EMS 112: ENGINEERING MATHEMATICS 1

For all BSc. IEM 1 Students

TOPIC 2: Calculus

Mobile: 0679595630/0742987389
Email: [email protected]
Outline
1. Limits and continuity
2. Derivatives
3. Integration
4. An introduction to infinite series
5. Taylor’s theorem and Maclaurin’s theorem
6. An introduction to Gamma and Beta functions
7. Euler’s Theorem on Homogeneous Function
 LIMITS AND CONTINUITY
• Limits of a single variable function
• Continuity of a single variable function
 FUNCTION OF A SINGLE VARIABLE

• Definition: A function of a single variable is any rule

that assigns a maximum and minimum of one value
to a range of another value, i.e., y=f(x) assigns one
value (y) to each x
• x = argument of the function (domain of function)
• f(x) or y = range of function
 Limit of a function
• Definition: If a function f(x) draws close to one
finite number L for all values of x as x draws
closer to but not equal a, we say that:
lim 𝑓(𝑥) = L.
𝑥→𝑎
• This means that, f(x) gets closer and closer to L as
x gets closer and closer to a.
• The value of L is known as the limit of a function
f(x) as “x” approaches “a”
 Examples:

1. Compute lim (𝑥 + 4) , answer is 5

𝑥→1

2. Compute lim 𝑥 2 , answer is 1

𝑥→1

3. Compute lim 𝑥 2 -1, answer is 3

𝑥→2

4. Compute lim 𝑥 3 − 1, answer is 7

𝑥→2

1
5. Compute lim 2 =∞, no limit
𝑥→0 𝑥
 ONE- SIDED LIMIT
(i) Right-hand limit of f(x)
• Definition: As x→ 𝑎+ , f(x)→ 𝐿, and it may be written as
lim 𝑓 𝑥 = 𝐿.
𝑥→𝑎+
Here we make the value f(x) arbitrary close to L by
taking x to be sufficiently close to the right of a
 Cont…
(i) Left-hand limit of f(x)
• Definition: As x→ 𝑎 − , f(x)→ 𝑀, and it may be written
as
lim − 𝑓 𝑥 = 𝑀.
𝑥→𝑎
Here we make the value f(x) arbitrary close
to M by taking x to be sufficiently close to
the left of a.
 Examples:
𝑥 𝑥 𝑥
• Example 1: Compute lim , lim− , lim+
𝑥→0 𝑥 𝑥→0 𝑥 𝑥→0 𝑥
Solution:
𝑥
lim , does not exist
𝑥→0 𝑥

When x< 0 , 𝑥 =-x and when x> 0, 𝑥 = x, thus

𝑥 𝑥
lim − = lim− =-1
𝑥→0 𝑥 𝑥→0 −𝑥

𝑥 𝑥
lim+ = lim+ =1
𝑥→0 𝑥 𝑥→0 𝑥
Example 2:

𝑥 + 1 𝑖𝑓 𝑥 > 0
• Given f(x)=ቊ , then find
𝑥 − 1 𝑖𝑓 𝑥 < 0

i) lim+ 𝑓(𝑥)= 𝑙𝑖𝑚+ 𝑥 + 1=0+1 =1

𝑥→0 𝑥→0

ii) lim− 𝑓(𝑥)= 𝑙𝑖𝑚− 𝑥 − 1=0-1 =-1

𝑥→0 𝑥→0
Theorem:

• lim 𝑓(𝑥) = L iff lim + 𝑓 𝑥 = 𝐿 𝑎𝑛𝑑 lim− 𝑓 𝑥 = 𝐿.

𝑥→𝑎 𝑥→𝑎 𝑥→𝑎
• This theorem shows whether the limit exist or not for the
𝑥 + 1 𝑖𝑓 𝑥 > 0
function f(x)=ቊ
𝑥 − 1 𝑖𝑓 𝑥 < 0
• NOTE: lim 𝑓(𝑥) does not exist because lim+ 𝑓(𝑥)=1 and
𝑥→0 𝑥→0
lim − 𝑓(𝑥)=-1
𝑥→0
• Theorem: Suppose lim 𝑓(𝑥) = L and lim 𝑔(𝑥) = M and k is
𝑥→𝑎 𝑥→𝑎
some constant, then
i) lim 𝑓(𝑥) + lim 𝑔(𝑥) =L+M
𝑥→𝑎 𝑥→𝑎

ii) lim 𝑓(𝑥) + lim 𝑔(𝑥) =L-M

𝑥→𝑎 𝑥→𝑎

iii) lim 𝑓(𝑥) . lim 𝑔(𝑥) =LM

𝑥→𝑎 𝑥→𝑎

𝑓(𝑥) 𝐿
iv) lim 𝑔(𝑥) =𝑀, if M≠ 0
𝑥→𝑎

v) lim (𝑐 𝑓(𝑥)) = cL
𝑥→𝑎
 𝑥 2 −3𝑥+5
• Example: Compute lim
𝑥→1 𝑥−2
Solution:

𝑥 2 −3𝑥+5 lim ( 𝑥 2 −3𝑥+5)

lim = 𝒙→𝟏
𝑥→1 𝑥−2 lim (𝑥−2)
𝒙→𝟏

lim 𝑥 2 −lim 3𝑥+lim 5

𝑥→1 𝑥→1
= 𝒙→𝟏 =-3
lim 𝑥− lim 𝟐
𝒙→𝟏 𝒙→𝟏

• Exercise: Using a theorem discussed above, compute

2 1 𝜋
i) lim 𝑥. 𝑥 ii) lim −𝑥 iii) lim sin
𝑥→2 𝑥→0 𝑥 𝑥→0 𝑥
 Indeterminate Forms
• Indeterminate forms occur when substitution in the limit
results in 0/0.
• In such cases either factor or rationalize the expressions.
𝑥 2 +2𝑥−3
• Example: Compute lim
𝑥→1 𝑥−1
𝑥 2 +2𝑥−3 (𝑥−1)(𝑥+3)
lim = lim
𝑥→1 𝑥−1 𝑥→1 𝑥−1

= lim (𝑥 + 3) = 4
𝑥→1

Exercise: Compute
𝑥 2 −2𝑥 𝑥 2 −2𝑥 𝑥+5−2
i) lim ii) lim iii) lim
𝑥→2 𝑥 2 −4 𝑥→2 𝑥 2 −4 𝑥→−1 𝑥+1
 Limits in trigonometry
• In this section we’ll derive a few limits involving the
trigonometric functions
• You can think of them as saying that for small angles θ
one has
1 2
sin 𝜃 ≈ 𝜃 and cos 𝜃 ≈ 1 − 𝜃
2
Examples
sin 𝜃
1. lim =1
𝜃→0 𝜃
2. lim sin 𝜃 = 0
𝜃→0
3. lim cos 𝜃 = lim 1 − 𝑠𝑖𝑛2 𝜃= 1
𝜃→0 𝜃→0
1
1−cos 𝜃 1−(1 − 𝜃2 ) 1
2
4. lim
𝜃2
= lim
𝜃2
=
2
𝜃→0 𝜃→0
 CONTINUITY
• Definition: A function f is continuous at a if lim 𝑓(𝑥) exist and is
𝑥→𝑎
lim 𝑓(𝑥)= f(a).
𝑥→𝑎
• It is continuous if it is continuous at every a in its domain.
1
• Example 1: f(x) = is continuous on the interval 1< 𝑥 < 5, but it is not
𝑥2
continuous on the interval -1< 𝑥 < 1.
𝑥 + 2, 𝑖𝑓 𝑥 > 1
• Example 2: Given f(x)=ቊ
1, 𝑖𝑓 𝑥 ≤ 1

Solution: lim+ 𝑓(𝑥)= lim+ 𝑥 + 2=3, and

𝑥→1 𝑥→1
lim− 𝑓(𝑥)=1, thus the function is not continuous at x=1 but
𝑥→1
is continuous every where else
Properties of continuous functions
• If f and g are continuous at x=a, then f±𝑔, fg and
𝑓
(𝑖𝑓 𝑔(𝑎) ≠ 0) are continuous at x=a.
𝑔
• A polynomial function p(x) is continuous at every point in its
domain.
Eg. P(x)=𝑥 2 +2x is continuous at x=2. since lim 𝑝(𝑥)= p(a).
𝑥→𝑎
𝑝(𝑥)
• A rational function R(x)= (𝑖𝑓 𝑞(𝑎) ≠ 0) is continuous at
𝑞(𝑥)
every point x in its domain.
More examples:
• Identify the value(s) of x at which the given function is discontinuous
i)f(x)=2x+3,
it is continuous everywhere since lim 𝑓(𝑥)= f(a).
𝑥→𝑎
𝑥 2 −9
ii) p(x)= ,
𝑥+3
p(x) is discontinuous at x=-3
−1, 𝑖𝑓𝑥 ≤ 0
iii) h(x)= ቊ ,
1, 𝑥 > 0
It is not continuous at x=0 since
lim + ℎ(𝑥) = 1 and lim − ℎ(𝑥) = -1
𝑥→0 𝑥→0
 Limits at Infinity
• In general, we use the notation

to indicate that the values of f(x) approach L as x becomes

larger and larger.
Example:
• Evaluate

• Solution:
As x becomes large, both numerator and denominator
become large, this may be shown as follows
Example continued

• In this case the highest power of x in the denominator is x2, so we

have
Example continued
Example continued
• A similar calculation shows that the limit as x → –∞
3
is also
5
 More examples
Find the limits of the following functions
2x3 −3x2 +2
1. lim =2
x→∞ x3 −x2 −100x+1

2𝑥 2 −5𝑥+2
2. lim =0,
𝑥→∞ 7𝑥 3 −5𝑥 2 −10𝑥+1

𝑥 2 +3𝑥−2
3. lim =∞,
𝑥→∞ 10𝑥+1
 Infinite Limits
• There are various possibilities under which lim f ( x)
x→ a

does not exist.

• For example, if the one-sided limits are different
at x = a, then the limit does not exist.
• Another situation where a limit may fail to exist
involves functions whose values become very
large as x approaches a.
• The special symbol  (infinity) is used to
26
describe this type of behavior.
 Example
• To illustrate this case, consider the function f (x) = 1/(x-1),
which is discontinuous at x = 1.
• As x approaches 1, from the right, the values of f (x) are
positive and the values of f (x) become larger and larger. That
is, f (x) increases without bound. We write this symbolically
1
as, → ∞ as x→ 1+
𝑥−1

• Since  is not a real number, the limit above does not

actually exist.
• We are using the symbol  (infinity) to describe the manner
in which the limit fails to exist, and we call this an infinite
27
limit.
 Example Cont…
• As x approaches 1 from the left, the values of f (x) are
negative and become larger and larger in absolute
value. That is, f (x) decreases through negative values
without bound. We write this symbolically as
1
f ( x) = → − as x → 1−
x −1

• The graph of this function is as

shown:
1
• Note that lim
x →1 x − 1
does not exist.
28
 ASYMPTOTES
i) Vertical asymptotes
ii) Horizontal asymptotes
 Infinite Limits and Vertical Asymptotes
• Definition: The vertical line x = a is a vertical
asymptote for the graph of y = f (x) if f (x) → 
or f (x) → - as x → a+ or x → a–.
• That is, f (x) either increases or decreases without
bound as x approaches a from the right or from the
left.
• Note: If any one of the four possibilities is satisfied,
this makes x = a a vertical asymptote.
• Most of the time, the limit will be infinite (+ or -) on
both sides, but it does not exist.
30
 Vertical Asymptotes of Polynomials
• How do we locate vertical asymptotes? If a function f is
continuous at x = a, then
lim f ( x) = lim+ f ( x) = lim− f ( x) = f (a )
x→a x→a x→a

• Since all of the above limits exist and are finite, f cannot
have a vertical asymptote at x = a.
• In order for f to have a vertical asymptote at x = a, at least
one of the limits above must be an infinite limit, and f
must be discontinuous at x = a. We know that polynomial
functions are continuous for all real numbers, so a
polynomial has no vertical31 asymptotes.
 Vertical Asymptotes of Rational Functions
• Since a rational function is discontinuous only at the
zeros of its denominator, a vertical asymptote of a
rational function can occur only at a zero of its
denominator.
• The following is a simple procedure for locating the
vertical asymptotes of a rational function:
• If f (x) = p(x)/q(x) is a rational function, q(c) = 0
and p(c)  0, then the line x = c is a vertical
asymptote of the graph of f.
32
Example

Let x2 + x − 2
f (x ) =
x2 −1

Describe the behavior of f at each point of

discontinuity. Use  and - when
appropriate. Identify all vertical asymptotes.

33
Example cont…
x + x−2
2
f (x ) =
Solution:
x2 −1

• Let p(x) = x2 + x - 2 and q(x) = x2 - 1.

• Factoring the denominator, we see that q(x) = x2 -
1 = (x+1)(x-1) has two zeros, x = -1 and x = 1.
These are the points of discontinuity of f.
• Since q(-1) = 0 and p(-1) = -2  0, the theorem
tells us that the line x = -1
34 is a vertical asymptote.
Example cont…
• Now we consider the other zero of p(x), x = 1. This
time p(1) = 0 and the theorem does not apply.
• We use algebraic simplification to investigate the
behavior of the function at x = 1:

x2 + x − 2 Since the limit exists as x

lim f ( x) = lim
x →1 x →1 x2 −1 approaches 1, f does not
( x − 1)( x + 2) 3 have a vertical asymptote
= lim =
x →1 ( x − 1)( x + 1) 2 at x = 1. The graph of f is
shown on the next slide.
35
Example cont…

2
x + x−2
Vertical Asymptote f ( x) =
x −1
2

Point of
discontinuity

36
 Limits at Infinity and Horizontal
Asymptotes

• A line y = b is a horizontal asymptote for the graph

of y = f (x) if f (x) approaches b as either x increases
without bound or decreases without bound.
lim f ( x) = b or lim f ( x) = b
x → − x →

• Symbolically, y = b is a horizontal asymptote if

lim f ( x) = b or lim f ( x) = b
x → − x →

37
 Cont…
• In the first case, the graph of f will be close to
the horizontal line y = b for large (in absolute
value) negative x.
• In the second case, the graph will be close to the
horizontal line y = b for large positive x.
• Note: It is enough if one of these conditions is
satisfied, but frequently they both are.
 Example
This figure shows the graph of a function with
two horizontal asymptotes, y = 1 and y = -1.

39
 Horizontal Asymptotes of Rational Functions
If
am x m + am−1 x m−1 +  + a1 x + a0
f ( x) = n −1
, am  0, bn  0
bn x + bn −1 x +  + b1 x + b0
n

then am x m
lim f ( x) = lim
x → x → b x n
n

There are three possible cases for these limits.

1. If m < n, then xlim f ( x) = 0
→ 

The line y = 0 (x axis) is a horizontal asymptote for f (x).

40
 Cont…
2. If m = n, then the line y = am/bn is a horizontal asymptote for
f (x), i.e., am
lim f ( x) =
x →  bm

3. If m > n, f (x) does not have a horizontal asymptote.

• Note that in cases 1 and 2 on the previous slide that the limit
is the same if x approaches  or -. Thus a rational function
can have at most one horizontal asymptote.
Limits at Infinity and Horizontal Asymptotes

• Definition 1: (x→ ∞+ ) is illustrated in Figures below. Notice

that there are many ways for the graph of f to approach the
line y = L (which is called a horizontal asymptote) as we look
to the far right of each graph.
Limits at Infinity; Horizontal Asymptotes

• Definition 2: (x→ ∞− ) is illustrated in Figure 3. Notice that

the graph approaches the line y = L as we look to the far left
of each graph.

Examples illustrating

Figure 3
Example 1:
Find

• Solution:
Observe that when x is large, 1/x is small. For instance,

• In fact, by taking x large enough, we can make 1/x as close to 0 as we

please.
Example 1 continued

• Therefore, according to Definition 1, we have

=0

• Similar reasoning by Definition 2 shows that when x is large

negative,1/x is small negative, so we also have

=0
Example 1 continued
• It follows that the line y = 0 (the x-axis) is a horizontal asymptote of
the curve y = 1/x. (This is an equilateral hyperbola; see Figure 6.)

Figure 6
Example 2 continued
• Evaluate

• The limit as x→ ∞ and as x→ −∞

3
is , so the function has the horizontal
5
3
asymptote at y=
5

• Figure 7 illustrates the results

of these calculations by showing
how the graph of the given
rational function approaches
3
the horizontal asymptote y =
5

Figure 7
DERIVATIVES
 DERIVATIVE OF THE FUNCTION

• Consider the function y = a + bx

a = intercept
b = constant slope i.e. the impact of a unit
change in x on the level of y

y y2 − y1
b= =
x x2 − x1
 DERIVATIVE OF THE FUNCTION
• If the function is non-linear:
E.g. if y = x2

40

30
y=x2

20

10

0
0 1 2 3
X 4 5 6
 DERIVATIVE OF THE FUNCTION

y y2 − y1
x
= x2 − x1
gives slope of the line
connecting 2 points (x1, y1) and (x2,y2) on a
curve
• (2,4) to (4,16): slope = (16-4)
/(4-2) = 6
• (2,4) to (6,36): slope = (36-4)
/(6-2) = 8
51
 DERIVATIVE OF THE FUNCTION

• The slope of a curve is equal to the slope of the line (or

tangent) that touches the curve at that point which is different
for different values of x

y (b, f(b))

(a, f(a))
Tangent
Line

a b x
 Tangent Line
Definition: The tangent line to the graph of y =
f(x) at x = c is the line through the point (c, f(c))
with slope f ( x ) − f (c )
lim
x →c x−c

provided this limit exists.

If the instantaneous rate of change of f(x) with

respect to x exists at a point c, then it is the
slope of the tangent line at that point.
Example: Find the slope of the tangent line at x = 3 if
f ( x) = 2 x + 3
2

f ( x ) − f (c )
lim 2( x − 3)( x + 3)
x →c x−c = lim
x →3 x −3
2 x 2 + 3 − 21
lim
x →3 x −3 = lim 2( x + 3)
x →3

2 x 2 + −18
= lim = 12
x →3 x −3

= lim
(
2 x2 − 9 )
x →3 x −3
 Symbols for derivatives

• 𝑓′ 𝑥 - ”The derivative of f with respect to

x”
𝑑𝑓
• - ”The derivative of f with respect
𝑑𝑥
to x”
• 𝑓 ′ or 𝑦 ′ - ”The derivative of f or y”
 The derivative is
same as the slope
Derivative at any point of the tangent line
OR the slope of the
original function

To Find slope of tangentline at a given

point. Plug given point in f’(x)
 4

1
y = f ( x)

0 1 2 3 4 5 6 7 8 9
3
The derivative
is the slope of 2
the original The derivative is defined at the end points
1 of a function on a closed interval.
function.
0 1 2 3 4 5 6 7 8 9

-1
y = f ( x)
-2
→
Example 1: y = x −32

( x + h) − 3 − ( x − 3)
6 2 2

y = lim
5
4
3
2 h →0 h
1

-3 -2 -1 0 1 2 3
x
-1
-2
-3
x + 2 xh + h − x
2 2 2
y  = lim
h →0 h
6
5
4

y  = lim 2 x + h
3
2
1
-3 -2 -1 0
-1
1 2 3
x h →0
-2
-3

y = 2 x
-4
-5
-6
Example 2: Find the derivative of f(x) and use it to find
the equation of the tangent line at the point x = 4
f ( x) = 5 x − 3 x 2

f ' ( x) = lim
f ( x + h) − f ( x )
= lim
5( x + h ) − 3( x + h )
2
− (5 x − 3 2
x )
h →0 h h →0 h

5 x + 5h − 3x − 6 xh − 3h − 5 x + 3x
2 2 2
= lim
h →0 h
= lim 5 − 6 x − 3h
h →0

= 5 − 6x
 Example 2 continued
• f(4)=5(4)-3(4)4 =-28
f ' (4) = 5 − 6(4) = −19

• Slope: -19 and point (4, -28)

∆𝒀 𝒚+𝟐𝟖
= =-19
∆𝑿 𝒙−𝟒
• Equation of the tangent line is
Y=-19(x-4)-28=-19x+48
 DIFFERENTIABILITY

• Definition: The function f is said to be differentiable at a

point a if the limit at that point exists.
• Also, a function f is called differentiable on the interval
(c,d) if it is differentiable at every point a in (c,d).
 Differentiable implies Continuous
• Theorem: If a function f is differentiable at some point a in
its domain, then f is also continuous at a.
(Proof this !!!)
• Note that , the converse of this theorem is not always true.
Since a function must be continuous to have a derivative, if it
has a derivative then it is continuous. But a function can be
continuous at a certain point while it is not differentiable
there.
 Intermediate Value Theorem for Derivatives

• The theorem states that “ If f is continuous on the interval

[a,b] and d is between f(a) and f(b), then there is a number
c in [a,b] such that f(c) = d”.
Example: Explain why the function f(x) = 𝑥 3 + 3 𝑥 2 + x−2 has a
root between 0 and 1.
-By the Intermediate Value theorem, f is continuous. Since f(0)
= −2 and f(1) = 3, and 0 is between −2 and 3, there is a value c
∈ [0,1] such that f(c) = 0.
-This example also points the way to a simple method for
approximating roots
The Differentiation Rules
 Constant rule

• The derivative of a constant function

(f(x)=c) is zero,
𝑑𝑐
i.e., = 0.
𝑑𝑥
𝑑𝑓 𝑑𝑦
• Example: If f(x)=y=5, then = =0
𝑑𝑥 𝑑𝑥
 Power rule
• Consider the derivative of a power function, f(x) = 𝑥 𝑛 .
• Here n is a number of any kind: integer, rational, positive,
negative, even irrational, as in 𝑥 𝑛 .
𝒅(𝒙𝒏 ) 𝒏−𝟏
=n𝒙
𝒅𝒙
• Example:
f(x)= 𝑥 3 , 𝑓 ′ (x)=3 𝑥 2
f(x)= 𝑥 5 + 5 𝑥 2 , 𝑓 ′ (x)=5 𝑥 4 +10x
4 ′ 𝑑(3𝑥 −4 )
f(x)= 3/ 𝑥 , 𝑓 (x)= =-12𝑥 −3
𝑑𝑥
 Constant multiple rule

𝑑(𝑐𝑓) 𝑑𝑓
• For a function f and constant c, = c
𝑑𝑥 𝑑𝑥
• Example:
f(x)=3𝑥 4
𝑑 3𝑥 4 𝑑(𝑥 4 )
𝑓 ′ (x) = =3 = (3)(4)𝑥 3
𝑑𝑥 𝑑𝑥
 The Sum-Difference Rule
If y = f(x)  g(x)
dy d [ f ( x )] d [ g( x )]
= 
dx dx dx

If y is the sum/difference of two or more

functions of x:
differentiate the 2 (or more) terms
separately, then add/subtract
dy
(i) y = 2x2 + 3x then = 4x + 3
dx
dy
(ii) y = 5x + 4 then dx = 5 68
Product rule
 Product Rule
The Product Rule can be extended to cover products
involving more than two factors. For example, if f, g, and h
are differentiable functions of x, then

So, the derivative of y = x2 sin x cos x is

Example:

Use the Product Rule to Find the derivative of

Solution:
Quotient Rule
Example
Find the derivative of

Solution:
 Chain rule
• Composition of functions. Given two functions f and g, one can
define a new function called the composition of f and g.
• The notation for the composition is f ◦g, and it is defined by the
formula
𝑓𝑜𝑔 𝑥 = 𝑓(𝑔(𝑥))
• The domain of the composition is the set of all numbers x for
which this formula is well-defined.
• Example: If f(x) = 𝑥 2 + x and g(x) = 2x + 1 then
𝑓𝑜𝑔 𝑥 = 𝑓 𝑔 𝑥 = 𝑓 2x + 1
= (2x + 1)2 + (2x + 1) , and
g𝑜𝑓 𝑥 = 𝑔 𝑓 𝑥 = 𝑔 𝑥 2 + x
=2(𝑥 2 + x )+1
 Chain rule
• The composition of functions arises as follows. If a
quantity z is a function of another quantity y, and if y
itself depends on x, then z depends on x via y.
• To get fog from the previous example, we could say z =
f(y) and y = g(x), so that z = f(y) = 𝑦 2 +y and y = 2x + 1.
• Given x one can compute y, and from y one can then
compute z. The result will be z = 𝑦 2 +y=(2x + 1)2 +(2x + 1),
• In other notation, z = f(y) = f(g(x))= fog(x).
 Chain rule
• Theorem (Chain Rule). If f and g are differentiable, so the
composition fog also is differentiable.
• The derivative of fog is given by (fog)′ (x) = 𝑓 ′ (g(x)) 𝑔′ (x).
• Suppose that y = g(x) and z = f(y), then z = f ◦g(x), then

′ 𝒅𝒛 𝒅𝒛 𝒅𝒚
Chain rule : 𝒛= =
𝒅𝒙 𝒅𝒚 𝒅𝒙
 Chain rule – Example
𝒅𝒛
Find given that, z = f(y) = 𝑦 2 + y and y = g(x) = 2x + 1
𝒅𝒙

Solution:

𝑑𝑧 𝑑𝑧 𝑑𝑦
=
𝑑𝑥 𝑑𝑦 𝑑𝑥

𝑑𝑧 𝑑𝑦
= 2y+1 and = 2, then
𝑑𝑦 𝑑𝑥

𝑑𝑧 𝑑𝑧 𝑑𝑦
= = (2y+1).(2)=4y+2
𝑑𝑥 𝑑𝑦 𝑑𝑥
 The Power Rule and Chain Rule
𝑑
• Definition: (𝑓(𝑥)𝑛 )= n 𝑓(𝑥)𝑛−1 𝒇′ (x),
𝑑𝑥

2 5 𝑑𝑓
• Example: f(x) = (𝑥 + 3𝑥) , find
𝑑𝑥

𝑑𝑓 𝑑(𝑥 2 +3𝑥)
= 5(𝑥 2 + 3𝑥)4
𝑑𝑥 𝑑𝑥

= 5(𝑥 2 + 3𝑥)4 (2x+3)

 More examples
2 ½
i) y = (ax + bx)
let v = (ax2 + bx) , so y = v½
( )
1
dy 1 −
= ax + bx 2 .(2ax + b )
2
dx 2

ii) y = (4x + 3x – 7 )
3 4

let v = (4x + 3x – 7 ), so y = v
3 4

dy
dx
( 3 3
)(
= 4 4 x + 3 x − 7 . 12 x + 3
2
)
79
Try !!!
𝑑𝑓
Find for the following functions
𝑑𝑥
1. f(x) = 1 + 𝑥 3
2. f(x) = (1 +√1 + x)3
1
3. f(x) =
1+ 9+𝑥 2
 The Inverse Function Rule 1

dy 1
=
If x = f(y) then dx dx
dy
• Examples
i) x = 3y2 then
dx dy 1
dy
= 6y so dx = 6 y

ii) y = 4x3 then

dy dx 1
= 12x 2 so dy = 12 x 2 81
dx
 The Inverse Function Rule 2

• Definition: Derivative of the inverse function is defined as

𝑑𝑓 −1 1
(𝑓 −1 (𝑥))′ = 𝑑𝑥
= 𝑑𝑓
ൗ𝑑𝑥
 Example 1

If 𝑓(𝑥) = 2𝑥 + cos 𝑥, find (𝑓 −1 )’(0)

𝑓 ′ (x) = 2-sin x

−1
1
𝑓 ’ 0 = ′ .
𝑓 0
1
=
2−sin 0
1
=
2
 Example 2:
If f (x)= 2x5 + x3 + 1, find (a) f (1) and f '(1) and
(b) (f -1 )(1) and (f -1)’(1).
y=2x5 + x3 + 1. y’ = 10x4 + 3x2 is positive everywhere
f (1)=2(1)5 + (1)3 +1=4
−1 1
𝑓 (1)=
4

f '(x)=10x4 + 3x2
f ‘(1) = 10(1)4 +3(1)2 =13

-1)’(1)= 1 1
(f =
f ‘(1) 13
DERIVATIVES OF EXPONENTIAL
FUNCTIONS
• If f(u)= 𝑒 𝑢 , then

′ 𝑑(𝑢)
𝑓 𝑥 = 𝑒 𝑢 , where u = g(x)
𝑑𝑥

𝑥 3 −5x
• Example: f(x)=𝑒

𝑑(𝑥 3 −5x) 𝑥 3 −5x

𝑓′ 𝑥 = 𝑒
𝑑𝑥

2 𝑥 3 −5x
=(3𝑥 -5) 𝑒
Derivatives of exponential functions
(More examples)
𝑑𝑓
• Find for the following functions
𝑑𝑥
1. f(x)= 𝑒 2𝑥
𝑥2
2. f(x)= 2𝑒
3. f(x)= sin−1 (𝑒 3𝑥 )
 Implicit differentiation

• Examples of implicit functions

1. x2 + y2 = 25
2. x3 + y3 = 6xy
 Implicit differentiation

• In some cases, it is possible to solve such an equation for y as

an explicit function (or several functions) of x.
• For instance, if we solve Equation 1 for y,
we get y =  25 − x 2
• So, two of the functions determined by
the implicit Equation 1 are f ( x) = 25 − x 2
and g ( x) = − 25 − x 2
 Implicit differentiation
• The graphs of f and g are the upper and lower semicircles of the circle
x2 + y2 = 25.
 Implicit differentiation
• It’s not easy to solve Equation 2 for y explicitly as a function of
x.
• The graph of the equation is shown below
 Implicit differentiation
• When we say that f is a function defined implicitly by
Equation 2, we mean that the equation x3 + [f(x)]3 = 6x f(x) is
true for all values of x in the domain of f.
• Fortunately, we don’t need to solve an equation for y in
terms of x to find the derivative of y.
• Instead, we can use the method of implicit differentiation.
• This consists of differentiating both sides of
the equation with respect to x and then solving
the resulting equation for y’.
 Implicit differentiation
𝑑𝑦
• Example 1: If x2 + y2 = 25, find
𝑑𝑥
• Solution: Differentiate both sides of the equation
x2 + y2 = 25:

d 2 2 d
( x + y ) = (25)
dx dx
d 2 d 2
(x ) + ( y ) = 0
dx dx
 Example 1 continued
• Remembering that y is a function of x and using
the Chain Rule, we have:
d 2 d 2 dy dy
(y ) = (y ) = 2y
dx dy dx dx
dy
2x + 2 y =0
dx
𝑑𝑦 𝑑𝑦 −𝑥
• Then, make the subject to get =
𝑑𝑥 𝑑𝑥 𝑦
 Implicit differentiation
• Example 2:
(a) Find y’ if x3 + y3 = 6xy.
(b) Find the tangent to the function
x3 + y3 = 6xy at the point (3, 3).
• Solution:
(a) Differentiating both sides of x3 + y3 = 6xy with respect to x,
regarding y as a function of x, and using the Chain Rule on y3
and the Product Rule on 6xy, we get:

3x2 + 3y2y’ = 6xy’ + 6y

or x2 + y2y’ = 2xy’ + 2y
 Example 2 continued
• Now, we solve for y’:

y y '− 2 xy ' = 2 y − x
2 2

( y − 2 x) y ' = 2 y − x
2 2

2y − x 2
y'= 2
y − 2x
 Implicit differentiation-Example 2
(b) When x = y = 3, 23 − 32
y' = = −1
3 − 23
2

• A glance at the figure

confirms that this is a
reasonable value for
the slope at (3, 3).
• So, an equation of the
tangent at (3, 3) is:
y – 3 = – 1(x – 3) or x + y = 6.
 DERIVATIVES OF LOGARITHMIC
FUNCTIONS
• Suppose y=ln x → 𝑒 𝑦 =x

𝑑 𝑦 𝑑
(𝑒 )= (x)
𝑑𝑥 𝑑𝑥

𝑦 𝑑𝑦 𝑑𝑦 1 1 𝑑
𝑒 = 1→ = 𝑦= (x)
𝑑𝑥 𝑑𝑥 𝑒 𝑥 𝑑𝑥

• If f(x)=ln 𝑢, where u = g(x)

𝑑 1 𝑑𝑢
(ln 𝑢)=
𝑑𝑥 𝑢 𝑑𝑥
Derivatives of logarithmic functions
(More examples)

1. f(x)=ln 𝑥 2 ,
1 𝑑(𝑥 2 )
𝑓′ 𝑥 = 2
𝑥 𝑑𝑢
1 2
= 2(2x)=
𝑥 𝑥
3
2. f(x) =ln (𝑥 -5x)
′ 1 𝑑(𝑥 3 −5x)
𝑓 𝑥 =
𝑥 3 −5x 𝑑𝑢
1
= 3 (3𝑥 2 − 5)
𝑥 −5x
 Derivatives of Trigonometric Functions

Knowing the derivatives of the sine and cosine

functions, you can use the Quotient Rule to find the
derivatives of the four remaining trigonometric
functions.
𝑑
• tan 𝑥 = 𝑠𝑒𝑐 2 x
𝑑𝑥
𝑑
• cot 𝑥 = −𝑐𝑜𝑠𝑒𝑐 2 x
𝑑𝑥
𝑑
• sec 𝑥 = sec 𝑥 tan 𝑥
𝑑𝑥
𝑑
• cosec 𝑥 = −𝑐𝑜𝑠𝑒𝑐 𝑥 cot 𝑥
𝑑𝑥
Derivatives of Trigonometric Functions
(Examples)
 Chain rule on Trigonometric Functions
𝑑𝑓
• Example 1: f(x) = sin(2x) , find
𝑑𝑥

Solution: Let u=2x, f=sin u , then

′ 𝒅𝒇 𝒅𝒇 𝒅𝒖
𝒇= =
𝒅𝒙 𝒅𝒖 𝒅𝒙

𝒅𝒇 𝒅𝒖
=cos u and =2
𝒅𝒖 𝒅𝒙

𝑑𝑓
= (cos u)(2)=2cos (2x)
𝑑𝑥
 Chain rule on Trigonometric Functions
3 𝑑𝑓
• Example 2: f(x) = cos(𝑥 -2x), find
𝑑𝑥

Solution: Let u= 𝑥 3 -2x, f=cos (u) , then

′ 𝒅𝒇 𝒅𝒇 𝒅𝒖
𝒇= =
𝒅𝒙 𝒅𝒖 𝒅𝒙

𝒅𝒇 𝒅𝒖
= -sin (u) and =3𝑥 2 -2
𝒅𝒖 𝒅𝒙

𝑑𝑓
= (-sin (u) )(3𝑥 2 -2) = - (3𝑥 2 -2) sin (𝑥 3 -2x)
𝑑𝑥
Inverse Trigonometric Functions
 Inverse Trigonometric Functions

The graphs of the six inverse trigonometric functions

are shown in Figure 5.26.
 DERIVATIVES OF INVERSE TRIG
FUNCTIONS

To get derivatives of inverse trigonometric functions we

were able to use implicit differentiation.
𝑦 = arc 𝑠𝑖𝑛 𝑥 𝑦 = 𝑠𝑖𝑛−1 𝑥 𝑦 = arc 𝑐𝑜𝑠 𝑥 𝑦 = 𝑐𝑜𝑠 −1 𝑥

sin 𝑦 = 𝑥 cos 𝑦 = 𝑥

𝑑 𝑑 𝑑 𝑑
sin 𝑦 = 𝑥 cos 𝑦 = 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑𝑦 𝑑𝑦
cos 𝑦 =1 − sin 𝑦 =1
𝑑𝑥 𝑑𝑥

𝑑𝑦 1 1 𝑑𝑦 1 1
= = = =−
𝑑𝑥 cos 𝑦 1 − 𝑠𝑖𝑛2 𝑦 𝑑𝑥 −𝑠𝑖𝑛 𝑦 1 − 𝑐𝑜𝑠 2 𝑦

𝑑 1 𝑑 1
𝑎𝑟𝑐 sin 𝑥 = 𝑎𝑟𝑐 cos 𝑥 = −
𝑑𝑥 1 − 𝑥2 𝑑𝑥 1 − 𝑥2
𝑦 = arc 𝑡𝑎𝑛 𝑥 𝑦 = 𝑡𝑎𝑛−1 𝑥 𝑦 = arc 𝑐𝑜𝑡 𝑥 𝑦 = 𝑐𝑜𝑡 −1 𝑥

𝑡𝑎𝑛 𝑦 = 𝑥 𝑐𝑜𝑡 𝑦 = 𝑥

𝑑 𝑑 𝑑 𝑑
𝑡𝑎𝑛 𝑦 = 𝑥 co𝑡 𝑦 = 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑐𝑜𝑠 2 𝑦 + 𝑠𝑖𝑛2 𝑦 𝑑𝑦 −𝑠𝑖𝑛2 𝑦 − 𝑐𝑜𝑠 2 𝑦 𝑑𝑦

=1 =1
𝑐𝑜𝑠 2 𝑦 𝑑𝑥 𝑠𝑖𝑛2 𝑦 𝑑𝑥
𝑑𝑦 𝑐𝑜𝑠 2 𝑦
= 𝑑𝑦 2
𝑠𝑖𝑛2 𝑦
𝑑𝑥 𝑠𝑖𝑛2 𝑦 + 𝑐𝑜𝑠 2 𝑦 = −𝑠𝑖𝑛 𝑦 = −
𝑑𝑥 𝑠𝑖𝑛2 𝑦 + 𝑐𝑜𝑠 2 𝑦
1
𝑐𝑜𝑠 2 𝑦 ∙ 1
𝑑𝑦 𝑐𝑜𝑠 2 𝑦 𝑠𝑖𝑛2 𝑦 ∙
= 𝑑𝑦 𝑠𝑖𝑛2 𝑦
𝑑𝑥 1 =−
𝑠𝑖𝑛2 𝑦 + 𝑐𝑜𝑠 2 𝑦 ∙ 𝑑𝑥 1
𝑐𝑜𝑠 2 𝑦 𝑠𝑖𝑛2 𝑦 + 𝑐𝑜𝑠 2 𝑦 ∙
𝑠𝑖𝑛2 𝑦
𝑑 1 𝑑 1
𝑎𝑟𝑐 tan 𝑥 = 𝑎𝑟𝑐 cot 𝑥 = −
𝑑𝑥 1 + 𝑥2 𝑑𝑥 1 + 𝑥2
Derivatives of inverse trig functions-
examples
 Applications of differentiation
(Assignment 1)

• With examples, describe these applications of

differentiations
i) In rates of change
ii) In economics (Marginal Function)
iii) L’Hôspital’s Rule
iv) Mean Value Theorem
Higher-Order Derivatives
 Higher-Order Derivatives

Higher-order derivatives are denoted as follows.

Higher Order Derivatives-Examples

• Find the second and third order derivatives of the function

f(x)=𝑥 4 − 3𝑥 2

• Solution:

𝑓 ′ x = 3𝑥 3 − 6𝑥

𝑓 ′′ x = 9𝑥 2 − 6

𝑓 ′′′ x = 18𝑥
 Implicit differentiation and higher
order derivatives

• The following example shows how to find the

second derivative of a function that is defined
implicitly.
d2y 2 x 3
− 3 y 2
= 7
Find dx if
2
Solution:

2 x3 − 3 y 2 = 7 y  2 x − x 2 y
y =
y2

6 x − 6 y y = 0
2
2x x 2
y = − 2 y
y y Substitute y
back into the
−6 y y = −6 x 2
2x x 2 x 2 equation.
y = − 2
−6 x 2 y y y
y =
−6 y

2x x 4
x2 y = − 3
y = y y
y →
 DERIVATIVES

ii) Partial derivatives

 Computation of Partial Derivatives

• The function 𝜕𝑧Τ𝜕𝑥 or 𝑓𝑥 is obtained by

differentiating f with respect to x, treating y as a
constant.
• The function 𝜕𝑧ൗ𝜕𝑦 or 𝑓𝑥 is obtained by
differentiating f with respect to y, treating x as a
constant.
Example 1:
(i) Find the partial derivatives ∂f/∂x and ∂f/∂y of the function
f ( x, y ) = x 2 − xy 2 + y 3

(ii) Use the partials to determine the change of f in the x-

direction and in the y-direction at the point (1, 2) .
Solution:
(i) To compute ∂f/∂x, think of the variable y as a constant and
differentiate the resulting function of x with respect to x:
f ( x, y ) = x − y x + y
2 2 3
Example 1 Cont…

f
= 2x − y 2

x

f
= −2 xy + 3 y 2

y
Example 1 Cont…
(ii) The change of f in the x-direction at the point (1, 2)
is given by

f
= 2(1) − 2 = −2
2

x (1,2)
• The change of f in the y-direction at the point (1, 2) is given
by

f
= −2(1)(2) + 3(2) 2 = 8
y (1,2)
 Example 2:
• Find the first partial derivatives of the function
xy
w( x, y ) = 2
x + y2

Solution
• To compute ∂w/∂x, think of the variable y as a
constant and differentiate the resulting function
of x with respect to x:
xy
w( x, y ) = 2 2
x +y

Example 2, page 547

Example 2 Cont…

w ( x + y ) y − xy (2 x )
2 2 𝜕𝑤 𝑥 2 + 𝑦 2 𝑥 − 𝑥𝑦(2𝑦)

=
=
𝜕𝑦 (𝑥 2 + 𝑦 2 )2

x (x + y )
2 2 2

y( y − x )2 2
= 2
(x + y )
2 2
Example 2 Cont…
𝜕𝑤 𝑥 2 +𝑦 2 𝑥−𝑥𝑦(2𝑦)
=
𝜕𝑦 (𝑥 2 +𝑦 2 )2

𝑥(𝑦 2 − 𝑥 2 )
= 2
(𝑥 + 𝑦 2 )2
 The Cobb-Douglas Production Function

• The work of Cobb and Douglas was described in

modeling the total production P of an economic
system as a function of the amount of labor L and the
capital investment K.
• Here we use partial derivatives to show how the
particular form of their model follows from certain
assumptions they made about the economy.
 The Cobb-Douglas Production Function

• If the production function is denoted by P = P(L, K), then

the partial derivative ∂P/∂L is the rate at which
production changes with respect to the amount of
labor. Economists call it the marginal production with
respect to labor or the marginal productivity of labor.

• Likewise, the partial derivative ∂P/∂K is the rate of

change of production with respect to capital and is
called the marginal productivity of capital.
 The Cobb-Douglas Production Function

• The Cobb-Douglass Production Function is of the

form
f(x, y) = axby1 – b (0 < b < 1)
where
a and b are positive constants,
x stands for the cost of labor,
y stands for the cost of capital
equipment, and
f measures the output of the finished
product.
 Example: Marginal Productivity
• A certain .country’s production in the early years
following World War II is described by the function
f(x, y) = 30x2/3y1/3
when x units of labor and y units of capital were used.
(i) Compute fx and fy.
(ii) Find the marginal productivity of labor and the
marginal productivity of capital when the amount
expended on labor and capital was 125 units and 27
units, respectively.
 Example: Marginal Productivity

(iii) Should the government have encouraged capital

investment rather than increase expenditure on
labor to increase the country’s productivity?
Solution
1/3
(i) 2 −1/3 1/3  y
f = 30  x y = 20
x  
3 x

2/3
1 −2/3 x
f y = 30 x 2/3
 y = 10  
3  y

Applied Example 4, page

 Example: Marginal Productivity

(ii) The required marginal productivity of labor is

given by 1/3
 27   3
f x (125, 27) = 20   = 20   = 12
 125   5

or 12 units of output per unit increase in labor

expenditure (keeping capital constant).
• The required marginal productivity of capital is
given by
2/3
 125   25 
f y (125, 27) = 10   = 10   = 27 79
 27   9 
Applied Example 4, page
 Example: Marginal Productivity
• or 27 7/9 units of output per unit increase in capital
expenditure (keeping labor constant).

(iii)The government should definitely have encouraged

capital investment.
A unit increase in capital expenditure resulted in a
much faster increase in productivity than a unit
increase in labor: 27 7/9 versus 12 per unit of
investment, respectively.

Applied Example 4, page

 Second Order Partial Derivatives
• The first partial derivatives fx(x, y) and
fy(x, y) of a function f(x, y) of two
variables x and y are also functions of x
and y.
• As such, we may differentiate each of the
functions fx and fy to obtain the second-
order partial derivatives of f.
 Second Order Partial Derivatives

• Differentiating the function fx with respect to x

leads to the second order partial derivative
2 f 
f xx  2 = ( fx )
x x

• But the function fx can also be differentiated with

respect to y leading to a different second order
partial derivative
2 f 
f xy  = ( fx )
yx y
 Second Order Partial Derivatives

• Similarly, differentiating the function fy with respect to y

leads to the second order partial derivative

2 f 
f yy  2 = ( f y )
y y

• Finally, the function fy can also be differentiated with respect

to x leading to the second oreder partial derivative

2 f 
f yx  = ( fy)
xy x
• Thus, four second-order partial derivatives of a function of
two variables can be obtained :

   f   2 f
x  = 2
f x  x  x

x   f   2 f
x 
 =
y y  x  yx
2 f 2 f
f =
yx xy
   f   2 f
   = When both are
f x x  y  xy continuous
y
y    f   2 f
  = 2
y y  y  y
 Example 1:
• Find the second-order partial
derivatives of the function
f ( x, y ) = x − 3x y + 3xy + y
3 2 2 2

Solution
• First, calculate fx and use it to find fxx
and fxy:

fx = ( x − 3x y + 3xy + y )
3 2 2 2

x
Example 6, page 552 = 3x 2
− 6 xy + 3 y 2
 Example 1 Continued

 
f xx = (3x 2 − 6 xy + 3 y 2 ) f xy = (3x − 6 xy + 3 y )
2 2

x y

= 6x − 6 y = −6 x + 6 y

= 6( x − y ) = 6( y − x )
 Example 1 Continued

Calculate fy and use it to find fyy and fyx:

𝝏(𝒙𝟑 −𝟑𝒙𝟐 𝒚+𝟑𝒙𝒚𝟐 +𝒚𝟐 )

𝒇𝒚 = = -3𝒙𝟐 +6xy+2y
𝝏𝒚

𝝏(−3𝒙𝟐 +6xy+2y) 𝝏(−3𝒙𝟐 +6xy+2y)

𝒇𝒚𝒚 = 𝒇𝒚𝒙 =
𝝏𝒚 𝝏𝒙

=6x+2 =-6x+6y
= 6(y-x)
 Example 2:
• Find the second-order partial derivatives
of the function
f ( x, y ) = e xy 2

Solution
• First, calculate fx and use it to find fxx and
fxy:

fx = xy 2
(e )
x

Example 7, page 553 =ye

2 xy 2
 Example 2 Continued


 2 xy 2
f xx = ( y e ) f xy = 2 xy 2
(y e )
x y

=ye 4 xy 2
= 2 ye + 2 xy e
xy 2 3 xy 2

= 2 ye (1 + xy )
xy 2 2
 Example 2 Continued
• Calculate fy and use it to find fyy and fyx:
𝒙𝒚𝟐
𝝏(𝒆 ) 𝒙𝒚 𝟐
𝒇𝒚 = =2xy𝒆
𝝏𝒚

𝟐
𝝏(2xy 𝒆𝒙𝒚 ) 𝒙𝒚 𝟐 𝟐 𝟐 𝒙𝒚 𝟐
𝒇 𝒚𝒚 = =2x𝒆 + 4𝒙 𝒚 𝒆
𝝏𝒚

𝟐
𝝏(2xy 𝒆𝒙𝒚 ) 𝒙𝒚 𝟐 𝟑 𝒙𝒚 𝟐
𝒇𝒚𝒙= 𝝏𝒙
=2y𝒆 + 2x𝒚 𝒆
Maximum and minimum values
 Maximum and minimum values
• Some of the most important applications of differential calculus
are optimization problems, in which we are required to find the
optimal (best) way of doing something.

• Many practical problems require us to minimize a cost or

maximize an area or somehow find the best possible
outcome of a situation.

• These can be done by finding the maximum or minimum values

of a function.

• To understand how this can be done we must understand the

basic optimization techniques(They will be discussed later).
Maximum and minimum values

categories
of
Optimization

Unconstrained Constrained
Optimization Optimization
 Unconstrained optimization
• Unconstrained Optimization involves finding the
optimum(maximum or minimum values) of
functions without placing
restrictions/constraints/conditions upon the
values.

• Example: Find the values of x and y that maximize

the monopolist’s profits of the function
R(x,y) = 98x+112y-0.04xy-0.1𝑥 2 - 0.2 𝑦 2
 Constrained optimization
• Constrained Optimization involves finding the optimum
(maximum or minimum values) to some decision problem in
which there are constraints/ conditions to be fulfilled.

• Example: Find the optimum (minimum or maximum ) value

of f(x,y) = 5𝑥 2 + 6𝑦 2 - xy
subject to the constraint x+2y = 24
 IMPORTANT DEFINITIONS

(a) For a function of one variable f(x)

• Consider figure 1 below.
• We see that the highest point on the graph of the function f is
the point (3, 5).

• In other words, the largest value of

f is f (3) = 5.

• Likewise, the smallest

value is f (6) = 2.

Figure 1
 IMPORTANT DEFINITIONS

• We say that f (3) = 5 is the absolute maximum of f

and
f (6) = 2 is the absolute minimum. In general, we
use the following definition.
 IMPORTANT DEFINITIONS
• The maximum and minimum values of f are called
extreme values of f.
• Likewise, f(c) is called a local maximum value or relative
maximum value of f because f(x)  f(c) for x near c and f
(c) is called a local minimum value or relative minimum
of f because f(c)  f(x) for x near c.
• In general, we have the following definition.
 IMPORTANT DEFINITIONS
(b) For a function of two variables f(x,y)
• Similarly, we have the same definitions for the
function of more than one variable
• Look at the hills and valleys in the graph of f shown in
Figure 1.

Figure 1
 MAXIMUM AND MINIMUM VALUES
• There are two points (a, b) where f has a local
maximum or a relative maximum, that is, where f (a, b)
is larger than nearby values of f (x, y).
• The larger of these two values is the absolute
maximum.
• Likewise, f has two local minima or relative minima,
where f (a, b) is smaller than nearby values.
• The smaller of these two values is the absolute
minimum .
 IMPORTANT DEFINITIONS
Let f be a function defined on a region R containing the
point (a, b).
• Definition: A function of two variables has a local
maximum or a relative maximum at the point (a,b) if
f(x,y)≤f(a,b) when (x,y) is near (a,b). The value f(a,b)
is called a local maximum value or a relative
maximum value
• If f(x,y)≥ f(a,b) when (x,y) is near (a,b), the value
f(a,b) is called a local minimum value or a relative
minimum value
 Fermat’s Theorem for Functions of two variables

• States that: If f has a local/relative maximum or

minimum at the point (a,b) and the first order partial
derivatives of f exist at there, then f x (a,b) = 0 and f y
(a,b) = 0.

• If the inequalities in the Definition above hold for all

points (x, y) in the domain of f, then f has an absolute
maximum (or absolute minimum) at the point (a, b).
 Relative/Local Minima
• At a minimum point of the graph of a function of two variables,
such as point (a, b) below, the plane tangent to the graph of the
function is horizontal (assuming the surface of the graph is
smooth):
z

(a, b)
x
 Relative/Local Minima
• Thus, at a minimum point, the graph of the function
has a slope of zero along a direction parallel to the x-
axis:
z

f
( a , b) = 0
x

(a, b)
x
 Relative/Local Minima
• Similarly, at a minimum point, the graph of the
function has a slope of zero along a direction parallel
to the y-axis:
z

f
( a , b) = 0
y

(a, b)
x
 Relative/Local Maxima
• Thus, at a maximum point, the graph of the function
has a slope of zero along a direction parallel to the
x-axis:
z
f
( a , b) = 0
x

y
(a, b)
x
 Relative/Local Maxima
• Similarly, at a maximum point, the graph of the
function has a slope of zero along a direction parallel
to the y-axis:
z

f
( a , b) = 0
y

y
(a, b)
x
 Critical point of a function f(x,y)

• A point (a, b) is called a critical point (or stationary

𝜕𝑓 𝜕𝑓
point) of f if (a, b) = 0 and (a, b) = 0
𝜕𝑥 𝜕𝑦
or at least one of the partial derivatives does not
exist.

• Theorem above says that if f has a local/relative

maximum or minimum at (a, b), then (a, b) is a
critical point of f.
 Extreme values for Unconstrained
optimization
• Optimization test-One variable function
(i) Maximization conditions
𝑑𝑓
(c) = 0
𝑑𝑥
𝑑2 𝑓
(c) ≤ 0
𝑑𝑥 2
(ii) Minimization conditions
𝑑𝑓
(c) = 0
𝑑𝑥
𝑑2 𝑓
(c) ≥ 0
𝑑𝑥 2
 Extreme values for Unconstrained
optimization
• Optimization test-two variable function
Consider the function f(x,y)
(i) Maximization conditions
𝑑𝑓 𝑑𝑓
𝑑𝑥
(a,b) = 𝑓𝑥 (a,b)=0 and 𝑑𝑦
(a,b) = 𝑓𝑦 (a,b)=0
D(a,b)= 𝑓𝑥𝑥 (a,b) 𝑓𝑦𝑦 (a,b)-(𝑓𝑥𝑦 (𝑎, 𝑏))2 >0 and 𝑓𝑥𝑥 (a,b) <0
(ii) Minimization conditions
𝑑𝑓 𝑑𝑓
(a,b) = 𝑓𝑥 (a,b)=0 and (a,b) = 𝑓𝑦 (a,b)=0
𝑑𝑥 𝑑𝑦
D(a,b)= 𝑓𝑥𝑥 (a,b) 𝑓𝑦𝑦 (a,b)-(𝑓𝑥𝑦 (𝑎, 𝑏))2 >0 and 𝑓𝑥𝑥 (a,b)>0
(iii) If D(a,b)<0 , then f(x,y) has neither a local minimum nor a
local maximum at (a,b) i.e., it has a saddle point.
(iv) If D(a,b)=0 , then no conclusion.
 Example 1

Find the extreme values of the function: f(x)= x3

Solution:

• f (x) = x3, then f (x) = 3x2 = 0,

x=0 is a critical point
• f ’(x) = 6x and f ’(0) =6(0)=0
• Therefore, f has no maximum
or minimum at 0 and this can
be shown on its graph in Figure 2.
Figure 2
 Example 2
Find the critical points of f(x)=x3/5(4 - x)=4x3/5 – x8/5 ,
And hence use the critical points to determine
extreme values of f
Solution:
f’(x) = 4(3/5) x-2/5 – (8/5)x3/5
critical points: f ’(x) = 0
4(3/5) x-2/5 – (8/5)x3/5 = 0
⇒ x-2/5 (4-3x) = 0
x=0 or x = 3/2
the critical points are x=3/2 and x=0.
 Example 2 continued
• Testing for extremities
𝑑𝑓
(𝑥)= 4(3/5) x-2/5 – (8/5)x3/5
𝑑𝑥
𝑑2 𝑓 -7/5 – (8/5)(3/5)x-2/5
2 (x)= 4(3/5)(-2/5) x
𝑑𝑥
𝑑2 𝑓
(0)= 0, no conclusion
𝑑𝑥 2
𝑑2 𝑓 -7/5
(3/2)= 4(3/5)(-2/5) (3/2)
𝑑𝑥 2
– (8/5)(3/5)(3/2)-2/5 ≤ 0
Then f has maximum value at x=3/2 and the
maximum value is f(3/2)= (3/2)3/5(4 – (3/2))
 Example 3

Find all points (x, y) where f (x, y) has a possible local

maximum or minimum. Then use the second-
derivative test to determine, if possible, the nature of f
(x, y) at each of these points.

f (x, y ) = x − 2 xy + 3 y + 4 x − 16 y + 22
2 2
 Example 3 continued
SOLUTION

We first use the first-derivative test.

𝜕𝑓 𝜕𝑓
=2x-2y+4=0 =-2x+6y-16=0
𝜕𝑥 𝜕𝑥

Solving, x=1 and y=3, So the critical point is (1,3)

 Example 3 continued
• To determine more about this point, we employ the
second-derivative test.

• 𝑓𝑥𝑥 x, y = 2, 𝑓𝑦𝑦 x, y = 6, 𝑓𝑥𝑦 x, y = −2

D(a,b)= 𝑓𝑥𝑥 𝑎, 𝑏 𝑓𝑦𝑦 a, b − (𝑓𝑥𝑦 a, b )2

=(2)(6)-((−2)2 )=8

• Since D(a,b) > 0 and 𝑓𝑥𝑥 a, b =2 > 0, f(x,y) has a

relative minimum at (1,3) and the minimum value is
f(1,3)= (1)2 -2(1)(3)+3 (3)2 +4(1)-16(3)+22=10
 Applied Example

A monopolist manufactures and sells two competing

products, call them I and II, that cost $30 and $20 per
unit, respectively, to produce. The revenue from
marketing x units of product I and y units of product II
is
R(x,y) = 98x+112y-0.04xy-0.1𝑥 2 - 0.2 𝑦 2
Find the values of x and y that maximize the
monopolist’s profits.
 Example continued

Solution:

𝜕𝑅 𝜕𝑅
= 98-0.04y-0.2x = 0 = 112-0.04x-0.4y = 0
𝜕𝑥 𝜕𝑦

Solving two equations, x= 443 and y=236

 Example continued

Solution:

• Testing
𝑅𝑥𝑥 x, y = −0.2, 𝑅𝑦𝑦 x, y = −0.4,
𝑅𝑥𝑦 x, y = −0.04

• D(a,b) = 𝑅𝑥𝑥 𝑎, 𝑏 𝑅𝑦𝑦 a, b − (𝑅𝑥𝑦 a, b )2

= (-0.2)(-0.4)- (−0.04)2 =0.0784

• Since D(a,b) > 0 and 𝑅𝑥𝑥 a, b = -0.2 < 0, R(x,y)

has a relative maximum at (443,236)
 Extreme values for Constrained
optimization
Constrained Optimization Problems are
solved by using the method of Lagrange
Multiplier

On the next slides we discuss on how to

solve these problem using a method of
Lagrange Multiplier
Lagrange Multipliers
 Lagrange Multipliers

• This is the method for maximizing or

minimizing a general function f (x, y,
z) subject to the constraint(s) (or
conditions) of the form g(x, y, z) = k.
 Lagrange Multipliers
′
• By Lagrange Multiplier method, the gradient vectors 𝑓
(x′0, y0, z0) and 𝑔′ (x0, y0, z0) must be parallel. Therefore, if
𝑔 (x0, y0, z0)  0, there is a number  ≠0 such that
𝑓 ′ (x0, y0, z0)=  𝑔′ (x0, y0, z0)

• The number  in Equation above is called a Lagrange

multiplier.

• In this topic, we apply the Lagrange Multiplier method for

a function of two variables x and y subject to one
constraint
 Lagrange Multipliers
The procedure based on this method is as follows.
1. Assume that these extreme values (maximum and
minimum values) exist and g(x, y) ≠0 on the surface
g(x, y) = k
2. Find all values of x,y and λ such that

f ′ (x,y)= λ g ′ (x,y) or f ′ (x,y) - λ g ′ (x,y) =0

And
g(x, y) = k
 Lagrange Multipliers
3. Evaluate f at all points (x,y) that result from step
2. The largest of these values is the maximum
value of f and the smallest is the minimum value
of f. OR
4.Test the solution (a, 𝑏,𝝀) to determine maximum
or minimum point and use the second derivative
test i.e., find D(a,b)= 𝐹𝑥𝑥 (a , 𝑏 ,𝝀) 𝐹𝑦𝑦 (a , 𝑏 ,𝝀)-
(𝐹𝑥𝑦 (a, 𝑏,𝝀))2
and 𝐹(a, 𝑏,𝝀), then conclude.
5. Evaluate z=f(x,y) at the solution (a,b,𝝀)
 Lagrange Multipliers
• If we write the equation f ′ (x,y) - λ g ′ (x,y) =0 in terms of
components, then the equations in step (2) become

𝐹 = 𝑓 𝑥, 𝑦 − 𝝀g(x,y)
𝜕𝐹
𝐹𝑥 = = 𝑓𝑥 -𝝀𝑔𝑥 =0
𝜕𝑥
𝜕𝐹
𝐹𝑦 = = 𝑓𝑦 -𝝀𝑔𝑦 =0
𝜕𝑦
𝜕𝐹
𝐹𝝀 = = 𝑓𝝀 -𝝀𝑔𝝀 =0
𝜕𝝀
 Lagrange Multipliers

• Above is a system of three equations with three

unknowns x, y, and . They have to be solved
simultaneously to find the values of unknowns
• The same procedures are followed for the
function of more than two variables with two or
more constraints
Example 1
Find the minimum or maximum value of
f(x,y) = 5𝑥 2 + 6𝑦 2 - xy
subject to the constraint x+2y = 24
Solution:
Fx = 10x-y-𝝀(1)=0
FY = 12y-x-𝝀(2)=0 and
F𝝀 = x+2y – 24 = 0
The solution of the system is x = 6, y = 9,  = 51
 Example 1 continued
• Testing

D(6,9)= 𝑓𝑥𝑥 (a,b) 𝑓𝑦𝑦 (a,b)-(𝑓𝑥𝑦 (a,b))2

=(10)(12)-0=120>0
and
𝑓𝑥𝑥 (a,b)=10>0

• f(x,y) has a local minimum at (6,9) and the minimum

value is f(x,y) = 5(6)2+6(9)2-6(9)= 720
Example 2
Consider a firm producing commodity y with the
following production function: f(x,y)=5xy

Without any constraints, the firm can produce an

unlimited quantity by utilizing an unlimited
amount of x and y .

But suppose the firm has a budget constraint:

Let 𝑝𝑥 =$2/𝑢𝑛𝑖𝑡
𝑝𝑦 =$1/𝑢𝑛𝑖𝑡
Example 2 continued
For simplicity, assume that the maximum amount
the firm can spend on these two inputs is $100.
So the constraint is 2x+y=100

Suppose the economic question facing this firm is

maximizing production subject to this budget
constraint.

Find the maximum values x and y using Lagrange

multiplier method
Example 2 continued
Solution:
Fx = 5y-𝝀(2)=0
FY = 5x-𝝀(1)=0 and
F𝝀 = 2x+y =10 0
The solution of the system is x = 25, y = 50,  = 125
The maximum values are x=25 and y=50
Try this!!!
• Find all possible extreme points, maximum
value and minimum value of the function,
f(x,y) = 8𝑥 2 − 2𝑦 subject to the constraint
𝑥2 + 𝑦2 = 1
 INTEGRATION
i) Indefinite and Definite integrals
ii) Improper integrals
iii) Double integrals
iv) Triple integrals
v) Applications of integrals
 INTEGRATION
Integration is the opposite of differentiation.
(For this reason it is also called ‘antidifferentiation’)

multiply by power reduce power by 1

Example: Gradient Function

Function
5𝑥 3 15𝑥 2

divide by new power increase power by 1

 𝒅𝒚
Example: Find 𝒚 when = 𝟑𝒙𝟐
𝒅𝒙

Adding 1 to the power and dividing by this

power give us:
𝑦 = 𝑥3
However, other functions would also have
differentiated to 3𝑥 2 :
𝑦 = 𝑥 3 + 1, 𝑦 = 𝑥 3 − 4, …
Clearly we could have add any constant, as it
disappears upon differentiation. 𝑐 is known as a constant of
∴ 𝒚 = 𝒙𝟑 + 𝒄 integration
 Example

Find 𝑦 when:

𝑑𝑦
= 4𝑥 3 𝑦 = 𝑥4 + 𝑐
𝑑𝑥

𝑑𝑦 1 6
= 𝑥5 𝑦= 𝑥 +𝑐
𝑑𝑥 6

𝑑𝑦 1 2 3 3
= 3𝑥 2 𝑦=3 𝑥 2 + 𝑐 = 2𝑥 2 + 𝑐
𝑑𝑥 3
𝑑𝑦
= 2𝑥 + 7 𝑓 𝑥 = 𝑥 2 + 7𝑥 + 𝑐
𝑑𝑥
 INTEGRATION NOTATION
Consider the integral

∫ 𝑓 ′ (𝑥) 𝑑𝑥 = 𝑓(𝑥) + 𝑐

“Integrate…”
“…with respect to 𝑥”
“…this expression”

This is known as Indefinite integration, in

contrast to definite integration, which we’ll
see later in the chapter.
 INDEFINITE INTEGRALS

Definition: Indefinite integrals are

integrals in which limits are not given
and the exact expression is unknown
(due to the +𝑐).

➢ For any polynomial,

𝑛 𝑎 𝑛+1
∫ 𝑎𝑥 dx=𝑛+1 𝑥 +c, if n≠ −1
 Definite integrals

𝑏
• Definition:Definite integral ∫𝑎 𝑓(𝑥) is the
integral with a function f defined on a finite
interval [a, b] .
• The definite integrals are evaluated using the
Fundamental Theorem of Calculus. This is stated
in the next slide.
𝐿𝑒𝑡 𝑓 𝑏𝑒 𝑎 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠 𝑜𝑛 𝑎, 𝑏
.

Fundamental Theorem of Calculus 1 (FToC1)

𝑏

1. න 𝑓 𝑥 𝑑𝑥 = 𝐹 𝑏 − 𝐹(𝑎)
𝑎

𝑤ℎ𝑒𝑟𝑒 𝐹 𝑖𝑠 𝑎𝑛𝑦 𝑎𝑛𝑡𝑖𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒

𝑖𝑛𝑑𝑒𝑓𝑖𝑛𝑖𝑡𝑒 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑙 𝑜𝑓 𝑓, 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝐹 ′ = 𝑓

The integral gives the NET change

 Definite integrals
Examples:
5 5
1. ∫1 4𝑥 3 dx= 𝑥4 1 = (5)4 - (1)4 = 624

3 2 3
2. ∫−3 𝑥 𝑑𝑥 = 2𝑥 −3 = 2(3)-2(-3) = 12

2 5 −5Τ 𝑥 −3 2
3. ∫−1 ൗ𝑥 4 dx = 3 −1 = 15Τ8
 Properties of integrals
𝑏 𝑏 𝑏
1. ∫𝑎 𝑓(𝑥) ± 𝑔(𝑥) dx=∫𝑎 𝑓 𝑥 𝑑𝑥 ± ∫𝑎 𝑔 𝑥 𝑑𝑥 Sum-Subtract property

𝑏 𝑏
2. ∫𝑎 𝑘. 𝑓(𝑥)dx=k ∫𝑎 𝑓(𝑥)dx Constant multiples property

𝑎
3. ∫𝑎 𝑓 𝑥 𝑑𝑥 = 0, 𝑖𝑓 𝑎 = 𝑏 Equal upper and lower limits

𝑏 𝑎
4. ∫𝑎 𝑓(𝑥)dx = -∫𝑏 𝑓 𝑥 𝑑𝑥 Limits reversing property

𝑐 𝑏 𝑐
5. ∫𝑎 𝑓(𝑥)dx = ∫𝑎 𝑓(𝑥)dx + ∫𝑏 𝑓(𝑥)dx Partition property
 Techniques of Integration
• In this section, we examine some techniques
that are frequently successful when seeking
antiderivatives of functions.
• The following are the methods that will be
discussed
(i) Substitution method
(ii) Integration by Parts
 SUBSTITUTION METHOD
• In this method, we need to rewrite the original
function so that the expression can be made simpler
to integrate.
• Example 1:
Evaluate ∫(𝒂𝒙 + 𝒃)𝒏 dx, assuming that a and b
are constants, a≠ 0 and n is an integer.
Solution:
𝑑𝑢 𝑑𝑢
Let 𝑢 = 𝑎𝑥 + 𝑏, 𝑑𝑥
= a → 𝑑𝑥 = 𝑎
𝑛 𝑛 𝑑𝑢 𝑢𝑛+1
∫(𝑎𝑥 + 𝑏) dx=∫ 𝑢 . 𝑎 = 𝑎(𝑛+1)
+c
𝑛 (𝑎𝑥+𝑏)𝑛+1
But 𝑢 = 𝑎𝑥 + 𝑏, so ∫(𝑎𝑥 + 𝑏) dx= +c
𝑎(𝑛+1)
 SUBSTITUTION METHOD
• Example 2:
2 2
Evaluate ∫−1 4𝑥 3
3 3
𝑥 4 + 1 dx, Answer is 3((17) Τ2- (3) Τ2)

• Example 3:
−1
∫ 𝑠𝑖𝑛(𝑎𝑥 + 𝑏)dx, answer is 𝑎
cos(𝑎𝑥 + 𝑏)+ c

• Example 3:
2 −1
∫ 𝑥𝑠𝑖𝑛(𝑥 )dx, answer is 2
cos 4 − cos 16
 INTEGRATION OF POWERS OF SINE AND COSINE
• Functions consisting of products of the sine and cosine can be
integrated by using substitution and trigonometric identities.
• Examples:
1. Evaluate ∫ 𝑠𝑖𝑛5 𝑥 𝑑𝑥
Soln: ∫ 𝑠𝑖𝑛5 𝑥 𝑑𝑥= ∫ sin 𝑥 (𝑠𝑖𝑛2 𝑥)2 𝑑𝑥= ∫ sin 𝑥 (1 − 𝑐𝑜𝑠 2 𝑥)2 𝑑𝑥
Let u = cos x, du= -sin x dx
∫ 𝑠𝑖𝑛5 𝑥 𝑑𝑥= ∫ −(1 − 𝑢2 )2 𝑑𝑥
= -cos x+2Τ3 𝑐𝑜𝑠 3 𝑥 -1Τ5 𝑐𝑜𝑠 5 𝑥
2. Evaluate ∫ 𝑠𝑖𝑛6 𝑥 𝑑𝑥,
Soln: use 𝑠𝑖𝑛2 𝑥 =1Τ2 (1- cos(2𝑥)) to rewrite the function
 Trigonometric Substitutions
• Examples:
1. Evaluate ∫ 1 − 𝑥 2 dx, Let 𝑥 = sin 𝑢 so 𝑑𝑥 = cos 𝑢 𝑑𝑢.
2 1+cos 2𝑢
Then ∫ 1 − 𝑥2 dx=∫ 𝑐𝑜𝑠 u du=∫ du
2
𝑢 sin 2𝑢
= + +c
2 4
sin−1 𝑥 sin(2 sin−1 𝑥)
= + +c
2 4

2. Evaluate i) ∫ 4 − 9𝑥 2 dx ii) ∫ 1 + 𝑥 2 dx
 INTEGRATION BY PARTS

• If we let u=f(x) and v=g(x), then du=𝑓 ′ (x)dx , dv= 𝑔′ (x)dx and

න 𝐮𝐝𝐯 = 𝐮𝐯 − න 𝐯𝐝𝐮

• Example: Evaluate ∫ 𝑥𝑙𝑛𝑥𝑑𝑥

Solution:
1 𝑥2
Let u=lnx, so du= dx and dv=xdx⇒ 𝑣 =
𝑥 2
𝑥2 𝑥2 1
∫ 𝑥𝑙𝑛𝑥𝑑𝑥= ∫ udv = 2
𝑙𝑛𝑥- ∫
2 𝑥
dx
𝑥2 𝑥2
= 𝑙𝑛𝑥-
2 4
Try these examples:
• Evaluate
1. ∫ 𝑥 sin 𝑥dx

2. ∫𝑥 𝑒 𝑥 dx
 AREAS UNDER THE CURVE
𝒂
Earlier we saw that the definite integral ∫𝒃 𝒇(𝒙) 𝒅𝒙 gives
𝐴𝑟𝑒𝑎
𝐴𝑟𝑒𝑎 = 𝑑𝑖𝑠𝑡𝑎𝑛𝑐𝑒
the area between a positive curve 𝑦 = 𝑓(𝑥), the 𝒙-axis,
and the lines 𝑥 = 𝑎 and 𝑥 = 𝑏.

𝑦 = 𝑓(𝑥)
𝑦

Area
𝑎 𝑥
𝑏
 AREAS UNDER THE CURVE

Find the area of the finite region between the curve

with equation 𝑦 = 20 − 𝑥 − 𝑥 2 and the 𝑥-axis. 𝐴𝑟𝑒𝑎 = 𝑑𝑖𝑠𝑡𝑎𝑛𝑐𝑒

Factorise in order to find roots:

𝟐𝟎 − 𝒙 − 𝒙𝟐 = 𝟎
𝒙𝟐 + 𝒙 − 𝟐𝟎 = 𝟎
𝒙+𝟓 𝒙−𝟒 = 𝟎
𝒙 = −𝟓 𝒐𝒓 𝒙 = 𝟒
Therefore area between curve and 𝒙-axis is:
𝑦
𝟒
𝟐
𝟏 𝟐 𝟏 𝟑 𝟒
න 𝟐𝟎 − 𝒙 − 𝒙 𝒅𝒙 = 𝟐𝟎𝒙 − 𝒙 − 𝒙
𝟓 𝟐 𝟑 −𝟓
𝟔𝟒 𝟐𝟓 𝟏𝟐𝟓
= 𝟖𝟎 − 𝟖 − − −𝟏𝟎𝟎 − +
𝟑 𝟐 𝟑
𝟐𝟒𝟑
=
𝟐

𝑥
−5 4
 MEAN VALUE THEOREM

• If f is continuous on [a, b], then there exists a number c in

[a, b] such that

1 b
f (c) = f ave =
b−a a
f ( x) dx

• that is,

f ( x) dx = f ( c )( b − a )
b
 a
 MEAN VALUE THEOREM

• Since f(x) = 1 + x2 is continuous on the interval [-1, 2], the

Mean Value Theorem for Integrals states there is a
number c in [-1, 2] such that:

( )
2
 + = f (c)[2 − (−1)]
2
1 x dx
−1

• In this particular case, we can find c explicitly.

 MEAN VALUE THEOREM

• From Example 1, we know that fave = 2(By calculating using

the formula).
• So, the value of c satisfies f(c) = fave = 2.

• Therefore, 1 + c2 = 2.

• Thus, c2 = 1.
• So, in this case, there happen to be two numbers c = ±1 in
the interval [1, 2] that work in the Mean Value Theorem for
Integrals.
 Improper integrals

• In this section, we will learn How to solve

definite integrals for two cases:
(i) where the interval is infinite, and
(ii) where the function has an infinite
discontinuity in [a, b] .

• In either case, the integral is called an improper

integral.
 Improper integrals of type 1
𝐭
• Definition 1: If ∫𝐚 𝐟 𝐱 𝐝𝐱 exists for every number t ≥ a, then

 t
 a
f ( x) dx = lim  f ( x) dx
t → a
provided this limit exists (as a finite number).

• Definition 2: (Convergent or Divergent). The improper

∞ 𝑏
integrals ∫𝑎 𝑓 𝑥 𝑑𝑥 and ∫−∞ 𝑓 𝑥 𝑑𝑥 are called:

• Convergent if the corresponding limit exists.

• Divergent if the limit does not exist.

 Improper integrals of type 1
∞ 𝑏
• If both ∫𝑎 𝑓 𝑥 𝑑𝑥 and ∫−∞ 𝑓 𝑥 𝑑𝑥 are convergent, then
we define:
 a 
−
f ( x) dx = 
−
f ( x) dx +  f ( x) dx
a

• Here, any real number a can be used.

• Note: Any of the improper integrals in Definition 1 can be
interpreted as an area provided f is a positive function.
 Improper integrals of type 1
+ 1
• Example 1: Determine whether the integral  1 x
dx converges or
diverges.
+ 1 b 1
Solution:  dx
1
= lim
x  dx = lim ln
b →+ 1
b ,
= +
x b →+

then the integral diverge

• Example 2: Find 0
 −
xe x dx.

Solution: 0
−
0

x 0
 
x
xe dx. = lim xe dx = lim 
x
xe − e  =
x
lim ( −1 − ae a
+ e a
) = −1.
a →− a a →− a a →−
 Improper integrals of type 1
 1
− 1 + x
• Example 3: Evaluate
2
dx
• Solution:
-It’s convenient to choose a = 0 in Definition 2:
 1 0 1  1
− 1 + x2 dx = − 1 + x2 dx + 0 1 + x2 dx
We must now evaluate the integrals on the right side separately—as
follows.
 Example 2 continued
0 1  1
− 1 + x 2 dx 0 1 + x 2 dx
0 dx
= lim  dx
t
t →− t 1 + x 2
= lim 
t → 0 1 + x 2
0
= lim tan −1
x
t
t →− t = lim tan −1
x
t → 0
= lim (tan −1 0 − tan −1 t )
t →− = lim(tan −1 t − tan −1 0)
t →
  
= 0−−  = lim tan −1 t
 2  t →

 
= =
2 2
 Example 2 continued

• Since both these integrals are convergent, the given

integral is convergent and

 1  
− 1 + x 2 dx = +
2 2
= 
 Example 2 continued

• As 1/(1 + x2) > 0, the given improper integral can be

interpreted as the area of the infinite region that lies
under the curve y = 1/(1 + x2) and above the x–axis.
 Improper integrals of type 2
(Discontinuous integrands)

• Suppose f is a positive continuous function defined on

a finite interval [a, b) but has a vertical asymptote at
b.
• Let S be the unbounded region under
the graph of f and above the x-axis between a and b.
• Note: -For Type 1 integrals, the regions extended
indefinitely in a horizontal direction.
-Here, the region is infinite in a vertical
direction.
 Improper integrals of type 2
(Discontinuous integrands)

• The area of the part of S between a and t (shaded

region) is:
t
A(t ) =  f ( x) dx
a
 Improper integrals of type 2
(Discontinuous integrands)
• If it happens that A(t) approaches a definite number A as t →
-
b , then we say that the area of the region S is A and we write:

b t
a
f ( x) dx = lim−  f ( x) dx
t →b a

• Definition 3a: If f is continuous on [a, b) and is discontinuous

at b, then
b t
 a
f ( x) dx = lim−  f ( x) dx
t →b a

if this limit exists (as a finite number).

 Improper integrals of type 2
(Discontinuous integrands)

• Definition 3b: If f is continuous on (a, b] and is

discontinuous at a, then
b b
a
f ( x) dx = lim+  f ( x) dx
t →a t

if this limit exists (as a finite number).

 Improper integrals of type 2
(Discontinuous integrands)

• Definition 3b is illustrated for the case where f(x) ≥ 0

and has vertical asymptotes at a.
 Improper integrals of type 2
(Discontinuous integrands)

b
• The improper integral 
a
f ( x) dx is called:

• Convergent if the corresponding limit exists.

• Divergent if the limit does not exist.

 Improper integrals of type 2
(Discontinuous integrands)

• Definition 3c: If f has a discontinuity at c, where

𝑐 𝑏
a < c < b, and both ∫𝑎 𝑓 𝑥 𝑑𝑥 and ∫𝑐 𝑓 𝑥 𝑑𝑥 are
convergent, then we define:

b c b
a
f ( x) dx =  f ( x) dx +  f ( x) dx
a c
 Improper integrals of type 2
(Discontinuous integrands)

• Definition 3b is illustrated for the case where f(x) ≥ 0

and has vertical asymptotes at c.
 Improper integrals of type 2
(Discontinuous integrands)

5 1
• Example: Find  dx
2
x−2
• Solution:
-First, we note that the given integral is improper because
f ( x) = 1/ x − 2 has the vertical asymptote x = 2.
-The infinite discontinuity occurs at the left end-point of [2, 5].
-So, we use Definition 3b:
 Improper integrals of type 2
(Discontinuous integrands)

5 dx 5 dx
2
x−2
= lim+ 
t →2 t
x−2
5
= lim+ 2 x − 2

t →2 t

= lim+ 2( 3 − t − 2)
t →2

=2 3
• Thus, the given improper integral is convergent.
 Improper integrals of type 2
(Discontinuous integrands)
• Since the integrand is positive, we can interpret the
value of the integral as the area of the shaded region
here.
DOUBLE INTEGRALS
 Double Integrals and Volume of a Solid
Region
You know that a definite integral over an interval uses a
limit process to assign measures to quantities such as
area, volume, arc length, and mass.

In this section, you will use a similar process to define

the double integral of a function of two variables over
a region in the plane.
 Double Integrals and Volume of a Solid
Region
Using the limit of a Riemann sum to define volume is a special case
of using the limit to define a double integral.
The general case, however, does not require that the function be
positive or continuous.

Having defined a double integral, you will see that a definite

integral is occasionally referred to as a single integral.
Volume of a Solid Region
 Properties of Double Integrals

• Double integrals share many properties of single

integrals.
 Evaluation of Double Integrals

Theorem: (Fubini’s Theorem)

Let f be continuous on a plane region R
1. If R is defined by a≤ 𝑥 ≤ 𝑏 and 𝑔1 (x) ≤ 𝑦 ≤ 𝑔2 (x), when 𝑔1 and 𝑔2 are
continuous on 𝑎, 𝑏 , then
𝑏 𝑔2 (x),
‫𝑥 𝑓 ׭‬, 𝑦 𝑑𝐴=∫𝑎 ∫𝑔 (x) 𝑓 𝑥, 𝑦 𝑑𝑦 dx
1
1. 2. If R is defined by c≤ 𝑦 ≤ 𝑑 and ℎ1 (y) ≤ 𝑥 ≤ ℎ2 (y), when ℎ1 and ℎ2
are continuous on 𝑎, 𝑏 , then
𝑑 ℎ2 (y)
‫𝑥 𝑓 ׭‬, 𝑦 𝑑𝐴= ∫𝑐 ∫ℎ (y) 𝑓(𝑥, 𝑦) 𝑑𝑥 d𝑦
1

See figures in the next slide

Evaluation of Double Integrals

Figures for Fubini’s Theorem

 Evaluation of Double Integrals
Example 1: Find the volume of the solid that lies under the parabola
z = x2 + y2 and above the region D in the xy–plane bounded by the
line y = 2x and the parabola y = x2.
Solution:
• The volume under
z = x2 + y2 and above D
is calculated as follows.
• From the figure, we see that D is a
Type I region defined as
D = {(x, y) | 0 ≤ x ≤ 2, x2 ≤ y ≤ 2x}
 Evaluation of Double Integrals
• Volume, V

=  ( x + y ) dA
2 2

D
2 2x
=  2
( x + y ) dy dx
2 2
0 x
y =2 x
2  2 y  3
=  x y +  dx
0
 3  y = x2
 Evaluation of Double Integrals

2  2 (2 x ) 3
( x ) 
2 3
=  x (2 x) + 3 − x x − 3  dx
2 2
0
 
2  x 6
14 x 3

= − 3 − x + 3
4
 dx
0
 
2
x x7
7x 
5 4
=− − +
21 5 6  0
216
=
35
 Evaluation of Double Integrals
• From this figure, we see that D can also be written as a type II
region:
D = {(x, y) | 0 ≤ y ≤ 4, ½y ≤ x ≤ 𝑦

• So, another expression

for V is as follows.
 Evaluation of Double Integrals

4 𝑦
𝑉 = ඵ(𝑥 2 + 𝑦 2 )𝑑𝐴 = න න (𝑥 2 + 𝑦 2 )𝑑𝑥𝑑𝑦
1
0 𝑦
𝐷 2

4 𝑥= 𝑦
𝑥3
=න + 𝑦2𝑥 𝑑𝑦
0 3 1
𝑥= 𝑦
2

4
𝑦 3/2 𝑦 3 𝑦 3
=න + 𝑦 5/2 − − 𝑑𝑦
0 3 24 2

2 5/2 2 7/2 13 4 4 216

= 𝑦 + 𝑦 − 𝑦 ൨ =
15 7 96 0 35
 Evaluation of Double Integrals

Example 2: Evaluate ‫ 𝑦𝑥 𝑒𝑥 ׭‬dA

on R= 𝑥, 𝑦 : −1 ≤ x ≤ 2, 0 ≤ y ≤ 1
Solution:
𝑥𝑦 2 1
‫𝑒𝑥 ׭‬ dA=∫−1 ∫0 𝑥𝑒 𝑥𝑦 𝑑𝑦 dx OR

𝑥𝑦 1 2
‫𝑒𝑥 ׭‬ dA=∫0 ∫−1 𝑥𝑒 𝑥𝑦 𝑑𝑥 dy (Use integration by parts)

‫ 𝟐𝒆=𝐀𝐝 𝒚𝒙𝒆𝒙 ׭‬- 𝒆−𝟏 -3

Triple integral
 Triple Integrals
• We have defined single integrals for functions of one
variable and double integrals for functions of two variables,
so we can define triple integrals for functions of three
variables as follows by using Fubini’s Theorem
 Triple Integrals
• Now we define the triple integral over a general bounded
region E in three-dimensional space (a solid) by the same
procedure that we used for double integrals.

• We enclose E in a box B of the type given by Equation 1.

Then we define a function F so that it agrees with f on E but
is 0 for points in B that are outside E.

• By definition,

• This integral exists if f is continuous and the boundary of E is

“reasonably smooth.”
 Triple Integrals
• Example: Evaluate the triple integral B xyz2 dV, where B
is the rectangular box given by

B = {(x, y, z) | 0  x  1, –1  y  2, 0  z  3}
• Solution:
• We could use any of the six possible orders of integration.

• If we choose to integrate with respect to x, then y, and

then z, we obtain
SEQUENCE AND SERIES
 SEQUENCE AND SERIES

What is sequence?
A sequence is a It can be a pattern of :
pattern/set/list that
• objects
follow a general rule (nth
term formula) • music
• letters
.
• or numbers
Here we deal with the
sequence of numbers
 SEQUENCE AND SERIES

• Sequence of numbers: This is a set of numbers

that follow a general rule (nth term formula)
Examples: 1, 8, 15, 22, 29, …
• Series of numbers: This is the sum of the terms in
a sequence of numbers
Example: 1 + 8 + 15 + 22 + 29 + …
• Types of series:
i) Arithmetic series
ii) Geometric series
 SEQUENCE AND SERIES
Definition: Arithmetic series (Arithmetic progression (AP)):
• This is the series in which the difference between the terms
is constant.
• The difference is called the common difference (d)
• The 𝑛𝑡ℎ term of Arithmetic series is given as
𝒂𝒏 =𝒂𝟏 +(n-1)d,

where 𝑎1 is the first term.

 SEQUENCE AND SERIES

Sum of Finite Arithmetic Series

n
S n = ( a1 + an )
2
 SEQUENCE AND SERIES
• Definition: Geometric series(Geometric progression (GP)):


 ar n −1
= a + ar + ar 2
+  + ar n
+
n =1

with the common ratio r.

• The 𝑛𝑡ℎ term of Arithmetic series is given as
an = a1rn – 1

a2
r=
a1
 SEQUENCE AND SERIES
• The sum of a finite Geometric series is given as
a1 (1 − r n )
sn =
1− r

• The sum of Infinite Geometric Series with the condition

|r|<1 is given as
𝒂𝟏
𝐒𝐧 =
𝟏−𝒓
• The sum of Infinite Geometric Series with the condition
|r|≥1 does not exist
Power series
 Examples of Power Series

a. The following power series is centered at 0.

b. The following power series is centered at –1.

c. The following power series is centered at 1.

Convergence and Divergence of
series
Definition
 an
Example:
Note:
Cont…
Cont…
Convergence and Divergence of
series
 Convergence and Divergence of
series

• In other words
If lim 𝑆𝑛 does not exist, then the series diverges
𝑘→∞
• Note that S is the sum of the series
• Theorem: For a≠ 0, the geometric series σ∞ 𝑘=1 𝑎𝑟 𝑘
converges
𝑎1
to if |r|<1 and diverges if |r|≥1, where r is the
1−𝑟
common ratio.
• For example, the series σ∞ 𝑘=2 5( 1Τ )𝑘 converges to 5Τ since
3 6
r= Τ3 <1
1
 Tests for convergence
• There are four tests for convergence.
These are
(i) Integral test
(ii) Comparison test
(iii) Ratio test
(iv) Root test
(i) Integral test
Example:
Cont…
 P- Series

∞ 1
• The P-series σ𝑘=1 𝑝 converges if P> 1 and
𝑘
diverges if P≤ 1.

• For example:
σ∞ 1Τ converges since P=3> 1
𝑘=1 𝑘 3
Alternating series:
Example 1:
(ii) (a)Comparison test
Solution:
(b) Limiting comparison test:
Solution:
Alternating series:
Example 1:
 (iii) Ratio test

• Given σ∞𝑘=1 𝑎𝑘 , with 𝑎𝑘 ≠ 0 for all k and suppose

𝑎𝑘+1
that lim =L, then
𝑘→∞ 𝑎𝑘
(i) If L < 1, the series converges absolutely.
(ii) If L > 1 (or L=∞), the series diverges.
(iii) If L = 1, there is no conclusion.
Example 1:
 (iii) Root test

• Given σ∞
𝑘=1 𝑎𝑘 , with 𝑎𝑘 ≠ 0 for all k and
𝑘
suppose that lim 𝑎𝑘 =L, then
𝑘→∞
(i) If L < 1, the series converges absolutely.
(ii) If L > 1 (or L=∞), the series diverges.
(iii) If L = 1, there is no conclusion.
Example:
Taylor’s and Maclaurin’s
series
 Taylor Series and Maclaurin Series

f(x)=
 Taylor Series and Maclaurin Series

Example 1: Find the Maclaurin series of the function f(x) = sin x

f(x)=

Solution:
Successive differentiation of f(x) yields
f(x) = sin x f(0) = sin 0 = 0
f'(x) = cos x f'(0) = cos 0 = 1
f''(x) = –sin x f''(0) = –sin 0 = 0
 Example 1 continued

f(3)(x) = –cos x f(3)(0) = –cos 0 = –1

f(4)(x) = sin x f(4)(0) = sin 0 = 0
f(5)(x) = cos x f(5)(0) = cos 0 = 1
and so on.

The pattern repeats after the third derivative.

 Example 1 continued
So, the power series is as follows.
 Taylor Series and Maclaurin
Series
Example 2: Find the Maclaurin series of the function
f(x) = sin 3x
Solution:
• We find the Maclaurin’s series of sin x then we replace x by
3x
𝑥3 𝑥5 𝑥7 ∞ (−1)𝑛 𝑥 2𝑛+1
• sin x = x - + − +… =σ𝑛=0
3! 5! 7! (2𝑛+1)!
(3𝑥)3 (3𝑥)5 (3𝑥)7 ∞ (−1)𝑛 (3𝑥)2𝑛+1
• So sin 3𝑥 = 3x - + − +… =σ𝑛=0
3! 5! 7! (2𝑛+1)!
 Taylor Series and Maclaurin Series

You can simply conclude that the power series converges to

some function, but you are not sure what function it is.

This is an important point in dealing with Taylor or Maclaurin

series.

To persuade yourself that the series

might converge to a function other than f, remember that the

derivatives are being evaluated at a single point.
 Taylor Series and Maclaurin Series
Let f have derivatives of all orders in an open interval I
centered at c.

The Taylor series for f may fail to converge for some x in I

Nevertheless, for each n,

Where 𝑅𝑛
 Taylor Series and Maclaurin Series

Theorem 1(Convergence of Taylor series)

If lim 𝑅𝑛 =0 for all x in the interval 𝐼, then the Taylor
𝑛→∞
series for f converges and it is equal to f(x), where
𝑓 𝑛 (𝑐)
f(x)=σ∞𝑛=0 𝑥 − 𝑐 𝑛
𝑛!
 Taylor Series and Maclaurin Series

Example 3: Find the Maclaurin series of the function f(x) = ex

and Show that the Maclaurin series for f(x) = ex converges to
ex for all x.
Solution:
• If f(x) = ex, then f (n)(x) = ex, so f (n)(0) = e0 = 1 for all n.
Therefore the Taylor series for f at 0 (that is, the Maclaurin
series) is

ex =

and is true for all x.

 Example 3 continued
• To find whether f(x )converges or not, we let an = xn/n!.
• Then, by the ratio test
𝑎𝑛+1 𝑥 𝑛+1 𝑛!
lim = lim ×
𝑛→∞ 𝑎𝑛 𝑛→∞ (𝑛+1)! 𝑥𝑛

𝑥𝑛𝑥 𝑛! 𝑥
= lim × = lim →0<1
𝑛→∞ 𝑛+1 𝑛! 𝑥𝑛 𝑛→∞ 𝑛+1

𝑥 𝑛+1
• OR lim 𝑅𝑛 = lim → 0,
𝑛→∞ 𝑛→∞ (𝑛+1)!
• The series f(x) = 𝑒 converges to 𝑒 𝑥
𝑥
Beta and Gamma functions
 Gamma function
• Definition: The Gamma function (Γ(𝑥)) for x> 0 is defined by the
improper integral as
∞ 𝑥−1 −𝑡
Γ(x)=∫0 𝑡 𝑒 dt
• Properties of Gamma functions
1. The Gamma function (Γ(𝑥)) for x> 0 is convergent.
2. For x> 0, Γ(x+1)= xΓ(x).
3. For any positive integer n, Γ(n)=(n-1)!
4. Γ(1Τ2)= 𝜋
𝑛
5. Γ(n) Γ(1-n) = for 0< 𝑛 < 1
sin 𝑛𝜋
 Gamma function

Example 1: Prove that

(a) Γ(x+1)= xΓ(x) for x> 0
Solution:
∞ 𝑥−1 −𝑡
From the definition, Γ(x)=∫0 𝑡 𝑒 dt
∞ (𝑥+1)−1 −𝑡 ∞ 𝑥 −𝑡
Γ(x+1)=∫0 𝑡 𝑒 dt= Γ(x)=∫0 𝑡 𝑒 dt
By integration by parts
Let u= 𝑡 𝑥 →du=x 𝑡 𝑥−1 dt
dv=𝑒 −𝑡 dt→ v = − 𝑒 −𝑡
 Gamma function
𝑥 −𝑡 ∞ ∞
Γ(x+1)= −𝑡 𝑒 0 + ∫0 𝑥𝑡 𝑥−1 𝑒 −𝑡 dt
∞ 𝑥−1 −𝑡
= 0-0+x∫0 𝑡 𝑒 dt
Γ(x+1)=xΓ(x), proved
Example 2: Evaluate the following
∞ 3 −𝑡 Γ(6)
(a) ∫0 𝑡 𝑒 dx (b)
2Γ(3)
∞ 3 −𝑡
Solution: (a) ∫0 𝑡 𝑒 dx= Γ(4)=(4-1)!=3! = 6

Γ(6) (6−1)! 5!
(b) = = = 30
2Γ(3) 2(3−1)! 2(2)!
 Beta function
Definition: Beta function 𝛽 (x,y) is a two-parameter
composition of Gamma functions. It is defined as
1 𝑥−1
𝛽(x,y)=∫0 𝑡 (1 − 𝑡) 𝑦−1 dt
• If x≥ 1 𝑎𝑛𝑑 𝑦 ≥ 1, this is a proper integral
• If x> 1, 𝑦 > 1 and either or both x< 1 𝑜𝑟 𝑦 < 1, the integral
is improper but convergent.
The Beta function can be expressed through Gamma functions
in the following way:
Γ(x)Γ(y)
𝛽(x,y)=
Γ(x+y)
 Beta function
1 4
Example 1: Evaluate ∫0 𝑥 (1 − 𝑥)3 dt by using Beta
function.
Solution:
1 4 3 1 5−1
∫0 𝑥 (1 − 𝑥) dt= ∫0 𝑥 (1 − 𝑥)4−1 dt = 𝛽(5,4)
Γ(5)Γ(4) (5−1)!(4−1)! 1
= = =
Γ(5+4) (9−1)! 280

Example 2: Prove that

𝛽(𝑚+1,𝑛) 𝑚
𝛽 𝑚,𝑛 ,
= 𝑚+𝑛
Euler’s theorem for homogeneous
functions
 Homogeneous Function

• Definition 1: Homogeneous functions is the function of

degree n defined as
f(x,y) = a0 𝑥 𝑛 + 𝑎1 𝑥 𝑛−1 𝑦 + 𝑎2 𝑥 𝑛−2 𝑦 2 +. . . . +a𝑛 𝑦 𝑛
The degree of each term in x and y is n.

• Definition 2: A function f(x,y) of two independent

variables x and y is said to be homogeneous of degree n
𝑛 𝑦
if f(x,y) can be written in the form x 𝜙
𝑥
where 𝜙 can be any function
Some examples of homogenious functions
n y
(1) : F(x,y)=x sin( )
x
(2) : F(x,y)=x − 3xy + y
3 2 3

(3) : F(x,y)=
( y− x )
y−x
 Euler’s Theorem on Homogeneous
Function

If z = F (x,y) be a homogenious function of x,y of degree n

𝜕𝑧 𝜕𝑧
then x + y = nz for all x,y
𝜕𝑥 𝜕𝑦

Example : Verify Euler′s theorem for the

function
𝑛
𝑦
z = 𝑥 log
𝑥
Euler’s Theorem on Homogeneous
Function
Solution:
z is a homogenious function of x and y of degree n.
𝜕𝑧 𝜕𝑧
∴ x +y = nz
𝜕𝑥 𝜕𝑦

𝜕𝑧 𝑛−1
𝑦 𝑛
𝑥 −𝑦
𝑁𝑜𝑤, = 𝑛𝑥 log + 𝑥 ∗
𝜕𝑥 𝑥 𝑦 𝑥2

𝑦
= 𝑛𝑥 𝑛−1 log − 𝑥 𝑛−1
𝑥

𝑛
𝜕𝑧 𝑥 1 𝑥
𝑎𝑛𝑑 = 𝑥𝑛 ∗ ∗ =
𝜕𝑦 𝑦 𝑥 𝑦
 Euler’s Theorem on Homogeneous
Function

Multiply by x and y and add

𝑛
𝜕𝑧 𝜕𝑧 𝑦 𝑥
∴𝑥 +𝑦 = 𝑥 𝑛𝑥 𝑛−1 log − 𝑥 𝑛−1 + 𝑦 ∗
𝜕𝑥 𝜕𝑦 𝑥 𝑦
𝑦
=𝑛 𝑥 log − 𝑥 𝑛 + 𝑥 𝑛
𝑛
𝑥

𝑛
𝑦
= 𝑛 𝑥 log
𝑥
=nz
THE END OF TOPIC 2