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Notes SingleVariable, Limit, Continuity, Differentiability

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13 views19 pages

Notes SingleVariable, Limit, Continuity, Differentiability

Uploaded by

sanjay.b26112003
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Math Tools-I (IDC 111)

Single Variable Functions, Limit, Continuity, and Differentiability


Book:
Frank Ayres, Elliott Mendelson
Schaum’s Outlines Series “Theory and Problems of Differential and Integral
Calculus”, Tata McGraw Hill, 3rd edition, 1992

Cartesian Coordinates in the Plane:


• The position of any point in the plane can be measured with respect to two
perpendicular lines intersecting at origin, called coordinate axes.
• For any point (P) in the plane, we can draw lines through P perpendicular to
two coordinate axes.

II I

III IV

• If the lines meet the X-axis at ‘a’ and Y-axis at ‘b’, the pair (a,b) is the
coordinate pair for the point P.
• For origin, the coordinate pair is (0,0)
• The axes divide the plane into four regions, called quadrants.
• Quadrant I: all points with both positive coordinates
• Quadrant II: all points with negative x- and positive y-coordinates
• Quadrant III: all points with both negative coordinates
• Quadrant IV: all points with positive x- and negative y-coordinates
Increment and Distance:
• When a particle moves from one point to another point in the plane, the net
changes in its coordinates are called increments.
Increment = Coordinates of starting point – Coordinates of end point
• If x changes from x1 to x2, increment Δx = x2 – x1
• The distance (d) between two points in the plane P (x1, y1) and Q (x2, y2)

𝑑 = √(∆𝑥)2 + (∆𝑦)2 = √(𝑥2 − 𝑥1 )2 + (𝑦2 − 𝑦1 )2

• To calculate ‘d’ we apply the Pythagorean theorem to the triangle PCQ.


Example: Distance between P (-1, 2) and Q (3, 4) is

𝑑 = √(3 − (−1))2 + (4 − 2)2 = √20 = 2√5

Graphs:
• The graph of an equation involving x and y as its only variables, is the set of
all points P(x, y) or locus of all points satisfying the equation or inequality.
Examples:
(a) Straight line
• Given two points P1(x1, y1) and P2 (x2, y2) in a plane, the increments Δx = x2
– x1 and Δy = y2 – y1, are called run and rise, respectively
• Any unique straight line in the plane has the property that the ratio
𝑟𝑖𝑠𝑒 ∆𝑦 𝑦2 − 𝑦1
𝑚= = =
𝑟𝑢𝑛 ∆𝑥 𝑥2 − 𝑥1
is called the slope of the line.
• Equation of a straight line: y = mx + b, where m is the slope and b is the y-
intercept
• Two lines are said to be parallel only if their slopes are equal
• Two lines are perpendicular only if the product of their slopes is -1

(b) For a > 0, the equation x2 + y2 = a2 represents all points P (x, y) whose
distance from origin is √𝑥 2 + 𝑦 2 = √𝑎2 = 𝑎.
• These points lie on the circle of radius ‘a’ centered at origin.
• Thus, the equation of a circle is x2 + y2 = a2

(c) Consider the equation y = x2


• The points that satisfy this equation are (0,0), (1,1), (-1,1), (2,4), and (-2,4)
• Locus of all these points forms a parabola

(d) Ellipse
𝑥2 𝑦2
• To construct the graph of the equation 2
+ = 1, compute a few values
3 22
and plot the corresponding points. It’ll result an ellipse.

𝑥2 𝑦2
• Thus, the graph of an equation of the form 2
+ = 1 is an ellipse
𝑎 𝑏2
𝑥2 𝑦2
• When a = b, the ellipse 2
+ = 1 is the circle with the equation 𝑥 2 +
𝑎 𝑏2
𝑦 2 = 𝑎2 , i.e. a circle with center at the origin and radius a. Thus, circle is
special case of ellipse.

(e) Hyperbolas
𝑥2 𝑦2
• Graph of the equation 2
− = 1 shown below represents a hyperbola.
𝑎 𝑏2

Functions
• We say that a quantity y is a function of some other quantity x if the value
of y is determined by the value of x.
• If f denotes the function, then we indicate the dependence of y on x by
means of the formula y = f(x).
• The letter x is called the independent variable and the letter y is called the
dependent variable.
• The independent variable is also called the argument of the function, and
the dependent variable is called the value of the function.
• For example, the area A of a square A = s2. Here, s is the independent
variable and A is the dependent variable.
• The domain of a function is the set of numbers to which the function can be
applied, that is, the set of numbers that are assigned to the independent
variable.
• The range of a function is the set of numbers that the function associates
with the numbers in the domain.

Limit, Continuity, and Derivative for a Function of Single Variable


Limit of a Function:

• If f is a function, then we say: A is the limit of f(x) as x approaches a.


• If the value of f(x) gets arbitrarily close to A as x approaches a. This is written
in mathematical notation as:

lim 𝑓(𝑥) = 𝐴
𝑥→𝑎

• For example, lim 𝑥 2 = 9, since x2 gets arbitrarily close to 9 as x approaches


𝑥→3

as close as one wishes to 3.


• The definition of limit can be stated in more precise mathematical language as
follows:
“If a function f(x) is defined in the deleted/immediate neighbourhood of a, then,
lim 𝑓(𝑥) = 𝐴 if and only if, for any given positive number , however small,
𝑥→𝑎

there exists a positive number  such that, whenever 0 < |𝑥 − 𝑎| < 𝛿 , then
|𝑓(𝑥) − 𝐴| < 𝜀.”

Pictorial Illustration:
After  has been chosen [i.e., after interval (ii) has been chosen], then  can be
found [i.e., interval (i) can be determined] so that, whenever x ≠ a is on interval
(i), say at x0, then f(x) is on interval (ii), at f(x0).

Notice the important fact that whether or not lim 𝑓(𝑥) = 𝐴 is true does not
𝑥→𝑎
depend upon the value of f(x) when x = a. In fact, f(x) need not even be defined
when x = a.

Right and Left Limits:

Next, we want to talk about one-sided limits of f(x) as x approaches a from the
right-hand side or from the left-hand side.

By lim− 𝑓(𝑥) = 𝐴 we mean that f is defined in some open interval (c, a) and
𝑥→𝑎
f(x) approaches A as x approaches a through values less than a, that is, as x
approaches a from the left.

Similarly, lim+ 𝑓(𝑥) = 𝐴 means that f is defined in some open interval (a, d )
𝑥→𝑎
and f (x) approaches A as x approaches a from the right.
If f is defined in an interval to the left of a and in an interval to the right of a,
then the statement lim 𝑓(𝑥) = 𝐴 is equivalent to the conjunction of the two
𝑥→𝑎
statements lim− 𝑓(𝑥) = 𝐴 and lim+ 𝑓(𝑥) = 𝐴.
𝑥→𝑎 𝑥→𝑎

We shall see by examples below that the existence of the limit from the left does
not imply the existence of the limit from the right, and conversely.

When a function is defined only on one side of a point a, then we shall identify
lim 𝑓(𝑥) with the one-sided limit, if it exists.
𝑥→𝑎

For example, if 𝑓(𝑥) = √𝑥, then f is defined only at and to the right of 0. Hence,
since lim+ √𝑥 = 0, we will also write lim √𝑥 = 0. Of course, lim− √𝑥 does not
𝑥→0 𝑥→0 𝑥→0
exist, since √𝑥 is not defined when x < 0. This is an example where the existence
of the limit from one side does not entail the existence of the limit from the
other side.

Theorems on Limits:

1. If 𝑓(𝑥) = 𝑐, a constant, then lim 𝑓(𝑥) = 𝑐


𝑥→𝑎

Assume, lim 𝑓(𝑥) = 𝐴 and lim 𝑔(𝑥) = 𝐵


𝑥→𝑎 𝑥→𝑎

2. Constant Multiple Rule: lim 𝑐. 𝑓(𝑥) = 𝑐lim 𝑓(𝑥) = 𝑐𝐴


𝑥→𝑎 𝑥→𝑎
3. Sum & Difference Rules: lim [𝑓(𝑥) ± 𝑔(𝑥)] = lim 𝑓(𝑥) ± lim 𝑔(𝑥) =
𝑥→𝑎 𝑥→𝑎 𝑥→𝑎
𝐴±𝐵
4. Product Rule: lim [𝑓(𝑥). 𝑔(𝑥)] = lim 𝑓(𝑥) . lim 𝑔(𝑥) = 𝐴. 𝐵
𝑥→𝑎 𝑥→𝑎 𝑥→𝑎
𝑓(𝑥) 𝐴
5. Quotient Rule: lim = , if B ≠ 0
𝑥→𝑎 𝑔(𝑥) 𝐵
6. Power Rule: If m and n are integers, then lim [𝑓(𝑥)]𝑚/𝑛 = 𝐴𝑚/𝑛 ,
𝑥→𝑎
m/n
provided A is a real number.

Continuity:

• A function f(x) is said to be continuous at x = x0 if the following three


conditions hold
(i) f(x) is defined at x = x0
(ii) lim 𝑓(𝑥) exists i.e. LHS limit = RHS limit
𝑥→𝑥0

(iii) When we approach from either side, lim 𝑓(𝑥) = 𝑓(𝑥0 )


𝑥→𝑥0

Otherwise, f(x) is discontinuous at x = x0.

At 𝑥 = 𝑥0 , if you take the limit as 𝑥 → 𝑥0 from either side you will get lim 𝑓(𝑥) =
𝑥→𝑐

𝑓(𝑥0 ), as expected for a continuous function.

Examples:

(a) 𝑓(𝑥) = 𝑥 2 + 1 is continuous at 2 since lim 𝑓(𝑥) = 5 = 𝑓(2)


𝑥→2

(b) 𝑓(𝑥) = √4 − 𝑥 2 is not continuous at 3 because f(3) is not defined


1
(c) 𝑓(𝑥) = is discontinuous at 2 because f(2) is not defined and also
𝑥−2

because lim𝑓(𝑥) does not exist since lim𝑓(𝑥) = ∞


𝑥→2 𝑥→2
𝑥 2 −4
(d) 𝑓(𝑥) = is discontinuous at 2 because f(2) is not defined. However,
𝑥−2

the discontinuity can be removed by rearranging the function as


(𝑥 − 2)(𝑥 + 2)
lim 𝑓(𝑥) = lim = lim(𝑥 + 2) = 4
𝑥→2 𝑥→2 𝑥−2 𝑥→2
Note that the discontinuity at 2 in Example (c) is not removable. We also call a
discontinuity of a function f at x0 removable when f(x0) is defined and changing
the value of the function at x0 produces a function that is continuous at x0.

|𝑥|
Example: Let f be the function such that 𝑓(𝑥) = for all 𝑥 ≠ 0. The graph of f
𝑥

is shown below. f is discontinuous at 0 because f(0) is not defined. Moreover,


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

Thus lim−𝑓(𝑥) ≠ lim∓𝑓(𝑥). Hence, the discontinuity of f at 0 is not removable.


𝑥→𝑥0 𝑥→𝑥0

This kind of discontinuity is called a jump discontinuity. In general, a function f


has a jump discontinuity at x0 if lim− 𝑓(𝑥) and lim+𝑓(𝑥) both exist and
𝑥→𝑥0 𝑥→𝑥0
lim 𝑓(𝑥) ≠ lim∓𝑓(𝑥). Such a discontinuity is not removable.
𝑥→𝑥0− 𝑥→𝑥0

• Properties of limits lead to corresponding properties of continuity.

Properties:
Assume that f and g are continuous at x0, then
(a) The constant function h(x) = c for all x is continuous at every x0
(b) cf is continuous at x0, for any constant c.
(c) f + g is continuous at x0
(d) f – g is continuous at x0
(e) fg is continuous at x0
(f) f/g is continuous at x0, if 𝑔(𝑥0 ) ≠ 0
(g) 𝑛√𝑓 is continuous at x0 if 𝑛√𝑓(𝑥0 ) is defined

The Derivative

• Let’s take a function 𝑦 = 𝑓(𝑥).


• Consider x0 is the value of x at a particular point.
• Let Δx represents a small change in the value of x from x0 to x0+ Δx and Δy
denotes the corresponding change in the value of y i.e. ∆𝑦 = 𝑓(𝑥0 + ∆𝑥) −
𝑓(𝑥0 ), then the ratio
∆𝑦 𝑐ℎ𝑎𝑛𝑔𝑒 𝑖𝑛 𝑦 𝑓(𝑥0 + ∆𝑥) − 𝑓(𝑥0 )
= =
∆𝑥 𝑐ℎ𝑎𝑛𝑔𝑒 𝑖𝑛 𝑥 ∆𝑥

is called the average rate of change of the function f on the interval between x0
to x0+ Δx.

• The instantaneous rate of change of f at x0 means the limit of the average


rate of change between x0 to x0+ Δx as Δx approaches 0:
∆𝑦 𝑓(𝑥0 + ∆𝑥) − 𝑓(𝑥0 )
lim = lim
∆𝑥→0 ∆𝑥 ∆𝑥→0 ∆𝑥

provided that this limit exists.

This limit is called the derivative of f at x0.

• For an arbitrary point x, the derivative of f can be written as


∆𝑦 𝑓(𝑥 + ∆𝑥) − 𝑓(𝑥)
lim = lim
∆𝑥→0 ∆𝑥 ∆𝑥→0 ∆𝑥
𝑑𝑦 𝑑
One can express the derivative as 𝐷𝑥 𝑦 = = 𝑦 ′ = 𝑓 ′ (𝑥) = 𝑓(𝑥).
𝑑𝑥 𝑑𝑥

Similarly, the derivative of f at a particular point x = a is denoted by 𝑓 ′ (𝑎) or


𝑑𝑦
| .
𝑑𝑥 𝑥=𝑎
• A function is said to be differentiable at a point x0 if the derivative of the
function exists at that point.

************************************************************

Note: Every differentiable function is continuous but every continuous function


need not be differentiable.

Differentiability implies Continuity

We need to prove that differentiability means the limit given below exists

𝑓(𝑥) − 𝑓(𝑐)
lim ⌊ ⌋ = 𝑓 ′ (𝑐)
𝑥→𝑐 𝑥−𝑐

• Let us assume that f is differentiable at 𝑥 = 𝑐


• Let us start with a slightly different limit. Lets take the limit
lim [𝑓(𝑥) − 𝑓(𝑐)]
𝑥→𝑐

We can rewrite this as

𝑓(𝑥) − 𝑓(𝑐)
lim [𝑓(𝑥) − 𝑓(𝑐)] = lim ⌊(𝑥 − 𝑐) ⌋
𝑥→𝑐 𝑥→𝑐 𝑥−𝑐
𝑓(𝑥)−𝑓(𝑐)
= lim [𝑥 − 𝑐] ∙ lim ⌊ ⌋
𝑥→𝑐 𝑥→𝑐 𝑥−𝑐

= 0 ∙ 𝑓 ′ (𝑐)

=0

Thus, assuming that f is differentiable at 𝑥 = 𝑐, we evaluate lim [𝑓(𝑥) − 𝑓(𝑐)]


𝑥→𝑐

and get zero.

lim [𝑓(𝑥) − 𝑓(𝑐)] = 0


𝑥→𝑐
 lim 𝑓(𝑥) − lim 𝑓(𝑐) = 0
𝑥→𝑐 𝑥→𝑐

Since f(c) is a number

 lim 𝑓(𝑥) = 𝑓(𝑐)


𝑥→𝑐

This is the definition of continuity. Thus, the function is continuous at 𝑥 = 𝑐.

The Converse is not true. i.e. a function may be continuous but not always
differentiable.

The following example shows that every continuous function is not


differentiable

Let us take the function 𝑓(𝑥) = |𝑥|

• At 𝑥 = 0, 𝑦 = |𝑥| is continuous but not differentiable.


• If we move slightly left from x = 0 (neighbourhood of x = 0), the slope is
negative.
• If we move slightly right from x = 0 (neighbourhood of x = 0), the slope is
positive.

 left hand derivative  right hand derivative

 The function is not differentiable at x = 0.


****************************************************************

Differentiation Formulas:

• The process of finding the derivative of a function is called differentiation.


• In the following formulas, it is assumed that u, v, and w are functions that are
differentiable at x. c and m are assumed to be constants.
𝑑
(a) Derivative of a constant is zero i.e. (𝑐) = 0
𝑑𝑥
𝑑
(b) Derivative of the identity function is 1 i.e. (𝑥) = 1
𝑑𝑥
𝑑 𝑑𝑢
(c) (𝑐𝑢) = 𝑐
𝑑𝑥 𝑑𝑥
𝑑 𝑑𝑢 𝑑𝑣
(d) (𝑢 + 𝑣 + ⋯ . . ) = + +⋯
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑 𝑑𝑢 𝑑𝑣
(e) (𝑢 − 𝑣) = −
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑 𝑑𝑣 𝑑𝑢
(f) (𝑢𝑣) = 𝑢 +𝑣
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑢 𝑑𝑣
𝑑 𝑢 𝑣 −𝑢
𝑑𝑥 𝑑𝑥
(g)
𝑑𝑥 𝑣
( )= 𝑣2
provided 𝑣 ≠ 0
𝑑 1 1
(h) ( ) = − 𝑥 2 provided 𝑥 ≠ 0
𝑑𝑥 𝑥
𝑑
(i) (𝑥 𝑚 ) = 𝑚𝑥 𝑚−1
𝑑𝑥

Higher Derivatives

If 𝑦 = 𝑓(𝑥) is differentiable, its derivative y’ is also called first derivative of f. If


y’ is differentiable, its derivative is called second derivative of f. If the second
derivative is differentiable, then its derivative is called the third derivative of f,
and son on…

Notations:
𝑑𝑦
First derivative: 𝑦 ′ , 𝑓 ′ (𝑥), , 𝐷𝑥 𝑦
𝑑𝑥
𝑑2𝑦
Second derivative: 𝑦 ′′ , 𝑓 ′′ (𝑥), , 𝐷𝑥2 𝑦
𝑑𝑥 2
.
.
.
𝑑𝑛𝑦
nth derivative: 𝑦 (𝑛) , 𝑓 (𝑛) (𝑥), , 𝐷𝑥𝑛 𝑦
𝑑𝑥 𝑛

Problems:
Physical Interpretation of Derivative:

• The graph of a continuous function f is shown in Fig. (a).


• Let the P be a point with coordinates P(x,f(x)) and Q be a nearby point with
coordinates Q(x+Δx,f(x+Δx)) on the curve.

• The line joining P and Q has the slope


𝑓(𝑥+∆𝑥)−𝑓(𝑥)
.
∆𝑥

• As Q approaches P along the graph, the line PQ gets closer and closer to the
tangent line L to the graph at P (see Fig. (b)). Hence, the slope of PQ
approaches the slope of the tangent line.

• Thus, the slope of the tangent line is lim ⌊


𝑓(𝑥+∆𝑥)−𝑓(𝑥)
⌋ which is the
∆𝑥→0 ∆𝑥

derivative 𝑓 ′ (𝑥).
• Thus, 𝒇′ (𝒙) represents the slope of the tangent line to the curve y = f(x) at
[x, f(x)].
• If the slope m of the tangent line at a point of the curve y = f(x) is zero,
then the curve has a horizontal tangent line at that point.
• If f has a relative extremum (either a relative maximum or a relative
minimum) at a point x0 at which f ′(x0) is defined, then f ′(x0) = 0.
• (a) If f ′ is positive on an interval, then f is increasing on that interval. (b)
If f ′ is negative on an interval, then f is decreasing on that interval.

Maximum and Minimum Values

• Please note, the condition f ′(x0) = 0 does not guarantee that f has a relative
extremum at x0.
For example, if f(x) = x3, then f’(x) = 3x2 and f’(0) =0, but f has neither a relative
maximum nor a relative minimum at 0. Therefore, second derivative test is
required.

Second Derivative Test for Relative Extrema


Assume that f’(x0) = 0 and f’’(x0) exists, Then
(a) If f’’(x0) < 0, then f has a relative maximum at x0
(b) If f’’(x0) > 0, then f has a relative minimum at x0
(c) If f’’(x0) = 0, we don’t know what is happening at x0

Differentiation of Trigonometric Functions, Exponential and Logarithmic


Functions, and Hyperbolic Functions are given in Chapter 17, 18, 19, and 20.
Limit of functions in the Indeterminate Forms:
𝑓(𝑥)
Limits of the form can be evaluated by the following ways in the
𝑔(𝑥)

indeterminate cases. When limit of f(x) and g(x) both approach 0 or both
approach ±∞, we’ll get the indeterminate forms 0/0, ∞/∞ etc.

L’HOPITAL’s RULE (0/0 form):

If f(x) and g(x) are differentiable in a certain interval enclosing x = a and suppose
that lim 𝑓(𝑥) = 0 and lim 𝑔(𝑥) = 0. Assume also that 𝑔′(𝑥) ≠ 0 for each x
𝑥→𝑎 𝑥→𝑎

then,

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

sin 𝑥
Example 1: Use L’Hopital rule to obtain the limit lim which is in 0/0 form.
𝑥→0 𝑥

Solution: The quotient of derivatives is

𝑓′ (𝑥) cos 𝑥
=
𝑔′ (𝑥) 1

cos 𝑥
lim = 1 𝑎𝑠 𝑥 → 0
𝑥→0 1

𝑥−tan 𝑥
Example 2: Determine the limit lim
𝑥→0 𝑥−sin 𝑥

Solution: This is in 0/0 form

𝑓′ (𝑥) 1−𝑠𝑒𝑐 2 𝑥
Applying L’Hopital rule =
𝑔′ (𝑥) 1−cos 𝑥

1−sec2 x
lim too assumes the form 0/0 as 𝑥 → 0. We can remove the
𝑥→0 1−cos 𝑥

indeterminacy at this stage by algebraic means i.e.


2
1 𝑐𝑜𝑠 2 𝑥 − 1 (1 + cos 𝑥)(1 − cos 𝑥)
1 − 𝑠𝑒𝑐 𝑥 = 1 − = =
𝑐𝑜𝑠 2 𝑥 𝑐𝑜𝑠 2 𝑥 𝑐𝑜𝑠 2 𝑥
𝑓′ (𝑥) (1+cos 𝑥)
Thus, =−
𝑔′ (𝑥) 𝑐𝑜𝑠 2 𝑥

𝑓′ (𝑥)
lim =−2 as 𝑥 →0
𝑥→0 𝑔′ (𝑥)

𝑓′ (𝑥)
• When the quotient of derivatives 𝑔′(𝑥) also assumes the indeterminate form
0/0, we may use L’Hopital rule again.

∞/∞ form:

• When it is of the form ∞/∞, we can also directly apply L’Hopital rule.

log(𝑥−𝑎)
Example: Determine lim which is in ∞/∞ form
𝑥→𝑎 log(𝑒 𝑥 −𝑒 𝑎 )

Solution:

Apply L’Hopital rule

1
log(𝑥 − 𝑎) 𝑥 − 𝑎 𝑒 𝑥 − 𝑒𝑎 0
lim = lim = lim (𝑤ℎ𝑖𝑐ℎ 𝑖𝑠 𝑖𝑛 𝑓𝑜𝑟𝑚)
𝑥→𝑎 log(𝑒 𝑥 − 𝑒 𝑎 ) 𝑥→𝑎 𝑒𝑥 𝑥→𝑎 𝑒 𝑥 (𝑥 − 𝑎) 0
𝑒𝑥 − 𝑒𝑎

Use L’Hopital rule again

𝑒𝑥 𝑒𝑎
= lim 𝑥 = 𝑎=1
𝑥→𝑎 𝑒 (𝑥 − 𝑎) + 𝑒 𝑥 𝑒
• Similarly, we may come across other indeterminate forms like 0.∞, ∞ - ∞,
00, 1∞, ∞0 etc. In these cases, we have to bring it to 0/0 or ∞/∞ forms and
apply L’Hopital rule.

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