Chapter 1: Differentiation of functions of single variable

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

Do Trong Hoang (SAMI-HUST) Chapter 1 1 / 34

Content

1.1 Introduction
1.2 Functions
1.3 Essential functions
1.4 Number sequences
1.5 Limit of functions
1.6 Infinites and infinitesimals
1.7 Continuity
1.8 Derivatives and differentials
1.9 Mean value theorems and applications
1.10 Curves sketching

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 1.1. Introduction

1.1. Introduction

What is a function?

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 1.1. Introduction

Warm up
A function arises whenever one quantity depends on another.
• The area A of a circle depends on the radius R of the circle.

A = πR 2

• The human population P of the world depends on the time t.

Do Trong Hoang (SAMI-HUST) Chapter 1 4 / 34

 1.1. Introduction

Warm up

• The cost C of mailing an envelope depends on its weight w .

• The vertical acceleration a of the ground as measured by a seismograph
during an earthquake is a function of the elapsed time t.

Do Trong Hoang (SAMI-HUST) Chapter 1 5 / 34

 1.2. Functions

1.2: Functions
Let X and Y be two subsets of R. A function f is a rule that assigns to
each element x in a set X exactly one element, called f (x), in a set Y .

f :X → Y
x 7→ f (x) = y

Its helpful to think of a function as a machine

X is called the domain of the function f .

f (X ) = {f (x) | x ∈ X } is called range of the function f .
G = {(x, f (x)) | x ∈ X } is called graph.
Do Trong Hoang (SAMI-HUST) Chapter 1 6 / 34
 1.2. Functions

Examples

ln x
Example 1. Find the domain of the function f (x) =
sin(πx)
A. R C. [0, +∞)\ Z
B. R \ Z D. (0, +∞)\ Z

Answer: C, D

Example 2. Find the range of the function f (x) = sin x + cos x

√ √
A. (− 2, 2) C. (−1, 1)
√ √
B. [− 2, 2] D. [−1, 1]

Answer: B

Do Trong Hoang (SAMI-HUST) Chapter 1 7 / 34

 1.2. Functions

Monotonic functions

A function f is called
increasing on the domain D if for all x1 , x2 ∈ D,

x1 < x2 =⇒ f (x1 ) < f (x2 ).

decreasing on the domain D if for all x1 , x2 ∈ D,

x1 < x2 =⇒ f (x1 ) > f (x2 ).

Do Trong Hoang (SAMI-HUST) Chapter 1 8 / 34

 1.2. Functions

Symmetry

Let f be a function on the symmetric domain D which means

x ∈ D ⇒ −x ∈ D. Then f is called
even function if f (−x) = f (x), for all x ∈ D.
odd function if f (−x) = −f (x), for all x ∈ D.

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 1.2. Functions

Remark
The graph of an even function is symmetric with respect to the y -axis.
The graph of an odd function is symmetric about the origin.

Do Trong Hoang (SAMI-HUST) Chapter 1 10 / 34

 1.2. Functions

Periodic functions

A function f is called periodic if there is a positive constant T such that

f (x + T ) = f (x), ∀x, x + T ∈ X .

The smallest such number T is called the period.

Example:
1 sin x has period 2π.
2 tan x has period π.

Do Trong Hoang (SAMI-HUST) Chapter 1 11 / 34

 1.2. Functions

Composition of functions

Given two functions f : X → Y and g : Y → Z , the composite function

g ◦ f (also called the composition of g and f ) is defined by

(g ◦ f )(x) = g (f (x)).

Example: Let f (x) = 2x and g (x) = x 2 . Find the functions

f ◦ g and g ◦ f ?

Do Trong Hoang (SAMI-HUST) Chapter 1 12 / 34

 1.2. Functions

One-to-one functions

A function f is called a one-to-one function if it never takes on the same

value twice, that is

f (x1 ) 6= f (x2 ) whenever x1 6= x2 .

Example: Are the functions f (x) = x 2 and g (x) = x 3 one-to-one?

Do Trong Hoang (SAMI-HUST) Chapter 1 13 / 34

 1.2. Functions

Inverse functions

Let f be a one-to-one function with domain A and range B. Then its

inverse function f −1 has domain B and range A and is defined by

f −1 (y ) = x ⇔ f (x) = y .

Remark
A graph of the inverse function is symmetric with respect to the line y = x.

domain of f −1 = range of f
range of f −1 = domain of f

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 1.2. Functions

How to find the inverse function?

Let f be a one-to-one function.

Step 1: Write y = f (x)

Step 2: Solve this equation for x in terms of y (if possible)
Step 3: To express f −1 as a function of x, interchange x and y . The
resulting equation is y = f −1 (x).

Do Trong Hoang (SAMI-HUST) Chapter 1 15 / 34

 1.2. Functions

Examples

√
(1) Find the inverse function y = f (x) = 1 − x 2 on the interval [−1, 0].
(2) Given f (x) = 2x + ln x and g (x) = 17 (15 − x 3 ). Evaluate

(f −1 ◦ g −1 ◦ g −1 ◦ f )(1)

Do Trong Hoang (SAMI-HUST) Chapter 1 16 / 34

 1.3: Elementary functions

1.3: Elementary functions

• Exponential function and Logarithmic function:

f (x) = ax and f (x) = loga x (0 < a 6= 1)

Domain Range
ax R R>0
loga x R>0 R

Do Trong Hoang (SAMI-HUST) Chapter 1 17 / 34

 1.3: Elementary functions

• Power function:
f (x) = x α (α ∈ R)

For α > 0, we can see that

Domain Range
α is even positive integer R [0, +∞)
α is odd positive integer R R
1
α = n with n is even possive integer [0, +∞) [0, +∞)
α = n1 with n is odd possive integer R R

If α is not rational number, then the domain of the power function

f (x) = x α is (0, +∞).

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 1.3: Elementary functions

Examples

Example Find all values of a such that the domain of f (x) = x a is [0, +∞).

A. a ∈
/Q
B. a = p1 , where p is even positive integer.
C. a = pq , where p is even positive integer and q is odd positive integer.
D. a ∈ Z

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 1.3: Elementary functions

Examples

Example Find all values of a such that the domain of f (x) = x a is [0, +∞).

A. a ∈
/Q
B. a = p1 , where p is even positive integer.
C. a = pq , where p is even positive integer and q is odd positive integer.
D. a ∈ Z
Answer: B

Do Trong Hoang (SAMI-HUST) Chapter 1 19 / 34

 1.3: Elementary functions

Trigonometric functions

• Sine function and Arcsine function:

f (x) = sin x and f (x) = arcsin x

Domain Range
sin x R [−1, 1]

If the domain of the function f (x) = sin x is [− π2 , π2 ], then f (x) is a

one-to-one function. The inverse function of this restricted sine function f
exists and is denoted by arcsin.

Domain Range
arcsin x [−1, 1] [− π2 , π2 ]

Do Trong Hoang (SAMI-HUST) Chapter 1 20 / 34

 1.3: Elementary functions

• Cosine function and Arccosine function:

f (x) = cos x and f (x) = arccos x

Domain Range
cos x R [−1, 1]

The inverse cosine function is handled simililar. The inverse function of the
restricted cosine function f (x) = cos x, 0 ≤ x ≤ π is denoted by arccos.

Domain Range
arccos x [−1, 1] [0, π]

Do Trong Hoang (SAMI-HUST) Chapter 1 21 / 34

 1.3: Elementary functions

• Tangent function and Arctangent function:

f (x) = tan x and f (x) = arctan x

Domain Range
tan x R \{ π2 + kπ : k ∈ Z} R

The inverse function of the restricted tangent function f (x) = tan x,

(− π2 , π2 ) is denoted by arctan.

Domain Range
arctan x R (− π2 , π2 )

Do Trong Hoang (SAMI-HUST) Chapter 1 22 / 34

 1.3: Elementary functions

• Cotangent function and Arccotangent function:

f (x) = cotan x and f (x) = arccotan x

Domain Range
cotan x R \{kπ : k ∈ Z} R

The inverse function of the restricted cotangent function f (x) = cotan x,

(0, π) is denoted by arccotan.

Domain Range
cotan x R (0, π)

Do Trong Hoang (SAMI-HUST) Chapter 1 23 / 34

 1.3: Elementary functions

Hyperbolic functions

e x − e −x e x + e −x
sinh x = cosh x =
2 2
e x − e −x e x + e −x
tanh x = coth x =
e x + e −x e x − e −x
Proposition
1 cosh2 (a) − sinh2 (a) = 1
2 sinh(a + b) = sinh a cosh b + cosh a sinh b
3 cosh(a + b) = cosh a cosh b + sinh a sinh b
tanh a tanh b
4 tanh(a + b) = 1+tanh a tanh b

Do Trong Hoang (SAMI-HUST) Chapter 1 24 / 34

 1.3: Elementary functions

Elementary functions

A function f is called an elementary function if it can be constructed using

five operations (addition, subtration, multiplication, division and
composition) with polynomials, rational functions, trigonometric and
inverse trigonometric functions, hyperbolic and inverse hyperbolic
functions.

Example. The function

r
tan x − 1
f (x) = 3
+ cosh(ln x) − xe sin x
x3 + x 2 + 2x − 1
is an elementary function.

Do Trong Hoang (SAMI-HUST) Chapter 1 25 / 34

 1.4: Sequences

1.4: Sequences

A sequence can be thought of as a list of numbers written in a definite

order:
a1 , a2 , a3 , . . . , an , . . .
Notation: {an } or {an }∞
n=1 .

Example:
n
(a) { n+1 }
(b) The Fibonacci sequence {fn } is defined recursively by the conditions

f1 = 1, f2 = 1, fn = fn−1 + fn−2 (n ≥ 3)

Do Trong Hoang (SAMI-HUST) Chapter 1 26 / 34

 1.4: Sequences

A sequence {an } is called

bounded above if there is a number M such that an ≤ M for all n ≥ 1.
bounded below if there is a number m such that an ≥ m for all n ≥ 1.
If it is bounded above and below then {an } is bounded sequence.

A sequence {an } is called

increasing if an < an+1 for all n ≥ 1.
decreasing if an > an+1 for all n ≥ 1.
If it is either increasing or decreasing, then {an } is monotonic.

Do Trong Hoang (SAMI-HUST) Chapter 1 27 / 34

 1.4: Sequences

Limit of sequences

A sequence {an } has the limit L and we write

lim an = L or an → L as n → ∞
n→∞

if ∀ > 0, ∃N ∈ N : n > N ⇒ |an − L| < . Roughly speaking, an

approaches L as n becomes sufficiently large.
If lim an exists, then we say the sequence is convergent. Otherwise, we
n→∞
say the sequence is divergent.
1
Example Show that lim = 0.
n→∞ n

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 1.4: Sequences

Proposition
Limit of a sequence is unique if it exists.

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 1.4: Sequences

Squeeze Theorem

Theorem (Squeeze Theorem)

If an ≤ bn ≤ cn for n ≥ n0 and lim an = lim cn = L, then
n→∞ n→∞

lim bn = L.
n→∞

Corollary
If lim |an | = 0, then lim an = 0.
n→∞ n→∞

Example:
√
n
1 Show that lim n = 1.
n→∞
n!
2 Discuss the convergence of the sequence an = nn .

Do Trong Hoang (SAMI-HUST) Chapter 1 30 / 34

 1.4: Sequences

Monotonic sequence theorem

Theorem
1 Every bounded above creasing sequence is convergent.

2 Every bounded below decreasing sequence is convergent.

Example an = (1 + n1 )n is convergent.

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 1.4: Sequences

Cauchy’s criterion

Theorem (Cauchy’s criterion)

The sequence {an } converges to something if and only if this holds: for
every  > 0 there exists N ∈ N such that |an − am | <  whenever n, m > N.

Example Prove that the sequence

1 1 1
an = 1 + + + ···
2 3 n
is divergent.

Do Trong Hoang (SAMI-HUST) Chapter 1 32 / 34

 1.4: Sequences

Homeworks

Question 1 Find inverse functions of

1 sinh(x)
2 cosh(x)
3 tanh(x)
4 coth(x)

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Chapter 1: Differentiation of functions of single variable

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

Do Trong Hoang (SAMI-HUST) Chapter 1 1 / 23

 1.5. Limits of functions

1.5. Limits of functions

Let f be a function with domain X , and a ∈ R. We write lim f (x) = L as

x→a
say ”the limit of f (x) as x approaches a, equals L” if

∀ > 0, ∃δ > 0 : 0 < |x − a| < δ =⇒ |f (x) − L| < .

Example Prove that lim (2x + 1) = 3

x→1

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 1.5. Limits of functions

One-sided limits

• We write lim f (x) = L and say that the left-hand limit of f (x) as x
x→a−
approaches a from the left, is equal to L if for every number  > 0 there is
a number δ > 0 such that

0 < a − x < δ =⇒ |f (x) − L| < 

• We write lim+ f (x) = L and say that the right-hand limit of f (x) as x
x→a
approaches a from the right, is equal to L if for every number  > 0 there
is a number δ > 0 such that

0 < x − a < δ =⇒ |f (x) − L| < 

Do Trong Hoang (SAMI-HUST) Chapter 1 3 / 23

 1.5. Limits of functions

• We write lim f (x) = L and say that the limit of f (x) as x approaches
x→∞
infinity, is equal to L if

∀ > 0∃M, x > M =⇒ |f (x) − L| < 

• We write lim f (x) = ∞ and say that the limit of f (x) as x approaches
x→a
a, is equal to ∞ if

∀M > 0, ∃δ > 0, 0 < |x − a| < δ =⇒ |f (x)| > M

• We write lim f (x) = ∞ and say that the limit of f (x) as x approaches
x→∞
∞, is equal to ∞ if

∀M > 0, ∃N > 0, |x| > N =⇒ |f (x)| > M

Do Trong Hoang (SAMI-HUST) Chapter 1 4 / 23

 1.5. Limits of functions

Limit law

Suppose that c is a constant and the limits lim f (x) and lim g (x) exist.
x→a x→a
Then
1 lim [f (x) ± g (x)] = lim f (x) ± lim g (x).
x→a x→a x→a
2 lim [cf (x)] = c lim f (x).
x→a x→a
lim f (x)
3 lim f (x) = x→a
lim g (x) , if lim g (x) 6= 0.
x→a g (x) x→a x→a
4 lim [f (x)g (x)] = lim f (x) · lim g (x).
x→a x→a x→a

Example: Find
1 − cos x
lim
x→0 x2

Do Trong Hoang (SAMI-HUST) Chapter 1 5 / 23

 1.5. Limits of functions

The Squeeze Theorem

Theorem (The Squeeze Theorem)

If f (x) ≤ g (x) ≤ h(x) when x is near a (except possibly at a) and
lim f (x) = lim h(x) = L, then lim g (x) = L.
x→a x→a x→a

Example. Show that lim (x 2 sin x1 ) = 0.

x→0

Do Trong Hoang (SAMI-HUST) Chapter 1 6 / 23

 1.5. Limits of functions

Limit of Composition

Theorem (Limit of Composition)

If lim u(x) = u0 and lim f (u) = f (u0 ) and the composition of f and u
x→x0 x→u0
exists, then
lim f (u(x)) = f (u0 ).
x→x0

Example Evaluate lim sin(arccos(x)).

x→0

Do Trong Hoang (SAMI-HUST) Chapter 1 7 / 23

 1.5. Limits of functions

Theorem
lim f (x) = L if and only if ∀(xn ) : lim xn = x0 =⇒ lim f (xn ) = L.
x→x0 n→∞ n→∞

Example
ln n
1 Compute lim .
n→∞ n
2 Show that lim sin x1 does not exist.
x→∞

Do Trong Hoang (SAMI-HUST) Chapter 1 8 / 23

 1.6: Infinities and infinitesimals

1.6: Infinities and infinitesimals

A function f (x) is called an

1 infinitesimal as x approaches a if lim f (x) = 0.
x→a
2 infinity as x approaches a if lim f (x) = ∞.
x→a

Do Trong Hoang (SAMI-HUST) Chapter 1 9 / 23

 1.6: Infinities and infinitesimals

Comparision of the infinitesimals

Suppose α(x) and β(x) are two infinitesimals as x approaches a. Assume

that
α(x)
lim = k,
x→a β(x)

where k is finite.
If k 6= 0, then two infinitesimals α(x) and β(x) are said to be of the
same order. In particular, if k = 1 then the functions α(x) and β(x)
are said to be equivalent and write α(x) ∼ β(x).
If k = 0, then α(x) is infinitesimal of a higher order than β(x), and
denoted by α(x) = o(β(x)).

Do Trong Hoang (SAMI-HUST) Chapter 1 10 / 23

 1.6: Infinities and infinitesimals

As x → 0,
(a) x ∼ sin x ∼ tan x ∼ arcsin x ∼ arctan x ∼ e x − 1 ∼ ln(1 + x)
√
(b) (1 + αx)a − 1 ∼ aαx. In particular, m 1 + αx − 1 ∼ αx m
x2
(c) 1 − cos x ∼ 2

Theorem
If α1 (x) ∼ α2 (x) and β1 (x) ∼ β2 (x) as x approaches a, then

α1 (x) α2 (x)
lim = lim
x→a β1 (x) x→a β2 (x)

Do Trong Hoang (SAMI-HUST) Chapter 1 11 / 23

 1.6: Infinities and infinitesimals

Examples

(e x − 1) tan x
1 Find A = lim .
x→0 sin x 2
2 Compare two following infinitesimals as x → 0:

α(x) = arcsin(2x),
β(x) = ln(1 + tan 2x).

tan x − sin x
3 Find lim
x→0 x3
Remark: ONLY substitute equivalent infinitesimals in the product
expression!

Do Trong Hoang (SAMI-HUST) Chapter 1 12 / 23

 1.6: Infinities and infinitesimals

Proposition
1 If α1 is the lowest order infinitesimal of the infinitesimals αk
(1 ≤ k ≤ n) as x → a, then
n
X
αk (x) ∼ α1 (x) as x → a.
k=1

2 If β1 is the highest order infinity of the infinities βk (1 ≤ k ≤ n) as

x → a, then
X n
βk (x) ∼ β1 (x) as x → a.
k=1

Example: Find
x + sin3 x + tan4 x
lim
x→0 4x + x 4 + 5x 8

Do Trong Hoang (SAMI-HUST) Chapter 1 13 / 23

 1.6: Infinities and infinitesimals

Indeterminate forms

∞ 0
∞−∞ 0.∞
∞ 0

∞0 0∞ 1∞ 00

Example Find the limits

12 1
1 lim sin x x 2 lim (x + 2x ) x
x→0 x x→+∞

Do Trong Hoang (SAMI-HUST) Chapter 1 14 / 23

 1.7: Continuous functions

1.7: Continuous functions

A function f is continuous at a number x0 if lim f (x) = f (x0 ).

x→x0

The definition implicitly requires three things if f is continuous at x0 :

1 f (x0 ) is well-defined,
2 lim f (x) exists,
x→x0
3 lim f (x) = f (x0 ).
x→x0

Example Find all values of m such that f is continuous at x = 1

(
(x − m)(x 2 + x + 1) if x 6= 1
f (x) =
1+m if x = 1

Do Trong Hoang (SAMI-HUST) Chapter 1 15 / 23

 1.7: Continuous functions

• A function f is continuous from the right at a if lim+ f (x) = f (a).

x→a
• A function f is continuous from the left at a if lim f (x) = f (a).
x→a−
• A function f is continuous on an open interval (a, b) if it is continuous
at every number in the interval.
• A function f is continuous on a closed interval [a, b] if it is continuous at
every number in the interval (a, b), continuous from the right at a and
continuous from the left at b.

Do Trong Hoang (SAMI-HUST) Chapter 1 16 / 23

 1.7: Continuous functions

Theorem
If f and g are continuous at a and c is constant, then the following
functions are also continuous at a:
f
1 f ±g 3
g if g (a) 6= 0
2 fg 4 cf

Theorem
If f is continuous at b and lim g (x) = b, then lim f (g (x)) = f (b). In
x→a x→a
other words, lim f (g (x)) = f ( lim g (x)).
x→a x→a
√
Example Evaluate lim arcsin( 1− x
1−x )
x→1

Do Trong Hoang (SAMI-HUST) Chapter 1 17 / 23

 1.7: Continuous functions

Theorem
All elementary functions are continuous on their domains.

Do Trong Hoang (SAMI-HUST) Chapter 1 18 / 23

 1.7: Continuous functions

Classification of discontinuities

If f is not continuous at x0 , we call x0 is discontinuity.

Type I: lim f (x) and lim f (x) are exist.
x→x0− x→x0−

λ := |f (x0+ ) − f (x0− )| is called jump discontinuity.

if λ = 0, then x0 is called removable discontinuity.

Type II: x0 is not discontinuity of type I.

Example What types of discontinuity does the following function have at

x0 = 0?
π 1
y = e 2 −arctan( x )

Do Trong Hoang (SAMI-HUST) Chapter 1 19 / 23

 1.7: Continuous functions

Uniformly continuous

A function f : X → Y is called uniformly continuous on X if

∀ > 0, ∃δ > 0 : ∀x1 , x2 ∈ X : |x1 − x2 | < δ =⇒ |f (x1 ) − f (x2 )| < .

x2
Example Show that f (x) = x 2 +1
is uniformly continuous on R.

Do Trong Hoang (SAMI-HUST) Chapter 1 20 / 23

 1.7: Continuous functions

Homework

Question 1. Find all values of a such that

(
arcsin x
tan(2x) if x 6= 0
f (x) =
a if x = 0

Do Trong Hoang (SAMI-HUST) Chapter 1 21 / 23

 1.7: Continuous functions

Question 2. Let f (x) = ln(cos 3x) and g (x) = ax b be two equivalent

infinitesimals as x approaches 0 for a, b ∈ R. Evaluate b − a.

A 11/2 D 7/2
B 13/2. E 5/2
C 9/2 F 1/2

Do Trong Hoang (SAMI-HUST) Chapter 1 22 / 23

Chapter 1: Differentiation of functions of single variable

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

Do Trong Hoang (SAMI-HUST) Chapter 1 1 / 20

 1.8: Derivatives and differentials

1.8: Derivatives and differentials

The tangent line to the curve y = f (x) at the point P(a, f (a)) is the line
through P with slope
f (x) − f (a)
m = lim
x→a x −a
provided that this limit exists.

Do Trong Hoang (SAMI-HUST) Chapter 1 2 / 20

 1.8: Derivatives and differentials

Velocity

Suppose an object moves along a straight line according to an equation of

motion s(t), where s is the displacement (directed distance) of the object
from the origin at time t. The velocity (or instantaneous velocity) v (a) at
time t = a to be the limit:
s(a + t) − s(a)
v (a) = lim
t→0 t

Do Trong Hoang (SAMI-HUST) Chapter 1 3 / 20

 1.8: Derivatives and differentials

Derivatives
The derivative of a function f at a number x0 , denoted by f 0 (x0 ), is

f (x0 + ∆x) − f (x0 )

f 0 (x0 ) = lim
∆x→0 ∆x
if this limit exists. A function f is differentiable at a if f 0 (a) exists. f is
called differentiable on the interval I if it is differentiable at every number
in the interval I . If we write x = x0 + ∆x, then
f (x) − f (x0 )
f 0 (x0 ) = lim
x→x0 x − x0
Example. Suppose that a function f satisfies

f (x + y ) = f (x) + f (y ) + x 2 y + xy 2
f (x)
for all x, y and lim x = 1. Find f 0 (x).
x→0
Do Trong Hoang (SAMI-HUST) Chapter 1 4 / 20
 1.8: Derivatives and differentials

One-sided derivatives

The the right-hand derivative of a function f at a number x0 , denoted

by f 0 (x0+ ), is
f (x) − f (x0 )
f 0 (x0+ ) = lim+
x→x0 x − x0
if this limit exists.
The the left-hand derivative of a function f at a number x0 , denoted
by f 0 (x0− ), is
f (x) − f (x0 )
f 0 (x0− ) = lim
x→x0− x − x0
if this limit exists.

Proposition
f is differentiable function at a if and only if f 0 (a+ ) = f 0 (a− ).

Do Trong Hoang (SAMI-HUST) Chapter 1 5 / 20

 1.8: Derivatives and differentials

Theorem
If f is differentiable at a, then f is continuous at a.

Example Find the values of a and b that makes f differentiable

everywhere, where
( 2
x −4
if x < 2,
f (x) = x−2 2
ax − bx + 3, if x ≥ 2,

Do Trong Hoang (SAMI-HUST) Chapter 1 6 / 20

 1.8: Derivatives and differentials

Table of Differentiation Formulas

Theorem
Let f and g be both differentiable, then

(x n )0 = nx n−1 ex = ex (cf )0 = cf 0
 0
f gf 0 − fg 0
(f ± g )0 = f 0 ± g 0 (fg )0 = f 0 g + g 0 f = .
g g2

Do Trong Hoang (SAMI-HUST) Chapter 1 7 / 20

 1.8: Derivatives and differentials

Derivative of the composite functions

If g is differentiable at x and f is differentiable at g (x), then f ◦ g is

differentiable at x and

((f ◦ g )(x))0 = f 0 (g (x))g 0 (x).

In Lebniz notation, if y = f (u) and u = g (x) are both differentiable

functions, then
dy dy du
= ·
dx du dx

Do Trong Hoang (SAMI-HUST) Chapter 1 8 / 20

 1.8: Derivatives and differentials

Derivative of inverse functions

If y = f (x) is any one-to-one differentiable function, then f −1 is also

differentiable function, except where its tangents are vertical, then
1
(f −1 )0 (y ) = .
f 0 (x)

Example
1 Find y 0 with y = arcsin x.
2 Evaluate (f −1 )0 (1), where f −1 is an inverse function of f (x) = x + e x .

Do Trong Hoang (SAMI-HUST) Chapter 1 9 / 20

 1.8: Derivatives and differentials

Derivative of the inverse functions

1 −1
(arcsin x)0 = √ (arccos x)0 = √
1 − x2 1 − x2
1 −1
(arctan x)0 = (arccotan x)0 =
1 + x2 1 + x2
1
(loga x)0 = (0 < a 6= 1)
x ln a

Do Trong Hoang (SAMI-HUST) Chapter 1 10 / 20

 1.8: Derivatives and differentials

Derivative of the inverse hyperbolic functions

1 1
(sinh−1 x)0 = √ (cosh−1 x)0 = √
1 + x2 x2
−1
1 1
(tanh−1 x)0 = (coth−1 x)0 =
1 − x2 1 − x2

Do Trong Hoang (SAMI-HUST) Chapter 1 11 / 20

 1.8: Derivatives and differentials

Differentials

Let f be a differentiable function. Then

f (x + ∆x) − f (x) ∆y
f 0 (x) = lim = lim
∆x→0 ∆x ∆x→0 ∆x

with ∆y = f (x + ∆x) − f (x). Thus,

∆y
= f 0 (x) + α,
∆x
where α is an infinitesimal when ∆x approaches 0. Then

∆y = f 0 (x)∆x + α∆x = f 0 (x) · ∆x + o(∆x).

Do Trong Hoang (SAMI-HUST) Chapter 1 12 / 20

 1.8: Derivatives and differentials

Definition
The quantity f 0 (x) · ∆x is called differential of the function f , denoted by

df = f 0 (x) · ∆x.

If f (x) = x, then df = 1 · ∆x = dx. We adopt the convention that

∆x = dx df = f 0 (x)dx.

Theorem
If x = x(t), then df = f 0 (x)dx.

Do Trong Hoang (SAMI-HUST) Chapter 1 13 / 20

 1.8: Derivatives and differentials

Proposition
1 d(c) = 0, where c is constant
2 d(u ± v ) = du ± dv
3 d(uv ) = vdu + udv
4 d( vu ) = vdu−udv
v2
(v 6= 0).

Example Find f 0 (x) if d

dx (f (2021x)) = x 2.

Do Trong Hoang (SAMI-HUST) Chapter 1 14 / 20

 1.8: Derivatives and differentials

Linear approximation

In the definition of differentials,

∆y = f 0 (x0 )∆x + o(∆x).

This implies that ∆y ≈ f 0 (x0 )∆x. Therefore,

f (x0 + ∆x) ≈ f (x0 ) + f 0 (x0 )∆x.

√
Example: Use a linear approximation to estimate the given number 16.3?

Do Trong Hoang (SAMI-HUST) Chapter 1 15 / 20

 1.8: Derivatives and differentials

Higher Derivatives and Higher Differentials

The n-th derivative f (n) of the function f if it is the derivative of f (n−1) .

Using Leibniz notation, we write the n-th derivative of y = f (x) as

d d n−1 f d nf
 
=
dx dx n−1 dx n

The n-th differential d n f of the function f if it is differential of d n−1 f , and

we write
d n f (x) = d(d n−1 (f (x))) = f (x)(n) dx n

Do Trong Hoang (SAMI-HUST) Chapter 1 16 / 20

 1.8: Derivatives and differentials

Higher derivatives of some functions

(x α )(n) = α(α − 1) . . . (α − n + 1)x α−n

 (n)
1 n!an
ax+b = (−1)n (ax+b) n+1

nπ
(sin x)(n) = sin(x + 2 )
(cos x)(n) = cos(x + nπ
2 )
(ax )(n) = ax (ln a)n
n−1
[ln(ax + b)](n) = (−1)n−1 (n−1)!a
(ax+b)n

Do Trong Hoang (SAMI-HUST) Chapter 1 17 / 20

 1.8: Derivatives and differentials

Let u and v be two n-th order differentiable functions. Then

1 (u ± v )(n) = u (n) ± v (n) .
n
(uv )(n) = Cnk u (k) v (n−k) (Leibniz).
P
2
k=0
Example.
1 Find y (n) (x), with y = e x cos x.
1
2 Given a function f (x) = x 2 −x+1
. Compute f (2021) (0).

Do Trong Hoang (SAMI-HUST) Chapter 1 18 / 20

 1.8: Derivatives and differentials

Homeworks

(1) Let f be a differentiable function on (a, b) such that lim+ f (x) = +∞,
x→a
lim f (x) = −∞ and f 0 (x) + (f (x))2 > −1 for all x ∈ (a, b). Prove
x→b −
that b − a ≥ π and given an example where b − a = π.
(2) Suppose that the differentiable functions a, b, f , g : R → R satisfy
f (x) ≥ 0, f 0 (x) ≥ 0, g (x) > 0, g 0 (x) > 0 for all x ∈ R,
lim a(x) = A > 0, lim b(x) = B > 0, lim f (x) = lim g (x) = ∞,
x→∞ x→∞ x→∞ x→∞
f 0 (x)
and g 0 (x) + a(x) gf (x)
(x) = b(x). Prove that

f (x) B
lim = .
x→∞ g (x) A+1

Do Trong Hoang (SAMI-HUST) Chapter 1 19 / 20

Chapter 1: Differentiation of functions of single variable

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

Do Trong Hoang (SAMI-HUST) Chapter 1 1 / 13

 1.9: Mean value theorems and applications

1.9: Mean value theorems and applications

Do Trong Hoang (SAMI-HUST) Chapter 1 2 / 13

 1.9: Mean value theorems and applications

Local maximum and local minimum

Let f be a continuous on (a, b), x0 ∈ (a, b).

1 If f (x) − f (x0 ) > 0 for all x is near x0 (this means that
f (x) − f (x0 ) > 0 on some open interval that contains x0 , except
possibly at x0 itself) then f has local minimum at x0 .
2 If f (x) − f (x0 ) < 0 for all x is near x0 then f has local maximum at
x0 .
The fucntion f has local extreme at x0 if it’s either local minimum or local
maximum at x0 .

Do Trong Hoang (SAMI-HUST) Chapter 1 3 / 13

 1.9: Mean value theorems and applications

Theorem (Fermat’s theorem)

Let f be a continuous function on [a, b]. The function f has a local
extremum at the some point c ∈ (a, b) and is differentiable there, then
f 0 (c) = 0.

Do Trong Hoang (SAMI-HUST) Chapter 1 4 / 13

 1.9: Mean value theorems and applications

A number c is called critical of f if f 0 (c) = 0 or f 0 (c) does not exist.

The First Derivative Test.
If f 0 changes from positive to negative at a critical number c, then
f (c) is a local maximum.
If f 0 changes from negative to positive at c, then f (c) is a local
minimum.
The Second Derivative Test. Suppose that f 0 (c) = 0 and f 00 (c) 6= 0.
Then,
If f 00 (c) > 0, then f (c) is a local minimum.
If f 00 (c) < 0, then f (c) is a local maximum.

Do Trong Hoang (SAMI-HUST) Chapter 1 5 / 13

 1.9: Mean value theorems and applications

Definition
1 A graph of f is called concave upward on the interval I if f 00 (x) > 0

for all x ∈ I .
2 A graph of f is called concave downward on the interval I if
f 00 (x) < 0 for all x ∈ I .
3 A point P(c, f (c)) on the graph of y = f (x) is called inflection point
if f 00 (x) changes from positive to negative, or from negative to
positive at c.

Do Trong Hoang (SAMI-HUST) Chapter 1 6 / 13

 1.9: Mean value theorems and applications

Theorem (Rolle’s theorem)

Let f be a function that satisfies the following three hypotheses:
1 f is continuous on the closed interval [a, b].
2 f is differentiable on the open interval (a, b).
3 f (a) = f (b).
Then there is a number c in (a, b) such that f 0 (c) = 0.

Do Trong Hoang (SAMI-HUST) Chapter 1 7 / 13

 1.9: Mean value theorems and applications

Examples

(1) Prove that the equation x 3 + x − 1 = 0 has exactly one real root.
(2) Let f be a continuous on [0, 1] and differentiable on (0, 1) such that
f (1) = 0. Prove that there exists c ∈ (0, 1) such that
cf 0 (c) = (c − 1)f (c).

Do Trong Hoang (SAMI-HUST) Chapter 1 8 / 13

 1.9: Mean value theorems and applications

The Mean Value Theorem - Lagrange’s Theorem

Theorem (The Mean Value Theorem)
Let f be a function that satisfies the following hypotheses:
1 f is continuous on the closed interval [a, b].
2 f is differentiable on the open interval (a, b).
Then there is a number c in (a, b) such that

f (b) − f (a)
f 0 (c) = .
b−a

Do Trong Hoang (SAMI-HUST) Chapter 1 9 / 13

 1.9: Mean value theorems and applications

Examples

Example: Let a, b, c be the real numbers satisying a + b + c = 0. Prove

that: 3ax 2 + 4bx + 5c = 0 has at least one root in (1, +∞).

Do Trong Hoang (SAMI-HUST) Chapter 1 10 / 13

 1.9: Mean value theorems and applications

Cauchy’s theorem

Theorem
Let f and g be two functions that satisfies the following conditions:
1 f and g are continuous on the closed interval [a, b],
2 f and g are differentiable on the open interval (a, b),
3 g 0 (x) 6= 0 for some x ∈ (a, b).
Then there is a number c in (a, b) such that

f (b) − f (a) f 0 (c)

= 0 .
g (b) − g (a) g (c)

Do Trong Hoang (SAMI-HUST) Chapter 1 11 / 13

 1.9: Mean value theorems and applications

L’Hospital Rule

Suppose f and g are differentiable and g 0 (x) 6= 0 on an open interval I

that contains a (except possibly at a). Suppose that
 
 lim f (x) = 0  lim f (x) = ∞
x→a OR x→a
 lim g (x) = 0,  lim g (x) = ∞
x→a x→a

Then
f (x) f 0 (x)
lim = lim 0 .
x→a g (x) x→a g (x)

if the limit on the right side exists (or is ±∞).

Do Trong Hoang (SAMI-HUST) Chapter 1 12 / 13

Chapter 1: Differentiation of functions of single variable

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

Do Trong Hoang (SAMI-HUST) Chapter 1 1 / 12

 Taylor and Maclaurin series

Taylor and Maclaurin series

If f is continuous function on [a, b] and has the (n + 1)-th order

differentiable on the interval (a, b). For x0 ∈ (a, b), the Taylor series
expansion at x0 is

f 0 (x0 ) f 00 (x0 )
f (x) = f (x0 ) + (x − x0 ) + (x − x0 )2 + · · · +
1! 2!
f (n) (x0 )
+ (x − x0 )n + o((x − x0 )n ).
n!
If x0 = 0, then

f 0 (0) f 00 (0) 2 f (n) (0) n

f (x) = f (0) + x+ x + ··· + + x + o(x n )
1! 2! n!
is called Maclaurin series expansion.

Do Trong Hoang (SAMI-HUST) Chapter 1 2 / 12

 Taylor and Maclaurin series

List of Maclaurin series of some common functions

∞
α

α(α−1)···(α−n+1) n
(1) (1 + x)α = x n = 1 + αx + · · · + + o(x n )
P
n n! x
n=0
∞
1
(−1)n x n = 1 − x + x 2 − · · · + (−1)n x n + o(x n )
P
(2) 1+x =
n=0
∞
1
x n = 1 + x + x 2 + · · · + x n + o(x n )
P
(3) 1−x =
n=0
∞
xn x2 xn
(4) e x = + o(x n )
P
n! =1+x + 2! + ··· + n!
n=0
∞ 2n+1
x x3 x5 x 2n+1
(−1)n (2n+1)! − · · · + (−1)n (2n+1)! + o(x 2n+1 )
P
(5) sin x = =x− 3! + 5!
n=0
∞ 2n
x x2 x4 x 2n
(−1)n (2n)! − · · · + (−1)n (2n)! + o(x 2n )
P
(6) cos x = =1− 2! + 4!
n=0
∞ n
x2 x3 n
(−1)n−1 xn = x − + · · · + (−1)n−1 xn + o(x n ).
P
(7) ln(1 + x) = 2 + 3
n=1

Do Trong Hoang (SAMI-HUST) Chapter 1 3 / 12

 Taylor and Maclaurin series

Examples

Evaluate  
1 1
(1) lim −
x→∞ sin x tan x
x
e − sin x − cos x
(2) lim
x→0 x2

Do Trong Hoang (SAMI-HUST) Chapter 1 4 / 12

 Taylor and Maclaurin series

Convex functions
A function f is defined on the interval I is convex if ∀x1 , x2 ∈ I (x1 < x2 )
and ∀t ∈ [0, 1]:

tf (x1 ) + (1 − t)f (x2 ) ≥ f (tx1 + (1 − t)x2 )

Do Trong Hoang (SAMI-HUST) Chapter 1 5 / 12

 Taylor and Maclaurin series

Theorem
If f is continuous and f 00 (x) > 0 on the interval I , then f is convex on I .

Attend class for the detailed proof!

Do Trong Hoang (SAMI-HUST) Chapter 1 6 / 12

 Taylor and Maclaurin series

Jensen’s inequality

Suppose that f is convex function on the interval I . Let x1 , . . . , xn ∈ I and

n
P
λ1 , . . . , λn ∈ [0, 1] such that λi = 1, we have
i=1

Xn n
X
f( λi xi ) ≤ λi f (xi ).
i=1 i=1

In particular, when λ1 = λ2 = · · · = λn = n1 , we obtain

 
x1 + · · · + xn f (x1 ) + · · · + f (xn )
f ≤
n n

Do Trong Hoang (SAMI-HUST) Chapter 1 7 / 12

 Taylor and Maclaurin series

AM-GM inequality

Let ai ≥ 0 for 1 ≤ i ≤ n. Show that

√ a1 + a2 + · · · + an
n
a1 a2 . . . an ≤ .
n

Do Trong Hoang (SAMI-HUST) Chapter 1 8 / 12

 Taylor and Maclaurin series

Newton method

We are trying to find a root, labeled by r , of the equation f (x) = 0.

1 Start with a first approximation

x1 .
2 The tangent line L to the curve
y = f (x) at the point (x1 , f (x1 ))
and look at the x-intercept of L,
labeled x2 . If f 0 (x1 ) 6= 0), then
f (x1 )
x2 = x1 −
f 0 (x1 )
3 Keep repeating this process, we
f (xn )
obtain a sequence of xn+1 = xn −
approximations x1 , x2 , x3 , . . . as f 0 (xn )
shown in Figure. (if f 0 (xn ) 6= 0).

Do Trong Hoang (SAMI-HUST) Chapter 1 9 / 12

 Taylor and Maclaurin series

Examples

Find, correct to six decimal places, the root of the equation

cos x = x.

Do Trong Hoang (SAMI-HUST) Chapter 1 10 / 12

 Taylor and Maclaurin series

Homeworks

1 1
1 (Hölder’s inequality) Let p, q > 1 with p + q = 1 and xi , yi ∈ R for
1 ≤ i ≤ n. Prove that

n n
!1 n
!1
X X p X p

| xi yi | ≤ |xi |p |yi |q
i=1 i=1 i=1

2 (Minkowski’s inequality) Let p > 1 and xi , yi ∈ R for 1 ≤ i ≤ n.

Prove that
n
!1 n
!1 n
!1
X p X p X p

|xi + yi |p ≤ |xi |p + |yi |q

i=1 i=1 i=1

Do Trong Hoang (SAMI-HUST) Chapter 1 11 / 12

Chapter 1: Differentiation of functions of single variable

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

Do Trong Hoang (SAMI-HUST) Chapter 1 1 / 19

 1.10: Analyzing a function with its derivative

1.10: Analyzing a function

Do Trong Hoang (SAMI-HUST) Chapter 1 2 / 19

 1.10: Analyzing a function with its derivative

1.10.1. Sketch a curve y = f (x)

Step 1: Domain – the set of values of x for which f (x) is defined.

Step 2: Symmetry– even/odd functions and periodic function.

Do Trong Hoang (SAMI-HUST) Chapter 1 3 / 19

 1.10: Analyzing a function with its derivative

Step 3: Asymptotes
Horizontal asymptote y = L:

lim f (x) = L or lim f (x) = L.

x→+∞ x→−∞

Vertical asymptote x = a:

f (a) is not defined, but
 lim+ f (x) = +∞ or lim f (x) = −∞.
x→a x→a−

Slant asymptote y = mx + b:

f (x)
m = lim
x 6= 0
x→∞
b = lim [f (x) − mx)]
x→∞

Do Trong Hoang (SAMI-HUST) Chapter 1 4 / 19

 1.10: Analyzing a function with its derivative

Step 4: Intervals of Increase or Decrease

Compute f 0 (x)
Find the intervals on which f 0 (x) is positive (f is increasing) and the
intervals on which f 0 (x) is negative (f is decreasing).

Step 5: Local Maximum and Minimum Values

Find all critical numbers of f .
Using the first/second derivative test, find the local maximum and
local minimum values of f .

Do Trong Hoang (SAMI-HUST) Chapter 1 5 / 19

 1.10: Analyzing a function with its derivative

Step 6: Concavity and Points of Inflection

The curve is concave upward where f 00 (x) > 0

The curve is concave downward where f 00 (x) < 0.
The inflection points occur where the direction of concavity changes.

Step 7: Sketch the Curve

Sketch the asymptotes as dashed lines.
Plot the maximum and minimum points, and inflection points.
Make the curve pass through these points, rising and falling according
to Step 4, with concavity according to Step 6, and approaching the
asymptotes.

Do Trong Hoang (SAMI-HUST) Chapter 1 6 / 19

 1.10: Analyzing a function with its derivative

Example: How many asymptotes of the graph of the function

1
f (x) = .
2 + 3 arctan x
A. 2 B. 3 C. 4 D. 5

Do Trong Hoang (SAMI-HUST) Chapter 1 7 / 19

 1.10: Analyzing a function with its derivative

Example: Use the guideline to sketch the curve of the function

x2
y = f (x) = √ .
x +1

Do Trong Hoang (SAMI-HUST) Chapter 1 8 / 19

 1.10: Analyzing a function with its derivative

1.10.2. Sketch a curve given by parameter form

A curve is given by the parameter form:

(
x = x(t)
y = y (t)

Do Trong Hoang (SAMI-HUST) Chapter 1 9 / 19

 1.10: Analyzing a function with its derivative

Example The parameter equation of

(
x = mt + a
1 line: , with t ∈ R and m2 + n2 6= 0.
y = nt + b
(
x = R cos t
2 circle: , with t ∈ [0, 2π) and R ≥ 0.
y = R sin t
(
x = a cos t
3 ellip: , with t ∈ [0, 2π) and a, b ≥ 0.
y = b sin t

Do Trong Hoang (SAMI-HUST) Chapter 1 10 / 19

 1.10: Analyzing a function with its derivative

Asymptotes

Step 1: Domain – the set of values of t for which x(t) and y (t) are
defined.
Step 2: Symmetry– even/odd functions and periodic function.

Do Trong Hoang (SAMI-HUST) Chapter 1 11 / 19

 1.10: Analyzing a function with its derivative

Step 3: Asymptotes
Horizontal asymptote y = L:

 lim x(t) = ∞
t→t0
 lim y (t) = L
t→t0

Vertical asymptote x = a:

 lim x(t) = a
t→t0
 lim y (t) = ∞
t→t0

Slant asymptote y = mx + b:

m = lim y (t) 6= 0

t→t0 x(t)
b = lim [y (t) − m · x(t)]

t→t0

Do Trong Hoang (SAMI-HUST) Chapter 1 12 / 19

 1.10: Analyzing a function with its derivative

dy y 0 (t)
y0 = = 0
dx x (t)
2 d y 0 (t) y 00 (t)x 0 (t) − y 0 (t)x 00 (t)
 
d y
y 00 = = 0
= .
dx 2 dx x (t) [x 0 (t)]3

Do Trong Hoang (SAMI-HUST) Chapter 1 13 / 19

 1.10: Analyzing a function with its derivative

Example Use the guideline to sketch the curve of the function given by
(
x = a cos3 t
(a > 0)
y = a sin3 t

Do Trong Hoang (SAMI-HUST) Chapter 1 14 / 19

 1.10: Analyzing a function with its derivative

1.10.3. Sketch a curve given by polar functions

The polar coordinates (r , ϕ) of a

point are related to the rectangular
coordinates (x, y ) by the equations

x = r cos ϕ y = r sin ϕ

0 ≤ ϕ ≤ 2π, r ≥ 0
x2 + y2 = r2

A function r = f (ϕ) is called polar function.

Do Trong Hoang (SAMI-HUST) Chapter 1 15 / 19

 1.10: Analyzing a function with its derivative

Example:
(1) r = a (a > 0) is a cycle with center O(0, 0) and radius a.
(2) r = acos(ϕ) (a > 0) is a cycle with center O( 2a , 0) and radius 2a .
(3) Let (C ) be a polar curve r = 2 cos ϕ − 3 sin ϕ. The equation of C in
the Descarter coordinate is

A. x 2 − y 2 = 2x − 3y D. x 2 + y 2 = 2x + 3y
B. x 2 + y 2 = 2x + 3y E. x 2 + y 2 = 3x + 2y
C. x 2 + y 2 = 2x − 3y . F. x 2 + y 2 = 2y − 3x

Do Trong Hoang (SAMI-HUST) Chapter 1 16 / 19

 1.10: Analyzing a function with its derivative

Example: The logarithmic spiral is given by r = ae bϕ , with a, b > 0.

Do Trong Hoang (SAMI-HUST) Chapter 1 17 / 19

 1.10: Analyzing a function with its derivative

The Cardioid curve is given by r = a + b cos ϕ (0 < a ≤ b).

Do Trong Hoang (SAMI-HUST) Chapter 1 18 / 19

 1.10: Analyzing a function with its derivative

The rose curve with 3 petals is given by r = a sin(3ϕ) (a > 0).

Do Trong Hoang (SAMI-HUST) Chapter 1 19 / 19

 Chapter 2: Integration of functions

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

Do Trong Hoang (SAMI-HUST) Chapter 2 1 / 18

Contents

”Success is the sum of small efforts, repeated day in and day out”
Robert Collier
2.1 Antiderivatives
2.2 Definite integrals
2.3 Improper integrals
2.4 Applications of definite integrals

Do Trong Hoang (SAMI-HUST) Chapter 2 2 / 18

 2.1: Antiderivatives

2.1: Antiderivatives

A function F (x) is called antiderivative of f (x) on the interval I if F (x) is

differentiable on I and F 0 (x) = f (x) for all x ∈ I .
Theorem
If F (x) is an antiderivative of f (x) on an interval I then the most general
antiderivative of f on I is F (x) + C , where C is an arbitrary constant.

The set of antiderivatives of f (x) denotes by

Z
f (x)dx = F (x) + C ,

where F is an antiderivative of f .

Do Trong Hoang (SAMI-HUST) Chapter 2 3 / 18

 2.1: Antiderivatives

Proposition
Let a, b ∈ R. Then
[ f (x)dx]0 = f (x) OR d( f (x)dx) = f (x)dx
R R
1)
R 0 R
2) F (x)dx = F (x) + C OR dF = F (x) + C
R R R
3) [af (x) + bg (x)]dx = a f (x)dx + b g (x)dx

Do Trong Hoang (SAMI-HUST) Chapter 2 4 / 18

 2.1: Antiderivatives

Antiderivative formulas

x α+1
x α dx =
R
(1) +C (−1 6= α ∈ R).
α+1
R dx
(2) = ln |x| + C
R x R
(3) sin x = − cos x + C cos xdx = sin x + C
R dx R dx
(4) = tan x + C = − cot x + C
cos2 x sin2 x
R x ax R x
(5) a = + C (0 < a 6= 1); e dx = e x + C
R dx ln a
1
(6)
a2 −x 2
= 2a ln | a+x
a−x | + C
dx dx
= arcsin xa + C , = 1a arctan xa + C .
R R
(7) √
2
a −x 2 a + x2
2

Do Trong Hoang (SAMI-HUST) Chapter 2 5 / 18

 2.1: Antiderivatives

The Substitution Rule

1 If u = g (x) is a differentiable function whose range is an interval I

and f is continuous on I , then
Z Z
0
f (g (x))g (x)dx = f (u)du.

2 If t = ϕ(x), where ϕ(x) is continuous differentiable function and

f (x) = g (ϕ(x))ϕ0 (x). Then
Z Z
f (x)dx = g (t)dt.

Do Trong Hoang (SAMI-HUST) Chapter 2 6 / 18

 2.1: Antiderivatives

Example

Evaluate
e 2x
(t = e x )
R
(1) A= dx
ex + 1
Rq x
(2) B= 2−x dx (x = 2 sin2 t, 0 ≤ t ≤ π2 )

Do Trong Hoang (SAMI-HUST) Chapter 2 7 / 18

 2.1: Antiderivatives

Trigonometric Substitutions

Expression
√ Substitution
x = a sin t, t ∈ [− π2 , π2 ] OR x = a cos t, t ∈ [0, π]
R
R(x, a2 − x 2 )dx
√
x = a tan t, t ∈ (− π2 , π2 )
R
R(x, a2 + x 2 )dx
R √ a π 3π
R(x, x 2 − a2 )dx x= cos t , t ∈ [0, 2 ) ∪ [π, 2 ), OR
a π 3π
x= sin t , t ∈ (0, 2 ] ∪ (π, 2 ]
R √ √
R(x, x 2 + α)dx t=x+ x2 + α
t = tan x2 , x ∈ [−π, π]
R
R(sin x, cos x)dx

Do Trong Hoang (SAMI-HUST) Chapter 2 8 / 18

 2.1: Antiderivatives

Examples

Evaluate
R√
1 a2 − x 2 dx
R dx
2 √
x2 + a

Do Trong Hoang (SAMI-HUST) Chapter 2 9 / 18

 2.1: Antiderivatives

Integration by parts

The Product Rule states that if u(x) and v (x) are differentiable functions,
then
d
[u(x)v (x)] = u 0 (x)v (x) + v 0 (x)u(x).
dx
Then the formula for integration by parts is
Z Z
udv = uv − vdu

Do Trong Hoang (SAMI-HUST) Chapter 2 10 / 18

 2.1: Antiderivatives

Examples

Compute the following integrals

I = e ax cos(bx)dx, where ab 6= 0.
R
(1)
R√
(2) x 2 + adx, where a ∈ R.

Do Trong Hoang (SAMI-HUST) Chapter 2 11 / 18

 2.1: Antiderivatives

Formulas to remember

R√ √ a2
1 a2 − x 2 dx = 12 x a2 − x 2 + 2 arcsin xa + C
R dx √
2 √ = ln |x + x 2 + a| + C
x2 + a
R√ h √ √ i
3 x 2 + adx = 12 x x 2 + a + a ln |x + x 2 + a| + C

Do Trong Hoang (SAMI-HUST) Chapter 2 12 / 18

 2.1: Antiderivatives

Integration of rational functions

Let P(x) and Q(x) be polynomials. Evaluate

Z
P(x)
dx
Q(x)

If deg P(x) ≥ deg Q(x), then dividing Q(x) into P(x) until a remainder
R(x). We obtain

P(x) = h(x)Q(x) + R(x), with deg R(x) < deg Q(x).

Then Z Z Z
P(x) R(x)
dx = h(x)dx + dx
Q(x) Q(x)

Do Trong Hoang (SAMI-HUST) Chapter 2 13 / 18

 2.1: Antiderivatives

Without loss of generality, this leads us to deal with

Z
P(x)
dx, where deg P(x) < deg Q(x).
Q(x)

Decompose the polynomial Q(x) into irreducible factors as follows:

Q(x) = (x − a1 )α1 · · · (x − am )αm (x 2 + p1 x + q1 )β1 · · · (x 2 + pn x + qn )βn .

P(x)
From this, the rational function can be expressed as a sum of
Q(x)
simpler fractions. Therefore, the integral can reduce to calculate the
following integrals:
Z Z
dx Mx + N
I) (k ≥ 1) II ) dx (m ≥ 1)
(x − a)k (x 2 + px + q)m

Do Trong Hoang (SAMI-HUST) Chapter 2 14 / 18

 2.1: Antiderivatives

Compute (I):

 (x − a)−k+1

Z
dx if k 6= 1
= −k + 1
(x − a)k
ln |x − a| if k = 1


Compute (II):
p p2
x 2 + px + q = (x + )2 + (q − ).
2 4
q
p 2
Set t = x + 2 and a = q − p4 . Then
Z Z Z
Mx + N M 2tdt Mp dt
dx = + (N − )
(x + px + q)m
2 2 2
(t + a )2 m 2 (t 2 + a2 )m

Do Trong Hoang (SAMI-HUST) Chapter 2 15 / 18

 2.1: Antiderivatives

(II.1)
(t 2 +a2 )−m+1
(
d(t 2 + a2 ) if m 6= 1
Z Z
2tdt −m+1 +C
= =
(t + a2 )m
2 (t 2 + a2 )m ln(t 2 + a2 ) +C if m = 1

dt
R
(II.2) Compute Im = (t 2 +a2 )m
. Apply the for integration by parts with
1
u= (t 2 +a2 )m
and dv = dt. We have

x
Im = + 2mIm − 2a2 mIm+1
(x 2 + a 2 )m

This implies that

1 x 2m − 1 1
Im+1 = 2
· 2 2 m
+ · 2 Im .
2ma (x + a ) 2m a

Do Trong Hoang (SAMI-HUST) Chapter 2 16 / 18

 2.1: Antiderivatives

Examples

Evaluate
R dx
1
x − x + 2x − 2x 2 + x − 1
5 4 3
R dx
2 √
(x − 1) 1 − x 2
R x 2 dx
3 √ , a > 0.
x 2 − a2

Do Trong Hoang (SAMI-HUST) Chapter 2 17 / 18

 Chapter 2: Integration of functions

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

Do Trong Hoang (SAMI-HUST) Chapter 2 1 / 28

 2.2: Definite integrals

2.2: Definite integrals

Do Trong Hoang (SAMI-HUST) Chapter 2 2 / 28

 2.2: Definite integrals

Area problem

Problem: Find the area of the region S that lies under the curve y = f (x)
from a to b. This means that S is bounded by the graph of a continuous
function f , where f ≥ 0, the vertical lines x = a, x = b and the x-axis.

Do Trong Hoang (SAMI-HUST) Chapter 2 3 / 28

 2.2: Definite integrals

We start by subdividing S into n strips S1 , S2 , . . . , Sn of equal width

∆x = b−a n . These strips divide the interval [a, b] into n subintervals
[xi−1 , xi ], where x0 = a < x1 < . . . < xn = b and xi = a + i∆x for all
0 ≤ i ≤ n. Let xi∗ be any sample point in subintervals [xi−1 , xi ]. Each strip
Si is approximated by a rectangle with width ∆x and height f (xi∗ ). Then
the area A of the region S is the limit of the sum of the areas of
approximating rectangles.
Xn
A = lim f (xi∗ )∆x
n→∞
i=1

Do Trong Hoang (SAMI-HUST) Chapter 2 4 / 28

 2.2: Definite integrals

Left endpoints
Let xi∗ = xi−1 for all 1 ≤ i ≤ n. Then f (xi∗ ) = f (xi−1 ) and
n
X n−1
X
A = lim f (xi−1 )∆x = lim f (xi )∆x,
n→∞ n→∞
i=1 i=0

b−a
where ∆x = n and xi = a + i∆x.

Do Trong Hoang (SAMI-HUST) Chapter 2 5 / 28

 2.2: Definite integrals

Right endpoints
Let xi∗ = xi for all 1 ≤ i ≤ n. Then f (xi∗ ) = f (xi ) and
n
X
A = lim f (xi )∆x,
n→∞
i=1

b−a
where ∆x = n and xi = a + i∆x.

Do Trong Hoang (SAMI-HUST) Chapter 2 6 / 28

 2.2: Definite integrals

Midpoints
xi−1 + xi
Let xi∗ = for all 1 ≤ i ≤ n. Then
2
n  
X xi−1 + xi
A = lim f ∆x,
n→∞ 2
i=1

b−a
where ∆x = n and xi = a + i∆x.

Do Trong Hoang (SAMI-HUST) Chapter 2 7 / 28

 2.2: Definite integrals

Definite integrals

If f is a bounded function defined on [a, b], we divide the interval [a, b]

into n subintervals [xi−1 , xi ] where a = x0 < x1 < · · · < xn = b. We let xi∗
be any sample points in these subintervals [xi−1 , xi ]. Let λ = max ∆xi ,
1≤i≤n
∆xi = xi − xi−1 . The definite integral of f from a to b is
Z b n−1
X
f (x)dx = lim f (xi∗ )∆xi .
a λ→0
i=0

provided this limit exists and gives the same value for all possible choices
of sample points. If it does exist, we say that f is integrable on [a, b].
Rb Ra
a f (x)dx := − b f (x)dx.
1 If b < a, then
Rb
2 If a = b, then
a f (x)dx = 0.

Do Trong Hoang (SAMI-HUST) Chapter 2 8 / 28

 2.2: Definite integrals

Remark
If f (x) is a continuous function on [a, b] and f (x) ≥ 0 for all x ∈ [a, b],
Rb
then a f (x)dx can be interpreted as the area under the curve y = f (x)
from a to b.

Example. Evaluate the following integrals by interpreting each in terms of

areas
Z1 p
1 − x 2 dx.
0

Do Trong Hoang (SAMI-HUST) Chapter 2 9 / 28

 2.2: Definite integrals

Example: Express the limit as a definite integral

 
1 1 1
lim √ √ +√ √ + ··· + √ √
n→∞ n n+1 n n+2 n n+n

Do Trong Hoang (SAMI-HUST) Chapter 2 10 / 28

 2.2: Definite integrals

Criteria for integrability

Theorem
f is integrable on [a, b] if and only if lim (S − s) = 0, where
λ→0

n
X n
X
S= Mi ∆xi , s = mi ∆xi , Mi = sup f (x) and mi = inf f (x).
x∈∆xi x∈∆xi
i=0 i=0

Attend class for the detailed proof!

Do Trong Hoang (SAMI-HUST) Chapter 2 11 / 28

 2.2: Definite integrals

Theorem
1 If f is continuous on [a, b], then f is integrable on [a, b].

2 Let f be a bounded function. If the set of discontinuities of f is finite,

then f is integrable on [a, b].
3 If f is a monotonic and bounded on [a, b], then f is integrable on
[a, b]

Do Trong Hoang (SAMI-HUST) Chapter 2 12 / 28

 2.2: Definite integrals

Properties

Let f and g be integrable functions.

Rb Rb Rb
(1)
a [αf (x) + βg (x)]dx = α f (x)dx + β a g (x)dx
a
(2) If a < c < b, then
Z c Z b Z b
f (x)dx + f (x)dx = f (x)dx
a c a
Rb
(3) If f (x) ≥ 0 on [a, b], then f (x)dx ≥ 0.
a
Rb Rb
(4) If f (x) ≥ g (x) on [a, b], then a f (x)dx ≥ a g (x)dx.

Do Trong Hoang (SAMI-HUST) Chapter 2 13 / 28

 2.2: Definite integrals

5 If f is an integrable on [a, b], then |f | is also an integrable on [a, b],

and
Zb Zb
f (x)dx ≤ |f (x)|dx
a a
6 If m ≤ f (x) ≤ M on [a, b], then

Zb
m(b − a) ≤ f (x)dx ≤ M(b − a).
a

Do Trong Hoang (SAMI-HUST) Chapter 2 14 / 28

 2.2: Definite integrals

The Mean Value Theorem for Integrals I

Let f be integrable on [a, b] and

m ≤ f (x) ≤ M for all x ∈ [a, b].
Then there exists µ ∈ [m, M] such
that
Z b
f (x)dx = µ(b − a).
a
In addition, if f is continuous on
[a, b], then there exists c ∈ [a, b]:
Z b
1
f (c) = f (x)dx.
b−a a

Do Trong Hoang (SAMI-HUST) Chapter 2 15 / 28

 2.2: Definite integrals

Example. Show that the average velocity of a car over a time interval
[t1 , t2 ] is the same as the average of its velocities during the trip.

Do Trong Hoang (SAMI-HUST) Chapter 2 16 / 28

 2.2: Definite integrals

The Mean Value Theorem for Integrals II

Theorem
Suppose f (x) and f (x)g (x) are integrable on [a, b], m ≤ f (x) ≤ M and
g (x) ≥ 0 (or g (x) ≤ 0) for all x ∈ [a, b]. Then there exists µ ∈ [m, M]
such that Z b Z b
f (x)g (x)dx = µ g (x)dx.
a a
In addition, if f is continuous on [a, b], then there exists c ∈ [a, b]:
Z b Z b
f (x)g (x)dx = f (c) g (x)dx.
a a

Do Trong Hoang (SAMI-HUST) Chapter 2 17 / 28

 2.2: Definite integrals

Derivative of integration functions

Rx
If f (t) is integrable on [a, b], then F (x) = a f (t)dt is continuous on
[a, b]. In additon, if f (t) is continuous at x ∈ [a, b], then
 x 
Z
d 
F 0 (x) = f (t)dt  = f (x).
dx
a

Example Compute
R sin x √
tan tdt
(1) lim+ R0tan x √
x→0 sin tdt
 0 
d R x3 dt
(2)
x2
√ .
dx 1 + t4

Do Trong Hoang (SAMI-HUST) Chapter 2 18 / 28

 2.2: Definite integrals

Newton-Lebnitz formula

If f is continuous on [a, b] and F is an antiderivative of f , then

Z b b
f (x)dx = F (x) = F (b) − F (a).
a a

Do Trong Hoang (SAMI-HUST) Chapter 2 19 / 28

 2.2: Definite integrals

The Substitution Rule for Definite Integrals

1 If g 0 is continuous on the closed interval [a, b] and f is continuous on

the range of u = g (x), then

Zb Z g (b)
0
f (g (x))g (x)dx = f (u)du
g (a)
a

2 If x = ϕ(t), where ϕ is continuously differentiable function on [α, β]

with ϕ(α) = a, ϕ(β) = b. Then
Z b Z β
f (x)dx = f (ϕ(t))ϕ0 (t)dt
a α

Do Trong Hoang (SAMI-HUST) Chapter 2 21 / 28

 2.2: Definite integrals

Example: Z 1
dx
(0 < α < π).
−1 x 2 − 2x cos α + 1

Do Trong Hoang (SAMI-HUST) Chapter 2 22 / 28

 2.2: Definite integrals

Integrals of symmetric functions

Theorem
Suppose that f is continuous on the symmetric domain D.
Ra Ra
1 If f is even function, then
−a f (x)dx = 2 0 f (x)dx.
Ra
2 If f is odd function, then
−a f (x)dx = 0.

Do Trong Hoang (SAMI-HUST) Chapter 2 23 / 28

 2.2: Definite integrals

Example: Let a > 0. Evaluate

Za
f (x)
dx,
f (x) + f (−x)
−a

where f is continuous on [−a, a].

Do Trong Hoang (SAMI-HUST) Chapter 2 24 / 28

 2.2: Definite integrals

Integration of parts

Let u and v be continuously differentiable on [a, b]. Then

Z b b
Z b
udv = uv − vdu.
a a a

Do Trong Hoang (SAMI-HUST) Chapter 2 25 / 28

 2.2: Definite integrals

Warllis integrals

Example. For all n ∈ N∗ , show that

(n − 1)!! π

Z π Z π

 · if n even
n!! 2
2 2

n n
sin xdx = cos xdx =
0 0  (n − 1)!!

if n odd .

n!!

Do Trong Hoang (SAMI-HUST) Chapter 2 26 / 28

 2.2: Definite integrals

Home works

Example Express the limit as a definite integral

!
1 1 2 n−1
lim √ +√ + ··· + p
n→∞ n + 1 4n2 + 1 4n2 + 22 4n2 + (n − 1)2

Example: Use an integral to estimate the sum

10000
X √
i
i=1

Example Evaluate
Z 2π Z 1
p dx
(a) ln(sin x + 1 + sin2 x)dx (b) √
0 −1 1 + x + x 2 + x 4 + 3x 2 + 1

Do Trong Hoang (SAMI-HUST) Chapter 2 27 / 28

 Chapter 2: Integration of functions

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

Do Trong Hoang (SAMI-HUST) Chapter 2 1 / 21

 2.3: Improper integrals

2.3: Improper integrals

Do Trong Hoang (SAMI-HUST) Chapter 2 2 / 21

 2.3: Improper integrals

2.3.1. Improper integral of type 1

Definition
Rt
(a) If a f (x) exists for every number t ≥ a, then
Z +∞ Z t
f (x)dx := lim f (x)dx
a t→+∞ a

provided this limit exists (as a finite number).

Rb
(b) If t f (x) exists for every number t ≤ b, then
Z b Z b
f (x)dx := lim f (x)dx
−∞ t→−∞ t

provided this limit exists (as a finite number).

R +∞ Rb
The improper integrals a f (x)dx and −∞ f (x)dx are called convergent
if the corresponding limit exists and divergent if the limit does not exists.
Do Trong Hoang (SAMI-HUST) Chapter 2 3 / 21
 2.3: Improper integrals

R +∞ Rb
If both a f (x)dx and −∞ f (x)dx are convergent, then we define
Z +∞ Z a Z +∞
f (x)dx := f (x)dx + f (x)dx
−∞ −∞ a

Do Trong Hoang (SAMI-HUST) Chapter 2 4 / 21

 2.3: Improper integrals

Remark
RLet f (x) be a continuous functionR and f (x) ≥ 0 on [a, +∞). If
+∞ +∞
a f (x)dx is convergent, then a f (x)dx can be interpreted as the
area of the region S = {(x, y ) : x ≥ a and 0 ≤ y ≤ f (x)}.

Do Trong Hoang (SAMI-HUST) Chapter 2 5 / 21

 2.3: Improper integrals

Example:
+∞
R dx
(1) Find
−∞ 1 + x2
(2) Determine whether integral is convergent or divergent.
Z +∞
dx
(a > 0)
a xα

Do Trong Hoang (SAMI-HUST) Chapter 2 6 / 21

 2.3: Improper integrals

A comparison test

R +∞
Although we state the following tests for the improper integral a f (x)dx, a similar
Rb R∞
theorem is also true for the improper integrals −∞ f (x)dx and −∞ f (x)dx.

Theorem (Comparison Test)

Suppose that f and g are continuous function with f (x) ≥ g (x) ≥ 0 for
x ≥ a.
R +∞ R +∞
1 If f (x)dx is convergent, then a g (x)dx is convergent.
a
R +∞ R +∞
2 If g (x)dx is divergent, then a f (x)dx is divergent.
a

Do Trong Hoang (SAMI-HUST) Chapter 2 7 / 21

 2.3: Improper integrals

Examples

1. Use the Comparison Theorem to determine whether the integral is

convergent or divergent Z +∞
x
3
dx.
0 x +1

2. Find the values of p for which the integral converges and evaluate the
integral for those values of p.
Z +∞
1
dx
e x(ln x)p

Do Trong Hoang (SAMI-HUST) Chapter 2 8 / 21

 2.3: Improper integrals

A limit comparison test

Theorem
Suppose that f and g are continuous functions with f (x), g (x) ≥ 0 on the
inverval [a, +∞) and
f (x)
lim =L
x→∞ g (x)

R +∞ R +∞
Case 0 < L < +∞: either both a f (x)dx and a g (x)dx are
converge or both diverge.
R +∞ R +∞
Case L = 0: if a g (x)dx is convergent, then a f (x)dx is
convergent
R +∞ R +∞
Case L = +∞: if a g (x)dx is divergent, then a f (x)dx is
divergent.

Do Trong Hoang (SAMI-HUST) Chapter 2 9 / 21

 2.3: Improper integrals

Examples

Determine whether each integral is convergent or divergent.

R +∞ dx
a. 1 √ √
1 + x 3 1 + x2
√
R +∞ x
b. 1 dx
4 − 2x
x

Do Trong Hoang (SAMI-HUST) Chapter 2 10 / 21

 2.3: Improper integrals

Theorem
R +∞ R +∞
If a |f (x)|dx is convergent, then a f (x)dx is convergent.

R +∞
The integral af (x)dx is called
R +∞
absolute convergent if a |f (x)|dx is convergent.
R +∞
conditionally convergent if a f (x)dx is convergent, but
R +∞
a |f (x)|dx is divergent.

Do Trong Hoang (SAMI-HUST) Chapter 2 11 / 21

 2.3: Improper integrals

2.3.2. Improper integral of type 2

Definition
(a) If f is integrable on [a, t] for all a < t < b and f becomes infinite as
x → b − , then Z b Z t
f (x)dx = lim f (x)dx
a t→b − a
if this limit exists (as a finite number).
(b) If f is integrable on [t, b] for all a < t < b and f becomes infinite as
x → a+ , then Z b Z b
f (x)dx = lim+ f (x)dx
a t→a t
if this limit exists (as a finite number).
Rb
The improper integral a f (x)dx is called convergent if the corresponding
limit exists and divergent if the limit doesn’t exist.
Do Trong Hoang (SAMI-HUST) Chapter 2 12 / 21
 2.3: Improper integrals

If
R cf becomes infinite
R b as x approaches c, where a < c < b, and both
a f (x)dx and c f (x)dx are convergent, then we define
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c

Do Trong Hoang (SAMI-HUST) Chapter 2 13 / 21

 2.3: Improper integrals

Remark
If f (x) is continuous on [a, b) and is discontinuous at b, and f (x) ≥ 0 on
Rb Rb
[a, b) and a f (x)dx is convergent, then a f (x)dx can be interpreted as
the area of the region S = {(x, y ) : a ≤ x < b, 0 ≤ y ≤ f (x)}.

Do Trong Hoang (SAMI-HUST) Chapter 2 14 / 21

 2.3: Improper integrals

1: Determine whether integral is convergent or divergent.

Z a
dx
α
where a > 0.
0 x

2: Sketch the region and find its area (if the area is finite).

1
S = {(x, y ) | −2 < x ≤ 0, 0 ≤ y ≤ √ }.
x +2

Do Trong Hoang (SAMI-HUST) Chapter 2 15 / 21

 2.3: Improper integrals

A comparison test

Theorem (Comparison Test)

Let f and g be continuous functions on [a, b) and f ≥ g ≥ 0 on [a, b).
Suppose that f and g are discontinous at b. Then
Rb Rb
1 If f (x)dx is convergent, then
a a g (x)dx is convergent.
Rb Rb
2 If
a g (x)dx is divergent, then a f (x)dx is divergent.

Do Trong Hoang (SAMI-HUST) Chapter 2 16 / 21

 2.3: Improper integrals

A limit comparison test

Theorem
Let f and g be positive and continuous functions on the inverval [a, b).
Suppose that f and g are discontinuous at b such that

f (x)
lim =L
x→b − g (x)

Rb Rb
Case 0 < L < +∞: either both a f (x)dx and a g (x)dx are
converge or both diverge.
Rb Rb
Case L = 0: if a g (x)dx is convergent, then a f (x)dx is convergent
Rb Rb
Case L = +∞: if a g (x)dx is divergent, then a f (x)dx is divergent.

Do Trong Hoang (SAMI-HUST) Chapter 2 17 / 21

 2.3: Improper integrals

Theorem
Rb Rb
If a |f (x)|dx is convergent, then a f (x)dx is convergent.

Rb
The improper integral f (x)dx is called
a
Rb
absolute convergent if a |f (x)|dx is convergent.
Rb Rb
conditionally convergent if a f (x)dx is convergent, but a |f (x)|dx
is divergent.

Do Trong Hoang (SAMI-HUST) Chapter 2 18 / 21

 2.3: Improper integrals

Examples

1. Determine whether integral is convergent or divergent.

π
Z 1 Z
dx 2
(a) √
4
(b) (tan x)p dx
0 1 − x2 0

2. Evaluate Z +∞
2
e −x dx.
0

Do Trong Hoang (SAMI-HUST) Chapter 2 19 / 21

 2.3: Improper integrals

Homeworks

1: Determine whether each integral is convergent or divergent. Evaluate

those that are convergent Z 1
ln x
√ dx
0 x

2: Find the values of p for which the integral converges and evaluate the
integral for those values of p.
Z 1 Z π
dx dx
p
and p
0 x 0 sin x

Do Trong Hoang (SAMI-HUST) Chapter 2 20 / 21

 Chapter 2: Integration of functions

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

Do Trong Hoang (SAMI-HUST) Chapter 2 1 / 22

 2.4: Applications of definite integrals

2.4: Applications of definite integrals

Do Trong Hoang (SAMI-HUST) Chapter 2 2 / 22

 2.4: Applications of definite integrals

2.4.1. Areas between curves

• The area A of the region bounded

by the curves y = f (x), y = g (x),
x = a and x = b, where f (x), g (x)
are continuous on [a, b], is
Z b
A= |f (x) − g (x)|dx
a

• The area A of the region bounded by the curves x = α(y ), x = β(y ),

y = c and y = d, where α(y ) and β(y ) are continuous on [c, d], is
Z d
A= |α(y ) − β(y )|dy .
c

Do Trong Hoang (SAMI-HUST) Chapter 2 3 / 22

 2.4: Applications of definite integrals

Example Find the area of the region bounded by the curves y = sin x,
y = cos x, x = 0 and x = π2 .

Do Trong Hoang (SAMI-HUST) Chapter 2 4 / 22

 2.4: Applications of definite integrals

Areas between parameter curves

(
x = x(t)
The area A of the region bounded by the curve , lines
y = y (t)
x(t1 ) = a, x(t2 ) = b and x-axis, is
Z t2
A= |y (t)x 0 (t)|dt.
t1

Example. Find the area of the region bounded by Cycloide

(
x = a(t − sin t)
y = a(1 − cos t)

with 0 ≤ t ≤ 2π and x-axis.

Do Trong Hoang (SAMI-HUST) Chapter 2 5 / 22

 2.4: Applications of definite integrals

Areas between polar curves

The area A of the polar region enclosed by the polar curve r = r (ϕ),
α ≤ ϕ ≤ β, is
1 β 2
Z
A= r (ϕ)dϕ.
2 α

Example. Find the area of the region enclosed by the Cardioid curve
r = a(1 + cos ϕ), where a > 0.

Do Trong Hoang (SAMI-HUST) Chapter 2 6 / 22

 2.4: Applications of definite integrals

2.4.2. Volumes
Let S be a solid that lies between x = a and x = b.

If the cross-sectional area of S in

the plane Px , through x and
perpendicular to the x-axis, is A(x),
where A is a continuous function,
then the volume of S is
Z b
V = A(x)dx.
a

Similarly, if the the cross-sectional area of S in the plane Py , through y

and perpendicular to the y -axis, is A(y ), where A(y ) is continuous
function c ≤ y ≤ d.
Z d
V = A(y )dy .
c

Do Trong Hoang (SAMI-HUST) Chapter 2 7 / 22

 2.4: Applications of definite integrals

Volume of solid of revolution

The volume of the solid obtained by rotating the region bounded by the
curves
1 y = y (x), y = 0, x = a and x = b about x-axis, is
Z b
V =π [y (x)]2 dx.
a

2 x = x(y ), x = 0, y = c and y = d about y -axis, is

Z d
V =π [x(y )]2 dy .
c

3 y = y (x), y = 0, x = a and x = b about x-axis, can be computed by

Z b
V = 2π xy (x)dx.
a

Do Trong Hoang (SAMI-HUST) Chapter 2 8 / 22

 2.4: Applications of definite integrals

2.4.4. Arc length

Suppose that a curve C is defined by the equation y = f (x), where f is
continuously differentiable on [a, b]. We obtain a polygonal approximation
to C by dividing the interval [a, b] into n subintervals with endpoints
x0 , x1 , . . . , xn and equal width ∆x.

If yi = f (xi ) then the point

Pi (xi , yi ) lies on C and the polygon
with vertices P0 , P1 , . . . , Pn ,
illustrated in Figure , is an
approximation to C .

The length L of the curve C with equation y = f (x), a ≤ x ≤ b, as the

limit of the lengths of these inscribed polygons ( if the limit exists):
n
X
L = lim |Pi−1 Pi |
n→∞
i=1
Do Trong Hoang (SAMI-HUST) Chapter 2 9 / 22
 2.4: Applications of definite integrals

If we let ∆yi = yi − yi−1 , then

q q
|Pi−1 Pi | = (xi − xi−1 )2 + (yi − yi−1 )2 = (∆x)2 + (∆yi )2

By applying the Mean Value Theorem to on the interval [xi−1 , xi ], we find

that there is a number xi∗ between xi−1 and xi such that
f (xi ) − f (xi−1 ) = f 0 (xi∗ )(xi − xi−1 )
∆yi = f 0 (xi∗ )∆x
Therefore
q q
|Pi−1 Pi | = (∆x)2 + (∆yi )2 = (∆x)2 + (f 0 (xi∗ )∆x)2
q
= ∆x 1 + [f 0 (xi∗ )]2

We obtain the arc length formula as follows:

Z bq
L= 1 + [f 0 (x)]2 dx
a

Do Trong Hoang (SAMI-HUST) Chapter 2 10 / 22

 2.4: Applications of definite integrals

1 The length of the curve y = f (x), a ≤ x ≤ b, where f is continuously

differentiable on [a, b], is
Z b q
L= 1 + [f 0 (x)]2 dx.
a

2 The length of the curve x = g (y ), c ≤ y ≤ d, where g is

continuously differentiable on [c, d], is
Z d q
L= 1 + [g 0 (y )]2 dy .
c

Do Trong Hoang (SAMI-HUST) Chapter 2 11 / 22

 2.4: Applications of definite integrals

Parameter curves

(
x = x(t)
The length of the curve , where α ≤ t ≤ β, is
y = y (t)
Z β q
L= [x 0 (t)]2 + [y 0 (t)]2 dt.
α

Do Trong Hoang (SAMI-HUST) Chapter 2 12 / 22

 2.4: Applications of definite integrals

Polar curves

The polar curve is given by r = r (ϕ) with [[]]α ≤ ϕ ≤ β. Then

( (
x(ϕ) = r (ϕ) cos ϕ x 0 (ϕ) = r 0 (ϕ) cos ϕ − r (ϕ) sin ϕ
=⇒
y (ϕ) = r (ϕ) sin ϕ y 0 (ϕ) = r 0 (ϕ) sin ϕ + r (ϕ) cos ϕ

This implies that [x 0 (ϕ)]2 + [x 0 (ϕ)]2 = [r (ϕ)]2 + [r 0 (ϕ)]2 . Thus the length
of this curve is Z q β
L= [r (ϕ)]2 + [r 0 (ϕ)]2 dϕ.
α

Do Trong Hoang (SAMI-HUST) Chapter 2 13 / 22

 2.4: Applications of definite integrals

Examples

1 Find the length of the arc of the semicubical parabola y 2 = x 3

between the points (1,1) and (4,8).

Do Trong Hoang (SAMI-HUST) Chapter 2 14 / 22

 2.4: Applications of definite integrals

2.4.3. Surface area of revolution

Let C be a curve given by the equation y = f (x), where f is a positive
and continuously differentiable function on [a, b]. Divide the interval [a, b]
into n subintervals [xi−1 , xi ] and equal width ∆x. If yi = f (xi ) then
P(xi , yi ) lies on the curve C .

The part of surface between xi−1 to xi is approximated by talking the line

segment Pi−1 Pi and rotating it about the x-axis. Its surface area of a
band Pi−1 Pi is
yi−1 + yi
2π |Pi−1 Pi |
2
Do Trong Hoang (SAMI-HUST) Chapter 2 15 / 22
 2.4: Applications of definite integrals

By the Mean Value Theorem, there exists xi∗ ∈ [xi−1 , xi ] such that
q
∆yi = f 0 (xi )∆x and |Pi−1 Pi | = ∆x 1 + [f 0 (xi∗ )]2 .

When ∆x is small, yi ≈ f (xi∗ ) and yi−1 ≈ f (xi∗ ). Thus

n
X q
S = lim 2πf (xi∗ ) 1 + [f 0 (xi∗ )]2 ∆x
n→∞
i=1
Z b q
= 2πf (x) 1 + [f 0 (x)]2 dx.
a

Do Trong Hoang (SAMI-HUST) Chapter 2 16 / 22

 2.4: Applications of definite integrals

The surface area of the surface obtained by rotating the curve

1 y = f (x), a ≤ x ≤ b, about the x-axis, is:
Z b q
S= 2π|f (x)| 1 + [f 0 (x)]2 dx
a

2 x = g (y ), c ≤ y ≤ d, about y -axis, is:

Z d q
S= 2π|g (y )| 1 + [g 0 (y )]2 dy .
c

Do Trong Hoang (SAMI-HUST) Chapter 2 17 / 22

 2.4: Applications of definite integrals

Parameter curves

The surface area of the surface obtained by rotating the curve

(
x = x(t)
with α ≤ t ≤ β,
y = y (t)

1 about the x-axis, is:

Z β q
S= 2π|y (t)| [x 0 (t)]2 + [y 0 (t)]2 dt
α

2 about the y -axis, is:

Z β q
S= 2π|x(t)| [x 0 (t)]2 + [y 0 (t)]2 dt
α

Do Trong Hoang (SAMI-HUST) Chapter 2 18 / 22

 2.4: Applications of definite integrals

Homeworks

1. Find all points of intersection of the curves r = cos 2ϕ and r = 21 .

Sketch the graphs.
2. Find the area of the region that lies inside both curves.
√
a) r = 3 cos ϕ, r = sin ϕ
b) r = 1 + cos ϕ, r = 1 − cos ϕ
c) r 2 = sin 2ϕ, r 2 = cos 2ϕ
d) r = a sin ϕ, r = b cos ϕ, a > 0, b > 0.

Do Trong Hoang (SAMI-HUST) Chapter 2 19 / 22

 2.4: Applications of definite integrals

Homeworks

3. Show that the area of the surface generated by rotating the polar
curve r = r (ϕ), α ≤ ϕ ≤ β, where r (ϕ) is continuously differentiable and
0 ≤ a < b ≤ π about the polar x-axis is
s  2
Z β
2
dr
S= 2πr sin ϕ r + dϕ
α dϕ

4. Find a formula for the area of the surface generated by rotating the
polar curve r = r (ϕ), α ≤ ϕ ≤ β, where r (ϕ) is continuously differentiable
and 0 ≤ α < β ≤ π about the line ϕ = π2 .
5. Find the surface area generated by rotating the lemniscate r 2 = cos 2ϕ
about the line ϕ = π2 .

Do Trong Hoang (SAMI-HUST) Chapter 2 20 / 22

 2.4: Applications of definite integrals

Homeworks

6. Find the volume of the solid obtained by rotating the region bounded
by y = x 3 , y = 8 and x = 0 about the y -axis.
7. The region R enclosed by the curves y = x and y = x 2 is rotated
about the x-axis. Find the volume of the resulting solid.
√
8. The curve y = 4 − x 2 , −1 ≤ x ≤ 1, is an arc of the circle
x 2 + y 2 = 4. Find the area of the surface obtained by rotating this arc
about the x-axis. (The surface is a portion of a sphere of radius 2.)
9. The arc of the parabola y = x 2 from (1,1) to (2,4) is rotated about
the y -axis. Find the area of the resulting surface.

Do Trong Hoang (SAMI-HUST) Chapter 2 21 / 22

 Chapter 3: Functions of Several Variables

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

December 21, 2021

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 1 / 23
Contents

”I don’t measure a man’s success by how high he climbs, but how high he bounces when
he hits the bottom” George S. Patton

3.1 Functions of Several Variables

3.2 Partial Derivatives and Differentials
3.3 Extrema

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 2 / 23
 3.1. Functions of Several Variables

3.1: Functions of Several Variables

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 3 / 23
 3.1. Functions of Several Variables

3.1.1. Euclidean space

We shall use the Cartesian product Rn = R × R × · · · × R of ordered

n-tuples of real numbers (n factors). Typical notation for x ∈ Rn will be

x = (x1 , x2 , . . . , xn ).

Here x is called a point or a vector, and x1 , x2 , . . . , xn are called the

coordinates of x.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 4 / 23
 3.1. Functions of Several Variables

Scalar product
For any x = (x1 , . . . , xn ), y = (y1 , . . . , yn ) ∈ Rn , the scalar product of x
and y, also known as the inner product, is the number
n
X
hx, yi = xi yi .
i=1

Proposition
For any x, y, z ∈ Rn and α ∈ R, we have
1 hx, yi = hy, xi
2 hx + y, zi = hx, zi + hy, zi
3 hαx, yi = α hx, yi
4 hx, xi ≥ 0 and hx, xi = 0 ⇔ x = 0.

(R, h·, ·i) is called Euclidean space.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 5 / 23
 3.1. Functions of Several Variables

The norm of a point x in Rn is the number

p q
||x|| = hx, xi = x12 + · · · + xn2 .

Theorem
For any x, y ∈ Rn ,
1 (Cauchy-Schwarz’s inequality)

| hx, yi | ≤ ||x|| · ||y||.

2 (Triangle inequality)

||x + y|| ≤ ||x|| + ||y||.

Furthermore, equality holds ⇔ one of x, y is a scalar multiple of the other.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 6 / 23
 3.1. Functions of Several Variables

Distance

The distance between x and y in Rn is

d(x, y) = ||x − y||.

1 d(x, y) = d(y, x) for all x, y ∈ Rn .

2 d(x, x) = 0.
3 d(x, y) > 0 if x 6= y.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 7 / 23
 3.1. Functions of Several Variables

Open and closed subsets of Rn

Open ball B(a, r ) = {x ∈ Rn : d(x, a) < r }.

Closed ball B(a, r ) = {x ∈ Rn : d(x, a) ≤ r }.

Definition
A set X ⊆ Rn is open, if for each a ∈ X there is an open ball B(a, r )
centered at a such that B(a, r ) ⊆ X . A set X ⊆ Rn is closed if its
complement is open.

Definition
A set X ⊆ Rn is bounded, if is one that is contained within some closed
ball. In other words, it is finite in extent.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 8 / 23
 3.1. Functions of Several Variables

3.1.2. Functions of Several Variables

A function f of n variables is a rule that assigns to each ordered pair of

real numbers x = (x1 , . . . , xn ) in a set D a unique real number denoted by
f (x) = f (x1 , . . . , xn ).

f : D ⊆ Rn −→ R
x 7−→ f (x) = f (x1 , . . . , xn )

D is domain of f .
f (D) = {f (x) | x ∈ D} is range of f .
The graph of f is the set

{(x1 , . . . , xn , f (x)) ∈ Rn+1 : x ∈ D}.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 9 / 23
 3.1. Functions of Several Variables

Examples

Find the domain and range of

√
x+2y −3
1 z = f (x, y ) = x 2 −1
q
9−x 2 −y 2
2 z = g (x, y ) = x 2 +y 2 −1

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 10 / 23
 3.1. Functions of Several Variables

Figures (drawn by Maple software)

2
−y 2 2
−y 2
f (x, y ) = (x 2 + 3y 2 )e −x f (x, y ) = (x 2 + 3y 2 )e −x

sin x sin y
f (x, y ) = sin x + sin y f (x, y ) = xy

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 11 / 23
 3.1. Functions of Several Variables

Level curves

The level curves of a function f of two variables are the curves with
equations f (x, y ) = k, where k is a constant (in the range of f ).

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 12 / 23
 3.1. Functions of Several Variables

Examples

Level curves of the elliptic paraboloid z = x 2 + y 2 .

Level curves of the hyberbolic paraboloid z = x 2 − y 2 .

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 13 / 23
 3.1. Functions of Several Variables

Limits
Definition
Let f be a function of two variables whose domain D includes points
arbitrarily close to (a, b). Then we say that the limit of f (x, y ) as (x, y )
approaches (a, b) is L and we write

lim f (x, y ) = L
(x,y )→(a,b)

if for every number  >

p0 there is a corresponding number δ > 0 such that
if (x, y ) ∈ D and 0 < (x − a)2 + (y − b)2 < δ then

|f (x, y ) − L| < .

Other notations for the limit in definition are

lim f (x, y ) = L
x→a
OR f (x, y ) → L as (x, y ) → (a, b).
y →b

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 14 / 23
 3.1. Functions of Several Variables

Equivalently, for all sequences of points Mn (xn , yn ) belonging to the

neighbour of M(a, b) such that Mn (xn , yn ) approaches M(a, b), we get

lim f (xn , yn ) = L
n→∞

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 15 / 23
 3.1. Functions of Several Variables

Examples

1. Evaluate the following limits

x 2 −y 2 x 2 −y 2
a. lim lim 2 2.
b. lim lim 2 2.
x→0 y →0 x +y y →0 x→0 x +y

2. Evaluate
2x 3 + y 3
lim .
(x,y )→(0,0) x 2 + y 2

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 16 / 23
 3.1. Functions of Several Variables

Examples

Remark
If f (x, y ) → L1 as (x, y ) → (a, b) along a path C1 and
f (x, y ) → L2 as (x, y ) → (a, b) along a path C2 , where L1 6= L2 ,
then lim f (x, y ) doesn’t exist.
(x,y )→(0,0)

Example. Show that

xy
1 lim 2 2 does not exist.
(x,y )→(0,0) x +y
xy 2
2 lim x 2 +y 4 does not exist.
(x,y )→(0,0)

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 17 / 23
 3.1. Functions of Several Variables

Continuity

Definition
A function f of two variables is called continuous at (a, b) if

lim f (x, y ) = f (a, b).

(x,y )→(a,b)

We say f is continuous on D if f is continuous at every point (a, b) in D.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 18 / 23
 3.1. Functions of Several Variables

Examples

1 Show that
4x 2 y 2
(
x 2 +2y 2
if (x, y ) 6= (0, 0)
f (x, y ) =
0 if (x, y ) = (0, 0)
is continuous at (0, 0).

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 19 / 23
 3.1. Functions of Several Variables

Uniformly continuity

Definition
A function f is called uniformly continuous on D ⊆ R2 if for every  > 0,
there is δ > 0 such that for all M1 (x1 , y1 ), M2 (x2 , y2 ) ∈ D,

d(M1 , M2 ) < δ =⇒ |f (x1 , y1 ) − f (x2 , y2 )| < .

Example
p
1 Show that f (x, y ) = x 2 + y 2 is uniformly continuous on R2 .
2 Prove that the function f (x, y ) = sin 1−xπ2 −y 2 is not uniformly
continuous over the domain D = {(x, y ) : x 2 + y 2 ≤ 1}.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 20 / 23
 3.1. Functions of Several Variables

Homeworks

1. Evaluate
2y 2
(a) lim (x 2 + y 2 )x (b) lim (x 2 +y 2 )e −(x+y ) .
(x,y )→(0,0) (x,y )→(+∞,+∞)

2. Determine the set of points at which the function is continuous

( 2 2
x +3y
x 2 +2y 2 if (x, y ) 6= (0, 0)
f (x, y ) =
0 if (x, y ) = (0, 0)

3. Where is the function h(x, y ) = arctan(y /x) continuous?

4. Let f (x, y ) = arcsin yx . Whether is f continuous on its domain? Is f
uniformly continuous on its domain?

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 21 / 23
 3.1. Functions of Several Variables

Homeworks

5. Suppose that f (x, y ) is continuous on [a, A] × [b, B] and ϕn (x) is

uniformly continuous on [a, A] and satisfies b ≤ ϕn (x) ≤ B (n ∈ N∗ ).
Show that Fn (x) = f (x, ϕn (x)) is uniformly continuous on [a, A].

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables December 21, 2021 22 / 23
 Chapter 3: Functions of Several Variables

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

January 4, 2022

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 1 / 18

 3.2. Partial derivatives and differentials

3.2: Partial derivatives and differentials

Definition
If f is a function of two variables, its partial derivatives are the functions fx0
and fy0 defined by

f (x + ∆x, y ) − f (x, y )
fx0 (x, y ) = lim
∆x→0 ∆x
f (x, y + ∆y ) − f (x, y )
fy0 (x, y ) = lim
∆y →0 ∆y

Notations for Partial Derivatives: If z = f (x, y ), we write

fx0 (x, y ) = fx0 = ∂f

∂x = ∂z
∂x = Dx f
fy0 (x, y ) = fy0 = ∂f
∂y = ∂z
∂y = Dy f

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 2 / 18

 3.2. Partial derivatives and differentials

Examples

p ∂f ∂f
1 Let f (x, y ) = 2x + 3y 2 + 1. Find ∂x and ∂y at (2, 4).
2 Show that fx0 (0, 0) = fy0 (0, 0) = 0, where

xy (x 2 −y 2 )
(
x 2 +y 2
if (x, y ) 6= (0, 0)
f (x, y ) = .
0 if (x, y ) = (0, 0)

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 3 / 18

 3.2. Partial derivatives and differentials

Interpretations of Partial Derivatives

Let S be a surface given by z = f (x, y ), and P(a, b, c) be a point on S.

We call the curve C1 is intersection of S and vertical plane y = b. Then
C1 is given by g (x) = f (x, b). So the slope of its tangent T1 at P is
g 0 (a) = fx0 (a, b).

Simlilarly, fy0 (a, b) is the slope of the tangent line T2 at P of the curve
C2 = S ∩ {plane x = a}

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 4 / 18

 3.2. Partial derivatives and differentials

Total Differential
Let z = f (x, y ) be a function of two variables on D and M0 (x0 , y0 ) ∈ D.
Assume ∆x and ∆y are arbitrary numbers. The function f is called
differentiable at M0 if there are two contants A and B (independent on
∆x and ∆y ) such that:

f (x0 + ∆x, y0 + ∆y ) − f (x0 , y0 ) − A∆x − B∆y

lim p = 0.
(∆x,∆y )→(0,0) (∆x)2 + (∆y )2

Equivalently,
q 
f (x0 + ∆x, y0 + ∆y ) = f (x0 , y0 ) + A∆x + B∆y + o 2
(∆x) + (∆y )2

Then A∆x + B∆y is called total differential of f , denoted by

df = A∆x + B∆y .

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 5 / 18

 3.2. Partial derivatives and differentials

Remark
If f is differentiable, then all its partial derivatives of f exist. Moreover,
∂f ∂f
A= and B=
∂x ∂y

Denote ∆f (x0 , y0 ) = f (x0 + ∆x, y0 + ∆y ) − f (x0 , y0 ). Since

∆f (x0 , y0 ) ≈ df (x0 , y0 ), we have the following remark:

f (x0 +∆x, y0 +∆y ) ≈ f (x0 , y0 )+fx0 (x0 , y0 )∆x +fy0 (x0 , y0 )∆y

Example. Estimate arctan 1.02

0.95 .

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 6 / 18

 3.2. Partial derivatives and differentials

If x and y are independent variables, then dx = ∆x and dy = ∆y and so

dz = fx0 dx + fy0 dy

Example 1. If z = f (x, y ) = x 2 − 3xy + y 2 , find the total differential dz.

p
Example 2. Whether f (x, y ) = 3 x 3 + y 3 is differentiable at (0, 0)?
Example 3. Show that the function
− 1
(
e x 2 +y 2 if x 2 + y 2 > 0
f (x, y ) =
0 if (x, y ) = (0, 0)

is differentiable at (0, 0).

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 7 / 18

 3.2. Partial derivatives and differentials

Theorem
Let z = f (x, y ) be a function of two variables. If all partial derivatives of f
are exist and continuous at M0 (x0 , y0 ), then f (x, y ) is differentiable at
M0 (x0 , y0 ).

Example. Let
(
1
(x 2 + y 2 ) sin x 2 +y 2 if (x, y ) 6= (0, 0)
f (x, y ) =
0 if (x, y ) = (0, 0)

Show that f is differentiable at (0, 0) (and hence that fx0 (0, 0) and fy0 (0, 0)
exist), but that f 0 x and fy0 are not continuous at (0, 0)).

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 8 / 18

 3.2. Partial derivatives and differentials

Derivative of composition functions

Theorem (Chain rules)

1 Suppose that z = f (x, y ) is differentiable function of x and y , where
x = g (t) and y = h(t) are both differentiable function of t. Then z is
a differentiable function of t and
dz ∂z dx ∂z dx
= + .
dt ∂x dt ∂x dt
2 Suppose that z = f (x, y ) is differentiable function of x and y , where
x = g (s, t) and y = h(s, t) are both differentiable function of s and t.
Then
∂z ∂z ∂x ∂z ∂y ∂z ∂z ∂x ∂z ∂y
= + = + .
∂s ∂x ∂s ∂y ∂s ∂t ∂x ∂t ∂y ∂t

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 9 / 18

 3.2. Partial derivatives and differentials

Example:
1 Let z = x 2 e y + 3xy 4 , where x = sin 2t, y = cos2 t. Find zt0 .
∂z ∂z
2 If z = e x sin y , where x = st 2 , y = s 2 t, find ∂s and ∂t .

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 10 / 18

 3.2. Partial derivatives and differentials

General Version

Theorem (Chain rule)

Suppose that u is a differentiable function of the n variables x1 , x2 , . . . , xn
and each xi is a differentiable function of the m variables t1 , t2 , . . . , tm .
Then u is a function of t1 , t2 , . . . , tm and
∂u ∂u ∂x1 ∂u ∂x2 ∂u ∂xn
= + + ··· +
∂ti ∂x1 ∂ti ∂x2 ∂ti ∂xn ∂ti
for each i = 1, 2, . . . , m.

Example: If u = x 4 y + y 2 z 3 , where x = rse t , y = rs 2 e −t , and

z = r 2 s sin t, find ∂u
∂s when r = 2, s = 1 and t = 0.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 11 / 18

 3.2. Partial derivatives and differentials

Implicit Differentiation

We suppose that an equation F (x, y ) = 0 of the form defines y implicitly

as a differentiable function of x, that is, y = f (x), where F (x, f (x)) = 0
for all x in the domain of f . Since both x and y are functions of x, we
obtain
∂F dx ∂F dy
+ =0
∂x dx ∂y dx
∂F dy
If ∂y 6= 0 we solve for dx and obtain

∂F
dy F0
∂x
= − ∂F = − x0 (if Fy0 6= 0)
dx ∂y
Fy

Example Find y 0 if x 3 + y 3 = 6xy .

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 12 / 18

 3.2. Partial derivatives and differentials

Now we suppose that z is given implicitly as a function z = f (x, y ) by an

equation of the form F (x, y , z) = 0. If F and f are differentiable, apply
Chain rule, we obtain

∂F ∂F
∂z F0 ∂z ∂y Fy0
∂x
= − ∂F = − x0 = − ∂F = − 0
∂x ∂z
Fz and ∂y Fz
∂z
(if Fz0 6= 0) (if Fz0 6= 0)

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 13 / 18

 3.2. Partial derivatives and differentials

Example:
∂z ∂z
1 Find ∂x and ∂y if x 3 + y 3 + z 3 + 6xyz = 1.
x
2 Find dz with z = z(x, y ) such that z = ln yz + 1.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 14 / 18

 3.2. Partial derivatives and differentials

Homeworks

1. Estimate
p
a) 1.023 + 1.973 b) sin 290 · tan 460 .

2. Prove that if f is a function of two variables that is differentiable at

(a, b) then f is continuous at (a, b).
3. Use the Chain Rule to find the indicated partial derivatives.
a) z = x 4 + x 2 y , x = x cos t, y = s sin t
b) z = arcsin(x − y ), x = s 2 + t 2 , y = 1 − 2st
c) z = tan( vu ), u = 2s + 3t, v = 3s − 2t
√
d) P = u 2 + v 2 + w 2 , u = xe y , v = ye x , w = e xy .

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 15 / 18

 3.2. Partial derivatives and differentials

Homeworks

dy
4. Find dx

a) arctan(x 2 y ) = x + xy 2 b) e y sin x = x + xy

∂z ∂z
5. Find ∂x and ∂y

a) e z = xyz b) yz + x ln y = z 2

6. Suppose that the equation F (x, y , z) = 0 implicitly defines each of the

three variables x, y , and z as functions of the other two: z = f (x, y ),
y = g (x, z), x = h(y , z). If F is differentiable and Fx0 , Fy0 , and Fz0 are all
nonzero, show that
∂z ∂x ∂y
= −1.
∂x ∂y ∂z

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 16 / 18

 3.2. Partial derivatives and differentials

Homeworks

7. Assume that all the given functions are differentiable.

a) If z = f (x, y ) where x = r cos ϕ and y = r sin ϕ, show that
 2  2  2  2
∂z ∂z ∂z 1 ∂z
+ = + 2
∂x ∂y ∂r r ∂ϕ
∂z ∂z
b) If z = f (x − y ), show that ∂x + ∂y =0
c) If z = f (x, y ) where x = s + t and y = s − t, show that
 2  2
∂z ∂z ∂z ∂z
− =
∂x ∂y ∂s ∂t

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 4, 2022 17 / 18

 Chapter 3: Functions of Several Variables

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

January 12, 2022

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 1 / 16
 3.2. Partial derivatives and differentials

Second partial derivatives

If f is a function of two variables, then its partial derivatives fx0 and fy0 are
also functions of two variables, so we can consider their partial derivatives
(fx0 )0x , (fx0 )0y , (fy0 )0x and (fy0 )0y , which are called the second partial derivatives
of f . If z = f (x, y ), we use the following notation:

∂2f ∂2z
 
0 0 00 ∂ ∂f
(fx )x = fxx = = =
∂x ∂x ∂x 2 ∂x 2
∂2f ∂2z
 
∂ ∂f
(fx0 )0y = fxy00 = = =
∂y ∂x ∂y ∂x ∂y ∂x
2 ∂2z
 
∂ ∂f ∂ f
(fy0 )0x = fyx00 = = =
∂x ∂y ∂x∂y ∂x∂y
2 2
 
∂ ∂f ∂ f ∂ z
(fy0 )0y = fyy00 = = 2
=
∂y ∂y ∂y ∂y 2

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 2 / 16
 3.2. Partial derivatives and differentials

Theorem (Schwart’s theorem)

Suppose f is defined on a disk D that contains the point (a, b). If the
functions fxy00 and fyx00 are both continuous on D, then

fxy00 (a, b) = fyx00 (a, b).

Example 1. Evaluate fxy00 and fyx00 where f (x, y ) = sin(xy ).

Example 2. Show that fxy00 (0, 0) 6= fyx00 (0, 0) if

xy (x 2 −y 2 )
(
x 2 +y 2
if (x, y ) 6= (0, 0)
f (x, y ) =
0 if (x, y ) = (0, 0)

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 3 / 16
 3.2. Partial derivatives and differentials

Higher partial derivatives

Partial derivatives of order 3 or higher can also be defined. For example

 2 
000 ∂ ∂ f
fxyy = (fxy00 )0y =
∂y ∂y ∂x

0000 if f (x, y , z) = sin(3x + yz).

Example. Compute fxxyz

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 4 / 16
 3.2. Partial derivatives and differentials

Higher Total Differentials

If d n−1 z exists, we define

d n z = d(d n−1 z).

For instance, suppose that fxy00 and fyx00 are both continuous. Then

d 2z = d(dz) = d(fx0 dx + fy0 dy )

= (fx0 dx + fy0 dy )0x dx + (fx0 dx + fy0 dy )0y dy
= fxx00 dx 2 + (fxy00 + fyx00 )dxdy + fyy00 dy 2
= fxx00 dx 2 + 2fxy00 dxdy + fyy00 dy 2 ,

where dx 2 = (dx)2 and dy 2 = (dy )2 .

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 5 / 16
 3.2. Partial derivatives and differentials

Proposition
Let z = f (x, y ) be a function. Then
 n
n ∂ ∂
d z= dx + dy f
∂x ∂y

1
p
Example. Let z = 3 (x 2 + y 2 )3 . Evaluate d 2 z and d 3 z at (3, 4).

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 6 / 16
 3.2. Partial derivatives and differentials

Taylor expansion
Theorem
For a function of two variables f (x, y ) whose n-th differentials exist in a
neighbour of the point (a, b). The n-th degree Taylor polynomial of f for
(a + ∆x, b + ∆y ) near the point (a, b) is
n
X 1 k
f (a + ∆x, b + ∆y ) = f (a, b) + d f (a, b).
k!
k=1

For instance, for the case n = 2,

f (a + ∆x, b + ∆y ) = f (a, b) + fx0 (a, b)(x − a) + fy0 (a, b)(y − b)

1
+ fxx00 (a, b)(x − a)2 + fxy00 (a, b)(x − a)(y − b)
2
1
+ fyy00 (a, b)(y − b)2 .
2
Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 7 / 16
 3.2. Partial derivatives and differentials

Example. Determine the 2nd-degree Taylor polynomial approximations for

the function f (x, y ) = xe y + 1 near the point (1, 0).

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 8 / 16
 3.3: Extrema

3.3: Extrema

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 9 / 16
 3.3: Extrema

3.3.1: Extrema

Let f (x, y ) be a function of two variables on D, (a, b) ∈ D.

1 f has a local maximum at (a, b) if f (x, y ) < f (a, b) whenever (x, y )
belongs to the neighbourhood of (a, b) and (x, y ) 6= (a, b).
2 f has a local minimum at (a, b) if f (x, y ) > f (a, b) whenever (x, y )
belongs to the neighbourhood of (a, b) and (x, y ) 6= (a, b).
3 f (a, b) is absolute minimum of f if

f (x, y ) ≥ f (a, b), ∀(x, y ) ∈ D.

4 f (a, b) is absolute maximum of f if

f (x, y ) ≤ f (a, b), ∀(x, y ) ∈ D.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 10 / 16
 3.3: Extrema

Theorem
If f has a local maximum or local minimum at (a, b) and the first-order
partial derivatives of f exist there, then fx0 (a, b) = 0 and fy0 (a, b) = 0.

A point (a, b) is called a critical point (or stationary point) of f if

fx0 (a, b) = 0 and fy0 (a, b) = 0, or if one of these partial derivatives does not
exist.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 11 / 16
 3.3: Extrema

Suppose the second-order partial derivatives of f are continuous on a disk

with center (a, b) and suppose that fx0 (a, b) = 0 and fy0 (a, b) = 0. Let

A = fxx00 (a, b), B = fxy00 (a, b), C = fyy00 (a, b)

Let ∆ = ∆(a, b) = B 2 − AC .
Theorem
1 If ∆ < 0 and A > 0, then f (a, b) is a local minimum.

2 If ∆ < 0 and A < 0, then f (a, b) is a local maximum.

3 If ∆ > 0, then f (a, b) is not a local maximum or local minimum.
4 If ∆ = 0 then NO conclusion.

In case (3) the point (a, b) is called a saddle point of f .

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 12 / 16
 3.3: Extrema

Examples

Example 1. Find the local maximum and minimum values and saddle
points of f (x, y ) = x 4 + y 4 − 4xy + 1.
Example 2. Find the shortest distance from the point (1, 0, −2) to the
plane x + 2y + z = 4.
Example 3. A rectangular box without a lid is to be made from 12 m2 of
cardboard. Find the maximum volume of such a box.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 13 / 16
 3.3: Extrema

Homeworks

1. Show that fxy00 (0, 0) 6= fyx00 (0, 0) if

(
x 2 arctan yx − y 2 arctan yx if (x, y ) 6= (0, 0)
f (x, y ) =
0 if (x, y ) = (0, 0)
(
2xy
x 2 +y 2
if x 2 + y 2 6= 0
2. If f (x, y ) = , then does fxy00 (0, 0) exist?
0 if (x, y ) = (0, 0)
3. Let f be a second differentable. Evaluate dz and d 2 z, where
p
a) z = f ( x 2 + y 2)
b) z = f (u, v ), with u = x + y and v = x − y .

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 14 / 16
 3.3: Extrema

Homeworks

4. Determine the Maclaurin polynomial (Taylor polynomial at the origin)

of the function
a) f (x, y ) = ln(1 + x + y )
b) f (x, y ) = e x sin y

5. Determine the second-degree Taylor polynomial at A(1, 1) of the

function f (x, y ) = x y .
6. Find
p the shortest distance of the point (3, 4, 0) to the cone
z = x 2 + y 2.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables January 12, 2022 15 / 16
 Chapter 3: Functions of Several Variables

Do Trong Hoang

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

Ngày 17 tháng 1 năm 2022

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables Ngày 17 tháng 1 năm 2022 1 / 10
3.3.2: Absolute maximum and Absolute minimum values

Let f be a continuous function f on a closed and bounded set D.

Step 1: Find the values of f at the critical points of f in D.
Step 2: Find extreme values of f on the boundary of D.
Step 3: The largest of the values from steps 1 and 2 is the absolute
maximum value; the smallest of these values is the absolute minimum
value.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables Ngày 17 tháng 1 năm 2022 2 / 10
Examples

Example 1. Find the absolute maximum and absolute minimum values of

the function f (x, y ) = x 2 + y 2 − xy + x + y on the region
a) R = {(x, y ) : x, y ≤ 0, x + y ≥ −3}.
b) D = {(x, y ) | 0 ≤ x ≤ 3, 0 ≤ y ≤ 2}.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables Ngày 17 tháng 1 năm 2022 3 / 10
3.3.3: Constrained Extrema
Problem
Find the extreme values of f (x, y ) subject to the constraint g (x, y ) = k.

To maximize f (x, y ) subject to g (x, y ) = k is to find the largest value of c

such that the level curve f (x, y ) = c intersects g (x, y ) = k. This happens
when these curves just touch each other, that is, when they have a
common tangent line.

So the gradient vectors are parallel;

that is, there is a number λ such
that
(
fx0 (x0 , y0 ) = λgx0 (x0 , y0 )
fy0 (x0 , y0 ) = λgy0 (x0 , y0 ).

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables Ngày 17 tháng 1 năm 2022 4 / 10
Method of Lagrange Multipliers

Let L = f (x, y ) + λg (x, y ), where λ is called Lagrange multiplier.

Step 1: Find all values x, y and λ such that

0 ∂f ∂f
Lx = ∂x + λ ∂x = 0

L0y = ∂y
∂f ∂f
+ λ ∂y =0

 0
Lλ = g (x, y ) = 0

Step 2: Evaluate dL2 at all points M(x0 , y0 , λ0 ) that result from step 1.
1 If dL2 (M) > 0 then f has local minimum at (x0 , y0 ).
2 If dL2 (M) < 0 then f has local maximum at (x0 , y0 ).

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables Ngày 17 tháng 1 năm 2022 5 / 10
Remarks

1 Finding the extrema of a function of more than two variables is done

similarly
2 It is possible to find the extrema with more than one constraint.
Then, the number of Lagrange multipliers is the number of
constrained equations.
3 It is possible to apply the variable elimination method to find the
constrained extrema if the constrained condition can be solved.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables Ngày 17 tháng 1 năm 2022 6 / 10
Examples

Example 1. Find the extreme values of the function

f (x, y ) = x 2 + y 2 + xy − 5x − 4y + 10 subject to the constraint x + y = 4.
Example 2. Find the extreme values of the function f (x, y ) = 6 − 4x − 3y
subject to the constraint x 2 + y 2 = 1.
Example 3. Find the extreme values of the function f (x, y ) = x + y + z 2
subject to the constraints
(
z −x =1
y − xz = 1

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables Ngày 17 tháng 1 năm 2022 7 / 10
Example 4. Find the absolute maximum and absolute minimum values of
the function f (x, y ) = x 2 − y 2 on the region D : x 2 + y 2 ≤ 1.

Example 5. A rectangular box without a lid is to be made from 12 m2 of

cardboard. Find the maximum volume of such a box.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables Ngày 17 tháng 1 năm 2022 8 / 10
Homeworks

1. Use Lagrange multipliers to find the maximum and minimum values of

the function subject to the given constraints
a) f (x, y ) = xyz; x 2 + 2y 2 + 3z 2 = 6
b) f (x, y ) = x 4 + y 4 + z 4 ; x2 + y2 + z2 = 1

2. Find the maximum and minimum volumes of a rectangular box whose

surface area is 1500 cm2 and whose total edge length is 200 cm.
3. Find the points on the surface xy 2 z 3 = 2 that are closest to the origin.

Do Trong Hoang (SAMI-HUST) Chapter 3: Functions of Several Variables Ngày 17 tháng 1 năm 2022 9 / 10