Mathematic Course (MATH 03 )

Djidel Brahim

2024
Ziane Achour University Mathematic Course

Brahim Djidel
Contents

1 Integral Calculus 5
1.1 The Definition of the Definite Integral . . . . . . . . . . . . . 5
1.1.1 Definition. . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Steps for calculing the interal . . . . . . . . . . . . . . . . . . 6
1.3 Definition N°2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.4 Antiderivatives . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.5 Important indefinite integrals . . . . . . . . . . . . . . . . . . 14

2 Double Integrals 17
2.1 Double Integrals over Rectangles . . . . . . . . . . . . . . . . 17
2.1.1 Iterated integrals on a rectangle . . . . . . . . . . . . . 18
2.1.2 Double Integrals over More General Regions . . . . . . 18

3 Ordinary Differential Equations 23

3.1 Differential Equations . . . . . . . . . . . . . . . . . . . . . . . 23
3.1.1 Separable Equations . . . . . . . . . . . . . . . . . . . 23
3.2 ODE With form: a(x)y ′ (x) + b(x)y(x) = g(x) . . . . . . . . . 25
3.2.1 Homogeneous Linear Equations . . . . . . . . . . . . . 25
3.2.2 Search for a particular solution:
Method’s Lagrange ( variation of constant) . . . . . . 26
′′
3.3 Second Ordre Linear Diffrential Equation P (x)y (x)+Q(x)y ′ (x)+
R(x)y = G(x) . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.3.1 Homogeneous equation G(x) = 0 . . . . . . . . . . . . 28
3.3.2 Find the particular solution of the differential equation
G(x) ̸= 0 . . . . . . . . . . . . . . . . . . . . . . . . . . 30

4 Partial Differential Equations 37

4.1 Partial Differential Equations . . . . . . . . . . . . . . . . . . 37
4.1.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . 37
4.1.2 Successive derivations . . . . . . . . . . . . . . . . . . . 37
4.1.3 Schwarz’s theorem . . . . . . . . . . . . . . . . . . . . 38

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4.1.4 Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . 38

4.2 Exact Differential Equations . . . . . . . . . . . . . . . . . . . 40
4.2.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.2.2 Exact total differential form . . . . . . . . . . . . . . . 40
4.3 Application to the integration of first-order differential equations 41
4.4 integrating factor . . . . . . . . . . . . . . . . . . . . . . . . . 43
4.4.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . 43
4.4.2 Determination of univariate integrating factors . . . . . 44

5 Fourier Series and Fourier Transforms 49

5.1 Fourier Series Representation . . . . . . . . . . . . . . . . . . 49
5.2 Calculation of Fourier Coefficients . . . . . . . . . . . . . . . . 49
5.2.1 The Average term a0 . . . . . . . . . . . . . . . . . . . 50
5.2.2 Cosine Coefficients an . . . . . . . . . . . . . . . . . . 50
5.2.3 Sine Coefficients bn . . . . . . . . . . . . . . . . . . . . 50
5.3 Parity of Functions . . . . . . . . . . . . . . . . . . . . . . . . 50
5.4 Example 1: Fourier Series of a Square Wave . . . . . . . . . . 51
5.5 Example 2: Fourier Series of f (x) = |x| . . . . . . . . . . . . . 53
5.6 Spectral and Complex Representation . . . . . . . . . . . . . . 54
5.7 Percival’s Relation . . . . . . . . . . . . . . . . . . . . . . . . 55
5.8 Fourier Transform and Inverse Fourier Transform . . . . . . . 55

Brahim Djidel
Chapter 1

Integral Calculus

1.1 The Definition of the Definite Integral

1.1.1 Definition.
Rb
The symbol a f (x)dx is read “the definite integral of the function f (x)
from a to b. Rb
The function f (x) is called the integrand of a f (x)dx and a and b are called
a the limits of integration.
The interval a ≤ x ≤ b is called the interval of integration and is also called
the domain of integration.

Rb
• If f (x) ≥ 0 and a ≤ b, one interpretation of the symbol a
f (x)dx is
”the area of the region {(x; y)|a ≤ x ≤ b; 0 ≤ y ≤ f (x)}”

• Areas above the x−axis count as positive while areas below the x−axis
count as negative.

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Example 1

−1, if 1 ≤ x ≤ 0;

f (x) = 2, if 2 ≤ x ≤ 4;

0, otherwise.


Rb
a
f (x)dx = −1 + 4 = +3

1.2 Steps for calculing the interal

• We start by selecting any natural number n and subdividing the interval
b−a
from a to b into n equal subintervals. Each subinterval has width
n
.

b−a
For each integer 0 ≤ i ≤ n, define xi = a + i . Note that this
n
means that x0 = a and xn = b.

• We then approximate f (x) on the ith subinterval by the constant func-

tion y = f (x∗i.n ) = C.

• Our approximation to the signed area between the curve y = f (x) and

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Ziane Achour University Mathematic Course

the x − axis, with x running from a to b, is:

b n
b−a
Z X
f (x)dx = lim f (xi )
a x→+∞
i=1
n

Is called a Reimann sum . It also often written as ni=1 f (xi )△(x)......(∗).

P
b−a
Where △(x) = (Step).
n
b−a b−a
(∗) ⇒ ni=1 f (xi )△(x) = ni=1 f (a + i
P P
).( ).
n n
.

Example 2
Evaluate the integral:
Z b Z 1
f (x)dx = xdx
a 0

Solution:
we have f (x) = x, [a, b] = [1, 0]
b n
b−a b−a
Z X
f (x)dx = lim f (a + i ).( )
a x→+∞
i=1
n n

So:

b−a 1−0 1
= =
n n n
b−a 1−0
f (x) = x ⇔ f (a + i ) = f (0 + i )
n n
i i
f( ) =
n n
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Ziane Achour University Mathematic Course

finally:
n
X 1 i
intba f (x)dx = ( ( )
i=1
n n
n
1 X
= lim 2 f (i)
x→+∞ n
i=1

1 1
= lim [ (n)(n + 1)]
x→+∞ n2 2
1
=
2
Note:
X 1
(n) = n(n + 1)
2
X 1
(n2 ) = n(n + 1)(2n + 1)
6
X 1
(n3 ) = n2 (n + 1)2
4

Example 3
Evaluate the integral:
Z b Z 1
f (x)dx = x2 dx
a 0

Solution:
we have f (x) = x2 , [a, b] = [1, 0]
b n
b−a b−a
Z X
f (x)dx = lim f (a + i ).( )
a x→+∞
i=1
n n

So:

b−a 1−0 1
= =
n n n
b−a 1−0
f (x) = x ⇔ f (a + i ) = f (0 + i )
n n
i i
f ( ) = ( )2
n n
Brahim Djidel
Ziane Achour University Mathematic Course

finally:
n
X 1 2 i
intba f (x)dx = ( )( )
i=1
n n
n
1 X 2
= lim 3 (i )
x→+∞ n
i=1
1 1
= lim [ (n)(n + 1)(2n + 1)]
x→+∞ n3 6

1 1
= lim n3
3 n→+∞ 3
1
=
3

1.3 Definition N°2

f is said to be integrale in the Reimann sene. It’s for all real and positif
ε ≥ 0, there are two qtepped functions g(x) and h(x) on I checking:

g(x) ≤ f (x) ≤ h(x)

and Z b
(h − g)dx ≤ ε
a

b n
(b − a X
Z
h(x)dx = ( ) (Mi )
a n i=1
b n
(b − a X
Z
g(x)dx = ( ) (mi )
a n i=1

Smallest area ≤ I ≤ largest area

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Ziane Achour University Mathematic Course

Theorem 1
Arithmetic of Integration

Let a, b and A, B, C be real numbers. Let the functions f (x) and g(x)
be integrable on an interval that contains a and b. Then :

1. Z b Z b Z b
(f (x) + g(x))dx = f (x)dx + g(x)dx
a a a

2. Z b Z b Z b
(f (x) − g(x))dx = f (x)dx − g(x)dx
a a a

3. Z b Z b
Cf (x)dx = C · f (x)dx
a a
Combining these three rules we have :
Z b Z b Z b
(Af (x) + Bg(x))dx = A f (x)dx + B g(x)dx
a a a

That is, integrals depend linearly on the integrand.

Z b Z b
dx = 1 · dx = b − a
a a

4. Z a
f (x) = 0
a

5. Z b Z a
f (x) = − f (x)
a b

6. Z b Z c Z b
f (x) = f (x) + f (x)
a a c

Brahim Djidel
Ziane Achour University Mathematic Course

Example 4
Find Z 3
| x | dx
−2

Proof. Since the integrand changes at x = 0, it makes sense to split the

interval of integration at that point:
Z 3 Z 0 Z 3
|x|dx = |x|dx + |x|dx
−2 −2 0
Z 0 Z 3
= (−x)dx + x dx
−2 0
Z 0 Z 3
=− x dx + x dx
−2 0
= − −22 /2 + 32 /2 = (4 + 9)/2

= 13/2

Definition
Let f (x) be a function. Then,
• we say that f (x) is even when f (x) = f (−x) for all x, and
• we say that f (x) is odd when f (x) = −f (−x) for all x.
Theorem 2
EVEN AND ODD

Let a > 0.

• If f (x) is an even function, then

Z a Z a
f (x)dx = 2 f (x)dx
−a 0

• If f (x) is an odd function, then

Z a
f (x)dx = 0
−a

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Ziane Achour University Mathematic Course

Theorem 3
INEQUALITE FOR INTEGRALS

Let a ≤ b be real numbers and let the functions f (x) and g(x) be
integrable on the interval a ≤ x ≤ b.

• If f (x) ≥ 0 for all a ≤ x ≤ b, then

Z b
f (x)dx ≥ 0
a

• If f (x) ≤ g(x) for all a ≤ x ≤ b, then

Z b Z b
f (x)dx ≤ g(x)dx
a a

• If there are constants m and M such that m ≤ f (x) ≤ M for all

a ≤ x ≤ b, then
eq1 eq2

Z b
m(b − a) ≤ f (x)dx ≤ M (b − a)
a
8

h M
6

g
m
−2 a 2 4 b 6

−2

• We have

Z b Z b
f (x)dx ≤ |f (x)|dx
a a

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Ziane Achour University Mathematic Course

1.4 Antiderivatives
′
Let f (x) and F (x) be functions. If F (x) = f (x) on an interval, then we say
that F (x) is an antiderivative of f (x) on that interval. The symbol:
Z b
f (x)dx
a

denotes the change in an antiderivative of f (x) from x = a to x = b.

More precisely, let F (x) be any antiderivative of f (x). Then:
Z b
f (x)dx = F (x)|ba = F (b) − F (a)
a

Example 5
R2
Compute the definite integral: 1
xdx

Solution: We have f (x) = x

So:

Simple integral

L.L
S=
2
(b − a).(b − a)
=
2

We have Z b Z 0 Z b
f (x)dx = f (x)dx + f (x)dx
a a 0
For a simple integral

Z a
a.a
xdx =
0 2
a2
=
2

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Ziane Achour University Mathematic Course

Is same thing
Z b
b.b
xdx =
0 2
b2
=
2

So:
Z 2 Z 0 Z 2
xdx = xdx + xdx
1 1 0
Z 1 Z 2
=− xdx + xdx
0 0
22 12
= −
2 2
3
=
2

1.5 Important indefinite integrals

R
f (x) F (x) = f (x)dx
1 x+C
1
xn n+1
xn+1 + C provided that n ̸= −1
1
x
loge |x| + C
x
e ex + C
− cos(x)
sin(ax) a
+C
sin x
cos(ax) +C
a
1
sec2 (x) = tan x + C
cos2 (x)
√ 1 arcsin x + C
1−x2
1
1+x2
arctan x + C
√ 1 arcsin x + C
1−x2
U
′ −1
Ua
+C
(a − 1)U a−1
′ U a+1
U Ua +C
a+1

Brahim Djidel
Ziane Achour University Mathematic Course

Example 6
Find the following integrals:
π
R3
1. 0 sin(x)dx
R2 1
2. −2
dx
1 + x2

Brahim Djidel
Ziane Achour University Mathematic Course

Brahim Djidel