TEMA 0. Review on Calculus. 1 The concept of function.

A function is an application dened in two subsets of the real numbers. We see the precise denition: Denition 1.1. Let X and Y be two subsets of R. A function f : X Y is a correspondence such that for every x X, there exists a unique y Y such that f (x) = y. A moment of reection shows that in fact a function is an application from X to Y . As we studied in Lecture 1, an application is a subset of X Y although, as it is more handy, we use the notation f (x) = y. The subset D(f ) = X is called the domain of f , that is the set where the function f is dened. On the other hand, R(f ) = Y is called the range of f , the subset of elements associated with elements of the domain. We will use as well the notation f : R R to denote a real function although its domain and range wont be necessarily R. Example 1.2. 1. The function f : R R given by f (x) = x is a function whose domain and range is the whole R. 2. The function f : R R given by f (x) = x2 . Its domain is R but it range in the set [0, ) since the power of a real number is always nonnegative. 3. The function f : R R given by f (x) = veries D(f ) = R(f ) = R {0}. The most common way to express a function is with the functional notation that we have seen previously: 1 f (x) = (1 2x2 ) 3 1 1 x

UEM. TEMA 0. Review on Calculus.

but we can use an implicit equation 2x2 + 3y = 1 or its explicit equation 1 (1 2x2 ). 3 There are a class of important functions, those dened by parts that have dierent formulations depend on the points of the domain. Examples of this kind of functions are: y= 1. f (x) = 2. f (x) =
1 x1

if x = 1 if x = 1 if x 0 if x > 0

x2 + 2x + 1 2x + 3

An important tool for the study of a function is its graph. Denition 1.3. Given a function f : X R Y R, we dene its graph as the set {(x, f (x)) : x X}. With the graph of a function we can see in an intuitive way concepts as the boundedness of the function, the periodicity, the symmetry, etc. Exercise 1.4. Study the graph of the following functions: f (x) = x, f (x) = x2 , f (x) = x3 . f (x) = 1/x. f (x) = cos x, f (x) = sin x, f (x) = tan x.

Limit and continuity.

Roughly speaking, the limit of a function at a point x0 is the value of the function in points as close to x0 as we want. The formal denition is as follows: Denition 2.1. The limit of f (x) when x tends to x0 is L, and it is denoted by
xx0

lim f (x) = L

if for every > 0 there exists > 0 such that if 0 < |x x0 | < then |f (x) f (x0 )| < . Note that a function can have a limit at a point that does not belong to its domain:

UEM. TEMA 0. Review on Calculus.

Example 2.2. The function x+1 x2 1 is not dened in x = 1 but its limit is 1/2 in that point. f (x) = Example 2.3. Calculate the limit at the innity of the rational function: x3 4x + 9 4x2 + 3x 2 The last important concept of this lecture is the continuity. As you may know, the idea of a continuous function is that of a function not broken. Lets formalize the notion: f (x) = Denition 2.4. The function f it is said to be continuous at the point x0 if f is dened in x0 (or equivalently x0 is in the domain of f ). limxx0 f (x) = f (x0 ). The function in the previous example is not continuous at x = 1 since it is not even dened. Lets see another example: Example 2.5. The function f (x) = x2 1 x+5 if x 1 if x > 1

is continuous in every point of its domain except for x = 1. There are plenty of continuous functions. For instance, the polynomial functions f (x) = an xn + an1 xn1 + + a0 . or the functions f (x) = cos x and f (x) = sin x. Note that if a function is continuous at x0 , then
xx0

lim f (x) = f (x0 ).

On the other hand, the function f (x) = [x] that assigns x to the greatest entire number less or equal that x is not continuous at every point of Z.

The concept of derivative and its geometrical interpretation.

We can say that the derivative appears in mathematics due to the problem of nding a line tangent to the graph of a function through a given point. This problem, simple in appearance, has many applications in several contexts and is in the foundation of the Dierential Calculus. The rst approach to solve this problem is the following. Note that the line joining two points (x, f (x)) and (x0 , f (x0 )) of the graph of a function veries that its slope is given by f (x) f (x0 ) . x x0 Hence, the slope of the tangent at a point (x0 , f (x0 )) will be approximated by this quotients when x tends to x0 . We dene the derivative as:

UEM. TEMA 0. Review on Calculus.

Denition 3.1. Given a function f : R R, we dene the derivative of the function f at a point x0 of its domain as the limit f (x) f (x0 ) f (x0 ) = lim xx0 x x0 if the limit exists. We will say that f is derivable at x0 if the previous limit exists. One can also dene the derivative in the following way: Denition 3.2. The derivative of f : R R at x is the limit f (x0 ) = lim if the limit exists. Note that the two formulations are equivalent since to get the second we just have to write h = x x0 . Given a function f , the tangent line to the graph of f in the point (x0 , f (x0 )) is the line of slope f (x0 ): y f (x0 ) = f (x0 )(x x0 ). Taking into account the geometrical interpretation in Chapter 5 we will see that if the slope is zero the point can be a maximum or a minimum and if the slope is positive, the function increases and the function decreases if the slope is negative. A function is derivable, if it is derivable at every point of its domain. The function derivative is the function that assigns to each x, f (x). The second derivative is dened to be the derivative of the function derivative, iterating the process we can dene derivatives of higher orders. Finally we remark that if a function is derivable at a point (that is, the limit exits) the function is continuous at that point. In the other way it is not true that if a function is continuous at a point then it is derivable at the point. Example: f (x) = |x| and the point x = 0.
h0

f (x0 + h) f (x0 ) h

Calculation of derivatives.

The rst tool that we have for the calculation of derivatives is the denition. Example 4.1. Calculate the derivative of the function f (x) = x2 . Let use the second denition. We evaluate f in x+h to have f (x+h) = (x+h)2 = x2 +2xh+h2 so f (x) = lim then f (x) = lim 2x + h = 2x.
h0

f (x + h) f (x) x2 + 2xh + h2 x2 2xh + h2 = lim = lim h0 h0 h0 h h h

Exercise 4.2. Use Newton binomial formula to calculate the derivative of f (x) = xn . Solution: f (x) = nxn1 . (Note that the same rule holds for negative integers).

UEM. TEMA 0. Review on Calculus.

With the denition is obvious that the constant function f (x) = k is derivable in every point and that f (x) = 0. Once we know the derivative of some functions, we can obtain the derivative of other functions given as sums, products, quotients or compositions of the known functions. We will review these rules and we will see as an example the derivative of the general polynomial function. Theorem 4.3. Given two functions f and g derivable in x it is veried: 1. (f + g) (x) = f (x) + g (x). 2. (f g) (x) = f (x)g (x) + f (x)g(x). 3.
f g

(x) =

f (x)g(x)f (x)g (x) g 2 (x)

Note that with the rule of the product, we know that the derivative of a function times a constant is the constant times the derivative: (kf ) (x) = kf (x). As we said, this rules have a direct application to the calculation of the derivative of a polynomial function: Example 4.4. Let f (x) = an xn + an1 xn1 + + a1 x + a0 then, its derivative is f (x) = an xn1 + an1 xn2 + + a1 . Finally we see the Chain Rule: Theorem 4.5. Consider two functions f and g and its composition f g the derivative of the composition at x is: (f g) (x) = f (g(x))g (x) Voluntary Exercise 4.6. Prove the Chain Rule using the denition of derivative.

5
5.1

Applications.
Optimization Problems

As we have seen, the derivative gives the slope of the tangent to the graph of a function in a given point. In the points where the function have a maximum or a minimum, that tangent is horizontal and then the derivative is zero. Hence, the candidates to be maxima and minima of f are those points x such that f (x) = 0. There are many problems, involving an optimization, that can be written as a function to minimize or maximize. In that cases the derivative is our main tool to nd a solution. The following example can be found in the book by Larson, Hostetler and Edwards: Example 5.1. Normans Window is a window formed by a semicircle over an ordinary rectangular window. Find the window of maximum area among all the windows of 8 meters of perimeter. We will see more examples in problems.

UEM. TEMA 0. Review on Calculus.

5.2

Graphic Representation of Functions.

In order to represent graphically a function, we will proceed following the steps listed below. 1. Find the domain and range. 2. Find the intersection of the graph with the axis OX and OY. 3. Is there any symmetries? Is the function periodic? 4. Growth. The function increases if the derivative is positive and decreases if the derivative is negative. 5. Maxima and minima. We look for points x such that f (x) = 0. 6. Concavity and convexity. We calculate the second derivative, the function is concave if the second derivative is negative and is convex in the other case. 7. Inexion points. We look for points x such that f (x) = 0 8. Asymptotic behavior: horizontal vertical and diagonal asymptotes.
1 Example 5.2. Represent the function f (x) = x + x .

The concept of primitive and indenite integral of a function.

As we saw in Lecture 3, one of the problems that generated Dierential Calculus was the problem of the tangent. On the other way, Integral Calculus has, in its primitive foundations, the problem of nding the area behind a curve. As it turned out, this problem was in a sense the inverse of the problem of the tangent. In this section we explore the inverse problem of the derivative of a function and in the next, we will deal with the problem of calculation of areas. We begin with the denition of primitive: Denition 6.1. Given a function f : A R R, we will say that a function F : A R is a primitive of f in A if F (x) = f (x) for every x A Note that we have say a primitive. The reason for that is because it is not unique. In fact, if F is a primitive of f and C is a constant, G = F + C is as well a primitive since G (x) = F (x) = f (x) since the derivative of a constant function is zero. Conversely, two primitives of a function dier in a constant.

UEM. TEMA 0. Review on Calculus.

The operation of nding the primitives of a function is called indenite integration and we denote by f (x)dx = F (x) + C the indenite integral of f . Example 6.2. The indenite integral of the function f (x) = 2x is equal to f (x)dx = x2 + C As we said, the integration and dierentiation are inverse operations, we have: F (x)dx = F (x) + C and the derivative of f (x)dx is the function f (x).

The concept of denite integral and its geometrical interpretation.

We will deal now with the problem of the area behind a curve. This problem is solved, in theory and practice, by approximation. Lets take a function f (x). We want to calculate the area behind this function in a given interval [a, b]. We proceed dividing the interval in what is called a partition: P = {a = x0 x1 xn = b}. An approximation of the area is
n

S(f, P ) = M1 (x1 x0 ) + M2 (x2 x1 ) + + Mn (xn xn1 ) =

Mi (xi xi1 )

where for i = 1, 2, . . . , n, Mi = maxx[xi1 ,xi ] f (x). The quantity represented in the previous sum, exceed the area. We can also make a defective approximation:
n

s(f, P ) = m1 (x1 x0 ) + m2 (x2 x1 ) + + mn (xn xn1 ) =

mi (xi xi1 )

where we dene now mi = minx[xi1 ,xi ] f (x). The sums s(f, P ) and S(f, P ) are called Riemann sums. Note that if we take Q a partition of [a, b] with the same points as P and some more, we have that s(f, P ) s(f, Q) S(f, Q) S(f, P )

UEM. TEMA 0. Review on Calculus.

that is, we approximate the area behind f better each time. In fact we can dene the lower integral as s(f ) = sup{s(f, P ) : P is a partition} and the upper integral as s(f ) = sup{s(f, P ) : P is a partition}. If they are equal, the value s(f ) = S(f ) is the area. We can also give the following Denition 7.1. A function f is integrable in [a, b] if the values s(f ) and S(f ) coincide. This value is called the denite integral of f and is denoted by
b b

f or
a a

f (x)dx.

There are many integrable function, for instance the continuous functions that are monotonous: Example 7.2. A monotonous continuous function is integrable. In fact, it is an important theorem that every continuous function is integrable. Is the reciprocal true? An easy way to compute the Riemann sums is taking a partition of the interval formed by a number of points at equal distance, that is {a = x0 x1 xn = b} verifying xi xi1 = ba n for every i = 1, . . . , n. Then, Riemann sums are s(f, P ) = and S(f, P ) = ba n ba n
n

mi
i=1 n

Mi
i=1

7.1

Properties of the integral

Bearing in mind the relation of denite integral an the area, the following properties arise naturally: Proposition 7.3. 1.
a a

f =0 2. If a c b
b c b

f=
a a

f=
c

3. There are constants m and M such that

m(b a)
a

f M (b a)

4. If f (x) g(x) for every x [a, b], then

f
a a

UEM. TEMA 0. Review on Calculus.

5.
b b

f
a a

|f |

7.2

Two important theorems in the theory of integration

Finally, we see the Fundamental Theorem of Calculus. This theorem asserts that the integration and the derivation are inverse operations one of the other: Theorem 7.4. Let f be a continuous function on the interval [a, b] and F a primitive of f . Then
b

F (b) F (a) =
a

f (x)dx.

We remark that this theorem works as well when the limits of a denite integral are functions. If F is a primitive of f , the integral
b(t)

f (x)dx = F (b(t)) F (a(t)).

We have seen that the integral veries

m(b a)
a

f M (b a).

If we suppose that f is continuous in [a, b], the maximum and minimum of f is attained and we can take M and m to be those values respectively. Then by Bolzanos theorem, there is a point such that a c b such that b 1 f (c) = f ba a This important result is known as the Mean value theorem.

7.3

Improper Integrals

We nish this section studying improper integrals. That integrals are those whose integration limits cant be attained since they are or because the function is not dened there. We proceed in these cases by taking limits. Example 7.5.
1

1 dx = lim M xn
1 0

M 1 1

1 1 . = n x n1 dx = 2. x

Example 7.6. dx = lim x 0

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10

Calculation of primitives.

In this section we are going to study the most common methods of calculation of primitives1 . We begin by the integration by parts.

8.1

Integration by parts

Imagine that u and v are two functions. The rule of the derivative of a product says that: (uv) = u v + uv If we integrate, taking into account (uv) = uv we have now: u v = uv Example 8.1. x2 ln x uv .

8.2

Change of variable

There are some cases that the integral f (x)dx cant be done directly but there are some changes that give an easier integral. Imagine that we make the change of variable x = g(t). Then if we derive, dx = g (t)dt hence f (x)dx = f (g(t))g (t)dt.

Once we calculate the derivative on the variable t, we obtain a function depending on t. The last step is to undo the change of variables. Example 8.2. dx . 5 + 3 cos x Substitution tan x = t 2

8.3

Partial fractions
A (ax + b)n Ax + B + bx + c)n

As you can see in the table of integrals given in the appendix, the rational functions of the form f (x) = and g(x) =

(ax2

1 For the last sections we will follow Wrede and Spiegels Advanced Calculus where can be seen more worked examples.

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11

can be integrated using elementary functions. Then using a decomposition in such functions, we can integrate every rational function p(x) q(x) where p and q are polynomials in x. Example 8.3. Integrate (x2 5x2 x + 2 + 2x + 4)2 (x 1)

UEM. TEMA 0. Review on Calculus.

12

Applications.

We will see now applications of the integral. There are many interesting applications including the calculation of the sum of a series but we will focus on geometrical applications.

9.1

Arc Length

Although we are not going to enter in details about the proof, one important application of the integral is the calculation of the arc length of a curve. If a curve is given by f , its length in an interval [a, b] is
b

1 + [f (x)]2 dx
a

9.2

Areas

In an easy way, we can calculate the area between two functions f and g dened on an interval [a, b]:
b

A=
a

|f (x) g(x)|dx

9.3

Volumes

If we have a function f on [a, b] we can calculate the volume of the solid generated by revolving the graph of f about the x-axis. The formula for such volume is
b

Vx =
a

[f (x)]2 dx

Other option is to have a function f on [a, b] and calculate the volume of the solid generated by rotating its graph around the y-axis. This volume is equal to
b

Vy = 2
a

xf (x)dx

Finally, we remark that the integral has many application in physics for example nding the moment of inertia and in probability among others.