Professional Documents
Culture Documents
Support 1 Annee 2023-24
Support 1 Annee 2023-24
Slimane Azoug
2023 — 2024
(ESNN)S.Azoug
2
Contents
1 Real Numbers 9
1.1 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.1.1 Operations in R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.1.2 The Fourteen Axioms in R . . . . . . . . . . . . . . . . . . . . . . . . 9
1.1.3 Notable Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.1.4 Square Root . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.1.5 Absolute Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.1.6 Powers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.1.7 Upper Bound . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.1.8 Lower Bound . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.1.9 Characterization of the Lower Bound . . . . . . . . . . . . . . . . . . 16
1.1.10 Floor Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.2 Series of Exercises on Real Numbers . . . . . . . . . . . . . . . . . . . . . . . 17
2 Number Sequences 21
2.0.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.0.2 Monotonicity of a Sequence . . . . . . . . . . . . . . . . . . . . . . . 21
2.0.3 Bounded Sequence . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.0.4 Limit of a Sequence . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.1 Series of exercises on sequence of real number . . . . . . . . . . . . . . . . . 27
3
(ESNN)S.Azoug CONTENTS
3 Real Functions of a Real Variable 29
3.1 Generalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.1.1 monotonicity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.1.2 Algebraic operations . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.1.3 Bounded Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
3.1.4 The parity of a function . . . . . . . . . . . . . . . . . . . . . . . . . 31
3.1.5 Periodic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.2 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.2.1 Operations on Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
3.2.2 Theorems on Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
3.2.3 Calculating Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.3 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.3.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.3.2 Continuity Extension . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.3.3 Global Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.3.4 Operations on Continuous Functions . . . . . . . . . . . . . . . . . . . 36
3.3.5 Theorems on Continuous Functions . . . . . . . . . . . . . . . . . . . 36
3.4 The derivative of a function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.4.1 The derivative and the continuity of a function . . . . . . . . . . . . . 38
3.4.2 Operations on the derivative function . . . . . . . . . . . . . . . . . . 39
3.4.3 Rolle’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
3.4.4 Mean Value Theorem or Finite Increments Theorem . . . . . . . . . . 41
3.4.5 Generalized mean value theorem . . . . . . . . . . . . . . . . . . . . . 42
3.4.6 Optimality and Applications . . . . . . . . . . . . . . . . . . . . . . . 43
3.5 Series of exercises on functions . . . . . . . . . . . . . . . . . . . . . . . . . . 45
4
(ESNN)S.Azoug CONTENTS
4.2.5 x → sin−1 (x) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
4.2.6 x → tan(x) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
4.2.7 x → arctan(x) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
4.3 Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
4.3.1 x → cosh(x) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
4.3.2 x → cosh−1 (x) = arg cosh(x) . . . . . . . . . . . . . . . . . . . . . . . 56
4.3.3 x → sinh(x) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
4.3.4 x → sinh−1 (x) = arg sinh(x) . . . . . . . . . . . . . . . . . . . . . . . 57
e x −e−x
4.3.5 x → tanh(x) = sinh(x)
cosh(x)
= e x +e−x
. . . . . . . . . . . . . . . . . . . . . . . 57
4.3.6 Important relationships and identities . . . . . . . . . . . . . . . . . . 58
4.4 Series of exercises on common functions and inverse . . . . . . . . . . . . . . 59
5 limit development 61
5.1 Comparison of Functions in the Vicinity of a Point. Landau Notations . . . . . 61
5.1.1 Definitions and Properties . . . . . . . . . . . . . . . . . . . . . . . . 61
5.1.2 Properties of Equivalence . . . . . . . . . . . . . . . . . . . . . . . . 63
5.2 Taylor Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
5.2.1 Maclaurin Series of Elementary Functions . . . . . . . . . . . . . . . . 65
5.2.2 Algebraic Operations on Taylor Series . . . . . . . . . . . . . . . . . . 68
5.2.3 Generalized Taylor Expansion . . . . . . . . . . . . . . . . . . . . . . 70
5.2.4 Applications of optimization calculations for functions . . . . . . . . . 71
5.3 Series of exercises on Taylor expansions . . . . . . . . . . . . . . . . . . . . . 73
5.3.1 Corrections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
6 Integrals 79
6.1 Antiderivatives functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
6.2 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
6.3 Computation of antiderivatives . . . . . . . . . . . . . . . . . . . . . . . . . . 80
6.4 Definite Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
6.5 Series of exercises on integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 83
5
(ESNN)S.Azoug CONTENTS
7 Differential Equations 85
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
7.2 First-order Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . 87
7.2.1 Separable Differential Equations . . . . . . . . . . . . . . . . . . . . . 87
7.2.2 First-Order Homogeneous Differential Equations . . . . . . . . . . . . 88
7.2.3 First-Order Differential Equations . . . . . . . . . . . . . . . . . . . . 88
7.2.4 Bernoulli’s Differential Equation . . . . . . . . . . . . . . . . . . . . . 90
7.2.5 Riccati’s Differential Equation . . . . . . . . . . . . . . . . . . . . . . 90
7.3 Second-Order Homogeneous Differential Equations with Constant Coefficients 91
7.4 Second-Order Non-Homogeneous Differential Equations with Constant Coef-
ficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
7.5 Série d’exercices sur les équations différentielles . . . . . . . . . . . . . . . . 94
7.5.1 Correction des exercices sur les équations différentielles . . . . . . . . 96
6
(ESNN)S.Azoug CONTENTS
8.9 Series of exercises on functions of two variables . . . . . . . . . . . . . . . . . 109
8.9.1 Correction of the series of exercises on functions of two variables . . . 112
7
(ESNN)S.Azoug CONTENTS
0.1 Terms to Learn
Real Numbers: Natural number, integer, rational number, irrational number, real numbers,
variable x, y, belongs to, equation, inequality, empty set, complex numbers, real, imaginary,
modulus, argument, conjugate, inverse, root, complex numbers, empty set, complementary, in-
clusion, belongs to, absolute value, floor, root, interval, subset.
8
Chapter 1
Real Numbers
1.1 Sets
1.1.1 Operations in R
We define addition as: (x, y) 7→ x + y
We define multiplication as: (x, y) 7→ x.y
The set of real numbers is a commutative field for addition and multiplication. We define a
relation of order as follows:
9
(ESNN)S.Azoug CHAPTER 1. REAL NUMBERS
A3: ∀x ∈ R, x + 0 = 0 + x = x
A4: ∀x ∈ R, ∃(−x) ∈ R, x + (−x) = 0.
A5: ∀x, y ∈ R, x · y = y · x
A6: ∀x, y, z ∈ R, (x · y) · z = x · (y · z)
A7: ∀x ∈ R, x · 1 = 1 · x = x
A8: ∀x ∈ R∗ , ∃(x−1 ) ∈ R, such that x · (x−1 ) = 1.
A9: ∀x, y, z ∈ R, x · (y + z) = x · y + x · z
A10: ∀x, y, z ∈ R, one and only one of the following holds: x = y, x < y, x > y.
A11: ∀x, y, z ∈ R, if x > y and y > z, then x > z.
A12: ∀x, y, z ∈ R, if x < y, then x + z < y + z.
A13: ∀x, y, z ∈ R, if (z > 0) and x < y, then x · z < y · z.
A14: Axiom of the supremum.
(a + b)n =
Pn r n−r
r=0 C n a · br
Proof by Induction.
10
(ESNN)S.Azoug 1.1. SETS
P(n) : an − bn = (a − b) · S
an+1 = an · a = an · (a − b + b) = an · (a − b) + b · an
• (a + b)2 = 1 · a2 + 2 · ab + 1 · b2
• (a + b)3 = 1 · a3 + 3 · a2 b + 3 · ab2 + 1 · b3
• (a + b)4 = 1 · a4 + 4 · a3 b + 6 · a2 · b2 + 4 · ab3 + 1 · b4
• (a + b)5 = 1 · a5 + 5 · a4 b1 + 10 · a3 · b2 + 10 · a2 · b3 + 5 · a1 · b4 + 1 · b5
• a2 − b2 = (a − b) · (a + b)
• a3 − b3 = (a − b) · (a2 + ab + b2 )
• a4 − b4 = (a − b) · (a3 + a2 b + ab2 + b3 )
• a5 − b5 = (a − b) · (a4 + a3 b + a2 · b2 + ab3 + b4 )
The square root of a real number a (> 0) is defined by the two solutions of the following
equation:
x2 = a
√ √
These two solutions are x = a and x = − a.
Let’s recall the essential properties of square roots.
11
(ESNN)S.Azoug CHAPTER 1. REAL NUMBERS
Properties For all positive numbers x and y, we have:
√ √ √
• x.y = x. y
q √
• x
y
= √
x
y
√
• x2 =| x |
√ √ √
• x+y6 x+ y
Applications
• Show that:
Cn0 + Cn1 + ..Cnn = 2n
Cn0 − Cn1 + ..(−1)nCnn = 0.
• Expand: (x + 1)5
• Deduce: (x − 1)5
Solutions
12
(ESNN)S.Azoug 1.1. SETS
• | x · y |=| x | · | y |
• x
y
= |x|
|y|
• || x | − | y ||≤| x − y |
Proof
| x + y |6| x | + | y |
•
− | x |6 x 6| x |
− | xy |6 xy 6| xy |
• | x | + | y |>| x + y | Q.E.D.
• | x |= |x − y + y| ≤| x − y | + | y |
• =⇒| x | − | y |≤| x − y |
• Similarly, to get | y | − | x |≤| x − y |
• Deduce: − | x − y |≤| x | − | y |≤| x − y |
• || x | − | y ||≤| x − y | Q.E.D.
• (| x | + | y |)2 − (| x + y |)2 = 2(| x · y | −xy)
• − | x · y |≤ xy ≤| x · y |=⇒| x · y | −xy ≥ 0 Q.E.D.
• | x |=| x − y + y |) ≤| x − y | + | y |
• =⇒| x | − | y |≤| x − y |
• with the same manner : | y | − | x |≤| x − y |
• deduce that : − | x − y |≤| x | − | y |≤| x − y |
• || x | − | y ||≤| x − y | CQFD.
13
(ESNN)S.Azoug CHAPTER 1. REAL NUMBERS
1.1.6 Powers
For a non-empty subset A of R, we say that A is bounded above if there exists a real num-
ber M such that:
∀x ∈ A : x 6 M .
Application Determine the upper bounds and lower bounds of the following sets:
• A1 = {0, 1, 3, 4}
• A2 = N∗
• A3 =] − 3, 4] ∪ [5, 10]
Solutions The upper bounds and lower bounds of the following sets:
• A1 = {0, 1, 3, 4}
Upper bounds = {4}, Lower bounds = {0}.
• A2 = N∗
Upper bounds = empty set, Lower bounds = {0}.
• A3 =] − 3, 4] ∪ [5, 10]
Upper bounds = [10, +∞ [, Lower bounds = −∞, −3].
14
(ESNN)S.Azoug 1.1. SETS
Application Let
2n2
A={ /n ∈ N}
n2 + 1
Show that sup A = 2.
Hint
2
• Calculate: lim n2n
2 +1
2n2
• Show that: n2 +1
6 2.
∀x ∈ A : x > M .
Application Soit
4
B = {3 + /n ∈ N∗ }
n
Determiner Sup (B), Inf(B), Max(B), Min(B).
Solution
15
(ESNN)S.Azoug CHAPTER 1. REAL NUMBERS
1.1.9 Characterization of the Lower Bound
: (m = inf(A)) ⇐⇒ (∀ε > 0, ∃x∗ ∈ A/m 6 x < ε + m)
• x − 1 < E(x) 6 x
• ∀p ∈ Z, E(x + p) = E(x) + p
16
(ESNN)S.Azoug 1.2. SERIES OF EXERCISES ON REAL NUMBERS
1.2 Series of Exercises on Real Numbers
Exercise: 01.(Knowledge Check)
Determine whether the following statements are true or false:
Let a, b, and k be real numbers such that 0 6 a 6 b. In this case, we have:
1. a · k 6 b · k
2. a · k 6 a · k2
3. a · k 6 a · k3
a b
4. 6
k k
a b
5. 4
6 4
k k
Exercise: 02.
Determine whether the following statements are true or false:
Let a, b, c, and k be real numbers such that 0 6 a 6 b 6 c. In this case, we have:
1. a · k 6 b · k 6 c · k
2. a · k 6 b · k2 6 c · k3
3. a · k2 6 b · k2 6 c · k2
a b c
4. 6 6
k k k
a b c
5. 2
6 2 6 2
k k k
Exercise: 03.(Applications)
Show that for all a, b, c in R the following hold:
a b
1. + >2
b a
2ab √ a+b
2. 6 ab 6
a+b 2
3. Deduce: ab + bc + ac 6 a2 + b2 + c2
Exercise: 04.(Applications)
Let x, y be in R such that:
1 6 x 6 2, and 2 6 y 6 3.
Provide an estimate for A, B:
!2 s
2x + 1 2x2 + 2x + 1
A= , B=
3y − 1 x3 + 3y − 1
17
(ESNN)S.Azoug CHAPTER 1. REAL NUMBERS
Exercise: 05.(Applications)
Let x, y be in R, solve the following systems of equations:
2x − 5 < 4x − 2
6x + 1
>1
2
2x + 8y = −6
x − y2 = 1
O5 = x, O6 = 6 · |y|
Exercise: 06.(Knowledge Check)
Determine whether the following statements are true or false:
Let a, b, c, and k be real numbers:
1. 2 x + 2 x = 22x
2. (an + bn )2 = an + bn + 2 · an · bn
Exercise: 07.(Applications)
Simplify the following expression:
a x .xy .x2
O3 = with x = y + 2
ay .a2 .x x
(a + b)2 = a + b
p
7.
18
(ESNN)S.Azoug 1.2. SERIES OF EXERCISES ON REAL NUMBERS
Exercise: 10. (Applications)
Show that for all positive real numbers a, b, c:
√ √ √
1. a+b6 a+ b
√
2. ab + bc + ac 6 a + b + c
1. | a2 · b | = b · a2
2. | a2 | = a2
3. | a + b | = | a | + | b |
4. | a − b | 6 | a | + | b |
1. | 2x + 1 | = x − 1, (O2 = 5x + 1)
2. | 2x − 1 | 6 3
3. | 2x − 2 | + | x + 1 | = 3
4. | 2x − 2 | − | x + 1 | 6 3
Exercise: 14.
Find, if they exist, the maximum, minimum, supremum, and infimum of the following sets:
19
(ESNN)S.Azoug CHAPTER 1. REAL NUMBERS
Exercise : 15. (Applications)
Let A, B be two non-empty subsets of R such that A ∩ B , ∅. If A ⊂ B, then:
20
Chapter 2
Number Sequences
2.0.1 Definition
Definition 2.0.1. A number sequence is a mapping from D ⊆ N −→ R that assigns to every
natural number n its real number image U(n), denoted as Un .
21
(ESNN)S.Azoug CHAPTER 2. NUMBER SEQUENCES
Solution
Un+1 2
• = <1
Un n+1
implies: Un+1 < Un , decreasing.
−24
• Un+1 − Un = <0
25n + 5n − 6
2
implies: Un+1 < Un , decreasing.
∀n ∈ N, ∃M ∈ R Un 6 M
∀n ∈ N, ∃m ∈ R Un > m
∀n ∈ N, ∃m, M ∈ R m 6 Un 6 M
cos(n)
Application. Prove that the sequence defined by Un = 2 is bounded.
n +1
(Hint: −1 6 cos(n) 6 1).
Application. Using the definition, prove that the limit of the sequence defined by
1
Un = 1 + is equal to 1.
n+1
Theorem 2.0.1. (Uniqueness)
The limit of a convergent sequence is unique.
**Proof:** Write:
− | l | −ε < l − ε < Un < l + ε <| l | −ε = K
Conclude that K is the upper bound.
∃N ∗ ∈ N, ∀n ∈ N, n > N ∗ ⇒ Vn 6 Un 6 Wn
**then lim Un = l.**
n
Application Show that :lim Un = lim (−1)
n
= 0.
23
(ESNN)S.Azoug CHAPTER 2. NUMBER SEQUENCES
n
Application: Find two subsequences of the sequence defined by Un = (−1)
n
.
Solution: U2k = 2k1 . U2k+1 = 2k+1
−1
.
Definition 2.0.3. (Limit Point) A real number a ∈ R is a limit point of the sequence (Un ) if and
only if there exists a convergent subsequence that converges to a.
• If two subsequences of (Un ) converge to the same limit l, and if (Un ) is a term of one of
these subsequences, then (Un ) also converges to l.
Definition 2.0.4. (Adjacent Sequences) The sequences (Un ) and (Vn ) are adjacent if: - (Un ) is
increasing, - (Vn ) is decreasing, - lim(Un − Vn ) = 0.
Theorem 2.0.5. If two sequences are adjacent, they are convergent and have the same limit.
Geometric Sequence A sequence (Un ) is a geometric sequence with a common ratio r ∈ R and
initial term U0 if:
∀n ∈ N, Un+1 = r · Un .
Note:
∀n ∈ N, Un+1 = U0 · rn+1
24
(ESNN)S.Azoug
Definition: Arithmetic-Geometric Sequence** A sequence (Un ) is an arithmetic-geometric
sequence with initial term U0 if:
∀n ∈ N, Un+1 = a · Un + b,
**Task**
**Questions:** Based on figures 2.1-2.2, to calculate the shaded area in the unit square start-
ing with s1 = 164 , show that it forms an arithmetic-geometric sequence. Then, calculate the
complete area when this operation is repeated infinitely.
Convergence of an Arithmetic-Geometric Sequence **A sequence (Un ) is an arithmetic-
geometric sequence with initial term U0 and converges if and only if |a| < 1, and its limit is
b
1−a
.
Definition 2.0.5. (Linear Second Order Recurrent Sequence) A linear second-order recurrent
sequence is written as follows:
U0 = α.
U1 = β.
U = a · U + b · U .
n+2 n+1 n
Writing the General Term of a Linear Second Order Recurrent Sequence To do this, we
write the characteristic equation:
r2 − a · r − b = 0.
We calculate
√
the discriminant:
√
∆ = a2 + 4b - If ∆ > 0, the equation has two distinct roots:
r1 = a−2 ∆ and r2 = a+2 ∆ , where α, β are real numbers.
Un = α · r1n + β · r2n .
- If ∆ < 0, the equation has two complex roots: Z = [l, θ], Z = [l, −θ]
**Application**
25
(ESNN)S.Azoug CHAPTER 2. NUMBER SEQUENCES
Consider the following sequence:
U0 = 1.
U1 = −1.
U = 3 · U − 2 · U .
n+2 n+1 n
26
(ESNN)S.Azoug 2.1. SERIES OF EXERCISES ON SEQUENCE OF REAL NUMBER
2.1 Series of exercises on sequence of real number
n(n + 1)(2n + 1)
Exercise: 01.(Recurrence) Prove the following relations by induction: 1. nk=1 k2 =
P
6
1 n
2. 1 + 3 + 5 + .... + (2n − 1) = n 3. k=1 =
2 Pn
(2k − 1)(2k + 1) 2n + 1
Exercise: 02.(Sum and Product) Express using the symbols Π and up to order n the follow-
P
e1 e2 e3
1
ing relations: 1. 1·2 + 2·3
1
+ 3·4
1
... 2. 1·2·2
1
1 + 2·3·22 + 3·4·23 ... 3. sin(2x) + sin(3x2 ) + sin(5x3 ) ... 4. 1 · 2 · 3 ...
2 3 1 1 1
Exercise: 03.(Knowledge Check) 1. Is the sum of two divergent sequences necessarily diver-
gent? 2. Can the product of two divergent sequences result in a convergent sequence? 3. If
(Un ) is a decreasing positive sequence, is it necessarily true that lim Un = 0?
Exercise: 04.(Nature of a Sequence) √
Study the√nature of the following sequences: (a, α are real numbers) 1. a)Un = n − n2 − n,
n−1
b)Un = √
n+1
nn
2. c)Un = , d)Un = (1 + na )n
n!
cos(nα)
3. e)Un = , f )Un = 2n − 3n
n
Exercise: 05.(Bounding)
Consider the numerical sequence (Un ) defined by Un = nk=0 n+1√k . Using suitable bounding,
P
determine the limit of this sequence.
Exercise: 06.(Convergence Theorem)
U2
Consider the numerical sequence (Un ) defined by U0 = 1 and Un+1 = n + 1. 1. Prove by
4
induction that (Un ) is increasing and bounded by 2.
2. Calculate its limit.
Exercise: 07.
Let θ be a real number in the interval [0, π2 ].
√
Consider the sequence (Un ) defined by: U0 = 2 cos(θ), Un+1 = 2 + Un .
1. Compute U1 , U2 as functions of θ.
2. Show that Un = 2 cos( 2θn ) and find its limit.
Exercise: 08.
Show that the two sequences (Un ), (Vn ) defined by:
n
X 1 1 1
Un = , Vn = Un + − 2
k=3
1 + k2 n 2n
are adjacent.
Exercise: 09.
Let (Un ) be defined by:
U0 = 1, Un+1 = Un · e−Un
1. Show that this sequence is positive, decreasing, and converges. Calculate its limit.
2. Let S n = nk=1 Uk . Prove that for all n, Un+1 = e−S n .
P
27
(ESNN)S.Azoug CHAPTER 2. NUMBER SEQUENCES
3. Deduce the limit of S n .
Exercise: 10.(Fixed Point) Using the fixed-point theorem, prove that the recurrent sequence
defined by
1
Un+1 = · sin(Un )
2
converges.
1. Show that the equation f (x) = 0 has a real root in the interval ]1; 2[.
2. Prove that the equation f (x) = 0 can be written as F(x) = x, where
20
F(x) =
x2 + 2x + 10
**Home-Work(+2 pts)**
1. **Leonardo de Pisa** found 1.368808107, now find U30 .
2. State the fixed-point theorem.
Exercise: 12. Consider the numerical sequence defined by:
Exercise: 13.
Consider the numerical sequence defined by:
Un+1 = α · Un + 1
28
Chapter 3
Real Functions of a Real Variable
3.1 Generalities
Definition 3.1.1. A function f is a relation that associates with every real number x in a set E
of R a real number y, denoted as y = f (x).
It is denoted as:
f : E −→ F
where D is the domain of the function f , i.e., the set of elements in E that have an image under
f.
**Equality of Two Functions:** Two functions f and g are equal if they have the same do-
main E, and if f (x) = g(x) for every x in E.
*Example:*
f : [0; 1] −→ R, f (x) = 2x + 5
g : [0; 3] −→ R, g(x) = 2x + 5
These two functions are not equal due to their different domains.
3.1.1 monotonicity
Definitions. Let f : E → R be a function defined on a subset E of R. We say that:
- f is increasing on E if for all x, y ∈ E, x ≤ y implies f (x) ≤ f (y);
- f is strictly increasing on E if for all x, y ∈ E, x < y implies f (x) < f (y);
- f is decreasing on E if for all x, y ∈ E, x ≤ y implies f (x) ≥ f (y);
- f is strictly decreasing on E if for all x, y ∈ E, x < y implies f (x) > f (y). Sure, let’s consider
a few examples to illustrate different types of monotonicity for functions: Examples
1. **Increasing Function:** f (x) = 2x + 3 This function is increasing because for any two
numbers x1 and x2 where x1 < x2 , f (x1 ) = 2x1 + 3 < 2x2 + 3 = f (x2 ).
29
(ESNN)S.Azoug CHAPTER 3. REAL FUNCTIONS OF A REAL VARIABLE
2. **Strictly Increasing Function:** f (x) = e x (where e is Euler’s number, approximately
2.71828) This function is strictly increasing because for any x1 < x2 , f (x1 ) = e x1 < e x2 = f (x2 ).
In all these examples, the functions exhibit different types of monotonicity based on the condi-
tions mentioned earlier.
2. **Multiplication:** Multiplying two functions f (x) and g(x) results in a new function
( f × g)(x) defined by:
( f × g)(x) = f (x) × g(x)
3.
f **Division:** Dividing two functions f (x) and g(x) (where g(x) , 0) gives a new function
g
(x) defined by:
!
f f (x)
(x) =
g g(x)
g(x) cannot be equal to zero, otherwise the division is undefined.
4. **Composition:** The composition of two functions f (x) and g(x) results in a new function
( f ◦ g)(x) defined by:
( f ◦ g)(x) = f (g(x))
Here, g(x) is evaluated first, and the result is then passed as an argument to the function f (x).
5. **Powers p and Roots:** If f (x) is a function, then ( f n )(x) represents f (x) raised to the
power n, and ( n f )(x) represents the nth root of f (x).
These algebraic operations on functions are used to create new functions from existing ones.
30
(ESNN)S.Azoug 3.1. GENERALITIES
3.1.3 Bounded Functions
A function f (x) is said to be **even** if, for every value x in its domain, the value of the
function is equal to the value of the function evaluated at −x. Mathematically,
Graphically, the graph of an even function is symmetric with respect to the y-axis (the vertical
axis). This means that if you take a point (x, y) on the graph of the function, the corresponding
point (−x, y) is also on the graph. Even functions exhibit this symmetry about the y-axis.
On the other hand, a function f (x) is said to be **odd** if, for every value x in its domain, the
value of the function is the negative of the value of the function evaluated at −x. Mathemati-
cally,
f (x) is odd ⇔ ∀x ∈ D, f (−x) = − f (x)
Graphically, the graph of an odd function has axial symmetry about the origin (the point (0, 0)).
This means that if you take a point (x, y) on the graph of the function, the corresponding point
(−x, −y) is also on the graph. Odd functions exhibit this symmetry about the origin.
In summary, a function is even if it is symmetric about the y-axis, and a function is odd if
it is symmetric about the origin.
31
(ESNN)S.Azoug CHAPTER 3. REAL FUNCTIONS OF A REAL VARIABLE
3.1.5 Periodic Functions
∀x ∈ E, x + P ∈ E, f (x + P) = f (x)
Examples:
1) x → sin(x) has a period of 2π.
2) x → cos(x) has a period of 2π.
3) x → tan(x) has a period of π.
4) x → x − bxc has a period of 1.
3.2 Limits
A function f defined in the neighborhood of x0 has a limit l as x approaches x0 if, as x gets
arbitrarily close to x0 , f (x) approaches l. This definition can be written as follows:
Definition 3.2.1.
**4.** lim x→x0 f (x) = −∞ means that for any value A < 0, there exists a α > 0 such that for all
x ∈ I where |x − x0 | < α, f (x) < A.
**5.** lim x→+∞ f (x) = l means that for any ε > 0, there exists a α > 0 such that for all x ∈ I
where x > α, | f (x) − l| < ε.
**6.** lim x→−∞ f (x) = l means that for any ε > 0, there exists a α < 0 such that for all x ∈ I
where x < α, | f (x) − l| < ε.
**7.** lim x→a f (x) = l means that for any ε > 0, there exists a α > 0 such that for all x ∈ I
where 0 < |x − a| < α, | f (x) − l| < ε.
**Note:** This definition is mainly used for proving limit properties. In practice, other tech-
niques are often used.
**Left and Right Limits**
The definitions and propositions relate to the concept of the limit of a function f (x) as x ap-
proaches x0 , either from below (left) or from above (right).
**Definition :**
1. **Left Limit (lg ):** We say that the function f has a left limit lg as x approaches x0 from the
left (or from smaller values) if, for any ε > 0, there exists a α > 0 such that for all x ∈ I (where
32
(ESNN)S.Azoug 3.2. LIMITS
I is an interval), if x0 − α < x < x0 , then | f (x) − lg | < ε. This is denoted as lim x→x0− f (x) = lg .
2. **Right Limit (ld ):** We say that the function f has a right limit ld as x approaches x0 from
the right (or from larger values) if, for any ε > 0, there exists a α > 0 such that for all x ∈ I, if
x0 < x < x0 + α, then | f (x) − ld | < ε. This is denoted as lim x→x0+ f (x) = ld .
**Propositions:**
1. If f has a limit l as x approaches x0 , both from the left and from the right, then lim x→x0− f (x) =
lim x→x0+ f (x) = l.
2. If f has a left limit lg and a right limit ld such that lg = ld , then lim x→x0 f (x) = lg = ld .
3. If both left limit lg and right limit ld exist but are different, then f does not have a limit as x
approaches x0 .
These definitions and propositions are fundamental in mathematical analysis as they precisely
define what it means for a function to have a limit at a given point. This is crucial for under-
standing the behavior of functions at specific points and for performing calculations related to
continuity and differentiability of functions.
**Limits of Compositions**
The **theorem of the limit of a composite function** states that :
Formally, if lim x→a f (x) = L and lim x→L g(x) = M, then lim x→a g( f (x)) = M.
This theorem is extremely useful in analysis because it allows us to calculate limits of complex
functions by breaking down these functions into simpler compositions and utilizing the limits
of individual parts. This greatly simplifies the calculation of limits in situations where functions
become complicated or involve multiple terms.
Let’s consider an example to illustrate this theorem:
Let’s consider the functions f (x) = x2 and g(x) = sin(x). We want to find the limit of g( f (x))
as x approaches 2.
33
(ESNN)S.Azoug CHAPTER 3. REAL FUNCTIONS OF A REAL VARIABLE
2. **Limit of g(x) as x approaches 4** (since f (2) = 4):
lim x→4 g(x) = lim x→4 sin(x) = sin(4).
3. **Composition of Limits**:
lim x→2 g( f (x)) = g( f (2)) = g(4) = sin(4).
In this example, we used the theorem of the limit of a composite function to find the limit of
g( f (x)) by using the limits of f (x) and g(x) individually.
Proof: 1 Show that : lim x→x0 f (x) + g(x) = l + l0 lim x→x0 f (x) = l ⇔ ∀ε > 0, ∃α1 > 0, ∀x ∈ V :
0 < |x − x0| < ε ⇒ | f (x) − l| < ε/2.
lim x→x0 g(x) = l0 ⇔ ∀ε > 0, ∃α2 > 0, ∀x ∈ V : 0 < |x − x0| < ε ⇒ | f (x) − l0 | < ε/2.
We take α = min(α1, α2),Using triangular inequality lim x→x0 f (x) + g(x) = l0 + l ⇔ ∀ε >
0, ∃α > 0, ∀x ∈ V : 0 < |x − x0| < ε ⇒ | f (x) + g(x) − (l + l0 )| 6 | f (x) − l| + |g(x) − l0 | < ε.
Theorem 3.2.3. Let f be a function defined in the neighborhood of x0 . Then, lim x→x0 f (x) = l
if and only if for any sequence (Un ) converging to x0 , limn→∞ f (Un ) = l.
**Remark:** This theorem is often used to demonstrate the non-existence of a limit. It is
sufficient to find two sequences converging to x0 such that limn→∞ f (Un ) , limn→∞ f (Vn ).
**Example:** To show that the limit of lim x→∞ sin(x) does not exist, it suffices to take Un = nπ
and Vn = (2n + 1)2π.
Theorem 3.2.4. Let f and g be two functions defined in a neighborhood of x0 such that
lim x→x0 f (x) and lim x→x0 g(x) exist. If f (x) 6 g(x), then lim x→x0 f (x) 6 lim x→x0 g(x).
34
(ESNN)S.Azoug 3.3. CONTINUITY
3.2.3 Calculating Limits
Indeterminate Forms:
These are forms where it is not possible to conclude directly. This leads to resolving the inde-
terminacy using specific results and techniques for each case in general.
, ,
0 ∞
0 0
0∞ , 00 , 1∞ , ∞ − ∞, ∞0
3.3 Continuity
3.3.1 Definitions
Definition 3.3.1. f is continuous at x0 if: lim x→x0 f (x) = f (x0 )
or using the definition :
lim x→x0 f (x) = f (x0 ) ⇔ ∀ε > 0, ∃α > 0, ∀x ∈ V : 0 < |x − x0 | < ε ⇒ | f (x) − f (x0 )| < ε.
35
(ESNN)S.Azoug CHAPTER 3. REAL FUNCTIONS OF A REAL VARIABLE
Figure 3.1: •
36
(ESNN)S.Azoug 3.3. CONTINUITY
x0 if and only if for any sequence (Un ) converging to x0 , the sequence f (Un ) converges to f (x0 ).
**Remark:** This theorem is primarily used to demonstrate that a function is not continuous
at a point x0 . To do this, it suffices to find a convergent sequence approaching x0 such that
f (Un ) does not converge to f (x0 ).
Example: Consider the function f (x) = ln(x) on the interval (0, 1]. It is continuous and
bounded above by 1, but it is not bounded below at 0.
f (α) = max x∈I f (x) = sup x∈I f (x), f (β) = min x∈I f (x) = inf x∈I f (x)
Image of an Interval
**Note:**
The variation table is often used to determine the image of an interval as follows:
37
(ESNN)S.Azoug CHAPTER 3. REAL FUNCTIONS OF A REAL VARIABLE
3.4 The derivative of a function
The concept of derivative of a function is a fundamental idea in mathematics, especially in
calculus. Here is a definition of the derivative of a function:
**Derivative of a function at a point:** The derivative of a function f (x) at a point a is the
instantaneous rate of change of the function at point a. It is denoted as f 0 (a) or ddxf (a) and is
defined as follows:
f (a + h) − f (a)
f 0 (a) = limh−→0
h
In other words, the derivative of f at a is the limit of the change in f (x) as x approaches a,
where h is a small change in x. This measures how much the function f (x) changes instantly at
a.
**Derivative of a function:** The derivative of a function f (x), denoted as f 0 (x) or ddxf , is a new
function that gives the instantaneous rate of change of f for each value of x in the domain of
f . In other words, the derivative provides the rate at which f is changing at each point in its
domain.
The derivative characterizes the slope of the tangent to the graph of the function at each point.
A function is said to be differentiable over an interval if it has a derivative for every point in
that interval.
The derivative has numerous applications in mathematics, science, engineering, and many other
fields. It is used to understand change and motion, solve optimization problems, and in many
other practical applications.
f (a + h) − f (a)
f 0 (a) = lim
h→0 h
If this limit exists, it implies that the function f is continuous at a. In other words, if a function
is differentiable at a point, then it is continuous at that point.
38
(ESNN)S.Azoug 3.4. THE DERIVATIVE OF A FUNCTION
3.4.2 Operations on the derivative function
Operations on the derivative function follow certain important rules in differential calculus.
Here are some of the basic rules for operations on derivative functions:
1. **Sum of functions:** If f (x) and g(x) are differentiable functions, then ( f (x) + g(x))0 (the
derivative of the sum) equals f 0 (x) + g0 (x).
2. **Difference of functions:** If f (x) and g(x) are differentiable functions, then ( f (x)−g(x))0
(the derivative of the difference) equals f 0 (x) − g0 (x).
3. **Product of functions:** If f (x) and g(x) are differentiable functions, then ( f (x) · g(x))0
(the derivative of the product) is given by the product rule: ( f (x)·g(x))0 = f 0 (x)·g(x)+ f (x)·g0 (x).
4. **Quotient
0 of functions:** If f (x) and g(x) are differentiable functions,
f (x) 0 fand g(x) , 0, then
f (x) 0 (x)·g(x)− f (x)·g0 (x)
g(x)
(the derivative of the quotient) is given by the quotient rule: g(x) = (g(x))2
.
These rules are essential for calculating derivatives of complex functions using basic operations
on derivative functions.
Often, we need to calculate the nth derivative using Leibniz’s Formula: If f and g are n times
differentiable, then we have:
( f · g)(n) =
Pn k (k) (n−k)
k=0 C n f g
Exercice 02
Donnez les dérivées nieme des fonctions élémentaires suivantes :
39
(ESNN)S.Azoug CHAPTER 3. REAL FUNCTIONS OF A REAL VARIABLE
Exercice 03
Calculer la dérivée de la fonction suivante : f (x) = sin(etan(x ) )
2
Correction
Application
Let’s consider the function f (x) = x2 − 4x + 3 on the closed interval [1, 3].
1. **Continuity:** The function f (x) is a polynomial, so it is continuous everywhere.
2. **Differentiability:** The function f (x) is a polynomial, so it is differentiable everywhere.
3. **Endpoints:** f (1) = 12 − 4(1) + 3 = 0 and f (3) = 32 − 4(3) + 3 = 0.
Since f (x) is continuous on [1, 3], differentiable on (1, 3), and f (1) = f (3) = 0, Rolle’s The-
orem guarantees that there exists at least one number c in the open interval (1, 3) such that
f 0 (c) = 0.
To find c, we need to find the derivative of f (x) and solve for x:
f 0 (x) = 2x − 4
Setting f 0 (x) to zero and solving for x:
2x − 4 = 0
40
(ESNN)S.Azoug 3.4. THE DERIVATIVE OF A FUNCTION
2x = 4
x=2
So, according to Rolle’s Theorem, there exists at least one c in the open interval (1, 3) (in this
case, c = 2) such that f 0 (c) = 0.
Remark* It is easy to provide a geometric interpretation of this theorem: we have the equiva-
lence:
f (b) − f (a)
f (b) = f (a) + (b − a) f 0 (c) ⇐⇒ f 0 (c) =
b−a
This ratio represents the slope of the line connecting the points (a, f(a)) and (b, f(b)), and f 0 (c)
is the slope of the tangent line to the graph of f at the point (c, f(c)).
Certainly! The Mean Value Theorem (MVT) states that if a function f (x) is continuous on the
closed interval [a, b] and differentiable on the open interval (a, b), then there exists at least one
number c in the open interval (a, b) such that the instantaneous rate of change (the derivative
f 0 (c)) is equal to the average rate of change of the function over the interval [a, b]. Mathemati-
cally, this can be expressed as:
f (b) − f (a)
f 0 (c) =
b−a
41
(ESNN)S.Azoug CHAPTER 3. REAL FUNCTIONS OF A REAL VARIABLE
1 Rb
F(c) = F(t).dt
b−a a
f (3) − f (1) 9 − 1
f 0 (c) = = =4
3−1 2
To find c, we can find the derivative of f (x):
f 0 (x) = 2x
2x = 4
x=2
So, according to the Mean Value Theorem, there exists at least one c in the open interval (1, 3)
(in this case, c = 2) such that the instantaneous rate of change of the function f 0 (c) = 4 is equal
to the average rate of change of the function over the interval [1, 3].
This theorem has practical applications, especially in physics and engineering, where it is used
to find average quantities such as average velocity, average temperature, or average power over
a given interval.
Let f (x) and g(x) be two functions defined on an open interval (a, b), except possibly at a point
c within that interval. If the following conditions are met:
42
(ESNN)S.Azoug 3.4. THE DERIVATIVE OF A FUNCTION
Then, there exists at least one real number c in the interval (a, b) such that:
f (x) f 0 (x)
lim = lim 0
x→c g(x) x→c g (x)
This theorem is extremely useful for evaluating limits of functions in cases where the limits
indicate an indeterminate form of 00 or ∞
∞
. L’Hôpital’s rule provides a method to calculate these
limits by taking the derivatives of the functions f (x) and g(x) and forming the ratio of these
derivatives.
We call f (c) the **global maximum of f (x)** and f (d) the **global minimum of f (x)**.
In other words, a global maximum is the **highest point** on the graph of the function within
its domain, and a global minimum is the **lowest point** on the graph of the function within
its domain.
If the search for a minimum is not limited to a closed bounded interval, the following re-
sult is also applicable:
**Definition:** A function f is called **coercive over R** if ”it tends to infinity as x tends to
infinity”:
lim f (x) = +∞
|x|→+∞
lim f (x) = +∞
x→a+
lim f (x) = +∞
x→b−
43
(ESNN)S.Azoug CHAPTER 3. REAL FUNCTIONS OF A REAL VARIABLE
**Theorem:** Let Ω be an open interval.
Every function that is continuous and coercive on Ω achieves its minimum on Ω.
**Note:** The converse of this theorem is false (the function x 7→ x3 has a derivative equal to
zero at 0, but it is not an extremum).
If f 0 (x∗ ) = 0, we say that x∗ is a critical point of f .
Extrema within the open interval I are to be found among the critical points.
If one is looking for an extremum on a closed interval [a, b], the analysis will be performed on
the open interval ]a, b[ and then compared to f (a) and f (b).
44
(ESNN)S.Azoug 3.5. SERIES OF EXERCISES ON FUNCTIONS
3.5 Series of exercises on functions
Exercise : 01.(Domain of definition)
Determine r the domain of definition of each of the following functions
1−x
1. f1 (x) =
4 − x2
2. f2 (x) = ln(x2 − 3x + 2)
ln(x2 − 3x + 2)
3. f3 (x) =
|x2 − 3|
4.
1
si(x > 0)
f4 (x) =
2−x
x − 3x + 2 si(x < 0)
2
Exercise : 02.
Determine the domain of definition of each of the following functions :
1. f2 (x) = 3.cos3 (x)
2. f2 (x) = tan(x)
Exercise : 03.
√
x+2 x3 −2x2 +3 e x+1 ln(3x+1)
A. lim x−→0+ x2 ln(x)
; lim x−→+∞ x. ln(x)
; lim x−→+∞ x+2
; lim x−→0+ 2x
x+4 3 x+1
); lim x−→0+ (1 + x)ln(x) ; lim x−→+∞ ( xx2 +5
x x −1 3
B. lim x−→0+ ln(x+1)
; lim x−→−∞ 2
x+1
. ln( 2 +2
) x2 +1
1−x
√ q √ q √
x. ln(x2 +1) n −1
C. lim x−→+∞ 1+e x−3
; lim x−→1 xx−1 ; lim x−→+∞ ( x+ x2 +1− x+ x2 − 1)
Exercise: 05.
Determine the domain of definition and the limits at the boundaries for the following functions:
45
(ESNN)S.Azoug CHAPTER 3. REAL FUNCTIONS OF A REAL VARIABLE
1. f (x) = ln(ln(x))
x
2. f (x) = eex −1
+1
1
3. f (x) = exx
4. f (x) = ln(|x|)
Exercise: 06.(Limits at x = 0)
Calculate the following limits:
sin(2x)
1. lim x→0 x
sin(2x)
2. lim x→0 sin(3x)
tan(ax)
3. lim x→0 sin(bx)
x−sin(ax)
4. lim x→0 x+sin(3x)
x2
5. lim x→0 sin(πx)
6. lim x→0 x sin 1x
Exercise: 07. Calculate f oh and ho f for the following functions and draw conclusions.
x
1. f (x) = eex −1
+1
2. f (x) = 1 + x2 + cos(3x)
3. f (x) = x + x3 + tan(2x)
f (x) = x +sin
2 2
(x)
4. |x|+6
x2
5. f (x) = sin(πx)
6. f (x) = x sin 1
x
Exercise: 09.
Determine the values of a and b for f to be continuous on R.
x2 − 3x,
if x < 2
f (x) =
2x + bx,
if x ≥ 2
46
(ESNN)S.Azoug 3.5. SERIES OF EXERCISES ON FUNCTIONS
eax , if x < 1
g(x) = if x = 1
2,
x2 + b2 , if x > 1
Exercise: 10.(Continuity)
1. Study the continuity of the function f at the point x0 = 1:
f (x) = |x − 1|
1. f5 (x) = x ln(|x|)
2. f5 (x) = x − |x|x
3. f5 (x) = sin(x) sin 1x
Exercise: 12.
Let f be a function from [a, b] to R that is continuous, such that f (a) = f (b). Prove that the
function g defined by:
!
b−a
g(t) = f t + − f (t)
2
47
(ESNN)S.Azoug CHAPTER 3. REAL FUNCTIONS OF A REAL VARIABLE
vanishes at least at one point c in [a, a+b
2
].
Exercise: 13.(Differentiability)
Calculate the derivatives of the following functions:
√3
**A.** 1. f (x) = x2 + x + 1
2. f (x) = x x√
3. f (x) = e x+sin(x)
4. f (x) = ln(3x+1)
2x
1.
1+|x| , if x < 2
x
f (x) =
2x,
if x ≥ 2
2.
1+e 1x ,
x
if x , 0
g(x) =
0, if x = 0
48
(ESNN)S.Azoug 3.5. SERIES OF EXERCISES ON FUNCTIONS
3. Prove that f is of class C 1 on its domain of definition.
Exercise: 16.
Calculate the nth derivatives of the following functions:
Exercise: 17.
1 Pn
Show that if f (x) = √ , then f (n) (x) = where Pn is a polynomial of degree n.
(x2 + 1)n+ 2
1
x2 + 1
Find a relationship between Pn and Pn+1 .
fn (x) = xn − x − 1, n > 2
C. Deduce that the sequence (xn ) is decreasing and converges to a limit l, and find l.
A. Show that for all real x and y, the following inequality holds:
B. Show that for all positive real x, the following inequalities hold:
x
< ln(x + 1) < x.
x+1
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(ESNN)S.Azoug CHAPTER 3. REAL FUNCTIONS OF A REAL VARIABLE
Exercise: 20.(Intermediate Value Theorem)
50
Chapter 4
Common functions and their inverse
2) f is injective, meaning:
**Remark:** There exists a relationship between surjection and monotonicity, as well as be-
tween injection and continuity.
e x +e−x e x −e−x
**Applications:** Consider cosh(x) = 2
and sinh(x) = 2
. Show that they have inverse
functions.
∀x ∈ D f, f −1 ( f (x)) = x
51
(ESNN)S.Azoug CHAPTER 4. COMMON FUNCTIONS AND THEIR INVERSE
4.1.2 The derivative of the inverse function
The derivative of the inverse function ( f −1 (x)) of a bijective function f (x) is given by the fol-
lowing formula:
( f −1 (x))0 = 1
f 0 ( f −1 (x))
This formula allows calculating the derivative of the inverse function at a given point.
It is crucial to note that this formula only works if the function f (x) is bijective (meaning it has
a well-defined inverse) and if f 0 ( f −1 (x)) is not equal to zero. The condition f 0 ( f −1 (x)) , 0 is
important because it avoids division by zero in the formula.
4.2.2 x → cos(x)
• Domain of definition D f = R
π
x 0 π
2
− sin(x) − 0 −
1
cos(x)
0 -1
52
(ESNN)S.Azoug 4.2. COMMON FUNCTIONS
4.2.3 x → cos (x) = arccos(x)
−1
arccos(cos(x)) = x, x ∈ [0; π]
cos(arccos(x)) = x, x ∈ [−1; 1]
3 cos(x) 3
arccos(x)
x
2 2
1 1
0 0
-1 -1
Figure 4.1: •
53
(ESNN)S.Azoug CHAPTER 4. COMMON FUNCTIONS AND THEIR INVERSE
4.2.4 x → sin(x)
• Domain of definition D f = R
• Study interval E = [− π2 ; π2 ]
∀x ∈ R, −1 ≤ sin(x) ≤ 1
1
(arcsin(x))0 = √
1 − x2
π
∀x ∈ [−1; 1], −π
2
≤ arcsin(x) ≤ 2
arcsin(sin(x)) = x, x ∈ [− π2 ; π2 ]
sin(arcsin(x)) = x, x ∈ [−1; 1]
54
(ESNN)S.Azoug 4.2. COMMON FUNCTIONS
Figure 4.2: •
4.2.6 x → tan(x)
• tan(x) = sin(x)
cos(x)
• Domain of definition D f = R − { −π
2
+ 2kπ, +π
2
+ 2kπ}
• Study interval E =] −π
2
; +π
2
[
4.2.7 x → arctan(x)
• Domain of definition D f = R
• Parity: odd
• (arctan(x))0 = 1
1+x2
55
(ESNN)S.Azoug CHAPTER 4. COMMON FUNCTIONS AND THEIR INVERSE
• Bijection from D f = R to ] −π
2
; +π
2
[.
arctan(tan(x)) = x, x ∈ R − { −π
2
+ 2kπ; +π
2
+ 2kπ}
tan(arctan(x)) = x, x ∈ R
4.3.1 x → cosh(x)
e x +e−x
• Domain of definition cosh(x) = 2
• Domain of definition D f = R
(cosh(x))0 = sinh(x)
√
arg cosh(x) = ln(x + x2 − 1)
1
(arg cosh(x))0 = √
x2 − 1
56
(ESNN)S.Azoug 4.3. HYPERBOLIC FUNCTIONS
4.3.3 x → sinh(x)
e x −e−x
• Domain of definition sinh(x) = 2
• Domain of definition D f = R
(sinh(x))0 = cosh(x)
√
• With f −1 (x) = sinh−1 (x) = arg sinh(x) = ln(x + x2 + 1)
√
arg sinh(x) = ln(x + x2 + 1)
• Domain of definition D f = R
1
(arg sinh(x))0 = √
x2 + 1
e x −e−x
4.3.5 x → tanh(x) = sinh(x)
cosh(x) = e x +e−x
• Domain of definition D f = R
57
(ESNN)S.Azoug CHAPTER 4. COMMON FUNCTIONS AND THEIR INVERSE
4.3.6 Important relationships and identities
The hyperbolic functions have certain relationships and identities, similar to trigonometric
functions. Here are some of the key relationships:
Addition Formulas:
3. tanh(a + b) = tanh(a)+tanh(b)
1+tanh(a) tanh(b)
Double-Angle Formulas:
1. sinh(2x) = 2 sinh(x) cosh(x)
3. tanh(2x) = 2 tanh(x)
1+tanh2 (x)
Other Identities:
1. cosh2 (x) − sinh2 (x) = 1
Reciprocal Relationships:
1. sec(x) = 1
cosh(x)
2. csch(x) = 1
sinh(x)
3. coth(x) = 1
tanh(x)
These formulas and relationships are useful for simplifying expressions involving hyperbolic
functions.
58
(ESNN)S.Azoug
4.4. SERIES OF EXERCISES ON COMMON FUNCTIONS AND INVERSE
4.4 Series of exercises on common functions and inverse
Exercise : 01.
Resolve the following equations : 1.ln(cosh(x)) = a , a ∈ R, a > 1
2.arccos(x) = 2arccos( 34 )
3. arcsin(x) = arcsin( 25 ) + arcsin( 35 )
4. arctan(2x) + arctan(x) = π
Exercise : 02.
Determine the domain of definition of each of the following functions :
1. f2 (x) = 5. sinh(x) − 3. cosh(x)
2. f2 (x) = sinh(2x)
sinh(x)
3. f2 (x) = 2. tanh(2x)
4. f2 (x) = 3.cosh3 (x)
Exercise : 03.
2 cosh 2(x) − sinh(2x)
Simplify the following expression calculate the limits on + − ∞
x − ln(cosh x) − ln(2)
Exercise: 04. (Parity of Functions)
Determine the parity of the following functions:
x, if x < 2
f (x) = x,
2
if 1 6 x 6 4
√
8 x, if x > 4
59
(ESNN)S.Azoug CHAPTER 4. COMMON FUNCTIONS AND THEIR INVERSE
1. Show that f establishes a bijection from R to f (R).
2. Determine f (R) and f −1 .
60
Chapter 5
limit development
Definition 1: Let f and g be two functions defined in a neighborhood of the point x0 (except
possibly at x0 ). We say that f is negligible compared to g as x approaches x0 , denoted as
f = o(g), if
∀ε > 0, ∃δ > 0, ∀x 0 < |x − x0 | < δ =⇒ | f (x)| 6 ε · |g(x)| .
Particular case
: if g=1, then:
61
(ESNN)S.Azoug CHAPTER 5. LIMIT DEVELOPMENT
Therefore, we denote a function that approaches 0 as o(1),
and one that is bounded as O(1).
Examples of Applications:
x2
x2 = o(x) ⇐⇒ lim =0
x−→0 x
x2 · sin(x)
x2 · sin(x) = O(x) ⇐⇒ lim =0
x−→0 x
x · sin(x) = O(x)
in the vicinity of infinity.
**Exercise**
Show that: 1
1−x
= 1 + x +o(x)
in the vicinity of zero.
Show that: 1
1−x
= x + O x2 in the vicinity of zero.
−1 1
Equivalent functions
**Definition**: Let f and g be two functions defined in a neighborhood of x0 (except possibly
at x0 ). We say that f is equivalent to g as x approaches x0 and denote it as f ∼ g, if f − g = o(g)
as x approaches x0 .
Equivalent
f ∼ g ⇐⇒ f − g = o(g) ⇐⇒ f − g = o( f )
f ∼ g ⇐⇒ Lim x−→x0 ( gf ) = 1
Proof
f1 (1 + o(1))
Write f
= and take the limit, then conclude.
g
g1 (1 + o(1))
Example
sin2 (x) 1
Show that lim x−→0 tan2 (2x)
= .
4
62
(ESNN)S.Azoug 5.2. TAYLOR POLYNOMIALS
5.1.2 Properties of Equivalence
1. If f ∼ f1 and g ∼ g1 , then f g ∼ f1 g1
1 1
2. If f ∼ f1 and f , 0, f1 , 0, then f
∼ f1
f f1
3. If f ∼ f1 and g ∼ g1 , then g
∼ g1
Proof ( exos)
**Note:** Be cautious, the summation is incorrect.
Definition 5.2.1. The Taylor polynomial of order n generated by f at the point x0 is the poly-
nomial Pn of degree less than or equal to n, defined by:
(x − x0 )2 (2) (x − x0 )n (n)
Pn (x) = f (x0 ) + (x − x0 ) f 0 (x0 ) + f (x0 ) + . . . + f (x0 )
2! n!
Example 1
x2 xn
Pn (x) = 1 + x + + ... +
2! n!
Example 2
x3
P3 (x) = x −
3!
Taylor Expansion of Order n in the Vicinity of Zero Definition Let f be a function defined in
the neighborhood of 0 (except possibly at 0). We say that f has a Taylor expansion at 0 of order
n if there exist constants a0 , a1 , . . . , an such that:
f (x) = a0 + a1 x + . . . + an xn + o(xn )
63
(ESNN)S.Azoug CHAPTER 5. LIMIT DEVELOPMENT
Figure 5.1: Taylor Polynomials (1st, 2nd, 3rd, 4th) for f (x) = e x
where f (x) = pn (x) + o(xn ) and pn (x) is the regular part with deg pn 6 n.
Taylor Formulas To write the Taylor expansion for C n+1 class functions, the following formula
is used:
n
f (x) = f (x0 ) + (x − x0 ) · f (1) (x0 ) + . . . + (x−x
n!
0)
· f (n) (x0 ) + Rn (x − x0 )
Rn (x − x0 ): remainder term of order n.
64
(ESNN)S.Azoug 5.2. TAYLOR POLYNOMIALS
MacLaurin’s Formula When x0 = 0 in the Taylor-Lagrange formula, we obtain the MacLaurin
formula:
xn
f (x) = f (0) + x · f (1) (0) + . . . + n!
· f (n) (0) + o(xn )
Property Let f and g be two functions n times differentiable at a point x0 , and Pn ( f ) and Pn (g)
be their n-th order Taylor polynomials at x0 . Then:
• The n-th order Taylor polynomial for the sum f + g at point x0 is the polynomial Pn ( f ) +
Pn (g).
• The n-th order Taylor polynomial for the product f · g at point x0 is the sum of terms of
degree less than or equal to n of the polynomial Pn ( f ) · Pn (g).
• The n-th order Taylor polynomial for f (xk ) at point x0 is the polynomial Pn ( f (k) ).
Examples
x2
• The 2nd order Taylor polynomial for the sum e x + sin(x) at x0 = 0 is P = 1 + 2x + 2
.
• 1
1−x
= 1 + x + x2 + x3 + . . . + xn + O(xn )
x3 x5 (−1)2n+1 x2n+1 n
• sin(x) = x − 3!
+ 5!
+ ... + (2n+1)!
x + O(x2n+1 )
65
(ESNN)S.Azoug CHAPTER 5. LIMIT DEVELOPMENT
x2 x4 (−1)n x2n
• cos(x) = 1 − 2!
+ 4!
+ ... + (2n)!
xn + O(x2n )
x3 2x5
• tan(x) = x + 3
+ 15
+ ...
x3 x5 x2n+1 n
• sinh(x) = x + 3!
+ 5!
+ ... + (2n+1)!
x + O(x2n+1 )
x2 x4 x2n n
• cosh(x) = 1 + 2!
+ 4!
+ ... + (2n)!
x + O(x2n )
x3 2x5
• tanh(x) = x − 3
+ 15
+ ...
1.
xn (n)
f (x) = f (0) + x. f (1) (0) + ... + . f (0) + o(xn )
n!
66
(ESNN)S.Azoug 5.2. TAYLOR POLYNOMIALS
2.
xn 0
e x = e0 + x.e0 + ... + .e + o(xn )
n!
xn
3. e x = 1 + x + x2 + ... + n!
+ o(xn )
x3 (−1)n x2n+1
4. sin(x) = x − 3!
+ ... + (2n+1)!
+ o(x2n+2 )
x2 (−1)n x2n
5. cos(x) = 1 − 2!
+ ... + (2n)!
+ o(x2n+1 )
x2 (−1)n .xn
6. log(1 + x) = x − 2
+ ... + n
+ o(xn )
xn
7. 1
1−x
= 1 + x + x2 + ... + n!
+ o(xn )
x2
8. (1 + x)α = 1 + α.x + α(α − 1) + ... + (αn ).xn + o(xn )
2
x3
9. tan = x + + ...
3
x3 x2n+1
10. sh(x) = x + 3!
+ ... + (2n+1)!
+ o(x2n+2 )
x2 x2n
11. ch(x) = 1 + 2!
+ ... + (2n)!
+ o(x2n+1 )
Theorem (Uniqueness)
If f has a Taylor expansion of order n in the vicinity of 0, then this expansion is unique.
**Proof**
Suppose we can write:
f (x) = a0 + a1 x + . . . + an xn + o(xn )
and
f (x) = b0 + b1 x + . . . + bn xn + o(xn )
then take the difference and let x approach 0.
Corollary If f is an even function (resp: odd), and it has a Taylor expansion in the vicinity
of 0, its regular part is an even (resp: odd) polynomial.
67
(ESNN)S.Azoug CHAPTER 5. LIMIT DEVELOPMENT
**Important Note:**
A necessary condition for the existence of a Taylor expansion is that the limit at x0 = 0 must
exist.
**Counterexample** f (x) = xn+1 sin xn+1 1
if x , 0 and f (0) = 1. Show that it has a Taylor
expansion of order n at 0, but f is not continuous at 0.
Exemples : Write the Taylor expansion of order 3 at zero for the following functions :
sin(x) + cos(x), sin(x). cos(x), cos(x)
sin(x)
Sum
x3
1. sin(x) = x − 3!
+ o(x3 )
x2
2. cos(x) = 1 − 2!
+ o(x3 )
x2 x3
3. sin(x) + cos(x) = 1 − 2!
+x− 3!
+ o(x3 )
x2 x3
4. sin(x) + cos(x) = 1 + x − 2!
− 3!
+ o(x3 )
Product
x3 x2
1. sin(x). cos(x) = (x − 3!
).(1 − 2!
) + o(x3 )
x3 x2
2. sin(x). cos(x) = (x − 6
).(1 − 2
) + o(x3 )
x3 x3 x5
3. sin(x). cos(x) = x − 2
− 6
+ 12
+ o(x3 )
68
(ESNN)S.Azoug 5.2. TAYLOR POLYNOMIALS
4x3 x3
4. sin(x). cos(x) = x − 6
− 6
+ +o(x3 )
Division
3
x− x6
1. sin(x)
cos(x)
= 2
1− x2
x3
2. sin(x)
cos(x)
= x+ 3
+ o(x3 )
Theorem 5.2.2. Let f and u be functions having Taylor expansions of order n in the vicinity
of 0, with regular parts fn and un respectively. If u(0) = 0, the composite function f0 (u) has
a Taylor expansion of order n in the vicinity of 0. Its regular part is obtained by substituting
the regular part of the Taylor expansion of f with the regular part of u, retaining only the
powers of x up to order 6 n.
**Application:**
Write the Taylor expansions of the following functions: ecos(x) , esin(x) , log(1 + esin(x) ) up to order
5 at 0.
**Solution**
1. ecos(x) = e − 2e x2 − 6e x4 + o(x5 )
x2 x4 x5
2. esin(x) = 1 + x + 2
− 8
− 15
+ o(x5 )
x2 x3 3x4 x5
3. log(1 + esin(x) ) = log(2) + 2x + 8
− 12
− 64
− 240
+ o(x5 )
69
(ESNN)S.Azoug CHAPTER 5. LIMIT DEVELOPMENT
**Example** Find the dl3 (0) of the following function: arctan(x)
Correction
3 5
arctan(x) = x − x3 − x5 + o(x5 )
Theorem 5.2.4. If the function f is differentiable on [a, +a] and has a Taylor expansion of
order n in the vicinity of 0, and its derivative f 0 has a Taylor expansion of order n − 1 in
the vicinity of 0, then the regular part of the Taylor expansion of f 0 is the derivative of the
regular part of f .
Exercise:
Deduce the dl3 (0) of the following function: arctan2 (x).
Exercice :
sin(x)
Find the Talor expansion for : x
Solution
(e2x − 1) sin(3x)
sinh2 (2x)
Solution
70
(ESNN)S.Azoug 5.2. TAYLOR POLYNOMIALS
Exercise 02.
Compute the limit as x approaches 0 for the following function:
(e2x −1)sin2 (3x) x
sh3 (x)
Solution
2 (3x) x
2x.9x3 x
2x
lim x→0 (e −1)sin
3
sh (x)
= lim x→0 x 3 = 1.
f 00 (a)
f (x) ≈ f (a) + f 0 (a)(x − a) + (x − a)2 + . . .
2!
**2. Determining the Optimum:** To find a minimum or maximum, we examine the behav-
ior of the approximate function near x = a. If the coefficient of (x − a)2 is positive, the function
is convex near x = a, indicating a local minimum. If the coefficient is negative, the function is
concave near x = a, indicating a local maximum.
**Example:** Consider the function f (x) = x3 − 6x2 + 9x + 2. We want to find the optimal
points of this function.
1. **Find the Derivatives:**
f 0 (x) = 3x2 − 12x + 9
f 00 (x) = 6x − 12
3x2 − 12x + 9 = 0
x2 − 4x + 3 = 0
(x − 3)(x − 1) = 0
x = 1 or x = 3
71
(ESNN)S.Azoug CHAPTER 5. LIMIT DEVELOPMENT
The coefficient of (x − 1)2 is negative, indicating a local maximum at x = 1. - For x = 3:
f 00 (3) = 6(3) − 12 = 6
72
(ESNN)S.Azoug 5.3. SERIES OF EXERCISES ON TAYLOR EXPANSIONS
5.3 Series of exercises on Taylor expansions
Exercise: 01
What does f (x) = o(1) mean at x0 ?
What does f (x) = O(1) mean at x0 ?
x
Prove that 2x is not bounded as x → +∞.
x
Do we have 2x = O(1)?
(Hint: 2n > n(n + 1)/2, n > 2 by induction.)
Find conditions on a, b, and c to have:
• xa = o(xb ) as x → 0+
• xa = o(xb | ln(x)|c ) as x → 0+
• xa = o(e x ) as x → 0+
Exercise: 02
Show that if f is differentiable at x0 with f 0 (x0 ) , 0, then f (x) − f (x0 ) is equivalent to (x −
x0 ) f 0 (x0 ).
Deduce the equivalent functions for the following functions:
sin(x) at x = 0; tan(x) at x = 0; sh(x) at +∞; 1 − cos(x) at x = 0; ln(x+1) at x = 0;
Exercise: 03
Using Taylor series expansions, determine the functions equivalent to sin(x) at zero.
Exercise: 04
Determine the following Taylor series expansions:
Exercise: 05(Class)
Determine the following Taylor series expansions:
• Dl3 ( π4 ) of sin(x)
• Dl3 (1) of e x
Exercise: 06
73
(ESNN)S.Azoug CHAPTER 5. LIMIT DEVELOPMENT
Show that:
esinh(x) − ecos(x)
!
e 2
ln sin(x) cosh(x)
= x + o(x2 )
e −e 1−e
Exercise: 07
Consider the odd function of class C ∞ defined by its Taylor series expansion up to order 6 as:
3 x5
f (x) = x− x6 + 120 +o(x6 ). Find a Taylor series expansion up to order 6 of its reciprocal function,
knowing that it is odd.
Exercise: 08
For each of the following functions, find an asymptote:
f (x) = (x + 1)e1/x , f (x) = x(ln(2x + 1) − ln(x)).
Exercise: 09
x2 +1
F. Taylor series expansion of f (x) = ln x+1
at x = 0.
74
(ESNN)S.Azoug 5.3. SERIES OF EXERCISES ON TAYLOR EXPANSIONS
A. f (x) = x−arcsin(x)
sin3 (x)
B. f (x) = ln(x+1)
tan(x)
C. f (x) = 1
sin2 (x)
− 1
x2
75
(ESNN)S.Azoug CHAPTER 5. LIMIT DEVELOPMENT
5.3.1 Corrections
Exercice 01
1) Signifier que : lim f(x)=0. en x0
2) Signifier que : lim | f (x) |< c
3) Par récurrence : 2n .2 > n(n + 1)
(n + 2)(n + 1)
suffit de montrer que :n(n + 1) >
2
vraie pour n > 2. ensuite déduire par transitivité.
4)xa = 0(xb ) on a que xa = xb .0(1)d’ou: xa−b = 0(1). Condition : a − b > 0.
5)Même raisonnement on trouve : c réel et a − b > 0.
6)Même raisonnement on trouve : a > 0.
Exercice 02
On applique l’équivalence :
sin(x) − sin(0) ∼ (x − 0) cos(0) =⇒ sin(x) ∼ x
tan(x) − tan(0) ∼ (x − 0)(1 + tan2 (0)) =⇒ tan(x) ∼ x
Exercice 03
1) dl3 (π/4) de sin(x) on pose t = x − π/4
sin(x) = sin(t
√ + π/4) = sin(t).cos(π/4) + sin(π/4).cos(t)
(x−π/4)2 3
sin(x) = 2/2 1 + (x − π/4) − 2 − (x−π/4) 6
+ 0(x − π/4)3
= t−t +t t2/3−t /4+o(t )
2 3 4 4
2) ln(x)
x2
= ln(t+1)
(t+1)2 +2.t+1
la division euclidienne donne:
ln(t+1)
(t+1)2
= t − (5/2)t2 + (13/3)t3 /3 − (77/12)t4 /4 + o(t4 )
ln(x)
(x)2
= (x − 1) − (5/2)(x − 1)2 + (13/3)(x − 1)3 /3 − (77/12)(x − 1)4 + o((x − 1)4 )
Exercice 04
1)dl3 (0) de la fonction,
x2 + 1
!
ln = ln(x2 + 1) − ln(x + 1) = −x + (3/2)x2 − (1/3)x3 + o(x3 )
x+1
2)ln(1 + x.sin(x)) = ln(1 + x2 + o(x3 )) = x2 + o(x3 ).
3)cos(ln(x)) = 1 − (1/2)(x − 1)2 + (1/2)(x − 1)3 + o(x − 1)3
4)cos(sh(x)) = 1 − (1/2)x2 + o(x3 )
Exercice 05
1)ln(1 + e sin(x) ) = ln(2) + (1/2)x + (1/8)x2 + o(x3 )
ln(1 + e sin(x) ).sin(x) = ln(2).x + (1/2)x2 + (1/8 − ln(2)/6)x3 + o(x3 )
2
2) ln(2+x.sin(x))
x+1
= ln(2+sin(1))
2
+ sin(1)+cos(1)
(2+sin(1))
− ln(2+sin(1))
2
(x−1)
2
+( cos(1)−sin(1)/2
2+sin(1)
− ((sin(1)+cos(1))
2(2+sin(1))2
− cos(1)+sin(1)
2(2+sin(1))
+
ln(2+sin(1)) (x−1)2
4
) 2 + o((x − 1)2 )
3) elle n’est pas definit.
√ 2 7.x3
4) sh(x) + 1 = 1 + 2x − x8 + + o(x3 )
48
Exercice 06
1)arcsin(x2 ) = x2 + o(x3 )
3
2)arctan(x) = x − x3 + o(x4 )
3)(arctan(x + 1))0 = 2+2x+x1
2
76
(ESNN)S.Azoug 5.3. SERIES OF EXERCISES ON TAYLOR EXPANSIONS
2
e sh(x) − ecos(x) = 1 − e + x + (1 + e) x2 + o(x2 )
2
e sin(x) − ech(x) = 1 − e + x + (1 − e) x2 + o(x2 )
faire la division pour obtenir :
2
1 − e + x + (1 + e) x2 + o(x2 ) e 2
=1+ x + o(x2 )
1 − e + x + (1 − +
2
e) x2 o(x2 ) 1−e
e sh(x) − ecos(x)
! e 2 e 2
ln sin(x) ch(x)
= ln 1 + x + o(x ) =
2
x + o(x2 )
e −e 1−e 1−e
77
(ESNN)S.Azoug CHAPTER 5. LIMIT DEVELOPMENT
78
Chapter 6
Integrals
**Example**
- (sin(x))0 = cos(x), so sin(x) is the antiderivative of cos(x).
- (cos(x))0 = − sin(x), so cos(x) is the antiderivative of − sin(x).
- (sinh(x))0 = cosh(x), so sinh(x) is antiderivative of cosh(x).
- (cosh(x))0 = sinh(x), so cosh(x) is antiderivative of sinh(x).
79
(ESNN)S.Azoug CHAPTER 6. INTEGRALS
Rx
**Remark** If a ∈ I, then F(x) = a f (t)dt is the unique antiderivative that vanishes at a.
6.2 Properties
Let f and g be two integrable functions, and α be a given real number.
- Linearity: Z Z Z
( f (x) + g(x))dx = f (x)dx + g(x)dx
Z Z
α f (x)dx = α f (x)dx
cos(x)dx = sin(x) + c =⇒ 0
R f (x)f 0cos( f (x))dx = sin( f (x)) + c
dx = arcsin(x) + c =⇒ dx = arcsin( f (x)) + c
R 1 (x)
√
2
√
R 1−x 1−( f (x))2
f 0 (x)
2 dx = arctan(x) + c =⇒ dx = arctan( f (x)) + c
1
R
1+x 1+( f (x))2
R ln(x)
**Example** Calculate x
dx using a change of variable.
Let t = ln(x), so dt = 1x dx.
t2 ln2 (x)
Z Z
ln(x)
dx = tdt = + c = +c
x 2 2
80
(ESNN)S.Azoug 6.4. DEFINITE INTEGRALS
**Example** Calculate ln(x)dx using integration by parts. If we set g(x) = ln(x) and f (x) =
R
• e x dx = e x + c
R
• = − ln(|1 − x|) + c
R 1
1−x
dx
• sin(x)dx = − cos(x) + c
R
• cos(x)dx = sin(x) + c
R
• sinh(x)dx = cosh(x) + c
R
• cosh(x)dx = sinh(x) + c
R
81
(ESNN)S.Azoug CHAPTER 6. INTEGRALS
Rb
**Geometric Interpretation** The definite integral a f (x)dx = F(b) − F(a) corresponds to
the area of the region in the plane between the curve of f and the x-axis, and the two lines with
equations x = a and x = b, as shown in Fig (4.1). **Property**
Let [a, b] be an interval in R with a < b, and let f and g : [a, b] → R be two integrable
functions.
- **Linearity**: Z b Z b Z b
( f (x) + g(x))dx = f (x)dx + g(x)dx
a a a
- **Scalar Multiplication**:
Z b Z b
α f (x)dx = α f (x)dx
a a
for any α ∈ R.
- **Chasles’ Relation**:
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx
a a c
Rb
- **Nullity**: If f is continuous on [a, b] and f (x) ≥ 0 for all x ∈ [a, b], then if a
f (x)dx = 0,
then f (x) = 0.
- **Parity**: If f is even on [−a, a] with a ≥ 0, then
Z a Z a
f (x)dx = 2 f (x)dx
−a 0
82
(ESNN)S.Azoug 6.5. SERIES OF EXERCISES ON INTEGRALS
6.5 Series of exercises on integrals
Exercise : 1.(Powers)
Calculate the antiderivatives of the following functions
1. f1 (x) = 5.x4 − 3.x2 + 6.x − 7
√ √ 1
2. f1 (x) = 5. x3 − 3. x.x2 + 6. √
x
2
1 x 3
3. f1 (x) = 5. 2 − 3. √ + 6. √x 3
x x x
Exercise : 2.(trigonometrics)
Calculate the antiderivatives of the following functions:
1. f2 (x) = 5.sin(x) − 3.cos(x) − 7
2. f2 (x) = 2.sin(3x) − 3.cos(2x)
3. f2 (x) = 2.sin2 (x)
4. f2 (x) = 3.cos3 (x)
5. f2 (x) = tan(x)
Exercise : 3.()
Calculate
R sin(ln(x))the following integrals:
1. .dx
R 1+e √x x
2. √ x .dx
R ex
3.R 1+e x .dx
4. √ 1
.dx
x. ln( 1x )
5. e x ln(1 + e x ).dx
R
√
Calculate the following integrals with changes of variables : (t = ln(x), t = x, t = e x , t =
ln(1/x), t = 1 + e x )
Exercice : 4.
(formulas) Calculate the antiderivatives of the following functions :
1. f4 (x) = (3 + x)7
2. f4 (x) = (4x + 3)1/3
3. f4 (x) = 22x .3 x
4. f4 (x) = x.e x
2
Exercise : 5.
(integrations BP) Calculate the antiderivatives of the following functions:
1. f5 (x) = x.ln(x)
2. f5 (x) = arctan(x)
3. f5 (x) = x.cos(x)
4. f5 (x) = ln2 (x)
5. f5 (x) = cos(x).e x
Exercise : 6.(fractions)
Calculate the antiderivatives of the following functions :
1. f5 (x) = x25x+3 −3x+2
2. f5 (x) = x2 +4x+51
3. f5 (x) = x3 +1 1
4. f5 (x) = 2x−3
x3 +x
Exercise : 7.
83
(ESNN)S.Azoug CHAPTER 6. INTEGRALS
Pour tout entier n , on pose : Z 1 √
In = xn . 1 − x.dx
0
1. en calculant In−1 − In deduce a relation between In − In−1
2. calculate I0
3. Deduce In .
84
Chapter 7
Differential Equations
7.1 Introduction
Differential equations are mathematical equations that involve one or more functions and their
derivatives. These equations describe how a function changes as its input (or inputs) change.
Differential equations are used to model a wide range of phenomena in various fields such as
physics, engineering, biology, and economics.
There are different types of differential equations, including ordinary differential equations
(ODEs) and partial differential equations (PDEs). ODEs involve functions of a single variable,
whereas PDEs involve functions of multiple variables.
Differential equations play a crucial role in understanding dynamic systems and predicting their
behavior over time. They are often used to represent the relationships between different vari-
ables in a system and are fundamental in areas such as classical mechanics, electromagnetism,
fluid dynamics, and heat transfer.
Solving differential equations can be a challenging task, as it requires finding a function that
satisfies the given equation. Depending on the complexity of the equation, solutions can be
analytical (expressed in terms of elementary functions) or numerical (approximated using nu-
merical methods and computational techniques).
Understanding and solving differential equations are essential skills for scientists, engineers,
and researchers working in various fields, as they provide valuable insights into the behavior of
dynamic systems and help in making predictions and decisions based on mathematical models.
85
(ESNN)S.Azoug CHAPTER 7. DIFFERENTIAL EQUATIONS
2gh(t) = Q(t)
p
A·
where A is the cross-sectional area of the outflow pipe, g is the acceleration due to gravity, and
Q(t) is the water flow rate leaving the reservoir at a given time t.
Using this equation, we can establish a differential equation by introducing the change in water
height over time dh
dt
. Assuming that the rate of change of height dh
dt
is proportional to the current
height difference h(t) and a target height hc , we get the following differential equation:
dh
2gh(t) = k · (hc − h(t)) ·
p
A·
dt
The Navier-Stokes equations are a set of partial differential equations that describe the mo-
tion of fluid substances, such as liquids and gases. They are named after the French engineer
and physicist Claude-Louis Navier and the Irish mathematician and physicist George Gabriel
Stokes. The Navier-Stokes equations can be written in their general form as follows:
∂v
!
ρ + v · ∇v = −∇p + µ∇2 v + f
∂t
where: - ρ is the density of the fluid, - v is the velocity vector field of the fluid as a function
of spatial coordinates (x, y, z) and time t, - p is the pressure of the fluid as a function of spatial
coordinates (x, y, z) and time t, - µ is the dynamic viscosity of the fluid, - ∇ represents the
gradient operator, - f represents any external forces acting on the fluid, such as gravitational
forces.
The Navier-Stokes equations are fundamental in fluid mechanics and are used to study a wide
range of phenomena, including the flow of air around an airplane wing, the motion of ocean
currents, the behavior of blood flow in arteries, and many other fluid dynamics problems.
Understanding the solutions to the Navier-Stokes equations is crucial in various engineering
applications, including aerospace, automotive design, weather prediction, and the design of
pipelines and water treatment systems. However, solving these equations analytically can be
extremely challenging, especially for complex geometries and turbulent flows. As a result,
numerical methods and computational simulations are often employed to approximate solutions
for practical engineering purposes.
”Example 01: y + 2x y0 + y00 = 0 ...(*) is a second-order equation.
sin(x) cos(x)
y = C1 + C2
x x
86
(ESNN)S.Azoug 7.2. FIRST-ORDER DIFFERENTIAL EQUATIONS
is the general solution where C1 and C2 are arbitrary constants. To verify, calculate y0 and y00
and substitute them into equation (*). Example 02: y0 − 3y = 0 ...(**) is a first-order equation.
y = Ce3x
is the general solution where C is an arbitrary constant. To verify, calculate y0 and substitute it
into equation (**). Remarks: The general solution of a differential equation of order n depends
on n arbitrary constants. By assigning specific values to these constants, we obtain a particular
solution. Example 03: Taking C = 2, we get y = 2e3x as a particular solution of (**).
y0 = f (x).g(y)
**Translation:** Resolution
• We write y0 = dx
dy
= f (x)g(y) ⇐⇒ dy
g(y)
= f (x)dx
• We write y0 = dx
dy
= y.(x2 + x + 1) ⇐⇒ dy
y
= (x2 + x + 1)dx
3
x2
x
+ +x+c
3 2
• y=e
Note Sometimes it is not possible to express the solution y as a function of x. The solution
then appears in implicit form.
x2
• We integrate and obtain: − (y + 1).e−y = c
3
87
(ESNN)S.Azoug CHAPTER 7. DIFFERENTIAL EQUATIONS
7.2.2 First-Order Homogeneous Differential Equations
General Form
y0 = f (x, y)
**Translation:**
f is a homogeneous function of degree zero, meaning: for any non-zero α, f (αx, αy) = f (x, y).
In this case, it can always be shown that it is possible to express y0 in terms of the ratio u = yx .
3yx
y0 =
x2+ y2
• y0 = f (x, αx) = 3u
1+u2
• dy
dx
= y0 = x du
dx
+u
General Form
y0 + f (x)y = 0
Solution
• We write y0 + f (x)y = 0 ⇐⇒ =
R dy
R
y
− f (x)dx
R
• We integrate y = C.e− f (x)dx
y0 + e x y = 0
88
(ESNN)S.Azoug 7.2. FIRST-ORDER DIFFERENTIAL EQUATIONS
First-Order Non-Homogeneous Linear Differential Equations
General Form
y0 + f (x)y = g(x)
Solution
**Translation:**
Method ofR Variation of Constants We solve the associated homogeneous equation to find:
y0 = C.e− f (x)dx . Then
R we solve the complete equation, considering the constant as a function
of x: y0 = C(x).e
R
− f (x)dx
. So, we look
R for C(x). R
y = C (x).e =⇒ C(x) = g(x).e f (x)dx + K
R
0 0 − f (x)dx − f (x)dx
− f (x).C(x).e
y0 + y = e2x
• We look for a solution to the homogeneous equation: y00 + y0 = 0, which gives y = C.e−x
e2x
• We find C(x) = e3x and the solution: y = 3
+ K.e−x
89
(ESNN)S.Azoug CHAPTER 7. DIFFERENTIAL EQUATIONS
7.2.4 Bernoulli’s Differential Equation
General Form
y0 + f (x)y = g(x)ym
• As z = y−4 , y = 1
(−4.x3 + c 1/4
)
x2
**Translation:**
90
7.3. SECOND-ORDER HOMOGENEOUS DIFFERENTIAL EQUATIONS WITH
(ESNN)S.Azoug CONSTANT COEFFICIENTS
Example Solve the following differential equation:
xy0 − y2 + (2x + 1)y = x2 + 2x
Solution
c+2x3
Solution The solution is: y = c−x3
y + by0 + cy = 0
00
Solution:
To this differential equation, we associate a so-called ”characteristic equation” given by:
r2 + ar + b = 0
We calculate the discriminant ∆ = b2 − 4ac
91
(ESNN)S.Azoug CHAPTER 7. DIFFERENTIAL EQUATIONS
• If ∆ = b − 4c = 0, this equation has a double root:
2
−b
r0 =
2
The differential equation then has the solution:
y = (C1 x + C2 )er0 x
r1 = α − iβ
,
r2 = α + iβ
The differential equation then has the solution:
**Translation:**
Examples
• y − 3y0 + 2y = 0
00
r2 − 3r + 2 = 0
• y − 2y0 + y = 0
00
r2 − 2r + 1 = 0
• y + y0 + y = 0
00
r2 + r + 1 = 0
92
7.4. SECOND-ORDER NON-HOMOGENEOUS DIFFERENTIAL EQUATIONS WITH
(ESNN)S.Azoug CONSTANT COEFFICIENTS
7.4 Second-Order Non-Homogeneous Differential Equations
with Constant Coefficients
General Form
y + by0 + cy = f (x)
00
Solution:
The general solution y is the sum of yh , solution of y” + by0 + cy = 0, and a particular solution
y p of the equation associated with this non-homogeneous equation y” + by0 + cy = f (x), thus:
y = y p + y0
To find a particular solution, the ”method of variation of constants” is used.
The Method of Variation of Constants We look for a particular solution in the following
form:
y p = C1 y1 + C2 y2
with:
• If ∆ = b2 − 4c > 0, take: y1 = er1 x and y2 = er2 x
• If ∆ = b2 − 4c = 0, take: y1 = xer0 x and y2 = er0 x
• If ∆ = b2 − 4c < 0, take:
y1 = eαx cos(βx)
and
y2 = eαx sin(βx)
The method consists of considering C1 (x) and C2 (x) as functions and then solving the following
system of equations:
C1 y1 + C20 y2 = 0
( 0
Examples Solve
00
y − 3y0 + 2y = x
Using the method of variation of constants, we get the system of equations to solve:
C1 e + C2 e = 0
0 x 0 2x
C10 e x + 2C20 e2x = x
93
(ESNN)S.Azoug CHAPTER 7. DIFFERENTIAL EQUATIONS
7.5 Série d’exercices sur les équations différentielles
Exercice n 01(variables separées)
Trouver une equation differentielle qui admet pour solution générale la fonction suivante : y =
C.e−x
• xy’=y
• y’=y+1
1
• y0 = y(1 − )
x2
• 1 + xy0 = ey
• xyy0 = y2 + 1
• y0 + y = 0
• (1 + x)y0 + y = 0
• x3 y0 − x2 y = 0
• (1 + x2 )y0 + y = 0
• xy0 + y = 0
• (1 + x)y0 + y = 0
• xy0 + y = cos(x)
• (1 + x)y0 + y = (1 + x) sin(x)
• x3 y0 − x2 y = 1
94
(ESNN)S.Azoug 7.5. SÉRIE D’EXERCICES SUR LES ÉQUATIONS DIFFÉRENTIELLES
• (1 + x)y0 + y = (1 + x) sin(x)
• xy0 + y = cos(x)
• (1 + x)y0 + y = (1 + x) sin(x)
• y0 − y
x
= −x.y2
• x.y0 − y = y2 . log(x)
• y0 = xy(1 − y2 )
• y0 = xy(x2 .y2 − 1)
• y0 + 2xy = 2xy2
√
• y0 − 2ye x = 2 ye x
• y0 = y2 − 2xy + x2 + 1
• y0 = y2 − 2ye x + e2x + e x
• y − 2y0 + y = 0
00
• y +y=0
00
• 3y + y0 − 4y = 0
00
• 3y + y0 − 4y = 0
00
95
(ESNN)S.Azoug CHAPTER 7. DIFFERENTIAL EQUATIONS
7.5.1 Correction des exercices sur les équations différentielles
Exercice n 01
• xy0 = y =⇒ y = cx
• y0 = y + 1 =⇒ y = c.e x − 1
• y0 + y = 0 =⇒ y = c.e−x
• (1 + x)y0 + y = 0 =⇒ y = c
x
• x3 y0 − x2 y = 0 =⇒ y = cx
• (1 + x2 )y0 + y = 0 =⇒ y = c.e−arctan(x)
• x.y0 + y = 0 =⇒ y = c
x
• x.y0 + y = e x =⇒ y = (c + e x )/x
96
Chapter 8
Functions of Two Variables
8.1 Generalities
Throughout this chapter, let P denote a subset of R2 , meaning a plane excluding a point, a half-
plane, a disc, a rectangle, an ellipse, a circle, etc.
97
(ESNN)S.Azoug CHAPTER 8. FUNCTIONS OF TWO VARIABLES
f : P →R2 (8.1)
(x, y) →z = f (x, y) (8.2)
Let f : P → R2 and M0 (x0 , y0 ) ∈ P. The partial functions associated with f at M0 are functions
from R2 to R2 defined as follows: Let fy0 : x → f (x, y0 )
f x0 : y → f (x0 , y)
Example: Determine the partial functions of f (x, y) = e−x −y at the point (0, 0).
2 2
To obtain partial functions, we consider vertical cross-sections of the graph of a function of two
variables. Similarly, considering horizontal cross-sections results in plane curves, called level
curves.
Definition 10 (Level Curves) Let k ∈ R and f be a function from R2 to R. The level curve
k of the function f is the projection onto the plane z = 0 of the intersection of the surface
representing f with the horizontal plane z = k, i.e., the set (x, y) ∈ D : f (x, y) = k. In practice,
different level curves are simultaneously represented to visualize the graph’s behavior. This
representation is similar to geographical maps where the level corresponds to altitude. Level
curves of a function f (x, y) provide a geometric representation of f in the plane, whereas its
graph provides one in space.
98
(ESNN)S.Azoug 8.2. FUNCTIONS WITH TWO VARIABLES
Figure 8.1: •
This means: for any non-zero distance ε (however small), there always exists an open disk
centered at M0 with radius α, such that for any point M inside the disk and in the domain of
definition, the difference between f (M) and l is smaller than ε.
Similarly, we say that lim f (M) = +∞ if and only if:
M→M0
99
(ESNN)S.Azoug CHAPTER 8. FUNCTIONS OF TWO VARIABLES
Example
Compute lim f (M) with:
M→O
f1 (x, y) = sin(x2 + y2 ),
f2 (x, y) = ln(x2 + y2 )
All the theorems applicable to functions of one variable are applicable to functions of two
variables as well. In particular, the Squeeze Theorem, which states here:
Theorem Let f :→ R and g :→ R such that for all (x, y) in the neighborhood of (x0 , y0 ),
| f (x, y)| ≤ g(x, y), then: if lim g(x, y) = 0, then lim f (x, y) = 0
(x,y)→(x0 ,y0 ) (x,y)→(x0 ,y0 )
Definition. We say that f is continuous at (x0 , y0 ) if and only if:
2
• Deduce that | f (x, y)| ≤| y2 |
Remark If f has equal limits along one or more paths, it does not necessarily mean that f
has a limit.
Proposition If the limits along two different paths are not equal, it follows that f does not
have a limit at (x0 , y0 ).
(This proposition will be used to show that f does not have a limit.)
100
(ESNN)S.Azoug 8.4. DIFFERENTIAL CALCULUS
Example Let f be a function defined by: f (x, y) = x.y
x2 +y2
- Show that f does not have a limit at (0, 0).
8.4.2 Differentiability
Differentiable Function If there exist real numbers m and p, and a disk D centered at (x0 , y0 )
such that for every (h, k) ∈ D:
x.y2
Exercise: Let f be a function defined by f (x, y) = x2 +y2
if (x, y) , (0, 0) and f (0, 0) = 0.
• Show that f has two partial derivatives at (0, 0), and compute its partial derivatives.
101
(ESNN)S.Azoug CHAPTER 8. FUNCTIONS OF TWO VARIABLES
• If f is differentiable at (0, 0), find the function Φ
.
• Conclude.
Differential Map Let f be a differentiable function at (x0 , y0 ). The map d f (M0 ) : (h, k) →
h. ∂∂xf (M0 ) + k. ∂∂yf (M0 ) is a linear map from R2 to R. It is called the differential of f at M0 .
−−→
f (x0 + h, y0 + k) = f (x0 , y0 ) + h. ∂∂xf (x0 , y0 ) + k. ∂∂yf (x0 , y0 ) + o(kh, kk)
Example 1 Let S = x.y be the surface of a rectangle using dl(10, 2) with dx = 0.1, dy = 0.01.
Determine the variation of the surface.
The tangent plane to a surface (similar to the tangent to a curve) at a point (x0 , y0 , f (x0 , y0 )) on
the surface defined by z = f (x, y) is given by:
8.4.5 Gradient
Definition Let f be C 1 on U. At every point M0 , there exists a unique vector called the
gradient of f at M0 denoted as grad f (M0 ) with coordinates ∂x (M0 ), ∂∂yf (M0 ) .
∂f
102
(ESNN)S.Azoug 8.4. DIFFERENTIAL CALCULUS
8.4.6 Jacobian Matrix
Definition 1. The Jacobian matrix of a function f from R2 to R at M0 (x0 , y0 ) is the matrix
∂f ∂f
!
J( f )(M0 ) = (M0 ), (M0 )
∂x ∂y
∂Φ ∂Φ1
! 1 (x, y) (x, y)
∂f ∂f ∂x ∂y
J(g)(M0 ) = (Φ1 (x, y), Φ2 (x, y)), (Φ1 (x, y), Φ2 (x, y)) ×
∂x ∂y ∂Φ2 ∂Φ2
(x, y) (x, y)
∂x ∂y
∂g ∂f ∂Φ1 ∂f ∂Φ2
• ∂x
= ∂x
· ∂x
+ ∂y
· ∂x
∂g ∂f ∂Φ1 ∂f ∂Φ2
• ∂y
= ∂x
· ∂y
+ ∂y
· ∂y
Remark Jacobians are used to make variable changes in integrals, such as changing from
Cartesian coordinates to polar coordinates.
Definition of Jacobian The Jacobian of Φ is the determinant of the Jacobian matrix J(Φ)(M).
cos(θ) sin(θ)
det J(Φ)(M) = =r
−r. sin(θ) r. cos(θ)
103
(ESNN)S.Azoug CHAPTER 8. FUNCTIONS OF TWO VARIABLES
8.5 Second Partial Derivatives
∂f
Let f be a function of class C 1 on an open set U in R2 . If the first partial derivatives ∂x
and ∂∂yf
∂2 f ∂2 f ∂2 f ∂2 f
are of class C 1 on U, we say that f is of class C 2 on U. We denote , ,
∂x2 ∂y2 ∂y∂x
, and ∂x∂y
as the
second partial derivatives of f .
Theorem 8.5.1. (Schwarz’s Theorem) Let f be a function of class C 2 on an open set U, then
∂2 f ∂2 f
∂y∂x
(a, b) = ∂x∂y
(a, b)
Counterexample However, without the continuity assumption at the point (a, b), the result
of the theorem becomes false. For example, if
xy(x2 − y2 )
f (x, y) = for (x, y) , (0, 0)
(x2 + y2 )
then the second-order partial derivatives of f at (0, 0) exist, but
∂2 f
(0, 0) = 1
∂x∂y
∂2 f
(0, 0) = −1
∂y∂x
This counterexample is due to Peano.
8.6 Extrema
• We say that f has a local or relative minimum at (a, b) in R2 if f (x, y) ≥ f (a, b) for all
(x, y) in the neighborhood of (a, b).
• We say that f has a global or absolute minimum at (a, b) in R2 if f (x, y) ≥ f (a, b) for all
(x, y) in R2 .
• We say that f has a local or relative maximum at (a, b) in R2 if f (x, y) ≤ f (a, b) for all
(x, y) in the neighborhood of (a, b).
• We say that f has a global or absolute maximum at (a, b) in R2 if f (x, y) ≤ f (a, b) for all
(x, y) in R2 .
104
(ESNN)S.Azoug 8.6. EXTREMA
1 2
Definition Let f be a C function on an open set U in R . We say that M ∈ U is a critical
point of f if:
∂ f
(x, y) = 0
∂x
∂f
(x, y) = 0
∂y
∂2 f ∂2 f ∂2 f
Monge’s Notation: We denote r = ∂x2
, t= ∂y2
, s= ∂y∂x
. If M(a, b) is a critical point of f
and s2 − r.t , 0, then:
• If s2 − r.t < 0. and r > 0, f has a local or relative minimum at (a, b, f (a, b)).
• If s2 − r.t < 0. and r < 0, f has a local or relative maximum at (a, b, f (a, b)).
Remark: In the case where s2 − r.t = 0. or when r = 0 or when the partial derivatives ∂∂xf (a, b)
or ∂∂yf (a, b) do not exist, the above test is inconclusive. In such cases, one must examine the
behavior of f in the neighborhood of (a, b) or its graph.
105
(ESNN)S.Azoug CHAPTER 8. FUNCTIONS OF TWO VARIABLES
Exercise Determine the nature of the critical points of the function: f (x, y) = x2 −4xy+y3 +4y
∂f ∂g
(x, y) = λ. (x, y)
∂x ∂x
∂ f
∂g
(x, y) = λ. (x, y)
∂y ∂y
g(x, y) = 0
Exercise Consider the function f (x, y) = xy. Determine the maxima of f within the ellipse
defined by the equation: 4x2 + y2 = 4.
Y = f (K, L) = K α .L1−α
106
(ESNN)S.Azoug 8.8. COBB-DOUGLAS FUNCTION
Calculation of Marginal Productivities, Relations with Average Productivities:
∂f
• ∂K
= α.( KL )1−α = α. KY
∂f
• ∂L
= (1 − α).( KL )α = (1 − α). YL
107
(ESNN)S.Azoug CHAPTER 8. FUNCTIONS OF TWO VARIABLES
Partial Elasticities of Production with Respect to Factors
1. eQ/K = .
dQ K
dK Q
= Q0K . QK = α
2. eQ/L = β = 1 − α if α + β = 1.
108
(ESNN)S.Azoug 8.9. SERIES OF EXERCISES ON FUNCTIONS OF TWO VARIABLES
8.9 Series of exercises on functions of two variables
Exercise 01
Graphically represent the following sets of points on a Cartesian plane:
1. D1 = {(x, y) ∈ R2 /x ≥ 0 and y ≥ x}
2. D2 = {(x, y) ∈ R2 /x ≥ 1 and y + x − 3 6 0}
3. D3 = {(x, y) ∈ R2 /x ≥ 0 and y2 + x2 ≥ 1}
4. D4 = {(x, y) ∈ R2 /y ≥ 0 and y2 + x2 ≥ 1}
5. D5 = {(x, y) ∈ R2 /x ≥ 0, y ≥ 0, 3y + x − 12 6 0, y + 3x − 12 6 0}
Exercise 2
Determine the level curves of the following functions:
1. f (x, y) = x + y − 12
2. f (x, y) = x2 y
3. f (x, y) = x2 + y2
4. f (x, y) = xy2
5. f (x, y) = ey−x
2
6. f (x, y) = y − cos(x)
Exercise 3
Graphically represent the domain of definition for the following functions:
3 2x
1. f (x, y) = x y+y
x+y
2. f (x, y) = x2 +y
1
2
3. f (x, y) = xy
1
4. f (x, y) = √5 − x2 − y2
p
4−x2 −y2
5. f (x, y) = √ 2 2
p x +y −1
6. f (x, y) = ln(xy)
Exercise 4
Compute thep limits if they exist or show that they do not exist:
1. lim x2 + xy + y2
(x,y)→(0,0)
1
2. lim
(x,y)→(0,0) x +y
2 2
xy
3. lim √
(x,y)→(0,0) x2 +y2
1
4. lim
(x,y)→(1,1) x−y
3
5. lim (x−1)y 2 +y2
(x,y)→(1,0)
6. lim (x + y) sin( x2 +y
1
2)
(x,y)→(0,0)
x2 +y2
7. lim
(x,y)→(0,0) x +y
4 4
x+y
8. lim
(x,y)→(∞,∞) x +y
2 2
y sin(x+y)
9. lim x2 −1
(x,y)→(1,2)
109
(ESNN)S.Azoug CHAPTER 8. FUNCTIONS OF TWO VARIABLES
10. lim x2 +yxy−2y
2 −4x+4
(x,y)→(2,0)
Exercise 5:
Study the continuity of the following functions:
1.
x.y2
√ x2 +y2 if (x, y) , (0, 0)
f (x, y) =
if (x, y) = (0, 0)
0
2.
x
y2 sin( y ) if y , 0
g(x, y) =
0
if y = 0
3. x3 +y3
x2 +y2 if (x, y) , (0, 0)
h(x, y) =
0
if (x, y) = (0, 0)
4.
21 .x2 + y2 − 1 if x2 + y2 > 1.
k(x, y) =
− 1 x2
otherwise
2
Exercise 6:
Graphically represent the domain of definition along with the first partial derivatives:
1. f (x, y) = y5 − 3xy.
2. f (x, y) = x2 + 3xy2 − 6y5 .
3. f (x, y) = x. cos(e x.y ).
4. f (x, y) = yx .
5. f (x, y) = xy
6. f (x, y) = x2ln(x) .
√+y −9
2
7. f (x, y) = x.y.
8. f (x, y) = ln(1 + yx ).
x3 y+y2 x
9. f (x, y) = x+y
.
Exercise 7:
Let f be a function defined as follows:
x3 +y3
x2 +y2 if (x, y) , (0, 0)
h(x, y) =
0
if (x, y) = (0, 0)
1. Prove that the function f is continuous on R2 .
2. Prove that the function f is of class C 1 on R2 .
3. Show that the function f has first partial derivatives at (0, 0).
4. Is it differentiable on R2 ?
Exercise 8: a) Calculate the second partial derivatives of the functions: 1. f (x, y) = arctan( yx ).
2. g(x, y) = ln(x2 + y).
∂2 f ∂2 f ∂2 g ∂2 g
b) Verify that: ∂x∂y
(x, y) = ∂y∂x
(x, y) and ∂x∂y
(x, y) = ∂y∂x
(x, y).
110
(ESNN)S.Azoug 8.9. SERIES OF EXERCISES ON FUNCTIONS OF TWO VARIABLES
c) Let f be defined as follows:
x.y(x +y )
2 2
√ x2 +y2 if (x, y) , (0, 0)
f (x, y) =
if (x, y) = (0, 0)
0
∂2 f ∂2 f
Show that: ∂x∂y
(x, y) , ∂y∂x
(x, y).
Exercise 9: Let f be a function defined on R2 by: f (x, y) = xy(x + y − 1).
∂f ∂f
• Calculate: , .
∂x ∂y
Exercise 10: In each of the following cases, determine an equation of the tangent plane at the
point (x0 , y0 ).
111
(ESNN)S.Azoug CHAPTER 8. FUNCTIONS OF TWO VARIABLES
8.9.1 Correction of the series of exercises on functions of two variables
Exercise: 1.
Exercice: 2.
112
(ESNN)S.Azoug 8.9. SERIES OF EXERCISES ON FUNCTIONS OF TWO VARIABLES
Exercice: 3.
113
(ESNN)S.Azoug CHAPTER 8. FUNCTIONS OF TWO VARIABLES
x3 y+y2 x
Figure 8.13: Graphical representation of the function: f (x, y) = x+y
114
(ESNN)S.Azoug 8.9. SERIES OF EXERCISES ON FUNCTIONS OF TWO VARIABLES
Exercise: 4.
x2 + xy + y2 = 0.
p
Calculate the limits if they exist or show that they do not exist 1. lim
(x,y)−→(0,0)
2. lim 1
=∞
(x,y)−→(0,0) x +y
2 2
x.y
3. lim √ 0(C.Polaire 6 r)
(x,y)−→(0,0) x2 +y2
1
4. lim x−y (n0 existe pas)
(x,y)−→(1,1)
3
5. lim (x−1)y 2 +y2 0. (C.Polaire x − 1 = r cos(θ), y = r. sin(θ))
(x,y)−→(1,0)
6. lim (x + y) sin( x2 +y
1 1
2 )0.(| sin( x2 +y2 | 6 1)
(x,y)−→(0,0)
x2 +y2
7. lim 4 = ∞
(x,y)−→(0,0) x +y
4
115
(ESNN)S.Azoug CHAPTER 8. FUNCTIONS OF TWO VARIABLES
4.
1 2
.x + y2 − 1 si x2 + y2 > 1.
2
k(x, y) =
1
− x2 sinon
2
Ind. 0 6 |K(x, y) + 2 x | −→ 0
1 2
Exercice: 6.
Représenter graphiquement le domaine de définition ainsi que les dérivées partielles premières:
1. f (x, y) = y5 − 3xy.
2. f (x, y) = x2 + 3xy2 − 6y5 .
3. f (x, y) = x. cos(e x.y ).
4. f (x, y) = yx .
5. f (x, y) = xy
6. f (x, y) = x2ln(x)
√+y −9
2
7. f (x, y) = x.y.
8. f (x, y) = ln(1 + yx ).
3 2
9. f (x, y) = x y+y
x+y
x
.
Exercice: 7.
Soit f une fonction définie par:
x + y3
3
si (x, y) , (0, 0)
h(x, y) = x + y2
2
0 si (x, y) = (0, 0)
1.La fonction f est continue sur R2 car elle est le rapport de deux polynômes donc continue sur
R2 − (0, 0) .
En (0,0) car ind. 0 6 | f (x, y) − f (0, 0)| 6 |x + y| −→ 0 (d’ou la continuité en (0,0))
2.La fonction f est de classe C 1 sur R2 − (0, 0) car elle est le rapport de deux polynômes
En (0,0)?
∂f
• ∂x
(0, 0) = lim f (t,0)− f (0.0)
t
=1
(x,y)−→(0,0)
∂f
• ∂y
(0, 0) = lim f (0,t)− f (0.0)
t
= −1
(x,y)−→(0,0)
∂f ∂f
• f (h, k) = f (0, 0) + ∂x
(0, 0).h + ∂y
(0, 0).k + k(h, k)k.ϕ(h, k)
(h−k)3
√
• h2 +k2
=h−k+ h2 + k2 .ϕ(h, k)
• ϕ(h, k) = √
−2.hk(h−k)
h2 +k2 .(h2 +k2 )
116
(ESNN)S.Azoug 8.9. SERIES OF EXERCISES ON FUNCTIONS OF TWO VARIABLES
• On montrera que ϕ(h, k) −→ (, 0)(methode des chemins)
• Calculer: ϕ(h, 0) , ϕ(h, 2h) avec h −→ 0. on déduit que f n’est pas différentiable.
Exercice: 8.
a) Calculer les derivées partielles secondes des fonctions :
1. ∂ ∂y∂x = ∂ ∂x∂y
2 f (x,y) 2 f (x,y) 2 −y2
= (xx2 +y 2 )2
2. ∂ ∂y∂x = ∂ ∂x∂y
2 2
g(x,y) g(x,y)
= x−2x
2 +y2
∂ f 2 ∂ f 2
On trouve: ∂x∂y (0, 0) = 0, ∂y∂x (0, 0) = ∞
Exercice: 9.
Soit f une fonction définie sur R2 par:
f (x, y) = xy(x + y − 1)
∂f ∂f
• Calculer: ∂x
= 2xy + y2 − y, ∂y
= x2 + 2xy − x
• Leurs natures.
Points S r t S 2 − rt nature
(0,0) -1 0 0 1 rien conclure
(1,0) 1 0 2 1 rien conclure
(0,1) 1 2 0 1 point selle
(1/3,1/3) 1/3 2/3 2/3 -3/9 minimum local
Exercice: 10.
L’ equation du plan tangent au point (x0 , y0 ).
√ √ √ √
π 3 π 3 π π
• z = 1/2 − 6
+ 6
(x + y) au point (x0 , y0 ) = ( 2
, 3
)
117
(ESNN)S.Azoug CHAPTER 8. FUNCTIONS OF TWO VARIABLES
118
Chapter 9
Courbes Planes
119
(ESNN)S.Azoug CHAPTER 9. COURBES PLANES
120
Chapter 10
Exercise Solutions
Exercise : 02.
Determine whether the following statements are true or false:
Let a, b, c, and k be real numbers such that 0 ≤ a ≤ b ≤ c. Then:
1. a · k ≤ b · k ≤ c · k *(True if k ≥ 0)
2. a · k ≤ b · k2 ≤ c · k3 *(False, e.g., for a = 0.1, b = 0.2, c = 0.3, and k = 0.1)
3. a · k2 ≤ b · k2 ≤ c · k2 *(True)
4. ak ≤ bk ≤ kc *(True if k > 0)
5. ka2 ≤ kb2 ≤ kc2 *(True if k , 0)
Exercise : 03.(Applications)
Show that for all a, b, c in R:
a b a2 b2
1. + > 2 *(Write: (a − b)2 > 0 ⇒ a.b + a.b > 2 if a.b > 0.)
b a
2ab √ a+b √ √
2. 6 ab 6 *(Write: ( a − b)2 > 0.)*
a+b 2
3. Deduce: ab + bc + ac 6 a2 + b2 + c2 *(Write: 2ab 6 a2 + b2 , 2ac 6 a2 + c2 , 2cb 6 c2 + b2 ,
then add them up.)*
Exercise : 04.(Applications)
Let x, y be real numbers such that:
121
(ESNN)S.Azoug CHAPTER 10. EXERCISE SOLUTIONS
1 6 x 6 2, and 2 6 y 6 3.
1. *(Write: 3 6 2x + 1 6 5; 1
8
6 1
3y−1
6 15 .)*
2x+1 2
9
2. *(Using multiplication and squaring: 64
6 3y−1
6 1.)*
Similarly:
1. *(Write: 5 6 2x2 + 2x + 1 6 13; 1
16
6 1
x3 +3y−1
6 1 .)*
√ q 6
q
5 2 +2x+1
2. *(Using multiplication and squaring: 4
6 2xx3 +3y−1
6 136 .)
Exercise : 05.(Applications) Let x, y be real numbers. Solve the following systems:
1.
2x − 5 < 4x − 2
6x + 1
>1
2
*(Solution: x > −1
6
)*
2.
2x + 8y = −6
x − y2 = 1
**The Powers**
Exercise : 06. 06(Knowledge Check) Determine if the following statements are true or false:
Exercise : 07.(Applications)
*(Solution: O3 = 1.)*
Exercise : 08.(Knowledge Check)
Let x, y be real numbers
122
(ESNN)S.Azoug 10.1. SOLUTIONS TO EXERCISES ON REAL NUMBERS
1. (x + y) = x + 4x y + 6x y + 4xy3 + y4
4 4 3 2 2
2. a = 25 15
20
3. O1 = 8.
**Roots**
Exercise : 09. (Knowledge Check)
Determine if the following statements are true or false for real numbers a and b:
√
√a = a. *(False if a < 0.)*
1. 2
2. (√ a)2√= a. *(True.)*
√
3. √a · b =
√ √ab. *(True.)*
4. √ab = a · b. *(False; a = −2, b = −3.)*
√a + b =√a + b.√*(False; a = 1, b = −1.)*
5. 2 2
6. pa + b = a + b. *(False; a = 1, b = 1.)*
7. (a + b)2 = a + b. *(False if a + b < 0.)*
Exercise : 10.(Applications)
Show that for all positive real numbers a, b, and c:
√ √ √ √ √
1. √a + b 6 a + b. *(Write: ( a + b)2 > 0.)*
2. ab + bc + ac 6 a + b + c. *(Write: (a2 + b2 + c2 )2 > 0.)*
Exercise : 11.(Applications)
Solve in R:
√ √
1. 2x − 1 6 4x + 1. *(Solution: S = [ 12 , +∞[.)*
√ √
2. x − 2 6 3x + 1. *(Solution: S = [ −1 , +2[∪[2, 7+ 2 37 ].)*
√ 3
3. x − 4 4x − 19 > 1.
**Absolute Value**
Exercise : 13.(Applications)
Solve in R:
123
(ESNN)S.Azoug CHAPTER 10. EXERCISE SOLUTIONS
3. |2x − 2| + |x + 1| = 3
4. |2x − 2| − |x + 1| 6 3
Exercise : 14.
Find, if they exist, the Max, Min, Sup, and Inf of the following sets:
Exercise : 15.(Applications)
Let A and B be two non-empty subsets of R such that A ∩ B , ∅.
Pro f : O1 .O2 O3 O4 O5 O6
**Important Note: The first person to provide the code will receive +.. points on the partici-
pation.**
124
(ESNN)S.Azoug 10.1. SOLUTIONS TO EXERCISES ON REAL NUMBERS
**Solutions to Exercises on Number Sequences**
Exercise : 01.(*Recurrence*) Prove by induction the following relations:
n(n + 1)
1. nk=1 k2 =
P
2
2. 1 + 3 + 5 + .... + (2n − 1) = n2
1 n
3. nk=1 =
P
(2k − 1)(2k + 1) 2n + 1
Exercise : 07.
Let θ be a real number in the interval [0; π2 ]. Consider the sequence (Un ) defined by:
√
U0 = 2 cos(θ) and Un+1 = 2 + Un .
1. Calculate U1 and U2 in terms of θ.
2. Show that Un = 2 cos( 2θn ), and calculate its limit.
Exercise : 08.
125
(ESNN)S.Azoug CHAPTER 10. EXERCISE SOLUTIONS
Show that the two sequences (Un ) and (Vn ) defined by:
Un = nk=3 1+k
1
2 and Vn = U n + n − 2n2 are adjacent.
1 1
P
Exercise : 09.
Consider the sequence (Un ) defined by:
U0 = 1, Un+1 = Un e−Un .
1. Show that this sequence is positive, decreasing, and converges. Calculate its limit.
2. Let S n = nk=1 Uk . Prove that for all n, Un+1 = e−S n .
P
3. Deduce the limit of S n .
126
(ESNN)S.Azoug 10.2. SOLUTIONS TO EXERCISES ON FUNCTIONS
10.2 Solutions to exercises on functions
Exercise: 01. (Domain of Definition)
The domainrof definition for each of the following functions:
1−x
1. f1 (x) =
4 − x2
D1 =] − 2, 1]∪]2, +∞[
2. f2 (x) = ln(x2 − 3x + 2)
D2 =] − ∞, 1[∪]2, +∞[
ln(x2 − 3x + 2)
3. f3 (x) =
|x2 − 3|
√ √
D3 =] − ∞, − 3[∪] − 3, 1[∪]2, +∞[
4.
1
if (x > 0)
f4 (x) =
2−x
x2 − 3x + 2 if (x < 0)
D4 =] − ∞, 2[∪]2, +∞[
D4 =] − ∞, +∞[
2. f2 (x) = sinh(x)
sinh(2x)
D4 =] − ∞, 0[∪]0, +∞[
3. f2 (x) = 2 tanh(2x)
D4 =] − ∞, +∞[
D4 =] − ∞, +∞[
127
(ESNN)S.Azoug CHAPTER 10. EXERCISE SOLUTIONS
5. f2 (x) = tan(x)
π
D4 =] − ∞, +∞[−{ + 2kπ}
2
Exercice : 03.
x x −1 x 3
+4
B. lim x−→0+ ln(x+1)
= R.H (−∞); lim x−→−∞ 2
x+1
. ln( ) = 0(∼ ln(−x)
x
); lim x−→0+ (1+ x)ln(x) =
x+1
1 − x2
1(∼ e x. ln(x) ); lim x−→+∞ ( xx2 +5
3 ln(x)
+2
) x2 +1 = 1(∼ e x )
√ √
q √ q √
x. ln(x2 +1) n −1
C. lim x−→+∞ 1+e x−3
= 0(∼ x. ln(x)
ex
); lim x−→1 xx−1 = n; lim x−→+∞ ( x+ x2 + 1− x+ x2 − 1) =
0(con jugue)
Exercise : 04.(Limites )
x −e2
Calculate the limits of the following functions at the point x0. 1.lim sin(ln(x)−1)
x−e
..x0 = e; lim xe2 +x−6 ..x0 =
2 √ √
√ ..x0 = 4; lim
2x+1−3
2.lim √ x−2− x. sin( √1x ) ..x0 = 0
2
5 2x 2
3..lim xx3 −1
−1
..x0 = 1; lim ee3x −e
−e
2 ..x0 = +∞
ln(e3x −1)
4.lim sin(2x) ..x0 = 0; lim x−e ..x0 = +∞
sin(ax)
√ √
5.lim x. ln( √ x2 ) ..x0 = +∞ ; lim 1+x− 1−x
..x0 = 0
x +1 x
6.lim 1−cos(x)
x2
..x0 = 0 ; lim( x+1
x−e
) x ..x0 = +∞
Exercise : 05.
Determine the domain of definition of the following functions and their limits at the boundaries
:
• f (x) = ln(ln(x))
ex − 1
• f (x) =
ex + 1
1
ex
• f (x) =
x
• f (x) = ln(| x |)
128
(ESNN)S.Azoug 10.2. SOLUTIONS TO EXERCISES ON FUNCTIONS
Exercice : 06.
Calculate the limits at 0 of the following functions :
sin(2x)
• lim x→0 =2
x
sin(2x)
• lim x→0 = 2
3
sin(3x)
tan(ax)
• lim x→0 = a
b
sin(bx)
x − sin(ax)
• lim x→0
x + sin(3x) = 1−a
4
x2
• lim x→0 =0
sin(πx)
• lim x→0 x. sin( 1x ) = 0
Exercise : 07
There is no equality.
• f (x) = x2 , h(x) = e x
2
f oh(x) = e2x ; ho f (x) = e x
There is no equality.
Exercice : 08.
The parity of functions :
ex − 1
• f (x) = f is odd
ex + 1
129
(ESNN)S.Azoug CHAPTER 10. EXERCISE SOLUTIONS
• f (x) = 1 + x2 + cos(3x) f is even
x2 + sin2 (x)
• f (x) = f is even
| x | +6
x2
• f (x) = f is odd
sin(πx)
Exercice : 09.
x2 − 3x x<2
(
f (x) =
2x + bx x>2
eax x<1
g(x) = x=1
2
x2 + b2
x>1
Exercice : 10.(Continuité)
f (x) =| x − 1 | x0 = 1
f is continuous because : lim x→1 | x − 1 | = 0 = f (1)
130
(ESNN)S.Azoug 10.2. SOLUTIONS TO EXERCISES ON FUNCTIONS
4 For which values of α and β is f continuous at 2?
x + α.x − β si(x 6 2)
( 2
f (x) =
2x + β si(x > 2)
x si(x < 1)
f (x) =
2
x si(1 6 x 6 4)
√
8 x si(x > 4)
1. Plot the graph of f . 2. Is f continuous over R? Yes. 3. Show that f has an inverse function
f −1 for which the expression is given by: (expression of f −1 ):
√
x si(x < 1)
x2 si(1 6 x 6 16)
f −1 (x) =
x2
si(x > 16)
64
Exercise : 13.(Inverse)
Let the function f be defined by :
x
f (x) =
1 + |x|
1. Show that f establishes a bijection from R onto f (R).
2. Determine f (R) and f −1 .
Exercise 14.
Consider a function f from [a, b] to R that is continuous and satisfies f (a) = f (b). Show that
the function g defined by: !
b−a
g(t) = f t + − f (t)
2
vanishes at at least one point c in [a, a+b
2
].
!2
a+b b+a
! !
g(a) · g =− f − f (a) < 0
2 2
Using the Intermediate Value Theorem and the continuity of g.
131
(ESNN)S.Azoug CHAPTER 10. EXERCISE SOLUTIONS
√3 3x + 1
2
A. ( x2 + x + 1)0 =
3(x2 + x + 1) 3
2
(x x√)0 = x x .(ln(x) +
1) √
(e x+sin(x) )0 = ( 2 √1 x
+ cos(x))e x+sin(x)
3
( ln(3x+1) )0 = − ln(3x+1)
2x
2x(3x + 1) 2x2
B. (a x − 1)0 = ln(a).a x ;
x3 + 4 0 3x2 2x
(ln( )) = + ;
1−x 2 4+x 3 1 − x2
ln(x + 1) ln(x)
((1 + x)ln(x) )0 = ( + )(1 + x)ln(x) ;
x x+1
3x3 2x2 x3 + 5 x3 +5 x
!
x3 +5 x 0
(( x2 +2 ) ) = − + ln( ) ( 2 )
5 + x3 2 + x2 2 + x2 x +2
Exercise : 16.
Study the differentiability of the following functions on their domains of definition and then
provide the expressions for their derivatives.
x
1+ | x | x < 2
f (x) =
2x x > 2
x
x,0
+
1
g(x) =
1 e
x
0 x=0
Exercise : 17.
sin(x2 )
x,0
f (x) =
x
0 x=0
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(ESNN)S.Azoug 10.2. SOLUTIONS TO EXERCISES ON FUNCTIONS
1
C. Show that f is of class C over its domain of definition.
Exercise : 18.
1
3. f (x) =
x2 −1
Exercice : 19.
Exercice 20.(T.V.I)
C. fn+1 (the function is increasing) and as fn+1 (xn+1 ) = 0 < fn+1 (xn ) ⇒ xn+1 < xn ( the
sequence (xn ) is decreasing and lower bounded so convergent to l=1.
Exercise : 21.
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(ESNN)S.Azoug CHAPTER 10. EXERCISE SOLUTIONS
A. We use F.A.T
| sin(x) − sin(y)| = |(x − y) cos(c)|
sachant que : | cos(c)| 6 1
| sin(x) − sin(y)| 6 |x − y|
Exercise : 22.
Soit f : [a, b ] → R une application continue, on suppose f [est dérivable sur ]a, b [ et que
∀x ∈ [a, b], f (x) > 0. :
f 0 (c)
ln( f (b)) − ln( f (a)) = (b − a).
f (c)
f 0 (c)
f (a) (b−a)
=e f (c)
f (b)
Exercise : 23.(Els)
A.
sinh(2x) = 2x + o(x2 )
B.
x2
sinh(x) cosh(x) − cosh(x) = −1 + x − + o(x2 )
2
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(ESNN)S.Azoug 10.2. SOLUTIONS TO EXERCISES ON FUNCTIONS
C.
x3
arctan(x) = x − + o(x3 )
3
E.
x3
argsh(x) = x − + o(x3 )
6
F.
x2 + 1 3x2
ln( ) = ln(x2 + 1) − ln(x + 1) = −x + + o(x2 )
x+1 2
G. 2
ln(x + 1) x − 2 + o(x2 )
x
x2
= = x − − x3 + o(x3 )
(x2 + 1) x2 + 1 2
I.
f (x) = x3 − 3x2 + x + 2 + o(x2 )
Exercise : 24.
A. 3
x − arc sin(x) x − (x + x6 ) −1
lim = lim =
sin3 (x) x−→0 ((x + x )3
3
x−→0 6
6
B. 2
ln(x + 1) (x − x2 )
lim = lim =1
x−→0 tan(x) x−→0 x
C. 3 4
1 1 x2 − (x − x6 )2 x
1
lim − = lim = lim 3
=
x−→0 sin2 (x) x2 x−→0 x2 .(x − x3 )2 x−→0 x4 .(1 − x2
) 3
6 3
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(ESNN)S.Azoug CHAPTER 10. EXERCISE SOLUTIONS
10.3 Solutions to exercises on integrals
Exercise : 1.(Powers)
Calcul
R des primitives :
1. (5.x4 − 3.x2 + 6.x − 7)dx = x5 − x3 + 3x2 − 7x + c
√ √ 1 √ √ √
2. (5. x3 − 3. x.x2 + 6. √ )dx = 2 x5 − 67 x7 + 12 x + c
R
x
R 1 x2 3 √
3. ( 2 − 3. √ + 6. √x 3 )dx = −5 x
+ 65 x5 + c
x x x
Exercise : 2.(trigonometric)
Calculation of antiderivatives :
1.R (5.sin(x) − 3.cos(x) − 7)dx = −5 cos(x) − 3 sin(x) − 7x + c
R
Exercise : 5.
Calculation of antiderivatives :
2
1.R (x. ln(x))dx = x2 (ln(|x|) − 12 ) + c
R
136
(ESNN)S.Azoug 10.3. SOLUTIONS TO EXERCISES ON INTEGRALS
3. ( x3 +1 )dx = ( 3(x+1) + 6(x2 −x+1) + 2(x2 −x+1) )dx = 13 ln(|x+1|)− 16 |x2 − x+1|+ √13 arctan( √2x3 − √13 )+c
R 1 R 1 −(2x−1) 1
)dx =
R
4. ( 2x−3
x3 +x
Exercise : 7.
For every integer n, let’s define:
Z 1 √
In = xn · 1 − x dx
0
137
(ESNN)S.Azoug CHAPTER 10. EXERCISE SOLUTIONS
10.3.1 Fixed Point Theorem
Let I be a closed interval in R, f : I −→ I a contraction mapping (i.e., there exists k ∈]0, 1[
such that for all x, y in I: | f (x) − f (y)| ≤ k|x − y|. Then f has a unique fixed point l. Moreover,
any sequence defined by u0 ∈ I, un+1 = f (un ), converges to this unique fixed point, and we have
the following estimate:
|un − l| ≤ kn |u0 − l|
138
Bibliography
[1] K. Allab, Éléments d’analyse, Fonctions d’une variable réelle, 1ere et 2eme annee
d’universite, Ecoles scientifiques -OPU- 1984.
[5] N. Piscounov, Calcul differentiel et intégral Tome 1, 9eme edition, Edition Mir, Moscou,
1980.
[9] N. Piscounov, Calcul differentiel et integral Tome 2, 7 edition, Edition Mir, Moscou, 1980.
139