Sta 2204 Notes3

Time is precious, but we do not know yet how precious it really is.
We will only know when we are no longer able to take advantage of it…
STA 2204 CALCULUS FOR STATISTICS III

PURPOSE
To extend the concepts of differentiation and integration to functions of several variables, and also to
investigate inequalities and estimates and their use in understanding the convergence of sequences and
series.
OBJECTIVES
By the end of this course the student should be able to;
a) Apply an appropriate convergence test for a given sequence or series
b) Apply the appropriate form of Taylor’s or Maclaurin’s series for a given function
c) Apply the trigonometric and hyperbolic representation of complex numbers
d) Apply reduction formulae in integration
e) Identify improper integrals and determine their convergence
f) Appreciate the integral as a limit of a sum
g) Evaluate double integrals
h) Apply the techniques for determining stationary points for functions of more than one
variable
i) Apply the techniques for determining the terms of a Fourier series
DESCRIPTION
Sequences and series: convergence tests. Power series: Taylor's and Maclaurin's theorems including
applications to binomial, logarithmic, exponential, trigonometric and hyperbolic functions.
Trigonometric and hyperbolic representation of complex numbers. Integration: reduction formulae
and its applications. Improper integrals and their convergence. Integration as the limit of a sum
including pincer method for evaluation of simple integrals. Double integrals including change of order
of integration and change of variable, Jacobians. Stationary Points for functions of more than one
variable. Lagrange multipliers. First and second order partial derivatives for functions of two or more
variables. Techniques for Fourier series.
PRE-REQUISITES: STA 2105 Calculus for Statistics II
OURSE TEXT BOOKS

1. S J Salas and E Hille Calculus: One and Several Variables.7th ed. Wiley, 1995.
2. Thomas & Finney. Calculus and Analytical Geometry. 7th. Addison-Wesley, 1988
COURSE JOURNALS:
1. Journal of the American Statistical Association
2. Calculus of Variations and Partial Differential Equations ISSN: 0944-2669 (print version) ISSN: 1432-
0835 (electronic version) Springer
FURTHER REFERENCE TEXT BOOKS AND JOURNALS:

1. Edwards, C. H. Multivariable Calculus With Analytic Geometry, 5th. Prentice Hall, 1997 ISBN-10:
0137363311 ISBN-13: 978-0137363315
2. Larson, Ron; Hostetler, Robert P.; Edwards, Bruce H. Calculus With Analytic Geometry, 8th ed. Houghton
Mifflin College, 2005 ISBN: 0131246461
3. Stephenson, G. Mathematical Methods for Science Students,2nd ed. Longman, 1995 ISBN 0-582-44416-0
4. Advanced Calculus with Applications in Statistics (Second Edition)
5. Stewart. Calculus Concepts and Contexts: Multi-variable and Single Variable. Brooks/Cole Pub Co,
2004 ISBN-10: 0495011630 ISBN-13: 978-0495011637.
6. Journal of Applied Mathematical Sciences
7. Journal of Convex Analysis
8. ESAIM: Control, Optimisation and Calculus of Variations
Proverbs 21:5 The plans of the diligent lead to profit as surely as haste leads to poverty Page 1
Time is precious, but we do not know yet how precious it really is. We will only know when we are no longer able to take advantage of it…
SEQUENCES AND SERIES

In this chapter we’ll be taking a look at sequences and (infinite) series. Actually, this chapter
will deal almost exclusively with series. However, we also need to understand some of the
basics of sequences in order to properly deal with series. We will therefore, spend a little
time on sequences as well.
Sequences
A sequence is a list of terms written down in a definite or specific order using a simple rule.
The list may or may not have an infinite number of terms in them although we will be dealing
exclusively with infinite sequences in this unit. General sequence terms are denoted as;
a1  first term, a2 - second term, an - n th term, an 1  (n  1)th term, . . .
Because we will be dealing with infinite sequences each term in the sequence will be
followed by another term as noted above. In the notation above we need to be very careful
with the subscripts. The subscript n  1 denotes the next term in the sequence and NOT one
plus the n th term. In other words, an1  an  1 so be very careful when writing subscripts to
make sure that the “+1” doesn’t migrate out of the subscript! This is an easy mistake.
There is a variety of ways of denoting a sequence. The following are equivalent ways of
denoting a sequence. a1 , a2 , . . . an , an 1 , , . . .   an   an n 1
In the second and third notations above an is usually given by a formula.
Note the difference between the second and third notations above. If the starting point is not
important or is implied in some way by the problem it is often not written down as we did in
the third notation. Next, we used a starting point of in the third notation only so we
could write one down. There is absolutely no reason to believe that a sequence will start at
. A sequence will start where ever it needs to start.
Example 1 Write down the first few terms of each of the following sequences.
 
 n  1  (1) n 1 
(a)  2  (b)   (c)  bn n1 , where
 n  n 1
n
 2 n 0
Solution

 n  1
(a)  2  To get the first few sequence terms here all we need to do is plug in values of
 n  n1
n into the formula given and we’ll get the sequence terms.

 n  1  3 4 5 6 
 2   2 , , , , , ...
 n n 1  4 9 16 25 
Note the inclusion of the “…” at the end! This is an important piece of notation as it is the
only thing that tells us that the sequence continues on and doesn’t terminate at the last term.

 (1) n 1 
(b)  n  This one is similar to the first one. The main difference is that this
 2 n 0
sequence doesn’t start at

 (1) n 1   1 1 1 1 
.     1, ,  , ,  , .... Note that the terms in this sequence alternate
 2 n 0  2 4 8 16 
n
in signs. Sequences of this kind are sometimes called alternating sequences.
(c)  bn n 1 where bn  nth digit of 


This sequence is different from the first two in the sense that it doesn’t have a specific
formula for each term. However, it does tell us what each term should be. Each term should
be the nth digit of π. So we know that   3.14159265359...
The sequence is then, 3,1, 4,1, 5, 9, 2, 6, 5, 3, 5, 9, .. .. ]
In parts a and b of the previous example note that we were really treating the formulas as
functions that can only have integers plugged into them. Or,
n 1 (1) n 1
f ( n)  2 g ( n) 
n 2n
This is an important idea in the study of sequences (and series). Treating the sequence terms
as function evaluations will allow us to do many things with sequences that we couldn’t do
otherwise. Before delving further into this idea however we need to get a couple more ideas
out of the way.
First we want to think about “graphing” a sequence. To graph the sequence  an  we plot the
points n , an  , as n ranges over all possible values on a graph. For instance, let’s graph the

 n  1
sequence  2  . The first few points on the graph are,
 n n 1
1, 2,  2 , 3  ,  3, 4  ,  4 , 5  ,  5 , 6  , , ..
 4   9   16   25 
The graph, for the first 30 terms of the sequence, is then,
This graph leads us to an important idea about sequences. Notice that as n increases the
sequence terms in our sequence, in this case, get closer and closer to zero. We then say that
zero is the limit (or sometimes the limiting value) of the sequence and write,
 n 1
n 
lim a  lim 
n 
n
n2 
0
 If lim a n exists and is finite we say that the sequence is convergent. If lim a n
n  n 
doesn’t exist or is infinite we say the sequence diverges.
 Sometimes we will say the sequence diverges to if lim a  

n 
n and if
lim a  
n 
n we will sometimes say that the sequence diverges to   .
Get used to the terms “convergent” and “divergent” as we’ll be seeing them quite a bit
throughout this chapter.
Example 2 Determine if the following sequences converge or diverge. If the sequence

converges determine its limit.
  
 3n 2  1   e 2n   (1) n 
(a)  2
(b)   (c)  
10n  5n  n 1  n  n 1  n  n 1
Solution

 3n 2  1 
(a)  2
To evaluate the limiting value we need to divide both numerator and
10n  5n  n 1
denominator by the largest power of n, in the numerator and then take the limit.. ie
 3n 2  1   3  n12  3
lim 
 
2 
 lim  
n   10n  5n 
 10
n   n  5 
 5
So the sequence converges and its limit is .


 e 2n 
(b)   We will need to be careful with this one. We will need to use L’Hospital’s
 n  n 1
Rule on this sequence.
 e 2n   2e 2 n 
lim 
 
 lim  1   

n   n  n   
So, the sequence in this part diverges to .
More often than not we just do L’Hospital’s Rule on the sequence terms without first
converting to x’s since the work will be identical regardless of whether we use x or n.
However, we really should remember that technically we can’t do the derivatives while
dealing with sequence terms.

 (1) n 
(c)   We will also need to be careful with this sequence. We might be tempted to
 n  n 1
just say that the limit of the sequence terms is zero (and we’d be correct). However,
technically we can’t take the limit of sequences whose terms alternate in sign, because we
don’t know how to do limits of functions that exhibit that same behaviour. Also, we want to
be very careful to not rely too much on intuition with these problems. As we will see in the
next section, and in later sections, our intuition can lead us astray in these problem if we
aren’t careful.
(1) n 1
we’ll first need to compute, lim  lim    0
n  n n   n 
Therefore, since the limit of the sequence terms with absolute value bars on them goes to zero
 (1) n 
then, lim    0 which also means that the sequence converges to a value of zero.
n   n 
Terms and Definitions.

Given any sequence  an  we have the following.
(i) We call the sequence increasing if an  an 1 and we call the sequence decreasing if
an  an 1 for every n.
(ii) If  an  is an increasing sequence or a decreasing sequence we call it monotonic.
(iii)If there exist a number m such that m  an for every n we say the sequence is bounded
below. The number m is sometimes called a lower bound for the sequence.
(iv) If there exist a number M such that an  M for every n we say the sequence is bounded
above. The number M is sometimes called an upper bound for the sequence.
(v) If the sequence is both bounded below and above we call the sequence bounded.
Note that in order for a sequence to be increasing or decreasing it must be increasing or

decreasing for every n. In other words, a sequence that increases for three terms and then
decreases for the rest of the terms is NOT a decreasing sequence! Also note that a monotonic
sequence must always increase or it must always decrease.
Example 3 Determine if the following sequences are monotonic and/or bounded.


(a)  n   2 
n 0 
(b) (1) 
n 1 
n 1
2
(c)  2 
 n  n 5
Solution
 
(a)  n 2

n 0 This sequence is a decreasing sequence (and hence monotonic) because,
 n 2  (n  1) 2 for every n. Also, since the sequence terms will be either zero or negative
this sequence is bounded above. We can use any positive number or zero as the upper bound,
M, however, it’s standard to choose the smallest possible bound if we can and it’s a nice
number. So, we’ll choose since,  n 2  0 for every n
This sequence is not bounded below however since we can always get below any potential
bound by taking n large enough. Therefore, while the sequence is bounded above it is not
bounded.
As a side note we can also note that this sequence diverges (to if we want to be specific).
 

(b) (1) n 1 n 1 The sequence terms in this sequence alternate between 1 and -1 and so the
sequence is neither an increasing sequence nor a decreasing thus it is not monotonic
The sequence is bounded since it is bounded above by 1 and bounded below by -1.
Again, we can note that this sequence is also divergent.

2 2 2
(c)  2  This is a decreasing sequence (and hence monotonic) since, 2 
 n n  5 n (n  1) 2
The terms in this sequence are all positive and so it is bounded below by zero. Also, since
the sequence is a decreasing sequence the first sequence term will be the largest and so we
can see that the sequence will also be bounded above by . Therefore, this sequence is
bounded.
We can also take a quick limit and note that this sequence converges and its limit is zero.
Question Determine if the following sequences are monotonic and/or bounded.

 
 n   n3 
(a)   (b)  4 
 n  1 n 1  n  10,000  n 0
Theorem: If  an  is bounded and monotonic then  an  is convergent.
Be careful to not misuse this theorem. It does not say that if a sequence is not bounded
and/or not monotonic that it is divergent. .
Note as well that we can make several variants of this theorem. If  an  is bounded above
and increasing then it converges and likewise if  an  is bounded below and decreasing then
it converges.
Series the Basics

In this section we will introduce the topic that we will be discussing for the rest of this
chapter. That topic is infinite series. So just what is an infinite series? Well, let’s start with
a sequence  an n 1 (note

is for convenience, it can be anything) and define the
n
following, s1  a1, s2  a1  a2 , s3  a1  a2  a3 , . . .. sn  a1  a2  a3  . . .  an   ai
i 1
The sn are called partial sums and notice that they will form a sequence,  sn n 1 . Also

recall that the is used to represent this summation and called a variety of names. The most
common names are : series notation, summation notation, and sigma notation.
We want to take a look at the limit of the sequence of partial sums,  sn n 1 . Notation ally

n 
we’ll define, lim sn  lim  ai   an
n  n   i 1 n 1

We will call a
n 1
n an infinite series and note that the series “starts” at n  1 because that is
where our original sequence,  an n 1 , started. Had our original sequence started at 2 then

our infinite series would also have started at 2. The infinite series will start at the same value
that the sequence of terms (as opposed to the sequence of partial sums) starts.
If the sequence of partial sums,  sn n 1 , is convergent and its limit is finite then we also call


the infinite series, a
n 1
n convergent and if the sequence of partial sums is divergent then
the infinite series is also called divergent.
Note that sometimes it is convenient to write the infinite series as,


a
n 1
n  a1  a2  a3  . . .
We do have to be careful with this however. This implies that an infinite series is just an
infinite sum of terms and as we’ll see in the next section this is not really true.
First, we should note that in most of this chapter we will refer to infinite series as simply
series. If we ever need to work with both infinite and finite series we’ll be more careful with
terminology, but in most sections we’ll be dealing exclusively with infinite series and so
we’ll just call them series.

Now, in a
n 1
n the n is called the index of summation or just index in short and note that the
letter we use to represent the index does not matter. So for example the following series are
all the same. The only difference is the letter we’ve used for the index.
  
3 3 3
n 1 n  1
2
 
n 1 i  1
2
 
n 1 k  1
2
etc
It is important to again note that the index will start at any value. Here we’ve used n  1 but
the index could have started anywhere. In fact, we will usually use  an to represent an
infinite series in which the starting point for the index is not important. Do not forget
however, that there is a starting point and that this will be an infinite series.
Properties of Infinite Series

If  an and  bn are both convergent series then,
  ca n , where c is any number, is also convergent and  ca n  c  an
    
  an   bn is also convergent and,
nk nk
 an   bn   an  bn  .
nk nk nk
The first property is simply telling us that we can always factor a multiplicative constant out
of an infinite series The second property says that if we add/subtract series all we really need
to do is add/subtract the series terms. Note as well that in order to add/subtract series we
need to make sure that both have the same initial value of the index and the new series will
also start at this value.
          
Note that,   an   bn    anbn  rather   an   bn   a1  a 2  a3  ...b1 b2 b 3 ... 
 n  k  n  k  n  k  n 1  n 1 
Index Shift
The basic idea behind index shifts is to start a series at a different value for whatever the
reason (and yes, there are legitimate reasons for doing that). Consider the following series,

n5

n2 2
n
Suppose that for some reason we wanted to start this series at n  0 , but we didn’t want to
change the value of the series. This means that we can’t just change the n  2 to n  0 as
this would add in two new terms to the series and thus change its value.
Performing an index shift is a fairly simple process to do. We’ll start by defining a new
index, say i, as follows, i  n  2
Now, when n  2 , we will get i  0 . Notice as well that if n   then i    2   so
only the lower limit will change here. Next, we can solve this for n to get, n  i  2
We can now completely rewrite the series in terms of the index i instead of the index n
simply by plugging in our equation for n in terms of i.

n  5  (i  2)  5  i  7

n2 2
n

i 0 2i  2
  i2
i 0 2
To finish the problem out we’ll recall that the letter we used for the index doesn’t matter and
so we’ll change the final i back into an n to get,

n5  n7

n2 2
n
  n2
n 0 2
To convince yourselves that these really are the same summation let’s write out the first
couple of terms for each of them,

n5 7 8 9 10 
n7 7 8 9 10

n2 2
n
 2
2 2
 3
  4
2 2
 5
 . . . . and 
n 0 2
n2
 2  3   4  5  .
2 2 2 2
So, sure enough the two series do have exactly the same terms.
There is actually an easier way to do an index shift. The method given above is the
technically correct way of doing an index shift. However, notice in the above example we
decreased the initial value of the index by 2 and all the n’s in the series terms increased by 2
as well.
This will always work in this manner. If we decrease the initial value of the index by a set
amount then all the other n’s in the series term will increase by the same amount. Likewise,
if we increase the initial value of the index by a set amount, then all the n’s in the series term
will decrease by the same amount.
Let’s do a couple of examples using this shorthand method for doing index shifts.
Example 4 Perform the following index shifts.


(a) Write  ar
n 1
n 1
as a series that starts at .

n2
(b) Write 
n 1 1  3
n 1
as a series that starts at .
Solution
(a) In this case we need to decrease the initial value by 1 and so the n’s (okay the single n) in
the term must increase by 1 as well.
  
 ar n1   ar (n1)1   ar n
n 1 n 0 n 0
(b) For this problem we want to increase the initial value by 2 and so all the n’s in the series
term must decrease by 2.ie

n2 
(n  2) 2 
(n  2) 2

n 1 1  3
n 1

n 3 1  3
( n  2 ) 1

n 3 1  3
n 1
The next concept is about alternate ways to write series when the situation requires it.
Let’s start with the following series and note that the starting point is only for
convenience since we need to start the series somewhere.

an 1
n  a1  a 2  a3  a 4  a5  ...
Notice that if we ignore the first term the remaining terms will also be a series that will start
at n  2 instead of n  1 So, we can rewrite the original series as follows,
 
 an  a1   an .
n 1 n2
In this example we say that we’ve stripped out the first term.
We could have stripped out more terms if we wanted to. In the following series we’ve
stripped out the first two terms and the first four terms respectively.
   
a
n 1
n  a1 a 2  an .
n 3
and a
n 1
n  a1 a 2 a3  a 4  an
n 5
Being able to strip out terms will, on occasion, simplify our work or allow us to reuse a prior
result so it’s an important idea to remember.
Notice that in the second example above we could have also denoted the four terms that we
stripped out as a finite series as follows,
  4 
 an  a1 a 2 a3 a 4  an   an   an
n 1 n 5 n 1 n 5
This is a convenient notation when we are stripping out a large number of terms or if we need
to strip out an undetermined number of terms. In general, we can write a series as follows,
 k 
 an   an 
n 1 n 1
a
n  k 1
n
Series Convergence/Divergence
Let’s recap just what an infinite series is and what it means for a series to be convergent or
divergent. We’ll start with a sequence  an n 1 and again note that we’re starting the

sequence at n  1 only for the sake of convenience and it can, in fact, be anything.
Next we define the partial sums of the series as,

n
s1  a1, s2  a1  a2 , s3  a1  a2  a3 , . . .. sn  a1  a2  a3  . . .  an   ai and these
i 1
form a new sequence,  sn n 1 .



An infinite series is then the limit of the partial sums. Or  a  lim s
n 1
n
n 
n
If the sequence of partial sums is a convergent sequence (i.e. its limit exists and is finite) then

the series is also called convergent and in this case if lim sn  s then,  an  s
n  n 1
,
Likewise, if the sequence of partial sums is a divergent sequence (i.e. its limit doesn’t exist or
is plus or minus infinity) then the series is also called divergent.
Let’s take a look at some series and see if we can determine if they are convergent or
divergent and see if we can determine the value of any convergent series we find.
Example 5 Determine if the following series is convergent or divergent. If it converges

determine its value.
   
1 1
a)  n b)  2 c)  (1) n d)  n 1
n 1 n2 n  1 n 0 n 1 3
Solution

a) n
n 1
To determine if the series is convergent we first need to get our hands on a formula
n(n  1)
for the general term in the sequence of partial sums. sn  1  2  3  . . .  n 
2
To determine if the series is convergent we will first need to see if the sequence of partial

 n(n  1) 
sums,   is convergent or divergent. That’s not terribly difficult in this case. The
 2  n 1
n(n  1)
limit of the sequence terms is, lim sn  lim 
n  n  2
Therefore, the sequence of partial sums diverges to and so the series also diverges to .

1
b) n
n2 12
This is actually one of the few series in which we are able to determine a
formula for the general term in the sequence of partial sum using partial fractions. As we
shall see later .
n
1 3 1 1
The general formula for the partial sums is, sn   2    and in this case
i 2 i  1 4 2n 2(n  1)
3 1 1  3
we have, lim s  lim  4  2n  2(n  1)   4
n 
n
n 
The sequence of partial sums converges and so the series converges also and its value is,

1 3

n2 n  1
2

4

c)  (1)
n 0
n
In this case we really don’t need a general formula for the partial sums to
determine the convergence of this series. Let’s just write down the first few partial sums.
s0  1 s1  1  1  0 s2  1  1  1  1 s3  1  1  1  1  0 etc
So, it looks like the sequence of partial sums is,  sn n1  1, 0 , 1, 0 , 1, 0 , . . .  and this

sequence diverges since lim s n doesn’t exist. Therefore, the series also diverges.
n 

1 1 3 1 n
d) 3 n 1
The general formula for the partial sums is. sn   i 1
 1  n 
n 1 i 1 3 2 3 
3 1 3
In this case the limit of the sequence of partial sums is, lim sn  lim 1  n  
n  n  2  3  2
The sequence of partial sums is convergent and so the series will also be convergent. The

1 3
value of the series is,  n 1 
n 1 3 2
So, we’ve determined the convergence of four series now. Two of the series converged and
two diverged. Let’s go back and examine the series terms for each of these. For each of the
series let’s take the limit as n goes to infinity of the series terms (not the partial sums!!).
 1 
lim n   this series diverged. lim  2   0 this series converged.
n  n   n  1 
1
lim (1) n does not exist  this series diverged. lim n 1
 0 this series converged.
n  n  3
Theorem; If  an converges then lim an  0

n 
Proof First let’s suppose that the series starts at . If it doesn’t then we can modify
things as appropriate below. Then the partial sums are,
n n 1
sn   ai  a1  a2  a3  . . .  an 1  an and sn 1   ai  a1  a2  a3  . . .  an  1
i 1 i 1
Next, we can use these two partial sums to write, an  sn  sn1
a is convergent we also know that the sequence  sn n 1 is


Now because we know that n
also convergent and that for some finite value s. However, since n 1   as
n   we also havelim s  s . n 1
n 
We now have, lim a  lim s  s   lim s  lim s

n n n 1 n n 1 ss0
n  n n n 
Be careful not to misuse this theorem! This theorem gives a necessary but not sufficient
condition for a series to converge.. In other words, the converse of this theorem is NOT true.
Ie If lim an  0 the series may or may not converge! but it’s obvious that if lim an  0 the
n  n 
series diverges
Special Series
a).Geometric Series
 
A geometric series is any series that can be written in the form,  ar n 1 (or,  ar n
with an
n 1 n 0
index shift) It can be shown that the partial sums are,
a(1  r n ) a ar n
sn   
1 r 1 r 1 r
The series will converge provided r  1 or if a  0 in which case
 
a a
lim sn 
n  1 r
  ar n 1   ar n 
n 1 n 0 1 r
Remark: If r  1 and a  0 the series diverges
Note that in using this formula we’ll need to make sure that we are in the correct form.
In other words, if the series starts at n  0 then the exponent on the r must be n. Likewise if
the series starts at n  1 then the exponent on the r must be n  1 .
Example 6 Determine whether the following series converge or diverge. If they converge
give the value of the series.
 
(4) 3n
(a)  9  n  2 4 n 1 (b)  n 1
n 1 n 0 5
Solution

(a) 9
n 1
n2
4 n 1 This series doesn’t really look like a geometric series. However, notice that
both parts of the series term are numbers raised to a power. This means that it can be put into
the form of a geometric series. We will just need to decide which form is the correct form.
Since the series starts at n  1 we will want the exponents on the numbers to be n  1 .
It will be fairly easy to get this into the correct form. Let’s first rewrite things slightly. One
of the n’s in the exponent has a negative in front of it and that can’t be there in the geometric
form. So, let’s first get rid of that.
  
4n1

n 1
9  n  2 n 1
4  
n 1
9 ( n  2 ) n 1
4  
n 1 9
n2
Now let’s get the correct exponent on each of the numbers. This can be done using simple
exponent properties.
n 1
 
4n1  4n 142 
4
 9n24n1  
n 1 n 1 9
n2
 
n 1 9
n 1 1
9
 
n 1
144 
9
So, this is a geometric series with a  144 and r  94  1 Therefore, the series converges and
its value is,

144 1296
n 1
9n  2 4n 1 
1  94

5

(4)3n
(b) 
n 0 5
n 1
Again, it doesn’t look like a geometric series, but it can be put into the correct
form. In this case the series starts at so we’ll need the exponents to be n on the terms.
Note that this means we’re going to need to rewrite the exponent on the numerator a little

(4)3n 

(4)3 
n
 64   5  64 
n n

n 0 5
n 1
  n 1
n 0 5 5
 
n 0
5
5n
 
n 0  5 

So, we’ve got it into the correct form and we can see that a  5 and r   649  r  1 and
so this series diverges.
Back in the Series Basics section we talked about stripping out terms from a series, but didn’t
really provide any examples of how this idea could be used in practice. We can now do some
examples.
Example 7 Use the results from example 6 to determine the value of the following series.
 
(a)  9n2 4n1
n 0
(b) 9
n 3
n 2
4 n 1
Solution

(a) 9
n 0
n 2
4 n 1 Let’s notice that if we strip out the first term from this series we arrive at,
  
 9n24n1  9241   9n24n1  324   9n24n1

n 0 n 1 n 1
From the previous example we know the value of the new series that arises here and so the
value of the series in this example is,

1296 2916

n 0
9n  2 4 n1  324 
5

5

(b) 9
n 3
n 2
4 n 1 In this case we can’t strip out terms from the given series to arrive at the
series used in the previous example. However, we can start with the series used in the
previous example and strip terms out of it to get the series in this example. So, let’s do that.
We will strip out the first two terms from the series we looked at in the previous example.
  
9
n 1
n 2
4 n 1
 9 4  9 4  9
1 2 0 3
n 3
n 2
4 n 1
 208   9n  2 4n 1
n 3
We can now use the value of the series from the previous example to get the value of this
 
1296 256
series.  9n 2 4n1   9n  2 4n1  208   208 
n 3 n 1 5 5
Exercise
1) Determine the 6th and 7th terms of the series below. Also determine the sum of the first 10 terms
 81  14  ..... c) 64  32  16  .....
1
a) 16
b) 0.5  0.45  0.405  ..... d) log 7  log14  log 28  .....

2) The first term of a GP is 54 and the fourth term is 16, find the limiting sum of this GP.
3) Express the sum using sigma notation. Hence or otherwise Find the limiting sum of the series
a) 1  0.4  0.16  0.064  ..... d) 1  e1  e2  e3  e4  .....
b) 1  0.1  0.01  0.001  ..... e) 2
 1342  1383  13164  .....
13
4  415   415   415   415   ....

2 3 4
c)
4) Determine the limiting sum of the following series
   
      
    
n
a) 3
4n
b) 2n
en
c) 3

n 2 d) 3
4n
e) 1 5
2
f) 3n  2 n
6n
g)) 3n
5n
 72n
n 0 n 1 n 1 n 0 n 0 n 1 n 1
5) Find the sum to infinity of the following series

  
 ( 1) n 2 n1
 5 23  
n 1 n 1
a) 3n
b) c) 6n
n 1 n 3 n 1
b).Telescoping Series
The name telescoping comes from what happens with the partial sums and is best shown in
an example.

1
Example 8 Determine whether the series  2 converges or diverges. If it
n  0 n  3n  2
converges find its limiting value
Solution
let’s notice that we can use partial fractions on the series term to get,
1 1 1 1
  
n  3n  2 n  1n  2 n  1 n  2
2
So, what does this do for us? Well, let’s start writing out the terms of the general partial sum
for this series using the partial fraction form.
Notice that every term except the first and last term cancelled out. This is the origin of the
name telescoping series.
This also means that we can determine the convergence of this series by taking the limit of
the partial sums.
 1 
lim sn  lim 1   1
n  n   n  2 
The sequence of partial sums is convergent and so the series is convergent and has a value of

1

n  0 n  3n  2
2
1
In telescoping series be careful to not assume that successive terms will be the ones that
cancel. Consider the following example.
Example 9

1
Is the series  2 converges or not? If it converges what is its value?
n 1 n  4n  3
Solution
As with the last example we’ll leave the partial fractions details to you to verify. The partial
sums are,
In this case instead of successive terms cancelling out, a term will cancel with a term that is
farther down the list. The end result this time is two initial and two final terms are left.
1
Notice as well that in order to help with the work a little we factored the out of the series.
2
The limit of the partial sums is,
15 1 1  5
lim sn  lim    
n  n  2  6 n  2 n  3  12
So, this series is convergent (because the partial sums form a convergent sequence) and its

1 5
value is,  2 
n 1 n  4n  3 12
Note that just because you can do partial fractions on a series term does not mean that the
series will be a telescoping series. The following series, for example, is not a telescoping
series despite the fact that we can get partial fraction the series terms.

3  2n 
 1 1 

n 1 n  3n  2
2
  
n 1  n  1
 
n2
In order for a series to be a telescoping series we must get terms to cancel and all of these
terms are positive and so none will cancel.
Next, we need to go back and address an issue that was first raised in the previous section. In
that section we stated that the sum or difference of convergent series was also convergent and
that the presence of a multiplicative constant would not affect the convergence of a series.
Now that we have a few more series in hand let’s work a quick example showing that.

 4 
Example 10 Determine the limiting value of the series   n
n 1
2
 4n  3
 9n  2 4n 1  .

Solution
To get the value of this series all we need to do is rewrite it and then use the previous results.
  9n 2 4n1   4  
  
 4  1  5  1296 3863
  2
n 1  n  4n  3
 9n 2 4n1   4 2
 n 1 n  4n  3 n 1  12  5

15
Exercise (continued)
6) Determine whether the following series is convergent or divergent. Use the knowledge of
telescoping series
   
    
a) 
n 1
5
n ( n  2)
b)  ln 1  1n  c) ln 2k  4  n2k  2 d)
n 1 k 1
 ln
n 1
1
4 n 2 1
e)
n 1
1
2n
 2 n11
c).The p-series

1
It’s a series of the form n
n k
p
where p  0 It converges if p  1 and diverges if 0  p  1
Example 11 Determine if the following series are convergent or divergent.

 
1 1
(a)  7 (b) 
n 4 n n 1 n
Solution
(a) This is a p-series with p  7  1 and so the series is convergent.
(b) For this series p  12  1 and so the series is divergen.
d). Harmonic Series


1
Here is the harmonic series. n
n 1
The harmonic series is divergent and we’ll need to wait until the next section to show that.
Example 12 Show that each of the following series are divergent.

 
(a) 
n 1
5
n
(b) 
n 4
1
n
Solution

(a) 
n 1
5
n
To see that this series is divergent all we need to do is use the fact that we can
 
factor a constant out of a series as follows, 
n 1
5
n
 5 1n
n 1

Now,  n 1
1
n
is divergent and so five times this will still not be a finite number and so the
series has to be divergent. In other words, if we multiply a divergent series by a constant it

will still be divergent.

(b)  n 4
1
n
In this case we’ll start with the harmonic series and strip out the first three terms.
   

n 1
1
n
 1  12  13   1n 
n4

n4
1
n
  1n  116
n 1
In this case we are subtracting a finite number from a divergent series. This subtraction will
not change the divergence of the series. We will either have infinity minus a finite number,
which is still infinity, or a series with no value minus a finite number, which will still have no
value. Therefore, this series is divergent.
Just like with convergent series, adding/subtracting a finite number from a divergent series is
not going to change the divergence of the series.
So, some general rules about the convergence/divergence of a series are now in order.
Multiplying a series by a constant will not change the convergence/divergence of the series
and adding or subtracting a constant from a series will not change the
convergence/divergence of the series. These are nice ideas to keep in mind.
Tests for Convergence of Series

Generally, finding a formula for the general term in the sequence of partial sums is a very
difficult process. In fact in this section we’ll not be doing much with the partial sums of
series due to the extreme difficulty faced in finding the general formula. This also means that
we’ll not be doing much work with the value of series since in order to get the value we’ll
also need to know the general formula for the partial sums.
Integral Test
Suppose f ( x) is a continuous, positive decreasing function in the interval k ,   and let
  
f (n)  an then if k
f ( x)dx is; (i) convergent so is a
n k
n (ii) divergent so is a
n k
n
NB the lower limit on the improper integral must be the same value that starts the series.
Again this test does NOT give the value of a series. It will only give the
convergence/divergence of the series. That’s it. No value.
Example 13 Determine if the following series is convergent or divergent.

 
ln n
(a)  ne  n (b) 
2
n 0 n 4 n
Solution

 ne The function that we’ll use in this example is, f ( x)  xe  x . This function is
2
n2
a)
n 0
always positive on the interval that we’re looking at. Now we need to check that the function
is decreasing. It is not clear that this function will always be decreasing on the interval
given. We can use our Calculus I knowledge to help us however. The derivative of this
function is, f ' ( x)  1  2 x 2 e  x .   2
This function has two critical points (which will tell us where the derivative changes sign) at
x   12 . Since we are starting at we can ignore the negative critical point. Picking a
couple of test points we can see that the function is increasing on the interval 0 ,   and it is
1
 
2
decreasing on 1
2
,  . Therefore, eventually the function will be decreasing and that’s all
that’s required for us to use the Integral Test.
0
 2
n 
n
0
2
n 

xe  x .dx  lim  xe  x .dx  lim  12 e  x
2
 n
0
 lim
n 

1
2
1
2
2

e n  12
The integral is convergent and so the series must also be convergent by the Integral Test.

ln n ln x
b)  In this case the function we’ll use is f ( x) 
n 4 n x
This function is clearly positive and if we make x larger the denominator will get larger and
so the function is also decreasing. Therefore, all we need to do is determine the convergence
of the following integral.
 ln x
4 x dx  lim 4
n ln x
x
dx  lim 1
2
ln x 2 n
4
 12 lim ln n   ln 4  
2 2
 
n  n  n 
The integral is divergent and so the series is also divergent by the Integral Test.
Comparison Test / Limit Comparison Test

In the previous section we saw how to relate a series to an improper integral to determine the
convergence of a series. While the integral test is a nice test, it does force us to do improper
integrals which aren’t always easy and in some cases may be impossible to determine the

1
convergence of. For instance consider the following series.  n
n 0 3  n
 1
In order to use the Integral Test we would have to integrate  x .dx and I’m not even
0 3 x
sure if it’s possible to do this integral. Nicely enough for us there is another test that we can
use on this series that will be much easier to use.
First, let’s note that the series terms are positive. As with the Integral Test that will be
important in this section. Next let’s note that we must have x  0 since we are integrating on
the interval 0  x   . Likewise, regardless of the value of x we will always have 3x  0 .
So, if we drop the x from the denominator the denominator will get smaller and hence the
1 1
whole fraction will get larger. So, n  n
3 n 3

1 1
Now,  n is a geometric series and we know that since r   1 the series will converge
n 0 3 3

1 1 3
and its value will be  n  
n 0 3 1  13 2
n
1
Now, going back to our original series and write down the partial sums we get sn   i
i 0 3  i
Since all the terms are positive adding a new term will only make the number larger and so
the sequence of partial sums must be an increasing sequence.
n n 1
1 1
sn   i  i  sn 1
i 0 3  i i 0 3  i
1 1
Then since, n  n and because the terms in these two sequences are positive we can
3 n 3
also say that,
n n 
1 1 1 3 3
sn        sn 
i 0 3  i
i i n
i 0 3 n 0 3 2 2
Therefore, the sequence of partial sums is also a bounded sequence. Then from the second
section on sequences we know that a monotonic and bounded sequence is also convergent.
So, the sequence of partial sums of our series is a convergent sequence. This means that the

1
series itself,  n is also convergent.
n 0 3  n
So, what did we do here? We found a series whose terms were always larger than the
original series terms and this new series was also convergent. Then since the original series
terms were positive (very important) this meant that the original series was also convergent.
To show that a series (with only positive terms) was divergent we could go through a similar
argument and find a new divergent series whose terms are always smaller than the original
series. In this case the original series would have to take a value larger than the new series.
However, since the new series is divergent its value will be infinite. This means that the
original series must also be infinite and hence divergent.
We can summarize all this in the following test.
General Comparison Test

Suppose that we have two series  an and  bn with an , bn  0 for all n and an  bn for
all n. Then,
i) If  bn is convergent then so is  an . ii) If  an is divergent then so is  bn
In other words, we have two series of positive terms and the terms of one of the series is
always larger than the terms of the other series. Then if the larger series is convergent the
smaller series must also be convergent. Likewise, if the smaller series is divergent then the
larger series must also be divergent. Note as well that in order to apply this test we need both
series to start at the same place.
Do not misuse this test. Just because the smaller of the two series converges does not say
anything about the larger series. The larger series may still diverge. Likewise, just because
we know that the larger of two series diverges we can’t say that the smaller series will also
diverge! Be very careful in using this test
Note as well that the requirement that an , bn  0 and an  bn really only need to be true
eventually. In other words, if a couple of the first terms are negative or an  bn for a couple
of the first few terms we’re okay. As long as we eventually reach a point where an , bn  0
and an  bn for all sufficiently large n the test will work.
To see why this is true let’s suppose that the series start at and that the conditions of
the test are only true for for n  N  1 and for k  n  N at least one of the conditions is not
true. If we then look at a n (the same thing could be done for b n ) we get,
 N 
 an   a n 
nk nk
a
n  N 1
n
The first series is nothing more than a finite sum (no matter how large N is) of finite terms
and so will be finite. So the original series will be convergent/divergent only if the second
infinite series on the right is convergent/divergent and the test can be done on the second
series as it satisfies the conditions of the test. Let’s take a look at some examples.


n 
n2  2
a)  2
n 1 n  cos n
2
b) 
n 1 n  5
4
Solution

n
a)  2 Since the cosine term in the denominator doesn’t get too large we can
n 1 n  cos n
2
n 1
assume that the series terms will behave like 2  which, as a series, will diverge. So,
n n
from this we can guess that the series will probably diverge and so we’ll need to find a
smaller series that will also diverge.
Recall that from the comparison test with improper integrals that we determined that we can
make a fraction smaller by either making the numerator smaller or the denominator larger. In
this case the two terms in the denominator are both positive. So, if we drop the cosine term
we will in fact be making the denominator larger since we will no longer be subtracting off a
n n 1
positive quantity. Therefore, 2  2 
n  cos n n
2
n

Then, since n 1
1
n
diverges (it’s harmonic or the p-series) by the Comparison Test our original
series must also diverge.


n2  2
b)  4 In this case the “+2” and the “+5” don’t really add anything to the series and so
n 1 n  5
n2 1
the series terms should behave pretty much like 4  2 which will converge as a series.
n n
Therefore, we can guess that the original series will converge and we will need to find a
larger series which also converges.
This means that we’ll either have to make the numerator larger or the denominator smaller.
We can make the denominator smaller by dropping the “+5”. Doing this gives,
n2  2 n2  2

n4  5 n4
At this point, notice that we can’t drop the “+2” from the numerator since this would make
the term smaller and that’s not what we want. However, this is actually the furthest that we
need to go. Let’s take a look at the following series.

n2  2  n2  2 
1 
1

n 1 n 4
 
n 1 n
4
 
n 1 n
4
 
n 1 n
2
 2n 1 n
4
As shown, we can write the series as a sum of two series and both of these series are
convergent by the p-series test. Therefore, since each of these series are convergent we know

n2  2
that the sum  4 is also a convergent series. Recall that the sum of two convergent
n 1 n
series will also be convergent.
Now, since the terms of this series are larger than the terms of the original series we know
that the original series must also be convergent by the Comparison Test.
The comparison test is a nice test that allows us to do problems that either we couldn’t have
done with the integral test or at the best would have been very difficult to do with the integral
test. That doesn’t mean that it doesn’t have problems of its own.

Consider the following series. n0
1
3n  n
This is not much different from the first series that we looked at. The original series
converged because the 3n gets very large very fast and will be significantly larger than n.
Therefore, n doesn’t really affect the convergence of the series in that case. The fact that we
are now subtracting n off instead of adding n on really shouldn’t change the convergence.
We can say this because the 3n gets very large very fast and the fact that we’re subtracting n
off won’t really change the size of this term for all sufficiently large values of n.
So, we would expect this series to converge. However, the comparison test won’t work with
this series. To use the comparison test on this series we would need to find a larger series
that we could easily determine the convergence of. In this case we can’t do what we did with
the original series. If we drop the n we will make the denominator larger (since the n was
subtracted off) and so the fraction will get smaller and just like when we looked at the
comparison test for improper integrals knowing that the smaller of two series converges does
not mean that the larger of the two will also converge.
So, we will need something else to help us determine the convergence of this series. The
following variant of the comparison test will allow us to determine the convergence of this
series.
 4n 2  n 3  
Qn Determine if the following series is convergent or divergent   3 
.
n  0  10  2n 
Limit Comparison Test
a b
an
Suppose we have two series n and n with an , bn  0 for all n. Define c  lim
n  bn
If c is positive (i.e. ) and is finite (i.e. ) then either both series converge or both
series diverge.
Note that it doesn’t really matter which series term is in the numerator for this test, we could
b
just have easily defined c as c  lim n and we would get the same results. To see why this
n  an
is, consider the following two definitions.

a b
c  lim n c  lim n
n  bn n  an
Start with the first definition and rewrite it as follows, then take the limit.
1 1
a b   b  1
c  lim n  lim  n   lim n  
n   bn n    an   n  an  c
In other words, if c is positive and finite then so is c and if c is positive and finite then so is
c. Likewise if c  0 then c   and if c   then c   Both definitions will give the same
results from the test so don’t worry about which series terms should be in the numerator and
which should be in the denominator. Choose this to make the limit easy to compute.
Also, this really is a comparison test in some ways. If c is positive and finite this is saying
that both of the series terms will behave in generally the same fashion and so we can expect
the series themselves to also behave in a similar fashion. If c  0 or c   we can’t say this
and so the test fails to give any information.
1
The limit in this test will often be written as c  lim an   since often both terms will be
n   bn 
fractions and this will make the limit easier to deal with.
Let’s see how this test works.
Example 15 Determine if the following series converges or diverges.

 
4n 2  n
b) 
1
a)  n
n 0 3  n n2 3 n  n
7 3
Solution

1
a)  n To use the limit comparison test we need to find a second series that we can
n 0 3  n
determine the convergence of easily and has what we assume is the same convergence as the
given series. On top of that we will need to choose the new series in such a way as to give us
an easy limit to compute for c.
We’ve already guessed that this series converges and since it’s vaguely geometric let’s use

1

n 0 3
n
as the second series. We know that this series converges and there is a chance that
since both series have the 3n in it the limit won’t be too bad. Here’s the limit.
c  lim n 3n  n  lim 1  n 
1  n
n  3 n   3 
Now, we’ll need to use L’Hopital’s Rule on the second term in order to actually evaluate this
1
limit. c  1  lim n  1 So, c is positive and finite thus by the Comparison Test both
n  3 ln 3

1
series must converge since  n converges.
n 0 3

4n 2  n
b) 
n2 n 7  n3
3
Fractions involving only polynomials or polynomials under radicals will
behave in the same way as the largest power of n will behave in the limit. So, the terms in
n2 n2 1
this series should behave as  7  1 and as a series this will diverge by the p-series
3 7
n n 3
n3
test. In fact, this would make a nice choice for our second series in the limit comparison test
so let’s use it.
 4n 2  n  n 3  4n 3  n 3 n 3 4  1n 
1 7 4 7
4
c  lim     lim  lim  3 4
3  1 
n   n  n   n   3 n 7 1  1  n   n 7 3 3 1  1
3 7
1
 4  4
 n  n

1
So, c is positive and finite and so both series will diverge since n
n 2
1
3
diverges.
Finally, to see why we need c to be positive and finite (i.e. and ) consider the
 
1 1
following two series  and  2 The first diverges and the second converges.
n 2 n n 2 n
Now compute each of the following limits.
1  n2  1 n 1
lim    lim n   and lim 
2   lim
0
n  n  1  n  n  n  1  n  n
In the first case the limit from the limit comparison test yields c   and in the second case
the limit yields c  0 . Clearly, both series do not have the same convergence.
Note however, that just because we get c  0 or c   doesn’t mean that the series will have
 
1 1
the opposite convergence. To see this consider the series,  3 and  2
n 1 n n 1 n
Both of these series converge and here are the two possible limits that the limit comparison
1  n2  1 n 
3
1
test uses. lim 3    lim  0 and lim 
2 
  lim n  
n  n  1  n  n n  n  1 
 n 
So, even though both series had the same convergence we got both and .
The point here is to remind us that if we get or from the limit comparison test we
will know that we have chosen the second series incorrectly and we’ll need to find a different
choice in order to get any information about the convergence of the series.
c) Ratio Test
In this section we are going to take a look at a test that we can use to see if a series is
absolutely convergent or not. Recall that if a series is absolutely convergent then we will also
know that it’s convergent and so we will often use it to simply determine the convergence of
a series.
Before proceeding with the test let’s do a quick reminder of factorials. This test will be
particularly useful for series that contain factorials (and we will see some in the applications)
so let’s make sure we can deal with them before we run into them in an example.
If n is an integer such that n  0 then n factorial is defined as

n! n(n  1)(n  2)(n  3) ... 3 2 1 if n  1
n! n(n  1)! n(n  1)(n  2)! n(n  1)(n  2)(n  3)! and so on
0! 1 by definition
When dealing with factorials we need to be very careful with parenthesis. For instance,
(2n)! 2n! as we can see if we write each of the following factorials out.
(2n)! 2n(2n  1)(2n  2)(2n  3) ... 3 2 1
2n! 2n(n  1)(n  2)(n  3) ... 3 2 1
Okay, we are now ready for the test.
a
Suppose we have the series  an . Define L  lim n1 Then,
n  an
i) if L  1 the series is absolutely convergent (and hence convergent).
ii) if L  1 the series is divergent.
iii) if L  1 the series may or may not converge.
Notice that the absolute value bars in the definition of L are absolutely required. If they are
not there it will be possible for us to get the incorrect answer.
Example 16 Determine if the series below is convergent or divergent.
a) 

 10
n 
b)  n
n!
c) 

n2
d) 

9n
n 1 n  14 n  2 2n  1! n 1 n 2 
2 n 1 n 1
n 0 5
Solution
a) 

 10n With this first example let’s be a little careful and make sure that we have
n 1 n  14
2 n 1
everything down correctly.
Here are the series terms an 

 10
n
n  142n1
Recall that to compute an+1 all that we need to do is substitute n+1for all the n’s in an.
an1 
 10n1 
 10n1
n  1  142( n1) ! n  242n3
Now
L  lim
an 1
 lim
 10n 1 
n  142 n 1
 lim
 10(n  1) 10
 lim
n 1 5
 1
n  an n  n  1  142( n 1) !  10n n  4 (n  2) 16 n  n  2 8
2
So, by the Ratio Test the series converges absolutely and hence will converge.
As seen in this example there is usually a lot of cancelling that will happen in these. Make
sure that you do this cancelling. If you don’t do this kind of cancelling it can make the limit
fairly difficult.

n!
b) 5
n 0
n
Now that we’ve worked one in detail we won’t go into quite the detail with the rest
of these. Here is the limit.

(n  1)! 5n n 1
L  lim n 1
  lim   1
n  5 n! n  5
So, by the Ratio Test this series diverges.

n2
c) 
n  2 2n  1!
In this case be careful in dealing with the factorials
L  lim
(n  1) 2

2n  1!  (n  1) 2 2n  1!
  lim
1  n  1

2
lim   0 1
n  2n  1  1! n 2
n   2n  1! n 2
n   2n  12n  n 
So, by the Ratio Test this series converges absolutely and so converges

9n
d)n 1  2 
n 1
n
Do not mistake this for a geometric series. The n in the denominator means
that this isn’t a geometric series. So, let’s compute the limit.
L  lim
9 n 1

 2 n 
n 1
9n 9
 lim
n 9
 1
n   2 n  1
n2
9 n lim
n   2n  1 2 n  n  1 2
Therefore, by the Ratio Test this series is divergent.
d) Root Test
This is the last test for series convergence that we’re going to be looking at. As with the
Ratio Test this test will also tell whether a series is absolutely convergent or not rather than
simple convergence.
 an Define L  lim
1
Suppose that we have the series n an  lim an n
then,
n  n 
i) if L  1 the series is absolutely convergent (and hence convergent).
ii) if L  1 the series is divergent.
iii) if L  1 the series may be divergent, or onvergent.
We will need the following fact in some of these problems. Fact: lim n n  1
1
n 
 12n
n

nn  5n  3n 3 
 
a)  2 n 1
n 1 3
b)   3
n 1  7 n  2 
 c) 
n 3 n
Solution

nn
a)  2 n 1 There really isn’t much to these problems other than computing the limit and
n 1 3
then using the root test. Here is the limit for this problem.
1
nn 
n
n
L  lim 2 n1  lim 2 1  lim 2    1
n 3 n 3 n
n 3
So, by the Root Test this series is divergent.
n

 5n  3n 3 
b)   3  Again, there isn’t too much to this series.
n 1  7 n  2 
1
n n
 5n  3n3  5n  3n3 3 3
L  lim  3   lim   1
n   7 n  2  n  7 n  2
3
7 7
Therefore, by the Root Test this series converges absolutely and hence it converges.
Note that we had to keep the absolute value bars on the fraction until we’d taken the limit to
get the sign correct.
 12n  12n
1
 n
12 12
c) 
n 3 n
Here’s the limit for this series. L  lim
n n n n
1
n

1
1  lim
After using the fact from above we can see that the Root Test tells us that this series is
divergent.
Strategy for Series

Now that we’ve got all of our tests out of the way it’s time to think about organizing all of
them into a general set of guidelines to help us determine the convergence of a series. here is
the set of guidelines for determining the convergence of a series.
a) With a quick glance does it look like the series terms don’t converge to zero in the limit,
i.e. is lim an  0 If so, the test for divergence
n 
b) If the series looks like a modified p-series or a modified geometric series, try the
Comparison Test.
c) Is the series a rational expression involving only polynomials or polynomials under
radicals (i.e. a fraction involving only polynomials or polynomials under radicals)? If so,
try the Comparison Test and/or the Limit Comparison Test. Remember however, that in
order to use the Comparison Test and the Limit Comparison Test the series terms all need
to be positive.
d) Does the series contain factorials or constants raised to powers involving n? If so, then
the Ratio Test may work. Note that if the series term contains a factorial then the only
test that we’ve got that will work is the Ratio Test.
e) Can the series terms be written in the form an  (bn )n ? If so, then the Root Test may work.

f) If an  f (n) for some positive, decreasing function f (x) and 
a
f ( x)dx is easy to
evaluate then the Integral Test may work.
Remember that these are only a set of guidelines and not a set of hard and fast rules to use
when trying to determine the best test to use on a series. If more than one test can be used try
to use the test that will be the easiest for you to use.
Exercise
1) Determine the convergence or divergence of the following series using the
integral test, if possible.
      
a) 
n 1
1
5n2
b)  n 1
1
n
c) 
n1
1
n (ln n )2
d) n 1
n
( n 1) 2
2 e)  n 1
ln n
n2
f)  n 1
1
3n
g) 
n 1
1
n 2 1
h)
  
   

n 1
n
n 2 1
i)  n 1
1
n 2 4 n 5
j) n 1

1
n (ln n ) 2  4  k) n 1
n
4
3
n  n
5
2) Determine the convergence or divergence of the following series using the direct
comparison test, if possible.
      
a) 
n 1
1
n 2 3
b) 
n 1
n
n2 n
c)  n 0
1
n2 n4
d) 
n 1
sin 2 n
5n
e) 
n 1
4
1
n 3 1
f) 
n2
1
n ln n 1
g) 
n 1
cos n 3
n 2  n 1
  3   
h) n 0
1 sin n
10n
i) 
n 1
e
n
n2
j) 
n 1
ln n
n2
k)  n 1
ln n
n
l) n 1
tan 1 n
n3
3) Determine the convergence or divergence of the following series using the limit
comparison test, if possible.
       
a) 
n 1
3
4 n 3
b) 
n 3
2
n2 4
c) 
n 1
n
n 2 1
d) 
n 1
1
6 n 1
e) 
n 0
3
n 2 1
f) n 0
5n 2
n 2 1
g) 
n 3
1
n2 4
h)  n 0
3 n 1
( 2 n 1) 4
    
     n  ln(n ) 4
2 n 3
3
n 2n2 ln n
i) n 1
j) n 5
k) 9 n 1
l) n 32
m) n
n2 n 0 n 1 n 2 n2
4) Determine the convergence or divergence of the following series using the ratio
test, if possible.
       
     n 54    n ( 3) n

n! n2 4n 2n 5 n 3k n3
a) 2n
b) 2 n 9
c) n 3n
d) 3n
e) f) k2
g) 4 n 1 h) (ln 3) n
n 0 n 0 n 1 n 1 n 1 k 1 n 3 n 0
     
     
n 1
( 1) 2 n 2n
( 1) (n ) 2 2n
3n 2
9 n
n n n
4 ( n!) 2
i) ( 2 n )!
j) n!
k) ( 2 n 1)!
l) n ( 3) n1
m) 313 n
n) ( n  2 )!
n2 n2 n 0 n 1 n 1 n 1
5) Determine the convergence or divergence of the following series using the root
test, if possible.
   
     
3 e   
n n n ( 1) n n n
n 2 1 n e3 n 4 n 2 1 3k
a) 2 n 2 1
b) c) nn
d) 5 n 2 8
e) ( k 1) k
f) 2 1
3n
n 1 n 1 n 1 n 1 k 1 n 1
   
    
2
n n n n1 ( 1) n nn
g) n 1
h) 2 2 n
i) (tan 1 n ) n
j) 313 n
n 1 n 3 n 1 n 1
Power Series

 c x  a 
n
It, is any series that can be written in the form n where a and cn are real numbers.
n0
The cn’s are often called the coefficients of the series. The first thing to notice about a power
series is that it is a function of x. That is different from any other kind of series that we’ve
looked at to this point. In all the prior sections we’ve only allowed numbers in the series and
now we are allowing variables to be in the series as well. This will not change how things
work however. Everything that we know about series still holds.
In the discussion of power series convergence is still a major question that we’ll be dealing
with. The difference is that the convergence of the series will now depend upon the values of
x that we put into the series. A power series may converge for some values of x and not for
other values of x.
Radius and Interval of Convergence

Before we get too far into power series there is some terminology that we need to get out of
the way. First, as we will see in our examples, we will be able to show that there is a number
R so that the power series will converge for, x  a  R and will diverge for x  a  R . This
number is called the radius of convergence for the series. Note that the series may or may
not converge if x  a  R . What happens at these points will not change the radius of
convergence. Secondly, the interval of all x’s, including the endpoints if need be, for which
the power series converges is called the interval of convergence of the series.
These two concepts are fairly closely tied together. If we know that the radius of
convergence of a power series is R then we have the following.
aR xaR power series converges
a  R  x and x  a  R power series diverges
The interval of convergence must then contain the interval a  R  x  a  R since we know
that the power series will converge for these values. We also know that the interval of
convergence can’t contain x’s in the ranges a  R  x and x  a  R since we know the
power series diverges for these value of x. Therefore, to completely identify the interval of
convergence all that we have to do is determine if the power series will converge for
or . If the power series converges for one or both of these values then
we’ll need to include those in the interval of convergence.
It is important to note that no matter what else is happening in the power series we are
guaranteed to get convergence for x  a. The series may not converge for any other value of
x, but it will always converge for x  a.
Let’s work some examples. We’ll put quite a bit of detail into the first example and then not
put quite as much detail in the remaining examples.
Example 18 Determine the radius and interval of convergence for the following power series.

(1) n n 
2n 
( x  6) n
a)  ( x  3) n
b)  ( 4 x  8) n
c) 
n 1 4n n 1 n n 1 nn
Solution

(1) n n
a)  n
( x  3) n Okay, we know that this power series will converge for x  3 , but that’s
n 1 4
it at this point. To determine the remainder of the x’s for which we’ll get convergence we
can use any of the tests that we’ve discussed to this point. After application of the test that
we choose to work with we will arrive at condition(s) on x that we can use to determine
which values of x for which the power series will converge and which values of x for which
the power series will diverge. From this we can get the radius of convergence and most of
the interval of convergence (with the possible exception of the endpoints).
With all that said, the best tests to use here are almost always the ratio or root test. Most of
the power series that we’ll be looking at are set up for one or the other. In this case we’ll use
the ratio test.
(1)n 1 (n  1)( x  3)n 1 4n  (n  1)( x  3)
L  lim n 1
  lim
n  4 (1) n( x  3)
n n
n  4n
Before going any farther with the limit let’s notice that since x is not dependent on the limit
it can be factored out of the limit. Notice as well that in doing this we'll need to keep the
absolute value bars on it since we need to make sure everything stays positive and x could
well be a value that will make things negative. The limit is then,
L  x  3 lim nn1  14 x  3
n 
So, the ratio test tells us that if L  1 the series will converge, if L  1 the series will diverge,
and if L  1 we don’t know what will happen. So, we have,
1
4
x  3 1  x  3  4 series converges
x  3 1  x  3  4
1
4
series diverges
We’ll deal with the L  1 case in a bit. Notice that we now have the radius of convergence
for this power series. These are exactly the conditions required for the radius of
convergence. The radius of convergence for this power series is R  4 .
Now, let’s get the interval of convergence. We’ll get most (if not all) of the interval by
solving the first inequality from above.
4 x3 4   7  x 1
So, most of the interval of validity is given by . All we need to do is determine if
the power series will converge or diverge at the endpoints of this interval. Note that these
values of x will correspond to the value of x that will give L  1 .
The way to determine convergence at these points is to simply plug them into the original
power series and see if the series converges or diverges using any test necessary.

(1) n n 
(1) n n n n  
x  7 : In this case the series is  ( 4) n
  (  ) 4   ( 1) 2n
n   n
n 1 4n n 1 4n n 1 n 1
This series is divergent by the Divergence Test since lim n    0 n= .

n 
(1) n n  n 
x  1 : In this case the series is,
n1 4 n 
(4)   () n n
n1
This series is also divergent by the Divergence Test since lim () n n doesn’t exist.
n 
So, in this case the power series will not converge for either endpoint. The interval of
convergence is then,  7  x  1
In example a the power series didn’t converge for either endpoint of the interval. Sometimes
that will happen, but don’t always expect that to happen. The power series could converge at
either both of the endpoints or only one of the endpoints.

2n
b)  (4 x  8) n Let’s jump right into the ratio test
n 1 n
2n 1 (4 x  8)n 1 n 2n)
L  lim  n  4 x  8 lim  2 4x  8
n  (n  1) 2 (4 x  8) n
n  n  1
So we will get the following convergence/divergence information from this.

2 4x  8  1  x  2  18 series converges
2 4x  8  1  x  2  18 series diverges
We need to be careful here in determining the interval of convergence. The interval of
convergence requires x  a  R and or for diverge x  a  R . Now, let’s find the interval of
convergence. Again, we’ll first solve the inequality that gives convergence above.
 18  x  2  18  158  x  178
Now check the endpoints.

2n
x  158 : The series here is,   12   
n

 1n
n 1 n n 1 n
This is the alternating harmonic series and we know that it converges.

2n 1 n  1

x  178 : The series here is, 2    n
n 1 n n 1
This is the harmonic series and we know that it diverges.
So, the power series converges for one of the endpoints, but not the other. This will often
happen so don’t get excited about it when it does. The interval of convergence for this power
series is then, 158  x  178

( x  6) n
c)  In this case the root test seems more appropriate. So,
n 1 nn
1
( x  6) n x6
n
1
L  lim  lim  x  6 lim  0
n  nn n  n n  n
So, since L  0  1 regardless of the value of x this power series will converge for every x.
In these cases we say that the radius of convergence is R   and interval of convergence is
 x 
Remark. If the power series only converges for then the radius of convergence is
and the interval of convergence is . Likewise if the power series converges for every x
the radius of convergence is and interval of convergence is .

x 2n
Qn Determine the radius and interval of convergence for the power series 
n 1 ( 3)
n
Taylor and Maclaurin Series

Suppose the function f ( x) does in fact have a power series representation about ,

f ( x)   cn x  a   c0  c1 x  a   c2 x  a   c3 x  a   ....
n 2 3
n 0
Also assume that the function f ( x) has derivatives of every order and that we can in fact find
them all.
Then plugging x  a gives, f (a)  c0
Next take the derivative of the function (and its power series) then plug in we get,
f ' ( x)  c1  2c2 x  a   3c3 x  a   4c4 x  a   ....  f ' (a)  c1 and we now know c1.
2 3
Let’s continue with this idea and find the second derivative.
f " ( x)  2c2  3  2c3 x  a   4  3c4 x  a   ....  f " (a)  2c2
f " (a)
 c2 
2
2
Using the third derivative gives,
f ' " ( x)  3  2c3  4  3  2c4 x  a   ....  f ' " (a)  3  2c3  c3 
f ' " (a)
3 2
Using the fourth derivative gives,
f ' '" ( x)  4  3  2 c4  5  4  3  2c5 x  a   ....  f ' '" (a)  4  3  2 c4  c4 
f ' ' " (a)
4  3 2
Hopefully by this time you’ve seen the pattern here. It looks like, in general, we’ve got the
f ( n )(a)
following formula for the coefficients. cn  . This even works for n=0 if you recall
n!
that and define f ( 0)( x)  f ( x)
So, provided a power series representation for the function f (x) about x  a exists the
Taylor Series for f ( x) about x  a is,
 (n)
f ( x)  
f (a)
x  a n  f (a)  f ' (a)x  a   f " (a) x  a 2  f ' " (a) x  a 3  ....
n 0 n! 2! 3!
If we use a  0 , so we talking about the Taylor Series about , we call the series a
Maclaurin Series. Therefore the Maclaurin Series for f ( x) is,
 ( n)
f (0) n f " (0) 2 f ' " (0) 3 f ' ' " (0) 4
f ( x)   x  f (0)  f ' (0) x  x  x  x  ....
n 0 n! 2! 3! 4!
Example 19 Find the Maclaurin Series for; a) f ( x)  e x b) f ( x)  cos x

Solution
a) f ( x)  e x This is actually one of the easier Taylor Series that we’ll be asked to compute.
To find the Taylor Series for a function we will need to determine a general formula for
f ( n )(a) . This is one of the few functions where this is easy to do right from the start.
To get a formula for f (n )(0) all we need to do is recognize that f ( n)( x)  e x n  1, 2 , 3 , ....
and so, f ( n)
(0)  e0  1 n  1, 2 , 3 , . . . .

1 n  xn
Therefore, the Taylor series for f ( x)  e about x=0 is, e   x   x x
n  0 n! n  0 n!
b) f ( x)  cos x First we’ll take some derivatives of the function and evaluate them at x=0. ie
f ( x)  cos x f ' ( x)   sin x f " ( x)   cos x f ' " ( x)  sin x f "" ( x)  cos x f "" ' ( x)   sin x
Thus f (0)  1 f ' (0)  0 f " (0)  1 f ' " (0)  0 f "" (0)  1 f ' "" (0)  0 and so on
In this example, unlike the previous one, there is not an easy formula for either the general
derivative. However, there is a clear pattern to the evaluations. So, let’s plug what we’ve got
into the Maclaurin series and see what we get,
f " (0) 2 f ' " (0) 3 f "" (0) 4 f ' "" (0) 5
cos x  f (0)  f ' (0) x  x  x  x  x  ...
2! 3! 4! 5!
1 2 0 3 1 4 0 5 1 6
 1  0x  x  x  x  x  x  ...
2! 3! 4! 5! 6!
x 2 x 4 x6 
(1) n x 2 n
Let’s drop the zeroes, we can get. cos x  1     ...  
2! 4! 6! n 0 (2n)!
Qn Find the Maclaurin Series for; a) f ( x)  e x b) f ( x)  x 4e3 x
2
c) f ( x)  sin x
2n  4
(1) x
 n n 
(3) x
n
(1) n x 2 n1

Ans a) e  x   b) x 4e3 x   c) sin x  
2
n 0 n! n 0 n! n 0 ( 2n  1)!
Example 20 Find the Taylor Series expansion of ;

a) f ( x)  e x about x  4 . b) f ( x)  ln x in powers of x  2
Solution
a) f ( x)  e x about x  4
Here are the first few derivatives and the evaluations at x  4
f ( x)  e x f ' ( x)  e x f " ( x)  e x f ' " ( x)  e x f "" ( x )  e  x . . .
f ( n) ( x)  (1)n e x Thus f (0)  e4 f ' (0)  e4 f " (0)  e4 f ' " (0)  e4 f "" (0)  e4
. . . . f ( n ) (0)  (1)n e4

(1) n e 4
The Taylor Series is then, e  x   x  4n
n 0 n!
b) f ( x)  ln x in powers of x  2
Here are the first few derivatives and the evaluations
f ( x)  ln x , f ' ( x)  x 1 , f " ( x)   x2 , f ' " ( x)  2 x 3 , f "" ( x)  6 x4 , f ' "" ( x)  24 x5
. . . f ( n ) ( x)  (1)n 1 (n  1)! x n Thus f (2)  ln 2 , f ' (2)  12 , f " (2)   14 , f ' " (2)  82 ,
f ' '" (2)   166 , f " '" (2)  24
32
.... f ( n) (2)  (1)n 1 (n  1)!2 n
Note that while we got a general formula here it doesn’t work for . This will happen on
occasion so don’t worry about it when it does.
In order to plug this into the Taylor Series formula we’ll need to strip out the term first.
n 1
x  2n  f (2)   f (2) x  2n  ln 2   (1) n(n  1)! x  2n
 (n)  (n) 
f (2)
ln x  
n 0 n! n 1 n! n 1 2 n!
(1)n 1

 ln 2   n
x  2n
n 1 2 n
Notice that we simplified the factorials in this case. You should always simplify them if
there are more than one and it’s possible to simplify them.
Also, do not get excited about the term sitting in front of the series. Sometimes we need to
do that when we can’t get a general formula that will hold for all values of n. Qn Find the

Taylor Series expansion of f ( x)  x 2 about x  1 . Ans  (n  1)x  1
n 0
n
Applications of Series
There are in fact many applications of series, unfortunately most of them are beyond the
scope of this course. One application of power series (with the occasional use of Taylor
Series) is in the field of Ordinary Differential Equations when finding Series Solutions to
Differential Equations..
Many of the applications of series, especially those in the differential equations fields, rely on
the fact that functions can be represented as a series. In these applications it is very difficult,
if not impossible, to find the function itself. However, there are methods of determining the
series representation for the unknown function.
While the differential equations applications are beyond the scope of this course there are
some applications from a Calculus setting that we can look at.
sin x
Example 21 Determine a Taylor Series about for the integral  dx
x
Solution
To do this we will first need to find a Taylor Series about for the integrand. This
however isn’t terribly difficult. We already have a Taylor Series for sine about so we’ll
just use that as follows,
sin x 1  (1) n x 2 n 1  (1) n x 2 n

  
x x n  0 (2n  1)! n  0 (2n  1)!
We can now do the problem .
sin x 
(1)n x 2 n 
(1)n x 2 n 1
 x dx  
n  0 ( 2n  1)!
dx  C  
n  0 ( 2n  1)(2n  1)!
So, while we can’t integrate this function in terms of known functions we can come up with
a series representation for the integral.
This idea of deriving a series representation for a function instead of trying to find the
function itself is used quite often in several fields. In fact, there are some fields where this is
one of the main ideas used and without this idea it would be very difficult to accomplish
anything in those fields.
Another application of series isn’t really an application of infinite series. It’s more an
application of partial sums. In fact, we’ve already seen this application in use once in this
chapter. In the Estimating the Value of a Series we used a partial sum to estimate the value
of a series. We can do the same thing with power series and series representations of
functions. The main difference is that we will now be using the partial sum to approximate a
function instead of a single value.
We will look at Taylor series for our examples, but we could just as easily use any series
representation here. Recall that the nth degree Taylor Polynomial of f(x) is given by,
n
f ( r ) (a)
Tn ( x)   x  a r
r 0 r!
Let’s take a look at example of this.
Example 22 For the function f ( x)  cos x plot the function as well as T2 ( x) , T4 ( x) and
T8 ( x) on the same graph for the interval [-4 , 4].

Solution
Here is the general formula for the Taylor polynomials for cosine.
n
(1) r
Tn ( x)   x  a 2r
r  0 ( 2r )!
The three Taylor polynomials that we’ve got are then,
x2 x2 x4 x2 x4 x6 x8
T2 ( x)  1  , T4 ( x)  1   and T8 ( x)  1    
2 2 24 2 24 720 40320
Here is the graph of these three Taylor polynomials as well as the graph of cosine.
As we can see from this graph as we increase the degree of the Taylor polynomial it starts to
look more and more like the function itself. In fact by the time we get to T8 ( x) the only
difference is right at the ends. The higher the degree of the Taylor polynomial the better it
approximates the function.
Also the larger the interval the higher degree Taylor polynomial we need to get a good
approximation for the whole interval.
Before moving on let’s write down a couple more Taylor polynomials from the previous
example. Notice that because the Taylor series for cosine doesn’t contain any terms with odd
powers on x we get the following Taylor polynomials.
x2 x2 x4 x2 x4 x6 x8
T3 ( x)  1  , T5 ( x)  1   and T9 ( x)  1    
2 2 24 2 24 720 40320
These are identical to those used in the example. Sometimes this will happen although that
was not really the point of this. The point is to notice that the nth degree Taylor polynomial
may actually have a degree that is less than n. It will never be more than n, but it can be less
than n.
The final example in this section really isn’t an application of series and probably belonged in
the previous section. However, the previous section was getting too long so the example is in
this section. This is an example of how to multiply series together and while this isn’t an
application of series it is something that does have to be done on occasion in the
applications. So, in that sense it does belong in this section.
Example 3 Find the first 3 terms in the Taylor Series for f ( x)  e x cos x about x  0 .
Solution
Before we start let’s acknowledge that the easiest way to do this problem is to simply
compute the first 3-4 derivatives, evaluate them at x  0 , plug into the formula and we’d be
done. However, as we noted prior to this example we want to use this example to illustrate
how we multiply series.
We will make use of the fact that we’ve got Taylor Series for each of these so we can use
them in this problem.
  x r   (1)r x 2 r 
e cos x     
x

 r  0 r!  r  0 ( 2 r )! 
We’re not going to completely multiply out these series. We’re going to do enough of the
multiplication to get an answer. The problem statement says that we want the first three non-
zero terms. That non-zero bit is important as it is possible that some of the terms will be
zero. If none of the terms are zero this would mean that the first three non-zero terms would
be the constant term, x term, and x2 term. However, because some might be zero let’s assume
that if we get all the terms up through x4 we’ll have enough to get the answer. If we’ve
assumed wrong it will be very easy to fix so don’t worry about that.
Now, let’s write down the first few terms of each series and we’ll stop at the x4 term in each.
 x 2 x3 x 4  x 2 x 4 
e x cos x  1  x     . . .1    . . .
 2 6 24  2 24 
Note that we do need to acknowledge that these series don’t stop. That’s the purpose of the “
 . . . ” at the end of each. Just for a second however, let’s suppose that each of these did stop
and ask ourselves how we would multiply each out. If this were the case we would take
every term in the second and multiply by every term in the first. In other words, we would
first multiply every term in the second series by 1, then every term in the second series by x,
then by x2 etc.
By stopping each series at x4 we have now guaranteed that we’ll get all terms that have an
exponent of 4 or less. Do you see why?
Each of the terms that we neglected to write down have an exponent of at least 5 and so
multiplying by 1 or any power of x will result in a term with an exponent that is at a
minimum 5. Therefore, none of the neglected terms will contribute terms with an exponent
of 4 or less and so weren’t needed.
So, let’s start the multiplication process.
 x 2 x3 x 4  x 2 x 4  x2 x4 x3 x5
  
e cos x  1  x     . . .1    . . .  1    . . .  x    . . .
x
 2 6 24  2 24  224  224 

2 nd series  1 2 nd series  x
x 2 x 4 x6 x3 x5 x 7 x 4 x6 x8
   . . .    . . .    . . . . . .
2 
 4 
 48
  6 12
144
   2448
576
 
2 nd series  12 x 2 2 nd series  16 x 3 2 nd series  1 x4
24
Now, collect like terms ignoring everything with an exponent of 5 or more since we won’t
have all those terms and don’t want them either. Doing this gives,
x3 x 4
e x cos x  1  x   12  12 x 2   12  16 x3   241  14  241 x 4  . . .  1  x 
 . . .
3 6
There we go. It looks like we over guessed and ended up with four non-zero terms, but that’s
okay. If we had under guessed and it turned out that we needed terms with x5 in them all we
would need to do at this point is go back and add in those terms to the original series and do a
couple quick multiplications. In other words, there is no reason to completely redo all the
work.
TRIGONOMETRIC AND HYPERBOLIC FORMS OF

COMPLEX NUMBERS
Introduction
The equation x 2  1  0 has no solutions, because for any real number x the square x 2 is
nonnegative, and so x 2  1 can never be less than 1. In spite of this it turns out to be very
useful to assume that there is a number i for which one has i 2  1
Any complex number is then an expression of the form z  a  bi where a, b ∈ ℝ and
i   1 is an imaginary number. The number a is called the real part of z, and b is called its
imaginary part. We often write
Re( z )  12 ( z  z )  a for the real part of z and
Im( z )  12 ( z  z )  b for the imaginary part of z
A real number like a can often be interpreted as a special complex number by writing it as
a  0i . Similarly, a way of writing i is 0  1i .
Definition (Conjugate) the complex conjugate to z  a  bi is z  a  bi
The Complex Number Plane

Since any complex number is specified by alongside). The modulus of z denoted as z
two real numbers, one can visualize them by
plotting a point with coordinates (a, b), ie the is given by z  a  b  z z
2 2
real part (a) along the horizontal axis, and the

imaginary part (b) along the vertical axis, in
the plane for a complex number a  bi . The
plane in which one plot these complex
numbers is called the Complex plane, or
Argand plane.
Note that i is the unit of measurement on the
vertical axis.
For any given complex number z  a  bi ,
we defines the absolute value or modulus of
z to be the distance from the origin O to the
point z in the complex plane (see figure)
The angle Oz makes with the positive real axis is called the argument of z and is denoted as
arg( z ) . arg( z ) is given by arg( z )  tan 1  ba     k k   1, ,2,  3, . . . .
Note that the argument  is not uniquely defined but we’ll conventionally choose arg( z ) to
be in region 0  arg( z)  2
Note: In quadrants I and III, tan is positive. In the quadrants II and IV, tan  0 . In
quadrant I, arg( z )  tan 1  ba . But, for quadrant III, the positive tan 1  ba  must be upgraded
with the addition of π. Similarly, for z in quadrant II, tan 1  ba  is negative. To bring it to the
second quadrant we have to add π. For z in the fourth quadrant, tan 1  ba  is again negative,
but its location is correct. To keep it there we now have to add 2π, so that the value falls into
the interval [0,2π).
To sum up, denote  0  tan 1  ba  . Then
arg( z )   0 arg( z )   0   arg( z )   0   arg( z )   0  2
     
a 0 b 0 a 0 b 0 a 0 b0 a 0 b0
From trigonometry we can see that for any complex number z  a  bi one has
a  r cos  and b  r sin  where r  z and   arg( z)
Therefore, any complex number can be represented in the trigonometric form (or in polar
coordinates) as
z  r cos  ir sin   r (cos  i sin  )
Example 1: Find argument and absolute value of z  3  i hence express z in polar form.
Solution:
Since a  3 and b  1 then r  z  a 2  b 2  3  1  2
z lies in the 4th quadrant so 32   arg( z )  2 but   arg( z )  arctan   
1
3

6
 2  116 
Therefore z  2cos( 116  )  i sin( 116  )
Exercise:
1) Find argument and absolute value of the following complex numbers
a) z  1 3i b) z  1  i c) z  1 3i d) z  22 •  22 i e) z   12  23 i
2) The imaginary part of a complex number is known to be twice its real part. The absolute
value of this number is 4. Which number is this?
3) The real part of a complex number is known to be half the absolute value of that number.
The imaginary part of the number is 1. Which number is it?
The trigonometric form is intimately related to the operation of multiplication.
Theorem 1: Let z1  r1 (cos  i sin  ) and z2  r2 (cos   i sin  ) . Then;

i) z1 z2  r1r2 cos(   )  i sin(   ) …………………… *
ii) z1
z2
 rr12 cos(   )  i sin(   )
Proof

i) z1 z 2  r1 (cos   i sin  )r2 (cos   i sin  )  r1r2 cos  cos   i cos  sin   i sin  cos   i 2 sin  sin  
 r1r2 (cos  cos   sin  sin  )  i(sin  cos   cos  sin  )  r1r2 cos(   )  i sin(   )
z1 r1 (cos   i sin  )(cos   i sin  ) r1  cos  cos   i cos  sin   i sin  cos   i 2 sin  sin  
ii)    
z 2 r2 (cos   i sin  )(cos   i sin  ) r2  cos 2   i 2 sin 2  
r  (cos  cos   sin  sin  )  i (sin  cos   cos  sin  )  r1
 1
r2  cos 2   sin 2    r cos(   )  i sin(   )
 2
Theorem 1 tells us that the modulus of the product of two numbers is the product of their
moduli, something we already knew. But it also tells us something we did not: the argument
of the product is the sum of the arguments of the multiplicands. (The latter of course needs to
be taken modulo 2π.)
z1z2  z1 z2 and arg( z1z2 )  arg( z1 )  arg( z2 ) (mod 2 ).
In other words, when you multiply complex numbers, their lengths get multiplied and their
arguments get added.
Remark: If z1  z2  z     and r1  r2  r then z1 z2  z 2  r 2 cos 2  i sin 2 
By this remark For any complex number z the argument of its square
arg( z 2 )  arg( z  z)  arg( z)  arg( z)  2 arg( z)
Similarly, the argument of it’s cube is arg( z 3 )  3 arg( z ) and in general arg( z n )  n  arg( z)
for any integer n.
Theorem 2: (De Moivre’s Theorem)

Let z  r (cos  i sin  ) and n ∈ ℤ+ then z n  r (cos  sin  )n  r n cos n  sin n 
Proof is by induction and is left as exercise to the learners
Basically the De Moivre's formula for any integer n≠0 is (cos  i sin  ) n  cos n  i sin n
For n  0 and z  0 , we define z 0  1 and then De Moivre's formula holds for all integer n,
with no exception
Example 2: Given z1  12 cos( 23  )  i sin( 23  ) and z2  2cos(116  )  i sin( 116  ) find;

a) z1 z2 b) z1
z2
c) z1 z 2 3 . d)  
z2 2
z1
Solution:
a) z1 z2  12  2cos( 23   116  )  i sin( 23   116  )  cos( 156  )  i sin( 156  )  cos 2  i sin 2
b)
z1
z2

1
2
2
cos( 2
3
  116  )  i sin( 23   116  )  14 cos( 76  )  i sin( 76  )  14 cos( 56  )  i sin( 56  )
c) z1z2 3  13 cos 2  i sin 2   cos(3  2 )  i sin(3  2 )  cos( 32  )  i sin( 32  )

3
z2
z1
 02.5 cos(116   23  )  i sin( 116   23  )  4cos( 76  )  i sin( 76  )
d)
  
z2 2
z1
 42 cos( 76  )  i sin( 76  )  16cos(2  76  )  i sin(2  76  )  16cos( 73  )  i sin( 73  )
2
3 tan  tan 3 
Example 3: Use De Moivre’s theorem to show that tan 3 
1  3 tan 2 
Solution
(cos  i sin  )3  cos 3  i sin 3 Expanding the left hand side binomially we get
(cos   i sin  ) 3  cos 3   3i cos 2  sin   3i 2 cos  sin 2   i 3 sin 3 
  
 cos 3   3 cos  sin 2   i 3 cos 2  sin   sin 3  
 cos 3  cos 3   3 cos  sin 2  and sin 3  3 cos 2  sin   sin 3 
sin 3 3 cos 2  sin   sin 3 
But tan 3   Dividing every term in the numerator and
cos 3 cos 3   3 cos  sin 2 
3 cos 2  sin   sin 3  3 tan  tan 3 
denominator by cos 3  we get tan 3  
cos 3   3 cos  sin 2  1  3 tan 2 
Exercise:
1) Given z1  2cos( 43  )  i sin( 43  ) and z2  2 cos( 74  )  i sin( 74  ) find;
a) z1 z 22 b) z1
z2
 
c) z1 z 22 .
3
d)  
z2 6
z1
4 tan  4 tan 3 
2) Use De Moivre’s theorem to show that tan 4 
1  6 tan 2   tan 4 
Euler's Form of Complex Numbers

Complex numbers are very conveniently denoted as exponentials; this makes multiplication
h 2 h3
easy. Recall the Taylor series for e h  1  h    ..... replacing h with i we have
2! 3!
i (i ) 2 (i ) 3 (i ) 4 (i ) 5 (i ) 6
e  1  (i )       .....
2! 3! 4! 5! 6!
 2 4 6   3 5 
 1     . . . .  i    .....  cos   i sin 
 2! 4! 6!   3! 5! 
Thus any complex number can be represented as z  re j which is called the Euler form
The conjugate of z in this form is z  re j
Generally, theorem 1 leads to Euler's formula ei  cos  i sin  such that, quite naturally,
ei  ei  ei (  ) . In particular, r (cos  sin  )n  r n ein  r n cos n  sin n 
Exercise:
1) Show that cos t  12 eit  eit   cosh it and i sin t  12 eit  eit   sinh it
2) Compute the absolute value and argument of z  e(ln 2)(1i )
IMPROPER INTEGRALS
Introduction
 f (t)dt under the conditions that f (t ) is
b
So far we have only considered definite integral
a
defined and bounded on the bounded interval [a, b]. In this section we will extend the theory
of integration to bounded functions defined on unbounded intervals and also to unbounded
functions defined on bounded or unbounded intervals.
b
A definite integral  f (t)dt
a
is said to be improper if;
i) at least one of the integration limits is a and/or b is infinite
ii) there exist at least one point of discontinuity in the interval [a, b]
Let’s start with the first kind of improper integrals in which at least one of the integration
limits is infinite
.
Improper Integrals with Infinite Interval of Integration
In this kind of integral one or both of the limits of integration are infinity. There are
 b 
essentially three cases that we’ll need to look at. That is: a
f (t)dt , 

f (t)dt and 

f (t)dt
In these 3 cases the integration is said to be over an infinite interval.
Let’s take a look at an example that will also show us how we are going to deal with these
integrals.

Example 1 Evaluate the following integral. 
1
1
t2
dt
Solution
This integral looks very simple. However, because infinity is not a real number we can’t just
integrate as normal and then “plug in” the infinity to get an answer. To see how we’re going
to do this integral let’s think of this as an area problem. So instead of asking what the integral

is, let’s instead ask what the area under f (t )  on the interval [1 , ) is. 
1 1
t2 t2
dt
1
We still aren’t able to do this, however, let’s step back a little and instead ask what the area
under f (t ) is on the interval [1 , n] where n  1 and n is finite. This is a problem that we can
do.
An   t12 dt   1  1  n12
1
n n
t 1
 
Now, we can get the area under f (t ) on [1 , ) simply by taking the limit of An as n goes to
infinity.
A  lim An  lim 1  n12  1
n  n 
 
This is then how we will do the integral itself.
A
1 t
1

2 dt  lim An  lim 
n  n  1 t
1
2
n
dt  lim
n 
 1t   lim1 
n
1 n 
1
n2
 1
So, this is how we will deal with these kinds of integrals in general. We will replace the
infinity with a variable (usually n), do the integral and then take the limit of the result as n
goes to infinity.
On a side note, notice that the area under a curve on an infinite interval was not infinity as we
might have suspected it to be. In fact, it was a surprisingly small number. Of course this
won’t always be the case, but it is important enough to point out that not all areas on an
infinite interval will yield infinite areas.
Let’s now get some definitions out of the way. We will call these integrals convergent if the
associated limit exists and is a finite number (i.e. it’s not plus or minus infinity) and
divergent if the associated limit either doesn’t exist or is (plus or minus) infinity.
Let’s now formalize up the method for dealing with infinite intervals.
 n
 f(x) dx  lim  f(x) dx provided the limit
n
i) If  f(x) dx
a
exists for every n  a then,
a n  a
exists and is finite.
b b
 f(x) dx exists for every n  b then,  f(x) dx  f(x) dx provided the limits
b
ii) If  lim
n n  n
exists and is finite
c 
iii) If 

f(x) dx and  f(x) dx are both convergent then,
c
 c 

f(x) dx   f(x) dx   f(x) dx where c is any number. Note as well that this
 c
requires BOTH of the integrals to be convergent in order for this integral to also be
convergent. If either of the two integrals is divergent then so is this integral.
Example Determine if the following integral is convergent or divergent and if it’s

convergent find its value.
 0  
   
2
a) 1
x
dx b) 1
dx c) xe - x dx d) sin xdx
1  3- x  2
Solution
a) So, the first thing we do is convert the integral to a limit, do the integral and then evaluate
the limit.
 1
1 x

dx  lim 
n
1
n  1 x
dx  lim
n 
ln x  limln n  ln1  
n
1 n 
Here, the limit is infinite and so the integral is divergent

b) There really isn’t much to do with these problems once you know how to do them. We’ll
convert the integral to a limit/integral pair, evaluate the integral and then the limit.
 
0
  2 3- x
0

0
1
dx  lim 1
dx  lim  lim 2 3 - n  2 3    2 3  
 3- x n   n 3- x n   n  
n
Again, the limit is infinite and so this integral is divergent
c) In this case we’ve got infinities in both limits and so we’ll need to split the integral up
into two separate integrals. We can split the integral up at any point, so let’s choose a  0
since this will be a convenient point for the evaluation process. The integral is then,
 0 
 xe - x dx   xe - x dx   xe - x dx
2 2 2
  0
We’ve now got to look at each of the individual limits
0
 
2
dx  lim  1 e
0 0 -x
 dx  lim    12 lim 1  e - n   12 (1  0)   12
-x 2 -x 2 2
xe xe
 n   n n   2 n  
n
So, the first integral is convergent. Now let’s take a look at 2nd integral.
n
0

xe - x dx  lim  xe - x
2
n  0
n 2
dx  lim  1 e
n  2
-x 2
 12 lim 1  e - n  12 (1  0) 
n 
2
  1
2
0
This integral is convergent and so since they are both convergent the integral we were
actually asked to deal with is also convergent and its value is
 0 
 xe - x dx   xe - x dx   xe - x dx   12  12  0
2 2 2
  0
sin xdx  lim  sin xdx  lim cos x  lim cos 2  cos n This limit doesn’t exist
 n

n
d)
2 n  2 n  2 n 
and so the integral is divergent


Remark If a  0 then 
a x
1
p dx is convergent if p  1 and divergent if p  1
Exercise:
Determine whether each integral is convergent or divergent. Evaluate those that are
convergent.
  dx  x

0
a)  e  kx dx (k  0) b)  1x e  x dx c)  x 21 4 dx d) 
0
e) dx
0 0  
4  x 2 0
1 x 2
  dx 
f)  x 2 e  x dx g)  x 
h)  (1  x)e  x dx
0  e  e x 0
Discontinuous Integrand
We now need to look at the second type of improper integrals that we’ll be looking at in this
section. These are integrals that have discontinuous integrands. The process here is basically
the same with one subtle difference. Here are the general cases that we’ll look at for these
integrals
a) If f (t ) is continuous on the interval a  t  b and not continuous at t  b then,
b n
a
f (t )dt  lim  f (t )dt provided the limit exists and is finite. Note as well that we do
n b a
need to use a left hand limit here since the interval of integration is entirely on the left
side of the upper limit.
b) If f (t ) is continuous on the interval a  t  b and not continuous at t  a then,

b b
 f (t )dt  lim  f (t )dt
a n a  n
provided the limit exists and is finite. In this case we need to use a
right hand limit here since the interval of integration is entirely on the right side of the
lower limit.
c b
c) If f(t)is not continuous at t  c where a  c  b and  f (t )dt and 
a c
f (t )dt are both
b c b
convergent then,  f (t )dt   f (t )dt  
a a c
f (t )dt
As with the infinite interval case this requires BOTH of the integrals to be convergent in
order for this integral to also be convergent. If either of the two integrals is divergent then
so is this integral.
c b
d) If f (t ) is not continuous at t  a and t  b and if  f (t )dt and 
a c
f (t )dt are both
b c b
convergent then,  f (t )dt   f (t )dt  
a a c
f (t )dt Where c is any number. Again, this
requires BOTH of the integrals to be convergent in order for this integral to also be
convergent
Note that the limits in these cases really do need to be right or left handed limits. Since we
will be working inside the interval of integration we will need to make sure that we stay
inside that interval. This means that we’ll use one-sided limits to make sure we stay inside the
interval. Let’s do a couple of examples of these kinds of integrals.
Example Determine if the following integral is convergent or divergent. If it is convergent

3 3 
find its value. a) 0
1
3- x
dx b) 
2
x -3dx c) 0 x
1
2 dx
Solution
a) The problem point is the upper limit so we are in the first case above.
 
n
dx  lim  2
3 n
0
1
3- x
dx  lim 
n 3 0
1
3- x n 3
3- x
0
 lim 2 3  2 3 - n  2 3
n 3
The limit exists and is finite and so the integral converges & the integral’s value is 2 3 .
b) This integrand is not continuous at x=0 and so we’ll need to split the integral up at that
point
3 0 3

2
x -3dx   x -3dx   x -3dx
2 0
Now we need to look at each of these integrals and see if they are convergent.
 
n
x -3dx  lim  1 x
0 n -2
2x dx  nlim   lim 81  21n 2  
-3
0   2 n 0 2 2
n 0
At this point we’re done. One of the integrals is divergent that means the integral that we
were asked to look at is divergent. We don’t even need to bother with the second
integral.
c) This is an integral over an infinite interval that also contains a discontinuous integrand.
To do this integral we’ll need to split it up into two integrals. We can split it up anywhere,
but pick a value that will be convenient for evaluation purposes.
 1 
 0 x
1
2 dx  
0 x
1
2 dx  
1
1
x2
dx
In order for the integral in the example to be convergent we will need BOTH of these to
be convergent. If one or both are divergent then the whole integral will also be divergent.
We know that the second integral is convergent by the fact given in the above remark.
So, all we need to do is check the first integral.
1
dx  lim  x dx  lim  x  lim 1n  1  

1 1 -1
 1 -2
2
0 x n 0 n n 0 n 0
n
Since the first integral is divergent then the whole integral is divergent
Exercise:
Evaluate each of the following integral if possible.
3 1  2  1  

b)    
2
a)  1-1x dx    
2
dx c) dx d) sec xdx e) tan xdx
1 0
 9-x 
2

2 x 2 - 1
 0 0
2  2x  3
e)   2 dx f)  x - 1 3 dx g)  3x 2 l ln x dx h)  2
2 2 1 3
dx
0
x - 4 2 0 1 x - 3x
Comparison Test for Improper Integrals

Oftenly we aren’t concerned with the actual value of the improper integrals but we are rather
interested in whether the integral is convergent or divergent. Also, there will be some
integrals that are difficult to integrate and yet we would still like to know if they converge or
diverge.
To deal with this we’ve got a test for convergence or divergence that we can use to help us
answer the question of convergence for an improper integral. We will give this test only for a
sub-case of the infinite interval integral, however versions of the test exist for the other sub-
cases of the infinite interval integrals as well as integrals with discontinuous integrands.
Comparison Test
Suppose f(x)  g(x)  0 on the interval a  x  
 
1. If  a
f(x) dx converges then so does  a
g(x) dx
 
2. If  g(x) dx diverges then so does  f(x) dx
a a
Note that if you think in terms of area the Comparison Test makes a lot of sense. If f(x) is
larger than g(x) then the area under f(x) must also be larger than the area under g(x). So, if the

area under the larger function is finite (i.e. 
a
f(x) dx converges) then the area under the

smaller function must also be finite (i.e.  a
g(x) dx converges). Likewise, if the area under

the smaller function is infinite (i.e. g(x) dx diverges) then the area under the larger
a

function must also be infinite (i.e.  f(x) dx diverges).
a
Be careful not to misuse this test. If the smaller function converges there is no reason to
believe that the larger will also converge (after all infinity is larger than a finite number…)
and if the larger function diverges there is no reason to believe that the smaller function will
also diverge.
Let’s work a couple of examples using the comparison test. Note that all we’ll be able to do is
determine the convergence of the integral. We won’t be able to determine the value of the
integrals and so won’t even bother with that.
Remark: When using the comparison test, the following inequalities are useful:
x 2  x  x  1 and ln x  x p  e x  e x as x  
2
Example Determine if the following integral is convergent or divergent.

    1 3sin 4 ( 2 x ) 
a)  2
cos2 x
x2
dx b)  1
3 x e
x dx c)  1
3 3-e
-x dx d) 
1 x
dx e) 
1
e -x
x
dx
Solution
a) Let’s take a second and think about how the Comparison Test works. If this integral is
convergent then we’ll need to find a larger function that also converges on the same
interval. Likewise, if this integral is divergent then we’ll need to find a smaller function
that also diverges. So, it seems like it would be nice to have some idea as to whether the
integral converges or diverges ahead of time so we will know whether we will need to
look for a larger (and convergent) function or a smaller (and divergent) function.
To get the guess for this function let’s notice that the numerator is nice and bounded and
simply won’t get too large. Therefore, it seems likely that the denominator will determine

the convergence or divergence of this integral and we know that 
2 x
1
2 dx converges since
p  2  1 by the remark in the previous section. So let’s guess that this integral will
converge.
2
So we now know that we need to find a function that is larger than cosx 2 x and also
converges. Making a fraction larger is actually a fairly simple process. We can either
make the numerator larger or we can make the denominator smaller. In this case we can’t
do a lot about the denominator. However we can use the fact that 0  cos 2 x  1 to make the
numerator larger (i.e. we’ll replace the cosine with something we know to be larger,

 
cos2 x
namely 1). So, x2
1
x2
. Now, as we’ve already noted 1
2 dx converges and so by the
2 x

Comparison Test we know that  2
cos2 x
x2
dx must also converge.
b) Let’s first take a guess about the convergence of this integral. As noted after the remark in

the last section about a x
1
p dx if the integrand goes to zero faster than 1
x
then the integral
will probably converge. Now, we’ve got an exponential in the denominator which is
approaching infinity much faster than the x and so it looks like this integral should
probably converge.
So, we need a larger function that will also converge. In this case we can’t really make
the numerator larger and so we’ll need to make the denominator smaller in order to make
the function larger as a whole. We will need to be careful however. There are two ways to
do this and only one, in this case only one, of them will work for us.
First, notice that since the lower limit of integration is 3 we can say that x
we know that exponentials are always positive. So, the denominator is the sum of two
positive terms and if we were to drop one of them the denominator would get smaller.
This would in turn make the function larger.
The question then is which one to drop? Let’s first drop the exponential. Doing this gives,

 1x . This is a problem however, since  dx diverge. We’ve got a larger function
1 1
x ex 3 x
that is divergent. This doesn’t say anything about the smaller function. Therefore, we
chose the wrong one to drop.
Let’s try it again and this time let’s drop the x. x 1ex  1x . Also

3

n 3
n
e-x dx  lim  e-x dx  lim
n   n
e-x  lim e  e  e
3
-3 -n
n

-3


Since 3
e - x dx is convergent then by the Comparison test  1
3 x e
x dx is also convergent
c) This is very similar to the previous example with a couple of very important differences.
First, notice that the exponential now goes to zero as x increases instead of growing larger
as it did in the previous example (because of the negative in the exponent). Also note that
the exponential is now subtracted off the x instead of added onto it.
The fact that the exponential goes to zero means that this time the x in the denominator
will probably dominate the term and that means that the integral probably diverges. We
will therefore need to find a smaller function that also diverges.
Making fractions smaller is pretty much the same as making fractions larger. In this case
we’ll need to either make the numerator smaller or the denominator larger. This is where
the second change will come into play. As before we know that both x and the
exponential are positive. However, this time since we are subtracting the exponential
from the x if we were to drop the exponential the denominator will become larger and so

 1x and we know that 
1 1
the fraction will become smaller. In other words, x  e -x
dx
3 x

diverges and so by the Comparison Test we know that  1
3 3-e
-x dx must also diverge
d) First notice that as with the first example, the numerator in this function is going to be
bounded since the sine is never larger than 1. Therefore, since the exponent on the
denominator is less than 1 we can guess that the integral will probably diverge. We will
need a smaller function that also diverges.
We know that 0  sin 4 ( 2 x )  1 . In particular, this term is positive and so if we drop it from the


1 3sin 4 ( 2 x )
numerator the numerator will get smaller. This gives, x
 1
x
and 1
x
dx diverges so
1
 1 3sin 4 ( 2 x )
by the Comparison Test  x
dx also diverges.
1
e) Normally, the presence of just an x in the denominator would lead us to guess divergent
for this integral. However, the exponential in the numerator will approach zero so fast that
instead we’ll need to guess that this integral converges.
To get a larger function we’ll use the fact that we know from the limits of integration that
x  1. This means that if we just replace the x in the denominator with 1 (which is always
smaller than x) we will make the denominator smaller and so the function will get larger.

e -x
x
 e  x and we can show that  e  x dx converges. In fact, we’ve already done this for a
1
lower limit of 3 and changing that to a 1 won’t change the convergence of the integral.

Therefore, by the Comparison Test 1
e -x
x
dx also converges.
Exercise:
Determine whether each of the following integral is convergent or divergent.
  1  1   
a)  21 dx b)  dx c)   5 dx d)  2 xsin dx e)  e - x dx
2
x   1
x
 x  x 3
0 x 10 1 xe 1 2 2 1
Limit Comparison Test

Theorem: If positive functions f(x) and g(x) are continuous on a  x   and
lim   l where 0  l   then either both integrals 
f(x)
x  g(x) a
 
f(x) dx and  g(x) dx converge or
a
both integrals diverge
 dx
Example: Does the integral 1
x 1
converge or diverge?
Solution:


1
We note that f(x) looks a lot like g(x) = x
and 1
x
dx diverges by the p-test. Furthermore,
1
 f(x)   x    1 
lim 
x   g(x)

  lim    1 so the Limit Comparison Test says
 x   x  1 
1
 dx diverges.
 x 1 
Revision Problems

1. Determine whether the integral 1
sin 1t dt converge or diverge?
2. Evaluate each improper integral; determine whether it converges or not. Reuse some part
c)  1  x 2  2 dx
 2  3
of your work in (a) for (f) .a)  2 dx b) d)
2 x 1 0
x 2  dx
0 lnxx dx e) 4 x  4 dx f) 0 x 2  1 dx g) e sin xdx h)  x 2  2 x  2
1 5 1 0
x
2. Evaluate each improper integral; determine whether it converges or not

 e 
-x
 dx
 
2
a)  xe x dx b)   
4
dx f) 
0 2
 
-2
 1 1
dx c) x - 1 dx d) dx e )
1  e 
 -x 2 x 
x2  4
2
0 2 0 0 4 x 2
3. Using either comparison or limit comparison test, determine whether the improper integral
 dx  dx  xdx
below is converge or diverge . a)  b)  c) 
3 2  cos x  ln x
1
x6 1 3
x5  x3
 sin 2 x  sin 2 x
d) 
1
x 1
3
dx e) 1
x 1
4
tan 1 x dx
REDUCTION FORMULAR
dv du
Here we are going to use integration by parts ie  u  uv   v where u and v are
dx dx
functions of x
Example Derive the reduction formular for;

a) In   x n e x dx hence compute I 3 
b) In  sin n xdx hence compute I 4
Solution
dv du
a) Lei u  x n and  e x   nx n 1 and v  e x
dx dx
In   x e dx  x e   - nx n 1e x dx  x n e x  n x n 1e x dx  x n e x  nIn -1
n x n x
I3  x3e x  3I2  x3e x  3(x 2e x  2I1 )  x3e x  3x 2e x  6(xe  x  I0 )

but I0   e x dx  e x  c
 I3  x3e x  3x 2e x  6xe  x  6e x  c  (x3  3x 2  6x  6)e x  c
b) In   sin n xdx   sin n -1x sin xdx
dv du
 put u  sin n 1 x and  sin x   (n  1) cos xsin n  2 x and v   cos x
dx dx
I n   sin n xdx   cos x sin n 1 x  (n  1)  cos 2 xsin n  2 x dx

 
  cos x sin n 1 x  (n  1)  1  sin 2 x sin n  2 x dx
 
  cos x sin n 1 x  (n  1)  sin n  2 x dx   sin n x dx   cos x sin n 1 x  (n  1)I n - 2  I n 
cos x sin n 1 x n  1
I n  (n  1)I n   cos x sin n 1 x  (n  1)I n - 2  nI n  In  
 In -2
n n
cos x sin 3 x 3 cos x sin 3 x 3  cos x sin x 1 
Now I4    4 I2    4   2 I0 
4 4  2 
but I0   sin xdx   dx  x  c
0
 I4   4 cos x sin x  8 cos x sin x  83 x  c
1 3 3
Exercise
1) Derive the reduction formular for; a) In   x n sin xdx hence compute I 4 b)
In   x n cos xdx hence compute I3 
c) In  cos n xdx hence compute I5
2) Given In   tan xdx , show that In  tan

n 1
n
n 1
x  In - 2 hence compute I 4
tan x secn  2 x  n  2 
3) Given In   sec xdx , show that In 
n
 In - 2 hence compute I 6 (Hint
n 1  n 1 
secn x  secn  2 x sec2 x )
x m 1 (ln x)n  n 
4) Suppose In   x m (lnx) n dx , show that In   In -1
m 1  m 1
TECHNIQUE OF FOURIER SERIES

Definition (a periodic function)
A periodic function is a function that repeats itself in regular intervals or periods. The most
important examples are the trigonometric functions, which repeat over intervals of length 2π.
Periodic functions are used throughout science to describe oscillations, waves, and other
phenomena that exhibit periodicity. Any function which is not periodic is called aperiodic
The graph of a periodic function f(x) that has period L exhibits the same pattern every L units
along the x-axis, so that f(x)  f(x  L) for every value of x. If we know what the function
looks like over one complete period, we can thus sketch a graph of the function over a wider
interval of x (that may contain many periods)
These notes develop Fourier series on the

level of calculus and we will only consider
working out Fourier series for functions f(x)
with period L  2 .
The idea behind the Fourier series is to
decompose a function, f(x), that is periodic
on the interval 2 (ie: f(x)  f(x  2n) for
n  1, 2 , 3, . . . ) can be decomposed into
contributions from sin nx and cos nx
Introduction
The general Fourier series of a function f(x),with period 2 , may be written as an infinite
series of the form
f(x)  12 a 0  a1 cos x  a2 cos 2 x  a3 cos 3x  .....  b1 sin x  b2 sin 2 x  b3 sin 3x  .... .
  
 12 a 0   an cos nx  bn sin nx  12 a 0   an cos nx   bn sin nx *
n 1 n 1 n 1
The constantsa0 , an and bn are called the Fourier coefficients

Virtually any periodic function that arises in applications can be represented as the sum of a
Fourier series. For example, consider the three functions whose graph are shown below:
These are known, respectively, as the triangle wave (x), the sawtooth wave N(x), and the
square wave  (x), Each of these functions can be expressed as the sum of a Fourier series:
cos 3x cos 5x cos7 x cos 9x 
cos (2n  1) x
(x)  cos x 
3 2

5 2

7 2

9 2
 .....  
n 0 (2n  1) 2

sin 2x sin 3x sin 4x sin 5x sin nx
N (x)  sin x      .....  
2 3 4 5 n 1 n
sin 3x sin 5x sin 7x sin 9x 
sin (2n  1)x
 (x)  sin x      .....  
3 5 7 9 n 0 2n  1
Fourier series are critically important to the study of differential equations, and they have
many applications throughout the sciences. In addition, Fourier series played an important
role in the development of analysis, and the desire to prove theorems about their convergence
was a large part of the motivation for the development of Lebesgue integration.
Useful Integrals and Trigonometric Results

When calculating the Fourier coefficients a0 , an and bn , for which n  1, 2 , 3, . . . the
following trigonometric results are useful. Each of these results, which are also true for
n  0,  1,  2,  3, . . . , can be deduced from the graph of sin x or that of cos x
sin n  0 cos n  (1) n
 0 n even  0 n odd
 
sin n 2   1 n  1, 5 , 9 , . . .

cos n 2   1 n  0 , 4 , 8 , . . .

 1 n  3 , 7 , 11, . . .  1 n  2 , 6 , 10 , . . .
 
When calculating the Fourier coefficients a0 , an and bn , the following five integrals are useful.

cos(n )  cos(n )  1n cos(n )  cos(n )  0
 cos nx
a) 
-
sin nxdx  
n 
 1
n
- cos nxdx  n   1n sin(n )  sin(n )  1n 0  0  0

 sin nx
b)

  1 sin nx 
c)  sin 2 nxdx  
1
1  cos 2nx dx   x   
- - 2 2 2n  

  1 sin nx 
- cos nxdx  - 2 1  cos 2nx dx  2  x  2n    
2 1
d)

e)
 sin 2 nx
- cos nx sin nx dx  2n  1
2n
sin 2
(n )  sin 2 (n )  0 

Finding the Fourier Coefficients

To determine a0 , we integrate both sides of equation * and then make a0 the subject of the
formular . Ie
  

  2 n1 an cos nx  bn sin nxdx

 f(x)dx  
1
a 0  
    
 1
a 0 dx   an  cos nxdx   bn  sin nxdx
 2  
n 1 n 1
  
1
 12 a 0 (2 )   a(0)   bn (0)  a 0
 
 a0  f(x)dx

n 1 n 1
To determine an , we multiply the whole Fourier series by cos nx them integrate both sides
over the interval    x   and finally make an the subject of the formular . Ie
 
an cos nx  bn sin nx cos nxdx
 
 f(x) cos nxdx    2 0 

1
a 
n 1 
    
 12 a 0  cos nxdx   an  cos 2 nxdx   bn  cos nx sin nxdx
  
n 1 n 1
 
 12 a 0 (0)   a ( )   bn (0)  a n  for any value of n
n 1 n 1
1 
an 
   f(x) cos nxdx

To determine , we multiply the whole Fourier series by sin nx them integrate over a complete
period leads to terms which are zero apart from one which corresponds to the coefficient bn , ,
that is:
  

  2 n1 an cos nx  bn sin nx sin nxdx

 f(x) sin nxdx  
1
a 0  
    
 12 a 0  sin nxdx   an  cos nx sin nxdx   bn  sin 2 nxdx
  
n 1 n 1
 
 12 a 0 (0)   a(0)   bn ( )  bn  for any value of n
n 1 n 1
1 
 
bn  f(x) sin nxdx

Example 1 Let f(x) be a function of period 2 such that f(x)  3x 2  2 x    x   . Obtain

the Fourier series representation of f(x).
Solution
We need to determine the Fourier coefficients and then plug them in the complete Fourier series. Now
a0 
1
 

f(x)dx   (3x
 
1 

2
 2 x)dx 
1

x 3
 x2 

  2 2

1  1 sin nx cos nx sin nx 
a n   (3x  2 x) cos nxdx  (3x 2  2 x)
2
 (6 x  2) 2  6 3 
   n n n  
1  cos n   cos(n )  cos n (1) n
  0  ( 6  2)  0    0  ( 6  2)  0    12  12
  n2   n2  n 2 n 2

1  1  2 cos nx sin nx cos nx 
b n   (3x  2 x) sin nxdx 
2
 (3x  2 x)  (6 x  2) 2  6 3 
    n n n  
 1  cos n cos n   cos n cos n  (1) n
  (3  2 ) 06    (3  2 ) 06   4 2
2 2
  n n  
3
n n3  n
Therefore the Fourier series representation of f(x)  3x 2  2 x is f0llows
 
Recall equation * f(x)  12 a 0   an cos nx   bn sin nx
n 1 n 1

(1) n
(1) n 
 
3x 2  2 x   2  12 2
cos nx  4 sin nx
n1 n n1 n
Example 2
Express the square-wave function illustrated in the figure below as a Fourier series.
Solution
We need to determine the Fourier coefficients but what is f(x)? From the graph we can see that
1    x  0
f(x)   Now
0 0  x  
 
1 0
  0
 1 0
  
1 0

a 0   f(x)dx   dx   0dx   dx  x  0     1
1   1

1  1 0

 1 0
a n   f(x) cos nxdx   1 cos nxdx   0  cos nxdx   cos nxdx
    0
  
 sin 0  sin(n )   sin n 

0
 sin nx 
      n   0
 n    n   
1  1 0
 
 
0
1 0
bn   f(x) sin nxdx   1  sin nxdx   0  sin nxdx   sin nxdx
   

 cos(n )  cos 0   (1)  1 0 if n is even
0
 cos nx 
n
       n     2 if n is odd

 n    n     n
Therefore the Fourier series representation of f(x) is

 (1) n  1
f ( x)  12     sin nx  2 -  sin x  3 sin 3x  5 sin 5x  7 sin 7x  .....
1 2 1 1 1
n 1  n  
Exercise
 1    x  0
1) Let f(x) be a function of period 2 such that f(x)  
 1 0  x  
a) Sketch a graph of f(x) in the interval  2  x  2
b) Show that the Fourier series for f(x) in the interval    x   is
f(x)  4 sin x  13 sin 3x  15 sin 5x  17 sin 7x  .....
c) By giving an appropriate value to x, show that 4  1  13  15  17  .....
0    x  0
x 0  x  
b) Show that the Fourier series for f(x) in the interval    x   is
 2 cos 3x cos 5x   sin 2x sin 3x 
f(x)   cos x    .....  sin x    .....
4  3 2
5 2
  2 3 
 2
1 1 1
c) By giving an appropriate value to x, show that  1  2  2  2  .....
8 3 5 7
x 0  x  
   x  2
b) Show that the Fourier series for f(x) in the interval 0  x  2 is
3 2  cos 3x cos 5x   sin 2x sin 3x 
f(x)   cos x    .....  sin x    .....
4  3 2
5 2
  2 3 
c) By giving an appropriate value to x, show that
 1 1 1 2 1 1 1
(i)  1     ..... and (ii)  1  2  2  2  .....
4 3 5 7 8 3 5 7
4) Let f(x) be a function of period 2 such that f(x)  2 x 0  x  2
1
a) Sketch a graph of f(x) in the interval 0  x  4

f(x)  2  sin x  12 sin 2x  13 sin 3x  14 sin 4x  .....
c) By giving an appropriate value to x, show that 4  1  13  15  17  .....
  x 0  x  
 0   x  2
 2 cos 3x cos 5x   sin 2x sin 3x 
f(x)   cos x    .....  sin x    .....
4  3 2
5 2
  2 3 
 2
1 1 1
c) By giving an appropriate value to x, show that  1  2  2  2  .....
8 3 5 7
Odd and Even Functions

A function is said to be even if f(-x)  f(x) for all 𝑥 ∈ ℝ eg cos x x 2 n for n  1, 2 , 3, . . . and it
is said to be odd if f(-x)  f(x) for all 𝑥 ∈ ℝ eg sin x x 2 n 1 for n  1, 2 , 3, . . . . All functions
symmetric about the y-axis (or line x  0 ) are even functions.
Note: It does not necessarily mean that if a function is not odd then it’s even. A function with
odd and even terms is neither odd nor even. Eg 3x 2  2 x is neither odd nor even.
If f(x) is an even periodic function of period 2 defined over the interval    x   , then
the Fourier series representation of f(x) has a 0 and cosine terms only. Ie b n  0 for all n and
there is no need for calculating it.. Since f(x) is even it is possible to rewrite the the formulas
for a 0 and a n as
2  2 
a 0   f(x)dx and a n   f(x) cos nxdx respectively
 0  0
If f(x) is an odd periodic function of period 2 defined over the interval    x   , then
the Fourier series representation of f(x) has sine terms only. Ie a 0  0 and a n  0 for all n
and there is no need for obtaining them.. The formulas for b n reduces to
2 

bn  f(x) sin nxdx
0
Example 3 Determine the Fourier series to represent the 2 periodic function graphed
below. Use the knowledge of odd and even functions
Solution
a) The graph clearly shows that the functions is periodic with period 2 . Again over the nterval
   x   , the function is a straight line with gradient 1 and y-intercept 0.  f ( x)  x . We
now check whether the function is even or odd. f ( x)   x  ( x)  f ( x)  these
functions is odd and  a 0  0 and a n  0

2  2  2  x cos nx sin nx  2   cos n  (1) n 1
bn 
 
0
f(x) sin nxdx 
 
0
x sin nxdx  
 n
 2   
n 0  n   2
n
(1) n 1

f ( x)  2 sin nx  2sin x  13 sin 3x  15 sin 5x  17 sin 7x  .....
n 1 n
b) The graph clearly shows that the functions is periodic with period 2 and it’s symmetric
about the y axis  f ( x) is an even function and thus b n  0 for all n. Now over the interval
 1 0  x  2
0  x   , the function is given by f(x)  
 1 2  x  

2  2  2   2   
a0 
 
0
f(x)dx 

0 1dx   - 1dx       0
2   2 2
2  sin nx 2 sin nx 
 
f(x) cos nxdx   cos nxdx   - cos nxdx   

2  2 2 
an 
 
0 0 2    n 0

n 2 
2  sin n 2 sin n 2  4  sin n 2 
  0   
 n n   n 

 sin n 2 
f(x)  4    cos nx  4 cos x  13 cos 3x  15 cos 5x  .....
n 1  n 
Half Range series

Sometimes a function of period 2 may be defined over the interval 0  x   instead of
   x   Thus it’s only possible to obtain the half range series.

The half range cosine series is geven by f(x)  12 a 0   an cos nx where
n 1
2  2 
 
a0  f(x)dx and an  f(x) cos nxdx
0 0
 
2
And the half range sine series is given by f(x)  1
2  b sin nx where b
n 1
n n 
 
0
f(x) sin nxdx
Example 4 Let f(x) be a 2 periodic function, determine the Fourier series to represent f
f(x)  5 x 0  x  
Solution

2  2 5 10  x cos nx sin nx  10   cos n  (1) n1
b n   f(x) sin nxdx    x sin nxdx  2   2   2    10
 0  0   n n 0   n n

(1)n 1
 
f ( x)  10  sin x  3 sin 3x  5 sin 5x  7 sin 7x  .....
sin nx  10 1 1 1
n 1 n
Exercise
1. Let f(x) be a function of period 2 such that f(x)  3x,    x   Determine whether
(1) n 
f(x) is even or odd hence Show that its Fourier series is given by 6 sin nx
n 1 n
2. Determine the Fourier series to represent the 2 periodic function f(x)  x ,    x  
. Use the knowledge of odd and even functions
3. Let f(x) be a function of period 2 such that f(x)   2  x 2    x  
a) Determine whether f is even or odd hence
b) Show that the Fourier series representation of f(x) in the interval    x   is


(1) n
f(x)  23  2  4 2 cos nx
n 1 n
1    x  0
4. Express the square-wave function f(x)   as a Fourier series
0 0  x  
5. Determine the Fourier series to represent the 2 periodic function graphed below. Use
the knowledge of odd and even functions
6. Let f(x) be a function of period 2 determine the half range sine series of
f(x)  x 3 , 0  x  
FUNCTIONS OF SEVERAL VARIABLES

Introduction
In many applications in science and finance, a function of interest depends on multiple
variables. We will now show how to extend the analysis of functions of a single variable to
functions of multiple variables. We will restrict ourselves to the case of two variables, i.e.
functions of the form z  f ( x , y) .
The extension to larger numbers of variables being relatively straightforward, apart from the
fact that functions of three and more variables are somewhat harder to visualise.
Functions of Two Variables

A function f of two variables is a rule that assigns to each ordered pair (x, y) in the domain of
f a unique number f (x, y). As with functions of a single variable, if the function is specified
by a formula, the domain is taken to be the largest set of ordered pairs for which the formula
is defined;
Example 1: For the function f ( x , y)  16  4 x 2  y 2 the domain is given by
x2 y 2
16  4 x 2  y 2  0    1 on or inside an ellipse in xy plane
4 16
The range is given by: 0  z  16 or 0  z  4
x
Example 2: Suppose f ( x , y )  , find the domain and the value f (9 ,  1)
y2
Solution
We must have x  0 and y  0 ; therefore, the domain is the set
Dom (f)  ( x , y) : x  0 and y  0
Finally, f (9 ,  1)  9
( 1)2
3
Example 3: Suppose f ( x , y)  e xy  ln x , find the domain and the value f (1, 2) .
Solution
We must have x > 0; Therefore, the domain is the set Dom (f)  ( x , y) : x  0
Finally, f (1, 2)  e1( 2)  ln 1  e2
Example 4: (An Applied Example)

It costs $100 to a bike company to make a three-speed bike and $150 to make a ten-speed
bike; The company’s fixed costs are $2,500. Find the company’s cost function and use it to
compute the cost of producing 15 three-speed and 20 ten-speed bikes;
Solution
Suppose that x is the number of 3-speed and y the number of 10-speed bikes that the
company produces; Then
C( x , y)  100
x  150 y  2500
3-speed bikes 10-speed bikes fixed costs
Thus, the cost for producing 15 ‘3-speed’ and 20 ‘10-speed’ bikes is

C(15 , 20)  100(15)  150(20)  2500  $7,000
The graph of z = f(x, y) is a surface in space; the domain is the projection onto x-y plane
It’s not easy to draw a graph of a functions of 2 variables but here are some plots of functions
of two variables:
Figure 1: Functions of two variables: z  xy and z  cos x sin y .
Partial derivatives
 f(x  h) - f(x) 
Recall the definition of derivative ie if y  f(x) then f ' (x)  lim   which is a
h 0
 h 
measures rate of change of f(x) with respect to a unit change in x
In the case of TWO or MORE independent variables, we are looking at the rate of change of
z  f ( x , y) with respect to a change in ( x , y) . There are an infinite amount of directions to
change the point ( x , y) . Which direction do we choose? We will choose the paths parallel to
the coordinate axes. This is called Partial Differentiation. Partial derivatives are distinguished
from ordinary derivatives by using a  instead of a d.
First Order Partial derivatives:

For a function of two variables there are two 1st order partial derivatives
z
The partial derivative of f with respect to x denoted or f x ( x , y ) or simply f x is defined by
x
 f(x  x , y) - f(x , y) 
f x ( x , y )  lim  
x  0
 x 
The partial derivative f x ( x , y) represents the instantaneous rate of change of f with respect
to x when y is held constant. To compute f x ( x , y) we take the derivative of f ( x , y) with
respect to x assuming that y is constant;
z
The partial derivative of f with respect to y denoted or f y ( x , y) or simply f y is defined by
y
 f(x , y  y ) - f(x , y) 
f y ( x , y )  lim  
y  0
 y 
The partial derivative f y ( x , y) represents the instantaneous rate of change of f with respect
to y when x is held constant. To compute f y ( x , y) we take the derivative of f ( x , y) with
respect to y treating x as a constant.
Example 5 Obtain the 1st order partial derivatives of the function f ( x , y)  3x2 y  5x cos y
Solution
f x ( x , y)  6 xy  5 cos y and f y ( x , y)  3x2  5x sin y
Example 6
z z
Show that z  Ax 4  2Bx 2 y 2  Cy 4 satisfies the partial differential equation x  y  4z
x y
Solution
z z
 4 Ax 3  4 Bxy 2 and  4 Bx 2 y  4Cy 3
x y
z z
x  y  x4 Ax 3  4 Bxy 2   y  4 Bx 2 y  4Cy 3 
x y

 4 Ax 4  8Bx 2 y 2  4Cy 4  4 Ax 4  2 Bx 2 y 2  Cy 4  4 z 
Example 7 A company’s profit from producing x radios and y televisions per day Is
P( x , y)  4 x 2  6 y 2  xy .
3 3
a) Find the marginal profit functions; b) Find and interpret Py (25, 36)
Solution
Px ( x , y)  4  32 x 2  0  y  6 x  y and Py ( x , y)  0  6  32 y 2  y  9 y  x
1 1
Py (25, 36)  9 36  25  79 This is the approximate increase in profit per additional

television produced when 25 radios and 36 televisions are produced;
Second Order Partial derivatives:

Remark, the first order partial derivatives are functions of x and y too.
For a function of two variables there are three second order partial derivatives, defined as
 2 z   z   2z   z 
   or f xx ( x , y ) or simply f xx    or f yy ( x , y ) or simply f yy
x 2 x  x  y 2 y  y 
 2 z   z 
and the mixed derivative    or f xy ( x , y) or simply f xy where we usually1have
xy y  x 
 2z  2z   z    z 
 ie    
yx xy y  x  x  y 
Example 8 Obtain the 1st and 2nd order partial derivatives of the following functions
a) f ( x , y)  x2  2 xy  6 x  2 y  1 c) f ( x , y)  x 2  y 2  x 2 y  4
b) f ( x , y)  e xy
Solution
a) f x  2 x  2 y  6 f y  2 x  2 f xx  2 f yy  0 and f xy  2
b) f x  ye xy f y  xe xy f xx  y 2 e xy f yy  x2e xy and f x  (1  xy )e xy
c) f x  2 x  2 xy f y  2 y  x 2 f xx  2  2 y f yy  2 and f xy  2 x
Exercise
z z
1) Find and for the functions; a) z  2 x 4  3x3 y3  y 2  4 x  1 b) z  e x ln y
x y
 y2 xy
c) z  5x4  2 x2 y3  4 y 2 d) z  e x e) z  ln( x 2  y 2 ) f) z 
2
g)
x  y2
2
xy
z
cos x  y
2) Obtain the 1st and 2nd order partial derivatives of the following function a)
z  e xy  2 xy  3x  4 b) z  x tan y  y tan x c) z  e x cos y  x2  xy  y 2 d)
4 2x y 1
z  3x y  sin xy e) z  2 xy  yx
2 3 3
f) z  e sin( x  y) g) z  sin ( xy ) h)
z  x tan1 ( xy ) i) z  ln x 2  2 y 2
3) Determine f r and f for the function; a) f (r , )  r  r  3 2
b) f (r , )  r 2   2e  r c) f (r , )  r 2 cos   e  r
 y2
4) Compute f (1, 3) if f ( x , y)  e x
2
5) Show that;
x2 y2 z z
a) z satisfies the partial differential equation x  y  3z
x y x y
b) u  x 2 y  y 2 z  z 2 x satisfies the partial differential equation
u u u
   ( x  y  z)2
x y z
1  2z  2z
c) z  satisfies the partial differential equation  0
x2  y 2 x 2 y 2
xy  2z  2z  2z
d) z  satisfies the partial differential equation x 2 2  2 xy  y2 2  0
x y x xy y
1   x2  z  2 z
6) If z  
exp  
 , show that y  x 2
y  4y 
2x  y
7) For function f ( x , y )  verify that; a) xf x  yf y  0 b) x f xx  2 xyf xy  y f yy  0
2 2
x  3y
Total Derivatives
Suppose for the function z  f ( x , y) , x  g (t ) and y  h(t ) then z is a composite function of t
and we can obtain it’s total derivative with respect to t either by 1st expressing explicitly z as
dz z z
a univariate function of t or by using chain rule (ie  g ' (t )  h' (t ) ).
dt x y
Example 9 Obtain the total derivative of z  e x  y wrt t given that x  t 2  1 and y  3t  2 .
Use both methods
Solution
a) If we 1st express z explicitly as a univariate function of t we get
dz
z  e(t 1)(3t 2)  et 3t 1   (2t  3)et 3t 1
2 2 2
dt
z z dx dy
b) Using Chain rule  e x  y  . Also  2t and 3
x y dt dt
dz z dx z dy
    2te x  y  3e x  y  (2t  3)e x  y
dt x dt y dt
Exercise
1) Find the total derivative of z with respect to t given that ;
a) z  x3 y , x  2t  1 and y  t 2 Use both methods
b) z  ln( x 3  y 2 ) , x  e 2t  1 and y  e 3t .
2) Let z  x 2  y 2 . Find the maximum value of z on the ellipse given parametrically by
x  cos t , y  2 sin t
3) Let z  x 2 y  y 2 where x  sin t , y  et . Find dz
dt
when t = 0.
4) Let w  f ( x , y , z )  x 2 y  y 2 z . Consider the curve given parametrically by
x  t , y  t 2 and z  ln t . Find dw
dt
at t  2
5) The radius of the base of a cone is 6 cm and it is increasing at a rate of 2 cm/sec. The
height of the cone is 10 cm and it is increasing at a rate of 3 cm/sec. At what rate is the
volume increasing? (Ans 116 cm3/sec )
Implicit Partial Differentiation

dy f ( x , y)
Recall if f(x, y) = 0 defines y implicitly, then  x
dx f y ( x , y)
Similarly Let z be a function of x and y defined implicitly be the function: f(x, y, z) = 0
(meaning not solved for z), then
z f ( x , y , z) z f ( x , y , z)
 x and  y
x fz ( x , y , z) y fz ( x , y , z)
z z
Example 10 Find and for the function; x2  y 2  z 2  6 xz  8 yz  5 .
x y
Solution
f ( x , y , z)  x 2  y 2  z 2  6 xz  8 yz  5  0
 f x ( x , y , z)  2 x  6 z , f y ( x , y , z)  2 y  8z f z ( x , y , z)  2 z  6 x  8 y
z 2x - 6z x - 3z z 2y - 8z y - 4z
  and  
x 2z - 6x - 8y 3x  4y - z y 2z - 6x - 8y x  4y - z
Exercise:
z z
1) Find and where z is implicitly defined by: a) x2  y3  xz  e z  0
x y
b) cos(2 xy  z 2 )  0 c) xy 2  z 3  sin( xyz )  0 d) x3 y 2 z 4  sin( xyz )  xyz
2) Compute all first order partial derivatives of each of the following functions.
f ( x , y , z )  x sin(2 y  3z 2 )
3) Find all first and second order partial derivatives of z with respect to x and y, where z is
defined by the equations x  y  xyz  z 3
4) z is defined as a function of x and y by the equation x 2  2 yz  z 3  1  0 Use implicit
z  2z
differentiation to compute and
x x 2
5) For the following implicit function z  f ( x , y) defined by the equation
 2z  2z
x 2  y 2  z 2  2 x( y  z) , find and
xy y 2
Stationary points: (Maxima, minima and saddle points)
Definitions A Function f ( x , y) has a local maximum (local minima) at point (a, b) if
f (a , b)  f ( x , y) f (a , b)  f ( x , y) for any point (x , y) sufficiently close to (a , b).
Needless to say a function may have both relative maxima and relative minima at various
points of its domain:
Definitions A Function f ( x , y) has a global/ absolute maximum (minima) at point (a, b) if
f (a , b)  f ( x , y) f (a , b)  f ( x , y) for every point (x , y) in the entire domain of f ( x , y) .
Saddle point: You know that in one-variable calculus, critical points need not be local
maxima or minima; they can be inflection points. In several variables there is not only a
critical point that behaves like an inflection point, but an entirely new type of critical point
called a saddle point. Near this point, the function takes larger or smaller values depending
on the direction in which one travels away from the point.
Types of stationary points:

Before giving a similar procedure for finding maxima and minima for functions of two
variables, it is necessary to consider the types of critical points we may encounter
There are three types of stationary points that can be exhibited by functions of two variables
as illustrated below.
Condition for a stationary point:

The function z  f ( x , y) has a stationary point" at a point (a; b) in the domain of f if
z z
0 and 0
x ( a , b ) y ( a , b )
This condition provides two equations with two unknowns x and y. These equations can have
 No solution, in which case the function z  f ( x , y) has no stationary points.
 A unique solution, in which case the function z  f ( x , y) has a single stationary point.
 Multiple solutions, in which case the function z  f ( x , y) has multiple stationary points.
Classification of stationary points:
The nature of a stationary point is determined by the function's second derivatives.
Here is a recipe for the classification of stationary points.
Suppose that f (x; y) has continuous second-order partial derivatives in some open disk containing the
point (a; b) and that f x (a , b)  f y (a , b)  0 . 1 For each stationary point (a , b), determine the
three second partial derivatives and evaluate them at the stationary point:
 2z  2z  2z
A 2 B 2 and C
x ( a , b ) y ( a , b ) xy ( a , b )
Classify the stationary point according to the following cases:
a) If AB  C 2  0 at point (a , b) then the function has a saddle point
b) If AB  C 2  0 and either A  0 or B  0 at (a , b), then the function has a local
(relative) minima at this point
c) If AB  C 2  0 and either A  0 or B  0 at (a , b), then the function has a local
(relative) maxima at this point
Example 11 Locate and classify the relative extreemas of the following functions
a) f ( x , y)  x2  2 xy  6 x  2 y  1 c) f ( x , y)  x 2  y 2  x 2 y  4
b) f ( x , y)  e xy d) f ( x , y)  x3  3 y  y3  3x
Solution
a) We need to first find the 1st order partial derivatives, equate them to zero and then solve
f x  2 x  2 y  6  0 2 x  2 y  6  0
 at critical points    x  1 and y  4
f y  2 x  2  0   2x  2  0 
f xx  2 f yy  0 and f xy  2  AB  C 2  2(0)  (2) 2  0
 the function has a saddle point at (1 , 4).
b) We again find the 1st order partial derivatives, equate them to zero and then solve
f x  ye xy  0
 at turning points  x  0 and y  0
f y  xe xy  0 
f xx  y 2 e xy f yy  x2e xy and f x  (1  xy )e xy  AB  C 2  0(0)  12  0  saddle point
c) We again find the 1st order partial derivatives, equate them to zero and then solve
f x  2 x  2 xy  0   2 y   x 2 ie eqn ii  
    x  0  y  0 or x   2  y  1
fy  2 y  x  0 
2
  2 x  x (  x 2
)  0 

There are 3 critical points where both f x and f y are equal to zero. They are (0 , 0), ( 2 , -1)
and (- 2 , -1)
The 2nd order partial derivatives are f xx  2  2 y f yy  2 and f xy  2 x and we will use a
tabular way to classify the 3 critical points as shown below.
points A=2+2y B=2 C=2x AB  C 2 classification
(0 , 0) 2 2 0 4 Local minimum
( 2 , -1) 0 2 2 2 -8 Saddle pt
(- 2 , -1) 0 2 2 2 -8 Saddle pt
st
d) We need to first find the 1 order partial derivatives, equate them to zero and then solve
f x  3x 2  3  0 
 3( x  1)( x  1)  0 
   x  1 and y  1 There are 4 critical points
fy  3  3y  0 
2
 3(1  y )(1  y )  0 
where both f x and f y are equal to zero. They are (1, 1) , (1, - 1) , (-1, 1) and (-1, - 1)
Now the 2nd order partial derivatives are f xx  6 x f yy  6 y and f xy  0 and we will use
a tabular way to classify the 4 critical points as shown below.
Critical point A  6x B  6 y C=0 AB  C 2 classification
(1 , 1) 6 -6 0 -36
Saddle pt
(1, -1) 6 6 0 36
Local minimum
(-1 , 1) -6 -6 0 36
Local maximum
(-1 , -1) -6 6 0 -36
Saddle pt
Example 2
A motor company makes compact and midsized cars. The price function for compacts is
p  17  2 x (for 0  x  8 ) and for midsized q  20  y (for 0  y  20 ), both in thousands
of dollars, where x, y are the number of compact and midsized cars produced per hour;
Assume that the company’s cost function is C( x , y)  15x  16 y  2 xy  5 thousand dollars;
How many of each type of car should be produced and how should each be priced to
maximize the company’s profit? What will be the maximum profit?
Solution
First find the profit function
P( x , y )  R ( x , y )  C( x , y )  ( xp  yq )  (15 x  16 y  2 xy  5)

  
revenue cos t
 (17 x  2 x  20 y  y 2 )  (15 x  16 y  2 xy  5  2 x 2  y 2  2 xy  2 x  4 y  5
2
Compute first derivatives Px ( x , y)  4 x  2 y  2 and Py ( x , y)  2 y  2 x  4 then find critical

points:
Px ( x , y)  0  4 x  2 y  2  0 2 x  y  1 x  3
       
Py ( x , y)  0  2 y  2 x  4  0 y  x  2   y  5
Thus ( x , y)  (3 , 5) is the only critical point;
Finally, we verify that at (3, 5) we indeed have a local max; We have
Prov 16:3 Commit to the LORD whatever you do, and your plans will succeed Page 57
Now Pxx ( x , y)  4 , Pxy ( x , y)  2 and Pyy ( x , y)  2

Therefore, PxxPyy  Pxy  4(2)  2  4  0 and Pxx  4  0 which show that at (3, 5) P has a
2 2
maxima. The prices and the maximum profit are given by

p  17  2 x  17  2  3  11 thousands q  20  y  20  5  15 thousands
P( x , y)  2 x  y  2 xy  2 x  4 y  5
2 2
 2(3)2  52  2  3  5  2  3  4  5  5  $ 8 thousands
Exercise
1) Find the partial differentials of; a) f ( x , y)  x 2  2 xy  6 x  2 y  1 b) f ( x , y)  x(1  xy )
c) f ( x , y)  x 2  y 2 _ x 2 y  4 d) f ( x , y)  e xy e) f ( x , y)  x 4  y 4  36 xy . Also
determine their stationary points
2) Find the location and nature of all stationary points of; a) f ( x , y)  x2  2 x  y 2  4 y  5
b) f ( x , y)  8x  x2  10 y  5 y 2  21 c) f ( x , y)  13 x3  14 y 2  3x2  xy  3x  y  2
 y2
f) f ( x , y)  ( x 2  y 2 )e x
2
d) f ( x , y)  x 2  y 2 e) f ( x , y)  x3  y3  3x  3 y
g) f ( x , y)  x3  y5  3x  10 y  4 h) f ( x , y)  8 y3  12 x2  24 xy
3) Locate the stationary points of the following functions, and find their nature.
a) f ( x , y)  x3  15x2  20 y 2  10 b) f ( x , y)  8x2  2 y3  6 y 2  5
c) f ( x , y)  2 x2  y 2  3xy  5x  3 y  8 d) f ( x , y)  2 x3  6 xy  3 y 2  3xy  6 x  18 y
e) f ( x , y)  2 x3  y 2  9 x2  10 y  12 x  2 f) f ( x , y)  4  x2  y 2  xy
g) f ( x , y)  x 4  y 4  2 x 2 y 2  2 x 2  2 y 2  1 h) f ( x , y)  ( x2  y 2 )2  2( x2  y 2 )  1
4) Let z be defined implicitly as a function of x and y by the equation
f ( x , y , z )  z 3  4 z  x 2  x 2 y  8 y  7  0 . Find, and test, all critical points of z.
5) A revenue function is: R ( x , y)  500 x  800 y  32 xy  32 x2  y 2 , where x and y are prices
of two competing products. Find x and y to maximize R.
6) The owner of a business advertises in the newspaper and on the radio. He has found that
the number of units that he sells is modelled by f ( x , y)  240  8x  12 y  12 x2  y 2 ,
where x (in thousands of dollars) is the amount spent on newspaper adverts and y (in
thousands of dollars) is the amount spent on radio adverts.How much should he spend on
each to maximize the number of units sold? Find the maximum number of units sold?
Constrained Optimization and Lagrange Multipliers

One of the most common problems in calculus is that of finding maxima or minima (in
general, "extrema") of a function, but it is often difficult to find a closed form for the function
being extremized. Such difficulties often arise when one wishes to maximize or minimize a
function subject to fixed outside conditions or constraints. The method of Lagrange
multipliers is a powerful tool for solving this class of problems without the need to explicitly
solve the conditions and use them to eliminate extra variables.
A constrained optimization problem is a problem of the form maximize (or minimize) the
function f ( x , y) subject to the condition g(x , y) = 0. The function to be optimized ie
z  f ( x , y) is called the objective function. There are 2 approaches to this constrained
optimization problem:
 Use the constraint g to solve for one variable in terms of the other(s), then plug into f and
find its extrema.
 New method: Lagrange Multipliers
From two to one

In some cases one can use the additional constraint to solve for y as a function of x and then
find the extrema of a univariate function. ie, if the equation g(x , y) = 0 is equivalent to
y = h(x), then we may set  (x) = f(x, h(x)) and then find the values x = a for which 
achieves an extremum. The extrema of f are at (a, h(a)).
Example 12 Find the relative extrema of the function f ( x , y)  2 x 2  y 2 subject to the

condition g(x , y) = x  y - 1  0.
Solution
Using the additional constraint to solve for y as a function of x ie
x  y - 1  0  y  1 - x  h(x)
Now set  (x) = f(x, h(x))  2 x2  (1  x)2  3x2  2 x  1 and then find the extrema of  (x)
 ' (x) = 6x  2  0 at the critical point  x  13 and y  1 - 13  23 at that point. So the only
extrema of f ( x , y) is at ( 13 , 23 )
Notice that " (x) = 6  0  the critical point is a minima.
 the required constrained relative minima is f ( 13 , 23 )  213    23  
2 2 2
3
Exercise:
1) Find the relative extrema of the function;
a) f ( x , y)  2 xy subject to the constraint g(x , y) = 3x  2y  4  0.
b) f ( x , y)  xy 2 subject to the constraint g(x , y) = x  2y  4  0.
c) f ( x , y)  x2  y 2 subject to the constraint g(x , y) = y - x 2  0.
2) Minimize f ( x , y)  x 2  y 2 subject to the constraint g(x , y) = 2x  y  3  0.
3) Farmer Brown wishes to enclose a rectangular coop of 1000 square feet. He will build
three sides of brick, costing $25 per linear foot, and the fourth of chain link fence, at $ 15
per linear foot. What should the dimensions be to minimize the cost?
4) An open rectangular box (5 sides but no top) has volume 500 cm 3 .What dimensions give
the minimum surface area, and what is that area?
Lagrange’s Multipliers Method

More often it is cumbersome to express y explicitly as a function of x or the resulting
univariate function may be complicated to optimize. Consequently an easier method exists
called the Lagrange’s Multipliers Method
The method of Lagrange multipliers (for a function of two variables) can be stated as follows:
To find the maximum or minimum of z  f ( x , y) subject to the constraint g(x , y) = 0. ;
i) Form an arbitrary function called the Lagrange’s function F( x , y ,  )  f ( x , y)  g( x , y) .
Where the Greek letter lambda, (  ) is called the Lagrange Multiplier and g(x , y) = 0. is
the constraint. Economists call the Lagrange multiplier obtained in a production
function the marginal productivity of money. !
ii) Solve the system comprising of the partial differential equations

f x ( x , y)  0 , f y ( x , y)  0 f ( x , y)  0 for all values of x and y y (and  if desired) and
determine all the critical points;.
iii) Find f ( x , y) at each of the points ( x , y) found in step ii above. The largest (smallest) of
the values is the required constrained relative maxima (minima) of f ( x , y).
Example 13 Maximize and minimize f ( x , y)  4 xy subject to the constraint x 2  y 2  50

Solution
The objective function is z  4 xy and the constraint function is g( x , y)  x 2  y 2  50  0
thus, the Lagrange’s function is; F( x , y ,  )  4 xy   ( x 2  y 2  50) .
Compute the three partial derivatives and set the partials equal to zero to find the critical
points:
Fx  4 y  2x  0 (4 y  2x  0)  y 
   4y - 4x 2  0  y 2  x 2
2
Fy  4 x  2y  0  (4 x  2y  0)  x    
   Subtract 2 nd eqn from 1st eqn
Eliminate  from the 2 eqns
F  x 2  y 2  50  0  x 2  y 2  50 but y 2  x 2  2 x 2  50  x  5  y  5
Thus, there are four critical points: (5 ,  5) , (5 , 5) , (5 ,  5) and (5 , 5)
Since f (5 ,  5)  f (5 , 5)  100 and f (5 , 5)  f (5 ,  5)  100 we conclude that f max  100
occurring at (5 ,  5) and (5 , 5) and f min  100 occurring at (5 ,  5) and (5 , 5) ;
Example 14
Maximize and minimize f ( x , y)  12 x  30 y subject to the constraint x 2  5 y 2  81
Solution
The objective function is f ( x , y)  12 x  30 y and the constraint function is
g( x , y)  x 2  5 y 2  81  0 . Thus, the Lagrange’s function is;
F( x , y ,  )  12 x  30 y   ( x 2  5 y 2  81) .
Compute the three partial derivatives and set the partials equal to zero to find the critical
points:
Fx  12  2x  0  6  x 6 3
       6 y  3x  x  2 y
Fy  30  10y  0 3  y  x y
F  x 2  5 y 2  81  0  x 2  5 y 2  81 but x  2 y  (2 y) 2  5 y 2  81  9 y 2  81
Thus y 2  9  y  3  when y  3 , x  6 and when y  3 , x  6
Therefore, there are only two critical points: (6 ,  3) and (6 , 3)
Since f (6,  3)  162 and f (6, 3)  162 we conclude that f max  162 occurring at (6 , 3) and
f min  162 occurring at (6 ,  3) ;
Example 15 A company wants to design an aluminium can that requires the least amount of
aluminium but that can hold exactly 12 fluid ounces ( 21.3m3 ). Find the radius r and the
height h of the can.
Solution
The objective function is the surface area of the can S . A  2r 2  2rh
The constraint has to do with the volume v  r 2h  21.3m3  r 2h  21.3  0
Therefore the Lagrange’s function is F (r, h,  )  2r 2  2rh   ( r 2h  21.3)
Take the partial derivatives and set them equal to zero to find critical points of F:
Fr  4r  2h  2 rh  0 (4r  2h  2 rh  0)  r 
   4 r 2 -2 rh 0  h  2r
Fh  2r   r  0
2
( 2r   r 2
 0)  2 h 
 Subtract 2 nd
from 1st
eqn
Eliminate  from first two
F  r 2 h  21.3  0  r 2 h  21.3 Subst h  2r  r 2  2r  2r 3  21.3  r 3  21

2
.3
21.3
r  3  1.5 in; and, hence, h  3 in ;
2
Exercise
1) Find the relative extrema of the function f ( x , y)  2 x 2  y 2 subject to the condition
g(x , y) = x  y - 1  0.
2) Find the potential extrema of the function:
a) f ( x , y)  x2 y  ln x subject to the constraint that g( x , y)  8x  3 y  0
b) f ( x , y)  x  2 y subject to the constraint that g( x , y)  y 2  xy  1  0
c) f ( x , y)  x2  3xy  y 2  x  3 y subject to g( x , y)  x2  y 2  1  0
d) f ( x , y , z )  x 2  y 2  z 2 subject to g( x , y)  2 x  3 y  15z  19  0
3) Use Lagrange’s multipliers to find the maximum and minimum value(s) of the function
f ( x , y , z)  x  3 y  5z on the sphere x 2  y 2  z 2  1
4) Find the largest product the positive numbers x, y and z can have if x  y  z 2  16
5) Find the maximum and minimum values of the function on w  x  2 y  5z the sphere
x 2  y 2  z 2  36
6) A storage tank is designed to hold 1,000 m3 of hot liquid and the heat loss is to be
minimized by making the surface area of the tank as small as possible. If the tank is in the
shape of a right circular cylinder, use Lagrange Multiplier to determine its optimal
dimensions.
7) A standard oil drum has a capacity of 10 m3. Use the method of Lagrange Multiplier to
find the dimensions of the drum that requires the minimal amount of material to
construct. (Ans r  3 5 and h  2r )
8) Find the rectangle with largest area that can be inscribed in the ellipse
f ( x , y)  9 x2  4 y 2  36
9) Maximize f ( x , y , z)  xya subject to the constraint that g( x , y)  2 x  3 y  15z  19  0
10) A rectangular box is to be made to enclose a volume of 36 cubic metres. The bottom of
the box is made from scrap material costing $1 per square metre, while the material for
the top and the sides of the box costs $8 per square metre. Find the dimensions of the
most economical box.
11) The Acrosonic Company manufactures a bookshelf loudspeaker system that may be
bought full assembled or as a kit. The total weekly profit (in dollars) that the company
realized in producing and selling the systems is given by the function
P( x , y)  120 x  100 y  14 x2  83 y 2  14 xy  5000 where x denotes the number of full
assembled units and y denotes the number of kits produced and sold per week. The
companyʼs management has decided that the production of these systems should be
restricted to a total of 230 per week. Under this constraint, how many assembled units and
how many kits should be produced per week to maximize their weekly profit?
12) The total monthly profit of Robertson Controls Company in manufacturing and selling x
hundred of its standard mechanical setback thermostats and y hundred of its deluxe
electronic setback thermostats per month is given by the total profit function
P( x , y)  13x  40 y  81 x2  12 y 2  14 xy  280 , where P is in hundreds of dollars.
If the production of setback thermostats is to restricted to a total of exactly 40 per month

a) how many of each model should the company manufacture in order to maximize
its monthly profits?
b) what is the maximum monthly profit?
c) find the value of the marginal productivity of money and explain.
13) The USPS will accept a package if the length plus its girth is not more than 84 inches.
What are the dimensions and the volume of the largest package with a square end that can
be mailed? (Ans the Lagrange’s eqn is F( x , y ,  )  xy 2   ( x  4 y  84) ,
 x  28 in and y  14 in max volume is  Vmax ,  28 1 414 = 5,488 in 3 )
14) A plot of land in the shape of a pentagon is composed of a rectangle surmounted by an
isoceles triangle. If the area of the land is required to be 1000 square metres, what will be
the dimensions for which the perimeter is a minimum?
15) It is known that the temperature T at any point ( x , y , z ) is given by
T( x , y , z)  2 x 2  5 y 2  11z 2  20 xy  4 xz  16 yz Find the hottest point(s) on the unit
sphere x 2  y 2  z 2  1
DOUBLE INTEGRALS
Double integrals over Rectangular Regions
Recall the area under the curve y=f(x) between the ordinates x=a and x=b and above the x-
axis can be approximated using the Rieman sum as illustrated below.
Let f(x) be a function of one variable. To

calculate the Area we partition the interval
[a, b] into a large number of subintervals of
width Δ x and form the Riemann Sum
n
s n   f ( xk )x which is really nothing
k 1
more than a sum of rectangles.
We then define the Area as the limit of this sum as the number of rectangles goes to  i.e.
n 
lim s n  lim  f ( xk )x 
n  n   k 1 
The exact area is also the definition of the definite integral ie
n  b
area f ( x)  lim  f ( xk )x    f ( x)dx
n   k 1  a
The above concept can be extended to functions of several variables but for now we will
restrict ourselves to functions of 2 variables.
Let f(x , y)be a function of 2 variables
defined over a closed rectangular domain
R  [a , b]  [c , d]  (x , y): a  x  b , c  y  d 
as shown and let R be covered by a network
of lines parallel to both x and y axes as
shown below. These lines divide R into
small rectangles of area A  xy.
Define S to be the part of the surface z  f(x , y) over the region R. What is the volume of the
region under S and above the x-y plane?
To approximate this volume we partition

the domain into a large number of
rectangles of area A  xy . Choose a
point (x i , y j ) on each rectangle and use
the value of f(x i , y j ) to approximate the
value of f(x , y) on this rectangle. The
volume of the solid over each small
rectangle is
V  f(xi , y j )A  f(xi , y j )xy Now we
simply sum these volumes and then let the
number of these rectangles go to 
The question is how do we sum over these rectangles?
m
We start by fixing i and summing over j: ie  f(x
j 1
i , y j )y
n 
 m    n m
We then sum over i: ie   f(x
, y j )y  x    f(x i , y j )yx
i
i 1  j 1    i 1 j 1
We then define the Volume as the limit by first taking the limit as m goes to  and then the
limit as n goes to 
n m n  m 
V  lim lim  f(x i , y j )yx  lim  lim  f(x i , y j )y  x
n  m i 1 j 1 n  i 1  m j 1 
n
 lim   f(x i , y)dy  x    f(x , y)dydx
d b d
c
n   i 1 
 a c
Definitions
 If lim f(x, y)  f(a, b), then f is continuous at point (a, b)
(x, y)(a, b)
 If f is continuous at all point (a, b)  R, then f is continuous on R

Eg If f(x, y)  sinxy and (x, y) R  [0, ]  [0,2 ] then f is continuous on R
If f(x, y)  x 2 y  x and (x, y)R  [0, )  [0, ) f is continuous on R
Properties of double Integrals

i)  cf(x, y)dA  c  f(x, y)dA
R R
ii)  (f(x, y)  g(x, y))dA   f(x, y)dA   g(x, y)dA

R R R
iii) If f(x, y)  g(x, y) (x, y) R, then  f(x, y)dA   g(x, y)dA
R R
iv) If R = [a, b]×[c, d] is a rectangle and f (x,y) = g(x)h(y) is a product of two functions of one
 f x, y dA   g x dx  h y dy

b d
variable, then
a c
R
Example 1
Evaluate the integral  4dA where R is the rectangular region defined by R  [-1, 0]  [-3 , 3]
R
by 1st identifying it as a volume of a solid
Solution
Required is the volume of a box with base R and height 4
V  4  area of R  4(6 1)  24 cubic units
n m
Generally, we define the definite double integral as: R f(x , y)dA  mlim  f(x
, n  i 1 j 1 
i , y j )
 
yx

height base area
where dA  dydx  dxdy //order matters//. Definitely, just like in the case of univariate
functions, we don’t attempt to evaluate the limit but rather we apply the partial integration
together with the iterated integrals to evaluate double integrals.
Theorem If f(x , y)is continuous on a plane region R then f is integrable over R.
Partial Integration
b d
For the double integral 
a c
f(x , y)dydx , we first integrate the inside integral with respect to
y treating x as a constant. This is referred to as Partial Integration. Once that is done we will
be left with univariate definite integral (ie integrating a function of one variable).
Definition
Suppose f(x , y)is integrable over the rectangular region R  [a , b]  [c , d] , then we define
the partial integration of f with respect to x as  f(x , y)dx .
b
a
d
Similarly the partial integration of f with respect to y is defined as c
f(x , y)dy
Example 2 Evaluate the integral: a)  x  3 y 2 dx b)

4

4
e xy dy
0 1
Solution
a) 0
4
x  3 y 2 dx   1
2
x2  3y2 x  4
x 0
 8  12 y 2 b) 
4
1
e xy dy   1
x
e xy  4
y 1
 1
x
e 4x
 ex 
Iterated Integral
Suppose f(x , y)is integrable over the rectangular region R  [a , b]  [c , d] , then
 d f(x , y)dy  dx  b d f(x , y)dydx and  bf(x , y)dx dy  d bf(x , y)dxdy
a c
b
a c 
d
 c a  c a
Theorem 2: If f(x , y)  0 and f is continuous on a rectangular region R  [a , b]  [c , d] then
the volume of the solid that lies above the region R and below the surface z  f(x , y) is given
by
Iterated Integral
  
DoubleIntegral 
 f(x , y)dA    f(x , y)dydx    f(x , y)dxdy
b d d b
a c c a
R
Example 3
4 1 1 4
Evaluate the integral I1   x ydxdy and I 2    x ydydx . what do you notice?
1 0 0 1
Solution
4
1 
1
0 
 1
4 1
0 1
4
 
I1    x ydx dy   y  xdx dy   y 12 dy   12 y 2 dy  13 y 2
1
4 1 3
  4
1
7
3
I 2    x ydy  dx   x  y 2 dy dx   x 23 y 2 dx   143 xdx  73

1 4 1 4 1 1 3 4 1
 I1  I 2
0 1 
 0  1  0  1  0
Example 4
Evaluate  x cos xyd A where R is the rectangular region defined by R  [- 2 , 2 ]  [1 , 5]
R
Solution

2
 2 y 1

 x cos xydA     x cos xydydx    sin xy y 1 dx    sin 5x  sin x dx

5 2
2
 5
 
2
2
R
  15 cos 5 x  cos x  2   0

Example 5
Find the volume of the solid s lying under the circular paraboloid z  x 2  y 2 and above the
rectangle R  [-2 , 2]  [-3 , 3]
Solution
The volume of the solid is given by;
v   x 2  y 2 dA    x 2  y 2 dydx    yx 2  13 y 3 dx    yx 2  13 y 3 dx
2 3 2 3 2 3
 2 3 2  3  2  y  3 
R
2
  6 x 2 18dx  2 x 3 18 x
2
 104 cubic units
2 2
Fact: If g and h are continuous functions of one variable and R  [a , b]  [c , d] then
 bg( x)dx  d h( y )dy 
R g( x )h( y )dA 
 a  c 
Note: This fact only holds if R is a rectangular region.
Example 6 If R  [0 , ln 2]  [0 , ln 5] find  e 2x- y dA
R
Solution
e 2xe - y dA    e 2x dx   e - y dy    12 e 2 x  - e - y   1 4  11  1   6
 e dA  
ln 2

ln 5 ln 2 ln 5 ln 2 ln 5
2x- y
R
0 0  0  0   0  0  2 5 5
Exercise
1
1) Evaluate (i) 
3 4
 (ii) 
3 4
 (iii) 
4 8
0 1
x 2 ydxdy
0 1
x 2 ydydx
0 
0 4
(64 - 8x  y 2 )dydx
1
(iv) 
0 0 4
8 4
0 1 (3x  2y)dxdy
3 2
(64 - 8x  y 2
)dxdy (v)
2) Evaluate  f(x , y)dA where R is the rectangular region defined by;

R
a) R  [0 , 2]  [0 , 3] and f(x , y)  13 y c) R  [-1 , 1]  [-1, 1] and

b) R  [0 , 4]  [1 , 2] and f(x , y)  x  2y f(x , y)  8 - x 2 - y 2
d) R  [0 , 4 ]  [0 , 2] and f(x , y)  xcos xy e) R  [0 , 2]  [1 , 4] and

f(x , y)  6x 3  4y 2
2 3 1 1
3) Evaluate each of the iterated integrals a)   x ydydx,
2
b)   xe
xy
dxdy
0 1 0 0
 1 y
c)   xsinydxdy d)   1 x dydx e)   |x y3 |dydx f)   [x ]y3dydx g)   [x] | y | dydx
2 2 2 1 2 1 2 1
2 2
0 0 0 0 2 - 2 -1 - 2 -1 - 2 -1
 (x - 3y )dA, where R  [0,2]  [1,3]  ysinxydA, where R  [0,2]  [0,  ]

2
4) Find; a) b)
R R
1 y
c)  xcosxydA , where R  [0,  ]  [0,  ] b).  dA, where R  {(x, y)| -1  x  2, 0  y  1}
R R
1 x
5) Calculate the double integrals a)  (2y
2
- 3xy )dA, R  (x, y)1  x  2, 0  y  3
3
R
  1 x
b)  xcos(x  y)dA,R  [0, ]  [0, ] c)  dA, R  {(x, y) | -1  x  2, 0  y  1}
R
6 3 R
2  y
d)  xyex y dA, R  [0,1]  [0,1] e)  xy 1  x 2 dA, R  {(x, y) | 0  x  3 ,1  y  2}
2 2
R R
6) Find the volume of the solid lying under the plane Z  2x  5y  1 and above the
rectangle
R  {(x, y)| (-1  x  0, 1  y  4)
7) Let R1  {(x, y) | 0  x  2, 0  y  1}, R 2  {(x, y) | 0  x  2, 1  y  2} ie R  [0,2]  [0,2]
& suppose that  f(x, y)dA  4,  g(x, y)dA  6,  g(x, y)dA  2 , evaluate, a).  3g(x, y)dA
R R R2 R1
b).  (4f(x, y) - g(x, y))dA c).  (2f(x, y)  4)dA d).  (3f(x, y)  4g(x, y))dA
R R R
8) If R  [0,1]  [0,1], show that 0   sin(x  y)dA  1

R
9) Let R  (x, y) | 1  x  3, 0  y  2, evaluate  f(x, y)dA, where f is the given function
R
 2, 1  x  4, 0  y  1
 2, 1  x  3, 0  y  2 
a) f(x, y)   b). f(x, y)  1, 1  x  3, 1  y  2
3, 3  x  4, 0  y  2 4, 3  x  4, 1  y  2

Double integrals over General Regions
In most cases the domain (ie region R) is non rectangular and therefore we need to now look
at the following double integral  f(x , y)dA where D is any region. There are two types of
D
regions that we need to look at. Here is a sketch of both of them.
Type I Regions (Vertical) [a, b]. Some examples of type I regions are
A plane region D is said to be a type I or shown.
y-simple if it lies between the graphs of
two continuous functions of x.ie
, D  (x , y): a  x  b , g1 ( x)  y  g 2 ( x)
where g1 ( x) and g 2 ( x) are continuous on
Theorem: If D is a region of type I such that D  ( x , y) : a  x  b , g1 ( x)  y  g2 ( x) then
 f(x , y)dA   
b g2 ( x )
f(x , y)dydx But how do we get the limits of y ie g1 ( x) and g 2 ( x) ?
a g1 ( x )
D
When evaluating double integrals it is very common not to be told the limits of integration
but simply told that the integral is to be taken over a certain specified region D in the x- y
plane. In this case you need to work out the limits of integration for yourself. Great care has
to be taken in carrying out this task. The integration can in principle be done in two ways:
i) integrating first with respect to x and then with respect to y, or
ii) first with respect to y and then with respect to x.
The limits of integration in the two approaches will in general be quite different, but both
approaches must yield the same answer.
To determine the integration limits for a region
of type I, we follow the 3 steps below
i) Sketch the region D and draw a
vertical line in the increasing direction
of y. Call it l
ii) Integrate for values of y from where l
enters the region D to where it leaves
D. ie from y  g1 ( x) to y  g 2 ( x)
iii) Choose x values that includes all vertical
lines that can pass through D. ie from
x  a to x  b
Remark: When doing the inner integral, we regard x as a constant not only in f(x, y) but also
in the limits of integration, g1 ( x) and g 2 ( x) .
Type II Regions (Horizontal)

A plane region D is said to be a type II or x-simple if it lies between the graphs of two
continuous functions of y.ie
D  (x , y): h1 ( y)  x  h 2 ( y) , c  y  d  Where h1 and h2 are continuous on [c, d]. Some

examples of type II regions are shown.
Theorem: If D is a region of type II such that D  (x , y): h1 ( y)  x  h 2 ( y) , c  y  d  then

d h2 ( y)
 f(x , y)dA   
D
c h1 ( y )
f(x , y)dxdy
For a type II region, the arrow is drawn horizontally from the left boundary to the right
boundary. We then iIntegrate for values of x from where the line enters the region D to where
it leaves the region D. ie from x  h1 ( x) to x  h2 ( x) . Finally we choose y limits that includes all
horizontal lines that can pass through D. ie from y  c to y  d
Remarks: 1) When we set up a double integral, it is essential to draw a sketch of the domain D.
2) Some domains can be considered as type I or type II ie they qualify both types.
Example 7
 e
xy
Evaluate the integral dA where D is bounded by the lines y  0 , y  x and x  1
R
Solution
A sketch of the region is shown below.Note that the region can either be a type I region or a
type II region but we choose to treat it as a type I region
 e
xy
dA  
1 x

0 y 0
1
e x  y dydx   e x  y
0
  x
y 0 dx
R
1
  
  e 2x  e x dx  12 e 2x  e x
0
 1
0
 12 e 2  e - 12
Example 8
Evaluate  4xy dA where R is the plane region on the x-y plane enclosed by the curve
R
y  x  2 and the line y  2 x  4 and in the 1st quadrant.

2
Solution
We note that the region D is a type I region but not a type II region. Sketch the region D and
draw a vertical arrow as shown below.
At intersection, 2 x  4  x 2  2 , that is, (2 x  4) 2  x 2  2  3x 2  16 x  18  0 x  2 , 103
The lower boundary is y  2 x  4 and the upper boundary is y  x 2  2 . So, we can write:

D  (x , y): 2  x  103 , 2 x  4  y  x 2  2 
Therefore,
10 x2 2
 4xy dA   
3
4 xydydx
2 y 2 x4
D
10 x2 2
  2 xy 2
3
dx
2 y 2 x4
 
10
  2 x ( x 2  2)  (2 x  4) 2 dx
3
2
10
  32 x 2  6 x3  36 xdx
3
 
10
 x3  32 x 4  18 x 2  cubic units
32 3
3 2
Example 9 Evaluate  (x  2y)dA where D is the region bounded by the parabolas

D
y  2 x 2 and y  1  x 2
Solution
We note that the region D is a type I region but not a type II region.
Sketch the region D and draw a vertical arrow as shown.
The parabolas intersect when 2 x 2  1  x 2 , that is, x 2  1  x  1 .
The lower boundary is y = 2x2 and the upper boundary is y = 1 + x2. So, we can write:

D  (x , y):  1  x  1, 2 x 2  y  1  x 2 
1 1 x 2
  (x  2y)dA    ( x  2 y )dydx
1 y  2 x 2
D
1

  ( xy  y 2 ) y  2 x 2 dx
1

1 x 2

  x(1  x 2 )  (1  x 2 ) 2  2 x3  4 x 4 ) dx
1
1

1

  1  x  2 x 2  x3  3 x 4 dx
1

 
. 1
 x  12 x 2  23 x 3  14 x 4  53 x 5  15
32
1
 (x  3y)dA where D  {(x, y)| -1  x  1, 2x  y  1  x 2}

2
Example 10 Evaluate
D
Solution
The sketch is the same as the one in the above example. Thus
1 1 x 2 1 3
D   -1 2x2   -1 x(1  x - 2x )  2 ((1  x ) - (2x ) )dx
2 2 2 2 2 2
(x 3y)dA (x 3y)dydx
1 3 3 1 1 3 1 1 3 1
  x  x 3 - 2x 3   3x 2  x 4 - 4x 4 dx  ( x 2 - x 4  x  x 3 - x 5 )   1 -  2
-1 2 2 2 4 2 2 -1 2 2
Example 11 Find the volume of the solid that lies under the paraboloid z  x 2  y 2 and
above the region D in the xy–plane bounded by the line y  2x and the parabola y  x 2
Solution
D = {(x, y) | 0 ≤ x ≤ 2, x2 ≤ y ≤ 2x}
From the figure, we see that D is a type I region and
2 2x
 x  y dA    x 2  y 2 dydx
2 2
0 y x2
D
 2
 dx
  yx2  13 y 3
0
2x
y x2
  2 x  x  x  x dx
2
3 8 3 4 1 6
0 3 3
   x  x  x dx
2
14 3 4 1 6
0 3 3
2
 7
6
x 4  15 x 5  21
1
x7  216
35
0
Example 12
Evaluate  xydA where D is the region bounded by the line
D
y  x - 1 and the parabola y 2  2x  6
Solution
Here the description of D as a type I region is more complicated because the lower boundary
consists of two parts.
Therefore we will treat D is a type II region.Now y  x - 1  x  y  1 and
y 2  2x  6  x  12 ( y 2  6)
At intersection, y  1  12 ( y 2  6)  y 2  2 y  8  0 y  2 , 4
D  {(x, y): 12 ( y 2  6)  x  y  1, - 2  y  4}
y 1
 xydA   
4
xydxdy
- 2 x  12 ( y 2  6 )
D
 1
-2 2
4
 
y 1
x 2 y x  1 ( y 2 6) dy
2

4
1
-2 2
 y(y  1) 2 - 12 y(12 y 2  3) 2 dy 
 - 8y  2y 
4
 1
2 -2
2
 4y 3  14 y 5 dy
 1
2
- 4y 2
 23 y 3  y 4  241 y 6  4
2
 36
Reversing the order of Integration
Although Fubini's Theorem guarantees that integrating in either order will yield the same
result, it can happen that one order of integration is easier to evaluate than the other. In such
situations, reversing the order of integration can be useful.
To change, reverse or switch the order of integration in a double integral, follow these steps:
i) Step 1: Sketch the region of integration.
ii) Step 2: Set up the region according to the new order, and determine the new limits of
integration one at a time, starting with the outer variable. Note that the region may need to
be split into several pieces, if the boundary of the region is complicated. See next section
iii) Step 3: Evaluate the new integral.
Example 13
1 1
Evaluate the iterated integral 0 yx
sin y 2 dydx by first reversing the order of integration
Solution
If we try to evaluate the integral as it stands,
we are faced with the task of first evaluating
 sin y dy . However, it’s impossible to do so
2
 sin y dy
2
in finite terms since is not an
elementary function. Hence, we must change
the order of integration.
we need to re-sketch the region D here.
Then, from this figure, we see that an
alternative description of D is:
D  {(x, y):0  x  y, 0  y  1}
Therefore
1 1

0 yx
sin y 2 dydx  
1 y

0 x 0
1

sin y 2 dxdy   x sin y 2
0
y
x 0
1
dy   y sin y 2 dy   12 cos y 2  12 (1  cos1)
0
1
1 ex
Example 14 Reverse the order of integration in 
0 1
dydx .
Solution
This integral is written as Type I, since we
first integrate on vertical intervals [1, ex ],
with boundaries y = ex , y = 1, while
x [0, 1]. Invert the first equation and
from the figure we get the left and right
boundaries:
x  lny , x  1 and y [1, e].
Therefore, we conclude that
1 ex e 1

0 1
dydx  
1 ln y
dxdy
Non-simple Regions
Recall If D  D1  D2 , where D1 and D2
don’t overlap except perhaps on their
boundaries, then
 f(x, y)dA   f(x, y)dA   f(x, y)dA
D D1 D2
There are many regions that do not belong to any of the two previous types, such as the one
indicated below.
In this case, we have to partition our
region D into several disjoint sub-regions
so that each one is either x-simple or y-
simple. The integral will then be the sum
of several integrals, as stated in the next
theorem.
Ttheorem: If D1 , D2 ,... ., D2 partition our region D into n disjoint sub-regions,
D  D1  D2  ... .  D2 then  f(x, y)dA   f(x, y)dA   f(x, y)dA  .....   f(x, y)dA
D D1 D2 Dn
Example 15 Evaluate  6xydA where D is the region bounded by the graphs of the
D
equations. xy  9, y  x, x  9 and y  0
Solution
First let’s sketch the bounded area.The region is neither y-simple nor x-simple.
It looks like we might need to divide this
into two problems.ie the region to the left
and to the right of x=3 as shown
3 x 9 9
 6xydA    6xydydx   
x
6xydydx
0 0 3 0
D
3 9
  3x 3dx   486x -1dx  243
4
 486 ln 3
0 3
1 2 x 1 2 x
  f(x, y)dydx  1 
2
Example 16 Reverse the order of the integral f(x, y)dydx
0 y 0 2 y 4 x 2
Solution
We 1st sketch the region of integration.
Reverse the equations y  2 x and
y2 y2
y  4 x  2 to read x  and x 
4 4
as shown. At intersection
y2 y  2
  y2  y  2  0 .  y  2
4 4
and x  1 ie (1 , 2) is the only point in our
region that makes sense
1 y2
2 x 1 2 x 2
  f(x, y)dydx  1  f(x, y)dydx   
2 4
Thus 2 f(x, y)dydx
0 y 0 2 y 4 x 2 0 x y 4
1 2  x 1 2 x
Example 17 By first reversing the order evaluate  
2 x 2
6xydydx  
1 1  6xydydx
Solution
We 1st sketch the region D as shown
.
1 2  x 1 2 x 4 2 y
 
2 x 2
6xydydx  
1 1 6xydydx  
1  y
6xydxdy
4
 
  3y (2 - y)2 - y dy   12y - 15y 2  3y 3 dy
1 1
4
 

 6y 2 - 5y 3  34 y 
4 4
1
  135
4
We then write the integral as an iterated integral

with the order reversed
.Exercise
1) Evaluate the iterated integrals
1 x 1 2 x 1 3
a)    c)  
2
cosx 2 dydx b) (3x - y 2 )dydx e x dxdy
0 0 0 1- x 0 3y
2
1 1 1 y 4 3
d)   1  x 3 dxdy e)  2yex dxdy f)  e
y2
dydx
0 y 0 0 0 x 2
 e dA, where D is bounded by the lines y  1, y  2, x  -y and x  y

x
y
2) Evaluate
D
 e dA, where D is bounded by the lines y  0, y  x and x  1

xy
3) Evaluate
D
4) Evaluate the double integral;
a)  ( x  y )dA, where D is region bounded by x  0, y  x and the hyperbola xy  1
D
b)  ( x cos y)dA, where D is bounded by y  0,

D
y  x 2 and x  1 .
c)  (3x  2y)dA,where D is quarter of the unit circle centered at the origin in the
D
5
positive x and y-directions. Ans 3
 e
- x y
d) dA, where D is the region in the first quadrant in which x  y  1
D
 e
- x2 y
e) dA, where D is the region in the first quadrant in which x  y
D
 x  y 2 dA, where D is the region 0  x  y  1

2
f)
D
g)  (x  y  1)dA, where D is the region inside the unit square in which x  y  0.5
D
5) Find the limits of integration of  f(x, y)dA,in the domain D  {(x, y):
D
1
9
x 2  14 y 2  1}
when D is considered first as a Type I and then as a Type II.

6) Evaluate the integral a)  x
D
y2 - x 2 dA where D  {(x, y): 0  x  y, 0  y  1}
b)  1 - x 2 - y 2 dA, where D  {(x, y) | x 2  y 2  1}

D
c)  x 2  y 2 dA , where D  {(x, y): 0  x  1, x 2  y  x}

D
d)  2xydA where D is the triangular region with vertices (0,0), (1,2), and (0,3).
D
e)  16 - x 2 - y 2 dA where D  {(x, y) | x 2  y 2  16} by identifying it as a known solid

D
7) Find the volume of the solid that lies under the paraboloid z  x 2  y 2 and above the
region enclosed by y  x 2 and x  y2 .
8) Find the volume of the solid bounded by;
a) The cylinder x 2  y 2  4 and the planes x  0, y  z and z  0 in the 1st octant.
b) The cylinder x 2  y 2  4 and y 2  z 2  4
c) the plane x  0, y  0, z  0 and x  y  z  1
d) the planes x  0, x  2y, z  0 and x  2y  z  2 Ans 13 cubic units
9) Find the volume of the solid Enclosed by;
a) the paraboloid z  x 2  3 y 2 and the planes x=0, y=1, z=0, and y=x.
b) Bounded by the planes z=x, y=x, z=0, and x + y = 2.
c) Bounded by the cylinders x 2  y 2  r 2 and y 2  z 2  r 2
10) By first reversing the order of integration, evaluate;
4 y 2 2 2 x
a)   xy 3 dxdy b)   e x dxdy c)   cos y 2 dydx d)   y
1 e 1 1 x
dxdy e)   e y dydx
1 1
1 y 0 y 0 x 0 e ln x 0 x
8 2 1 1 1 1
  
4
f) e x dxdy g) sin x
dxdy h) x 3 cos y 5 dydx
0 3 y 0 x y x 0 yx
11) Sketch the region of integration hence reverse the order of the integration a) a)
1 1 2 4
 
1 x

2 2y
0 yx
f(x, y)dydx b)
0 yx 2
f(x, y)dydx c)
0 yx
f(x, y)dydx d) 
1 2
f(x, y)dxdy e)
2 ln x 3
x2 2 1 1( x  2 ) 2

1
1 y 0
f(x, y)dydx f) 
0 y 0
f(x, y)dydx  
1  y 0
f(x, y)dydx
12) By first reversing the order of integration, evaluate;
1 3 4 2  x     sin y   
a   e x dxdy b)       
2 2 2
dydx c)  dydx d) x 2 sin xydydx
x 1 y 2
0 3y 0
  0 x
 y  0 y
2 y 4 y
e) 
0 y 0
(6 xy )dydx  
2 
x  y 2
(6 xy )dydx
 e
xy
13) Evaluate the double integral dydx, in the given order where D is the plane region
D
bounded by the lines y  x, y  2x and the parabola y  x 2
Double Integrals in Polar Coordinates

Sometimes it’s necessary to change the variables in a double integral. A very commonly used
substitution is conversion into polar. This substitution is particularly suitable when the region
of integration D is a circle or an annulus (i.e. region between two concentric circles). Polar
coordinates r and  are defined by x  r cos  and y  r sin 
If f is continuous on a polar rectangle R given by 0  a  r  b,      where
 b
0      2 then  f ( x, y)dA   
D
a
f (rcos , rsin )  rdrd
Generally, If f is continuous on a polar region D of the form      where 0      2 ,

 h 2 ( )
0   h1 ( )  r  h 2 ( ) then  f ( x, y)dA   
D
r  h1 ( )
f (rcos , rsin )  rdrd
Suppose our domain D is an annulus defined by the polar rectangle 0  a  r  b and     

where 0      2 . Partition D into small polar rectangles given by
Dij  (rk , k ) : g1 ( k )  rk  g 2 ( k )i ,  k   k   k  where r  g 2 ( k )  g1 ( k ) and
   k   k as shown below
The area of rectangle Dij is given by Ak 

area of larger sector - area of smaller sector
which leads to the formular Ak  rk r
where ri* is the average radius of the rectangle.
Then the typical Riemann sum is
m n
 f (r cos 
i i j 1
k k , rk sin  k ) rk r  .
Taking limits as we make both  and r

approach zero we get
m n   b
lim  f (rk cos  k , rk sin  k ) rk r      f (r cos  , r sin  ) r dr d
r 0  a
 0  i i j 1 
To determine the limits of integration;
 Draw an incidence line from the origin outwards to cut through the region
 Integrate for values of r from where the line enters the region to where it leaves the region
 Choose  values that will include all incidence lines that can pass through the region
 (3x  4 y )dA where R is the region in the upper half-plane bounded by

2
Example 18 Evaluate
D
the circles x  y  1 and x2 + y2 = 4.

2 2
Solution
The region R can be described as R  {(x, y) : y  0, 1  x 2  y2  4}
 2
 (3x  4 y )dA    (3r cos   4r 2 sin 2  )  rdrd
2
0 1
D
 2
  (3r 2 cos   4r 3 sin 2  )drd
0 1

  (r 3 cos   r 4 sin 2  )
2
d
0 r 1

  7 cos   15 sin 2 d
In polar coordinates, it is given by: 1 ≤ r ≤ 2, 0≤ 0
 7 sin   152 (  12 sin 2 )0  152 


θ≤π
Example 19
Use a double integral to find the area enclosed by one loop of the 4-leaved rose r  2 cos  .
Solution
From this sketch of the curve, we see that a loop is given by the region
D  {(r, ) :  4    4 , 0  r  2 cos  }
So, the area is:
2 cos
r
 
2 2 cos
A(D) =  dA     rdrd    d
4 4
1
 0  2 r 0
4 4
D
   2 cos 2 d    12 sin 2 4

 
4
 4 4
 ( 2  1) square units
Example 20 Express explicitly the Cartesian integral as an equivalent polar integral ie find the
integration limits in polar form  f(x, y)dA where R is the region bounded by the lines
R
y  1, y  x 3 and the circle x 2  y 2  4

Solution
A sketch of the region R is as follows
Substitute
x  r cos  and y  r sin   dA  rdrd
Notice that
y  1  r sin   1  r  cos ec ,
y  x 3  r sin   3 r cos 
and
 tan   3    3
x 2  y2  4  r  2
At intersection
r  2  cos ec  sin   0.5    6
 2
 f(x, y)dA    f(rcos , rsin )rdrd
3
6 cosec
R
Example 21
By first expressing the Cartesian integral as an equivalent polar integral, evaluate
1 
 2
1 x 2 1 

1 0  x 
2
 2
dydx

 x y 
Solution
A sketch of the region R is as shown
 1   1 1
 x  dA     r 2 cos 2   rdrd
2

R  x  y 
2 2 0 0
 r
 r   
 
 cos 2   1 drd  
1
3 1
4
cos 2   1 d
0 0 0
 18   161 sin2   0  89 


Exercise
1) Evaluate  (3x  4 y
2
) dA where R is the region R  (r , ) : 1  r  2, 0    2 
R
2) Evaluate the iterated integral
 Cos  1-Cos  Sin  Siny
  r 2Sin drd b)   rSin drd c)   r 2 drd 
2
a) d) x 2 dxdy
0 0 0 0 0 0 0 0
3) Use polar coordinates to evaluate a) 

3
0 0
9 x 2
x 2
 y 2 dydx 
3
2
2x- x 2 1 1 1  2 
dydx d)  
2

1 1- y
b)   Sin(x 2  y 2 )dxdy c)  2 2
dxdy
 (1  x  y ) 
2
x 2  y2
2
0 0 1 0 0 - 1- y
4) Use a double integral to find the area enclosed by one leaf of the three-leaved rose r  3 cos 3 .
5) Compute  y dA, where D is the region in the first quadrant that is outside the circle r  2 and
D
inside the cardiod r  2  2 cos  .

6) Compute the volume of the solid that lies under the hemisphere z  16  x 2  y 2 , above the x-y
plane, and inside the cylinder x 2  y 2  4 x  0 .
7) Use polar coordinates to evaluate
a)  xydA where D is the portion of the circle x 2  y 2  1 that lies in the first quadrant.
D
 e
-( x 2  y 2 )
b) dA where D is the region between the circles x 2  y 2  1 and x 2  y 2  4 .
D
 e
x 2  y2
c) dA where D is the region inside the circle x 2  y 2  4 .
D
 sin(xy )dA where D  {(x, y)| 1  x 2  y 2  4}

2
d)
D
e)  Sin x 2  y 2 dA, where D  (x, y) | x 2  y 2  4 2 .

D
 x dA, where D is the region between the ellipse x 2  2y 2  4 and the circle x 2  y 2  4
2
f)
D
4 -5Sec
  r 3Sin 2drd
3
8) Switch to rectangular coordinate and then evaluate 3 0
4
Applications of Double Integration

1) Area, Volumes, and Average Values
One straightforward but still very useful application of double integration is to computing
areas of regions in the plane, and volumes of regions in space: we have
Area(D) =  1dA , and Volume(D) =  f(x , y)dA

D D
A closely related problem is to calculate the average value of a function on a region. To
calculate this, we simply integrate the function over the region, and then divide by the
region's area. Thus
1
f(x , y)dA where Area(D) =  1dA
Area(D) 
Average value =
D D
Example 22 Find the average value of f(x, y)  xy over the region D enclosed by x  1,
y  1 and y 1  x
Solution
A sketch of the region D is as follows
1
Area(D) 
Average value = f(x , y)dA
D
= 1
1
 1 1 
1 1
0 1- x
1
xydydx  2 12 xy 2 1- x dx
0
1
 
2
1
  x - (1 - x) 2 dx 
0
1
2

1
x 2  13 (1 - x) 3 0  16
Example 23 Find the average value of f(x, y)  x 2 y over the region D lying between the
curves y  x 2 and y  x  2 .
Solution
A sketch of the region is as below: 2 x2
Area(D) =   2 dydx   ( x  2  x 2 )dx
2
At intersection x  2  x  x  1, 2
2 1 x 1
2
 12 x  2 x  13 x 1  103
2 3
 
1
Area(D) 
Average value = f(x , y)dA
D
= 103 
2
1 x 
x2
2
x 2 ydydx  3
2

20 1

x 2 ( x  2) 2  x 4 dx 
2
  x  4 x 3  4 x 2  x 6 dx
3 4
20 1
 3 1
20 5
 x 5  x 4  43 x 3  17 x 7 
2
1
 1623
700
Example 24 Find the average value of f(x, y)  x  1

over the region D lying outside the
x 2  y2
circle r  1 and inside the cardioid r  1 cos .
Solution
A sketch of the region is as below:
At intersection 1  1  cos      12 
 1 cos
Area(D) =  1dA =    rdrd
2
 2 1
D
 (1  cos  )  1d = 

 
cos   12 cos 2 d

2 2 2
1
= 2 
2  2
 sin   14   12 sin 2 2  2  4


Next we do the double integral of f over the region D
r cos   1r rdrd   13 r 3 cos   r 11cos d

 1 cos 
 f(x , y)dA   
2 2
 2 1 
2
D
 
 
= cos  (1  cos  ) 3  1  cos d =   cos 2   cos 3   13 cos 4   cos d
2 2
1
 3 
2 2

=   cos 2   cos  (1  sin 2  )  16 (1  cos 2 ) 2  cos d

2
 2

=   cos 2   cos  sin 2   16 (1  2 cos 2  cos 2 2 )d

2
 2
  ( 
1
2
1
2


sin 2 )  13 sin 3   16 (  sin 2 )  121 (  14 sin 4 ) 2  34   23
2
1 9  8
3
  23
 f(x , y)dA   4
Average value =
Area(D) D 2 4

24  3
Exercise
1) Use a double integral to find the area bounded by y  x 2 and y  x .
2) Use a double integral to find the volume of the solid in the first octant bounded by the
paraboloid z  x 2  y 2 and the planes z  0 , x  y  1 .
3) Find the average value of f(x, y)  1  8xy over the rectangular region defined by
D  ( x , y):0  x  3 , 1  y  2
4) Suppose that the temperature (in degrees Celcius) at a point (x, y) on a flat metal plate is
T(x, y)  10  8x 2  2 y 2 , where x and y are in meters. Find the average temperature of the
rectangular portion of the plate for which ( x , y):0  x  1, 0  y  2 Ans 14/3
5) Find the average value of f(x, y)  xy over the region D defined by

D  ( x , y) :0  x  1 , 0  y  e x 
6) Find the average value of f(x, y)  y 2  1
over the region D that lies above the x-axis
x2  y2
and between the circles x 2  y 2  1 and x 2  y 2  9

7) Find the average value of the function f(x, y)  24x 2 y over the region enclosed by the
curves y  4  3x2 and y  x 2
8) Find the average value of the function f(x, y)  y over the region enclosed by the line
x  y  1 and the parabola x  y 2  1
9) Find the average value of the function f(x, y)  e xy over the region enclosed by the
parabolas y 2  9 x and x 2  9 y
10) Calculate the average value of f(x, y)  e x over the region

D  ( x , y):0  x  ln y , 1  y  e
11) By1st changing to polar coordinates find the average value of f(x, y)  1
over the
x2  y2
region D that lies above the x axis but inside the circle
.
2) Masses, Centroids, and Moments of a Plate and Solid

The center of mass of a physical object is its ‘balancing point’, where, if the object is
supported only at that point, gravity will not cause it to tip over. The center of mass is also
called the centroid of an object. Physically, an object behaves as if all its mass is
concentrated at its center of mass (hence the name): the forces exerted by an object are the
same as an equivalent point mass concentrated at the object's center of mass.
Suppose R represents the shape of a thin (flat) plate, with a surface density  ( x , y)
(‘surface density’ means mass per unit area and if the plate is the same thickness and the
same material throughout that will be a constant ie   massarea
. But if it is not constant, we find
the density at point (x, y) by taking a very tiny sample of the plate at (x, y) and taking the
mass per unit area of that. So if the sample is a rectangular
piece of (infinitesimally short) sides dx in the x-direction times dy in the y-direction, then it
has area dxdy . Say we call its mass dm (for a tiny bit of mass), then the surface density is
dm
 ( x , y)  .To get the total mass we should add up the little small masses dm , or
dxdy
actually integrate them. We get total Mass =  dm    ( x , y)dA
R R
If we are given the shape and density of the lamine in 2 dimensions, then we can find its mass
and the location of its centre of mass. Let the density at any point (x, y) in D be given by ρ(x,
y), where ρ is a continuous function on D, then the total mass m is given by m =   ( x , y )dA
D
The centre of mass of such a plate is at a point ( x, y ) which is also computed with double
integrals. The centre of mass ( x, y ) has is given by;
x  m1  x ( x , y)dA and y 1
m  y ( x , y)dA
D D
Note: If the lamina is symmetric about the line x  0 then x  0 and if is symmetric about the
line y  0 then y  0
Remark: If the density is a constant then the lamina is said to be homogeneous and the center
of mass in this case is called the center of gravity or the centroid.
Example 25
Find the total mass of a lamina occupying the region that lies in the first quadrant and inside
one loop of the rose r  4 cos 2 . It’s density at any point ( x , y ) is given by  ( x , y)  xy
2
Solution
We can easily use polar transform x  r cos and y  r sin   dA  rdrd
A sketch of the lamina is as follows
 m =   ( x , y )dA
D
 4 cos 2
  (r 2 cos  sin  )rdrd
4
0 r 0
 

4 cos 2
  cos  sin  14 r 4 d
4
0 0
 
 
 sin 2 (4 cos 2 2 )d   13 cos 3 2 
4 4
1 1
0 2 0 3
Example 26 Find the centre of gravity of a homogeneous lamina which occupies the region
lying between the line y  x and the curve y  x 2 .
Solution
A sketch of the lamina is as follows The lamina is homogeneous   ( x , y)  k
1 x
m =   ( x , y )dA    kdydx
0 x2
D
1
0

 k  ( x  x 2 )dx  k 12 x 2  13 x 3 0   1 k
6
1 x
x 1
m  x ( x , y)dA   
D
6
k 0 x2
kxdydx
1

  6 x( x  x 2 )dx  2 x 3  32 x 4 0  12
0

1
y  m1  y ( x , y)dA  k6 
1 x

0 x2
kydydx   3 y 2
1
0
  x
y x2
1
dx   3x 2  3x 4 dx  x 3  53 x 5 0  52
0
  1
Therefore the coordinates of the centre of gravity are ( x, y)  ( 12 , 52 )
Example 27 Find the center of mass of a triangular lamina whose vertices are (0 ,0), (1 , 0)
and (0 , 2) if it’s density at any point (x , y)is given by  ( x , y)  3xy .
Solution
A sketch of the lamina is as follows
22 x
m =   ( x , y )dA  
1
D
0 0  3 xydydx

1
3
0 2
xy  2 22 x
y 0 dx  
1
3
0 2
x(2  2 x) 2 dx
1

  6 x  12 x 2  6 x 3 dx
0


 3 x 2  4 x3  64 x 4 0  
1 1
2
x 1
m  x ( x , y)dA  2 
1 22 x
0 0
1
3x 2 ydydx   3 x 2 y 2
0
 22 x
y 0
1
dx   3x 2 (2  2 x)2 dx
0
D
0
1
  
  12 x 2  24 x3  12 x 4 dx  4 x3  6 x 4  125 x5 0  52 1
y  m1  y ( x , y)dA  2
1 22 x

0 0
3xy 2dydx  2 xy 3
1
0
  22 x
y 0 dx  2 x(2  2 x)3 dx
0
1
D
1
  
 2 8x  24 x 2  24 x 3  8 x 4 dx  2 4 x 2  8 x 3  6 x 4  85 x 5 0 
0

1
4
5
Therefore the coordinates of the centre of mass are ( x, y)  ( 52 , 54 )
Example 28
The density at any point on a semicircular lamina is proportional to the distance from the
center of the circle. Find the center of mass of the lamina.
Solution
Let’s place the lamina as the upper half of the circle x 2  y 2  a 2
Then, the distance from a point (x, y) to the
center of the circle (the origin) is: x2  y 2
Therefore, the density function is:
 ( x , y)  k x2  y 2 where k is a constant.
Both the density function and the shape of the lamina suggest that we convert to polar
coordinates. Then, x 2  y 2  r and the region D is given by:
D  ( x , y) : 0  r  a , 0     
Thus, the mass of the lamina is:
 a 
m =   ( x , y )dA   k x 2  y 2 dA    (kr)rdrd   1
ka3d  k3 a3
0 0 0 3
D D
Both the lamina and the density function are symmetric with respect to the y-axis. So, the
center of mass must lie on the y-axis, that is, x  0
The y-coordinate is given by:
3 3  a
y  m1  y ( x , y )dA  3 
ky x 2  y 2 dA  3   (r sin   r )rdrd
D
ka D a 0 0
 cos  0  3a
3  3  3a

a

a3 0 0
r 3 sin drd 
a3  1
0 4
a 4 sin d 
4 2
Thus, the center of mass ( x, y ) is located at the point (0 , 23a )
Exercise
1) Find the centre of mass for the shape bounded by: y  x , x  y  6 and y  0 , with
density  ( x , y)  2 y
2) Find the centre of mass of a triangular lamina with vertices (0, 0), (0, 1), and (1, 0) if it’s
density function  ( x , y)  xy .
3) Find the centre of gravity of a lamina that occupies the region bounded by
y  x and y  2  x 2
4) Find the centroid of the semicircular region in the xy-plane bounded by the x-axis and the
curve y  a 2  x 2 ..
5) Redo example 2 using the density  ( x , y)  1  3x  y instead of  ( x , y)  3xy
6) A plate with density  ( x , y) 1  xy . Occupies the region
 
D  ( x , y):0  x  2 , x 2  y  4 find the centre of mass of this plate.
7) A thin plate covers a triangular region D of the xy-plane bounded by the x-axis and the
lines x  1 and y  2 x in the first quadrant. The plate’s density at any point ( x , y)  D is
 ( x , y)  6( x  y  1) . Find the plate’s center-of-mass about the coordinate axes.
8) Find the centre of mass of the lamina bounded by;

a) The lines , x  4 , y  0 and the curve y  x
b) y  3x , x  3 and y  0 ,  ( x , y)  x2  y 2 . Use polar transformation.
9) If the joint density function for X and Y is given by
C ( x  2 y) for 0  x  10 , 0  y  10
f ( x , y)  
 0 elsewhere
Find the value of the constant C. and then find P( X  7 , Y  2) .
10)
    


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Time is precious, but we do not know yet how precious it really is.

STA 2204 CALCULUS FOR STATISTICS III

OURSE TEXT BOOKS

FURTHER REFERENCE TEXT BOOKS AND JOURNALS:

SEQUENCES AND SERIES

in signs. Sequences of this kind are sometimes called alternating sequences.

(c)  bn n 1 where bn  nth digit of 

 Sometimes we will say the sequence diverges to if lim a  

Example 2 Determine if the following sequences converge or diverge. If the sequence

So the sequence converges and its limit is .

Terms and Definitions.

Note that in order for a sequence to be increasing or decreasing it must be increasing or

Example 3 Determine if the following sequences are monotonic and/or bounded.

Question Determine if the following sequences are monotonic and/or bounded.

Theorem: If  an  is bounded and monotonic then  an  is convergent.

Series the Basics

the infinite series is also called divergent.

Note that sometimes it is convenient to write the infinite series as,

Properties of Infinite Series

  ca n , where c is any number, is also convergent and  ca n  c  an

Example 4 Perform the following index shifts.

Next we define the partial sums of the series as,

form a new sequence,  sn n 1 .

Example 5 Determine if the following series is convergent or divergent. If it converges

Theorem; If  an converges then lim an  0

Next, we can use these two partial sums to write, an  sn  sn1

a is convergent we also know that the sequence  sn n 1 is

We now have, lim a  lim s  s   lim s  lim s

 9n24n1  9241   9n24n1  324   9n24n1

b) 0.5  0.45  0.405  ..... d) log 7  log14  log 28  .....

4  415   415   415   415   ....

5) Find the sum to infinity of the following series

Example 11 Determine if the following series are convergent or divergent.

d). Harmonic Series

Example 12 Show that each of the following series are divergent.

series has to be divergent. In other words, if we multiply a divergent series by a constant it

Tests for Convergence of Series

Example 13 Determine if the following series is convergent or divergent.

Comparison Test / Limit Comparison Test

General Comparison Test

Example 14 Determine if the following series is convergent or divergent.

series must also diverge.

Limit Comparison Test

is, consider the following two definitions.

Let’s see how this test works.

Example 15 Determine if the following series converges or diverges.

If n is an integer such that n  0 then n factorial is defined as

Example 16 Determine if the series below is convergent or divergent.

everything down correctly.

Here are the series terms an 

of these. Here is the limit.

So, by the Root Test this series is divergent.

Strategy for Series

Radius and Interval of Convergence

This series is divergent by the Divergence Test since lim n    0 n= .

So we will get the following convergence/divergence information from this.

Taylor and Maclaurin Series

Example 19 Find the Maclaurin Series for; a) f ( x)  e x b) f ( x)  cos x

Example 20 Find the Taylor Series expansion of ;

sin x 1  (1) n x 2 n 1  (1) n x 2 n

T8 ( x) on the same graph for the interval [-4 , 4].

 2 6 24  2 24  224  224 

TRIGONOMETRIC AND HYPERBOLIC FORMS OF

The Complex Number Plane