Calculus with Precalculus

Calculus with Precalculus

Vladimir V. Kisil

Chapter 0
General Information

This interactive manual is designed for students attending this course in Eastern Mediterranean University. The manual is being regularly updated in order to reflect material presented during lectures.

The manual is available at the moment in HTML with frames (for easier navigation), HTML without frames and PDF formats. Each from these formats has its own advantages. Please select one better suit your needs.

There is on-line information on the following courses:

There are other on-line calculus manuals. See for example

E-calculus of D.P. Story.

0.1  Warnings and Disclaimers

Before proceeding with this interactive manual we stress the following:

0.2  Recommended Exercises

Section 1.1. Problems 17, 23, 25

Section 1.2. Problems 17, 27

Section 1.3. Problems 25, 31, 39, 63

Section 1.4. Problems 11, 19, 23, 33

Section 1.5. Problems 15, 49, 55, 65

Section 2.1. Problems 1, 19

Section 2.2. Problems 21, 27

Section 2.3. Problems 21, 53, 55

Section 2.4. Problems 13, 17, 19, 41, 45

Section 2.5. Problems 17, 19, 47, 55

Section 2.6. Problems 11, 17, 27, 33

Section 2.7. Problem 7

Section 2.8. Problems 1, 5

Section 3.1. Problems 7, 25

Section 3.2. Problems 11, 15, 41

Section 3.3. Problems 5, 17, 29

Section 3.4. Problems 7, 13, 23

Section 3.5. Problems 13, 17, 31, 41

Section 3.6. Problems 5, 7, 29

Section 4.1. Problems 9, 17

Section 4.2. Problems 17, 21, 23, 31, 35, 39

Section 4.3. Problems 9, 27, 35

Section 4.4. Problems 9, 27, 33

Section 4.5. Problems 13, 21, 25

Section 4.6. Problems 19, 25, 35, 47, 59

Section 5.1. Problems 15, 23

Section 5.2. Problems 11, 13, 29

Section 5.3. Problems 7, 15, 23, 27, 29

Section 5.4. Problems 3, 14

Section 5.5. Problems 7, 12, 29, 33

Section 6.1. Problems 25, 33

Section 6.2. Problems 37, 41

Section 6.3. Problems 33, 37

Section 6.4. Problems 11, 23, 31, 37

Section 6.5. Problems 35, 43, 45

Section 6.7. Problems 5, 21, 43, 53, 61

Section 6.8. Problems 32, 34

Section 6.9. Problems 9, 17, 63, 65

Section 7.1. Problems 9, 17, 29, 31

Section 7.2. Problems 3, 5, 13, 21

Section 7.3. Problems 5, 9, 11, 17

Section 7.4. Problems 7, 21, 25

Section 7.5. Problems 5, 9, 15

Section 7.7. Problems 13, 15, 53, 63

Section 8.1. Problems 23, 31

Section 8.2. Problems 13, 27, 47

Section 8.3. Problems 5, 11, 15, 25, 27, 39, 43

Section 8.4. Problems 7, 9, 15, 17, 25, 31

Section 8.5. Problems 11, 15, 21, 29

Course Outline

1  General Information
    1.1  Warnings and Disclaimers
    1.2  Recommended Exercises
2  Limits
    2.1  Introduction to Limits
    2.2  Definition of Limit
    2.3  Techniques for Finding Limits
    2.4  Limits Involving Infinity
    2.5  Continuous Functions
3  Derivative
    3.1  Tangent Lines and Rates of Changes
    3.2  Definition of Derivative
    3.3  Techniques of Differentiation
    3.4  Derivatives of the Trigonometric Functions
    3.5  The Chain Rule
    3.6  Implicit Differentiation
    3.7  Related Rates
    3.8  Linear Approximations and Differentials
4  Appliactions of Derivative
    4.1  Extrema of Functions
    4.2  The Mean Value Theorem
    4.3  The First Derivative Test
    4.4  Concavity and the Second Derivative Test
    4.5  Summary of Graphical Methods
    4.6  Optimization Problems. Review
5  Integrals
    5.1  Antiderivatives and Indefinite Integrals
    5.2  Change of Variables in Indefinite Integrals
    5.3  Summation Notation and Area
    5.4  The Definite Integral
    5.5  Properties of the Definite Integral
    5.6  The Fundamental Theorem of Calculus
6  Applications of the Definite Integral
    6.1  Area
    6.2  Solids of Revolution
    6.3  Volumes by Cylindrical Shells
    6.4  Volumes by Cross Section
    6.5  Arc Length and Surfaces of Revolution
7  Trancendential Functions
    7.1  The Derivative of the Inverse Function
    7.2  The Natural Logarithm Function
    7.3  The Exponential Function
    7.4  Integration Logarithm and Exponents
    7.5  General Exponential and Logarithmic Functions
    7.7  Inverse Trigonometric Functions
    7.8  Hyperbolic Functions
    7.9  l'Hospital's Rule
8  Techniques of Integration
    8.1  Integration by Parts
    8.2  Trigonometric Integrals
    8.3  Trigonometric Substitution
    8.4  Integrals of Rational Functions
    8.5  Quadratic Expressions
    8.6  Improper Integrals
9  Infinite Series
    9.1  Sequences
    9.2  Convergent or Divergent Series
    9.3  Positive-Term Series
    9.4  The Ratio and Root Tests
    9.5  Alternating Series and Absolute Convergence
A  Algebra
    A.1  Numbers
    A.2  Polynomial. Factorization of Polynomials
    A.3  Binomial Formula
    A.4  Real Axis
    A.5  Absolute Value
    A.6  Inequalities
B  Function and Their Graph
    B.1  Rectangular (Cartesian) Coordinates
    B.2  Graph of an Equation
    B.3  Line Equations
    B.4  Symmetries and Shifts
    B.5  Definition of a Function. Domain and Range
    B.6  One-to-One Functions. Periodic Functions
    B.7  Inc/Decreasing, Odd/Even Functions
C  Conic Section
    C.1  Circle
    C.2  Parabola
    C.3  Ellipse
    C.4  Hyperbola
    C.5  Conclusion
D  Trigonometic Functions
E  Exponential and Logarithmic Functions
Index

Chapter 1
Limits

The notion of limits is central for calculus almost any other notion of calculus (continuity, convergence of a sequence, derivative, integral, etc.) is based on limits. Thus it is very important to be command with limits.

1.1  Introduction to Limits

The following is a quote from a letter of Donald E. Knuth to ``Notices of AMS''.

The most important of these changes would be to introduce the O notation and related ideas at an early stage. This notation, first used by Bachmann in 1894 and later popularized by Landau, has the great virtue that it makes calculations simpler, so it simplifies many parts of the subject, yet it is highly intuitive and easily learned. The key idea is to be able to deal with quantities that are only partly specified, and to use them in the midst of formulas.

I would begin my ideal calculus course by introducing a simpler `` A notation,'' which means ``absolutely at most.'' For example, A(2) stands for a quantity whose absolute value is less than or equal to 2. This notation has a natural connection with decimal numbers: Saying that π is approximately 3.14 is equivalent to saying that π = 3.14+A(.005). Students will easily discover how to calculate with A:
10A(2)
=
A(100) ;

3.14+A(.005)

1+A(0.01)
=
3.14+A(.005)+A(0.0314)+A(.00005)
=
3.14+A(0.3645)=3.14+A(.04) .
I would of course explain that the equality sign is not symmetric with respect to such notations; we have 3=A(5) and 4=A(5) but not 3=4, nor can we say that A(5)=4. We can, however, say that A(0)=0. As de Bruijn points out in [1, § 1.2], mathematicians customarily use the = sign as they use the word ``is'' in English: Aristotle is a man, but a man isn't necessarily Aristotle.

The A notation applies to variable quantities as well as to constant ones. For example,
sinx
=
A(1) ;
x
=
A(x) ;
A(x)
=
xA(1) ;
A(x)+A(y)
=
A(x+y) if x ≥ 0 and y ≥ 0 ;

1+A(t)
2
=
1+3A(t) if t=A(1) .

Once students have caught on to the idea of A notation, they are ready for O notation, which is even less specific. In its simplest form, O(x) stands for something that is CA(x) for some constant C, but we don't say what C is. We also define side conditions on the variables that appear in the formulas. For example, if n is a positive integer we can say that any quadratic polynomial in n is O(n2). If n is sufficiently large, we can deduce that

n+O(√n )

lnn+γ+O(1/n)
=
nlnn+γn+O(1)+O(√nlnn)+O(√n )+O(1/√n )
=
nlnn+γn+O(√nlnn) .

I'm sure it would be a pleasure for both students and teacher if calculus were taught in this way. The extra time needed to introduce O notation is amply repaid by the simplifications that occur later. In fact, there probably will be time to introduce the `` o notation,'' which is equivalent to the taking of limits, and to give the general definition of a not-necessarily-strong derivative:
f(x+ε)=f(x)+f′(x)ε+o(ε) .
The function f is continuous at x if
f(x+ε)=f(x)+o(1) ;
and so on. But I would not mind leaving a full exploration of such things to a more advanced course, when it will easily be picked up by anyone who has learned the basics with O alone. Indeed, I have not needed to use ``o'' in 2200 pages of The Art of Computer Programming, although many techniques of advanced calculus are applied throughout those books to a great variety of problems.

Students will be motivated to use O notation for two important reasons. First, it significantly simplifies calculations because it allows us to be sloppy-but in a satisfactorily controlled way. Second, it appears in the power series calculations of symbolic algebra systems like Maple and Mathematica, which today's students will surely be using.

[1]: N. G. de Bruijn, Asymptotic Methods in Analysis (Amsterdam: North-Holland, 1958).

[2]: R. L. Graham, D. E. Knuth, and O. Patashnik, Concrete Mathematics (Reading, Mass.: Addison-Wesley, 1989).

1.2  Definition of Limit

Definition 1 Let a function f be defined on an open interval containing a, except possible at a itself, and let L be a real number. The statement

lim
x → a 
f(x) = L
(1.1)
(L is the limit of function f at a) means that for every ε > 0, there is a δ > 0 such that if 0 < | x−a | < δ, then | f(x)−L | < ε.

We introduce a special kind of limits:

Definition 2 We say that variable y is o(z) ( o notation) in the neighborhood of a point a if for every ε > 0 there exists δ > 0 such that if 0 < | x−a | < δ, then | y | < ε| z |.

Then we could define limit of a function as follows

Definition 3 A function f(x) has a limit L at point a if for x ≠ 0
f(a+x)=L+o(1).

Theorem 4 If

lim
x → a 
f(x)=L
and L > 0, then there is an open interval (a−δ,a+δ) containing a such that f(x) > 0 for every x in (a−δ,a+δ), except possibly x=a.

Exercise 5 Verify limits using Definition

lim
x → 3 
(5x+3)
=
18;

lim
x → 2 
(x2+1)
=
5.

1.3  Techniques for Finding Limits

Theorem 1 The following basic limits are:

lim
x → a 
c
=
c;
(1.2)

lim
x → a 
x
=
a. .
(1.3)

Theorem 2 If both limits

lim
x → a 
f(x) and
lim
x → a 
g(x)
exist, then

lim
x → a 
[ f(x)±g(x)]
=

lim
x → a 
f(x) ±
lim
x → a 
g(x);
(1.4)

lim
x → a 
[ f(x)·g(x)]
=

lim
x → a 
f(x) ·
lim
x → a 
g(x).
(1.5)

lim
x → a 

 f(x)

g(x)

=

lim
x → a 
f(x)


lim
x → a 
g(x)
,
(1.6)
provided

lim
x → a 
g(x) ≠ 0.

Corollary 3

  1. From formulas (2.2) and (2.5) follows

    lim
    x → a 
    [ cf(x)]=c
    lim
    x → a 
    f(x).

  2. If a, m, b are real numbers then

    lim
    x → a 
    (mx+b)=ma+b.

  3. If n is a positive integer then

    lim
    x → a 
    xn
    =
    an.

    lim
    x → a 
    [f(x)]n
    =


    lim
    x → a 
    f(x)
    n
     
    ,
    provided there exists the limit

    lim
    x → a 
    f(x).

  4. If f(x) is a polynomial function and a is a real number, then

    lim
    x → a 
    f(x) = f(a).

  5. If q(x) is a rational function and a is in the domain of q, then

    lim
    x → a 
    q(x) = q(a).

Exercise 4 Find limits

lim
x → 2 
√3;

lim
x → −3 
x;

lim
x → 4 
(3x+1);

lim
x → −2 
(2x−1)15;

lim
x → 1/2 
 2x2+5x−3

6x2−7x+2
;

lim
x → −2 
 x2+2x−3

x2+5x+6
;

lim
x → π 
5
 
 

 x−π

x+π
 
;

lim
h → 0 

 1

h



 1




1+h
−1

Theorem 5 If a > 0 and n is a positive integer, or if a ≤ 0 and n is an odd positive integer, then

lim
x → a 
n
 

x
 
=
n
 

a
 
.

Theorem 6 [Sandwich Theorem] Suppose f(x) ≤ h(x) ≤ g(x) for every x in an open interval containing a, except possibly at a. If

lim
x → a 
f(x) = L=
lim
x → a 
g(x),
then

lim
x → a 
h(x) = L.

Exercise 7 Find limits

lim
x → 0 
x2 sin  1

x2
;       
lim
x → π/2 
(x−  π

2
) cosx.

Remark 8 All such type of result could be modified for one-sided limits.

1.4  Limits Involving Infinity

Definition 1 Let a function f be defined on an infinite interval (c,∞) (respectively (−∞, c)) for a real number c, and let L be a real number. The statement

lim
x → ∞ 
f(x) = L        (
lim
x → −∞ 
f(x) = L)
means that for every ε > 0 there is a number M such that if x > M (x < M), then | f(x)−L | < ε.

Theorem 2 If k is a positive rational number and c, then

lim
x → ∞ 
 c

xk
=0 and
lim
x → −∞ 
 c

xk
=0

Definition 3 Let a function f be defined on an open interval containing a, except possibly at a itself. The statement

lim
x → a 
f(x) = ∞
means that for every M > 0, there is a δ > 0 such that if 0 < | x−a | < δ, then f(x) > M.

Exercise 4 Find limits

lim
x → −1 
 2 x2

x2−x−1

lim
x → 9/2 
 3x2

(2x−9)2
(1.7)

lim
x → ∞ 
 −x3+2x

2x2−3

lim
x → −∞ 
 2x2−x+3

x3+1
(1.8)

1.5  Continuous Functions

The notion of continuity is absorbed from our every day life. Here is its mathematical definition

Definition 1 A function f is continuous at a point c if

lim
x → c 
f(x) = f(c).

If function is not continuous at c then it is discontinuous at c, or that f has discontinuity at c. We give names to the following types of discontinuities:

  1. Removable discontinuity:

    lim
    x → c 
    f(x) ≠ f(c).

  2. Jump discontinuity:

    lim
    x → +c 
    f(x) ≠
    lim
    x → −c 
    f(x).

  3. Infinite discontinuity:

    lim
    x →±c 
    f(x) = ±∞.

Exercise 2 Classify discontinuities of
f(x) =



−x2
if x < 1
2
if x=1
(x−2)−1
if x > 1.

Theorem 3

  1. A polynomial function f is continuous at every real point c.

  2. A rational function q=f/g is continuous at every number except the numbers c such that g(c)=0.

PROOF. The proof follows directly from Corollary 2.3.3. [¯]

Exercise 4 Find all points at which f is discontinuous
f(x)=  x−1

x2+x−2
.

Definition 5 If a function f is continuous at every number in an open interval (a,b) we say that f is continuous on the interval (a,b). We say also that f is continuous on the interval [a,b] if it is continuous on (a,b) and

lim
x →±+a 
f(x) = a       
lim
x →±−b 
f(x)=b.

Theorem 6 If two functions f and g are continuous at a real point c, the following functions are also continuous at c:

  1. the sum f+g.

  2. the difference f−g.

  3. the product fg.

  4. the quotient f/g, provided g(c) ≠ 0.

PROOF. Proof follows directly from the Theorem 2.3.2. [¯]

Exercise 7 Find all points at which f is continuous
f(x) =



9−x




x−6
       f(x)=  x−1




x2−1
.

Theorem 8

  1. If

    lim
    x → c 
    g(x) = b
    and f is continuous at b, then

    lim
    x → c 
    f(g(x)) = f(b) = f(
    lim
    x → c 
    g(x)).

  2. If g is continuous at c and if f is continuous at g(c), then the composite function f °g is continuous at c.

Exercise 9 Suppose that
f(x) =

c2x,
if x < 1
3cx−2
if x ≥ 1.
Determine all c such that f is continuous on R.

Theorem 10 [Intermediate Value Theorem] If f is continuous on a closed interval [a,b] and if w is any number between f(a) and f(b), then there is at least one point c ∈ [a,b] such that f(c)=w.

Corollary 11 If f(a) and f(b) have opposite signs, then there is a number c between a and b such that f(x)=0.

Exercise 12 Let f(x)=x7+3x+2 and g(x)=−10x6+3x2−1. Show that there is a solution of the equation f(x)=g(x) on the interval (−1,0).

Chapter 2
Derivative

2.1  Tangent Lines and Rates of Changes

Let we construct a secant line to a graph of a function f(x) through the points (a,f(a)) and (a+h,f(a+h)). Then from the formula (B.4) it will have a slope (see (B.4))
m=  f(a+h)−f(a)

(a+h)−a
=  f(a+h)−f(a)

h
.
(2.1)
If h → 0 than secant line became a tangent and we obtain a formula for its slope
mt =
lim
h → 0 
 f(a+h)−f(a)

h
.
(2.2)
Thus the equation of tangent line could be written as follows (see page pageref)
y−f(a)=mt (x−a) or y=f(a)+mt(x−a).
(2.3)

If a body pass a distance d within time t then average velocity is defined as
vav =  d

t
.
If the time interval t → 0 then we obtain instantaneous velocity
va =
lim
t → 0 
 s(a+t) − s(a)

t
.
(2.4)
These and many other examples lead to the notion of derivative.

2.2  Definition of Derivative

The following is a quote from a letter of Donald E. Knuth to ``Notices of AMS''.

I would define the derivative by first defining what might be called a ``strong derivative'': The function f has a strong derivative f′(x) at point x if
f(x+ε)=f(x)+f′(x)ε+O(ε2)
whenever ε is sufficiently small. The vast majority of all functions that arise in practical work have strong derivatives, so I believe this definition best captures the intuition I want students to have about derivatives.

Definition 1 The derivative of a function f is the function f′ whose value at x is given by
f′(x) =
lim
x → 0 
 f(x+h)−f(x)

h
,
(2.5)
provided the limit exists.

2.3  Techniques of Differentiation

We see immediately, for example, that if f(x)=x2 we have
(x+ε)2=x2+2xε+ε2 ,
so the derivative of x2 is 2x. And if the derivative of xn is dn(x), we have
(x+ε)n+1
=
(x+ε)
xn+dn(x)ε+O(ε2)
=
xn+1+
xdn(x)+xn
ε+O(ε2) ;
(2.6)
hence the derivative of xn+1 is xdn(x)+xn and we find by induction that dn(x)=nxn−1. Similarly if f and g have strong derivatives f′(x) and g′(x), we readily find
f(x+ε)g(x+ε)=f(x)g(x)+
f′(x)g(x)+f(x)g′(x)
ε+O(ε2)
and this gives the strong derivative of the product. The chain rule
f
g(x+ε)
=f
g(x)
+f′
g(x)
g′(x)ε+O(ε2)
(2.7)
also follows when f has a strong derivative at point g(x) and g has a strong derivative at x.

It is also follows that

Theorem 1 If a function f is differentiable at a, then f is continuous at a.

Exercise 2 Give an example of a function f which is continuous at point x=0 but is not differentiable there.

It could be similarly proven the following

Theorem 3 Let f and g be differentiable functions at point c then the following functions are differentiable at c also and derivative could be calculated as follows:

  1. sum and difference (f±g)′(x) = f′(x) ±g′(x).

  2. product (fg)′(x)=f′(x)g(x)+f(x)g′(x).

  3. fraction

     f

    g

    ′(x) =  f′(x)g(x)−f(x)g′(x)

    g2(x)
    .

2.4  Derivatives of the Trigonometric Functions

Before find derivatives of trigonometric functions we will need the following:

Theorem 1 The following limits are:

lim
φ→ 0 
sinφ
=
0;
(2.8)

lim
φ→ 0 
cosφ
=
1;
(2.9)

lim
φ→ 0 
 sin φ

φ
=
1.
(2.10)

PROOF. Only the last limit is non-trivial. It follows from obvious inequalities
sinφ < φ < tanφ
and the Sandwich Theorem 2.3.6. [¯]

Corollary 2 The following limit is

lim
x → 0 
 1−cosφ

φ
=0.

Exercise 3 Find following limits if they exist:

lim
t → 0 
 4t2+3t sint

t2
;

lim
t → 0 
 cost

1−sint
;

lim
x → 0 
x cotx;

lim
x → 0 
 sin3x

sin5x
.

We are able now to calculate derivatives of trigonometric functions

Theorem 4
sin′x = cosx;
cos′x = sinx;
(2.11)
tan′x = sec2 x;
cot′x = csc2 x;
(2.12)
sec′x = secx tanx;
csc′x = −cscx cotx.
(2.13)

PROOF. The proof easily follows from the Theorem 3.4.1 and trigonometric identities on page pageref. [¯]

Exercise 5 Find derivatives of functions
y=  sinx

x
;
y=  1−cosz

1+cosz
;
y=  tanx

1+x2
;
y=csct sint.

2.5  The Chain Rule

The chain rule
(f °g)′(x) = f′(g(x)) g′(x)
(2.14)
was proven above 3.7.

Exercise 1 Find derivatives
y=
z2  1

z2

3

 
;
y=  x4−3x2+1

(2x+3)4
;
y=
3
 

8r3+27
 
;
y=(7x+

 

x2+3
 
)6.

2.6  Implicit Differentiation

If a function f(x) is given by formula like f(x)=2x7+3x−1 then we will say that it is an explicit function . In contrast an identity like
y4+3y−4x3=5x+1
define an implicit function . The derivative of implicit function could be found from an equation which it is defined. Usually it is a function both x and y. This procedure is called implicit differentiation .

Exercise 1 Find the slope of the tangent lines at given points

  1. x2y+siny=2π at P(1,2π).

  2. 2x3−x2y+y3−1=0 at P(2,−3).

2.7  Related Rates

If two variables x and y satisfy to some relationship then we could found their related rates by the implicit differentiation.

Exercise 1

  1. If S=z3 and dz/dt=−2 when z=3, find dS/dt.

  2. If x2+3y2+2y=10 and dx/dt=2 when x=3 and y=−1, find dy/dt.

Exercise 2 Suppose a spherical snowball is melting and the radius is decreasing at a constant rate, changing from 12 in. to 8 in. in 45 min. How fast was the volume changing when the radius was 10 in.?

2.8  Linear Approximations and Differentials

It is known from geometry that a tangent line is closest to a curve at given point among all lines. Thus equation of a tangent line (3.3)
y=f(a) + f′(a)(x−a)
(2.15)
gives the best approximation to a given graph of f(x). We could use this linear approximation in order to estimate value of f(x) in a vicinity of a. We denote an increment of the independent variable x by ∆x and
∆y = f(x0+∆x)−f(x)
is the increment of dependent variable. Therefore
∆y
f′(x) ∆x if ∆x ≈ 0;
(2.16)
f(x)
f(x) + f′(x)∆x;
(2.17)
f(x)
f(x) + dy,
(2.18)
where dy=f′(x)∆x is defined to be differential of f(x).

An application of this formulas connected with estimation of errors of measurements:

Exact value Approximate value
Absolute error ∆y = y−y0 dy=f′(x0) ∆x
Relative error [ ∆y/(y0)] [ dy/(y0)]
Percentage error [ ∆y/(y0)] ×100% [ d y/(y0)] ×100%

Exercise 1 Use linear approximation to estimate f(b):

  1. f(x)=−3x2+8x−7; a=4, b=3.96.

  2. f(φ)=cscφ+cotφ, a=45°, b=46°.

Exercise 2 Find ∆y, dy, dy−∆y for y=3x2+5x−2.

Chapter 3
Appliactions of Derivative

3.1  Extrema of Functions

We defined increasing and decreasing functions in Section B.7. There are more definitions

Definition 1 Let f is defined on S ⊂ R and c ∈ S.

  1. f(c) is the maximum value of f on S if f(x) ≤ f(c) for every x ∈ S.

  2. f(c) is the minimum value of f on S if f(x) ≥ f(c) for every x ∈ S.

Maximum and minimum are called extreme values, or extrema of f. If S is the domain of f then maximum and minimum are called global or absolute .

Exercise 2 Give an examples of functions which do not have minimum or maximum values.

The important property of continuous functions is given by the following

Theorem 3 If f is continuous on [a,b], then f takes on a maximum and minimum values at least once in [a,b].

Sometimes the following notions are of great importance

Definition 4 Let c be a number in domain of f.

  1. f(c) is the local maximum f if there is an open interval (a,b) such that c ∈ (a,b) and f(x) ≤ f(c) for every x ∈ (a,b) in the domain of f.

  2. f(c) is the local minimum f if there is an open interval (a,b) such that c ∈ (a,b) and f(x) ≥ f(c) for every x ∈ (a,b) in the domain of f.

The local extrema could be determined from values of derivative:

Theorem 5 If f has a local extremum at a number c in an open interval, then either f′(c)=0 or f′(c) do not exist.

PROOF. The proof follows from the linear approximation of ∆f by f′(c)∆x: if f′(c) exists and f′(c) ≠ 0 then in an open interval around c there is values of f whose greater and less than f(c). [¯]

The direct consequence is:

Corollary 6 if f′(c) exists and f′(c) ≠ 0 then f(c) is not a local extremum of c.

Critical numbers of f are whose points c in the domain of f where either f′(c)=0 or f′(c) does not exist.

Theorem 7 If a function f is continuous on a [a,b] and has its maximum or minimum values at a number c ∈ (a,b), then either f′(c)=0 or f′(c) does not exist.

So to determine maximum and minimum values of f one should accomplish the following steps

  1. Find all critical points of f on (a,b).

  2. Calculate values of f in all critical points from step 1.

  3. Calculate the endpoint values f(a) and f(b).

  4. The maximal and minimal values of f on [a,b] are the largest and smallest values calculated in 2 and 3.

Exercise 8 Find extrema of f on the interval

  1. y=x4−5x+4; [0,2].

  2. y=(x−1)2/3−4; [0,9].

Exercise 9 Find the critical numbers of f
y
=
4x3+5x2−42x+7;
y
=
3
 

x2−x−2
 
;
y
=
(4z+1)

 

z2−16
 
;
y
=
8cos3t−3sin2x−6x.

3.2  The Mean Value Theorem

Theorem 1 [Rolle's Theorem] If f is continuous on a closed interval [a,b] and differentiable on the open interval (a,b) and if f(a)=f(b), then f′(c)=0 for at least one number c in (a,b).

PROOF. There is two possibilities

  1. f is constant on [a,b] then f′(x)=0 everywhere.

  2. f(x) is not constant then it has at least one extremum point c (Theorem 4.1.3) which is not the end point of [a,b], then f′(c)=0 (Theorem 4.1.5).

[¯]

Exercise 2 Shows that f satisfy to the above theorem and find c:

  1. f(x)=3x2−12x+11; [0,4].

  2. f(x)=x3−x; [−1,1].

Rolle's Therem is the principal step to the next

Theorem 3 [Mean Value Theorem or Lagrange's Theorem] If f is continuous on a closed interval [a,b] and differentiable on the open interval (a,b), then there exists a number c ∈ (a,b) such that
f′(c)=  f(b)−f(a)

b−a
or, equivalently,
f(b)−f(a)=f′(c)(b−a).

PROOF. The proof follows from applivcation of the Rolle's Theorem 4.2.1 to the function
g(x)=f(x) −  f(b)−f(a)

b−a
(x−a).
[¯]

We start applications of Mean Value Theorem by two corrolaries:

Corollary 4 If f′(x)=0 for all x in some interval I, then there is a constant C such that f(x)=C for all x in I.

Corollary 5 If f′(x)=g′(x) foar all x ∈ I, then there is a constant C such that f(x)=g(x)+C.

Exercise 6 Shows that f satisfy to the above theorem and find c:

  1. f(x)=5x2−3x+1; [1,3].

  2. f(x)=x2/3; [−8,8].

  3. f(x)=x3+4x; [−3,6].

Exercise 7 Prove: if f continuous on [a,b] and if f′(x)=c there, then f(x)=cx+d for a d ∈ R.

Exercise 8 Prove:
| sinu− sinv | ≤ | u−v |.

3.3  The First Derivative Test

Derivative of function could provide future information on its behavior:

Theorem 1 Let f be continuous on [a,b] and differentiable on (a,b).

  1. If f′(x) > 0 for every x in (a,b), then f is increasing on [a,b].

  2. If f′(x) < 0 for every x in (a,b), then f is decreasing on [a,b].

PROOF. For any numbers x1 and x2 in (a,b) we could write using the Mean Value Theorem :
f(x1)−f(x2) = f′(c) (x1−x2).
Then for x1 > x2 we will have f(x1) > f(x2) if f′(c) is positive and f(x1) < f(x2) if f′(c) is negative. [¯]

To check the sign of continuous derivative in an interval [a,b] which does not contain critical points it is enough to verify it for a single point k ∈ (a,b) (See Intermediate Value Theorem ). We shall call f′(k) a test value.

Test 2 [First Derivative Test] Let c is a critical number for f, f is continuous in an open interval I containing c and differentiable in I, except possibly at c itself. Then from the above theorem it follows that

  1. If f′ changes from positive to negative at c, then f(c) is a local maximum of f.

  2. If f′ changes from negative to positive at c, then f(c) is a local minimum of f.

  3. If f′(x) > 0 or f′(x) < 0 for all x ∈ I, x ≠ c, then f(c) is not a local extremum of of c.

Exercise 3 Find the local extrema of f and intervals of monotonicity, sketch the graph

  1. y=2x3+x2−20x+1.

  2. y=10x3(x−1)2.

  3. y=x(x2−9)1/2.

  4. y=x/2−sinx.

  5. y=2cosx+cos2x.

Exercise 4 Find local extrema of f on the given interval

  1. y=cot2 x+2cotx [π/6,5π/6].

  2. y=tanx − 2secx [−π/4, π/4].

3.4  Concavity and the Second Derivative Test

Definition 1 Let f be differentiable on an open interval I. The graph of f is

  1. concave upward on I if f′ is increasing on I;

  2. concave downward on I if f′ is decreasing on I.

If a graph is concave upward then it lies above any tangent line and for downward concavity it lies below every tangent line.

Test 2 [Test for Concavity] If the second derivative f′′ of f exists on an open interval I, then the graph of f is

  1. concave upward on I if f′′(x) > 0 on I;

  2. concave downward on I if f′′(x) < 0 on I.

Definition 3 A point (c,f(c)) on the graph of f is a point of inflection if the following conditions are satisfied:

  1. f is continuous at c.

  2. There is an open interval (a,b) containing c such that the graph has different types of concavity on (a,c) and (c,b).

Test 4 [Second Derivative Test] Suppose that f is differentiable on an open interval containing c and f′(c)=0.

  1. If f′′(c) < 0, then f has a local maximum at c.

  2. If f′′(c) > 0, then f has a local minimum at c.

Exercise 5 Find the local extrema of f, intervals of concavity and points of inflections.

  1. y=2x6−6x4.

  2. y=x1/5−1.

  3. y=6x1/2−x3/2.

  4. y=cosx −sinx.

  5. y=x+2cosx.

3.5  Summary of Graphical Methods

In order to sketch a graph the following steps should be performed
  1. Find domain of f.

  2. Estimate range of f and determine region where f is negative and positive.

  3. Find region of continuity and classify discontinuity (if any).

  4. Find all x- and y-intercepts.

  5. Find symmetries of f.

  6. Find critical numbers and local extrema (using the First of Second Derivative Test), region of monotonicity of f.

  7. Determine concavity and points of inflections.

  8. Find asymptotes.

Exercise 1 Sketch the graphs:
f(x)
=
 2x2−x−3

x−2
;
f(x)
=
 8−x3

2x2
;
f(x)
=
 −3x




x2+4
;
f(x)
=
x3+  3

x
;
f(x)
=
 −4

x2+1
;
f(x)
=
| x3−x |;
f(x)
=
| cosx | + 2.

3.6  Optimization Problems. Review

To solve optimization problem one need to translate the problem to a question on extrema of a function of one variable.

Exercise 1

  1. Find the minimum value of A if A=4y+x2, where (x2+1)y=324.

  2. Find the minimum value of C if C=(x2+y2)1/2, where xy=9.

Exercise 2 A metal cylindrical container with an open top is to hold 1 m3. If there is no waste in construction, find the dimension that require the least amount of material.

Exercise 3 Find the points of the graph of y=x3 that is closest to the point (4,0).

Chapter 4
Integrals

4.1  Antiderivatives and Indefinite Integrals

Definition 1 A function F is an antiderivative of the function f on an interval I if F′(x)=f(x) for every x ∈ I.

It is obvious that if F is an antiderivative of f then F(x)+C is also antiderivative of f for any real constant C. C is called an arbitrary constant. It follows from Mean Value Theorem that every antiderivative is of this form.

Theorem 2 Let F be an antiderivative of f on an interval I. If G is any antiderivative of f on I, then
G(x)=F(x)+C
for some constant C and every x ∈ I.

Exercise 3 The above Theorem may be false if the domain of f is different from an interval I. Give an example.

Definition 4 The notation

f(x) dx = F(x) + C,
where F′(x) = f(x) and C is an arbitrary constant, denotes the family of all antiderivatives of f(x) on an interval I and is called indefinite integral .

Theorem 5

 d

dx
(f(x)) dx
=
f(x)+C;
(4.1)
 d

dx


f(x) dx
=
f(x).
(4.2)

The above Theorem allows us to construct a primitive table of antiderivatives from the tables of derivatives:
Derivative
Indefinite Integral
 d

dx
(x) = 1

1 dx =
 dx = x+C
 d

dx
(  xr+1

r+1
) = xr    (r ≠ −1)

xr dx =  xr+1

r+1
+C    (r ≠ −1)
 d

dx
(sinx ) = cosx

cosx dx = sinx +C
 d

dx
(−cosx ) = sinx

sinx dx = −cosx +C
 d

dx
(tanx) = sec2 x

sec2 x dx = tanx +C
 d

dx
(−cotx) = csc2 x

csc2 x  dx = −cotx +C
 d

dx
(secx ) = secx tanx

secx tanx  dx = secx +C
 d

dx
(−cscx ) = cscx cotx

cscx cotx  dx = −cscx +C
(4.3)

Theorem 6

c f(x) dx
=
c
f(x)  dx
(4.4)

[f(x) ±g(x)] dx
=

f(x) dx±
g(x) dx
(4.5)

Exercise 7 Find antiderivatives of the following functions
9t2−4t+3;
4x2−8x+1;
 1

z3
 3

z2
;


 

u3
 
 1

2
u−2 +5;
(3x−1)2;
 (t2+3)2

t6
;
 7

cscx
;
 1

5
sinx;
 1

sin2 t
.

A Differential equation is an equation that involves derivatives or differentials of an unknown function. Additional values of f or its derivatives are called initial conditions.

Exercise 8 Solve the differential equations subject to the given conditions
f′(x)
=
12x2−6x+1,        f(1)=5;
(4.6)
f′′(x)
=
4x−1,        f′(2)=−2,     f(1)=3;
(4.7)
 d2y

dx2
=
3sinx−4cosx,        y=7, y′=2 if x=0.
(4.8)

4.2  Change of Variables in Indefinite Integrals

One more important formula for indefinite integral could be obtained from the rules of differentiation. The chain rule implies:

Theorem 1 If F is an antiderivative of f, then

f(g(x))g′(x) dx = F(g(x))+C.
If u=g(x) and du=g′(x) dx, then

f(u) du = F(u) +C.

Exercise 2 Find the integrals

x (2x2+3)10 dx;

x2
3
 

3x3+7
 
 dx;
(4.9)


1+  1

x

−3

 

 1

x2

dx;

 t2+t

(4−3t2−2t3)4
dt;
(4.10)

 sin2x




1−cos2x
dx;

sin3 x cosx dx.
(4.11)

4.3  Summation Notation and Area

Definition 1 We use the following summation notation:
n

k=1 
ak = a1+a2+…+an.

Theorem 2
n

k=1 
c
=
cn;
(4.12)
n

k=1 
(ak ±bk)
=
n

k=1 
ak ± n

k=1 
bk;
(4.13)
n

k=1 
cak
=
c
n

k=1 
ak
.
(4.14)

Theorem 3
n

k=1 
k
=
 n(n+1)

2
;
(4.15)
n

k=1 
k2
=
 n(n+1)(2n+1)

6
;
(4.16)
n

k=1 
k3
=

 n(n+1)

2

2

 
.
(4.17)

This sum will help us to find inscribed rectangular polygon and circumscribed rectangular polygon.

Exercise 4 Find the area under the graph of the following functions:

  1. y=2x+3, from 2 to 4.

  2. y=x2+1, from 0 to 3.

4.4  The Definite Integral

There is a way to calculate an area under the graph of a function y=f(x). We could approximate it by a sum of the form
n

k=1 
f(wk) ∆xk,        wk ∈ ∆xk.
It is a Riemann sum The approximation will be precise if will come to the limit of Riemann sums:

lim
δxk → 0 
n

k=1 
f(wk) δxk = L.
If this limit exists it called definite integral of f from a to b and denoted by:

b

a 
f(x) dx =
lim
δxk → 0 
n

k=1 
f(wk) δxk = L.
If the limit exist we say that f is integrable function on [a,b].

4.5  Properties of the Definite Integral

Theorem 1 If c is a real number, then

b

a 
c dx = c(b−a).

Theorem 2 If f is integrable on [a,b] and c is any real number, then cf is integrable on [a,b] and

b

a 
cf(x) dx = c
b

a 
f(x) dx.

Theorem 3 If f and g are integrable on [a,b], then f±g is also integrable on [a,b] (a > b) and

b

a 
[f(x)±g(x)] dx =
b

a 
[f(x)±g(x)] dx.

Theorem 4 If f is integrable on [a,b] and f(x) ≥ 0 for all x ∈ [a,b] then

b

a 
f(x) dx ≥ 0.

Corollary 5 If f and g are integrable on [a,b] and f(x) ≥ g (x) for all x ∈ [a,b] then

b

a 
f(x) dx ≥
b

a 
g(x) dx.

Theorem 6 [Mean Value Theorem for Definite Integrals] If f is continuous on a closed interval [a,b], then there is a number z in the open interval (a,b) such that

b

a 
f(x) dx = f(z)(b−a).

Definition 7 Let f be continuous on [a,b]. The average value fav of f on [a,b] is
fav =  1

b−a

b

a 
f(x) dx.

Once it is known that integration is the inverse of differentiation and related to the area under a curve, we can observe, for example, that if f and f′ both have strong derivatives at x, then
f(x+ε)−f(x)
=

ε

0 
f′(x+t) dt
=

ε

0 

f′(x)+f′′(x) t+O(t2)
 dt
=
f′(x)ε+f′′(x)ε2/2+O(ε3) .
(4.18)

4.6  The Fundamental Theorem of Calculus

There is an unanswered question from the previous section: Why undefined and defined integrals shared their names and notations? The answer is given by the following

Theorem 1 [Fundamental Theorem of Calculus] Suppose f is continuous on a closed interval [a,b].

  1. If the function G is defined by
    G(x)=
    x

    a 
    f(t) dt
    for every x in [a,b], then G is an antiderivative of f on [a,b].

  2. If F is any antiderivative of f on [a,b], then

    b

    a 
    f(x) dx=F(b)−F(a).

PROOF. The proof of the first statement follows from the Mean Value Theorem for Definite Integral . End the second part follows from the first and initial condition

a

a 
f(x) dx=0.
[¯]

Corollary 2

  1. If f is continuous on [a,b] and F is any antiderivative of f, then

    b

    a 
    f(x) dx= F(x) ]ab=F(b)−F(a).



  2. b

    a 
    f(x) dx =

    f(x) dx
    b
    a 
    .

  3. Let f be continuous on [a,b]. If a ≤ c ≤ b, then for every x in [a,b]
     d

    dx

    x

    c 
    f(t) dt = f(x).

Theorem 3 If u=g(x), then

b

a 
f(g(x)) g′(x) dx=
g(b)

g(a) 
f(u) du.

Theorem 4 Let f be continuous on [−a,a].

  1. If f is an even function,

    a

    −a 
    f(x) dx =
    a

    −a 
    f(x) dx.

  2. If f is an odd function,

    a

    −a 
    f(x) dx = 0.

Exercise 5 Calculate integrals

−1

−2 

x−  1

x

2

 
 dx;

4

1 


 

5−x
 
 dx;

1

−1 
(v2−1)3v dv;

π/2

0 
3sin(  1

2
x) dx;

−π/6π/6(x+sin 5x) dx;

π/3

0 
 sinx

cos2 x
dx;

5

−1 
| 2x−3 | dx;

Chapter 5
Applications of the Definite Integral

5.1  Area

We know that the geometric meaning of the definite integral of a positive function is the area under the graph. We could calculate areas of more complicated figures by combining several definite integrals.

Exercise 1 Find areas bounded by the graphs:

  1. x=y2, x−y=2.

  2. y=x3, y=x2.

  3. y=x2/3, x=y2.

  4. y=x3−x, y=0.

  5. x=y3+2y2−3y, x=0.

  6. y=4+cos2x, y=3 sin[ 1/2]x.

Exercise 2 Express via sums of integrals areas:

  1. y = √x , y=−x, x=1, x=4.

5.2  Solids of Revolution

Theorem 1 Let f be continuous on [a,b], and let R be the region bounded by the graph of f, the x-axis, and the vertical lines x=a and x=b. The volume V of the solid of revolution generated by revolving R about the x-axis is
V =
b

a 
π[f(x)]2 dx.

Theorem 2 [Volume of a Washer]
V =
b

a 
π( [f(x)]2 −[g(x)]2 )  dx.

Exercise 3

  1. y=1/x, x=1, x=3, y=0; x-axis;

  2. y=x3, x=−2, y=0, x-axis;

  3. y=x2−4x, y=0; x-axis;

  4. y=(x−1)2+1, y=−(x−1)2+3; x-axis;

Exercise 4 Find volume of revolution for y=x3, y=4x rotated around x=4.

5.3  Volumes by Cylindrical Shells

Let a cylindrical shell has outer and inner radiuses as r1 and r2 then and altitude h. We introduce the average radius r=(r1+r2)/2 and the thickness ∆r = r2−r1. Then its volume is:
V = πr12 h − πr22 h = 2πr ∆r h.
Let a region bounded by a function f(x) and x-axis. If we rotate it around the y-axis then it is an easy to observe that the volume of the solid will be as follow:
V=
b

a 
2πx f(x) dx.

Exercise 1 Find volumes:

  1. y=√x, x=4, y=0, y-axis.

  2. y=x2, y2=8x, y-axis.

  3. y=2x, y=6, x=0, x-axis.

  4. y=√{x+4}, y=0, x=0, x-axis.

5.4  Volumes by Cross Section

If a plane intersects a solid, then the region common to the plane and the solid is a cross section of the solid. There is a simple formula to calculate volumes by cross sections:

Theorem 1 [Volumes by Cross Sections] Let S be a solid bounded by planes that are perpendicular to the x-axis at a and b. If, for every x in [a,b], the cross-sectional area of S is given by A(x), there A is continuous on [a,b], then the volume S is
V =
b

a 
A(x) dx.

Corollary 2 [Cavalieri's theorem] If two solids have equal altitudes and if all cross sections by planes parallel to their bases and at the same distances from their bases have equal areas, then the solids have the same volume.

Exercise 3 Let R be the region bounded by the graphs of x=y2 and x=9. Find the volume of the solid that has R as its base if every cross section by a plane perpendicular to the x-axis has the given shape.

  1. Rectangle of height 2.

  2. A quartercircle.

Exercise 4 Find volume of a pyramid if its altitude is h and the base is a rectangle of dimensions a and 2a.

Exercise 5 A solid has as its base the region in xy-plane bounded by the graph of y2=4x and x=4. Find the volume of the solid if every cross section by a plane perpendicular to the y-axis is semicircle.

5.5  Arc Length and Surfaces of Revolution

We say that a function f is smooth on an interval if it has a derivative f′ that is continuous throughout the interval.

Theorem 1 Let f be smooth on [a,b]. The arc length of the graph of f from A(a, f(a)) to B(b,f(b)) is
Lba =
b

a 


 

1+[f′(x)]2
 
 dx

We could introduce the arc length function s for the graph of f on [a,b] is defined by
s(x)=
x

a 


 

1+[f′(t)]2
 
dt.

Theorem 2 Let f be smooth on [a,b], and let s be the arc length function for the graph of y=f(x) on [a,b]. if ∆x is an increment in the variable x, then
 ds

dx
=


 

1+[f′(x)]2
 
;
(5.1)
ds
=


 

1 + [f′(x)]2
 
∆x.
(5.2)

Exercise 3 Find the arc length:

  1. y = 2/3 x2/3; A(1, 2/3), B(8, 8/3);

  2. y=6 3√{x2}+1; A(−1,7), B(−8,25);

  3. 30xy3−y8=15; A(8/15,1), B([ 271/240],2);

Exercise 4 Find the length of the graph x2/3+y2/3=1.

Theorem 5 If f is smooth and f(x) ≥ > 0 on [a,b], then the area S of the surface generated by revolving the graph of f about the x-axis is
S =
b

a 
2πf(x)

 

1+[f′(x)]2
 
dx.

Exercise 6 Find the area of the surface generated by revolving of the graph

  1. y=x3; A(1,1), B(2,8);

  2. 8y=2x4+x−2, A(1,3/8), B(2, 129/32);

  3. x=4 √y; A(4,1), B(12,9).

Chapter 6
Trancendential Functions

There is a special sort of functions which have a strange name transcendental . We will explore the important rôle of these functions in calculus and mathematics in general.

6.1  The Derivative of the Inverse Function

We define one-to-one functions in Section B.6. For such function we could give the following definition.

Definition 1 Let f be a one-to-one function with domain D and range R. A function g with domain R and range D is the inverse function of f, if for all x ∈ D and y ∈ R y=f(x) iff x=g(y).

Theorem 2 Let f be a one-to-one function with domain D and range R. If g is a function with domain R and range D, then g is the inverse function of f iff both the following conditions are true:

  1. g(f(x))=x for every x ∈ D.

  2. f(g(x))=x for every y ∈ R.

Exercise 3 Find inverse function.

  1. f(x)=[(3x+2)/2x−5];

  2. f(x)=5x2+2, x ≥ 0;

  3. f(x) = √{4−x2}.

Theorem 4 If f is continuous and increasing on [a,b], then f has an inverse function f−1 that is continuous and increasing on [f(a), f(b)].

Theorem 5 If a differentiable function f has an inverse function g=f−1 and if f′(g(c)) ≠ 0, then g is differentiable at c and
g′(c) =  1

f′(g(c))
.
(6.1)

PROOF. The formula follows directly from differentiation by the Chain rule the identity f(g(x))=x (see Theorem 7.1.2). [¯]

Exercise 6 Find domain and derivative of the inverse function.

  1. f(x) = √{2x+3};

  2. f(x) = 4−x2, x ≥ 0;

  3. f(x) = √{9−x2}, 0 ≤ x ≤ 3.

Exercise 7 Prove that inverse function exists and find slope of tangent line to the inverse function in the given point.

  1. f(x) = x5+3x3+2x−1, P(5,1);

  2. f(x) = 4x5−(1/x3), P(3,1);

  3. f(x)=x5+x, P(2,1).

6.2  The Natural Logarithm Function

We know that antiderivative for a function xn is xn+1/(n+1). This expression is defined for all n ≠ −1. This case deserves a special name

Definition 1 The natural logarithm function, denoted by ln, is defined by
lnx =
x

1 
 1

t
dt,
for every x > 0.

From the properties of definite integral follows that
lnx > 0
if
x > 1;
lnx < 0
if
x < 1;
lnx = 0
if
x=1.

Theorem 2
 d

d x
(lnx ) =  1

x
.

Theorem 3 If u=g(x) and g is differentiable, then
 d

d x
(lnu )
=
 1

u
 d u

d x
,     if u > 0;
 d

d x
(ln| u | )
=
 1

u
 d u

d x
,     if u ≠ 0.

Corollary 4 The natural logarithm is an increasing function.

This gives a new way to prove the principal laws of logarithms .

Exercise 5 Prove using laws of logarithms that

lim
x → +∞ 
= +∞    and
lim
x → 0 
= −∞.

From this Exercise and Corollary 7.2.4 follows

Corollary 6 To every real number x there corresponds exactly one positive real number y such that lny = x.

Exercise 7 Find implicit derivatives:

  1. 3y−x2+lnxy=2.

  2. y3+x2lny=5x+3.

Another useful application is logarithmic differentiation which is given by the formula:
 d

d x
f(x)=f(x)  d

d x
ln(f(x)).
(6.2)
It is useful for functions consisting from products and powers of elemntary functions.

Exercise 8 Find derivative of functions using logarithmic differentiation:
f(x)
=
(5x+2)3 (6x+1)2;
(6.3)
f(x)
=
  


(3x2+2)


6x−7
 
;
(6.4)
f(x)
=
 (x2+3)5




x+1
.
(6.5)

6.3  The Exponential Function

Corollary 7.2.6 justify the following

Definition 1 The natural exponential function, denoted by expx = ex, is the inverse of the natural logarithm function. The letter e (=2.718281828…) denotes the positive real number such that lne = 1.

By the definition
lnex
=
x,        x ∈ R
(6.6)
elnx
=
x,        x > 0.
(6.7)

By the same definition we could derive laws of exponents from the laws of logarithms.

Theorem 2
 d

d x
(ex)
=
ex
(6.8)
 d

d x
(eg(x))
=
eg(x)  d g(x)

d x
(6.9)
(6.10)

PROOF. The proof of the first identity follows from differentiation of 7.6 by the chain rule . The second identity follows from the first one and the chain rule . [¯]

Exercise 3 Find implicit derivatives

  1. xey+2x−ln(y+1)=3;

  2. ex cosy = x ey.

Exercise 4 Find extrema and regions of monotonicity:

  1. f(x)=x2 e−2x;

  2. f(x) = e1/x.

6.4  Integration Using Natural Logarithm and Exponential Functions

The following formulas are direct consequences of change of variables in definite integral and definition of logarithmic and exponential functions:

 1

g(x)
g′(x) dx
=
ln| g(x) |+C;
(6.11)

eg(x) g′(x) dx
=
eg(x) +C.
(6.12)
From here we could easily derive

Theorem 1

tanu  du
=
− ln| cosu |+C;
(6.13)

cotu  du
=
ln| sinu |+C;
(6.14)

secu  du
=
ln| secu + tanu |+C;
(6.15)

cscu  du
=
ln| cscu − cotu |+C.
(6.16)

Exercise 2 Evaluate integrals

 x3

x4−5
dx;

 (2+lnx)10

x
dx;

 ex

(ex+2)2
dx;

cot
3

x

3

x2
dx.

6.5  General Exponential and Logarithmic Functions

Using laws of logarithms we could make

Definition 1 The exponential function with base a is defined as follows:
f(x)=ax=elnax=exlna.
(6.17)

From this definition the following properties follows

Theorem 2
 d

d x
(ax)
=
ax lna ;
 d

d x
(au)
=
au lna  d u

d x
;

ax dx
=

 1

lna

ax + C;

au du
=

 1

lna

au + C.

Exercise 3 Evaluate integrals

5−5x dx;

 (2x+1)2

2x
 dx;

ee dx;

x5 dx;

x√5 dx;

(√5)x dx;

Exercise 4 The region under the graph of y=3−x from x=1 to x=2 is revolved about the x-axis. Find the volume of the resulting solid.

Having ax already defined we could give the following

Definition 5 The logarithmic function with base a f(x)=loga x is defined by the condition y=loga x iff x=ay.

The following properties follows directly from the definition

Theorem 6
 d

d x
(loga x)
=
 d

d x

 lnx

lna

=  1

lna
 1

x
;
 d

d x
(loga | u |)
=
 d

d x

 ln| u |

lna

=  1

lna
·  1

u
 d u

d dx
.

Exercise 7 Find derivatives of functions:
f(x)
=
log√3cos5x;
f(x)
=
lnlogx.

6.7  Inverse Trigonometric Functions

We would like now to define inverse trigonometric functions. But there is a problem: inverse functions exist only for one-to-one functions and trigonometric functions are not the such.

Exercise 1 Prove that a periodic function could not be a one-to-one function.

A way out could be as follows: we restrict a trigonometric function f to an interval I in such a way that f is one-to-one on I and there is no a bigger interval I′ ⊃ I that f is one-to-one on I′.

Definition 2

  1. The arcsine ( inverse sine function) denoted arcsin is defined by the condition y=arcsinx iff x=siny for −1 ≤ x ≤ 1 and −π/2 ≤ y ≤ π/2.

  2. The arccosine ( inverse cosine function) denoted arccos is defined by the condition y=arccosx iff x=cosy for −1 ≤ x ≤ 1 and 0 ≤ y ≤ π.

  3. The arctangent ( inverse tangent function) denoted arctan is defined by the condition y=arctanx iff x=tany for x ∈ R and −π/2 ≤ y ≤ π/2.

  4. The arcsecant ( inverse secant function) denoted arcsec is defined by the condition y=arcsecx iff x=secy for | x | > 1 and y ∈ [0, π/2) or y ∈ [π, 3 π/2).

Exercise* 3 Why there is no a much need to introduce inverse functions for cotangent and cosecant?

Applying Theorem on derivative of an inverse function we could conclude that

Theorem 4
 d

dx
(arcsinu)
=
 1




1−u2
 du

dx
;
 d

dx
(arccosu)
=
 1




1−u2
 du

dx
;
 d

dx
(arctanu)
=
 1

1+u2
 du

dx
;
 d

dx
(arcsecu)
=
 1

u


u2−1
 du

dx
.

As usually we could invert these formulas for taking antiderivatives:

Theorem 5

 1




a2−u2
 du
=
arcsin  u

a
+C = −arccos  u

a
+ C;

 1

a2+u2
 du
=
 1

a
arctan  u

a
+C;

 1

u


u2−a2
 du
=
 1

a
arcsec  u

a
+C.

And following formulas could be verified by differentiation:

Theorem 6

arcsinu  du
=
u arcsinu +

 

1−u2
 
+C;

arccosu  du
=
u arccosu −

 

1−u2
 
+C;

arctanu  du
=
u arctanu −  1

2
ln(1+u2) +C;

arcsecu  du
=
u arcsecu ln
u

 

u2−1
 

+C.

6.8  Hyperbolic Functions

The following functions arise in many areas of mathematics and applications.

Definition 1
hyperbolic sine function:
sinhx =  ex−e−x

2
;
hyperbolic cosine function:
coshx =  ex+e−x

2
;
hyperbolic tangent function:
tanhx =  ex−e−x

ex+e−x
;
hyperbolic cotangent function:
cothx =  ex+e−x

ex−e−x
.

There are a lot of identities involving hyperbolic functions which are similar to the trigonometric ones. We will mentions only few most important of them

Theorem 2
cosh2 x − sinh2 x
=
1;
1 − tanh2 x
=
(coshx)−2;
coth2 x −1
=
(sinhx)−2.

From formula (ex)′=ex easily follows the following formulas of differentiation:

Theorem 3
 d

dx
(sinhx)
=
coshu  du

dx
;
 d

dx
(coshx)
=
sinhu  du

dx
;
 d

dx
(tanhx)
=
(coshu)−2  du

dx
;
 d

dx
(cothx)
=
−(sinhu)−2  du

dx
.

Exercise 4 Find derivative of functions
f(x)=  1+coshx

1+sinhx
;       f(x)=ln| tanhx |.

We again could rewrite these formulas for indefinite integral case:

Theorem 5

sinhu  du
=
coshu +C;

coshu  du
=
sinhu +C;

(coshu)−2  du
=
tanhu +C;

(sinhu)−2  du
=
cothu +C.

Exercise 6 Evaluate integrals

 sinh√x

√x
 dx;       
 1

cosh2 3x
 dx.

6.9  Indeterminate Forms and l'Hospital's Rule

In this section we describe a general tool which simplifies evaluation of limits.

Theorem 1 [Cauchy's Formula] If f and g are continuous on [a,b] and differentiable on (a,b) and if g′(x) ≠ 0 for all x ∈ (a,b), then there is a number w ∈ (a,b) such that
 f(a)−f(b)

g(a)−g(b)
=  f′(w)

g′(w)
.

PROOF. The proof follows from the application of Rolle's Theorem to the function
h(x)=[f(b)−f(a)]g(x)−[g(b)−g(a)]f(b).
[¯]

Theorem 2 [l'Hospital's Rule] Suppose that f and g are differentiable on an open interval (a,b) containing c, except possibly at c itself. If f(x)/g(x) has the indeterminate form 0/0 or ∞/∞ then

lim
x → c 
 f(x)

g(x)
=
lim
x → c 
 f′(x)

g′(x)
,
provided

lim
x → c 
 f′(x)

g′(x)
   exists or
lim
x → c 
 f′(x)

g′(x)
=∞.

Exercise 3 Find the following limits

lim
x → 1 
 x3−3x+2

x2−2x−1
;

lim
x → 0 
 sinx −x

tanx −x
;

lim
x → 0 
 x+1 − ex

x2
;

lim
x → 0+ 
 lnsinx

lnsin2x
;

lim
x → 0 
 ex−e−x−2sinx

xsinx
;

lim
x → ∞ 
 xlnx

x+lnx
.

There are more indeterminant forms which could be transformed to the case 0/0 or ∞/∞:

  1. 0 ·∞: write f(x)g(x) as
     f(x)

    1/g(x)
        or      g(x)

    1/f(x)
    .

  2. 00, 1, ∞0: instead of f(x)g(x) look for the limit L of g(x)lnf(x). Then f(x)g(x)=eL.

  3. ∞−∞: try to pass to a quotient or a product.

Exercise 4 Find limits if exist.

lim
x → 0+ 
(ex−1)x;

lim
x → ∞ 
x1/x;

lim
x → −3 

 x

x2+2x−3
 4

x+3


lim
x → ∞ 

 x2

x−1
 x2

x+1

;

lim
x → 0 
(cot2 x−csc2 x);

lim
x → 0+ 
(1+3x)cscx.

Chapter 7
Techniques of Integration

We will study more advanced technique of integration.

7.1  Integration by Parts

Among different formulae of differentiation there is one which was not converted to the formulae of integration yet. This is derivative of a product of two functions . We will use it as follows:

Theorem 1 If u=f(x) and v=g(x) and if f′ and g′ are continuous, then

u dv = uv−
v du.

Exercise 2 Evaluate integrals.

xe−x dx;

x secx tanx dx;

x csc2 3x dx;

x2 sin4x dx;

ex cosx  dx;

sinlnx dx;

cos√x dx;

sinn x dx..

7.2  Trigonometric Integrals

To evaluate ∫sinm x cosn x dx we use the following procedure:
  1. If m is an odd integer: use the change of variable u=cosx and express sin2 x = 1−cos2 x.

  2. If n is an odd integer: use the change of variable u=sinx and express cos2 x = 1−sin2 x.

  3. If m and n are even: Use half-angle formulas for sin2 x and cos2 x to reduce the exponents by one-half.

Exercise 1 Evaluate integrals.

sin3 x cos2 x dx;       
sin4 x cos2 x dx.

To evaluate ∫tanm x secn x dx we use the following procedure:

  1. If m is an odd integer: use the change of variable u=secx and express tan2 x = sec2 x−1.

  2. If n is an even integer: use the change of variable u=tanx and express sec2 x = 1+tan2 x.

  3. If m is an even and n is odd numbers: There is no a standard method, try the integration by parts.

Exercise 2 Evaluate integrals.

cot4 x dx;       
sin4 x cos3 x dx.

7.3  Trigonometric Substitution

The following trigonometric substitution applicable if integral contains one of the following expression cases
Expression
Substitution


 

a2−x2
 
x = asinθ;


 

a2+x2
 
x = atanθ;


 

x2−a2
 
x = asecθ.

Exercise 1 Evaluate integrals

 1

x3


x2−25
dx;

 1

x2


x2+9
dx;

 1

(16−x2)5/2
dx;

 (4+x2)2

x3
dx.

7.4  Integrals of Rational Functions

To integrate a rational function f(x)/g(x) we acomplish the following steps:
  1. If the degree of f(x) is not lower than the degree of g(x), use long division to obtain the proper form.

  2. Express g(x) as a product of linear factors ax+b or irreducible quadratic factors cx2+dx+e, and collect repeated factors so that g(x) is a product of different factors of the form (ax+b)n or (cx2+dx+e)m for a nonnegative n.

  3. Find real coefficients Aij, Bij, Cij, Dij such that
     f(x)

    g(x)
    =
    n

    k=1 

     A1k

    akx+bk
    +  Ank k

    (akx + bk)2
    + … +  Ank k

    (akx + bk)n

    + n

    k=1 

     C1kx+D1k

    ckx2+dkx+ek
    +  C2kx+D2k

    (ckx2+dkx+ek)2
    + … +  C1kx+D1k

    (ckx2+dkx+ek)n

    .

Exercise 1 Evaluate integrals:

 11x+2

2x2−5x−3
 dx

 4x

(x2+1)3
 dx

 x4+2x2+3

x3−4x
 dx

7.5  Quadratic Expressions and Miscellaneous Substitutions

There are a lot of different substitutions which could be useful in particular cases. Particularly, if the integrand is a rational expression in sinx, cosx, the following substitution will produce a rational expression in u:
sinx =  2u

1+u2
,        cosx =  1−u2

1+u2
,        dx =  2

1+u2
du,
where u=tan[ x/2] for −π < x < π.

Exercise 1 Evaluate integrals

 1




7+6x−x2
 dx;

 1

(x2−6x+34)3/2
 dx;

 1

x(ln2 x +3lnx+2)
 dx.

7.6  Improper Integrals

We could extend the notion of integral for the following integrals with with infinite limits or improper integral

Definition 1

  1. If f is continuous on [a,∞), then



    a 
    f(x) dx =
    lim
    t→ ∞ 

    t

    a 
    f(x) dx,
    provided the limit exists.

  2. If f is continuous on (−∞,a], then

    a

     
    f(x) dx =
    lim
    t→ −∞ 

    a

    t 
    f(x) dx,
    provided the limit exists.

  3. Let f be continuous for every x. If a is any real number, then



    −∞ 
    f(x) dx =
    a

    −∞ 
    f(x) dx +


    a 
    f(x) dx,
    provided both of the improper integrals on the right converge.

Exercise 2 Determine if improper integrals converge and find the its value if so.



0 
xe−x dx ;



−∞ 
∞ cos2 x dx;



1 
 x

(1+x2)2
 dx.

Definition 3

  1. If f is discontinuous on [a,b) and discontinuous at b, then

    b

    a 
    f(x) dx =
    lim
    t→ b 

    t

    a 
    f(x) dx,
    provided the limit exists.

  2. If f is discontinuous on (a,b] and discontinuous at a, then

    b

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

    b

    t 
    f(x) dx,
    provided the limit exists.

  3. If f has a discontinuity at c in the open interval (a,b) but is continuous elsewhere on [a,b], then

    b

    a 
    f(x) dx =
    c

    a 
    f(x) dx +
    b

    c 
    f(x) dx,
    provided both of the improper integrals on the right converge.

Exercise 4 Determine if improper integrals converge and find the its value if so.

4

0 
 1

(4−x)2/3
 dx;

2

1 
 x

x2−1
 dx;

π/2

0 
tanx dx;

e

1/e 
 1

x(lnx)2
 dx.

Chapter 8
Infinite Series

8.1  Sequences

Definition 1 A sequence is a function f whose domain is the set of positive integers.

Example 2

  1. Sequense of even numbers: a1=2, a2=4, a3=6, ...

  2. Sequence of prime numbers: a1=2, a2=3, a3=5, ...

Definition 3 A sequence {an} has the limit L, or convereges to L, denoted by

lim
n→ ∞ 
an = L,        or        an → L when n → ∞.
if for every ε > 0 there exists a positive number N such that
| an −L | < ε    whenever     n > N.
If such a number L does not exist, the sequence has no limit, or diverges.

Definition 4 The notation

lim
n→ ∞ 
an = ∞,     or     an → ∞ or n → ∞.
means that for every positive real number P there exists a positive number N such that an > P whenever n > N.

Theorem 5 Let {an} be a sequence, let f(n)=an, and suppose that f(x) exists for all real numbers x > 1.

  1. If limx→ ∞ f(x)=L, then limn→ ∞ an=L.

  2. If limx→ ∞ f(x)=∞, then limn→ ∞ an=∞.

Theorem 6

lim
n → ∞ 
rn = 0
if
| r | < 1

lim
n → ∞ 
rn = ∞
if
| r | > 1

Exercise 7 Check if the sequences are convergent


 n2

lnn+1


;    

 cosn

n


;    

 en

n4


;

Theorem 8 [The Squeeze Rule, or theorem about two policemen] Suppose that (an) and (bn) are two sequences which tend to the same limit l as n→∞. Suppose that (cn) is another sequence such that there exists n0N such that an ≤ cn ≤ bn for each n ≥ n0. Then cn→ l as n→ ∞.

Exercise 9 Show that cn=sin(n2)/n converge to 0.

8.2  Convergent or Divergent Series

Definition 1 An infinite series (or series) is an expression of the form


1 
an = a1 +a2 +a3+….
Here an is nth term of the series.

Definition 2

  1. The kth partial sum of the series is Sk=∑n=1k an.

  2. The sequence of partial sums of the series is S1, S2, S3,...

Definition 3 A series is convergent or divergent iff the sequense of partial sums is correspondingly convergent or divergent. If limit of partial sum exists then it is the sum of series. A divergent series has no sum.

Example 4

  1. Series ∑[ 1/(n(n+1))] is convergent with sum 1.

  2. Series ∑(−1)k is divergent.

  3. The harmonic series ∑[ 1/n] is divergent.

  4. The geometric series ∑a rn is convergent with sum [ a/1−r] if | r | < 1 and divergent otherwise.

Theorem 5 If a series ∑an is convergent, then limx→ ∞ an = 0.

Exercise 6 Determine whether the series converges or diverges

(√2)n−1;

(√3)1−n;

 −1

(n+1)(n+2)
;

(n+3)−1.

8.3  Positive-Term Series

We will investigate first positive-term series -that is, series ∑an such that an > 0 for all n-and will use these result for series of general type.

Theorem 1 If ∑an is a positive-term series and if there exists a number M such that
Sn=a1+a2+…+an < M
for every n, then the series converges and has a sum S ≤ M. If no such M exists, the series diverges.

Theorem 2 If ∑an is a series, let f(n)=an and let f be the function obtained by replacing n with x. If f is positive-valued, continuous, and decreasing for every real number x ≥ 1, then the series ∑an

  1. converges if ∫1 f(x) dx converges;

  2. diverges if ∫1 f(x) dx diverges.

Definition 3 A p-series, or a hyperharmonic series , is a series of the form


n=1 
 1

np
= 1 +  1

2p
+  1

3p
+ …+  1

np
+…,
where p is a positive real number.

Theorem 4 The p-series ∑[ 1/(np)]

  1. converges if p > 1;

  2. diverges if p ≤ 1.

PROOF. The proof is a direct application of the Theorem 9.3.2. [¯]

Theorem 5 [Basic Comparison Tests] Let ∑an and ∑bn be positive-term series.

  1. If ∑bn converges and an ≤ bn for every positive integer n, then ∑an converges.

  2. If ∑bn diverges and an ≥ bn for every positive integer n, then ∑an diverges.

Theorem 6 [Limit Comparison Test] Let ∑an and ∑bn be positive-term series. If there is a positive number c such that

lim
n → ∞ 
 an

bn
=c > 0,
then either both series converge or both series diverge.

Exercise 7 Determine convergency

 lnn

n
;

 1

1+16 n2
;

sinn4 e−n5;

 1

nn
;

 3n+5

n2n
;

 n2

n3+1
;

tan  1

n
;

 sinn +2n

n +5n
.

8.4  The Ratio and Root Tests

The following two test of divergency are very important. Yet there several cases then they are not inconclusive (see the third clause).

Theorem 1 [Ratio Test] Let ∑an be a positive-term series, and suppose that

lim
n → ∞ 
 an+1

an
=L.

  1. If L < 1, the series convergent.

  2. If L > 1 the series divergent.

  3. If L = 1, apply a different test; the series may be convergent or divergent..

Exercise 2 Determine convergency

 100n

n!
;       
 3n



 

n3
 
+1
.

Theorem 3 [Root Test] Let ∑an be a positive-term series, and suppose that

lim
n → ∞ 
n
 

an
 
=L.

  1. If L < 1, the series convergent.

  2. If L > 1 the series divergent.

  3. If L = 1, apply a different test; the series may be convergent or divergent..

Exercise 4 Determine convergency

 2n

n2
;


 n

lnn

n

 
;

 n!

nn
;

 1

(lnn)n
.

8.5  Alternating Series and Absolute Convergence

The simplest but still important case of non positive-term series are alternating series , in which the terms are alternately positive and negative..

Theorem 1 [Alternating Series Test] The alternating series


n=1 
(−1)n−1 an = a1 − a2 + a3 − a4 + …+ (−1)n−1 an + …
is convergent if the following two conditions are satisfied:

  1. an ≥ ak+1 ≥ 0 for every k;

  2. liman = 0.

Theorem 2 Let ∑(−1)n−1 an be an alternating series that satisfies conditions (i) and (ii) of the alternating series test. If S is the sum of the series and Sn is a partial sum, then
| S−Sn | ≤ an+1;
that is, the error involved in approximating S by Sn is less that or equal to an+1.

Definition 3 A series ∑an is absolutely convergent if the series

| an | = | a1 | + | a2 | + …+ | an | + …
is convergent.

Definition 4 A series ∑an is conditionally convergent if ∑an is convergent and ∑| an | is divergent.

Theorem 5 If a series ∑an is absolutely convergent, then ∑an is convergent.

Exercise 6 Determine convergency

 (−1)n 2

n2+n
;

(−1)n
3

n

n+1
;

(−1)n  arctann

n2
;

 1

n
sin  (2n−1)π

2
.

Appendix A
Algebra

We briefly recall some basic notion and results from algebra.

A.1  Numbers

The following set of numbers will be used in the course
  1. N- natural numbers: 1, 2, 3, ...

  2. Z- integer numbers: ..., −2, −1, 0, 1, 2, ...

  3. Q- rational numbers of the form [ n/m], n ∈ Z, m ∈ N.

  4. R- real numbers, e.g, 0, 1, −3.12, √2, π, e.

Binary operations between numbers are +, −, ·, /.

Exercise 1 Which set of numbers is closed with respect to the above four operations?

A.2  Polynomial. Factorization of Polynomials

A polynomial p(x) (in a variable x) is a function on real line defined by an expression of the form:
p(x)=anxn+ an−1xn−1+ …+ a1 x +a0.
(A.1)
Here ai are fixed real numbers, an ≠ 0 and n is the degree of polynomial p(x).

According to the Main Theorem of algebra every polynomial p(x) could be represented as a product of linear binomials and quadratic terms as follows:
p(x)=(b1 x + c1)…(bjx+cj) (d1x2 + f1 x + g1) …(dk x2 +fk x2 +g+k ),
moreover n=2k+j, where n is the degree of p(x).

Exercise 1 Decompose to products:

  1. p(x)=x16−1.

  2. p(x)=x4+16y4.

A.3  Binomial Formula

Binomial formula of Newton:
(x+y)n= n

k=0 

n
k

xk yn−k,      where   
n
k

=  n!

k!(n−k)!
.
Here n!=1·2 …n. These coefficients can be determined from the Pascal triangle.

Exercise* 1 Prove the following properties of the binomial coefficients

n+1
k

=

n
k

+
n
k+1

.

n
k+1

=
 n−k

k+1

n
k+1

.
n

k=0 

n
k

=
2n.
n

k=0 
(−1)k
n
k

=
0.

A.4  Real Axis

We will be mainly interested in real numbers R which could be represented by the coordinate line (or real axis). This gives one-to-one correspondence between sets of real numbers and points of the real line.

A.5  Absolute Value

The absolute value | a | (or modulus) of a real number a is defined as follows
| a | =

a
if a ≥ 0,
−a
if a < 0.
It has the following properties (for b > 0)
  1. | a | < b iff1 −b < a < b.

  2. | a | > b iff either a > b or a < −b.

  3. | a |=b iff a=b or a=−b.

Exercise 1 Prove the following properties of absolute value:

  1. | a+b | ≤ | a |+| b |.

  2. | ab | = | a | | b |.

An equation is an equality that involves variables, e.g. x3+5x2−x+10=0. A solution of an equation ( or root of an equation) is a number b that produces a true statement after substitution x=b into equation. Equation could be solved by either analytic or computational means.

A.6  Inequalities

Order relations between numbers are given by > , < , ≤ , ≥ , =.

They have the following properties:

  1. If a > b and b > c, then a > c ( transitivity property).

  2. If a > b, then a±c > b ±c.

  3. If a > b and c > 0, then ac > bc.

  4. If a > b and c < 0, then ac < bc.

An inequality is a statement involves variables and at least one of symbols > , < , ≤ , ≥ , e.g. x3 > 2x2−5x+1. Solution of an inequality is similar for the case of equations (see Section A.5). They are often given by unions of intervals.

Intervals on real line are the following sets:
[a,b]
=
{ x ∈ R   |  a ≤ x ≤ b};
(a,b)
=
{ x ∈ R   |  a < x < b};
(a,b]
=
{ x ∈ R   |  a < x ≤ b};
[a,b)
=
{ x ∈ R   |  a ≤ x < b}.
Particularly a can be −∞ and b=∞.

Appendix B
Function and Their Graph

B.1  Rectangular (Cartesian) Coordinates

Considering real axis in Section A.4 we introduce one-to one correspondence between real numbers and points of a line. This connection between numbers and geometric objects may be extended for other objects as well.

A rectangular coordinate system (or Cartesian coordinates ) is an assignment of ordered pairs (a,b) to points in a plane, see [1,Fig. 6, p. 10].

Remark 1 It is also possible to introduce Cartesian coordinates in our three-dimensional world by means of triples of real numbers (x,y,z). This construction could be extended to arbitrary number of dimensions.

Theorem 2 The distance between two points P1=(x1,y1) and P2=(x2,y2) is
d(P1,P2) =

 

(x2−x1)2 + (y2−y1)2
 
.
(B.1)

This theorem is a direct consequence of Pythagorean theorem.

Theorem 3 The midpoint M of segment P1P2 is
M(P1P2)=M
 x1+x2

2
,  y1+y2

2

.
(B.2)

PROOF. The theorem follows from two observations:

  1. d(P1,M)=d(M,P2);

  2. d(P1,M)+d(M,P2)=d(P1,P2).

[¯]

Exercise 4 Prove the above two observation (Hint: use the distance formula (B.1)).

B.2  Graph of an Equation

An equation in x and y is an equality such as
2x+3y=5,        y=x2+3x−6,        yx + sinxy=8.
A solution is an ordered pair (a,b) that produced a true statement when x=a and y=b. The graph of the equation consists of all points (a,b) in a plane that corresponds to the solutions.

B.3  Line Equations

The general equation of a line in a plane is given by the formula
ax+by+c=0.
(B.3)
This equation connect different geometric objects:
  1. Slope m:
    m=  y2−y1

    x2−x1
    .
    (B.4)

  2. Point-Slope form y−y1=m(x−x1).

  3. Slope-Intercept form y=mx+b or y=m(x−c).

Special lines
  1. Vertical: m undefined; horizontal: m=0.

  2. Parallel: m1=m2.

  3. Perpendicular m1m2=−1.

Exercise 1 Prove the above geometric properties.

B.4  Symmetries and Shifts

We will say that a graph of an equation possesses a symmetry if there is a transformation of a plane such that it maps the graph to itself.

Example 1 There several examples of elementary symmetries:

  1. y-axis: substitution x → (−x), e.g.2 equation y=| x |.

  2. x-axis: substitution y → (−y), e.g. | y |=x.

  3. Central symmetry: substitution both x → (−x) and y → (−y), e.g. y=x or | y |=| x |.

  4. x-shifts: substitution x → (x+a) for a ≠ 0, e.g. y={x} with a=1. Here {x} denotes the fractional part of x, i.e.3 it is defined by two conditions: 0 ≤ {x} < 1 and x−{x} ∈ Z.

  5. y-shifts: substitution y → (y+b) for b ≠ 0, e.g. {y}=x with b=1.

  6. General shifts: substitution both x → (x+a) and y → (y+b) for a ≠ 0, b ≠ 0, e.g. y=[x] with a=b=1. Here [x] denotes the entire part of x, i.e. [x] ∈ Z and [x] ≤ x < [x]+1.

Exercise* 2

  1. Is there an equation with y-axis symmetry 1 and x-axis symmetry 2 but without central symmetry 3?

  2. Is there an equation with x-shift symmetry 4 with some a ≠ 0 and y-shift symmetry 5 with some b ≠ 0 but without general shift symmetry 6?

Symmetries are important because they allow us to reconstruct a whole picture from its parts.

B.5  Definition of a Function. Domain and Range

The main object of calculus is function. We recall basic notations and definitions.

Definition 1 A function f from a set D to a set E is a correspondence that assigns to each element x of the set D exactly one element y of the set E.

The element y of E is the value of f at x, notation-f(x). The set D is the domain of the function f, E- codamain of f. The range of f is the subset of codomain E consisting of all possible function values f(x) for x in D. Here x is independent variable and y is dependent variable .

B.6  One-to-One Functions. Periodic Functions

We say that f is one-to-one function if f(x) ≠ f(y) whenever x ≠ y. For numerically defined functions like y=√{x−2} the domain is assumed to be all x that f is is defined at x , or f(x) exists.

The graph of the a function f with domain D is the graph of the equation y=f(x) for x in D. The x-intercept of the graph are solutions of the equation f(x)=0 and called zeros .

The following transformation are useful for sketch of graphs:

  1. horizontal shift: y=f(x) to yf(x−a);

  2. vertical shift: y=f(x) to y=f(x)+b;

  3. horizontal stretch/compression: y=f(x) to y=f(cx);

  4. vertical stretch/compression: y=f(x) to y=cf(x);

  5. horizontal reflections: y=f(x) to y=−f(x);

  6. vertical reflections: y=f(x) to y=f(−x);

B.7  Increasing and Decreasing Functions. Odd and Even Functions

A function f(x) is increasing if f(x) > f(y) for all x > y. A function f(x) is decreasing if f(x) > f(y) for all x > y.

A function f(x) is even if f(−x)=f(x) and f(x) is odd if f(−x)=−f(x).

Exercise 1 Which type of symmetries listed in Example (B.4.1) have to or may even and odd functions posses?

There are natural operation on functions

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

  2. difference : (f−g)(x)=f(x)−g(x).

  3. product : (fg)(x)=f(x)g(x).

  4. quotient : (f/g)(x)=f(x)/g(x).

For p(x) be a polynomial (see (A.1)) y=p(x) defines a polynomial function . If p(x) and q(x) are two polynomials (see (A.1)) then y = p(x) / q(x) is a rational function . Function which are obtained from polynomials by four algebraic operations 1 and taking rational powers are algebraic . All other function (e.g sinx, expx) are trancendental .

The composite function f °g is defined by (f °g)(x)=f(g(x)). An identity function is a function h with the property that h(x)=x If the composition of two functions f and g is an identity function, then the functions are inverses of each other.

Appendix C
Conic Section

C.1  Circle

The beautiful and important objects arise by intersection of planes and cones, i.e. conic sections.

The simplest conic section is circle.

Definition 1 A circle with center (x1,y1) and radius r consists of points on the distance r from (x1,y1).

By the distance formula (B.1) the circle is defined by an equation :
(x−x1)2 + (y−y1)2=r2.
(C.1)
Circles are obtained as intersections of cones with planes orthogonal to their axes.

Exercise 2

  1. Write an equation of a circle which is tangent to a circle x2−6x+y2+4y−12=0 and has the origin (3,0).

  2. Write an equation of a circle, which has a center at (1,2) and contains the center of the circle given by the equation x2−7x+y2+8y−17=0.

  3. Write equations of all circles with a given radius r which are tangent to both axes.

C.2  Parabola

Definition 1 A parabola is the set of all points in a plane equidistant from a fixed point F (the focus of the parabola) and a fixed line l (the directrix ) that lie in the plane.

The axis of the parabola is the line through F that is perpendicular to the directrix. The vertex of the parabola is the point V on the axis halfway from F to l.

A parabola with axis coinciding with y axis and the vertex at the origin with focus F=(0,p) has an equation
x2=4py.
(C.2)

Exercise* 2 Verify the above equation of a parabola. (Hint: use distance formula (B.1).

Exercise 3 List all symmetries of a parabola.

For a parabola with the vertex (h,k) and a horizontal directrix an equation takes the form
(x−h)2=4p(y−k).
(C.3)
In general any equation of the form y=ax2+bx+c defines a parabola with horizontal directrix.

Exercise 4

  1. Find the vertex, the focus, and the directrix of the parabolas:
    1. 3y2=−5x.

    2. x2=3y.

    3. y2+14y+4x+45=0.

    4. y=8x2+16x+10.

  2. Find an equation of the parabola with properties:
    1. vertex V(−3,4); directrix y=6.

    2. vertex V(1,1); focus F(−2,1).

    3. focus F(1,−3); directrix y=5.

C.3  Ellipse

Definition 1 An ellipse is the set of all points in a plane. the sum of whose distances from two fixed points F and F′ (the foci ) in the plane is constant. The midpoint of the segment FF′ is the center of the ellipse.

Let F(−c,0) and F′(c,0), 2a be the constant sum of distances, and b=(a2−c2)1/2. Then the ellipse has an equation
 x2

a2
+  y2

b2
=1
(C.4)

Exercise* 2 Verify the above equation of the ellipse. (Hint: use distance formula (B.1).

The ellipse intercepts x-axis in points V(−a,0) and V′(a,0)- vertices of the ellipse. The line segment VV′ is the major axis of the ellipse. Similarly the ellipse intercepts y-axis in points M(−b,0) and M′(b,0) and the line segment MM′ is the minor axis of the ellipse.

Exercise 3 List all symmetries of an ellipse.

For the ellipse with center in a point (h,k) an equation is given as
 (x−h)2

a2
+  (y−k)2

b2
=1.
(C.5)

Definition 4 The eccentricity e of an ellipse is
e =  c

a
=



a2−b2

a

Exercise 5

  1. Find the vertices and the foci of the ellipse
    1. 4x2+2y2=8.

    2. x2/3+3y2=9

  2. Find an equation for the ellipse with center at the origin and
    1. Vertices V(±9,0); foci F(±6, 0).

    2. Foci F(±6,0); minor axis of length 4.

    3. Eccentricity 3/4; vertices V(0,±5).

C.4  Hyperbola

Definition 1 A hyperbola is the set of all points in a plane, the difference of whose distances from two fixed points F and F′ (the foci ) in the plane is a positive constant. The midpoint of the segment FF′ is the center of the hyperbola.

Let a hyperbola has foci F(±c,0), 2a denote the constant difference, and let b2=c2−a2. Then the hyperbola has an equation
 x2

a2
 y2

b2
=1.
(C.6)

Exercise* 2 Verify the above equation of the hyperbola. (Hint: use distance formula (B.1).

Points V(a,0) and V′(−a,0) of interception of the hyperbola with x-axis are vertices and the line segment VV′ is the transverse axis of the hyperbola. Points W(0,b) and W′(0,−b) span conjugate axis of the hyperbola. This two segments intercept in the center of the hyperbola.

Exercise 3 Find all symmetries of a hyperbola.

If a graph approaches a line as the absolute value of x gets increasingly large, then the line is called an asymptote for the graph. It could be shown that lines y=(b/a)x and y=−(b/a)x are asymptotes for the hyperbola.

For the hyperbola with the center in a point (h,k) an equation is given as
 (x−h)2

a2
 (y−k)2

b2
=1.
(C.7)

Exercise 4

  1. Find vertices and foci of the hyperbola, sketch its graph.
    1. x2/49−y2/16=1.

    2. y2−4x2−12y−16x+16=0.

    3. 9y2−x2−36y+12x−36=0.

  2. Find an equation for the hyperbola that has its center at the origin and satisfies to the given conditions
    1. foci F(0,±4); vertices V(0, ±1).

    2. foci F(0,±5); conjugate axis of length 4.

    3. vertices V(±3,0); asymptotes y=±2 x.

C.5  Conclusion

The graph of every quadratic equation Ax2+Cy2+Dx+Ey+F=0 is one of conic section
  1. Circle;

  2. Ellipse;

  3. Parabola;

  4. Hyperbola;

or a degenerated case
  1. A point;

  2. Two crossed lines;

  3. Two parallel lines;

  4. One line;

  5. The empty set.

Appendix D
Trigonometic Functions

An angle is determined by two rays having the same initial point O ( vertex ). Angles are measured either by degree measure 1° or radian measure. The complete counterclockwise revolution is 360° or 2π radians.

We consider six trigonometric functions

Name Notation Expression Name Notation Expression
sine sin y/r cosecant cscr/y
cosine cosx/r secant secr/x
tangent tany/x cotangent cotx/y

There are a lot of useful identities between trigonometric functions:

  1. Reciprocal and Ratio Identities :
    1. cscφ = (sinφ)−1, secφ = (cosφ)−1;

    2. tanφ = sinφ/cosφ, cot = cosφ/ sinφ;

    3. cotφ = (tanφ)−1

  2. Pythagorean Identities
    1. sin2 φ+ cos2 φ = 1;

    2. 1+tan2φ = sec2φ;

    3. 1+ cot2 φ = csc2 φ;

  3. Law of Sines and Law of Cosine
    1. sinα/a = sinβ/b = sinγ/c=2R;

    2. a2=b2+c2−2bc cosα;

  4. Additional identities
    1. Cosine and secant are even functions; sine, tangent, cosecant, cotangent are odd functions;

    2. sin(α±β)=sinαcosβ±sinβ cosα;

    3. cos(α±β) = cosαcosβ±sin αsinβ;

Appendix E
Exponential and Logarithmic Functions

Definition 1 The exponential function with a base a is defined by f(x)=ax, where a > 0, a ≠ 1, and x is any real number.

It is increasing if a > 1 and decreasing if 0 < a < 1. It is also one-to-one function. This allow us to solve equations and inequalities.

Exercise 2 Find solutions

  1. 53x=5x2−1;

  2. 2 | x−3 | > 22;

  3. (0.5)x2 > (0.5)5x−6.

There are laws of exponents :

  1. au av=au+v;

  2. au / av = au−v;

  3. (au)v=auv;

  4. (ab)u=au bu;

  5. (a/b)u = au /bu.

Definition 3 If a is a positive real number other than 1, then the logarithm of x with base a is defined by y=loga x if and only if x=ay for every x > 0 and every real number y.

Thus logarithm is inverse to exponential function. As consequences logarithm one-to-one function, for a > 1 it is an increasing function, for a < 1 it is decreasing.

Exercise 4 Find solution

  1. log2 (x2−x) = log2 2;

  2. log0.5 | 2x−5 | > log0.5 4.

There are corresponding laws of logarithms

  1. loga (uv)=loga u + loga v;

  2. loga(u/v) = loga u − loga v;

  3. loga (uc) = cloga u for any real number c.

The change-of-base formula for logarithms : if x > 0 and if a and b are positive real numbers other than 1, then
logb x =  loga x

loga b
.
(E.1)

Exercise 5 Find solution: logx(3x−1)=2.

Bibliography

[1]
Earl Swokowski, Michael Olinick, and Dennis Pence. Calculus. PWS Publishing, Boston, 6-th edition, 1994.

Index (showing section)

A notation, 1.1
O notation, 1.1
o notation, 1.2
o notation, 1.1
p-series, 8.3

absolute, 3.1
absolute value, A.5
algebraic, B.7
alternating series, 8.5
analytic, A.5
angle, D.0
     vertex of, D.0
antiderivative, 4.1
arbitrary constant, 4.1
arc length function, 5.5
arccosine, 6.7
arcsecant, 6.7
arcsine, 6.7
arctangent, 6.7
asymptote, C.4
average value, 4.5
axis, C.2
Binary operations, A.1
binary operations, A.1
Binomial formula, A.3
binomial formula, A.3

Cartesian coordinates, B.1
center, C.3, C.4
chain rule, 2.5
circle, C.1
     equation of, C.1
codamain, B.5
composite function, B.7
computational, A.5
concave downward, 3.4
concave upward, 3.4
conic sections, C.1
conjugate axis, C.4
continuity, 1.5
continuous, 1.5
convergent, 8.2
coordinate line, A.4
cosecant, D.0
cosine, D.0
cotangent, D.0
Critical numbers, 3.1
critical numbers, 3.1
cross section, 5.4
decreasing, 3.1, B.7
degree measure, D.0
dependent variable, B.5
derivative, 2.2
dicontinuity
     jump, 1.5
difference, B.7
differential, 2.8
Differential equation, 4.1
differentiation
     implicit, 2.6
     logarithmic, 6.2
directrix, C.2
discontinuity, 1.5
     infinite, 1.5
     removable, 1.5
discontinuous, 1.5
distance between two points, B.1
divergent, 8.2
domain, B.5

e.g., B.4
eccentricity, C.3
ellipce
     vertices of, C.3
ellipse, C.3
     center of, C.3
     eccentricity of, C.3
     equation, C.3
     foci of, C.3
     minor axis of, C.3
entire part, B.4
equation, A.5, B.3, C.1, C.2, C.3, C.4
     in x and y, B.2
     differential, 4.1
     graph of the, B.2
     of circle, C.1
     of parabola, C.2
     solution, A.5
         analytic, A.5
         computational, A.5
equation in x and y, B.2
equation of tangent line, 2.1
even, B.7
exponential function, E.0
exponential function with base a, 6.5
extrema, 3.1
extreme values, 3.1
foci, C.3, C.4
focus, C.2
formula
     Cauchy's, 6.9
     change-of-base for logarithms, E.0
fractional part, B.4
fucntion
     value of, B.5
function, B.5
     algebraic, B.7
     codomain of, B.5
     composite, B.7
     continuous, 1.5
         closed interval, 1.5
         open interval, 1.5
     decreasing, B.7
     difference of, B.7
     discontinuous, 1.5
     domain of, B.5
     even, B.7
     explicit, 2.6
     implicit, 2.6
     increasing, B.7
     integrable, 4.4
     inverse, 6.1
     inverses, B.7
     is defined at x, B.6
     odd, B.7
     one-to-one, B.6
     polynomial, B.7
     product of, B.7
     quotient of, B.7
     range of, B.5
     rational, B.7
     smooth, 5.5
     sum of, B.7
     zeros, B.6
functions
     transcendental, 6.0, B.7
geometric series, 8.2
global, 3.1
graph
     function, B.6
graph of the a function, B.6

harmonic series, 8.2
horizontal reflections, B.6
horizontal shift, B.6
horizontal stretch/compression, B.6
hyperbola, C.4
     center of, C.4
     conjugate axis of, C.4
     equation of, C.4
     foci of, C.4
     vertices, C.4
hyperbolic cosine function, 6.8
hyperbolic cotangent function, 6.8
hyperbolic sine function, 6.8
hyperbolic tangent function, 6.8

i.e., B.4
identity function, B.7
iff, A.5
implicit function, 2.6
improper integral, 7.6
increasing, 3.1, B.7
indefinite integral, 4.1
independent variable, B.5
inequality, A.6
     solution, A.6
Infinite, 1.5
infinite series, 8.2
initial conditions, 4.1
instantaneous velocity, 2.1
integer, A.1
integral
     definite, 4.4
     indefinite, 4.1
interval, 1.5
Intervals, A.6
intervals, A.6
inverse cosine function, 6.7
inverse secant function, 6.7
inverse sine function, 6.7
inverse tangent function, 6.7
inverses, B.7
is defined at x, B.6
Jump, 1.5

law
     cosines, D.0
     exponents, E.0
     logarithm, E.0
     sines, D.0
Law of Sines, D.0
laws of exponents, E.0
laws of logarithms, E.0
limit, 1.2
     of function, 1.2
     one-sided, 1.3
limit of Riemann sums, 4.4
line
     equation of, B.3
     slope of, B.3
     tangent
         slope, 2.1
linear approximation, 2.8
local maximum, 3.1
local minimum, 3.1
logarithm, E.0
logarithmic function with base a, 6.5
major axis, C.3
maximum, 3.1
     absolute, 3.1
     global, 3.1
     local, 3.1
midpoint, B.1
minimum, 3.1
     absolute, 3.1
     global, 3.1
     local, 3.1
minor axis, C.3
modulus, A.5

natural, A.1
natural exponential function, 6.3
natural logarithm function, 6.2
numbers, A.1
     integer, A.1
     natural, A.1
     rational, A.1
     real, A.1
odd, B.7
one-sided, 1.3
one-to-one, B.6
Order relations, A.6
order relations, A.6

parabola, C.2
     axis of, C.2
     directrix of, C.2
     equation of, C.2
     focus of, C.2
     vertex of, C.2
partial sum, 8.2
Pascal triangle, A.3
Point-Slope form, B.3
polynomial, A.2
polynomial function, B.7
product, B.7
Pythagorean Identities, D.0

quotient, B.7
radian measure, D.0
range, B.5
rational, A.1
rational function, B.7
real, A.1
real axis, A.4
rectangular coordinate system, B.1
related rates, 2.7
Removable, 1.5
Riemann sum, 4.4
root, A.5
rule
     l'Hospital's, 6.9
     squeeze , 8.1

secant, D.0
sequence, 8.1
sequence of partial sums, 8.2
series, 8.2
     absolutely convergent, 8.5
     alternating, 8.5
     conditionally convergent, 8.5
     convergent, 8.2
     divergent, 8.2
     hyperharmonic, 8.3
     positive-term, 8.3
     sum of, 8.2
     term of, 8.2
sine, D.0
Slope, B.3
slope of a line, B.3
Slope-Intercept form, B.3
smooth, 5.5
Solution, A.6
solution, A.5
squeeze rule, 8.1
sum, 8.2, B.7
summation notation, 4.3
symmetry, B.4
tangent, D.0
tangent line
     equation, 2.1
term, 8.2
test
     alternating series, 8.5
     Basic Comparison, 8.3
     first derivative, 3.3
     Integral, 8.3
     Limit Comporison, 8.3
     Ratio, 8.4
     Root, 8.4
test value, 3.3
theorem
     about two policemen, 8.1
     intermediate value, 1.5
     Lagrange's, 3.2
     mean value, 3.2
     Rolle's, 3.2
     sandwich, 1.3
trancendental, B.7
transcendental, 6.0
transitivity property, A.6
transverse axis, C.4
trigonometric
     reciprocal and ratio identities, D.0
two policemen
     theorem, 8.1
value, B.5
variable
     dependent, B.5
     independent, B.5
velocity
     average, 2.1
     instantaneous, 2.1
vertex, C.2, D.0
vertical reflections, B.6
vertical shift, B.6
vertical stretch/compression, B.6
vertices, C.3, C.4

zeros, B.6

Footnotes:

1The notation iff is used for an abbreviation of if and only if.

2The abbreviation e.g. denotes for example.

3The abbreviation i.e. denotes namely.


File translated from TEX by TTH, version 3.13.
On 22 May 2003, 12:55.