Calculus II 2020-2021 S2 Exercise Book 1-3
Calculus II 2020-2021 S2 Exercise Book 1-3
2020 – 2021 S2
Calculus II
Exercise Book 1
Theorems
Áurea Quintino
Patrı́cia Xufre
Pedro Chaves
Calculus II 2020 – 2021 S2
List 1.1 Euler’s Theorem
1. State and justify whether the functions defined by the following general expressions are homogeneous and, if so,
state their homogeneity degree:
(a) f (x) = 1 (f) f (x, y) = x ln y + yex
(b) f (x) = xα (α ∈ R) (g) f (x, y, z) = xyz
− y ln xz
x2 +y 2 −z 2
5
∗ (c) f (x, y) = √x+y
x−y (h) f (x, y, z) = x3 g xy , xz g : R2 → R
2
+y 2
∗ (d) f (x, y) = xex
z5
∗ (i) f (x, y, z) = g xyz, xy , y 2 ln 2x − min x3 z 3 , y 6
(e) f (x, y) = √x+y g : R3 → R homogeneous of degree 2
3 x +y 3
Qn
2. A function f : D ⊂ Rn → R is Cobb - Douglas when it is defined by f (x) = β i=1 xα i , with α1 , ..., αn , β ≥ 0.
i
A homogeneous function has decreasing, constant and increasing returns to scale when the outputs change,
respectively, less than probytionally, probytionally and more than probytionally with the inputs. State and
justify whether the homogeneous functions defined by the following general expressions are Cobb - Douglas and
classify them regarding returns to scale, when possible.
√
(a) C(q) = q 2 (d) F (K, L) = 3 KL3
(e) v(px , py , M ) = √M
(b) F (K, L) = K 0.5 L0.5 px py
x0.1 (2y)0.2
(c) F (K, L) = 2 K 0.4 + L0.4 (f) u(x, y, z) = (3z)−0.3
3. In each of the following parts, letting f be the function defined by the presented general expression, show that
the partial derivatives of f are homogeneous and that f satisfies Euler’s identity at all points of its domain, and
state and justify, not using the definition of homogeneity, the homogeneity degree of f :
(a) f (x) = x12 (e) f (x, y) = xα g xy + y α g xy
x2 y 2 (α ∈ R; g : R → R differentiable)
(b) f (x, y) = x−y
q
xy
(c) f (x, y) =
x3
x+y (f) f (x, y, z) = g 2 y ,z
2
(d) f (x, y) = x2 − y 2 (ln x − ln y) g : R2 → R differentiable and homogeneous of degree 2
Compute:
(a) f (3, 1) (c) Hf (3, 1)
(b) ∇f (3, 1)
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Calculus II 2020 – 2021 S2
List 1.1 Euler’s Theorem
y 2 f (x, y)
h(x, y) =
xg(x, y)
f is differentiable
f is homogeneous of degree α
y3
g(x, y) = x2 f (x, y) +
f (x, y)
(a) State and justify a value for α which ensures that g is homogeneous.
(b) Now, consider that:
α is the value you stated in (a)
f (1, 1) = 1
i. Compute g(4, 4).
ii. Write the equation of the tangent plane to the graph of g at (1, 1, g(1, 1)).
(a) State and justify an expression which relates α and β and ensures that h is homogeneous.
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Calculus II 2020 – 2021 S2
List 1.1 Euler’s Theorem
g(x, y) = f x3 , x2 y
Compute:
(a) ∇g (2, 1)
(b) g(2, 1)
f is C 2
f is homogeneous of degree 3
g(x, y) = f 2 (xα y)
f is C 2
f is homogeneous of degree 3
xα+1 α
g(x, y) = f , x + yα
y
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Calculus II 2020 – 2021 S2
List 1.1 Euler’s Theorem
Compute:
∂2g
i. ∇f (1, 2) iii. ∂x2 (1, 1)
∂g
ii. ∂x (1, 1)
f is C 2
f is homogeneous of degree 2
x2 y
g(x, y, z) = f xy + z 2 ,
z
f is homogeneous of degree α
g and h are homogeneous of degree β
i is defined by i(x, y) = (g(x), h(y))
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Calculus II 2020 – 2021 S2
List 1.2 Mean Value Theorem
Show that:
2. In each of the following parts, letting f : D ⊂ Rn → R be a function which satisfies the presented conditions,
explain, not explictly computing it, whether the mean value theorem ensures the existence of c, different from a
and b, in the line segment which connects a and b, such that f (b) − f (a) = ∇f (c)(b − a), and find c, if it exists:
∗ (a) D=R a=0
3 2
f is defined by f (x) = x − 3x + 4x b=3
(b) D=R a = −1
√
3
f is defined by f (x) = x2 b=8
∗ (c) D=R a=1
f (1) = 6 b=5
∀x ∈ ]1, 5], f (x) = x
(d) D = R+ × R+
0 a = (1, 1)
√
f is defined by f (x, y) = ln x + y b = (1, 4)
2
(e) D = R \ {(0, 0)} a = (−1, −1)
x4
f is defined by f (x, y) = x2 +y 2 b = (2, 2)
2
∗ (f) D=R f (x, y) = 0 ⇔ (x, y) = (0, 0)
f is differentiable a = (0, 0)
f is homogeneous of degree 2 b ∈ R2 \ {(0, 0)}
(g) D = R3 a = (1, 0, 2)
f is defined by f (x, y, z) = −13x3 + 15y 3 + z b = (13, 12, 2)
f (x) = ex
g(x) = x + 1
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Calculus II 2020 – 2021 S2
List 1.2 Mean Value Theorem
4. Study the monotonicity of the functions defined by the following general expressions:
(
(a) f (x) = −x3 − ex − ln x −x if x < 0
(e) f (x) = x2 −3x
4
(b) f (x) = x − 8x 2 xe if x ≥ 0
(x−1)2 1
(c) f (x) = ex (f) f (x) = (x−k)2
(k ∈ R)
3
1 − (x + 2)
if x < −2 (g) f (x) = √x−1
1+x2
(d) f (x) = 1 if −2 ≤ x ≤ 3
2 4+x
e(x−3)
if x > 3 (h) f (x) = ln 4−x
5. Using the mean value theorem, show that the following propositions are true:
x
−1
∗ (a) ∀x > 0, e x < ex ∗ (c) ∀x > 0, x−1
x ≤ ln x ≤ x − 1
n
(b) ∀x > 0, ln(x + 1) < x (d) ∀(n, x) ∈ (N × R+ ), (1 + x) ≥ 1 + nx
6. Consider a ∈ R, b ∈ ]a, +∞[, and a C 2 function f : Rn → R. Show that the following propositions are true:
(a) If n = 1, a = 1, b = 6, f (1) = 4 and f (6) = 2, then at least one the tangent lines to the graph of f is
parallel to the straight line with equations 2x + 5y = 15.
(b) If n = 1 and f (a) = f (b), then ∃c ∈ ]a, b[ : f 0 (c) = 0.
∗ (c) If n = 1, b > 0 and f is odd, then ∃c ∈ ]−b, b[ : f (b) = bf 0 (c).
(d) If n = 1, f (a − 1) = −f (a + 1) > 0, and g : R → R is the function defined by g(x) = f (x − 1) + 3, then
∃c ∈ ]a, a + 2[ : g 0 (c) = f (a + 1)
(e) If n = 1 and f is a quadratic function, then the midpoint of [a, b] is the only real number at which the
derivative of f is the same as the average rate of change of f between a and b.
∗ (f) If n = 1 and the graph of f intersects the straight line with equation y = 5x − 2 at three different points,
then the equation f 00 (x)(5 − f 0 (x)) = 0 has at least three different solutions.
0
∗ (g) If f (a, a, ...., a) = f (b, b, ...., b), then ∀u ∈ R \ {0}, ∃c ∈ ]a, b[ : f(u,u,...,u) (c, c, ..., c) = 0.
(h) If f is not injective, then at least one of the tangent planes to the graph of f is the graph of a not injective
function.
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Calculus II 2020 – 2021 S2
List 1.3 Taylor’s Theorem
1. In each of the following parts, letting f be the function defined by the presented general expression, compute
the requested differential:
x
(a) f (x) = 3x2 − 7x + 5 (f) f (x, y) = y
d1 f (2) d2(3,4) f (1, 1)
f (x) = x ln x2
(b) (g) f (x, y) = ln x + y 2
d23 f (1) d2(−1,2) f (0, 1)
√
3
(c) f (x) = x+1 x3 y 2
(h) f (x, y) = 6
d2x f (0) d3(x−1,y−2) f (1, 2)
2x
(d) f (x) = e (i) f (x, y) = x2 y 2
dk1 f (0) (k ∈ N) d4(x−3,y−5) f (3, 5)
2
2. In each of the following parts, letting f be the function defined by the stated general expression, and Pak (x)
the Taylor polynomial of degree k which approximates f in a neighbourhood of a, write the requested Taylor
polynomial, use it to estimate the image of the presented point and compute the error made by the polynomial
at that point:
1
(a) f (x) = √x+1 (f) f (x, y) = ln x2 + y 2
2
P02 (x) P(1,0) (x, y)
0.1 (0.9, 0.1)
1
√
(b) f (x) = (g) f (x, y) = 8 x + y
x−2
2
P31 (x) P(1,3) (x, y)
3.01 (0.5, 3.5)
2
∗ (c) f (x) = ex −1 (h) f (x, y) = xx+y
2
P13 (x) P(1,−1) (x, y)
1.2 (1.1, −1.1)
(d) f (x) = x
ex−1
∗ (i) f (x, y) = yex
3
P13 (x) P(0,2) (x, y)
1.1 (0, 2.05)
(e) 3
f (x) = x + 2x − 1 2 (j) f (x, y) = ex ln y
3
P03 (x) P(0,1) (x, y)
b (b ∈ R) (0, 2)
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Calculus II 2020 – 2021 S2
List 1.3 Taylor’s Theorem
f is C 3
∀(x, y) ∈ R2 , x2 + y 4 f (x, y) + f 3 (x, y) = 1
(a) Compute:
∂2f
i. f (0, 0) iii. ∂x2 (0, 0)
ii. ∇f (0, 0)
(a) Compute:
00
i. g(0, 0) iii. gxx (0, 0)
ii. ∇g (0, 0)
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Calculus II 2020 – 2021 S2
List 1.3 Taylor’s Theorem
f
∗ 8. Consider that Pak (x) is the Taylor polynomial of degree k which approximates f in a neighbourhood of a, and
three functions, f : R2 → R, g : R2 → R and h : R2 → R, such that:
f and g are C 3 ∇g (2, 2) = (8, 4)
2 f (y−1)2
P(0,1) (x, y) = y + 2 h is defined by h(x, y) = g yf (x, y), y 2
g is homogeneous of degree 3
(a) Compute:
i. h(0, 1) iii. h00yx (0, 1)
ii. h0y (0, 1)
(b) State and justify a condition which ensures that h is homogeneous and the degree of homogeneity of h, in
that case.
9. Consider k ∈ N, a ∈ Rn , b ∈ Rn \ {a}, the function f : Rn → R and, if it exists, Pak (x), the Taylor polynomial
of degree k which approximates f in a neighbourhood of a. State and justify the truth value of the following
propositions:
(a) If n = 1 and f is not continuous at a, then it is still possible that ∃l ∈ N : ∃Pal (x).
∗ (b) If ∃Pa3 (x), then ∃Pa1 (x).
(
1 + ex if x ≤ 0
(c) If n = 1 and f (x) = x2 −1 , then ∃P01 (x).
x if x > 0
(d) If f is polynomial, then ∀x ∈ Rn , Pak (x) = f (x).
(e) If n = 1 and f (x) = x2 , then ∀x ∈ Rn , Pa1 (x) ≤ f (x).
(f) If n = 1 and ∃g : R → R, C 4 and such that g 0 (−1) = 2g 00 (−1) = 3g 000 (−1) = 6 and f (x) = xg 0 (x), then
2
P−1 (x) = 2x2 + 7x − 1.
∗ (g) If f is C k+1 at a and b, then Pak (x) 6= Pbk (x).
f (x)−Pak (x)
∗ (h) If f is C k+1 at a, then ∀p ≤ k, lim kx−akp = 0.
x→a
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Calculus II 2020 – 2021 S2
List 1.4 Inverse Function Theorem
1. In each of the following parts, show that f is globally invertible, characterize the inverse function of f , f −1 , state
and justify whether f and f −1 are C ∞ , find the jacobian matrices of f at a and of f −1 at f (a) and show that
these matrices are inverse of one another:
f : [2, 4] → [8, 20] f : R+0 × R√→ R+ 0 ×R
+
(a) (e)
f (x) = x2 + 4 f (x, y) = ( x, ey )
a=3 a = (1, 0)
f : ]−∞, 1[ → R f : R2 → R2
(b) (f)
f (x) = ln 1 − x3 f (x, y) = (x + 2y, 2x + 3y)
a = −1 a = (4, 5)
+
f : ]3, +∞[ → R f : R2 → R2
(c) 1 ∗ (g)
f (x) = (x−3)
2 f (x, y) = x3 , x − y 3
a=4 a = (1, 1)
f : Df → CDf f : R3 → R3
(d) 1 (h)
f (x) = e 3+ln x f (x, y, z) = (x, x + y, x + y + z)
a=1 a = (1, 2, 3)
2. In each of the following parts, letting f be the function defined by the presented general expression, show that f
is locally invertible at a, label the local inverse of f associated to this point as f −1 , compute Jf −1 (b) and state
what each entry of this matrix represents:
ln(x2 −3)+3x
y √
(a) f (x) = x−2
(c) f (x, y) = √y−x , 2x − y
3xe
a=2 a = (2, 3)
b=1 b = (3, 1)
2 2
f (x, y, z) = zey −x , xy−3
4z
∗ (b) f (x, y) = x2 y 2 + ln y + 3, ey−1 − xex + 2 (d) , x + 2y + 3z
a = (0, 1) a = (1, 1, 1)
b = (3, 3) b = (1, −2, 6)
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Calculus II 2020 – 2021 S2
List 1.4 Inverse Function Theorem
(c) Show that g has a C 1 local inverse, g −1 , which turns each y in a neighbourhood of −1 into a x in a
neighbourhood of 3.
0
(d) Compute g −1 (−1).
3 3
∗ 5. Consider the function f : R2 → R2 , defined by f (x, y) = (x + y) , (x − y) .
(a) Write the Taylor polynomial of degree 2 which approximates f in a neighbourhood of (1, 2).
(b) Show that g has a C 2 local inverse, g −1 , which turns each (u, v) in a neighbourhood of (4, 5) into a (x, y)
in a neighbourhood of (1, 2).
(c) Show that h is differentiable at (4, 5).
(d) Compute h0(−1,1) (4, 5).
(a) Show that g has a C 1 local inverse, which turns each (u, v) in a neighbourhood of (0, 0) into a (x, y) in a
neighbourhood of (0, 0).
(b) Now, consider that ∇f (0, 0) = (1, 0) and a function h : R2 → Rm , differentiable at (0, 0).
i. Compute Dg1−1 (0, 0).
ii. Show that Jh◦g−1 (0, 0) = Jh (0, 0).
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Calculus II 2020 – 2021 S2
List 1.4 Inverse Function Theorem
5−x−y
8. Consider the function f : Df ⊂ R2 → R2 , defined by f (x, y) = ye 3 , ln x2 − y .
(a) Show that f has a C ∞ local inverse which turns each (u, v) in a neighbourhood of (3, 0) into a (x, y) in a
neighbourhood of (2, 3).
(b) Compute Jf −1 (3, 0).
(c) Now, consider the function g : Dg ⊂ R2 → R, defined by g(u, v) = (u − 3)f1−1 (u, v) + vf2−1 (u, v).
i. Write the Taylor polynomial of degree 2 which approximates g in a neighbourhood of (3, 0).
g(u,v)−2(u−3)−3v+4(u−3)v
ii. State and justify the value of lim (u−3)2 +v 2
.
(u,v)→(3,0)
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Calculus II 2020 – 2021 S2
Exercise Book 1 Solutions
Solutions
List 1.1
5
1. (a) Yes; 0 (b) Yes; α (c) Yes; 2 (d) No (e) Yes; − 12 (f) No (g) Yes; 1 (h) Yes; 3 (i) Yes; 6
2. (a) Yes; Increasing returns to scale (b) Yes; Constant returns to scale (c) No; Decreasing returns to scale
(d) Yes; Increasing returns to scale (e) No (f) Yes; Decreasing returns to scale
1
3. (a) −2 (b) 3 (c) 2 (d) 2 (e) α (f) 8
2 −2
4. (a) 4 (b) (4, −4) (c)
−2 2
5. (a) 1 + α − β (b) −3
1
6. (a) 2 (b) i. 64 ii. z = 2 + 2(x − 1) + 3(y − 1)
7. (a) β = α + 1 (b) 4
8. (a) (80, 32) (b) 32
4 8
9. (a) 6α + 6 (b) i. 9 ii. 3 iii. 16
1 1 7
10. (a) 3α (b) i. 4, 2 ii. 4 iii. 9
11. (a) 4 (b) i. (4, 2) ii. 14
12. (a) αβ (b) i. 1
List 1.2
List 1.3
k−1
1. (a) 5 (b) 18 (c) − 92 x2 (d) 1 (e) (−1) (k − 1)! (f) 8 (g) −1
3 2 2 2 2
(h) 4(x − 1) + 12(x − 1) (y − 2) + 3(x − 1)(y − 2) (i) 24(x − 3) (y − 5) (j) 18
2. (a) P02 (x) = 1 − x2 + 38 x2 ; P02 (0.1) = 0.95375; R02 (0.1) ≈ −0.0003 (b) P31 (x) = 1 − (x − 3); P31 (3.01) = 0.99;
2 3
R31 (3.01) = 0.01 (c) P13 (x) = 1 + 2(x − 1) + 3(x − 1) + 10 3 3
3 (x − 1) ; P1 (1.2) = 1.5467; R1 (1.2) ≈ 0.0060
2 3
(d) P13 (x) = 1− x2 + x3 ; P13 (1.1) = 0.99533; R13 (1.1) ≈ −0.00001 (e) P03 (x) = −1+2x2 +x3 ; P03 (b) = −1+2b2 +b3 ;
2
R03 (b) = 0 (f) P(1,0)
2
(x, y) = 2(x − 1) − (x − 1) + y 2 ; P(1,0)
2 2
(0.9, 0.1) = −0.2; R(1,0) (0.9, 0.1) ≈ 0.00155
2 2
2
(g) P(1,3) (x, y) = 16+2(x − 1)+2(y − 3)− (x−1)
8 − (x−1)(y−3)
4 −− (y−3)
8
2
; P(1,3) 2
(0.5, 2.5) = 16; R(1,3) (0.5, 2.5) = 0
2 2 2 3
(h) P(1,−1) (x, y) = 1 + (x − 1) + (x − 1)(y + 1); P(1,−1) (1.1, −1.1) = 1.02; R(0,1) (0, 2) = 0.02
3 x3 x2 (y−2)
(i) P(0,2) (x, y) = 2 + 2x + (y − 2) + x2 + x(y − 2) + 3 + 2 ; 3
P(0,2) 3
(0, 2.05) = 2.05; R(0,2) (0, 2.05) = 0
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Calculus II 2020 – 2021 S2
Exercise Book 1 Solutions
List 1.4
f −1 : [8; 20] → [2; 4] f −1 : R → ]−∞, 1[
1. (a) −1
√ ; f , f −1 C ∞ ; Jf (3) = 6; Jf −1 (13) = 16 (b) √ ; f , f −1 C ∞ ;
f (y) = y − 4 f −1 (y) = 3 1 − ey
f −1 : R+ → ]3,√+∞[
Jf (−1) = − 23 ; Jf −1 (ln 2) = − 23 (c) y ; f , f −1 C ∞ ; Jf (4) = −2; Jf −1 (1) = − 21
f −1 (y) = 3 + y
f −1 : R+ \ {1} → R+ \ e13
√3 e √
−1 ∞ 9
(d) 1
−3 ; f , f C ; J f (1) = − 9 ; Jf
−1 (
3
e) = − √ 3 e
f −1 (y) = e ln y
f −1 : R+ +
+
1
0 × R → R 0 ×R −1 ∞ 2 0 2 0
(e) ; f, f C ; Jf (1, 0) = ; Jf −1 (1, 1) =
f −1 (u, v) = u2 , ln v 0 1 0 1
−1 2 2
f :R →R −1 ∞ 1 2 −3 2
(f) ; f , f C ; Jf (4, 5) = ; J f −1 (14, 23) =
f −1 (u, v) = (−3u + 2v, 2u − v) 2 3 2 −1
−1 2 2
f :R →R
1
−1 ∞ 3 0 0
(g) √ p √ ; f, f C ; Jf (1, 1) = ; Jf −1 (1, 0) = 3
f −1 (u, v) = 3 u, 3 3 u − v 1 −3 1
9 − 13
1 0 0
f −1 : R3 → R3 −1 ∞ 1 1 0 ; f , f −1 C ∞ ;
(h) ; f , f C ; J f (1, 2, 3) =
f −1 (u, v, w) = (u, −u + v, −v + w)
1 1 1
1 0 0
Jf −1 (1, 3, 6) = −1 1 0
0 −1 1
∂f1−1 ∂f1−1
" #
−1 0 −11 ∂u (3, 3) ∂v (3, 3)
2. (a) Jf −1 (1) = −3 = f (1) (b) Jf −1 (3, 3) = = ∂f2−1 ∂f2−1
01
∂u (3, 3) ∂v (3, 3)
" −1 −1 #
∂f1 ∂f1
2 −2 ∂u (3, 1) ∂v (3, 1)
(c) Jf −1 (3, 1) = = ∂f2−1 ∂f2−1
4 −6
∂u (3, 1) ∂v (3, 1)
∂f1−1 ∂f1−1 ∂f1−1
−1 4 (1, −2, 6) ∂v (1, −2, 6) ∂w (1, −2, 6)
3 ∂f∂u−1 ∂f2−1 ∂f2−1
(d) Jf −1 (1, −2, 6) = −1 7
5 = ∂u (1, −2, 6)
2
∂v (1, −2, 6) ∂w (1, −2, 6)
1 −6 −4 ∂f3−1 ∂f3−1 ∂f3−1
(1, −2, 6) ∂u ∂v (1, −2, 6) ∂w (1, −2, 6)
3. (c) 2
4. (a) −2 + x (c) g 0 (3) = 8 (d) 81
f −1 : R2 → R 2
0 0 √ √ √ √
5. (a) Jf (0, 0) = (b) −1 3 u+ 3 v 3 u+ 3 v
0 0 f (u, v) = 2 , 2
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Calculus II 2020 – 2021 S2
Exercise Book 1 Solutions
2 2
6. (a) 7 + 4(x − 1) + 5(y − 2) + (x − 1) + (x − 1)(y − 2) + (y − 2) (b) |Jg (1, 2)| = 3 (d) 1
2 2 1
7. (a) |Jg (0, 0)| = (fa0 (0, 0)) + (fb0 (0, 0)) (b) i.
0
−1 0 2
8. (a) |Jg (2, 3)| = 1 (b) (c) i. 2(u − 3) + 3v − (u − 3) − 4(u − 3)v − v 2 ii. −1
−4 −1
9. (a) F (b) F (c) T (d) T (e) F (f) T (g) T
16