ST208: Mathematical Methods

Term 1

Martyn Parker
Martyn.Parker@warwick.ac.uk
MSB: 1.13
Title page image Yang Hui triangle using rod numerals, as depicted in a publication of Zhu Shijie in 1303 AD.
Available via https://commons.wikimedia.org/wiki/File:Yanghui_triangle.gif. Image licence: This
work is in the public domain and is free for reuse.

Historical note Yang Hui’s triangle is actually ‘Pascal’s triangle’, named after French mathematician Blaise
Pascal. Although named after Pascal, the triangle had been studied centuries earlier in India, Persia, China,
and parts of Europe. It is impossible to give a definite answer to the first occurrence of this mathematical object.
Nevertheless, there is evidence to suggest knowledge of particular properties of the triangle in 2 BC.

Further reading C.F. Boyer, A history of mathematics , Wiley, 1968.

Page ii
Module Introduction and Information

C ONTACT I NFORMATION

Martyn Parker
Martyn.Parker@warwick.ac.uk
MSB: 1.13

The module web-page https://go.warwick.ac.uk/st208 contains full module details and information. (Note,
you may be asked for your Warwick sign-on to view this page.)
These notes are designed to be a self-contained study resource that you must use in conjunction with the lectures,
tutorials and online resources. The notes contains gaps that you must complete. The nature of the gaps indicates
how you will typically complete them.

Examples We will complete these together during class.

Questions We may complete some or all of these during class. Those questions that are not completed during
class you must complete as part of your independent study.
Proofs and other gaps We will typically complete these together during class.

Each chapter contains a summary and consolidation questions. The consolidation questions are designed for
when you have finished working through a chapter and typically require deeper thought to complete.

Acknowledgements These lecture notes are closely based on those of the module’s previous lecturers, Adam
Johansen, David Croydon, Heather Humphries (which were typeset by Iain Carson) and Paul Jenkins. Respon-
sibility for any errors is mine.
C HAPTER 1
P RELIMINARIES
1.1 C HAPTER SUMMARY

This chapter covers four topics.

Subsets of R2 . This section examines sketching (quickly and efficiently) subsets of R2 defined by constraints
such as bounding curves and inequalities. Deciding whether sets are closed, bounded or compact in R2 . Specif-
ically, a set is:

. closed if it contains its own boundary, or if any point in its complement can be surrounded by a disc of suitably
small radius (" > 0) which also lies in the complement;
. bounded if it could be contained completely within a circle, centre at the origin, of sufficiently large radius;
. compact if it is both closed and bounded.

Inverse images. Consider a function f : A ! B , where a maps to f (a) = b . This may be injective (into),
surjective (onto), neither or both. A bijective function f (i.e. one that is both injective and surjective and hence
mapping exactly one element of A to each element of B ) has a related inverse function f °1 , which is defined as
the function f °1 such that if f (a) = b , then f °1 (b) = a . If f is not bijective, then we might still be interested in
which point(s) of A map to a particular point b 2 f (A) µ B , where f (A) is the image of A under f . The preimage,
inverse image or pull-back of the subset X of B is defined to be f °1 (X ) = {a 2 A : f (a) 2 X }.

Partial derivatives. A function f : R ! R is differentiable at x if

f (x + h) ° f (x)
lim
h!0 h

exists. The limit is written f 0 (x) and f "(x) is called the derivative of f at x .
Consider f : U (µ Rn ) ! Rm , with particular attention to the cases when (i) m = 1 and (ii) n = 2 and m = 1. Consider
the specific case in (ii); that is, f : R2 ! R, what is the derivative of f at (a, b) 2 R2 ? In this case, there are two
natural functions to consider x 7! f (x, b), since b is constant, the standard approach permits differentiation with
@f
respect to x to give (a, b) or f x (a, b). In a similar manner, the standard approach applied to y 7! f (a, y) gives
@x
@f
(a, b) or f y (a, b). In the case f : Rn ! R, define
@y

@f f (x 1 , . . . , x i °1 , x i + h, x i +1 , . . . , x n ) ° f (x)
(x) = lim
@x i h!0 h

where x = (x 1 , . . . , x n ). Finally, in the general case, where f (x) = ( f 1 (x, . . . , f m (x)), this approach yields a matrix, J,
of partial derivatives where the entries are
@ fi
J|i j = .
@x j

Calculating determinants. Theoretical consideration simplify determinant computation through the following
approaches.

. subtracting a multiple of one row (column) from another,

. taking out a common factor from any row (column),
. recognising upper triangular, lower triangular or diagonal matrices,
. choosing the best row (column) to expand along,
. using block matrices where appropriate,
. identifying rows or columns which can be expressed as linear combinations of other rows or columns, respec-
tively.

1. Preliminaries Page 2
1.2 P RELIMINARIES

C HAPTER OUTCOMES

At the end of the chapter you should be familiar with and be able to:

. Sketch subsets of R2 and select appropriate techniques to determine if subsets of R2 are closed,
bounded or compact.
. Determine the pre-image (or pullback) of a given set.
. Compute partial derivatives in a range of situations.
. Apply appropriate theory to calculate determinants.

In order to be able to define properly the concepts of integration and differentiation in higher dimensions, we need
to gather and revise some ideas about sets and functions. The purpose of this chapter is to revise these topics.

S UBSETS OF R2

We will need to be able to sketch, quickly and efficiently, simple subsets of R2 defined by constraints such as
simple bounding curves and simple inequalities. We also need to be able to decide whether our sets are closed,
bounded or compact. We will meet the formal definitions of these terms in the Chapter 6 (on metric spaces); for
now, it will be enough to say that a set is:

. closed if it contains its own boundary, or if any point in its complement can be surrounded by a disc of suitably
small radius (" > 0) which also lies in the complement;
. bounded if it could be contained completely within a circle, centre at the origin, of sufficiently large radius;
. compact if it is both closed and bounded. (This is adequate if we restrict our attention to Rn ; it is not correct in
more general metric spaces.)

There is an equivalent statement for closed sets. A set X µ Rn is closed if, and only if, the limit of every convergent
sequence in X belongs to X .

Example 1.2.1.

Sketch the following subsets of R2 , and decide if they are closed, if they are bounded and if they are
compact.

1. {(x, y) 2 R2 : x + y ∏ 1, x 2 + y 2 < 1},

2. {(x, y) 2 R2 : x 2 + y 2 ∏ 1, |x| + |y| < 2},
3. {(x, y) 2 R2 : |x| + |y| ∏ 1, max{|x|, |y|} ∑ 1},

S OLUTION :
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Question 1.2.2.

Sketch the following subsets of R2 , and decide if they are closed, if they are bounded and if they are
compact.

1. Preliminaries Page 3
 1. A 1 = {(x, y) 2 R2 : x + y ∏ 1},
2. A 2 = {(x, y) 2 R2 : x + y ∏ 1, x 2 + y 2 ∑ 1},
3. A 3 = {(x, y) 2 R2 : y = 0, x ∑ 0},
4. A 4 = {(x, y) 2 R2 : x 2 + y 2 ∏ 3, x 2 + 4y 2 ∑ 4},
5. A 5 = ([0, 1] £ [0, 1]) \ (Q £ Q),
6. A 6 = {(x, y) 2 R2 : x 2 = y 2 },
7. A 7 = {(x, y) 2 R2 : x 2 ∑ y},
8. A 8 = {(x, y) 2 R2 : x 2 ∑ y ∑ 1},
9. A 9 = {(x, y) 2 R2 : |x| ∑ 1, 0 ∑ y 2 < 1},
10. A 10 = {(x, y) 2 R2 : |x| + |y| ∏ 1, |y| ∑ 2},
11. A 11 = {(x, y) 2 R2 : x 2 + y 2 ∑ 1, x 2 Q},
12. A 12 = {(x, y) 2 R2 : x ° y ∏ 0, x 2 + y 2 ∑ 1},

S OLUTION :
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I NVERSE IMAGE OF A FUNCTION

Consider a function f : A ! B , a 7! f (a) = b . This may be injective (into), surjective (onto), neither or both. A
bijective function f (i.e. one that is both injective and surjective and hence mapping exactly one element of A to
each element of B ) has a related inverse function f °1 , which is defined as the function f °1 such that if f (a) = b ,
then f °1 (b) = a .
If f is not bijective, then we might still be interested in which point(s) of A map to a particular point b 2 f (A) µ B ,
where f (A) is the image of A under f . The preimage, inverse image or pull-back of the subset X of B is defined
to be
f °1 (X ) = {a 2 A : f (a) 2 X }.
In particular,
f °1 ({b}) = {a 2 A : f (a) = b},
which is often referred to as the fibre of b .

Example 1.2.3.

Let f : R2 ! R, (x, y) 7! 1 + x 2 + y 2 . Find f °1 ((0, 1)), and sketch f °1 ([0, 2] [ [5, 10]).

S OLUTION :
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 Question 1.2.4.

1. Let f : R2 ! R, (x, y) 7! x 2 + y 2 . Find f °1 ([1, 4]), f °1 ({°4}), f °1 ([°4, 1]), f °1 (Z).

2. Let f : R2 ! R2 , (x, y) 7! (x 2 + y 2 , x y). Sketch f °1 ([1, 4] £ [0, 1]).
3. Let f : R2 ! R2 , (x, y) 7! (y, x 2 + y 2 ). Find f °1 (R £ {°1}), and sketch f °1 ([0, 1] £ [1, 2]).
4. Let f : R ! R2 , x 7! (|x|, x). Show f °1 ({1} £ R) = {°1, 1}, and find f °1 ([0, 2] £ [°1, 1]), f °1 ([°1, 1] £ [0, 2]).
5. Let f : R2 ! R, (x, y) 7! max{|x|, |y|}. Sketch f °1 ([°1, 1] [ [2, 4]).
6. Let f : R2 ! R, (x, y) 7! |x| + 2|y|. Find f °1 ({°1}), and sketch f °1 ({1}), f °1 ( f ({1} £ R)).

S OLUTION :
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 PARTIAL DERIVATIVES

A function f : R ! R is differentiable at x if the limit

f (x + h) ° f (x)
lim
h!0 h

exists. Write f 0 (x) for the limit and called this the derivative of f at x . For functions with a graph we have

Consider f : U (µ Rn ) ! Rm , what is the ‘derivative of f ’? For the moment, we specialise to Rn ! R and for the
moment consider n = 2. This simplification permits graphical motivation, in particular, the question is: what is the
derivative of f at a point (a, b)? The general question must wait until Chapter 4. Graphically, near (a, b) the graph
of the function is

Observe that if we slice through (a, b) parallel to the x and y -axes, the result is the graph of two related functions
which map R ! R. Parallel to the x -axis the graph of x 7! f (x, b) is

@f
Differentiating the function x 7! f (x, b)in the normal way one obtains (a, b), which we abbreviate as f x (a, b).
@x
Parallel to the y -axis the graph of y 7! f (a, y) is

@f
Differentiating the function x 7! f (a, y)in the normal way one obtains (a, b), which we abbreviate as f y (a, b).
@y
In the case f : Rn ! R, define

@f f (x 1 , . . . , x i °1 , x i + h, x i +1 , . . . , x n ) ° f (x)
(x) = lim
@x i h!0 h

1. Preliminaries Page 7
where x = (x 1 , . . . , x n ). Finally, in the general case, where f (x) = ( f 1 (x, . . . , f m (x)), this approach yields a matrix, J,
of partial derivatives where the entries are
@ fi
J|i j = .
@x j
Return to the general question, finding partial derivatives is only the first step in determining the derivative of
f : U (µ Rn ) ! Rm .

Example 1.2.5.

x
Let f : R2 ! R, (x, y) 7! f (x, y) be given by f (x, y) = . Find f x , f y , and any points where
1 + x2 + y 2
f x = f y = 0.

S OLUTION :
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Question 1.2.6.

1. Let f : R2 ! R, (x, y) 7! f (x, y) be as given below. Find f x , f y , and any points where f x = f y = 0.
a) f (x, y) = x 3 + 6 ° y 3 ° 2x y ,
b) f (x, y) = 6x 2 ° 2x 3 + 3y 2 + 6x y ,
c) f (x, y) = x 3 + y 3 + 3x 2 ° 3y 2 ° 8,
d) f (x, y) = x 4 ° 8x 2 + 3y 2 ° 6y ,
e) f (x, y) = 6x ye °(2x+3y) ,
1
f) f (x, y) = x + 8y + . Note, here, f : (R \ 0)2 ! R,
xy
2 °y 2
g) f (x, y) = x ye °x
2. Let f : R3 ! R, (x, y, z) 7! f (x, y, z) be as given below. Find f x , f y , f z , and any points where f x = f y =
f z = 0.
a) f (x, y, z) = x 2 y + y 2 z + z 2 ° 2x ,
b) f (x, y, z) = x y z ° x 2 ° y 2 ° z 2 ,
c) f (x, y, z) = 4x y z ° x 4 ° y 4 ° z 4 .

S OLUTION :
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C ALCULATING DETERMINANTS

The purpose of this section is to apply theoretical properties to simplify the determinant computations. The
determinant of a matrix is a function from the space of square matrices to R; that is, the determinant of a matrix
A , written det A or |A| is a number, or expression, that depends on the elements of A . The determinant possesses
properties that simplify its computation, for example,

. subtracting a multiple of one row (column) from another,

. taking out a common factor from any row (column),
. recognising upper triangular, lower triangular or diagonal matrices,
. choosing the ‘best’ row (column) to expand along,
. using ‘block’ matrices where appropriate,
. identifying rows or columns which can be expressed as linear combinations of other rows or columns, respec-
tively.

Question 1.2.7.

Compute the determinants of the following matrices

0 1
2 1 1
1. @ 1 1 1 A
2 2 2
0 1
2 1 1
2. @ 0 1 2 A
0 0 1
0 1
2 1 2
3. @ 0 1 0 A
2 0 1
0 1
2 1 0
4. @ 2 2 0 A
0 0 1

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 0 1
4 2 4
5. @ 0 1 0 A
2 0 1
0 1
0 1 0 0
B 0 1 0 5 C
B
6. @ C
0 2 1 6 A
1 2 6 1

S OLUTION :
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Chapter outcomes

Having reviewed the material and completed the assessment (formative and summative) material, you
should be able to:

. Sketch subsets of R2 and select appropriate techniques to determine if subsets of R2 are closed,
bounded or compact.
. Determine the pre-image (or pullback) of a given set.
. Compute partial derivatives in a range of situations.
. Apply appropriate theory to simplify determinant calculations.

1. Preliminaries Page 10