Mathematical Modelling (Math1003) Supplementary Reference Notes

MATH1013
Calculus I
Supplementary Reference Notes
Department of Mathematics
The Hong Kong University of Science and Technology
August 16, 2013
ii
Contents
Table of Contents
iii
1 Functions
1.1 Fundamentals of Functions . . . .
1.2 Linear Functions and Lines . . . .
1.3 Quadratic Functions and Parabolas
1.4 Exponential Functions . . . . . . .
1.5 Logarithmic Functions . . . . . . .
1.6 Trigonometric Functions . . . . . .
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1
1
17
19
22
24
27
29
29
36
45
49
2 Limits and Continuity

2.1 Limits of Functions . . . . . . . .
2.2 Techniques for Evaluating Limits
2.3 Existence of Limits . . . . . . . .
2.4 Continuity . . . . . . . . . . . . .
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3 Differentiation
3.1 Derivatives . . . . . . . . . . .
3.2 Tangent Lines and Differentials
3.3 Basic Rules for Differentiation .
3.4 Chain Rule . . . . . . . . . . .
3.5 Transcendental Functions . . .
3.6 Higher Derivatives . . . . . . .
3.7 Implicit Differentiation . . . . .
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59
. 59
. 67
. 73
. 83
. 86
. 96
. 100
4 Applications of Differentiation
4.1 Increasing and Decreasing Functions .
4.2 Relative Extrema . . . . . . . . . . . .
4.3 Absolute Extrema on a Closed Interval
4.4 Curve Sketching . . . . . . . . . . . .
4.5 Mean Value Theorem . . . . . . . . . .
4.6 LH
opital Rule . . . . . . . . . . . . .
4.7 High Order Approximation . . . . . .
4.8 Business and Economics Applications
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iii
103
103
104
109
112
115
116
118
122
CONTENTS
5 Integration
5.1 Indefinite Integrals . . . . . . . . . . . .
5.2 Some Elementary Examples . . . . . . .
5.3 Definite Integrals . . . . . . . . . . . . .
5.4 Properties of Definite Integrals . . . . .
5.5 The Fundamental Theorem of Calculus .
5.6 Techniques of Integration . . . . . . . .
5.7 Applications of Integration . . . . . . .
5.8 Improper Integrals . . . . . . . . . . . .
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127
128
130
132
137
138
141
154
170
Chapter 1
Functions
This chapter reviews the basic ideas you need to start calculus. The topics include the real number system, Cartesian coordinates in the plane, straight lines, parabolas, and graphs of elementary transcendental
functions.
1.1
Fundamentals of Functions
In mathematics, we often encounter the word functions. When we discuss functions, we cannot avoid some
abstract mathematical concepts of which many students find hesitant.
We start with the concept of set notation which is very useful for specifying a particular set of numbers.
Set
1.1.1 Definition A set is a well-defined class or collection of subjects. It is usually denoted by A, B, X,
Y (capital letters). The subjects which contribute the set are called the elements or the members of the set.
They are usually denoted by a, b, x, y.
Let A be a set and a be an element of A, then we write a A [reads a belongs to A]. If a does not
belong to A, we write a 6 A.
Example 1.1.1 (Forms of a set)
1. Tabular form
For example: Let A consists of 1, 3, 7, 10. We write A = {1, 3, 7, 10}.
2. Set-builder form For example: Let B consists of all even integers. We write B = {n : n is even},
or B = {n | n is even}, where both : and | mean such that.
2
Example 1.1.2 (Sets of numbers)

N = natural numbers = { 1, 2, 3, 4, 5, 6, }.
Z = integers = { 0, 1, 2, 3, 4, 5, 6, }
(eg. Z+ = N).
p
Q = rational numbers = { : p, q are integers and q 6= 0 } (eg. 6 Q).
q
R = real numbers = rational numbers + irrational numbers.
C = complex numbers = { a + ib : a and b are real numbers, and i2 = 1 }.
In the following context, we shall use these symbols to represent the different sets of numbers.
1. Functions
Real numbers
The set of real numbers, denoted by R, consists of all numbers that can be expressed as decimals, such as
3
= 1.5,
2
1
= 0.33333 ,
3
2 = 1.41421 ,
= 3.14159 .
The dots in the above indicate that the sequence of decimal digits goes on forever.
The real numbers can be represented geometrically as points along a number line with the integers
marked off at equal intervals. This line is called the real line.
1.5
0.5
negatively
infinite
6 5 4 3 2 1
positively
infinite
Each point on the real line corresponds to a real number

which can be rational (positive and negative
integers, zero, and common fractions) or irrational (e.g. 2, , ). The symbol R denotes either the set
of real numbers, or equivalently, the real line.
In Example ??, we mentioned three special subsets of real numbers, they include the natural numbers,
the integers, the rational numbers. That is, N R, Z R, Q R. In particular, the rational numbers are
precisely the real numbers with decimal expansions that are either
(a) terminating (ending in an infinite string of zeros), for example,
3
= 1.5000 = 1.5
2
or
(b) eventually repeating (ending with a block of digits that repeats over and over), for example,
23
= 2.090909 = 2.09.
11
A terminating decimal expansion is a special type of repeating decimal since the ending zeros repeat.
Real number that are not rational are called irrational numbers. They
are characterized by having
nonterminating and nonrepeating decimal expansions. Examples are , 2, 3 5, and log 10 2. Since every
decimal expansion represents a real number, it should be clear that there are infinitely many irrational
numbers. Both rational and irrational numbers are found arbitrarily close to any point on the real line.
Remark.
Before going on, we pause to recall two special facts that are important in algebra and calculus.
1. Division by zero is never allowed. Expressions such as

3
,
0
0
,
0
x
,
0
4
1+23
are always considered to be undefined. They are meaningless in mathematics.
2. A positive real number c always has two square roots, c and c, and c always stands for the
positive square root. Negative
real numbers do not have real square roots. For each positive real
number c, c is positive and c is undefined.

A subset of the real line is called an interval if it contains at least two numbers and contains all the
real numbers lying between any two of its elements. Geometrically, intervals of numbers correspond to rays
(infinite intervals) and line segments (finite intervals) on the real line. We discuss the details in the following.
1.1 Fundamentals of Functions
Intervals
1.1.2 Definition An interval is a point set described by inequalities of one of the following types:
a6x6b
a<x<b
a<x6b
a6x<b
R
b
1. Closed interval: [a, b] = {x : a 6 x 6 b}.

2. Open interval: (a, b) = {x : a < x < b}.
3. Halfly-open, halfly-closed interval: (a, b] = {x : a < x 6 b};
[a, b) = {x : a 6 x < b}.
If a and b are finite numbers, the above intervals are called finite intervals. The following are infinite intervals.
(a, ) = {x : x > a},
[a, ) = {x : x > a},
(, b) = {x : x < b},
(, b] = {x : x 6 b},
x>a
x>a
(, ) = R.
x<b
x6b
R
Example 1.1.3 (Intervals)

1. The endpoints of the interval (a, b) are a and b, whereas a is called the left hand endpoint and b is
called the right hand endpoint. A finite interval is said to be closed if it contains both of its endpoints,
halfly-open if it contains one endpoint but not the other, and open if it contains neither endpoint.
2. The symbols and , read infinity and minus infinity, do not stand for numbers; they are
only used to indicate an interval with no left hand endpoint, or no right hand endpoint (just a remark:
whenever we write in the context, we always mean + for convenience). Infinite intervals are
closed if they contain a finite endpoint, and open otherwise. The entire real line R is an infinite
interval that is both open and closed.
3. The length of the interval (a, b) is b a > 0.
4. The neighborhood of a point x0 is an open interval centered at x0 :
{x R : x0 h < x < x0 + h, h > 0} = (x0 h, x0 + h).
5. The deleleted neighborhood of x0 is a neighborhood from which the point x0 itself has been
removed: (x0 h, x0 ) (x0 , x0 + h), where is the union of two sets.
6. The endpoints are also called boundary points, they make up the intervals boundary. The remaining
points of the interval are interior points and together comprise the intervals interior. More specifically,
the interior point of an interval S is a point x0 such that the neighborhood of x0 is entirely contained
in S. For example, 43 is an interior point of S = ( 12 , 1] but 1 is not an interior point of S.
2
1. Functions
Solving inequalities
The process of finding the interval or intervals of numbers that satisfy an inequality in x is called solving
the inequality.
Example 1.1.4 (Solving inequalities)
Solve the following inequalities and find their solution sets on the real line.
x
(c)
(a) 2x 1 < x + 5,
(b) < 2x 1,
5
Solution
(a)
2x 1
<
x + 5,
<
5 + 1,
<
6.
2x x
5
> 3.
x+1
The solution set is the open interval (, 6).

(b)
x
5
x
<
2x 1,
<
10x 5,
<
11x.
The solution set is the open interval (5/11, ).

(c) The inequality 5/(x+1) > 3 holds only if x > 1, because otherwise 5/(x+1) is undefined or negative.
Therefore, (x + 1) is positive and the inequality will be preserved if we multiply both sides by (x + 1),
and we have
5
> 3,
x+1
5 > 3x + 3,
3x
2.
The solution set is the open interval (1, 2/3].

2
Absolute value
The absolute value of a number x, denoted by |x|, is defined by the formula
(
x, if x > 0,
|x| =
x, if x < 0.
Example 1.1.5 (Absolute value)
Finding the absolute values:
|3| = 3,
|0| = 0,
| 4| = (4) = 4,
| |a|| = |a|.
2
Geometrically, the absolute value of x is the distance from x to 0 on the real line. Since distances are
always positive or zero, we see that |x| > 0 for every real number x, and |x| = 0 if and only if x = 0. Also,
|x y| equals the distance between x and y on the real line.
Remark.
Since
square root of a, analternate definition
the symbol a always denotes the nonnegative

of |x| is |x| = x2 . It is also important to remember that a2 = |a|. Do not write a2 = a unless you
already know that a > 0.
Example 1.1.6 (Solving equation with absolute values)

Solve the equation |2x 4| = 6.
Solution
There are two possibilities:

8
6,
< 2x 4 =
2x = 10,
:
x =
5
8
< 2x 4
2x
:
x
or
The solutions of |2x 4| = 6 are x = 5 and x = 1.
=
=
=
6,
2,
1.
2
Example 1.1.7 (Solving inequality with absolute values)
Solve the inequality 3 < 1.

x
Solution
We have
3 2 < 1
2
<1
x
1 < 3
4 <
2>
1
< x < 1.
2
2
< 2
x
1
>1
x
Remark that multiplying by a negative number reverses the inequality. So does taking reciprocals in an
inequality in which both sides are positive. The original inequality holds if and only if 1/2 < x < 1. The
solution set is the open interval (1/2, 1).
2
Example 1.1.8 (Solving inequality with absolute values)

Solve the inequalities (a)
|2x 3| 6 1,
(b)
|2x 3| > 1.
Solution
(a)
|2x 3| 6 1
1 6 2x 3 6 1
2 6 2x 6 4
1 6 x 6 2.
The solution set is the closed interval [1, 2].

(b)
|2x 3| > 1
2x 3 > 1
2x > 4
x>2
or
or
or
2x 3 6 1
2x 6 2
x 6 1.
The solution set is the union of infinite sets (, 1] [2, ).

2
1. Functions
Constants and variables

Mathematical problems always involve two kinds of quantities: constants and variables. In any given
problem, a constant has a fixed value, whereas a variable is a letter which stands for an arbitrary real
number; that is, it varies over the real line.
Example 1.1.9 (Constants and variables)
1. In the definition of the interval a < x < b, the given numbers a and b are called constants. The symbol
x which can represent any number greater than a and less than b is called a variable.
2. In the equation x2 +y 2 = r 2 of a circle with centre at the origin, the radius r is constant for a particular
circle and both x and y are variables each having a range from r to r, inclusively.
2
Remark.
In Example ??, a, b and r are although treated as constants, however, they may differ from
interval to interval, or from circle to circle. In other words, there are no limitations on the length of the
interval or the size of the circle (a, b can be any real number while r may have any positive value), in this
case, they are sometimes called arbitrary constants, or parameters. Besides, real numbers such as 2,
3, whose values are the same in all problems are called absolute constants.
Function
In the 17th century, G. W. Leibnitz, one of the inventors of calculus, introduced the term function into the
mathematical vocabulary. The concept of a function is one of the most basic in all of mathematics, and it
is essential to the study of calculus.
Briefly, a function is a special type of relation that expresses how one quantity (the output) depends
on another quantity (the input). For example, when money is invested at some interest rate, the interest I
(output) depends on the length of time t (input) that the money is invested. To express this dependence,
we say that I is a function of t. Other examples include the area of a circle is a function of its radius; the
length of a day is a function of the latitude and the date; the price of an object is a function of the supply
and the demand. Functional relations like these are usually specified by a formula (or a rule) that shows
what must be done to the input to find the output.
To further illustrate, suppose $100 earns simple interest at an annual rate of 6%. Then it can be shown
that interest and time are related by the formula
I = 100(0.06) t,
(1.1)
where I is in dollars and t is in years. In particular, if t = 21 , then I = 100(0.06)( 12 ) = 3. Thus, the

formula (??) defines a rule which assigns the output 3 to the input 21 .
1.1.3 Definition A function from a set X to a set R is a rule that assigns to each input number x X
exactly one output number f (x) R. The set X of all input numbers to which the rule applies is called the
domain of the function. The set R of all output numbers is called the range.
Remark.
We have been using the term function in a restricted sense because, in general, the inputs or
outputs do not have to be numbers. We may consider some examples from everyday life. 1. The function
Age is the process of subtracting the birth year from the current year. 2. The function FA defined by
FA(red) = r, FA(green) = g, FA(blue) = b is the process of assigning the first alphabet of the name of the
colour. 3. The function A defined by A(red) = {d, e, r}, A(green) = {e, g, n, r}, A(blue) = {b, e, l, u} is
the process of assigning all the alphabets in the name of the colour. Therefore, the domain and range of a
function can be any sets of objects, but often in calculus they are sets of real numbers.
Loosely speaking, we may think of a function f as a kind of machine that produces an output value f (x)
in its range whenever we feed it an input value x from its domain.
x
Input
(domain)
f (x)
Output
(range)
A function can also be pictured as an arrow diagram. Given the sets of real numbers X and Y , each arrow
associates a number x in the domain X to a unique number y = f (x) in the codomain Y . We express it as
f :XY
[reads f maps X into Y ],
where X is the domain and Y is the codomain.

f
f (x)
f (a)
X = domain set
Y = codomain set
= set containing the range
Important terminology on functions.

1. Functions are defined by functional notation. For example, the equation f (x) = x2 defines the
function f that assigns the output number x2 to an input number x:
f : x 7 x2
[reads f maps x to x2 ].
2. The variable y in Y whose value depends upon the chosen value of x is called the dependent variable
while x in X is called the independent variable. The sets X and Y are called the domain and
codomain, respectively.
3. If f (x) = y, the value y associated to x X by the function f is called an image of x under the
function f or the function value of f at x.
4. The set of images of X under f , denoted by
f [X] = {f (x) : x X},
is called the range (or image set) of the function. In fact, the range is always a subset of the
codomain. That is, f [X] Y .
Example 1.1.10 (Function)
1. By the definition of a function, it is impermissible that f (x) = y and f (x) = z with y 6= z. But,
however, it is permissible that f (x1 ) = f (x2 ) when x1 6= x2 .
2. The formula y = f (x) = sin1 x for 1 6 x 6 1 does not yet well-define a function, as there are
infinitely many angles y whose sine is x. For examples, 0 = sin1 0, = sin1 0, 2 = sin1 0, and in
fact, k = sin1 0 for any integer k.
3. If the domain and the range are clearly defined, the formula y = sin1 x can be a well-defined function.
Let F (x) = sin1 x such that the domain and the range are {x : 1 6 x 6 1} and {y : 2 6 y 6 2 },
respectively. Then F is a function.
2
1. Functions
A function f is said to be defined on an interval if it is defined for every point of the interval. When a
function f is given by an expression and the domain is not prescribed explicitly, the domain of f is usually
taken as the largest set D such that for each x in D, the expression is meaningful.
Example 1.1.11 (Finding domains)
1. For the interest function defined by (??), the input number t cannot be negative, because negative
time makes no sense. Thus, the domain consists of all non-negative numbers; that is, all t > 0.
2. Find the domain of the function
x
.
x2 x 2
In mathematics, it is meaningless to divide by zero, so we must find any values of x that make the
denominator 0 and try to exclude them. Thus, we set the denominator equal to 0 and solve for x:
f (x) =
x2 x 2 = (x + 1)(x 2) = 0
which implies x = 1, 2. Therefore, the domain of f is all real numbers except 1 and 2.
3. Find the domain of the function
g(x) =
2x 1.
In mathematics, given any negative number, say 1, it is impossible to find a real number x such that
x2 = 1. Therefore, for a square-root function like g, its argument must be greater than or equal to
0 (i.e., non-negative). For this example, we must have 2x 1 > 0 which means x > 12 . Thus, the
domain is the interval [ 12 , ).
2
Graphs
The graph of a real function of one variable defined by y = f (x) is a pictorial representation of the function.
The graph consists of the set of points defined by the ordered pairs of (x, y) or (x, f (x)) in the plane. For
this reason, we can also describe the function with set-builder notation:
{(x, y) : a 6 x 6 b, y = f (x)}.
Remark. An ordered pair of real numbers, (a, b), is given by the first number a and the second number b.
For example, (1, 2), (2, 1), and (1, 1) are three different ordered pairs. Following tradition, we use the same
symbol for the open interval (a, b) and the ordered pair (a, b). However the open interval and ordered pair
are completely different things. It will always be quite obvious from the context whether (a, b) stands for
the open interval or the ordered pair.
y
y = f (x)
(x, y)
Range f (x)
Domain X
Question. How can we tell whether a set of points in the plane is the graph of some function? By reading
the definition of a function again, we have an answer.
A set of points in the plane is the graph of some function f if and only if for each vertical line one of the
following happens:
1. Exactly one point on the line belongs to the set.

2. No point on the line belongs to the set.
A vertical line crossing the x-axis at a point a will meet the set in exactly one point (a, b) if f (a) is defined
and f (a) = b, and the line will not meet the set at all if f (a) is undefined.
y
Graphs of functions
111111
000000
000000
111111
000000
111111
000000
111111
Not graphs of functions (why?)
Elementary functions
In the following we will introduce some functions which are fundamental yet important in mathematics. In
particular, we will present the definitions of the functions and describe their properties by showing some
illustrative examples and corresponding graphs.
1. Identity function
f :RR
defined by
f = {(x, y) R2 : y = x}.
The conventional expression of the above function is f (x) = x. The graph is a straight line making
equal angles with the coordinate axes.
y
y = f (x) = x
(or simply y = x)
0
Domain = R
Range = R
2. Constant function
f :RR
defined by
f (x) = c,
for some constant c R.
The graph is a horizontal line cutting the y-axis at the point (0, c). Thus, f (5) = c, f (2) = c,
f (1000) = c.
1. Functions
y
y=c
x
Domain = R
Range = {c}
3. Step function
A function, f , whose domain is an interval [a, b) R, is called a step function if there is a partition
P = {x0 , x1 , , xn } of [a, b) such that f is constant on each subinterval of P . That is to say, for each
k = 1, 2, , n, there is a real number yk such that
f (x) = yk ,
for all x [xk1 , xk ).
For example, f (x) = k, for all x [k 1, k) where k is any integer. The graph is a step-ladder
which jumps up one unit at each integer. At each step, both the left hand endpoint is included and
right hand endpoint is not included.
y
y = f (x)
Domain = R
Range = Z
4. Absolute value function

f (x) = |x| =
x,
if x > 0,
x,
if x < 0.
Thus,
|2| = 2, | 2| = 2, |0| = 0. The function assigns to each real number x the non-negative number
x2 .
y
y = |x|
5. Reciprocal function
Domain = R
Range = [0, )
1
,
x R {0}.
x
The function is defined for all nonzero x, but is undefined at x = 0. Therefore, in the above, R {0}
stands for the set of all real numbers, except, with x = 0 excluded. The graph of the reciprocal
function has the equation y = 1/x, which can be written as xy = 1.
f (x) =
10

y
y=
1
x
Domain = R {0}
Range = R {0}
6. Even function
f (x) = f (x),
for all x R.
For example, f (x) = x is an even function, since f (x) = (x)2 = x2 = f (x). Geometrically, even
functions are symmetrical about the y-axis.
y
y = x2
Domain = R
Range = [0, )
7. Odd function
3
f (x) = f (x),
for all x R.
For example, f (x) = x is an odd function, since f (x) = x3 = f (x). Geometrically, odd functions
are not symmetrical about the y-axis, but have the origin as their center of symmetry.
y
y = x3
Domain = R
Range = R
8. Bounded function
A function f (x) is said to be a bounded function on an interval if its function value is never larger
than some value M and never smaller than some value m for all values of x in the interval. That is,
there exist m, M R such that
m 6 f (x) 6 M,
11
for all x in the interval.
1. Functions
In this case, we say f (x) is bounded above (by M ) and below (by m).
For example, f (x) = sin x is a bounded function in R = (, ) since
1 6 sin x 6 1,
for all x R.
Its graph is shown as follows.

y
y = sin x
Domain = R
Range = [1, 1]
1
9. Convex function
A convex function is one which has the property that a chord joining any two points A and B on its
graph always lie above the graph of the function contained between these points.
For example, f (x) = x2 , for x R is a convex function.
y
B
Domain = R
Range = [0, )
If f (x) is convex in (a, b), then we have the following inequality
f (a) + f (b)
a+b
>f
2
2
which can be proved by the following figure.
f (b)
f (a)+f (b)
2
)
f ( a+b
2
f (a)
a+b
2
10. Concave function

A concave function is one which has the property that a chord joining any two points A and B on its
graph always lie below the graph of the function contained between these points.
For example, f (x) = sin x,
for x [0, ] is a concave function.
12

y
Domain = [0, ]
Range = [0, 1]
If f (x) is concave in (a, b), then we have the following inequality
f (a) + f (b)
a+b
6f
2
2
which can be proved by the following figure.
)
f ( a+b
2
f (a)
a
a+b
2
f (a)+f (b)
2
f (b)
11. Power function and polynomial

A function of the form f (x) = xn , where n is a constant, is called a power function. A polynomial (in
one variable) is a function
f (x) = an xn + an1 xn1 + + ar xr + + a1 x + a0 ,
where the real constant ar is called the coefficient of the r-th term, the non-negative integer n is the
degree of the polynomial and the variable x can be any real number (i.e., domain = R). Also recall
the fact that all polynomials are continuous over R.
For example, f (x) = x3 + x
1
3
is a polynomial in x of degree 3.
12. Rational function

A rational function is one which can be expressed as a quotient of two polynomials and has the form
f (x) =
an xn + an1 xn1 + + a1 x + a0
.
bm xm + bm1 xm1 + + b1 x + b0
A rational function is defined for all values of x for which the denominator does not vanish.
x3 + x 3
, for all x R {1, 2} (i.e., x can be any real number except 1, 2).
For example, f (x) = 2
x 3x + 2
13
1. Functions
13. Algebraic function
An algebraic function is a function whose connection with the variable is expressed by an equation
that involves only the algebraic operations of addition, subtraction, multiplication, division, raising to a
given power, and extracting a given root. An algebraic function may be transformed into a polynomial
involving the two variables x and y, the highest power of x, y both being greater than 1.
x x
, for all x in {x : 0 6 x < 2}. By squaring both sides of the algebraic
For example, y =
2x
function and doing some simplifications, it can be converted to a polynomial (in 2 variables) such that
2y 2 xy 2 x3 = 0.
14. Transcendental function
A transcendental function is defined as a function which is not algebraic. This is a very wide class of
functions. Some common examples of transcendental functions include
Trigonometrical functions:
f (x) = sin x, f (x) = cos x, .
Exponential functions:
f (x) = 10x , f (x) = ex , .
Logarithmic functions:
f (x) = log10 x, f (x) = ln x, .
We shall discuss the exponential and logarithmic functions in more detail in Section ?? (page ??) and
Section ?? (page ??), respectively.
15. Periodic function
A function f is said to be periodic in x with T 6= 0 if its domain contains x + T whenever it contains
x and if f (x + T ) = f (x), for all x in the domain of f . Here we call T the period of the periodic
function f . By induction, we know that f is periodic in x with a period T if and only if there exists
T 6= 0 such that f (x + nT ) = f (x) is satisfied for all x in the domain of f and for all n = 1, 2, .
For example, f (x) = sin x. Then we have f (x + 2n) = f (x), for all x R, where n = 1, 2, .
y
0
xT
x+T
x + 2T
x + 3T
16. Inverse function

Let f be a function defined on a domain D and have a range R, and be a function defined on a
domain R and have a range D. If f and are related such that
f ((y)) = y,
for all y R
and
(f (x)) = x,
then is called the inverse function of f , and denoted by = f
for all x D,
For example, f : (0, ) R is defined by f (x) = log10 x, for all x (0, ), then : R (0, ) is
defined by (y) = 10y , for all y R. Since
f ((y)) = log10 10y = y,
for all y R
and
(f (x)) = 10log10 x = x,
for all x (0, ),
is the inverse function of f . In fact, with the same reasoning, you can regard f as the inverse
function of . See also the mirror reflection for exponential and logarithmic functions (page ??).
14
17. Composite function

If f : X Y and g : Y Z be two functions with domains X and Y respectively. Then for each x
X, there corresponds a value z Z through the intermediate variable y Y , i.e., z = g(y) = g(f (x)).
Thus we have a new function of X into Z. We define the composite function g f : X Z by
(g f )(x) = g(f (x)).
You may regard g f as function of function. By the definition, we see that the composition g f
exists if and only if the domain of g contains the range of f . The domain of g f coincides with the
domain of f .
x
g(f (x))
f (x)
f
X
Y
gf
x2 1
, and g(x) = x3 . Then
x2 + 1
2
2
3
x 1
x 1
(g f )(x) = g(f (x)) = g
, and
=
x2 + 1
x2 + 1
For example, let f : R R and g : R R be defined by f (x) =
(f g)(x) = f (g(x)) = f (x3 ) =
x6 1
(x3 )2 1
=
.
(x3 )2 + 1
x6 + 1
Remark that the composition of functions is in general not commutative, i.e., g f 6= f g.
Bounds of function
1.1.4 Definition A function f is said to be bounded if there exists a positive real number M such that
|f (x)| 6 M,
for all x in the domain.
1. If there is a constant K such that f (x) 6 K for all x in the domain of the function, then the function
is said to be bounded above, and K is called an upper bound of f .
2. Similarly, if there is a constant L such that f (x) > L for all x in the domain of the function, then the
function is said to be bounded below, and L is called an lower bound of f .
3. A function which is bounded above and below is said to be bounded. In fact,
|f (x)| 6 M
M 6 f (x) 6 M,
M 6 f (x)
and
for some M R+
f (x) 6 M,
for some M R+ .
Example 1.1.12 (Bounds of a function)
1. f (x) = 1 x2 , |x| 6 1 is bounded since |f (x)| 6 1 for |x| 6 1.

2. f (x) = sin x, x R is bounded since | sin x| 6 1, for all x R.
3. f (x) = x2 + x + 34 = 1 (x 21 )2 , x R is bounded above since f (x) 6 1, for all x R but however

f is not bounded below for x R. Hence, f is not a bounded function for all real numbers.
2
15
1. Functions
Monotone function
1. A function f is said to be increasing in an interval D if
f (x1 ) 6 f (x2 ),
where x1 < x2 and x1 , x2 D.
2. A function f is said to be strictly increasing in an interval D if

f (x1 ) < f (x2 ),
3. A function f is said to be decreasing in an interval D if

f (x1 ) > f (x2 ),
4. A function f is said to be strictly decreasing in an interval D if

f (x1 ) > f (x2 ),
5. A function is monotonic if it is either increasing or decreasing (not both) throughout D.

For example, the increasing and decreasing functions have the following graphs (left and right figures,
respectively). Assume that the interval D has endpoints a and b.
y
y
y = f (x)
f (x2 )
f (x1 )
f (x1 )
f (x2 )
x1
x2 b
y = f (x)
x1
x2 b
Example 1.1.13 (Monotone function)

x
is an increasing function on (1, ).
Show that f (x) =
1+x
Solution
For any x1 , x2 (1, ), we have

f (x1 ) f (x2 )
=
=
=
x2
x1
1 + x1
1 + x2
x1 (1 + x2 ) x2 (1 + x1 )
(1 + x1 )(1 + x2 )
x1 x2
.
(1 + x1 )(1 + x2 )
From which we observe that

f (x1 ) < f (x2 )
whenever x1 < x2
for any x1 , x2 (1, ). Hence, f (x) is an increasing function on (1, ).
16
1.2 Linear Functions and Lines
1.2
Linear Functions and Lines
The simplest mathematical model for relating two variables is the linear equation
y = mx + b.
The equation is called linear because its graph is a line (in this text, we use the term line to mean straight
line). When we write f (x) = mx + b we mean f is a linear function and thus y = f (x) represents the linear
equation.
As we mentioned, a line has the equation given by y = mx + b, where m and b are two constants. If
we know the values of m and b, then we can use the equation to determine a relationship between y and x.
Together, (x, y) forms an ordered pair or geometrically a point in the xy-plane. Collectively, these points
form a line in this plane. By letting x = 0, one can see that the line crosses the y-axis at y = b. In other
words, The y-intercept is (0, b). The steepness or slope of the line is m.
y
y = mx + b
(0, b)
y-intercept
m units
y-intercept
(0, b)
1 unit
m units
y = mx + b
x
1 unit
Positive slope (m > 0), line rises
Negative slope (m < 0), line falls
The positive (resp. negative) slope of a line is the number of units the line rises (resp. falls) vertically
for each unit of horizontal change from left to right, as shown in the above figure.
In fact, if (x1 , y1 ) and (x2 , y2 ) are lying on a line, then
y1 = mx1 + b,
y2 = mx2 + b.
Solving for b from the first equation and then substituting it into the second equation, we can obtain the
expression for m:
y2 y1
vertical change
m=
=
.
x2 x1
horizontal change
This ratio represents the steepness of the line and is called the slope of the line (so m is the slope). In
particular, for the line, if we put m = 0, we have the equation for the horizontal line which is y = b. Besides,
a vertical line has an equation of the form x = a. Because such an equation cannot be written in the form
y = mx + b, it follows that the slope of a vertical line is undefined in such case. However, every line has an
equation that can be written in the general form Ax + By + C = 0, where A and B are not both zero. For
instance, the vertical line given by x = a can be represented by the general form (1)x + (0)y + (a) = 0.
Main points on lines.
1. Slope: m =
y2 y1
y1 y2
=
.
x2 x1
x1 x2
6. If two lines are parallel, then m1 = m2 .
2. Slope-intercept form: y = mx + b.
7. If two lines are perpendicular, then

m1 m2 = 1.
3. Point-slope form: y y1 = m(x x1 ).

4. Two-point form: y y1 =
y2 y1
(x x1 ).
x2 x1
5. General form: Ax + By + C = 0.
17
8. Vertical line: x = a
(no slope).
9. Horizontal line: y = b
(slope = 0).
1. Functions
Example 1.2.1 (Slope)
Find the slope of the line containing the points (1, 2) and (5, 3)?
Let P and Q be the two distinct points with coordinates (x1 , y1 ) and (x2 , y2 ), respectively. Recall
y2 y1
. Hence, the
x2 x1
slope of the given line is
5
2 (3)
= .
Slope =
15
4
Solution
that the slope m of the line through the points P and Q is given by the formula m =
Example 1.2.2 (Slope as a rate of change)

A manufacturing company determines that the total cost in dollars of producing x units of a product is
C = 25x + 3500. Describe the practical significance of the y-intercept and slope of the line given by this
equation.
Solution The y-intercept (0, 3500) tells you that the cost of producing zero units is $3500. This is the
fixed cost of production it includes costs that must be paid regardless of the number of units produced.
The slope of m = 25 tells you that the cost of producing each unit is $25. Economists call the cost per unit
the marginal cost. If the production increases by one unit, then the margin or extra amount of cost is $25.
2
Example 1.2.3 (Point-slope form)

Find the equation of the line that has a slope of 3 and passes through the point (1, 2).
Solution
Use the point-slope form with m = 3 and (x1 , y1 ) = (1, 2). The equation of the line is given by
y y1
y (2)
m(x x1 ),
3(x 1),
3x 5.
Example 1.2.4 (Two-point form)

Find the equation of the line passing through the points (2, 3) and (4, 5).
Solution
Given the two points (x1 , y1 ) = (2, 3), (x2 , y2 ) = (4, 5). The equation of the line is given by
y y1
y3
y2 y1
(x x1 ),
x2 x1
53
(x 2),
4 2
1
11
x+
,
3
3
which represents a straight line passing through the points (2, 3) and (4, 5), and with y-intercept b = 11/3
and slope m = 1/3.
2
Example 1.2.5 (Predicting sales per share)

The sales per share for a company was $25.73 in 1996 and $30.59 in 2000. Using only this information,
write a linear equation that gives the sales per share in terms of the year.
18
Solution Let t = 6 represent 1996. Then the two given values are represented by the ordered pairs
(6, 25.73) and (10, 30.59). The slope of the line passing through these points is
m=
30.59 25.73
1.215.
10 6
Using the point-slope form, one can find the equation that relates the sales per share S and the year t to
be S = 1.215t + 18.44, where 6 6 t 6 10. In fact, one can use this model to estimate the sales per share
in other years. For instance, the model estimates the sales per share in 1997, 1998, and 1999 to be $26.95,
$28.16, and $29.38, respectively. The estimation method illustrated here is called a linear interpolation
(since the interpolated points lie between the two given points).
2
1.3
Quadratic Functions and Parabolas
If y > 0, the equation x2 = y has two solutions. We denote the positive solution by y. The negative
solution is therefore y. We note again that there is no ambiguity about these symbols and that y
simply means y or y. The general form of a quadratic equation has the form
y = ax2 + bx + c,
where a, b and c are constants (we assume a 6= 0, otherwise it is just linear). For any quadratic functions of
the form f (x) = ax2 + bx + c, we have the so-called completing square method (shown as follow):
#
"
2
b
b2
c
c
b
ax2 + bx + c = a x2 + x +
2 +
= a
x+
a
a
2a
4a
a
2
2
b 4ac
b
.
(1.2)
= a x+
2a
4a
One of the importance of this method is the application to the maximization/minimization problem. If
2
2
a > 0 (resp. a < 0), it follows from (??) that ax2 + bx + c > b 4ac
(resp. ax2 + bx + c 6 b 4ac
) since
4a
4a
`
b 2
x + 2a
is a perfect square ( > 0) and the first term of (??) is non-negative (resp. non-positive). Thus
2
the minimized (resp. maximized) value of f (x) = ax2 + bx + c is b
4ac
4a
b
which occurs when x = 2a
.
Example 1.3.1 (Quadratic function)

The demand function for a manufacturers product is p = f (q) = 1200 3q, where p is the price (in
dollars) per unit when q units are demanded (per week). Find the level of production that maximizes the
manufacturers total revenue and determine this revenue.
Solution
Using the completing square method for quadratic functions, we have

pq = (1200 3q) q = 3q 2 + 1200q = 3(q 200)2 + 120000.
Thus, the maximized revenue is r = $120, 000 when q = 200.
The general quadratic equation ax2 + bx + c = 0 can be regarded as finding the intersection points (if
any) between the graphs of y = ax2 + bx + c and y = 0 (i.e., the x-axis). Based on the formula (??), we
`
b 2
= b2 4ac. Since the left side cannot be negative, it follows that the quadratic equation
have 4a2 x + 2a
has no real solution if b2 4ac < 0, one real solution if b2 4ac = 0 and two real solutions if b2 4ac > 0.
If b2 4ac > 0, the two roots of the equation ax2 + bx + c = 0 are therefore
b b2 4ac
b + b2 4ac
=
and
=
.
2a
2a
19
1. Functions
It is a simple matter to check that, for all values of x, f (x) = ax2 + bx + c = a(x )(x ). With the help
of this formula, we can sketch the graph of the quadratic function which is a parabola in the xy-plane.
y
y
y = ax2 + bx + c
y = ax2 + bx + c
a<0
a>0
The above figure shows the graphs of the quadratic functions when a > 0 (parabola open upwards) and
when a < 0 (open downwards). This can be easily verified by knowing that x2 is the dominant term in the
quadratic function.
20

Main points on quadratic functions.
1. The quadratic equation ax2 + bx + c = 0 has two roots:
b b2 4ac
x=
.
2a
(1.3)
Eq (??) is called the quadratic formula.

2. If a > 0, then ax2 + bx + c >
b2
b2
+ c. If a < 0, then ax2 + bx + c 6
+ c.
4a
4a
b
3. The graph of y = ax2 + bx + c is a parabola which is symmetric to the line x = .
2a
b2
b
.
4. The vertex is
,c
2a
4a
5. If a > 0, then the curve opens upward. If a < 0, then it opens downward.
6. The y-intercept is c.
The following figure shows the graphs of y = ax2 + bx + c (a > 0) for the cases when b2 4ac > 0,
b 4ac = 0, b2 4ac < 0 (from left to right).
2
2 intersection points
(a) a > 0 and b2 4ac > 0
1 intersection
point
(b) a > 0 and b2 4ac = 0
no intersection
point
(c) a > 0 and b2 4ac < 0
The following figure shows the graphs of y = ax2 + bx + c (a < 0) for the cases when b2 4ac > 0,
b 4ac = 0, b2 4ac < 0 (from left to right).
2
2 intersection
points
(a) a < 0 and b2 4ac > 0
no intersection
point
1 intersection
point
(b) a < 0 and b2 4ac = 0
(c) a < 0 and b2 4ac < 0
As we mentioned earlier, when we look for any intersection point(s) between the graphs of the quadratic
function and the x-axis, then based on the quadratic formula, we know that, when y = 0, the quadratic
equation ax2 + bx + c = 0 (where a, b, c are real) may only have
(a) two distinct real roots
the parabola cuts the x-axis; or
(b) one double root (i.e., repeated roots)
the parabola touches the x-axis; or
(c) no real root
the parabola does not intersect the x-axis.
21
1. Functions
Example 1.3.2 (Quadratic Function)
A nice application of the work on quadratic equations described above is the proof of the Cauchy-Schwarz
inequality. This asserts that, if a1 , a2 , , an and b1 , b2 , , bn are any real numbers, then
(a1 b1 + a2 b2 + + an bn )2 6 (a21 + a22 + + a2n )(b21 + b22 + + b2n ).
Solution
For any x,
0
6
=
=
(a1 x + b1 )2 + (a2 x + b2 )2 + + (an x + bn )2
(a21 + a22 + + a2n ) x2 + 2(a1 b1 + a2 b2 + + an bn ) x + (b21 + b22 + + b2n )

Ax2 + 2Bx + C.
Since y = Ax2 + Bx + C > 0 for all values of x, it follows that the equation Ax2 + Bx + C = 0 cannot have
two (distinct) real roots. Hence, (2B)2 4AC 6 0, i.e. B 2 6 AC which is what we need to prove.
2
1.4
Exponential Functions
Given a real constant a > 0 (but a 6= 1), the function f with domain R defined by
f (x) = ax
is called an exponential function. Here a is called the base and x is called the exponent. Thus,
f (x) = 2x ,
f (x) = 3x ,
f (x) = 10x+1 ,
f (x) = 53x+2 ,
f (x) = x
are all exponential functions of x. In general, exponential functions have the following properties:
am an = am+n ,
a n
b
an
,
bn
am
= amn ,
an
(am )n = amn ,
(ab)n = an bn ,
a1 = a,
a0 = 1,
an =
1
.
an
The graphs of the exponential function f (x) = ax (for a > 1 and 0 < a < 1) are shown as follows.
y
y
y=a
exponentially
grows
(a > 1)
exponentially
decays
y = ax
1
(0 < a < 1)
1
0
The function value will be positive because a positive base raised to any power is positive. This means that
the graph of any exponential function will be located in the first and second quadrants.
22
1.4 Exponential Functions

Main points on exponential functions.
1. The domain of f (x) = ax is the whole real line R, i.e., x can be any real number.
2. The range of f (x) = ax is the positive real line R+ since f (x) > 0 for all real values of x.
3. The y-intercept is always 1, i.e., f (0) = 1.
4. f (x) = ax is a strictly monotone function (increasing when a > 1; decreasing when 0 < a < 1).
5. If a > 1, then as x , y = ax 0; as x , y = ax .
In this case, f (x) increases (very rapidly) as x increases, it models exponential growth.
6. If a < 1, then as x , y = ax ; as x , y = ax 0.
In this case, f (x) decreases (very rapidly) as x increases, it models exponential decay.
In calculus, the most convenient choice for a base of exponential functions is a certain irrational number,
denoted by e,
e = 2.71828 .
The function f (x) = ex is called the natural exponential function, or simply call it exponential function.
Example 1.4.1 (Exponents)

1. 21 22 23 24 25 2100 = 21+2+3+4+5++100 = 250101 = 25050 .
2. 1 4 9 16 25 36 = 12 22 32 42 52 62 = (1 2 3 4 5 6)2 = 7202 = 518400.
2
Example 1.4.2 (Modeling a population)

A bacterial culture is growing according to the logistic growth model
y=
1.25
,
1 + 0.25e0.4t
t>0
where y is the culture weight (in grams) and t is the time (in hours). Find the weight of the culture after 0
hour, 1 hour, and 10 hours. What is the limit of the model as t increases without bound?
Solution
y=
1.25
= 1 gram,
1 + 0.25e0.4(0)
y=
1.25
1.071 gram,
1 + 0.25e0.4(1)
y=
1.25
1.244 gram.
1 + 0.25e0.4(10)
As t approaches infinity, the limit of y is

lim
1.25
1.25
=
= 1.25.
1 + 0.25e0.4t
1+0
So, as t increases without bound, the weight of the culture approaches 1.25 grams.
23
1. Functions
1.5
Logarithmic Functions
Given a real constant a > 0 (but a 6= 1) and for any x > 0, the word logarithm means power of exponent
ay = x
if and only if
y = log a x.
(1.4)
Here loga x means the exponent of a that gives x which we call it the logarithmic function with base a.
For example, one can immediately tell the answers (i.e., the values of y) for the exponent equations such
as 2y = 16 or 3y = 27. However, the question will become more difficult if, for example, you are given an
exponent equation likes this: 4y = 56. In this situation, logarithm will tell you the answer: y = log4 56 2.9.
So it should not be difficult to see that exponential functions and logarithmic functions are closely related.
In fact, logarithmic functions are just inverse functions of exponential functions, or vice versa. To view this,
we have the following identities:
aloga x = x,
loga (ay ) = y.
The above identities can be deduced by eliminating y and x, respectively, in (??). In calculus, the logarithm
plays an important role to convert products to sums which very often can simplify the computation
work of differentiation. In particular, one of the most well-known techniques is called the logarithmic
differentiation. We shall discuss the topic of differentiation in Chapter ??.
In general, logarithmic functions have the following properties:
log a (mn) = loga m + loga n,
log a
1
= loga m,
m
log a ar = r,
loga
m
= loga m loga n,
n
loga mr = r loga m,
loga 1 = 0,
loga a = 1,
aloga m = m,
loga m =
logc m
.
logc a
The graphs of the logarithmic function f (x) = loga x (for a > 1 and 0 < a < 1) are shown as follows.
y
y = loga x
gradually
increasing
(a > 1)
gradually
decreasing
y = loga x
(0 < a < 1)
Depending on the value of the given base a (a > 1 or 0 < a < 1), the graph of the logarithmic function
will be either strictly increasing or strictly decreasing. However, we should remark that, very often, we refer
logarithmic function to the case when a > 1 for a practical reason. In calculus and its applications it is
found advantageous to use e (= 2.71828 > 1) as the base of logarithms. The choice of e matches with
what we discussed the exponential functions in Section ??.
24
1.5 Logarithmic Functions

Main points on logarithmic functions.
1. The domain of f (x) = loga x is R+ = (0, ) and the range is the whole real line R.
2. They all pass through the point (1, 0), since a0 = 1, i.e., the x-intercept is 1.
3. The function increases very gradually for higher value of x.
4. The logarithm graph is the mirror image about y = x of the exponential graph, i.e., if you fold the
paper along the line y = x, both graphs will match exactly.
5. If a > 1, then as x 0+ , f (x) = log a x ; as x , f (x) = loga x .
In this case, f (x) increases as x increases, hence f is an increasing function.
6. If 0 < a < 1, then as x 0+ , f (x) = loga x ; as x , f (x) = loga x .

In this case, f (x) decreases as x increases, hence f is a decreasing function.
Very often, for convenience, we use log x for log10 x (called the common logarithmic function) and ln x
for loge x (called the natural logarithmic function, for which we choose a = e = 2.71828 ). The graphs
of the logarithmic function f (x) = ln x as well as the exponential function f (x) = ex are shown as follows.
y = ex
y=x
y = ln x
1
0
Since the logarithmic function y = loga x has been regarded as the inverse function of the exponential
function x = ay , therefore, the logarithmic curve is a mirror reflection of the graph of the exponential
function about the line y = x. This logarithmic curve lies wholly to the right of the y-axis which is
consistent with the fact that only positive numbers (i.e., x > 0) have real logarithms.
Example 1.5.1 (Logarithms)

Without using a calculator, determine the values of the expressions.
54
= log6 6 = 1.
1. log6 54 log6 9 = log6
9
2. log10 0.01 log2 4 = log 10 102 log2 22 = 2 log 10 10 2 log 2 2 = 2(1) 2(1) = 4.
4
3. e
4 ln 33 ln 4
=e
ln 34 ln 43
34
81
eln 3
eloge 3
.
= ln 43 = log 43 = 3 =
4
64
e
e e
2
25
1. Functions
Example 1.5.2 (Logarithms)
Simplify the following expressions by the properties of exponential and logarithmic functions.
1
1
1. e ln x = eln x = .
x
2. ln ex = x, by the identity ln eu = u.
`
2
3. (e2 )ln x = eln x = x2 . Here, we have used the laws (eu )v = euv = (ev )u and eln u = u.
`
ln x ` ln 3+1 ln x ` ln x ln 3+1
4. (3e)ln x = eln 3e
= e
= e
= xln 3+1 .
5. e1ln x = e1 e ln x =
6. ln(
e
e
= .
eln x
x
u
ex
) = ln ex ln x = x ln x. Here, we have used the laws ln( ) = ln u ln v and ln eu = u.
x
v
2
Example 1.5.3 (Logarithmic equation)

Solve
3 + log1/2 2 = 2 logx (x2 x 3).
Solution
Since
1
1
log 1/2 2 = log1/2 ( )1 = (1) log1/2 = 1,
2
2
we have
2 logx (x2 x 3) = 3 1 = 2,
or
2
logx (x2 x 3) = 1.
The last equation is equivalent to x x 3 = x, or
x2 2x 3 = 0.
Solve the last quadratic equation, we have two roots
x = 1,
x = 3.
Since base of logarithmic function must be positive, we have x > 0. Thus, we have the only solution x = 3.
It is easy to verify that x = 3 is indeed a solution of the original equation.
2
Example 1.5.4 (Exponential equation)

Solve
Solution
92x3 = 7x+1 .
We take the natural logarithm of both sides,
(2x 3) ln 9 = (x + 1) ln 7.
Solving the equation gives

x=
3 ln 9 + ln 7
3.48681.
2 ln 9 ln 7
26
1.6 Trigonometric Functions
1.6
Trigonometric Functions
The Greek letters (theta) and (phi) are often used for angles. In calculus it is convenient to measure
angles in radians instead of degrees. An angle in radians is defined as the length of the arc of the angle
on a circle of radius one. Since a circle of radius one has circumference 2,
360 degrees = 2 radians.
Thus a right angle is
90 degrees = /2 radians.
To define the sine and cosine functions, we consider a point P (x, y) on the unit circle x2 + y 2 = 1. Let
be the angle measured counterclockwise in radians from the point (1, 0) to the point P (x, y) as shown in
the following figure. Both coordinates x and y depend on . The value of x is called the cosine of , and
the value of y is called the sine of . In symbols,
x = cos ,
y = sin .
P (x, y)
y = sin
(1, 0)
x = cos
The tangent of is defined by

sin
.
cos
In addition we have the secant, the cosecant, and the cotangent of . They are respectively defined as
tan =
def.
sec =
1
,
cos
def.
csc =
1
,
sin
def.
cot =
1
.
tan
Negative angles and angles greater than 2 radians are also allowed.
The trigonometric functions can also be defined using the sides of a right (angle) triangle, but this
method only works for between 0 and /2. Let be one of the acute angles (i.e., 0 < < /2) of a right
triangle as shown in the following.
b
Then
a
b
a
,
cos = ,
tan = .
c
c
b
The two definitions, with circles and right triangles, can be seen to be equivalent using similar triangles.
sin =
27
1. Functions
The following table gives the values of sin and cos for some common values of .
in degrees
30
45
60
90
180
270
360
in radians
/6
3/2
cos
1/2
3/2
/3
3/2
/2
sin
/4
2/2
2/2
1/2
A useful identity which follows from the unit circle equation x2 + y 2 = 1 is

sin2 + cos2 = 1.
Here we note that sin2 means (sin )2 .
The following figure shows the graphs of sin and cos , which look like waves that oscillate between 1
and 1 and repeat every 2 radians.
1
y = sin
1
1
y = cos
2
1
28
Chapter 2
Limits and Continuity

2.1
Limits of Functions
To say that the concept of limits is important to your understanding of calculus is an understatement because
literally everything we do for calculus is based on this concept. This is fundamental to building up more
advanced topics such as continuity (Section ??), derivatives (Section ??), definite integrals (Section ??).
Basically, limit is to functions as square root is to numbers. We take square roots of numbers; we
take limits of functions. Sometimes we say the square root of a number does not exist. We will often say
that a limit does not exist. The reasons for why we will say limits do not exist will vary greatly, depending
upon what we see and calculate, but mostly depending upon how we understand the process of limit-taking.
First things first. Lets experience limits intuitively.
The idea of finding (or taking) limits of functions always involves a specific point of interest. We always
know the x-coordinate of this point. All we need to do is to find the y-coordinate (if it exists). Practically,
when we find limits, we are endeavoring to describe the behavior of the function for all points on its graph
near the point of interest. How near? Nearer than you can imagine. To describe this abstract concept,
we shall introduce several phrases
1. x gets closer and closer to a;
2. x approaches a;
3. x tends to a;
4. x is sufficiently close to a,
which, basically, have the same meaning. For convenience, we often use the arrow notation to represent
the meaning of gets closer and closer to. That is to say, x a means that x gets closer and closer to a.
y
point of interest
y = f (x)
f (a)
a
from the left
29
from the right
2. Limits and Continuity

As we stated before, using the concept of limits, we may describe the value of f (x) when the value of x gets
closer and closer to a particular value a. In this case, since x is the only independent variable, the domain
of f can only include points lying on the (one-dimensional) real number line. In view of this, when we say
a variable is getting closer and closer to a fixed constant, we actually mean the variable is approaching the
constant from two possible directions: from the left and from the right.
For illustrative purpose, let us consider in more detail the variation of f (x) =
closer and closer to 4 (i.e., when x 4).
y
y=
5.5+
5.5
5.5
1
(3x 1) when x is getting
2
1
(3x 1)
2
is small
is small
infinitesimal
3.99
4
4 4 4+
4.01
4+
4
from the left
from the right
By direct calculations, we have the following numerical results.

If
3.9 < x < 4.1
then
5.35 < f (x) < 5.65.
If
3.99 < x < 4.01
then
5.485 < f (x) < 5.515.
If
3.999 < x < 4.001
then
5.4985 < f (x) < 5.5015.
If
3.9999 < x < 4.0001
then
5.49985 < f (x) < 5.50015.
If
3.99999 < x < 4.00001
then
5.499985 < f (x) < 5.500015.
Basically we can continue to make f (x) as close to 5.5 as we wish by taking x closer and closer to 4. In fact,
each of the above has the following form
If
4 < x< 4+
then
5.5 < f (x) < 5.5 + ,
or equivalently (since x 6= 4), if x is in the open interval (4 , 4 + ), then f (x) is in (5.5 , 5.5 + ):
If
0 < |x 4| <
then
|f (x) 5.5| < .
(2.1)
Hence, when x is getting closer and closer to 4 (or equivalently, when is chosen to be smaller and smaller),
f (x) is getting closer and closer to 5.5 (or equivalently, is getting smaller and smaller and to be negligible).
Mathematically, we also use the phrases
1. f (x) gets closer and closer to 5.5;
2. f (x) approaches 5.5;
3. f (x) tends to 5.5;
4. f (x) is sufficiently close to 5.5;
5. f (x) converges to 5.5;
6. f (x) has 5.5 as a limit (in other words, the limit of f (x) is 5.5)
to describe the (limiting) behavior of the function values f (x) as x approaches 4.
Before giving the informal definition of limits, we shall present two more illustrative examples in the
following.
30
2.1 Limits of Functions
Example 2.1.1 (Limits)

Consider the function f (x) = x2 2x + 2. What happens to the value of f (x) when the value of x gets closer
and closer to 3?
y
y = x2 2x + 2
5
Solution The graph of the function f (x) is a parabola and it is evident from the graph that the values of
f (x) get closer and closer to 5 as x gets closer and closer to 3 from both left and right sides. We say that
the limit of f (x) is 5 as x approaches 3 and denote lim f (x) = 5.
2
x3
In Example ??, one may observe that the function value 5 can easily be obtained by typically plugging
x = 3 in the function f (x), i.e., f (3) = 5. This is true for a nice function like this example (here a nice
function we mean that its graph is continuous (i.e., without break) at the point, we will discuss continuity
in more detail in Section ?? (page ??)). However, sometimes we may encounter such a case that a function
does not have a value at a given point (plugging in that point would cause division by zero) we are still
interested in how the function values behave near that point. Read the following example.
x3 1
. Although this function is not defined at x = 1,
x1
can you tell what happens to the value of f (x) when the value of x gets closer and closer to 1?
y
x3 1
y=
x1
For another example, consider the function f (x) =
Solution Notice that as x takes on values closer and closer to 1, regardless of whether x approaches it
from the left (x < 1) or from the right (x > 1), the corresponding values of f (x) get closer and closer to one
and only one number 3. Even though the function is not defined at x = 1 (as indicated by the hollow dot
in the figure), the function values get closer and closer to 3 as x gets closer and closer to 1. To express this,
we say that the limit of f (x) as x approaches 1 is 3 and write
lim
x1
x3 1
= 3.
x1
We can make f (x) as close to 3 as we wish by taking x sufficiently close to, but not equal to, 1. We emphasize
again that the limit exists at 1, even though 1 is not in the domain of f .
2
31

2.1.1 Definition The limit of the function f (x) as x approaches a is the number L, written as
lim f (x) = L,
(2.2)
xa
provided that f (x) is arbitrarily close to L for all x sufficiently close to, but not equal to, a.
For a
1.
2.
3.
when
1.
2.
3.
given function f (x), if there is a number L satisfying the above informal definition, we say that
the limit of f (x) exists and equals L; or
f (x) converges to L; or
f (x) has the value L as its limit,
x is sufficiently close to, but not equal to, a. Otherwise, if there exists no such L, we say that
the limit of f (x) does not exist; or
f (x) diverges; or
f (x) has no limit.
Remark. We emphasize that, when finding a limit, we are concerned not with what happens to f (x) when
x equals a, but only with what happens to f (x) when x is close to a. Be very careful of this difference.
Moreover, a limit must be independent of the way in which x approaches a. In other words, the limit must
be the same whether x approaches a from the left or from the right (i.e., for x < a or for x > a, respectively).

y
y = f (x)
y = g(x)
y = h(x)
h(a)
The functions f , g and h all approach the limit L when x approaches a. Note that g(x) is not defined at
x = a and both g(x) and h(x) have a point of discontinuity at x = a (indicated by the hollow dot in the
figures). However, both functions g(x) and h(x) still get closer and closer to the value L as x gets closer and
closer to a from the left and from the right. Thus,
lim f (x) = L,
xa
lim g(x) = L,
xa
lim h(x) = L.
xa
The crucial point here is that each limit depends on the values of the function sufficiently close but not equal
to a. The function value at x = a itself has no influence at all on the limit.
2
In summary there are three important points about limits of functions.
1. Saying that the limit of f (x) approaches L as x approaches a means that the value of f (x) may be
made arbitrary close to the number L by choosing x closer and closer to a.
2. For a limit to exist, you must allow x to approach a from either side of a. If f (x) approaches a
different number as x approaches a from the left than it does as x approaches a from the right,
then the limit does not exist.
3. The value of f (x) when x = a has no influence on the existence or non-existence of the limit of f (x)
as x approaches a. In fact, a may not even be in the domain of f . However, the function must be
defined on both sides of a.
32
Let us explain why we called Definition ?? as an informal definition of limit of function. In fact, we have
a more rigorous definition which often appears in more advanced calculus books. This is sometimes called
the - definition of limit. Please note that this definition of limit is supposed to be optional stuff which will
not be tested in examinations. Recall that the limit process is the tendency for a changing number toward
certain value. For a function f (x) defined near (but not necessarily at) a, we can consider its tendency as
x a. We first give the more rigorous definition of the limit lim f (x) of functions in the following.
xa
2.1.2 Definition The limit of the function f (x) as x approaches a is the number L, denoted lim f (x) = L,
xa
if for any > 0, there is > 0, such that

0 < |x a| <
|f (x) L| < .
(2.3)
In the sense of limit taking process, the predetermined smallness of |f (x) L| is arbitrarily given, while
the size for |x a| has to be found after is given. Thus the choice of usually depends on and is often
expressed as a function of . Note also that because the limit only concerns what happens when numbers
are close, only small and need to be considered.
At first glance, it is not that trivial what the definition is telling us. However, recall the previous
discussion in (??), you will find this definition much easier to understand.
y
y = f (x)
Example 2.1.4 (Limits) The graph for the function f (x) = x2 suggests that lim x2 = 4. Rigorously
x2
following the definition, for any > 0, choose = min 1, 5 . Then

0 < |x 2| <
|x 2| <
5
|x 2| < 1,
|x 2| <
|x + 2| < 5,
|x2 4| = |x + 2| |x 2| < 5
= .
5
The choice of above comes from analyzing the problem. We try to achieve |x2 4| = |x + 2| |x 2| <
by requiring 0 < |x 2| < . Note that when x is close to 2, |x + 2| is close to 4 and |x2 4| is close to 4.
If we give some room for x by choosing 6 1 so that |x + 2| is not more than 5. Then we end up with the
requirement 5 6 . Combining 6 1 and 5 6 together yields our choice for .
2
33

Example 2.1.5 (Limits) The graph for the function f (x) = 1/x suggests that lim 1/x = 1. Rigorously
x1
following the definition, for any > 0, choose = min 21 , 2 . Then

0 < |x 1| <
=
=
The choice of is motivated by the formula
|x 1| <
1
,
2
|x 1| <
|x| > , |x 1| <

2
2
1 = |x 1| < /2 = .
x
|x|
1/2
1
1 = |x 1| .
x
|x|
When x is close to 1, the numerator is small and the denominator |x| is also close to 1, and the key for the
fraction to be small is that the denominator is not too small. Specifically, by choosing 6 21 , we can make
sure |x| > 1/2 so that |1/x 1| < 2. Thus to get the desired estimation, it is sufficient to further require
2 < .
2
Example 2.1.6 (Limits) The graph for the function f (x) =

following the definition, for any > 0, choose = . Then
0 < |x 4| <
=
=
x suggests that lim
x4
x = 2. Rigorously
|x 4| <
| x 2| | x + 2|
|x 4|
=
<
< .
| x 2| =
| x + 2|
| x + 2|
| x + 2|
2
Example 2.1.7 (Limits) Note that the limit of f (x) at a does not depend on f (a). In fact, the function
f does not even need to be defined at a. For example, consider
8
< 1 , if x 6= 1,
x
f (x) =
: 2, if x = 1.
Then lim f (x) = lim 1/x = 1.
x1
x1
Limits at infinity
An important element in the analysis of graph of a function is the behavior of the function as x increases
or decreases without bound. Recall from Section ?? (page ??) that we introduced the special symbol to
describe an interval with no left hand and right hand endpoints. Now we use this symbol to describe limits
that increase or decrease without bound. We write x to indicate that x is increasing without bound
and x to indicate that x is decreasing without bound.
We begin by considering power functions of the form xp and 1/xp , where p is a positive real number.
If p is a positive real number, then xp increases as x increases, and it can be shown that there is no
upper bound on the values of xp . We indicate this by writing xp as x , or
lim xp = .
34

Since the reciprocals of very large numbers are very small numbers, it follows that 1/xp approaches 0 as x
increases without bound. We indicate this behavior by writing 1/xp 0 as x , or
lim
1
= 0.
xp
The following figure shows the behavior for f (x) = x2 and g(x) = 1/x2 .
y
f (x) = x2
3
2
1
g(x) =
1
x2
x
Limits of power functions as x decreases without bound behave in a similar manner, with two important
differences. First, if x is negative, then xp is not a real number for all values of p. For example. x1/2 = x
p
is not a real number for negative values of x. Second, if x represents a real number for all real x, then it
may approach or , depending on the value of p. For example,
lim x2 =
but
lim x3 = .
Remark. It is important to understand that the symbol does not stand for an actual number that x is
approaching, but is used only to indicate that x is increasing with no upper limit on its size. And when we
say that a limit is equal to , we are using to describe the behavior of a limit that does not exist, this
kind of limits is called the infinite limits and will be discussed in more detail in Section ?? (page ??).
Limits at infinity are particularly important in sketching graphs of given functions, which will be discussed
in Chapter ??. For example, y = b is a horizontal asymptote of the function f (x) if either lim f (x) = b or
x
lim f (x) = b is true. In the first case, the graph of f will be close to the horizontal line y = b for large (in
absolute value) negative x. In the second case, the graph will be close to the horizontal line y = b for large
positive x.
We will also introduce the technique for evaluating limits at infinity for rational functions in Section ??
(page ??). Recall that a rational function is a quotient of two polynomial functions (page ??).
35
2.2
Techniques for Evaluating Limits
To determine limits, we do not always want to compute function values or sketch a graph. Alternatively, there
are several techniques for evaluating limits in an analytical way. First of all, the most common technique
that we often use is the application of different properties of limits.
Properties of limits
The limit has the following properties (we assume that both lim f (x) and lim g(x) exist):
xa
xa
lim xn = an ,
lim c = c,
xa
for any integer n,
xa
lim [f (x) g(x)] = lim f (x) lim g(x),
xa
xa
lim [cf (x)] = c lim f (x),
xa
xa
xa
lim f (x)
lim [f (x) g(x)] = lim f (x) lim g(x),
xa
lim
xa
xa
p
n
f (x) =
q
n
lim
xa
xa
f (x)
xa
=
,
g(x)
lim g(x)
if lim g(x) 6= 0.
xa
xa
lim f (x),
xa
Example 2.2.1 (Polynomials)

`
2. lim x2 + x = lim x2 + lim x = (2)2 + (2) = 6.
1. lim 4 = 4.
x3
x2
x2
x2
3. lim x x + 1 = lim x3 lim x + lim 1 = (1)3 (1) + 1 = 1.

x1
x1
x1
x1
4. lim [(x + 1)(x 3)] = lim (x + 1) lim (x 3) = lim x + lim 1

lim x lim 3 = (2 + 1)(2 3) = 3.
3
x2
x2
x2
x2
x2
x2
x2
Example 2.2.2 (Polynomials)

Let f (x) = cn xn + cn1 xn1 + + c1 x + c0 define a polynomial function. Then
`
lim f (x) = lim cn xn + cn1 xn1 + + c1 x + c0
xa
xa
cn lim xn + cn1 lim xn1 + + c1 lim x + lim c0
cn an + cn1 an1 + + c1 a + c0 = f (a).
xa
xa
xa
xa
Thus, if f is a polynomial function, then lim f (x) = f (a). That is, the limit of a polynomial function as x
xa
approaches a is merely the value of the function at a.
Example 2.2.3 (Quotients and roots)

lim (2x2 + x 3)
2x2 + x 3
2(1)2 + (1) 3
0
x1
1. lim
=
=
= = 0.
3
3
x1
x +4
lim (x + 4)
(1)3 + 4
5
x1
2. lim
3. lim
t4
t3
t2 + 1 =
t2 + 7 =
lim (t2 + 1) =
t4
q
3
lim (t2 + 7) =
t3
(4)2 + 1 =
p
3
(3)2 + 7 =
17.
16 =
8 2 = 2 3 2.
2
36
Remark. In Examples ????, it seems trivial to evaluate the limits by formally substituting the corresponding values of a into the functions. This simple technique is called the direct substitution, which
only works for some nice functions. In Section ??, you will learn that a function has this property is said to
be continuous at a (without break at a).
Factoring and cancellation

We consider limits to which our limit properties do not directly apply and which cannot be evaluated by
direct substitution. In this case, our next technique will be to algebraically manipulate the function f (x) so
as to obtain a suitable form to which our limit properties will apply.
Example 2.2.4 (0/0 form)
Find the limit
lim
x2
x2 4
.
x2
Solution As x approaches 2, the denominator x2 approaches 0. In general, it is mathematically undefined

if the denominator of a rational function is 0. However, as a matter of fact, x 6= 2 during the process of the
limit, we can cancel out the like factor and simplify the fraction as
(x 2)(x + 2)
x2 4
=
= x + 2.
x2
x2
Hence,
lim
x2
x2 4
= lim (x + 2) = 4.
x2
x2
Remark. Intuitively, many students incorrectly conclude that 0/0 is equal to 1 or 0, or that the limit does
not exist or is or . In fact, the form 0/0 is an example of indeterminate form. The motivation
for this name is that there are no rules for comparing the value of 0/0 to the other real numbers. Note
that, for example, 1/0 is not indeterminate since we can justifiably associate it with . In Example ??,
finding the limit by direct substitution does not work. Plugging in x by 2 gives zero divided by zero, which
has no meaning. When this meaningless form 0/0 arises, doing a bit of algebraic manipulation first may
get rid of the factors in the numerator and denominator which cause them to vanish. This results in a form
of which the limit may be determined.
Example 2.2.5 (0/0 form)
1. lim
x1
(x 1)(x2 + x + 1)
x3 1
= lim
= lim (x2 + x + 1) = (1)2 + (1) + 1 = 3.
x1
x1
x1
x1
(x + h)2 x2
(x2 + 2xh + h2 ) x2
= lim
= lim (2x + h) = 2x.
h0
h0
h0
h
h
( 1 + h)2 12
1+h1
1+h1
1+h+1
1
1
= lim
3. lim
= lim
= lim
= .
h0
h0
h0 h( 1 + h + 1)
h0
h
h
2
1+h+1
1+h+1
2. lim
4. lim
t1
(t 1)2
(t 1)2
t1
=
lim
= lim
= 0.
t1 (t 1)(t + 1)
t1 t + 1
t2 1
2
37
Squeezing principle
We introduce a more advanced technique called the squeezing principle. This is also called the sandwich
theorem. Recall that the definition of deleted neighborhood can be found in Example ?? (page ??).
Theorem 2.2.1 Let f , g and h be functions defined on an interval I except possibly at a I. Suppose
that g(x) 6 f (x) 6 h(x) throughout some deleted neighborhood of a. Then
lim g(x) = L
and
xa
lim h(x) = L
xa
lim f (x) = L.
xa
Example 2.2.6 (Squeezing principle)

Find the limit
lim x sin
x0
Solution
Recall that sin
1
.
x
1
x
is bounded for all nonzero x, we have
1
1
0 < x sin = |x| sin 6 |x|.

x
x
Because lim |x| = 0, then by the squeezing principle, we have lim x sin x1 = 0. This implies that
x0
x0
lim x sin
x0
1
= 0.
x
Example 2.2.7 (Squeezing principle)

Find the limit
1
x
x0 1
x
lim
Solution
+ sin
sin
1
x
1
x
For all 0 < |x| < 1, we have x sin x1 6 |x| < 1. Hence, by the triangle inequality, we have
1 + x sin x1
1 x sin x1
1 |x|
6 1 + x sin x 6 1 + |x| .
6
6
1 x sin 1
1 + |x|
1 |x|
1 + x sin x1
1 x sin x1
x
Because lim
x0
1 |x|
1 + |x|
= lim
= 1, then by the squeezing principle, we have
1 + |x| x0 1 |x|
1
x
x0 1
x
lim
+ sin
sin
1
x
1
x
= lim
x0
1 + x sin
1 x sin
1
x
1
x
= 1.
2
Two remarkable limits

Now we shall introduce two special limits that are remarkable and are frequently used in evaluation of certain
limits of trigonometrical functions and exponential functions. The two limits in consideration are given in
Theorems ??, ??, respectively.
Theorem 2.2.2
lim
x0
sin x
= 1.
x
38
Proof
By trigonometry, for 0 < x < /2, we have the following figure.
Let the radius of circle in the figure be r and we compare the following areas:
AOB < Sector AOB < AOC
1 2
1
1
r sin x < r 2 x < r 2 tan x
2
2
2
Hence we have
sin x
<
<
tan x =
sin x < x < tan x.
sin x
,
cos x
x
1
<
,
sin x
cos x
sin x
< 1.
cos x <
x
As lim cos x = 1, and by the squeezing principle, then the result follows immediately.
1
<
x0
Example 2.2.8 (Some important limits)

1. lim
x0
Solution
x
= 1.
sin x
Using lim
x0
2. lim
x0
tan x
= 1.
x
3. lim
x0
1 cos x
= 0.
x
sin x
= 1, we have
x
x
1
1
1
= lim
=
= = 1.
sin x
x0 sin x
sin x
1
lim
x0
x
x
tan x
sin x
1
1
1
sin x
2. lim
= lim
= lim
lim
= 1 = 1.
x0
x0
x0
x0 cos x
x
x
cos x
x
1
1. lim
x0
1 cos x 1 + cos x
1 cos2 x
sin x
sin x
0
1 cos x
= lim
= lim
= lim
= 1 = 0.
x0
x0 x(1 + cos x)
x0
x0
x
x
1 + cos x
x
1 + cos x
2
3. lim
39

Example 2.2.9 (Evaluation of limits)
Evaluate the limits
1. lim
x0
6x sin 2x
.
2x + 3 sin 4x
2. lim
x0
sin 4x + sin 2x
.
3 sin 3x
3. lim
x0
tan 3x
.
sin 4x
sin x
= 1, and the results in Example ??, we have
x
sin 2x
sin 2x
6
2
6
2x
6 2(1)
2
6x sin 2x
x
=
= lim
= .
= lim
1. lim
3 sin 4x
x0
x0
x0 2x + 3 sin 4x
2 + 12(1)
7
sin 4x
2+
2 + 12
x
4x
1
sin 2x
2
3x
sin 4x
1
sin 4x + sin 2x
= lim
+2
4
= (1)(4 + 2) = .
2. lim
x0 9
x0
3 sin 3x
sin 3x
4x
2x
9
3
tan 3x
3 tan 3x
3
4x
3
3. lim
= lim
= (1)(1) = .
x0 sin 4x
x0 4
3x
sin 4x
4
4
Solution
Using lim
x0
The next important limit is given by the following theorem.
Theorem 2.2.3
lim
1+
1
x
= e.
Example 2.2.10 (Some important limits)

1.
px
1
3. lim 1 +
= ep .
x
x
p x
= ep .
4. lim 1 +
x
x
lim (1 + x) x = e.
x0+
x
1
1+
= e.
x
x
x
1
Solution Using lim 1 +
= e, we have
x
x
y
1 (y = 1/x)
1
=
lim 1 +
= e.
1. lim (1 + x) x
y
y
x0+
2.
2.
lim
1
1+
x
x
lim
y
y
y
1
y
1
1
= lim
= lim 1 +
y
y
y
y
y1
y1
y1
1
1
lim 1 +
= e 1 = e.
= lim 1 +
y
y
y1
y1
(y = x)
lim
px
x p
1
1
1+
= ep .
= lim 1 +
x
x
x
x
"
x/p #p
y p
1
p x
1
(y = x/p)
= lim 1 +
=
lim 1 +
4. lim 1 +
= ep .
x
y
x
x
x/p
y
3. lim
40
Example 2.2.11 (Interest compounded continuously)

Assume that the principal of P dollars is invested at an annual rate r compounded continuously. Find the
value of the investment after n years.
Solution
If there are k interest periods in one year, then the value of the investment after n years will be
r kn
.
P 1+
k
Therefore, for the interest compounded continuously, the value of the investment after n years is
mrn
m rn
r kn (m = k/r)
1
1
lim P 1 +
=
lim P 1 +
= P lim 1 +
= P ern .
m
m
k
k
m
m
Example 2.2.12 (Interest compounded continuously)

Find the effective rate that corresponds to an annual rate of 5% compounded continuously.
Solution We can find an expression that gives the effective rate that corresponds to an annual rate of
r compounded continuously. If re is the corresponding effective rate, then after one year, a principal P
accumulates to P (1 + re ). This must equal to the accumulated amount under continuous interest, P er .
Thus, P (1 + re ) = P er , from which it follows that 1 + re = er , or re = er 1. Hence, the effective rate for
this question is given by
er 1 = e0.05 1 0.0513,
or 5.13%.
Limits at infinity for rational functions

Let us consider
2x + 3
.
5x
Pay your attention to the writing x . The hazard here is that is not a number that we can
do arithmetic with in the normal way. Do not even try it. So we cannot really just plug in to the
expression to see what we get.
lim
On the other hand, what we really mean anyway is not that x becomes infinite in some mystical sense,
but rather it just gets larger and larger. Intuitively, the crucial observation is that, as x gets larger and
larger, 1/x gets smaller and smaller (approaching 0), we write lim 1/x = 0. Geometrically, as x gets larger
x
and larger, the values of x are farther away from the origin to the right and the graph of the function y = 1/x
is nearly touching the x-axis or y tends to 0. More generally, just based on what we mean, we learn that
lim
1
= 0,
x
lim
1
= 0,
x2
lim
1
= 0,
x3
and so on.
This is the essential idea for everything simple kinds of limits as x : rearrange the whole thing so that
everything is expressed in terms of 1/x instead of x, and then realize that
lim
is the same as
lim .
1 0
x
So, in the beginning example, just divide numerator and denominator both by the largest power of x
appearing anywhere:
2+ 3
2 + 3y
2 + 3(0)
2x + 3
= lim 5 x = lim
=
= 2.
x
y0 5y 1
x 5 x
5(0) 1
1
x
lim
41

The point is that we can change the variable 1/x by y, and rewrite the original limit as x as a limit
as y 0, and finally evaluate the limit by direct substitution. Of course, if you get more familiar with this
technique, you might skip the introduction of the intermediate variable y and do the direct evaluation.
Example 2.2.13 (Limits at infinity)

Find the limits
1. lim
x
.
x2 + 1
2. lim
x3 1
.
x x2 + 1
x2 1
.
x2 + 1
3. lim
Solution
x
= lim
x x2 + 1
x
1
(x)
x2
1
2
(x +
x2
x2 1
= lim
x x2 + 1
x
1
(x2
x2
1
(x2
x2
1. lim
2. lim
= lim
1
x
1+
1
x2
1)
1
= lim
x 1 +
+ 1)
1
x2
1
x2
1)
0
= 0.
1+0
10
= 1.
1+0
x3 1
(x 1)(x2 + x + 1)
= lim
= lim (x 1)
2
x x + 1
x
x
x2 + 1
3. lim
= ,
1
(x2 + x + 1)
x2
1
(x2 + 1)
x2
= lim (x 1)
x
1 + x1 + x12
1 + x12
since lim (x 1) = . That is, the original limit does not exist.
x
In Example ??, three limits of rational functions have been shown. By a rational function we mean
both the numerator and denominator are polynomials. In particular they represent three forms of a rational
function, respectively, when the degree of numerator is smaller than, equal to, and larger than that of
denominator. In general, for positive integers m, n and am , bn 6= 0, we have
8
0,
if m < n,
>
>
< a
m
am xm + am1 xm1 + + a1 x + a0
,
if m = n,
(2.4)
lim
=
bn
x bn xn + bn1 xn1 + + b1 x + b0
>
>
:
does not exist, if m > n.
The limits presented in Example ?? are illustrative examples of the above.
42
Example 2.2.14 (Limits at infinity)

x3
1
1
x3 x2 + 1
=
lim
= lim
= .
1. lim
x 3x3
x 3
x 1 2x 3x3
3
2x2
2x2
2x2
2
2. lim
= lim 3
= lim
= lim
= 0.
3
2
x (x 1)
x x 3x + 3x 1
x x3
x x
The method illustrated in Example ?? is yet another (quick) way of evaluating limits at infinity. This
method works for any rational functions. A rational function is composed of a numerator and a denominator,
both of them are some polynomials. For a polynomial, the largest power of x is always the dominant term.
Thus,
am xm + am1 xm1 + + a1 x + a0
n
bn x + bn1 x
n1
+ + b1 x + b0
am xm ,
bn x n
for large values of x. Hence,

lim
am xm + am1 xm1 + + a1 x + a0
am xm
am
=
lim
lim xmn .
=
x bn xn
bn xn + bn1 xn1 + + b1 x + b0
bn x
At this stage, we can make the same conclusion as in (??).
Infinites and infinitesimals

Before going on, we pause to review and strengthen the concepts of infinites ( and ) and infinitesimals
(0+ and 0 ). So far we have shown that some properties of the limits of functions can be extended to
infinites and infinitesimals. The following is an incomplete list of some symbolic arithmetic rules.
if c > 0,
+ = ,
= ,
c=
if c < 0,
1
1
1
1
= ,
= ,
= 0+ ,
= 0 .
0+
0
The arithmetic rules usually follow from common sense. For example, the first equality means that if
lim f (x) = and lim g(x) = , then lim (f (x) + g(x)) = . This reflects the common sense that
xa
xa
xa
the addition of two big and positive numbers is still big and positive. For another example, the equality
1/ = 0+ means that if lim f (x) = , then lim 1/f (x) = 0+ , and 1/f (x) is positive when x is close to a.
xa
xa
This reflects the common sense that the reciprocal of a big positive number is a small positive number.
Example 2.2.15 (Infinites and infinitesimals)
By the arithmetic rules, we have
lim (x2 + 3) ex = lim (x2 + 3) lim ex = = .
lim sin x
tan x =
lim
x 2
lim
lim cos x
x
2
lim x2
x
2
lim cos y
y0+
lim sin y
y0+
1
=
0+
(y =
x).
2
x
x
2
2
1+
= lim x2 lim 1 +
= e2 = .
x
x
x
x
2
2
= lim x2 lim 1 +
= e2 = .
x2 1 +
x
x
x
x
43

Sometimes we can be certain of the sign of rational function and get positive or negative infinites, such as
2x5 + 3x3 + 9
= .
x
3x2 + 1
2x5 + 3x3 + 9
= ,
x
3x2 + 1
lim
lim
(2.5)
2
However, one should be careful about pitfalls in applying arithmetic rules involving infinites as well as
infinitesimals. For example, it is not necessarily true that = 0. That is, it is not necessarily true
that if lim f (x) = and lim g(x) = , then lim (f (x) g(x)) = 0. We may review the last example in
xa
xa
xa
Exercise ?? (page ??) that
1
x2 + x x = .
x
2
`
Clearly, lim x2 + x = and lim x = , but lim
x2 + x x is not infinitesimal. For another
lim
example, it is also not necessarily true that if lim f (x) = and lim g(x) = , then lim f (x)/g(x) = 1.
xa
3
xa
xa
Consider the first limit in (??). Although 2x5 + 3x + 9 and 3x2 + 1 are both infinites at , the fact is that
2x5 + 3x3 + 9 and 3x2 + 1 are approaching the infinity at different speeds, 2x5 + 3x3 + 9 is much faster than
3x2 + 1. The main point we want to emphasize here is that infinites can be compared. Of course, similarly,
infinitesimals can be compared as well. The order or the magnitude of infinites (resp. infinitesimals) really
matters in calculus. Let us further illustrate this in the following.
A key sense needed for understanding calculus is the order or the magnitude of infinites and infinitesimals.
The infinites can be compared. For example, both x and x2 are infinites at . However, we know (from
the graphs of the two functions, for instance) that x2 approaches the infinity much faster than x does. On
the other hand, both x and sin x are infinitesimals at 0. Then lim (sin x/x) = 1 indicates that x and sin x
x0
are very much like each other (including the way they approach 0) near 0. In calculus, there is a convenient
notation for the comparison of infinites and infinitesimals.
Let f (x) and g(x) be infinites at a. If lim f (x)/g(x) = 0, then we say g(x) is an infinite of higher order
xa
than f (x) and denote f (x) = o(g(x)). If |f (x)| 6 c |g(x)| for a constant c for x close to a, then we denote
f (x) = O(g(x)). We also use f (x) = O(1) to indicate that f (x) is bounded near a. If f (x) = O(g(x)) and
g(x) = O(f (x)), which means that c1 |g(x)| 6 |f (x)| 6 c2 |g(x)| for constants c2 > c1 > 0, then we say f (x)
and g(x) are infinites of the same order. In particular, if lim f (x)/g(x) = 1, then we say f (x) and g(x)
xa
are equivalent infinites and denote f (x) g(x). On the other hand, the infinitesimals can also be similarly
compared, with the difference that smaller quantities are considered having higher order.
Example 2.2.16 (Comparison of orders)
x
=0
x x
x
lim = 0
x x
sin x
lim
=1
x0
x
sin x x
=0
lim
x0
x
1 cos x
1
lim
=
x0
x2
2
lim
x = o(x )
as x for > 1.
x = o(x )
as x for 0 < < .
sin x x
sin x = x + o(x)
cos x = 1
as x 0.
as x 0.
1 2
x + o(x2 )
2
as x 0.
2
44
2.3 Existence of Limits
2.3
Existence of Limits
There are three ways in which a limit lim f (x) can fail to exist:
xa
1. f (x) is undefined for some x which is sufficiently close but not equal to a.
2. f (x) is infinite for some x which is sufficiently close but not equal to a.
3. f (x) tends to a different limit as x approaches a from the left than it does as x approaches a from the
right.
Example 2.3.1 (Limits that do not exist)
f (x) =
f (x) =
1
x
f (x) =
1
x
|x|
1
1. lim
x0
x does not exist because
x is undefined for negative infinitesimal x.
2. lim 1/x does not exist because 1/x is infinite for infinitesimal x 6= 0.
x0
3. lim x/|x| does not exist because x/|x| tends to 1 as x approaches 0 from the left and it tends to 1
x0
as x approaches 0 from the right. Both limits do not have the same value.
One-sided limits
In the definition (page ??) of lim f (x), x may approach a from right (i.e., x > a) or from left (i.e., x < a).
xa
This limit is commonly called a two-sided limit. In fact, the two approaches may be treated separately
that in some cases, a function may exhibit different behavior on the two sides of a point a. In Example ??,
each of the functions behaves differently on one side of the point 0 than it does on the other side. For such
functions, one-sided limits are useful for examining their behaviors separately.
x
(from left)
xa
xa
(from right)
Mathematically, how to describe the one-sided limits? We have the following correspondence:
x a
left hand limit (x < a),
right hand limit (x > a).
xa
45

2.3.1 Definition (One-sided limits) The left hand limit (resp. right hand limit) of f (x) as x approaches a (resp. a+ ) is the number L, written as
lim f (x) = L
(resp. lim f (x) = L),

xa+
xa
provided that f (x) is arbitrarily close to L for all x sufficiently close to, but not equal to, a from the left
(resp. from the right).
Example 2.3.2 (One-sided limits)

(
x + 1,
Find lim f (x), where f (x) =
x0
x,
if x < 0,
if x > 0.
y
y = f (x)
1
1
Solution It is clear that if x approaches 0 from the left, f (x) tends to 1, but if x approaches 0 from the
right, f (x) tends to 0. In this case, there is no (two-sided) limit of f (x) as x 0, i.e., lim f (x) does not
exist. But still we say that the two one-sided limits exist and write
lim f (x) = 1,
x0
lim f (x) = 0.
x0+
x0
In Example ??, the function has two one-sided limits as x approaches 0 and 0+ but however it does
not have a two-sided limit at 0. In general, the one-sided limits and the usual (two-sided) limits are clearly
related as follows.
Theorem 2.3.1 A limit has value L,

lim f (x) = L,
xa
if and only if both one-sided limits exist and are equal to L,

lim f (x) = lim f (x) = L.
xa
xa+
Remark. When a limit does not exist, it is possible that neither one-sided limit exists, that just one of
them exists, or that both one-sided limits exist but have different values. Recall the functions given in
Example ??.
Example 2.3.3 (One-sided limits)
46
2.3 Existence of Limits
1.
lim
x0+
x = 0 and lim
x0
x does not exist. Hence, lim
x0
x does not exist.
2. Neither lim 1/x nor lim 1/x exists. Hence, lim 1/x does not exist.
x0+
3.
x0
x0
lim x/|x| = 1 and lim x/|x| = 1. Hence, lim x/|x| does not exist.
x0+
x0
x0
In Example ??, we need the so-called one-sided limits to determine the non-existence of given two-sided
limits. The idea is that a (two-sided) limit can exist only when both the corresponding one-sided limits
exist and have equal values. In fact, there is a function called the piecewise-defined function, or simply the
piecewise function to which the one-sided limits are also applicable. A piecewise function is defined by
two or more equations over a specified domain. To find the limit of a piecewise function at a possibly bad
point x = a, we need to do the following steps:
Step 1. Determine the left hand limit lim f (x).
xa
Step 2. Determine the right hand limit lim f (x).

xa+
Step 3. If either one of the one-sided limits does not exist or both exist but the values are different,
then lim f (x) does not exist. If both one-sided limits exist and have the same limit, then lim f (x)
xa
xa
exists and equals the value of the one-sided limits.
Example 2.3.4 (Piecewise functions)

Find
lim f (x), where
x0
Solution
8 2
x +1
>
>
>
< x2 1 ,
f (x) =
,
>
>
>
:
x 1,
if x < 0,
if x = 0,
if x > 0.
x2 + 1
= 1.
2
x0
x0 x 1
Step 2. Calculate the right hand limit: lim f (x) = lim (x 1) = 1.
Step 1. Calculate the left hand limit: lim f (x) = lim
x0+
x0+
Step 3. Compare both one-sided limits: lim f (x) = 1 = lim f (x) = lim f (x) = 1.
x0+
x0
x0

Find
lim f (x), where
x1
f (x) =
3,
if x < 1,
x2 + 1,
if x > 1.
Solution
Step 1. Calculate the left hand limit: lim f (x) = lim 3 = 3.
x1
x1
Step 2. Calculate the right hand limit: lim f (x) = lim (x2 + 1) = 2.
x1+
x1+
Step 3. Compare both one-sided limits: lim f (x) = 3 6= 2 = lim f (x) = lim f (x) does not exist.
x1+
x1
x1
47

Find
lim f (x), where
x1
Solution
8
>
< 3,
f (x) =
0,
>
:
(x 1)1 ,
if x < 1,
if x = 1,
if x > 1.
lim f (x) = lim (x 1)1 = , i.e., right hand limit does not exist. Hence,
x1+
x1+
lim f (x)
does not exist.
x1
Infinite limits
In Section ?? (page ??), we considered limits of the form 0/0; that is, limits where both the numerator
and denominator approach 0. Now we shall examine limits where the denominator approaches 0, but the
numerator approaches a number different from 0. For example, consider lim 1/x2 . Here, as x approaches 0,
x0
the denominator approaches 0 and the numerator is 1. Let us investigate the behavior of f (x) = 1/x2 when
x is close to 0. The number x2 is positive and also close to 0. Thus, dividing 1 by such a number results
in a very large number. In fact, the closer x is to 0, the larger the value of f (x). For example, f (x) = 100
when x = 0.1, f (x) = 10,000 when x = 0.01, f (x) = 1,000,000 when x = 0.001, and so on. Clearly, as
x 0 both from the left and from the right, f (x) increases without bound and we write
lim
x0+
1
= ,
x2
lim
x0
1
= .
x2
Hence, no limit exists at 0. We say that as x 0, f (x) becomes positively infinite, and symbolically, we
express this infinite limit by writing
1
lim
= .
x0 x2
Remark. The use of the equal sign in = does not mean that the limit exists. On the contrary, the
use of the symbol () here is a way of saying specifically that there is no limit, and it indicates why there
is no limit.
Now we consider the graph of f (x) = 1/x in Example ??. As x approaches 0 from the right, 1/x
becomes positively infinite; as x approaches 0 from the left, 1/x becomes negatively infinite. Symbolically,
these infinite limits are written as
lim
x0+
1
= ,
x
Either one of these facts implies that

lim
x0
Remark.
1
x
lim
x0
1
= .
x
does not exist.
Please make sure that you understand the difference of describing the two limits of lim 1/x2
x0
and lim 1/x. Although it is correct to say that both of the limits at 0 do not exist, it is incorrect to describe
x0
the non-existence of the latter by simply writing lim 1/x = .

x0
48
2.4 Continuity
Example 2.3.7 (Infinite limits)

2
, if it exists.
Find the limit
lim
x1+ x + 1
Solution As x approaches 1 from the right (think of values of x such as 0.9, 0.99, 0.999 and so on),
x + 1 approaches 0, but is always positive. Since we are dividing 2 by positive numbers approaching 0, the
results, 2/(x + 1), are positively numbers that are becoming arbitrarily large. Thus,
lim
x1+
2
= ,
x+1
and therefore this right hand limit does not exist.
Example 2.3.8 (Infinite limits)

x+2
, if it exists.
Find the limit
lim
x2 x2 4
Solution As x 2, the numerator approaches 4 and the denominator approaches 0. Hence, we are dividing
numbers near 4 by number near 0. The results are numbers that become arbitrarily large in magnitude. At
this stage, we can write
x+2
lim
does not exist.
x2 x2 4
However, let us see if we can use the symbol or to be more specific about does not exist. Notice
that
x+2
x+2
1
lim
= lim
= lim
.
x2 x2 4
x2 (x + 2)(x 2)
x2 x 2
1
1
= and lim
= , then
Since lim
x2 x 2
x2+ x 2
lim
x2
x+2
x2 4
is neither nor .
2
Remark. Examples ???? considered limits of the form k/0, where k 6= 0. It is important that you
distinguish the form k/0 from the form 0/0, which was discussed in Section ?? (page ??). These two forms
are handled quite differently.
2.4
Continuity
Changing variables are often described by functions. Most of the changes in the real world are smooth,
gradual and well behaved. For example, people do not often press the break when driving a car, and the
weather do not suddenly change from fall to spring. Calculus is the tool that studies mostly nice functions.
Such functions are at least continuous. Intuitively, a curve y = f (x) is continuous if it forms an unbroken line,
that is, whenever x1 is close to x2 , f (x1 ) is close to f (x2 ). To make this intuitive idea into a mathematical
definition, we substitute infinitely close for close.
The function f is said to be continuous at a point a if
1. f is defined at a;
2. whenever x is infinitely close to a, f (x) is infinitely close to f (a).
49

If f is not continuous at a it is said to be discontinuous at a.
(a, f (a))
infinitesimal
f (a)
Continuous function
infinitesimal
(a, f (a))
f (a)
Discontinuous function
When f is continuous at a, the entire part of the curve where x a will be visible in an infinitesimal
region aimed at the point (a, f (a)), as shown in the upper figure. But if f is discontinuous at a, some values
of f (x) where x a will either be undefined or outside the range of vision of the infinitesimal region, as
shown in the lower figure.
Continuity can be expressed in terms of limits. We formally present it in the following definition.
2.4.1 Definition A function f (x) is said to be continuous at x = a if and only if

1. f (a) is defined; that is, f (a) = L1 < ;
2. lim f (x) exists; that is, lim f (x) = L2 < ;
xa
xa
3. lim f (x) = f (a); that is, L1 = L2 .

xa
Equivalently, f (x) is continuous at a if and only if

lim f (x) = f (a).
xa
50
2.4 Continuity
Example 2.4.1 (Continuous functions)

Prove that f (x) is continuous at x = 0.
8
1 cos x
>
<
,
x2
f (x) =
1
>
: ,
2
Solution
if x 6= 0,
if x = 0.
Since
lim f (x)
x0
=
=
1 cos x
1 cos x 1 + cos x
= lim
x0
x2
x2
1 + cos x
1
1
1
sin2 x
= 12
=
lim
x0
x2
1 + cos x
2
2
lim
x0
and f (0) = 1/2, we have lim f (x) = f (0). By definition, f (x) is continuous at x = 0.
x0
Example 2.4.2 (Undefined at x = a)

Determine if the following function is continuous at x = 1.
f (x) =
x2 1
.
x1
Solution Since the function f (x) is undefined at x = 1, by definition, the condition 1 is violated, f (x) is
discontinuous at x = 1. Please notice that the (rational) function f (x) is different from (x + 1). The latter
is a polynomial which is defined everywhere, including x = 1.
2
Example 2.4.3 (Limit not exist)
Determine the continuity of the function at the point x = 0.
(
0,
if x < 0,
f (x) =
x 1, if x > 0.
Solution
The function f (x) is defined at x = 0, with f (0) = 1. However, since

lim f (x) = lim 0 = 0
x0
x0
and
lim f (x) = lim (x 1) = 1,
x0+
x0+
i.e., the two one-sided limits have different values, we know that lim f (x) does not exist. Therefore, by
x0
definition, the condition 2 is violated, f (x) is discontinuous at x = 0.
Example 2.4.4 (Different values)

Determine the continuity of the function at the point x = 1.
8 2
>
< x + 1, if x < 1,
3,
if x = 1,
f (x) =
>
:
2x,
if x > 1.
Solution
The function f (x) is defined at x = 1, with f (1) = 3. Also, since

lim f (x) = lim (x2 + 1) = 2
x1
x1
and
lim f (x) = lim 2x = 2,
x1+
x1+
we have lim f (x) = 2; that is, limit exists. However, by definition, the condition 3 is violated:
x1
lim f (x) = 2 6= 3 = f (1)
x1
the function is still discontinuous at x = 1.
51

Example 2.4.5 (Removable discontinuity)
Find all points of discontinuity of the following function.
f (x) =
Solution
x2 + x 2
.
x1
At any point a 6= 1, f (x) is continuous. But f (1) is undefined so f is discontinuous at 1. However,

lim
x1
x2 + x 2
(x 1)(x + 2)
= lim
= lim (x + 2) = 3.
x1
x1
x1
x1
We can make f continuous at 1 by redefining

8 2
< x + x 2,
f (x) =
x1
:
3,
if x 6= 1,
if x = 1.
Recall that, by redefining f (x) so that f (1) = 3, the function becomes continuous. Because the function can
be made continuous at a point simply by redefining the function at the point, we call the point a removable
discontinuity. For another example, the function in Example ?? has a removable discontinuity at x = 1.
Example 2.4.6 (Continuous function)

Determine the values of k1 and k2 such that the following function is continuous at the point x = 1.
8
if x < 1,
>
< 2x + k1 ,
0,
if x = 1,
f (x) =
>
: 2
x + k2 x 1, if x > 1.
Solution
The function f (x) is defined at x = 1, with f (1) = 0. We have the following one-sided limits:
lim f (x)
lim f (x)
x1
x1+
lim (2x + k1 ) = 2 + k1 ,
x1
lim (x2 + k2 x 1) = k2 .
x1+
Hence, in order that the limit lim f (x) exists, we must have 2 + k1 = k2 . For continuity, we must also
x1
have them to be 0. Therefore, we have
k1 = 2
and
k2 = 0.
2
As an application, we have a set of rules for combining continuous functions. They can be proved by the
corresponding rules for limits in Section ?? (page ??).
Theorem 2.4.1 Suppose f and g are continuous at a.
1. For any constant k, the function k f (x) is continuous at a.
2. f (x) g(x) is continuous at a.
3. f (x) g(x) is continuous at a.
4. If g(x) 6= 0, then f (x)/g(x) is continuous at a.
p
5. If f (a) is positive and n is an integer, then n f (x) is continuous at a.
By repeated use of Theorem ??, we see that all of the following functions are continuous at a.
52
2.4 Continuity
1. Every polynomial functions.

2. Every rational functions f (x)/g(x), where f (x) and g(x) are polynomials and g(a) 6= 0.
3. The functions f (x) = xr , r rational and x positive.
For more examples, the transcendental functions sin x, cos x, ex are continuous for all x, and ln x is continuous
for x > 0. Theorem ?? can be used to show that combinations of these functions are continuous.
Example 2.4.7 (Combination of continuous functions)

Find as large a set as you can on which the function
f (x) =
sin x ln(x + 1)
x2 4
is continuous.
Solution sin x is continuous for all x, ln(x + 1) is continuous whenever x + 1 > 0; that is, x > 1. The
numerator sin x ln(x + 1) is thus continuous whenever x > 1. The denominator x2 4 is continuous for all
x but is zero when x = 2. Therefore, f (x) is continuous whenever x > 1 and x 6= 2.
2
The next theorem shows that the composite of continuous functions is still continuous.
Theorem 2.4.2 If f is continuous at a and G is continuous at f (a), then the function

g(x) = G(f (x))
is also continuous at a. That is, a continuous function of a continuous function is continuous.
For example, the following functions are continuous (can you tell why?):
1. f (x) =
4. j(x) = esin x , for all x R.
x2 + 1, for all x R.
2. g(x) = |x3 x|, for all x R.
3. h(x) = (1 + x)1/3 , for all x > 0.
5. k(x) = ln |x|, for all x 6= 0.

6. l(x) =
ex
, for all x R.
+1
e2x
Continuity on intervals
Functions which are continuous on an interval will play an important role in Section ??: Curve Sketching.
Intervals were discussed in Section ?? (page ??). Recall that closed intervals have the form
[a, b],
open intervals have one of the forms
(a, b),
(a, ),
(, b),
(, ),
and halfly-open, halfly-closed intervals have one of the forms

[a, b),
(a, b],
[a, ),
53
(, b].

In these intervals, a is called the left hand endpoint (some authors also call it the lower endpoint) and b is
called the right hand endpoint (or the upper endpoint). The symbol indicates that there is no left hand
endpoint, while indicates that there is no right hand endpoint.
2.4.2 Definition
We say that f is continuous on an open interval I if f is continuous at every point a in I.
To define what is meant by a function continuous on a closed interval, we introduce the notion of
continuous from the right and continuous from the left, using one-sided limits (page ??).
2.4.3 Definition
1. f is continuous from the right at a if lim f (x) = f (a).
xa+
2. f is continuous from the left at a if lim f (x) = f (a).

xa
Example 2.4.8 (Continuous on open interval)

Recall the step function f (x) = k, for all x [k 1, k) where k is any integer, in Section ?? (page ??). The
function f is continuous from the right but not from the left at each integer k because
f (k) = k,
lim f (x) = k,
xk+
lim f (x) = k 1.
xk
It is easy to check that f is continuous at a if and only if f is continuous both from the right and from
the left at a. Now we are ready to introduce the definition of continuity on an closed interval.
2.4.4 Definition
f is said to be continuous on the closed interval [a, b] if f is continuous at each point c where
a < c < b, continuous from the right at a, and continuous from the left at b.
54
2.4 Continuity
The following figure shows a function continuous on the closed interval [a,b].
Example 2.4.9 (Continuous on closed interval)

The semicircle defined by the function
f (x) =
is continuous on the closed interval [1, 1].
1 x2 ,
x [1, 1]
y
y=
(1, 0)
1 x2
(1, 0)
To see that it is continuous from the right at x = 1, we determine the one-sided limit from the right:
p
p
lim f (x) = lim
1 x2 = 0,
and
f (1) = 1 (1)2 = 0.
x1+
x1+
This shows that the function is continuous from the right at x = 1. Similar reasoning shows it is continuous
from the left at x = 1.
2
Maximum and minimum

A useful application of continuity on a finite closed interval is to find the extremum of the function.
Theorem 2.4.3 Let f (x) be a continuous function on a finite closed interval [a, b]. Then the values of
the function on the interval again form a finite closed interval:
f ([a, b]) = {f (x) : a 6 x 6 b} = [, ].
55

The theorem says several things about a continuous function on a finite closed interval.
First, the function must be bounded on the interval. Thus all the values of the function must be contained
in a finite closed interval [, ], with and being the maximum and minimum of the values.
Second, the fact that the values include the endpoints of the interval means that there are x0 , x1 [a, b]
such that
f (x0 ) = 6 f (x) 6 = f (x1 )
for any a 6 x 6 b.
In other words, f attains its minimum at x0 and maximum at x1 .
Finally, the fact that the values form an interval means that for any [, ], there is c [a, b] such that
f (c) = . In other words, f also attains any value between the maximum and the minimum. In particular,
this implies that any number between f (a) and f (b) is of the form = f (c) for some c [a, b]. The last
statement is called the Intermediate Value Theorem.
Theorem 2.4.4 (Intermediate Value Theorem) Let f be a function which is continuous on the
closed interval [a, b]. Suppose that is a real number between f (a) and f (b). Then there exists a real
number c in [a, b] such that f (c) = .
max
min
x0
x1
One of the useful consequences of the Intermediate Value Theorem is the following.
Corollary 2.4.5 Let f be a function which is continuous on the closed interval [a, b]. Suppose that the
product f (a) f (b) < 0. Then there exists c in (a, b) such that f (c) = 0. In other words, f has at least
one root in the interval (a, b).
Example 2.4.10 (Maximum and minimum)

For the function f (x) = x5 + 2x3 5x2 + 1, we have f (0) = 1, f (1) = 1, f (2) = 29. By Corollary ??, there
are a (0, 1) and b (1, 2) such that f (a) = f (b) = 0. This shows that f (x) has roots in the corresponding
open intervals.
2
Example 2.4.11 (Maximum and minimum)

More generally, a is a root of a function f (x) if f (a) = 0. For a polynomial f (x) = an xn + an1 xn1 + +
a1 x + a0 with an > 0 and n odd, we have
f (x) = xn g(x),
g(x) = an +
56
an1
a1
a0
+ + n1 + n .
x
x
x
2.4 Continuity
Since lim g(x) = an > 0 and n is odd, we have f (x) > 0 for sufficiently big and positive x, and f (x) < 0
x
for sufficiently big and negative x. Then by Corollary ??, f (a) = 0 for some a (between two sufficiently big
numbers of opposite signs). Similar argument also works for the case an < 0. Therefore we conclude that a
polynomial of odd degree must have a real root.
2
Example 2.4.12 (Intermediate value theorem)

The function f (x) = tan x is continuous on ( 2 , 2 ). Since
lim
+
x
2
tan x = and
lim tan x = , for
x
2
any number , we can find 2 < a < b < 2 such that tan a < < tan b. By the Intermediate Value
Theorem, we have = f (c) for some c [a, b]. This shows that any real number is the tangent of some
angle.
2
Example 2.4.13 (Intermediate value theorem)

Suppose f is a real-valued function defined on some interval I, and for every two numbers a and b in I and
for every between f (a) and f (b) there exists a c between a and b such that f (c) = . Does f have to be
continuous? The answer is no; the converse of the Intermediate Value Theorem fails. As an example, take
the function f (x) = sin(1/x) for x nonzero, and f (0) = 0. This function is not continuous as the limit for
x 0 does not exist; yet the function has the above intermediate value property.
2
57
58
Chapter 3
Differentiation
Now we begin our study of the first part of calculus differentiation. In this chapter we introduce the
so-called derivative of a function, and you will learn important rules for finding derivatives. The power and
importance of these ideas and their applications will be clear to you later in this chapter.
3.1
Derivatives
We all know how to find the slope of a straight line which passes through two given points. Now we are
ready to explain what is meant by the slope of a curve at a given point. Consider a real function f and a
real number a in the domain of f . When x has value a, f (x) has value f (a). Now suppose the value of x is
changed from a to a number a + x which is very close to but not equal to a. Then the new value of f (x)
will be f (a + x). In this process the value of x will be changed by a nonzero infinitesimal amount x,
while the value of f (x) will be changed by the amount
f (a + x) f (a).
The ratio of the change in the value of f (x) to the change in the value of x is
f (a + x) f (a)
.
x
(3.1)
This ratio is used in the definition of the slope of f which we now give.
3.1.1 Definition The number m is said to be the slope of f at a if the limit exists:
m = lim
x0
f (a + x) f (a)
.
x
The slope, when it exists, is infinitely close to the ratio of the change in f (x) to an infinitely small change
in x. Given a curve y = f (x), the slope of f at a is also called the slope of the curve y = f (x) at x = a.
The figure in the following shows a nonzero infinitesimal x and a secant line through two points on the
curve at a and a + x. The quantity (??) is the slope of of this line. If x is small, the slope of this line
is a good approximation of the slope of the curve at point a. The smaller the value of x, the better the
approximation we can obtain. This is the reason why x should be taken to be infinitesimal. Hence, in the
case of x 0, the two points at a and a + x will be shrinked into one single point, and the secant line
will eventually become the tangent line to the curve at a; that is, the line will no longer cut but touch the
curve. We will discuss tangent lines in more detail in Section ??.
59
3. Differentiation
infinitesimal
y
|f (a + x) f (a)|
secant line
a + x
y = f (x)
We can consider the slope of f at any point x, which gives us a new function of x.
3.1.2 Definition Let f be a real function of one variable. The derivative of f is the new function f
whose value at x is the slope of f at x. In symbols,
f (x) = lim
x0
f (x + x) f (x)
x
(3.2)
whenever the slope exists. The derivative f (x) is undefined if the slope of f does not exist at x.
For a particular point when x = a, the slope of f at a and the derivative of f at a are the same thing.
We usually use the word slope to emphasize the geometrical picture and derivative to emphasize the
fact that f is a function.
The process of finding the derivative of f is called differentiation. We say that f is differentiable
at a if f (a) is defined; that is, the slope of f at a exists. Here, independent and dependent variables are
important in the study of derivatives. Given y = f (x), we say that y is a function of x, or that y depends
on x, and we call x the independent variable and y the dependent variable.
When y = f (x), we introduce a new dependent variable y by
def.
y = f (x + x) f (x),
which determines y as a real function of the two real variables x and x (x is always regarded as nonzero
infinitesimal). y is called the increment of y. Geometrically, the increment y is the change in y along
the curve corresponding to the change x in x. Thus, y/x is called the average rate of change of y
with respect to x over the interval from x to x + x. When x approaches zero, we obtain the following
instantaneous rate of change of y with respect to x
f (x) = lim
x0
f (x + x) f (x)
y
= lim
,
x0
x
x
where the infinitesimal x may be either positive or negative, but not zero. In fact, to examine the existence
(or non-existence) of the limit, we might need to consider their one-sided limits. In general, the right hand
and the left hand derivatives of f (x) at x are defined as
f+
(x) =
lim
x0+
f (x + x) f (x)
x
and
f
(x) =
lim
x0
f (x + x) f (x)
.
x
In particular, the function f (x) is differentiable at x = a if and only if both one-sided limits exist at x = a
and have equal values; that is, f+

(a) = f
(a) = L < .
60
3.1 Derivatives
Example 3.1.1 (Find derivative by definition)

Find the derivative of the function
f (x) = x3 .
Solution In this and the following examples we let x vary over the real numbers and x vary over the
nonzero infinitesimals, and introduce the new variable y with the equation y = f (x). We first find y/x.
y
f (x + x) f (x)
(x + x)3 x3
=
=
.
x
x
x
Next we simplify the expression for y/x.
y
x
=
=
(x3 + 3x2 x + 3x(x)2 + (x)3 ) x3

x
3x2 x + 3x(x)2 + (x)3
= 3x2 + 3x x + (x)2 .
x
Letting x 0, we have
y
= 3x2 .
x
In summary, we have shown that the derivative of the function f (x) = x3 is the function f (x) = 3x2
with the set of all real numbers as its domain.
2
f (x) = lim
x0

f (x) =
Solution
Case 1.
x < 0. Since
x.
x is not defined, f (x) does not exist.
Case 2.
x = 0. When x is a negative infinitesimal, the term
y
x + x x
0 + x 0
=
=
x
x
x
is not defined because x is not defined. When x is positive infinitesimal, the term
y
1
x + x x
x
=
=
=
x
x
x
x
is defined but its value is infinite. Thus for two reasons, f (x) does not exist.
Case 3.
x > 0. Then
y
x
=
=
x + x + x
x + x + x
1
(x + x) x
.
x( x + x + x)
x + x + x
x + x
x
lim
x0
1
1
y
1
= .
= lim
=
x x0 x + x + x
x+ x
2 x
1
Therefore, for x > 0, f (x) = .
2 x
In summary, we have shown that the derivative of f (x) =
of all x > 0 is its domain.
1
x is the function f (x) = , and the set
2 x
2
61
3. Differentiation
f (x) = 1/x.
Solution
Case 2.
Case 1.
x = 0. Then 1/x is undefined so f (x) is undefined.
x 6= 0. Then
f (x + x) f (x)
1/(x + x) 1/x
y
=
=
.
x
x
x
Simplifying,
y
x
1/(x + x) 1/x x(x + x)
x
x(x + x)
x (x + x)
x(x + x) x
x
1
=
.
x(x + x) x
x(x + x)
=
=
=
lim
x0
1
1
y
= lim
= 2.
x0 x(x + x)
x
x
Therefore, for x 6= 0, f (x) = 1/x2 .

In summary, we have shown that the derivative of f (x) = 1/x is the function f (x) = 1/x2 , whose
domain is the set of all x 6= 0.
2
f (x) = |x|.
Solution
Case 1.
x > 0. In this case, f (x) = |x| = x, and we have

(x + x) x
x
y
=
=
= 1.
x
x
x
Thus, f (x) = 1.
Case 2.
x < 0. Now, f (x) = |x| = x, and

y
(x + x) (x)
=
= 1.
x
x
Thus, f (x) = 1.
Case 3.
x = 0. Then
y
|0 + x| |0|
|x|
=
=
=
x
x
x
1,
if x > 0,
1,
if x < 0.
The limit of y/x as x 0 is then 1 for some values of x and 1 for others. In other words, the right
hand and left hand derivatives have different values. Therefore, f (x) does not exist when x = 0.
In summary, we have
f (x) =
8
>
<
>
:
1,
if x > 0,
1,
if x < 0,
does not exist,
if x = 0.
2
62
3.1 Derivatives
The derivative has a variety of applications to the physical, life, and social sciences. It may come up in one
of the following contexts.
1. Velocity. If an object moves according to the equation s = f (t) where t is time and s is distance,
the derivative v = f (t) is called the velocity of the object at time t.
2. Growth rates. A population y (of people, bacteria, etc.) grows according to the equation y = f (t)
where t is time. Then the derivative y = f (t) is the rate of growth of the population y at time t.
3. Marginal values (economics). Suppose the total cost (or profit, etc.) of producing x items is
y = f (x) dollars. Then the cost of making one additional item is approximately the derivative y
because y is the change in y per unit change in x. This derivative is called the marginal cost.
Example 3.1.5 (Applications of derivatives)

A ball thrown upward with initial velocity b feet per sec will be at a height
y = bt 16t2
feet after t seconds. Find the velocity at time t.
Solution
Let t be nonzero infinitesimal. Then

y
t
def.
=
lim
t0
y
t
[b(t + t) 16(t + t)2 ] [bt 16t2 ]

t
b t 32t t 16(t)2
= b 32t 16t,
t
lim (b 32t 16t) = b 32t.
t0
Thus, at time t seconds, v = b 32t feet/sec.

Suppose a bacterial culture grows in such a way that at time t there are t3 bacteria. Find the rate of change
of growth at time t = 1,000 sec.
Solution
By Example ?? (page ??), we know that (t as the independent variable)

y = t3 ,
y = 3t2 .
At t = 1000, y = 3,000,000 bacteria/sec.
Suppose the cost of making x needles is x dollars. What is the marginal cost after 10,000 needles have
been made?
Solution
By Example ?? (page ??), we know that
y = x,
At x = 10000, y =
needle.
1
y = .
2 x
1
1
=
dollars per needle. Thus the marginal cost is one half of a cent per
200
2 10000
2
Examples ???? are aimed at showing you a general idea of what is the importance to learn differentiation. In Chapter ??, we will give more applications of differentiation. These include curve sketching and
some business and economic applications.
63
3. Differentiation
Differentiability and continuity

Our next theorem is that differentiability implies continuity. That is, the set of differentiable functions at a
is a subset of the set of continuous functions at a. See the following figure.
All real functions
Functions
continuous at a
Functions
differentiable at a
Before going on, we pause to summarize the continuity. Given a function y = f (x) defined at x = a, all the
statements below are equivalent.
1. f is continuous at a.
2. Whenever x a, f (x) f (a).
3. lim f (x) = f (a).
xa
4.
lim f (a + x) = f (a),
x0
x infinitesimal.
Theorem 3.1.1 If f is differentiable at a, then f is continuous at a.
Proof
To establish this result, we shall assume that f is differentiable at a. Then f (a) exists, and
lim
x0
f (a + x) f (a)
= f (a).
x
Consider the numerator f (a + x) f (a) as x 0. We have
f (a + x) f (a)
x
lim [f (a + x) f (a)] =
lim
x0
x0
x
f (a + x) f (a)
lim x
=
lim
x0
x0
x
= f (a) 0 = 0.
Thus, lim [f (a+x)f (a)] = 0. This means that f (a+x)f (a) approaches 0 as x 0. Consequently,
x0
lim f (a + x) = f (a).
x0
Thus, we have shown that differentiability at a point implies continuity at that point.
Remark.
1. If a function is not continuous at a point, then it cannot have a derivative at that point.
2. The converse of Theorem ?? is not necessarily true in general; that is,
if f is continuous at a 6= f is differentiable at a.
64
3.1 Derivatives
Example 3.1.8 (Differentiable functions)

Let f (x) = x2 . The derivative, 2x, is defined for all values of x, so f (x) = x2 must be continuous for all
values of x. We, of course, know this fact since the graph of f (x) is only a parabola.
2
Example 3.1.9 (Not Differentiable functions)
1 if x < 0,
Then the function is not continuous at x = 0. The curve has no tangent at
Let f (x) =
1 if x > 0.
that point, so the function is not differentiable there.
2
Example 3.1.10 (Not Differentiable functions)

1
is not continuous at x = 0 because f is not defined there. Thus, the derivative does
The function f (x) =
2x
not exist at x = 0.
2
The next three examples give functions which are continuous but not differentiable at a point a.
Example 3.1.11 (Not differentiable functions)
The absolute value function f (x) = |x| is continuous but not differentiable at the point x = 0 (page ??).
By Example ??, we have shown that the derivative does not exist at x = 0. To see that the function is
continuous at x = 0, we note that lim f (x) = lim |x| = f (0).
2
x0
x0

Discuss the continuity and differentiability of f (x) = x2/3 at x = 0.
Solution
By
lim f (x) = lim x2/3 = 0 = f (0)
x0
x0
then f is continuous at x = 0.
y
y = x2/3
Consider the right hand derivative
f+
(0)
lim
x0+
f (0 + x) f (0)
x
lim
x0+
(x)2/3
x
lim
x0+
1
(x)1/3
= ,
which shows that the right hand derivative does not exist at 0. This further implies that the derivative does
not exist at 0. In summary, the function y = x2/3 is continuous but not differentiable at x = 0.
2
65
3. Differentiation
The path of a bouncing ball is a series of parabolas shown in the following figure. This curve is indeed
continuous everywhere. At the points a1 , a2 , a3 , where the ball bounces, the curve is continuous but
not differentiable. At other points, the curve is both continuous and differentiable.
a1
a2
a3
a4
a5 a6 a7
a8 a9
2
In summary, the functions we shall ordinarily encounter in the lecture notes will be defined and have a
derivative at all but perhaps a finite number of points of an interval. The graph of such a function will be a
smooth curve where the derivative exists. At points where the curve has a sharp corner (like 0 in |x|) or has
an infinite slope (like 0 in x2/3 ), the function is continuous but not differentiable. See the following figure
for another example.
y
y = f (x)
At points where the function is undefined or there is a jump, or the value approaches infinity or oscillates
wildly, the function is discontinuous (see the following figure).
y
y = g(x)
66
3.2
Tangent Lines and Differentials
Tangent line of a curve

Suppose we are given a curve y = f (x) and at a point (a, b) on the curve the slope f (a) is defined. Then
the tangent line to the curve at the point (a, b) is defined to be the straight line which passes through the
point (a, b) and has the same slope as the curve at x = a. See the following examples.
y
y
(a, b)
y = f (x)
tangent lines
y = l(x)
y = f (x)
(a, b)
x
Recall the point-slope form of a line, the tangent line has the equation y b = f (a) (x a), or
y = l(x) = f (a) (x a) + b.
(3.3)
Example 3.2.1 (Tangent line of a curve)

For the curve y = x3 , find the tangent lines at the points (0, 0), (1, 1), and ( 21 , 81 ).
y
y = x3
(1, 1)
( 21 , 18 )
y=
3
x
4
x
y = 3x 2
1
4
y=0
(x-axis)
Solution By Example ?? (page ??), the derivative of f (x) = x3 is f (x) = 3x2 . Hence, the slope is given
by f (x) = 3x2 . At x = 0, f (0) = 3(0)2 = 0. The tangent line has the equation
y = 0(x 0) + 0,
or
y=0
(i.e., the x-axis).
At x = 1, f (1) = 3(1)2 , whence the tangent line is

y = 3(x 1) + 1,
or
67
y = 3x 2.
3. Differentiation
At x = 12 , f ( 21 ) = 3( 12 )2 = 43 , whence the tangent line is
y=
1
1
3
(x ( )) + ( ),
4
2
8
or
y=
3
1
x+ .
4
4
2
Example 3.2.2 (Tangent line of a curve)

Find the tangent line equation of the curve y = 2x2 + x 1 at the point when x = 1.
Solution
Let f (x) = 2x2 + x 1. Then the slope of the tangent line is

f (1)
=
=
=
f (1 + x) f (1)
x
[2(1 + x)2 + (1 + x) 1] [2 12 + 1 1]
lim
x0
x
5 x + 2 (x)2
lim
= lim (5 + 2 x) = 5.
x0
x0
x
lim
x0
When x = 1, b = f (1) = 2(1)2 + (1) 1 = 2. Hence, the tangent line equation is

y = 5(x 1) + b,
or
y = 5x 3.
2
The normal line to a curve at a particular point is the line through that point and perpendicular to the
tangent. In Section ?? (page ??), we stated that the slope of any line perpendicular to a line with slope m
is the negative reciprocal 1/m. Thus, in general, the normal line at (a, b) has the equation
y=
1
(x a) + b.
f (a)
Example 3.2.3 (Normal line of a curve)

Find the slope-intercept equation of the normal line to the curve y = x3 at the point x = 31 .
Solution The slope of the tangent line is the derivative 3x2 , which, at x = 31 , is 31 . Hence, the slope of the
normal line is the negative reciprocal of 13 , namely, 3. So, the required equation has the form y = 3x + b.
1
1
1
On the curve, when x = 31 , y = x3 = 27
. Thus, the point ( 13 , 27
) lies on the line, and 27
= 3( 13 ) + b, or
28
b = 27 . So, the required equation of the normal line is
y = 3x +
28
.
27
2
68
Increments and differentials

We use the following symbols for denoting the derivative of the function y = f (x):
dy
,
dx
f (x),
y,
Dx y,
d[f (x)]
,
dx
Dx [f (x)],
d
[f (x)].
dx
Basically they all have the same meaning. We shall soon give you a reason for using the symbol1 dy/dx to
denote the derivative of y with respect to x. To do this, we introduce the notions of the increment and the
differential of a function in the following.
Given a curve y = f (x), suppose that x starts out with the value a and then changes by an infinitesimal
amount x. What happens to y? Along the curve, y will change by the amount
f (a + x) f (a).
But along the tangent line y = l(x), given by (??), will change by the amount
l(a + x) l(a)
(??)
[f (a) (a + x a) + b] [f (a) (a a) + b]
f (a) x.
In summary (replacing the arbitrary number a by x itself), with x changes to x + x, we see that
change in y along curve
f (x + x) f (x),
change in y along tangent line
f (x) x.
In Section ?? (page ??) we introduced the dependent variable y, the increment of y, with the equation
def.
y = f (x + x) f (x).
y is equal to the change in y along the curve y = f (x) as x changes to x + x.
The following theorem gives a simple but useful formula for the increment y.
Theorem 3.2.1 (Increment theorem) Let y = f (x). Suppose f (x) exists at a certain point x, and
x is infinitesimal. Then y is infinitesimal, and
y = f (x) x + x
for some infinitesimal , which depends on x and x.
Proof
Case 2.
Case 1.
x = 0. In this case, y = f (x) x = 0, and we put = 0.
x 6= 0. Then
So for some infinitesimal ,

Multiplying both sides by x,
y
f (x).
x
y
= f (x) + .
x
y = f (x) x + x.
2
1 Very often we might also use the notation dy/dx to mean

writing 1/2, of course we mean 12 .
69
dy
,
dx
especially within the text. This is similar to the
3. Differentiation
Example 3.2.4 (Increment)
Let y = x3 , so that y = 3x2 (see Example ??, page ??). According to Theorem ??,
y = 3x2 x + x
for some infinitesimal . Find in terms of x and x when x 6= 0.
Solution
We have
y
3x2 x + x
y
=
= 3x2 + = =
3x2 .
x
x
x
We must still eliminate y. By definition, y = (x + x)3 x3 , and hence
[x3 + 3x2 x + 3x(x)2 + (x)3 ] x3
y
=
= 3x2 + 3x x + (x)2 .
x
x
Substituting, = (3x2 + 3x x + (x)2 ) 3x2 , we have
= 3x x + (x)2 .
2
By Theorem ?? ( is small), we deduce the approximation principle which asserts that

y f (x) x,
that is, y is very close to f (x) x for small values of x. In the following, we introduce some common
applications for this approximation principle.
Example 3.2.5 (Approximation)
Estimate the value of

51.
Solution Let f (x) = x, let x = 49, and let x = 2. Then x + x = 51, y = f (x + x) f (x) =
1
1
1
=
. The approximation principle tells us that
51 49 = 51 7. Note that f (x) = =
2
7
14
2
x
1
1
y f (x) x, 51 7 14 2, 51 7 + 7 7.14.
2
Estimate the value of (8.35)2/3 .
Let f (x) = x2/3 , x = 8, x = 0.35. Then x + x = 8.35, y = (8.35)2/3 82/3 = (8.35)2/3 4.
1
2
2
= . By the approximation principle, (8.35)2/3 4 13 (0.35), and we have
Also, f (x) =
=
32
3
33x
(8.35)2/3 4 + 0.35/3 4 + 0.117 = 4.117.
2
Solution

Establish the very useful approximation formula (1 + u)r 1 + ru, where r is any rational exponent and
|u| is small compared to 1.
Solution Let f (x) = xr , x = 1, and x = u. f (x) = rxr1 . Note that y = f (1+u)f (1) = (1+u)r 1.
By the approximation principle, (1 + u)r 1 (rxr1 ) u = ru. Thus, (1 + u)r 1 + ru.
2
70
We shall now introduce a new variable dy, called the differential of y, with the equation
dy = f (x) x.
dy is equal to the change in y along the tangent line as x changes to x + x. In the following figure, we see
dy and y in an infinitesimal way.
y
change in y along curve
f (x + x) f (x),
dy
change in y along tangent line
f (x) x.
infinitesimal
(x, y)
y
tangent line
y = l(x)
x
dy
(x + x, y + y)
y = f (x)
(x, y)
To keep our notation uniform we also introduce the symbol dx as another name for x. For an independent
variable x, x and dx are the same, but for a dependent variable y, y and dy are different. As suggested
by Theorem ??, the difference between y and dy is given by x, for some small number .
3.2.1 Definition Suppose y depends on x, y = f (x).

1. The differential of x is the independent variable dx = x.
2. The differential of y is the dependent variable dy given by
dy = f (x) dx.
When dx 6= 0, the equation above may be rewritten as
dy
= f (x).
dx
Compare this equation with
y
f (x).
x
The quotient dy/dx is a very convenient alternative symbol for the derivative f (x). In fact we shall write
the derivative in the form dy/dx most of the time.
The differential dy depends on two independent variables x and dx. In functional notation,
dy = df (x, dx)
where df is the real function of two variables defined by
def.
df (x, dx) = f (x) dx.
71
3. Differentiation
Example 3.2.8 (Differentials)
Whenever a derivative f (x) is known, we can find a differential dy at once by simply multiplying the
derivative by dx, using the formula dy = f (x) dx. The examples in Section ?? give the following differentials.
1.
y = x3 ,
2.
y=
3.
y=
1
,
x
4.
y = |x|,
5.
dy = 3x2 dx.
dx
dy = ,
2 x
x,
where x > 0.
dx
dy = 2 , where
x
8
dx,
>
<
dx,
dy =
>
:
undefined,
y = bt 16t ,
x 6= 0.
if x > 0,
if x < 0,
if x = 0.
dy = (b 32t) dt.
The differential notation may also be used when we are given a system of formulae in which two or more
dependent variables depend on an independent variable. For example if y and z are functions of x,
y = f (x),
z = g(x),
then y, z, dy, dz are determined by

y = f (x + x) f (x),
z = g(x + x) g(x),
dz = g (x) dx.
dy = f (x) dx,

Given y = 21 x, z = x3 , with x as the independent variable, then
y = 12 (x + x) 21 x =
dy =
1
2
1
2
x,
z = 3x2 x + 3x (x)2 + (x)3 ,

dz = 3x2 dx.
dx,
The meaning of the symbols for increment and differential in this example will be different if we take y as
the independent variable. Then x and z are functions of y,
z = 8y 3 .
x = 2y,
Now y = dy is just an independent variable, while
x = 2(y + y) 2y = 2 y,
z = 8(y + y)3 8y 3 = 24y 2 y + 24y (y)2 + 8(y)3 ,
dx = 2 dy,
dz = 24y 2 dy.
2
We may also apply the differential notation to terms. If (x) is a term with the variable x, then (x)
determines a function f , (x) = f (x), and the differential d( (x)) has the meaning
d( (x)) = f (x) dx.
72
3.3 Basic Rules for Differentiation

1. d(x3 ) = 3x2 dx.
dx
2. d( x) = ,
2 x
1
dx
3. d( ) = 2 ,
x
x
4. d(|x|) =
8
>
<
>
:
x > 0.
dx,
dx,
undefined,
if x > 0,
if x < 0,
if x = 0.
5. Let u = bt and w = 16t2 . Then
x 6= 0.
u + w = bt 16t2 ,
d(u + w) = (b 32t) dt.

2
3.3
Basic Rules for Differentiation
In this section we shall establish a set of rules which enable us to quickly differentiate any rational functions.
The rules will also be useful later for differentiating other functions.
Theorem 3.3.1 The derivative of a linear function is equal to the coefficient of x. That is,
d(bx + c)
= b.
dx
Proof
Let y = bx + c, and let x 6= 0 be infinitesimal. Then

[b(x + x) + c] [bx + c]
y
bx
=
=
= b.
x
x
x
Thus,
y
dy def.
= lim
= lim (b) = b.
x0 x
x0
dx
2
If we put b = 1, c = 0 in Theorem ??, we see that the derivative of the identity function f (x) = x is
f (x) = 1; that is,
dx
= 1.
dx
On the other hand, if we put b = 0 in Theorem ??, then the term bx + c is just the constant c, and we
find that the derivative of the constant function f (x) = c is f (x) = 0; that is,
d(c)
= 0.
dx
Theorem 3.3.2 (Sum rule) Suppose u and v depend on the independent variable x. Then for any value
of x where du/dx and dv/dx exist,
du
dv
d(u + v)
=
+
.
dx
dx
dx
In other words, the derivative of the sum is the sum of the derivatives.
73
3. Differentiation
Proof
Let y = u + v, and let x 6= 0 be infinitesimal. Then

[(u + u) + (v + v)] [u + v]
u + v
u
v
y
=
=
=
+
.
x
x
x
x
x
Thus,
dy def.
y
u
v def. du
dv
= lim
=
= lim
+ lim
+
.
x0 x
x0 x
x0 x
dx
dx
dx
2
By using the Sum rule n 1 times, we see that

du1
dun
d(u1 + + un )
=
+ +
.
dx
dx
dx
Theorem 3.3.3 (Constant rule) Suppose u depends on x, and c is a real number. Then for any value of
x where du/dx exists,
du
d(cu)
=c
.
dx
dx
Proof
Let y = cu, and let x 6= 0 be infinitesimal. Then

c(u + u) cu
u
y
=
=c
.
x
x
x
Thus,
y
dy def.
u def. du
u
= lim
= c
= lim c
= c lim
.
x0 x
x0
x0 x
dx
x
dx
The Constant rule shows that in computing derivatives, a constant factor may be moved outside the
derivative. It can only be used when c is a constant. For products of two functions of x, we have the following
rule.
Theorem 3.3.4 (Product rule) Suppose u and v depend on x. Then for any value of x where du/dx and
dv/dx exist,
dv
du
d(uv)
=u
+v
.
dx
dx
dx
Proof
Let y = uv, and let x 6= 0 be infinitesimal. Then

(u + u)(v + v) uv
u v + v u + u v
y
=
=
.
x
x
x
Thus,
lim
x0
y
u
v
v
= lim u
+v
+ u
.
x0
x
x
x
x
Here u is infinitesimal by Theorem ??, whence

lim
x0
v
u
v
y
= u lim
+ v lim
+ 0 lim
.
x0 x
x0 x
x0 x
x
So, by definition,
dy
dv
du
=u
+v
.
dx
dx
dx
2
74
The Constant rule is really the special case of the Product rule where v is a constant function of x,
v = c. To check this we let v be the constant c and see what the Product rule gives us:
dc
du
du
du
d(u c)
=u
+c
=u0+c
=c
.
dx
dx
dx
dx
dx
This is the Constant rule.
The Product rule can also be used to find the derivative of a power of u.
Theorem 3.3.5 (Power rule) Suppose u depends on x and let n be a positive integer. Then for any value
of x where du/dx exists,
du
d(un )
= nun1
.
dx
dx
Proof
To see what is going on we first prove the theorem for n = 1, 2, 3, 4.
n = 1.
We have un = u and u0 = 1, whence

d(un )
du
du
=
= 1 u0
.
dx
dx
dx
n = 2.
We use the Product rule,

d(u u)
du
du
du
d(u2 )
=
=u
+u
= 2 u1
.
dx
dx
dx
dx
dx
n = 3.
We write u3 = u u2 , use the Product rule again, and then use the (just obtained) result for n = 2.
d(u u2 )
du2
du
du
du
du
d(u3 )
=
=u
+ u2
= u 2u
+ u2
= 3u2
.
dx
dx
dx
dx
dx
dx
dx
n = 4.
Using the Product rule and then the result for n = 3.

d(u4 )
d(u u3 )
du3
du
du
du
du
=
=u
+ u3
= u 3u2
+ u3
= 4u3
.
dx
dx
dx
dx
dx
dx
dx
We can continue this process indefinitely and prove the theorem for every positive integer n.
Using the Sum, Constant, and Power rules, we can compute the derivative of a polynomial function very
easily. We have
d(cxn )
d(xn )
= nxn1 ,
= c nxn1 ,
dx
dx
and thus
d(an xn + an1 xn1 + + a1 x + a0 )
= an nxn1 + an1 (n 1) xn2 + + a1 .
dx
Example 3.3.1 (Power rule)

d(3x5 )
= 3 5x4 = 15x4 .
dx
2
75
3. Differentiation
Example 3.3.2 (Power rule)
d(6x4 2x3 + x 1)
= 24x3 6x2 + 1.
dx
2
Two useful facts can be stated as corollaries.

Corollary 3.3.1 The derivative of a polynomial of degree n > 0 is a polynomial of degree n 1. (A nonzero
constant is counted a polynomial of degree zero.)
Corollary 3.3.2 If u depends on x, then

d(u + c)
du
=
dx
dx
whenever du/dx exists. That is, adding a constant to a function does not change its derivative.
For the last two rules in this section we need the formula for the derivative of 1/v.
Lemma 1 Suppose v depends on x. Then for any value of x where v 6= 0 and dv/dx exists,
1 dv
d(1/v)
= 2
.
dx
v dx
Proof
Let y = 1/v and let x 6= 0 be infinitesimal. Then

y
v
1/(v + v) 1/v
v (v + v)
1
=
=
=
.
x
x
v(v + v) x
v(v + v) x
Thus,
lim
x0
v
1
v
v
y
1
1
= lim
= 2 lim
.
= lim
lim
x0
x0 x
x x0
v(v + v) x
v(v + v)
v x0 x
Therefore, by definition,
1 dv
dy
= 2
.
dx
v dx
2
Theorem 3.3.6 (Quotient rule) Suppose u, v depend on x. Then for any value of x where du/dx, dv/dx
exist and v 6= 0,
v
d(u/v)
=
dx
Proof
u
v2
dv
dx
We combine the Product rule and the formula for d(1/v)/dx. Let y = u/v. We write y in the form
y=
Then
du
dx
dy
d
=
dx
dx
1
u.
v
du
1 du
d(1/v)
1 du
1 dv
1
dv
1
u =
+u
=
+u 2
= 2 v
u
.
v
v dx
dx
v dx
v dx
v
dx
dx
76
Example 3.3.3 (Quotient rule)

dy
where
Find
dx
y=
Solution
(x4 2)3
.
5x 1
Let u = (x4 2)3 and v = 5x 1. Then

y=
u
,
v
v
dy
=
dx
du
dx
u
v2
dv
dx
Also,
du
= 3(x4 2)2 4x3 = 12x3 (x4 2)2 ,
dx
and
dv
= 5.
dx
Therefore,
(x4 2)2 12x3 (5x 1) 5(x4 2)

dy
(5x 1) 12x3 (x4 2)2 (x4 2)3 5
=
=
.
dx
(5x 1)2
(5x 1)2
2
Theorem 3.3.7 (Power rule for negative exponents) Suppose u depends on x and let n be a negative
integer. Then for any value of x where du/dx exists,
du
d(un )
= nun1
.
dx
dx
Proof Since n is negative, n = m where m is positive. Let y = un = um . Then y = 1/um . By the
Lemma ?? and the Product rule,
d(um )
dy
1
1
du
du
du
= m 2
= 2m mum1
= (m) um1
= nun1
.
dx
(u )
dx
u
dx
dx
dx
2
Remark. The formula in Theorem ?? is consistent with that in Theorem ??. Thus, from now on, we may
freely use the same Power rule formula no matter the exponent n is a positive or a negative integer. In fact,
finally, the Power rule formula can be proved to be valid that the exponent n can be any real numbers.
Example 3.3.4 (Power rule for negative exponents)
dy
Find
where
dx
1
.
y= 2
x 3x + 1
Solution
Introduce the new variable u with the equation

u = x2 3x + 1.
Then y = u1 , and
du
= 2x 3. So,
dx
dy
1 du
(2x 3)
= 2
= 2
.
dx
u dx
(x 3x + 1)2
2
77
3. Differentiation
dy
where
Find
dx
1
3
4
y = 3 + 2 + + 5.
x
x
x
Solution
Then
dy
3
6
4
= 4 3 2.
dx
x
x
x
2

dy
where
Find
dx
2
1
y=
.
+
1
x2 + x
Solution
This problem can be worked by means of a double substitution. Let

u = x2 + x,
Then
v=
1
+ 1.
u
y = v2 .
We find dy/dx, dv/dx, and du/dx,

dy
dx
dv
dx
du
dx
=
=
=
dv
,
dx
1 du
2
,
u dx
2v
2x + 1.
Substituting, we get dy/dx in terms of x only,
1 du
1
1
2x + 1
1
dy
= 2v 2
+1
(2x
+
1)
=
2
+
1
.
= 2
dx
u dx
u
u2
x2 + x
(x2 + x)2
2

Assume that u and v depend on x. Given that y = (uv)2 . Find dy/dx in terms of du/dx and dv/dx.
Solution
Let s = uv, whence y = s2 . We have

dy
dx
ds
dx
Substituting,
=
=
ds
,
dx
dv
du
u
+v
.
dx
dx
2s3
dv
du
dy
= 2(uv)3 u
+v
.
dx
dx
dx
The six basic rules for differentiation which we have proved in this section are so useful that they should
be memorized. We list them all together in the following table.
78
Table 3.1:
Basic rules for differentiation.
1.
d(bx + c)
= b.
dx
4.
d(uv)
dv
du
=u
+v
.
dx
dx
dx
2.
d(u + v)
du dv
=
+
.
dx
dx dx
5.
d(un )
du
= nun1
dx
dx
3.
d(cu)
du
=c
.
dx
dx
6.
v
d(u/v)
=
dx
du
dx
(n can be any integer).
dv
u dx
.
v2
An easy way to remember the way the signs are in the Quotient rule (i.e., the last rule in Table ??) is
to put u = 1 and use the Power rule with n = 1,
dv
1 dx
d(1/v)
d(v 1 )
dv
=
= 1 v 2
=
.
dx
dx
dx
v2
Inverse functions
Two real functions f and g are called inverse functions if the two equations
y = f (x),
x = g(y)
have the same graphs in the (x, y)-plane. That is, a point (x, y) is on the curve y = f (x) if, and only if, it
is on the curve x = g(y). See also Section ?? (page ??). For example, the function y = x2 , x > 0, has the
inverse function x = y; the function y = x3 has the inverse function x = 3 y; the function y = ex has the
inverse function x = ln y.
The following rule shows that the derivatives of inverse functions are always reciprocals of each other.
Theorem 3.3.8 (Inverse function rule) Suppose f and g are inverse functions, so that the equations
y = f (x)
and
x = g(y)
have the same graphs. If both derivatives f (x) and g (y) exist and are nonzero, then f (x) =
1
; that is,
g (y)
1
dy
=
.
dx
dx/dy
Proof Let x be a nonzero infinitesimal and let y be the corresponding change in y. Then y is also
infinitesimal because f (x) exists. Also, y is nonzero because f (x) has an inverse function. Thus,
f (x) g (y)
=
=
x
y
lim
x y0 y
y x
lim
=
x0
x y
lim
x0
79
lim 1 = 1.
x0
3. Differentiation
Therefore,
f (x) =
1
.
g (y)
2
Remark.
The formula
1
dy
=
dx
dx/dy
in the Inverse function rule is not as trivial as it looks. A more complete statement should be
1
dy
computed with x the independent variable =
computed with y the independent variable.
dx
dx/dy
Sometimes it is easier to compute dx/dy than dy/dx, and in such cases the Inverse function rule is a useful
method.
Example 3.3.8 (Inverse function rule)

dy
Find
where
dx
Solution
x = 1 + y 3 .
Before solving the problem we note that

y=
3
1
,
x1
so x and y are inverse functions of each other. We want to find
dy
d(1/ 3 x 1)
=
dx
dx
with x the independent variable. This looks hard, but it is easy to compute
dx
d(1 + y 3 )
=
dy
dy
with y the independent variable. Now we have
dx
dy
dy
dx
3y 4 ,
1
dx/dy
1
3y 4
1
= y4.
3
We can write dy/dx in terms of x by substituting,

dy
1
= (x 1)4/3 .
dx
3
2
Example 3.3.9 (Inverse function rule)

dy
dy
Find
where x = y 5 + y 3 + y. Compute
at the point (x, y) = (3, 1).
dx
dx
80
Solution Although we cannot solve the given equation explicitly for y as a function of x, there is an inverse
function y = f (x). By the Inverse function rule,
dx
dy
dy
dx
5y 4 + 3y 2 + 1,
1
dx/dy
1
.
5y 4 + 3y 2 + 1
This time we must leave the answer in terms of y. At the point (3, 1), we substitute 1 for y and get
dy
1
1
=
= .
dx
5+3+1
9
2
For y > 0, the function x = y n has an inverse function y = x1/n . In the next lemma, we use the Inverse
function rule to find a new derivative, that of y = x1/n .
Lemma 2 If n is a positive integer and
y = x1/n ,
then
dy
1
= x(1/n)1 .
dx
n
Proof Remember that y = x1/n is defined for all x if n is odd and for x > 0 if n is even. The derivative
1 (1/n)1
x
is defined for x 6= 0 if n is odd and for x > 0 if n is even.
n
If we are willing to assume that dy/dx exists, then we can quickly find dy/dx by the Inverse function
rule. Since x = y n , then dx/dy = ny n1 , and hence
dy
dx
=
=
1
1
1 1n
=
=
y
dx/dy
ny n1
n
1n
1 (1n)/n
1
1 (1/n)1
x1/n
=
x
=
x
.
n
n
n
Example 3.3.10
Find the derivatives of y = x1/n for n = 2, 3, 4.
Solution
d(x1/2 )
dx
d(x1/3 )
dx
d(x1/4 )
dx
=
=
=
1 1/2
x
,
2
1 2/3
x
,
3
1 3/4
x
,
4
x > 0,
x 6= 0,
x > 0.
2
Using Lemma ?? we can show that the Power rule holds when the exponent is any rational number.
81
3. Differentiation
Theorem 3.3.9 (Power rule for rational exponents) Let y = xr where r is a rational number. Then
whenever x > 0,
dy
= rxr1 .
dx
Proof
Let r = m/n where m and n are integers, n > 0. Let

u = x1/n ,
y = um .
Then
du
dx
dy
dx
=
=
1 (1/n)1
x
,
n
m (m/n)1
du
1 (1/n)1
=
mum1
= m(x1/n )m1
x
x
= rxr1 .
dx
n
n
2
Example 3.3.11 (Power rule for rational exponents)

dy
where y = x3/7 .
Find
dx
Solution
Then
dy
3
3
= x(3/7)1 = x10/7 .
dx
7
7
2

dy
Find
where
dx
1
.
y=
2 + x3/2
Solution
Let u = 2 + x3/2 and y = u1 . Then

du
dx
dy
dx
=
=
3 1/2
x ,
2
x1/2
3 1/2
3
2 du
2
u
= u
x
=
.
dx
2
2 (2 + x3/2 )2
2

Find the derivatives of the following functions:
1. f (x) = 2x4 + x 1.
2.
g(x) =
3.
1
1
2.
x
x1/3
4.
x (1 4 x 3 x) .
x1
.
k(x) =
x+1
h(x) =
Solution
1.
f (x)
2 4x3 +
1
1 1/2
x
0 = 8x3 + .
2
2 x
82
3.4 Chain Rule
2.
g (x)
1
1
2
x4/3 (2) x3 = 4/3 + 3 .
3
3x
x
3.
h (x)
=
=
x1/2 4x x5/6
(where [ ] means
d
[
dx
])
5
1 1/2
5
1
.
x
4 x1/6 = 4 +
2
6
2 x
66x
4.
k (x)
(x1/2 + 1) (x1/2 1) (x1/2 1) (x1/2 + 1)

(x1/2 + 1)2
(x1/2 + 1) ( 21 x1/2 ) (x1/2 1) ( 12 x1/2 )

(x1/2 + 1)2
x1/2
+ 1)2
(x1/2
.
x ( x + 1)2
2
3.4
Chain Rule
In this section, we will study one of the most powerful rules in differential calculus the Chain rule.
This differentiation rule deals with composite functions and adds versatility to the basic rules presented in
Section ??. For example, compare the functions below. Those on the left can be differentiated without the
Chain rule (here we mean the basic rules are already sufficient enough), whereas those on the right are best
done with the Chain rule.
Without the Chain rule
With the Chain rule
x2 + 1
y =x +1
y=
y =x+1
y = (x + 1)1/2
y = 3x + 2
y = (3x + 2)100
3
x+2
y=
x3
p
3
y = (4x2 + 3)2
y=
x+2
x3
y = 4x2 + 3
Theorem 3.4.1 (Chain rule) If y = f (u) is a differentiable function of u, and u = g(x) is a differentiable
function of x, then y = f (g(x)) is a differentiable function of x, and
dy du
dy
=
,
dx
du dx
or equivalently,
d
[f (g(x))] = f (g(x)) g (x).
dx
83
3. Differentiation
In essence, the Chain rule will enable us to differentiate a composition form f (g(x)) if we know how to
differentiate f (u) and g(x).
Proof
d
[f (g(x))]
dx
=
=
f (g(x + x)) f (g(x))

x
f (g(x + x)) f (g(x)) g(x + x) g(x)
lim
.
x0
g(x + x) g(x)
x
lim
x0
Since differentiability implies continuity (page ??), we have

lim g(x + x) = g(x).
x0
Thus,
lim
x0
Hence,
f (g(x + x)) f (g(x))

= f (g(x))
g(x + x) g(x)
and
lim
x0
g(x + x) g(x)
= g (x).
x
d
[f (g(x))] = f (g(x)) g (x).
dx
2
Remark. One advantage of the dy/dx notation for derivatives is that it helps you remember differentiation
rules, such as the Chain rule. For instance, in the formula dy/dx = (dy/du) (du/dx), you can imagine that
the dus divide out.
Example 3.4.1 (Composite functions)

Write each function as the composition of two functions.
1.
2.
1
.
x+1
y = x2 3x + 1.
y=
Solution
below.
3.
4.
3
x+2
.
x3
p
y = 3 (4x2 + 3)2 .
y=
There is more than one correct way to decompose each function. One way for each is shown
y = f (g(x))
1.
2.
3.
4.
u = g(x)
1
x+1
y = x2 3x + 1
3
x+2
y=
x3
p
3
y = (4x2 + 3)2
y=
u = x+1
u = x2 3x + 1
u=
x+2
x3
u = 4x2 + 3
y = f (u)
1
.
u
y = u.
y=
y = u3 .
y = u2/3 .
2
Example 3.4.2 (Chain rule)

Find the derivative of
y = (2x2 + 1)3 .
84
3.4 Chain Rule
Solution
Let u = 2x2 + 1. Then y = u3 . By the Chain rule, we have

dy du
dy
=
= 3u2 4x = 12x(2x2 + 1)2 .

dx
du dx
2

y=
Solution
x+2
2x 1
Let u = (x + 2)/(2x 1). Then y = u6 . By the Chain rule, we have
dy du
d
x+2
dy
5
=
= 6u
.
dx
du dx
dx 2x 1
By the Quotient rule, we have
d
5
x+2
(2x 1)(1) (x + 2)(2)
=
.
=
dx 2x 1
(2x 1)2
(2x 1)2
Hence,
dy
=6
dx
x+2
2x 1

dy
Find
where
dx
y=(
Solution
30(x + 2)5
5
=
.
2
(2x 1)
(2x 1)7
x2 1 +
x2 + 1)1/3 .
This problem requires three uses of the Chain rule. Let

p
p
u = x2 1 + x2 + 1,
y = u1/3 .
Then by the Chain rule,
dy du
1
du
dy
=
=
.
dx
du dx
3u2/3 dx
Now let
v=
x2 1,
w=
p
x2 + 1,
u = v + w.
Then du/dx = (dv/dx) + (dw/dx). We use the Chain rule twice more to find dv/dx and dw/dx.
dv
dx
dw
dx
d(x2 1)
1
x
=
,
2
2
dx
2 x 1
x 1
d(x2 + 1)
1
x
.
=
dx
2 x2 + 1
x2 + 1
Finally, we combine everything to get

dy
dx
=
=
dv
dw
+
dx
dx
1
x
x
.
+
3( x2 1 + x2 + 1)2/3
x2 1
x2 + 1
1
du
1
=
3u2/3 dx
3u2/3
85
3. Differentiation
Find the slope-intercept equation of the normal line to the curve y =
Solution
x2 + 16 at the point (3, 5).
Rewrite the function as y = (x2 + 16)1/2 . Hence, by the Chain rule,

1
d 2
1
x
dy
.
= (x2 + 16)1/2
(x + 16) = (x2 + 16)1/2 (2x) =
dx
2
dx
2
x2 + 16
At the point (3, 5), x2 + 16 = 5, and therefore, y = 53 . This is the slope of the tangent line. Hence,
the slope of the normal line is 53 , and a point-slope equation for it is y 5 = 53 (x 3), or simply
2
y = 53 x + 10.
Give a justification of the Inverse function rule
dy
1
=
.
dx
dx/dy
Solution Let y = f (x) be a differentiable function. Then the inverse function x = g(y) = g(f (x)) is
differentiable, and the Chain rule gives
d(x)
= 1 = g (y) f (x).
dx
Writing dy/dx and dx/dy for f (x) and g (y) respectively in the above equation, the result follows.

Show that if y = f (u), u = g(v), v = h(x) are differentiable functions of their own variables, then y =
f (g(h(x))) is a differentiable function of x, and (applying the Chain rule twice)
dy
dy du
dy du dv
=
.
dx
du dx
du dv dx
2
3.5
Transcendental Functions
A function which is not an algebraic function. In other words, a function which transcends, i.e., cannot
be expressed in terms of, algebra. Examples of transcendental functions include
1. the trigonometric functions
sin x, cos x, tan x;
2. the exponential functions
ex , ax ;
3. the logarithmic functions
ln x, log x, loga x.
86
3.5 Transcendental Functions
Trigonometric functions
The derivatives of sine and cosine functions are
d(cos )
= sin .
d
d(sin )
= cos ,
d
Using the rules of differentiation we can find derivatives for other trigonometric functions (the secant,
cosecant, and cotangent functions).
Example 3.5.1 (Trigonometric functions)

Differentiate y = sin2 . Let u = sin , y = u2 . Then
dy
dy du
=
= 2u cos = 2 sin cos .

d
du d
2

Differentiate y = sin (1 cos ). Let u = sin , v = 1 cos , y = uv. Then
dy
d
=
=
dv
du
+v
= sin (( sin )) + (1 cos ) cos
d
d
2
sin + cos cos2 .
u
The differentiation formulae for other trigonometric functions are

d(tan )
= sec2 .
d
d(sec )
= sec tan .
d
d(cot )
= csc2 .
d
d(csc )
= csc cot .
d
Recall that the above function notations are defined by

tan =
sin
,
cos
cot =
1
,
tan
sec =
1
,
cos
csc =
1
.
sin

d(tan )
Show that
= sec2 .
d
Solution
d(tan )
d
cos
d(cos )
d(sin )
sin
d
d
(cos )2
d
d
cos cos sin ( sin )

cos2 + sin2
=
(cos )2
cos2
sin
cos
1
cos2
= sec2 .
2
87
3. Differentiation
d(sec )
Show that
= sec tan .
d
Solution
d(sec )
d
=
=
d
d(cos )
(cos )1 = (cos )2
d
d
sin
1
sin
1
( sin ) =
=
cos2
cos2
cos cos
= sec tan .
2

Find an equation of the tangent line to the graph of y = tan2 x at the point where x = /3.
Solution Note tan(/3) = sin(/3)/ cos(/3) = ( 3/2)/ 12 = 3, and sec(/3) = 1/ cos(/3) = 1/ 12 = 2.
d
By the Chain rule, y = 2(tan x) dx
(tan x) = 2 tan x sec2 x. Thus, when x = /3, y = 2 3 4 = 8 3, so
the slope of the tangent line is 8 3. Hence, a point-slope equation of the tangent line is
y 3 = 8 3 (x ).
3
2

For what values of x are the tangent lines to the graphs of y = sin x and y = cos x perpendicular?
d
Solution The tangent line to the graph of y = sin x has slope dx
(sin x) = cos x, and the tangent line
d
to the graph of y = cos x has slope dx
(cos x) = sin x. Hence, the condition for perpendicularity is that
cos x ( sin x) = 1, which is equivalent to cos x sin x = 1. Since 2 cos x sin x = sin 2x, this is equivalent
to sin 2x = 2, which is impossible, because | sin x| 6 1 for all x. Hence, there are no values of x which can
satisfy the perpendicularity property.
2
Exponential functions
It was stated in Section ?? (page ??) that the most convenient base for exponential functions is the irrational
number e. The convenience of this base stems primarily from the fact that the function f (x) = ex is its own
derivative. You will see that this is not true for other exponential functions of the form y = ax where a 6= e.
To verify that f (x) = ex is its own derivative, we have to use the important limit
lim (1 + x)1/x = e,
x0
(3.4)
which is the same limit presented in Theorem ?? (page ??).
Theorem 3.5.1 (Exponential function rule) Suppose u depends on x. Then for any value of x where
du/dx exists,
d(ex )
= ex ,
dx
d(eu )
du
= eu
.
dx
dx
88

Proof The limit (??) implies that for small values of x, e (1 + x)1/x , or ex 1 + x. This
approximation is used in the following derivation.
d(ex )
dx
ex+x ex
x0
x
`
ex ex 1
lim
x0
x
ex (1 + x 1)
lim
x0
x
ex (x)
lim
x0
x
lim ex = ex .
lim
=
=
=
=
x0
If u is a function of x, you can apply the Chain rule to obtain the derivative of eu with respect to x.
Example 3.5.7 (Exponential functions)

y = x 2 ex .
Solution
By the Product rule,

d(ex )
d(x2 )
dy
= x2
+ ex
= x2 ex + 2xex .
dx
dx
dx
2

y = e2 + ex
Solution
2
2
2
d(x2 1)
d 2
dy
e + ex 1 = 0 + ex 1
=
= 2xex 1 .
dx
dx
dx
Example 3.5.9 (Exponential functions to bases other than e)

y = ax ,
Solution
a > 0.
By the properties of exponential functions,

d(ax )
d(x ln a)
d x ln a
e
= ex ln a
=
= ex ln a ln a = ax ln a.
dx
dx
dx
2

y=2
89
2+x
3. Differentiation
Solution

d x
x
2 + 2+x 2
dx
=
=
=
=
=
d x ln 2
d 1/x 21
+
e
2
+ 2x
dx
dx
1
d
d
e x ln 2 +
ex ln 2 + 2 x 21
dx
dx

1
d
d 1
x ln 2
e
( x ln 2) + ex ln 2
(x ln 2) + 2 x 21
dx
dx

1
2 x x1/2 ln 2 + 21/x (x2 ln 2) + 2x 21
2

ln 2 1/2 x
x
2 x2 21/x ln 2 + 2x 21 .
2
2
Logarithmic functions
The inverse of the exponential function x = ey is the natural logarithmic function, written
y = ln x,
which is defined only for x > 0. Verbally, given a positive value of x, ln x is the solution y to the exponential
equation ey = x.
Recall the following facts for logarithmic functions.
1. Since y = ln x is the inverse function of x = ey , we have
eln x = x,
ln(ey ) = y.
2. The simplest values of y = ln x are

ln(1/e) = 1,
ln(1) = 0,
ln e = 1.
3. The most important rules for logarithms are

ln(ab) = ln a + ln b,
ln(ab ) = b ln a.
One can find more properties of logarithms in Section ?? (page ??).

The natural logarithmic function is important in calculus because its derivative is simply 1/x.
Theorem 3.5.2 (Logarithmic function rule)
d(ln u)
1 du
=
.
dx
u dx
1
d(ln x)
= ,
dx
x
Proof
If y = ln x, then x = ey . By the Inverse function rule (page ??), we have

dx
dy
dy
dx
ey ,
1
dx/dy
1
ey
1
.
x
If u is a function of x, the derivative of ln u follows immediately from the Chain rule.
90
Example 3.5.11 (Derivative as a limit)

Use the definition (limiting process) to find the derivative of y = ln x.
Solution
By definition, we have
d(ln x)
dx
ln(x + x) ln x
x
1
x + x
lim
ln
x0 x
x
1
x
x
lim
ln 1 +
(x > 0)
x0 x
x
x
x/x
x
1
1
1
lim ln 1 +
ln e =
,
=
x x0
x
x
x
lim
x0
=
=
=
in which we have used the limit
lim
x0
x
1+
x
x/x
(s = x/x)
lim (1 + s)1/s = e.
s0
Example 3.5.12 (Logarithmic functions)

Find the derivatives of the following.
x + ln x
.
x2 + 1
1.
y=
2.
y = ln[(x + 1)(x + 3)].
3.
y = ln(x + 1)3 + ln3 (x + 1).
4.
y = x2 ln
1x
.
1+x
Solution
1.
d
dx
x + ln x
x2 + 1
(x2 + 1)
=
d(x + ln x)
d(x2 + 1)
(x + ln x)
dx
dx
(x2 + 1)2
(x2 + 1)(1 + 1/x) (x + ln x)(2x)

(x2 + 1)2
1 + x1 + x x2 2x ln x
.
(1 + x2 )2
2.
d
(ln[(x + 1)(x + 3)])
dx
=
=
=
1
d
[(x + 1)(x + 3)]

(x + 1)(x + 3) dx
d(x + 1)
d(x + 3)
1
[(x + 3)
+ (x + 1)
]
(x + 1)(x + 3)
dx
dx
2x + 4
.
(x + 1)(x + 3)
91
3. Differentiation
3.
d `
ln(x + 1)3 + ln3 (x + 1)
dx
d `
3 ln(x + 1) + ln3 (x + 1)
dx
d ` 3
d
(3 ln(x + 1)) +
ln (x + 1)
dx
dx
d(x + 1)
1
d(x + 1)
1
+ 3 ln2 (x + 1)
3
x+1
dx
x+1
dx
3 + 3 ln2 (x + 1)
.
x+1
=
=
=
=
4.
d
x2 ln
dx
1x
1+x
=
=
=
=
=
!
r
1 x d(x2 )
1x
d
2
ln
ln
+x
1+x
dx
dx
1+x
1 1x
d 1 1x
ln
2x + x2
ln
2 1+x
dx 2 1 + x
1 2
d 1x
1+x
1x
+ x
x ln
1+x
2
1 x dx 1 + x
1x
1
1+x
(1 + x)(1) (1 x)(1)
x ln
+ x2
1+x
2
1x
(1 + x)2
r
x ln
x2
1x
.
1+x
(1 x)(1 + x)
92
Example 3.5.13 (Logarithmic functions)

y = ln(ex + ex ).
Solution
d `
ln(ex + ex )
dx
d(ex + ex )
1
x
+e
dx
1
ex ex
x
(e + ex (1)) = x
.
x
x
e +e
e + ex
ex
For a logarithmic function to a base different from e, we can first convert the logarithm to natural
logarithms. Thus, we have
d ln x
d(ln x)
1
1
1
1
d
(loga x) =
=
=
.
=
dx
dx ln a
ln a
dx
ln a x
x ln a
Example 3.5.14 (Logarithmic functions to bases other than e)
y = log(x2 + 1).
Solution
d
dy
=
dx
dx
ln(x2 + 1)
ln 10
1
1
d(x2 + 1)
2x
2
= 2
.
ln 10 x + 1
dx
(x + 1) ln 10
2
Logarithmic differentiation
A technique called logarithmic differentiation often simplifies the differentiation of y = f (x) when f (x)
involves products, quotients, or powers. The procedure is as follows.
Logarithmic differentiation.
To differentiate y = f (x).
1. Take the natural logarithm of both sides. This results in

ln y = ln[f (x)].
2. Simplify ln[f (x)] by using properties of logarithms.
3. Differentiate both sides with respect to x.
4. Solve for
dy
.
dx
5. Express the answer in terms of x only. This requires substituting f (x) for y.
The next example illustrates the procedure.
Example 3.5.15 (Logarithmic differentiation)
dy
Find
where
dx
(2x 5)3
y=
.
x2 4 x2 + 1
93
3. Differentiation
Solution Differentiating this function in the usual way is messy because it involves the Quotient, Power,
and Product rules. Logarithmic differentiation makes the work easier.
1. Taking the natural logarithm of both sides:
ln y = ln
(2x 5)3
.
x2 4 x2 + 1
2. Simplifying by using properties of logarithms, we have

ln y
=
=
ln(2x 5)3 [ln x2 + ln(x2 + 1)1/4 ]

1
3 ln(2x 5) 2 ln x ln(x2 + 1).
4
3. Differentiating with respect to x gives

1 dy
y dx
=
=
4. Solving for dy/dx yields
1
1
1
1
22 2
2x
2x 5
x
4 x +1
2
x
6

.
2x 5
x
2(x2 + 1)
dy
6
2
x
=y

.
dx
2x 5
x
2(x2 + 1)
5. Substituting the original expression for y gives dy/dx in terms of x only:
6
(2x 5)3
2
x
dy
.
dx
x
2(x2 + 1)
x2 4 x2 + 1 2x 5
2

dy
where
Find
dx
y = xx .
Solution This equation has the form y = uv , where u and v are also non-constant functions of x. Taking
the natural logarithm of both sides gives ln y = ln xx , or
ln y = x ln x.
Note that the right side of the above is a product of functions of x. Differentiating both sides with respect
to x yields
1 dy
d(x ln x)
1
=
= x + ln x = 1 + ln x.
y dx
dx
x
Solving for dy/dx and substituting xx for y, we have
dy
= y(1 + ln x) = xx (1 + ln x).
dx
2
Remark. It is worthwhile mentioning that an alternative technique for differentiating a function of the
form y = uv is to convert it to an exponential function to the base e. To illustrate, for the function in
Example ??, we have
y = xx = (eln x )x = ex ln x ,
dy
1
= ex ln x x + ln x
= xx (1 + ln x) .
dx
x
94

dy
where
Find
dx
y = (1 + ex )ln x .
Solution
have
This has the form y = uv , where u = 1 + ex and v = ln x. Using logarithmic differentiation, we

ln y
1 dy
y dx
ln[(1 + ex )ln x ]
ln x ln(1 + ex ),
ln x
d(ln(1 + ex ))
d(ln x)
+ ln(1 + ex )
dx
dx
ln x
1
1
ex + ln(1 + ex )
1 + ex
x
=
dy
dx
ln(1 + ex )
ex ln x
+
,
x
1+e
x
x
e ln x
ln(1 + ex )
(1 + ex )ln x
+
.
1 + ex
x

dy
Find
where
dx
a
y = xx ,
Solution
a > 0.
This has the form y = uv , where u = x and v = xa . Using logarithmic differentiation, we have
ln y
xa ln x,
1 dy
y dx
xa
=
dy
dx
d(ln x)
d(xa )
+ ln x
dx
dx
1
xa + ln x axa1 ,
x
a
xx xa1 (1 + a ln x) .
2

dy
where
Find
dx
x
y = xa ,
a > 0.
Solution This has the form y = uv , where u = x and v = ax . By Example ?? (page ??), we know that
d
(ax ) = ax ln a. Then by using logarithmic differentiation, we have
dx
ln y
ax ln x,
1 dy
y dx
ax
ax
xa
dy
dx
d(ln x)
d(ax )
+ ln x
dx
dx
1
+ ln x ax ln a,
x
1
+ ln a ln x .
ax
x
95
3. Differentiation

dy
Find
where
dx
x
y = ax ,
a > 0.
Solution This has the form y = au , where u = xx . By Example ?? (page ??), we know that
xx (1 + ln x). Then by using logarithmic differentiation, we have
ln y
xx ln a,
1 dy
y dx
ln a
ln a xx (1 + ln x),
ax ln a xx (1 + ln x).
dy
dx
d
(xx )
dx
d(xx )
dx
In summary, we introduced a technique for differentiating each of the following forms:

(a)
y = [u(x)]n ,
(b)
y = au(x) ,
(c)
y = [u(x)]v(x) .
For type (a), you may utilize the Power rule. For type (b), use the differentiation formula for exponential
functions. For type (c), use logarithmic differentiation or first convert to an ew function.
3.6
Higher Derivatives
You know that the derivative of a function y = f (x) is itself a function, f (x). If we differentiate f (x) again,
the resulting function is called the second derivative of f at x. It is denoted f (x), which is read f
double prime of x. Similarly, the derivative of the second derivative is called the third derivative, written
f (x). Continuing in this way, we get higher derivatives. Some notations for higher derivatives are given in
the following. To avoid clumsy notation, primes are not used beyond the third derivative.
First derivative
f (x)
dy
dx
d
[f (x)]
dx
Dx y
Second derivative
f (x)
d2 y
dx2
d2
[f (x)]
dx2
Dx2 y
Third derivative
f (x)
d3 y
dx3
d3
[f (x)]
dx3
Dx3 y
Fourth derivative
y (4)
f (4) (x)
n-th derivative
y (n)
f (n) (x)
d4 y
dx4
dn y
dxn
d4
[f (x)]
dx4
dn
[f (x)]
dxn
d2 y
dx2
Dx4 y
Dxn y
represents the second derivative of y. It is not the same as

` dy 2
d2 y
= 4x2 .
of the first derivative of y. For an example y = x2 , then dx
2 = 2 and
dx
Remark.
The symbol
96
` dy 2
dx
, the square
3.6 Higher Derivatives
Example 3.6.1 (Higher derivatives)

Find all higher derivatives of
f (x) = x5 x3 2x2 + x 10.
Solution
f (x)
5x4 3x2 4x + 1,
20x3 6x 4,
f (x)
f (x)
f (4) (x)
120x,
f (5) (x)
120,
0,
(n)
(x)
60x2 6,
if n > 6.
2

Find the value of g (2) for the function
g(x) = x4 + 2x3 + x + 4.
Solution
Begin by differentiating three times,

g (x)
g (x)
g (x)
4x3 + 6x2 + 1,
12x2 + 12x,
24x + 12.
Then, evaluate the third derivative of g at x = 2.

g (2) = 24(2) + 12 = 36.
2
Examples ?? and ?? show how to find higher derivatives of polynomial functions. Note that each successive
differentiation, the degree of the polynomial drops by one. Eventually, higher derivatives of polynomial
functions degenerate to a constant function. Specifically, the n-th derivative of an n-th degree polynomial
function
f (x) = an xn + an1 xn1 + + a1 x + a0
is the constant function
f (n) (x) = n! an
where n! = 1 2 3 (n 1) n is called the n-th factorial. For example, 1! = 1, 2! = 1 2 = 2,
3! = 1 2 3 = 6, 4! = 1 2 3 4 = 24, 5! = 1 2 3 4 5 = 120. Each derivative of order higher than n is the zero
function. Polynomial functions are the only functions with this characteristic. For other functions, successive
differentiation never produces a constant function, but likely to generate more complicated functions.

Find
d2 y
dx2
where
2
y = ex .
97
3. Differentiation
Solution
dy
dx
ex
d2 y
dx2
2x
2
d(x2 )
= 2xex ,
dx
2
2
2
d(ex )
d(2x)
+ ex
= 2(2x2 + 1) ex .
dx
dx
2

Find f (2004) (0) where
f (x) =
Solution
By partial fractions, we can write

f (x) =
From
(x a)1
(x a)1
Thus,
1
.
x2 3x + 2
(x a)
(1) (x a)2 ,
(1)(2) (x a)3 ,
(1)(2)(3) (x a)4 ,
(n)
(x a)1
1
1
1
= (1)
+
.
x2 3x + 2
x1
x2
..
.
(1)n n! (x a)n1 ,
n can be any positive integer.
f (n) (x) = (1) (1)n n! (x 1)n1 + (1)n n! (x 2)n1 .
By substituting n = 2004 and x = 0, we have

f (2004) (0)
=
=
(1) (1)2004 2004! (0 1)2005 + (1)2004 2004! (0 2)2005
(1 22005 ) 2004!.

Show that if f (x) is an even function, then f (n) (0) = 0 for any odd positive integer.
Solution
Since f (x) is an even function, we have

f (x) = f (x).
Differentiating both sides n times with respect to x, we have

f (n) (x) = (1)n f (n) (x),
If n is odd, then
Substituting x = 0 gives
f (n) (x) = f (n) (x).

f (n) (0) = f (n) (0),
This implies that
n is any positive integer.
f (n) (0) = 0,
n is any odd positive integer.
n is any odd positive integer.
98
3.6 Higher Derivatives
It is sometimes easier to do some manipulations before directly computing the higher derivatives. This is
particularly useful for finding higher derivatives of rational functions of the form
y=
P (x)
,
(x a0 )(x a1 ) (x an )
where P (x) is a polynomial function of x. The crucial point here is that we can make use of partial
fractions to decompose the rational function into successive terms adding together. Each term is of the
form Ak /(x ak ), Ak is some constant, for which we know how to compute its higher derivatives. In case if
P (x) is a polynomial of degree larger than n, we can use long division to rewrite the rational function into
a sum of a polynomial (the quotient) and a proper fraction (the remainder), both of which we are able to
find higher derivatives. The following is a simple illustrative example.
Find
d8 y
dx8
where
y=
x2
.
1x
Solution By ordinary method, we use the Quotient rule successively to find the higher derivatives of the
rational function. In that case, the result may become more complicated after each differentiation. Here we
intend to first simplify the function and write
y=
1 (1 x2 )
1
1 x2
1
x2
=
=
=
(1 + x).
1x
1x
1x
1x
1x
Hence,
1
d2 y
(1)(2)
dy
=
1,
=
,
dx
(1 x)2
dx2
(1 x)3
and continuing in this way, we eventually have
d3 y
(1)(2)(3)
=
,
dx3
(1 x)4
d8 y
8!
=
.
dx8
(1 x)9
2
99
3. Differentiation
3.7
Implicit Differentiation
So far in the context, functions involving two variables have generally been expressed in the explicit form
y = f (x) (apparently we mean the function f is explicitly given). For example,
s = 16t2 + 12t,
y = 4x 5,
w = 3z z 2
are each written in explicit form, and we say that y, s, and w are functions of x, t, and z, explicitly.
Many
functions, however, are not given explicitly and can be defined implicitly. For example, the function
y = 1 x2 can be given by
x2 + y 2 = 1,
with y > 0.
A function given by
F (x, y) = 0
is called an implicit function. For the above example, we actually have F (x, y) = x2 + y 2 1 = 0.
Example 3.7.1 (Implicit functions)
For the equation x2 + y 2 = 1 (y > 0), y is implicitly defined as a function of x. One way to find dy/dx is to
first solve the equation for y, then differentiate it as usual.
d( 1 x2 )
1
x
dy
=
= (1 x2 )1/2 (2x) =
.
dx
dx
2
1 x2
2
The procedure shown in Example ?? works well whenever you can easily solve for the explicit function.
You cannot, however, use this procedure when you are unable to solve for y as a function of x. For instance,
given that
x2 + y 3 + 2x 3y = 1,
it is very difficult to express y as a function of x explicitly and therefore you have difficulty to find dy/dx.
To fix this, you can use a procedure called implicit differentiation. Implicit differentiation is a way of
finding the derivative of y without actually solving y as a function of x.
To understand how to find dy/dx implicitly, you must realize that the differentiation is taking place with
respect to x. This means that when you differentiate terms involving x alone, you can differentiate as usual.
But when you differentiate terms involving y, you must apply the Chain rule because you are assuming that
y is defined implicitly as a function of x.
Example 3.7.2 (Implicit differentiation)
Differentiate each expression with respect to x.
1. 3x2 .
2. 2y 3 .
3. x + 3y.
4. xy 2 .
Solution
1. The only variable in this expression is x. So, to differentiate with respect to x, you can use the Power
rule and the Constant rule to obtain
d(3x2 )
= 6x.
dx
2. This case is different. The variable in the expression is y, and yet you are asked to differentiate with
respect to x. To do this, assume that y is a differentiable function of x and use the Chain rule,
dy
dy
d(2y 3 )
= 2 3y 2
= 6y 2
.
dx
dx
dx
100
3.7 Implicit Differentiation
3. This expression involves both x and y. By the Sum rule and the Constant rule, we can write
d(x + 3y)
dy
= 1+3 .
dx
dx
4. By the Product rule and the Chain rule, we can write
d(y 2 )
d(x)
dy
dy
d(xy 2 )
=x
+ y2
= x 2y
+ y 2 1 = 2xy
+ y2.
dx
dx
dx
dx
dx
2

dy
where
Find
dx
x2 + y 2 = 1.
Solution
We can obtain the derivative by so-called implicit differentiation as follows.
By differentiating both sides of the equation x2 + y 2 = 1, we have

d(y 2 )
d(1)
d(x2 )
+
=
.
dx
dx
dx
Since y is a function of x, we have
2x + 2y
dy
= 0.
dx
Solving for dy/dx, we obtain

dy
x
= .
dx
y
It is obvious that this gives the same derivative as before if we have y =
1 x2 > 0.
In general, we present the method of implicit differentiation as follows.
Implicit differentiation. Consider an equation involving x and y in which y is a differentiable function

of x. The method to find dy/dx has two steps.
1. Differentiate both sides of the equation with respect to x. The Chain rule is often used in the step.
2. Solve the resulting equation for dy/dx. The answer will usually involve both x and y.
In each of the examples below, we assume that dy/dx exists and use implicit differentiation to find the
value of dy/dx. Also, for convenience, we use y to represent dy/dx provided that there is no confusion of
which is the independent variable.

Find y , where the function y is defined by
x2 + 2(x + y)3 ey = xy 2 .
101
3. Differentiation
Solution
Differentiating both sides of the equation, we have

2x + 6(x + y)2 (1 + y ) ey y = y 2 + x 2yy .
Solving for y , we have

y =
y 2 2x 6(x + y)2
.
6(x + y)2 ey 2xy
Example 3.7.5 (Higher implicit differentiation)

Find the second derivative y , where y is defined by
x2 ey + xy = 0.
Solution
Differentiating the equation, we have

2x ey y + y + xy = 0.
Solving for y from the equation, we have

y =
Now, we differentiate y to obtain
2x + y
y
=
ey x
=
=
=
2x + y
.
ey x
(ey x)(2 + y ) (2x + y)(ey y 1)

(ey x)2
2x
+y
2x + y
(ey x)(2 + y
) (2x + y)(ey y
1)
e x
e x
y
2
(e x)
(ey x)(2ey + y) (2x + y)(2xey + yey ey + x)
.
(ey x)3

Find the tangent line equation of the curve
ln(x2 + y 2 ) + (x + y)2 = 1
at the point (1, 0).
Solution By ln(1 + 0) + (1 + 0)2 = 1, we know that the point (1, 0) is on the curve. To find the tangent
line at (1, 0), we use implicit differentiation to find the slope at the point. By differentiating the equation,
we have
1
(2x + 2yy ) + 2(x + y) (1 + y ) = 0.
x2 + y 2
Solving for y , we have
x + (x + y)(x2 + y 2 )
.
y =
y + (x + y)(x2 + y 2 )
Thus, at (1, 0), we have
1 + (1 + 0)(1 + 0)
y (1,0) =
= 2.
0 + (1 + 0)(1 + 0)
Hence, the equation of the tangent line is
y = 2(x 1).
2
102
Chapter 4
Applications of Differentiation
In this chapter, we turn our attention to the applications of differentiation. In Sections ????, we first
discuss some geometric properties of a function such as increasing and decreasing, maximum and minimum;
whereas in Section ??, we further discuss how to sketch the curve of a given function by examining its
geometric properties. Besides, in Sections ????, we introduce some techniques of mathematical interest
that based on derivatives. Finally, in Section ??, we give some business and economics applications.
4.1
Increasing and Decreasing Functions
A function is increasing if its graph moves up as x moves to the right and decreasing if its graph moves
down as x moves to the right. The following definition states this more formally.
4.1.1 Definition A function f is said to be increasing (resp. decreasing) on an interval if for any two
numbers x1 and x2 in the interval with x1 < x2 , then f (x1 ) < f (x2 ) (resp. f (x1 ) > f (x2 )).
We note that the derivative of f is the slope of a tangent line to the curve. If the tangent lines have
positive slopes over an interval I1 , f (x) must be positive for all x in I1 . Basically, a positive derivative
implies that the curve is rising. Similarly, if the tangent lines have negative slopes over an interval I2 , f (x)
must be negative for all x in I2 . Basically, the curve is falling where the derivative is negative. In summary,
we have the following rule.
Rule 1.
Criteria for Increasing and Decreasing Functions
Let f be differentiable on (a, b).
1. If f (x) > 0 for all x in (a, b), then f is increasing on (a, b).
2. If f (x) < 0 for all x in (a, b), then f is decreasing on (a, b).
3. If f (x) = 0 for all x in (a, b), then f is constant on (a, b).
Example 4.1.1 (Increasing and decreasing functions)

Suppose a > 0. Determine the intervals where the function f (x) = ax2 + bx + c is increasing and decreasing.
The derivative is f (x) = 2ax + b. Since a > 0, we have the following conclusions.
b
b
, ), the function f is increasing.
1. If x > , then f (x) > 0. Thus, on the interval ( 2a
2a
b
b
2. If x < , then f (x) < 0. Thus, on the interval (, 2a
), the function f is decreasing.
2a
Solution
103
4. Applications of Differentiation
Example 4.1.2 (Increasing and decreasing functions)
Determine the intervals where the function f (x) = 3x4 + 8x3 6x2 24x 2 is increasing and decreasing.
Solution The derivative is f (x) = 12x3 + 24x2 12x 24 = 12(x + 2)(x + 1)(x 1). Using the method
of solving inequalities, we have the following signs for the polynomial function.
Interval :
Sign of f (x) :
(, 2)
(2, 1)
(1, 1)
decreasing
increasing
decreasing
Graph of f :
(1, )
increasing
Hence, the function f is increasing on the intervals (2, 1) and (1, ) and the function f is decreasing on
the intervals (, 2) and (1, 1).
2
4.2
Relative Extrema
We have used the derivative to determine the intervals on which a function is increasing or decreasing. In
this section, we will examine the points at which a function changes from increasing to decreasing, or vice
versa. At such a point, the function has a relative extremum (the plural of extremum is extrema). The
relative extremum of a function include the relative minimum and relative maximum of the function.
For instance, the function shown in the following has two relative extrema, a relative maximum at x = 1
and a relative minimum at x = 3.
y
relative minimum
relative maximum
0
increasing
3
decreasing
increasing
We begin by formally defining the concepts of relative maximum and relative minimum.
4.2.1 Definition Let c be a real number in the domain of f .
1. f (c) is a relative maximum of f if there exists an interval (a, b) containing c such that f (x) 6 f (c)
for all x in (a, b).
2. f (c) is a relative minimum of f if there exists an interval (a, b) containing c such that f (x) > f (c)
for all x in (a, b).
If f (c) is a relative extremum of f , then the relative extremum is said to occur at x = c.
From the discussions in Section ??, we know the fact that for a continuous function, f (x) changes signs
only at x-values where f (x) = 0 or at x-values where f (x) is undefined. Therefore, we have the following.
Rule 2. A Necessary Condition for Relative Extrema
maximum at x = c, then either f (c) = 0 or f (c) is undefined.
If f has a relative minimum or relative
Since this necessary condition is important in the study, we introduce the formal definition.
104
4.2 Relative Extrema

4.2.2 Definition If c is in the domain of f and either f (c) = 0 or f (c) is undefined, then c is called a
critical value of f . If c is a critical value, then the point (c, f (c)) is called a critical point.
Thus, in other words, if f has a relative extremum at x = c, then c must be a critical value of f .
y
relative maximum
(f (c) = 0)
relative maximum
(f (c) is undefined)
Horizontal
tangent at x = c
Sharp corner
at x = c
Remark 1. It is important to understand that not every value of x where f (x) does not exist is a critical
value. For example, if
2
1
then f (x) = 3 .
f (x) = 2 ,
x
x
Although f (x) is undefined at x = 0, 0 is not a critical value of f , because 0 is not in the domain of f .
Remark 2. The necessary condition (Rule 2) does not say that if f (c) = 0 or f (c) is undefined, then
f (x) must have a relative extremum at x = c. In fact, there may not be one at all. For an example, in the
following figure, f (c) is zero because the tangent line at x = c is horizontal, but yet there is no relative
extremum there (caution: it is neither a maximum nor a minimum).
critical point (f (c) = 0)
but no relative extremum at c
Horizontal
tangent
Thus, we should realize that a critical point is only necessary (but not sufficient) for a relative extremum.
It may correspond to a relative maximum, a relative minimum, or neither. We give another example.
Example 4.2.1 (Critical point but not a relative extremum)
Show that f (x) = x3 has a critical point at x = 0, but the function does not has a relative extremum at
x = 0.
Solution For f (x) = x3 , we have f (x) = 3x2 . Since f (0) = 0 and f (0) is defined, 0 is a critical value.
To show that the function does not have extremum at x = 0, we have the signs for the polynomial function.
Interval :
(, 0)
Signs of f (x) :
Graph of f :
+
increasing
(0, )
+
increasing
Hence, f (x) > 0 for all x (f (x) = 0 occurs only at x = 0). This implies that the graph of f never falls and
the function cannot have any extrema.
2
105
At this stage, if your purpose is to find relative extrema of a given function, nevertheless, you need to
first determine all the critical values. Since we observe the fact that each relative extremum of a continuous
function occurs at a point around which the function changes from increasing to decreasing (or the reverse),
we can study the monotonicity of the function in the neighborhood of the critical value and determine
whether the critical point is a extremum or not.
Rule 3. Criteria for Relative Extrema
contains the critical value c.
Suppose f is continuous on an open interval (a, b) that
1. If f (x) changes from decreasing to increasing as x increases through c, then f has a relative minimum
at x = c.
2. If f (x) changes from increasing to decreasing as x increases through c, then f has a relative maximum at x = c.
The hypotheses of Rule 3 must be satisfied, otherwise, the conclusion may not hold. For example, if f (x)
is discontinuous at a critical point, the rule does not apply. In this case, we need to use the definition to
determine whether the critical point is a relative extremum or not. See the following illustrative example.
Example 4.2.2 (Discontinuous at a critical point)
Find the critical points and the relative extrema of the function
8
< 1 , if x 6= 0,
x2
f (x) =
: 0,
if x = 0.
Solution 0 is in the domain and f (0) does not exist, so 0 is a critical value. For x 6= 0, the derivative is
f (x) = 2x3 . We have the following signs.
Interval :
(, 0)
Signs of f (x) :
Graph of f :
+
increasing
(0, )
decreasing
The above implies that f (x) changes from increasing to decreasing as x increases through 0, however, f does
not have a relative maximum at 0. Rule 3 does not apply because f is not continuous at 0. Actually, since
f (0) = 0 < x2 = f (x),
for all x 6= 0, by definition, we know that the function f has a relative minimum at x = 0. This example
reveals that if c is a critical value of f and f is not continuous at c, you need to examine carefully what
happens around c.
2
By Rule 1 (page ??), we can determine monotonicity by examining the signs of f (x), we have the
following First-Derivative Test for the relative extrema of y = f (x).
First-Derivative Test for Relative Extrema Let f be continuous on the interval (a, b) in which
c is the only critical value. If f is differentiable on the interval (except possibly at c), then f (c) can be
classified as a relative minimum, a relative maximum, or neither, as follows.
1. On the interval (a, b), if f (x) changes from negative to positive as x increases through c, then f (c)
is a relative minimum.
2. On the interval (a, b), if f (x) changes from positive to negative as x increases through c, then f (c)
is a relative maximum.
3. On the interval (a, b), if f (x) does not change sign to the left and right of x = c, then f (c) is not
a relative extremum of f .
106
4.2 Relative Extrema
Example 4.2.3 (First-derivative test)

Find the relative extrema of the function
f (x) =
x2 1
.
x2 + 1
4x
, we know that the function has only one critical value: x = 0. We
(x2 + 1)2
have the following signs for the rational function f (x).
Solution
Since f (x) =
Interval :
(, 0)
Signs of f (x) :
(0, )
Graph of f :
decreasing
increasing
By the First-Derivative Test, it follows that f (x) has a relative minimum at x = 0.

f (x) = x4 x3 .
Solution Since f (x) = 4x3 3x2 = x2 (4x 3), we know that the function has only two critical values:
x = 0 and x = 34 . We have the following signs.
Interval :
(, 0)
(0, 43 )
Signs of f (x) :
Graph of f :
decreasing
( 34 , )
+
decreasing
increasing
By the First-Derivative Test, it follows that f has a relative minimum at x = 34 . Note that the critical value
x = 0 does not yield a relative extremum.
2
f (x) = x +
Solution
4
.
x+1
Since
f (x) = 1
(x + 3)(x 1)
4
=
,
(x + 1)2
(x + 1)2
we know that there are two critical values: x = 3 and x = 1. Here x = 1 is not a critical value, since it
is not in the domain of f . We have the following signs for the rational function f (x).
Interval :
Signs of f (x) :
Graph of f :
(, 3)
(3, 1)
(1, 1)
increasing
decreasing
decreasing
(1, )
+
increasing
By the First-Derivative Test, it follows that f (x) has a relative maximum at x = 3 and a relative minimum
at x = 1.
2
f (x) = x2/3 (x + 5).
107
Solution
Since
5(x + 2)
2
,
f (x) = x2/3 1 + (x + 5) x1/3 =
3
3x1/3
we know that there are two critical values: x = 2 and x = 0. At x = 0, the function f (x) is not
differentiable. We have the following signs for the rational function f (x).
Interval :
Signs of f (x) :
(, 2)
(2, 0)
increasing
decreasing
Graph of f :
(0, )
+
increasing
By the First-Derivative Test, it follows that f (x) has a relative maximum at x = 2 and a relative minimum
at x = 0.
2
The second derivative can be used to perform a simple test for relative minima and relative maxima. If f
is a function such that f (c) = 0 and the graph of f has an increasing slope through x = c, then f (c) is a
relative minimum of f . Similarly, if f is a function such that f (c) = 0 and the graph of f has an decreasing
slope through x = c, then f (c) is a relative maximum of f .
tangents with
decreasing slope
tangents with
increasing slope
f (c) < 0, relative maximum
f (c) > 0, relative minimum
We have the following Second-Derivative Test for relative extrema.

Second-Derivative Test for Relative Extrema
containing c.
Let f (c) = 0, and let f exists on an open interval
1. If f (c) > 0, then f (c) is a relative minimum of f .

2. If f (c) < 0, then f (c) is a relative maximum of f .
3. If f (c) = 0, the test is inconclusive. In such cases, you can use the First-Derivative Test to
determine whether f (c) is a relative minimum, a relative maximum, or neither.
We omit the proof and give a simple intuitive argument instead. See the above figures. Since f (c) = 0,
the curve is horizontal at c. If f (c) is negative, the slope is decreasing. This means that the curve climbs
up until it levels off at c and then falls down, so it has a maximum at c. On the other hand, if f (c) is
positive, the slope is increasing, so the curve falls down until it reaches a minimum at c and then climbs up.
This argument makes it easy to remember which way the inequalities go in the test.
Example 4.2.7 (Second-derivative test)

f (x) = x2 ex .
108

Solution Since f (x) = x(x + 2) ex = 0 only when x = 2 and x = 0, we know that the function has two
critical values: x = 2 and x = 0. Using the Second-Derivative Test, because
f (x) = (x2 + 4x + 2) ex ,
it follows that f (x) has a relative maximum at x = 2, since f (2) = ()(+) < 0; and has a relative
minimum at x = 0, since f (0) = (+)(+) > 0.
2
Example 4.2.8 (Second-derivative test)
f (x) = x3 1.
Solution Since f (x) = 3x2 = 0 only when x = 0, we know that the function has only one critical value:
x = 0. Using the Second-Derivative Test, because f (x) = 6x, it follows that f (0) = 0 and hence the test
fails to give any conclusion.
y
y = x3 1
x
(0, 1)
(0, 1)
In fact, f (x) = 3x2 > 0 for all x < 0 and for all x > 0, f (x) does not change sign through the only critical
value x = 0. By the First-Derivative Test, f does not have a relative maximum or a relative minimum at
x = 0, as shown in the figure.
2
4.3
Absolute Extrema on a Closed Interval
Let us assume throughout this section that f is a real function whose domain is a closed interval [a, b], and
furthermore f is continuous on [a, b]. A problem that often arises is that of finding the point c in [a, b]
where f (c) has its largest value, and also the point c in [a, b] where f (c) has its smallest value. The concepts
of largest value and smallest value discussed here correspond to the so-called absolute maximum and
absolute minimum of the function. We first define them formally in the following.
4.3.1 Definition A function f has an absolute maximum (resp. absolute minimum) at x = x0 if
f (x0 ) > f (x) (resp. f (x0 ) 6 f (x)) for all x in the domain of f . The function value f (x0 ) is called the
absolute maximum (resp. relative minimum).
If a function f is continuous on a closed interval [a, b], then it follows from Theorem ?? (page ??) that all
the function values f (x) are contained in [a, b], there must be an absolute maximum value and an absolute
minimum value. These two values are called the extreme values of f on that interval. This important
property of continuous functions is summarized in the following theorem.
Theorem 4.3.1 (Extreme Value Theorem) If a function is continuous on a closed interval, then the
function has both a maximum value and a minimum value on that interval.
109
Geometrically, the theorem assures us that over the interval each graph has a highest point and a lowest
point. In the theorem, you must realize that we are dealing with
1. a closed interval, and
2. a function continuous on that interval.
If either one of the above conditions is not satisfied, then extreme values are not guaranteed. See the
following illustrative example.
Example 4.3.1 (No absolute extrema)
Consider each of the functions, graphed in the following.
1. f (x) = 1/x,
2
2. g(x) = x ,
3. h(x) = 1/x2 ,
0 < x < .
1 6 x 6 1.
0 < x 6 1.
y = f (x) = 1/x
y = g(x) = x2
y = h(x) = 1/x2
(0 < x < )
(0 < x 6 1)
(1 6 x 6 1)
From the graph of the continuous function f (x) = 1/x on the open interval (0, ), you can see that f has
no maximum value and no minimum value on the interval. Next consider the function g(x) = x2 , since (0, 1]
is an halfly-open and halfly-closed interval, the endpoint 0 is not included in the domain of g. Thus, g has
no minimum value (although there is a maximum value g(1) = 1). Now consider the function h(x) = 1/x2
on the closed interval [1, 1]. Here h is not continuous at 0. From the graph, you can see that h has no
maximum value (although there is a minimum value h(1) = h(1) = 1).
2
In Section ??, our emphasis was on relative extrema. Now we focus on absolute extrema and make use of
the Extreme Value Theorem where possible. (Clearly, absolute extrema are also relative extrema.) If the
domain of a function is a closed interval, to determine absolute extrema we must examine the function not
only at critical values, but also at the endpoints. For example, the following figure shows the continuous
function y = f (x) over [a, b]. The Extreme Value Theorem guarantees absolute extrema over the interval.
y
f (c)
absolute maximum
relative minimum
f (a)
relative maximum
absolute minimum
0 a
endpoint
critical values
110
b
endpoint
Clearly, the important points on the graph occur at x = a, b, c, and d, which correspond to endpoints or
critical points. Notice that the absolute maximum occurs at the critical value c and the absolute minimum
occurs at the endpoint a.
The use of derivative in finding maxima and minima is based on the following theorem. It shows that
the maxima and minima of a function can only occur at certain points, either the critical points or the
endpoints. The theorem will be stated without proof.
Theorem 4.3.2 (Critical Point Theorem) Let f be a continuous function defined on a bounded closed
interval [a, b]. Suppose that c is a point in [a, b] and f has either a maximum or a minimum at c. Then
either one of the following three cases must happen:
1. c is an endpoint of [a, b];
i.e., c = a or b.
2. f (c) is undefined;
i.e., a < c < b, f (c) does not exist.
3. f (c) = 0;
i.e., a < c < b, f (c) exists and is 0.
Geometrically, the theorem says that if f has a maximum or minimum at c, then either c is an endpoint
of the curve, or there is a sharp corner at c, or the curve has a horizontal slope at c. Hence, to find the
absolute maximum, we only need to find the function values of f at critical values and at the endpoints of
the interval and compare the just obtained values. The absolute maximum value is the greatest among the
values and the absolute minimum value is the least among the values.
Example 4.3.2 (Absolute extrema on a closed interval)
Find the absolute extrema of the function
f (x) = x3 + 2x2 1
on the interval [1, 1].
Solution
We first use the Second-Derivative Test to find all relative extrema. Since
f (x) = x3 + 2x2 1,
f (x) = x(3x 4),
f (x) = 6x + 4,
we know that there are two critical points at x = 0 and x = 4/3. Since x = 4/3 is located outside of
[1, 1], we only have one critical point at x = 0 to consider. f (x) has a relative minimum at x = 0, since
f (0) = 4 > 0. The relative minimum value is f (0) = 1. At the endpoints, f (1) = 2 and f (1) = 0.
Hence, the absolute maximum value is 2, which is obtained at x = 1; the absolute minimum value is 1,
which is obtained at x = 0.
2
Example 4.3.3 (Absolute extrema on a closed interval)
Find the absolute extrema of the function
f (x) =
x2 x 1
x2 + 2x + 2
on the interval [10, 10].
111
Solution
We first use the Second-Derivative Test to find all relative extrema. Since
f (x) =
x2 x 1
,
x2 + 2x + 2
f (x) =
3x(x + 2)
,
(x2 + 2x + 2)2
f (x) =
6(x3 + 3x2 2)
,
(x2 + 2x + 2)3
we know that there are two critical points at x = 2 and x = 0. It follows that f (x) has a relative maximum
at x = 2, since f (2) < 0. The relative maximum value is f (2) = 5/2. Also, f (x) has a relative
minimum at x = 0, since f (0) > 0. The relative minimum value is f (0) = 1/2. At the endpoints,
89
f (10) = 109
and f (10) = 122
. Hence, the absolute maximum value is 5/2, which is obtained at x = 2;
82
the absolute minimum value is 1/2, which is obtained at x = 0.
2
4.4
Curve Sketching
We may now describe the steps in sketching a curve. In the following, we shall consider two examples. The
first example will stick to the simple case (polynomial function) where f and its first two derivatives are
continuous on a closed interval [a, b], are zero only for finitely many times. The second example is a rational
function which is discontinuous at particular points.
In general, to sketch the graph of y = f (x), we need to specify several important features.
1. y-intercepts (i.e., f (0));

2. x-intercepts (i.e., roots of f (x) = 0);
3. the intervals on which the function is increasing and decreasing;
4. relative extrema (where the function attains a minimum or a maximum locally);
5. absolute extrema (where the function attains a minimum or a maximum globally).
In Sections ??, ??, and ?? we discussed the items 3, 4, and 5, respectively.
Example 4.4.1 (Sketch a curve)

Sketch the curve of y = f (x) on the interval [2, 3], where
f (x) = x3 + 3x2 2.
Solution
1. The y-intercept is f (0) = 2.
2. Since the sum of all the coefficients is zero, we know that x = 1 is a root of the function. By long
division, we have
f (x) = x3 + 3x2 2 = (x 1)(x2 + 2x + 2).
By solving the equation f (x) = 0, we have the roots
x1 = 1 3,
x2 = 1,
which are exactly the x-intercepts.
112
x3 = 1 +
3,
4.4 Curve Sketching

3. By f (x) = 3x2 + 6x = 3x(x 2), we know that there are two critical values: x = 0 and x = 2.
They will divide (2, 3) into three open intervals.
Interval :
(2, 0)
(0, 2)
(2, 3)
Signs of f (x) :
Graph of f :
decreasing
increasing
decreasing
Hence, the function f is decreasing on (2, 0) and (2, 3), and increasing on (0, 2).
4. Since
f (x) = x3 + 3x2 2,
f (x) = 3x2 + 6x,
we use the Second-Derivative Test to find the relative extrema.
f (x) = 6x + 6,
(1) f (x) has a relative minimum at x = 0, since f (0) > 0. The relative minimum value is f (0) = 2.
(2) f (x) has a relative maximum at x = 2, since f (2) < 0. The relative maximum value is f (2) = 2.
5. We evaluate the function at the endpoints x = 2 and x = 3:
f (2) = 18,
f (3) = 2.
Thus, the absolute maximum is 18, which is obtained at x = 2. The absolute minimum is 2, which
is obtained at x = 0 and x = 3.
The graph of y = f (x) is sketched as follows:
y
18
y = f (x)
2
2
2
2
Example 4.4.2 (Sketch a curve)

Sketch the curve of y = f (x) on the interval (, ), where
f (x) =
2x
.
(x 1)(x 2)
Solution
113
1. The y-intercept is f (0) = 0.
2. The function f (x) becomes zero only when x = 0, we have only one x-intercept: x = 0.
3. By the Quotient rule,
2(2 x2 )
(x 1)(x 2) 2 2x (2x 3)
=
.
2
2
(x 1) (x 2)
(x 1)2 (x 2)2
Since f ( 2) = 0 and f ( 2) are defined, we know that there are two critical values: x = 2
(x = 1, 2 are not critical values, because 1, 2 are not in the domain of f ). Now, we divide the real
number line (, ) into five open intervals.
Interval :
(, 2)
( 2, 1)
(1, 2)
( 2, 2)
(2, )
f (x) =
Signs of f (x) :
Graph of f :
decreasing
increasing
increasing
decreasing
decreasing
4. By the First-Derivative Test, it follows that f (x) has a relative maximum at x = 2 and a relative
2
while the relative
minimum at x = 2. The relative maximum value of f is f ( 2) =
32 2
2
.
minimum value of f is f ( 2) =
3+2 2
5. The domain of f contains all real numbers except x = 1 and x = 2. So we know that there are two
points of discontinuity at x = 1 and x = 2. In addition, we can use the following one-sided limits to
illustrate how the function behaves around x = 1 and x = 2.
lim f (x) = ,
x2
lim f (x) = ,
lim f (x) = ,
x2+
x1
lim f (x) = .
x1+
Also we can evaluate the limits of function at infinity.

lim f (x) = 0 ,
lim f (x) = 0+ .
Hence, f has no absolute extrema.

The graph of y = f (x) is sketched as follows:
y
y = f (x)
3+2 2
2
32 2
114
4.5 Mean Value Theorem
4.5
Mean Value Theorem
Theorem 4.5.1 (Mean Value Theorem) Let f (x) be continuous on [a, b] and differentiable on (a, b).
Then there exists c (a, b) such that
f (b) f (a)
.
f (c) =
ba
The quotient on the right is the slope of the line segment that connects the endpoints of the graph of
f (x) on [a, b]. The theorem says the slope is the same as the slope of some tangent line(s) of y = f (x).
The theorem also takes the following forms.
f (b) f (a) = f (c) (b a),
a < c < b,
f (x + x) f (x) = f (x + x) x,
0 < < 1.
Also note that a and b may be exchanged in the theorem, so that we do not have to insist a < b (or x > 0)
for the theorem to hold.
y
tangent line at c2
f (b)
f (a)
Proof.
c1
c2
The line connecting the points (a, f (a)) and (b, f (b)) is
def.
y = L(x) = f (a) +
f (b) f (a)
(x a).
ba
As suggested by the above figure, the tangent lines parallel to y = L(x) can be found where the difference
def.
D(x) = f (x) L(x) = f (x) f (a)

attains maximum or minimum.
f (b) f (a)
(x a)
ba
Since D(x) is continuous, by Theorem ?? (page ??), it attains maximum and minimum at c1 , c2 [a, b].
If both c1 and c2 are endpoints a and b, then the maximum and minimum of D(x) are D(a) = D(b) = 0.
This implies D(x) is constantly zero on the interval, so that D (c) = 0 for any c (a, b). If one of c1 and c2
is not an endpoint, then by Theorem ?? (page ??), D(x) has zero derivative at the point.
Thus we conclude that there always exists c (a, b) such that
D (c) = f (c)
f (b) f (a)
= 0.
ba
115
Example 4.5.1 (Mean value theorem)
Prove that
Solution
x
6 ln(1 + x) 6 x
x+1
for x > 1.
We apply Theorem ?? with f (x) = loge (1 + x) = ln(1 + x), a = 0 and b = x. Then we have
f (x) = f (x) f (0) = f (u)u=x (x 0) =
x
,
1 + x
where 0 < < 1. For x > 0, we have 1 < 1 + x < 1 + x. For 1 < x < 0, we have 1 > 1 + x > 1 + x. In
both cases, we conclude that
x
x
<
<x
1+x
1 + x
or
x
6 ln(1 + x) 6 x
1+x
for x > 1.
The equality holds only when x = 0.
Remark. Recall from Rule 1 in the beginning of this chapter (page ??) that whether the function f (x)
is increasing / decreasing really depends on the positive / negative sign of its derivative f (x). In fact, the
criteria can be justified by the Mean Value Theorem as in the following theorem.
Theorem 4.5.2 Let f (x) be differentiable on an interval. Then f (x) is increasing if and only if f (x) > 0;
f (x) is decreasing if and only if f (x) < 0; f (x) is constant if and only if f (x) = 0.
(y)
Proof.
If f (x) is increasing, then f (x) f (y) has the same sign as x y. Therefore, f (x)f
> 0 for
xy
any x 6= y. This implies f (x) > 0. Conversely, suppose f (x) > 0. For any x > y, by Theorem ??, we have
f (x) f (y) = f (c) (x y) for some c (y, x). Since x y > 0, f (c) > 0 would imply f (x) > f (y). Thus
f (x) is increasing. The case for decreasing functions can be proved similarly.
The last case can be proved by taking any two points x1 , x2 in the interval and applying Theorem ??
to get
f (x1 ) f (x2 ) = f (c) (x1 x2 ) = 0 (x1 x2 ) = 0
for some c (x1 , x2 ).
Since x1 , x2 are arbitrary in the interval, it follows that f is constant if and only if its derivative is zero.
4.6
LH
opital Rule
In Section ?? (page ??), we encountered limits of the form 0/0 which is an example of indeterminate form.
We illustrated that this kind of limits can sometimes be evaluated by factoring and cancellation. However,
this does not work for limits such as
lim
x0
sin x
,
x
lim
x0
ex 1
,
x
lim
x0
ln(1 + x)
,
x
lim sin x ln x.
x0
Now we shall introduce a more powerful method that can help to evaluate those limits of indeterminate
forms 0/0 or /. To apply the method for computing function limit, we will make use of differentiations. This well-known method is called lH
opital Rule. (Note that the French mathematicians name is
commonly seen spelled both lH
opital and lHospital, the two being equivalent in French spelling.)
116
4.6 LH
opital Rule
Theorem 4.6.1 Let f (x) and g(x) be differentiable on some interval, c is either a finite number or .
lim f (x) = lim g(x) = 0
or
lim f (x) = lim g(x) = ,
If either
xc
xc
xc
xc
f (x)
f (x)
lim
= lim
.
(4.1)
then
xc g(x)
xc g (x)
When determining the limit of a quotient f (x)/g(x) when both the numerator and denominator approach 0
or both approach infinity, lH
opital rule states that differentiation of both the numerator and denominator
does not change the limit. This differentiation, however, often simplifies the quotient and/or converts it to
a determinate form, allowing the limit to be determined more easily.
Theorem ?? may be proved by the Mean Value Theorem but the proof will be skipped in this course.
Example 4.6.1 (LH

opital rule)
Find the limit
lim
x0
Solution
sin x
.
x
We note that both sin x and x are zero at x = 0, and
Therefore by lH
opital rule,
lim
x0
(sin x)
sin x
= lim
= 1.
x0
x
x
lim
x0
cos x
(sin x)
= lim
= cos 0 = 1.
x0
x
1
Note that the argument above can be made in computing the limits such as lim
x0
ex 1
, lim ln(1+x)
x
x
x0
rule since both of them are indeterminate form 0/0. So, can you tell what are the limits?
by lH
opital
2
Remark. The assumption in the theorem shows that the rule applies only to the limits of quotients of
the form 0/0 or /. The following is a counterexample that shows what will happen (i.e., the rule
will fail) if the rule is applied to other types of quotients.
lim
x0
1+x
1
= ,
2+x
2
lim
x0
(1 + x)
1
= lim = 1.
x0 1
(2 + x)
In short, if the limit of a ratio of functions approaches an indeterminate form, then (??) is still true provided
the last limit exists. Henceforth, lH
opital rule may be applied indefinitely as long as the conditions are
(x)
satisfied. However it is important to note, that the non-existence of lim fg (x)
does not imply the nonxc
f (x)
.
xc g(x)
existence of the original limit lim
Example 4.6.2 (LH

opital rule)
Find the limit
lim
x1
1
1
x1
ln x
opital rule fails. However, the

Solution The limit is of the indeterminate form for which lH
function can first be rearranged so that the limit can be found by making use of lH
opital rule twice.

1
ln x x + 1
1
0
lim
= lim
x1
x1 (x 1) ln x
x1
ln x
0

1
1
1x
0
(1)
x
= lim
= lim
x1 x ln x + x 1
x1 ln x + x1
0
x
1
1
(2)
= .
= lim
x1 ln x + 2
2
117
Note that one should not blindly apply lH
opital rule without checking the conditions. For the computation
above, since 1 x = x ln x + x 1 = 0 at x = 1 and lim ln1
exists, the equality (2) holds. Similarly one
x+2
x1
should know why the equality
(1)
holds.
Example 4.6.3 (LH

opital rule)
Find the limit
lim
x+
1 + x2
1
ln x
opital rule cannot be applied directly.

Solution The limit is of the indeterminate form 0 for which lH
However, the limit can be found by first applying lH
opital rule to the (natural) log of the function.
1 + x/ 1 + x2
ln(x + 1 + x2 )
x
x + 1 + x2
lim
= 1.
= lim
= lim
x
x
x
ln x
1/x
1 + x2
Note that lH
opital rule may be applied because lim ln(x +
x
middle exists. By taking the exponential, we have

lim
In the above, we have used the formula
4.7
x+
1 + x2
1
ln x
1 + x2 ) = lim ln x = and the limit in the

x
= e1 = e.
lim f (x) = lim exp(ln f (x)) = exp( lim ln f (x)).
High Order Approximation
In Section ?? (page ??), we introduced higher derivatives. Given a differentiable function f (x), its derivative
f (x) is also a function. If this derivative function is also differentiable, then we have the second-order
derivative function f (x). If f (x) is still differentiable, then we get
the third-order derivative function
dn f
f (x). In general, the n-th derivative of f (x) is denoted f (n) (x) or dx
n.
With the help of higher derivatives, in this section, we shall introduce an application of high order
approximation. In fact, we would like to approximate functions by polynomials, which are easy to calculate
with. The key fact is: For x near x0 , f (x) is approximately equal to its n-th degree Taylor polynomial
def.
f (x) Tn (x) = f (x0 ) + f (x0 ) (x x0 ) +
f (n) (x0 )
f (x0 )
(x x0 )2 + +
(x x0 )n .
2
n!
(4.2)
When this statement is made more precise, it becomes the following theorem.
Theorem 4.7.1 Suppose f (x) has derivatives up to the (n + 1)-th order for x near x0 , and has the n-th
order derivative f (n) (x) at x0 . Then for
Tn (x) = f (x0 ) + f (x0 ) (x x0 ) +
we have
lim
xx0
f (x0 )
f (n) (x0 )
(x x0 )2 + +
(x x0 )n ,
2
n!
f (x) Tn (x)
= 0.
(x x0 )n
118
4.7 High Order Approximation
The theorem can be proved by similarly applying lH

opital rule repeatedly. The function Tn (x) is also
called the n-th order Taylor expansion. It is the n-th order polynomial approximation of f (x) at x0 and
is characterized by the property
f (x) = Tn (x) + o((x x0 )n ).
The computation of the higher derivatives in Section ?? gives us the following Taylor expansions at 0.
a(a 1) 2 a(a 1)(a 2) 3
x +
x
2!
3!
a(a 1) (a n + 1) n
+ +
x + o(xn ),
n!
(1 + x)a
1 + ax +
1
1x
1 + x + x2 + x3 + + xn + o(xn ),
ex
1+x+
ln(1 + x)
(1)n n
1 2 1 3
x + x + +
x + o(xn ),
2
3
n
sin x
1 3
1
(1)n+1 2n1
x + x5 + +
x
+ o(x2n ),
3!
5!
(2n 1)!
cos x
1 2
1
(1)n+1 2n
x + x4 + +
x + o(x2n+1 ).
2!
4!
(2n)!
1
1 n
1 2
x + x3 + +
x + o(xn ),
2!
3!
n!
Example 4.7.1 (Taylor expansion)

The function x4 can be rewritten as a polynomial in (x 1).
x4
=
=
[1 + (x 1)]4
1 + 4(x 1) + 6(x 1)2 + 4(x 1)3 + (x 1)4 .
Thus we get the Taylor expansion of various orders of x4 at 1.

T1 (x)
T2 (x)
T3 (x)
Tn (x)
1 + 4(x 1),
1 + 4(x 1) + 6(x 1)2 ,
1 + 4(x 1) + 6(x 1)2 + 4(x 1)3 ,
1 + 4(x 1) + 6(x 1)2 + 4(x 1)3 + (x 1)4 ,
for n > 4.
2

To find the Taylor expansion of log x at 2, we use the Taylor expansion of log(1 + x) at 0 to get
log x
=
=
x2
)
2
x2
1 (x 2)2
1 (x 2)3
(1)n1 (x 2)n
log 2 +
+
+ +
+ o((x 2)n ).
2
3
2
2
2
3
2
n
2n
log 2 + log(1 +
Thus the Taylor expansion of log x at 2 is

Tn (x) = log 2 +
1
1
1
(1)n1
(x 2)
(x 2)2 +
(x 2)3 + +
(x 2)n .
2
3
2
22
32
n 2n
2
119
The Taylor expansion of ex sin x at 0 can be obtained by multiplying the Taylor expansions of ex and sin x
together.
ex sin x
=
=
=
1
1
1
1 2
x + x3 + x4 + o(x4 )
x x3 + o(x4 )
2!
3!
4!
3!
1
1
1
1
1 + x + x2 + x3 + x4
x x3 + o(x4 )
2!
3!
4!
3!
1
1
1
1
x + x2 + x3 + x4 x3 x4 + o(x4 ),
2!
3!
3!
3!
1+x+
where we used the fact that xm o(xn ) = o(xm+n ). Thus the fourth-order Taylor expansion of ex sin x at 0 is
T4 (x) = x + x2 +
1 3
x .
3
2

To find the fifth-order Taylor expansion of sec x at 0, we use the Taylor expansion of cos x and (1 x)1 at
0 to get
sec x =
1
cos x
=
=
1
1
1
1 x2 + x4 + o(x5 )
2!
4!

2
1
1 2
1
1 2
x x4 + o(x5 ) +
x x4 + o(x5 )
1+
2!
4!
2!
4!
3
3 !
1 4
1 2
1 4
1 2
5
5
x x + o(x ) + o
x x + o(x )
+
2!
4!
2!
4!
2
1
1
1 2
1 + x2 x4 +
x
+ o(x5 ).
2!
4!
2!
Thus the fifth-order Taylor expansion of sec x at 0 is

T5 (x) = 1 +
5 4
1 2
x +
x .
2
24
As a consequence of the Taylor expansion, we can evaluate the following limit.
lim
x0
cos x + sec x 2
(ex2 1)2
1 4
1 2
5 4
1 2
5
5
x + o(x ) 2
1 x + x + o(x ) + 1 + x +
2!
4!
2
24
lim
2
3
2
x0
(1 + x + o(x ) 1)
1 4
x + o(x5 )
1
=
.
lim 4 4
x0 x + o(x5 )
4
2
120
4.7 High Order Approximation
Here is one more example of using Taylor expansion to compute the limit.
1
0
1
1
1
1
C
B
lim
= lim @
A
1
x0
x0
x
sin x
x
x x3 + o(x4 )
3!
0
1
=
=
=
1
C
A
1 2
3
1 x + o(x )
3!
!

2
1 2
1
1 2
11
lim
x + o(x3 )
x + o(x3 ) + o(x4 )
x0 x
3!
3!
1
= 0.
lim x + o(x2 )
x0
6
lim
x0
1B
@1
x
Let Tn (x) be the n-th order Taylor expansion of f (x) at x0 . The difference
def.
Rn (x) = f (x) Tn (x)

is called the remainder. Under the condition of Theorem ?? (page ??), we know that lim
xx0
However, under slightly stronger assumption, we will know more about the remainder.
Rn (x)
= 0.
(x x0 )n
Theorem 4.7.2 Suppose f (x) has derivatives up to the (n + 1)-th order for x near x0 . Then there is c
between x and x0 , such that
f (n+1) (c)
(x x0 )n+1 .
Rn (x) =
(n + 1)!
The expression for Rn (x) is called the Lagrange form of the remainder.
Example 4.7.6 (Remainder)

The remainder of the Taylor expansion of ex at 0 is
Rn (x) =
ec
xn+1 .
(n + 1)!
e|x| |x|n+1
, which converges to 0 as n . Therefore,
(n + 1)!
1
1 n
1
1
1 n
1
x
= 1 + x + x2 + x3 + +
x + .
ex = lim 1 + x + x2 + x3 + +
n
2!
3!
n!
2!
3!
n!
Since |c| < |x|, for each fixed x, we have |Rn (x)| <
Moreover, since |R9 (x)| <
e
3
<
< 106 , we find
10!
10!
e 1+x+
1
1
1 2
x + x3 + + x9 2.718285
2!
3!
9!
is accurate up to the 6th digit.
121
4.8
Business and Economics Applications
The following are some optimization problems in business and economics. Some miscellaneous examples are
also considered.
Example 4.8.1 (Finding the maximum revenue)

A company has determined that its total revenue (in dollars) for a product can be modeled by
R(x) = x3 + 450x2 + 52500x,
where x is the number of units produced (and sold). What production level will yield a maximum revenue?
Solution The target equation is the given revenue function and the domain of the equation is 0 6 x 6 546.
This is determined by finding the x-intercepts of the revenue function. To maximize the revenue, find the
critical values.
R (x) = 3x2 + 900x + 52500
3(x 350)(x + 50)
0,
0.
The only critical value in the domain is x = 350. Hence, the production level of 350 units corresponds to a
maximum revenue, since R (350) = 6(350) + 900 < 0.
2
To study the effects of production levels on cost, economists use the average cost function C(x),
which
is defined as
C(x)
C(x)
=
x
where C(x) is the total cost function and x is the number of units produced.
Example 4.8.2 (Finding the minimum average cost)

A company estimates that the cost (in dollars) of producing x units of a product can be modeled by
C(x) = 800 + 0.04x + 0.0002x2 .
Find the production level that minimizes the average cost per unit.
represents the
C represents the total cost, x represents the number of units produced, and C
C
average cost per unit. The target equation is C = . Substituting the given equation for C gives
x
Solution
800 + 0.04x + 0.0002x2

800
C(x)
=
=
+ 0.04 + 0.0002x.
x
x
(x) = 0, i.e.,
The domain for the function is x > 0. One can find the critical values by setting C
800
+ 0.0002
x2
x2
0,
800
,
0.0002
2000.
By choosing the positive value of x and the production level of x = 2000 minimizes the average cost per
(2000) = 1600/(2000)3 > 0.
unit, since C
2
122
Example 4.8.3 (Finding the maximum revenue)

A business sells 2000 units of a product per month at a price of $10 each. It can sell 250 more items per
month for each $0.25 reduction in price. What price per unit will maximize the monthly revenue?
Solution Let x represent the number of units sold in a month, let p represent the price per unit, and let
R represent the monthly revenue. Because the revenue is to be maximized, the equation is
R = xp.
A price of p = 10 corresponds to x = 2000, and a price of p = 9.75 corresponds to x = 2250. By this
information, one can use the point-slope form to create the demand equation.
p 10
p 10
10 9.75
(x 2000),
2000 2250
0.001(x 2000),
0.001x + 12.
Substituting this value into the revenue equation gives

R(x) = x(0.001x + 12) = 0.001x2 + 12x.
The domain of the revenue equation is 0 6 x 6 12000. To maximize the revenue, find the critical values.
R (x) = 0.002x + 12 = 0
x = 12/0.002 = 6000.
The production level of 6000 units yields a maximum revenue, since R (6000) = 0.002 < 0. The price that
corresponds to this production level is
p = 0.001(6000) + 12 = 6 (dollars).
2
Example 4.8.4 (Finding the maximum profit)

The marketing department of a business has determined that the demand for a product can be modeled by
p = 50/ x. The cost of producing x units is given by C = 0.5x + 500. What price will yield a maximum
profit?
Solution Let R represent the revenue, P the profit, p the price per unit, x the number of units, and C
the total cost of producing x units. The equation is
P = R C.
Because the revenue is R = xp, we can write the profit function as
P
=
=
P (x)
R C = xp (0.5x + 500)
50
(0.5x + 500),
x
x
50 x 0.5x 500.
To maximize the profit, find the critical values.

25
P (x) = 0.5 = 0
x
x=
25
0.5
= 2500.
We know that x = 2500 corresponds to a maximum profit, since P (2500) < 0. The price that corresponds
to x = 2500 is
50
50
50
=
= 1 (dollar).
p= =
50
x
2500
2
123
Example 4.8.5 (Rate of change of price with respect to quantity)
Let p = 100 q 2 be the demand function for a manufacturers product. Find the rate of change of price p
per unit with respect to quantity q. How fast is the price changing with respect to q when q = 5? Assume
that p is in dollars.
Solution
The rate of change of p with respect to q is

dp
d
=
(100 q 2 ) = 2q.
dq
dq
Thus,
dp
= 2(5) = 10.
dq q=5
This means that when five units are demanded, an increase of one extra unit demanded corresponds to a
decrease of approximately $10 in the price per unit that consumers are willing to pay.
2
Example 4.8.6 (Rate of change of volume)
A spherical balloon is being filled with air. Find the rate of change of the volume of the balloon with respect
to its radius. Evaluate this rate of change when the radius is 2 feet.
Solution The formula for the volume V of a sphere of radius r is V = 43 r 3 . The rate of change of V with
respect to r is
4
dV
= (3r 2 ) = 4r 2 .
dr
3
When r = 2, the rate of change is
dV
= 4(2)2 = 16.
dr
r=2
This means that when the radius is 2 ft, changing the radius by 1 ft will change the volume by approximately
16 ft3 .
2
Example 4.8.7
A cylindrical can is to be constructed to hold a fixed volume of liquid. The cost of the material used for the
top and bottom of the can is $3 per square inch, and the cost of the material used for the curved side is $2
per square inch. Use calculus to derive a simple relationship between the radius and height of the can that is
the least costly to construct.
Solution
Cost for the top and bottom
=
=
(top + bottom area) 3

2r 2 3 = 6r 2 .
Cost for the curved side
=
=
(curved surface area) 2

2rh 2 = 4rh.
Hence, the total cost C is
C = 6r 2 + 4rh.
But the volume V = r 2 h is a fixed quantity. After substituting V for h in the cost function, we obtain C
as a function of r only. So
4V
.
C(r) = 6r 2 +
r
2
To find the critical values, we compute C (r) = 12r 4V /r and set it to be zero. Thus, r 3 = V /(3) is
the critical value for C(r). To determine the nature of the critical point, we compute
C (r) = 12 +
124
8V
.
r3
Notice that
C (r) = 12 + 8V
3
V
= 36 > 0.
Thus C(r) attains its minimum when r 3 = V /(3) = (r 2 h)/(3), or r = h/3.
Example 4.8.8
A manufacturers total cost function is given by
C(q) =
q2
+ 3q + 400,
4
where C(q) is the total cost of producing q units. At what level of output will average cost per unit be a
minimum? What is this minimum?
Solution
Recall that average cost function C is given by

q
400
C(q)
= +3+
.
C(q)
=
q
4
q
To find the critical value, we set
(q) = 1 400 = 0
C
4
q2
which gives q = 40. Also,
(q) = 800 = C
(40) = 800 > 0.
C
q3
403
This implies that q = 40 minimizes the average cost function and the minimum value is given by
C(40)
= 10 + 3 + 10 = 23.
2
Example 4.8.9
An enzyme is a protein that acts a catalyst for increasing the rate of chemical reaction that occurs in cells.
In a certain reaction, an enzyme is converted to another enzyme called the product. The product acts as a
catalyst for its own formation. The rate R at which the product is formed (with respect to time) is given by
R = kp(l p),
where l is the total initial amount of both enzymes, p is the amount of the product enzyme, and k is a positive
constant. For what value of p will R be a maximum?
Solution

dR
d
=
(klp kp2 ) = kl 2kp = 0
dp
dp
which gives the critical value p = l/2. R (p) = 2k < 0. By the Second-Derivative Test, we know that R(p)
will attain its maximum at p = l/2. The maximum value is given by R(l/2), or
l
kl2
l
.
kp(l p) = k( )(l ) =
2
2
4
2
Example 4.8.10
Suppose that at a certain factory, setup cost is directly proportional to the number of machines used and
operating cost is inversely proportional to the number of machines used. Show that when the total cost is
minimum, the setup cost is equal to the operating cost.
125
Solution
Let x be the number of machines used, and C be the total cost. Then,
total cost = setup cost + operating cost.
Setup cost is directly proportional to x means

setup cost = k1 x
for some positive constant k1 .
Operating cost is inversely proportional to x means
operating cost =
for some positive constant k2 . Then
C(x) = k1 x +
k2
x
k2
.
x
k2
= 0.
x2
p
Thus, x = k2 /k1 is the critical value (the negative square root is rejected). It is easy to check that with
the critical value,
setup cost = k1 k2 = operating cost.

C (x) = k1

Suppose that by investing t dollars a company can produce
x=
t
100
10
(t > 1000)
items, and that it can see x items for a total profit of

y = 5x
Find
x2
.
100
dy
, which is the marginal profit with respect to the amount invested.
dt
Solution
We have
dx
1
=
,
dt
10
dy
x
=5
.
dx
50
By the Chain rule,

dy
dt
=
=
=
=
=
dy dx
dx dt
x 1
5
50 10
1
x
2
500
1
t
1
100
2
500 10
7
t
.
10
5000
Thus after t dollars have been invested, an additional dollar invested will bring 0.7 t/5000 dollars of
additional profit.
2
126
Chapter 5
Integration
In differential calculus, we are given functions of x and asked to obtain their derivatives (Chapter ??).
However, in integral calculus, we are given functions of x and asked what they are the derivatives of. For an
example, if f (x) = x2 is given, then we want to find a (primitive) function F (x) so that F (x) = f (x) = x2 .
The process of hunting for such primitive functions is called indefinite integration. In this way, we regard
integration as an inverse operation of differentiation. Thus the idea of indefinite integration appears to be
simple and more like a game than any serious mathematics. However, this kind of inverse problems turns
out to be connected with many branches of physical science and nowadays also with business world. Newton
and Leibniz invented integration to solve many physical and mathematical problems which were otherwise
unsolvable. Integrations are generally more difficult to handle than differentiation because some functions
might not have a nice primitive function. We shall, therefore, first study indefinite integration which lays
the foundation, and then we shall study definite integration at a later stage (Sections ????).
Let us consider the following example as a motivation for reason of doing integration. Please also read
Example ?? (page ??) for reference.
Example 5.0.1 (An illustrative example)
A firms marginal cost function is given by
MC(q) = 3q 2 + 2q + 1.
Find the total cost function if the fixed cost is $100.
Solution
Let TC(q) be the total cost function. Then

Z
TC(q) =
MC(q) dq
Z
=
(3q 2 + 2q + 1) dq
=
q 3 + q 2 + q + C.
Since TC(0) = 100, this gives C = 100. Hence,

TC(q) = q 3 + q 2 + q + 100.
2
In the illustrative example, you might have questions on how to obtain the answer by the computation
shown above. So, in the following, we are going to show you exactly the details of what does it mean by an
integration. We shall first present the theory of the formal definition of indefinite integrals (Section ??) and
then show you some practical techniques through a number of elementary working examples (Section ??).
127
5. Integration
5.1
Indefinite Integrals
5.1.1 Definition Let f (x) be defined in [a, b]. A function F (x) defined in [a, b] is called a primitive
function of f (x) in the interval if F (x) = f (x) for all x in [a, b].
In fact, when the relation
d
F (x) = f (x)
dx
is satisfied, we call the primitive function (or the antiderivative) F (x) an indefinite integral of f (x)
and denote
Z
F (x) = f (x) dx.
R
We refer to f (x) as the integrand and to as the integral sign. The symbol dx (known as differential)
is a label, indicating the variable with respect to which we are integrating. So we mean the integration is
taken with respect to x.
If F (x) is a primitive function of f (x), then F (x)+C (C can be any constant) is a whole class of functions
having the same derivative (why?). Therefore, using the integral sign defined above, we may denote
Z
f (x) dx = F (x) + C.
The arbitrary constant C is called the constant of integration.
Example 5.1.1 (Primitive function)

A primitive function of f (x) = x2 is F (x) = 13 x3 since F (x) = f (x) = x2 . Note that if F is a primitive
d
function of f , so is F + C for any constant C since dx
(F + C) = F + 0 = f . Hence, primitive functions of
2
1 3
1
1 3 1 3
is not unique. Any two primitive
x can be 3 x , 3 x + 100, 3 x + 2 , etc.. In general, the primitive function
R
functions differ with each other by a constant. Here we should write x2 dx = 31 x3 + C.
2
Example 5.1.2 (Primitive function)

In Example ??, we illustrated how to obtain the total Rcost function by integrating the given marginal cost
function. The computation involves the crucial step: (3q 2 + 2q + 1) dq = q 3 + q 2 + q + C, where C is a
constant. For this step, we actually mean the primitive functions of 3q 2 + 2q + 1 are q 3 + q 2 + q + C, since
d
(q 3 + q 2 + q + C) = 3q 2 + 2q + 1.
dx
2
Example 5.1.3 (Indefinite integration)

1.
k dx = kx + C,
2.
xn dx =
3.
1
dx = ln |x| + C, x 6= 0.
x
k constant.
xn+1
+ C,
n+1
n 6= 1.
1. x > 0,
2. x < 0,
128
d
dx
d
dx
d
dx
(ln |x| + C) =
(ln |x| + C) =
d
dx
xn+1
n+1
d
dx
d
dx
(kx + C) = k + 0 = k.
+ C = xn + 0 = xn .
ln x =
1
.
x
ln(x) =
1 d(x)
x
dx
1
.
x
5.1 Indefinite Integrals
4.
5.
6.
kf (x) dx = k
7.
=
8.
9.
10.
0
B
B
B
B
B
B
@
f (x) dx
f (x) dx
f (x) dx = F (x) + C. Then F = f .
0
B
B
B
B
B
B
B
B
B
@
f (x) g(x) dx 6=
(ex + C) = ex + 0 = ex .
R
1
f (x) dx = F (x) + C1 , g(x) dx = G(x) + C2 .
R
R
Then f (x) dx + g(x) dx = F (x) + G(x) + C1 + C2 . C
C
C
d
Now dx
(F (x) + G(x) + C1 + C2 ) = F (x) + G (x) + 0 C
C
R
C
= f (x) + g(x). Then (f (x) + g(x)) dx
A
R
R
= F (x) + G(x) + C1 + C2 = f (x) dx + g(x) dx.
Let
Z
2
2
x x+
dx =
x3 + x2 dx
3
3
Z
Z
4
x
2
2
x2 dx =
+ x3 + C.
x3 dx +
3
4
9
2
Let
d
dx
B
C
d
(kF (x) + kC) = kF (x) + 0 = kf (x). A
@ Now dx
R
R
Then kf (x) dx = kF (x) + kC = k f (x) dx.
f (x) dx, k constant.
(f (x) + g(x)) dx
Z
Z
= f (x) dx + g(x) dx.
ex dx = ex + C.
The value of the constant of integration
C
C
C
C
for the integral at some value of x.
C
C
For instance, require value of the integral C
C
C
on the left side to be 2 at x = 1. Then
A
1
2
55
+ 9 + C = 2, or C = 36 .
4
can be determined if we specify a value
Warning. In general we do not have the identity.
g(x) dx.
Take care of this common mistake.

0
By the definition of the indefinite integral,
!
1
C
B
A
@ the identity follows immediately.
Differentiation is the inverse of integration.
= f (x).
f (x) dx = f (x) + C.
f (x) is a primitive function of f (x),
C
B
A
@ the identity follows immediately.
Integration is the inverse of differentiation.
2
To summarize, we have the following basic rules for integration.

Z
1.
k dx = kx + C, k is a constant.
2.
3.
xn dx =
xn+1
+ C,
n+1
n 6= 1.
Simple power rule
1
dx = ln |x| + C.
x
Simple logarithmic rule
ex dx = ex + C.
Z
Z
5.
kf (x) dx = k f (x) dx, k is a constant.
Z
Z
Z
6.
[f (x) g(x)] dx = f (x) dx g(x) dx.
4.
Constant rule
Simple exponential rule

Constant multiple rule
Sum and difference rule
129
5. Integration
Given a function f (x), does it necessarily has an indefinite integral F (x)? If some functions have indefinite
integrals and others not, what property of f (x) will ensure that the function has an indefinite integral?
In our elementary work we are not concerned with such generalities, we concentrated on finding an
explicit formula for the integral, if we could. The one useful general answer that is readily available to us
comes from the theory of the definite integral is every continuous function f (x) has an indefinite integral.
5.2
Some Elementary Examples
We begin by listing a number of standard

forms, that is to say formulae for integrals which we shall be free
R
to use. Each formula is of the type f (x) dx = F (x) + C and its validity can be established by showing
that F (x) = f (x). Generally speaking, you are only required to memorize items 1, 2, 4, 6, 7 in the table.
A short table of indefinite integrals (for reference only)
1.
xn dx =
xn+1
+ C,
n+1
n 6= 1.
1
dx = ln |x| + C.
x
Z
1
1
dx = ln |ax + b| + C.
3.
ax + b
a
Z
4.
ex dx = ex + C.
Z
1 x
5.
ax dx =
a + C.
ln a
Z
6.
sin x dx = cos x + C.
Z
7.
cos x dx = sin x + C.
Z
8.
tan x dx = ln | sec x| + C.
Z
9.
cot x dx = ln | sin x| + C.
2.
10.
sec x dx = ln | sec x + tan x| + C.
11.
csc x dx = ln | csc x + cot x| + C.
12.
sec2 x dx = tan x + C.
13.
csc2 x dx = cot x + C.
x
1
1
dx = tan1 + C.
x2 + a2
a
a
Z
x a
1
1
+ C.
dx
=
ln
15.
x2 a2
2a x + a
Z
1
x
16.
dx = sin1 + C.
a
a2 x2
Z
p
1
dx = ln x + x2 a2 + C.
17.
2
2
x a
14.
The above table should only be regarded as a table of indefinite integrals of standard forms. In practice,
some mathematical manipulations often have to performed in order to put the given integrand in a standard
form to which the various integral formulae in the table apply. In the following we shall use some simple
examples to illustrate a number of facts that can be useful to evaluate indefinite integrals. This also gives
you a basic idea on how to make use of the formulae in the above table. More advanced techniques of
evaluating indefinite integrals will be revisited in Section ??.
I. If
f (x) dx = F (x) + C, then
Proof.
f (ax + b) dx =
1
F (ax + b) + C, where a 6= 0.
a
Let u = ax + b. Then
d 1
1
du
1
F (ax + b) + C = F (u)
= F (u) a = F (u) = f (u) = f (ax + b).
dx a
a
dx
a
Integrating both sides with respect to x gives

Z
1
f (ax + b) dx = F (ax + b) + C.
a
130
5.2 Some Elementary Examples
Example 5.2.1
Z
Z
(2x 1)11
1
1 (2x 1)11
+C =
+ C.
(2x 1)10 d(2x 1) =
1.
(2x 1)10 dx =
2
2
11
22
2.
1
1
dx =
5
5x 7
(5x 7)1/2 d(5x 7) =
1 (5x 7)1/2
2
+C =
5x 7 + C.
5
1/2
5
2
II. If
f (x) dx = F (x) + C, then
Proof.
f (u) du = F (u) + C, where u = g(x).
Let u = g(x). Then

du
du
d
[F (u) + C] = F (u)
= f (u)
.
dx
dx
dx

Z
f (u) du = F (u) + C.
Example 5.2.2
Z
Z p
1
1
1 (x2 + 1)3/2
2
+ C = (x2 + 1)3/2 + C.
(x2 + 1)1/2 d(x2 + 1) =
1.
x x + 1 dx =
2
2
3/2
3
Z
Z
2.
ex cos ex dx = cos ex d(ex ) = sin ex + C.
3.
ln x
dx =
x
4.
sin x
dx =
cos3 x
ln x d(ln x) =
Z
(ln x)2
+ C,
2
x > 0.
(cos x)3/2 d(cos x) =
2
(cos x)1/2
+C =
+ C.
1/2
cos x
2
III.
f (x)
dx = ln |f (x)| + C.
f (x)
Proof.
Let u = f (x) > 0. Then
d
1 du
f (x)
ln u =
=
.
dx
u dx
f (x)
Z
f (x)
dx = ln |f (x)| + C.
f (x)
Example 5.2.3
Z
Z
3x2 + 2x + 1
1
1.
dx
=
d(x3 + x2 + x + 1) = ln |x3 + x2 + x + 1| + C.
x3 + x2 + x + 1
x3 + x2 + x + 1
Z
Z
1
1
2.
dx =
d(ln x) = ln | ln x| + C.
x ln x
ln x
Z
Z
Z
Z
ex
1
ex
1
1
dx
=
dx
=
dx
=
d(ex + 1) = ln(ex + 1) + C.
3.
1 + ex
1 + ex ex
ex + 1
ex + 1
131
5. Integration
IV. Sometimes you might be given an unusual integral and even do not know how to start with it.
When finding such an integral, you must try to play with the integrand and quite possibly after
some suitable manipulations/simplifications, you will find the integral easy enough to solve. Sometimes
it involves a working experience in which case the result can only be obtained by inspection.
Example 5.2.4
(
Z
1.
x|x| dx =
2.
4.
x2 dx = 13 x3 + C,
if x > 0,
x2 dx = 13 x3 + C,
if x < 0,
1 3
|x| + C.
3
Z
(ex 1)(e2x + 1)
1
dx
=
(e2x ex + 1 ex ) dx = e2x ex + x + ex + C.
ex
2
Z
Z
Z
1
sin2 x + cos2 x
1
1
dx = tan x cot x + C.
dx
=
dx
=
+
3.
cos2 x
sin2 x cos2 x
sin2 x cos2 x
sin2 x
2x dx =
eln 2 dx =
ex ln 2 dx =
1
ln 2
ex ln 2 d(x ln 2) =
ex ln 2
2x
+C =
+ C.
ln 2
ln 2
2
5.3
Definite Integrals
As we mentioned that there are two distinct ways in which we may approach the problem of integration. In
the first way we regard integration as the reverse of differentiation, this is the approach through the study
of indefinite integrals (Sections ??, ??). In the second way we regard integration as the limiting process of
an algebraic summation, this is the approach through the study of definite integrals. In this section, we
consider the second way and it turns out to be connected with a classical area problem.
What is the area problem? Historically, the idea of limits has been used to find areas of different shapes.
Let us first consider a simple example: how the area of a circle can be found by a limiting process?
height about
same as radius
width approximately = half circumference
We divide the circular disc into pieces of equal size and then rearrange the pieces as in the figure above.
In the limit of increasing number of pieces (i.e., smaller and smaller divisions) the rearrangement will give
something closer to a rectangle (imagine it) of which the area can easily be found. Thus the area of the
circle is the same as the area of the limiting rectangle, which is
height width = r r = r 2 .
However, in general, we cannot divide things up like we can with the circle. We need a general method
that will work for a wider variety of shapes. For example, given a region in the plane, we need a consistent
132
5.3 Definite Integrals
method that helps to find the enclosed area. Very often this refers to finding the area of the region bounded
above by the graph of a given positive function f (x), bounded below by the x-axis, bounded to the left by
the vertical line x = a, and to the right by the vertical line x = b. The answer to this problem came through
a very nice idea. Indeed, this can be done by first dividing the region into strips and approximating the
area of each strip by a small rectangle whose area we know how to find! Of course, the area approximated
by the rectangles is not quite the same as the area under the curve, but as the rectangles get thinner (more
rectangles at the same time), the total area of the rectangles gets closer to the real area. Again, this is a
limiting process similar to the disc area problem.
As we mentioned earlier, we may regard integration as the limiting process of an algebraic summation.
So it is not hard to imagine that definite integration plays the role to sum up the areas of rectangles in a
limiting way. In the following we shall try to derive the mathematics of finding areas by definite integration.
We show you in details how the method works.
Mathematical formulation. Let f (x) be a continuous positive function defined on the closed interval
[a, b]. We divide the interval [a, b] by any finite set of points, called a partition P of [a, b], i.e.,
a = x0 < x1 < x2 < < xn1 < xn = b.
Hence, [a, b] is divided into n subintervals
[a, x1 ], [x1 , x2 ], [x2 , x3 ], , [xj1 , xj ], , [xn1 , b].
The length of each subinterval is
xj = xj xj1 ,
j = 1, 2, , n.
Denote the longest length of these subintervals by

x = max {xj }
16j6n
and we call it the norm of the partition P. On each of the subintervals [xj1 , xj ] (j = 1, 2, , n), we
choose an arbitrary point j such that
xj1 6 j 6 xj .
The choice for j will define a particular rectangle, with f (j ) as its height and xj as its width, on the
subinterval [xj1 , xj ]. The following figure summarizes the details of what we have discussed.
y
magnified part
on right side
xj1 j xj
y = f (x)
xj
x
xj1 j
133
xj
(j movable)
5. Integration
A Riemann sum of f for the partition P is defined as a finite algebraic sum of the form
Sn =
n
X
f (j ) xj ,
j=1
where j [xj1 , xj ] for j = 1, 2, , n.
The sum Sn is nothing but just the sum of areas of the rectangles over [a, b]. If the sum has a limit as the
number of subintervals increases without bound (while the longest length x goes to zero) and if the limit
is independent of the choices j , then we call the limit the definite integral of f (x) over [a, b] and write it as
Rb
f (x) dx. We make the conclusion in the following definition.
a
5.3.1 Definition Let f be a real-valued function defined on [a, b], P be a partition of [a, b]. If the limit
n
P
lim
f (j ) xj exists independently of the mode of subdivision of [a, b] and j , then the limit is called
x0 j=1
the definite integral of f (x) from x = a to x = b and is written as

lim
x0
n
X
f (j ) xj =
j=1
(5.1)
f (x) dx.
a
The function f (x) is called the integrand. The numbers a and b are called the lower and upper limits
of integration, respectively and [a, b] is called the range of integration. The letter x is the variable of
integration which is actually
R b a dummy variable that can be replaced by any other letter. It can be proved
that the definite integral a f (x) dx exists if f is continuous on [a, b]. It also exists if f is piecewise continuous.
Rb
Geometrically, a f (x) dx represents the area bounded by the curve y = f (x), the x-axis and the vertical
lines at x = a, x = b only if f (x) > 0 (i.e., the whole graph of f lies in the upper half plane). Otherwise, the
definite integral represents the algebraic sum of the areas above and below the x-axis, treating areas above
the x-axis as positive and areas below the x-axis as negative. That is to say, in general, a definite integral
gives the net area between the graph of f and the x-axis, i.e., the sum of the areas of the regions where
y = f (x) is above the x-axis minus the sum of the areas of the regions where y = f (x) is below the x-axis.
The point j is an arbitrary point chosen in the subinterval [xj1 , xj ]. One important remark is that, if
the given function f is continuous, the choice of j should not affect the value of the definite integral. For
example, in the above right hand figure (page ??), the rectangle has the largest area for left hand endpoint
(i.e., when j = xj1 ) and the smallest area for right hand endpoint (i.e., when j = xj ). We denote Sn
be the sum of the largest areas of rectangles and Sn be the sum of the smallest areas of rectangles. Then,
taking the limits as n , both Sn and Sn should approach a finite number (i.e., lim Sn = lim Sn = A).
n
In other words, the difference between the largest possible and the smallest possible areas is negligible as
long as the number of rectangles is large enough. We give an illustrative example in details.
Example 5.3.1 (Evaluate a definite integral by definition)

Evaluate the definite integral
x2 dx
by constructing the finite sum Sn and find the limit as n . Consider the cases by taking the points j as
(a) the right hand endpoints;
(b) the left hand endpoints

of the subintervals of equal length.
134
5.3 Definite Integrals

y
y
y = x2
y = x2
f (j )
f (j )
0 1
0 1
(a) the right hand endpoints
(b) the left hand endpoints
Solution
(a) The interval [1, 3] can be divided into n subintervals of equal length x = (3 1)/n = 2/n. Take the
points j as the right hand endpoints of the subintervals as in the figure above (left):
2j
,
n
j = 1 +
for j = 1, 2, , n.
Let f (x) = x2 . Then the finite sum is

Sn
2
n
X
2
2j
1+
n
n
j=1
j=1
"
"
#

2 #
n
n
n
X
2
j
4 X 2
j
4X
2
j .
1+4
j+ 2
+4
n+
=
n j=1
n
n
n
n j=1
n j=1
n
X
f (j ) x =
In fact, we can make use of the identities without proof

n
X
j=1
j = 1 + 2 + + n =
n
(n + 1),
2
n
X
j=1
j 2 = 12 + 22 + + n2 =
1
n(n + 1)(2n + 1).
6
Hence, the finite sum becomes

Sn
=
=
4 n
4 1
2
n + (n + 1) + 2 n(n + 1)(2n + 1)
n
n 2
n 6
1
4
1
1
2 + 4(1 + ) + (1 + )(2 + ).
n
3
n
n
Taking the limit as n ,

lim Sn = lim
4
1
1
4
26
1
.
2 + 4(1 + ) + (1 + )(2 + ) = 2 + 4(1) + (1)(2) =
n
3
n
n
3
3
By definition (x = 2/n 0 as n ),
Z
x2 dx = lim Sn =
n
26
.
3
(b) Similarly, take the points j as the left hand endpoints of the subintervals:
j = 1 +
2(j 1)
,
n
135
for j = 1, 2, , n.
5. Integration
Then we can compute
Sn
=
=
=
=
=
Z
3
1
x2 dx =
lim Sn
=
=
2
2
2(j 1)
n
n
j=1
j=1
n
2X
4(j 1)2
4(j 1)
+
1+
n j=1
n
n2
"
#
n1
n1
2
4 X 2
4X
i
i+ 2
n+
(i = j 1)
n
n i=1
n i=1
4 1
4 n1
2
(n) + 2 (n 1)(n)(2(n 1) + 1)
n+
n
n
2
n 6
1
4
1
1
2 + 4(1 ) + (1 )(2 ),
n
3
n
n
1
4
1
1
lim 2 + 4(1 ) + (1 )(2 )
n
n
3
n
n
4
26
2 + 4(1) + (1)(2) =
.
3
3
n
X
f (j ) x =
n
X
1+
In Example ??, we illustrated the fact that the area bounded by the curve y = f (x), x-axis and two vertical
lines at x = a, x = b can be evaluated by finding the definite integral of f (x) over the interval [a, b]. The
geometrical interpretation is indeed very easy. Take the choice of right hand endpoints as an example.
rectangles height width
f (x) dx = lim
n
X
j=1
}|
{ z }| {
ba
ba
f a+
j
n
n
{z
}
z
Sn = sum
where
1.
2.
3.
4.
5.
6.
of areas of n rectangles
ba
= x = the constant width of rectangles.
n
j = the index (label) to indicate the j-th rectangle, j = 1, 2, , n ( n rectangles in total).
ba
j = a +
j = a + jx = an arbitrary point chosen in the subinterval [xj1 , xj ].
n
ba
j = f (j ) = the height of the rectangle positioned at x = j .
f a+
n
ba
ba
f a+
j
= the area of the rectangle positioned at x = j .
n
n
n
P
ba
ba
f a+
j
= the sum of areas of rectangles.
n
n
j=1
7. lim describes the consideration of infinite number of rectangles with infinitesimal width.
n
Example 5.3.2 (Evaluate an infinite sum)

Find the limit of the infinite sum
1
1
1
+
+ +
.
lim
n
2n + 1
2n + 2
2n + n
136
(5.2)
5.4 Properties of Definite Integrals
Solution In general it is difficult to evaluate such infinite sums. However, we may solve this problem by
the method of transforming the infinite sum into a definite integral. First we rewrite the infinite sum as
def.
L = lim
n
X
j=1
n
X
1
= lim
n
2n + j
j=1
1
j
2+
n
1
n
which has the form of the right side of (??) such that
1. x =
ba
10
=
n
n
2. j = a +
j
ba
j= ,
n
n
(i.e., we choose a = 0, b = 1).
for j = 1, 2, , n.
3. f (j ) =
1
.
2 + j
4. f (x) =
1
for any real number x in [a, b] = [0, 1].
2+x
Hence, we can convert the infinite sum to a definite integral (the evaluation follows from the fundamental
theorem of calculus, see Section ??)
L=
1
0
3
1
dx = [ln(2 + x)]10 = ln 3 ln 2 = ln .
2+x
2
In fact, we are free to choose any different lower and upper limits of integration. For example, if we choose
x = (3 2)/n (i.e., Rwe choose a = 2, b = 3). Then j = a + (b a)j/n = 2 + j/n, and f (j ) = 1/j . Hence,
3
f (x) = 1/x and L = 2 (1/x) dx = [ln x]32 = ln(3/2).
2
5.4
Properties of Definite Integrals
In Section ??, one might find it difficult to deal with definite integration. In fact, that approach only
illustrates the equivalence between finding areas and evaluating definite integrals. Specifically, the area of
the
R b region bounded above by the curve of f and below by the x-axis from x = a to x = b is given by
f (x) dx. However, in practice, there are some basic properties of definite integrals (Section ??) and the
a
fundamental theorem of calculus (Section ??) which enable us to evaluate definite integrals more easily.
In the following we shall first introduce some basic properties of definite integrals without proof. Most
of these properties seem obvious when they are interpreted geometrically, and some of them may even seem
trivial. These properties can be freely used when dealing with definite integrals.
Suppose f (x) and g(x) be integrable on [a, b]. Then
137
5. Integration
1.
kf (x) dx = k
2.
6.
f (x) dx
(k is a constant).
Z b
Z b
[f (x) g(x)] dx =
f (x) dx
g(x) dx.
Z a
a
a
Zab
Z a
4.
f (x) dx = 0.
3.
f (x) dx =
f (x) dx.
a
a
b
Z b
Z c
Z b
5.
f (x) dx =
f (x) dx +
f (x) dx,
if a < c < b.
b
f (x) dx > 0,
if f (x) > 0 for all x in [a, b].
7.
f (x) dx 6
8.
g(x) dx,
f (x) dx,
10.
b
a
f (x) dx 6
11. m(b a) 6
if f (x) is an even function: f (x) = f (x).
f (x) dx = 0,
if f (x) 6 g(x) for all x in [a, b].
f (x) dx = 2
9.
if f (x) is an odd function: f (x) = f (x).

b
a
|f (x)| dx.
f (x) dx 6 M (b a),
if m 6 f (x) 6 M for all x in [a, b].
Example 5.4.1 (Properties of definite integral)

Without attempting to evaluate them, determine whether the following integrals are positive, negative or zero.
1.
x (1 x) dx.
2.
ex sin x dx.
3.
1
1
2
ex ln x dx.
Solution
R1
1. Since f (x) = x3 (1 x)3 > 0 for all x in (0, 1), we have

2. Since f (x) = ex sin x > 0 for all x in (0, ), we have
3. Since f (x) = ex ln x < 0 for all x in ( 12 , 1), we have
5.5
R
0
R1
1
2
x3 (1 x)3 dx > 0.
ex sin x dx > 0.
ex ln x dx < 0.
2
The Fundamental Theorem of Calculus
As we mentioned in Section ??, the approach provided in Section ?? to find definite integrals is only an
illustration. In practice we never use the limit definition to evaluate a definite integral. In this section, we
shall introduce the real method, the so-called fundamental theorem of calculus. We give the detailed proof
in the following.
Suppose that A(x) is the function for the net area of the region bounded by the curve y = f (x) and the
x-axis from a to x, i.e.,
Z x
def.
A(x) =
f (x) dx
a
138
5.5 The Fundamental Theorem of Calculus

Rb
which is in general an indefinite integral. In particular, A(a) = 0, A(b) = a f (x) dx. Consider the area of
the region bounded by the curve y = f (x) and the x-axis from x to x + h (h is a small number).
y = f (x)
a
x
x+h
In particular, the shaded region can be approximated by a rectangle, so the area of the region is approximately h
y , where y is a number between f (x) and f (x + h). On the other hand, the area of the shaded
region is A(x + h) A(x), by the definition of A(x). Thus,
A(x + h) A(x) = area of shaded region = h
y,
or
A(x + h) A(x)
= y.
h
As h 0, y approaches f (x) since y is a number between f (x) and f (x + h). Hence,

A (x) = lim
def.
h0
A(x + h) A(x)
= f (x),
h
or A (x) = f (x). This implies that A(x) is a primitive function of f (x). Now let F (x) be any primitive
function of f (x). Then
A(x) = F (x) + C.
Since A(a) = 0, we have 0 = F (a) + C. This gives C = F (a). Hence,
A(x) = F (x) F (a)
By definition, A(b) =
Rb
a
A(b) = F (b) F (a).
f (x) dx and hence we have

Z
f (x) dx = F (b) F (a),
F (x) = f (x).
(5.3)
In other words, the definite integral can be evaluated as the difference of any primitive function evaluated
at the endpoints. This is known as the fundamental theorem of calculus. This formula (??) tells us
that
R b as long as we can find a primitive function of f , then we can use it to evaluate the definite integral
f (x) dx. However, we should emphasize that the fundamental theorem of calculus only describes a way
a
of evaluating a definite integral, not a procedure for finding primitive functions. That is to say, in order to
evaluate a given definite integral, one should have to know more techniques for finding primitive functions
(see Section ??).
Due to the importance of the formula (??) for evaluating definite integrals, and because it uncovers the
connection between differentiation and integration, the formula (??) is also known as the Newton-Leibniz
formula, which was discovered independently by Sir Isaac Newton (1643-1727) in England and by Gottfried
Wilhelm von Leibniz (1646-1716) in Germany. As you might know these two famous mathematicians are
credited with the invention of calculus.
The task of evaluating a definite integral by means of definition is quite difficult even in the simplest
cases (see Example ??). The fundamental theorem of calculus is then applicable in finding definite integrals
without using the limit definition.
Example 5.5.1 (Evaluate a definite integral)
Evaluate the definite integral
x2 dx.
139
5. Integration
Solution
By the fundamental theorem of calculus, it follows that

Z
3
1
x2 dx = F (3) F (1),
where F is a primitive function of x2 .
One primitive function of x2 is x3 /3. Therefore,

Z
x2 dx =
Very often we also write

Z
x3
x3
(3)3
(1)3
26
=
.
3 x=3
3 x=1
3
3
3
x2 dx =
x3
3
(3)3
(1)3
26
=
.
3
3
3
Integration by this method is much faster and easier than finding the integral by summing areas of rectangles.
2
There are other forms of the fundamental theorem of calculus.

1. If f is differentiable (continuously) on (a, b), then
Z
f (x) dx = f (b) f (a).
2. If x [a, b], F is a primitive function of f , then from the fundamental theorem of calculus,
Z
where
Rx
a
f (t) dt = F (x) F (a),
f (t) dt is a differentiable function of x. Thus,

d
dx
f (t) dt = F (x) 0 = f (x).
Example 5.5.2 (Other forms)

Verify the other forms of the fundamental theorem of calculus for the function f (x) = x + 1.
1.
f (x) dx =
d
2.
dx
3
1
1 dx = [x]31 = 3 (1) = 4
d
f (t) dt =
dx
d
(t+1) dt =
dx
(t + 1)2
2
and
t=x !
t=1
f (3) f (1) = 4 0 = 4.
d
=
dx
22
(x + 1)2
2
2
= (x+1)0 = f (x).
2
140
5.6 Techniques of Integration
5.6
Techniques of Integration
Formal integration depends ultimately upon the use of a table of integrals. If, in a given case, no formula is
found in the table resembling the given integral, it is often possible to transform the later so as to make it
depend upon formulae in the table.
If we cannot formally evaluate a given indefinite integral by table, there are three important techniques
available for practical usage.
1. Integration by substitution, a method based on a change of variables and the chain rule.
2. Integration by parts, a method based on the product rule for differentiation.
3. Integration by partial fractions, whose integrand is a rational function.
Integration by substitution (of a new variable)

Suppose that, in the indefinite integral,
I=
f (x) dx,
we wish to change the variable from x to u by means of the substitution x = (u) which transforms f (x)
into f ((u)). By using the chain rule,
Z
dI
dI
dI dx
= f (x) =
=
= f ((u)) (u) = I = f ((u)) (u) du.

dx
du
dx du
Hence, when changing the variable from x to u we replace f (x) by f ((u)) and dx by (u) du.
Example 5.6.1 (Integration by substitution)
Find the integral
Z
(x + 1)20 dx.
Let u = x + 1. Then
Solution
du
= 1,
dx
Hence,
(x + 1)20 dx =
or
u20 du =
dx = du.
u21
(x + 1)21
+C =
+ C.
21
21
2

Find the integral
Z
x2 (x3 + 7)3 dx.
Let u = x3 + 7. Then
Solution
du
= 3x2 ,
dx
du = 3x2 dx.
or
Hence,
Z
x2 (x3 + 7)3 dx =
1
3
(x3 + 7)3 3x2 dx =
1
3
u3 du =
(x3 + 7)4
1 u4
+C =
+ C.
3 4
12
2
Once you get familiar with the technique of substitution, you might skip the new variable u and directly
evaluate the integral by putting the integral in a suitable form to which the technique can be applied.
141
5. Integration
1.
(x 1)2000 dx =
2.
(x3 + 2)1/2 x2 dx =
3.
4.
eax dx =
2 x3
x e
1
a
1
dx =
3
(x 1)2000 d(x 1) =
1
3
(x3 + 2)1/2 d(x3 + 2) =
eax d(ax) =
Z
(x 1)2001
+ C.
2001
1 ax
e + C,
a
ex d(x3 ) =
1 (x3 + 2)3/2
2
+ C = (x3 + 2)3/2 + C.
3
3/2
9
a 6= 0.
1 x3
e + C.
3
2
The following are some difficult examples for which we shall also need the table of integrals (page ??).
Find the integral
Solution
x1/2
dx.
x1
Let u = x1/2 . Then x = u2 and dx = 2u du.
x1/2
dx
x1
=
=
=
Z
u
(u2 1) + 1
2u
du
=
2
du
2
u 1
u2 1
Z
1
1 u 1
2
1+ 2
+C
du = 2 u + ln
u 1
2
u + 1
| x 1|
+ C.
2 x + ln
x+1
2

Find the integral
Solution
1
dx.
x8 (1 + x2 )
1
1
1
(reciprocal substitution). Then x =
and dx = 2 du.
x
u
u
Z
Z
Z
1
u8
1
6
4
2
dx
=
du
=
u
+
u
1
+
du
x8 (1 + x2 )
u2 + 1
u2 + 1
1
1
1
= u7 + u5 u3 + u tan1 u + C
7
5
3
1
1
1
1
1
= 7 + 5 3 + tan1 + C.
7x
5x
3x
x
x
Let u =

Find the integral
x+
dx.
x2 + 1
142
Solution
Let u = x +
(2u)(2u) (u2 1)(2)

u2 1
u2 + 1
and dx =
du
=
du.
2u
4u2
2u2
Z
Z
1 u2 + 1
1
1
1
=
du
du
=
+
u
2u2
2
u
u3
1
1
ln u 2 + C
=
2
2u
p
1
1
=
ln(x + x2 + 1)
+ C.
2
4(x + x2 + 1)2
x2 + 1. Then x =
dx
x + x2 + 1

Find the integral
1
dx.
1 + ex
dx
2u
= 2u = dx = 2
du.
du
u 1
Z
Z
Z
1
2u
1 u 1
1
1 + ex 1
1
dx
=
+ C.
+
C
=
ln
du
=
2
du
=
2
ln
u u2 1
u2 1
2 u + 1
1 + ex
1 + ex + 1
Solution
Let u =
1 + ex . Then ex = u2 1 and ex
Integration by substitution (of trigonometric functions)

Integrands involving forms such as
p
a2 x2 ,
x2 + a2 ,
x2 a2 .
Then the following trigonometric substitutions will help to eliminate the square roots.
1. When
2. When
3. When
a2 x2 appears, let x = a sin u =

x2 + a2 appears, let x = a tan u =
x2 a2 appears, let x = a sec u =
a2 x2 = a cos u and dx = a cos u du.
x2 + a2 = a sec u and dx = a sec2 u du.
x2 a2 = a tan u and dx = a sec u tan u du.
Example 5.6.8 (Trigonometric substitutions)

Z
Z
Z
x
1
1
a cos u du = 1 du = u + C = sin1 + C.
1.
dx =
a cos u
a
a2 x2
Z
Z
Z
1
1
2.
dx =
a sec2 u du = sec u du = ln | sec u + tan u| + c
a sec u
x2 + a2
r
x2
p
p
x
2
= ln | tan u + 1 + tan u| + c = ln
+ 1 + + C + ln a = ln | x2 + a2 + x| + C.
2
a
a
Z
Z
Z
1
1
3.
dx =
a sec u tan u du = sec u du = ln | sec u + tan u| + c
2
2
a
tan
u
x a
p
p
x2
x
2
= ln | sec u + sec u 1| + c = ln +
1
+ C + ln a = ln |x + x2 a2 | + C.
a
a2
143
5. Integration
x
II. Integrands as a reciprocal of a linear function of sin x and/or cos x, the substitution tan = t is
2
recommended. By this substitution, we also have
x
1. sin x = 2 sin
2 tan 2
x
x
x
x
cos = 2 tan cos2 =
2
2
2
2
1 + tan2
x
2
2t
.
1 + t2
cos2 x2 sin2 x2
1 tan2 x2
1 t2
x
x
sin2 =
=
.
=
x
2 x
2 x
2
2
2
1 + tan 2
1 + t2
cos 2 + sin 2
1
1`
x
1
x
2
3. dt = sec2 dx =
1 + tan2
dx =
dt.
1 + t2 dx, or dx =
2
2
2
2
2
1 + t2
2. cos x = cos2
Hence, any
of sin x and cos x can be expressed
as a Rrational function
of t. In particular,
R
R rational function
R
R
, a+b cosdx
may all
integrals sec x dx, csc x dx and integrals of the form a+bdxsin x , a+bdx
cos x
x+c sin x
be evaluated in this way.
Find the integral
Z
1
dx.
5 + 4 sin x
Solution
Z
x
2t
2
. Then sin x =
and dx =
dt.
2
1 + t2
1 + t2
Z
Z
Z
2
1
1
2
1
1
dx =
dt
=
2
dt
=
8t
4 2
2
2 + 8t + 5
5 + 4 sin x
1
+
t
5t
5
5 + 1+t
(t
+
)
+
2
5
4
x
t+ 5
5 tan 2 + 4
2 5
2
=
+C =
tan1
tan1
+ C.
3
5 3
3
3
5
Let t = tan
9
25
dt
III. Integration of expressions containing sinm x cosn x, we can make use of the following trigonometric
identities.
1. sin x cos x =
1
sin 2x.
2
2. sin2 x =
1
(1 cos 2x).
2
3. cos2 x =
1
(1 + cos 2x).
2

Find the integral
Z
sin4 x cos2 x dx.
Solution
Z
sin4 x cos2 x dx
=
=
=
=
Z
1
1
(sin x cos x)2 sin2 x dx =
( sin2 2x) (1 cos 2x) dx
4
2
Z
Z
1
1
sin2 2x dx
sin2 2x cos 2x dx
8
8
Z
Z
1
1
1
1
(1 cos 4x) dx
sin2 2x d(sin 2x)
8
2
8
2
x
sin 4x
sin3 2x
+ C.
16
64
48
2
144
IV. Integration of expressions containing sin mx cos nx or

make use of the following trigonometric identities.
1. sin mx cos nx =
sin mx sin nx or cos mx cos nx,
we can
1
1
sin(m + n)x + sin(m n)x.
2
2
1
1
2. sin mx sin nx = cos(m + n)x + cos(m n)x.
2
2
3. cos mx cos nx =
1
1
cos(m + n)x + cos(m n)x.
2
2

Find the integral
cos 4x cos 3x dx.
Solution
Z
cos 4x cos 3x dx
=
=
=
1
(cos 7x + cos x) dx
2
1 sin 7x
+ sin x + C
2
7
sin x
sin 7x
+
+ C.
14
2
2
Integration by parts
We shall introduce another integration technique called integration by parts. This formula frequently
allows us to compute a difficult integral by computing a much simpler integral. Now we show how this
technique works.
If u and v are functions of x, the product rule for differentiation gives
d
dv
du
(uv) = u
+v .
dx
dx
dx
Integrating with respect to x gives
uv =
or
dv
dx +
dx
Z
du
dx =
dx
u dv = uv
u dv +
v du,
v du.
Note that the formula for integration by parts expresses the original integral in terms of another integral.
Depending on the choices of functions u and v, it is supposed to be easier to evaluate the second integral
than the original one. In fact, this formula is particularly useful when the integrand contains (i) a product of
two factors, (ii) an inverse trigonometric function, (iii) a logarithmic function, (iv) an exponential function.
145
5. Integration
Example 5.6.12 (Integration by parts)
Find the integral
Solution
ln x dx.
By identifying u = ln x and v = x and integrating by parts, we have

Z
Z
Z
ln x dx =
(ln x) d(x) = (ln x) (x)
(x) d(ln x)
| {z } |{z}
| {z }|{z}
|{z} | {z }
v
v
v
u
u
u
Z
1
= x ln x x dx = x ln x x + C.
x
2

Find the integral
Solution
xex dx.
By identifying u = x and v = ex and integrating by parts, we have

Z
Z
Z
Z
xex dx =
x d(ex ) =
(x) d(ex ) = (x) (ex ) (ex ) d(x)
|{z} |{z}
|{z}|{z}
|{z} |{z}
u
v
v
u
v
u
Z
= xex ex dx = xex ex + C.
2
Remark. We are going to give some additional examples. Most of the following examples are average. A
few are however challenging. When you read the examples, make careful and precise use of the differential
notation and be careful when arithmetically and algebraically simplifying expressions. Also in the examples,
whenever you find a symbol over the equal sign (i.e., =) we mean the technique of integration by parts
has been used at that particular step of calculations.

Find the integral
x3 ln x dx.
Solution
Z
x3 ln x dx
=
=
Z
1 4
ln x d(x4 ) =
x ln x x4 d(ln x)
4
1 4
x4
x4
x ln x
+C =
(4 ln x 1) + C.
4
4
16
1
4

Find the integral
ln x
dx.
x2
146
Solution
Z
ln x
dx
x2
=
=
Z
1
ln x
1
ln x d( ) =
+
d(ln x)
x
x
x
Z
ln x
1
1
ln x
+ x2 dx =
+ C = (ln x + 1) + C.
x
x
x
x

Find the integral
xe2x dx.
Solution
Z
xe2x dx
Z
1
xe2x e2x dx
2
1
2
1 2x 1 e2x
e2x
xe
+C =
(2x 1) + C.
2
2 2
4
x d(e2x ) =

Find the integral
x2 ex dx.
Solution
Z
x2 ex dx
=
=
=
=
x2 d(ex ) = x2 ex ex d(x2 )
Z
Z
x2 ex 2 xex dx = x2 ex 2 x d(ex )
Z
x2 ex 2 xex ex dx = x2 ex 2xex + 2ex + C
`
ex x2 2x + 2 + C.

Find the integral
xf (x) dx.
Solution
Z
xf (x) dx
=
=
x d(f (x)) = xf (x)
xf (x) f (x) + C.
f (x) dx

Find the integral
sin(ln x) dx.
147
5. Integration
Solution
Using integration by parts twice,

Z
Z
sin(ln x) dx = x sin(ln x) x d(sin(ln x))

Z
1
= x sin(ln x) x cos(ln x) dx
x
Z
= x sin(ln x) cos(ln x) dx
Z
= x sin(ln x) x cos(ln x) sin(ln x) dx.
Therefore,
2
sin(ln x) dx
x sin(ln x) x cos(ln x) + 2C,
sin(ln x) dx
x
x
sin(ln x) cos(ln x) + C.
2
2
2

Find the integral
xex
dx.
(x 1)2
Solution
Z
xex
dx
(x 1)2
=
=
=
=
=
Z x
ex
e
(x 1 + 1) ex
dx
dx
=
+
(x 1)2
x1
(x 1)2
Z
Z
ex
1
d(ex ) +
dx
x1
(x 1)2
x
Z
Z
e
1
ex
ex d(
) +
dx
x1
x1
(x 1)2
Z
Z
ex
1
ex
+ ex
dx +
dx
2
x1
(x 1)
(x 1)2
Z
ex
+ C.
x1
Example 5.6.21 (Inverse trigonometric functions)

Recall the facts (the following derivatives can be found by logarithmic differentiation)
1.
d ` 1
1
sin x =
.
dx
1 x2
Hence, find the integrals

Z
1.
sin1 x dx.
2.
2.
1
d ` 1
cos x =
.
dx
1 x2
Z
cos1 x dx.
3.
3.
1
d ` 1
.
tan x = 2
dx
x +1
Z
tan1 x dx.
Solution
Z
Z
Z
1
1
1
dx = x sin1 x +
d(1 x2 )
1.
sin1 x dx = x sin1 x x
2
1 x2
1 x2
p
= x sin1 x + 1 x2 + C.
148

Z
Z
1
1
1
dx = x cos1 x
d(1 x2 )
cos1 x dx = x cos1 x x
2
1 x2
1 x2
p
= x cos1 x 1 x2 + C.
Z
Z
Z
1
1
1
dx = x tan1 x
d(x2 + 1)
3.
tan1 x dx = x tan1 x x 2
x +1
2
x2 + 1
1
= x tan1 x ln(x2 + 1) + C.
2
2.
Integration by partial fractions

Recall that a rational function is a quotient of two polynomials. In this subsection, we shall provide a general
method for integrating rational functions that is based on the idea of decomposing a rational function into
a sum of simple rational functions that can be integrated by the methods studied earlier, in principle, the
only primitive functions involved are rational functions, the logarithm and the arc tangent functions.
In algebra we learn to combine two or more fractions into a single fraction by finding common denominator. For example,
2
3(x + 2) + 2(x 4)
5x 2
3
+
=
= 2
.
(5.4)
x4
x+2
(x 4)(x + 2)
x 2x 8
However, for purposes of integration, the left side of (??) is preferable to the right side since each of the
terms is easy to integrate:
Z
Z
Z
5x 2
3
2
dx
=
dx
+
dx = 3 ln |x 4| + 2 ln |x + 2| + C.
x2 2x 8
x4
x+2
Thus, it is desirable to have a general method that will enable us to obtain the left side of (??), starting with
the right side. To illustrate how this can be done, we begin by noting that on the left side the numerators
are constants and the denominators are the factors of the denominator on the right side. Thus, to find the
left side of (??), starting from the right side, we could factor the denominator of the right side and look for
constants A and B such that
5x 2
A
B
+
.
(5.5)
x2 2x 8
x4
x+2
One method to find the constants A and B is to multiply (??) by (x 4)(x + 2) to clear fractions. This
gives
5x 2 A(x + 2) + B(x 4).
(5.6)
This is an identity relationship which holds for all x (this also explains the use of notation ). So it holds
in particular if x = 2 or x = 4. Substituting x = 4 into (??) makes the second term on the right drop out
and yields the equation 18 = 6A or A = 3; and substituting x = 2 makes the first term on the right drop
out and yields the equation 12 = 6B or B = 2. Substituting these values in (??) we obtain
5x 2
3
2
=
+
x2 2x 8
x4
x+2
(5.7)
which agrees with (??).

A second method for finding the constants A and B is to multiply out the right side of (??) and collect
like powers of x to obtain
5x 2 (A + B) x + (2A 4B).
Since the polynomials on the two sides are identical, their corresponding coefficients must be equal. This
gives the following system of linear equations in the unknowns A and B:
(
A+B =
5,
2A 4B
149
2.
5. Integration
Solving this system gives A = 3 and B = 2 as before.
The terms on the right side of (??) are called partial fractions of the expression on the left side because
they each constitute part of that expression. To find those partial fractions we first had to make a guess
about their form, and then we had to find the unknown constants. Our next objective is to extend the idea
to general rational functions. For this purpose, suppose that P (x)/Q(x) is a proper rational function,
by which we mean that the degree of the numerator is less than the degree of the denominator. There is a
theorem in advanced algebra which states that every proper rational function can be expressed as a sum
P (x)
= F1 (x) + F2 (x) + + Fn (x),
Q(x)
where F1 (x), F2 (x), , Fn (x) are rational functions of the form
A
(ax + b)k
Ax + B
(ax2 + bx + c)k
or
in which the denominators are factors of Q(x). The sum is called the partial fraction decomposition of
P (x)/Q(x), and the terms are called partial fractions. As in our opening example, there are two steps to
finding a partial fraction decomposition: determining the exact form of the decomposition and finding the
unknown constants.
The first step in finding the form of the partial fraction decomposition of a proper rational function
P (x)/Q(x) is to factor Q(x) completely into linear and irreducible quadratic factors, and then collect all
repeated factors so that Q(x) is expressed as a product of the form
(ax + b)m
and
(ax2 + bx + c)m .
From these factors we can determine the form of the partial fraction decomposition using two rules that we
will now discuss.
If all of the factors of Q(x) are linear, then the partial fraction decomposition of P (x)/Q(x) can be
determined by using the following rule.
Linear factor rule. For each factor of the form (ax + b)m , the partial fraction decomposition contains
the following sum of m partial fractions:
A2
Am
A1
+
+ +
,
ax + b
(ax + b)2
(ax + b)m
where A1 , A2 , , Am are constants to be determined. In the case where m = 1, only the first term in
the sum appears.
Example 5.6.22 (Integration by partial fractions)

Find the integral
Solution
x+2
dx.
x2 1
The integrand is a proper rational function that can be written as

x+2
x+2
A
B
=
+
,
x2 1
(x 1)(x + 1)
x1
x+1
where A and B are constants to be determined. Multiplying this expression by (x 1)(x + 1) gives
x + 2 A(x + 1) + B(x 1).
As discussed before, there are two methods for finding A and B: we can substitute suitable values of x that
are chosen to make terms on the right drop out, or we can multiply out on the right and equate corresponding
150
coefficients on the two sides to obtain a system of linear equations that can be solved for A and B. We use
the first approach here.
Setting x = 1 makes the second term drop out and gives 3 = 2A or A = 3/2, and setting x = 1 makes
the first term drop out and gives 1 = 2B or B = 1/2. Substituting these values gives the partial fraction
decomposition
3
1
1
1
x+2
=

.
x2 1
2 x1
2 x+1
Integrating the both sides gives
Z
Z
Z
x+2
1
1
3
1
dx
=
dx
dx
x2 1
2
x1
2
x+1
1
3
ln |x 1| ln |x + 1| + C.
=
2
2
2
If the factors of Q(x) are linear and none are repeated, as in Example ??, then the recommended method
for finding the constants in the partial fraction decomposition is to substitute special values of x to make
terms drop out. However, if some of the linear factors are repeated, then it will not be possible to find all of
the constants in this way. In this case the recommended procedure is to find as many constants as possible
by substitution and then find the remaining constants by equating coefficients. This is illustrated by the
following example.
Find the integral
3x2 + 2x + 1
dx.
x(x + 1)(x 1)2
By the linear factor rule, the integrand can be written as
Solution
3x2 + 2x + 1
A
B
C
D
+
+
+
.
x(x + 1)(x 1)2
x
x+1
x1
(x 1)2
Multiplying both sides the denominator x(x + 1)(x 1)2 , we have the identity
3x2 + 2x + 1 A (x + 1)(x 1)2 + B x(x 1)2 + C x(x + 1)(x 1) + D x(x + 1).
The (unknown) values of A, B, C and D can generally be found by equating the coefficients of x3 , x2 , x and
1 on both sides, for which we will have a linear system of four equations and four unknowns. However, it
would be quite difficult to solve such a large system. Thus, we may first substitute some special values of x
to hunt for (as many as possible) the constants A, B, C and D. Now, we put x = 0 to obtain A = 1, x = 1
to obtain B = 1/2, and x = 1 to obtain D = 3. The remaining constant C can be found by equating the
coefficients of x3 on both sides. We obtain A + B + C = 0 and hence C = 1/2. Thus,
3x2 + 2x + 1
1
1
1
1
1
1
=

+3
,
x(x + 1)(x 1)2
x
2 x+1
2 x1
(x 1)2
and
Z
3x2 + 2x + 1
dx
x(x + 1)(x 1)2
=
=
Z
Z
Z
1
1
1
1
1
1
dx
dx
dx + 3
dx
x
2
x+1
2
x1
(x 1)2
1
3
1
+ C.
ln |x| ln |x + 1| ln |x 1|
2
2
x1
2
If some of the factors of Q(x) are irreducible quadratics, then the contribution of those factors to the
partial fraction decomposition of P (x)/Q(x) can be determined from the following rule.
151
5. Integration
Quadratic factor rule. For each factor of the form (ax2 + bx + c)m , the partial fraction decomposition
contains the following sum of m partial fractions:
A1 x + B1
A2 x + B2
Am x + Bm
+
+ +
,
ax2 + bx + c
(ax2 + bx + c)2
(ax2 + bx + c)m
where A1 , A2 , , Am and B1 , B2 , , Bm are constants to be determined. In the case where m = 1,
only the first term in the sum appears.

Find the integral
Z
Solution
x2 + x 2
dx.
3x3 x2 + 3x 1
The denominator in the integrand can be factored by grouping

x2 + x 2
x2 + x 2
x2 + x 2
=
=
.
3x3 x2 + 3x 1
x2 (3x 1) + (3x 1)
(3x 1)(x2 + 1)
By the linear factor rule, the factor 3x 1 introduces one term, namely A/(3x 1) and by the quadratic
factor rule, the factor x2 + 1 introduces one term, namely (Bx + C)/(x2 + 1). Thus, the partial fraction
decomposition is
A
Bx + C
(A + 3B) x2 + (B + 3C) x + (A C)
x2 + x 2
+
=
.
(3x 1)(x2 + 1)
3x 1
x2 + 1
(3x 1)(x2 + 1)
By equating corresponding coefficients, we have
8
>
< A
>
:
+3B
B
1,
+3C
1,
2.
After solving, we obtain A = 7/5, B = 4/5 and C = 3/5. Thus,

Z
x2 + x 2
dx
3x3 x2 + 3x 1
=
=
Z
Z
Z
7
4
3
1
x
1
dx +
dx
+
dx
5
3x 1
5
x2 + 1
5
x2 + 1
2
3
7
ln |3x 1| + ln(x2 + 1) + tan1 x + C.
15
5
5
Although the method of partial fractions only applies to proper rational functions, as improper rational
function can be integrated by a long division and expressing the function as the quotient plus the remainder
over the divisor. The remainder over the divisor will be a proper rational function, which can then be
decomposed into partial fractions. This idea is illustrated in the following example.

Find the integral
Z
3x4 + 3x3 5x2 + x 1

dx.
x2 + x 2
152
Solution The integrand is an improper rational function since the numerator has degree 4 and the denominator has degree 2. Thus, we first perform the long division.
3x4 + 3x3 5x2 + x 1 = (x2 + x 2)(3x2 + 1) + 1,
where 3x2 + 1 is the quotient and 1 is the remainder. It follows that the integrand can be written as
1
3x4 + 3x3 5x2 + x 1
= (3x2 + 1) + 2
.
x2 + x 2
x +x2
Now the second term on the right is a proper rational function and hence can generally be integrated by the
method of partial fractions. Alternatively, even simpler, we can compute
Z
Z
1
1
(x + 2) (x 1)
dx
=
dx
x2 + x 2
3
(x + 2)(x 1)
Z
Z
1
1
1 x 1
1
1
=
+ c.
dx
dx =
ln
3
x1
3
x+2
3 x + 2
Hence,
3x4 + 3x3 5x2 + x 1

dx
x2 + x 2
=
=
Z
1
(3x2 + 1) dx +
dx
x2 + x 2
1 x 1
x3 + x + ln
+ C.
3
x + 2
Miscellaneous examples
Very often, we have to use two or more techniques in finding an indefinite integral.
Example 5.6.26 (Miscellaneous examples)
Find the integral
ln(ln x) +
1
ln x
dx.
Use the substitution u = ln x. Then x = eu and dx = eu du.
Z
Z
Z
Z u
1
1
e
ln(ln x) +
du
dx =
eu du =
eu ln u du +
ln u +
ln x
u
u
Z
Z u
Z
Z u
e
1
e
=
ln u d(eu ) +
du = eu ln u eu du +
du
u
u
u
u
= e ln u + C = x ln(ln x) + C.
Solution
Example 5.6.27 (Miscellaneous examples)

Find the integral
1
dx.
x(x3 1)
153
5. Integration
Solution The integrand is a rational function. The ordinary method is to use the integration by partial
fractions. This can be done by factoring
A
B
Cx + D
1
=
+
+ 2
x(x3 1)
x
x1
x +x+1
and solving for the unknown values of A, B, C and D. Then we can integrate the both sides with respect
to x. However, in the following, we will provide an alternative yet simpler method to find the integral.
Z
Z
Z
1
1
x2
1
dx
=
dx
=
d(x3 )
x(x3 1)
x3 (x3 1)
3
x3 (x3 1)
Z
Z
Z 3
1
1
1
1
x (x3 1)
3
3
3
d(x ) =
d(x 1)
d(x )
=
3
x3 (x3 1)
3
x3 1
x3
1 x 1
1
+ C.
ln
ln |x3 1| ln |x3 | + C =
=
3
3 x3
2
5.7
Applications of Integration
Areas between curves

In Section ??, we have discussed how to find the area of the region bounded above by the graph of a given
positive function f (x), bounded below by the x-axis, bounded to the left by the vertical line x = a, and to
the right by vertical line x = b. In the following we will generalize the problem to finding bounded areas
between any two curves by two means: vertical and horizontal elements (rectangles).
(1) Vertical elements.
Given any two continuous functions f (x) and g(x). If f (x) > g(x) for all x in
[a, b], then the area bounded by these curves on [a, b] is simply the area underneath the curve of the function
f (x) g(x) on [a, b].
y
y = f (x) (upper curve)
vertical element
x
b
y = g(x) (lower curve)
a
dx
Thus the bounded area between the curves y = f (x) and y = g(x) (where f (x) > g(x) for all x in [a, b])
is given by
Z b
Z b
Area =
[yupper ylower ] dx =
[f (x) g(x)] dx.
a
The advantage of this generalization is to neglect the x-axis and there is no need to take care whether the
graphs of the functions are above or below the x-axis. However, we should remark that so long as you need
to find the bounded area between curves, you have to decide which is the upper curve, and which is the lower
curve. Therefore, it is still very important to sketch the graphs of the functions. Do not blindly integrate.
154
5.7 Applications of Integration
Example 5.7.1 (Area between curves vertical elements)

Find the area bounded by the curves
y = 4x x2 + 8
y = x2 2x.
and
y
y = x2 2x (lower curve)
(4, 8)
(1, 3)
x
y = 4x x2 + 8 (upper curve)
Solution
First find the range of integration by finding the intersection points of the graphs.
4x x2 + 8
x2 2x,
2x2 6x 8,
x2 3x 4 = (x + 1)(x 4).
By substitution, we have y = 3 when x = 1 and y = 8 when x = 4. Therefore, we obtain the intersection

points
(1, 3)
and
(4, 8).
Besides, we have (sketch the graphs!)
4x x2 + 8 > x2 2x,
for all x in [1, 4].
Hence, the bounded area is given by

Area
=
=
=
=
1
Z 4
1
4
[yupper ylower ] dx
(4x x2 + 8) (x2 2x) dx
2x3
+ 3x2 + 8x
3
1
128
2
125
(
+ 48 + 32) ( + 3 8) =
.
3
3
3
(2x2 + 6x + 8) dx =

Find the area bounded by the curve y = 6 x x2 and the x-axis (i.e., y = 0).
155
5. Integration
y
y = 6 x x2
(upper curve)
= (2 x)(3 + x)
3
y = 0 (lower curve)
Solution
The bounded area is given by

Area
=
=
=
2
3
[yupper ylower ] dx
2
x2
x3
6x
2
3 3
3
8
9
125
(12 2 ) (18 + 9) =
.
3
2
6
Z
(6 x x2 ) (0) dx =
In general, if f (x) is not always > g(x), then we may break up the calculation into several intervals.
y
y = f (x)
y = g(x)
x
a

Area
(yupper ylower ) dx +
[f (x) g(x)] dx +
d
c
d
c
[g(x) f (x)] dx +
b
d
(yupper ylower ) dx
[f (x) g(x)] dx.

Find the area bounded by the curves y = 9 x2 and y = x2 + 1 from x = 0 to x = 3.
156

y
y = x2 + 1
y = 9 x2
0
Solution
2 3
First find the point of intersection of the graphs.

9 x2
x2 + 1,
2x2 ,
2,
we consider x = 2 only (sketch the graphs).

Area
(yupper ylower ) dx
(9 x2 ) (x2 + 1) dx +
2
(8 2x ) dx +
3
2
(2x 8) dx
(x2 + 1) (9 x2 ) dx
2 3
3
2x3
32
2x
14
46
8x
+
=
8x
+
=
.
3 0
3
3
3
3
2
2
(2) Horizontal elements. In Examples ????, we integrate with respect to x, i.e., sum areas of vertical
rectangles. Of course, we can also integrate with respect to y, i.e., sum areas of horizontal rectangles. In
some cases, this may be an easier method to find the bounded area.
y
d
x = g(y) (right curve)
dy
x
horizontal element
x = h(y) (left curve)

c
Given the functions x = g(y) and x = h(y). If g(y) > h(y) for all y in [c, d], then the bounded area is
given by
Z d
Z d
Area =
[xright xleft ] dy =
[g(y) h(y)] dy.
c
157
5. Integration
Example 5.7.4 (Area between curves horizontal elements)
Find the area bounded by y 2 = 4x, y = 3 and the y-axis.
y
y=2 x
x = y 2 /4
3
dy
dx
Solution
9/4
Method 1 (vertical elements).

Area
=
=
=
Area =
[yupper ylower ] dx
0
9/4
0
9/4
2 3/2
3x 2 x
3
0
3
4 3
27
9
.
=
=
4
3 2
4

(3) (2 x) dx =

3/2
9
4 9
4
3 4
3
0
9/4
9/4
Method 2 (horizontal elements).

Z
3
0
3 y=3
2
9
y
y
=
.
( ) (0) dy =
4
12 y=0
4
So, for this example, it is more advantageous to use horizontal elements.
158
Example 5.7.5 (Area between curves horizontal elements)

Find the area bounded by y 2 = x and x y = 2.
y
y
y =x2
x=y+2
2
(1, 1)
0
1
y2 = x
x = y2
Solution Method 1 (vertical elements).

Find the limits of integration by finding the intersection
points of the curves. Then y 2 = x = y +2, or (y 2)(y +1) = 0, which gives y = 2, y = 1. By substitutions,
we obtain the intersection points(4, 2) and (1, 1). On [0, 1], the height of rectangle is
the difference of the
value of the upper branch (y = x) of the curve y 2 = x and the lower branch (y = x) of y 2 = x. The
bounded area is given by
Z 1
Z 4
Area =
[yupper ylower ] dx +
[yupper ylower ] dx
0
=
=
=

( x) ( x) dx +
1
x dx +
4 3/2
x
3
Method 2 (horizontal elements).

Area =
( x) (x 2) dx
( x x + 2) dx
2 3/2 x2
x
+ 2x
3
2
4
19
9
+
=
.
3
6
2
(y + 2) (y 2 ) dy =
y2
y3
+ 2y
2
3
y=2
y=1
9
.
2
2
Volumes of solids
In the following we will introduce another application of the definite integral that is its use in finding the
volume of a three-dimensional solid. Here we only study a particular type of three-dimensional solid one
whose cross sections are similar we call it the solids of revolution. In fact, a solid of revolution is formed
by revolving a plane region about a line, called the axis of revolution. Very often the axis of revolution
will either be the x-axis or the y-axis. Basically we shall introduce two methods to find the volumes. They
are called the disk method and the method of cylindrical shells.
(1) The disk method.
159
5. Integration
dx
y = f (x)
y
a
b
volume of solid
volume of disc (an element)
dV = y 2 dx = [f (x)]2 dx
To develop a formula for finding the volume of a solid of revolution, consider a continuous function y = f (x)
that is non-negative on the interval [a, b]. Suppose that the area of the region is approximated by n rectangles,
each of width dx. By revolving the rectangles about the x-axis, one can obtain n circular disks, each with a
volume of y 2 dx. The volume of the solid formed by revolving the region about the x-axis is approximately
equal to the sum of the volumes of the n disks. Moreover, by taking the limit as n approaches infinity, one
can see that the exact volume is given by a definite integral.
The volume of the solid revolved about the x-axis is given by
Volume =
(x-axis)
dV =
x=b
[f (x)]2 dx.
(5.8)
x=a
Similarly, if given a curve x = g(y) (c 6 y 6 d), then the volume of the solid revolved about the y-axis is
given by
Z
Z y=d
Volume =
dV =
(5.9)
[g(y)]2 dy.
(y-axis)
y=c
Example 5.7.6 (Volume of a cone)

Find the volume of a cone of radius r and height h.
vertex
y
h
x
r
r
Solution The volume of the cone is revolved about the y-axis (instead of the x-axis) and the formula for
the cones volume is given by (??). In fact, we sum up all the volumes of disks along the y-axis, i.e., we
integrate with respect to y. The volume of the cone is the sum of (infinitely) many volumes of disks of
(infinitely) small height and a certain radius depending on the location of the disk. Suppose that the disk
is at a distance y from the vertex, its radius x can be computed from two similar triangles, whose ratios of
corresponding sides are the same.
y
x
yr
=
= x =
.
h
r
h
160
The volume of the cone revolved about the y-axis is given by

Volume
=
=
y=h
x2 dy =
y=0
r 2
h2
y 2 dy =
r 2
h2
yr 2
y3
3
dy
=
r 2 h
.
3
2
(2) The method of cylindrical shells.
volume of solid
y = f (x)
cylindrical shell cut into a thin plate
y dx
y
2x
volume of shell/plate (an element)
dx
circumference = 2x
dV = (2x) y dx = 2xf (x) dx
Now we are going to develop a formula for finding the volume of a solid of revolution (about the y-axis) by the
method of cylindrical shells. The volume of the solid is formed by adding the volumes of all thin cylindrical
shells whose radius x and height y are dependent (governed by the curve y = f (x)). For example, in the
above figure, the shell with smaller radius will be taller and vice versa. The shell is then cut into a thin plate
and the volume of each shell is equal to the volume of the thin plate: length width height = (2x)(y)(dx),
where y is given by the curve function y = f (x).
The volume of the solid revolved about the y-axis is given by
Volume =
(y-axis)
dV =
x=b
2xf (x) dx.
(5.10)
x=a
Similarly, if given a curve x = g(y) (c 6 y 6 d), then the volume of the solid revolved about the x-axis is
given by
Z
Z y=d
Volume =
dV =
(5.11)
2y g(y) dy,
(x-axis)
y=c
where the volume of each element (thin plate) is: length width height = (2y)(x)(dy) = 2y g(y) dy.
Example 5.7.7 (Volume of a cone)

Find the volume of a cone of radius r and height h.
161
5. Integration
dx
h
y
x
r
Solution We illustrate that the volume of the cone can also be found by using the method of cylindrical
shells. The volume of the cone is revolved about the y-axis and the formula for the cones volume is given
by (??).
In fact, the volume of the cone is equal to the sum of (infinitely) many volumes of thin cylindrical shells.
Each cylindrical shell has a height y which depends on its radius x. The height y can then be computed in
terms of x from two similar triangles, whose ratios of corresponding sides are the same.
hy
x
=
h
r
y =h
xh
.
r
The volume of the cone revolved about the y-axis is given by
Z x=r
Z r
xh
dx
Volume =
2xy dx =
2x h
r
x=0
0
2 r
r
x
2h x3
= 2h
2 0
r
3 0
=
r 2 h
r 2 h
2r 2 h
=
.
3
3
Arc lengths of curves

There is no simple formula for calculating the length of any portion of a curve other than a circle. So if the
length of a particular arc is required, we can make use of the integration method to sum small elements of
arc length. The elements in this case are short straight line segments.
Consider a continuously differentiable function f on [a, b]. In general, y = f (x) represents a smooth
curve in the plane. Now we introduce a method to find the length of the graph of f from a to b.
y
y = f (x)
arc length of element
ds
magnified part on right side
dy
dx
162
Divide the interval [a, b] into n equal subintervals. On each subinterval, we can approximate the length
of the graph of f (denoted by ds) by a small straight line segment. The length of the line segment can then
be computed by the famous Pythagorass theorem such that
ds2 (length of line segment)2 = dx2 + dy 2 .
Then the length of the curve is approximately the sum of lengths of straight line segments and is given by
Arc length =
Z p
ds =
dx2
dy 2
1+
dy
dx
dx.
Example 5.7.8 (Arc length)

Find the length of the line y = x from 0 to 1.
y
y=x
Solution
The length of the line is given by

s
2
Z 1p
Z 1
dy
dx =
Arc length =
1+
1 + (1) dx =
2.
dx
0
0

2
Find the length of the curve y = x3/2 from 0 to 3.
3
y
y = 23 x3/2
0
Solution
The length of the curve is given by

s
s
2
2
Z 3
Z 3
dy
2 3 1/2
1+
1+
x
dx
dx =
Arc length =
dx
3 2
0
0
Z 3
i3
2h
14
=
(1 + x)3/2
1 + x dx =
=
.
3
3
0
0
163
5. Integration
Find the circumference of a circle of radius r.
y
x2 + y 2 = r 2
x
Solution By symmetry, we only need to consider the length L of the circle in the first quadrant, where
the function is
p
y = f (x) = r 2 x2 .
Differentiating it with respect to x gives
x
dy
=
.
2
dx
r x2
The circumference of the circle is given by

Circumference
4L = 4
r
0
1+
dy
dx
dx = 4
h
r
x ir
dx = 4r sin1
r 0
r 2 x2
x2
dx
x2
0
= 4r
0 = 2r.
2
1+
r2
Area of surface of revolution

When a portion of a curve rotates through one revolution about the x-axis, a three-dimensional surface is
formed. The surface area of such an object can be computed by summing the areas of small elements of the
total surface. Think of each small element as a circular ring.
Consider a continuously differentiable function f on [a, b] such that the function does not change sign on
the interval. Suppose A(a, c) and B(b, d) are two points on the curve y = f (x). Then the area of the surface
generated by revolving the arc AB about the x-axis can be computed by summing the surface areas of all
ring elements.
y
B
ds
area of surface
y
0 A
164
A suitable element is formed by the rotation of an elemental arc of length ds tracing out a ring of radius
y and width ds. The surface area, dS, of this ring element is given by
dS (2y) (ds) .
When discussing the arc lengths of curves (page ??) we mentioned the relationship between dx, dy and ds:
s
s
2
2
p
dy
dx
2
2
ds dx + dy = 1 +
dx = 1 +
dy.
dx
dy
Hence, the area of the surface generated by revolving the arc AB about the x-axis is given by
Surface area =
(x-axis)
dS = 2
AB
y
a
1+
dy
dx
dx = 2
1+
dx
dy
dy.
(5.12)
If an arc between the points A(a, c) and B(b, d) of a curve is revolved about the y-axis, the area of surface
of revolution can still be computed in a similar way and the formula is given by
Surface area =
dy
dx
dx
dy
(5.13)
Find the area of the surface generated by revolving about the y-axis the arc of the curve y =
1 3/2
x
x1/2
3
AB
dx = 2
1+
dy.
(y-axis)
dS = 2
1+
Example 5.7.11 (Surface area)

extending from (4, 23 ) to (9, 6).
y
(9, 6)
y = 13 x3/2 x1/2
(4, 32 )
0
Solution
Since
2
2
2
1 1/2 1 1/2
1 1/2 1 1/2
dy
=
,
=1+
x
x
x
+ x
dx
2
2
2
2
the area of surface of revolution (about the y-axis) is given by the first formula in (??). Thus,
s
2
Z 9
Z 9
dy
1 1/2 1 1/2
Surface area = 2
x 1+
x
+ x
dx
dx = 2
x
dx
2
2
4
4
9
Z 9
1456
2 5/2 2 3/2
x
+ x
.
=
=
x3/2 + x1/2 dx =
5
3
15
4
4
1+
165
5. Integration
Average value
The average of n numbers y1 , y2 , , yn is given by (y1 + y2 + + yn ) /n. Now define the average value
of a continuous function f over a closed interval [a, b]. Take x0 , x1 , x2 , , xn to be evenly spaced points
on [a, b] with the space distance h = (b a)/n. Thus, xi = a + ih, i = 1, 2, , n. The average value of f
over n points x1 , x2 , , xn is given by
n
n
X
f (xi )
1 X
=
f (xi ) h.
n
b a i=1
i=1
1
As n , this approaches ba
over [a, b] is defined as follows.
Rb
a
f (x) dx. Hence, the average value (or mean value) of a function f
5.7.1 Definition If f is continuous on [a, b], then the average value of f over [a, b] is
Average value =
1
ba
f (x) dx.
a
Example 5.7.12 (Finding average cost)

The cost per unit c of producing a product over a two-year period is modeled by
c = 0.005t2 + 0.01t + 13.15,
0 6 t 6 24,
where t is the time in months. Approximate the average cost per unit over the two-year period.
Solution
The average cost can be found by integrating c over the interval [0, 24].
Average cost per unit
=
=
=
1
24
24
0
0.005t2 + 0.01t + 13.15 dt
24
1 0.005t3
0.01t2
+
+ 13.15t
24
3
2
0
1
(341.52) = $14.23.
24
To check the reasonableness of the average value found, assume that one unit is produced each month,
beginning with t = 0 and ending with t = 24. When t = 0, the cost is
c = 0.005(0)2 + 0.01(0) + 13.15 = $13.15.
Similarly, when t = 1, the cost is
c = 0.005(1)2 + 0.01(1) + 13.15 $13.17.
Each month, the cost increases, and the average of the 25 costs is
13.15 + 13.17 + 13.19 + 13.23 + + 16.27
$14.25.
25
2
166
Economics problems
Example 5.7.13 (Rate of change of storage cost)
A retailer receives a shipment of 10,000 kg of rice that will be used over the next five months at the constant
rate 2,000 kg per month. If the storage costs are 1 cent per kg per month, how much will the retailer pay in
storage cost over the next five months ?
Solution In this question, we are given the rate of change of the storage cost, i.e., the derivative of the
storage cost (1 cent per kg per month). We are required to find the storage cost over the next five months.
Let SC(t) denote the storage cost of the rice at time t in months. The amount of rice left at time t is given
by 10000 2000t. So the storage cost per month is (10000 2000t)(0.01). That is,
d
[SC(t)] = (10000 2000t)(0.01) = 100 20t.
dt
Integrating the both sides gives
Z
SC(t) =
(100 20t) dt = 100t 10t2 + C.
However, when t = 0, SC(0) must be equal to 0. This is because the shipment has not arrived at t = 0.
Therefore, 0 = SC(0) = 100(0) 10(0)2 + C = C. This gives C = 0. Thus, SC(t) = 100t 10t2 and hence
SC(5) = 250.
The retailer will pay $250 in storage cost over the next five months.
We shall look at several problems related to economics that can be solved by definite integration.
Consumers surplus.
Let p = f (q) be a given demand curve. Consider the point (q0 , p0 ) which means up to the quantity q0 , the
customers are willing to pay at the price p0 . So the total payment is given by the area of the rectangle
OABC. Thus at a position q1 with q1 < q0 the customers would actually be willing to pay at a higher price
p1 thus saving up to q0 . The amount is given by the region BCD as indicated in the figure below. The area
BCD is therefore called the consumers surplus. Clearly, the area under p = f (q) from 0 to q0 can be
found by definite integration. So we derive
Z q0
Z q0
Consumers surplus = CS =
f (q) dq q0 p0 =
[f (q) p0 ] dq.
0
p
D
Consumers surplus
p1
p0 C
O
q1
q0
167
Demand curve
p = f (q)
5. Integration
Example 5.7.14 (Consumers surplus)
Suppose the consumers demand function for a certain commodity is p = f (q) = 4(25 q 2 ) dollars per unit.
Find the consumers surplus if the commodity is sold for $64 per unit.
Solution
We have
64 = f (q) = 4(25 q 2 ).
Solving the equation for q gives q = 3. Thus according to the discussion above the consumers surplus, when
the commodity is sold at the price $64 per unit, is given by
Z 3
CS =
f (q) dq 64 3
0
=
=
=
(25 q 2 ) dq 192
3
1
4 25q q 3 192
3
0
4(75 9) 192 = 72.
Hence the consumers surplus is $72.

2
Producers surplus.
Suppose we are given a supply function p = g(q) of a certain good. At the point (q0 , p0 ), it means that the
producer can sell the good at price p0 up to the quantity q0 . Thus the producer will actually receive the
amount p0 q0 which is represented by the area of the rectangle in the figure below. The area above the supply
curve BCD represents a surplus for the producer. It is called the producers surplus. We can write the
producers surplus in terms of
Z q0
Z q0
Producers surplus = PS = p0 q0
g(q) dq =
[p0 g(q)] dq.
0
Supply curve
p = g(q)
Producers surplus
p0 C
q0
Example 5.7.15 (Producers surplus)

Given the demand function p = 35 q 2 and supply function p = 3 + q 2 . Find the producers surplus assuming
pure competition.
168
Solution
Since the competition is assumed to be pure, we need first decide on the equilibrium position.
p
Supply curve
At equilibrium position
Demand curve
Solving the equation
35 q 2 = 3 + q 2
gives q = 4. Here we consider q = 4 only. Thus the corresponding p = 3 + 42 = 19. Hence, the producers
surplus is given by
Z 4
PS = 19 4
(3 + q 2 ) dq
0
=
=
76 3q +
76 12 +
2
That is, the producers surplus is $42 .
3
4
1 3
q
3
0
128
64
.
=
3
3
169
5. Integration
5.8
Improper Integrals
In defining the Riemann definite integral (page ??) and showing its equivalence with an area under a curve
we have assumed that the limits of integration a and b are finite and that the integrand remain finite in the
range of integration. If either or both of these conditions are not satisfied the Riemann integral may not
exist. Thus far, in previous sections, we only consider functions which are continuous over a finite interval.
We now extend the idea of definite integral to improper integrals for which the integrand may be unbounded
over the interval of integration, or the interval itself may no longer be finite.
5.8.1 Definition The integral
f (x) dx is called an improper integral if

a
1. a = or b = or both, i.e., the range of integration is infinite;

2. f (x) is unbounded at one or more points in the interval [a, b].
Integrals corresponding to the above two cases are called improper integrals of the first and second
kinds respectively. The formal tests for convergence of the improper integrals will not be discussed in the
lecture notes. Meanwhile, we shall discuss the necessary details of the two kinds of improper integrals.
Improper integrals of the first kind

Let f (x) be bounded and integrable in every finite interval a 6 x 6 b. Then we define
Z
f (x) dx = lim
f (x) dx.
(5.14)
If the limit on the right side exists, then we say the improper integral on the left side converges. Otherwise,
we say it diverges. Similarly, we define
Z
f (x) dx = lim
f (x) dx
(5.15)
and call the integral on the left side convergent or divergent according as the limit on the right side does or
does not exist. Hence we also have
Z
Z a
Z
f (x) dx =
f (x) dx +
f (x) dx
provided each of these limits exists. In other words, the integral on the left will diverge if either one of the
integrals on the right diverges.
y = f (x)
y = f (x)
As above we have shown the two cases of (??) and (??), in which the improper integrals correspond to the
limit of the shaded areas as R .
170
5.8 Improper Integrals
Example 5.8.1 (Improper integral of the first kind)

Examine for convergence of the improper integral
Z
dx
,
xp
dx
=
xp
where p is any positive real number.

Solution
Fix p > 0 (p 6= 1),

Z
dx
xp
dx
= lim
R
x
R
1
lim
8
<
lim
1p
1
R
1p
1p
1
,
p1
:
divergent,
=
When p = 1,
lim
x1p
1p
R
1
if p > 1,
if 0 < p < 1.
dx
= lim [ln x]R
lim ln R =
1 = R
R
x
(divergent).
2

Evaluate the improper integral
if it converges.
Solution
e|x| dx
lim
e|x| dx,
ex dx + lim
R
lim ex 0
R
ex dx
lim [ex ]R
0
R
h
h
i
i
lim 1 eR + lim 1 eR = 2.

Evaluate the improper integral
if it converges.
Solution
Since
x dx
lim
lim
Thus the given improper integral diverges.
x dx,
x dx
0
x2
2
R
0
lim
R2
2
= .
2
171
5. Integration
Improper integrals of the second kind

If f (x) becomes unbounded only at the endpoint x = a of the interval [a, b], then we define
Z
f (x) dx = lim
0+
(5.16)
f (x) dx.
a+
If the limit on the right exists, we call the integral on the left convergent, otherwise we call it divergent.
Similarly, if f (x) becomes unbounded only at the endpoint x = b of the interval [a, b], then we define
Z
f (x) dx = lim
0+
(5.17)
f (x) dx.
In such case the integral on the left is called convergent or divergent according as the limit on the right
exists or does not exist.
If f (x) becomes unbounded only at an interior point x = c of the interval [a, b], then we define
Z
f (x) dx = lim
0+
f (x) dx + lim
0+
f (x) dx.
(5.18)
c+
The integral on the left converges or diverges according as both limits on the right exist or do not exist. In
the above, we assume f is well-defined at all other points.
y=
1
x1
y=
For examples, the integrals
1
x2
10
Z 10
1
1
dx
and
dx
2
x
x1
3
1
are improper integrals because their integrands become unbounded at certain points, i.e., they approach
infinity somewhere
in the range of integration, as indicated in the above figures. In particular, the integrand
f (x) = 1/ x 1 becomes unbounded (or has an infinite discontinuity) at the left hand endpoint x = 1,
thus the integral is of the form (??); the integrand f (x) = 1/x2 becomes unbounded at the interior point
x = 0, thus the integral is of the form (??).
Z
Example 5.8.4 (Improper integral of the second kind)

Evaluate the improper integrals
(a)
1
0
1
dx,
x
(b)
if they converge.
172
4
1
1
p dx,
|x|
5.8 Improper Integrals
Solution
(a) By definition, we have
Z 1
Z 1
1

1
1
dx = lim
dx = lim 2 x = lim 2 2 = 2.
+
+
+
x
x
0
0
0
0
(b) Similarly, since
lim
0+
and
h
i
`
1
dx = lim 2(x)1/2
= lim 2 1 = 2
+
+
1
0
0
x
h
i4
1
dx = lim 2x1/2 = lim 2 2 1/2 = 4,
x
0+
0+
0+
it follows that the given integral converges and the limit is given by
lim
1
1
1
p dx =
|x|
0
1
1
dx +
x
4
0+
1
dx = 2 + 4 = 6.
x
2

if it converges.
Solution
Since
dx
= lim
x
0+
0
the given integral is divergent.
dx
,
x
dx
= lim [ln x]1 = lim (0 ln ) = ,
x
0+
0+
2

if it converges.
dx
,
x2
Solution Suppose we fail to notice the discontinuity of the integrand at x = 0, interior to the range of
integration. If we evaluate the integral as an ordinary integral we get
1
Z 1
dx
1
=
= 2.
2
x 1
1 x
This result is wrong because the integral is improper for which the fundamental theorem of calculus does
not apply! The correct evaluation will use limits:
Z 1
Z 0
Z 1
dx
dx
dx
=
+
,
2
2
2
1 x
1 x
0 x
where
1
0
dx
= lim
x2
0+
1
1
dx
=
lim
= .
=
lim
1
+
x2
x 0+
0+
173
5. Integration
Since
dx/x2 is divergent, the original integral
dx/x2 is divergent.
Remark. Example ?? illustrates what can go

R b wrong if you mistake an improper integral for an ordinary
integral. Whenever you encounter an integral a f (x) dx you must examine the function f on [a, b] and then
decide if the integral is improper. If f is continuous on [a, b], it will be proper, an ordinary integral.
Applications of improper integrals

The cross-sections of the solid horn in the following figure perpendicular to the x-axis are circular disks with
diameters reaching from the x-axis to the curve y = f (x), from x = a to . Thus we may use the idea of
improper integrals (of the first kind) to find the volume of the horn.
Example 5.8.7 (Application finding volume)

The solid formed by revolving the graph of
1
x
for 1 6 x < about the x-axis is called Gabriels horn. Find the volume of Gabriels horn.
f (x) =
y
f (x) =
1
x
x
Solution
One can find the volume of the horn using the disk method (page ??).
Z 2
1
Volume =
dx
(x-axis)
x
1
Z R
=
lim
dx
R 1
x2
h iR
=
lim
R
x 1
=
lim
= .
R
R
174

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Mathematical Modelling (Math1003) Supplementary Reference Notes

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MATH1013

August 16, 2013

2 Limits and Continuity

For example: Let A consists of 1, 3, 7, 10. We write A = {1, 3, 7, 10}.

Example 1.1.2 (Sets of numbers)

Each point on the real line corresponds to a real number

1. Division by zero is never allowed. Expressions such as

are always considered to be undefined. They are meaningless in mathematics.

number c, c is positive and c is undefined.

1.1 Fundamentals of Functions

1. Closed interval: [a, b] = {x : a 6 x 6 b}.

[a, b) = {x : a 6 x < b}.

[a, ) = {x : x > a},

Example 1.1.3 (Intervals)

The solution set is the open interval (, 6).

The solution set is the open interval (5/11, ).

The solution set is the open interval (1, 2/3].

the symbol a always denotes the nonnegative

1.1 Fundamentals of Functions

Example 1.1.6 (Solving equation with absolute values)

There are two possibilities:

The solutions of |2x 4| = 6 are x = 5 and x = 1.

Example 1.1.7 (Solving inequality with absolute values)

Solve the inequality 3 < 1.

Example 1.1.8 (Solving inequality with absolute values)

The solution set is the closed interval [1, 2].

The solution set is the union of infinite sets (, 1] [2, ).

Constants and variables

where I is in dollars and t is in years. In particular, if t = 21 , then I = 100(0.06)( 12 ) = 3. Thus, the

1.1 Fundamentals of Functions

[reads f maps X into Y ],

where X is the domain and Y is the codomain.

Important terminology on functions.

1.1 Fundamentals of Functions

1. Exactly one point on the line belongs to the set.

Not graphs of functions (why?)

for some constant c R.

for all x [xk1 , xk ).

4. Absolute value function

1.1 Fundamentals of Functions

for all x in the interval.

Its graph is shown as follows.

If f (x) is convex in (a, b), then we have the following inequality

10. Concave function

for x [0, ] is a concave function.

1.1 Fundamentals of Functions

If f (x) is concave in (a, b), then we have the following inequality

11. Power function and polynomial

12. Rational function

f (x) = sin x, f (x) = cos x, .

f (x) = 10x , f (x) = ex , .

f (x) = log10 x, f (x) = ln x, .

16. Inverse function

then is called the inverse function of f , and denoted by = f

for all x (0, ),

1.1 Fundamentals of Functions

17. Composite function

For example, let f : R R and g : R R be defined by f (x) =

(f g)(x) = f (g(x)) = f (x3 ) =

Remark that the composition of functions is in general not commutative, i.e., g f 6= f g.

for all x in the domain.

Example 1.1.12 (Bounds of a function)

1. f (x) = 1 x2 , |x| 6 1 is bounded since |f (x)| 6 1 for |x| 6 1.

3. f (x) = x2 + x + 34 = 1 (x 21 )2 , x R is bounded above since f (x) 6 1, for all x R but however