EMS 112: ENGINEERING

MATHEMATICS 1
To all B.Sc.IEM I Students

By:
Masoud Amri Komunte
Department of mathematics and Statistics Studies (MSS)

Mzumbe University

Office: Block C 209

Mobile: 0757986609
Email: makomunte@mzumbe.ac.tz
1
 Topic 2:CALCULUS
Sub-Topics:

1. Differentiation
2. Integration
3. Taylor’s theorem and Maclaurin’s theorem

2
 SUB-TOPIC 1:
DIFFERENTIATION
A. Total Differentiation

1.Limits and Continuity of a function

2.The derivative together with its techniques

3.Some applications

B. Partial Differentiation
1. Definitions.
2. First order and second order partial derivatives
3. Applications optimization and finding maximum and minimum
values for a function of two variables

3
 A. Total Differentiation

-LIMITS AND CONTINUITY OF A FUNCTION

•Definition
•Evaluation of Limits
•Continuity
•Limits Involving Infinity
4
 Limit
We say that the limit of f ( x) as x approaches a is L and write
lim f ( x)  L
x a

if the values of f ( x) approach L as x approaches a.

y  f ( x)
L

5
 Limits, Graphs, and Calculators
 x 1 
1. a) Use table of values to guess the value of lim  2 
x 1 x  1
 

x 1
b) Use your calculator to draw the graph f ( x)  2
x 1
and confirm your guess in (a)
2. Find the following limits
 sin x 
a) lim   by considering the values
x 0
 x 
x  1, 0.5, 0.1, 0.05, 0.001. Thus the limit is 1.
sin x
Confirm this by ploting the graph of f ( x) 
x
6
  x  by considering the values
b) lim sin 
x 0

(i) x  1,  1 ,  1 , 1
10 100 1000

(ii) x  1,  2 ,  2 , 2
3 103 1003
This shows the limit does not exist.

 x
Confrim this by ploting the graph of f ( x)  sin 

7
 3x if x  2
c) Find lim f ( x) where f ( x)  
x 2
1 if x  2

lim f ( x) = lim  3x
x 2 x 2
6  3 lim x
x 2

Note: f (-2) = 1  3(2)  6

is not involved -2

8
 3) Use your calculator to evaluate the limits

 4( x 2  4)  Answer : 16
a. lim  
x 2
 x  2 

1, if x  0 Answer : no limit

b. lim g ( x), where g ( x)  
x 0
1, if x  0
1
c. lim f ( x), where f ( x)  2 Answer : no limit
x 0 x
 1  x 1 
d. lim   Answer : 1/2
x 0 x
 

9
One-Sided Limit
One-Sided Limits
The right-hand limit of f (x), as x approaches a,
equals L
written: lim f ( x)  L
xa
if we can make the value f (x) arbitrarily close
to L by taking x to be sufficiently close to the
right of a.
y  f ( x)
L

10
The left-hand limit of f (x), as x approaches a,
equals M
written: lim f ( x)  M
xa

if we can make the value f (x) arbitrarily close

to L by taking x to be sufficiently close to the
left of a.
y  f ( x)

M
a

11
Examples

Examples of One-Sided Limit


 x 2
if x  3
1. Given f ( x)  
2x if x  3


Find lim f ( x)
x3

lim f ( x)  lim 2 x  6
x3 x3

Find lim f ( x)
x3

lim f ( x)  lim x 2  9
x 3 x 3

12
 More Examples
 x  1, if x  0
2. Let f ( x)  
 x  1, if x  0. Find the limits:

a) lim f ( x)  lim ( x  1)  0  1  1
x 0 x 0
b) lim f ( x)  lim ( x  1)  0  1  1
x 0 x 0

c) lim f ( x)  lim(

x  1)  1  1  2
x 1 x 1

d) lim f ( x)  lim( x  1)  11  2

x 1 
x 1

13
 A Theorem
lim f ( x)  L if and only if lim f ( x)  L and lim f ( x)  L.
x a x a x a

This theorem is used to show a limit does not

exist.
 x  1, if x  0
For the function f ( x)  
 x  1, if x  0.
lim f ( x) does not exist because lim f ( x)  1 and lim f ( x)  1.
x 0 x 0 x 0

But
lim f ( x)  2 because lim f ( x)  2 and lim f ( x)  2.
x 1 x 1 x 1
14
 Limit Rules
If c is any number, lim f ( x)  L and lim g ( x)  M , then
x a x a

a) lim  f ( x)  g ( x)   L  M b) lim  f ( x)  g ( x)   L  M
x a x a

c) lim  f ( x)  g ( x)   L  M
xa
d)
x a 
lim f ( x)
g ( x)   L , ( M  0)
M

e) lim  c  f ( x)   c  L f) lim  f ( x)   Ln
n
xa
x a

g) lim c  c h) lim x  a
x a x a

i) lim x n  a n j) lim f ( x)  L , ( L  0)
x a x a

15
Examples Using Limit Rule
Ex. lim  x 2  1  lim
x3
x 2  lim1
x3
x 3

   lim1
2
 lim x
x 3 x 3

 32  1  10

2x 1 lim  2 x  1 2 lim x  lim1


Ex. lim  x 1
 x 1 x 1
x 1 3 x  5 lim  3x  5 3lim x  lim 5
x 1 x 1 x 1

2 1 1
 
35 8

16
 More Examples
1. Suppose lim f ( x)  4 and lim g ( x)  2. Find
x 3 x 3

a) lim  f ( x)  g ( x)   lim
x 3
f ( x)  lim g ( x)
x 3
x 3
 4  (2)  2

b) lim  f ( x)  g ( x)   lim f ( x)  lim g ( x)

x 3
x 3 x 3

 4  (2)  6
 2 f ( x)  g ( x)  lim 2 f ( x)  lim g ( x) 2  4  (2) 5
c) lim    x 3 x 3
 
x 3
 f ( x) g ( x)  lim f ( x)  lim g ( x) 4  (2) 4
x 3 x 3
17
 Indeterminate Forms

Indeterminate forms occur when substitution in the limit

results in 0/0. In such cases either factor or rationalize the
expressions.
0
x5 Notice form
Ex. lim 2
x 5 x  25 0
x5
 lim Factor and cancel
x5  x  5  x  5 
common factors
1 1
 lim 
x5  x  5  10

18
 More Examples
 x 3  ( x  3)( x  3) 
a) lim  
 = lim  
 x 9   ( x  9)( x  3) 
x 9 x 9

 x 9   1  1
 lim    6
x 9 
 lim
x 9 ( x  9)( x  3)
   x 3

 4  x2   (2  x)(2  x) 
b) lim  2  = lim 
x 2 2 x  x 3
  x 2  x 2 (2  x) 

 2 x
= lim  
 x 
x 2 2

2  (2) 4
  1
(2) 2
4
19
 The Squeezing Theorem
If f ( x)  g ( x)  h( x) when x is near a, and if
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   0.
x
 x  DNE!
x 0
Note that we cannot use product rule because lim sin 
x 0

But  1  sin  x  
 1 and so  x 2  x 2 sin   x 2 .
x
Since lim x 2  lim(  x 2 )  0, we use the Squeezing Theorem to conclude
x 0 x 0

 x   0.
lim x 2 sin 
x 0

20
 Continuity

A function f is continuous at the point x = a if

the following are true:
i) f (a) is defined
ii ) lim f ( x) exists
xa

f(a)

21
A function f is continuous at the point x = a if
the following are true:
i) f (a) is defined
ii ) lim f ( x) exists
xa
iii ) lim f ( x)  f (a )
x a f(a)

22
Examples At which value(s) of x is the given function
discontinuous?
x 9
2

1. f ( x)  x  2 2. g ( x) 
x3
Continuous everywhere
Continuous everywhere
lim( x  2)  a  2
x a
except at x  3

and so lim f ( x)  f (a) g (3) is undefined

x a
4

6 2

4 -6 -4 -2 2 4

-2

2
-4

-6
-4 -2 2 4

-2 -8

-10

23
  x  2, if x  1 1, if x  0
3. h( x)   4. F ( x)  
1, if x  1 1, if x  0
lim F ( x)  1 and xlim F ( x)  1
lim h( x)  1
x 1
and lim h( x)
x 1
3 x 0 0

Thus F is not cont. at x  0.

Thus h is not cont. at x=1.
F is continuous everywhere else
h is continuous everywhere else
5

3
4

3 2

2
1

-10 -5 5 10

-2 2 4
-1
-1

-2
-2

-3 -3

24
 Continuous Functions
If f and g are continuous at x = a, then

f  g , fg , and f
g  g (a)  0  are continuous
at x  a

A polynomial function y = P(x) is continuous at

every point x.

A rational function R( x)  p( x) q( x) is continuous

at every point x in its domain.

25
 Intermediate Value Theorem
If f is a continuous function on a closed interval [a, b]
and L is any number between f (a) and f (b), then there
is at least one number c in [a, b] such that f(c) = L.

y  f ( x)
f (b)
f (c) = L
f (a)

a c b

26
Example

Given f ( x)  3x 2  2 x  5,
Show that f ( x)  0 has a solution on 1, 2.

f (1)  4  0
f (2)  3  0

f (x) is continuous (polynomial) and since f (1) < 0

and f (2) > 0, by the Intermediate Value Theorem
there exists a c on [1, 2] such that f (c) = 0.

27
 Limits at Infinity
1 1
For all n > 0, lim n  lim n  0
x x x x

1
provided that n is defined.
x
3x  5 x  1
2 3  5  1
 lim
x x 2 Divide
Ex. xlim 2
 2  4x 2 x  2 4 by x
x2

lim 3  lim 5
x  x 
 x   lim  1 x   3  0  0   3
x 
2

lim 2
x 
 x2  lim 4
x 
04 4

28
 More Examples
 2 x3 3x 2 2 
 2 x3  3x 2  2   3
 3  3 
1. lim  3
x  x  x 2  100 x  1


  lim  3 x 2 x x 
x  x
  x  100 x  1 
 3 
x x 3
x 3
x 3


 3 2 
 2  x  x3 
 lim 
x  1 100 1 
 1  2  3 
 x x x 

2
 2
1
29
  4 x  5 x  21 
2  x2  2x  4 
2. lim  3  3. lim  
x  7 x  5 x 2  10 x  1
 
x 
 12 x  31 
 x2 2 x 4 
 4 x 2 5 x 21
 3 3
    
 3   lim  x x x
 lim  3 x x x 
2
x 
 12 x  31 
x  7 x
 5 x 10 x 1   x x 
 3  3  3  3 
 x x x x 
 4 5 21   4
 lim 
 x  x 2  x3 

 x2 x 
 lim 
31 
x  5 10 1
7  2  3  x 
 x x x   12  
0  x 
 2
7 
12
0 
30
 4. lim
x 
 x 1  x
2


 lim 
 x2  1  x  x 1  x 
2


x 
 1 x2  1  x 
 

 x2  1  x2 
 lim  
x 
 x 1  x 
2

 1 
 lim  
x 
 x 1  x 
2

1 1
  0
 
31
 A. TOTAL DIFFERENTIATION

-DERIVATIVE OF A FUNCTION

f a  h  f a
lim
h 0
is called the derivative of f at a.
h

f  x  h  f  x
We write: f   x   lim
h 0 h
“The derivative of f with respect to x is …”

There are many ways to write the derivative of y  f  x

32
 Derivative of a Function
4

The derivative is 2
the slope of the
1
y  f  x
original function.
0 1 2 3 4 5 6 7 8 9
3

The derivative is defined 1

at the end points of a

0 1 2 3 4 5 6 7 8 9
function on a closed
interval. -1
y  f  x
-2

33
Derivative of a Function
6

y  x2  3
5
4
3
2
1

 x  h  
0 2
 3  x2  3
-3 -2 -1 1 2 3
x
-1

y  lim
-2
-3
6 h 0 h
5
4

y  lim 2 x  h
3
2
h 0
1
-3 -2 -1 0 1 2 3
-1 x
-2
-3 y  2 x
-4
-5
-6

34
Derivative of a Function

A function is differentiable if it has a

derivative everywhere in its domain. It
must be continuous and smooth.
Functions on closed intervals must have
one-sided derivatives defined at the end
points.

35
 Differentiability

To be differentiable, a function must be continuous

and smooth.
Derivatives will fail to exist at:

f  x  x 2
f  x  x3

corner cusp

 1, x  0
f  x  3
x f  x  
 1, x  0

vertical tangent discontinuity

36
 Differentiability

If f has a derivative at x = a, then f is continuous at x = a

although the converse of this statement is not always true.

Since a function must be continuous to have a derivative, if it

has a derivative then it is continuous. But a function can be
continuous at a certain point while it is not differentiable there.

37
 Differentiability
Intermediate Value Theorem for Derivatives
If a and b are any two points in an interval on which f is
differentiable, then f  takes on every value between f   a  and
f  b .

f  b  3

Between a and b, f  must take

1
f a  1
2 on every value between 2 and 3 .

38
Rules/Techniques for Differentiation

If the derivative of a function is its slope, then for a

constant function, the derivative must be zero.

d example: y 3
c  0
dx y  0

The derivative of a constant is zero.

39
 Rules/Techniques for
Differentiation
We saw that if y  x 2 , y  2 x .

This is part of a pattern.

examples:
d n
dx
 x   nx n 1
f  x  x 4 y  x8

f   x   4 x3 y  8x7

power rule

40
 Rules/Techniques for
Differentiation
Proof:
d n
 x   nx n 1 d n ( x  h) n  x n
dx x  lim
dx h0 h
d n x n  nx n1h  ...  hn  x n
x  lim
dx h0 h
d n nx n1h  ...  hn
x  lim
dx h0 h
d n
x  lim nx n 1  nx n 1
dx h 0

41
 Rules/Techniques for
Differentiation

constant multiple rule:

examples:
d du
 
cu  c d n
cx  cnx n 1
dx dx
dx
d
7 x5  7  5 x 4  35 x 4
dx

42
 Rules/Techniques for
Differentiation
d du
constant multiple rule:  cu   c
dx dx
sum and difference rules:

d du dv d du dv
 u  v     u  v   
dx dx dx dx dx dx

y  x  12 x
4 y  x 4
 2 x 2
2
(Each term
dyis treated separately)

y  4x  12
3
 4 x 3
 4x
dx

43
 Rules/Techniques for
Differentiation
Find the horizontal tangents of:
dy
y  x4  2 x2  2  4 x3  4 x
dx
Horizontal tangents occur when slope = zero.
4 x3  4 x  0 Substituting the x values into
x3  x  0 the original equation, we get:
y  2, y  1, y  1
x  x 2  1  0
(The function is even, so we
x  x  1 x  1  0 only get two horizontal
x  0, 1, 1 tangents.)

44
Rules/Techniques for
Differentiation
4
y  x4  2 x2  2
3

2 y2

1 y 1

-2 -1 0 1 2

-1

-2

45
 Rules/Techniques for
Differentiation
4
y  x4  2 x2  2
3

dy
1  4 x3  4 x
dx
-2 -1 0 1 2

-1

First derivative -2
(slope) is zero at:
x  0, 1, 1

46
 Rules/Techniques for
Differentiation
product rule:
d u ( x  h )v ( x  h )  u ( x )v ( x )
d
 uv   u
dv
v
du (uv)  lim
dx h0 h
dx dx dx
add and subtract u(x+h)v(x)
Proof
in the numerator
d u ( x  h )v ( x  h )  u ( x )v ( x )  u ( x  h )v ( x )  u ( x  h )v ( x )
(uv)  lim
dx h0 h
d  u ( x  h)v( x  h)  v( x)   v( x)u ( x  h)  u ( x)  
(uv )  lim  
dx h 0
 h 
d dv du
(uv)  u  v
dx dx dx

47
 Rules/Techniques for
Differentiation
product rule:
d dv du
 uv   u v Notice that this is not just the
dx dx dx
product of two derivatives.
This is sometimes memorized as: d  uv   u dv  v du
d  2
dx   x  3 2 x 3  5 x  

 x 2  3  6 x 2  5    2 x3  5 x   2x 

d
dx
 2 x 5  5 x 3  6 x 3  15 x 

d
dx
 2 x 5  11x 3  15 x  6 x 4  5x 2  18x 2  15  4 x 4  10 x 2

10 x4  33x2  15 10 x4  33x2  15

48
 Rules/Techniques for
Differentiation

quotient rule:

du dv
v u  u  v du  u dv
d u dx dx d 
  or
v v2
dx  v  v 2

d 2 x3  5 x

    
x 2  3 6 x 2  5  2 x3  5 x  2 x 
dx x  3
 
2 2
x 3
2

49
 Rules/Techniques for
Differentiation
Suppose u and v are functions that are differentiable at
x = 3, and that u(3) = 5, u’(3) = -7, v(3) = 1, and v’(3)= 4.
Find the following at x = 3 :
d d
1. (uv ) (uv )  uv ' vu' 5(3)  (1)(7)  8
dx dx
d u d  u  vu'uv ' (1)( 7)  (5)( 4)
2.      27
dx  v  dx  v  v2 1 2

d v d  v  uv 'vu' (5)( 4)  (1)( 7) 27

3.     
dx  u  dx  u  u2 52 25

50
 Rules/Techniques for
Differentiation
Chain Rule
Consider a simple composite function:
y  6 x  10 y  6 x  10 y  2u u  3x  5
y  2  3x  5
dy dy du
6 2 3
If u  3x  5 dx du dx
then y  2u
6  23

dy dy du
 
dx du dx

51
 Rules/Techniques for
Differentiation
dy dy du
Chain Rule:  
dx du dx
If fog is the composite of y  f  u  and u  g  x  ,
then:

 fog   f at u  g  x   g at x  f ' ( g ( x))  g ' ( x)

example: f  x   sin x g  x   x2  4 Find:  fog  at x  2

f   x   cos x g  x  2x g  2  4  4  0

f   0  g  2 cos  0    2  2  1 4 4

52
 Rules/Techniques for
Differentiation
Chain Rule:
f  g  x    sin  x 2  4 
 cos  x 2  4   2 x
dy
y  sin  x 2  4  dx

y  sin u u  x2  4
 cos  22  4   2  2
dy
dy du
 cos u  2x dx
du dx
dy
 cos  0   4
dy dy du dx
 
dx du dx
dy
dy
 cos u  2 x 4
dx dx

53
 Rules/Techniques for
Differentiation
Chain Rule:
Here is a faster way to find the derivative:

y  sin  x 2  4 

y  cos  x 2  4    x  4
d 2
Differentiate the outside function...
dx

y  cos  x 2  4   2 x …then the inside function

At x  2, y  4

54
 Rules/Techniques for
Differentiation
Chain Rule:
d
d cos  3x  
2
cos 2  3 x 
dx dx
d
2 cos  3x    cos  3 x 
dx
d The chain rule can be used
2 cos  3x    sin  3 x    3 x  more than once.
dx
2 cos  3x   sin  3 x   3 (That’s what makes the
“chain” in the “chain rule”!)
6 cos  3x  sin  3x 

55
 Rules/Techniques for
Differentiation
Chain Rule:
Derivative formulas include the chain rule!

d n du d du
u  nu n 1 sin u  cos u
dx dx dx dx

d du d du
cos u   sin u tan u  sec 2 u
dx dx dx dx

56
 Rules/Techniques for
Differentiation
Chain Rule:

Find
dy
dx
dy
y  cos(3x2  x)   sin( 3 x 2  x)( 6 x  1)
dx
dy
y  sin(cos(x))  cos(cos x)(  sin x)
dx
dy
y  cos3 (4x3  2x)  3 cos 2 (4 x3  2 x)(  sin( 4 x3  2 x))(12 x 2  2)
dx
dy
 (36 x 2  6) cos 2 (4 x3  2 x)(  sin( 4 x3  2 x))
dx

57
 Rules/Techniques for
Differentiation
Chain Rule:

The chain rule enables us to find the slope of

parametrically defined curves:

The slope of a parametrized

dy dy dx
  curve is given by:
dt dx dt
dy
dy
dy
dt  dy  dt
dx dx
dx dx
dt
dt

58
 Rules/Techniques for
Differentiation
Chain Rule:

Example: These are the equations for an ellipse.

x  3cos t y  2sin t

dx dy dy 2 cos t 2
 3sin t  2 cos t    cot t
dt dt dx 3sin t 3

59
 Implicit Differentiation

This is not a function,

x2  y 2  1 but it would still be
nice to be able to find
the slope.
d 2 d 2 d
x  y  1 Do the same thing to both sides.
dx dx dx
Note use of chain rule.
dy
2x  2 y 0 dy 2 x
dx  dy x
dx 2 y 
dx y
dy
2y  2 x
dx

60
 Implicit Differentiation

2 y  x2  sin y This can’t be solved for y.

d d 2 d dy 2x
2y  x  sin y 
dx dx dx dx 2  cos y
dy dy
2  2 x  cos y This technique is called
dx dx implicit differentiation.
dy dy
2  cos y  2x
dx dx 1 Differentiate both sides w.r.t. x.
dy
 2  cos y   2 x 2 Solve for
dy
.
dx dx

61
 Implicit Differentiation

Find the equations of the lines tangent and normal to the

curve x2  xy  y 2  7 at (1, 2) .

x2  xy  y 2  7 Note product rule. dy y  2 x


dx 2 y  x
 dy  dy
2x   x  y  2 y 0
 dx  dx
2  2  1 22 4
dy
2x  x  y  2 y
dy
0 m  
dx dx 2  2   1 4  1 5
dy
 2 y  x  y  2x
dx

62
 Implicit Differentiation
Find the equations of the lines tangent and normal to the
curve x2  xy  y 2  7 at (1, 2) .
4 tangent: normal:
m 5
5 4
y  2   x  1 y2   x  1
5 4
4 4 5 5
y2 x y2   x
5 5 4 4

4 14 5 3
y  x y  x
5 5 4 4

63
 Implicit Differentiation

Rational Powers of Differentiable Functions

Power Rule for Rational Powers of x

If n is any rational number, then

d n
x  nx n1
dx

64
 Implicit Differentiation

Proof: Let p and q be integers with q > 0.

p

yx q
Raise both sides to the q power

yq  x p Differentiate with respect to x

dy
qy q 1  px p1 Solve for dy/dx
dx

65
 Implicit Differentiation

dy px p1
 q1 Substitute for y
dx qy
dy px p1
 Remove parenthesis
dx q( x p / q )q1
dy px p1
 p p / q Subtract exponents
dx qx
dy px p1( p p / q ) dy p ( p / q )1
  x
dx q dx q

66
 Higher Order Derivatives:

dy
y  is the first derivative of y with respect to x.
dx
dy d dy d 2 y is the second derivative.
y   
dx dx dx dx 2 (y double prime)
dy 
y   is the third derivative.
dx We will learn
 4 d later what
y  y is the fourth derivative. these higher
dx
order
derivatives are
used for.

67
Higher Order Derivatives:

d2y
Find 2 if 2x3  3 y 2  7 .
dx
y  2 x  x 2 y
2x3  3 y2  7 y 
y2
6x2  6 y y  0 y 
2x x 2
 2 y
y y
6 y y  6x2 2 2 Substitutey 
2x x x
6 x2 y    back into the
y  y y2 y equation.
6 y
2x x 4
y 
x2 y   3
y y y

68
 A. TOTAL DIFFERENTIATION

-SOME APPLICATIONS
(a)Velocity and other Rates of Change
Consider a graph of displacement (distance traveled) vs. time.
Average velocity can be found
by taking:
B change in position s
distance s 
change in time t
(miles) A
t s f  t  t   f  t 
Vave  
t t
time (hours)
The speedometer in a car does not measure average
velocity, but instantaneous velocity.
ds f  t  t   f  t 
V t    lim (The velocity at one
dt t 0 t moment in time.)

69
(a)Velocity and other Rates of
Change
Velocity is the first derivative of position.

Acceleration is the second derivative

of position.

70
(a)Velocity and other Rates of
Change
Gravitational
Example: Free Fall Equation Constants:

ft
g  32
1 1 sec 2
s  g t2 s   32 t 2
2 2
m
g  9.8
sec 2
ds
s  16 t 2 V  32 t
dt
cm
Speed is the absolute value of velocity. g  980
sec 2

71
(a)Velocity and other Rates of
Change
Acceleration is the derivative of velocity.

dv d 2s v  32t
a  2 example:
dt dt a  32
If distance is in: feet

feet
Velocity would be in:
sec
ft
ft
Acceleration would be in:
sec 
sec sec 2

72
(a)Velocity and other Rates of
Change

acc neg acc neg

vel pos & vel neg & acc zero
decreasing decreasingvel neg &
acc zero
vel pos & constant
distance acc pos
constant
vel neg &
velocity increasing
acc pos
zero
vel pos &
increasing
acc zero,
velocity zero
time

73
(a)Velocity and other Rates of
Change

Rates of Change:
f  x  h  f  x
Average rate of change =
h
f  x  h  f  x
Instantaneous rate of change =   h0
f  x  lim
h

These definitions are true for any function.

( x does not have to represent time. )

74
(a)Velocity and other Rates of Change

For a circle: A   r2
dA d
  r2
dr dr
dA
 2 r
dr
Instantaneous rate of change of the area with
dA  2 r dr
respect to the radius.
For tree ring growth, if the change in area is constant then dr
must get smaller as r gets larger.

75
 APPLICATIONS

(b) In Economics

From Economics point of view:

Marginal cost is the first derivative of the cost function,

and represents an approximation of the cost of producing
one more unit.

76
 (b) In Economics
Example
Suppose it costs: c  x   x  6 x  15 x to produce x stoves.
3 2

If you are currently producing 10 stoves, the 11th stove will cost
approximately:

c  x   3 x 2  12 x  15
c 10   3 102  12 10  15
 300  120  15
 $195
marginal cost

The actual cost is: C 11  C 10   113  6 112  15 11  103  6 102  15 10 

 770  550  $220 actual cost

77
 (b) In Economics

Note that this is not a great (good)

approximation – Don’t let that
bother you.

Marginal cost is a linear

approximation of a curved
function. For large values it gives
a good approximation of the cost
of producing the next item.
78
 APPLICATIONS

(c) L’Hôpital’s Rule

L’Hôpital’s Rule is the rule that will help

us to evaluate the limits when we have
indeterminate forms.
What are those indeterminate forms???

79
 x2  4
Consider: lim
x2 x  2

0
If we try to evaluate this by direct substitution, we get:
0
Zero divided by zero can not be evaluated, and is an example
of indeterminate form.

In this case, we can evaluate this limit by factoring and

canceling:

lim
x2  4
 lim
 x  2  x  2   lim x  2
  4
x2 x  2 
x 2 x2 x 2


80
 f  x x2  4
lim  lim
xa g  x  x2 x  2

The limit is the ratio of the numerator over the denominator as x

approaches 2.

x2  4 4
0.05
3
2
1
-3 -2 -1 1
x
2 3 If we zoom in far enough,
0
-1
the curves
0 1.95 will2 appear as2.05
x
-2 straight lines.
-3
-4
x2 -5
-0.05


81
 f  x x2  4
lim  lim
xa g  x  x2 x  2

0.05

f  x As x2
f  x
becomes:
g  x
g  x
0 1.95 2 2.05
x

-0.05


82
 f  x x2  4
lim  lim
xa g  x  x2 x  2

0.05

df As x2
f  x
becomes:
dg
g  x
0 1.95 2 dx 2.05
x
df
df
 dx
dg dg
-0.05
dx

83
 f  x x2  4
d 2
 x  4
2x
lim  lim  lim dx  lim 4
xa g  x  x2 x  2 x2 d
 x  2
x 2 1

dx

L’Hôpital’s Rule:
f  x
If lim
xa g  x 
is indeterminate, then:

f  x f  x
lim  lim
xa g  x  x a g x


84
We can confirm L’Hôpital’s rule by working backwards, and
using the definition of derivative:

f  x  f a f  x  f a
f a lim
xa xa xa
  lim
g a  g  x  g a xa g  x   g  a 
lim
xa xa xa

f  x  f a f  x  0 f  x
 lim  lim  lim
xa g  x   g  a  xa g  x   0 xa g  x 


85
 Example:

1  cos x  lim sin x  0

lim x 0 1  2 x
x 0 x  x 2

If it’s no longer
indeterminate, then STOP!

If we try to continue with L’Hôpital’s rule:

sin x cos x 1 which is wrong,

 lim  lim 
x 0 1  2 x x 0 2 2 wrong, wrong!


86
 On the other hand, you can apply L’Hôpital’s rule as many
times as necessary as long as the fraction is still
indeterminate:
x
1  x 1 0
2 1
lim
0 
x 0 x2  4
1 2
1
1  x   1  x
2 (Rewritten in
lim 2 exponential form.)
1
x 0 x2 
1
8
1 1
1  x  

2
0
 lim 2 2
x 0 2x 0
3
1
 1  x  2

0
not
 lim 4 0
x 0 2 
87
 This makes limits very easy!
On your own time find the following:
3x  sin x
1. lim x 0
x
1  x 1
2. lim x 0
5x
x  sin x
3. lim x 0 3
x

88
B. Partial Differentiation
-Function of several variables
-Partial differentiation
-Techniques of partial differentiation
-Total differentiation for f(x.y)
-Application in Economics

89
Function of Two
Variables

90
 Definition
Functions of Two Variables

A function f of the two variables x and y

is a rule that assigns to each ordered pair
(x, y) of real numbers in some set one
and only one real number denoted by
f(x,y).

91
Functions of Two Variables
The Domain of a Function
of Two Variables

The domain of the function f(x, y) is the set

of all ordered pairs (x, y) of real numbers
for which f(x, y) can be evaluated.

92
 Example 1
Functions of Two Variables

For f(x, y)3xy2 find

a) f(2,3)
b) f(2, 2)

f  2,3   3  2  3  15
2

   2
2
f 2, 2  3  2  8

93
 Example 2
Functions of Two Variables

3 x  5y
2
f  x, y  
xy
a) Find the domain of f.
b) Compute f(1, 2)

94
 Example 3
Functions of Two Variables

A pharmacy sells two brands of aspirin.

Brand A sells for $1.25 per bottle and
Brand B sells for $1.50 per bottle.
a) What is the revenue function for aspirin?
b) What is the revenue for aspirin if 100
bottles of Brand A and 150 bottles B are
sold?

95
 Example 3 (Continued)
Functions of Two Variables

a) Let
x the number of bottles of Brand A sold
y  the number of bottles of Brand B
sold. Then, the revenue function is
R  x, y   1.25 x  1.50 y
b)
R 100,150   1.25  100  1.50  150
 125  225
 350
96
Functions of Two Variables Cobb-Douglas
Production Functions
Economists use a formula called the Cobb-
Douglas Production Functions to model
the production levels of a company (or a
country). Output Q at a factory is often
regarded as a function of the amount K of
capital investment and the size L of the
labor force. Output functions of the form
Q  K , L   AK L
 1

97
Functions of Two Variables Cobb-Douglas Production
Functions (Cont.)
where A and are positive constants and
01 have proved to be especially useful
in economic analysis. Such functions are
known as Cobb-Douglas production
function.

98
 Example 5
Functions of Two Variables

Suppose that the function Q500x0.3y0.7

represents the number of units produced
by a company with x units of labor and y
units of capital.
a) How many units of a product will be
manufactured if 300 units of labor and
50 units of capital are used?
b) How many units will be produced if
twice the number of units of labor and
capital are used?
99
 Example 5 (Cont.)
Functions of Two Variables

a)Q  300,50   500  300 0.3  50 0.7

 500  5.535  15.462
 42,791 units
b) If number of units of labor and capital
are both doubled, then x2300600
and y250100
Q  600,100   500  600  100 
0.3 0.7

 500  6.815  25.119

 85,592 units
100
 Definition
Let z  f x, y)
Partial Derivatives

a) The first partial derivative of f with

respect to x is
z f  x  x, y   f  x, y 
 fx  x, y   lim
x x 0 x

b) The first partial derivative of f with

respect to y is:
z f  x, y  y   f  x, y 
 fy  x, y   lim
y y 0 y
101
 Computation of Partial Derivatives
o The function z / x or fx is obtained by
Partial Derivatives

differentiating f with respect to x, treating

y as a constant.
o The function z / y or fy is obtained by
differentiating f with respect to y, treating
x as a constant.

102
 Example 1
For the function
Partial Derivatives

f  x, y   4 x 2  3 xy  5 y 2
Find z / y and z / x

Treating y as a constant, we obtain

z
 8 x  3y
x
Treating x as a constant, we obtain
z
 3 x  10y
y
103
 Example 2
Find the partial derivatives fx (1,2) and
Partial Derivatives

fy (1,2) if f  x, y   x 2  2 xy 2

104
 Total derivative/differentiation

For a function Z= f (X, Y)

The total derivative of Z is given by:
𝜕𝑍 𝜕𝑍
𝑑𝑍 = dX + dY
𝜕𝑋 𝜕𝑌
Example 3
For a function z= 𝑓 𝑥, 𝑦 = 4𝑥 2 − 3𝑥𝑦 + 5𝑦 2
Find an expression for total derivative of z.

105
 Example 4
Suppose that the production function
Partial Derivatives

Q(x,y) 2000 x​0.5

​ y0.5 is known. Determine
the marginal productivity of labor and the
marginal productivity of capital when 16
units of labor and 144 units of capital are
used.

106
 Example 4 (Cont.)
Q
Partial Derivatives

0.5
1000 y
 2000  0.5  x 0.5 y 0.5 
x x 0.5
Q 1000 x 0.5
 2000  0.5  x 0.5 y 0.5 
y y 0.5

substituting x16 and y144, we obtain

Q 1000(144)0.5 1000  12
   3000 units
x (16,144) (16)0.5
4
Q 1000(16)0.5 1000  4
   333.33 units
y (16,144) (144)0.5
12
107
 Example 4 (Cont.)
Partial Derivatives

Thus we see that adding one unit of labor

will increase production by about 3000
units and adding one unit of capital will
increase production by about 333 units.

108
 Example 5
It is estimated that the weekly output at a
Partial Derivatives

certain plant is given by the function

Q(x,y) 1200x500yx2 yx3 y2 units, where
x is the number of skilled workers and y the
number of unskilled workers employed at the
plant. Currently the work force consists of 30
skilled workers, and 60 unskilled workers.
Use marginal analysis to estimate the
change in the weekly output that will result
from the addition of 1 more skilled worker if
the number of unskilled workers is not
changed. TRY THIS!!! 109
 OPTIMIZATION
Optimization in economics is concerned with the ways
in which managers/economists should make decisions
in order to maximize the effectiveness or performance
of the organizations they manage. To understand how
this can be done we must understand the basic
optimization techniques. Optimization is all about
decision making, consider the following situations:
• allocating available funds among various competing
agencies
• deciding which route to take to go to a new location in the
city
Decision making always involves making a choice between
various possible alternatives

110
 Optimal Decision Making

• Overview
• Unconstrained Optimization
• Constrained Optimization

111
 Overview

• Many economic decisions involve

trying to decide what is the “best”
decision to make.
• These problems involving trying to
optimize some objective, such as
maximize profits, or minimize
cost/risk, etc.

112
 Analytical Approach to Optimal
Decision Making
• Express the relationship between the
objective and various decision and
exogenous variables.
• Dependent variable =f(independent
variables)
• Example: Profit = f(quantity) or P=
f(Q)
– Illustration: Find the quantity of output that
maximizes profit: P(Q) = 16Q - Q2
113
 Unconstrained Optimization
• Unconstrained Optimization involves
finding the optimum to some decision
problem in which there are no
constraints.

Example:
Find the quantity of output that
maximizes profit: P(Q) = 16Q - Q2
114
 constrained Optimization
• Constrained Optimization involves finding the optimum
to some decision problem in which there are constraints/
conditions to be fulfilled.
• That is finding the optimum to some decision problem in
which the decision-maker faces constraints. Examples of
constraints: constraints of money, time, capacity, energy
etc
Example:
Find the quantity of output per time and time that
maximizes profit:
P(Q) = 16tQ - tQ2
If Q and t are such that Qt=10
115
 Format of Constrained Optimization

•Economic problems require conditions forced

on us by the limits of our money, time, etc
•Thus Constrained Optimization involves
an objective function and one or more
constraints.
• Maximize y = f(x1 , x2 , ..., xn )
Subject to g(x1 , x2 , ..., xn ) < b
• Minimize y = f(x1 , x2 , ..., xn )
Subject to g(x1 , x2 , ..., xn ) > b
116
 Solving Constrained Optimization Problems
Later on we will discuss on how to solve these
problem using a method of Lagrange
Multiplier

117
Solving unconstrained Optimization Problems
Note the following:
-Optimum Can Be Highest or Lowest
-Calculus teaches that when the first derivative is zero,
the solution is at an optimum

118
Optimization Rules-One variable
Maximization Conditions
𝒅𝒚
1. =𝟎
𝒅𝒙
𝒅𝟐 𝒚
2. 𝒅𝒙𝟐
≤𝟎

Minimization Conditions
𝒅𝒚
1. =𝟎
𝒅𝒙
𝒅𝟐 𝒚
2. 𝒅𝒙𝟐
≥𝟎

119
 Example-Maximization problem
Example:
Find the quantity of output that maximizes profit, if
the profit function is P(Q) = 50Q - Q2 where Q is the
quantity produced. What is the maximum profit?
Solution
If P= 50Q - Q2,
Then dP/dQ = 50 - 2Q

But at maximum value dP/dQ=0

Then 50 - 2Q = 0 thus Q = 25

Hence, Q = 25 will maximize profits

Maximum profit=50(25)-(25)2 = 625

120
Example-Minimization problem
Example:
Find the quantity of output that minimize the total
cost in a company, if the total cost function is
TC(Q) = 5Q2 - 60Q where Q is the quantity produced.
Solution
Given TC= 5Q2 - 60Q,

Then dTC/dQ = 10Q - 60

But at maximum value dTC/dQ=0

Then 10Q - 60 = 0 thus Q = 6

Hence, Q = 6 will minimize the total cost

121
Second Order Condition: One variable

• If the second derivative is negative, then

it’s a maximum
• If the second derivative is positive, then it’s
a minimum

P= 100•Q - Q2 P= -50Q + 5•Q2

Then 100 -2Q = 0 thus Then -50+10Q = 0 thus
Q=50 Q=5
second derivative is: -2 second derivative is: 10
implies Q =50 is a MAX implies Q = 5 is a MIN
122
We visit functions of two
variables for further
Optimizations problems

Recall functions of two variables,

That is Z=f(x,y)

123
 Definition
Let z  f x, y)
Partial Derivatives

a) The first partial derivative of f with

respect to x is
z f  x  x, y   f  x, y 
 fx  x, y   lim
x x 0 x

b) The first partial derivative of f with

respect to y is:
z f  x, y  y   f  x, y 
 fy  x, y   lim
y y 0 y
124
 Second-Order Partial
Derivatives
Partial Derivatives

If z  f(x, y)
the partial derivative of fx with respect to x is
 z   z 
2
fxx   fx x or 2   
x x  x 
the partial derivative of fx with respect to y is
2
z   z 
fxy   fx y or   
y x y  x 
125
 Second-Order Partial
Derivatives (Cont.)
Partial Derivatives

If z  f(x, y)
the partial derivative of fy with respect to
x is 2z   z 
fyx   fy  or   
x xy x  y 

the partial derivative of fy with respect to

y is  z
2
  z 
fyy   fy  or   
y y 2
y  y 
126
 Example
Partial Derivatives

Compute the four second-order partial

derivatives of the function

f  x, y   xy  5 xy  2x  1
3 2

127
 Remark
Partial Derivatives

The two partial derivatives fxy and fyx are

sometimes called the mixed second-
order partial derivatives of f and fxyfyx .

128
Maximum and Minimum of
Functions of two Variables

129
Relative Extrema of a Function of Two Variables
Let f be a function defined on a region R containing
(a, b).
f (a, b) is a relative maximum of f if f ( x, y)  f (a, b)
for all (x, y) sufficiently close to (a, b).
f (a, b) is a relative minimum of f if f ( x, y)  f (a, b)
for all (x, y) sufficiently close to (a, b).

*If the inequalities hold for all (x, y) in the domain of

f then the points are absolute extrema.

130
Partial Derivatives: Application of Second Partial
 Critical Point of f
A critical point of f is a point (a, b) in the
domain of f such that both

f f
 a, b   0 and  a, b   0
x y

or at least one of the partial derivatives

does not exist.

131
Partial Derivatives: Application of Second Partial
 Determining Relative Extrema
1. Find all the critical points by solving the system
f x  0, f y  0
2. The 2nd Derivative Test: Compute
D( x, y )  f xx f yy  f xy2

D(a, b) f xx (a, b) Interpretation

+ + Relative min. at (a, b)
+ – Relative max. at (a, b)
– Neither max. nor min. at (a, b)
 saddle point
0 Test is inconclusive

132
Ex. Determine the relative extrema of the function
f ( x, y)  2x  x  y
2 2

So the only critical

f x  2  2 x  0 f y  2 y  0
point is (1, 0).
f xx  f yy  2, f xy  0

D(1, 0)   2  2   02  4  0 and f xx 1, 0   2  0

So f (1,0) = 1 is a relative maximum

133
 Application
Example
The total weekly revenue (in dollars) that Acrosonic realizes in
producing and selling its bookshelf loudspeaker systems is
given by R x, y   1 x 2  3 y 2  1 xy  300 x  240 y
 
4 8 4
where x denotes the number of fully assembled units and y
denotes the number of kits produced and sold each week. The
total weekly cost is given by C  x, y   180 x  140 y  5000

Determine how many assembled units and how many kits

Acrosonic should produce per week to maximize its profit.
What is the maximum profit?
134
P  x, y   R  x , y   C  x , y 
1 2 3 2 1
  x  y  xy  120 x  100 y  5000
4 8 4

1 1
Px   x  y  120  0 1
2 4
3 1
Py   y  x  100  0  2
4 4

135
 Substitute in 1
y  2x  480
Substitute in  2
3 1
Py    2 x  480   x  100  0
4 4
 6 x  1440  x  400  0
 x  208
Substitute this value into the equation y  2 x  480
 y  64
Therefore, P has the critical point (208,64)

136
 1 1 3
Pxx   Pxy   Pyy  
2 4 4
2
 1  3   1  5
D  x, y             
 2   4   4  16

Since, D  208, 64   0 and Pxx  208, 64   0 , the

point (208,64) is a relative maximum of P.

What is the maximum profit? Find it!!!!

137
Lagrange Multipliers

138
 Method of Lagrange Multipliers

A method used to find the local minimum and

maximum of a function with two variables subject to
conditions or constraints on the variables involved.

Suppose that, subject to the constraint g(x,y)=0, the function

z=f(x,y) has a local maximum or a local minimum at the
point .
( x0 , y0 )

Form the function F  x, y ,    f  x, y    g  x , y 

139
Then there is a value of  such that ( x0 , y0 ,  ) is a
solution of the system of equations

F f g
  0 1
x x x
F f g
  0  2
y y y
F
 g  x, y   0  3


provided all the partial derivatives exists.

140
Steps for Using the Method of Lagrange Multipliers
Step 1: Write the function to be maximized (or
minimized) and the constraint in the form:
Find the maximum (or minimum) value of
z  f  x, y 

subject to the constraint g  x, y   0

Step 2: Construct the function F:

F  x, y ,    f  x, y    g  x , y 

141
Step 3: Set up the system of equations
F
0 1
x
F
0  2
y
F
 g  x, y   0  3

Step 4: Solve the system of equations for x, y and


Step 5: Test the solution ( x , y , ) to determine

0 0
maximum or minimum point.

142
Find D* = Fxx . Fyy - (Fxy)2

If D*  0  Fxx  0  maximum point

Fxx  0  minimum point

D*  0  Test is inconclusive

Step 6: Evaluate z  f  x, y  at each solution ( x0 , y0 , )

found in Step 5.

143
 Example:
Find the minimum of
f(x,y) = 5x2 + 6y2 - xy
subject to the constraint
x+2y = 24

Solution:
F(x,y, ) = 5x2 + 6y2 - xy + (x + 2y - 24)
Fx = F = 10x - y +  ; Fxx = 10
x
Fy = F = 12y - x + 2 ; Fyy = 12
y
F = F = x + 2y - 24 ; Fxy = -1


144
The critical point,
10x - y +  = 0
12y - x + 2= 0
x + 2y - 24= 0
The solution of the system is x = 6, y = 9,  = -51

D*=(10)(12)-(-1)2=119>0
Fxx = 10>0

We find that f(x,y) has a local minimum at (6,9).

f(x,y) = 5(6)2+6(9)2-6(9)= 720

145
 Example
A manufacturer produces two types of engines, x units of type I
and y units of type II. The joint profit function is given by

P  x, y   x 2  3xy  6 y
to maximize profit, how many engines of each type should be
produced if there must be a total of 42 engines produced?

146
Maximize z  P  x, y   x  3xy  6 y
2

Subject to constraint g ( x, y)  x  y  42  0
F  x, y,    P  x, y    g  x, y 
 x 2  3xy  6 y    x  y  42 
F
 2x  3y    0 1 ; Fxx  2
x
F
 3x  6    0  2 ; Fyy  0
y
F
 x  y  42  0  3 ; Fxy  3


The solution of the system is x  33 y  9   93.

147
Fxx  2  0

D*  (2)(0)  (3)2  9  0

The test in inconclusive.

148
 SUB-TOPIC 2:
INTEGRATION
Definition
Integration is the reverse process of differentiation.
That is, it is a process of finding a function F(x) whose
slope f(x) is known it is written as follows

F ( x)   f ( x)dx

149
 Definite Integrals

Definition
Area Under a Curve (as a Definite Integral)
If y = f(x) is non negative and integrable over a closed interval
[a,b], then the area under the curve y = f(x) from a to b
is the integral of f from a to b.

f  x  dx
b
A=  a
150
 Fundamental Theorem of
Calculus
The Fundamental Theorem of Calculus
If f is continuous at every point of  a, b , and if

F is any antiderivative of f on  a, b  , then

 f  x  dx  F  b   F  a 
b

(Also called the Integral Evaluation Theorem)

151
 Definite Integrals and
Antiderivatives
f  x  dx    f  x  dx
b a
1.  a b
Reversing the limits
changes the sign.

f  x  dx  0
a
2. 
a
If the upper and lower limits are equal,
then the integral is zero.

k  f  x  dx  k  f  x  dx
b b
3. 
a a
Constant multiples can be
moved outside.

 f  x   g  x   dx   f  x  dx   g  x  dx
b b b
4. a a a

Integrals can be added and subtracted.

152
 Definite Integrals and
Antiderivatives
 f  x  dx   f  x  dx   f  x  dx
b c c
5. a b a

Intervals can be added

(or subtracted.)
y  f  x

a b c
153
 Indefinite Integrals and
Antiderivatives
An indefinite integral is where limits are not given.
An antiderivative of f `(x) is f(x)
The indefinite integral:  f `( x ) dx  f ( x )  c
For any polynomial you just need to remember the following

a n 1
  
n
ax dx x c
n 1
154
 Example-Definite Integral
Example: yx 2
Find the area under the curve from
4
x=1 to x=2.
2

2 1 3 1
3
1
x dx  2  1
3 3
2 2
1 3 8 1 7
x  
1
3 1 3 3 3
0 1 2 Area from x=0 Area from x=0
to x=2 to x=1
Area under the curve from x=1 to x=2.
155
 Example-Indefinite Integral

 dx
3
1. Find 2x
Solution
3 1 4
2 x x
 dx  3  1  c  2  c
3
2 x

5
2. Find  2 dx
x
Solution
1
5 5 x 5
 x2 
2
dx  5 x dx   c  c
1 x 156
Techniques of integration

We will just discuss one technique

known as Substitution Techniques

157
 Substitution Techniques

Can we be able to find antiderivatives

directly, for all of functions?
For sure the answer is NO!

We can sometimes use substitution or

change of variable to rewrite functions
in a form that we can integrate.


158
Example 1:

  x  2 Let u  x  2
5
dx
du  dx
  u 5 du
The variable of integration
must match the variable in
1 6
 u c the expression.
6
Don’t forget to substitute the value
( x  2) 6
for u back into the problem!
 c
6

159
Example 2:
One of the clues that we look for is


if we can find a function and its
1  x 2  2 x dx derivative in the integral.

The derivative of 1 x 2
is 2 x dx .
1

u Let u  1  x
2 2
du
3 du  2 x dx
2
u C
2
3
Note that this only worked because
3 of the 2x in the original.
2
3

1 x 
2 2
C Many integrals can not be done by
substitution.

160
Example 3:

 4 x  1 dx Let u  4 x  1
du  4 dx
1
1
u 2
 du
4
1
du  dx
Solve for dx.

3
4
2 1
u  C
2
3 4
3
1
u C2
6
3
1
 4 x  1 2  C
6 161
Example 8:

u  1  0
1
 x  1 dx Let u  x3  1
2 3
3x
1
du  3x dx
2
u 1  2
1
2
0
u du2

2
2  3
 u  2 Don’t forget to use the new limits.
 3 0
3
2 2 4 2
 2 2  2 2 
3 3 3

162
MULTIPLE INTEGRALS

163
DOUBLE INTEGRALS

164
165
166
167
168
169
170
 TRIPLE INTEGRALS
V= 𝑓 𝑥, 𝑦, 𝑧 𝑑𝑉
𝐵

171
172
APPLICATIONS OF INTEGRATION
IN ECONOMICS

Consider the following examples

173
Example 1


174
Example 2


175
 SUB-TOPIC 3:

TAYLOR’S AND
MACLAURIN’S SERIES

176
 Taylor’s and Maclaurin’s Series
• We start by supposing that f is any function that
can be represented by a power series
• f (x) = c0 + c1(x – a) + c2(x – a)2 + c3(x – a)3 +
c4(x – a)4 + . . .
• Let’s try to determine what the coefficients cn
must be in terms of f.
• To begin, notice that if we put x = a in Equation 1,
then all terms after the first one are 0 and we get
• f(a) = c0
177
Taylor’s and Maclaurin’s Series
• We can differentiate the series in Equation 1 term by term:
• f (x) = c1 + 2c2(x – a) + 3c3(x – a)2 + 4c4(x – a)3 + . . .

• and substitution of x = a in Equation 2 gives

• f(a) = c1
• Now we differentiate both sides of Equation 2 and obtain
• f (x) = 2c2 + 2  3c3(x – a) + 3  4c4(x – a)2 + . . .

• Again we put x = a in Equation 3. The result is

• f(a) = 2c2

178
 Taylor’s and Maclaurin’s Series
• Let’s apply the procedure one more time.
Differentiation of the series in Equation 3 gives
• f'''(x) = 2  3c3 + 2  3  4c4(x – a) + 3  4  5c5(x
– a)2 + ..
• and substitution of x = a in Equation 4 gives

• f'''(a) = 2  3c3 = 3!c3

• By now you can see the pattern. If we continue to
differentiate and substitute x = a, we obtain
• f (n) (a) = 2  3  4  . . .  ncn = n!cn
179
 Taylor’s and Maclaurin’s Series
• Solving this equation for the nth coefficient cn, we get

• This formula remains valid even for n = 0 if we adopt

the conventions that 0! = 1 and f (0) = f. Thus we have
proved the following theorem.

180
 Taylor’s and Maclaurin’s Series
• Substituting this formula for cn back into the
series, we see that if f has a power series
expansion at a, then it must be of the
following form.

181
 Taylor’s and Maclaurin’s Series
The series in Equation 6 above is called the Taylor series of
the function f at “a” (or about “a” or centered at “a”).

• For the special case a = 0 the Taylor series

becomes

• This case arises frequently enough that it is

given the special name Maclaurin series.
182
 Taylor’s and Maclaurin’s Series
The Taylor series is named after the English
mathematician Brook Taylor (1685–1731).

The Maclaurin series is named for the Scottish

mathematician Colin Maclaurin (1698–1746).

NB:
This is despite the fact that the Maclaurin series is
really just a special case of the Taylor series.

Maclaurin series are named after Colin Maclaurin

because he popularized them in his calculus
textbook published in 1742. 183
 Example 1
• Find the Maclaurin series of the function f
(x) = ex
Solution:
• If f(x) = ex, then f(n)(x) = ex, so f(n)(0) = e0 =
1 for all n. Therefore the Taylor series for f
at 0 (that is, the Maclaurin series) is

184
 Example 2:Find the Taylor series for f(x) = e–2x at a = 0

f(x) = e–2x f(0) = 1

f ’(x) = -2e–2x f ’(0) = -2

f ’’(x) = 4e–2x f ’’(0) = 4

f ’’’(x) = -8e–2x f ’’’(0) = -8

f(4)(x) = 16e–2x f(4)(0) = 16


f (n) xn f ''(0) 2 f ( n ) (0) n

n 0 n!
 f (0)  f '(0) x 
2!
x .....
n!
x  ....

4 x 2 8x3 2n x n
 1  2x    ......  ...
2! 3! n!

( 2 x ) n

n 0 n!
185
 Example 3: Find the Taylor series for f(x) = sin x at a = /4

  2
f  
f(x) = sin x 4 2
  2
f ’(x) = cos x f '  
4 2

  2
f ’’(x) = - sin x f ''    
4 2

f ’’’(x) = - cos x   2
f '''    
4 2
  2
 
( 4)
f(4)(x) = sinx f
4 2

f ( n ) ( x  a)n f ( n ) (a )

n 0 n!
 f (a )  f '(a )( x  a )  .....
n!
( x  a) n  ....
2 2  2  2 2  3 2  4
  (x  )  (x  )  (x  )  ( x  ) ....
2 2 4 2  2! 4 2  3! 4 2  4! 4 186
 Example 3: Find the Taylor series for f(x) = sin x at c = /4


f ( n ) ( x  a)n 2 2  2  2 

n 0 n!

2

2
(x  ) 
4 2  2!
( x  ) 2 .....
4 2 n!
( x  ) n  ....
4

  
2
  
3
   
4

  x  x  x  
2   4  4  4
 1  (x  )     ....
2  4 2! 3! n! 
 
 

2 n ( n 1)
( x   / 4) n 1

  
2  n 0
(1) 2

(n  1)!
 1


187
 Binomial series
The Maclaurin series for a function of the form (1+x)n is
called the Binomial series
Obtain the Maclaurin series for f(x) = (1 + x)k

f(x) = (1 + x)k f(0) = 1

f’(x) = k(1 + x)k-1 f’(0) = k

f’’(x) = k(k – 1)(1 + x)k-2 f’’(0) = k(k – 1)

f’’’(x) = k(k – 1)(k – 2)(1 + x)k-3 f’’’(0) = k(k – 1)(k – 2)

f(4)(x) = k(k – 1)(k – 2)(k – 3)(1 + x)k-4f(4)(0) = k(k – 1)(k – 2)(k – 3)

Maclauren series is:
f ''(0) x 2 f '''(0) x 3 f ( 4) (0) x 4 f ( n ) (0) x n
f (0)  f '(0) x     ......  .....
2! 3! 4! n!
k (k  1) x 2 k (k  1)(k  2) x 3 k (k  1)(k  2)....(k  (n  1)) x n
 1  kx    ......  .....
2! 3! n! 188
Example: Use the binomial series to find the Maclaurin series for
f ( x)  1  x
k ( k  1) x 2 k ( k  1)( k  2) x 3
(1 + x)k = 1  kx    ......  ..
2! 3!
k (k  1)(k  2)....(k  (n  1)) x n
......   .....
n!

Then 1  x  (1  x)1/2
1  1  2 1  1  1  3 1  1  1  1  n
  1  x   1   2  x   1   2  ....  ( n  1) x
 
1 x  
2 2 
 
1 2 2  2   ..... 2  2  2  2 

2 2! 3! n!
x x 2 1.3x 3 1.3.5 x 4
1  2  3  4  .......
2 2 2! 2 3! 2 4!
x  (1) n 11  3  5    (2n  3) x n
1  
2 n2 2 n n!
189
 Example: Find the Maclaurin polynomial for f(x) = x cos x

Solution: We find the Maclaurin polynomial cos x then multiply by x

f(x) = cos x f(0) = 1

f ’(x) = -sin x f ’(0) = 0

f ’’(x) = - cos x f ’’(0) = - 1

f ’’’(x) = sin x f ’’’(0) = 0

f(4)(x) = cos x f(4)(0) = 1

f ''(0) 2 f ( n ) (0) n
cos x  f (0)  f '(0) x  x ..... x  ....
2! n!
4x2 x4 x2 x4 x6
1 0   0  . .....  1    .....
2! 4! 2! 4! 6!
x3 x5 x7 
( 1) n 2 n 1
x
x cos x  x    .....  
2! 4! 6! n 0 (2n)!
190
 Find the Maclaurin polynomial for f(x) = sin 3x

We find the Maclaurin polynomial sin x and replace x by 3x

f(x) = sin x f(0) = 0

f ’(x) = cos x f ’(0) = 1

f ’’(x) = - sin x f ’’(0) = 0

f ’’’(x) = - cos x f ’’’(0) = -1

f(4)(x) = sin x f(4)(0) = 0

f ''(0) 2 f ( n ) (0) n
sin x  f (0)  f '(0) x  x ..... x  ....
3
2! n
3
! 5
x x x x7
 0  x  0   0.....  x    .....
3! 3! 5! 7!
(3 x)3 (3 x)5 (3 x) 7 
( 1) n
(3 x ) 2 n 1
sin 3 x  3 x    .....  
3! 5! 7! n 0 (2n  1)!
191
 Try to do this on your own
Find the Maclaurin polynomial for f(x) = cos2 x
1
Hint: cos x  1  cos 2 x 
2

2
Write the Maclaurin polynomial for cos x and
replace x by 2x, and then simplify.

Answer: 1  
(1) (2 x) 
n 2n

1 

2  n0 (2n)! 

THE END OF TOPIC 2

192