MA1102R CALCULUS

Lesson 14
Wang Fei

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Department of Mathematics
Office: S14-02-09
Tel: 6516-2937

Chapter 4: Application of Differentiation 2

Cauchy’s MVT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
l’Hôpital’s Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

Chapter 5: Integrals 14
Area Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
Computation of π . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Area Under Graph . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
Definite Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

1
Chapter 4: Application of Differentiation 2 / 27

Generalized Mean Value Theorem

• Let f, g be continuous on [a, b], differentiable on (a, b). Consider the curve defined by
t 7→ (g(t), f (t)).
y (g(b), f (b))
(g(c), f (c))
b b

f (b) − f (a)
(g(a), f (a)) g(b) − g(a)
b

O x

f (b) − f (a) dy  dy/dt  f ′ (c)

◦ = =  = ′ .
g(b) − g(a) dx (g(c),f (c)) dx/dt t=c g (c)


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Cauchy’s Mean Value Theorem

• Theorem. Let f, g be functions continuous on [a, b], differentiable on (a, b), and g ′ (x) 6= 0 for
any x ∈ (a, b). Then there exists c ∈ (a, b) such that

f ′ (c) f (b) − f (a)

= .
g (c)
′ g(b) − g(a)
• Augustin Louis, baron Cauchy (1789–1857), French Mathematician.
◦ He has published 789 papers which cover the entire range of mathematics.
• Cauchy’s Mean Value Theorem is also known as the “Generalized Mean Value Theorem”.
◦ It reduces to Mean Value Theorem by letting g(x) = x.

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2
Cauchy’s Mean Value Theorem
• Theorem. Let f, g be functions continuous on [a, b], differentiable on (a, b), and g ′ (x) 6= 0 for
any x ∈ (a, b). Then there exists c ∈ (a, b) such that

f ′ (c) f (b) − f (a)

= .
g ′ (c) g(b) − g(a)

• Proof. First we shall check that g(a) 6= g(b).

◦ Suppose g(a) = g(b).
• Apply Rolle’s Theorem to g on [a, b].
There would be a c ∈ (a, b) such that g ′ (c) = 0,
a contradiction.
◦ Therefore, g(a) 6= g(b).

5 / 27

Cauchy’s Mean Value Theorem

• Proof. Recall the proof of Mean Value Theorem. Let
 
f (b) − f (a)
h(x) = f (x) − (x − a) + f (a)
b−a
For the Generalized Mean Value Theorem, we can define
 
f (b) − f (a)
h(x) = f (x) − (g(x) − g(a)) + f (a) .
g(b) − g(a)
◦ h(x) is continuous on [a, b], differentiable on (a, b).
◦ h(a) = 0, h(b) = 0.
Apply Rolle’s Theorem to h on [a, b]. Then there exists c ∈ (a, b) such that h′ (c) = 0. That is,
f ′ (c) f (b) − f (a)
= .
g ′ (c) g(b) − g(a)

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3
Proof of l’Hôpital’s Rule
• l’Hôpital’s Rule. Suppose that
◦ lim f (x) = lim g(x) = 0,
x→a x→a
◦ f and g are differentiable near a (except at a),
◦ g ′ (x) 6= 0 for all x near a (except at a).
f ′ (x)
If lim ′ = L (∞, −∞, resp),
x→a g (x)
f (x)
then lim = L (∞, −∞, resp).
x→a g(x)

• Proof. In the following, we only prove the case when the limit exists, say equals L. The case of
infinite limit can be shown similarly by replacing L by ∞ or −∞. (Exercise)
◦ First of all, for convenience, we may assume that f (a) = g(a) = 0. Then f and g are
continuous at a.

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Proof of l’Hôpital’s Rule

• Proof. Let x > a near a. Apply Cauchy’s Mean Value Theorem to f and g on [a, x]. There exists
c ∈ (a, x) with
f ′ (c) f (x) − f (a) f (x)
◦ = = .
g (c)
′ g(x) − g(a) g(x)
Let x → a+ . Then c → a+ .
f (x) f ′ (c) f ′ (c)
∴ lim+ = lim+ ′ = lim+ ′ = L.
x→a g(x) x→a g (c) c→a g (c)
Similarly, let x < a near a. Then there is a c ∈ (x, a) with
f ′ (c) f (x) − f (a) f (x)
◦ = = .
g (c)
′ g(x) − g(a) g(x)
Let x → a− . Then c → a− .
f (x) f ′ (c) f ′ (c)
∴ lim− = lim− ′ = lim− ′ = L.
x→a g(x) x→a g (c) c→a g (c)
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4
Remarks on l’Hôpital’s Rule
• Remark.
◦ From the proof we see that the condition x → a may be replaced by x → a+ or x → a− . In
other words, l’Hôpital’s Rule also holds for one sided limit.

◦ l’Hôpital’s Rule holds if x → a if replaced by x → ∞ or x → −∞. In other words, it holds for

limit at infinity.
• If f and g are differentiable for large x, lim f (x) = lim g(x) = 0, g ′ (x) 6= 0 for large x.
x→∞ x→∞
f (x) f ′ (x)
Then lim = lim ′ , if the limit on the right hand side exists or equals ±∞.
x→∞ g(x) x→∞ g (x)
(Exercise)
◦ l’Hôpital’s Rule holds if lim f (x) = lim g(x) = 0 is replaced by
x→a x→a
lim |f (x)| = lim |g(x)| = ∞.
x→a x→a

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l’Hôpital’s Rule (∞/∞)

• l’Hôpital’s Rule. Suppose that
◦ lim |f (x)| = lim |g(x)| = ∞,
x→a x→a
◦ f and g are differentiable near a (except at a),
◦ g ′ (x) 6= 0 for all x near a (except at a).
f (x) f ′ (x)
Then lim = lim ′ , provided that the limit on the right side exists or equals ±∞. (Proof
x→a g(x) x→a g (x)
is omitted)
sec x
• Example. Find lim .
x→π/2 1 + tan x

sec x (sec x)′

lim = lim
x→π/2 1 + tan x x→π/2 (1 + tan x)′
sec x tan x
= lim
x→π/2 sec2 x
= lim sin x = 1.
x→π/2

10 / 27

5
Examples
x2 + 3x
• Find lim .
x→∞ 3x2 + 1

x2 + 3x (x2 + 3x)′ 2x + 3
lim = lim = lim
x→∞ 3x2 + 1 x→∞ (3x2 + 1)′ x→∞ 6x
(2x + 3) ′
2 1
= lim = = .
x→∞ (6x)′ 6 3
πx
• Find lim (1 − x2 ) tan .
x→1 2
πx 1 − x2 (1 − x2 )′
lim (1 − x2 ) tan = lim = lim
x→1 2 x→1 cot πx x→1 (cot πx )′
2 2
−2x −2 4
= lim π 2 πx = π = .
x→1 − csc −2 · 1 π
2 2
0 ∞
• Convert 0 · ∞ or ∞ − ∞ indeterminate forms to or indeterminate forms, then apply
0 ∞
l’Hôpital’s rule.

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Correct or Wrong?
x2 + 1
• Evaluate lim .
x→1 2x + 1

x2 + 1 (x2 + 1)′ 2x
◦ lim = lim = lim = lim x = 1.
x→1 2x + 1 x→1 (2x + 1)′ x→1 2 x→1
◦ We cannot apply l’Hôpital’s rule unless the limits of numerator and denominator are both 0 or
both ±∞.
x + sin x
• Evaluate lim .
x→∞ x
x + sin x (x + sin x)′
◦ lim = lim
x→∞ x x→∞ x′
= lim (1 + cos x). So the limit does not exist.
x→∞
f ′ (x)
◦ l’Hôpital’s rule is inconclusive if lim 6= L, ±∞. We shall use squeeze theorem for this
x→a g ′ (x)
question.

12 / 27

6
 Correct or Wrong?
x
• Evaluate lim √ .
x→∞ x2 + 1
x 1
lim √ = lim √
x→∞ x2 + 1 x→∞ x/ x2 + 1
√
x2 + 1
= lim
√x
x→∞

x/ x2 + 1
= lim
x→∞ 1
x
= lim √ = ··· .
x→∞ x2 + 1
f ′ (x)
The l’Hôpital’s rule is useful only when the evaluation of lim ′ is simpler than the evaluation of
x→a g (x)
f (x)
lim .
x→a g(x)

13 / 27

Chapter 5: Integrals 14 / 27

The Area Problem

• How to find the area of a region on a plane?
◦ Given a rectangle of length a and width b:

b S = ab

◦ Given a parallelogram of base a and height h:

h S = ah

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7
The Area Problem

◦ Given a triangle of base a and height h:

h
1
S= 2
ah

◦ In general, given any polygon, we are able to find its area because it can be cut into triangles.

16 / 27

The Area Problem

• However, how about if the area is not bounded by segments but curves, what to do?

There is no formula at this moment. Since we’ve known polygons, we may use polygons to
approximate the area.
• In particular, we can use regular polygons to approximate the area of the circle.
◦ Archimedes of Syracuse Aρχιµήδηζ (287BC–212BC)
Greek Mathematician, Physicist and Engineer.
The first person using this method to compute π .

17 / 27

8
Computation of π : Archimedes’ Meththod
• What is π ?
◦ π is the ratio of circle’s circumference to its diameter.
So the circumference of the unit circle is 2π .
◦ What is the area of the unit circle?

2π n 2π
n
A = lim · sin
n→∞ 2 n
sin(2π/n)
= lim ·π
n→∞ 2π/n
= π.

n 2π
The area of the n-sided polygon inscribed is · sin .
2 n
18 / 27

Computation of π : Archimedes’ Meththod

• Alternatively, π can be defined as the area of the unit circle.

nn =
= 24
10
11
12
13
14
15
16
17
18
19
20
21
22
23
987654 2.000 < π < 3.160
2.378
2.598
2.736
2.828
2.893
2.939
2.974
3.000
3.021
3.037
3.051
3.061
3.071
3.078
3.085
3.090
3.095
3.099
3.103
3.106 4.000
3.633
3.464
3.371
3.314
3.276
3.250
3.230
3.215
3.204
3.195
3.188
3.183
3.178
3.174
3.171
3.168
3.165
3.163
3.161

◦ Archimedes: 3.14163. (96-sided polygon)

◦ Liu Hui: Chinese Mathematician, (220?–280?), 3.14159. (3079-sided polygon)
◦ Zu Chongzhi: Chinese Mathematician, (429–500), 3.1415926. (12288-sided polygon)

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Computation of π : Approximation by Rectangles
• Consider the area of the unit circle in the first quadrant.
y
√
y= 1 − x2

O x

π π π π π
R5 = 0.659 < R10 = 0.726 < R15 = 0.747 < R20 = 0.757 < R25 = 0.763 <
4 4 4 4 4
π π π π π
R30 = 0.767 < R35 = 0.770 < R40 = 0.772 < R45 = 0.773 < R50 = 0.775 <
4 4 4 4 4

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Computation of π : Approximation by Rectangles

• Consider the area of the unit circle in the first quadrant.
y
√
y= 1 − x2

3.10 < π < 3.18

O x

π π π π π
L5 = 0.859 > L10 = 0.826 > L15 = 0.814 > L20 = 0.807 > L25 = 0.803 >
4 4 4 4 4
π π π π π
L30 = 0.800 > L35 = 0.798 > L40 = 0.797 > L45 = 0.796 > L50 = 0.795 >
4 4 4 4 4

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10
Computation of π : Approximation by Rectangles
• If we increase the number of subintervals, say n,
then Ln and Rn are getting close to π/4.
π a
◦ It is denoted by lim Ln = lim Rn = .
n→∞ n→∞ 4
• This method can be used to compute the area bounded between the graph of a continuous function
and the x-axis.
y

x
a b

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a
In general, lim an = L means
n→∞
• an is arbitrarily close to L by taking n sufficiently large; or
• For every ǫ > 0 there exists a positive integer N such that
◦ n > N ⇒ |an − L| < ǫ.

Computation of Area under a Graph

• Let f be a continuous function on [a, b].
In order to find the area bounded between the graph of f and the x-axis from a to b, we can apply
the following:
◦ Divide [a, b] into n equal subintervals, say
• [x0 , x1 ], [x1 , x2 ], . . ., [xn−1 , xn ].
b−a
• Then the length of each interval is ∆x = .
n
◦ Compute the area of rectangles using end points:
• Ln = f (x0 )∆x + f (x1 )∆x + · · · + f (xn−1 )∆x;
• Rn = f (x1 )∆x + f (x2 )∆x + · · · + f (xn )∆x.
◦ Then the area A is given by
• A = lim Ln or An = lim Rn .
n→∞ n→∞

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11
Examples
• Find the area bounded between y = x2 , x-axis and x = 1.
y
1

x
O 1

◦ Divide [0, 1] into n equal subintervals:

• [0, n1 ], [ n1 , n2 ], . . . , [ n−1
n
, nn ].
◦ Rn = ( n1 )2 · 1
n
+ ( n2 )2 · 1
n
1
n
+ · · · + ( nn )2 ·
1 2 2 2 1 n(n+1)(2n+1)
• Rn = 3 (1 + 2 + · · · + n ) = 3 · .
n n 6
1 1
(n+1)(2n+1) (1+ n )(2+ n )
A= lim Rn = lim 6n2
= lim 6
= 13 .
n→∞ n→∞ n→∞

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Examples
• Find the area under y = cos x between x = 0 and x = π/2 using left endpoints.
y

O π x
2

◦ Divide [0, π2 ] into n equal subintervals:

•
π
[0, 2n ], [ 2n , 2n ], . . . , [ (n−1)π
π 2π
2n
, nπ
2n
].
h i
π (n−1)π π
◦ Ln = cos 0 + cos( 2n ) + · · · + cos( 2n ) · 2n
.
n−1
cos( kπ π
P
• Ln = 2n
)· 2n
. A = lim Ln =?
k=0 n→∞

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12
Definite Integral
• Let f be a continuous function on [a, b].
◦ Divide [a, b] into n equal subintervals, say
b−a
• [x0 , x1 ], [x1 , x2 ], . . . , [xn−1 , xn ], ∆x =
n
◦ Take sample points x∗1 , x∗2 , . . . , x∗n from subintervals.
• x∗1 ∈ [x0 , x1 ], x∗2 ∈ [x1 , x2 ], . . . , x∗n ∈ [xn−1 , xn ].
◦ Compute the Riemann sum:
n
P
[f (x∗1 ) + f (x∗2 ) + · · · + f (x∗n )] ∆x = f (x∗i )∆x.
i=1
◦ The definite integral of f from a to b:
Z b n
P
• f (x) dx = lim
f (x∗i )∆x.
a Z 1 n→∞ i=1
1
• Example. We have shown that x2 dx = .
0 3
26 / 27

Definite Integral
• Remark. It can be shown (in analysis) that
n
P
◦ For any choices of sample points x∗i ∈ [xi−1 , xi ], f (x∗i )∆x tends to the same value as
i=1
n → ∞. Z b
In particular, f (x) dx = lim Ln = lim Rn .
a n→∞ n→∞
◦ The lengths of the subintervals are not necessarily equal. It suffices to make sure that
max{|xi − xi−1 | : i = 1, . . . , n} → 0.
Z b
• The notation f (x) dx is introduced by Leibniz.
a
Z
◦ : integral sign; f (x): integrand;
a: lower limit; b: upper limit;
◦ The procedure of calculating integral: integration.

27 / 27

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