Enginnering Calculus All Notes Combined

Engineering Calculus-EMAT101L
(Lecture-1)
Real Number System
School of Engineering and Applied Sciences

Department of Mathematics
Bennett University
2021
Lecture-1 ( Real Number System) Engineering Calculus 1 / 13

To get maximum benefit from this course
To get maximum benefit from this course here are my suggestions:

Be interactive.
Understanding of mathematical concept is the best achieved by discussions.
Revised the topics discussed.
Doing the exercises yourself, is very useful thing in strengthening concepts.

Books
Texts
1 Maurice D. Weir and Joel Hass, Thomas’ Calculus, 12th Edition, Pearson Education India,
2016.
2 K. A. Ross, Elementary Analysis: The Theory of Calculus, 2nd Edition, Springer, 2013.
References
1 S. R. Ghorpade and B. V. Limaye, An Introduction to Calculus and Real Analysis, Springer
India, 2006.
2 James Stewart, Calculus, 7th Edition, Brooks Cole Cengage Learning, 2012.
3 Bartle and Shebert, Introduction to Real Analysis, 4th Edition, Wiley, 2014.
4 Erwin Kreyszig, Advanced Engineering Mathematics, 10th edition, Wiley, 2010.

Aim of the course
Aim of the course

To understand all the basic fundamental definitions of Calculus.
To identify the convergence or divergence of a wide class of sequence/series.
To develop the fundamental ideas of the differential and integral calculus to functions of one
variable.
To understand the concepts of the differential and integral calculus to functions of

multivariable.
To develop the problem-solving skills related to limit, continuity, differentiation, integration etc.
using some computational software packages

Learning Outcome of the Lecture
We learn
What Is Calculus?
Practical Applications of calculus,
Real Number System
Real Number R,
Intervals,
Neighbourhood of a point.

What Is Calculus? Definition and Practical Applications
What Is Calculus?
Calculus is a branch of mathematics that involves the study of rates of change.
Gottfried Leibniz and Isaac Newton, 17th-century mathematicians, both invented
calculus independently. Newton invented it first, but Leibniz created the notations that
mathematicians use today.
There are two types of calculus: Differential calculus determines the rate of change of
a quantity, while integral calculus finds the quantity where the rate of change is known.
Practical Applications
Calculus has many practical applications in real life.
calculus is used to help define, explain, and calculate motion, electricity, heat, light.
calculus is used to check answers for different mathematical disciplines such as
statistics, analytical geometry, and algebra.

Real Number System
1.jpg
Real Number System
3.jpg
Real Line (R)
Definition
A real number line, allows us to visually display real numbers by associating them with unique
points on a line. To construct a real number line, draw a horizontal line with arrows on both ends to
indicate that it continues without bound.
2.jpg
Absolute Value of a real number

The absolute value of a real number a, denoted |a|, is defined as the distance between zero (the
origin) and the graph of that real number on the number line. Since it is a distance, it is always
positive. For example, | − 4| = 4 and |4| = 4
Note: In general distance between two real numbers a and b is |a − b|

Intervals
Definition
A (real) interval is a set of real numbers that contains all real numbers lying between any two
numbers of the set.
Open Interval
If a and b are two real numbers such that a < b, then the set
{x ∈ R : a < x < b}
consisting of all real numbers between a and b (excluding a and b) is called an open interval and is
denoted by (a, b).
Closed Interval
The set
{x ∈ R : a ≤ x ≤ b}
consisting of a, b and all real numbers between a and b is called an closed interval and is denoted
by [a, b].

Intervals
Half open Interval (Half closed Interval)

[a, b) = {x ∈ R : a ≤ x < b}, (a, b] = {x ∈ R : a < x ≤ b}
Infinite open interval

(a, ∞) = {x ∈ R : x > a} (−∞, a) = {x ∈ R : x < a}
Infinite closed interval

[a, ∞) = {x ∈ R : x ≥ a} (−∞, a] = {x ∈ R : x ≤ a}
The set R
R = (−∞, ∞)

Neighbourhood of a point
δ neighbourhood of a point
Let a ∈ R and δ > 0. Then the δ neighbourhood of a defined as
(a − δ, a + δ) = {x ∈ R : a − δ < x < a + δ}
=⇒ Nδ (a) = (a − δ, a + δ) = {x ∈ R : |x − a| < δ}
deleted neighbourhood of a point

If from the δ neighbourhood of a point, the point itself excluded, then we get the deleted
neighbourhood of a point.
Nδ (a) − {a} = (a − δ, a + δ) − {a} = {x ∈ R : 0 < |x − a| < δ}

Limit point of a set
Limit Point
A real number b ∈ R is a limit point of a set S(⊆ R) if every neighbourhood of b contains at-least
one member of S other than b.
Note:
The set of all limit point of a set S denoted by S 0
A limit point of a set may or may not be member of the set.
Example:1
Let S = R. Then S 0 = R.
Example:2
Let S = {1, 2, 3, 4}. Then S has no limit point.
Example:3
1
: n ∈ N . Then S 0 = {0}.

Let S = n
Here limit point is not a member of the set.
Example:1
Let S = (a, b), a, b ∈ R. Then S 0 = [a, b].
(Lecture-2)
Real Number System

Bennett University
2021
Lecture-2 ( Real Number System) Engineering Calculus 1/8

We learn
Real Number System
Neighbourhood of a point.
Bounded and Unbounded sets,
Supremum and Infimum,
Completeness property of R,
Archimedean Property of R.

Neighbourhood of a point
δ neighbourhood of a point
Let a ∈ R and δ > 0. Then the δ neighbourhood of a defined as
(a − δ, a + δ) = {x ∈ R : a − δ < x < a + δ}
=⇒ Nδ (a) = (a − δ, a + δ) = {x ∈ R : |x − a| < δ}
deleted neighbourhood of a point

If from the δ neighbourhood of a point, the point itself excluded, then we get the deleted
neighbourhood of a point.
Nδ (a) − {a} = (a − δ, a + δ) − {a} = {x ∈ R : 0 < |x − a| < δ}

Bounded and Unbounded sets
Bounded above
A subset S of real numbers is said to be bounded above if ∃ a real number K such that every
member of S is less than or equal to K, i.e,
x≤K x ∈ S.
The number K is called an upper bound of S.
Note: If no such K exists, the set S is said to be unbounded above or not bounded above.
Bounded below
A subset S of real numbers is said to be bounded below if ∃ a real number k such that every
member of S is greater than or equal to K, i.e,
x≥K x ∈ S.
The number k is called an lower bound of S.
Note: If no such k exists, the set S is said to be unbounded below or not bounded below.
Bounded
A subset S of real numbers is said to be bounded if it is bounded above as well as bounded below.

Example of bounded and Unbounded sets
Example of bounded Set

Let S = (5, 6).
Lower bounds of S = (−∞, 5]. So S is bounded below.
Upper bounds of S = [6, ∞). So S is bounded above.
Thus S is bounded.
Note: Every finite set of numbers is bounded
Example of unbounded Set

Let S = {x ∈ R : x > 2}.
Lower bounds of S = (−∞, 2]. So S is bounded below.
But S has no upper bounds. So S is not bounded above.
Thus S is unbounded.
Note: The set Z, Q, R are not bounded

Bounded and Unbounded sets: Supremum, Infimum
Supremum or least upper bound (l.u.b)

Let S be a nonempty subset of R. Then M ∈ R is said o be supremum or least upper bound of S if
it satisfies the conditions:
M is an upper bound of S and
if M 0 is another upper bound of S, then M ≤ M 0
Note: Supremum of S denoted by sup S
Infimum or greatest lower bound (g.l.b)

Let S be a nonempty subset of R. Then m ∈ R is said o be infimum or greatest lower bound of S if
it satisfies the conditions:
m is an lower bound of S and
if m0 is another lower bound of S, then m ≥ m0
Note: Infimum of S denoted by inf S

Note: Supremum and infimum of a set may not belong to the set.

Example: Find the supremum and infimum of the following sets
Example:1
Let S = {2, 4, 6, 8, 10}.
Lower bounds of S = (−∞, 2] and inf S= 2.
Upper bounds of S = [10, ∞) and sup S= 10.
Note: Here sup S and inf S exist and belong to the set.
Example: 2
1
Let S = { n : n ∈ N}.
Upper bounds of S = [1, ∞) and sup S= 1.
Note: Here sup S exist and belong to the set. inf S exist but does not belongs to the set.
Example: 3
Let S = {x ∈ R : x > 0}.
But it has no upper bounds. So sup S does not exist.
Note: Here sup S does not exist.

Completeness property and Archimedean property of R
least upper bound property

Every nonempty subset S of R which is bounded above has a least upper bound i.e sup S exit.
Greatest lower bound property

Every nonempty subset S of R which is bounded below has a greatest lower bound i.e inf S exit.
Archimedean property
1
For any > 0, there ∃ a natural number n, such that n
< .

(Lecture-3)
Sequence

Bennett University
2021
Lecture-3 (Sequence) Engineering Calculus 1/7

Sequence
Definition
A mapping f : N → R is said to be a sequence in R or a real sequence.
Note:
• A sequence f is generally denoted by the symbol {f (n)}∞ n=1 . Simply we can write {f (n)}.
• Here f (n) is the nth element of the sequence.
• The symbols like {un }, {vn }, {xn } etc. shall also be used to denote a sequence.
Examples:
1 Let f : N → R be defined by f (n) = n. Then the sequence is {n} = {1, 2, 3, ...}
n n
2 Let f : N → R be defined by f (n) = n+1
. Then the sequence is { n+1 } = { 12 , 23 , 43 , ...}
nπ
3 Let f : N → R be defined by f (n) = sin 2 . Then the sequence is
{sin nπ
2
} = {1, 0, −1, , 0, 1, 0...}

Bounded Sequences
Definition
A sequence {xn } is:
bounded above: if there exists M ∈ R such that, for all n ∈ N, xn ≤ M ;
bounded below: if there exists m ∈ R such that, for all n ∈ N, xn ≥ m;
bounded: if it is both bounded above and bounded below.
examples:
1 1
1 The sequence n
is bounded since 0 < n
≤ 1.
2 The sequence {n} is bounded below but is not bounded above.
3 The sequence {−n} is bounded above but is not bounded below.

Monotonic Sequences
Definition
A sequence {xn } is:
strictly increasing: if, for all n ∈ N, xn < xn+1 ;
increasing: if, for all n ∈ N, xn ≤ xn+1 ;
strictly decreasing if, for all n ∈ N, xn > xn+1 ;
decreasing if, for all n ∈ N, xn ≥ xn+1 ;
monotonic if it is increasing or decreasing or both;
Note:
Each increasing sequence {xn } is bounded below.
Each decreasing sequence {xn } is bounded above.
examples:
1 The sequence {n} is is strictly increasing, since n < n + 1;
2 The sequence {−n} is is strictly decreasing, since −n > −(n + 1);

Convergence of a Sequence
Definition
We say that a sequence {xn } converges to a real number L, if for every > 0 (given), there exists
N ∈ N (depending on ) such that
for all n ≥ N =⇒ |xn − L| < i.e. xn ∈ (L − , L + )
The same thing expressed in symbol is
xn → L as n → ∞ or lim xn = L.
n→∞
Examples;1
1
1 Show that lim = 0.
n→∞ n
Solution: Let > 0,

1

1
|xn − L| = − 0 =
n n
From the Archimedean Property, we know that, For each > 0, there ∃ a natural number N , such
that
1
Then if <
N
. 1 1 1
n ≥ N =⇒ ≤ < =⇒ <
n N n
. Consequently, if n ≥ N , then
1

1
|xn − L| = − 0 = <
n n
Example of Convergent Sequence
Example:2
n
Show that lim = 1.
n→∞ n+1
Solution: Let > 0,

n 1 1
|xn − L| = − 1 = <
n+1 n+1 n
From the Archimedean Property, we know that, For each > 0, there ∃ a natural number N , such
that
1
<
Then if N
. 1 1 1
n ≥ N =⇒ ≤ < =⇒ <
n N n
. Consequently, if n ≥ N , then
n

1 1
|xn − L| = − 1 = < <
n+1 n+1 n

Relation between Monotonic, Bounded and convergent sequence
Theorem
A monotonic increasing sequence which is bounded above is convergent and converges to its
least upper bound.
A monotonic decreasing sequence which is bounded below is convergent and converges to
its greatest lower bound.
Example:
1
Show that the sequence {xn } is convergent where xn = 1 − n
, ∀n ∈ N.
Now
1 1 1
xn+1 − xn = − = > 0, ∀n
n n+1 n(n + 1)
Therefore, the sequence {xn } is monotonic increasing.
Again
1
xn = 1 − < 1
n
. i.e., the sequence {xn } is bounded above.
Hence, the sequence being monotonic increasing and bounded above, is convergent.

(Lecture-4,5,6)
Sequence

Bennett University
2021
Lecture-4 (Sequence) Engineering Calculus 1 / 10

We learn
Sequence
Some theorems of convergent sequence,

Null sequence,
Divergent sequence,
Oscillatory sequence.

Some theorems of convergent sequence
Theorem
Let {xn }∞ ∞
1 and {yn }1 be two convergent sequences such that lim xn = L and lim yn = M .
n→∞ n→∞
Then
(i) lim {xn + yn } = L + M .
n→∞
(ii) lim {xn − yn } = L − M .
n→∞
(iii) lim {cxn } = cL, c ∈ R.
n→∞
(iv) lim {xn yn } = LM .
n→∞
n o
xn L
(v) lim y
= M if M 6= 0.
n→∞ n
Examples:
Find thelimit of the
followingsequences:
∞
5 ∞ 3n2 − 6n n−1

(i) 2
, (ii) 2
, (iii) lim n
.
n 1 5n + 4 1 n→∞

Solution of examples
Solution: (i)
5 1 1 1 1
lim = lim 5 · · = 5 · lim · lim = 5 · 0 · 0 = 0.
n→∞ n2 n→∞ n n n→∞ n n→∞ n
(ii) Notice that

3n2 − 6n 3 − 6/n
= .
5n2 + 4 5 + 4/n2
Now
lim (3 − 6/n) = 3 − 6 lim 1/n = 3 − 6 · 0 = 3
n→∞ n→∞
and
lim (5 + 4/n2 ) = 5 + 4 lim 1/n2 = 5 + 4 · 0 = 5.
n→∞ n→∞
Therefore,
3n2 − 6n 3 − 6/n 3
lim = lim = .
n→∞ 5n2 + 4 n→∞ 5 + 4/n2 5
(iii)
n−1 1 − 1/n 1
lim = lim = 1 − lim = 1 − 0 = 1.
n→∞ n n→∞ 1 n→∞ n

Some theorems of convergent sequence
Theorem:1
A convergent sequence has a unique limit.
Proof: Let, if possible, a sequence {xn } converges to two real numbers L and L0
Therefore, lim xn = L and lim xn = L0 .
n→∞ n→∞
Now, L − L0 = lim xn − lim xn = lim (xn − xn ) = 0
n→∞ n→∞ n→∞
=⇒ L = L0 .
Hence, a convergent sequence has a unique limit.
Theorem:2
Every convergent sequence is bounded.
Proof: Let {xn } be a convergent sequence and L be its limit.

Then, for every > 0, there exists N ∈ N such that
|xn − L| < ∀n≥ N
i.e. L − < xn < L + ∀n ≥ N .
Now, let G = max{L + , x1 , x2 , ..., xN −1 } and g = min{L − , x1 , x2 , ..., xN −1 }.
Thus, we have g ≤ xn ≤ G ∀n.
Hence, {xn } is a bounded sequence.
Note: Converse of the theorem: 2, i.e., A bounded sequence may not be convergent sequence.
Example: {xn } = {(−1)n }. This sequence is bounded but not convergent.
Monotone convergence theorem
Theorem
A monotonic increasing sequence which is bounded above is convergent and converges to its
least upper bound.
A monotonic decreasing sequence which is bounded below is convergent and converges to
its greatest lower bound.
Example:
1
Show that the sequence {xn } is convergent where xn = 1 − n
, ∀n ∈ N.
Now
1 1 1
xn+1 − xn = − = > 0, ∀n
n n+1 n(n + 1)
Therefore, the sequence {xn } is monotonic increasing.
Again
1
xn = 1 − < 1
n
. i.e., the sequence {xn } is bounded above.
Hence, the sequence being monotonic increasing and bounded above, is convergent.

Sandwich Theorem
Sandwich theorem for sequences

Let {xn }, {yn } and {zn } be three sequences such that xn ≤ yn ≤ zn for all n ∈ N. If
lim xn = L and lim zn = L, then lim yn = L.
n→∞ n→∞ n→∞
Proof: Let > 0 be given. As lim xn = L, there exists N1 ∈ N such that

n→∞
n ≥ N1 =⇒ |xn − L| < . (1)
Similarly as lim zn = L, there exists N2 ∈ N

n→∞
n ≥ N2 =⇒ |zn − L| < . (2)
Let N = max{N1 , N2 }. Then, L − < xn (from (1)) and zn < L + ( from (2)). Thus
L − < xn ≤ yn ≤ zn < L + .
Thus |yn − L| < for all n ≥ N . Hence the proof.

Sandwich Theorem
Examples
Using Sandwich theorem, prove the following:
cos n
(i) lim n
= 0.
n→∞
1
(ii) lim n = 0.
n→∞ 2
1
(iii) lim (−1)n n = 0.
n→∞
(iv) If 0 < b < 1, then lim bn = 0.
n→∞
√
(v) lim n n = 1.
n→∞
n cos n o∞ −1 cos n 1
Solution: (i) Consider the sequence . Then ≤ ≤ . Hence by Sandwich
n n=1 n n n
cos n
theorem, lim = 0.
n→∞ n
1 1 1 1
(ii) As 0 < n < and → 0 as n → ∞, n also converges to 0 by Sandwich theorem.
2 n n 2
−1 1 1 1 1
(iii) As ≤ (−1)n ≤ for all n ≥ 1 and → 0 as n → ∞, (−1)n also converges to 0 by
n n n n n
Sandwich theorem.

(iv) Since 0 < b < 1, So, 1b > 1.
Let 1b = 1 + a, where a > 0. Also we have (1 + a)n ≥ 1 + na.
Hence
1 1 1
0 < bn = ≤ < .
(1 + a)n 1 + na na
So, by sandwich Theorem, we conclude that lim bn = 0.
n→∞
1
(v) Let an = n n − 1. Then 0 ≤ an for all n ∈ N. Further,
n(n − 1) 2
n = (1 + an )n ≥ an .
2
q q
2 2
Thus 0 ≤ an ≤ (n−1)
(n ≥ 2). As (n−1)
→ 0 as n → ∞, by Sandwich theorem, an → 0,
1
i.e., n n → 1 as n → ∞.

Null Sequence, Divergent sequence and oscillatory sequence
Null Sequence
A sequence {xn } is said to be null sequence if it converges to 0, i.e. lim xn = 0
n→∞
Divergent Sequence
A sequence {xn } is said to be divergent sequence if lim xn = −∞ or lim xn = +∞
n→∞ n→∞
Example: {n2 } diverges to +∞ and {−n2 } diverges to −∞
Oscillatory sequence
A sequence which is neither convergent nor divergent is called oscillatory sequence.
A bounded sequence which does not convergent, and has at least two limit points, is said to
finitely oscillating sequence.
Example:{xn } = {(−1)n } = {−1, 1, −1, 1, ...}. It is bounded and has two limits −1 and 1.
So it is not convergent. But this sequence oscillate finitely between −1 and 1.
An unbounded sequence which is diverges neither to ∞ and to −∞ is said to oscillate
infinitely.
Example:{xn } = {(−1)n n}. It is unbounded sequence and it is not properly divergent. It is
an oscillatory sequence of infinite oscillation.

(Lecture-7 and 8)
Sequence

Bennett University
2021
Lecture-7 and 8 (Sequence) Engineering Calculus 1/9

We learn
Sequence
Some result of positive real number sequence.

Cauchy sequence,
Cauchy’s criterion for convergence,
Bolzano-Weierstrass Theorem

Some result of positive real number sequence
Result:1
xn+1
Let {xn } be a sequence of positive real number such that lim = L.
n→∞ xn
(i) If 0 ≤ L < 1, then lim xn = 0.
n→∞
(ii) If L > 1, then lim xn = ∞.
n→∞
Examples
(i) Let {xn } = { 2nn }. xn+1 n + 1 2n 1 1 1
Now, lim = lim = lim 1 + =
n→∞ xn n→∞ n 2n+1 n→∞ n 2 2
1
. Since, 2
< 1, so {xn } = { 2nn } → 0.
(ii) Let {xn } = {ny n−1 }, where y ∈ (0, 1)
Now, xn+1 n + 1 yn 1
lim = lim = lim 1 + y=y
n→∞ xn n→∞ n y n−1 n→∞ n
. Since, 0 < y < 1, so {xn } = {ny n−1 } → 0.
Remark:1
xn+1
If lim = L = 1, we cannot make any conclusion. For example, consider the sequence
n→∞ xn
1
{n}, { n } and { 2+n
n
}.
Result:2
√
n
Let {xn } be a sequence of positive real number such that lim xn = L.
n→∞
(i) If 0 ≤ L < 1, then lim xn = 0.
n→∞
(ii) If L > 1, then lim xn = ∞..
n→∞
Examples:
(i) Let {xn } = { n1n }. √ 1
n
Now, lim xn = lim =0
n→∞ n→∞ n
. Since, L = 0, so {xn } = { n1n } → 0.
3n
(ii) Let {xn } = { 434n } √ 64
n
Now, lim xn =
n→∞ 81
3n
64
. Since, 81
< 1, so {xn } = { 434n } → 0.
Remark:2
√
n
If lim xn = L = 1, we cannot make any conclusion.
n→∞

Result:3
Let {xn } be a sequence of positive real number such that
xn+1
lim = L (finite or infinite). Then,
n→∞ xn
√
lim n xn = L.
n→∞
Example:
Prove that √
n
lim n+1=1
n→∞
Solution: Let {xn } = {n + 1}.

2
xn+1 n+2 1+ n
Now, lim= lim = lim =1
n→∞ xn n→∞ n + 1 n→∞ 1 + 1
n
√ √
. Since, L = 1 is a finite number, so lim n xn = lim n n + 1 = 1.
n→∞ n→∞

Cauchy sequence
Cauchy sequence
A sequence {xn } is called a Cauchy sequence if for any given > 0, there exists N ∈ N such
that
|xn − xm | < for all n, m ≥ N.
Example
1
Show that the sequence { n } is a Cauchy sequence.
Solution: Let > 0 be given,

Now,
1 1 1 1
|xn − xm | = − ≤ +
n m n m
If, we choose a natural number N such that N > 2/.
1 1
Then for m, n ≥ N , we have n ≤ N < 2 , m
1
≤ N1
< 2 .
Hence,
1 1 1 1
|xn − xm | = − ≤ + < + =
n m n m 2 2
1
Therefore, we conclude that { n } is a Cauchy sequence.

Cauchy’s criterion for convergence
Cauchy’s criterion for convergence

A sequence of real number {xn } converges if and only if for every > 0, there exists N such that
|xn − xm | < , ∀ m, n ≥ N.
i.e. Every convergent sequence is a Cauchy sequence and every Cauchy sequence of real
number is convergent sequence.

Subsequence
Subsequence
Let {xn } be a sequence and {nk } be a strictly monotonic increasing sequence of natural number.
Then the sequence {xnk }∞ ∞
k=1 is called a subsequence of {xn }n=1 .
Example:
1
Let {xn }= { n }.
Then for {nk } = {2k}, k ∈ N,
n o∞
1 ∞
{xnk }∞
k=1 = n
1
= 2k k=1
1
is a subsequence of { n }.
k k=1
Similarly, for {nk } = {2k − 1}, k ∈ N,

n o∞ n o∞
{xnk }∞
k=1 = n
1 1
= 2k−1 1
is a subsequence of { n }.
k k=1 k=1

Some theorem of Subsequence
Theorem:
Let {xn } be a sequence.
if {xn } converges to L, then every subsequence of {xn } converges to L.
if {xn } has two subsequence that converges two different limits, then {xn } does not
converges.
Example: Let {xn }={1, 0, 1, 0, · · · }. This sequence is not convergent.

Now, {x2n−1 }={1, 1, 1, · · · } is a subsequence, converges to 1.
Again, {x2n }={0, 0, 0, · · · } is a subsequence, converges to 0.
Therefore, {xn } has two subsequence that converges two different limits 1 and 0 but {xn } is not
convergent.
Bolzano-Weierstrass Theorem
Every bounded sequence has a convergent subsequence.

(Lecture-9 and 10)
Series

Bennett University
2021
Lecture-9 and 10 (Series) Engineering Calculus 1/6

We learn
Series
Definition of Series,
Necessary and sufficient condition for convergence,
Necessary condition for convergence of an series.
Geometric Series.

Series
Definition
A series is the sum of the terms of a sequence. Thus if {un } be a sequence of real numbers, then
the sum
u1 + u2 + . . . + un + . . .
of all the terms is called an infinite series and is denoted by
∞
X X
un or simply by un
n=1
Sequence of partial sums of the series

Let, {un } be a sequence of real numbers. Then the sequence {sn } defined by
n
X
sn = uk ,
k=1
i.e.
s1 = u1 , s2 = u1 + u2 ,
s3 = u1 + u2 + u3 , ... ...
P
is called the sequence of partial sums of the series un .

Necessary and sufficient condition for the convergence of an infinite
series
Theorem (Necessary and sufficient condition for convergence)

∞
P
A necessary and sufficient condition for the convergence of an infinite series un is that the
n=1
sequence of its partial sums {sn } is convergent.
Example:1
∞
P 1
Show that n(n+1)
converges to 1.
n=1
∞
P 1
Solution: Let {sn } be the sequence of partial sums of the series n(n+1)
.
n=1
Then
1 1 1
sn =
+ + ... +
1.2 2.3 n(n + 1)
1 1 1 1 1 1
=⇒ sn = 1 − + − + ... + − =1− .
2 2 3 n n+1 n+1

1
Now, since lim sn = lim 1 − n+1 = 1, so the sequence {sn } converges to 1.
n→∞ n→∞
∞
P 1
Hence, the series n(n+1)
is convergent and converges to 1.
n=1
Lemma
∞
P ∞
P ∞
P
(a) If un converges to L and vn converges to M, then (un + vn ) converges to L + M.
n=1 n=1 n=1
∞
P ∞
P
(b) If un converges to L and if c ∈ R, then the series cun converges to cL.
n=1 n=1
Theorem (Necessary condition for convergence)

∞
P
If un converges, then lim un = 0.
n=1 n→∞
∞
P
Proof: Suppose un = L. Then the sequence of partial sums {sn } also converges to L. Now
n=1
un = sn − sn−1 → L − L = 0 as n → ∞.
Hence for a convergent series, lim un = 0.
n→∞
In other words, a series cannot converge if its nth term does not tend to zero i.e
∞
P
if lim un 6= 0, then un diverges.
n→∞ n=1
∞
P
Note: Converse of the above theorem i.e. lim un = 0 does not prove that a series un is
n→∞ n=1
convergent.
∞
P 1 1
Example: n
diverges, however lim = 0.
n=1 n→∞ n

Geometric Series
Geometric Series
Geometric series are series of the form
∞
X
a + ar + ar2 + ...arn−1 + ... = arn−1
n=1
in which a and r are fixed real number and a 6= 0.

a
If |r| < 1, the geometric series convergent and converges to 1−r
:
If |r| ≥ 1, then the geometric series diverges.

(Lecture-11 and 12)
Series

Bennett University
2021

We learn
Series
Series of positive terms

Convergence Tests for positive terms series
Comparison test
Limit Comparison test
D’Alembert’s ratio test
Cauchy’s root test


∞
P
A series un is said to be a series of positive terms if un is a positive real number for all n.
n=0
This type of series are the simplest and the most important type of series one comes across.
The simplicity arises mainly from the fact that the sequence of its partial sums is monotonic
increasing.
Theorem
A series of positive terms converges if and only if the sequence of its partial sums is bounded
above.
Theorem
A positive term series
X 1
converges for p > 1
np
X 1
diverges for p ≤ 1
np
.

Convergence Tests for positive terms series
Theorem (Comparison Test)

P P P
Let un , vn and wn be series with non-negative terms. Suppose that for some positive
integer N we have
wn ≤ un ≤ vn for all n ≥ N
,
P P
1 If vn is convergent, then un also convergent.
P P
2 If wn is divergent, then un also divergent.
Examples
∞ ∞
P 1 1 1 P 1
1 The series (n+1)2
converges, because (n+1)2
≤ n2
and n2
converges.
n=1 n=1
∞ ∞
P 1√ 1 1√ P 1
2 The series n+ n
diverges, because 2n
≤ n+ n n
diverges.
n=1 n=1

Theorem (Limit comparison test)
P P
Let un and vn be two series of positive real numbers. Then
un ∞
P ∞
P
(a) If lim = l > 0, then un and vn both converge or diverge together.
n→∞ vn n=1 n=1
un ∞
P ∞
P
(b) if lim = 0 and vn converges, then un converges.
n→∞ vn n=1 n=1
un ∞
P ∞
P
(c) if lim = ∞ and vn diverges, then un diverges.
n→∞ vn n=1 n=1
Example
∞ 2n + 1
P
(1) Consider the series 2
.
n=1 (n + 1)
2n + 1
Here un = .
(n + 1)2
1
Let vn = .

2n + 1
n
un (n + 1)2 2n2 + n
Then lim = lim = lim 2 = 2 > 0.
n→∞ vn n→∞ 1 n→∞ n + 2n + 1
n
∞ ∞
P P 1
Now, vn = n
diverges.
n=1 n=1
∞
P ∞ 2n + 1
P
Thus by limit comparison test, the given series i.e un = 2
diverges.
n=1 n=1 (n + 1)
P un+1
Let un be a series of positive real numbers such that lim = l.
n→∞ un
P
(i) If l < 1, then Pun is convergent.
(ii) If l > 1, then un is divergent.
Example
∞ nn
P
(1) Consider the series .
n=1 n!
nn
Here un = .
n!
un+1 n n
Then lim = lim n+1
n
= lim 1 + 1
n
= e > 1.
n→∞ un n→∞ n→∞
∞
P ∞ nn
P
Then by D’Alembert’s ratio test, the given series i.e un = diverges.
n=1 n=1 n!

P √
n
Let un be a series of positive real numbers such that lim un = l.
P n→∞
(i) If l < 1, then Pun is convergent.
(ii) If l > 1, then un is divergent.
Example
∞
P nn
(1) Consider the series .
n=1 31+2n
nn
Here un = .
31+2n
√ n ∞
Then lim n un = lim 1 +2 = 32
> 1.
n→∞ n→∞
3 n
∞
P ∞
P nn
Then by Cauchy’s root test, the given series i.e un = 1+2n
diverges.
n=1 n=1 3

(Lecture-13)
Series

Bennett University
2021
Lecture-13 (Series) Engineering Calculus 1/9

We learn
Series
Absolute convergent Series

Tests for absolute convergence
Alternating series
Leibniz’s test
Conditionally Convergent Series

Series
Definition (Absolute convergence)

∞
P
(a) Let un be a series of real numbers.
n=1
∞
P ∞
P
If |un | converges, we say that un converges absolutely.
n=1 n=1
Result
∞
P ∞
P
If un converges absolutely, then un converges.
n=1 n=1

Tests for absolute convergence
Theorem (Ratio test)

∞
P
Let un be a series of real numbers and suppose that
n=1

un+1
L = lim .
n→∞ un
Then
∞
P
(a) un converges absolutely if L < 1.
n=1
∞
P
(b) un diverges if L > 1.
n=1
(c) the test fails if L = 1.

Examples
∞ nn
(−1)n
P
(a) The series diverges.
n=1 n!
Here
un+1 (n + 1)n+1 n! n + 1 n
n
= 1+ 1

= = → e,
u (n + 1)! nn n n
n
which is greater than 1. So L > 1. Thus the given series diverges.

∞ n2 (n + 2)!
(−1)n
P
(a) The series converges.
n=1 32n n!
Here
un+1 1
u → 9,

n
which is less than 1. So L < 1. Thus the given series converges absolutely

Theorem (Root test)
∞
P
Let un be a series of real numbers and suppose that
n=1
p
n
L = lim |un |.
n→∞
Then
(a) the series converges absolutely if L < 1;
(b) the series diverges if L > 1;
(c) the test fails if L = 1.
Examples
∞ xn
P
(1) Find the value of x ∈ R for which the series converges or diverges.
s n=1 n
xn xn x

Here un = . Therefore, n = √ → |x|. Thus the series converges absolutely for
n n n n
|x| < 1 and diverges for |x| > 1.
∞ xn
P
(2) Find the value of x ∈ R for which the series n
converges.
n=1 n
x n
x
p
Here un = n . Then, n |an | = → 0. Thus the series converges absolutely for x ∈ R.
n n

Alternating series
Definition
An alternating series is an infinite series whose terms alternate in sign. i.e.
∞
X
(−1)n+1 un
n=1
is an alternating series.
Theorem (Leibniz’s test)

∞
(−1)n+1 un converges if all three conditions are satisfied:
P
The alternating series
n=1
(a) The un ’s are all positive.
(b) un ≥ un+1 for all n ∈ N
(c) lim un = 0,
n→∞

Examples
∞ (−1)n+1
P
(a) Consider the series .
n=1 n
Then an ’s of this series satisfies the hypothesis of the above theorem and hence the series
converges.
∞
(−1)n+1 log1 n .
P
(b) Consider the series
n=2
1
Then an = log n
satisfy the hypothesis of the above theorem and hence the series converges.


A convergent series that is not absolutely convergent is Conditionally Convergent Series
Examples
∞ (−1)n+1
P
(3) The series converges conditionally.
n=1 n
∞ (−1)2n−1
P
(4) The series converges conditionally.
n=1 2n − 1

(Lecture-14, 15 and 16)
limit of a function of one variable

Bennett University
2021
Lecture-14, 15 and 16 (limit of a function of one variable) Engineering Calculus 1 / 14

Functions of One Variable
Function
A function f from a set A to a set B is a rule that assigns each element of A
to a unique element of B.
f :A→B
Domain of the function : set A
Range of the function : set {f (x) ∈ B : x ∈ A}
Functions of One Variable

Functions which has only one input variable.
For example, the following are Real valued functions of single variable x;
f (x) = x3 , x ∈ R
f (x) = x1 , x ∈ R

Limits for Functions of One Variable at a point
Suppose f : D ⊆ R → R is defined on the real line and c, L ∈ D.
Question
What do we mean when we say that
lim f (x) = L
x→c
Informally, we might say that as x gets ’closer and closer’ to c, f (x) should get
’closer and closer’ to L.

Existence of limit at a point
Left Hand Limit (LHL)
Let f (x) be a given function. Then left hand limit of f (x) at c is
lim f (c − h) = lim f (x)

h→0 x→c−
Right Hand Limit(RHL)

Let f (x) be a given function. Then right hand limit of f (x) at c is
lim f (c + h) = lim+ f (x)

h→0 x→c
Existence of limit at a point

Let f (x) be a given function. Then we say that the function f (x) has a limit L
at x = c, if
lim f (x) = lim+ f (x) = L

x→c− x→c

Some examples of functions where limit do NOT exist
Example:1
Let
|x|
f (x) = , x∈R
x
Evaluate, lim f (x), does it exist?
x→0
When x > 0, |x| = x,

x
lim f (x) = lim =1
x→0+ x→0+ x
When x < 0, |x| = −x,

−x
lim− f (x) = lim− = −1
x→0 x→0 x
Since,
lim f (x) 6= lim+ f (x)
x→0− x→0
Conclusion: the limit does not exist

Example:2
Let (
x−1 x≤0
f (x) =
x+2 x>0
Evaluate, lim f (x), does it exist?
x→0
lim f (x) = 2
x→0+
lim f (x) = −1
x→0−
Since,
lim f (x) 6= lim+ f (x)
x→0− x→0
Conclusion: the limit does not exist

Home work
(
x2 x<1
f (x) = Evaluate, lim f (x), does it exist?
2 x≥1 x→1
(
x2 − x3 x<2
5x − 14 x≥2 x→2
(
2x2 x≤6
x−8 x>6 x→6

Limits of real valued functions
Theorem
Suppose lim f (x) = L and lim g(x) = M , then
x→c x→c
(a) lim (f (x) ± g(x)) = L ± M .
x→c
(b) lim (f (x).g(x)) = LM
x→c
f (x) L
(c) lim = M, when M 6= 0,
x→c g(x)
(d) lim [f (x)]n = Ln where n is a positive integer.
x→c
(d) Sandwich Therem
Suppose that h(x) satisfies f (x) ≤ h(x) ≤ g(x) in an interval containing c,
and L = M . Then lim h(x) = L.
x→c

How to Determine the Limits of Functions?
If P (x) be polynomial function, then
lim P (x) = P (c)

x→c
or If P (x) and Q(x) be two polynomial functions and Q(c) 6= 0then

P (x) P (c)
lim =
x→c Q(x) Q(c)
if lim− f (x) = lim+ f (x) = L, then
x→c x→c
lim f (x) = L
x→c
(
x2 − x3 x < 2
Example: f (x) = Evaluate, lim f (x).
5x − 14 x ≥ 2 x→2
Solution: Here, lim f (x) = lim f (x) = −4.

x→2− x→2+
Therefore,
lim f (x) = −4
x→2

How to Determine the Limits of Functions?
Find the limit by factorization

2
−4
Example: Evaluate, lim xx−2
x→2
2
−4
Solution: lim xx−2 = lim (x−2)(x+2)
x−2 = lim x + 2 = 4
x→2 x→2 x→2
Find the limit by rationalization
Example:Evaluate, lim 1−√x1−x

x→0 √ √
Solution: lim 1−√x1−x = lim x(1+ 1−x)
1−1+x = lim (1 + 1 − x) = 2
x→0 x→0 x→0
Find the limit by substitution
Example: Evaluate, lim sin x−sin

x−a
a
x→a
y+2a y
sin x−sin a 2 cos x+a x−a
2 sin 2 2 cos sin
Solution: lim x−a = lim x−a = lim y
2 2
= cos a
x→a x→a y→0
(Here put x − a = y and use lim siny y = 1)
y→0

, δ definition of Limit of function at a point
Definition
lim f (x) = L
x→c
Means that
given any > 0 for L
we can find a δ > 0 for c such that
if x is between c − δ and c + δ, but x is not c,
f (x) will be between L − and L + .
i.e. We say that a function f (x) converges to L as x approaches c, if for every

> 0 (given), there exists δ > 0 (depending on ) such that for all x,
0 < |x − c| < δ =⇒ |f (x) − L| <
Note: If limit exists, then it is unique.

Examples: , δ definition of Limit
Using − δ definition,
show following limits:
1
(a) lim x2 cos =0 (b) lim x2 = a2
x→0 x x→a
(a)

x cos 1 − 0 ≤ |x|2
2
x
√
iff |x| < <

√ 1
Choose δ = , then for |x − 0| < δ, x2 cos − 0 < .
x

1
⇒ lim x2 cos = 0.
x→0 x
(b)
2
x − a2 =

|x − a||x + a| = |x − a||x − a + 2a| ≤ |x − a|(|x − a| + |2a|)
< δ(δ + 2a) whenever |x − a| < δ

Choose δ > 0 such that δ(2a + δ) = , then for |x − a| < δ, x2 − a2 < .
⇒ lim x2 = a2 .
Lecture-14, 15 and 16 (limit of a function of one variable) x→a Calculus
Engineering 11 / 14
Limits at infinity
Limits at infinity
1
Evaluate lim f (x) and lim f (x), where f (x) = x
x→∞ x→−∞
1
lim f (x) = lim =0
x→∞ x→∞ x
1
lim f (x) = lim =0
x→−∞ x→−∞ x
Horizontal Asymptote
A line y = b is a horizontal asymptote of the graph of a function y = f (x) if
either lim f (x) = b or lim f (x) = b.
x→∞ x→−∞
For, f (x) = x1 , x-axis is a horizontal asymptote.

Infinite Limits
Infinite Limits
1
Evaluate lim+ f (x) and lim− f (x) where f (x) = x
x→0 x→0
1
=∞
lim+ f (x) = lim+
x→0 x→0 x
1
lim− f (x) = lim− = −∞
x→0 x→0 x
Vertical Asymptote
A line x = a is a vertical asymptote of the graph of a function y = f (x) if either
lim+ f (x) = ±∞ or lim− f (x) = ±∞.
x→a x→a
For, f (x) = x1 , y-axis is a vertical asymptote.

(Lecture-17 and 18)
Continuous functions of one variable

Bennett University
2021
Lecture-17 and 18 (Continuous functions of one variable) Engineering Calculus 1 / 10

Continuous functions
Let f : D → R be a function defined on a subset D of the set R of real numbers.

This subset D is the domain of f . Some possible choices include
D = R (D is the whole set of real numbers).
D = [a, b], for a and b real numbers.
D = (a, b), for a and b real numbers.
Definition
A real valued function f (x) is said to be continuous at x = c of its domain if
(i) f (c) is defined,
(ii) lim f (x) exists,
x→c
(iii) lim f (x) = f (c).
x→c
Definition (Another)
A real valued function f (x) is said to be continuous at x = c of its domain if
lim f (x) = lim f (x) = f (c)

x→c− x→c+
.

Examples: Continuous functions
Example
(
sin x
x
x 6= 0
Show that f (x) = is continuous at 0.
1 x=0
Solution:
f (0) = 1
lim sinx x = 1
x→0
sin x
lim x
= f (0)
x→0
Example
(
3
2
x x≥2
Show that f (x) = is continuous at 2.
2x − 1 x<2
Solution:
3
f (2) = 2
.2 = 3
lim 2 x = lim 23 2
3
=3
x→2+ x→2+
lim 2x − 1 = lim 2.2 − 1 = 3
x→2− x→2−
lim f (x) = lim f (x) = f (2) = 3.
x→2+ x→2−

Examples: Continuous functions
Example
Find k, so that the function f defined by
(
kx2 x≤2
f (x) =
x−3 x>2
continuous at x = 2.
Solution:
lim f (x) = lim kx2 = 4k
x→2− x→2−
lim f (x) = lim x − 3 = −1
x→2+ x→2+
f continuous at x = 2, if
lim f (x) = lim f (x) = f (2)
x→2− x→2+
=⇒ 4k = −1
1
=⇒ k = −
4

Discontinuous Function
• A function which is not continuous is called discontinuous function.
Removable discontinuity
• The right-hand limit and the left-hand limit both exist and equal to each other
lim f (x) = lim f (x)

x→c+ x→c−
• But
lim f (x) = lim f (x) 6= f (c)
x→c+ x→c−

4 − 2x x < 1

Example: lim f (x) where f(x)= 6x − 4 x > 1
x→1 
3 x=1

Solution: lim f (x) = lim f (x) 6= f (1)
x→1+ x→1−

Jump discontinuity
The right-hand limit and the left-hand limit both exist but not equal:
lim f (x) 6= lim f (x)

x→c+ x→c−
(
x+3 x≤2
Example: lim f (x) where f(x)=
x→2 −2x + 5 x>2
Solution: lim f (x) 6= lim f (x)
x→2+ x→2−
Second kind discontinuity

A function f (x) is said to have discontinuity of second kind at x = c, if at least one of right-hand
limit lim f (x) or the left-hand limit lim f (x) doesn’t exist.
x→c+ x→c−
(
sin( x1 ) x 6= 0
Example: lim f (x) where f(x)=
x→0 0 x=0
Solution: lim f (x) dose not exist,
x→0+
Also, lim f (x) dose not exist.
x→0−

, δ definition of Continuity
The , δ - definition of continuity

We say that a function f (x) continuous at c of its domain [i.e. lim f (x) = f (c)],
x→c
if for every > 0 (given), there exists δ > 0 (depending on ) such that
|x − c| < δ =⇒ |f (x) − f (c)| <

Continuous functions
Theorem
Suppose f and g are continuous at c of its domain. Then
1 f ± g is also continuous at c.
2 f g is continuous at c.
f
3 is continuous at c if g(c) 6= 0.
g
4 |f | is also continuous at c and lim |f (x)| = |f (c)|.
x→c
Theorem
1 Every polynomial function is continuous everywhere on (−∞, ∞).
2 Every rational function is continuous everywhere it is defined, i.e., at every point in its domain.
Its only discontinuities occur at the zeros of its denominator.
Composite of Continuous Functions

If f is continuous at c of its domain and g is continuous at f (c), then the composite function g ◦ f
given by (g ◦ f )(x) = g(f (x)) is continuous at c.
Example: Since both f (x) = x2 + 1 and g(x) = cos x are continuous on (−∞, ∞).
Therefore, (g ◦ f )(x) = cos(x2 + 1) are continuous on (−∞, ∞).
Properties of continuous functions
Continuity in an interval
A function f is said to be continuous in an interval if it is continuous at every point of the interval.
Theorem
Let f (x) be a continuous function on a closed interval [a, b] and let
f (a)f (b) < 0 for some a, b ∈ R
. Then there exits c ∈ (a, b) such that f (c) = 0.
Example
Show that f (x) = x2 − 2 has at least one root in (1, 2).
Solution: f (1) = −1, and f (2) = 2
Now, f (1)f (2) = −2 < 0
Therefore, from above theorem, there exits c ∈ (1, 2)

√
= 0 =⇒ c2 − 2 = 0 =⇒ c = ± 2.
such that f (c) √
Therefore c = 2 is a root of f (x) = x2 − 2 in (1, 2).
Properties of Continuous Functions
Intermediate Value Theorem

Let f (x) be a continuous function on a closed interval [a, b] and let
f (a) < y < f (b)
. Then there exists

c ∈ (a, b) such that f (c) = y
.
i.e. it assumes every value between f (a) and f (b).
Remark
From the IVT, we can conclude that A continuous function assumes all values between its
maximum and minimum.

(Lecture-19, 20 and 21)
Differentiability

Bennett University
2021
Lecture- 19, 20 and 21 (Differentiability) Engineering Calculus 1 / 22

What is the Derivative of a Function
The derivative of a function f (x) represents it’s rate of change and
is denoted by either
df
f 0 (x) or
dx
. Let’s first look at its definition and a pictorial illustration of the derivative.
In the figure, ∆x represents a change in the value of x. We keep making the interval between x
and (x + ∆x) smaller and smaller until it is infinitesimal. Hence, we have the limit (∆x → 0). The
numerator f (x + ∆x) − f (x) represents the corresponding change in the value of the function f
over the interval ∆x. This makes the derivative of a function f at a point x, the rate of change of f
at that point.
Differentiability
Let I = [a, b] be an interval and a function f : I → R and let c ∈ (a, b).
Derivative at a point
df
f 0 (c) =
dx x=c
f (x) − f (c)
= lim
x→c x−c
Left Hand Derivative (LHD)

Then left hand derivative of f (x) at c is
f (x) − f (c) f (c − h) − f (c)

lim = lim
x→c− x−c h→0 −h
and is denoted by Lf 0 (c)
Right Hand Derivative (RHD)

Let f (x) be a given function. Then right hand derivative of f (x) at c is
f (x) − f (c) f (c + h) − f (c)

lim = lim
x→c+ x−c h→0 h
and is denoted by Rf 0 (c)
Differentiability
Definition
Let I = [a, b] be an interval and a function f : I → R.
(a) If c is an interior point of I (a < c < b), then f is said to be differentiable at c if
f (x) − f (c)
lim exists,
x→c x−c
i.e. when both the limits
f (x) − f (c) f (x) − f (c)
lim and lim
x→c+ x−c x→c− x−c
exist and be equal i.e.
f (x) − f (c) f (x) − f (c)

lim = lim i.e Lf 0 (c) = Rf 0 (c)
x→c+ x−c x→c− x−c
The derivative of f at c is denoted by f 0 (c).

f (x)−f (a)
(b) f is said to be differentiable at the end point a if lim x−a
exists.
x→a+
derivative of f at a is denoted by f 0 (a).
f (x)−f (b)
(c) f is said to be differentiable at the end point b if lim x−b
exists.
x→b−
The derivative of f at b is denoted by f 0 (b).
Examples
Example:1
Show that the function f (x) = x2 ∀ x ∈ R, is differentiable at x = 3.
Solution:
f (x) − f (3) x2 − 32
lim = lim = lim x + 3 = 6
x→3 x−3 x→3 x − 3 x→3
Therefore,
f (x) − f (3)
f 0 (3) = lim = 6.
x→3 x−3
Example:2
Discuss the derivability of the following function at x = 1
(
x 0≤x<1
f (x) =
1 x ≥ 1.
f (x) − f (1) x−1

Lf 0 (1) = lim = lim =1
x−1 x→1− x→1− x−1
0 f (x) − f (1) 1−1
Rf (1) = lim = lim =0
x→1+ x−1 x→1− x−1
0 0 0
Since, Lf (1) 6= Rf (1), therefore f (1) does not exist.
Examples:
Example:3
Discuss the derivability of the following function at x = 2
(
x−1 x<2
f (x) =
2x − 3 x ≥ 2.
Example:4
Show that the function F (x) = |x + 1| + |x − 1| ∀ x∈R
is not differentiable at x = 1.
Example:5
Show that the function f (x) = |x| ∀ x∈R
is not differentiable at x = 0.
Example:6
Show that the function f (x) = x|x| ∀ x∈R
is differentiable at x = 0.

Differentiability
Theorem (Differentiability implies continuity)

If f (x) is differentiable at c, then it is continuous at c.
Proof: For x 6= c, we may write,
f (x) − f (c)
f (x) = (x − c) + f (c).
(x − c)
f (x)−f (c)
Now taking the limit x → c and noting that lim (x − c) = 0 and lim (x−c)
= f 0 (c),
x→c x→c
we get the result.
Remark (Not all continuous functions are differentiable)

The continuity of f : I → R at a point does not assure the existence of the derivative at that point.
Example if f (x) = |x| for x ∈ R, then for x 6= 0

(
f (x) − f (0) |x| 1 x>0
= =
x−0 x −1 x < 0.
Since, Lf 0 (0) 6= Rf 0 (0), therefore f 0 (0) does not exist.

But, f (x) = |x| is continuous at x = 0, (since LHL=RHL=f(0))

Differentiability
Theorem
f
Let f, g be differentiable at c. Then f ± g, f g, (g(c) 6= 0) are also differentiable at c and
g
(f ± g)0 (c) = f 0 (c) ± g 0 (c)
(f.g)0 (c) = f 0 (c)g(c) + f (c)g 0 (c)
f 0 (c)g(c)−f (c)g 0 (c)
( fg )0 (c) = g 2 (c)
, if (g(c) 6= 0)
Theorem (Chain Rule)

Suppose f (x) is differentiable at c and g is differentiable at f (c), then h(x) := g ◦ f (x) = g(f (x))
is differentiable at c and
h0 (c) = g 0 (f (c)) .f 0 (c).
Example: Let f (x) = x2 and g(x) = ex , then

2
h(x) := g ◦ f (x) = g(f (x)) = g(x2 ) = ex
. Now,
2 2
h0 (x) = (ex )0 = (ex ).(2x)

Rolle’s Theorem
Rolle’s Theorem
If a function f (x) defined on [a, b] is
continuous on [a, b],
differentiable on (a, b), and
f (a) = f (b)
Then there exists at least one real number c ∈ (a, b) such that f 0 (c) = 0.
i.e. there is a point c ∈ (a, b) where the tangent to curve f (x) is horizontal
or we can say it is parallel to the X-axis.

Rolle’s Theorem
Algebraic Interpretation of Rolle’s Theorem

Algebraically Rolle’s Theorem can be interpreted as follows:
Between any two roots of polynomial f (x), there is always a root of its derivative f 0 (x).
Example:
Verify Rolle’s theorem for the function f (x) = x2 + 2, a = −2 and b = 2.
Solution: f (x) = x2 + 2 = polynomial function.

Hence the function f (x) = x2 + 2 is continuous in [−2, 2] and differentiable in (−2, 2).
Now, f (−2) = (−2)2 + 2 = 4 + 2 = 6 and f (2) = (2)2 + 2 = 4 + 2 = 6.
Thus, f (−2) = f (2) = 6
Now, f 0 (x) = 2x
Rolle’s theorem states that there is a point c ∈ (−2, 2) such that
f 0 (c) = 0 =⇒ 2c = 0 =⇒ c = 0.
Here, 0 ∈ (−2, 2).

Hence verified.

Lagrange’s mean value theorem (LMVT)
Statement of Lagrange’s mean value theorem (LMVT)

Lagrange’s mean value theorem (LMVT) states that if a function f (x)
continuous on a closed interval [a, b]
differentiable on the open interval (a, b),
Then there exists at least one real number c ∈ (a, b) such that
f (b)−f (a)
f 0 (c) = b−a
Geometric interpretation
Geometrically, the LMVT describes a relationship between the slope of the tangent line and the
slope of a secant line.

Relationship to the Rolle’s Theorem

Rolle’s theorem is a special case of the LMVT:
it has the same requirements about continuity on [a, b] and differentiability on (a, b), and the
additional requirement that f (a) = f (b). In that case, the LMVT says that
f (b)−f (a)
f 0 (c) = b−a
=0
What are the consequence of the LMVT?
Relationship to Monotonically increasing function

In LMVT, if f 0 (c) ≥ 0, ∀c ∈ (a, b), then f is increasing.
Relationship to Monotonically decreasing function

In LMVT, if f 0 (c) ≤ 0, ∀c ∈ (a, b), then f is decreasing function.
Relationship to constant function

In LMVT, if f 0 (c) = 0, ∀c ∈ (a, b) then f is constant function.

Example:
Show that | cos x − cos y| ≤ |x − y| for all x, y ∈ R.
Solution: Let x, y ∈ R and f (x) = cos x.

By the Lagrange’s mean value theorem (LMVT),
cos x − cos y
= − sin c for some c ∈ (x, y)
x−y
.
=⇒ cos x − cos y = −(x − y) × sin c
Using the fact that | sin x| ≤ 1,
we obtain that | cos x − cos y| ≤ |x − y|.
Example:
• Show that | sin x − sin y| ≤ |x − y| for all x, y ∈ R.

Indeterminate Forms
• Let lim f (x) = A and lim g(x) = B. If B 6= 0 then

x→c x→c
f (x) A
lim = .
x→c g(x) B
• If B = 0 and A 6= 0, then the limit is infinite.
• If B = 0 and A = 0, then the limit is said to be indeterminate.

0
The symbolism is used to refer this situation.
0
• If B = ∞ and A = ∞, then the limit is said to be indeterminate.
∞
The symbolism is used to refer this situation.
∞

L’Hospital’s Rules
L’Hospital’s Rule
L’Hospital’s Rule states that for functions f and g which are differentiable on an open interval I
except possibly at a point c contained in I, if lim f (x) = lim g(x) = 0 or ±∞ and g 0 (x) 6= 0 for
x→c x→c
f 0 (x)
all x in I with x 6= c, and limx→c g 0 (x)
exists, then
f (x) f 0 (x)
lim = lim 0 .
x→c g(x) x→c g (x)

Examples
1 − cos x ex − 1 ln x
Evaluate (i) lim , (ii) lim , (iii) lim .
x→0 x2 x→0 x x→1 x−1
Solution: (i)

1 − cos x 0
lim form
x→0 x2 0

sin x 0
= lim form
x→0 2x 0
cos x
= lim
x→0 2
1
= .
2
ex − 1 ex

0
(ii) lim form = lim = 1.
x→0 x 0 x→0 1
ln x 0 (1/x)
(iii) lim form = lim = 1.
x→1 x − 1 0 x→1 1

Examples
ln x ln sin x
Evaluate (i) lim , (ii) lim e−x x2 , (iii) lim .
x→∞ x x→∞ x→0 ln x
ln x ∞ (1/x)
Solution: (i) lim form = lim = 0.
x→∞ x ∞ x→∞ 1
(ii)
x2 ∞
lim e−x x2 x
= form lim
x→∞ x→∞ e ∞
2x ∞
= lim x form
x→∞ e ∞
2
= lim = 0.
x→∞ ex
ln sin x ∞ (cos x/ sin x) h x i

(iii) lim form = lim = lim · lim cos x = 1.
x→0 ln x ∞ x→0 (1/x) x→0 sin x x→0

Differentiability (Increasing/Decreasing Test and Stationary points)
Definition
A function f : I → R is said to be strictly increasing on I, if for x, y ∈ I with x < y we have
f (x) < f (y). Also, we say f is strictly decreasing if x < y in I implies f (x) > f (y).
Theorem
Let f : I → R be differentiable function on I. Then
(a) f is strictly increasing on I iff f 0 (x) > 0 for all x ∈ I.
(b) f is strictly decreasing on I iff f 0 (x) < 0 for all x ∈ I.
Stationary points
Stationary point is a value of x where f is defined, and where
f 0 (x) = 0

Differentiability (Increasing/Decreasing Test and Critical points)
Example
For f (x) = x4 − 8x2 determine all intervals where f is strictly increasing or strictly decreasing.
Solution : The domain of f (x) is all real numbers, and its Stationary points occur at x = −2, 0,
and 2.
Testing all intervals to the left and right of these values for
f 0 (x) = 4x3 − 16x
, you find that

f 0 (x) < 0, on (−∞, −2)
f 0 (x) > 0, on (−2, 0)
f 0 (x) < 0, on (0, 2)
f 0 (x) > 0, on (2, ∞)
hence, f is strictly increasing on (−2, 0) and (2, ∞) and strictly decreasing on (−∞, −2) and (0, 2).

Differentiability (local maximum and local minimum)
Local extremum
A point x = c is called local maximum of f (x), if there exists δ > 0 such that
c − δ < x < c + δ =⇒ f (c) ≥ f (x).
Similarly, one can define local minimum: x = b is a local minimum of f (x) if there exists δ > 0
such that
b − δ < x < b + δ =⇒ f (b) ≤ f (x).
Theorem
If f (x) has a local maximum or a local minimum value at an interior point c of its domain and f 0 is
defined at c, Then
f 0 (c) = 0
.

Second Derivative Test for local maximum and local minimum
Second Derivative Test for local maximum and local minimum

Let us consider a function f defined in the interval I and let c ∈ I. Let the function be twice
differentiable at c.
If f 0 (c) = 0 and f 00 (c) < 0, then f has local maximum at c.
If f 0 (c) = 0 and f 00 (c) > 0, then f has local minimum at c.
If f 0 (c) = 0 and f 00 (c) = 0, then the test fails.

Examples
Example
Find all the local maxima and minima of the given function
3 4 45 2
f (x) = x + 8x3 + x + 250
4 2
f 0 (x) = 3x3 + 24x2 + 45x = 0 =⇒ x = 0, −3, −5

Now,
f 00 (x) = 3 × (3x2 + 16x + 15)
f 0 (0) = 0 and f 00 (0) = 45 > 0, then f has local minimum at x = 0.

f 0 (−5) = 0 and f 00 (−5) = 30 > 0, then f has local minimum at x = −5.
f 0 (−3) = 0 and f 00 (−3) = −18 < 0, then f has local maximum at x = −3.
Example
Find all the local maxima and minima of the given function
f (x) = x4 − 8x2

(Lecture-22 and 23)
Power series and Taylor series

Bennett University
2021
Lecture-22 and 23 (Power series and Taylor series) Engineering Calculus 1/8
Power series
Definition
power series centered at c : If x is a variable, then an infinite series of the form
∞
X
an (x − c)n = a0 + a1 (x − c) + a2 (x − c)2 + ...
n=0
is called a power series centered at c, where an ∈ R represents the coefficient of the nth term and
c ∈ R is a constant.
power series centered at 0 : An infinite series of the form

∞
X
an xn = a0 + a1 x + a2 x2 + ...
n=0
is called a power series centered at 0,
Remark
A power series
∞
X
an (x − c)n = a0 + a1 (x − c) + a2 (x − c)2 + ...
n=0
always converges for x = c and the sum of the series is a0 .

Power series : Examples
The following power series is centered at 0.

∞
X
xn
n=0
This is the geometric series. It converges for |x| < 1 and diverges for |x| ≥ 1.

∞
X xn
n=0
n!
This series converges absolutely for all x. (using Ratio test)

∞
X
(x − 1)n
n=0
It converges for |x − 1| < 1 and diverges for |x − 1| ≥ 1.
Power series
Theorem
∞
an (x − c)n exactly one of the following three cases is true:
P
For a power series
n=0
Case 1: The series converges only for x = c.
Case 2: The series converges for all x.
Case 3: There exists a positive real number R such that the series converges absolutely for
all real x satisfying |x − c| < R and diverges for all x satisfying |x − c| > R.
Radius of convergence (R)

∞
an (x − c)n is defined to be number
P
The radius of convergence (R) of a power series
n=0
R = 0 if the series is divergent for all x 6= c.
R = ∞ if the series is absolutely convergent for all x.
R, the positive member such that the series converges absolutely for all real x satisfying
|x − c| < R and diverges for all x satisfying |x − c| > R.
Computation of Radius of Convergence and finding Interval of
Convergence
Theorem: Ratio Test for power series

∞
an (x − c)n . Then the radius of convergence is given as follows:
P
Consider the power series
n=0

1 an+1
= lim
R n→∞ an
Theorem: Root Test for power series

∞
an (x − c)n . Then the radius of convergence is given as follows:
P
Consider the power series
n=0
1 p
n
= lim |an |
R n→∞
Finding Interval of Convergence

1
If, R
= 0 =⇒ R = ∞ =⇒ the series is absolutely convergent for all x.
1
If, R
= ∞ =⇒ R = 0 =⇒ the series is divergent for all x 6= c.
1 1
If, = A (finite number) =⇒ R = A
R
=⇒ the series converges absolutely for all real x
1 1
satisfying |x − c| < R = A and diverges for all x satisfying |x − c| > R = A .
Power series
Examples
Find the radius of convergence and interval of Convergence of
X xn X xn X
(i) , (ii) , (iii) 2−n xn .
n n!
1 an+1
(i) R
= lim | | = 1,. So R = 1 and the series converges absolutely for all real x
n→∞ an
satisfying |x| < R = 1 and diverges for all x satisfying |x| > R = 1.
1 an+1
(ii) R
= lim | | = 0. So R = ∞, and series converges everywhere.
n→∞ an
1
|an | = 2−1 = . Therefore, R = 2 and the series converges absolutely for all
1
p
n
(iii) R
= lim
n→∞ 2
real x satisfying |x| < R = 2 and diverges for all x satisfying |x| > R = 2.
Taylor series
Taylor’s series
The Taylor series of a real-valued function f (x) that is infinitely differentiable at a real number c is
the power series
f 0 (c) f 00 (c) f 000 (c)

f (x) = f (c) + (x − c) + (x − c)2 + (x − c)3 + ...
1! 2! 3!
∞
X f (n) (c)
=⇒ f (x) = (x − c)n .
n=0
n!
where f (n) (c) denotes the nth derivative of f evaluated at the point c.
Maclaurin’s series
If c = 0, the formula obtained in Taylor’s theorem is known as Maclaurin’s series
f 0 (0) f 00 (0) 2 f 000 (0) 3
f (x) = f (0) + x+ x + x + ...
1! 2! 3!
∞
X f (n) (0) n
=⇒ f (x) = x .
n=0
n!
Examples
Examples
(i) Find Taylor series of f (x) = ex about c = 0.
We have f (n) (x) = ex . So f (n) (0) = e0 = 1.
∞ ∞
X f (n) (0) X xn
f (x) = ex = (x − 0)n = .
n=0
n! n=0
n!
(ii) Find Taylor series of f (x) = ex about c = −1.5.

We have f (n) (x) = ex . So f (n) (−1.5) = e−1.5 .
∞ ∞
X f (n) (−1.5) X e−1.5
f (x) = ex = (x + 1.5)n = (x + 1.5)n .
n=0
n! n=0
n!
Lecture 24 and 25
Riemann Integration
Bernhard Riemann (1826–1866)

Integration
An integral assigns numbers to functions in a way that describes

displacement, area, volume, and other concepts that arise by combining
infinitesimal data.
The process of finding integrals is called integration.

Integrals can be categorized into two types.
1 Definite integrals
2 Indefinite integrals
Definite Integrals
The definite integrals can be

interpreted as the signed area of
the region in the plane that is
bounded by the graph of a given
function between two points in
the real line.
Conventionally, areas above the

horizontal axis of the plane are
positive while areas below are
negative.
Example :
Z 2π h i2π
sin x dx = − cos x =0
0 0
Benefits/Use of Integrals
Integrals appear in many practical situations. For instance, from the

length, width and depth of a swimming pool which is rectangular with
a flat bottom, one can determine the volume of water it can contain,
the area of its surface, and the length of its edge.
But if it is oval with a rounded bottom, integrals are required to find

exact and rigorous values for these quantities. In each case, one may
divide the sought quantity into infinitely many infinitesimal pieces, then
sum the pieces to achieve an accurate approximation.
Interpretations of Integrals
Example : To find the area of the region bounded by the graph of the
√
function f (x) = x between x = 0 and x = 1, one can cross the
interval in five steps (0, 1/5, 2/5, ..., 1), then fill a rectangle using the
√ p p √
right end height of each piece (thus 0, 1/5, 2/5, ..., 1) and sum
their areas to get an approximation of
q q q
1 1
− 0 + 25 2 1 5 5 4

5 5 5 − 5 + ··· + 5 5 − 5 ≈ 0.7497,
which is larger than the exact value.
Alternatively, when replacing these subintervals by ones with the left

end height of each piece, the approximation one gets is too low: with
twelve such subintervals the approximated area is only 0.6203.
However, when the number of pieces
increase to infinity, it will reach a limit
which is the exact value of the area
sought (in this case, 2/3). One writes
Z 1√
2
x dx = ,
0 3
which means 2/3 is the result of a

√
weighted sum of function values, x,
multiplied by the infinitesimal step
widths, denoted by dx, on the interval
[0, 1].
Some links for further Visualization
For upper sum of the function y = x2 , follow the below link.
https://en.wikipedia.org/wiki/File:
Riemann_Integration_and_Darboux_Upper_Sums.gif
For lower sum
https://en.wikipedia.org/wiki/File:
Riemann_Integration_and_Darboux_Lower_Sums.gif
Riemann Integrals
The Riemann integral is defined in terms of Riemann sums of functions

with respect to tagged partitions of an interval.
A tagged partition of a closed interval [a, b] on the real line is a finite
sequence
a = x0 ≤ t1 ≤ x1 ≤ t2 ≤ x2 ≤ · · · ≤ xn−1 ≤ tn ≤ xn = b.
This partitions the interval [a, b] into n sub-intervals [xi−1 , xi ] indexed

by i, each of which is “tagged” with a distinguished point
ti ∈ [xi−1 , xi ].
A Riemann sum of a function f with respect to such a tagged partition
is defined as n
X
f (ti ) ∆i .
i=1
Sum Covering.PNG
Each term of the sum is the
area of a rectangle with height
equal to the function value at
the distinguished point of the
given sub-interval, and width
the same as the width of
sub-interval, ∆i = xi − xi−1 .
The Riemann integral of a function f over the interval [a, b] is equal to

S if
For all ε > 0, there exists δ > 0 such that, for any tagged partition [a, b]
with mesh less than δ,

n
X
S − f (ti ) ∆i < ε.

i=1
Riemann Integrals (simplified)
To visualize a sequence of Riemann sums over a regular partition of an

interval, follow the below link.
https://upload.wikimedia.org/wikipedia/commons/2/28/Riemann_
integral_regular.gif
Simplified formulation of Riemann integral:

Z b X n
f (x)dx = lim f (tk )(xk − xk−1 ).
a k∆xk→0
k=1
Some other integrals (not in our course, but for more
curious students)
1 Cauchy integral
2 Riemann-Stieltjes integral
3 Lebesgue integral
4 Lebesgue-Stieltjes integral
5 Daniell integral
6 Haar integral
7 Henstock-Kurzweil (HK) integral
8 Wiener integral
9 Feynman integral
Question
How can we calculate the value of a definite integral?

Is it always by using the definition, i.e. by the limit-of-sum approach?
Or, is there any easy approach?
Question
How can we calculate the value of a definite integral?

Is it always by using the definition, i.e. by the limit-of-sum approach?
Or, is there any easy approach?
Rescue: Fundamental Theorem of Calculus

Fundamental Theorem of Calculus
The fundamental theorem of calculus is a theorem that links the

concept of differentiating a function (calculating the gradient) with the
concept of integrating a function (calculating the area under the curve).
The two operations are inverses of each other apart from a constant
value which depends where one starts to compute area
So, we call integrals as anti-derivatives.

Fundamental Theorem of Calculus
Let f be a continuous real-valued function defined on a closed interval [a, b].
Let F be the function defined, for all x in [a, b], by
Z x
F (x) = f (t) dt.
a
Then F is uniformly continuous on [a, b] and differentiable on the open

interval (a, b), and
F 0 (x) = f (x) for all x ∈ (a, b).

Application of Fundamental Theorem of Calculus
The fundamental theorem is often employed to compute the definite

integral of a function f for which an anti-derivative F is known.
Let f be a real-valued function on a closed interval [a, b] and F an

anti-derivative of f in (a, b) such that
F 0 (x) = f (x).
If f is Riemann integrable on [a, b], then

Z b
f (x) dx = F (b) − F (a).
a
Example : Suppose the following is to be calculated:
Z 5
x2 dx.
2
x3
Here, f (x) = x2 and we can use F (x) = as the anti-derivative.
3
5
53 23
Z
125 8 117
∴ x2 dx = F (5) − F (2) = − = − = = 39.
2 3 3 3 3 3
Properties of Definite Integrals
Z b Z b Z b
Linearity: (αf + βg)(x) dx = α f (x) dx + β g(x) dx.
a a a
Z b Z a
f (x) dx = − f (x) dx.
a b
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx.
a a c
An integrable function f on [a, b], is necessarily bounded on that
interval. Thus there are real numbers m and M so that
m ≤ f (x) ≤ M for all x ∈ [a, b]. Hence we have
Z b
m(b − a) ≤ f (x) dx ≤ M (b − a).
a
Thank You.
Lecture 26, 27 and 28
Improper Integrals
What is our today’s goal?
1 The function f (x) defined on unbounded interval [a, ∞) or (−∞, b]

and f ∈ R[a, b] for all b > a.
2 The function is unbounded at some points on the interval [a, b].
Improper integral of first kind
Suppose f is a bounded function defined on [a, ∞) or (−∞, b] and
f ∈ R[a, b] for all b > a.
Definition
The improper integral of f on [a, ∞) is defined as
Z ∞ Z b
f (x)dx := lim f (x)dx.
a b→∞ a
and the improper integral of f on (−∞, b] is defined as

Z b Z b
f (x)dx := lim f (x)dx.
−∞ a→−∞ a
If the limit exists and is finite, we say that the improper integral converges.
If the limit goes to infinity or does not exist, then we say that the improper
integral diverges.
Examples of improper integral of first kind
Z ∞ Z b
1 1 1
1 dx = lim dx = lim 1 − = 1.
1 x2 b→∞ 1 x 2 b→∞ b
Z ∞ Z b
dx dx −1
b π
2
2
= lim 2
= lim tan x = .
0 1+x b→∞ 0 1 + x b→∞ 0 2
b
∞
x−p+1 b−p+1
Z Z b
1 1 1
3 dx = lim dx = lim = −
xp b→∞ 1 xp b→∞ 1 − p 1−p 1−p

1
1
1
= if p > 1.
p−1

∞ converges if p > 1,
Z 
1
Thus dx
1 xp  diverges if p ≤ 1.
Comparison test
Theorem
Suppose 0 ≤ f (x) ≤ g(x) for all x ≥ a, then
Z ∞ Z ∞
1 f (x)dx converges if g(x)dx converges.
a a
Z ∞ Z ∞
2 g(x)dx diverges if f (x)dx diverges.
a a
Proof.
Rx Rx
Define F (x) = a f (t)dt and G(x) = a g(t)dt. Then by properties of
Riemann integral, 0 ≤ F (x) ≤ G(x) and we are given that lim G(x) exists.
x→∞
So G(x) is bounded. F is monotonically increasing and bounded above.
Therefore, lim F (x) exists.
x→∞
Examples
Z ∞
dx
1 converges.
1 x2 (1 + ex )
Z ∞
1 1 dx
Hint: 2 x
< 2 and converges.
x (1 + e ) x 1 x2
∞
x3
Z
2 dx converges.
1 x+1
∞
x3 x2
Z
Hint: ≥ on [1, ∞) and x2 dx diverges.
x+1 2 1
Z ∞
dx
3 √ diverges.
1 1+ x
Z ∞
1 1 1
Hint: √ ≥ √ on [1, ∞) and √ dx diverges.
1+ x 2 x 1 x
Z ∞ √
x
4 dx converges.
1 1 + x5
√ Z ∞
x 1 dx
Hint: 5
≤ 3/2
and 3/2
converges.
Limit comparison test
Theorem
f (x)
Let f (x), g(x) are defined and positive for all x ≥ a and lim = L.
x→∞ g(x)
Z ∞ Z ∞
1 If L ∈ (0, ∞), then the improper integrals f (x)dx and g(x)dx
a a
are either both convergent or both divergent.
Z ∞ Z ∞
2 If L = 0, then f (x)dx converges if g(x)dx converges. i.e,
Z ∞ a Z ∞ a
g(x)dx converges =⇒ f (x)dx converges.

a a
Z ∞
R∞
3 If L = ∞, then f (x)dx diverges if a g(x)dx diverges. i.e.,
Z ∞ a Z ∞
g(x)dx diverges =⇒ f (x)dx diverges.
a a
Examples
Z ∞
dx 1 1
1 √ . Take f (x) = √ and g(x) = √ . Then
1 x+1 Z ∞ x+1 x
f (x)
lim = 1 and g(x)dx diverges. So by above theorem,
x→∞ g(x) 1
Z ∞
f (x)dx diverges.
Z1 ∞
dx
2 converges.
1 1 + x2
1 1 f (x)
Hint: Take f (x) = 2
and g(x) = 2 . Then lim = 1 and
1 + x x x→∞ g(x)
Z ∞
g(x)dx converges.
Z1 ∞
dx
3 √ diverges.
3 x2 + 5x + 6
1 1
Hint: Let f (x) = √ . Choose g(x) = .
2
x + 5x + 6 x
Improper integrals of second kind
Let f (x) be defined on (a, c] and f ∈ R[a + , c] for all > 0. Further,
suppose f (x) becomes unbouded only at the endpoint x = a. Then we
define Z c Z c
f (x)dx = lim f (x)dx.
a →0 a+
Rc
Then f (x)dx is said to converge if the limit exists and is finite.
a
Rc
Otherwise, we say improper integral a f (x)dx diverges.
Suppose a1 , a2 , ....an are finitely many points in [a, c] where of f (x) is
unbounded. Then
Z c Z a1 Z a2 Z a3 Z c
f (x)dx = f (x)dx + f (x)dx + f (x)dx + .... + f (x)dx
a a a1 a2 an
If all the improper integrals on the right hand side converge, then we say the
improper integral of f over [a, c] converges. Otherwise, we say it diverges.
Example
Z 1 Z 1 √
dx dx
1 √ = lim √ = lim 2(1 − ) = 2.
0 x →0 x →0
1
x−p+1 1 −p+1
Z Z 1
1 1 1
2 dx = lim dx = lim = − .
0 xp →0 xp →0 1 − p 1−p 1−p
1
= if p < 1.
1−p

1 converges if p < 1,
Z 
1
Thus dx
0 xp  diverges if p ≥ 1.
Theorem (Comparison Theorem)
Suppose 0 ≤ f (x) ≤ g(x) for all x ∈ (a, c] and are discontinuous at a.
Rc Rc
1 If g(x)dx converges, then
a a f (x)dx converges.
Rc Rc
2 If
a f (x)dx diverges, then a g(x)dx diverges.
Theorem (Limit comparison theorem)

f (x)
Suppose 0 < f (x), g(x) be continuous in (a, c] and lim = L. Then
x→a g(x)
Rc Rc
1 If L ∈ (0, ∞). Then
a f (x)dx and a g(x)dx both converge or diverge
together.
Rc Rc
2 If L = 0 and a g(x)dx converges, then a f (x)dx converges.
Rc Rc
3 If L = ∞ and a g(x)dx diverges, then a f (x)dx diverges.
Absolutely convergent improper integral
Definition
R∞
Let f ∈ R[a, b] for all b > a. Then we say a f (x)dx converges absolutely
R∞
if a |f (x)|dx converges.
Theorem
R∞ R∞
If the integral a |f (x)|dx converges, then the integral a f (x)dx
converges.
Absolute convergence =⇒ Convergence

Converse is NOT True, in general.
Z ∞
sin x
dx
π x
is conditionally convergent.
∞ ∞ (n+1)π
| sin x| | sin x|
Z X Z
dx = dx
π x x
n=1 nπ
∞ Z (n+1)π
X 1
≥ | sin x|dx
(n + 1)π nπ
n=1
∞ Z π ∞
X 1 2X 1
= sin x dx = .
(n + 1)π 0 π n+1
n=1 n=1
On the other hand, by integration by parts,
Z b Z b
sin x sin x
lim dx = lim dx
b→∞ π x b→∞ π x
Z b
− cos b 1 cos x
= lim + − dx
b→∞ b π π x2
Z ∞
1 cos x
= − dx,
π π x2
It is not difficult to show that the limits on the right exist by comparison
test.
Some further results
Z ∞ Z ∞
sin x cos x
1 dx and dx converges for all p > 0.
1 xp 1 xp
Z 1 Z 1
sin x cos x
2 dx converges for all p < 2 and dx converges for all
0 xp 0 xp
p < 1.
(Exercise, prove yourselves.)

Thank You.
Lecture 29
Gamma and Beta Functions
Gamma function
introduced by Swiss mathematician

Leonhard Euler (1729)
generalization of factorial function to

non-integer values (more specifically, to
all complex numbers except the
non-positive integers)
A translated version of factorial function
is the following recurrence relation:
1 f (1) = 1, Leonhard Euler (1707–1783)
2 f (x + 1) = xf (x).
Z ∞
For p > 0, the gamma function, Γ(p) := xp−1 e−x dx.
0
Is gamma function convergent?
Z 1 Z ∞
p−1 −x
Γ(p) = x e dx + xp−1 e−x dx
0 1
=I1 + I2
To see the convergence of I1 (improper integral of second kind), we take

Z 1
f (x)
p−1 −x p−1
f (x) = x e and g(x) = x , then lim = 1 and xp−1 dx
x→0 g(x) 0
converges.
To see the convergence of I2 (improper integral of first kind), take
f (x)
f (x) = xp−1 e−x and g(x) = x12 . Then lim = lim x2+p−1 e−x = 0
x→∞ g(x) x→∞
R∞ 1
and 1 x2 dx converges. Hence by (2) of limit comparison theorem, the
integral converges.
Some properties of Gamma function
Z ∞
Γ(1) = e−x dx = 1.
0
Γ(p + 1) = p Γ(p).
Integration by parts formula implies,
Z ∞ ∞ Z ∞
p −x p −x
Γ(p + 1) = x e dx = −(x e ) + p xp−1 e−x dx = pΓ(p).
0 0 0
Therefore, Γ(p + 1) = p! ∀p ∈ N.
Euler’s reflection formula for p ∈

/Z
π
Γ(p) · Γ(1 − p) = .
sin (πp)
√

1 1
Γ = π. Hint: choose p = 2 in the above formula.
2
Beta functions
Z 1
For p, q > 0, beta function, β(p, q) = xp−1 (1 − x)q−1 dx.
0
If p > 1 and q > 1, then the integral is definite integral. When p < 1
and/or q < 1, this integral is improper of second kind at 0 and/or 1.
To prove the convergence, we divide as before
Z 1 Z 1/2 Z 1
p−1 q−1 p−1 q−1
x (1 − x) dx = x (1 − x) dx + xp−1 (1 − x)q−1 dx
0 0 1/2
= I1 + I2 .
To see the convergence of I1 , take f (x) = xp−1 (1 − x)q−1 and

Z 1/2
f (x) q−1
p−1
g(x) = x . Then lim = lim (1 − x) = 1 and xp−1 dx
x→0 g(x) x→0 0
converges. Similarly, for convergence of I2 , we take
f (x) = xp−1 (1 − x)q−1 and g(x) = (1 − x)q−1 .
Some properties of beta function
β(p, q) = β(q, p).

Hint: Substitute t = 1 − x.
Z π/2
β(p, q) = 2 sin2p−1 θ cos2q−1 θdθ
0
.
Hint: Substitute x = sin2 θ in β(p, q).
Relationship between gamma and beta functions
Γ(p)Γ(q)
β(p, q) = .
Γ(p + q)
Thank You.
Lecture 30
Differentiation under Integration
Leibniz’s rule for differentiation under the integral sign
General form:
f (x, t): continuous and continuously

differentiable†
(† partial derivatives exist and are
themselves continuous)
a(x), b(x): continuous differentiable

Gottfried Wilhelm Leibniz
functions of x
(1646–1716)
Then
R b(x) R b(x)
d
dx a(x) f (x, t)dt = f (x, b(x)).b0 (x) − f (x, a(x)).a0 (x) + ∂
a(x) ∂x f (x, t)dt.
Special cases
If a(x), b(x) are constants rather than functions of x,

then
d
Rb Rb∂
dx a f (x, t)dt = a ∂x f (x, t)dt.
If a(x) = a and b(x) = x, then

d
Rx Rx∂
dx a f (x, t)dt = f (x, x) + a ∂x f (x, t)dt.
What do these formulae signify?
They interchange the integral and partial differential operators under

certain conditions.
When should we use them?
Generally, one uses differentiation under the integral sign to evaluate

integrals that can be thought of as belonging to some
family of integrals parameterized by a real variable.
Examples I
tx −1
R1
1 Let g(x) = 0 ln t dt. Then determine the value of g(3).
Ans:
1 Z 1 x
∂ tx − 1
Z
0 t ln t
g (x) = = dt
0 ∂x ln t 0 ln t
1
tx+1 1
= =
x + 1 x+1
0
g(x) = ln |x + 1| + C, for some constant C. To determine C, note that

R1 0
0 = 0 tln−1 t dt = g(0) = ln |0 + 1| + C = C.
=⇒ g(x) = ln |x + 1| =⇒ g(3) = ln 4 = 2 ln 2.
Examples II
R1
2 Compute the definite integral 0 (t ln t)50 dt.
Ans:
Z 1 Z 1
d x
t dt = tx ln tdt
dx 0 0
Z 1 Z 1
d50 x
=⇒ 50 t dt = tx (ln t)50 dt
dx 0 0
1
d50 tx+1 d50 1 50!
Now dx50 x+1 = dx50 x+1 = (x+1)51
.
0
Z 1
50!
∴ (t ln t)50 dt = .
0 5151
Examples III
3 The function f satisfies the following relationship.

Z x
1
f (x) = [f (t)]2 dt, f (2) = .
1 2
Then determine the value of f ( 12 ).

Rx ∂
Ans: f 0 (x) = f (x, x) + a ∂x (f (x, t)) dt = f 2 (x).
df 1
=⇒ = dx. =⇒ − = x + c.
f2 f (x)
From f (2) = 12 , we have c = −4.
1 1 1 2
∴ f (x) = . =⇒ f ( ) = 1 = .
4−x 2 4− 2
7
Examples IV
4 Find the value of

Z 3p+2 x
d x+6
lim dx .
p→0 dp 2p−1 4x
23
Ans: 5 . (Excercise)
Thank You.
Functions of Several Variables: Limit and Continuity
(Lecture 31 and 32)
Functions of several variables?
functions which has several input variables and one or more output
variables
For example, the following are Real valued functions of two variables
x, y:
1 f (x, y) = x2 + y 2 is a real valued function defined over R2 .
xy
2 f (x, y) = x2 +y 2 is a real valued function defined over R2 \{(0, 0)}
Some applications for motivation
Temperature distribution in a medium is a real valued function with more than

2 variables. The temperature function at time t and at point (x, y) has 3
variables.
For example, the temperature distribution in a plate, (unit square) with zero
temperature at the edges and initial temperature (at time t = 0)
2
T0 (x, y) = sin πx sin πy, is T (t, x, y) = e−π kt
sin πx sin πy.
Sound waves and water waves problems in Physics.

The function u(x, t) = A sin(kx − ωt) represents the traveling wave of the
initial wave front sin kx.
Optimal cost functions.

For example a manufacturing company wants to optimize the resources, for
their produce, like man power, capital expenditure, raw materials etc. The
cost function depends on these variables.
Some useful definitions
Let R2 denote the set of all points (x, y) : x, y ∈ R. The open ball of radius
r with center (x0 , y0 ) is denoted by
p
Br ((x0 , y0 )) = {(x, y) : (x − x0 )2 + (y − y0 )2 < r}.
Definition
1 A point (a, b) is said to be interior point of a subset S of R2 if there
exists r such that Br ((a, b)) ⊂ S.
2 A subset S is called open if each point of S is an interior point of S.
3 A subset S is said to be closed if its compliment is an open subset of
R2 .
Examples
1 The open ball of radius δ: Bδ ((0, 0)) = {(x, y) ∈ R2 : x2 + y 2 < δ} is

an open set.
2 Union of open balls is also an open set.
p
3 The closed ball of radius r : Br ((0, 0)) = {(x, y) : x2 + y 2 ≤ r} is
closed.
Limit of a function of several variables
Definition of limit of a function (Simultaneous/Double limit)

Let Ω be an open set in R2 , (a, b) ∈ Ω and let f be a real valued function
defined on Ω except possibly at (a, b). Then the limit
lim f (x, y) = L
(x,y)→(a,b)
if for any > 0 there exists δ > 0 such that

p
(x − a)2 + (y − b)2 < δ =⇒ |f (x, y) − L| < .
Note: If limit exists, then it is unique. That is, the limit is independent of
choice of path chosen (x, y) → (a, b).
x2 −y 2
Example 1: Show that lim f (x, y) does not exist for f (x, y) = x2 +y 2
.
(x,y)→(0,0)
Answer: We’ll show that the limits along the x and y axes are different,
thus limit cannot exist.
x2 −0
Along x axis, y = 0. So f (x, y) = f (x, 0) = x2 +0
.
=⇒ lim f (x, 0) = 1.
x→0
0−y 2
Along y axis, x = 0. So f (x, y) = f (0, y) = 0+y 2
.
=⇒ lim f (0, y) = −1.

y→0
Therefore, the limit does not exist.

An other approach for the previous example
x2 −m2 x2
Along any arbitrary line y = mx. So f (x, y) = f (x, mx) = x2 +m2 x2
.
1 − m2
=⇒ lim f (x, mx) = .
x→0 1 + m2
For different values of m, we have different limits, so limit does NOT exist.
xy 2
Example 2: Does the limit of f (x, y) = x2 +y 4
as (x, y) → (0, 0) exist, and
if yes, then what is the value?
Answer:
lim f (x, 0) = 0 = lim f (0, y).
x→0 y→0
Is this enough to say limit exists and is equal to 0?
Then there are infinitely many straight lines passing through origin. We can
approach through those line, right!
Then,
x(mx)2 m2 x
lim f (x, mx) = lim = lim = 0.
x→0 x→0 x2 + (mx)4 x→0 1 + m4 x2
Is this now enough to say limit exists and is equal to 0?
There exist still infinitely many curved paths to approach the point (0, 0).
continue...
Now consider,
For any arbitrary m along the parabola x = my 2 .
Observe that
my 4 m
lim f (my 2 , y) = lim 2 4 4
= 2 ,
y→0 y→0 m y + y m +1
which is different for different values of m.

xy 2
Therefore, limit of the function f (x, y) = x2 +y 4
does NOT exist at (0, 0).
Using the , δ definition to prove existence of a limit
3xy 2
Example 3: Prove that lim f (x, y) = 0, where f (x, y) = x2 +y 2
.
(x,y)→(0,0)
Why should we expect that this limit exist?
Hint: The numerator is cubic, and the denominator quadratic, so we can
guess who should win in a long run.
2

y2
Proof: |f (x, y) − 0| < =⇒ x3xy
2 +y 2 = 3|x| x2 +y 2 < .

From the following inequalities
y2
x2 ≤ x2 + y 2 , and 0 ≤ ≤ 1,
x2 + y 2
we have
y2 √ p
3|x| ≤ 3|x| = 3 x 2 ≤ 3 x2 + y 2 .
x2 + y 2
continue...
Now choose δ = 3 .
p
So we have now whenever x2 + y 2 < δ = 3 , the inequality
p
3 x2 + y 2 < holds.
Meaning,
y2 p
|f (x, y) − 0| = 3|x| ≤ 3 x2 + y 2 < .
x2 + y 2
This proves that
lim f (x, y) = 0.
(x,y)→(0,0)
Repeated/Iterated limit(s) of a function f (x, y) at (a, b)
lim lim f (x, y)

x→a y→b
and
lim lim f (x, y).
y→b x→a
Example: Consider the function

x2
f (x, y) = .
x2 + y 2
The repeated roots are given by
x2

lim lim = lim 0 = 0,
y→0 x→0 x2 + y 2 y→0
x2

lim lim 2 = lim 1 = 1.
x→0 y→0 x + y 2 x→0
Example

xy xy
lim lim = lim 0 = 0, lim lim = lim 0 = 0.
y→0 x→0 x2 + y 2 y→0 x→0 y→0 x2 + y 2 x→0
Now, they are equal!

But what about the simultaneaous limit?
Limit as (x, y) → (0, 0) along the line y = mx:
xy mx2 m
lim 2 2
= lim 2 2 2
= ,
(x,y)→(0,0), x + y x→0 x + m x 1 + m2
y=mx
which is different for different values of m.

So,
xy
lim 2
does NOT exist.
(x,y)→(0,0) x + y2
Results on simultaneous and repeated limits
Repeated limits exists does not imply that simultaneous limit will exist.
If repeated limits are not equal, then the simultaneous limit would not
exist.
Simultaneous limit exist does not imply that repeated limits also exist,
but if they exist, all will be equal.
Consider f (x, y) = x sin y1 + y sin x1 , xy 6= 0. Repeated limits do not
exist. On the contrary, simultaneous limit exists.
Let > 0 be given. We have to find δ > 0 such that

x sin 1 + y sin 1 − 0 < .
p
x2 + y 2 < δ =⇒ y x

1 1
p
Consider x sin y + y sin x < |x| + |y| ≤ 2 x2 + y 2 < 2δ = .

Now, choose = δ.
Continuity of a function of several variables
Definition
Let f be a real valued function defined in a ball around (a, b). Then f is
said to be continuous at (a, b) if
lim f (x, y) = f (a, b).

(x,y)→(a,b)
Examples
1 The function 
 √ xy
 , x2 + y 2 6= 0
x2 +y 2
f (x, y) =

0, x = y = 0.
Let > 0. Then |f (x, y) − 0| = |x| √ |y| ≤ |x|.

2 x +y 2
So if we choose δ = , then |f (x, y)| ≤ . Therefore, f is continuous at
(0, 0).

2 Let
x2 + 2y

(x, y) 6= (1, 2)
f (x, y) =
3

(x, y) = (1, 2)
Then f is not continuous at (1, 2), since
lim x2 + 2y = 5 6= f (1, 2).

(x,y)→(1,2)
Thank You.
Lecture 33 and 34
Derivative of a Function of several variables
Partial derivatives
Definition
The partial derivative of f with respect to x at (a, b) is defined as
∂f 1
(a, b) = lim (f (a + h, b) − f (a, b)) .
∂x h→0 h
similarly, the partial derivative with respect to y at (a, b) is defined as
∂f 1
(a, b) = lim (f (a, b + k) − f (a, b)) .
∂y k→0 k
Examples I
1 (not continuous at (0, 0) but partial derivatives exist)

Consider the function

xy
(x, y) 6= (0, 0)


x2 +y 2
f (x, y) =
0

(x, y) = (0, 0)
f (h, 0) − f (0, 0) 0−0

fx (0, 0) = lim = lim = 0.
h→0 h h→0 h
f (0, k) − f (0, 0) 0−0
fy (0, 0) = lim = lim = 0.
k→0 k k→0 k
Thus partial derivatives exist but f is not continuous at (0, 0).
Examples II
2 (continuous function but partial derivatives need not exist)
Let f (x, y) = |x| + |y|. Then it is a continuous function at (0, 0) as for

every > 0 there exists δ = 2 > 0 such that
p p
x2 + y 2 < δ =⇒ |f (x, y) − f (0, 0)| = |x| + |y| < 2 x2 + y 2 < .
Partial derivatives:
f (h, 0) − f (0, 0) |h|

fx (0, 0) = lim = lim .
h→0 h h→0 h
f (0, k) − f (0, 0) |k|

fy (0, 0) = lim = lim .
k→0 k k→0 k
Both the limit do not exist. Hence partial derivatives do not exist.
Sufficient condition for continuity
Theorem
Suppose one of the partial derivatives exist at (a, b) and the other partial
derivative is bounded in a neighborhood of (a, b). Then f (x, y) is
continuous at (a, b).
Directional derivatives
Definition
Let p̂ = p1 î + p2 ĵ be any unit vector. Then the directional derivative of
f (x, y) at (a, b) in the direction of p̂ is
f (a + sp1 , b + sp2 ) − f (a, b)

Dp̂ f (a, b) = lim .
s→0 s
Dp̂ f (x, y) = fx (x, y)p1 + fy (x, y)p2 .

Example
1 Find the directional derivatives of f (x, y) = x2 + xy at P (1, 2) in the

direction of unit vector p = √1 î + √1 ĵ.
2 2
f (1 + √s , 2 + √s ) − f (1, 2)
2 2
Dp̂ f (1, 2) = lim
s
s→0

1 5s 5
= lim s2 + √ =√
s→0 s 2 2
Other approach: fx (x, y) = 2x + y, fy (x, y) = x.

1 1
Dp̂ f (x, y) = fx (x, y)p1 + fy (x, y)p2 = (2x + y) √ + (x) √
2 2

3 1
= √ x+y √
2 2
5
=⇒ Dp̂ f (1, 2) = √
2
Further conditions and examples
Caution 1: The existence of partial derivatives does not guarantee the

existence of directional derivatives in all directions.
Example: Consider

xy
x2 + y 2 6= 0


x2 +y 2
f (x, y) = .
0

x=y=0
Let →
−
p = (p1 , p2 ) such that p21 + p22 = 1. Then the directional derivative
along p is
f (hp1 , hp2 ) − f (0, 0) p1 p2

Dpbf (0, 0) = lim = lim
h→0 h h→0 h(p2 2
1 + p2 )
exist if and only if p1 = 0 or p2 = 0.

Caution 2: The existence of all directional derivatives does not
guarantee the continuity of the
 function.
x2 y
, (x, y) 6= (0, 0)


x4 +y 2
Example: Consider f (x, y) =
0,

x = y = 0.
→
− 2 2
Let p = (p1 , p2 ) such that p1 + p2 = 1. Then the directional derivative
along p is
f (sp1 , sp2 ) − f (0, 0)
Dpbf (0, 0) = lim
s→0 s
s3 p21 p2
= lim
s→0 s(s4 p4 2 2
1 + s p2 )
p2 p2
= 1 2 if p2 6= 0.
p2
In case of p2 = 0, we can compute the partial derivative w.r.t y to be 0.

Therefore all the directional derivatives exist. But this function is not
continuous (y = mx2 and x → 0).
Differentiability of a function of several variables
Definition
Let D be an open subset of R2 . Then a function f (x, y) : D → R is
differentiable at a point (a, b) of D if there exists 1 = 1 (h, k), 2 = 2 (h, k)
such that
f (a + h, b + k) − f (a, b) = hfx (a, b) + kfy (a, b) + h1 + k2 ,
where 1 , 2 → 0 as (h, k) → (0, 0).

Examples
(Q1): Show that the following function f (x, y) is not differentiable at (0, 0),

x sin 1 + y sin 1 , xy 6= 0

y x
f (x, y) =
0,

xy = 0.
Ans: Since | sin x| ≤ 1 for every x ∈ R, we have

p
|f (x, y) − f (0, 0)| ≤ |x| + |y| ≤ 2 x2 + y 2
This implies that f is continuous at (0, 0) by choosing δ = /2. Also

f (h, 0) − f (0, 0)
fx (0, 0) = lim = 0.
h→0 h
f (0, k) − f (0, 0)
fy (0, 0) = lim = 0.
k→0 k
continue...
If f is differentiable, then there exists 1 , 2 such that
f (h, k) − f (0, 0) = 1 h + 2 k,
where 1 , 2 → 0 as h, k → 0. Now taking h = k, we get
h sin h1

f (h, h) = (1 + 2 )h =⇒ 2 = (1 + 2 ).
h

1
So, lim sin = 0, a contradiction, as limit does not exist.
h→0 h
p
(Q2): Show that the function f (x, y) = |xy| is not differentiable at the
origin.
Ans: Easy to check the continuity (take δ = ) as
p 1 p
|f (x, y) − f (0, 0)| = | |xy| − 0| ≤ (|x| + |y|) ≤ x2 + y 2 .
2
Now, 0−0
fx (0, 0) = lim = 0,
h→0 h
0−0
fy (0, 0) = lim = 0.
k→0 k
So if f is differentiable at (0, 0), then there exist, 1 , 2 such that
f (h, k) = 1 h + 2 k.
Taking h = k, we get
|h| = (1 + 2 )h.
This implies that (1 + 2 ) 6→ 0.

Equivalent Condition For Differentiability
Notations:
∆f = f (a + h, b + k) − f (a, b), the total variation of f
df = hfx (a, b) + kfy (a, b), the total differential of f .

√
ρ = h2 + k 2
Theorem
∆f − df
f is differentiable at (a, b) ⇐⇒ lim = 0.
ρ→0 ρ
Examples I

x2 y 2
, (x, y) 6= (0, 0)


x2 +y 2
1 Consider the function f (x, y) = Prove that f
0,

x = y = 0.
is differentiable at (0, 0).
Ans: Partial derivatives exist at (0, 0) and fx (0, 0) = 0, fy (0, 0) = 0.
By taking h = ρ cos θ, k = ρ sin θ, we get
∆f − df h2 k 2 ρ4 cos2 θ sin2 θ
= 3 = = ρ cos2 θ sin2 θ.
ρ ρ ρ3

Therefore, ∆fρ−df ≤ ρ → 0 as ρ → 0. Therefore f is differentiable at

(0, 0).
Examples II

x2 y
, (x, y) 6= 0


x2 +y 2
2 Consider f (x, y) = Prove that f is not
0,

x = y = 0.
differentiable at (0, 0).
Ans: Partial derivatives exist at (0, 0) and fx (0, 0) = fy (0, 0) = 0. By
taking h = ρ cos θ, k = ρ sin θ, we get
∆f − df h2 k ρ3 cos2 θ sin θ
= 3 = = cos2 θ sin θ.
ρ ρ ρ3
The limit does not exist. Therefore, f is NOT differentiable at (0, 0).
A sufficient condition for differentiability
Theorem
Suppose fx (x, y) and fy (x, y) exist in an open neighborhood containing
(a, b) and both functions are continuous at (a, b). Then f is differentiable at
(a, b).
Further conditions and examples
Caution 1: There are functions which are differentiable but the partial
derivatives need not be continuous.

x3 sin 12 + y 3 sin 12

xy 6= 0
x y
f (x, y) =
0

xy = 0.
Ans: Now 
3x2 sin 12 − 2 cos 12

xy 6= 0
x x
fx (x, y) =
0

xy = 0
f (h, 0) − f (0, 0)
Also fx (0, 0) = lim = 0. So partial derivatives are not
h→0 h
continuous at (0, 0).
Continue...
1 1
f (h, k) = (h)3 sin 2
+ (k)3 sin
(h) (k)2
= 0 + 0 + 1 h + 2 k
where 1 = h2 sin h12 and 2 = k 2 sin k12 . It is easy to check that 1 , 2 → 0.

So f is differentiable at (0, 0).
Caution 2: There are functions for which directional derivatives exist in
any direction, but the function is not differentiable.

 y x2 + y 2
p
y 6= 0

|y|
f (x, y) =
0

y=0
(Exercise problem)
Chain rule: Partial derivatives of composite functions
Let z = F (u, v) and u = φ(x, y), v = ψ(x, y).

Then z = F (φ(x, y), ψ(x, y)) as a function of x, y.
Suppose F, φ, ψ have continuous partial derivatives, then we can find the
partial derivatives of z w.r.t x, y as follows:
∂z ∂F ∂u
∂x = ∂u ∂x + ∂F ∂v
∂v ∂x
and ∂z
∂y = ∂F ∂u
∂u ∂y + ∂F ∂v
∂v ∂y .
Example
2
Example: Let z = ln(u2 + v), u = ex+y , v = x2 + y.
2u 1
Then zu = u2 +v
, zv = u2 +v
,
2 2
ux = ex+y , vx = 2x, uy = 2yex+y and vy = 1. Then
2u x+y2 2x
zx = e + 2 ,
u2+v u +v
∂z ∂u ∂z ∂v 2uy x+y2 1
zy = + = 2 e + 2 .
∂u ∂y ∂v ∂y u +v u +v
Derivative of implicitly defined function
Theorem
Let y = y(x) be defined as F (x, y) = 0, where F , Fx , Fy are continuous at
dy
(x0 , y0 ) and Fy (x0 , y0 ) 6= 0. Then
dx = − FFxy at (x0 , y0 ).
Proof: Increase x by ∆x, then y receives ∆y increment and

F (x + ∆x, y + ∆y) = 0. Also
0 = ∆F = Fx ∆x + Fy ∆y + 1 ∆x + 2 ∆y
where 1 , 2 → 0 as ∆x → 0. This is same as

∆y Fx + 1
=−
∆x Fy + 2
dy
Now taking limit ∆x → 0, we get dx = − FFxy .
Example
Example: Let F (x, y) = 0, where F (x, y) = ey − ex + xy. Then
Fx = −ex + y, Fy = ey + x.
dy ex − y
=⇒ = y .
dx e +x
Example showing difference between partial derivative and
total derivative
When you take a partial derivative, you operate assuming that you hold
one variable fixed while the other changes. On the other hand, while
computing a total derivative, you allow changes in one variable to affect
the other.
Example: Let f (x, y) = sin x + sin y. Then
∂f
= cos x,
∂x
while
df dx dy dy
= cos x + cos y = cos x + cos y .
dx dx dx dx
Thank You.
Lecture 35,36, 37 and 38
Derivative of a Function of several variables
Higher order mixed partial derivatives
Example 1: Consider f (x, y) = x2 + 5xy + y 2 . Then

∂f
fx = = 2x + 5y,
∂x
∂f
fy = = 5x + 2y,
∂y

∂ ∂f ∂ ∂f
fxy = = 5 = fyx = .
∂x ∂y ∂y ∂x
Example 2: Consider f (x, y) = sin xy 2 + 9x + y1 . Then

fx = y 2 cos xy 2 + 9,
1
fy = 2xy cos xy 2 − ,
y2
fxy = 2y cos xy 2 − 2xy 3 sin xy 2 = fyx .
Is it always true that fxy = fyx?
NO!

 xy(x2 2 −y2 2 ) ,

x 6= 0, y 6= 0
x +y
Example: Consider f (x, y) = .
0

x=y=0
Then
f (h, k) − f (h, 0) 1 hk(h2 − k 2 )

fy (h, 0) = lim = lim =h
k→0 k k→0 k h2 + k 2
Also fy (0, 0) = 0. Therefore,
fy (h, 0) − fy (0, 0)
fxy (0, 0) = lim
h→0 h
h−0
= lim =1
h→0 h
Now
f (h, k) − f (0, k) 1 hk(h2 − k 2 )

fx (0, k) = lim = lim = −k
h→0 h h→0 h h2 + k 2
and
fx (0, k) − fx (0, 0)
fyx (0, 0) = lim = −1.
h→0 k
So we get
1 = fxy (0, 0) 6= fyx (0, 0) = −1.
A sufficient condition for fxy = fyx
Theorem
If f, fx , fy , fxy , fyx are continuous in a neighbourhood of (a, b). Then
fxy (a, b) = fyx (a, b).
Note: The above statement is NOT a necessary condition.

Example: fxy , fyx not continuous  but mixed derivatives are equal.
 x22 y22 , x 6= 0, y 6= 0

x +y
Consider the function f (x, y) =
0,

x = y = 0.
Here fxy (0, 0) = fyx (0, 0) but they are not continuous at (0, 0) (Try!).
Taylor’s theorem for a function of two variables
Theorem
Suppose f (x, y) and its partial derivatives through order n + 1 are
continuous throughout an open rectangular region R centered at a point
(a, b). Then, throughout R,

1 2 2

f (a + h, b + k) = f (a, b) + (hfx + kfy ) + (h fxx + 2hkfxy + k fyy )
(a,b) 2! (a,b)

1 3
+ (h fxxx + 3h2 kfxxy + 3hk 2 fxyy + k 3 fyyy )

3! (a,b)
n n+1
1 ∂ ∂ 1 ∂ ∂
+ ... + h +k f + h +k f
n! ∂x ∂y (a,b) (n + 1)! ∂x ∂y (a+ch,b+ck)
where (a + ch, b + ck) is a point on the line segment joining (a, b) and
(a + h, b + k).
First-degree Taylor polynomial of a function of two
variables
For a function of two variables f (x, y) whose first partials exist at the point
(a, b), the 1st -degree Taylor polynomial of f for (x, y) near the point (a, b)
is:
f (x, y) ≈ L(x, y) = f (a, b) + fx (a, b)(x − a) + fy (a, b)(y − b).
L(x, y) is also called the linear approximation (or tangent plane) of f for
(x, y) near the point (a, b).
Example
Example: Determine the 1st-degree Taylor polynomial approximations of

the function f (x, y) = sin 2x + cos y near the point (0, 0).
Ans: Here
fx (x, y) = 2 cos 2x, fy (x, y) = − sin y
f (0, 0) = 1, fx (0, 0) = 2, fy (0, 0) = 0.
=⇒ L(x, y) = f (0, 0) + fx (0, 0)(x − 0) + fy (0, 0)(y − 0) = 1 + 2x.

Second-degree Taylor polynomial of a function of two
variables
For a function of two variables f (x, y) whose first and second partials exist
at the point (a, b), the 2nd -degree Taylor polynomial of f for (x, y) near
the point (a, b) is:
fxx (a, b)
f (x, y) ≈ Q(x, y) =L(x, y) + (x − a)2
2
fyy (a, b)
+ fxy (a, b)(x − a)(y − b) + (y − b)2 .
2
Example
Example: Determine the 2nd-degree Taylor polynomial approximations of

the function f (x, y) = sin 2x + cos y near the point (0, 0).
Ans: Here
fxx (x, y) = −4 sin 2x, fxy (x, y) = 0, fyy (x, y) = − cos y
fxx (0, 0) = 0, fxy (0, 0) = 0, fyy (0, 0) = −1.
fxx (0, 0)
Q(x, y) = L(x, y) + (x − 0)2 + fxy (0, 0)(x − 0)(y − 0)
2
fyy (0, 0)
+ (y − 0)2
2
y2
= 1 + 2x − .
2
Mean Value Theorem
Mean value theorem (MVT)
Theorem
Suppose f : R2 → R is differentiable. Let X0 = (x0 , y0 ) and
X = (x0 + h, y0 + k). Then there exists C which lies on the line joining X0
and X such that
f (X) = f (X0 ) + f 0 (C)(X − X0 ),
i.e., there exists c ∈ (0, 1) such that
f (x0 + h, y0 + k) = f (x0 , y0 ) + hfx (C) + kfy (C),
where C = (x0 + ch, y0 + ck).

Proof of MVT
Define φ : [0, 1] → R by
φ(t) = f (x0 + th, y0 + tk), t ∈ [0, 1].
By chain rule φ is differentiable and
dx dy
φ0 (t) = fx + fy = fx h + fy k, (since x = x0 + th and y = y0 + tk.)
dt dt
Now by MVT, there exists c ∈ (0, 1) such that
φ(1) − φ(0) = φ0 (c).
The proof now follows immediately.

Extended mean value theorem (EMVT)
Theorem
Suppose f : R2 → R is differentiable. Let X0 = (x0 , y0 ) and
X = (x0 + h, y0 + k). Furthermore, suppose fx and fy are continuous and
they have continuous partial derivatives. Then there exists C which lies on
the line joining X0 and X such that
1
f (X) = f (X0 ) + f 0 (X0 )(X − X0 ) + (X − X0 )f 00 (C)(X − X0 ),
2
f f

where f 00 = fxx fxy . That is, there exists c ∈ (0, 1) such that
yx yy
1
f (x0 +h, y0 +k) = f (x0 , y0 )+(hfx +kfy )(X0 )+ (h2 fxx +2hkfxy +k 2 fyy )(C),
2
where C = (x0 + ch, y0 + ck).

Maxima and Minima
The second partial derivative test is a method in multivariable calculus
used to determine if a critical point of a function is a local minimum,
maximum or saddle point.
Hessian matrix
Suppose that f (x, y) is a differentiable real function of two variables
whose second partial derivatives exist and are continuous. Then the
Hessian matrix H of f is the 2 × 2 matrix of partial derivatives of f :

 
fxx (x, y) fxy (x, y)
H(x, y) =  .
fyx (x, y) fyy (x, y)
Define D(x, y) to be the determinant
D(x, y) = det(H(x, y)) = fxx (x, y)fyy (x, y) − (fxy (x, y))2 , of H.
Second partial derivative test
Suppose that (a, b) is a critical point of f (that is, fx (a, b) = fy (a, b) = 0).
Then the second partial derivative test asserts the following:
S.No. Condition Nature
1 D(a, b) > 0, fxx (a, b) > 0 local minimum
2 D(a, b) > 0, fxx (a, b) < 0 local maximum
3 D(a, b) < 0 Saddle point
4 D(a, b) = 0 No conclusion
Example
Consider the function f (x, y) = (x + y)(xy + xy 2 ). Then
∂f ∂f
= x 3y 2 + 2y(x + 1) + x .

= y(2x + y)(y + 1),
∂x ∂y
Then we have the following four critical points:

3 3
(0, 0), (0, −1), (1, −1) and ,− .
8 4
In order to classify the critical points, we examine the value of the

determinant D(x, y) of the Hessian of f at each of the four critical points.
We have
D(a, b) = fxx (a, b)fyy (a, b) − (fxy (a, b))2
= 2b(b + 1) · 2a(a + 3b + 1) − (2a + 2b + 4ab + 3b2 )2 .

Now plugging in all the different critical values, we have

3 3 27
D(0, 0) = 0; D(0, −1) = −1; D(1, −1) = −1; D ,− = .
8 4 128
Thus, the second partial derivative test indicates that f (x, y) has saddle
points at (0, −1) and (1, −1) and has a local maximum at 83 , − 34 since

fxx = − 83 < 0. At the remaining critical point (0, 0) the second derivative
test is insufficient, and one must use higher order tests or other tools to
determine the behavior of the function at this point.
(In fact, observe that f takes both positive and negative values in small
neighborhoods around (0, 0) and so this point is a saddle point of f .)
Critical points of f (x, y) =
(x + y)(xy + xy 2 ) max-
ima (red) and saddle points
(blue).
https://en.wikipedia.org/wiki/Second_partial_derivative_test
Example 2
Ques: Find all the critical points and their nature of

f (x, y) = xy − x2 − y 2 − 2x − 2y + 4.
Ans:
fx = y − 2x − 2 = 0, fy = x − 2y − 2 = 0
Therefore, the point (−2, −2) is the only critical point. Also
fxx = −2, fyy = −2, fxy = 1.
Therefore, D(−2, −2) = 3 > 0 and fxx (−2, 2) = −2 < 0. Therefore,

(−2, −2) is a point of local maximum.
Global/Absolute maxima and Minima on closed and
bounded domains
1 Find all critical points of f (x, y). These are the interior points where partial
derivatives can be defined.
2 Restrict the function to the each piece of the boundary. This will be one
variable function defined on closed interval I(say) and use the derivative test
of one variable calculus to find the critical points that lie in the open interval
and their nature.
3 Find the end points of these intervals I and evaluate f (x, y) at these points.
4 The global/Absolute maximum will be the maximum of f among all these

points.
5 Similarly for global minimum.

Example: Find the absolute maxima and minima of
f (x, y) = 2 + 2x + 2y − x2 − y 2
on the triangular region in the first quadrant bounded by the lines
x = 0, y = 0, y = 9 − x.
Solution: fx = 2 − 2x = 0, fy = 2 − 2y = 0 implies that (1, 1) is the only

critical point and f (1, 1) = 4. fxx = −2, fyy = −2, fxy = 0. Therefore,
D(1, 1) = 4 > 0 and A < 0. So this is local maximum.
Continue...
Case 1: On the segment y = 0, f (x, y) = f (x, 0) = 2 + 2x − x2 defined on
I = [0, 9]. f (0, 0) = 2, f (9, 0) = −61 and the interior points where
f 0 (x, 0) = 2 − 2x = 0 is x = 1. So x = 1 is the only critical point and
f (1, 0) = 3.
Case 2: On the segment x = 0, f (0, y) = 2 + 2y − y 2 and

f 0 (0, y) = 2 − 2y = 0 implies y = 1 and f (0, 1) = 3.
Case 3: On the segment y = 9 − x, we have f (x, 9 − x) = −61 + 18x − 2x2

and the critical point is x = 9/2. At this point f (9/2, 9/2) = −41/2.
Finally, f (0, 0) = 2, f (9, 0) = f (0, 9) = −61. so the global maximum is 4 at

(1, 1) and minimum is −61 at (9, 0) and (0, 9).
Constrained Optimization and
Lagrange Multiplier Method
Constrained optimization
Constrained optimization is the process of optimizing an objective

function with respect to some variables in the presence of constraints
on those variables.
The objective function is either a cost function or energy function,

which is to be minimized, or a reward function or utility function,
which is to be maximized.
General form of a constrained optimization problem with
equality constraints only
minimize or maximize f (x, y, z, ...)
subject to gi (x, y, z, ...) = ci ,

for i = 1, 2, . . . , m.
Example 1: Maximize the function f (x, y) = x2 y subject to the
constraints x2 + y 2 = 1.
Example 2: Find the shortest distance from origin to the plane
z = 2x + y − 5, i.e. minimize the function f (x, y, z) = x2 + y 2 + z 2
subject to the constraint 2x + y + z − 5 = 0.
How to solve constraint optimization problems
Problem 1: max f (x, y) = x2 y subject to x2 + y 2 = 1.

Solution: Substituting the constraint in the function, we get
h(y) = (1 − y 2 )y = y − y 3 .
Now, h0 (y) = 0 =⇒ y = ± √13 and from the constraint equation, we have

q
x = ± 23 .
√ √ √
Therefore, the critical points are √23 , √13 , √23 , − √13 , − √23 , √13 and
√
− √23 , − √13 . By evaluating the function at these critical points, we get
√
± √23 , √13 as the points of maxima and
2
the final answer to the problem is √
3 3
.
How to solve constraint optimization problems
Problem 2: min f (x, y, z) = x2 + y 2 + z 2 subject to 2x + y + z − 5 = 0.

Solution: Substituting the constraint in the function, we get
h(x, y) = f (x, y, 2x + y − 5) = x2 + y 2 + (2x + y − 5)2 .
The critical points of this function are
hx = 2x + 2(2x + y − 5)(2) = 0, hy = 2y + 2(2x + y − 5) = 0.
This leads to x = 5/3, y = 5/6. Then z = 2x + y − 5 implies z = −5/6.

Observe that D > 0 and hxx > 0. So the point (5/3, 5/6, −5/6) is a point
of minimum.
Does the substitution method always work?
Example: The shortest distance from origin to x2 − z 2 = 1, i.e. minimizing

f (x, y, z) = x2 + y 2 + z 2 subject to the constraint x2 − z 2 = 1.
Ans: Substituting z 2 = x2 − 1 in f , we get
p
h(x, y) = f (x, y, x2 − 1) = 2x2 + y 2 − 1.
Now, hx = 4x = 0, hy = 2y = 0. Implies, x = 0, y = 0, z 2 = −1. Then z is

imaginary. To overcome this difficulty, we can substitute x2 = z 2 + 1 in f
and find that z = y = 0 and x = ±1. These points are on the hyperbolic
cylinder (x2 − z 2 = 1) and we can check that D > 0, hxx > 0. This implies
the points are of local minimum nature.
Caution: In the substitution method, once we substitute the constraint in
the minimizing function, then the the domain of the function will be the
domain of the minimizing function.
Then the critical points can belong to this domain which may not be the
domain of constraints.
How do we overcome this problem?

Lagrange multipliers method
The Lagrange multipliers method is a

strategy for finding the local maxima
and minima of a function subject to
equality constraints (i.e., subject to
the condition that one or more
equations have to be satisfied exactly
Joseph-Louis Lagrange
by the chosen values of the variables).
(1736–1813)
Lagrange multiplier method for a function of two variables
with single constraint
Consider the optimization problem:
maximize f (x, y),
subject to: g(x, y) = 0.
Note: Assume both f and g have continuous first partial derivatives.

Now, introduce a new variable λ called a Lagrange multiplier and study
the Lagrange function defined by
L(x, y, λ) = f (x, y) − λg(x, y).

If f (x0 , y0 ) is a maximum of f (x, y) for the original constrained
problem and ∇g(x0 , y0 ) 6= 0, then there exists λ0 such that (x0 , y0 , λ0 )
is a stationary point† for the Lagrange function.
(† Stationary points are those points where the first partial derivatives of L are zero.)
The assumption ∇g 6= 0 is called constraint qualification.

Algorithm for the general case
1 Number of constraints m should be less than the number of

independent variables n say g1 = 0, g2 = 0, ....gm = 0.
m
X
2 Write the Lagrange multiplier equation: ∇f = i ∇gi .
i=1
3 Solve the set of m + n equations to find the extremal points
m
X
∇f = i ∇gi , gi = 0, i = 1, 2, ...m
i=1
4 Once we have extremum points, compare the values of f at these

points to determine the maxima and minima.
Examples
Example 1: Suppose we wish to maximize f (x, y) = x + y subject to the

constraint x2 + y 2 = 1.
L(x, y, λ) = f (x, y) + λ · g(x, y)
= x + y + λ(x2 + y 2 − 1).
So gradient is given by

∂L ∂L ∂L
∇x,y,λ L(x, y, λ) = , ,
∂x ∂y ∂λ
= 1 + 2λx, 1 + 2λy, x2 + y 2 − 1

continue...

1 + 2λx = 0




∴ ∇x,y,λ L(x, y, λ) = 0 ⇔ 1 + 2λy = 0



 2
x + y2 − 1 = 0
The first two equations yield
1
x=y=− , λ 6= 0.
2λ
By substituting into the last equation we have
1 1 1
+ − 1 = 0 =⇒ λ = ± √ .
4λ2 4λ2 2
continue...
Therefore, the stationary points of L are
√ √ √ √
2 2 √1 2 2 √1
2 , 2 , − 2
, − 2 , − 2 , 2
.
Evaluating the objective function f at these

points yields
√
2
√
2
√ √ √ √
f 2 , 2 = 2, f − 22 , − 22 = − 2.
√ https://en.wikipedia.org/
Thus the constrained maximum is 2 and
√ wiki/File:
the constrained minimum is − 2.
Lagrange_very_simple.svg
Example 2: Find the maximum values of f (x, y) = x2 y subject to the
constraint g(x, y) = x2 + y 2 − 3 = 0.
L(x, y, λ) = f (x, y) + λ · g(x, y)
= x2 y + λ(x2 + y 2 − 3).

∂L ∂L ∂L
=⇒ ∇x,y,λ L(x, y, λ) = , ,
∂x ∂y ∂λ
= 2xy + 2λx, x2 + 2λy, x2 + y 2 − 3 .

 



2xy + 2λx = 0 


 x(y + λ) = 0 (i)
 
∴ ∇x,y,λ L(x, y, λ) = 0 ⇐⇒ x2 + 2λy = 0 ⇐⇒ x2 = −2λy (ii)

 

 
x2 + y 2 − 3 = 0
 x2 + y 2 = 3 (iii)

continue...
√
(i) implies x = 0 λ = −y. If x = 0 then y = ± 3 by (iii) and consequently
λ = 0 from (ii). If λ = −y, substituting this into (ii) we get x2 = 2y 2 . Now
substituting this into (iii) and solving for y gives y = ±1. Thus there are six
critical points of L:
√ √ √ √ √ √
( 2, 1, −1); (− 2, 1, −1); ( 2, −1, 1); (− 2, −1, 1); (0, 3, 0); (0, − 3, 0).
Evaluating the objective at these points, we find that

√ √ √
f (± 2, 1) = 2; f (± 2, −1) = −2; f (0, ± 3) = 0.
Therefore, the objective function attains the global maximum (subject to the
√ √
constraints) at (± 2, 1) and the global minimum at (± 2, −1). The point
√ √
(0, 3) is a local minimum of f and (0, − 3) is a local maximum of f .
maximize f (x, y) = x2 y subject to the constraint g(x, y) = x2 + y 2 − 3 = 0.
https://en.wikipedia.org/wiki/File:Lagrange_simple.svg
Thank You.
Lecture 39 and 40
Applications of Integrals
Some Useful Formulae
xn+1
Z
xn dx = + C; n ̸= 1
n+1
Z
1
sin(ax + b) dx = − cos(ax + b) + C, a ̸= 0
a
Z
1
cos(ax + b) dx = sin(ax + b) + C, a ̸= 0
a
Z
sec2 x dx = tan x + C
Z
csc2 x dx = − cot x + C
Z
sec x · tan x dx = sec x + C
Z
csc x · cot x dx = − cot x + C
Z
dx
= ln |x| + C
x
eax+b
Z
eax+b dx = , a ̸= 0
a
ax
Z
ax dx = + C, a ̸= 0
ln a
Z
1
√ dx = sin−1 x + C
Z 1 − x2
1
dx = tan−1 x + C
1 + x2
Z
1
√ dx = sec−1 x + C
|x| x2 − 1
a2
Z p xp 2 p
x2 − a2 dx = x − a2 − ln |x + x2 − a2 | + C
2 2
a2
Z p xp 2 p
x2 + a2 dx = x + a2 + ln |x + x2 + a2 | + C
2 2
a2
Z p xp 2 x
a2 − x2 dx = a − x2 + sin−1 + C
2 2 a
Area Between Curves
Area Between Curves

Let f (x) and g(x) be continuous functions defined on [a, b] where
f (x) ≥ g(x) for all x ∈ [a, b]. The area of the region R bounded by the
curves y = f (x), y = g(x) and the lines x = a and x = b is
Z b
f (x) − g(x) dx.
a
R f (x)
We can view the expression (f (x) − g(x)) as (f (x) − g(x)) = g(x) 1dy,
meaning we can express the area of R as an double integral:
Z b Z b Z f (x) ! Z bZ f (x)
area of R = (f (x) − g(x))dx = dy dx = dydx.
a a g(x) a g(x)
Example I
1 Find the area of the region enclosed by y = x2 and y = 2x + 3.

Ans: These two curves intersect at x = −1 or x = 3.
3 3
x3
Z
2x + 3 − x2 dx = x2 + 3x −

∴

3

−1
−1
1
= (9 + 9 − 9) − (1 − 3 + )
3
5
=9+
3
32
= sq. units
3
Example II
2 Find the area of a circle.

Ans: First we’ll calculate the area of a quarter (preferable which lie in
the first quadrant). Then we’ll multiply the result by 4 to get the final
result.
∴ The area of a circle x2 + y 2 = r2 is given by
Z r p 2
r
p x r x
4 r2 − x2 dx = 4 r 2 − x2 + sin−1

2 2 r

0
0
r2 r2
= sin−1 1 = 4 × π
2 4
= πr2 sq. units
Example III
Find the area of the region enclosed by y = 2x and y = x2 .

Solution:
2 Z 2x 2
x3 2 4
Z Z
2 2
1dydx = (2x − x )dx = (x − ) = .
0 x2 0 3 0 3
√ 4
4Z y 4
2 3 y2

√
Z Z
y = 4.

dxdy = ( y − )dy = y2 −
0 y
0 2 3 4
0 3
2
Changing order of integration
If both integrals are bounded by constants, then by changing the order

of the integral, the overall integral value does not change.
Z bZ d Z dZ b
That is, dx dy = dy dx.
a c c a
When the inner integral’s bounds are not constants, it is generally very
useful to sketch the bounds to determine what the region we are
integrating over looks like. From the sketch, we can then rewrite the
integral with the other order of integration.
Examples
x
Z 2Z 2
1. Rewrite the double integral dy dx with the order of
0 0
integration dx dy.
Ans: Here y is bounded by 0 and x2 ; x is
bounded by 0 and 2. So plot the curves
x
y = 0, y = 2,x = 0 and x = 2. To
change the order of integration, we need
to consider the curves that bound the x-
values.
We see that the lower bound is x = 2y and the upper bound is x = 2.
The bounds on y are 0 to 1. Thus we can rewrite the integral as
Z 2Z x Z 1Z 2
2
dy dx = dx dy.
0 0 0 2y
Z 1 Z 2x Z 2Z 1
2. dy dx = dx dy
y
0 0 0 2
x
Z 2Z 4 Z 4Z 2
3. dx dy = dy dx
0 2y 0 0
4. x
Z 2 Z 6−y Z 4Z 2
Z 6 Z 6−x
dx dy = dy dx + dy dx
0 2y 0 0 4 0
Thank You.
Lecture 41
Double and Iterated integrals
Iterated integrals
Suppose f (x, y) = x2 y + x + y + 5. Then fx (x, y) = 2xy + 1 and fy (x, y) =

x2 + 1. Z
∴ (2xy + 1)dx = x2 y + x + φ(y).
Similarly, Z
(x2 + 1)dy = x2 y + y + ψ(x).
Observations from the previous example
1 If you (indefinitely) integrate a function of two variable (say x and y)

w.r.t. x, then the integrating constant is a function of y.
2 If you (indefinitely) integrate a function of two variable (say x and y)
w.r.t. y, then the integrating constant is a function of x.
More examples
Example
Z x 1: 2 2 x
2 x y y2 1 3
(x y + x + y + 5)dy = + + xy + 5y = x4 + x2 + 5x.
0 2 2 0 2 2
Example 2:
Z 2 Z x Z 2
2 1 4 3 2
(x y + x + y + 5)dy dx = x + x + 5x dx
1 0 1 2 2
2
x5 x3 5x2

= + +
10 2 2 1
25 3 5 × 22

2 1 1 5
= + + − + +
10 2 2 10 2 2
= 17.2 − 3.1
= 14.1
Iterated integration
In the previous example, we integrated a function w.r.t. y and ended up with

a function of x. We integrate the outcome again w.r.t. x. This process is
known as iterated integration or multiple integration.
Iterated integration
Definition
Iterated integration is the process of repeatedly integrating the results of
previous integrations.
Let a, b, c and d be numbers and let g1 (x), g2 (x), h1 (y) and h2 (y) be
functions of x and y, respectively. Then
Z d Z h2 (y) Z d Z !
h2 (y)
1 f (x, y) dx dy = f (x, y) dx dy.
c h1 (y) c h1 (y)
Z bZ !
g2 (x) Z b Z g2 (x)
2 f (x, y) dy dx = f (x, y) dy dx.
a g1 (x) a g1 (x)
What does iterated integrals represent geometrically?
Area of a plane region

1 Let R be a plane region bounded by a ≤ x ≤ b and g1 (x) ≤ y ≤ g2 (x),
where g1 and g2 are continuous functions on [a, b]. Then the area A of
R is Z bZ g2 (x)
A= dy dx.
a g1 (x)
2 Let R be a plane region bounded by c ≤ y ≤ d and h1 (y) ≤ x ≤ h2 (y),

where h1 and h2 are continuous functions on [c, d]. Then the area A of
R is Z d Z h2 (y)
A= dx dy.
c h1 (y)
Proof
Consider the plane region R bounded by a ≤ x ≤ b
and g1 (x) ≤ y ≤ g2 (x) as shown in the adjacent
Figure. Then the area of R is given by
Z b
(g2 (x) − g1 (x))dx.
a
Calculating the area of a plane region R with an iter-

ated integral.
R g (x)
We can view the expression (g2 (x) − g1 (x)) as (g2 (x) − g1 (x)) = g12(x) 1dy,
meaning we can express the area of R as an iterated integral:
!
Z b Z b Z g2 (x)
area of R = (g2 (x) − g1 (x))dx = dy dx.
a a g1 (x)
Example
Find the area of the region enclosed by y = 2x and y = x2 .

Solution:
2 Z 2x 2
x3 2 4
Z Z
2 2
1dydx = (2x − x )dx = (x − ) = .
0 x2 0 3 0 3
√ 4
4Z y 4
2 3 y2

√
Z Z
y = 4.

dxdy = ( y − )dy = y2 −
0 y
0 2 3 4
0 3
2
What have we achieved?
1 We developed one application for iterated integration: area between

curves. However, this is not new, for we already know how to find
areas bounded by curves.
2 Here our goal was to learn how to define a region in the plane using the
bounds of an iterated integral. This skill is very important in our next
chapters.
Anything else? Any other applications?

Application: to solve some tricky integrals
Z 1Z 3
2
Example 1: Solve ex dx dy.
0 3y
Solution : Changing the order of integration, it becomes
x
Z 3Z 3 2
ex dy dx
0 0
which after simplification gives
x
! x
!
Z 3 Z
3
Z 3 Z
3
x2 x2
e dy dx = e dy dx
0 0 0 0
Z 3
y= x
x2
3
= e · y dx
0 y=0
Z 3
1 2 1 9
xex dx =

= e −1 .
3 0 6
Z 4Z 2
x
Example 2: Solve √
dy dx.
0 x y5 + 1
Solution : Changing the order of integration, it becomes
Z 2 Z y2
x
dx dy
0 0 y5 +1
which after simplification gives

! !
Z 2 Z y2 Z 2 Z y2
x 1
5
dx dy = 5
x dx dy
0 0 y +1 0 y +1 0
2!
x2 y
Z 2
1
= 5+1
dy
0 y 2 0
1
= ln(33).
10
Double Integral, Signed Volume
Definition
Let z = f (x, y) be a continuous function
defined over a closed region R in the x-y
plane. The signed volume V under f over
R is denoted by the double integral
x
V = f (x, y) dA
R
x
= f (x, y) dx dy
R
x
= f (x, y) dy dx.
R
Result for evaluating double integrals to find volume
Let z = f (x, y) be a continuous func-

tion defined over a closed region R in
the x-y plane. Then the signed vol-
ume V under f over R is
Finding volume under a surface by
sweeping out a cross-sectional area.
x n
X
V = f (x, y) dA = lim f (xi , yi )∆Ai .
k∆Ak→0
R i=1
Method for finding signed volume under a surface
Fubini’s Theorem
Let R be a closed, bounded region in the x-y plane and let z = f (x, y) be a
continuous function on R.
1 If R is bounded by a ≤ x ≤ b and g1 (x) ≤ y ≤ g2 (x), where g1 and g2
are continuous functions on [a, b], then
x Z b Z g2 (x)
f (x, y) dA = f (x, y) dy dx.
R a g1 (x)
2 If R is bounded by c ≤ y ≤ d and h1 (y) ≤ x ≤ h2 (y), where h1 and h2

are continuous functions on [c, d], then
x Z d Z h2 (y)
f (x, y) dA = f (x, y) dx dy.
R c h1 (y)
Examples
x
Example 1: Evaluate (ey + xy) dA, where R is the rectangle with
R
corners (3, 1) and (4, 2).
Solution:
x Z 2 Z 4
y y
(e + xy)dA = (e + xy)dx dy
R 1 3
2
x2 y 4
Z
y
= xe + dy
1 2 3
Z 2
7
= ey + y dy
1 2
7 2 2

21
= e + y = e2 − e + .
y
4 1 4
x √
Example 2: Evaluate x2 y dA, where R is bounded by y = x and
R
y = x2 .
√
x Z 1Z x
Ans:
x2 y dA = x2 y dy dx
R 0 x2
1
x2
Z
= (x − x4 ) dx
0 2
Z 1
1
= (x3 − x6 )dx
2
0
1 x4 x7 1

= −
2 4 7 0
3
= .
56
√
Z 1Z y
Exercise: Do it by solving x2 y dx dy
0 y2
x
Example 3: Evaluate (x2 − y 2 )dA, where R is the rectangle with
R
vertices (−1, −1), (−1, 1), (1, 1) and (1, −1).
Ans:
x Z 1 Z 1
2 2
(x − y )dA = (x2 − y 2 )dx dy
R −1 −1
1 1
x3
Z
2

= − y x dy
−1 3 −1
Z 1
2
= − 2y 2 dy
−1 3
2 3 1

2
= y− y = 0.
3 3 −1
How could the volume of a region be zero?

signed volume!
Double integrals with polar coordinates
Result for evaluating double integrals with polar coordinates

Let R be a plane region bounded by the polar equations α ≤ θ ≤ β and
g1 (θ) ≤ r ≤ g2 (θ). Then
x Z β Z g2 (θ)
f (x, y) dA = f (r cos θ, r sin θ) r dr dθ.
R α g1 (θ)
Examples
Example 1: Find the volume of a sphere with radius a.

Ans: The sphere of radius R, centered at the origin, has equation
p
x2 + y 2 + z 2 = a2 ; solving for z, we have z = a2 − x2 − y 2 . This
gives the upper half of a sphere. Polar bounds for this equation are
0 ≤ r ≤ a, 0 ≤ θ ≤ 2π. So the volume of the sphere is given by
xp Z 2πZ ap
2 a2 − x2 − y 2 dA = 2 a2 − (r cos θ)2 − (r sin θ)2 r dr dθ
R 0 0
Z 2π Z a p
=2 r a2 − r2 dr dθ
0 0
Z 2π
2 3 4
= a dθ = πa3 .
0 3 3
1
Example 2: Find the volume under the surface f (x, y) = x2 +y 2 +1
over
the sector of the circle with radius a centered at the origin in the first
quadrant.
Ans: In polar, the bounds on R are 0 ≤ r ≤ a, 0 ≤ θ ≤ π2 . Therefore,
the required volume is
x Z π
2
Z
ra
f (x, y) dA = dr dθ
0 0 +1 r2
R
Z π a
2 1
2

= ln |r + 1| dθ
0 2 0
π
1 2
= ln(a2 + 1) θ
2 0
π
= ln(a2 + 1).
4
Thank You.
Lecture 42
Change of Variable in a Double and Triple Integrals
What do we do in the single variable case?
Z 1 p
Example: Consider x x2 + 1 dx. While solving by the substitution
0
method, observe what we do.
Substitute x2 + 1 = t, then 2x dx = dt and when
x = 0 =⇒ t = 1; x = 1 =⇒ t = 2.
1
1 2√ 1 √
Z p Z
∴ 2
x x + 1 dx = t dt = (2 2 − 1).
0 2 1 3
So the change of variable formula for functions of single variable is
Z 1 Z g −1 (1)
f (x)dx = f (g(t))g 0 (t) dt
0 g −1 (0)
Jacobian
Let x = x(u, v) and y = y(u, v). Then the Jacobian (J(u, v)) of x and y
with respect to u and v is defined as

∂x ∂x

∂u ∂v
J(u, v) = .

∂y ∂y
∂u ∂v
Similarly, if x = x(u, v, w), y = y(u, v, w) and z = z(u, v, w), then the

Jacobian (J(u, v, w)) of x, y and z with respect to u, v and w is defined as

∂x ∂x ∂x
∂u ∂v ∂w

J(u, v) = ∂y ∂y ∂y .
∂u ∂v ∂w

∂z ∂z ∂z
∂u ∂v ∂w
Change of variables formula for double integrals
Result
Let x = x(u, v) and y = y(u, v) define a one-to-one mapping of a region R0
in the uv-plane onto a region R in the xy-plane such that J(u, v) 6= 0 in R0 ,
then
x x
f (x, y) dA(x, y) = f (x(u, v), y(u, v)) |J(u, v)| dA(u, v).
R R0
Change of variables formula for triple integrals
Result
Let x = x(u, v) and y = y(u, v) define a one-to-one mapping of a region R0
in the uv-plane onto a region R in the xy-plane such that J(u, v) 6= 0 in R0 ,
then
y
f (x, y, z) dV (x, y, z)
S
y
= f (x(u, v, w), y(u, v, w), z(u, v, w)) |J(u, v, w)| dV (u, v, w).
S0
Example 1: Evaluate
x x−y
e x+y dA, where R = {(x, y) : x ≥ 0, y ≥ 0, x + y ≤ 1}.
R
Ans: Substitute u = x − y and v = x + y. To use the change of variables,

we need to write both x and y in terms of u and v. So solving x = 12 (u + v)
and y = 21 (v − u). Now computing the Jacobian, we have

1 1

1 1
2 2
J(u, v) = = =⇒ |J(u, v)| =

1 1 2 2
−2 2
x x−y x
e x+y dA = f (x(u, v), y(u, v)) |J(u, v)| dA
R R0
Z 1Z vu 1
= e v du dv
0 −v 2
Z 1 v
v u
= ( e v dv
0 2 −v
Z 1
v
= (e − e−1 ) dv
0 2
2 1 e2 − 1

−1 v
= (e − e ) = .
4 0 4e
x
x+y

x−y

Example 2: Evaluate sin cos dA, where R is the
2 2
R
triangle with vertices (0, 0), (2, 0) and (1, 1).
x+y x−y
Ans: Use the change of variables u = , v= . =⇒ x = u + v
2 2
and y = u − v. Hence, J(u, v) = −2 =⇒ |J(u, v)| = 2. The new region R0
in this case would be a triangular region with vertices (0, 0), (1, 1) and (1, 0).
x
x+y

x−y
Z 1Z 1
sin cos dA = sin u cos v |J(u, v)| du dv.
2 2 0 v
R
Exercise: solve further.

Change of variables formula in evaluating double integrals
in polar coordinates
x = x(r, θ) = r cos θ and y = y(r, θ) = r sin θ

∂x ∂x

cos θ −r sin θ
∂r ∂θ
∴ J(r, θ) = = =r

∂y ∂y
sin θ r cos θ

∂r ∂θ
=⇒ |J(r, θ)| = r
Let R be a plane region bounded by the polar equations α ≤ θ ≤ β and

g1 (θ) ≤ r ≤ g2 (θ). Then
x Z β Z g2 (θ)
f (x, y) dA = f (r cos θ, r sin θ) r dr dθ.
R α g1 (θ)
Thank You.
Volume Between Surfaces and Triple
Integration
Gopinath Sahoo
Volume Between Surfaces
Let f and g be continuous functions on a closed, bounded region R, where
f (x, y) ≥ g(x, y) ∀(x, y) ∈ R.
Then the volume V between f and g over R is
x
V = (f (x, y) − g(x, y)) dA.
R
Example
Example: Find the volume of the space region bounded by the planes
2x + 3y − z = 8 and x + 3y + z = 10, where x, y > 0.
Ans: We need to determine the region R over which we will integrate. To

do so, we need to determine where the planes intersect. They have common
z-values, when 2x + 3y − 8 = 10 − x − 3y =⇒ x + 2y = 6. That is the
planes intersect along the line x + 2y = 6. Therefore the region R is bounded
by x = 0, y = 0 and x = 6 − 2y.
x
∴V = ((10 − x − 3y) − (2x + 3y − 8)) dA
R
Z 3 Z 6−2y
= (18 − 3x − 6y) dx dy = 54 unit3 .
0 0
Observation
In the previous example, we compute the volume by evaluating the

integral Z 3 Z 6−2y
((10 − x − 3y) − (2x + 3y − 8)) dx dy.
0 0
Z 10−x−3y
Now observe that (10 − x − 3y) − (2x + 3y − 8) = dz.
2x+3y−8
Thus we can write
Z 3 Z 6−2y
((10 − x − 3y) − (2x + 3y − 8)) dx dy
0 0
Z 3 Z 6−2y Z 10−x−3y
= dz dx dy.
0 0 2x+3y−8
Hurray! We get triple integral!!

Triple integrals
We know how to integrate over a two-dimensional region; we need to

move on to integrating over a three-dimensional region.
We used a double integral to integrate over a two-dimensional region

and so it should not be too surprising that we’ll use a triple integral to
integrate over a three dimensional region.
Definition
Let D be a closed, bounded region in space. Let a and b be real numbers,

let g1 (x) and g2 (x) be continuous functions of x, and let f1 (x, y) and
f2 (x, y) be continuous functions of x and y.
y
1 The volume V of D is denoted by a triple integral, V = dV .
D
Z bZ g2 (x) Z f2 (x,y)
2 The iterated integral dz dy dx is evaluated as
a g1 (x) f1 (x,y)
Z bZ ! !
g2 (x) Z f2 (x,y) Z b Z g2 (x) Z f2 (x,y)
dz dy dx = dz dy dx.
a g1 (x) f1 (x,y) a g1 (x) f1 (x,y)
Evaluating the above iterated integral is triple integration.

Result
Let D be a closed, bounded region in space and let ∆D be any subdivision

of D into n cuboidal solids, where the i-th subregion Di has dimensions
∆xi × ∆yi × ∆zi and volume ∆Vi .
1 The volume V of D is
y n
X n
X
V = dV = lim ∆Vi = lim ∆xi ∆yi ∆zi .
k∆Dk→0 k∆Dk→0
D i=1 i=1
2 If D is defined as the region bounded by the planes x = a and x = b,

the cylinders y = g1 (x) and y = g2 (x), and the surfaces z = f1 (x, y)
and z = f2 (x, y), where a < b, g1 (x) ≤ g2 (x) and f1 (x, y) ≤ f2 (x, y)
on D, then
continue...
y Z bZ g2 (x) Z f2 (x,y)
dV = dz dy dx.
D a g1 (x) f1 (x,y)
V can be determined using iterated integration with other orders of

integration (there are 6 total), as long as D is defined by the region
enclosed by a pair of planes, a pair of cylinders, and a pair of surfaces.
Cautions
1 The outer limits have to be constant. They cannot depend on any of

the variables.
2 The middle limits can depend on the variable from the outer integral
only. They cannot depend on the variable from the inner integral.
3 The inner limits can depend on the variable from the outer integral and
the variable from the middle integral.
For example, the following integral does NOT make any sense.
y Z y Z z Z 1
dV = f (x, y, z)dx dy dz.
D x 1 0
Examples
y
Example 1: Evaluate xyz dV , where D = [0, 1] × [1, 2] × [2, 3].
D
Ans: Notice that the order does not matter. So
y Z 3Z 2Z 1
xyz dV = xyz dx dy dz
D 2 1 0
3Z 2
x2 1
Z
= yz dy dz
2 1 2 0
Z 3Z 2
1
= yz dy dz
2 2 1
3
1 2 2
Z
1
= y z dz
2 2 2 1
3
3 2 3 15
Z
1
= 3z dz = z =
4 2 8 2 8
Example 2: A cube has sides of length 1 cm. Let one corner be at the
origin and the adjacent corners be on the positive x, y and z axes. If the
cube’s density is directly proportional to the distance from the xy-plane, find
its mass.
Ans: The density of the cube is f (x, y, z) = kz, for some constant k whose
unit is gm/cm4 . If D is the cube, then the mass is the triple integral given
by
y Z 1Z 1Z 1
f (x, y, z)dV = kz dx dy dz
D 0 0 0
Z 1Z 1
= kz dy dz
0 0
Z 1
= kz dz
0
z 2 1 k

= k = gms
2 0 2
Example 3: Find the volume of the space region in the 1-st octant bounded
by the plane x + 2y + 3z = 4.
Ans: There are a total of 6 different approaches, but the result is same
irrespective of any approach. We’ll do it in the approach when the
order of integration is dz · dy · dx
The region D is bounded below by the plane z = 0 (because we are restricted
1
to the first octant) and above by z = 3 (4 − x − 2y)
1
=⇒ 0 ≤ z ≤ (4 − x − 2y) .
3
To find the bounds on y and x, we collapse the region onto the x-y plane.
(You can consider it as the shadow or the top view region. Therefore, this
method is called shadow method.)
Here it will form a triangular region, bounded by the lines x = 0, y = 0 and
x + 2y = 4.Therefore we have
x
0≤y ≤2− , 0 ≤ x ≤ 4.
2
Thus the volume V of the region D is given by
y 2− x2 1
! !
Z 4 Z Z
3
(4−x−2y)
dV = dz dy dx
D 0 0 0
Z 4 Z 2− x2
1
= (4 − x − 2y) dy dx
3 0 0
x
4 2− 2
Z
1 2
= 4y − xy − y dx
3 0 0
4
x3

1 2
16
= 4x − −x = .
3 12 0 9
Example 4: Find the volume of the space region D bounded by the surfaces
x2 + y 2 = 1, z = 0 and z = −y.
Ans: Consider the triple integral in the order dz dy dx
The region D is bounded below by the plane
z = 0 and above by the plane z = −y.
The cylinder x2 + y 2 = 1 does not offer any
bounds in the z-direction, as that surface is
parallel to the z-axis. Thus 0 ≤ z ≤ −y.
Collapsing the region into the x-y plane, we
get part of the region bounded by the circle
with equation x2 + y 2 = 1.
p
∴ − 1 − x2 ≤ y ≤ 0 and − 1 ≤ x ≤ 1.
So the required volume is given by
Z 1 Z 0 Z −y Z 1 Z 0
√ dz dy dx = √ (−y)dy dx
−1 − 1−x2 0 −1 − 1−x2
Z 1 2 0
y
= −
√
dx
−1 2
− 1−x2
Z 1
1
= (1 − x2 )dx
2 −1
x3 1

1
= x−
2 3 −1
2
= unit3 .
3
Cylindrical coordinates
Cylindrical coordinates can be thought of as a combination of the polar

and rectangular coordinate systems.
One can identify a point (x0 , y0 , z0 ), given in rectangular coordinates,

with the point (r0 , θ0 , z0 ), given in cylindrical coordinates, where the
z-value in both systems is the same, and the point (x0 , y0 ) in the x-y
plane is identified with the polar point P (r0 , θ0 ).
Conversion technique:
y
p
from rectangular to cylindrical: r = x2 + y 2 , tan θ = x and z = z;
from cylindrical to rectangular: x = r cos θ, y = r sin θ and z = z.
√
Example: Convert the rectangular point (3, 3, 2) to cylindrical coordinates,
and convert the cylindrical point (2, − π4 , 1) to rectangular.
√ √ √
Ans: r = 9 + 3 = 2 3, tan θ = 33 = √13 =⇒ θ = π
6. Therefore, the
√ √
point (3, 3, 2) in cylindrical coordinates is (2 3, π6 , 2).
√
In the second case, we have x = r cos θ = 2 × √12 = 2, y = r sin θ =
√
2 × − √12 = − 2. Therefore, the cylindrical coordinate point (2, − π4 , 1) in
√ √
rectangular coordinate is ( 2, − 2, 1).
Spherical coordinate
Spherical coordinates can be thought of as a “double application” of

the polar coordinate system.
In spherical coordinates, a point P is identified with (ρ, θ, φ), where ρ is

the distance from the origin to P , θ is the same angle as would be used
to describe P in the cylindrical coordinate system, and φ is the angle
between the positive z-axis and the ray from the origin to P .
ρ ≥ 0, 0 ≤ θ ≤ 2π and 0 ≤ φ ≤ π.
Relationship between rectangular and spherical coordinates
From rectangular to spherical:
p y p
ρ= x2 + y 2 + z 2 , tan θ = and cos φ = z/ x2 + y 2 + z 2 .
x
From spherical to rectangular:
x = ρ sin φ cos θ, y = ρ sin φ sin θ and z = ρ cos φ.

√
Example: Convert the rectangular point (3, 3, 2) to spherical coordinates,
and convert the spherical point (1, π2 , π4 ) to rectangular coordinates.
√ 1 π
Ans: ρ = 9 + 3 + 4 = 4, tan θ = √ =⇒ θ = and cos φ = 24 =
√ 3 6
1
2 =⇒ φ = π3 . Therefore, (3, 3, 2) in spherical coordinates is (4, π6 , π3 ).
1
In the second case, x = ρ sin φ cos θ = 0, y = ρ sin φ sin θ = 2 and z =
√
3
ρ cos φ = 2 . Therefore, the spherical point (1, π2 , π4 ) in rectangular coordi-
√
nates is (0, 12 , 23 ).
Triple integration in cylindrical coordinates
Let w = h(r, θ, z) be a continuous function on a closed, bounded region D

in space, bounded in cylindrical coordinates by α ≤ θ ≤ β, g1 (θ) ≤ r ≤ g2 (θ)
and f1 (r, θ) ≤ z ≤ f2 (r, θ). Then
y Z β Z g2 (θ) Z f2 (r,θ)
h(r, θ, z)dV = h(r, θ, z) r dz dr dθ.
D α g1 (θ) f1 (r,θ)
Triple integration in spherical coordinates
Let w = h(ρ, θ, φ) be a continuous function on a closed, bounded region D

in space, bounded in spherical coordinates by α1 ≤ φ ≤ α2 , β1 ≤ θ ≤ β2 and
f1 (θ, φ) ≤ ρ ≤ f2 (θ, φ). Then
y Z α2 Z β2 Z f2 (θ,φ)
h(ρ, θ, φ)dV = h(ρ, θ, φ) ρ2 sin(φ) dρ dθ dφ.
D α1 β1 f1 (θ,φ)
Examples
Example 1: Let D be the region in space bounded by the sphere, centered

at the origin, of radius r. Use a triple integral in spherical coordinates to find
the volume V of D.
Ans: Equation of the sphere is ρ = r. Then the bounds on θ and φ are
0 ≤ θ ≤ 2π and 0 ≤ φ ≤ π.
y Z π Z 2π Z r
∴V = dV == (ρ2 sin(φ)) dρ dθ dφ
D 0 0 0
4
= πr3 .
3
Thank You.

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Engineering Calculus-EMAT101L

Real Number System

School of Engineering and Applied Sciences

Lecture-1 ( Real Number System) Engineering Calculus 1 / 13

To get maximum benefit from this course here are my suggestions:

Lecture-1 ( Real Number System) Engineering Calculus 1 / 13

Lecture-1 ( Real Number System) Engineering Calculus 2 / 13

Aim of the course

To identify the convergence or divergence of a wide class of sequence/series.

To understand the concepts of the differential and integral calculus to functions of

Lecture-1 ( Real Number System) Engineering Calculus 3 / 13

Lecture-1 ( Real Number System) Engineering Calculus 4 / 13

Lecture-1 ( Real Number System) Engineering Calculus 5 / 13

Absolute Value of a real number

Note: In general distance between two real numbers a and b is |a − b|

Lecture-1 ( Real Number System) Engineering Calculus 8 / 13

Lecture-1 ( Real Number System) Engineering Calculus 9 / 13

Half open Interval (Half closed Interval)

Infinite open interval

Infinite closed interval

Lecture-1 ( Real Number System) Engineering Calculus 10 / 13

deleted neighbourhood of a point

Nδ (a) − {a} = (a − δ, a + δ) − {a} = {x ∈ R : 0 < |x − a| < δ}

Lecture-1 ( Real Number System) Engineering Calculus 11 / 13

Real Number System

School of Engineering and Applied Sciences

Lecture-2 ( Real Number System) Engineering Calculus 1/8

Real Number System

Lecture-2 ( Real Number System) Engineering Calculus 1/8

deleted neighbourhood of a point

Nδ (a) − {a} = (a − δ, a + δ) − {a} = {x ∈ R : 0 < |x − a| < δ}

Lecture-2 ( Real Number System) Engineering Calculus 2/8

The number K is called an upper bound of S.

The number k is called an lower bound of S.

Lecture-2 ( Real Number System) Engineering Calculus 3/8

Example of bounded Set

Note: Every finite set of numbers is bounded

Example of unbounded Set

Note: The set Z, Q, R are not bounded

Lecture-2 ( Real Number System) Engineering Calculus 4/8

Supremum or least upper bound (l.u.b)

Note: Supremum of S denoted by sup S

Infimum or greatest lower bound (g.l.b)

Note: Infimum of S denoted by inf S

Lecture-2 ( Real Number System) Engineering Calculus 5/8

Note: Here sup S does not exist.

least upper bound property

Greatest lower bound property

Lecture-2 ( Real Number System) Engineering Calculus 7/8

School of Engineering and Applied Sciences

Lecture-3 (Sequence) Engineering Calculus 1/7

Lecture-3 (Sequence) Engineering Calculus 1/7

Lecture-3 (Sequence) Engineering Calculus 2/7

Lecture-3 (Sequence) Engineering Calculus 3/7

Solution: Let  > 0,

Solution: Let  > 0,

Lecture-3 (Sequence) Engineering Calculus 5/7

Lecture-3 (Sequence) Engineering Calculus 6/7

Solution: Let > 0,

Solution: Let > 0,

Proof: Let > 0 be given. As lim xn = L, there exists N1 ∈ N such that

n ≥ N1 =⇒ |xn − L| < . (1)

n ≥ N2 =⇒ |zn − L| < . (2)

Thus |yn − L| < for all n ≥ N . Hence the proof.

Solution: Let > 0 be given,