App-Ii Note
App-Ii Note
In this case we say that the sequence {an } converges to L and we write lim an = L.
n→∞
1 if r = 1
0 if |r| < 1
Theorem. lim rn =
n→∞
±∞ if |r| > 1
@ if r = −1
Theorem. Let {an }∞ n=m be a sequence and L be a number and f is a function defined on [m, ∞) such
that f (n) = an for n ≥ m and lim f (x) = L, then {an } converges to L or lim an = L.
n→∞ n→∞
A sequence {an }∞
n=m is said to be
i) increasing if an ≤ an+1 or an+1 − an ≥ 0 or an+1
an
≥ 1 ∀n ≥ m
Definition. an+1
ii) decreasing if an ≥ an+1 or an+1 − an ≤ 0 or an ≤ 1 ∀n ≥ m
iii) monotonic if it is either increasing or decreasing.
If L is a lower bound of the sequence {an } with the property l ≤ L for all lower bound l of {an },
then L is called greatest lower bound (glb) of the sequence {an }.
Definition.
If U is a upper bound of the sequence {an } with the property U ≤ u for all upper bound u of
{an }, then U is called least upper bound (lub) of the sequence {an }.
The sequence {an } is said to be bounded if it has both an upper bound and lower bound
Definition.
or if ∃M > 0 such that |an | ≤ M for all n.
Note:
A sequence that is not bounded is called unbounded sequence.
Types of series
1. Harmonic series
∞
1
= 1 + 12 + 13 + . . .
P
Harmonic series is the series of the form n
n=1
2. Geometric series
∞
Crn = Crm + Crm+1 + Crm+2 + . . .,where r, C ∈ <
P
Geometric series is the series of the form
n=m
but C 6= 0 and the number r is called common ratio.
∞
P
Theorem. If the series an is convergent, then lim an = 0
n=m n→∞
∞
P ∞
P
i)If an and bn are converges to S1 and S2 respectively,
n=m n=m
∞
P
then (an ± bn ) converges to S1 ± S2 .
n=m
P∞ ∞
P
Theorem. ii)If an converges to S1 and c ∈ <, then can converges to cS1 .
n=m n=m
∞
P ∞
P
iii) If the series an is convergent and bn is divergent, then the series
n=m n=m
∞
P
(an + bn ) is divergent.
n=m
∞
P
Definition. A series an is said to be non-negative term series if an ≥ 0, ∀n ≥ m.
n=m
∞
1
P
Example. a) n
it is non-negative term series
n=1
∞
( 52 )n it is non-negative term series
P
b)
n=0
∞
(−2)n it is not non-negative term series.
P
c)
n=1
3) Integral Test
∞
P
Let an be non-negative term series and f be decreasing function on[m, ∞) such that
n=m
f (n) = an for all n ≥ m. Then
P∞ R∞
the series an is convergent if and only if the improper integral m f (x)dx is convergent.
n=m
∞
P R∞
Note: The series an is divergent if and only if the improper integral m
f (x)dx is divergent.
n=m
Convergence of p-series
A p-series is convergent if p > 1 and divergent if 0 < p ≤ 1.
4) Ratio Test
∞
P an+1
Let an be non-negative term series such that lim = r where r ∈ < or r = ∞.
n=m n→∞ an
∞
P
i) If r < 1,then the series an is convergent.
n=m
∞
P
ii)If r > 1,then the series an is divergent.
n=m
iii) If r = 1 we can not give any conclusion about convergence and divergence because
the series may be convergent or divergent.
5) Root test
∞
P √
Let an be non-negative term series such that lim n an = r where r ∈ < or r = ∞.
n=m n→∞
∞
P
i) If r < 1,then the series an is convergent.
n=m
∞
P
ii)If r > 1,then the series an is divergent.
n=m
iii) If r = 1 we can not give any conclusion about convergence and divergence because
the series may be convergent or divergent.
∞
P
The series an is said to be absolutely convergent if and only if
n=1
Definition. ∞
P
|an | = |a1 | + |a2 | + |a3 | + . . . is convergent
n=1
∞
P
A series an which is convergent but not absolutely convergent is called
Definition. n=1
conditionally convergent series.
∞
P (−1)n
Example. n
is conditionally convergent series.
n=1
A power series may converge for some values of x and diverge for other values of x. The sum of the
series is a function
f (x) = c0 + c1 x + c2 x2 + c3 x3 + . . .
whose domain is the set of all x for which the series converges. Notice that f resembles a polynomial.
The only difference is that f has infinitely many terms.
Example. .
∞
n!xn is convergent?
P
1)For what values of x is the power series
n=0
∞
P (−1)n x2n
2)For what values of x is the power series 22n (n!)2
is convergent?
n=0
The number R is called radius of convergence and the intervals (a − R, a + R), [a − R, a + R),
(a − R, a + R] and [a − R, a + R] are called interval of convergence.
Example. Find the radius of convergence and interval of convergence of the following series.
∞ n ∞ ∞
P x
P n x2n
P (3x−2)n
a) √
n
b) (−1) (2n)!
c) n3n
n=1 n=0 n=1
∞ ∞ ∞
n(x−4)n 2.4.6....(2n) n 2 xn
xn
P P P
d) n3 +1
e) 1.3.5....(2n−1)
f) 2.4.6....(2n)
n=1 n=1 n=1
Example. Find a power series representation for the function and determine the interval of conver-
gence.
1 x 3
a) 1+x b) 9+x 2 c) x2 +x−2 d) 3x27x−1
+2x−1
e) 1
1+x
f ) ln(x2 + 1) g) ln( 1+x
1−x
) h) tan−1 (2x)
3
1
i) (1−x) 2 j) tan−1 (2x) x
k) (x−2) 2
π √1 ,
e) f (x) = sin x, a = 2
f ) f (x) = x
a=9
If f is a function of two variables with domain D, then the graph of f is the set of all points
Definition.
(x, y, z) ∈ <3 in such that f (x, y) = z and (x, y) ∈ D.
Example. Sketch the graph of the functions p
a) f (x, y) = 6 − 3x − 2y b) f (x, y) = 9 − x2 − y 2
Level Curves
The level curves of a function f of two variables are the curves with equations f (x, y) = k,
Definition.
where k is a constant (in the range of f ).
Example. Sketch the level curves of the function f
6 − 3x − 2y for k=-6,0,6,12
a) f (x, y) = p
b) f (x, y) = 9 − x2 − y 2 for k=0,1,2,3
c) f (x, y) = xy for k= 1,2,3,4
d) f (x, y) = y sec x for k= 1,2,3,4
Limits and Continuity
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
Definition. lim f (x, y) = L
(x,y)→(a,b)
if for every number there is a corresponding number δ such that p
|f (x, y) − L| < whenever (x, y) ∈ D and 0 < (x − a)2 + (y − b)2 < δ
Other notations for the limit in the above Definition are
lim f (x, y) = L and f (x, y) → L as (x, y) → (a, b)
x→a
y→b
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) does not exist.
(x,y)→(a,b)
√ xy xy cos y x2 +sin2 y
d) lim e) lim 3x 2 +y 2 f) lim 2 2
(x,y)→(0,0) x2 +y 2 (x,y)→(0,0) (x,y)→(0,0) 2x +y
Continuity
( 2 3
x y
xy
2x 2 +y 2 if (x, y) 6= (0, 0) x2 +xy+y 2
if (x, y) 6= (0, 0)
c) f (x, y) = d) f (x, y) =
1 if (x, y) = (0, 0) 0 if (x, y) = (0, 0)
Partial Derivatives
f (x,y+h)−f (x,y)
fy (x, y) = lim h
h→→0
f (x,y,z+h)−f (x,y,z)
fz (x, y, z) = lim h
h→→0
Example. Using the definition of derivative find the first partial derivatives
√
a) f (x, y) = x2 − xy + 2y 2 b) f (x, y) = 3x − y
xy 2 √
d)f (x, y, z, t) = t+2z
e) f (x, y) = tan−1 (x y) f )f (x, y, z) = ln(x + 2y + 3z)
Rx
g)f (x, y) = y
cos(t2 )dt h)f (x, y, z) = xe−y sin z
∂ ∂f ∂ 2f ∂ 2z
(fx )x = fxx = f11 = ( )= =
∂x ∂x ∂x2 ∂x2
∂ ∂f ∂ 2f ∂ 2z
(fx )y = fxy = f12 = ( )= =
∂y ∂x ∂y∂x ∂y∂x
∂ ∂f ∂ 2f ∂ 2z
(fy )y = fyy = f22 = ( )= =
∂y ∂y ∂y 2 ∂y 2
∂ ∂f ∂ 2f ∂ 2z
(fy )x = fyx = f21 = ( )= =
∂x ∂y ∂x∂y ∂x∂y
Note:
For n ≥ 3 the nth -partial derivatives have the same notation as the second partial derivatives.
Clairauts Theorem: Suppose f is defined on a disk D that contains the point (a, b).
If the functions fxy and fyx are both continuous on D, then
fxy (a, b) = fyx (a, b)
∂3u
d) u = er θ sin θ; ∂r2 ∂θ
x ∂3u 3
e) u = y+2z
; , ∂u
∂z∂y∂x ∂x2 ∂y
Example. Find the directional derivative of the function at the given point in the direction of the vector
u.
√
a)f (x, y) = 1 + 2x y, (3, 4), u = h4, −3i
b)f (x, y) = e−x sin y, (0, π3 ), u = 3i − 2j
c)f (x, y) = ln(x2 + y 2 ), (2, 1), u = h−1, 2i
x
d)f (x, y, z) = y+z , (4, 1, 1), u = h1, 2, 3i
3
e)f (x, y, z) = (x + 2y + 3z) 2 , (1, 1, 2), u = 2j − k
Exercise. .
√
1)Find the directional derivative of f (x, y) = xy at (2, 8) in the direction of the point (5, 4).
2) Find the directional derivative of f (x, y, z) = x2 + y 2 + z 2 at (2, 1, 3) in the direction of the origin.
Example. Find the directional derivative of f at the given point in the direction indicated by the angle
θ.
x2 y 3 − y 4 , (2, 1), θ = π4
a) f (x, y) = √
b) f (x, y) = 5x − 4y, (4, 1), θ = −π 6
c) f (x, y) = x sin(xy), (2, 0), θ = π3
If f is a function of two variables x and y, then the gradient of f is the vector function
Definition. Of defined by
Of (x, y) = hfx (x, y), fy (x, y)i = ∂f
∂x
i + ∂f
∂y
j
If f is a function of three variables x, y and z, then the gradient of f is the vector function
Definition. Of defined by
Of (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i = ∂f
∂x
i + ∂f
∂y
j + ∂f
∂z
k
Tangent Planes
Suppose f has continuous partial derivatives. An equation of the tangent plane to the surface
z = f (x, y) at the point p(x0 , y0 , z0 ) is
z − z0 = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 )
Example. Find an equation of the tangent plane to the given surface at the specified point.
4x2 − y 2 + 2y, (−1, 2, 4)
a) z = p
b) z = 4 − x2 − 2y 2 , (1, −1, 1)
c) z = y ln x, (1, 4, 0)
d) z = y cos(x − y), (2, 2, 2)
Linear Approximations
The linear function
Example. Find dz dt
or dw
dt
2 2
a) z = x y + xy , x = 2 + t4 , y = 1 − t3
b) z = x ln(x + 2y), x = sin t, y = cos t
c) w = xey/z , x = t2 , y = 1 − t, z = 1 + 2t
d) w = xy + yz 2 , x = et , y = et sin t, z = et cos t
The Chain Rule (Case 2) Suppose that z = f (x, y) is a differentiable function of x and y , where
x = g(s, t) and y = h(s, t) are both differentiable functions of s and t. Then z is a differentiable function
of s and t. Then
∂z ∂f ∂x ∂f ∂y
= +
∂s ∂x ∂s ∂y ∂s
∂z ∂f ∂x ∂f ∂y
= +
∂t ∂x ∂t ∂y ∂t
Example. Find ∂z ∂t
and ∂z
∂s
a) z = x2 + xy + y 2 , x = s + t, y = st
b) z = tan−1 (2x + y), x = s2 t, y = s ln t
c) z = exy tan y, x = s + 2t, y = st
√
d) z = ex cos y, x = st, y = s2 + t2
The Chain Rule (General Version) 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.
Implicit Differentiation
Suppose that z is given implicitly as a function z = f (x, y) by an equation of the form F (x, y, z) = 0.
This means that F (x, y, f (x, y)) = 0 for all (x, y) in the domain of f . If F and f are differentiable,
∂F ∂F
∂z ∂z ∂y
then ∂x
= − ∂F
∂x
∂y
= − ∂F
∂z ∂z
∂z ∂z
Example. Find ∂x and ∂y
2 2 2
a) x + y + z = 3xyz b) x − z = tan−1 (yz) c) xyz = cos(x + y + z) d) yz = ln(x + z)
Example. Find the local maximum and minimum values and saddle point(s) of the function.
a) f (x, y) = 9 − 2x + 4y − x2 − 4y 2 b) f (x, y) = (1 + xy)(x + y)
2 2
c) f (x, y) = xy(1 − x − y) d) f (x, y) = (x2 + y 2 )ey −x
Example. Find the absolute maximum and minimum values of f on the set D.
a) f (x, y) = 1 + 4x − 5y, D is the closed triangular region with vertices (0, 0), (2, 0) and (0, 3)
b) f (x, y) = x2 + y 2 + x2 y + 4, D = {(x, y)||x| ≤ 1, |y| ≤ 1}
c) f (x, y) = 2x3 + y 4 , D = {(x, y)|x2 + y 2 ≤ 1}
Of (x, y, z) = λOg(x, y, z)
g(x, y, z) = k
(b) Evaluate f at all the points (x, y, z) that result from step (a). The largest of these values is the
maximum value of f ; the smallest is the minimum value of f .
Example. Use Lagrange multipliers to find the maximum and minimum values of f subject to the given
constraint(s).
a) f (x, y) = x2 y subject to x2 + y 2 = 1
b) f (x, y) = x1 + y1 subject to x12 + y12 = 1
c) f (x, y, z) = xyz subject to x2 + y 2 + z 2 = 3
d) Find the points on the sphere x2 + y 2 + z 2 = 4 that are closest to and farthest from the point (3, 1, −1)
If f (x, y) ≥ 0, then the volume of the solid that lies above the rectangle R and below the surface
z = f (x, y) is Z Z
V = f (x, y)dA
R
The sum m X
n
X
f (x∗ij , yij∗ )∆A
i=1 j=1
is called a double Riemann sum and is used as an approximation to the value of the double integral.
R Properties
R of Double Integrals
RR RR
• [f (x, y) + g(x, y)]dA = f (x, y)dA + f (x, y)dA
RRR RR R R
• cf (x, y)dA =c f (x, y)dA, where c is a constant
R R RR RR
• If f (x, y) ≥ g(x, y) for all (x, y) in R, then f (x, y)dA ≥ g(x, y)dA
R R
More generally, this is true if we assume that f is bounded on R, f is discontinuous only on a finite
number of smooth curves, and the iterated integrals exist.
RR Rb Rd
If f (x, y) = g(x)h(y), then f (x, y)dA = a
g(x)dx c
h(y)dy,
R
where R = [a, b] × [c, d]
Example. Evaluate
cos(x + 2y)dA, R = {(x, y)|0 ≤ x ≤ π, 0 ≤ y ≤ π2 }
RR
a)
R RR xy2
b) x2 +1
dA, R = {(x, y)|0 ≤ x ≤ 1, −3 ≤ y ≤ 3}
RRR
c) x sin(x + y)dA, R = {(x, y)|0 ≤ x ≤ π6 , 0 ≤ y ≤ π3 }
RRR x
d) x2 +y 2
dA, R = [1, 2] × [0, 1]
R
then Z bZ
Z Z g2 (x)
f (x, y)dA = f (x, y)dydx
a g1 (x)
D
then Z Z Z d Z h2 (x)
f (x, y)dA = f (x, y)dxdy
c h1 (x)
D
2) If we integrate the constant function f (x, y) = 1 over a region D , we get the area of D:
RR
1dA = A(D)
D
Example.
RR Evaluate the given integral by changing to polar coordinates.
a) xydA, where D is the disk with center the origin and radius 3
R DR
b) (x + y)dA, where D is the region that lies to the left of the y-axis between the circles x2 + y 2 = 1
D
andR xR2 + y 2 = 4
c) cos(x2 + y 2 )dA, where D is the region that lies above the x-axis within the circle x2 + y 2 = 9
RDR
d) tan−1 (y/x)dA, where D = {(x, y)|1 ≤ x2 + y 2 ≤ 4, 0 ≤ y ≤ x}
D
, then
Z Z Z β Z h2 (θ)
f (x, y)dA = f (r cos θ, r sin θ)rdrdθ
α h1 (θ)
D
Theorem. Fubinis Theorem for Triple Integrals If f is continuous on the rectangular box
B = [a, b] × [c, d] × [r, s],then
Z Z Z Z bZ d Z s
f (x, y, z)dV = f (x, y, z)dxdydz
a c r
B
Example.
RRR Evaluate
a) xyz 2 dV , B = {(x, y, z)|0 ≤ x ≤ 1, −1 ≤ y ≤ 2, 0 ≤ z ≤ 3}
R RB R
b) (xz − y 3 )dV , B = {(x, y, z)| − 1 ≤ x ≤ 1, −0 ≤ y ≤ 2, 0 ≤ z ≤ 1}
B
where, this time, D is the projection of E onto the yz-plane. The back surface is x = u1 (y, z), the front
surface is x = u2 (y, z), and we have
RRR R R R u2 (y,z)
f (x, y, z)dV = u1 (y,z)
f (x, y, z)dx dA
E D
where, this time, D is the projection of E onto the xz-plane. The back surface is y = u1 (x, z), the front
surface is y = u2 (x, z), and we have
RRR R R R u2 (x,z)
f (x, y, z)dV = u1 (x,z)
f (x, y, z)dy dA
E D
Example. Evaluate
RRR
a) zdV ,
E
where E is the solid tetrahedron bounded by the four planes x = 0, y = 0, z = 0 and x + y + z = 1.
R R R√
b) x2 + z 2 dV ,
E
where E is the region bounded by the paraboloid y = x2 + z 2 and the plane y = 4
RRR
c) 6xydV ,
E
where E lies
√ under the plane z = 1 + x + y and above the region in the xy-plane bounded by the
curve y = x, y = 0, and x = 1
RRR
d) xzdV ,
E
where E is the solid tetrahedron with vertices (0, 0, 0), (0, 1, 0), (1, 1, 0), and (0, 1, 1)
Triple Integrals in Cylindrical and Spherical Coordinates
Cylindrical Coordinates
suppose that f is continuous and
Example.
R R R 2 Evaluate
a) (x + y 2 )dV ,
E p
where E p
is the region enclosed by the cone z = x2 + y 2 and the plane z = 2
RRR
b) x2 + y 2 dV ,
E
where E is the region that lies inside the cylinder x2 + y 2 = 16 and between the planes z = −5 and
z =R 4.
RR z
c) e dV ,
E
where E is enclosed by the paraboloid z = 1 + x2 + y 2 , the cylinder x2 + y 2 = 5, and the xy-plane.
Example.
R R R (x2Evaluate
2 2 3/2
a) e +y +z ) dV
B
where
R RB
R is2 the unit ball
2
b) (x + y )dV
H
where H is the hemispherical region that lies above the xy-plane and below the sphere x2 + y 2 + z 2 = 1
Volume
RRR
The volume of a solid region E is given by the triple integral V (E) = dV
E