Characterization property of antiderivatives Theorem (Characterization property of antiderivatives) Let F be an antiderivative of a function f on an interval (a, 5). Then G is also an antiderivative of f on the interval (a, b) if and only if there exists a constant c € R such that G(x) = F(x) +c, for every x € (a, b). Proof. Let F and G be antiderivatives of f and let H(x) = F(x) — G(x). Then H'(x) = F'(x) — G'(x) = f(x) — F(x) =0, for every x € (a, b). Therefore H(x) is constant on (a, b). Conversely, if there is c € IR such that G(x) = F(x) + c for every x € (a,b), then G(x) = F’(x) = F(x). oO 11/54Integration by parts Theorem (Integration by parts) Let f and g be functions defined on an interval (a, b) such that f is differentiable on the interval (a, b), g has antiderivative G on (a, b) and there exists an antiderivative of f’G on (a, b). Then there exists an antiderivative of the function fg on (a, b) and the following equality holds [@e-t- fre. Proof. The statement can be verified by differentiation: (16 - [ Fs) = (FG)! — f'G = F'G + fG' —F'G = fG' = fe. 20/54Example 1/3 Example Find the indefinite integral [sina Solution: f(x)=x g(x) =sinx [ sin xa = = —xcosx + J cosxas = f!(x) = 1 G(x) = —cosx = -—xcosx+sinx+C, CER. Let us verify the result by differentiation: (—xcosx +sinx + C)'= —cosx + xsinx + cosx + 0 = xsinx. 22/54Substitution in the indefinite integral Theorem (on the integration by substitution- 1) Let f and y be functions which satisfy the following conditions, @ ¢ is differentiable on an interval (a, 3), @ f has antiderivative F on an interval (a, b), © o((a,8)) < (a,b). Then the function ((x)) - y’(x) has antiderivative on the interval (a, 3) and [ F000) + @)ax = F(e0) + ¢. Proof. Let F be an antiderivative of f, ie. F’(x) = f(x), Vx € (a,b). By the thm. on the derivative of the composite function, (F0)!(x) = Fels) -¢/(X) = F (p(x) « ¥'09)9 Wx € (8). 26/54Example 1/4 Example Find the indefinite integral of f(x) = tan(x) on J = (- 3: 5). sin(x) 1 : [20xde = / cos(x)% ~ -|[ costs) + (=sin(x)) dx = [ (eG) -e' Ge, where y = v(x) = cos(x) and f(y) = } @ cos(x) is defined and differentiable on the interval J, @ f is defined and has antiderivative F(y) = In|y| = Iny on (0, +00) © cos(J) C (0, +00), ie. the cosine is positive on J. [nc9 dx = —(F(¢(x))+C) = —In(cos(x))+C, CER, xeJ. 27/54Newton-Leibniz formula Remark The next theorem enlightens the tight connection between the definite and indefinite integral. And it simplifies the problem of finding the value of definite integral. Theorem (Newton-Leibniz formula) Let f be a continuous function on an interval [a, b] with an antiderivative F on the interval. Then the definite integral can be expressed as follows, [ * elx)dx = F(b) — F(a) =: [Fo] :Proof of the Newton-Leibnitz formula Proof of the Newton-Leibnitz formula Let us consider a normal sequence of partitions (c,) of the interval [a, b]. Given n € N, denote the points in the partition om by X1,%2,.++,Xn. By the mean value theorem (see BIE-MA1), k k F(b) — F(a) = > (Fs) — F(a) = 30 FO — x71) = i=l i=l k = S(t) Ai, where t; € (xj-1,x;), /=1,2,...,k. iat Let on = {tj,1 An antiderivative of the function e” is the function itself, e*. So, [ew=[e]i-e-e. 28/64Convergence tests: n-th member test Theorem (n-th member test) If the lim, 500 an does not exist or is not zero, then the series SOK ak does not converge (the sum does not exist or is infinite). Proof. Prove it by a contradiction. Let the sum exist and be finite. Denote S = S02) ax. Then for every n: 0 < |an| = |Sn — Sn—a| = [Sn — S+ S$ —Sn-1| < |Sn — S| +|S — Spa. But |s, — S| and |S — s,_1| is going to zero. By the Squeeze theorem, |an| goes to zero, so does ap. This is in contradiction with the assumptions of the thm., therefore the series can not converge. Oo Remark (Necessary condition for convergence) Thus, the condition limp... an = 0 is necessary for convergence! But not sufficient! 24/54n-th member test: example 1 Example The series 07°, x24 diverges to +00. Since the summands are positive the sum exist and is either finite or infinite. In addition, lim a, = 1/2. Hence, the previous theorem rules out the option that the sum is finite. 25/54D’ Alambert’s test for power series Theorem (D' Alambert’s test) Given the power series too Yo a(x) k=0 for ax #0 for all k EN, if it exists lasa| _ e ktoo lal” then the convergence radius of the power series is given by +oo, if €=0 p= 3, if 0<&<-+00 0, if £=+00 48/54Proof of the D’ Alambert’s test Proof. We apply the ratio test for series: |axpa| [x — lA a= = |x -c|. kstoo axl |x — clk Wee see we can have three cases: @ = +00, a = +00 for x £ c, otherwise a = 0 for x = c, @l=a= @ f>0,a=24x—c|. By the ratio test: in case 2, the series is convergent for every value of x € R, therefore its convergence radius is +00; in the last case the series is convergent for é\x — ¢| <1, that is for |x — ¢| < 4. For |x —c| > } then limi +400 |@«||x — ¢|“ = +00 (remember the ratio test for sequences from MA1!), thus the series can not converge (by the n-th member test); in case 1, the series is convergent at x = c and for x # ¢ lims++20 |ax||x — cl = +00 (by the ratio test for sequences). and therefore the series can not converge. Do 49/saExample Example Study the convergence of the following series +00 Yes k=0 This is a power series with a, = k and c = 0. Since li k+1 1 im ——= kst+oo k ’ we can conclude that the convergence radius of the series is p = 1, therefore the series is convergent for x € (—1,1) (we already found this out by applying the ratio test), and not convergent for |x| > 1. Notice: we have no information on the behaviour of the series at x=H1! 50/54Approximation with polynomials of higher degrees Let a function f be n-times differentiable at a point a, i.e. there exists the derivatives F(a), k =1,...,n. Is there a polynomial p such that p*)(a) = f(a), for every k=0,1,..., n? Yes, there is ! Take P(x) = Se ax(x —a)*, where k=0 F(a) = pla) = a=fla) F(a)=p(a)=a a = F(a) F"(a)=p"(a)=2— => m= 5") £4 (a) = p\(a) = Klay = klay = F(a), kK =0,1,...,0 In this way we determine the wanted form of p as a FN (a) 1 =o Mx ayh k=0 24/61Taylor's polynomial Theorem (Taylor's polynomial) Let a function f be n-times differentiable at a point a. Then there exists just one polynomial T,,2 of degree at most n such that n. Tha) = F(a) for every k = 0,1,... The polynomial has the form Tralx) = > PO a)! k=0 and it is called the n-th Taylor's polynomial of the function f expanded about the point a. Proof. The existence and uniqueness were proven above. oO 25/61Remainder in the Taylor's formula Theorem (On the Remainder in the Taylor's Formula) Let the n-th derivative of a function f be defined and continuous ‘on a neighborhood U, of a point a. Then the remainder in the Taylor's formula satisfies the following condition hn Fnal®) xs (x — a) Remark ( Neighborhood) Do you remember what is it a neighborhood? A neighborhood of the point a of size 6 is the set U,(5) = {x ER : |x —a| < d}, ie. the set of all the real numbers whose distance from a is smaller then 6. 37/6.Proof of the Thm. on Remainder in the Taylor's formula Proof of the Thm. on Remainder in the Taylor's formula Without lost of generality, assume a = 0. By the definition, Ry (0) = R4(0) = --- = RI”-Y(0) = RY(0) = 0. Hence, I’Hospital’s rule can be used in the following computation: oy RalX) Ral) a Re ne) RA (x) lim = tim 2 Se = lim lim x30 x? x50 nx? x40 onl x30 onl 38/61Solution of equation with constant coefficients Definition (Characteristic polynomial) Given LRE an 4 + Ck—1° ane k—-1 + °°° +O any1 + G- ay =O, the characteristic polynomial of this equation is the polynomial P(A) = MF + ea MTF ta Ate. The roots of the characteristic polynomial are called characteristic numbers or eigenvalues of the equation. Theorem (Solution of homogeneous LRE with constant coefficients) If \ is the characteristic number of a homogeneous linear recurrence equation with constant coefficients Antk + Ck-1* Antk-1 + ++* + 1: anti + C+ an = 0 for all n > no, then the sequence (\”);'2° is a solution of the equation.Proof od the thm. on the solution of LRE with constant coefficients Proof. We plug the sequence a, = \" into the given equation: Antk + Ck-1° antk—1 oO Anta + O° an SNK ca MME Et MLE yd = NM + cei MOP $e pea A tc) = X"(p(A)) = 4” 0 = 0, since A is a root of the characteristic polynomial. oa 28/55Total differentiability implies continuity Theorem (Relation between total differentiability and continuity) Let f : A—+ R”, A open. If f is totally differentiable at be A then f is continuous at b. Proof. Only for two variables, thus let b = (x.y) € R?. Ife thy +k) —flxy)l = _ | F(x + hy +k) = flo y) = kOe y)h + Frc yk VP +R fh kl payee tl) Fae — blo) aaa] vin + es F(x + hy +k) ~ f(x,y) = fe Wat Bl yk < (||) ret ‘ ( Vie ) * + (|flA-+ |fy1k). For (h,k) + (0,0), the right side goes to zero because f is totally differentiable. 16/46,Local extrema: necessary condition of first order Theorem (Necessary condition of first order for local extrema) Lat ACR", f: A+R. If the gradient of f exists at an interior point xo of A that is point of local maximum or local minimum for f, then necessarily VF(xo) = (0,0,...,0) Remark Thus, in analogy with uni-variate functions, the point of local extrema that lie in the interior of the domain of a multivariate function, can be found among the critical points of the function. 31/46