Applied II DEBREMARKOSUNIVERSITY

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CHAPTER ONE
REAL SEQUENCES

1.1 Definition and examples of sequences

In informally speaking, the term “sequences” in mathematics is used to describe an
unending succession of numbers whose order is determined by a rule or a function.
For instance, 1, 2, 3, 4, . . .
2, 4, 6, 8, . . .
1 1 1
1 ,− , ,− , . . . are sequences.
2 4 8
The numbers in the sequence are called terms of the sequence and described as 1 stterm,
2ndterm, 3rdterm etc. according to the position they occupy.

{
Consider A= 1 , ,
1 1 1
2 3 4 } 1
, , … i.e the set A consists of all numbers of the form , where n is a
n
1
positive integer. The set A is also described by defining a function f by the rule f ( n )=
n
where the domain f is a positive integer. Then the set A is precisely the set of values taken
by the function f. In general we have the following definition.

Definition: - A sequence of real numbers is a function whose domain is the set of non-negative

integers greater than or equal to a given integer m (usually 0 or 1)

i .e . a: {0 , 1 ,2 , … }→ R }

Notation:-Terms of the sequence are denoted as

th
, . . . , named as 1st, 2nd, 3rd, . . . ,n terms & so on
∞
Or equivalently we can write as {.. . }, {},{}n=1
Usually (but not always) sequences have recognizable patterns and can be described by a
formula.
1 1 1
Example-1:-a) If a n= , thena 1=1 , a2= , a3= , …for all n ∈ N
n 2 3
b) If a = 1 , thena = 1 , a = 1 , a = 1 , …for all n ∈ N
n 1
2
n
2 2 4 3 8
1 1 1 1
c) If a n= , thena 1= , a2= , a3= , …for all n ∈ N
2n+ 1 3 5 7
a
Example-2:-Find a formula n for each of the following
a) { 1 ,−1 , 1 ,−1 , … }

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DEPARTMENT OF MATHEMATICS 1
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{12 , 34 , 78 , …}
b)

c) { 2 , 2, 2 , 0 , 0 ,0 … }
n
Solution: - a)a n=(−1 ) for all positive integers n
n
2 −1
b)a n= n for all positive integer n
2
c)a n=2 if n ≤3 , a n=0 if n ≥ 4
Example-3:-Write down the first few terms of each of the following sequences

{ } { }
∞ ∞
n+ 1 (−1 )n +1
a) b)
n2 n=1 2n n=0
3 4
Solution:-a) If n=1 , thena 1=2 , If n=2 , thena 2= , If n=3 , thena 3= , etc.
4 9

{ } { }
∞
n+ 1 3 4 5 6
∴
2 = 2, , , , ,…
n n=1 4 9 16 25
1 −1
b) If n=0 , thena 0=−1 , If n=1 , thena 1= , If n=2 , thena 2= , etc.
2 4

{ } { }
∞
(−1 )n +1 1 −1 1 −1
∴ = −1 , , , , ,…
2n n=0
2 4 8 16
Note:-Since the terms of the sequence in (b) alternate in signs it sometimes called
alternating sequence.

1.2 Convergence and Divergence of real Sequences

Definition:-A Sequence
{ an } said to have a limit L, written as nlim
→∞
a n=¿ L, ¿ if for each Є>0,

a−
there exists a natural number N such that for every n > N , we have | n L|< Є. If such a

number L exists we say that the sequence{ an } convergences (or converges to L.)

If such a number L does not exist, we say that the sequence{ an } diverges or

that lim a n does not exist.

n→∞

Remark:-As with limits of functions, the limit of the sequence is unique it exists.
1 ∞ 1
Example-1:-show that the sequence{ } convergences and that lim =0
n n=1 n→∞ n

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DEPARTMENT OF MATHEMATICS 2
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|1n −0|= 1n < ε ⇒ n> 1ε

Solution:- Let ε > 0 ;

Choose N=¿ ]

1 1
| |
1 1 1
∀ ε > 0∃ N = such that n ≥ N ⇒ −0 = < = =ε
ε n n N 1
ε

1 ∞ 1
Then by definition of sequence, the sequence { } converges and lim =0.
n n=1 n→∞ n

1 ∞
Note:-The sequence { } is known as the Harmonic Sequence.
n n=1

lim n
{ }
∞
n 1
Example-2:- Show that the sequence convergences and that n→ ∞
=
2 n+1 n=1 2n+ 1 2
Solution:-Letε > 0 be given arbitrary small.

|2 n+1
We need to find N>0 such that
n
− | ε
1
2
n> N < whenever

But|
n
− | ε⇒
1
2 n+1 2 |<
2 n−2n−1
2(2 n+1) | | −1
| 1
=
4 n+2 4 n+ 2
ε = <

1
⇒ < 4 n+ 2
ε
1
⇒ −2<4 n
ε
1 1
⇒ n> −
4ε 2
Choose N =¿]

Thenn> N ⇒ n> [ 1 1
−
4ε 2 ]
1 1 1 <
⇒ n> − ⇒ ε
4 ε 2 4 n+2

| 4−1n+2| ε
⇒ <

⇒| − | ε
n 1
<
2 n+1 2

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DEPARTMENT OF MATHEMATICS 3
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n 1
lim ¿ =
Hencen → ∞ 2n+1 2

∞
Example-3:- show that the sequence{(−1 )n }n=1 diverges

Solution:- ¿

n ∞
Assume that { (−1 ) } is convergent Sequence
n=1

Choose 0< ε ≤1

Case 1) L ≥0 , then for odd values ofn , we have

|(−1 )n −L|=|−1−L|=|−( 1+ L )|=1+ L ≥1

Case 2) L<0 , then even values of n , we have

|(−1 )n −L|=|1−L|=1−L≥ 1 This is contradiction our assumption.

i.e. ∀ ε > 0∧0< ε ≤1 , ∄ a number L satisfying the condition of convergent sequence.

∴ {(−1 )n } ∞ diverges .
n=1

n ∞
Note:-The sequence { (−1 ) } is an example of oscillating sequence.
n=1

It oscillate between 1and -1.

2 ∞
Example-4 Show that the sequence {n } also diverges
n=0

Solution:- As n is arbitrarily largen2 also arbitrarily large i.e. n → ∞ ⇒ n2 → ∞

∴ lim n2=∞
n →∞

2 ∞
Hence {n } diverges.
n=0

Definition:-Let a be a sequence. lim a n=∞ If for each positive number , there is a

{ n} n→∞
M

natural number N such that a n> ¿ M for all n>¿ ¿ N . In this case we say that { an }

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DEPARTMENT OF MATHEMATICS 4
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diverges to∞ Similarly, If for each number M, there is an integer N such that a n< ¿ M

for all n> N .

In this case we say that diverges to −∞ and we write as lim a =∞

{ an } n
n→∞

n
Example-4:-prove that lim e =¿ ∞ ¿.
n→∞

Solution:-Let M >0 be given.

We need to find N >0 such thate n > M whenevern>¿ ¿ N
Bute n > M ⇒ lne n> lnM

⇒ n> lnM

Choose N=[lnM ]

Then n>¿ ¿ N ⇒ n> [ lnM ] ⇒ n> lnM

n
⇒ e > M whenever n>¿ ¿ N
∴ lim en =∞
n →∞

Example-5:- Show that lim (−2n¿ ¿ 3)=¿−∞ ¿ ¿

n→∞

Solution:- Let M <0 be given.

We need to find N >0 such that−2 n3 < M .

But−2 n3 < M ⇒ n3 >

M
−2
⇒ n>
√3 M

−2
Choose N=[
√
3 M
−2
]

Then n>¿ ¿ N ⇒ n>

M
−2 [√ ] √
3
⇒n>
3 M

−2
3 M 3
⇒n > ⇒−2n < M whenever n>¿ ¿ N
−2

Theorem:-Let{ an } be a sequence, L a number and f a function defined for every positive

f ( n )=a n
integer such that

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DEPARTMENT OF MATHEMATICS 5
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a) If lim f ( x ) =L, then

x→ ∞
{ a } convergences and lim a n=L
n x→ ∞

( )
lim f ( x ) =∞ or lim f ( x ) =−∞ , then{ an } diverges and
x→ ∞ x→ ∞
b) If
.
(
lim a n=∞ ¿ lim an =−∞
x→ ∞ x →∞ )
Proof:-a) assume that If and let ε>0.
lim f ( x ) =L,
x→ ∞

Then there is some integer N such that if x > N , then| f ( x )−L |< ε

⇒ If n >N, then |a n− L |=| f ( n )−L|< ε. So lim a n=L

x→ ∞

b) If lim f ( x ) =∞ , then for any M there is an integer N such that

x→ ∞

if x >N, then f ( x ) > M . So that, if n > N , then f ( n )=a n> M .

⇒
lim a n=∞ (by definition)
x→ ∞

Similarly, ,⇒
lim f ( x ) =−∞ lim a n=−∞
x→ ∞ x→ ∞

Example-6:- Show that nlim ¿

→∞

x
Solution:- Let f ( x )= ; x≥1
x +1

n
Then f ( n )= =a for≥ 1
n+1 n

x 1
lim =lim =1.
Sincen → ∞ x +1 n → ∞ 1
1+
x

Hence by the above theoremnlim ¿

→∞

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DEPARTMENT OF MATHEMATICS 6
Applied II DEBREMARKOSUNIVERSITY
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1
Example-7:- Show that lim r
=0 , for x> 0
n→∞ n

1
Solution: - Let f ( x )= r
;r>0
x

1
lim f ( x ) =lim r
= lim ¿¿ ¿
x→ ∞ x →∞ x x→ ∞

1
Then by the above theorem lim r
=0 .
n→∞ n

1 1 1
In particular, lim 1/ 2
=0; lim 3
=0 ; lim c =0 etc.
n→∞ n n→∞ n n →∞ n

{} { } { }
1 ∞ 1 ∞ 1 ∞
i.e. the sequences , 3 , e ,
1
2
n=1 n n=1 n n=1 etc converges to 0.
n

Example-8:- Show thatnlim ¿ ¿.

→∞

Solution :- Let f ( x )=¿

Then f ( n )=¿

We know that lim ¿¿

x→ ∞

Then by the above theorem nlim ¿ ¿.

→∞

Example-9:- Let r be any number. Show that lim r =

n→∞
n
{01forfor|r=1
r|< 1 n
and that {r }
∞
n=1

diverges for all other values of r .

Solution:- Case 1) if r ≥ 0

Let f ( x )=r x ; x ≥ 1; so that f ( n )=r n ; n ≥ 1.

{
0 for 0 ≤ r <1
x
lim r = 1 for r =1 Sequence
x→ ∞
∞ for r> 1

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DEPARTMENT OF MATHEMATICS 7
Applied II DEBREMARKOSUNIVERSITY
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{
0 for 0 ≤r <1
n
Then by the above theorem lim r = 1 for r=1 ------------------ (1)
n→∞
∞ for r >1

Case 2 ) if r <0

r =−1⇒ { r
n
} ∞ ={(−1 )n } ∞ that is oscillating sequence which diverges.
n=1 n=1

r ≠−1 ⇒|r n|=¿ r ∨¿n ¿

From (1) lim |r |=lim ¿ r∨¿ =

n→∞
n

n →∞
n
{∞0 −1<r ←1r <0 ¿ diverges .

∴ {r n } ∞ converge for ¿ r ∨≤1 and diverges for |r|>1

n=0

In particular, {¿ converges to 0

{¿ converges to 1

{¿ diverges.

n ∞
Note:-For any nonzero constant c , the sequence {c r } is called a geometric sequence.
n=m

The first term of the sequence, cr m , is the initial term. r is called the common ratio of the

n +1
cr
sequence. ¿ n
=r for n ≥ m¿
cr

Example:10 Show that lim √n c=1.

n→∞

Solution:- Note that n

1
( 1n )ln c
√ c=c n =e

Let ( ) ( x ) ln c
1

f x =e ; x ≥ 1 so that f is continuous and

(1n ) ln c
f ( n )=e ; n ≥ 1.

( 1x ) ln c lim ¿¿
lim f (x)=lim e =e x→ ∞

x→ ∞ x→∞

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DEPARTMENT OF MATHEMATICS 8
Applied II DEBREMARKOSUNIVERSITY
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Then by the above theorem lim √n c=1

n→∞

Example:11 Show that lim √n n=1

n→∞

Solution:-Note that n
1
(1n )ln n
√ n=n =en

Let ( ) ( n ) ln n (n ) ln n
1 1

f x =e ; x ≥ 1 so that f is continuous and f ( n )=e ;n≥ 1

lim x=∞ and lim ln x=∞ ⇒ by L' Hopital Rule

x→ ∞ x→ ∞

1
ln x x
lim =lim =0
x→ ∞ x x →∞ 1

Then
( 1x ) ln x lim ( 1x )ln x 0
lim f ( x ) =lim e =e =e =1
x →∞

x→ ∞ x →∞

lim √ n=1.
n
∴ using the above theorem n→∞

Activities

Find the limit of each of the following

( ) ( )
n n
0.05 b) a
lim 1+ lim 1+
a) n → ∞ n n→∞ n

2
n + 2 n−1
c) lim 2
n → ∞ 2 n −5 n+3

1.3Properties of convergent real Sequences

Since Sequences are functions, we may add, subtract, multiply, and divide as we do for
functions. Rules for computing the limits of combinations of Sequences are analogous to the
rules for limits of combinations of functions
Theorem:-suppose that the sequence a n and b n converges to limits Land M , and c is a

constant, then
lim c=c
a) n → ∞

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DEPARTMENT OF MATHEMATICS 9
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b) lim c a =c lim a =cL

n→∞
n
n→∞
n L

c) lim ( a ± b ) =lim a ± lim b =¿ ¿

n→∞
n n
n→∞
n
n →∞
n L+ M

d) lim ( a b )=lim a . lim b =¿ ¿

n→∞
n n
n→∞
n n
n→∞
L.M

lim a
e) a n n→ ∞ n = L if M¿ 0)
lim ( ) ¿
n→ ∞ bn lim bn M
n→ ∞

Proof:-Left as an exercise.

()
2
2 n−1 3n π
Example-1:-Find a) lim b) lim sin
n → ∞ 3 n+ 5 n→∞ 2 n−1 n

Solution a) The highest power of ‘ n ’ in both in the numerator and the denominator is 1.

Then divide the numerator and the denominator by ‘ n ’ .

1 1
(2 n−1)× 2−
n n
i.e. =
1 5
(3 n+5)× 3+
n n

Then by applying convergence properties, we have

1 1
2− lim 2−lim
2 n−1 n n →∞ n→∞ n 2−0 2
lim =lim = ¿ =
n → ∞ 3 n+ 5 n →∞ 5 5 3+0 3
3+ lim 3+ lim
n n →∞ n → ∞ n

sin ( πn )
()
2
3n π 3n
lim sin =lim
b) n → ∞ 2 n−1 n n →∞ 2 n−1 1
n

¿ lim
lim sin
3 n n→∞
.
( πn ) = 3 π
n → ∞ 2 n−1 1 2
n

Theorem:-(squeezing theorem for sequences)

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DEPARTMENT OF MATHEMATICS 10
Applied II DEBREMARKOSUNIVERSITY
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Given three sequencesa n , b n and c n such thata n ≤ b n ≤ c nfor everyn and lim a n=L =
n→∞

lim c n , then lim bn = L

n→∞ n→∞

Proof:-For every ε>0, there is N1 and N2 such that|c n−L |< ε for n > N1
and|a n−L |< ε for n > N2 . Let N={ N1 , N2}.
Forn > N, we have|a n−L |< ε which implies - ε <a n−L < ε
⇒ - ε < < L+ε and hence -ε< ........................................(*)
L an L an

From|c n−L |< ε, we have - ε <c n−L < ε

⇒ ⇒ c n < +ε ........................................(**)
L - ε <c n< L +ε L

Since a n ≤ b n ≤ c nby hypothesis, from (*)and(**) it follows that

b −
L - ε <a n ≤ b n ≤ c n< L +ε ⇒ | n L |< ε, for every n > N.

Thereforenlim
→∞
bn = L by the definition of limits.
2
sin n
Example-2:-show that lim =0
n→∞ n
2
Solution:-We know that0 ≤
sin n 1
≤ , sincenlim 0=0 and lim 1 =0
n n →∞ n→∞ n

Then by show that squeezing theorem we have 2

si n n
lim =0
n→∞ n

1.4 Bounded and Monotonic Sequences

∞
Definition:-Let { an }n=m be a sequence, then

a) The sequence { an }∞n=m is bounded above if there is a number M1 such that

a n≤ M for every positive integern≥m.
1

b) The sequence { an }∞n=m is bounded below if there is a number M2 such that

a n≥ M for every positive integern≥m.
2

∞ |a |≤
c) The sequence { an }n=m is bounded if there is a number M such that n M for
n≥m. Otherwise the sequence is unbounded.
every positive integer

Example:-1) the sequence{¿ has an upper bound 1 and a lower bound -1.
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DEPARTMENT OF MATHEMATICS 11
Applied II DEBREMARKOSUNIVERSITY
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So it is bounded.

Example:-2) the sequences { }

1 ∞
n n=2
is bounded, since |1n|≤ 12 ; n ≥ 2
.

2 ∞ n ∞
Example:-3) the sequences {n } and {2 } are unbounded because no matter what
n=1 n=1

number M we choose, there is value n such that n2> M and2n > M .

∞ ∞
Theorem: - a ¿ {an } converges ⇒ {an } is bounded.
n=m n=m

∞ ∞
b ¿ { an } is unbounded ⇒ {an } diverges.
n=m n=m

Proof a ¿ Suppose nlim a n=L.

→∞

∃ N ∋ n≥ N ⇒|an−L|<1

∴ n ≥ N ⇒|an|=|an −L+ L|≤|an−L|+|L|< 1+ ¿ L∨¿

Let M =max {|a m| ,∨a m+1∨, … … … ,|a N−1|,1+| L|}

Then ¿ a n∨≤ M for n ≥ m, and thus the sequence is bounded.

b) (P ⇒ q)⇔(−q ⇒−q)
i.e. part (b) is logically equivalent to part(a)

∞ n ∞
Example:-4) the sequences {ln n } and {2 } are unbounded and hence by the above
n=1 n=o

theorem the sequences diverge.

Remark: - boundedness does not necessarily imply convergence i.e. all bounded sequences may

not converge.

Example:-5) the sequence {¿ is bounded but it diverges.

Activity
1. Show that whether the following sequences are convergent or divergent
2
2 n +n ∞
a) { }
3 n+1 n=1

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DEPARTMENT OF MATHEMATICS 12
Applied II DEBREMARKOSUNIVERSITY
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2
n −n ∞
b) { 2
}
n + 1 n=1
c) {¿

∞
Definition: - A sequence { an } is said to be
n=m

a) Monotone increasing ifa n a n+1 ∀ n m.

b) Monotone decreasing ifa n a n+1 ∀ n m.
c) Monotonic if it is either monotone increasing or monotone decreasing.
d) Strictly increasing ifa n< an +1 ∀ n>m .
e) Strictly decreasing ifa n> an +1 ∀ n>m .

A sequence is also said to be strictly monotonic if it is either strictly increasing or decreasing.

1 ∞ 1 1 1 ∞
Example:-6 a) {1− } and {1+1+ + +…+ } are increasing sequences.
n n=1 2! 3! n ! n=1

1 ∞
b){sin } is decreasing sequence.
n n=1
c){¿ is neither increasing nor decreasing because it oscillates between -1 and 1

∞
Theorem:-Every bounded monotonic sequence {an } is convergent.
n=1

∞
Proof:-Assume that {an } is an increasing sequence.
n=1

∞
Since {an } is bound, the set S= { a1 , a2 , … … , an , … … … } has an upper bound.
n=1

By completeness axiom it has a least upper bound L .

Let ε > 0 ,then L−ϵ is not an upper bound of S since L is the least upper bound.

Thus ∃ a number a N in S such that L−ϵ< a N ≤ Lfor some integer N .

Since the given sequence is increasing, we have a N ≤ an for n ≥ N .

Hence L−ε <a N ≤ an ≤ L ; ∀ n ≥ N .

Thus – ε <a N −L≤ a n−L≤ L−L ; ∀ n ≥ N

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DEPARTMENT OF MATHEMATICS 13
Applied II DEBREMARKOSUNIVERSITY
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⇒−ε < an−L ≤ 0 ; ∀ n≥ N

⇒−ε < an−L< ε ; ∀ n≥ N

⇒|an−L|< ε ; ∀ n≥ N

∴ lim an=L.
n →∞

∞
Hence{an } converges to L.
n=1

∞ 2 1
Example:-7) Let {an } be the sequence defined by a 0=0∧an +1=a n+ , ∀ n ≥ 0.
n=0 4

∞
Show that {an } converges.
n=0

Solution:-Using the above theorem it is enough to prove that the sequence is bounded and

increasing.

(i) To prove boundedness

1
Claim that |an|< 2 ; n ≥ 0

1
a 0=0 ⇒|a0|=0<
2

1
Assume that |an|< 2 ; ∀ n ≥0 .

1
Then |an+1|=an + < ¿
2
4

∞
Then {an } is bounded
n=0

(ii) To prove the given sequence is increasing we must show that ∀ n ≥ 0 , an <a n+1
2 1
a n< an +1 ⇔ an < an +
4

2 1
⇔ an−an + >0
4

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DEPARTMENT OF MATHEMATICS 14
Applied II DEBREMARKOSUNIVERSITY
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1
⇔ ¿ is always true since a n ≠ .
2

Then the given sequence is increasing.

Using (i) and (ii) and applying the above theorem the given sequence converges.

To find lim a n
n→∞

Let L=lim a n, then L=lim a n+1

n→∞ n→∞

1 1
∴ L=lim an +1=lim (a2n + ¿ )=lim a 2n+ =¿ ¿ ¿ ¿
n →∞ n→∞ 4 n→∞ 4

2 1
¿L +
4

2 1
⇒ L −L+ =0
4

1
⇒ ¿ ⇒ L=
2

1
∴ lim an=
n →∞ 2

∞
Note: If we specify a 0 and express a n+1 in terms of {a0 , a1 , a2 ,… , a n , … } we say that {an }
n=0

is defined recursively.

Activity

Show that whether the following sequences are convergent or divergent

a) {2+ n+1 1 }n=1

∞ b ¿ {n− 1 } ∞
n +1 n=1 2

CHAPTER 2
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DEPARTMENT OF MATHEMATICS 15
Applied II DEBREMARKOSUNIVERSITY
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2.1 Infinite Series

We now wish to extend addition to infinitely many numbers and to define what we
mean by such a sum.

Definition:-consider a sequence with termsa 1 , a2 , a3 , … , an , …we may form in succession

s1=a1

s2=a1 +a2

s3=a1 +a2 +a 3

s4 =a 1+ a2+ a3 +a 4

sn=a1 +a2 + a3 +…+a n

∞
The sum s1 , s 2 , s 3 , … , s nare called partial sums. The sequence of partial sums{ sn }n=1 is called an
∞
infinite series or simply series. It is denoted by∑ ai=a1+ a2 +a3 + …+an + …
i=1

Therefore, an infinite series or just series is equal to the limit of the partial sums, that is,
∞

∑ ai=lim
n→∞
sn
i=1

Example:-1) If a n=n, Then s1=1, s2=1+2=3, s3=1+2+3=6

n(n+ 1)
∴ s n=1+2+3+ …+n−1+ n=
2

n ( n+1 )
∴ the sequence of a ∂Sum is{ }
2
n
Example:-2) If a n=(−1 ) ,Then s1=−1 , s2=−1+1=0, s3=−1+ 1+ (−1 )=1

{ 0 if nis even
∴ s n= −1if n is odd isthe sequence of a ∂ Sums.

2.2 Convergence and Divergence real series

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DEPARTMENT OF MATHEMATICS 16
Applied II DEBREMARKOSUNIVERSITY
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∞
the series∑ an.If this sequence converge to a
∞
Consider the sequence of partial sums{ s }
n n=1of
n =1
∞
number s ,then we say that the series∑ an converges to s .
n =1

∞
In this case we write ∑ an=lim
n→∞
sn =s
n =1

∞
On the other hand if the sequence of partial sums{ sn }n=1 diverges, then we say that the series
∞

∑ an diverges.¿ this case nlim

→∞
s n=± ∞ or nlim
→∞
s n is not unique ,
n =1

∞
then ∑ ai is diverges .
i=1

Note:-If nlim s n is not unique then ∑ a oscillates.

→∞ n

∞
Example:-1) Determine whether the series ∑ nis convergent or divergent.
n =1

If it converges determine its value .

n
Solution:-The sequence of partial sum is sn=∑ i
i=1

This is known series and its value can be shown to be

n
n(n+1)
sn=∑ i=
i=1 2

So, to determine if the series is convergent we will first need to see if the sequence of partial
sums,
∞
n ( n+1 )
{ } is convergent or divergent.
2 n=1

n ( n+1 )
Now, lim s n=lim =∞ .
n→∞ n→∞ 2

Therefore, the sequence of partial sums diverges to ∞ . So the series diverges.

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DEPARTMENT OF MATHEMATICS 17
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∞
1 1 1 1
Example:-2) Show that∑ = + + +…converges and find the sum.
n =1 n(n+1) 1.2 2.3 3.4

1 1 1
Solution:-By partial fraction = − for n ≥1 .
n(n+1) n n+1

( )( ) ( )( )
n
1 1 1 1 1 1 1 1
Hence sn=∑ = 1− + − +…+ − + −
i=1 n (n+1) 2 2 3 n−1 n n n+ 1

( 12 )+( 12 − 13 )+…+( n−11 − 1n )+( 1n − n+11 )

¿ 1−

¿ 1+ ( −12 + 12 )+( −13 + 13 )+ …+( −1n + 1n )− n+11

1
¿ 1−
n+1

1
∴ lim s n=lim 1− =1
n→∞ n→∞ n+1
∞ ∞
1 1
Hence∑ converges and∑ =1
n =1 n(n+1) n =1 n(n+1)

∞
1
Note:-The series∑ is called a telescoping series because when we write the partial
n =1 n(n+1)

sums all but the first and the last terms cancel.
∞
1
Example:-3) Determine whether the series ∑ is convergent or divergent. If it converges
n =1 2n

determine its value .

Solution: - The sequence of partial sum

n
1 1 1 1 1 1 1
sn=∑ i
= + + + + …+ n =1− n
i=1 2 2 4 8 16 2 2

So, to determine if the series is convergent we will first need to see if the sequence of partial
sums,
∞
1
{1− n
} is convergent or divergent.
2 n =1
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DEPARTMENT OF MATHEMATICS 18
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In this case the limit of the sequence of partial sums is,

1
lim s n=lim 1− n
=1
n→∞ n→∞ 2

Therefore, the sequence of partial sums is convergent and the series will also be convergent.
The value of the series is
∞

∑ 21n =1.
n =1

Example:-4) consider the series 1+2−3+ 1+ 2−3+…

Here lim s n=1∨3∨0.

n→∞

Hence nlim
→∞
s n is not unique. The series oscillates.

Activities

Determine whether the following series is convergent or divergent. If it converges determine its
value .
∞

()
∞ n
1 1
a)∑ ¿ c) ∑
n =1 ( 2 n−1 ) ¿ ¿ n =1 3

∑ √ n+1− √n
∞
b)∑ (−1)
n
d)
n =1 √ n +n
2

Properties of convergent series

Theorem: - If ∑ an and ∑ bn are convergent series, then

∞ ∞
i. ∑ c a n=c ∑ an (where c is a constant)
n =1 n=1

∞ ∞ ∞
ii. ∑ (a n¿ + bn )=∑ a n+∑ bn ¿
n =1 n=1 n=1

∞ ∞ ∞
iii. ∑ (a n¿ −bn )=∑ a n−∑ b n ¿
n =1 n=1 n=1

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DEPARTMENT OF MATHEMATICS 19
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∞
3 1
Example:- 5) Find the sum of the series ∑ [ + n]
n =1 n (n+1) 2

Solution:- The series ∑ 1 /2 n is a geometric series with a=1/2 and r =1/2, so

1
∞
1 2
∑ 2n = 1
=1 -------------------- (1)
n =1
1−
2
n n
1 1 1
We have sn=∑ =∑ [ − ]
i=1 i(i+1) i=1 i i+ 1

[ ][ ][ ] [
¿ 1−
1
2
1 1 1 1 1
+ − + − +…+ −
2 3 3 4
1
n n+1
=1−
1
n+1 ]
1
and so lim s n=lim [1− ]=1−0=1
n→∞ n→∞ n+ 1
∞
1
Therefore, the given series is convergent and ∑ =1 ----------------- (2)
n =1 n(n+1)

So, by properties of convergent series

∞ ∞ ∞
3 1 1 1
∑[ + ]=3 ∑
n (n+1) 2n n(n+1)
+ ∑ n =3 ∙ 1+ 1=4
n =1 n=1 n=1 2

∞ ∞ ∞
Theorem: -If∑ anis convergent and ∑ bnis divergent, then∑ (a n¿ + bn )¿ is divergent
n =1 n =1 n =1

∞ ∞ ∞
Proof:-Letb n=( a n+ bn ) −an , then∑ bn=∑ ( an +b n )−¿ ∑ an ¿
n =1 n =1 n=1

∞ ∞
Since ∑ an is convergent by hypothesis,∑ ( an +b n ) cannot be convergent for
n =1 n =1

∞
otherwise∑ bnwould be convergent by the above theorem which contradicts the
n =1

∞
hypothesis. Hence∑ bnis divergent
n =1

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DEPARTMENT OF MATHEMATICS 20
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∞ ∞ ∞
Note: - If both series∑ an and ∑ bnare divergent, then the series∑ (a n¿ + bn )¿
n =1 n =1 n =1

may or may not be convergent

∞ ∞ ∞ ∞ ∞
Example:- 6) Let∑ an=∑ n=¿ ∑ b n ¿ ,then∑ (a n¿ + bn )=∑ (n¿+n)¿ ¿
n =1 n =1 n=1 n =1 n=1

∞ ∞ ∞
¿ ∑ 2 n=2 ∑ n is divergent since∑ n is divergent.
n=1 n=1 n =1

∞ ∞ ∞ ∞
But if we let∑ an=∑ nand∑ bn=∑ (−n),
n =1 n =1 n =1 n =1

∞ ∞
We have∑ (a n¿ + bn )=∑ (n¿+(−n))=0 ¿ ¿ which is convergent.
n =1 n=1

Theorem: -Removal of a finite number of terms from a series doesn’t affect its convergence or

divergence.
∞
Proof:-Consider∑ ai=a1+ ¿ a2 +…+ ak−1 +ak + …+an + …¿
i=1

∞
Let∑ ai=ak +a k+1 +…+ an +…
k =1

k −1
And∑ ai=M (the partial sum of the 1st (k-1) terms.
i=1

Let {s n } be any sequence of partial sums of ≥ n

∞
Then the partial sum∑ ai=sn −M
k =1

Then lim (s¿ ¿ n−M ¿)¿¿ exists iffnlim

→∞
s n exists
n→∞

∞ ∞
Hence∑ ai and∑ ai converges or diverges together.
i=1 i=k

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DEPARTMENT OF MATHEMATICS 21
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∞ ∞
Note:- If∑ an and ∑ bnare two series differing only in their first m terms ( i. e≥ m. ¿,
n =1 n =1

then either both diverges or converges.

∞
Theorem:- If the series ∑ an is convergent, then nlim a n=0 (the nth term of a
→∞
n =1

convergent series tends to zero)

n
Proof:-Let sn=∑ ai=a1 +a2 +a 3+ a4 + …+a n−1+ an
i=1

n−1
sn−1=∑ ai=a1+ a2 +a 3+ a4 + …+an −1
i =1

Then a n=sn−s n−1

Since ∑ an is convergent, the sequence {s n } is convergent.

Let lim s n=s .

n→∞

Since n−1→ ∞ as n → ∞ , we also have nlim s n−1=s .

→∞

Therefore, lim a n=lim (sn −s n−1)= lim s n−lim s n−1=s−s=0

n→∞ n →∞ n→ ∞ n→∞

Therefore, lim a n=0 proved

n→∞

Note:-The converse of the above theorem is not true in general.

i.e If nlim a n=0, then ∑ a may or may not converge.

→∞ n

∞
1 1
Example: -7) The series ∑ does not converge but lim a n=lim =0.
n =1 n n→∞ n →∞ n

Theorem :-( The Test for Divergence)

∞
If lim a n ≠ 0( does not exist ) then the series
n→∞
∑ an is diverges.
n =1

∞
Proof:-Suppose∑ an is diverges, thennlim a n=0 by the above theorem
→∞
n =1
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DEPARTMENT OF MATHEMATICS 22
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∞
Hence by contra positive∑ an is diverges
n =1

∞
n2
Example:- 8) Show that the series ∑ diverges.
n =1 5 n2 +4

2 lim 1
Solution:- lim a =lim n n→ ∞ 1
n 2
= 2
= ≠0
n→∞ n →∞ 5 n + 4 5+4 /n 5
∞
n2
So the series ∑ diverges by the Divergence Test theorem.
n =1 5 n2 +4

Activities

Show that whether the following series are convergent or divergent.

∞ ∞
n2−2 1
a)∑ b)∑ n sin ⁡( )
n =1 n2 +5 n n =1 n

Some types of infinite series

1. Harmonic series
∞
1 1 1 1
Definition:-the series∑ =1+ + +…+¿ +… ¿ =1 is called a harmonic series.
n =1 n 2 3 n
∞
1
Note:- the harmonic series∑ is divergent (see example 7 above)
n =1 n

2. The Geometric Series

∞
Definition:-The series ∑ a r
n−1
=a+ ar +a r 2 +…+ a r n−1 … is called a geometric
n =1

series.r is called the ratio of the geometric series .

∞
Theorem:- the geometric series ∑ a r wherea ≠ 0 converges if |r|<1 and its sum is
n−1

n =1

∞
a
∑ a r n−1= 1−r ,|r|<1 and diverges If |r|≥ 1.
n =1

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DEPARTMENT OF MATHEMATICS 23
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∞
Proof:-Consider the series ∑ a r n−1=¿ 2
a+ ar +a r +…+ a r
n−1
+…
n =1

2 n−1
Let sn=a+ar + a r +…+a r ------------------ (1)

2 n−1 n
and r s n=ar +a r +…+ a r +ar ------------------ (2)

Subtracting equation (2) from (1), we get

n
sn−r s n=a−a r
n
⇒ s n(1−r )=a−a r
n n
a(1−r ) a ar
⇒ s n= = −
1−r 1−r 1−r

s n=¿ lim a ( 1−r )

∞ n
Therefore, ∑ a r n−1=¿ nlim
→∞
n→∞ 1−r
n =1

n
a ar
¿ lim ( − )
n → ∞ 1−r 1−r
n
lim a lim a r
n→ ∞ n→ ∞
¿ −
1−r 1−r

a a n
¿ − lim r
1−r 1−r n→ ∞
n
Case (i) if |r|<1 , then lim r =0
n→∞

a a a
∴ lim s n= − .0=
n →∞ 1−r 1−r 1−r
∞
a
Hence ∑ a r
n−1
=¿
n =1 1−r

a
Thus when |r|<1 the geometric series is convergent and its sum is
1−r

Case (ii) if r =1

Then sn=a+a+ a+…+ a=na

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DEPARTMENT OF MATHEMATICS 24
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Therefore, nlim s n=lim na=± ∞

→∞ n→∞

The geometric series diverges.

Case (iii) if r =−1

Then sn= {0aifif nisn iseven

odd

Therefore, nlim
→∞
s ndoes not exist since it oscillates between 0 anda .

Hence geometric series diverges.

Case (iii) If |r|>1 ,then r n → ∞ as n → ∞ ,

n
a(r −1) a a
Then lim s n=lim = lim r n− =∞
n→∞ n→∞ r−1 1−r n → ∞ 1−r

The series is diverges.

Therefore, for |r|≥ 1, the geometric series is divergent.

Hence theorem proved.

Example:- 9) Determine whether the each following series converges or diverges. In case of

convergence find the sum .

∞ ∞ ∞ n−1
1 −2 n−1 4. 5
a)∑ b)∑ 3 ⁡( ) c)∑
n =1 4 n−1 n =1 3 n =1 4 n−1
∞ ∞ n−1
1 1 1
Solution:-a)∑ n−1 ∑
= ( ¿) ¿ which is a geometric series with r = anda=1.
n =1 4 n =1 4 4

Since|r|= |14|<1 , the series converges

∞
1 a 1 4
∴∑ n −1
= = =
n=1 4 1−r 1 3
1−
4

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DEPARTMENT OF MATHEMATICS 25
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( )
∞ n−1
−2 −2
b)∑ 3 ⁡ is a geometric series with r = anda=3.
n =1 3 3

Since|r|= |−23|<1 , the series converges

( )
∞ n −1
−2 a 3 9
∴∑ 3 ⁡ = = =
n=1 3 1−r
1−( )
−2
3
5

()
∞ ∞
4. 5n−1 5 n−1
5
c)∑ n−1 =∑ 4 Which is a geometric series with r = anda=4.
n =1 4 n=1 4 4

Since|r|= |54|>1 , the series diverges.

The above theorem can be used to express as a non terminating repeating decimals as a rational
number.

Example:-10) Express decimals as a rational number

a) 0.666 … b) 0.4545 …

Solution:-a)0.666 …=0.6+ 0.06+0.006+ …

6 6 6
¿ + + +…
10 100 100

¿
6
10
1+ (1
+
1
100 100
+… )
( )
∞ n−1
6 1 1 6
¿∑ is a geometric series with r = anda= .
n=1 10 10 10 10

1
Since|r|= <1 , the series converges
10

( )
∞ n−1
6 1 10 6 2
∴∑ ⁡ = = =
n=1 10 10 1 9 3
1−
10

b) 0.4545 …=0.45+0.0045+ 0.000045+…

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DEPARTMENT OF MATHEMATICS 26
Applied II DEBREMARKOSUNIVERSITY
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45 45 45
¿ + + +…
100 ( 100 ) ( 100 )3
2

¿
45
100
1+
( 1
+
1
100 ( 100 )2
+…
)
( )
∞ n−1
45 1 1 45
¿∑ is a geometric series with r = anda= .
n=1 100 100 100 100

1
Since|r|= <1 , the series converges
100

45

( )
∞ n −1
45 1 100 45 5
∴∑ = = =
n=1 100 100 1 99 11
1−
100

2.3 Tests for Convergent of Real Series

(Integral, Comparison, Limit comparison, Ratio and Root tests)

In general it is difficult to find the exact sum of a series. This is true when we can’t find any
simpler expression for the sum of the first n terms of a series as a function n .but several tests
are developed which enable us to say whether the series is Convergent or divergent without
explicitly finding its sum.

𝟏. The Integral Test

Suppose f is a continuous, positive, decreasing function on ¿ and let f ( n ) ¿ an for n ≥ 1 ,

∞ ∞
then the series∑ anconverges iff the improper integral∫ f ( x ) dx converges.
n =1 1

∞
1
Example:1)Test the series ∑ 2
for convergence or divergence.
n =1 n +1

Solution:-The function f ( x )=1 /( x 2+ 1) is continuous, positive, and decreasing on ¿.

So we use the Integral Test:

∞ t

∫ x 21+1 dx=lim ∫ 2
1
t →∞ 1 x +1
−1
dx =lim tan x ¿
t→∞
t
1
1

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DEPARTMENT OF MATHEMATICS 27
Applied II DEBREMARKOSUNIVERSITY
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t→∞ [
¿ lim tan−1 t−
4]
π π π π
= − =
2 4 4
∞
1
Thus ∫ 2
dx is a convergent improper integral and so by the Integral Test,
1 x +1
∞
1
the series ∑ 2
is converges.
n =1 n +1
∞
ln n
Example:-2) Determine whether the series ∑ converges or diverges.
n =1 n

Solution:-The function f ( x )=¿ ¿ is positive and continuous for x >1 because the

logarithm function is continuous. But it is not obvious whether or not f is decreasing,

so we compute its derivative:

(1¿¿ x )x−ln x 1−ln x

f ' ( x )= = ¿
x2 x2

Thus f ' ( x ) <0 when ln x >1 , that is, x >e .

It follows that f is decreasing when x >e and so we can apply the Integral Test:
∞ t

∫ lnx x dx=lim
t → ∞
∫ ln x
x t →∞
t
dx=lim ¿ ¿ ¿ ¿ lim
1 t→∞
¿¿¿
1 1

∞
ln n
Since this improper integral is divergent, the series ∑ is also divergent by the Integral
n =1 n
Test.

1
Example:-2) Show that the series ∑ p converges if p>1 and diverges if p ≤1
n

1
Solution:-If p<1, then p does not tend to 0 asn → ∞
n
∞
1
So by divergent test∑ p diverges.
n =1 n

Assume p>0
1
Let f ( x )= p on ¿.
x

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DEPARTMENT OF MATHEMATICS 28
Applied II DEBREMARKOSUNIVERSITY
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−p1
f ' ( x )= p+1
≤0 ⇒ f is decreasing on ¿.
x
So we can apply the Integral Test
x −p +1
{
∞ t
1 if p ≠1 ¿ t
And ∫ f ( x ) dx =lim ∫ p dx =lim − p+ 1
t →∞ 1 x t→∞ 1
1
lnx if p=1

){
lim x
− p +1 ∞ if p <1
(
− p +1
Hence t→∞ t t 1 = 1
¿ =lim − if p >1
−p+ 1 1 t →∞ − p+1 −p +1 − p+1
t
And lim ( ln t ) ¿ =lim ( ln t )=∞
t →∞ 1 t→∞

1
∴∑ p Converges if p>1 and diverges if p ≤1.
n

1
Note:-the series ∑ p is called the p−¿ series
n

Activities

Determine whether the following series are convergent or divergent.

∞ ∞ ∞
n −n2 1
a)∑ 2
c)∑ n e e)∑ 2
n =1 n +6 n =1 n =1 n ( ln n )
∞ ∞ ∞
n −n tan−1 n
b)∑ d)∑ n e f)∑ 2
n =1 n ln n n =1 n =1 n +1

2. The comparison Test

Suppose that ∑ an and ∑ bn are series with positive terms.

i. If ∑ bn is convergent and a n ≤ bn for all n , then ∑ an is also convergent.

ii. If ∑ bn is divergent and a n ≥ b n for all n , then ∑ an is also divergent.

∞
5
Example:-3) Determine whether the series ∑ 2
converges or diverges.
n =1 2 n +4 n+3

Solution:-For large n the dominant term in the denominator is 2 n2 so we compare the given
series with the series ∑ 5 /2n 2. Observe that

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DEPARTMENT OF MATHEMATICS 29
Applied II DEBREMARKOSUNIVERSITY
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5 5
2
< 2
2n + 4 n+3 2 n

Because the left side has a bigger denominator, we know that by comparison test
∞ ∞

∑ 25n2 = 52 ∑ n12 is convergent by p−test with p=2>1

n =1 n=1

∞
Therefore, ∑ 2 n2 +45 n+3 is convergent by comparison test.
n =1

∞
ln n
Example:-4) Test the series ∑ for convergence or divergence.
n =1 n

ln n 1
Solution:-Observe that ln n> 1 for n ≥ 3 and so > for n≥3
n n

We know that ∑ 1 /n is divergent by p−test with p=1.

∞
ln n
Therefore, the given series ∑ is divergent by the comparison test.
n =1 n

Activities

Test the following series for convergence or divergence.

∞ ∞
1 1
a)∑ n−1
c ¿∑
n =1 4 +1 n=1 ln n

∞ ∞
sin2 n n
b)∑ n
d¿∑ 2
n =1 2 n=1 5 n −4

3. The Limit Comparison Test

Suppose that ∑ an and ∑ bn are series with positive terms.

an
i. If lim =c >0 , then either both series converge or both diverge.
n→∞ bn
an
ii. If lim
n→∞ bn
=0 , and ∑ bn converges, then ∑ an also converges.

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DEPARTMENT OF MATHEMATICS 30
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______________________________________________________________________________

an
iii. If lim
n→∞ bn
=∞ , and ∑ bn diverges, then ∑ an also diverges.
∞
1
Example:-5) Test the series ∑ n
for convergence or divergence.
n =1 2 −1

Solution:-We use the limit comparison test with

1 1
a n= n
b n= n
2 −1 2

an 2
n
1
lim =lim n =lim =1>0
n→∞ bn n → ∞ 2 −1 n →∞ 1
1− n
2

Since this limit exist and ∑ 1 /2 n is a convergent geometric series, the given series converges by
the limit comparison test.
2
2 n +5
Example:-6) Test the series ∑ 5 for convergence or divergence
4 n +1

Solution:- We use the limit comparison test with

5
2 2
) (2+
2 n +5 n 1
a n= 5 ⇒a n= , b n= 3
4 n +1 1 n
n3 (4 + 5 )
n

an 1
lim = (finite and non zero)
n→∞ bn 2

Then by limit comparison test either both series converge or both diverge.

1
But ∑ bn=∑ n3 converges by p−Test since p=3 >1
2
2 n +5
Thus the given series ∑ 5 is convergent by limit comparison test.
4 n +1

Activities

Test the following series for convergence or divergence.

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DEPARTMENT OF MATHEMATICS 31
Applied II DEBREMARKOSUNIVERSITY
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∞ ∞
1 1
a)∑ 2 c ¿ ∑ 2
n =1 n n=1 √ n + 10 n

∞ ∞
n+1 1
b¿∑ d)∑
n=1 n(2 n−1) n =1 √ n3 +1
4. The Ratio Test

The Ratio Test determines if the terms of the given series are approaching 0 at a rate sufficient
for convergence by considering the ratio between successive terms of the series.

an +1
Let ∑ an be a series of positive terms such that lim =l then
n→∞ an

i. The series converges if l<1

ii. The series diverges if l>1 and
iii. The test provides no conclusion if l=1.
n
x
Example:-7) Test the convergence of ∑
n
n n+1
x x
Solution: - Let a n= and a n+1=
n n+1

lim x
an +1 x n +1 n n → ∞
lim =lim ∙ n= =x
n→ ∞ an n → ∞ n+ 1 x 1
1+
n

Therefore, the series converges if x <1 and diverges if x >1

1
Put x=1 ⇒ a n=
n

1
∑ an = ∑ n diverges by p−test since p=1

Therefore, the given series converges if x <1 and diverges if ifx ≥ 1

∞
n ! 2n
Example:-8) Test the series for convergence ∑ n
n =1 n

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DEPARTMENT OF MATHEMATICS 32
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n n+ 1
n! 2 (n+1) ! 2
Solution: - Let a n= n and a n+1=
n (n+1)n+1

an +1 (n+1)! 2n +1 n n 2
= ∙ =
an (n+1)n+1 n ! 2n 1 n
(1+ )
n

lim 2
an +1 n→∞2
lim = = <1 n
n→∞ an 1 e
(1+ )
n

Therefore, the series is convergent.

∞
2n
Example:-9) Show that ∑ 2 diverges
n =1 n

an+ 1 2
n+1
2
n
2
n +1
n
2
Solution: - Here lim =lim [ 2¿
÷ 2 ]= lim [ n ∙ 2
]¿
n→ ∞ an n → ∞ ( n+1) n n→ ∞ 2 ( n+1)

¿ lim {2 ∙ ¿ ¿
n→∞

¿ 2 ∙ lim ¿ ¿ ¿ 2>1
n→∞

∞ n
2
Therefore, the given series ∑ 2 diverges.
n =1 n

∞
n!
Example:-10)Show that ∑ converges
n =1 nn

an+ 1 ( n+1 ) ! n! ( n+1 ) ! n

n
Solution:-Here lim =lim [ n +1 ¿
÷ n ]=lim [ ∙ ]¿
n→ ∞ an n → ∞ ( n+1) n n→∞ n ! (n+1)n+1

1
¿ lim {(n+1)∙ ∙¿
n→∞ (n+1)

1 1
¿ lim ¿ ¿ ¿ nlim
→∞ 1
n
= <1
e
n→∞ (1+ )
n
∞
Therefore, the given series ∑ nn !n converges
n =1

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Activities

Investigate the following series for convergence or divergence.

∞ ∞
2 n−1 5n
a)∑ n
c ¿ ∑ n5
n =1 2 n=1

∞ ∞
nn 2n−1
b¿∑ d)∑
n=1 n! n =1 ( n−1 ) !

5. The Root Test

As Ratio Test, The Root Test can be applied without considering other series whose convergence
is known. But in this test we take the limits of roots of terms instead of taking the limits of
quotient of successive terms of the series.
1 /n
Let ∑ an be a series of positive terms such that lim a n =l (possibly∞ ) then
n→∞

i. The series converges if l<1

ii. The series diverges if l>1 and
iii. The test provides no conclusion if l=1.
1
Example:- 11)Test the convergence of the series ∑ n
n

1 1/ n 1
Solution: - Here a n= n ⇒ an =
n n

1 /n 1
Thus lim a n =lim =0<1
n→∞ n →∞ n

Therefore, the series converges.

∞
n
Example:-12) Show that ∑ converges
n =1 2n

Solution:-Here a n=
n
⇒ 1/ n
an =
√n n
n
2 2

lim √ n
n

Thus
n→∞ n →∞
n n
1 /n
lim a =lim n =
n
2
n→ ∞
2
1
√
= <1
2

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∞
n
Therefore, the series ∑ converges by Root Test.
n =1 2n

( )
∞
3n n
Example:-13) Show that ∑ diverges
n =1 n+2

( ) √(
n
Solution:-Here a n=
3n
n+ 2
⇒ √ an =
n n 3n n 3n
=
n+2 n+2 )
lim 3 n
Thus lim √ an=¿
n n→∞
=3>1 ¿
n→∞ n+2

( )
∞
3n n
Hence, the series ∑ diverges by Root Test.
n =1 n+2
∞ ∞
1 1
Example:-14) Show that the convergence or divergence of ∑ 2 and∑
n =1 n n =1 n

Solution:- lim
n→∞
√
n
an= lim n
n→ ∞ √ 1
n2
=¿ ¿1 and lim √
n
an= lim
n→∞ n→ ∞ √
n 1
n
=1

Hence we can’t conclude any thing about the convergence or divergence of both series by a root
∞ ∞
1 1
test. But by other tests we can check that∑ 2 is a convergent series while∑ is a divergent
n =1 n n =1 n
series.

Activities

Investigate the following series for convergence or divergence.

( )
∞ 2 n−1 ∞
2n 3n−2
a)∑ c¿∑
n =1 n+2 n=1 nn
∞ ∞
1 2n−1
b¿∑ d)∑
n=1 ( ln n )n n =1 ( n−1 )

2.4 Alternating Series and Alternating Series Test

Alternating Series

An Alternating Series is a series whose terms are alternately positive and negative.

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Here are two examples:

∞
i. ∑ (−1)n+1 3n=3−9+27−81+…
n =1

∞
ii. ∑ (−1)n ( 21n ) ! =−1 1
+ −
1
2 24 720
+… are alternating series.
n =1

The Alternating Series Test

If the Alternating Series

∑ (−1)n−1 a n=¿ a1 −a2 +a 3−a 4 +a5 −a6 +… an >0 ¿ Satisfies

n =1

i. a n+1 ≤a n for all n( the sequence is decreasing)

ii. lim a n=0

n→∞

Then the series is convergent.

∞ n−1
1 1 1 (−1)
Example:-Test the series 1− + − + …=∑ for convergence or divergence.
2 3 4 n=1 n
∞ n−1
1 1 1 (−1)
Solution:-The given series 1− + − + …=∑ is an alternating series. It satisfies
2 3 4 n=1 n

1 1
i. a n+1 <a n because <
n+1 n
1
ii. lim a n=lim =0
n→∞ n →∞ n

So the series is convergent by the Alternating series test.

∞
cos nπ
Example:-Discuss the convergence of the series ∑
n =1 n2+1
∞ ∞ n
(−1) −1 1 1
Solution:- ∑ an=¿ ∑ cos 2
nπ
=∑ 2 = + − +… ¿
2 5 10
n =1 n +1 n=1 n + 1

The given series is an alternating series since the terms are alternatively positive and negative.

Also it satisfies

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1 1
i. a n+1 <a n because 2
< 2
(n+1) +1 n +1
1
ii. lim a n=lim 2
=0
n→∞ n →∞ n +1
So the series is convergent by the Alternating series test.

Activities

Test the following series for convergence or divergence.

∞
(−1 )n +1 ∞
(−1 )n . n
a)∑ b ¿∑ 2
n =1 n n=1 n +1

2.5 Absolute and Conditional Convergence

Absolute Convergence

Definition: - Let ∑ an be a series of positive and negative terms. Then series ∑ an is said to be

absolutely convergent iff ∑ |an| is convergent

∞ n−1
(−1)
Example:-Show that the series ∑ 2
is absolutely convergent.
n =1 n
∞ n−1
(−1) 1 1 1
Solution:-The given series ∑ n2 =1− + − +… is absolutely convergent
22 32 4 2
n =1

| |∑
∞ n−1 ∞
(−1) 1 1 1 1
because ∑ n2
=
n 2
=1+ 2 + 2 + 2 + … is a convergent series by p−test
2 3 4
n =1 n=1

where p=2> 1
∞ n +1
(−1)
Example:-Show that the series ∑ n−1
is absolutely convergent.
n =1 5

(−1 )n +1 ∞ (−1 )n+1

| |
∞ ∞
1
Solution:- ∑ n−1
=∑ n−1
¿ ∑ n−1
n =1 5 n=1 5 n=1 5

()
∞ n−1
1 1
¿∑ is a geometric series with a=1 ,|r|= <1.
n=1 5 5

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(−1 )n +1
∞
Hence ∑ n−1
is absolutely convergent.
n =1 5

Theorem:-Every absolutely convergent series is convergent.

∞ ∞
Remark: - If∑ |an|diverges, we can’t say any thing about∑ an.
n =1 n =1

∞ ∞ ∞ ∞
Theorem: - If∑ an and ∑ bn converge absolutely, then∑ an ±b n and ∑ kan
n =1 n =1 n =1 n =1

where k is a constant convergent absolutely.

Conditionally Convergent

Definition: - Let ∑ an be a series of positive and negative terms, then ∑ an is said to be

conditionally Convergent if ∑ anis Convergent and ∑|an| is divergent.

Example:-Show that the following series conditionally convergent:

1 1 1
1− + − +…
√2 √3 √4
Solution:-The given series is an alternating series.

1 1 1
∑|an|=¿ ¿ 1+ √2 + √3 + √ 4 +…
1 1
¿ ∑ |an|=¿ ∑ =¿ ∑ 1 /2 ¿ ¿
√n n

1
It is divergent by p−test since p= <1
2

So ∑ an is conditionally convergent.

Example:-Show that the following series is conditionally convergent

1 1 1 1
−1+ − + − +…
2 3 4 5

Solution:-The given series is an alternating series.

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1 1 1 1
∑|an|=¿ 1+ 2 + 3 + 4 + 5 +… ¿
1
¿ ∑ |an|=¿ ∑ ¿
n

It is divergent by p−test since p=1

So ∑ an is conditionally convergent.

2.6 Generalized Convergence Tests

∞ ∞
Let ∑ an be a series and ∑ bn a positive series then
n =1 n =1

a. Generalized comparison Test

∞ ∞
If |an|≤b n for n ≥ 1 and if ∑ bn converges, then ∑ an converges (absolutely).
n =1 n =1
b. Generalized limit comparison test
an ∞
If lim ¿
n→∞ bn
∨¿ L , where L is a positive number, and if ∑ bn converges then
n =1
∞

∑ an converges (absolutely).
n =1
c. Generalized Ratio Test
an+1
Suppose that a n ≠ 0 for n ≥1 and that lim ¿ ∨¿ r
n→∞ an
∞
If r <1 , then ∑ an converges (absolutely)
n=1

∞
If r >1 , then ∑ an diverges
n=1

If r =1, No conclusion about the convergence of the series.

d. Generalized Root Test

Suppose that lim

n→∞
√|a |=r
n
n

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∞
If r <1 , then ∑ an converges (absolutely)
n =1
∞
If r >1 , then ∑ an diverges.
n =1

If r =1, No conclusion about the convergence of the series.

∞
xn x2 x3 x4
Example: - Show that ∑ n
=x+ + + + … Converges absolutely for |x|<1 ,
2 3 4
n =1

Converges conditionally for x=−1 and Diverges for x=1 and for |x|>1

∞
Solution: - If x=0 ⇒ ∑ 0=0 converges
n=1

| |
a n+1 n+1 n
x x
If x ≠ 0 then lim =lim ¿ ÷ ∨¿ ¿
n→ ∞ an n → ∞ n+1 n

n +1
x n
¿ lim ¿ n
∙ ∨¿ ¿
n→∞ x n+1

n
¿ lim ¿ x ∙ ∨¿ ¿
n→∞ n+1

¿ lim
n→∞
( n+1n )∨x∨¿ ¿
¿ 1 ∙∨x∨¿

¿∨x∨¿

By Generalized Ratio Test, the given series converges for |x|<1 and diverges for |x|>1

∞
1
For x=−1 the series ∑ (−1)
n
is alternating series
n=1 n

1
Then ∑|an|=¿ ∑ n ¿ diverges
Therefore ∑ an conditionally convergent for x=−1

∞
1
For x=1 the series becomes ∑ which is diverges by p−¿test.
n=1 n

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Activities

Test the following series for convergence or divergence.

∞
(−1 )n+1 ∞
(−1 )n +1 . n ∞
(−1 )n 2 n+1
a)∑ b¿∑ b¿∑ x
n =1 ( 2 n+1 ) ! n=1 6n n=1 2 n+1

lim ¿
Corollary:-let { an } be a sequence. If n → ∞= a ornlim ¿ a =r <1,
→∞ √ n
n
| |
n+1
bn+1
= r <1

thennlim a n=0
→∞

n
lim x
Example: - Show that n →∞ =0, ∀ x
n!

| |
n +1
x
Solution: - lim
n→∞ | |
an +1
bn +1
=lim
n →∞
( n+1 ) !
x
n

n!

¿ lim
n→∞ | 1
( n+1 )
x
|
lim 1
n →∞
¿ |x|
( n+1 )

¿ 0<1, ∀ x
n
lim x
Hence by the above Corollary n →∞ =0, ∀ x
n!

CHAPTER THREE
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Introduction

In Chapter two, we studied series with constant terms. In this chapter we will consider series
whose terms involve variables. Such series are of fundamental importance in many branches of
Mathematics and the Physical Sciences.

3.1 Definition of power series at any x 0 and x 0=0

Power Series at any x 0

A Series of the form

∞

∑ c n (x−x 0)n=c 0+ c 1(x −x 0)+c 2 (x−x 0 )2+ … ------------- (1)

n=0

is called a Power Series in (x−x 0 ) or a power series centered at x 0 or a Power Series about x 0

Power Series at x 0=0

A Series of the form

∞

∑ c n x n=c 0 + c1 x+ c 2 x 2+ c 3 x 3 +… --------------- (2)

n=0

is called a power series, where x is a variable and the c n ’ s are constatnts usually called the
coefficients of the series.

Note: - i) A power series is a polynomial of infinite degree.

ii) All tests can be used for power series.

3.2 Convergence and divergence, Radius and interval of convergence

∞
i) For each fixed x, the series ∑ c n x n is a series of constants that we can test for
n=0

convergence or divergence.
ii) A power series may converge for some values of x and diverge for other values of x .
2 n
The sum of the series is a function f ( x )=c 0+ c 1 x +c 2 x +…+ cn x + … whose
domain is the set of all x for which the series converges.
iii) In writing out the term corresponding to n=0 in equation (1) and (2) we have the
convention that (x−a)0 =1 even when x=a .

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iv) In Power Series centered at a , when x=a all of the terms are 0 for n ≥ 1 and so the
power series in equation (1) always converges when x=a .
Activity
∞ ∞
For a Power Series f ( x )=∑ c n x , take c n=1 , we get a geometric series ∑ x . Determine the
n n

n=0 n=0

domain of f (x) and find its sum.

∞
Example:-1) For what values of x is the Series ∑ nx converges?
n

n=0

Solution:-To find the values of x , let’s use the Ratio test. Now let a n denote the nth term of

n n+ 1
the series, then a n=nx and a n+1=( n+ 1 ) x .

If x ≠ 0 , we have

| | | | | |
n +1 n
an +1 (n+1)x (n+1)x ∙ x
lim =lim =lim
n→∞ an n →∞ n xn n →∞ n xn

¿ lim
n→∞
| ( n+1 ) x
n |
¿ lim
n→∞
|n+1n |∨x∨¿
n+ 1
¿∨x∨lim ¿ ∨¿
n →∞ n

¿|x|(1) ¿∨x∨¿

Hence, by the ratio test, the series converges for |x|<1.

Therefore, the given series converges for x ∈ (−1 ,1 )∨−1< x <1.

∞ n
( x−3)
Example:-2)For what values of x does the series ∑ converges.
n =1 n
n
(x−3)
Solution: - Let a n= , then
n

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lim
n→∞ | | |
an +1
an
=lim
n →∞
( x−3 )n+1
n+1
∙
n
( x −3 )n |
(x−3)
¿ lim ¿ ∙ n∨¿
n→∞ n+1

|n+1n |∨x−3∨¿
¿ lim
n→∞

¿|x−3| lim |
n+1 |
n
=¿ x −3∨¿
n→∞

Hence, by the Ratio test, the given series converges when |x−3|<1 and diverge when |x−3|>1
.

Now, |x−3|<1 ⇔ −1< x−3< 1⇔ 2< x< 4

So the series converges when 2< x <4 and diverges when x <2∨x > 4.

But to check the convergent at the end points

∞ n
(−1)
i) Let x=2 in the series it becomes ∑ which converges by the alternating series test.
n =1 n
∞
1
Ii) Let x=4 , the series is ∑ , the harmonic series, which is divergent.
n =1 n
Therefore, the given power series converges for 2 ≤ x < 4∨¿.
∞
Theorem: - For a given Power Series ∑ c n (x−a) there are only three possibilities:
n

n=0

i. The Series converges only when x=a

Ii. The Series converges for all x
iii. There is a positive number R such that the Series converges if
|x−a|< R and diverges if |x−a|> R

Radius of convergence

The number R in case (iii) above is called the Radius of convergence of the power Series.

By convention, the radius of convergence is R=0 in case (i) and R=∞ in case (ii)

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Interval of convergence

The interval of convergence of a power series is the interval that consists of all values of x for
which the series converges.

Note: - i. If the radius of convergence R is zero, then the interval of convergence of a power

series consists of just a single point x=a

ii. If the radius of convergence R is infinity, then the interval is (−∞, ∞)

Iii. If the radius of convergence is R, there are four possibilities for the interval of
convergence. That is, ( a−R , a+ R ) , ( a−R , a+ R ] , [ a−R , a+ R )∨[a−R , a+ R]
Example:-3)Find the radius of convergence and interval of convergence of the following Series.
∞ ∞
xn 3n xn
a¿∑ b¿∑
n=1 √ n n=0 (n+1)2
n n+1
x x
Solution:-a) Leta n= , thena n+1= , applying the ratio test, we have
√ n √ n+1

lim ¿
n→∞
an+1
an
∨¿=lim
|
xn +1 √ n
∙ n =¿ lim
n → ∞ √ n+ 1 x n→∞ | |√ √ | |√ | n
n+1
∙ x =lim
n→∞
n
n+1
∨x∨¿ ¿ ¿

¿|x| lim
n →∞
|√ | | |
n ¿ x (1) ¿∨x∨¿
n+ 1

Now, by ratio test the series converges for |x|<1.

To find the interval of convergence, check the convergence at x=−1 and x=1
∞ n
(−1)
At x=−1 , the series becomes ∑ , which is an alternating series with
n =1 √ n

1 1 1
< and lim =0, hence the series converges at x=−1.
√ n+1 √ n n → ∞ √n

∞
1 1
At x=1, the Series becomes ∑ , which is a P-series with P= <1 , hence the
n =1 √n 2
series diverges.
Therefore the radius of convergence R=1 and the interval of convergence is ¿.

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∞
3n xn
a) Given the Series ∑ 2.
n=0 (n+1)

n n n +1 n+1
3 x 3 x
Let a n= a =
2 and n+1 2 ,
(n+1) (n+2)

Applying the ratio test, we get

| |
2
an+1 3n+1 x n+1 (n+1)
lim ¿ ∨¿=lim 2
∙ ¿
n→∞ an n → ∞ ( n+ 2 ) 3n x n

| |
2
3n ∙ 3 ∙ x n ∙ x (n+1)
¿ lim ∙ n n
n→∞ (n+ 2)2 3 x

| |
2
(n+1)
¿ lim 3 x
n→∞ (n+2)2

2
n+1
¿∨3 x∨lim ( ) ¿|3 x|( 1 )=¿ 3∨x∨¿
n →∞ n+2

1
Now, by ratio test the series converges when 3|x|<1 ⇒|x|<
3
∞ n
(−1) 1 1
At x=−1/3 , the series becomes ∑ 2 and we have 2
≤ 2 with
n=0 (n+1) (n+ 2) (n+1)
∞
1 3n xn −1
lim
n → ∞ (n+1)
2
=0 hence by alternating series, the series ∑ 2 converges at x=
3
n=0 (n+1)
∞
1
At x=1/3 , the series becomes ∑ 2 which is a p−¿series with p=2> 1, hence
n=0 (n+1)

it is continuous at x=1/3 .
1
Therefore, the radius of convergence R= and the interval of convergence of the series is
3
−1 1
[ , ]
3 3

Activity

Find radius and interval of convergence of the following series

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DEPARTMENT OF MATHEMATICS 46
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()
∞ ∞ ∞
xn
n
2 xn
a¿∑ x b¿∑ c ¿ ∑ (−1 )
n n+1

n=0 n=0 n ! n=1 3 n

3.3 Algebraic operations on convergent power series

We may also add, subtract, multiply and divide the series just like polynomials. The following
theorem states the rules for algebraic operations on convergent power series.

Theorem:-The Algebra of Power Series

2 3
Assume that f ( x )=a0 +a 1 x +a2 x + a3 x +…∧¿

g ( x )=b 0+ b1 x +b 2 x +b3 x + … for|x|< R . Then

2 3

for|x|< R , we have

∞
(i) f ( x ) + g ( x )=∑ (an +b n) x n
n=0

∞
(ii) f ( x )−g ( x )=∑ (a n−b n) x n
n =0

2
(iii) f ( x ) ∙ g ( x )=a0 b0 + ( a 0 b 1+ a1 b0 ) x+ ( a 0 b 2+ a1 b1+ a2 b0 ) x + …
(iv) f (x)/ g(x ) is obtained by long division, if g ( x ) ≠ 0 for |x|< R

3.4 power series Representation of functions

In this section we will see how to represent certain types of functions as a sum of a power series
by manipulating geometric series or by differentiating or integrating such a series.
Representation of functions as a power series is useful for integrating functions that do not have
elementary anti-derivatives, for solving differential equations and for approximating functions
by polynomials.
∞
Consider the equation 1+ x + x + x + x +…=∑ x with |x|<1 --------------- (i)
2 3 4 n

n=0

Observe that the series is a geometric series with first term a=1 and common ratio r =x .

Since|r|=|x|<1 , it converges and equation (i) gives

∞
1
=1+ x+ x 2 + x 3 + x 4 +…=∑ x n with|x|<1 ---------------- (ii)
1−x n=0

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DEPARTMENT OF MATHEMATICS 47
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1
Hence, equation (ii) shows the function f ( x )= as a sum of power series.
1−x

1
Example:-1) Express 2 as the sum of a power series and find the interval of convergence.
1+ x
∞
1
Solution:-We know that =∑ x n ----------------- (i)
1−x n=0

Now replacing x by −x 2, we get

∞
1 1
2
= 2
=∑ (−x 2)n
1+ x 1−(−x ) n=0
∞
¿ ∑ (−1)n x 2 n
n=0

2 4 6
¿ 1−x + x −x + …

Because this is a geometric series it converges when |−x 2|<1 , that is x 2< 1∨|x|<1.

Therefore, the interval of convergence is (−1 , 1 ) .

1
Example:-2) Express as the sum of a power series and find the interval of convergence.
x−5

1
Solution:-Given f ( x )=
x−5

1 1 −1 1
1
= = ( ) =
We know that x−5 −(5−x) x 5 x
−5(1− ) 1−
5 5
∞ ∞
1 −1 x n 1 xn
f ( x )= = ∑ (
x−5 5 n=0 5
) =− ∑ 5 ∙ 5n
n=0

∞ n
x
¿−∑ n+1
n=0 5

This series converges for |5x|<1

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∞
1 xn
Therefore, the power series representation of f ( x )= is – ∑ n+1 and the interval of
x−5 n=0 5

convergence is (−5 , 5 ) .

x
Example:-Express as the sum of a power series and find the interval of convergence.
4 x +1

x
Solution:-Given f ( x )=
4 x+1
∞ ∞
x 1
We know that =x ∙ =x ∑ (−4 x )n=∑ (−4 )n x n+1 ,
4 x +1 1−(−4 x ) n=0 n=0

1
The series converges for |−4 x|<1 ⇒ 4 |x|<1⇒ |x|<
4
∞
x
is ∑ (−4) x , and the interval
n n +1
Therefore, the power series representation of f ( x )=
4 x+1 n=0
−1 1
of convergence is ( , )
4 4
Activity

Find a power series representation for the following functions and determine its interval of
convergence

1 x 1
a) f ( x )= 3 b) g ( x )= c) f ( x )= 3
1+ x 5−x 1+ x
3.5 Differentiation and integration of power series
∞
A power series ∑ c n (x−a) with a nonzero radius of convergence is always differentiable and
n

n=0
∞
the derivative is obtained from ∑ c n (x−a)n by differentiating term by term, the way we
n=0
differentiate polynomials.
∞
Theorem:-If the power series ∑ c n (x−a) has radius of convergence R>0 , then the
n

n=0

∞
function f defined by f ( x )=c 0+ c 1 ( x−a )+ c 2 (x−a) +…=∑ c n (x−a)
2 n

n=0

Is differentiable (and therefore continuous) on the interval (a−R , a+ R) and

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∞
( a ) f ( x )=c1 +2 c 2 ( x−a ) +3 c 3 ( x−a) +…=∑ n c n ( x−a) n−1
' 2

n=1

2 3
(x−a) ( x−a)
( b )∫ f ( x ) dx=C +c 0 ( x−a ) + c1 + c2 +…
2 3

∞ n+1
( x−a)
¿ C+ ∑ c n
n=0 n+1

The radii of convergence of the power series in Equations ( a )∧( b) are both R .

Note:-Equations ( a )∧( b) can be rewritten in the form

[ ]
∞ ∞
d
dx
∑ c n ( x−a )n =∑ dxd [c n (x−a)n ¿]¿
n=0 n=0

[ ]
∞ ∞

∫ ∑ c n ( x −a ) n
dx=¿ ∑ ∫ c n ( x−a)n dx ¿
n=0 n =0

1
Example:-1) Express 2 as a power series by differentiating the equation
(1−x )
∞
1
=1+ x+ x 2 + x 3 + x 4 +…=∑ x n and find radius of convergence.
1−x n=0

Solution:-Differentiating both sides of the equation

∞
1
=1+ x+ x 2 + x 3 + x 4 +…=∑ x n
1−x n=0

∞ ∞
1
We get =1+ 2 x +3 x 2+ …=∑ n x n−1=∑ (n+1) x n
(1−x )2 n =1 n =0

∞
1
2 ∑
Therefore, = (n+1) x n
(1−x ) n=0

The radius of convergence R=1 since the radius of convergence of the differentiated series is
the same as the radius of convergence of the original series.

Example:-2) Find the power series representation for f ( x )=ln ⁡(5−x) and determine the

radius of convergence.

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1
Solution: - Let f ( x )=ln ( 5−x ) , then – ln ( 5−x )=∫ dx ------------- (i)
5−x
∞ ∞
1 11 x n xn
= = ∑ ( ) =∑ n +1
But 5−x x 5 n=0 5 n=0 5
5 (1− )
5
2 3
1 x x x
¿ + 2 + 3 + 4 +…
5 5 5 5
2 3
1 1 x x x
Now ∫ 5−x dx=∫ [¿ + 2 + 3 + 4 +… ]dx ¿
5 5 5 5

[ ]
2 3
1
¿
5
∫ 1+ 5x + 5x2 + x53 +… dx

¿
1
5[x+
x2
+
x3
2∙ 5 3 ∙ 52
+… +C
]
2 3
1 x x
¿ C+ x+ 2
+ 3
+…
5 2 ∙5 3 ∙ 5

By substituting in (i), we get

∞
1 x2 x3 xn
−ln ( 5−x )=¿ C+ x +
5
+
2∙ 52 3 ∙ 53
+ …=C +∑ n
¿
n=1 n5

To find the value of C we put x=0 , we get – ln ( 5−0 )=C

Therefore, C=−ln 5
∞
xn
Hence, −ln ( 5−x )=−ln 5+¿ ∑ ¿
n=1 n 5n

||
∞ n
x x
Then ln ( 5−x )=ln 5−∑ and It converges for <1 ⇒|x|< 5
n=1 n 5
n
5

∴ The radius of convergence R=5.

Example:-3) Find the power series representation for f ( x )=tan −1 x and determine the radius

of convergence.

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∞ ∞
1 1
Solution: - We know that 2
= 2
=∑ (−x 2)n ¿ ∑ (−1)n x 2 n
1+ x 1−(−x ) n=0 n=0

2 4 6
¿ 1−x + x −x + …

d −1 1
Observe that tan x= 2 , hence
dx 1+ x

1
tan x =∫ dx=∫ [¿1−x + x −x +…]dx ¿
−1 2 4 6
2
1+ x
3 5 7
x x x
¿ C+ x− + − +…
3 5 7

To find C put x=0 and we obtain C=tan−1 0=0.

∞
x3 x5 x7 x 2 n+1
−1
Therefore, tan x =x− + − +…=∑ (−1)n
3 5 7 n=0 2 n+1

1
Since the radius of convergence of the series for 2 is 1, the radius of convergence of this
1+ x

series for tan−1 x is also 1.

1
Example:-4) Evaluate the indefinite integral ∫ 4
dx as a power series
1+ x
∞ ∞
1 1
Solution:-We know that 4
= 4
=∑ (−x 4 )n=∑ (−1)n x 4 n
1+ x 1−(−x ) n=0 n=0

∞ ∞ 4 n+1
Now ∫ 1+1x 4 dx=∫∑ (−1)n x 4 n dx=C+ ∑ (−1)n 4xn+1
n=0 n=0

Activity
∞
xn
1. Find f ' ( x) ,if f ( x )=∑ and show that f ( x )=e x
n=0 n !
x

∫ e−t dt
2

2. Find the power series representation of

0

3.6 Taylor and Maclaurin series and application

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In the preceding section we were able to find power series representations for a certain
restricted class of functions. Here we investigate more general problems: which functions have
power series representations? How can we find such representations?

We start by supposing that f is any function that can be represented by a power series
2 3
f ( x )=c 0+ c 1 ( x−a )+ c 2 (x−a) +c 3 (x−a) +c 4 (x−a) + …
4
|x−a|< R ---------- (i)

and let us try to determine what the coefficients c n must be in terms of f . To begin, notice that
if we put x=a in equation (i), then all terms after the first one are 0 and we get f ( a )=c0 .

Differentiating the series in equation (i), term by term, we get

' 2 3
f ( x )=c 1 +2 c 2 ( x−a ) +3 c 3 (x−a) +4 c 4 (x−a) +… |x−a|< R ------------------ (ii)
'
Substitute x=a in equation (ii), we get f ( a )=c 1

Similarly, differentiating both sides of equation (ii), we obtain

'' 2
f ( x )=2 c 2+2 ∙ 3 c3 ( x−a )+ 3∙ 4 c 4 (x−a) + … |x−a|< R --------------------- (iii)

''
Again, put x=a in equation (iii), we get f ( a ) =2 c2

Let us apply the procedure one more time. Differentiate of the series in equation (iii) gives
'' ' 2
f ( x )=2 ∙ 3 c 3+2 ∙ 3 ∙ 4 c 4 ( x−a )+ 3∙ 4 ∙5 c 5 (x−a) +… |x−a|< R ---------------(iv)
'' '
and substitute x=a in equation (iv), we get f ( a )=2 ∙3 c3 =3! c3

(n)
In general, f ( a )=2∙ 3 ∙ 4 ∙ ∙∙ n c n=n! cn

f (n) ( a )
Solving this equation for the nth coefficientc n, we get c n=
n!

Theorem:- If f has a power series representation (expansion) at a , that is, if

∞
f ( x )=∑ c n ( x−a)n|x−a|< R
n=0

f (n) ( a )
Then its coefficients are given by the formula c n=
n!

Taylor series of the function f at a

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If f has a power series expansion at a then it must be the following form

∞ (n )
f (a )
f ( x )=∑
n
(x −a)
n=0 n!
' '' '' '
f (a) f (a ) + f ( a)
¿ f ( a) + ( x−a ) + ( x−a )2+ ( x−a )3+ …
1! 2! 3!

Maclaurin Series

If a=0, the Taylor series becomes

∞ (n ) ' ''
f (0 ) n f (0 ) f ( 0) 2
f ( x )=∑ x ¿ f ( 0 )+ x+ x +…
n=0 n! 1! 2!

Note:-If f can be represented as a power series about a (such functions are called analytic at a ),

then f is equal to the sum of its Taylor series.

Example: -1) Find the Maclaurin series of the function f ( x )=e x and its radius of convergence.

Solution: - If f ( x )=e x , then f (n) ( x )=e x , so f (n) ( 0 ) =1 for all n .

Therefore, the Taylor series for f at 0 (that is, Maclaurin series) is

∞ (n)
f ( 0 ) n ∞ xn x x
2
∑ n!
x ¿∑ ¿ 1+ + + …
n=0 n=0 n ! 1! 2!
n
x
To find the radius of convergence, let a n= .
n!

| ||
an +1 |x|
|
n+1
x n!
Then = ∙ n= → 0<1
an (n+ 1) ! x n+1

So by the ratio test, the series converges for all x and the radius of convergence is R=∞

Taylor Polynomial of f at a

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n (i)
f (a )
If f ( x )=T n ( x )+ R n ( x ) , where T n ( x )=∑ (x−a)i is the nth degree Taylor polynomial
i=0 i!

of f at a and nlim Rn ( x )=0 ¿ ¿

→∞

the series ¿ for |x−a|< R , then f is equal to the sum its Taylor series on the interval
|x−a|< R ; that is, f is analytic at a .

Note: - In trying to show that nlim Rn ( x )=0 for a specific function f , we usually use the
→∞

expression in the next theorem.

Taylor’s Formula

If f has n+1 derivatives in an interval I that contains the number a , then for x in I there
is a number z strictly between x∧a such that the remainder term in the Taylor series
(n+1)
f (z )
can be expressed as Rn ( x )= (x −a)n+1
(n+1)!

n
x
lim =0 for every real number x
n→∞ n!

Example:-2) Prove that e x is equal to the sum of its Taylor series.

Solution:- If f ( x )=e x , then f (n+ 1) ( x )=e x , so the remainder term in Taylor’s Formula is

z
e n+ 1
Rn ( x )= x
(n+1)!

Where z lies between 0∧x . (Note, however, that z depends on n )

If x >0 , then 0< z < x , so e z <e x .

z n +1
e n+1 x x
Therefore 0< R n ( x )= x <e →0
(n+1)! (n+1)!

So Rn ( x ) → 0 as n→ ∞ by the squeeze theorem

If x <0 , then x < z< 0 , so e z <e 0=1 and

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n+1
|x|
|R n ( x )|< (n+ 1)! → 0

Again Rn ( x ) → 0. Thus, by Taylor polynomial, e x is equal to the sum of its Taylor series, that is,

∞
xn
e x =∑ for all x
n=0 n !

Note: - In particular if we put x=1 , we obtain the following expression for the number e as a

sum of an infinite series:

∞
1 1 1 1
e=∑ =1+ + + +…
n=0 n! 1! 2! 3!

Applications of Taylor Polynomials

Suppose that f (x) is equal to the sum of its Taylor series at a :

∞ (n )
f (a)
f ( x )=∑ ( x−a)n
n=0 n!
n (i)
f (a )
We know that T n ( x )=∑ (x−a)i
i=0 i!
' '' (n )
f (a) f (a) f (a)
¿ f ( a) + ( x−a ) + ( x−a )2+ … ( x−a )n
1! 2! n!

Since f is the sum of its Taylor series, we know that T n ( x ) → f ( x ) as n→ ∞ and so T n ( x ) can be
used as an approximation to f : f ( x ) ≈ T n ( x ) .

Example:-3) Approximate the function f ( x )= √

3
x by a Taylor polynomial of degree 2 at x=8

f ( x )= √ x=x
3 1 /3
Solution:- f ( 8 )=2

' 1 −2 /3 ' 1
f ( x )= x f ( 8 )=
3 12

'' −2 −5/ 3 '' 1

f ( x )= x f ( 8 )=
9 12

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'' ' 10 −8/ 3

f ( x )= x
27

Thus the second-degree Taylor polynomial is

' ''
f (8) f (8) 2
T 2 ( x )=f ( 8 ) + ( x−8 )+ ( x−8 )
1! 2!

1 1
¿ 2+ ( x−8 ) − ( x−8 )2
12 288

Therefore, the approximation is

1 1
√3 x ≈ T 2 ( x )=2+ ( x−8 )− ( x−8 )2
12 288

CHAPTER FOUR
Fourier series and integrals

4.1 Periodic Functions, trigonometric series

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Definition:-A function f is said to be periodic if f ( x +T )=f (x)for all real number

x in the domain of f and some positive number T . The number T is called

the period of f . The least positive number T for which f ( x +T )=f ( x ) holds

is called the fundamental period off .

Example:-1) The function f ( x )=cos ⁡( πx ) and g ( x )=sin ⁡(πx ) are both periodic

functions with period 2, because

f ( x +2 )=cos ( π ( x+2 ))

¿ cos ( πx +2 π )

=cos ( πx ) cos ( 2 π )−sin ⁡( πx ) sin ⁡(2 π )

=cos ( πx ) .1−sin ⁡(πx ) .0

¿ cos ( πx )=f (x )

Similarly, g ( x+ 2 )=sin ⁡(π ( x+ 2))

¿ sin ( πx+ 2 π )

¿ s ¿ ( πx ) =g ( x)

Example:-2) The fundamental period of sinx and sin 2 xare 2 π and π respectively.

The function f (x)=sin(2 πx ) also has a period 2 but this is not a fundamental

period. The fundamental period is 1 since it the smallest positive number for

which f ( x +1 )=sin (2 πx+ 2 π ) =sin ( 2 πx )=f (x)

Properties

1. If T is a period of f , thennT ofT is also a period of f for any positive integer n ,that
is, f (x+ nT )=f (x ) for all real number x ∈thedomain of f .
T
2. If the period of f ( x ) is T, then the period of f ( ax+ b ) is .
a
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3. If f ( x ) and g ( x ) are periodic functions having the same periodT , Then the period
h ( x )=c 1 f ( x ) +c 2 g ( x ) is also T .
4. If f ( x )=c, wherec is a constant, then f is periodic and every T > 0 is a period. Thus
there exists no smallest period, so does not have the fundamental period.
5. The sum of the number of trigonometric functions in sin nx and cos nx is also a
periodic function with period the least common multiple of the periods of each
term of the sum.

1 1 1
Example:-3) f ( x )=sinx+ sin2 x + sin 3 x+ sin 4 x is a periodic function.
2 3 4

2π π
The periods of the terms are 2 π , π , and respectively. So the period of the
3 2

given function is the least common multiple of these periods which is equal to 2 π

1
Example:-4) f ( x )=cos ⁡( πx )+ cos ⁡(2 πx ) is a periodic function with period 2.
2

Trigonometric series
a0
Definition: - the series the form +a1 cosx+b 1 sinx+a 2 cos 2 x +b2 sin 2 x+ …
2

a0 ∞
¿ +∑ ( a coskx+bk sinkx )is called a trigonometric series.
2 k=1 k

A trigonometric series is a periodic function with period 2 π .the convergence and

divergence of the series depends on the value of x chosen and the coefficientsa kand b k .

Trigonometric values
Let k be an integer then,

1.sin kπ =0=sin ( k ±1 ) π ( 12 ) π=0

4.cos k +

2.cos kπ= (−1 )k 5.cos 2 ( k ± 1 ) π =1

( 12 ) π =(−1)
3.sin k +
k
6. cos ( k ±1 ) π =(−1 )k ± 1

Activity
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DEPARTMENT OF MATHEMATICS 59
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Find the fundamental period of each of the following.

+1
a) f ( x )=cos ⁡( πx ) sin ⁡( 2 πx)
2
b) cos (6 x ) −4 sin ⁡(3 x)
c) a 0+ a1 cosx +a 2 cosx

4.2 Fourier series

Definition:-Let f ( x ) be a periodic function with period 2 π and can be expressed as a
a
trigonometric series as f ( x )= 0 + a1 cosx+ a2 cos 2 x+ …+b1 sinx +b2 sin 2 x +…
2

a0 ∞
¿ +∑ ( a k coskx+bk sinkx ) .
2 k=1

a0 ∞
Then the series +∑ ( a k coskx+bk sinkx ) .is known as the Fourier series for
2 k=1
f ( x ) ,∧a0 , ak , b k are called Fourier coefficients of f ( x ) .

a0
Remark:-the reason for writing the constant term in the Fourier series for symmetric
2

a0
representation of the coefficients instead of a 0 . also the average value of
2

f ( x ) over a cycle.

To determine the coefficients a 0 , a k ∧¿ b k assume the series

a0 ∞
f ( x )= + ∑ ( a coskx+b k sinkx ) . . . . . . . . . . . . . . . . . . . . (i)
2 k=1 k

can be integrable term by term in the interval[ α , α +2 π ]

To determinea 0 , integrate (i) from ∝ to∝+2 π

( )
α +2 π α +2 π
a0 ∞
∫ f ( x ) dx=¿ ∫ + ∑ ( a coskx+b k sinkx ) dx ¿
2 k=1 k
α α

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DEPARTMENT OF MATHEMATICS 60
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a0 α +2 π
( )
α+2 π ∞
¿
2 α
∫ dx +¿ ∫ ∑ ( a k coskx+ bk sinkx ) dx ¿
α k=1

∞ α +2 π ∞ α +2 π
a0
¿ .2 π + ∑ ∫ ak coskx dx +¿ ∑ ∫ b k sinkx dx ¿
2 k=1 α k=1 α

¿ a 0 π +0+ 0=a 0 π
α +2 π
1
⟹ a 0=
π
∫ f ( x ) dx . . . . . . . . . . . . . . . . . . . . (ii)
α

To determinea k , multiply both sides of (i) by coskx and then integrate from ∝ to∝+2 π

( )
α +2 π α +2 π
a0 ∞
∫ f ( x ) coskxdx=¿ ∫ + ∑ ( a coskx+ bk sinkx ) dx coskx ¿
2 k=1 k
α α

a0 α +2 π
(∑ ( )
α+ 2π ∞
¿
2 α
∫ coskxdx+¿ ∫ ak coskx+b k sinkx ) coskxdx ¿
α k=1

(∑ )
α +2 π
a0 α+2 π ∞
=
2 α
∫ coskxdx+ ∫ ak coskx coskxdx
α k=1

( )
α+ 2 π ∞
+ ∫ ∑ b k sinkx coskxdx
α k=1

α +2 π
¿ 0+ ak ∫ 2
c os kxdx +0 (Remaining terms vanish¿
α

α +2 π
1+cos 2 kx
¿ ak ∫ 2
dx=a k π for k ≠ 0
α

α +2 π
1
⟹ a k=
π
∫ f ( x ) coskxdx . . . . . . . . . . . . . . . . . . . . (iii)
α

To determineb k , multiply both sides of (i) by sinkx and then integrate from ∝ to∝+2 π

( )
α +2 π α +2 π
a0 ∞
∫ f ( x ) sinkxdx=¿ ∫ + ∑ ( a coskx+b k sinkx ) dx sinkx ¿
2 k =1 k
α α

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DEPARTMENT OF MATHEMATICS 61
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a0 α +2 π
( )
α +2 π ∞
¿
2 α
∫ sinkxdx +¿ ∫ ∑ ( a k coskx+bk sinkx ) sinkxdx ¿
α k=1

a0 α+2 π
( )
α+2 π ∞
=
2 α
∫ sinkxdx + ∫ ∑ a k coskx sinkxdx
α k=1

( )
α+ 2 π ∞
+ ∫ ∑ b k sinkx sinkxdx
α k=1

α +2 π
¿ 0+0+ bk ∫ 2
sin kxdx (Remaining terms vanish¿
α

α+ 2π
1−cos 2 kx
¿ bk ∫ 2
dx=bk π for k ≠ 0
α

α +2 π
1
⟹ bk =
π
∫ f ( x ) sinkxdx . . . . . . . . . . . . . . . . . . . . (iv)
α

Note:-1. Ifα =0 , we obtain the Fourier series in[ 0 , 2 π ] as

a0 ∞
f ( x )= + ∑ ( ak coskx+b k sinkx )
2 k=1
2π
1
Where a 0= ∫ f ( x ) dx
π 0
2π
1
a k = ∫ f ( x ) coskxdx
π 0
2π
1
b k = ∫ f ( x ) sinkxdx
π 0

2. Ifα =−π , we obtain the Fourier series in[ −π , π ] as

a0 ∞
f ( x )= + ∑ ( a coskx+b k sinkx )
2 k=1 k
2π
1
Where a 0= ∫ f ( x ) dx
π 0

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DEPARTMENT OF MATHEMATICS 62
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2π
1
a k = ∫ f ( x ) coskxdx
π 0
2π
1
b k= ∫ f ( x ) sinkxdx
π 0

Example:-1) Determine the Fourier series fore x in[ 0 , 2 π ]

Solution: - let f ( x )=e x

Then the Fourier series for f ( x ) in interval[ 0 , 2 π ] is given by

a0 ∞
f ( x )= + ∑ ( a coskx+b k sinkx ) .. . . .. . . .(¿)
2 k=1 k
2π
1 1 x 2π
Where a 0= ∫
π 0
e dx= [ e ] 0
x
π
2π
e −1
a 0=
π

a0 e2 π −1
∴ =
2 2π
2π
1
a k= ∫ e x coskxdx
π 0

In order to evaluate this integral we use the following formula

ax
∫ eax cos bx dx= a2e+b2 |acos bx +b sin bx|

[ ]
2π
1 ex
∴ a k= |cos kx +k sin kx|
π 1+ k 2 0

1
a k= [ e 2 π|cos 2 kπ +k sin 2 kπ|−e 0|cos 0+ k sin 0|]
π ( 1+ k )2

2π
e −1
a k= Since sin 2 kπ =sin 0=0andcos 2 kπ =cos 0=1
π ( 1+ k 2 )

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DEPARTMENT OF MATHEMATICS 63
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2π
1
b k = ∫ f ( x ) sinkxdx
π 0

Here we apply the formula

ax
e |
∫ e
ax
sin bx dx= 2
a +b
2
a sin bx−bcos bx|

[ ]
2π
1 ex
∴ b k= |sin bx−kcos kx|
π 1+ k 2 0

1
b k= [ e 2 π|sin 2 kπ −k cos 2kπ |−e0|sin 0−k cos 0|]
π ( 1+ k ) 2

2π
e −1 ( )
b k= −k Since sin 2 kπ =sin 0=0andcos 2 kπ =cos 0=1
π ( 1+ k 2 )

Substituting the values of a 0 , a k , b k in ( ¿ ) we get

∞ ∞
e 2 π −1 e 2 π −1 e2 π−1
x
e= +∑ cos kx + ∑ (−k ) sin kx
2π k=1 π ( 1+k ) k=1 π ( 1+ k )
2 2

[ ]
∞ ∞
e 2 π −1 1 cos kx ksin kx
∴ ex= +∑ −∑
2 π 2 k=1 1+ k k=1 1+k 2
2

Example:-2) Determine the Fourier series for π + x in[ −π , π ]

a0 ∞
Solution: - let f ( x )=π + x= + ∑ ( ak coskx+b k sinkx ) .. . . .(¿)
2 k =1

[ ]
2π π
1 1 x2
π∫
Then a 0= ( π + x ) dx= πx + =π
0
π 2 −π

2π
1
a k = ∫ ( π + x ) coskxdx
π 0

[ ]
π
1 ( π + x ) sinkx coskx
¿ + 2
π k k −π

¿
1
π[ coskπ coskπ
0+ 2 −0− 2 =0
k k ]
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DEPARTMENT OF MATHEMATICS 64
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2π
1
b k = ∫ ( π + x ) sinkxdx
π 0

[ ]
π
1 −( π + x ) coskx sinkx
¿ + 2
π k k −π

[ ]
k
1 −2 πcoskπ −2 coskπ 2 (−1 )
¿ 2
+0+ 0+0 = =
π k k k

Substituting the values of a 0 , a k , b k in (¿)we get

∞ k
π (−1 )
π + x= −2 ∑ sinkx
2 k=1 k

{
π
when 0< x ≤ π
f ( x ) = 4
Example:-3) let obtain the Fourier series for f ( x ) .
−π
when−π ≤ x ≤ 0
4

Then, obtain the Fourier series for f ( x ) in[ – π , π ]

Solution: - Then the Fourier series for f ( x ) in interval[ – π , π ]is given by

a0 ∞
f ( x )= + ∑ ( a coskx+b k sinkx ) .. . . .. . . .(¿)
2 k=1 k
π
1
Where a 0= ∫ f ( x ) dx
π −π
0 π
1 −π 1 π
a k= ∫ dx + ∫ dx k =0 , 1 ,2 , …
π −π 4 π 0 4
0 π
−1
a k= ∫ dx+ 14 ∫ dx k =0 , 1, 2 , …
4 −π 0

−1 0 1 π
a 0= [ x ]−π + [ x ] 0
4 4

−1 1
a 0= [ 0−(−π )] + [ π −0 ] k=0 ,1 , 2 , …
4 4

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DEPARTMENT OF MATHEMATICS 65
Applied II DEBREMARKOSUNIVERSITY
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−1 1
a 0= π + π =0
4 4
π
1
a k = ∫ f ( x ) coskx dx k=,1 , 2 ,3 …
π −π
0 π
1 −π 1 π
a k= ∫ coskx dx + ∫ coskx dx
π −π 4 π 0 4
0 π
−1 1
a k= ∫
4 −π
coskx dx+ ∫ coskx dx
40

[ ] [ ]
0 π
−1 sinkx 1 sinkx
ak= +
4 K −π 4 K 0

−1 1
a k= [ sin 0+sin (kπ )] + [ sin kπ−sin 0 ]
4k 4k

a k =0

And
π
1
b k= ∫ f ( x ) sinkx dx k=1 , 2, 3 , …
π −π
0 π
1 −π 1 π
b k= ∫ sinkx dx + ∫ sinkx dx
π −π 4 π 0 4
0 π
−1 1
b k= ∫
4 −π
sinkx dx + ∫ sinkx dx
4 0

[ ] [ ]
0 π
1 coskx 1 coskx
b k= −
4 K −π 4 K 0

1 1
b k= [ cos 0−cos (kπ ) ]− [ cos kπ−cos 0 ]
4k 4k

1 1
b k= [ 1−cos (kπ ) ] − [ cos kπ −1 ]
4k 4k

1
b k= [ 2−2 cos (kπ )]
4k

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DEPARTMENT OF MATHEMATICS 66
Applied II DEBREMARKOSUNIVERSITY
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1
b k= [ 1−cos (kπ ) ]
2k

By Substituting the values of a 0 , a k , b k in ( ¿ ) ,we get the Fourier series of the function
∞
1 sin 3 x sin5 x
f ( x )=∑ [1−cos (kπ )] sinkx=sinx+ + +…
k=1 2 k 3 5

Activity

Determine the Fourier series for each of the following functions.

a) f (x)=x in[ −π , π ]
b) f (x)=xsinx in[ 0 , 2 π ]
c) f ( x )=e−x in[ 0 , 2 π ]
d) f ( x )=x −x2 in[ −π , π ]

4.3 FUCTIONS OF ANY PERIOD

In the previous section we expanded a function f (x) in a Fourier series of period 2 π .

In most of the Engineering problems the period to be expanded is not 2 π but some
other2 l. With a suitable substitution we can represent a periodic function of any period.

Let f (x) be a periodic function of period 2 l defined on[ α , α +2 l ].we convert x into t such
that the period becomes2 π .

2l 2 π x t
Let = ⇒ =
x t l π

πx
⇒ x= ¿ ∨t=
π l

π
dt= dx
l

πα
Where x=α , t= =d ( say)
l

π πα
When x=α +2 l, t= ( α + 2l )= +2 π
l l

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DEPARTMENT OF MATHEMATICS 67
Applied II DEBREMARKOSUNIVERSITY
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∴ t=d +2 π

¿
( )
∴ f (x) defined in[ α , α +2 l ] is equivalent to f π =F ( t ) in[ d , d+ 2 π ]

Hence we now write the Fourier series for F ( t ) in[ d , d+ 2 π ] as

a0 ∞
F ( t )= + ∑ ( a coskt +bk sinkt ) . .. . . .. . .(1)
2 k=1 k

Where the coefficientsa 0 , a k ,b k are given by

d +2 π
1
a 0=
π
∫ F ( t ) dt .. . . .. . . .. . .(2)
d

d +2 π
1
a k=
π
∫ F ( t ) cosktdt .. . .. . . .. (3)
d

d +2 π
1
b k=
π
∫ F ( t ) sinktdt . . .. . . .. .(4)
d

πx
We now make the inverse substitutionst=
l

F ( t )=f ¿ =f ( x )
π ( )
t=d +2 π

⇒ x=x +2 l

∴ The Fourier series for f ( x )in [ α , α +2 l ]is

( )
a0 ∞ kπx kπx
f ( x )= + ∑ a k cos +b k sin
2 k=1 l l
d +2 π
1
Wherea 0=
π
∫ F ( t ) dt from(2)
d

α +2 l
1 π
a 0=
π
∫ f (x)
l
dx
α

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DEPARTMENT OF MATHEMATICS 68
Applied II DEBREMARKOSUNIVERSITY
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α +2l
1
∴ a0 =
l
∫ f ( x ) dx
α

d +2 π
1
a k=
π
∫ F ( t ) cosktdt from(3)
d

α +2 l
1 kπx π
a k=
π
∫ f ( x ) cos . dx
l l
α

α+2 l
1 kπx
∴ ak =
l
∫ f ( x ) cos
l
dx
α

d +2 π
1
b k=
π
∫ F ( t ) sinktdt from(4)
d

α +2 l
1 kπx π
b k=
π
∫ f ( x ) sin . dx
l l
α

α +2l
1 kπx
∴ bk =
l
∫ f ( x ) sin
l
dx
α

Hence the Fourier series for f ( x ) in[ α , α +2 l ] is

( )
a0 ∞ kπx kπx
f ( x )= + ∑ a k cos +b k sin
2 k=1 l l
α +2 l
1
Wherea 0=
l
∫ f ( x ) dx
α

α +2 l
1 kπx
a k=
l
∫ f ( x ) cos
l
dx
α

α +2 l
1 kπx
b k=
l
∫ f ( x ) sin
l
dx
α

Example:-1) obtain the Fourier series for f (x)=x2 in[ −l ,l ]

Solution:- Fourier series is

( )
a0 ∞ kπx kπx
f ( x )= + ∑ a k cos +b k sin . .. . . .. . .(1)
2 k=1 l l

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DEPARTMENT OF MATHEMATICS 69
Applied II DEBREMARKOSUNIVERSITY
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l
1
Where a 0= ∫ f ( x ) dx
l −l
l
1
a 0= ∫ x 2 dx
l −l
1
2
a 0= ∫ x dx Since x 2is even.
2
l 0

]
l
2 x3 2l 2
a 0= =
l 3 0 3

a0 l 2
∴ =
2 3
l
1 kπx
a k = ∫ x cos
2
dx
l −l l
l
2 kπx kπx
a k= ∫
l 0
2
x cos
l
2
dx Since x cos
l
is even

2 2
[
a k = x sin
l
kπx l
. −2 x −cos
l kπ
kπx l 2
l k2 π 2
+2 −sin (
kπx l 3
l k3 π 3 ) ( ) ]
[ ]
l
2 2 l2 kπx
¿ . 2 2 x cos
l k π l 0

4l
¿ 2 2
[ l coskπ −0. cos 0 ]l0
k π
2
4 l ( )k
∴ ak ¿ 2 2
−1
k π
l
1 kπx
b k= ∫
l −l
2
x sin
l
dx

2 kπx
Since x sin is oddb k =0
l

By Substituting the values of a 0 , a k , b k in ( 1 ) ,we get the Fourier series of the function

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DEPARTMENT OF MATHEMATICS 70
Applied II DEBREMARKOSUNIVERSITY
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( )
∞ 2 k
l2 4 l (−1 ) kπx
f ( x )= + ∑ cos
3 k=1 2 2
k π l

( )
∞ k−1
l2 4 l 2 (−1 ) kπx
¿ − 2∑ cos
3 π k=1 k
2
l

Activity

Determine the Fourier series for each of the following functions.

a) Find the Fourier series period 3 to represent f ( x )=2 x−x 2 in( 0 , 3 )

b) Find the Fourier series period 2 to represent f ( x )=2 x−x 2 in( 0 , 2 )

4.4 EVEN AND ODD FUNCTIONS, HALF RANGE EXPANTION

Definition: - A function f ( x ) is said to be even if f (−x ) =f ( x ) for all x .

Example:-1)a ¿ f ( x ) =sec x is even function because

f (−x ) =sec (−x )=sec x=f ( x ) for all x .

b) f ( x )=x 4+ x2 is an even function since f (−x ) =f ( x ) for all x .

Note: - 1) The sum of two even functions is even. y

2) The product of two even functions is even

α α

3) If f (x) is an even function∫ f ( x ) dx=2∫ f ( x ) dx

−α 0

4 ) the graph of an even function is symmetric about the Y-axis

Definition: - A function f ( x ) is said to be odd if f (−x ) =−f ( x ) for all x

Example:-2)a ¿ f ( x ) =sin xis odd function because

f (−x ) =sin (−x )=−sin x=−f ( x ) for all x .

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DEPARTMENT OF MATHEMATICS 71
Applied II DEBREMARKOSUNIVERSITY
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b) f ( x )=x 3 + x is an odd function since f (−x ) =−f ( x ) for all x .

Note: - 1) The sum of two odd functions is odd.

2) The product of two odd functions is an even function

3) The product of an odd function and an even function is an odd function.

α

4) If f (x) is an odd function∫ f ( x ) dx=0

−α

5) The graph of an even function is symmetric about the orgin.

However there are functions which are neither odd nor even. In this case the functions
can be uniquely decomposed as even and odd functions say f eand f 0for even and odd
function respectively.

f ( x ) + f (− x ) f ( x )−f (−x )
Then f ( x )= + =f e ( x ) +f 0 ( x )
2 2

f ( x ) +f (−x ) f ( x )−f (−x )

Where f e ( x )= and f 0 ( x )=
2 2

f (−x ) + f ( −(−x ) ) f (− x ) + f ( x ) f ( x ) + f (−x )

Since f e (−x )= = = =f e ( x )
2 2 2

f (−x )−f (−(−x ) ) f (−x )−f ( x ) −f ( x ) −f (−x )

And f 0 (−x ) = = = ¿−f 0 ( x )
2 2 2

Example:-3) f ( x )=e xis neither odd nor even but by putting

x −x x −x
−x e +e e −e
f ( x )=e and f (−x ) =e we get f e ( x )= and f 0 ( x )=
x
2 2

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DEPARTMENT OF MATHEMATICS 72
Applied II DEBREMARKOSUNIVERSITY
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Fourier series for even and odd function in the interval[ −π , π ]

1. If f ( x ) is an even function in the interval[ −π , π ] , we get the ℱ series given by

a0 ∞
f ( x )=¿ +∑ a cos kx
2 k=1 k
π
2
Wherea 0= ∫ f ( x ) dx
π 0
π
2
a k = ∫ f ( x cos kx ) dx ,b k =0
π 0

Here we need not calculate b k .

2. If f ( x ) is an odd function in the interval[ −π , π ] we get the ℱ series given by

∞
f ( x )=∑ bk sin kx
k=1

l
2
Where b k = ∫ f ( x ) sin kx dx , a 0=0 , ak =0
l 0

Here we also need not calculate a 0∧a k .

Note: - If f ( x ) is neither an even nor an odd function in the interval[ −π , π ], then

calculate a 0 , a k ∧b kusing the formula
π
1
a 0= ∫ f ( x ) dx
π −π
π
1
a k= ∫ f ( x ) coskxdx
π −π
π
1
b k = ∫ f ( x ) sinkxdx
π −π

Example:-4) Find the Fourier series for x 2 in [ −π , π ]

Solution: - let f ( x )=x 2

∴ f ( x ) is an even function

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DEPARTMENT OF MATHEMATICS 73
Applied II DEBREMARKOSUNIVERSITY
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a0 ∞
Hence the Fourier series in [ −π , π ] is f ( x )= + ∑ ak cos kx . . . . . . . . . . . . (*)
2 k=1
π π 3
2 2 2 π
Wherea 0= ∫ f ( x ) dx= ∫ x dx= .
2
π 0 π 0 π 3

2π
2
a0 π 2
∴ a 0= ⟹ =
3 2 3
π π
2 2
a k = ∫ f ( x ) cos kx dx= ∫ x cos kx dx
2
π 0 π 0

[ )]
π

¿
2 x2
π k
−1 −1
(
sin kx−2 x 2 cos kx +2 3 sin kx
k k ) ( 0

2 2
¿ . [ π cos kx ]
π k2

4
∴ a k= 2
(−1 )k
k

Substituting for a 0 and a k in (* ), we get

2 ∞
π 4
f ( x )= + ∑ 2 (−1 ) cos kx
k

3 k=1 k
∞ k−1
π2 (−1 )
f ( x )= −4 ∑ cos kx
3 k=1 k2

Example:-5) Expand f ( x )=x in Fourier series in [ −l ,l ]

Solution: - let f ( x )=x

∴ f ( x ) is an odd function
∞
∴ The Fourier series is f ( x )=∑ bk sin kx . . . . . . . . . . . . (*)
k=1

l
2
Where b k = ∫ x sin kx dx
π 0

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DEPARTMENT OF MATHEMATICS 74
Applied II DEBREMARKOSUNIVERSITY
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[ ]
π
2 −x cos kx sin kx 2 −2
¿ + 2 ¿ [ π cos kπ ] = (−1 )k
π k k 0
π k

k k+1
−2 (−1 ) 2 (−1 )
∴ b k= =
k k
∞ k+1
2 (−1 )
Substituting for a k in (*), we get( x )=∑ sin kx
k=1 k

Activity

Find the Fourier series for each of the following functions in the interval[ −π , π ].

a) f (x)=x3 c) f ( x )=x 2−2 e) f ( x )=2 x 2−1

2 2
π x
b) f (x)=sinx d) f ( x )=x 2 + x f) f ( x )= −
12 4
Half-Range series
Some times we come across the Fourier expansion of a function in a range which is half
the period of the Fourier series i.e., a function f ( x ) is defined in the interval[ 0 , l ]in a
Fourier series of period 2 l. such a series is known as Half-Range Fourier series.

Suppose a periodic function f ( x ) of period2 l is defined only on half interval[ 0 , l ]. It is

possible to extend the definition of f ( x ) on the other half [ −l ,0 ]so that we obtain either
an even or an odd function in[ −l ,l ]

Half-Range cosine series

Let f ( x ) be defined in the range [ 0 , l ] . in order to obtain Fourier series we construct a
new function in such a way that the function f ( x ) plus its extension yield an even
function.

Define F ( x )=f ( x ) for 0< x <l

¿ f (−x ) for−l< x <0

So that F ( x ) is an even function in [ −l ,l ] . Hence the Fourier series of F ( x ) contains only

cosine terms.

a0 ∞ kπx
∴ F ( x )= +∑ a k cos
2 k=1 l

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DEPARTMENT OF MATHEMATICS 75
Applied II DEBREMARKOSUNIVERSITY
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l
1 kπx
Where b k = ∫ F ( x ) sin dx=0
l −l l
l l l
1
a 0= ∫ F ( x ) dx= 2l ∫ F ( x ) dx = 2l ∫ f ( x ) dx
l −l 0 0

l l
2 kπx 2 kπx
a k = ∫ F ( x ) cos dx= ∫ f ( x ) cos dx
l 0 l l 0 l

Since F ( x )=f ( x ) in[ 0 , l ]

In this case the Fourier series is called Half-Range Fourier Cosine series which is defined

a0 ∞ kπx
as f ( x )= + ∑ ak cos
2 k=1 l
l
2
Where a 0= ∫ f ( x ) dx
l 0
l
2 kπx
a k= ∫
l 0
f ( x ) cos
l
dx

Note: - The Half-Range cosine series in [ 0 , π ] is obtained by puttingl=π .

Half-Range sine series

Let f ( x ) be defined in the range [ 0 , l ] . in order to obtain Fourier series we construct a
new function in such a way that the function f ( x ) plus its extension yield an odd
function.

Define F ( x )=f ( x ) for 0< x <l

¿−f (−x ) for−l< x <0

So that F ( x ) is an odd function in [ −l ,l ] . Hence the Fourier series of F ( x ) contains only

sine terms.
∞
kπx
∴ F ( x )=∑ b k sin
k=1 l
l l
1
Where a 0= ∫ F ( x ) dx=0 , bk = 1l ∫ f ( x ) cos kπx
l −l l
dx=0
−l

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DEPARTMENT OF MATHEMATICS 76
Applied II DEBREMARKOSUNIVERSITY
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l l l
1 kπx 2 kπx 2 kπx
b k = ∫ F ( x ) sin dx= ∫ F ( x ) sin dx = ∫ f ( x ) sin dx
l −l l l 0 l l 0 l

Since F ( x )=f ( x ) in[ 0 , l ]

In this case the Fourier series is called Half-Range Fourier Sine series which is defined
∞
kπx
as f ( x )=∑ bk sin
k=1 l
l
2 kπx
Where a k = ∫ f ( x ) sin dx
l 0 l

Note: - The Half-Range sine series in [ 0 , π ] is obtained by puttingl=π .

Example:-6) Find the Half-Range cosine and Sine series for the function

f ( x )=¿ {2−xx forfor0 <1<x<x 1<2

Solution: - Here l=2−0=2

i) the Half-Range cosine series

a0 ∞ kπx
f ( x )= + ∑ ak cos
2 k=1 l

[ ]
l 1 2
2
Where a 0= ∫ f ( x ) dx=¿ 22
l 0
∫ xdx +∫ ( 2−x ) dx ¿
0 1

[ ][ ]
1 2
x2 x2
¿ + 2 x−
2 0 2 1

¿
[ ] [(
1
2
1
−0 + 4−2 )− 2− =1
2 ( )]
∴ a0=1

[ ]
l 2
2
a k=
2
∫ x cos kπx
2
dx +∫ ( 2−x ) cos
kπx
2
dx
0 1

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DEPARTMENT OF MATHEMATICS 77
Applied II DEBREMARKOSUNIVERSITY
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{( ) }{ ) }
1 2

¿ x sin
kπx 2
2 kπ
+ cos ) (
kπx 4
2 2
2 k π 0
+ ( 2−x ) sin
kπx 2
2 kπ
+ −cos
kπx 4
2 k2 π2 ( ) ( 1

¿
2
kπ [kπ 4 kπ
]
sin −0 + 2 2 cos −1 +
2 k π 2
2
kπ
0−sin
kπ
2
4
[
− 2 2¿
k π ] [ ]
¿
2
kπ
sin
[
kπ
2
4 kπ
]
+ 2 2 cos −1 −
k π 2
2
kπ
sin
[
kπ
2
4
− 2 2¿
k π ] [ ]
4
¿ 2 2
¿
k π

¿
4
2
k π 2 [ kπ
2 cos −1−cos kπ
2 ]
∴ ak =
4
2
k π 2 [ kπ
2 cos −1−(−1 )k
2 ]
Hence substituting fora 0anda k gives

[ ]
∞
1 4 kπ kπx
f ( x )= +∑ 2 2 2cos −1−(−1 ) cos
k

2 k=1 k π 2 l

ii) the Half-Range Sine series

∞
kπx
f ( x )=∑ bk sin
k=1 l

[ ]
l 2
2 kπx kπx
Where b k=
2
∫ x sin 2
dx+∫ ( 2−x ) sin
2
dx
0 1

{( ) }{ ) }
1 2

¿ x −cos
kπx 2
2 kπ ) (
+ sin
kπx 4
2 2
2 k π 0
+ ( 2−x ) −cos
kπx 2
2 kπ
− sin
kπx 4
2 k2 π 2 ( ) ( 1

¿
2
kπ [ kπ 4 kπ
−cos −0 + 2 2 sin −0 +
2 k π 2
2
kπ ]
0+ cos
kπ
2
4
− 2 2¿
k π [ ] [ ]
¿−
2
kπ [
cos
kπ
2
4
+ 2 2 sin
k π ]
kπ
2
+
2
kπ
cos
kπ
2
4
− 2 2¿
k π [ ] [ ]
¿
4
2
k π 2
sin
kπ
2 [ 4
± 2 2¿
k π ]
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DEPARTMENT OF MATHEMATICS 78
Applied II DEBREMARKOSUNIVERSITY
______________________________________________________________________________

¿
4
2
k π 2
sin
[
kπ
2
4
]
± 2 2 0−sin
k π
kπ
[
8
= 2 2 sin
2 k π
kπ
2]
8 kπ
∴ bk = sin
2
k π
2
2
∞
kπx
Substituting forb k in f ( x )=∑ bk sin we get
k=1 l
∞
8 kπ kπx
f ( x )=∑ 2
2
sin sin
k=1 k π 2 2
∞
8 1 kπ kπx
2∑
∴ f ( x )= 2
sin sin
k k=1 π 2 2

Activity

Find the Half-Range sine and cosine series for the function

i) f ( x )=x in0< x < π

ii) f ( x )=x 2 in0< x < π
iii) f ( x )= ( x −1 )2 in0< x <1
iv) f ( x )=l−x in0< x <l

1.5. FOURIER INTEGRALS

Definition:-the Fourier integral of the function f ( x ) defined on−∞ < x <∞ is

given by
∞
f ( x )=∫ [ a ( y ) cos yx+ b ( y ) sin yx ] dy
0

∞
1
Where a ( y )= ∫ f ( x ) cos yx dx
π −∞
∞
1
b ( y ) = ∫ f ( x ) sin yx dx
π −∞

Example:-1) Find the Fourier integral for the function f ( x )= {

1 if −1≤ x ≤ 1
0 if x ←1 , x >1

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DEPARTMENT OF MATHEMATICS 79
Applied II DEBREMARKOSUNIVERSITY
______________________________________________________________________________

∞
1
Solution:- a ( y ) = ∫ f ( x ) cos yx dx
π −∞

[ ] [∫ ]
1 1
1
a ( y )=
π
∫ 1. cos yx dx = π2 cos yx dx
−1 0

[ ]
1
2 sin yx 2 sin y
¿ =
π y 0 πy
∞
1
b ( y ) = ∫ f ( x ) sin yx dx
π −∞

[∫ ]
1
1
¿ sin yx dx = 0 (∴ sin yx is an odd function .¿
π −1

∞
∴ Substituting for a ( y ) and b ( y ) ¿ f ( x )=∫ [ a ( y ) cos yx+ b ( y ) sin yx ] dy gives
0

[ ]
∞
2 sin y
f ( x )=∫ cos yx+ 0. sin yx dy
0 πy
∞
2 dy
¿ ∫ sin y cos yx
π 0 y

Example:-2) Find the Fourier integral for the function f ( x )=

−x if −5 ≤ x ≤ 0
0if x←5 , x> 0 {
∞
1
Solution:- a ( y ) = ∫ f ( x ) cos yx dx
π −∞

[∫ ]
−5 0 ∞
1
¿ f ( x ) cos yx dx+ ∫ f ( x ) cos yx dx+∫ f ( x ) cos yx dx
π −∞ −5 0

[ ∫ ]
0
1
¿ 0+ f ( x ) cos yx dx+ 0
π −5

[∫ ] [∫ ]
0 0
1 1
¿ f ( x ) cos yx dx = −x cos yx dx
π −5 π −5

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DEPARTMENT OF MATHEMATICS 80
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[∫ ]
0
−1
¿ x cos yx dx
π −5

[ ]
0
−1 x 1
¿ sin yx + 2 cos yx
π y y −5

¿
−1 1
π y 2
[ (
−
−5
y
1
sin (−5 y ) + 2 cos (−5 y )
y )]
¿
−1 1
π y 2
[ (
5 1
− sin 5 y + 2 cos 5 y
y y )]
¿
π [
−1 1−cos 5 y 5
y
2
− sin 5 y
y ( )]
cos 5 y−1 5
¿ + sin 5 y
πy
2
πy
∞
1
b ( y )= ∫ f ( x ) sin y x dx
π −∞

[∫ ]
−5 0 ∞
1
¿ f ( x ) sin yx dx +∫ f ( x ) sin yx dx +∫ f ( x ) sin yx dx
π −∞ −5 0

[ ∫ ]
0
1
¿ 0+ f ( x ) sin yx dx +0
π −5

[∫ ] [∫ ]
0 0
1 1
¿ f ( x ) sin yx dx = −x sin yx dx
π −5 π −5

[∫ ]
0
−1
¿ x sin yx dx
π −5

[ ]
0
−1 −x +1
¿ cos yx 2 sin yx
π y y −5

¿
−1
π
5
[ ( 1
0− cos 5 y+ 2 sin (−5 y )
y y )]
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¿
π [
−1 −5
y
1
cos 5 y + 2 sin 5 y
y ]
5 1
¿ cos 5 y− 2 sin 5 y
πy πy
∞

Substituting for a ( y ) and b ( y ) ¿ f ( x )=∫ [ a ( y ) cos yx+ b ( y ) sin yx ] dy gives

0

[( ]
∞
f ( x )=∫
0
cos 5 y−1 5
πy
2
+
πy )
sin5 y cos yx +
5
πy (
cos 5 y−
1
πy
2
sin 5 y sin yx dy
)
∞
1 dy
¿ ∫ [ ( cos 5 y−1+5 ysin 5 y ) cos yx+ (5 y cos 5 y−sin5 y ) sin yx ] 2
π 0 y
∞
1 dy
∴ f ( x )= ∫ [ ( cos 5 y +5 ysin5 y−1 ) cos yx+ ( 5 y cos 5 y −sin 5 y ) sin yx ] 2
π 0 y

Activity

Find the Fourier integral for each of the following functions

a) f ( x )= {0 if x <0 , x >2
100 if 0 ≤ x ≤ 2

{0 if x ←1 , x >1
x
b) f ( x )=
e if −1 ≤ x ≤ 1

CHAPTER 5
5. DIFFERENTIAL CALCULUS OF FUNCTION OF SEVERAL VARIABLES

Introduction

So far we have dealt with the calculus of functions of a single variable. But, in the real world,
physical quantities usually depend on two or more variables, so in this chapter we turn our
attention to functions of several variables and extend the basic ideas of differential calculus to
such functions.

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Functions of Several Variables

Example
The temperature T at a point on the surface of the earth at any given time depends on the
longitude x and latitude y of the point. We can think of T as being a function of the two
variables x and y , or as a function of the pair(x , y ).
We indicate this functional dependence by writingT =f (x , y ).

Example:-The volume V of a circular cylinder depends on its radius r and heighth . In fact, we
know that
2 2
V =π r h. We say that V is a function of r and h , and we writeV (r , h)=¿ π r h .
Definition

Let D ⊂ R2 . A function f of two variables is a rule that assigns to each ordered

pair (x , y ) in D a unique real number denoted by f (x , y ). The set D is the domain
of f and its range is the set of values that f takes on, that is, { f ( x , y )|( x , y ) ∈ D } .

Note
i. We often write z=f (x , y ) to make explicit the value taken on by f at the general point
(x , y ). The variables x and y are independent variables and z is the dependent
variable. [Compare this with the notation y=f (x ) for functions of a single variable]
ii. The situation described in above definition is indicated by the notation f : D → R . A
function of two variables is just a special case of the general idea of a function f : X → Y

X =D⊂ R and Y ⊂ R .
2
, where
iii. If a function f is given by a formula and no domain is specified, then the domain of f is
understood to be the set of all pairs (x , y ) for which the given expression is a well
defined real number.

Example:-Find the domain of each of the following functions and evaluate f ( 3 , 2 ) .

( a ) f ( x , y )= √
x + y +1
( b ) f ( x , y )=x ln ( y 2−x )
x−1

Solution:- a)Given that f ( x , y )=

√ x + y +1 ⇒ f ( 3 ,2 ) =
√3+2+1 = √ 6
x−1 3−1 2

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The expression for f makes sense if the denominator is not 0 and the quantity under the
square root sign is nonnegative. So the domain of f is
D={(x , y)∨x+ y+1 ≥ 0 , x ≠ 1}
The inequality x + y +1≥ 0 ,∨ y ≥−x−1 , describes the points that lie on or above the
line y=− x−1 , while x ≠1 means that the points on the line x=1 must be excluded
from the domain.
2 2
b. Given that f ( x , y )=x ln ( y −x ) ⇒ f ( 3 ,2 ) =3 ln (2 −3)=3 ln 1=0
Since ln ( y 2−x) is defined only when y 2−x >0 , that is , x < y 2 , the domain of f is

D= {( x , y )|x < y 2 } . This is the set of points to the left of the parabola x= y 2 .

5.1 Notations, Examples, level Curves and graphs

Graph of a function of two variables
The graph of a function f of two variables is a surface S with equation z=f (x , y ). We can see
the graph S of f as lying directly above or below its domain D in the xy−¿ plane.

If f is a function of two variables with domain D , the graph of f is the set

3
S={( x , y , z )∈ R ∨z=f ( x , y ) ,( x , y )∈ D }

Example:- Sketch the graph of the function f ( x , y )=6−3 x−2 y

Solution:-The graph of f has the equation z=6−3 x−2 y , ¿ 3 x+ 2 y + z=6 ,

which is a plane. The portion of this graph that lies in the first octant is sketched.

f ( x , y )=6−3 x−2 y

Example:-Find the domain and range and sketch

the graph of g ( x , y )= √ 9−x 2− y 2

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Solution:-The domain of g is

D= {( x , y )|9−x 2− y 2 ≥ 0 }={(x , y )∨x 2 + y 2 ≤ 9 }

Which is the disk with center (0 , 0) and radius 3.

The range of g is {z ∨z=√ 9−x 2− y 2 ,(x , y)∈ D }

Since z is positive square root, z ≥ 0. also

9−x 2− y 2 ≤ 9 ⇒ √ 9−x 2− y 2 ≤ 3

So the range is{ z|0 ≤ z ≤ 3 }=[0 ,3] .

The graph has the equation z=√ 9−x 2− y 2,

We square both sides of this equation to obtain z 2=9−x 2− y 2 ,∨x 2+ y 2+ z 2=9 ,

Which we recognize as an equation of the sphere with center the origin and radius 3. But, since
z ≥ 0 , the graph of g is just the top half of this sphere.

Level Curves

So far we have two methods for visualizing functions: arrow diagrams and graphs. A third
method, borrowed from mapmakers, is a
contour map on which points of constant
elevation are joined to form contour curves,
or level curves.

The level curves of a function f of

two variables are the curves with
equations f ( x , y )=k , where k is a
constant (in the range of f )

Note

A level curve f ( x , y )=k is the locus of all points at which f takes on a given value k . In
other words, it shows where the graph of f has height k .
Example

Sketch the level curves of the function f ( x , y )=6−3 x−2 y for the values k =−6 , 0 , 6 , 12.
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Solution:-The level curves are

6−3 x−2 y=k ∨3 x+2 y + ( k −6 )=0
−3
This is a family of lines with slope .
2
The four particular level curves with k =−6 , 0 , 6 ,∧12
are 3 x+ 2 y −12=0 , 3 x+ 2 y −6=0 ,3 x +2 y=0 ,∧¿
3 x+ 2 y +6=0. They are sketched in above figure.
Example:-Sketch some level curves of the function
2 2
h ( x , y ) =4 x + y .
Solution
The level curves are
2 2
2 2 x y
4 x + y =k∨ + =1
k /4 k
Which, for k > 0 , describes a family of ellipses with
Contour map of
Semi-axis √ k /2 and √ k . They are sketched in above Figure.
2 2
h ( x , y ) =4 x + y
5.2 Limit and Continuity
Limit

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Let f be a function of two variables defined on a disk with center

( a , b ) , except possibly at ( a , b ) . Then we say that the limit of f ( x , y )
as (x , y ) approaches (a ,b) is L and we write
lim f ( x , y )=L
( x , y ) →(a , b)

If for every number ε > 0 there is a corresponding number δ >0 such

that
|f ( x , y )−L|< ε whenever 0< √(x −a)2+( y−b)2< δ

The above definition says that the distance between f (x , y ) and L can be made arbitrarily
small by making the distance from (x , y ) and (a ,b) sufficiently small (but not 0). The following
figure illustrates limit by means of an arrow diagram. If any small interval (L−ε , L+ ε) is given
around L , then we can find a disk D δ with center (a ,b) and radius δ >0 such that f maps all
the points in D δ
[except possibly ( a , b ) ] into the interval (L−ε , L+ ε) .

Note
The above limit definition refers only to the distance between
(x , y ) and ( a , b ) . It does not refer to the direction of approach.
Therefore, if the limit exists, then f (x , y ) must approach the
same limit no matter how (x , y ) approaches (a ,b) . Thus, if
we can find two different paths of approach along which f (x , y )has different limits, then it
follows that ( x , ylim f (x , y ) does not exist.
) →(a , b)

If f ( x , y ) → L1 as ( x , y ) →(a , b) along a path C 1 and f ( x , y ) → L2 as ( x , y ) →(a , b) along

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a path C 2 , where L1 ≠ L2 , then ( x , ylim f (x , y ) does not exist.

) →(a , b)

2 2
x −y
Example:-Find lim 2 2 if it exists.
( x , y ) →(0 , 0) x + y

Solution:-Let f ( x , y )=x 2− y 2 / x 2+ y 2 .
First let us approach (0, 0) along the x−axis . Then y=0 gives f ( x , 0 )=x 2 / x 2=1 ∀ x ≠0 , so
f ( x , y ) → 1 as ( x , y ) → ( 0 ,0 ) along the x−axis

We now approach along the y−axis by putting x=0. Then f ( x , 0 )=− y 2 / y 2=−1 ∀ y ≠ 0 , so
f ( x , y ) →−1 as ( x , y ) → ( 0 , 0 ) along the y−axis
Since f has two different limits along two different lines, the given limit doesn’t exist.

2
3x y
Example:-Find lim 2 2 if it exists. (by definition)
( x , y ) →(0 , 0) x +y
Solution

Step 1: Choosing a value for δ

Let ε > 0. We want to find δ >0 such that

| |
2
3x y
−0 <ε whenever 0< √ x + y <δ
2 2
2 2
x +y

3 x | y|
2
<ε whenever 0< √ x + y <δ
2 2
that is, 2 2
x +y

But x 2 ≤ x 2+ y 2 since y 2 ≥ 0 , so

3 x | y|
2

2 2
≤ 3| y|=3 √ y 2 ≤3 (x 2+ y 2)whenever 0< √ x 2+ y 2< δ
x +y

Thus, choose δ=ε /3

Step 2: Proof

Thus if we choose δ=ε /3 and let0< √ x 2 + y 2 <δ , then

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DEPARTMENT OF MATHEMATICS 88
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| |
2
3x y
−0 ≤ 3 √ x + y ≤ 3 δ=3 ( ε /3 )=ε
2 2
2 2
x +y

Hence, by limit definition

2
3x y
lim 2 2
=0
( x , y ) →(0 , 0) x +y

Continuity

Let f be a function of two variables defined on a disk with center ( a , b ) . Then f is

called continuous at (a ,b) if
lim f (x , y )=f (a ,b)
( x , y ) →(a , b)

(x y ¿−x y +3 x +2 y )¿
2 3 3 2
Example:-Evaluate lim
( x , y ) →(1 ,2 )

Solution
Since f ( x , y )=x 2 y 3 −x3 y 2 +3 x+2 y is a polynomial, it is continuous everywhere, so the limit
can be found by direct substitution.
(x y ¿−x y +3 x +2 y )=1 ∙ 2 −1 ∙2 +3 ∙ 1+2∙ 2=11¿
2 3 3 2 2 3 3 2
lim
( x , y ) →(1 ,2 )

{
3 x2 y
if ( x , y ) ≠(0 , 0)
Example: - Let f ( x , y )= x 2 + y 2
if ( x , y )=(0 ,0)
0

We know f is continuous for ( x , y ) ≠(0 , 0) since it is equal to a rational function there, also we
have
2
3x y
lim f (x , y )= lim 2 2
=0=f (0 , 0)
( x , y ) →(0 , 0) ( x , y ) → (0 , 0) x +y
Therefore, f is continuous at ( 0 , 0 ) , and so it is continuous on R2 .
Theorem

If f is continuous at (a ,b) and g is a function of a single variable that is continuous

at f ( a , b ) , then the composite function h=gof defined by h ( x , y ) =g (f ( x , y )) is
continuous at ( a , b ) .
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Example: - On what set is the function h ( x , y ) =ln ( x 2 + y 2−1) continuous?

Solution:-Let f ( x , y )=x 2+ y 2−1 and g ( t )=ln t . Then

g ( f ( x , y ) )=ln (x + y −1)=h(x , y )
2 2

So h=gof . Now f is continuous everywhere since it is a polynomial, and g is continuous on its

domain { t|t> 0 } . Thus by above theorem, h is continuous on its domain

D= {( x , y )|x 2 + y 2−1>0 }={(x , y )∨x 2 + y 2 >1}

This consists of all points outside the circle x 2+ y 2=1 .

5.3 Partial Derivatives, Higher order partial derivatives

If f is a function of two variables x∧ y , suppose we let only x vary while keeping y fixed, say
y=b , where b is a constant. Then we really considering a function of a single variable x ,
namely, g(x )=f (x ,b). If g has a derivative at a , then we call it the partial derivative of f with
respect to x at (a ,b) and denote it by f x ( a , b ) . Thus

'
f x ( a , b )=g ( a ) where g ( x )=f (x , b)

By definition, we know that

g ( a+h ) −g (a)
g' ( a )=lim
h →0 h

Therefore the above equation becomes

f ( a+ h , b )−f (a ,b)
f x ( a , b )=lim
h→0 h

Similarly, the partial derivative of f with respect to y at ( a , b ) , denoted by f y ( a , b ) is obtained

by keeping x fixed (x=a) and finding the ordinary derivatives at b of the function
G ( y )=f ( a , y ) :

f ( a , b+h )−f (a , b)
f y ( a , b )=lim
h →0 h

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Definition

If f is a function of two variables, its partial derivatives are the functions f x and
f y defined by
f ( x+ h , y )−f (x , y )
f x ( x , y )=lim
h →0 h
f ( x , y +h )−f (x , y)
f y ( x , y )=lim
h→ 0 h

Notations for partial derivatives

If z=f ( x , y ) , we write
∂f ∂ ∂z
f x ( x , y )=f x = = f ( x , y )= =f 1=D 1 f =D x f
∂ x ∂x ∂x
∂f ∂ ∂z
f y ( x , y )=f y = = f ( x , y )= =f =D2 f =D y f
∂y ∂y ∂y 2

Rules for finding partial derivatives of z=f ( x , y )

1. To find f x , regard y as a constant and differentiate f (x , y ) with respect to x .

2. To find f y , regard x as a constant and differentiate f (x , y ) with respect to y.

Example:-If f ( x , y )=x 3 + x 2 y 3−2 y 2 , find f x (2 , 1) and f y (2 ,1)

Solution:-Holding y as a constant and differentiating with respect to x , we get

2 3
f x ( x , y )=3 x +2 x y

and so
2 3
f x ( 2, 1 )=3 ∙ 2 +2∙ 2 ∙1 =16

holding x constant and differentiating with respect to y , we get

2 2
f y ( x , y )=3 x y −4 y

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DEPARTMENT OF MATHEMATICS 91
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2 2
f y ( 2 , 1 )=3 ∙ 2 ∙ 1 −4 ∙1=8

Example:-Find ∂ z /∂ x and ∂ z /∂ y , if z is defined implicitly as a function of x∧ y by the

equation
3 3 3
x + y + z +6 xyz =1

Solution:-To find ∂ z /∂ x , we differentiate implicitly with respect to x , by treating y as a

constant:

2 2 ∂z ∂z
3 x +3 z + 6 yz+ 6 xy =0
∂x ∂x

Solving this equation for ∂ z /∂ x , we obtain

2
∂ z −x + 2 yz
=
∂ x z 2 +2 xy

Similarly, implicit differentiation with respect to y gives

2
∂ z − y +2 xz
= 2
∂y z +2 xy

5.4 Higher Derivatives

If f is a function of two variables, then its partial derivatives f x ∧f y are also functions of two
variables, so we can consider their partial derivatives (f x )x ,(f x ) y ,(f y )x ,∧(f y ) y , which are
called the second partial derivatives of f . If z=f (x , y ), we use the following notations:

( )
2 2
∂ ∂f ∂ f ∂ z
(f x )x =f xx =f 11 = = 2= 2
∂x ∂x ∂x ∂x

( )
2 2
∂ ∂f ∂ f ∂ z
(f x ) y =f xy =f 12= = =
∂ y ∂x ∂ y∂x ∂ y∂x

( )
2 2
∂ ∂f ∂ f ∂ z
(f y ) x =f yx =f 21= = =
∂x ∂ y ∂ x∂ y ∂ x∂ y

( )
2 2
∂ ∂f ∂ f ∂ z
(f y ) y =f yy =f 22= = 2= 2
∂y ∂ y ∂ y ∂y
2
∂ f
Thus the notation f xy ¿ ) means that we first differentiate with respect to x and then
∂ y∂ x
with respect to y , whereas in computing f yx the order is reversed.
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DEPARTMENT OF MATHEMATICS 92
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Example: - Find the second partial derivatives of f ( x , y )=x 3 + x 2 y 3−2 y 2

Solution:We know that

2 3 2 2
f x ( x , y )=3 x +2 x y f y ( x , y )=3 x y −4 y

Therefore

∂
f xx = ( 3 x 2+ 2 x y 3 )=6 x +2 y 3
∂x

∂
f xy = ( 3 x 2 +2 x y 3 ) =6 x y 2
∂y

∂
f yx = ( 3 x 2 y 2−4 y )=6 x y 2
∂x

∂
f yy = ( 3 x 2 y 2 −4 y ) =6 x 2 y −4
∂y

Clairaut’s Theorem

Suppose f is defined on a disk D that contains the point ( a , b ) . If the functions

f xy ∧f yx are both continuous on D , then f xy ( a , b )=f yx (a , b)

5.5 Tangent planes and Total differential

Total Differential

The differentials dx and dy are independent variables; that is, they can be given any values.
Then the differential dz , also called the total differential, is defined by

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

Example:- If z=f ( x , y )=x 2 +3 xy− y 2, find the differential dz .

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DEPARTMENT OF MATHEMATICS 93
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∂z ∂z
Solution:- dz= dx + dy= ( 2 x +3 y ) dx+ ( 3 x−2 y ) dy
∂x ∂y

Tangent planes

Suppose a surface S has equation z=f (x , y ), where f has

continuous first partial derivatives, and let P(x 0 , y 0 , z 0 ) be a

point on S. Let C 1∧C2 be the curves obtained by intersecting

the vertical planes y= y 0∧x=x 0 with the surface S. Then

the point P lies on both C 1∧C2 . Let T 1∧T 2 be the tangent

lines to the curves C 1∧C2 at the point P . Then the tangent

plane to the surface S at the point P is defined to be the plane that

contains both of the tangent lines T 1∧T 2 .

The following table shows the equation of the tangent plane to the surface S

An equation of the tangent plane to the surface z=f ( x , y ) at the point

P(x 0 , y 0 , z 0 ) is z−z 0=f x ( x 0 , y 0 )( x −x0 ) + f y ( x 0 , y 0 ) ( y − y 0 )

Application: tangent plane approximation of values of a function

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Example:-Find the tangent plane to the elliptic paraboloid z=2 x 2+ y 2 at the point ( 1 ,1 , 3 ) .

Solution:-Let f ( x , y )=2 x 2+ y 2 . Then

f x ( x , y )=4 x f y ( x , y )=2 y

f x ( 1, 1 )=4 f y ( 1 , 1 )=2

Then (2) gives the equation of the tangent plane at (1 , 1, 3) as

z−3=4 ( x −1 )+ 2( y−1)

4 x+ 2 y− z=3

5.6 The Chain Rule and Implicit differentiation

The Chain Rule

Case (i)

Suppose that z=f (x , y ) is a differentiable function of x and y , where x=g(t) and

y=h(t) are both differentiable functions of t . Then z is a differentiable function of
t and
dz ∂ f dx ∂ f dy
= +
dt ∂ x dt ∂ y dt

∂z ∂f
Note:-We often write in place of , we can rewrite the Chain Rule in the form
∂x ∂x

dz ∂ z dx ∂ z dy
= +
dt ∂ x dt ∂ y dt
dz
Example:-If z=x 2 y+3 x y 4 , where x=e t and y=sint , find .
dt

Solution:The Chain Rule gives

dz ∂ z dx ∂ z dy
= +
dt ∂ x dt ∂ y dt

¿ ( 2 xy +3 y 4 ) e t + ( x 2 +12 x y 3 ) cos t

¿¿
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DEPARTMENT OF MATHEMATICS 95
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The Chain Rule

Case (ii)

Suppose that z=f (x , y ) is a differentiable function of x and y, where

x=g ( s , t ) , y=h ( s , t ) , and the partial derivatives gs , gt , h s , and ht exist. Then
∂ z ∂z ∂x ∂z ∂ y
= +
∂s ∂ x ∂ s ∂ y ∂s
∂ z ∂z ∂x ∂z ∂ y
= +
∂ t ∂ x ∂ t ∂ y ∂t

∂z
Example:-If z=e x sin y , where x=st 2 and y=s 2 t , find and ∂ z /∂ t .
∂s

Solution:-Applying Case 2 of the Chain Rule, we get

∂ z ∂z ∂x ∂z ∂ y
= +
∂s ∂ x ∂ s ∂ y ∂s

¿¿

¿ t 2 e st sin ( s2 t ) +2 st e st cos ⁡(s2 t)

2 2

∂ z ∂z ∂x ∂z ∂ y
= +
∂ t ∂ x ∂ t ∂ y ∂t

¿¿

¿ 2 st e st sin ( s 2 t ) + s2 e st cos(s2 t)
2 2

Implicit Differentiation

∂F
−
dy ∂ x −F x
= =
dx ∂F Fy
∂y

Example:-Find y ' if x 3 + y 3=6 xy .

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DEPARTMENT OF MATHEMATICS 96
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Solution:-The given equation can be written as

F ( x , y )=x 3+ y 3−6 xy=0

So by Implicit differentiation, we get

dy −F x −3 x −6 y −x −2 y
2 2
= = 2
= 2
dx F y 3 y −6 x y −2 x

Definition

∂F ∂F
− −
∂z ∂ x ∂z ∂y
= =
∂x ∂F ∂ y ∂F
∂z ∂z

∂z ∂z
Example:-Find and if x 3 + y 3+ z3 +6 xyz =1.
∂x ∂y

Solution:-Let F ( x , y , z )=x 3 + y 3 + z 3+ 6 xyz=1.

Then, from the above definition, we have

∂ z −F x −3 x +6 yz −x +2 yz
2 2
= = 2
= 2
∂ x Fz 3 z +6 xy z +2 xy

∂ z −F y −3 y +6 xz − y + 2 xz
2 2
= = 2
= 2
∂y Fz 3 z + 6 xy z +2 xy

5.7 Directional derivatives and gradients

Definition

The directional derivative of f at (x 0 , y 0) in the direction of a unit vector

u=⟨ a ,b ⟩ is
f ( x 0+ ha , y 0+ hb )−f ( x 0 , y 0)
Du f ( x 0 , y 0 )=lim
h→ 0 h
If this limit exists.

Theorem

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If f is a differentiable function of x and y, then f has a directional derivative in the

direction of any unit vector u=⟨ a , b ⟩ and
Du f ( x , y ) =f x ( x , y ) a +f y ( x , y ) b

Note:-If the unit vector u makes an angel θ with the positive x−axis , then we can write

u=⟨ cos θ , sin θ ⟩ and the formula becomes

Du f ( x , y ) =f x ( x , y ) cos θ+f y ( x , y ) sin θ

Example:-Find the directional derivative D u f (x , y) if f ( x , y )=x 3−3 xy +4 y 2 and u is the

unit vector given by angle θ=π /6. what is D u f ( 1 ,2 ) ?

Solution:We know that

Du f ( x , y ) =f x ( x , y ) cos θ+f y ( x , y ) sin θ

π π
D u f ( x , y ) =f x ( x , y ) cos + f y ( x , y ) sin
6 6

¿ ( 3 x −3 y )
2 √ 3 +(−3 x +8 y ) 1
2 2

1
¿ [3 √ 3 x −3 x + ( 8−3 √ 3 ) y ]
2
2

Therefore

1 13−3 √ 3
Du f ( 1 ,2 )=
2
[ 3 √ 3 ( 1 ) −3 ( 1 ) + ( 8−3 √ 3 ) ( 2 ) ]=
2

Gradient

If f is a function of two variables x and y, then the gradient of f is the vector

function ∇ f defined by

⟨
∇ f ( x , y )= f x ( x , y ) , f y ( x , y) ⟩ =
∂f
i+
∂x ∂ y
∂f
j

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Example:- If f ( x , y )=sin x +e xy , then

∇ f ( x , y )=¿

∇ f ( 0 , 1 )=⟨ 2, 0 ⟩

Note:- Du f ( x , y ) =∇ f ( x , y ) ∙ u

Example:-Find the directional derivative of the function f ( x , y )=x 2 y 3 −4 y at the point

(2 ,−1) in the direction of the vector v=2 i+5 j.

Solution:-We first compute the gradient vector at (2 ,−1):

∇ f ( x , y )=2 xy 3 i+ ( 3 x 2 y 2−4 ) j

∇ f ( 2 ,−1 )=−4 i+8 j

Note that v is not a unit vector, but since |v|= √ 29, the unit vector in the direction of v is

v
u=
2 5
¿ v∨¿= i+ j¿
√29 √ 29
2 5
Therefore, by above note, we have D u f ( 2 ,−1 ) =∇ f (2 ,−1 ) ∙ u= (−4 i +8 j ) ∙( i+ j)
√29 √ 29
−4 ∙ 2+8 ∙ 5 32
¿ =
√ 29 √ 29
Definition

∂f ∂f ∂f
∇ f =⟨ f x , f y , f z ⟩ = i+ j+ k
∂x ∂ y ∂ z

Definition

Du f ( x , y , z )=∇ f ( x , y , z ) ∙ u

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Example: - If f ( x , y , z )=x sin yz , (a) find the gradient of f and (b) find the directional

derivative of f at (1, 3, 0) in the direction of v=i+ 2 j−k .

Solution:- (a )The gradient of f is

∇ f ( x , y , z )=⟨ f x ( x , y , z ) , f y (x , y , z ), f z (x , y , z ) ⟩

¿ ⟨ sin yz , xz cos yz , xy cos yz ⟩

(b) At (1, 3, 0) we have∇ f ( 1 ,3 , 0 ) =⟨ 0 , 0 , 3 ⟩ .

Then unit vector in the direction of v=i+ 2 j−k is
Du f ( 1 ,3 ,0 )=∇ f ( 1 ,3 , 0 ) ∙u

¿3k ∙
( √16 i+ √26 j− √16 k )
¿3
( −1
√6 ) =−
√2 3

5.8 Relative extreme of functions of two variables

Definition

A function of two variables has a relative (local) maximum at (a ,b) if

f (x , y )≤ f (a , b) for all points (x , y ) in some disk with center (a ,b) . The number
f (a , b) is called a relative (local) maximum value. If f (x , y )≥ f (a , b) for all (x , y )
in such a disk, f (a , b) is a relative (local) minimum value.

Theorem

If f has a relative (local) extremum (that is, a relative (local) maximum or

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

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Example:-Let f ( x , y )=x 2+ y 2−2 x−6 y +14. Then f x ( x , y )=2 x−2 f y ( x , y )=2 y−6

These partial derivatives are equal to 0 when x=1 and y=3 ,

so the only critical point is (1,3).

By completing the square, we find that

2 2
f ( x , y )=4 +( x−1) +( y−3)

Since (x−1)2 ≥ 0 and ( y−3)2 ≥ 0, we have f (x , y )≥ 4 for all values of x and y . Therefore
f (1 ,3)=4 is a local minimum, and in fact it is the absolute minimum of f . This can be
confirmed geometrically from the graph of f , which is the elliptic paraboloid with vertex
(1 , 3 , 4).

5.9 Largest and smallest values of a function on a given set

Second Derivatives Test

Suppose the second partial derivatives of f are continuous in a disk with center
(a ,b), and suppose that f x ( a , b )=0 and f y ( a , b )=0 [that is (a ,b) is a critical point of
f ]. Let
D=D ( a ,b )=f xx ( a , b ) f yy ( a , b )−¿

(a) If D>0 and f xx ( a , b ) > 0 , then f ( a , b ) is a local minimum

(b) If D>0 and f xx ( a , b ) < 0, then f (a , b) is a local maximum.
(c) If D<0 then f (a , b) is not a local extremum.

Example:-Find the local extrema of f ( x , y )=x 4 + y 4−4 xy+ 1.

Solution:-We first locate the critical points:

3 3
f x =4 x −4 y f y =4 y −4 x

Setting these partial derivatives equal to 0, we obtain the equations

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DEPARTMENT OF MATHEMATICS 101

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3 3
x − y=0∧ y −x=0

To solve these equations we substitute y=x 3 from the first equation into the second one. This
gives

0=x 9−x=x ( x 8−1 )=x ( x 4−1 )( x 4 + 1 )=x ( x 2+1 ) ( x 4 +1)

So there are three real roots; x=0 , 1 ,−1. The three critical points are ( 0 , 0 ) , ( 1 ,1 ) , and
(−1 ,−1).

Next we calculate the second partial derivatives and D ( x , y ) :

2 2
f xx =12 x f xy =−4 f yy =12 y
2 2 2
D ( x , y )=f xx f yy −( f xy ) =144 x y −16

Since D ( 0 , 0 )=−16 <0, it follows from case (c) of the Second Derivatives Test that the origin is
a saddle point; that is, f has no local extremum at (0 , 0). Since D ( 1 ,1 )=128>0 and
f xx ( 1 ,1 ) =12> 0 , we see from case (a) of the test that f ( 1 , 1 )=−1 is a local minimum.
Similarly, we have D (−1 ,−1 )=128> 0 and f xx (−1 ,−1 )=12> 0 , so f (−1 ,−1 )=−1 is also a
local minimum.
Extreme Value Theorem for Functions of Two Variables

If f is continuous on a closed, bounded set D in R2, then f attains an absolute

maximum value f (x 1 , y 1) and an absolute minimum value f (x 2 , y 2 ) at some points
(x 1 , y 1 ) and (x 2 , y 2 ) in D .

To find the absolute maximum and minimum values of a continuous function f on

a closed, bounded set D :
1. Find the values of f at the critical points of f in D .
2. Find the extreme values of f on the boundary of D .
3. The largest of the values from steps 1 and 2 is the absolute maximum value;
the smallest of these values is the absolute minimum value.

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DEPARTMENT OF MATHEMATICS 102

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Example:-Find the absolute maximum and minimum values of the function

2
f ( x , y )=x −2 xy+ 2 y on the rectangle D={(x , y)∨0 ≤ x ≤3 , 0 ≤ y ≤ 2 }.
Solution:-Since f is a polynomial, it is continuous on the closed, bounded rectangle D ,
so there is both an absolute maximum and an absolute minimum. According to step 1
we first find the critical points. These occur when
f x =2 x−2 y=0 f y =−2 x +2=0
So the only critical point is (1 , 1), and the values of f there is f (1 ,1)=1.
In step 2 we look at the values of f on the boundary of D , which consists of the four line
segments L1 , L2 , L3 , L4 . On L1 we have y=0 and

2
f ( x , 0 )=x 0 ≤ x ≤3

This is an increasing function of x , so its minimum value is f (0 , 0)=0 and its maximum value is
f (3 , 0)=9. On L2 we have x=3 and

f ( 3 , y )=9−4 y 0 ≤ y ≤ 2

This is a decreasing function of y , so its maximum value is f (3 , 0)=9 and its minimum value is
f (3 , 2)=1. On L3 we have y=2 and
2
f ( x , 2 )=x −4 x+ 4 0 ≤ x ≤ 3

By the methods of Chapter 4, or simply by observing that f ( x , 2 )=( x−2)2 , we see that the
minimum value of this function is f ( 2 , 2 )=0 and the maximum value is f ( 0 ,2 ) =4.

Finally, on L4 we have x=0 and

f ( 0 , y ) =2 y 0 ≤ y ≤ 2

With maximum value f (0 , 2)=4 and minimum value f (0 , 0)=0 . Thus, on the boundary, the
minimum value of f is 0 and the maximum is 9.

In step 3 we compare these values with the value f (1 ,1)=1 at the critical point and conclude

that the absolute maximum value of f on D is f (3 , 0)=9 and the absolute minimum value is
f (0 , 0)=f (2 ,2)=0.

5.10 Extreme values under constraint conditions: Lagrange’s multiplier

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Let f and g differentiable at (x 0 , y 0). Let c be the curve g ( x , y )=c that contains ( x 0 , y 0 ) .
Assume that c in smooth and that (x 0 , y 0) is not an end point of the curve. If grad g(x 0 , y 0) ≠ 0
and f has an extreme value on c at (x 0 , y 0) then there is a number λ such that grad
f ( x 0 , y 0 )= λ gradg( x0 , y 0 ). The number λ is called Lagranges Multiplier.

Example:- Let f ( x , y )=x 2+ 4 y 3 . Find the extreme values of f on the ellipse x 2+ 2 y 2 =1 and

points at which they occur.

Solution:-Let g ( x , y )=x 2 +2 y 2 so that the constraint is g ( x , y )=x 2 +2 y 2=1

Since grad f ( x , y )=2 xi+ 12 y 2 j

Grad g ( x , y )=2 xi+4 yj

Use these equations to find x , y constraint x 2+ 2 y 2 =1 ------------- (1)

gradf ( x , y )= λgradg(x , y)
2
2 xi+ 12 y j= λ(2 xi+ 4 yj)

2 x=λ(2 x ) ---------------- (2)

2
12 y =4 yλ --------------- (3)

By equation (2), either x=0∨λ=1

If x=0 from (1) y=±

1
√2 (
⇒ 0,
1
√2 ) 1
,(0 ,− )
√2
2 1
If λ=1 from (3) 12 y =4 y ⇒ y=0∨ y=
3

If y=0⇒ from (1) x=± 1⇒ ( 1 ,0 ) ,(−1, 0)

1
If y= ⇒ from (1) x=±
3
√ ⇒
3
7
( √37 , 13 ) ,( −3√ 7 , 13 )
∴ The extreme values of f occurs at

(0 , √12 )(0 ,− √12 ) ( 1 ,0 )(−1 , 0) ( √37 , 13 )( −3√ 7 , 13 )

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Now, ( √12 )=√ 2, f (0 ,− √12 )=−√2

f 0,

f ( 1 , 0 )=1=f (−1 , 0 ) ; f ( √37 , 13 )= 2725 =f ( −3√7 , 13 )

∴ The maximum value √ 2 occur at 0 , ( 1
√2 )
and minimum value occur at −√ 2 at 0 ,− ( 1
√2 )
Example:- Let f ( x , y )=3 x 2+ 2 y 2−4 y +1 Find the extreme values of f as x 2+ y 2=16.

Solution:-Let g ( x , y )=x 2 + y 2 ⇒ g ( x , y )=16

grad f ( x , y )=6 xi+ ( 4 y−4 ) j

grad g ( x , y )=2 xi+2 yj

Write the equation to find x , y constraint x 2+ y 2=16 ------------- (1)

grad f ( x , y )=λ grad g ( x , y ) 6 x=2 xλ ------------------ (2)

4 y−4=2 yλ -------------- (3)

from (2) ⇒ x=0∨λ=3

If x=0 ⇒ ¿ ( 1 ) y=± 4 ⇒ ( 0 , 4 ) ,(0 ,−4)

If λ=3 ¿ ( 3 ) 4 y −4=6 y ⇒ y=−2

If y=−2⇒ ¿ (1 ) x=± √ 12⇒ ( √ 12 ,−2 ) , (−√ 12 ,−2)

∴ The extreme values on the circle are ( 0 , 4 ) ( 0 ,−4 ) ( √ 12,−2 ) (−√ 12 ,−2)

f ( 0 , 4 ) =17 , f ( 0 ,−4 ) =49

f ( √ 12 ,−2 )=53=f (− √ 12 ,−2)

The maximum value is 53 and the minimum value is 17

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DEPARTMENT OF MATHEMATICS 105

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CHAPTER 6
6.1Double Integrals
Before starting on double integrals let’s do a quick review of the definition of a definite integrals

for functions of single variables. First, when working with the integral,
b

∫ f ( x ) dx
a

We think of x ' s as coming from the interval a ≤ x ≤ b . For these integrals we can say that we are
integrating over the intervala ≤ x ≤ b . Note that this does assume that a < b, however, if we have
b < a then we can just use the interval b ≤ x ≤ a .

Now, when we derived the definition of the definite integral we first thought of this as an area
problem. To find the area under the curve, break up the interval a ≤ x ≤ b into n subintervals of
¿
width ∆ x and choose a point, x i , from each interval as shown below,

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DEPARTMENT OF MATHEMATICS 106

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¿
Each of the rectangles has height of f (x i ) and we could then use the area of each of these
rectangles to approximate the area as follows.

A ≈ f ( x 1¿ ) ∆ x+ f ( x 2¿ ) ∆ x +…+ f ( x i¿ ) ∆ x +…+ f ( x n¿ ) ∆ x

To get the exact area we then take the limit as n goes to infinity and this is also the definition of
b n
the definite integral. ∫ f ( x ) dx= n→
lim ∑ f ( x i ) ∆ x
∞
¿

a i =1

In this section we want to integrate a function of two variables, f (x, y). With functions of one
variable we integrated over an interval (i.e. a one-dimensional space) and so it makes some
sense then that when integrating a function of two variables we will integrate over a region of
2
R (two dimensional space).

We will start out by assuming that the region in R2 is a rectangle which we will denote as
follows,
R = [a, b] × [c, d]
This means that the ranges for x and y are a ≤ x ≤ b and c ≤ y ≤ d .
Also, we will initially assume that f (x , y )≥ 0 although this doesn’t really have to be the case.
Let’s start with the graph of the surface S given by graphing f (x, y) over the rectangle R.

Now, just like with functions of one variable let’s not worry about integrals quite yet. Let’s first
find the volume of the region under S (and above the xy – plane of course). We will first
approximate the volume much as we approximated the area above. We will first divide a ≤ x ≤ b
into n subintervals and divide c ≤ y ≤ d into m subintervals. This will divide R into a series of

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DEPARTMENT OF MATHEMATICS 107

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¿
smaller rectangles and from each of these we will choose a point (x i ¿ ¿ ¿ , y j )¿ . Here is sketch

of this set up.

Now, over each of these smaller rectangles we will construct a box whose height is given by
¿
f (x i¿ ¿ ¿ , y j )¿ . Here is a sketch of that.

¿
Each of the rectangles has a base area of ∆ A and a height of f (x i¿ ¿ ¿ , y j )¿ so the volume of
¿
each of these boxes is f (x i¿ ¿ ¿ , y j )∆ A ¿. The volume under the surface S is then
approximately,
n m
V ≈ ∑ ∑ f (x i¿ ¿¿ , y j¿ )∆ A ¿
i=1 j=1

We will have a double sum since we will need to add up volumes in both the x and y directions.

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DEPARTMENT OF MATHEMATICS 108

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To get a better estimation of the volume we will take n and m larger and larger and to get the
exact volume we will need to take the limit as both n and m go to infinity. In other words,
n m
V = lim
n ,m → ∞
∑ ∑ f (x i ¿ ¿ ¿ , y j¿ )∆ A ¿
i=1 j=1

Now, this should look familiar. This looks a lot like the definition of the integral of a function of
single variable. In fact this is also the definition of a double integral, or more exactly an integral
of a function of two variables over a rectangle.

Here is the official definition of a double integral of a function of two variables over a
rectangular region R as well as the notation that we’ll use for it.
❑ n m
∬ f ( x , y ) dA=¿ ¿ lim ∑ ∑ f (x i ¿ ¿ ¿ , y j¿ )∆ A ¿
R n , m→ ∞ i =1 j=1

Note the similarities and differences in the notation to single integrals. We have two integrals to
denote the fact that we are dealing with a two dimensional region and we have a differential
here as well. Note that the differential is dA instead of the dx and dy that we’re used to seeing.
Note as well that we don’t have limits on the integrals in this notation. Instead we have the R
written below the two integrals to denote the region that we are integrating over.

Note that one interpretation of the double integral of f (x, y) over the rectangle R is the volume
under the function f (x, y) (and above the xy – plane). Or,
❑

Volume = ∬ f ( x , y ) dA
R

We can use this double sum in the definition to estimate the value of a double integral if we
¿
need to. We can do this by choosing (x i ¿ ¿ ¿ , y j )¿to be the midpoint of each rectangle. When
we do this we usually denote the point as(x i , y j) . This leads to the Midpoint Rule,
❑ n m

∬ f ( x , y ) dA ≈ ∑ ∑ f ( x i , y j ) ∆ A
R i=1 j =1

Iterated Integrals
In the previous section we gave the definition of the double integral. However, just like with the
definition of a single integral the definition is very difficult to use in practice and so we need to
start looking into how we actually compute double integrals. We will continue to assume that
we are integrating over the rectangle.
R = [a, b] × [c, d]
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DEPARTMENT OF MATHEMATICS 109

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We will look at more general regions in the next section.

The following theorem tells us how to compute a double integral over a rectangle.
Fubini’s Theorem

If f (x, y) is continuous on R = [a, b] × [c, d], then

❑ b d d b

∬ f ( x , y ) dA=∫∫ f ( x , y ) dy dx=∫∫ f ( x , y ) dx dy
R a c c a
These integrals are called iterated integrals.

Note that there are in fact two ways of computing a double integral and also notice that the
inner differential matches up with the limits on the inner integral and similarly for the out
differential and limits. In other words, if the inner differential is dy then the limits on the inner
integral must be y limits of integration and if the outer differential is dy then the limits on the
outer integral must be y limits of integration.
Now, on some level this is just notation and doesn’t really tell us how to compute the double
integral. Let’s just take the first possibility above and change the notation a little.

[ ]
❑ b d

∬ f ( x , y ) dA=∫ ∫ f ( x , y ) dy dx
R a c

d
We will compute the double integral by first computing ∫ f ( x , y ) dy and we compute this by
c
holding x constant and integrating with respect to y as if this were a single integral. This will give
a function involving only x’s which we can in turn integrate.

We’ve done a similar process with partial derivatives. To take the derivative of a function with
respect to y we treated the x’s as constants and differentiated with respect to y as if it was a
function of a single variable.

Double integrals work in the same manner. We think of all the x’s as constants and integrate
with respect to y or we think of all y’s as constants and integrate with respect to x.

Let’s take a look at some examples.

6.2 Double integrals over rectangular regions

Example1. Compute each of the following double integrals over the indicated rectangles
❑

(a) ∬ 6 x y 2 dA , R=[ 2, 4 ] ×[1 , 2]

R

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DEPARTMENT OF MATHEMATICS 110

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(b) ∬ {x 2 y2 +cos ( πx ) +sin (πy )}dA , R=[ −2 ,−1 ] ×[0 , 1]

R
❑
1
(c) ∬ 2
dA , R=[ 0 ,1 ] ×[1 , 2]
R (2 x+3 y )
❑

(d) ∬ [2 x−4 y3 ]dA , R=[ −5 , 4 ] ×[0 , 3]

R
❑

Solutions:- a) ∬ 6 x y dA , R=[ 2, 4 ] ×[1 , 2]

2

It doesn’t matter which variable we integrate with respect to first, we will get the same answer
regardless of the order of integration. To prove that let’s work this one with each order to make
sure that we do get the same answer.

Method 1:-In this case we will integrate with respect to y first. So, the iterated integral that we

❑ 4 2
need to compute is, ∬6 x y 2
dA=∫ ∫ 6 x y dy dx
2

R 2 1

When setting these up make sure the limits match up to the differentials. Since the dy is the
inner differential (i.e. we are integrating with respect to y first) the inner integral needs to have y
limits. To compute this we will do the inner integral first and we typically keep the outer integral
around as follows,
4

|
❑

∬6 x y dA=∫ (2 x y ) 2 dx
2 3

R 2 1
4
¿ ∫ ( 16 x−2 x ) dx
2
4
¿ ∫ 14 x dx
2
Remember that we treat the x as a constant when doing the first integral and we don’t do any
integration with it yet. Now, we have a normal single integral so let’s finish the integral by
computing this.

|
❑

∬ 6 x y 2 dA=¿ 7 x 2 42 =84 ¿
R

Method 2:-In this case we’ll integrate with respect to x first and then y. Here is the work for this
solution.

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DEPARTMENT OF MATHEMATICS 111

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❑ 2 4

∬6 x y 2
dA=¿ ∫ ∫ 6 x y dx dy ¿
2

R 1 2

2
¿ ∫ 3 x y 4 dy
1
2 2

2 |
2
¿ ∫ 36 y dy
2

¿ 12 y 2
3
|
1

= 84

Sure enough the same answer as the first solution.

So, remember that we can do the integration in any order.

❑

(a) ∬ {x 2 y2 +cos ( πx ) +sin (πy )}dA , R=[ −2 ,−1 ] ×[0 , 1]

R

In this case we will integrate with respect to x first.

❑ 1 −1

∬ {x y +cos ( πx ) +sin (πy )}dA=∫∫ { x y +cos ( πx ) +sin(πy )}dx dy

2 2 2 2

R 0 −2

0 3
1 3 2 1
π |
¿ ∫ [ x y +¿ sin ( πx )+ xsin(πy )] −1 dy ¿
−2
1
7 2
¿ ∫ [ y +¿ sin (πy )]dy ¿
0 3

7 3 1
¿ [ y − cos ( πy )] 1
9 π 0 |
7 2
¿ +
9 π
❑
1
(b) ∬ 2
dA , R=[ 0 ,1 ] × [ 1 ,2 ]
R (2 x+3 y )
In this case because the limits for x are kind of nice (i.e. they are zero and one which are often
nice for evaluation) let’s integrate with respect to x first. We’ll also rewrite the integrand to help
with the first integration.
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DEPARTMENT OF MATHEMATICS 112

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❑ ❑

∬ 1 2 dA=∬ (2 x+ 3 y )−2 dA
R (2 x+3 y ) R

2 1
¿ ∫ ∫ (2 x +3 y) dx dy
−2

1 0

2
¿∫ [
1
−1
2
(2 x +3 y ) ] 1 dy
−1

0 |
[ ]
2
1 1 1
¿− ∫ − dy
2 1 2+3 y 3 y

¿−
[
1 1
2 3
1
ln ( 2+3 y )− ln| y| 2
3 1 ]|
1
¿− ¿
6
❑

(c) ∬ [2 x−4 y3 ]dA , R=[ −5 , 4 ] ×[0 , 3]

R

For this integral we’ll integrate with respect to y first.

❑ 4 3

∬ [ 2 x −4 y 3 ] dA=¿ ∫ ∫ [ 2 x−4 y 3 ] dy dx ¿
R −5 0

4
¿ ∫ [2 xy− y ] 3 dx
−5
4

0 |
4
¿ ∫ [ 6 x−81 ] dx
−5

¿ [3 x −81 x ] 4
2

−5 |
¿−756

Remember that when integrating with respect to y all x’s are treated as constants and so as far
as the inner integral is concerned the 2x is a constant and we know that when we integrate
constants with respect to y we just tack on a y and so we get 2xy from the first term.

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As we saw in the previous set of examples we can do the integral in either direction. However,
sometimes one direction of integration is significantly easier than the other so make sure that you
think about which one you should do first before actually doing the integral.

The next topic of this section is a quick fact that can be used to make some iterated integrals
somewhat easier to compute on occasion.

Fact

integrating
If f ( x , y )=g ( x ) h ( y )∧we are rectangle R=[ a , b ] × [ c , d ] then
the
❑ ❑

∬ f ( x , y ) dA=¿ ∬ [ g ( x ) h ( y ) ] dA=¿ ¿ ¿
R R

So, if we can break up the function into a function only of x times a function of y then we can do
the two integrals individually and multiply them together.

Let’s do a quick example using this integral.

❑
π
Example 2 :-Evaluate∬ x cos ( y ) dA , R=[ −2 ,3 ] ×[0 ,
2
]
R 2

Solution:-Since the integrand is a function of x times a function of y we can use the fact.
❑

∬ x cos 2 ( y ) dA=¿ ¿
R
π /2
1 2
|1
¿ {[ x ] 3 }{ ∫ [ 1+cos ( 2 y ) ] dy }
2 −2 2 0

¿
[] [
5 1 1
{ y + sin ( 2 y ) } π /2
2 2 2 0 ]|
5π
¿
8
Exercise
a. Let R be the rectangular region bounded by the lines x = -1, x = 2, y = 0 and y = 2 then
❑

find ∬ x y dA
2

R
❑

b. Evaluate ∬ x dA , R=[ 1 ,2 ] ×[0 ,3]

R
❑

c. Evaluate ∬ 7 x y dA , R=[ 2 , 3 ] ×[1 , 2]

2

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DEPARTMENT OF MATHEMATICS 114

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d. Evaluate ∬ 3 x y dA , R= [ 1 , 3 ] ×[0 , 2]
2 3

R
❑
1
e. Evaluate ∬ 2
dA , R=[ 2 , 3 ] ×[0 ,1 ]
R (3 x−4 y)
❑

Evaluate ∬ x sin ( y ) dA , R= [−1 , 2 ] ×[0 , π ]

2 2
f.
R
❑

g. Evaluate ∬ ( 4 x −2 y ) dA , R=[ 0 , 1 ] ×[2 ,3]

2

Answers

9 133 −1 3 π −11
a .6 b . c . d .104 e . ( ln 5−ln3 ) f . g.
2 2 12 2 3

6.3 Double Integrals in Polar Coordinates

In this section we want to look at some regions that are much easier to describe in terms of polar
coordinates. For instance, we might have a region that is a disk, ring, or a portion of a disk or
ring. In these cases using Cartesian coordinates could be somewhat cumbersome. For instance
let’s suppose we wanted to do the following integral,
❑

∬ f ( x , y ) dA , D is the disk of radius 2

D

To this we would have to determine a set of inequalities for x and y that describe this region.

These would be,

−2 ≤ x ≤ 2

−√ 4−x 2 ≤ y ≤ √ 4−x2

With these limits the integral would become

❑ 2 √ 4 −x 2
∬ f ( x , y ) dA=¿ ∫ ∫ f ( x , y ) dy dx ¿
D −2 − √ 4− x2

Due to the limits on the inner integral this is liable to be an unpleasant integral to compute.

However, a disk of radius 2 can be defined in polar coordinates by the following inequalities,

0 ≤ θ ≤2 π

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DEPARTMENT OF MATHEMATICS 115

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0 ≤ r ≤2

These are very simple limits and, in fact, are constant limits of integration which almost always
makes integrals somewhat easier.

So, if we could convert our double integral formula into one involving polar coordinates we
would be in pretty good shape. The problem is that we can’t just convert the dx and the dy into
a dr and a dθ . In computing double integrals to this point we have been using the fact that dA =
dx dy and this really does require Cartesian coordinates to use. Once we’ve moved into polar
coordinates

dA ≠ dr dθ and so we’re going to need to determine just what dA is under polar coordinates.

Here is a sketch of some region using polar coordinates.

So, our general region will be defined by inequalities, α≤θ≤ β

h1 (θ)≤ r ≤ h2 (θ)

Now, to find dA let’s redo the figure above as follows,

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DEPARTMENT OF MATHEMATICS 116

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As shown, we’ll break up the region into a mesh of radial lines and arcs. Now, if we pull one of
the pieces of the mesh out as shown we have something that is almost, but not quite a
rectangle.

The area of this piece is ∆ A . The two sides of this piece both have length ∆ r =r 0 −r i where r 0
is the radius of the outer arc and r i is the radius of the inner arc. Basic geometry then tells us
that the length of the inner edge is r i ∆ θ while the length of the out edge is r 0 ∆ θ where ∆ θ is
the angle between the two radial lines that form the sides of this piece.

Now, let’s assume that we’ve taken the mesh so small that we can assume that r i ≈ r 0=r and
with this assumption we can also assume that our piece is close enough to a rectangle that we
can also then assume that,

∆ A≈r∆θ ∆r

Also, if we assume that the mesh is small enough then we can also assume that,

dA ≈ ∆ A dθ ≈ ∆θ dr ≈ ∆ r

With these assumes we then get dA ≈ r dr dθ

In order to arrive at this we had to make the assumption that the mesh was very small. This is not
an unreasonable assumption. Recall that the definition of a double integral is in terms of two
limits and as limits go to infinity the mesh size of the region will get smaller and smaller. In fact,
as the mesh size gets smaller and smaller the formula above becomes more and more accurate and
so we can say that,

dA=r dr dθ

Now, if we’re going to be converting an integral in Cartesian coordinates into an integral in polar
coordinates we are going to have to make sure that we’ve also converted all the x’s and y’s into
polar coordinates as well. To do this we’ll need to remember the following conversion formulas,
2 2 2
x=r cosθ y=r sinθ r =x + y

We are ready to write down a formula for the double integral in terms of polar coordinates.

❑ β h2 (θ )

∬ f ( x , y ) dA=∫ ∫ f ( rcosθ , rsinθ ) r dr dθ

D α h1 (θ )

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DEPARTMENT OF MATHEMATICS 117

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It is important to not forget the added r and don’t forget to convert the Cartesian coordinates in
the function over to polar coordinates.

Let’s look at a couple of examples of these kinds of integrals.

Example1 Evaluate the following integrals by converting them into polar coordinates.
❑

a. ∬ 2 xy dA ,D is the portion of the region between the circles of radius 2 and radius 5
D

centered at the origin that lies in the first quadrant.

❑

∬ e x + y dA ,D is the unit circle centered at the origin.

2 2

b.
D

Solution
❑
( a ) . ∬ 2 xy dA , D is the portion of the region between the circles of radius 2 and radius 5
D

centered at the origin that lies in the first quadrant.

First let’s get D in terms of polar coordinates. The circle of radius 2 is given by r = 2 and the circle
of radius 5 is given by r = 5. We want the region between them so we will have the following
inequality for r.

2 ≤r ≤ 5

Also, since we only want the portion that is in the first quadrant we get the following range of θ
’s.

π
0≤θ≤
2

Now that we’ve got these we can do the integral.

❑ π /2 5

∬ 2 xy dA= ∫ ∫ 2 ( rcosθ )( rsinθ ) r dr dθ

D 0 2

Don’t forget to do the conversions and to add in the extra r. Now, let’s simplify and make use of
the double angle formula for sine to make the integral a little easier.

❑ π /2 5

∬ 2 xy dA= ∫ ∫ r 3 sin ⁡(2 θ)dr dθ

D 0 2

π /2
¿ ∫ ¿¿
0
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DEPARTMENT OF MATHEMATICS 118

Applied II DEBREMARKOSUNIVERSITY
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π /2
609
¿∫ sin ( 2 θ ) dθ
0 4

¿[
−609
8
cos ( 2θ ) ] π /2
0 |
609
¿
4
❑
( b ) . ∬ e x + y dA ,D is the unit circle centered at the origin.
2 2

In this case we can’t do this integral in terms of Cartesian coordinates. We will however be able
to do it in polar coordinates. First, the region D is defined by,

0 ≤ r ≤1

0 ≤ θ ≤2 π

In terms of polar coordinates the integral is then,

❑ 2π 1

∬e dA=¿ ∫ ∫ r e dr dθ ¿
2 2 2
x +y r

D 0 0

Notice that the addition of the r gives us an integral that we can now do. Here is the work for
this integral.

❑ 2π 1

∬e dA=¿ ∫ ∫ r e dr dθ ¿
2 2 2
x +y r

D 0 0

2π
1 r
¿ ∫ [ e ¿ ] 1 dθ ¿
|
2

0 2 0
2π
1
¿ ∫ ( e−1 ) dθ
0 2

¿ π (e−1)

There is one more type of example that we need to look at before moving on to the next
section.

Sometimes we are given an iterated integral that is already in terms of x and y and we need to
convert this over to polar so that we can actually do the integral. We need to see an example of
how to do this kind of conversion.
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DEPARTMENT OF MATHEMATICS 119

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Example2 Evaluate the following integral by first converting to polar coordinates.

1 √ 1− y 2
∫∫ cos ( x + y ) dx dy
2 2

0 0

Solution

First, notice that we cannot do this integral in Cartesian coordinates and so converting to polar
coordinates may be the only option we have for actually doing the integral. Notice that the
function will convert to polar coordinates nicely and so shouldn’t be a problem.

Let’s first determine the region that we’re integrating over and see if it’s a region that can be
easily converted into polar coordinates. Here are the inequalities that define the region in terms of
Cartesian coordinates.
0≤ y≤1
0 ≤ x ≤ √ 1− y 2
Now, the upper limit for the x’s is,
x=√ 1− y 2
and this looks like the right side of the circle of radius 1 centered at the origin. Since the lower
limit for the x’s is x = 0 it looks like we are going to have a portion (or all) of the right side of the
disk of radius 1 centered at the origin.
The range for the y’s however, tells us that we are only going to have positive y’s. This means
that we are only going to have the portion of the disk of radius 1 centered at the origin that is in
the first quadrant.

So, we know that the inequalities that will define this region in terms of polar coordinates are
then,
π
0≤θ≤ 0 ≤ r ≤1
2
Finally, we just need to remember that,
dx dy=dA=r dr dθ
and so the integral becomes,
1 √ 1− y 2 π /2 1

∫∫ cos ( x + y ) dx dy= ∫ ∫ r cos ( r ) dr dθ

2 2 2

0 0 0 0

Note that this is an integral that we can do. So, here is the rest of the work for this integral.
1 √ 1− y 2 π /2

∫∫
0 0
cos ( x + y ) dx dy= ∫
2 2

0
1
2
2

0 |
sin ⁡(r ) 1 dθ
π /2
1
¿∫ sin ( 1 ) dθ
0 2

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DEPARTMENT OF MATHEMATICS 120

Applied II DEBREMARKOSUNIVERSITY
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π
¿ sin ⁡(1)
4

Exercise
a. Determine the volume of the region that lies under the sphere x 2+ y 2+ z 2=9 above the
plane z = 0 and inside the cylinder x 2+ y 2=5.
2 a √2 ax −x
2

b. Evaluate ∫ ∫ ( x 2 + y 2 ) dx dy by changing into polar coordinates.

0 0

c. If D is the part of the annulus 0< a2 ≤ x 2 + y 2 ≤ b2 lying in the first quadrant and below
❑ 2
y
the line y = x, evaluate ∬ 2
dA
D x
d. Find the volume of the solid lying in the first octant inside the cylinder x 2+ y 2=a2 and
under the plane z = y.
e. Suppose D is the region bounded by the circles r = 1, r = 2 and 0 ≤ θ ≤2 π , Find
❑

∬ ( 3 x+ 8 y 2) dA
D

f. Suppose D is the region bounded by the circles r = 0, r = 2 and 0 ≤ θ ≤2 π then evaluate

❑

∬ ( 4−x 2− y 2 ) dA
D

Answers
38 π 3 4−π 2 2
(a ¿ ( b ) a4 π ( c ) ( b −a ) ( d ) 1 a3
3 4 8 3

( e ) 30 π ( f ) 8 π

6.4 Double Integrals over General Regions

In the previous section we looked at double integrals over rectangular regions. The problem
with this is that most of the regions are not rectangular so we need to now look at the following
double integral,
❑

∬ f ( x , y ) dA Where D is any region

D

There are two types of regions that we need to look at. Here is a sketch of both of them.

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DEPARTMENT OF MATHEMATICS 121

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We will often use set builder notation to describe

these regions. Here is the definition for the region in Case 1
D= { ( x , y )|a ≤ x ≤ b , g 1 ( x ) ≤ y ≤ g 2 ( x ) }
and here is the definition for the region in Case 2.
D= { ( x , y )|h1 ( y )≤ x ≤ h 2 ( y ) , c ≤ y ≤ d }
This notation is really just a fancy way of saying we are going to use all the points, ( x, y) , in
which both of the coordinates satisfy the two given inequalities.
The double integral for both of these cases are defined in terms of iterated integrals as follows.
In Case 1 where D= { ( x , y )|a ≤ x ≤ b , g 1 ( x ) ≤ y ≤ g 2 ( x ) } the integral is defined to be
❑ b g2(x)

∬ f ( x , y ) dA=¿ ∫ ∫ f ( x , y ) dy dx ¿
D a g1(x)

In Case 2 where D= { ( x , y )|h1 ( y )≤ x ≤ h 2 ( y ) , c ≤ y ≤ d } the integral is defined to be

❑ d h2 ( y)

∬ f ( x , y ) dA=¿ ∫ ∫ f ( x , y ) dx dy ¿
D c h1 ( y)

Here are some properties of the double integral that we should go over before we actually do
some examples. Note that all three of these properties are really just extensions of properties of
single integrals that have been extended to double integrals.

Properties
❑ ❑ ❑
1.∬ {f ( x , y ) + g ( x , y ) }dA=∬ f ( x , y ) dA +∬ g ( x , y ) dA
D D D
❑ ❑
2.∬ c f ( x , y ) dA=¿ c∬ f ( x , y ) dA , where c is any constant . ¿
D D
3. If theregion D can be split ∈¿ two seperate regions D1∧D2 thenthe integral can be

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DEPARTMENT OF MATHEMATICS 122

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❑ ❑ ❑

written as ∬ f ( x , y ) dA=∬ f ( x , y ) dA +∬ f ( x , y ) dA
D D1 D2

Let us take a look at some examples of double integrals over general regions

Example 1 Evaluate each of the following integrals over the given region D.
❑

a. ∬ e x / y dA , D= {( x , y )|1≤ y ≤2 , y ≤ x ≤ y3 }
D
❑

b. ∬ (4 xy− y 3 )dA , D isthe region bounded by y=√ x∧ y=x 3

D
❑

c. ∬ (6 x 2−40 y)dA , D is thetriangle withvertices ( 0 , 3 ) , ( 1, 1 ) ,∧( 5 , 3 ) .

D
❑

Solutions:- a. ∬ e dA , D= { ( x , y )|1≤ y ≤2 , y ≤ x ≤ y3 }
x /y

Okay, this first one is set up to just use the formula above so let’s do that.
3

|
❑ 2 y 2
3
∬e x /y
dA=¿ ∫∫ e x / y dx dy=∫ y e x/ y y dy ¿
y
D 1 y 1

2
¿ ∫ [ y e −¿ ye ]dy ¿
2
y

¿ ( 12 e − 12 e y )|21= 12 e −2 e
y2 2 4

b. ∬ (4 xy− y )dA , D isthe region bounded by y=√ x∧ y=x

3 3

In this case we need to determine the two inequalities for x and y that we need to do the
integral. The best way to do this is the graph the two curves. Here is a sketch.

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DEPARTMENT OF MATHEMATICS 123

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So, from the sketch we can see that the two inequalities are

x ≤ y ≤ √x
3
0≤ x≤1

We can now do the integral

❑ 1 √x
∬ (4 xy− y )dA=¿∫∫ ( 4 xy− y 3)dy dx ¿
3

D 0 x3

|
1
1 4 √x
¿ ∫ (2 x y −¿
2
y ) 3 dx ¿
0 4 x
1
7 2 7 1 12
¿ ∫ ( x −¿ 2 x + x )dx ¿
0 4 4

❑
¿(
7 3 1 8 1 13 1 55
12
x− x + x ) =
4 52 0 156 |
c .∬ (6 x 2−40 y)dA , D is thetriangle withvertices ( 0 , 3 ) , ( 1, 1 ) ,∧( 5 , 3 ) .
D

We got even less information about the region this time. Let’s us start this off by sketching the
triangle.

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DEPARTMENT OF MATHEMATICS 124

Applied II DEBREMARKOSUNIVERSITY
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Since we have two points on each edge it is easy to get the equations for each edge and so we’ll
leave it to you to verify the equations.

Now, there are two ways to describe this region. If we use functions of x, as shown in the image
we will have to break the region up into two different pieces since the lower function is different
depending upon the value of x. In this case the region would be given by D=D 1 ∪ D 2 where

D1= { ( x , y )|0 ≤ x ≤1 ,−2 x +3 ≤ y ≤ 3 }

1 1
D2= { ( x , y )|1≤ x ≤ 5 , x + ≤ y ≤ 3 }
2 2

Note the ∪ is the “union” symbol just means that D is the region we get by combining the two
regions. If we do this then we’ll need to do two separate integrals, one for each of the regions.

To avoid this we could turn things around and solve the two equations for x to get,
−1 3
y=−2 x +3 ⇒ x= y+
2 2
1 1
y= x + ⇒ x=2 y−1
2 2
If we do this we can notice that the same function is always on the right and the same function
is always on the left and so the region is,
−1 3
D= { ( x , y )| y + ≤ x ≤ 2 y −1, 1 ≤ y ≤ 3 }
2 2
Writing the region in this form means doing a single integral instead of the two integrals we’d
have to do otherwise.
Either way should give the same answer and so we can get an example in the notes of splitting a
region up let’s do both integrals.

❑ ❑ ❑

Solution 1:- ∬ (6 x −40 y)dA=∬ (6 x −40 y)dA+∬ ( 6 x −40 y )dA

2 2 2

D D1 D2

1 3 5 3
¿∫ ∫ ( 6 x −40 y ) dydx +∫ ∫ ( 6 x 2−40 y ) dydx
2

0 −2 x+3 1 1 1
x+
2 2

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DEPARTMENT OF MATHEMATICS 125

Applied II DEBREMARKOSUNIVERSITY
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1
¿ ∫ (6 x y−20 y )¿
2 2

1 5 2
1 1
¿ ∫ [¿ 12 x −180+20(3−2 x) ]dx+∫ [−3 x +¿ 15 x −180+20 ( x+ ) ]dx ¿ ¿
3 2 3 2

0 1 2 2

[
¿ 3 x 4 −180 x −
10
3 ]
( 3−2 x )3 ¿

935
¿−
3

Solution 2:This solution will be a lot less work since we are only going to do a single integral.

❑ 3 2 y−1

∬ (6 x −40 y)dA=∫ ∫ ( 6 x 2−40 y ) dx dy

2

D 1 −1 3
y+
2 2

|
3 2 y−1
¿ ∫ (2 x −40 xy ) −1
3
3 dy
1 y+
2 2
3 3
−1 3
¿ ∫ [100 y−100 y +2(2 y−1) −¿ 2(
2 3
y + ) ]dy ¿
1 2 2

( )|
4
100 3 1 (
2 4 −1 3 3
¿ [50 y − y + 2 y−1 ) + y+ ]
3 4 2 2 1

935
¿−
3

Exercise

|
❑
a . ∬ xy dA , D={ ( x , y )|0 ≤ x ≤ 1 , x 2 ≤ y ≤ √ x }
D

|
❑
b . ∬ ( x +2 y ) dA , where Dis the region bounded by the parabolas y=2 x 2∧¿ ¿
D
2
y=1+ x

|
❑
c . ∬ x cosy dA , where D is bounded by y =0 , y=x 2 , ∧x=1
D

Answers

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DEPARTMENT OF MATHEMATICS 126

Applied II DEBREMARKOSUNIVERSITY
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1 32 1−cos 1
a. b. c.
12 15 2

6.5 Surface Areas

In this section we apply double integral to the problem of computing the area of a surface area.
We found the area of a very special type of surface – a surface of revolution – by the method of
single-variable calculus. Here we compute the area of a surface with equation z = f(x, y), the
graph of a function of two variables.
Let S be a surface with equation z = f(x, y), where f has
continuous partial derivatives. For simplicity in deriving
the surface area formula, we assume that f(x, y)≥ 0 and
the domain D of f is a rectangle. We consider a partition
P of D into small rectangles Rij with areas
∆ A ij =∆ x i ∆ y j. If ( x i , y j ) is the corner of Rij closet to
the origin, let Pij [x i , y j , f ( x i , y j ) ] be the point on S
directly above it. The tangent plane to S at Pij is an
approximation to S near Pij. So the area ∆ T ij of the part
of this tangent plane (a parallelogram) that lies directly
above Rij is an approximation to the area ∆ S ij of the
part of S that lies directly above Rij . Thus the sum
∑ ∑ ∆ T ij is an approximation to the total area of S, and this approximation appears to
improve as ‖P‖→ 0. Therefore, we define the surface area of S to be

m n (1)
A ( S )= lim ∑ ∑ ∆ T ij
‖ P‖ →0 i =1 j=1

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DEPARTMENT OF MATHEMATICS 127

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a=∆ x i i+ f x (x i , y j )∆ x i k

b¿ ∆ y j j+f y ( xi , y j )∆ y j k

and

| |
i j k
a × b= ∆ x i 0 f x (x i , y j)∆ x i
0 ∆ y j f y (x i , y j) ∆ y j

¿−f x ( x i , y j ) ∆ x i ∆ y j i−f y ( x i , y j ) ∆ x i ∆ y j j+ ∆ x i ∆ y j k

¿ [−f x ( x i , y j ) i−f y ( x i , y j ) j+ k ]∆ A ij

Thus √ 2 2
∆ T ij =|a × b|= [f x ( x i , y j ) ] +[f y ( x i , y j ) ] + 1 ∆ A ij

From definition 1 we then have

m n
A ( S )= lim
‖ P‖ →0
∑ ∑ ∆ T ij
i =1 j=1

m n
¿ lim
‖P‖→ 0
∑ ∑ √
i=1 j=1
2 2
[ f x ( x i , y j ) ] +[f y ( x i , y j ) ] +1 ∆ A ij

and by the definition of a double integral we get the following formula

The area of the surface with equation z = f(x, y), (x, y)∈ D , where f x and f y are
continuous, is
❑
A ( S )=∬ √ [f x ( x , y ) ]2+[f y ( x , y )] 2+1 dA
D
Example 1 Find the surface area of the part of the surface z=x 2 +2 y that lies above the
triangular region T in the xy-plane with vertices (0, 0), (1, 0), and (1, 1).

Solution

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DEPARTMENT OF MATHEMATICS 128

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Figure 1
Figure 2

The region shown in figure 1 and is described by T = { ( x , y )| 0≤ x ≤ 1 , 0 ≤ y ≤ x }

Using surface area formula with f ( x , y )=x 2+ 2 y , we get

❑ 1 x
A=∬ √(2 x)2 +(2)2 +1 dA = ∫ ∫ √4 x 2+5 dy dx
T 0 0

|
1
1 2 1
¿ ∫ x √ 4 x +5 dx = . (4 x +5) 1 = (27−5 √ 5)
2 2 3/2

0
8 3 0 12

Figure 2 shows the portion of the surface whose area we have just computed.
Example 2:-
Find the area of the part of the paraboloid z=x 2 + y 2 that lies under the plane z = 9.
Solution:-The plane intersects the paraboloid in the circle x 2+ y 2=9, z = 9.
Therefore, the given surface lies above the disk D with center the origin and radius 3.

Using the surface area formula, we obtain

❑ ❑
A=∬ √ (2 x)2 +(2 y)2 +1 dA=∬ √ 4 ( x 2+ y 2 ) +1 dA
D D

Converting to polar coordinates, we obtain

2π 3 2π 3
1
A=∫ ∫ √ 4 r +1 rdrdθ=∫ dθ∫ √
2 2
4 r +1 ( 8 r ) dr
0 0 0 0 8

¿2π ( 18 ) 23 (4 r +1 ) |30= π6 (37 √ 37−1)

2 3/ 2

Exercise
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DEPARTMENT OF MATHEMATICS 129

Applied II DEBREMARKOSUNIVERSITY
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i. Let R be the rectangular region bounded by the lines x = 0, x = 3, y = 0, and y = 2 and let
2 3/ 2
f ( x , y )= x , find surface area over the region R.
3
ii. Find surface area S of the portion of the paraboloid z=4−x2 − y 2 that lies above xy
plane.
iii. Find the surface area S of the portion of the paraboloid z=9−x 2− y 2 above xy plane.
iv. Find the surface area S of the portion of the paraboloid z=9−x 2− y 2 above the plane
z=5
Answers

28 1 3 /2 π 3 /2
i. ii . π (17 −1) iv . (17 −1)
3 6 6

6.6 TRIPLE INTEGRALS

Fubini’s Theorem for Triple Integrals

If f is continuous on the rectangular box B = [ a , b ] × [ c , d ] × [ r , s ] ,then

❑ s d b

∭ f ( x , y , z ) dV =∫∫∫ f ( x , y , z ) dx dy dz
B r c a

The iterated integral on the right side of Fubini’s Theorem means that we integrate first with
respect to x (keeping y and z fixed), then we integrate with respect to y (keeping z fixed), and
finally we integrate with respect to z.
❑

Example 1 Evaluate the triple integral ∭ xy z dV where B is the rectangular box given by
2

B= { ( x , y , z )|0 ≤ x ≤ 1,−1≤ y ≤2 , 0 ≤ z ≤ 3}

Solution:We first integrate with respect x, then y, and then z, we obtain

3 2 1 3 2

|
❑ 2 2
x y z x=1
∭ xy z dV =∫ ∫ ∫ xy z dx dy dz=∫∫ [
2 2
2
]
x=0
dy dz
B 0 −1 0 0 −1

3 2 3

|
2 2 2
yz y z
¿ ∫∫ [ ]dy dz=∫ [ ] y=2 dz
0 −1 2 0 4 y=−1

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DEPARTMENT OF MATHEMATICS 130

Applied II DEBREMARKOSUNIVERSITY
______________________________________________________________________________

[ ]|
3 2 3
3z z z=3 27
¿∫ [ ]dz= =
0 4 4 z=0 4

Exercise
1 z y
Evaluate ∫ ∫ ∫ xyz dx dy dz
0 0 0

π 2 √ 4 −z2
i. Evaluate ∫ ∫ ∫ z siny dx dz dy
0 0 0

1 x x+ y
ii. Evaluate ∫ ∫ ∫ (z−2 x− y )dz dy dx
−1 0 x− y
❑

iii. Evaluate ∭ yz dV , where E={ ( x , y , z )|0 ≤ z ≤ 1 , 0≤ y ≤ 2 z , 0≤ x ≤ z +2 }

E

Answers

1 16 7
i. ii . iii. 0 iv .
48 3 5

6.7Applications of Triple Integrals

Volume
b
We know that if f(x)≥ 0, then the single integral ∫ f ( x ) dx represents the area under the curve
a
❑

y = f(x) from a to b, and if f (x , y )≥ 0 , then the double integral ∬ f ( x , y ) dA represents the

D

volume under the surface z = f(x, y) and above D. The corresponding interpretation of a triple
❑

integral∭ f ( x , y , z ) dV , where f (x , y , z)≥0 , is not very useful because it would be the

E

“hypervolume” of a four dimensional object and, of course that is impossible to visualize.

(Remember E is just the domain of the function f; the graph of f lies in four dimensional space).
❑

Nonetheless, the triple integral ∭ f ( x , y , z ) dV can be interpreted in different ways in

E

different physical situations, depending on the physical interpretations of x, y, z and f(x, y, z).

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DEPARTMENT OF MATHEMATICS 131

Applied II DEBREMARKOSUNIVERSITY
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Let us begin with the special case where f(x, y, z) = 1 for all points in E. Then the triple integral
does represents the volume of E:
❑
V ( E )=∭ dV
E

Example 1 Use a triple integral to the volume of the tetrahedron T bounded by the planes

x +2 y+ z =2 , x=2 y , x=0 ,∧z=0.

Solution

The tetrahedron T and its projection D on the xy-plane are shown in the following figures. The
lower boundary of T is the plane z = 0 and the upper boundary is the plane x +2 y+ z =2, that is,
z=2−x−2 y . Therefore, we have

Figures 12, 13 page 851

❑ 1 1− x/ 2 2−x−2 y
V ( T )=∭ dV =∫ ∫ ∫ dz dy dx
T 0 x /2 0

1 1−x /2
1
¿∫ ∫ ( 2−x−2 y ) dy dx=
0 x/ 2 3

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DEPARTMENT OF MATHEMATICS 132