CALCULUS

Contents

1 Real numbers 7

1.1 Number Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.2 Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

1.3 The Absolute Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

1.4 The Principle of Mathematical Induction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

2 Sequences 17

2.1 Types of Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

2.2 Properties of limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

3 Functions 31

3.1 Monotone and Bounded Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

3.2 Types of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

3.3 Combining Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

4 Functions 39

4.1 Monotone and Bounded Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

4.2 Types of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

4 calculus
4.3 Combining Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

4.4 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46

4.5 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65

5 Differentiation 73

5.1 Differentiation formulae and techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80

5.2 The Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81

5.3 L’Hôpital’s rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

6 Integration 91

6.1 Definite Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91

6.2 Anti-derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97

6.3 Some Anti-Differentiation Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98

6.4 The Fundamental Theorem of Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99

6.5 Techniques of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100

7 Introduction to functions of several variables 103

7.1 Function of Two Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103

7.2 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104

7.3 Total Differential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109

7 Introduction to functions of several variables

So far we have dealt only with functions of single (independent) variables. Many familiar quantities,
however, are functions of two or more variables. For instance, the work done by a force (W = FD) and
the volume of a right circular cylinder (V = πr2 h) are both functions of two variables. The volume of a
rectangular solid (V = lwh) is a function of three variables. The notation for a function of two or three
variables is as follows
z = f ( x, y) = x2 + xy
| {z }
2 variables

and
w = f ( x, y, z) = x + 2y − 3z.
| {z }
3 variables

7.1 Function of Two Variables

Let D be a set of ordered pairs of real numbers. If to each ordered pair ( x, y) in D there corresponds a
unique real number f ( x, y), then f is called a function of x and y. The set D is the domain of f and
the corresponding set of values for f ( x, y) is the range of f . For the function given by z = f ( x, y), we
call x and y the independent variables and z the dependent variable.

As with functions of one variable, the most common way to describe a function of several variables is
with an equation, and unless otherwise restricted, we can assume that the domain is the set of all points
for which the equation is defined. for example, the domain of the function given by

f ( x, y) = x2 + y2

is assumed to be the entire xy−plane.

Example 7.1.
Determine the domains of the following functions.

p
x 2 + y2 − 9
1. f ( x, y) =
x
 104 calculus
x
2. g( x, y, z) = p .
9 − x 2 − y2 − z2

7.2 Partial Derivatives

7.2.1 Partial Derivatives of a Function of Two Variables

In the application of functions of several variables, the question often arises, “How will a function
be affected by a change in one of its independent variables?”. You can answer by considering the
independent variables one at a time. The process is called partial differentiation, and the result is
referred to as the partial derivative of f with respect to the chosen independent variable 1 . 1
The intro-
duction of
partial deriva-
tives followed
Newton’s and
7.2.2 Definition of Partial Derivatives of a Function of Two Variables Leibniz’s work
in calculus
by several
Definition 7.1. years. Between
1760, Leon-
If z = f ( x, y), then the first partial derivatives of f with respect to x and y denoted by f x and f y are the hard Euler and
functions defined by Jean Le Rond
d’Alembert
f ( x + h, y) − f ( x, y) (1717-1783)
f x ( x, y) = lim (7.1) separately
h →0 h
published sev-
f ( x, y + h) − f ( x, y) eral papers on
f y ( x, y) = lim (7.2)
h →0 h dynamics, in
which they es-
provided the limits exist. tablished much
of the the-
ory of partial
derivatives

Notation for Partial Derivatives

Let z = f ( x, y), the partial derivatives f x and f y can also be denoted by

∂ ∂z
f ( x, y) = f x ( x, y) = z x =
∂x ∂x
and
∂ ∂z
f ( x, y) = f y ( x, y) = zy =
∂y ∂y

The first partials evaluated at the point ( a, b) are denoted by

∂z
= f x ( a, b)
∂x
( a,b)
 introduction to functions of several variables 105

and

∂z
= f y ( a, b)
∂y
( a,b)

∂f
The notation ∂x is read “partial f – partial x”.

Example 7.2.
Let f be defined by f ( x, y) = x2 + 3xy + 2y2 . Evaluate
∂f
Example 7.3.1. ∂x
∂f
2. ∂y

∂f
3. ∂y
(5,−2)

Solution.1.
f ( x + h, y) − f ( x, y)
 
∂f
= lim
∂x h →0 h
[( x + h)2 + 3( x + h)y + 2y2 ] − [ x2 + 3xy + 2y2 ]
 
= lim
h →0 h
 2
x + 2xh + h + 3xy + 3hy + 2y2 − x2 − 3xy − 2y2
2

= lim
h →0 h
2
 
2xh + h + 3hy
= lim
h →0 h
= lim(2x + 3y + h)
h →0

= 2x + 3y

2.
f ( x, y + h) − f ( x, y)
 
∂f
= lim
∂y h →0 h
[ x2 + 3x (y + h) + 2(y + h)2 ] − [ x2 + 3xy + 2y2 ]
 
= lim
h →0 h
 2
x + 3xy + 3xh + 2(y2 + 2yh + h2 )2 − x2 − 3xy − 2y2

= lim
h →0 h
3xh + 4hy + 2h2
 
= lim
h →0 h
= lim(3x + 4y + 2h)
h →0

= 3x + 4y

3.

∂f
= 3(5) + 4(−2) = 15 − 8 = 7
∂y
(2,3)
 106 calculus
Let’s consider the function f ( x, y) = x2 + 3xy + 2y2 again. Suppose we treat y as constant and find the
derivative of f with respect to x we get the derivative as 2x + 3y + 0. Which is similar to the partial
derivative of f with respect to x. Thus we arrive at the following
Remark 7.1.
Consider the function of 2 variable, f ,

• to find f x we consider y constant and differentiate f with respect to x.

• similarly, to find f y , we consider x constant and differentiate with respect to y.

Example 7.4.
Find f x and f y for f ( x, y) = 3x − x2 y2 + 2x3 y.
Solution.
Considering y to be constant and differentiating with respect to x produces

f x ( x, y) = 3 − 2xy2 + 6x2 y.

Considering x to be constant and differentiating with respect to y produces

f y ( x, y) = −2x2 y + 2x3 .

We can use this approach for all types of derivatives using all the techniques and properties we have
learned from differentiation.
Example 7.5.
Evaluate the following

ln(3xy2 + x2 )
∂
 
1. ∂x

(2x − y) · (4x2 + 3y)

∂
 
2. ∂y
 
∂ ϕ sin θ
3. ∂θ cos2 θ +tan ϕ)

7.2.3 Partial Derivatives of a function of Three or More Variables

The concept of a partial derivative can be extended naturally to functions of three or more variables.
For instance, if w = f ( x, y, z), then there are three partial derivatives, each of which is formed by
holding two of three variables constant.
∂w f ( x + h, y, z) − f ( x, y, z)
= f x ( x, y, z) = lim
∂x h →0 h
∂w f ( x, y + h, z) − f ( x, y, z)
= f y ( x, y, z) = lim
∂y h →0 h
∂w f ( x, y, z + h) − f ( x, y, z)
= f z ( x, y, z) = lim .
∂z h →0 h
 introduction to functions of several variables 107

Example 7.6.
Let f ( x, y, z) = xy + yz2 + xz. Evaluate

1. f x

2. f y

3. f z

Solution.

1. To find the partial derivative of f with respect to x, we keep y and z constant to obtain

∂ 
xy + yz2 + xz = y + z

∂x

2. To find the partial derivative of f with respect to y, we keep x and z constant to obtain

∂ 
xy + yz2 + xz = x + z2 .

∂y

3. To find the partial derivative of f with respect to z, consider x and y to be constant and obtain

∂ 
xy + yz2 + xz = 2yz + x.

∂z

7.2.4 Higher-Order Partial Derivatives

It is possible to take second, third and higher partial derivatives of a function of several variables,
provided such derivatives exist. Higher-order derivatives are denoted by the order in which the differ-
entiation occurs. For instance, the function z = f ( x, y) has the following second partial derivatives.

1. Differentiate twice with respect to x:

∂2 f
 
∂ ∂f
= = f xx .
∂x ∂x ∂x2

2. Differentiate twice with respect to y:

∂2 f
 
∂ ∂f
= = f yy .
∂y ∂y ∂y2

3. Differentiate first with respect to x and then with respect to y:

∂2 f
 
∂ ∂f
= = f xy .
∂y ∂x ∂y∂x
108 calculus
4. Differentiate first with respect to y and then with respect to x:

∂2 f
 
∂ ∂f
= = f yx .
∂x ∂y ∂x∂y

The third and fourth cases are called mixed partial derivatives.

Example 7.7.
Find the second partial derivatives of f ( x, y) = 3xy2 − 2y + 5x2 y2 and determine the value of f xy (−1, 2).

Solution.
We begin by finding the first partial derivatives with respect to x and y.

f x ( x, y) = 3y2 + 10xy2

and

f y ( x, y) = 6xy − 2 + 10x2 y

Then, differentiate each of these with respect to x and y.

 
∂ ∂f ∂
f xx ( x, y) = = (3y2 + 10xy2 ) = 10y2
∂x ∂x ∂x
 
∂ ∂f ∂
f yy ( x, y) = = (6xy − 2 + 10x2 y) = 6x + 10x2
∂y ∂y ∂y
 
∂ ∂f ∂
f xy ( x, y) = = (3y2 + 10xy2 ) = 6y + 20xy
∂x ∂y ∂x
 
∂ ∂f ∂
f yx ( x, y) = = (6xy − 2 + 10x2 y) = 6y + 20xy
∂y ∂x ∂y

Notice that the two mixed partials are equal. Sufficient conditions for this occurrence are given in the
next theorem.

Theorem 7.1 (Equality of Mixed Partial Derivatives).

If f is a function of x and y such that f x and f y are continuous on an open disc R, then for every ( x, y) in R,

f xy ( x, y) = f yx ( x, y).

The order of differentiation of the mixed partial derivatives is irrelevant.

Example 7.8.
Show that f xz = f zx and f xzz = f zxz = f zzx for the function given by

f ( x, y, z) = ye x + x ln z.

Solution.
First partials:
x
f x ( x, y, z) = ye x + ln z, f z ( x, y, z) = .
z
 introduction to functions of several variables 109

Second partials: (Note the first two are equal)

1 1 x
f xz ( x, y, z) = , f zx ( x, y, z) = , f zz ( x, y, z) = − .
z z z2
Third partials: (Note that all three are equal)
1 1 1
f xzz ( x, y, z) = − , f zxz ( x, y, z) = − , f zzx ( x, y, z) = − .
z2 z2 z2

7.2.5 The Second Partials Test

Some critical points yield saddle points, which are neither relative maxima nor relative minima.

Theorem 7.2.
Let f have continuous second partial derivatives on an open region containing a point ( a, b) for which

f x ( a, b) = 0 and f y ( a, b) = 0.

To test for relative extrema of f , we define the quantity

d = f xx ( a, b) f yy ( a, b) − [ f xy ( a, b)]2 .

1. If d > 0 and f xx ( a, b) > 0, then f has a relative minimum at ( a, b).

2. If d > 0 and f xx ( a, b) < 0, then f has a relative maximum at ( a, b).

3. If d < 0, then ( a, b, f ( a, b)) is a saddle point.

4. The test is inconclusive if d = 0.

A convenient device for remembering the formula for d in the Second Partials Test is given by the 2 × 2
determinant
f xx ( a, b) f xy ( a, b)
d=
f yx ( a, b) f yy ( a, b)
where f xy ( a, b) = f yx ( a, b).

Example 7.9.
Find the relative extrema of f ( x, y) = − x3 + 4xy − 2y2 + 1.

Solution: Begin by finding the critical points of f . Because

f x ( x, y) = −3x2 + 4y and f y ( x, y) = 4x − 4y

are defined for all x and y, the only critical points are those for which both first partial derivatives are 0. Solving
the equations −3x2 + 4y = 0 and 4x − 4y = 0, we see that from the second equation that x = y, and by
substitution into the first equation, we obtain two solutions, y = x = 0 and y = x = 34 . Because

f xx ( x, y) = −6x, f yy ( x, y) = −4, f xy ( x, y) = 4
110 calculus
it follows that, for the critical point (0, 0),

d = f xx (0, 0) f yy (0, 0) − [ f xy (0, 0)]2 = 0 − 16 < 0

and, by the Second Partials Test, we can conclude that (0, 0) is a saddle point of f . Furthermore, for the critical
point ( 43 , 34 ),
      2
4 4 4 4 4 4
d = f xx , f yy , − f xy , = −8(−4) − 16 > 0
3 3 3 3 3 3
and because f xx ( 43 , 43 ) = −8 < 0 we can conclude that f has a relative maximum at ( 43 , 43 ).