Second order ODE]

The angle θ = θ (t) that an oscillating pendulum of length L makes with the vertical direction
satisfies the equation
d2 θ g
+ sin θ = 0
dt2 L

If a physical phenomena depends on two variables then differential equations governing behaviour
of that phenomena are called partial differential equations (PDEs). Some examples of PDEs are given
below.

1. [Heat equation]
Let u( x, t) be the temperature of a rod at position x at time t. Then u is a function of two variables
x and the time t.
∂u ∂2 u
= c2 2
∂t ∂t
where c is a constant.

2. [Wave equation]
Let u( x, t) denote the vertical displacement experienced by the string at the point x at time t. If
damping effects, such as air resistance, are neglected, and if the amplitude of the motion is not too
large, then u( x, t) satisfies the partial differential equation
∂2 u ∂2 u
2
= c2 2
∂t ∂t
110 calculus
where c is a constant.

3. [Black-Scholes pde]
Then the price of a European call option V (t, S) on a non-dividend paying stock is a function of
stock price S and time t. V given by

∂V 1 ∂2 V ∂V
+ σ2 S2 2 + rS − rV = 0
∂t 2 ∂S ∂S
where r is the risk-free interest rate, and σ is the volatility of the stock.

4. [Laplace Equation]
Let u be a function of x and y. The following a pde has many applications in electricity and fluid
flow.
∂2 u ∂2 u
+ 2 =0
∂x2 ∂y

Example 7.9.
Determine which of the following are solution of the Laplace equation.

1. u( x, y) = ex sin y

2. u( x, y) = x2 − y2
p
3. u( x, y) = − ln x2 + y2