Mathematics II (Bca 201)
Mathematics II (Bca 201)
BCA 201
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MATHEMATICS-II
Unit - I
The real number system as a complete ordered field, neighbourhood, open and closed sets, limit points of
sets.
Unit - II
Unit – III
Sequence, convergent sequence, Cauchy Sequence, monotonic sequence, Sub-sequence, Limit superior
and limit inferior of sequences.
Unit - IV
th
Infinite series, convergence of series, series of positive terms, comparison tests, Cauchy‘s n root test, D‘
Alemberts ratio test, Raabe‘s test.
Unit - V
Alternating series and Maclaurin‘s series for sin x, cos x, log (1+x), (1+x)n . Applications of mean value
theorem to monotonic functions and inequalities. Maxima and minima; Indeterminant forms (applications
of Maxima and Minima to simple Problems).
Unit-I Conceptual Framework of management Evolution and Foundation of Management Theories Taylor
& Scientific Management, Fayol‘s Administrative Management, bureaucracy, Contributions of Barnard,
Herbert Simon, Peter Drucker, System Approach
Unit - IV
Accounting Mechanics- Cash Book - Special Journals - Rules of Debit and Credit - General Ledger -
Bank Reconciliation Statement, Preparation of Financial Statement - Preparation of Trial Balance -
Reconciliation of Trial Balance
Unit – V Capital Budgeting: Basic Principles and Techniques. Working capital Management Capital
Structure: Planning & Analysis
- Ratio Analysis
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Unit - I
This course will deal with multivariate calculus, basically the analytical study of regions
of n-dimensional real space. Before considering this, we should review what we mean
by the term 'real numbers'.
The basic idea is that the real numbers are the elements of the set of real numbers.
However, a set is just a set; something about which we can take subsets and do other
set theoretic operations. In order to understand this, we need to consider the set of real
numbers as something with more structure. The set of real numbers is actually a
complete ordered field.
Definition 1: A field is a triple (F, +, *) where F is a set and + and * are binary operators
(called addition and multiplication) which satisfy the following axioms:
1. a + b = b + a, a*b = b*a
2. (a + b) + c = a + (b + c), (a*b)*c = a*(b*c)
3. a*(b + c) = a*b + a*c
2. (Identities) There are two different elements 0 and 1 (called zero and one) in F
such that for all a in F: a + 0 = a and a*1 = a.
Definition 2:
An ordered field is a pair ((F, +, *), <) where (F, +, *) is a field and < is binary relation on
F such that:
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1. a < b
2. a = b
3. b < a
3. For all a, b, and c in F, if a < b, then a + c < b + c. Further, if c > 0, then a*c < b*c.
It is assumed that you have probably already had a course in which you showed that
most of the standard rules of algebra follow from the assumption that one has an
ordered field. (If you haven't ever done this before, then take home and work through
Landau's Foundations of Analysis; he will show you in a weekend read how to derive
the basic properties of the real numbers starting from Peano postulates. Just for
practice, however, you might try to show:
Exercise 1 In any field, additive and multiplicative identities and inverses are unique. In
an ordered field, if a < b and c < 0, then b*c < a*c.
Exercise 2: Show that least upper bounds are unique. Mimic the above definition to
define lower bounds and greatest lower bounds. Show that in complete fields, every set
S with a lower bound has a greatest lower bound.
It is useful to have the notion of complete ordered field in order to sort out some basic
properties of real numbers. But the real value is that these assumptions alone are
enough to completely characterize the real numbers. The result is expressed in terms
of:
So basically, two ordered fields are order isomorphic if we cannot distinguish between
them by using their addition and multiplication operations and their order relation. In
these terms the basic result is:
Theorem 1: There is a complete ordered field and any two complete ordered fields are
order isomorphic.
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This result will not be proved here, but is found in algebra books. Here are some of the
ideas of a proof:
1. Using the elements 0 and 1, one can build up the integers through addition, and
then one can take quotients to get the rational numbers Q.
6. Take the set S of Cauchy sequences with elements in the rational numbers Q.
The set of equivalence classes of such sequences can be shown to be a
complete ordered field.
Henceforth, let use let denote the real numbers, i.e. the set part of a complete
ordered field. By taking n-tuples of real numbers we get n-dimensional real space,
denoted ; its elements are called points. The points are demoted or
simply (x^i). Points can be added componentwise and we can multiply a real number by
a point to get another point whose coordinates are just the original coordinates
multiplied by the real number. Of course, this makes into an n-dimensional vector
space. But, we can also define a dot product:
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As usual, this allows us to define the length of a point as the square root of the dot
product of the point with itself:
Now the length function behaves like you would expect. For example:
Proposition 1 (Triangle Inequality) For any two points x and y in , one has
is at most
Exercise 3: Draw a picture in the case n = 2 and identify various factors of the left hand
side divided by the right to convince yourself that the result is basically equivalent to the
addition formula for cosines.
Recall from your calculus course, that the dot product was shown to be:
where is the angle between the vectors from the origin to the points x and y
respectively. This was probably only shown in the case n = 2; but it is another way of
understanding why Proposition 2 should be true. In our case, we will actually do things
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in the opposite direction, i.e. prove that Proposition 2 is true and use it to define the
angle .
The main use of the dot product in Calculus was to give you the means of calculating
the projection of one vector on another. Using this interpretation, can you see why
Proposition 2 should be true?
Given two vectors (i.e. two points) x and y, if we subtract from x the vector projection p
of x on y, then we get a vector perpendicular to y. Now, geometrically, this vector should
be smallest vector amongst all vectors of the form for all possible real .
Geometrically, we have `solved' the problem: Minimize .
If x or y is zero, this is easy (What is the answer?); so assume both are non-zero. Now,
if think of x and y as being constants, then this is just a parabola. So, either from your
knowledge of parabolas or from elementary calculus, it is easy to see when this is
shows that the minimum value is . Since this minimum value is non-
negative, we have just proved Proposition 2.
A slight variant: We know that the expression on the right side of the displayed formula
must be positive unless x is a multiple of y. But, if it is positive for all values of , then
the roots must both be complex and so the discriminant is negative. But this is precisely
the Cauchy-Schwartz inequality.
Remark: Make sure you sort out all the geometry from the proof to be sure we really
have a proof here and not just heuristic hand waving. When you have done this,
compare to the proof in Spivak -- hopefully, then you will understand his very slick proof.
Another approach entirely Let's go back to the notion of angle between two vectors.
Along with the dot product, you had a vector cross product in the case of . It gave
you a vector that was perpendicular to the original two vectors, say v and w, and its
length was precisely . It could also be calculated as the value of the
determinant of a strange looking matrix in which the top row had the unit vectors i, j, and
k in the coordinate axis directions and the other two rows had the coordinates of v and
w respectively. Remember the formula:
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(If not, then it is time to prove it -- yes, the Pythagorean Theorem in its many guises,
including trigonometry, is your best friend.)
Identities are mysterious and wonderful. If you write the above in terms of all the
coordinates, then you simply have an algebraic identity.
Exercise 4: Use the above identity to prove the Cauchy-Schwartz inequality. Now
generalize it to n dimensions and get another proof of Proposition 2.
In this section we give 8 axioms related to the definition of the real numbers, R. All
properties of sets of real numbers, limits, continuity of functions, integrals, and
derivatives will follow from this definition.
Definition. A field F is a nonempty set with two operations + and · called addition and
multiplication, such that:
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5. The complex numbers C.
Theorem 1-3. For F a field, the additive and multiplicative identities are unique.
Theorem 1-4. For F a field and a ∈ F, the additive and multiplicative inverses of a are
unique.
(b) −(−a) = a.
Example. Q, Q[ √ 2], A, and R is an ordered field. C and Zp are fields that are not
ordered.
Definition. Let F be a field and P the positive subset. We say that a < b (or b > a) if b − a
∈ P.
Note. The above definition allows us to compare pairs of elements of F and to ―order‖
the elements of the field.
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(c) If a< b and c > 0 then ac < bc.
Note. We have trouble defining exponentiation when the exponent is irrational (at least,
for now).
Theorem 1-8. Let x be a positive real number and let n be a positive integer. Then there
is a unique positive number y such that y n = x.
Note. The proof of Theorem 1-8 depends on a result from the next section and we will
consider it then.
Note. In Theorem 1-8, we say y = x 1/n = √n x. We define x p/q = (x 1/q) p where p and
q are positive integers.
Theorem 1-9. Let x be a positive real number, and let s1 and s2 be positive rational
numbers where s1 < s2. Then
Theorem 1-10. Let x and y be positive real numbers with x < y and let s be a positive
rational number. Then x s < ys .
(a) 1 > 0.
(d) If a > 0, b > 0 and a n < bn for some natural number n, then a < b.
(a + b) m = X m j=0 m j a j b m−j .
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Note. We can use Mathematical Induction to prove the Binomial Theorem (in fact, you
likely did so in Math Reasoning [MATH 2800]).
Neighbourhood
Hey there! This post talks to you about the term ‗Neighborhood in mathematics‘ (nbd).
which plays key role in every math stream. To know about neighborhood, we have to
know limit& basic things such as limit point, interior point. also, here we‘ll discuss about
its types- Circular nbd & Rectangular nbd..
Introduction
Necessity
Definition
Types
Neighborhood-Introduction:
In this definition, we can restrict the distance from an arbitrary point under
consideration, so that the neighborhood must have some definiteness, about which we‘ll
discuss further.
Necessity of Neighborhood:
The importance of this term is highlighted in graphical representation. & the actual
existence of the properties related to that arbitrary point (or set,say) under consideration
can be clarified using nbd. Also, some major definitions such as-Limit,Cauchy
sequence,etc make use of it.
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Definition:
Let x0 be a fixed point & δ be a distance from x0 which is a positive real number.Then
the set of all points which are at a distance δ from x0, is the definition of Neighborhood
at distance δ.i.e.δ-nbd (Nδ)
Nδ={x/|x-x0|<δ}
Definition of neighborhood
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Types:
δ-nbd
Circular nbd
Rectangular nbd
Deleted δ-nbd
δ-neighborhood:
Let x0 be a fixed point & δ be a distance from x0 which is a positive real number.Then
the set of all points which are at a distance δ from x0, is the definition of Neighborhood
at distance δ.i.e.δ-nbd (Nδ)(neighborhood).
In the form of set-
Nδ={x/|x-x0|<0}
Circular neighborhood:
Set of all points P(x,y) which are at a distance δ from P(x0,y0) so as to form shape of a
circle. i.e.-
Nδ={(x,y)∈R2\(x-x0)2+(y-y0)2<δ}
Rectangular neighborhood:
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Set of all points P(x,y) within a rectangle of sides δ1 & δ2 from P(x0,y0). that is-
Nδ={(x,y)∈R2\(x-x0)2<δ1,(y-y0)2<δ2}
Deleted δ-neighborhood:
When |x-x0|>0, also, for x≠x0, in other words, x0 is neglected from nbd. the set so formed
by combining |x-x0|>0 and |x-x0|<δ. i.e.-
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A point x0∈Xx0∈X is called a boundary point of D if any small ball centered
at x0x0 has non-empty intersections with both DD and its complement,
The set of interior points in D constitutes its interior, int(D)int(D), and the set of
boundary points its boundary, ∂D∂D. DD is said to be open if any point in DD is
an interior point and it is closed if its boundary ∂D∂D is contained in DD;
the closure of D is the union of DD and its boundary:
D¯¯¯¯:=D∪∂D.D¯:=D∪∂D.
D:={(x,y)∈R2:x>0,y≥0}D:={(x,y)∈R2:x>0,y≥0}
is neither closed nor open in Euclidean space R2R2 (metric coming from a norm,
e.g., d(x,y)=∥x−y∥l2=((x1−y1)2+(x2−y2)2)1/2d(x,y)=‖x−y‖l2=((x1−y1)2+(x2−y2)2)1/2)
, since its boundary contains both points (x,0)(x,0), x>0x>0, in DD and
points (0,y)(0,y), y≥0y≥0, not in DD. The closure of D is
D¯¯¯¯={(x,y)∈R2:x≥0,y≥0}.D¯={(x,y)∈R2:x≥0,y≥0}.
An entire metric space is both open and closed (its boundary is empty).
In l∞l∞,
B1∋(1/2,2/3,3/4,…)∈B1¯¯¯¯¯¯.B1∌(1/2,2/3,3/4,…)∈B1¯.
B~r(x0):={x∈X:d(x,x0)≤r}B~r(x0):={x∈X:d(x,x0)≤r}
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may be larger than the closure of a ball, Br(x0)¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯Br(x0)¯. If we
let XX be a space with the discrete metric,
{d(x,x)d(x,y)=0,=1,x≠y.{d(x,x)=0,d(x,y)=1,x≠y.
Then
B1(x0)={x0}, so
that B1(x0)¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯={x0}¯¯¯¯¯¯¯¯¯¯={x0}.B1(x0)={x0}, so
that B1(x0)¯={x0}¯={x0}.
But
B~1(x0)=X.
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Definition
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Unit - II
Limits
In the previous section we looked at a couple of problems and in both problems we had
a function (slope in the tangent problem case and average rate of change in the rate of
change problem) and we wanted to know how that function was behaving at some
point x=ax=a. At this stage of the game we no longer care where the functions came
from and we no longer care if we‘re going to see them down the road again or not. All
that we need to know or worry about is that we‘ve got these functions and we want to
know something about them.
To answer the questions in the last section we choose values of xx that got closer and
closer to x=ax=a and we plugged these into the function. We also made sure that we
looked at values of xx that were on both the left and the right of x=ax=a. Once we did
this we looked at our table of function values and saw what the function values were
approaching as xx got closer and closer to x=ax=a and used this to guess the value that
we were after.
This process is called taking a limit and we have some notation for this. The limit
notation for the two problems from the last section is,
limx→12−2x2x−1=−4limt→5t3−6t2+25t−5=15limx→12−2x2x−1=−4limt→5t3−6t2+25t
−5=15
In this notation we will note that we always give the function that we‘re working with and
we also give the value of xx (or tt) that we are moving in towards.
In this section we are going to take an intuitive approach to limits and try to get a feel for
what they are and what they can tell us about a function. With that goal in mind we are
not going to get into how we actually compute limits yet. We will instead rely on what we
did in the previous section as well as another approach to guess the value of the limits.
Both approaches that we are going to use in this section are designed to help us
understand just what limits are. In general, we don‘t typically use the methods in this
section to compute limits and in many cases can be very difficult to use to even
estimate the value of a limit and/or will give the wrong value on occasion. We will look at
actually computing limits in a couple of sections.
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Definition
limx→af(x)=Llimx→af(x)=L
provided we can make f(x)f(x) as close to LL as we want for all xx sufficiently close
to aa, from both sides, without actually letting xx be aa.
This is not the exact, precise definition of a limit. If you would like to see the more
precise and mathematical definition of a limit you should check out the The Definition
of a Limit section at the end of this chapter. The definition given above is more of a
―working‖ definition. This definition helps us to get an idea of just what limits are and
what they can tell us about functions.
So just what does this definition mean? Well let‘s suppose that we know that the limit
does in fact exist. According to our ―working‖ definition we can then decide how close
to LL that we‘d like to make f(x)f(x). For sake of argument let‘s suppose that we want to
make f(x)f(x) no more than 0.001 away from LL. This means that we want one of the
following
Now according to the ―working‖ definition this means that if we get xx sufficiently close
to aa we can make one of the above true. However, it actually says a little more. It says
that somewhere out there in the world is a value of xx, say XX, so that for all xx‘s that
are closer to aa than XX then one of the above statements will be true.
This is a fairly important idea. There are many functions out there in the world that we
can make as close to LL for specific values of xx that are close to aa, but there will be
other values of xx closer to aa that give functions values that are nowhere near close
to LL. In order for a limit to exist once we get f(x)f(x) as close to LL as we want for
some xx then it will need to stay in that close to LL (or get closer) for all values of xx that
are closer to aa. We‘ll see an example of this later in this section.
In somewhat simpler terms the definition says that as xx gets closer and closer
to x=ax=a (from both sides of course…) then f(x)f(x) must be getting closer and closer
to LL. Or, as we move in towards x=ax=a then f(x)f(x) must be moving in towards LL.
It is important to note once again that we must look at values of xx that are on both
sides of x=ax=a. We should also note that we are not allowed to use x=ax=a in the
definition. We will often use the information that limits give us to get some information
about what is going on right at x=ax=a, but the limit itself is not concerned with what is
actually going on at x=ax=a. The limit is only concerned with what is going on around
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the point x=ax=a. This is an important concept about limits that we need to keep in
mind.
f(x)→Lasx→af(x)→Lasx→a
How do we use this definition to help us estimate limits? We do exactly what we did in
the previous section. We take xx‘s on both sides of x=ax=a that move in closer and
closer to aa and we plug these into our function. We then look to see if we can
determine what number the function values are moving in towards and use this as our
estimate.
Let‘s think a little bit more about what‘s going on here. Let‘s graph the function from the
last example. The graph of the function in the range of xx‘s that were interested in is
shown below.
First, notice that there is a rather large open dot at x=2x=2. This is there to remind us
that the function (and hence the graph) doesn‘t exist at x=2x=2.
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As we were plugging in values of xx into the function we are in effect moving along the
graph in towards the point as x=2x=2. This is shown in the graph by the two arrows on
the graph that are moving in towards the point.
When we are computing limits the question that we are really asking is what yy value is
our graph approaching as we move in towards x=ax=a on our graph. We
are NOT asking what yy value the graph takes at the point in question. In other words,
we are asking what the graph is doing around the point x=ax=a. In our case we can see
that as xx moves in towards 2 (from both sides) the function is
approaching y=4y=4 even though the function itself doesn‘t even exist at x=2x=2.
Therefore, we can say that the limit is in fact 4.
So, what have we learned about limits? Limits are asking what the function is
doing around x=ax=a and are not concerned with what the function is actually doing
at x=ax=a. This is a good thing as many of the functions that we‘ll be looking at won‘t
even exist at x=ax=a as we saw in our last example.
Let‘s make the point one more time just to make sure we‘ve got it. Limits
are not concerned with what is going on at x=ax=a. Limits are only concerned with what
is going on around x=ax=a. We keep saying this, but it is a very important concept
about limits that we must always keep in mind. So, we will take every opportunity to
remind ourselves of this idea.
Since limits aren‘t concerned with what is actually happening at x=ax=a we will, on
occasion, see situations like the previous example where the limit at a point and the
function value at a point are different. This won‘t always happen of course. There are
times where the function value and the limit at a point are the same and we will
eventually see some examples of those. It is important however, to not get excited
about things when the function and the limit do not take the same value at a point. It
happens sometimes so we will need to be able to deal with those cases when they
arise.
Let‘s take a look another example to try and beat this idea into the ground.
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So, once again, the limit had a value even though the function didn‘t exist at the point
we were interested in.
It‘s now time to work a couple of more examples that will lead us into the next idea
about limits that we‘re going to want to discuss.
This last example points out the drawback of just picking values of the variable and
using a table of function values to estimate the value of a limit. The values of the
variable that we chose in the previous example were valid and in fact were probably
values that many would have picked. In fact, they were exactly the same values we
used in the problem before this one and they worked in that problem!
When using a table of values there will always be the possibility that we aren‘t choosing
the correct values and that we will guess incorrectly for our limit. This is something that
we should always keep in mind when doing this to guess the value of limits. In fact, this
is such a problem that after this section we will never use a table of values to guess the
value of a limit again.
This last example also has shown us that limits do not have to exist. To that point we‘ve
only seen limits that existed, but that just doesn‘t always have to be the case.
Let‘s summarize what we (hopefully) learned in this section. In the first three examples
we saw that limits do not care what the function is actually doing at the point in question.
They only are concerned with what is happening around the point. In fact, we can have
limits at x=ax=a even if the function itself does not exist at that point. Likewise, even if a
function exists at a point there is no reason (at this point) to think that the limit will have
the same value as the function at that point. Sometimes the limit and the function will
have the same value at a point and other times they won‘t have the same value.
Next, in the third and fourth examples we saw the main reason for not using a table of
values to guess the value of a limit. In those examples we used exactly the same set of
values, however they only worked in one of the examples. Using tables of values to
guess the value of limits is simply not a good way to get the value of a limit. This is the
only section in which we will do this. Tables of values should always be your last choice
in finding values of limits.
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The last two examples showed us that not all limits will in fact exist. We should not get
locked into the idea that limits will always exist. In most calculus courses we work with
limits that almost always exist and so it‘s easy to start thinking that limits always exist.
Limits don‘t always exist and so don‘t get into the habit of assuming that they will.
Finally, we saw in the fourth example that the only way to deal with the limit was to
graph the function. Sometimes this is the only way, however this example also
illustrated the drawback of using graphs. In order to use a graph to guess the value of
the limit you need to be able to actually sketch the graph. For many functions this is not
that easy to do.
There is another drawback in using graphs. Even if you have the graph it‘s only going to
be useful if the yy value is approaching an integer. If the yy value is approaching
say −15123−15123 there is no way that you‘re going to be able to guess that value from
the graph and we are usually going to want exact values for our limits.
So, while graphs of functions can, on occasion, make your life easier in guessing values
of limits they are again probably not the best way to get values of limits. They are only
going to be useful if you can get your hands on it and the value of the limit is a ―nice‖
number.
The natural question then is why did we even talk about using tables and/or graphs to
estimate limits if they aren‘t the best way. There were a couple of reasons.
First, they can help us get a better understanding of what limits are and what they can
tell us. If we don‘t do at least a couple of limits in this way we might not get all that good
of an idea on just what limits are.
The second reason for doing limits in this way is to point out their drawback so that we
aren‘t tempted to use them all the time!
We will eventually talk about how we really do limits. However, there is one more topic
that we need to discuss before doing that. Since this section has already gone on for a
while we will talk about this in the next section.
Continuity
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For close x-values, the distance between the y-values can be large even if the function
has no sudden jumps. For example, if y = 1,000x, then two values of x that differ by 0.01
will have corresponding y-values differing by 10. On the other hand, for any point x,
points can be selected close enough to it so that the y-values of this function will be as
close as desired, simply by choosing the x-values to be closer than 0.001 times the
desired closeness of the y-values. Thus, continuity is defined precisely by saying that a
function f(x) is continuous at a point x0 of its domain if and only if, for any degree of
closeness ε desired for the y-values, there is a distance δ for the x-values (in the above
example equal to 0.001ε) such that for any x of the domain within the distance δ
from x0, f(x) will be within the distance ε from f(x0). In contrast, the function that equals 0
for x less than or equal to 1 and that equals 2 for x larger than 1 is not continuous at the
point x = 1, because the difference between the value of the function at 1 and at any
point ever so slightly greater than 1 is never less than 2.
sequential Continuity
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− f(a)|| ≥ . Then xn → a but f(xn) 6→ f(a). Hence some sequence of points xn converges
to a but f(xn) does not converge to f(a)
Notice the equivalence does not require proof at at isolated point, since every function is
continuous at an isolated point and every sequence xn that converges to an isolated
point satisfies xn = a for large enough n.
Definition 9.9
Illustration 9.7
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For any point c∊ (-1,1)
Thus f is continuous on [-1, 1]. One can also solve this problem using composite
function theorem.
Example 9.37
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Solution
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Example 9.38
A tomato wholesaler finds that the price of a newly harvested tomatoes is Rs. 0.16 per
kg if he purchases fewer than 100 kgs each day. However, if he purchases at least 100
kgs daily, the price drops to Rs. 0.14 per kg. Find the total cost function and discuss the
cost when the purchase is 100 kgs.
Solution
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Continuity of composite functions
Recently, I had the opportunity to evaluate a colleagues‘ classroom presentation and
the topic of the day was continuity of continuous functions. Partway through the
presentation of the proof that the composition of continuous functions is continuous, a
student asked for a ‗picture‘ of how the ε 's and δ 's were related. The instructor, who
happens to be an excellent analyst, confessed that he did not have knowledge of such
an illustration. I later found it was not difficult to make use of a graphical technique for
function composition [1] to illustrate this proof.
Continuity of a function is a fundamental concept that either directly or indirectly is
addressed early in the mathematical education of our students. The idea the graph of a
function being connected is explored as soon as students begin to graph simple
functions such as lines in the plane. Later, students increase their understanding of
continuity as they explore rational functions and trigonometric functions. Formal
definitions of continuity are typically introduced in introductory calculus textbooks [for
example 4, 5]. These ε − δ definitions are typically graphically illustrated at this level;
however, some instructors go past that and educate their students at a level where the
definition is used explicitly. For many students this higher level of instruction is reserved
for an introductory real analysis or advanced calculus course. At all levels, illustrations
can be of benefit to the student.
I have now used a graphical technique several times in first semester calculus courses
to indicate how the proof would work. The technique has also been applied in more
advanced courses. In all cases, students seem to understand the result much better
than when they are instructed without the illustration. After a thorough search, I am
convinced that this type of illustration does not appear in literature associated with
calculus, advanced calculus, or introductory analysis.
Graphical Composition
As in (Davis 2000), let ( f g)(x) = f (g(x)) denote the composition of two real valued
functions f (x) and g(x) . In order to evaluate f (g(x)) graphically for the value x = a :
On the same set of axes draw the graphs of y = f (x), y = g(x) , and y = x .
Draw a vertical line from the point x = a on the x-axis to the point (a, g(a)) on the graph
of y = g(x) .
Draw a horizontal line from (a, g(a)) to the point (g(a), g(a)) on the line y = x .
Draw a vertical line from (g(a), g(a)) to the point (g(a), f (g(a))) on the graph of y = f (x).
Draw a horizontal line from (g(a), f (g(a))) to the point (0, f (g(a))) on the y-axis.
Continuity of Composed Functions
A typical proof of the continuity of composed functions is as follows [for example 2, 3]
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Since g is continuous at a , g(a) is defined; likewise, f is continuous at g(a) , so f (g(a)) =
( f g)(a) is defined. At this point, using the instructions above, a picture of f (g(a)) is
drawn, see Figure 1.
An ε − δ proof is now used to show lim( f g)(x) f g(a)
ε > 0 , δ > 0 must be found to satisfy:
If x − a < δ , then f (g(x)) − f (g(a)) < ε .
Due to the continuity of f at g(a) , we know there is a δ 1
If 1 z − g(a) < δ , then f (z) − f (g(a)) < ε .
Hence when g(x) is within δ 1 of g(a) , then f (g(a)) is within ε of f (g(a)) ; i.e.,
If 1 g(x) − g(a) < δ , then f (g(z)) − f (g(a)) < ε .
Since g is continuous at a , there is a δ > 0 , such that:
If x − a < δ , then 1 g(x) − g(a) < δ .
Chaining inequalities together completes the proof:
xagxga1fgxfga.
The Illustration
To draw the corresponding illustration, the following procedure is carried out:
As in Figure 2, draw an ε − neighborhood, on the y-axis, about the point f (g(a)) .
As in Figure 3, draw horizontal lines from the boundaries of this neighborhood to the
curve y = f (x).
As in Figure 4, draw two vertical lines from these locations to the line y = x . Since the ε
− neighborhood includes f (g(a)) , the vertical lines intersect the line y = x above and
below the value of g(a) .
As in Figure 5, draw a δ 1 − neighborhood about g(a) , that when extended to the line y
= x , remains inside the region associated with the ε − neighborhood.
As in Figure 6, extend the δ 1 − neighborhood horizontally to the curve y = g(x) .
As in Figure 7, draw horizontal lines from these boundaries to the x-axis. These lines
will define an interval that has x = a in its interior.
As in Figure 8, draw a δ − neighborhood about x = a , that remains inside the previous
interval.
As in Figure 9, the boundaries of the δ − neighborhood are graphically evaluated by g
and then f .
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The resulting neighborhood on the y-axes remains within ε of f (g(a)) as desired and the
illustration is complete.
Conclusion
I have found that this method of illustrating that the composition of continuous functions
is continuous requires no significant additional classroom time. It has proven to be a
very helpful teaching aid in the classroom. Students seem to have a better
understanding of both function composition as well as the associated continuity
properties. I also find that students who have been exposed to this graphical method
are more likely to be able to understand how to make choices for ε and/or δ in specific
computational exercises. I expect that others will find this type of illustration helpful as
well.
In the third part of this book, we look more deeply into the properties of functions. We
begin in this chapter by considering different ways to define continuity and
differentiability and the relations between the different notions. Up to this point, we have
employed somewhat restrictive notions of continuity and differentiability in order to make
it possible to use constructive arguments to prove major theorems. By considering
weaker notions of these concepts, we include more functions in the discussion and also
discover some important properties. However, we lose the possibility of using
constructive analysis in many cases.
Beginning with this chapter, the discussion takes on a decidedly theoretical flavor and
requires more sophistication1 to read. But, a mastery of the material in this part opens
up the doors to the entire world of analysis.
Recall that the intent in defining Lipschitz continuity was to classify a function as varying
smoothly in the sense that small changes in input lead to small changes in output. The
Lipschitz continuous condition |f(x)−f(y)| ≤ L|x − y| quantifies the maximum amount a
function‘s value can change for a given change in input. We based the notion of
Lipschitz continuity on the behavior of linear functions.
But Lipschitz continuity is not the most general way to express the idea that f should
vary smoothly
Example 32.1. Consider x1/3, which is Lipschitz continuous on any bounded interval
that is bounded away from 0. Checking the Lipschitz condition at 0 gives
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For any constant L, |x| 1/3 > L
hence x1/3 cannot be Lipschitz continuous on any interval that contains 0 or has 0 as
an endpoint.
On the other hand, |x| 1/3 can be made as close to 0 as desired by making |x| small. So
x1/3 does vary smoothly as x passes by 0. We can see this from the plot Fig. 32.1.
We make a general definition of continuity that covers such cases.2 We say that f is
continuous at ¯x if given any sufficiently small > 0 there is a δ > 0 such that
In words, this says that the change in value of f(x) from f(¯x) can be made arbitrarily
small by taking x sufficiently close to ¯x. Note that f(x) needs to be defined for all x
sufficiently close to ¯x. Note also that δ =
δx,
34
Unit - III
Sequence
Algebra at the JEE level is very interesting. All topics are more or less independent of
each other. And one of the interesting and important topics is Sequences and Series
and every year you will get 1 - 2 question in JEE Main exam as well as in other
engineering entrance exams. JEE question paper is highly unpredictable, you never
know questions from which topic will be asked. A general trend noticed in Mathematics
paper is that a question involving multiple concepts are asked. For instance, you will
find that questions from Calculus, Matrices and Determinant and Functions where
concepts of Sequences and Series are involved. As compared to other chapters in
maths, Sequences and Series requires less effort to prepare for the examination.
35
Well, that turned out to be more than a little difficult. The first few squares on the board
cost the emperor 1 grain, then 2, then 4 ... by the end of the first row, he was up to 128
grains.
In the second row, things got out of control. By the 21st square he owed over a million
grains of rice; by the 41st, it was over a trillion grains of rice — more rice than he, his
subjects or any emperor anywhere could afford in the world.
After all, he was the emperor. He knew how to handle such situations
"I will pay you," he told the craftsman. "But before you receive the grains of rice, just to
be sure you are getting what you asked for, I'd like you to count each and every grain I
give you."
"Oh, that won't be required," said the craftsman.
"Oh, it is necessary," said the emperor. "I wouldn't want to cheat you."
So now you tell me, What will be the total number of grains? How much time does
craftsman require to complete the count? The amount of rice that craftsman asked, will
that be available on our planet?
Well, all the answers to these questions you will able to tell when you study Sequences
and Series.
Important Topics
Sequences
Arithmetic and Geometric Progression
Arithmetic and Geometric Mean
Harmonic Progression
Sum up to n terms
Arithmetic-geometric series
Sequences
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containing a finite number of terms is called a finite sequence and a sequence is called
infinite if it is not a finite sequence.
eg.. 2, 4, 6, 8, 10, 12, …..
Often when working with sequences we do not want to write out all the terms. We want
a more compact way to show how each term is defined. And hence, we define the
general term and it is denoted by an.or tn.
For the above example, an = 2n, where n is Integer.
Arithmetic Progression
An arithmetic progression is a sequence whose terms increase or decrease by a fixed
number. The fixed number is called a common difference (d) of the AP. If a is the first
term, and d is a common difference, then AP can be written as
a, a + d, a + 2d, a + 3d, ……….. a + (n - 1)d
Where a + (n - 1)d is the general term of an AP.
You know that the sum of the interior angle is 1800, of a quadrilateral, is 3600 and
of a Pentagon is 5400 . Assume that the patterns continue. Then the sum of the
The pattern 1800, 3600, 5400 …….is arithmetic with common difference 1800. The 8-
sided figure will be the 6th term in the sequance.
6th term is
a6 = a1 + (n - 1)(d)
a6 = 1800 + (6 - 1)(1800) = 10800
Geometric Progression
A geometric sequence is a sequence such that if the ratio of any term and its just
preceding term is constant throughout. The onstant called the common ratio which is
denoted by r.
Where,
r = common ratio
a1 = first term
a2 = second term
an = nth term
37
Important Formula of Geometric Progression
The first square contains 1 rice, the second square contains 2 rice grains, the 3rd
square contains 4 rice grains, 4th one contains 8 rice grains and so on…
The sequence will be like 1, 2, 4, 8, 16, 32,......... or {20, 21, 23, 24……..263}, this is a
geometric progression,
Using the formula of summation of a geometric progression
Sequences and series is one of the easiest topics, you can prepare this topic without
applying many efforts
Start with basic theory, understand all the definition of the Sequences, series,
and Arithmetic and geometric progression.
Derive and understand the formulae of General Term, Sum of the Series of n
terms and remember standard results.
Learn the concept behind Harmonic sequences and general term of Harmonic
sequences.
Derive all the formulae of summation of some special series like the sum of first n
natural number, the summation of odd numbers, sum of cube of first n natural
numbers, etc.
38
Mean is one of the most important concepts, as AM-GM is used to determine the
minimum and maximum value of the function.
Make sure that after studying certain section/concept, solve questions related to
those concepts without looking into the solutions and practice MCQ from the
above-mentioned books and solve all the previous year problems asked in JEE.
Don‘t let any doubt remain in your mind and clear all the doubts with your
teachers or with your friends.
First, finish all the concept, example and question given in NCERT Maths Book. You
must thorough with the theory of NCERT. Then you can refer to the book Cengage
Mathematics Algebra. Sequences and Series are explained very well in this book and
there are ample amount of questions with crystal clear concepts. You can also refer to
the book Arihant Algebra by SK Goyal or RD Sharma. But again the choice of reference
book depends on person to person, find the book that best suits you the best depending
on how well you are clear with the concepts and the difficulty of the questions you
require.
convergent sequence
When this holds, we say that (sn) is a convergence sequence with s being its limit, and
write sn → s or s = limn→∞ sn. If (sn) does not converge, then we say that (sn) is a
divergent sequence.
We first show that one sequence (sn) can not have two different limits. Suppose sn → s
and sn → t. Let ε > 0. Then ε 2 > 0. Since sn → s, by definition there is N1 ∈ N such that
for n > N1, |sn − s| < ε 2 . Since sn → t, by definition there is N2 ∈ N such that for n >
N2, |sn − t| < ε 2 . Here we use N1 and N2 in the two statements because the N coming
from the two limits may not be the same. Let N = max{N1, N2}. If n > N, then n > N1 and
39
n > N2 both hold. So |sn − s| < ε 2 and |sn − t| < ε 2 , which by triangle inequality imply
that
Now |s−t| < ε holds for every ε > 0. We then conclude that |s−t| = 0 (for otherwise |s−t| >
0, we then get a contradiction by choosing ε = |s − t|). So s = t, and the uniqueness
holds. We will use the following tools to check whether a sequence converges or
diverges.
1. the definition
2. basic examples
3. limit theorems
Example 1. Let s ∈ R. If sn = s for all n, i.e., (sn) is a constant sequence, then lim sn = s.
Proof. For any given ε > 0 we simply choose N = 1. If n > N, then |sn − s| = 0 < ε.
Example 2. We have 1 n → 0.
Proof. Let ε > 0. By Archimedean property, there is N ∈ N such that 1 N < ε. If n > N,
then
Proof. (i) We use the notation of subsequence and statement that will be proved later.
Suppose n1 < n2 < n3 < · · · is a strictly increasing sequence of indices, then (snk ) is a
subsequence of (sn). We will prove a theorem, which asserts that, if (sn) converges to
s, then any subsequence of (sn) also converges to s. The sequence (sn) = ((−1)n )
contains two constant sequences (1, 1, 1, . . .) (with nk = 2k) and (−1, −1, −1, . . .) (with
nk = 2k−1), which converge to different limits. So the original (sn) can not converge.
(ii) We use the following theorem. If (sn) is convergent, then it is a bounded sequence.
In other words, the set {sn : n ∈ N} is bounded. So an unbounded sequence must
diverge. Since for sn = n, n ∈ N, the set {sn : n ∈ N} = N is unbounded, the sequence (n)
is divergent.
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Remark 1. This example shows that we have two ways to prove that a sequence is
divergent: (i) find two subsequences that convergent to different limits; (ii) show that the
sequence is unbounded. Note that the (sn) in (i) is bounded and divergent. The (sn) in
(ii) is divergent, but lim sn actually exists, which is +∞, and its every subsequence also
tends to +∞. We will define that limit later.
The maximum exists since the set is finite. Then for any n ∈ N, |sn| ≤ M (consider the
case n ≤ N and n > N separately), i.e., −M ≤ sn ≤ M. So {sn : n ∈ N} is bounded.
Theorem 2 (Theorem 9.3). If (sn) converges to s and (tn) converges to t, then (sn + tn)
converges to s + t.
Proof. Let ε > 0. Then ε 2 > 0. Since sn → s, there is N1 ∈ N such that for n > N1, |sn−s|
< ε 2 . Since tn → t, there is N2 ∈ N such that for n > N2, |tn − t| < ε 2 . Let N = max{N1,
N2}. If n > N, then n > N1 and n > N2 both hold, and so |sn −s| < ε 2 and |tn −t| < ε 2 ,
which together imply (by triangle inequality) that
Theorem 3 (Theorem 9.4). If (sn) converges to s and (tn) converges to t, then (sn·tn)
converges to s · t.
Discussion. We need to bound |sntn − st| from above for big n. We write
Since tn → t and sn → s, we know that |tn −t| and |sn −s| can be arbitrarily small if we
choose n big enough. Thus, if |sn| and |t| are not too big, then we can control the sum
on the RHS (righthand side). In fact, the size of |sn| can be controlled because of
Theorem 9.1.
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Proof. Since (sn) is convergent, by Theorem 9.1, there is M > 0 such that |sn| ≤ M for
every n. We may choose M big such that M ≥ |t|. Let ε > 0. Then ε 2M > 0. Since sn →
s, there is N1 ∈ N such that for n > N1, |sn − s| < ε 2M . Since tn → t, there is N2 ∈ N
such that for n > N2, |tn − t| < ε 2M . Let N = max{N1, N2}. If n > N, then n > N1 and n >
N2 both hold, and so |sn − s| < ε 2M and |tn − t| < ε 2M , which together with |sn| ≤ M
and |t| ≤ M imply that
Proof. For the sequence (ksn), we apply Theorem 9.4 to the sequence (tn) with tn = k
for all n. For the sequence (s m n ) we use induction. In the induction step, note that s
m+1 n = sn ∗ s m n and apply Theorem 9.4 to tn = s m n
Corollary 2. If (sn) converges to s and (tn) converges to t, then (sn − tn) converges to s
− t. Proof. We write sn + tn = sn + (−1)tn and apply Theorem 9.3 and the previous
corollary.
From this corollary we see that sn → s iff sn − s → 0. By the Theorem below, the latter
statement is equivalent to that |sn − s| → 0.
Theorem 4. (a) Suppose two sequences (sn) and (tn) satisfy that tn → 0 and |sn| ≤ |tn|
for all but finitely many n. Then sn → 0.
Proof. (a) Let N0 ∈ N be such that |sn| ≤ |tn| for n > N0. Let ε > 0. Since tn → 0, there is
N1 ∈ N such that for n > N1, |tn − 0| < ε. Let N = max{N0, N1}. For n > N, |sn| ≤ |tn| and
|tn − 0| < ε, which imply that |sn − 0| = |sn| ≤ |tn| = |tn − 0| < ε.
(b) From (a) we know that if |sn| = |tn| for all n, then sn → 0 iff tn → 0. We then apply
this result to tn = |sn| and use that ||sn|| = |sn|.
Lemma 1 (Lemma 9.5). If (sn) converges to s such that s 6= 0 and sn 6= 0 for all n, then
(1/sn) converges to 1/s.
Discussion. We need to bound |1/sn − 1/s| from above for big n. We write
Since sn → s, |sn − s| can be arbitrarily small if we choose n big enough. Thus, if |sn|
and |s| are not too close to 0, then we can control the size of the RHS. This means that
we need a positive lower bound of the set {|s1|, |s2|, . . . }.
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Proof. Since s 6= 0, we have |s| 2 > 0. Since sn → s, applying the definition to ε = |s| 2 ,
we get N ∈ N such that for n > N, |sn − s| < |s| 2 , which then implies by triangle
inequality that |sn| ≥ |s| − |sn − s| > |s| − |s| 2 = |s| 2 . Let m = min{|s1|, |s2|, . . . , |sN |,
|s| 2 }. Then m exists and is positive since the set is a finite set of positive numbers.
Let ε > 0. Then m|s|ε > 0. Since sn → s, there is N0 ∈ N such that n > N0 implies that
|sn − s| < m|s|ε, which together with |sn| ≥ m for all n implies that
Proof. By Lemma 9.5, (1/sn) converges to 1/s. Applying Theorem 9.4 to the sequences
(1/sn) and (tn), we get the conclusion.
Cauchy Sequence
One of the problems with deciding if a sequence is convergent is that you need to have
a limit before you can test the definition.
Bernard Bolzano was the first to spot a way round this problem by using an idea first
introduced by the French mathematician Augustin Louis Cauchy (1789 to 1857).
Definition
Remarks
1. Note that this definition does not mention a limit and so can be checked from
knowledge about the sequence.
2. It is not enough to have each term "close" to the next one. (|am- am+1| < ε. For
example, the divergent sequence of partial sums of the harmonic series (see this
earlier example) does satisfy this property, but not the condition for a Cauchy
sequence.
3. We will see (shortly) that Cauchy sequences are the same as convergent
sequences for sequences in R. However, we will see later that when we
introduce the idea of convergent in a more general context Cauchy sequences
and convergent sequences may be different.
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4. Cantor (1845 to 1918) used the idea of a Cauchy sequence of rationals to give a
constructive definition of the Real numbers independent of the use of Dedekind
Sections.
Proof
(When we introduce Cauchy sequences in a more general context later, this
result will still hold.)
The proof is essentially the same as the corresponding result for convergent
sequences.
Proof
If (an)→ α then given ε > 0 choose N so that if n > N we have |an- α| < ε. Then
if m, n > N we have |am- an| = |(am- α) - (am- α)| ≤ |am- α| + |am- α| < 2ε.
Proof
Since the sequence is bounded it has a convergent subsequence with limit α.
Claim:
This α is the limit of the Cauchy sequence.
Proof of that:
Given ε > 0 go far enough down the subsequence that a term an of the
subsequence is within ε of α. Provided we are far enough down the Cauchy
sequence any am will be within ε of this an and hence within 2ε of α.
Remarks
1. The fact that in R Cauchy sequences are the same as convergent sequences is
sometimes called the Cauchy criterion for convergence.
44
2. The use of the Completeness Axiom to prove the last result is crucial. For
example, let (an) be a sequence of rational numbers converging to an irrational.
[e.g. (1, 1.4, 1.41, 1.414, ... )→ √2 ]
III Every subset of R which is bounded above has a least upper bound.
We will see later that the formulation III** is a useful way of generalising the idea
of completeness to structures which are more general than ordered fields.
monotonic sequence
Definition : We say that a sequence (xn) is increasing if xn ≤ xn+1 for all n and strictly
increasing if xn < xn+1 for all n. Similarly, we define decreasing and strictly decreasing
sequences. Sequences which are either increasing or decreasing are called monotone.
The following result is an application of the least upper bound property of the real
number system
Theorem 2.5: Suppose (xn) is a bounded and increasing sequence. Then the least
upper bound of the set {xn : n ∈ N} is the limit of (xn).
Proof: Suppose sup n xn = M. Then for given > 0, there exists n0 such that M − ≤ xn0 .
Since (xn) is increasing, we have xn0 ≤ xn for all n ≥ n0. This implies that
That is xn → M.
For decreasing sequences we have the following result and its proof is similar.
Theorem 2.6: Suppose (xn) is a bounded and decreasing sequence. Then the greatest
lower bound of the set {xn : n ∈ N} is the limit of (xn).
45
Examples: 1. Let x1 = √ 2 and xn = √ 2 + xn−1 for n > 1. Then use induction to see that
0 ≤ xn ≤ 2 and (xn) is increasing. Therefore, by previous result (xn) converges. Suppose
xn → λ. Then λ = √ 2 + λ. This implies that λ = 2.
2. Let x1 = 8 and xn+1 = 1 2 xn + 2. Note that xn+1 xn < 1. Hence the sequence is
decreasing. Since xn > 0, the sequence is bounded below. Therefore (xn) converges.
Suppose xn → λ. Then λ = λ 2 + 2. Therefore, λ = 2.
Sub-sequence
We have seen some bounded sequences which do not converge. We can, however,
say something about such sequences.
Definition
Examples
Theorem
Proof
Look at the definition!
The nicest thing about these subsequences is a result attributed to the Czech
mathematician and philosopher Bernard Bolzano (1781 to 1848) and the German
mathematician Karl Weierstrass (1815 to 1897).
Remark
Notice that a bounded sequence may have many convergent subsequences (for
example, a sequence consisting of a counting of the rationals has subsequences
converging to every real number) or rather few (for example a convergent sequence has
all its subsequences having the same limit).
46
Proof
Suppose the sequence (a1 , a2 , a3 , a4 , ... ) is bounded and lies in (say) the interval [0,
1].
Proof of claim
Since the length of the interval [ln , rn] has length (1/2)n, we must have α = β and since
the sequence (xn) is trapped between (ln) and (rn), it converges to the same limit.
A number a is called a limit point of the sequence {an} if it is the limit of a subsequence
of {an}. A bounded sequence has at least one limit point according to Bolzano-
Weierstrass Theorem. A properly divergent sequence does not have any limit point.
Let {an} be a sequence bounded from below. For each k ≥ 1, the number
is in (−∞, ∞]. It is clear that {βk} is decreasing and bounded from below. By Monotone
Convergence Theorem, its limit exists. We call it the limit superior of the sequence of
{an}. In notation,
47
is a real number when the sequence is bounded from above. It is clear that {αk} is
increasing and bounded from above. By Monotone Convergence Theorem, its limit
exists. We call it the limit inferior of the sequence of {an}. In notation,
(a) For each ε > 0, there is some n0 such that an ≤ a + ε for all n ≥ n0.
Proof. (a) By the definition of infimum, for any ε > 0, there is some k0 such that βk ≤ α +
ε for all k ≥ k0. It follows from the definition of βk that an ≤ a + ε for all n ≥ k0. It suffices
to take n0 = k0.
a + 1 N > βn(N) ≥ a .
From the definition of the supremum, we can find anN from {an(N) , an(N)+1, an(N)+2, ·
· · } to form a subsequence {anN } such that
|anN − a| < 1 N .
From Theorem 1, we deduce the following characterization of limit superior and limit
inferior
Theorem 2. The limit superior of a bounded sequence is its largest limit point and its
limit infimum is its smallest limit point.
We have taken the center x0 = 0 for simplicity. Recall that a series of functions Pfn is
called absolutely and uniformly convergent on some set E if P∞ k=1 |fk|(x) is uniformly
convergent on E. It implies that P∞ k=1 fk(x) is also uniformly convergent on E.
48
Proof. Recall that R = 1/ρ where ρ = limn→∞|an| 1/n ∈ [0, ∞]. According to Theorem
1(a), for each ε > 0, |an| 1/n ≤ ρ + ε for all n ≥ n0. As a result,
Observing that r(ρ+ε) < 1 when ε = 0, we can find a small ε0 > 0 such that r0 ≡ r(ρ+ε0) <
1. It follows that
an||x| n ≤ r n 0 , ∀n ≥ n0 .
On the other hand, for each ε > 0, there is a subsequence ann satisfying anj ≥ a − ε.
Therefore, |anx n | 1/n = |x||an| 1/n ≥ |x|(ρ − ε) at all n = nj . Since |x|ρ > 1, we can fix a
small ε1 such that |x|(ρ − ε1) ≥ 1, so |anx n | ≥ 1 at all n = nj . It implies that Panx n is
divergent (since anx n must converge to 0 when it is convergent).
49
Unit - IV
Infinite series
Infinite series, the sum of infinitely many numbers related in a given way and listed in a
given order. Infinite series are useful in mathematics and in such disciplines as physics,
chemistry, biology, and engineering.
As n becomes larger, the partial sum approaches 2, which is the sum of this infinite
series. In fact, the series 1 + r + r2 + r3 +⋯ (in the example above r equals 1/2)
converges to the sum 1/(1 − r) if 0 < r < 1 and diverges if r ≥ 1. This series is called
the geometric series with ratio r and was one of the first infinite series to be studied. Its
solution goes back to Zeno of Elea‘s paradox involving a race between Achilles and a
tortoise (see mathematics, foundations of: Being versus becoming).
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Many mathematical problems that involve a complicated function can be solved directly
and easily when the function can be expressed as an infinite series involving
trigonometric functions (sine and cosine). The process of breaking up a rather arbitrary
function into an infinite trigonometric series is called Fourier analysis or harmonic
analysis and has numerous applications in the study of various wave phenomena.
convergence of series
For example, the function y = 1/x converges to zero as x increases. Although no finite
value of x will cause the value of y to actually become zero, the limiting value of y is
zero because y can be made as small as desired by choosing x large enough. The
line y = 0 (the x-axis) is called an asymptote of the function.
Similarly, for any value of x between (but not including) −1 and +1, the series 1
+ x + x2 +⋯+ xn converges toward the limit 1/(1 − x) as n, the number of terms,
increases. The interval −1 < x < 1 is called the range of convergence of the series; for
values of x outside this range, the series is said to diverge.
The comparison test that is considered in this concept is based on the ideas that (1)
if a positive term series is always greater, term by term, than another infinite series that
diverges, than the positive term series must also diverge, and (2) if a positive term
series is always smaller, term by term, than another infinite series that converges, than
the positive term series must also converge. If △n represents how much greater or
smaller a term an of a series is compared to a term bn of a series of known
convergence or divergence, can you formulate expressions that show (1) and (2)?
Comparison Tests
Series with only nonnegative terms, i.e., terms that are either positive or zero, are often
called positive term series, and are described as ∑k=1∞uk with uk≥0 for every k.
Several of the types of series identified in the previous concepts are, or can be,
nonnegative (or positive) term series as shown below:
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Common Series Types can be (are) Positive Term Series
Positive
Series
Converges Diverges
Sigma Notation Term
if if
Type Series
if
|r|<1
Geometric S=∑n=1∞arn−1 with a,r≥0
|r|≥1
S=a1−r
p>1 Always
p-Series S=∑n=1∞1np,p>0 0<p≤1
So far we have looked at the following tests for the convergence/divergence of infinite
series:
All
Limit of nth partial sum
All
nth-term test for divergence
The following tests are specifically made for evaluating positive term series:
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The Integral Test
Suppose ∑k=1∞uk and ∑k=1∞vk are series with non-negative terms, then:
In order to use this test, we must check the relationship between uk and vk for each
index k. This is the comparison part of the test. If the series with the greater-valued
terms converges, than the series with the lesser-valued terms converges. If the lesser-
valued series diverges, then the greater-valued series will diverge.
∑k=1∞1k3+3 looks similar to ∑k=1∞1k3, so we will try to apply the Comparison Test.
First compare each term of both series: for
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The Limit Comparison Test is as follows:
Suppose ∑k=1∞uk and ∑k=1∞vk are series with uk>0 and vk>0 for all k,
then:
The Limit Comparison Test says to make a ratio of the terms of two series and compute
the limit. Unlike the Comparison Test, there is no need to compare the terms of both
series. This test is most useful for series with rational expressions.
Just as with rational functions, when k→∞ the series ∑k=1∞k4+6k3−17k5+k2 behaves
like the series with only the highest powers of k in the numerator and denominator:
∑k=1∞k47k5=∑k=1∞17k=17∑k=1∞1k.
We will use the series 17∑k=1∞1k to apply the Limit Comparison Test.
First, find the limit of the ratio of the terms of the two series:
limk→∞ukvk=limk→∞k4+6k3−17k5+k217k=limk→∞7k4+42k3−77k4+k=1
Since limk→∞ukvk=1, by the Limit Comparison Test,
both ∑k=1∞k4+6k3−17k5+k2 and 17∑k=1∞1k either both converge or diverge.
But, 17∑k=1∞1k is a harmonic series, which is a series that diverges.
A simpler form of the Limit Comparison test, called the Simplified Limit Comparison
Test , is as follows:
Suppose ∑k=1∞uk and ∑k=1∞vk are series with uk>0 and vk>0 for all k, and suppose
limk→∞ukvk=L>0,
then either:
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2. ∑k=1∞uk and ∑k=1∞vk both diverge.
The series ∑k=1∞28k+5 is a series without negative terms. We can apply the Simplified
Limit Comparison Test by comparing the series ∑k=1∞28k+5 with the
series ∑k=1∞28k which is a convergent geometric series.
Then limk→∞28k+528k=limk→∞8k8k+5=1>0.
comparison tests
As we begin to compile a list of convergent and divergent series, new ones can
sometimes be analyzed by comparing them to ones that we already understand.
The obvious first approach, based on what we know, is the integral test. Unfortunately,
we can't compute the required antiderivative. But looking at the series, it would appear
that it must converge, because the terms we are adding are smaller than the terms of
a pp-series, that is,
1n2lnn<1n2,1n2lnn<1n2,
when n≥3n≥3. Since adding up the terms 1/n21/n2 doesn't get "too big'', the new series
"should'' also converge. Let's make this more precise.
sn=132ln3+142ln4+152ln5+⋯+1n2lnn<132+142+152+⋯+1n2=tn.sn=132ln3+142ln4
+152ln5+⋯+1n2lnn<132+142+152+⋯+1n2=tn.
Since the pp-series converges, say to LL, and since the terms are positive, tn<Ltn<L.
Since the terms of the new series are positive, the snsn form an increasing sequence
and sn<tn<Lsn<tn<L for all nn. Hence the sequence {sn}{sn} is bounded and so
converges.
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Sometimes, even when the integral test applies, comparison to a known series is
easier, so it's generally a good idea to think about doing a comparison before doing the
integral test.
We can't apply the integral test here, because the terms of this series are not
decreasing. Just as in the previous example, however,
|sinn|n2≤1n2,|sinn|n2≤1n2,
because |sinn|≤1|sinn|≤1. Once again the partial sums are non-decreasing and
bounded above by ∑1/n2=L∑1/n2=L, so the new series converges.
Like the integral test, the comparison test can be used to show both convergence and
divergence. In the case of the integral test, a single calculation will confirm whichever is
the case. To use the comparison test we must first have a good idea as to convergence
or divergence and pick the sequence for comparison accordingly.
We observe that the −3−3 should have little effect compared to the n2n2 inside the
square root, and therefore guess that the terms are enough
like 1/n2−−√=1/n1/n2=1/n that the series should diverge. We attempt to show this by
comparison to the harmonic series. We note that
1n2−3−−−−−√>1n2−−√=1n,1n2−3>1n2=1n,
so that
sn=122−3−−−−−√+132−3−−−−−√+⋯+1n2−3−−−−−√>12+13+⋯+1n=tn,sn=122−3+132−
3+⋯+1n2−3>12+13+⋯+1n=tn,
where tntn is 1 less than the corresponding partial sum of the harmonic series (because
we start at n=2n=2 instead of n=1n=1).
Since limn→∞tn=∞limn→∞tn=∞, limn→∞sn=∞limn→∞sn=∞ as well.
So the general approach is this: If you believe that a new series is convergent, attempt
to find a convergent series whose terms are larger than the terms of the new series; if
you believe that a new series is divergent, attempt to find a divergent series whose
terms are smaller than the terms of the new series.
Just as in the last example, we guess that this is very much like the harmonic series and
so diverges. Unfortunately,
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1n2+3−−−−−√<1n,1n2+3<1n,
so we can't compare the series directly to the harmonic series. A little thought leads us
to
1n2+3−−−−−√>1n2+3n2−−−−−−−√=12n,1n2+3>1n2+3n2=12n,
Theorem 11.5.5 Suppose that anan and bnbn are non-negative for all nn and
that an≤bnan≤bn when n≥Nn≥N, for some NN.
If you know that a series converges, then you can work further on it. But if it doesn't
converge, then you can stop working on the series because you won't find an end to it.
So how can you tell? Well, there's a test you can run.
The root test is a simple test that tests for absolute convergence of a series, meaning
the series definitely converges to some value. This test doesn't tell you what the series
converges to, just that your series converges.
The formal statement for the root test is:
For a series made up of terms an, define the limit as follows in this equation:
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We then keep the following in mind:
That last statement basically means that if you get 1 for your L then your answer is
unknown. The root test can't tell whether your series converges or diverges.
Now, let's take a look at using the root test for a converging series, a diverging series,
and an unknown or indeterminate series.
Converging Series
First, let's look at a converging series. Here's the problem:
Use the root test to determine whether this series converges or diverges.
To use the root test, you'll follow the statement for the root test and take the limit of the
absolute value of the terms in the series taken to the 1 / n power like this series of
equations appearing here:
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D’ Alemberts ratio test
In this article we will formulate the D‘ Alembert‘s Ratio Test on convergence of a series.
Let‘s start.
A series ∑un∑un of positive terms is convergent if from and after some fixed
term un+1un<r<1un+1un<r<1 , where r is a fixed number. The series is divergent
if un+1un>1un+1un>1 from and after some fixed term.
Theorem
Let ∑n=1∞an∑n=1∞an be a series of real numbers in RR, or a series of complex
numbers in CC.
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Let the sequence anan satisfy:
limn→∞an+1an=llimn→∞an+1an=l
If l>1l>1, then ∑n=1∞an∑n=1∞an diverges.
If l<1l<1, then ∑n=1∞an∑n=1∞an converges absolutely.
(Definition 1)
(Definition 2)
(Definition 3)
If SnSn does not tend to a finite limit, or to plus or minus infinity, the series is
called oscillatory.
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Since, un+1un>1un+1un>1 then, u2u1>1u2u1>1 , u3u2>1u3u2>1 …….
Therefore u2>u1, u3>u2>u1, u4>u3>u2>u1u2>u1, u3>u2>u1, u4>u3>u2>u1 and so
on.
Academic Proof
Absolute Convergence
Suppose l<1l<1.
Let us take ϵ>0ϵ>0 such that l+ϵ<1l+ϵ<1.
Then:
∃N:∀n>N:anan–1<l+ϵ∃N:∀n>N:anan–1<l+ϵ
Thus:
(an)(=)(anan–1an–1an–2⋯aN+2aN+1aN+1)(an)(=)(anan–1an–1an–2⋯aN+2aN+1aN+1)
()(<)(l+ϵn–N–1aN+1)()(<)(l+ϵn–N–1aN+1)
By Sum of Infinite Geometric Progression, ∑n=1∞l+ϵn∑n=1∞l+ϵn converges.
So by the the corollary to the comparison test, it follows
that ∑n=1∞an∑n=1∞an converges absolutely too.
Divergence
Suppose l>1l>1.
Let us take ϵ>0ϵ>0 small enough that l–ϵ>1l–ϵ>1.
Then, for a sufficiently large NN, we have:
(an)(=)(anan–1an–1an–2⋯aN+2aN+1aN+1)(an)(=)(anan–1an–1an–2⋯aN+2aN+1aN+1)
()(>)(l–ϵn–N+1aN+1)()(>)(l–ϵn–N+1aN+1)
But l–ϵn–N+1aN+1→∞l–ϵn–N+1aN+1→∞ as n→∞n→∞.
So ∑n=1∞an∑n=1∞an diverges.
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Raabe’s test
Raabe's test says that if then the series converges. If then the series
diverges. If the test is inconclusive.
Proof:
We proceed by applying the limit comparsion test. This says that if the limit
By induction
for and
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because
if converges) .
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Unit - V
:‖
Since someone asked in a comment, I thought it was worth mentioning where this
comes from. It would typically be covered in a second-semester calculus class, but it‘s
possible to understand the idea with only a very basic knowledge of derivatives.
Now, suppose that an infinite series representation for exists (it‘s not at all
clear, a priori, that it should, but we‘ll come back to that). That is, something of the form
What could this possibly look like? We can use what we know about and its
derivatives to figure out that there is only one possible infinite series that could work.
First of all, we know that . When we plug into the above infinite series,
all the terms with in them cancel out, leaving only : so must be .
Now if we take the first derivative of the supposed infinite series for , we get
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We know the derivative of is , and : hence, using similar
reasoning as before, we must have . So far, we have
Do you see the pattern? When we take the th derivative, the constant term is going to
end up being (because it started out as and then went
through successive derivative operations before the term
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disappeared: ). If is even,
the th derivative will be , and so the constant term should be zero; hence all
the even coefficients will be zero. If is odd, the th derivative will be , and so
the constant term should be : hence , so , with the signs
alternating back and forth. And this produces exactly what I claimed to be the expansion
for :
Using some other techniques from calculus, we can prove that this infinite series does
in fact converge to , so even though we started with the potentially bogus
assumption that such a series exists, once we have found it we can prove that it is in
fact a valid representation of . It turns out that this same process can be performed
to turn almost any function into an infinite series, which is called the Taylor series for the
function (a MacLaurin series is a special case of a Taylor series). For example, you
might like to try figuring out the Taylor series for , or for (using the fact that is
its own derivative).
cos x
The Maclaurin series expansion for cos(x) is the infinite alternating series
=
Write a program in C using one or more iteration structures to approximate the cosine
function, given a radian value x, input using scanf().
During each iteration of the summation shown above, use to output the value of the
iteration index k, the kth approximation of cos(x), and the kth approximation error
where cosk(x) refers to the kth iteration approximation and cosstdlib(x) is the value
returned by the C standard library cosine function.
To use the standard library cosine function, you must include the math header file:
#include <math.h>
Recall the factorial of a non negative integer n is defined as
0! = 1
You can implement the factorial evaluation using a while() construct. The pow() function
calculates xy
double pow(double x, double y) ;
The fab() function calculates the absoulute value of floating-point number,
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double fabs(double x);
Example output:
Modify your program so you store the error computed during the previous iteration and
stop iterating when the previous error equals the current iteration error. In your
comment block header explain how many iterations were invoked for x = π, π/2, π/3,
and π/4, for a reasonable approximate value of π.
log (1+x)
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(1+x)n
The Maclaurin series is the same as the Taylor series, except it is expanded
around a=0.
So, you can start by assuming the Taylor series definition:
N∑n=0f(n)(a)n!(x−a)n
and modifying it to get:
N∑n=0f(n)(0)n!xn
Now, we can take the nth derivative. Let's say we go to n=3 only, because I know this is
going to get a bit ridiculous to do.
f(0)(x)=f(x)=(1−x2)−1=11−x2
f'(x)=−(1−x2)−2(−2x)=(2x)(1−x2)−2=2x(1−x2)2
f''(x)=(2x)(−2(1−x2)−3(−2x))+(1−x2)−2(2)
=8x2(1−x2)−3+2(1−x2)−2=8x2(1−x2)3+2(1−x2)2
f'''(x)=[(8x2)(−3(1−x2)−4(−2x))+(1−x2)−3(16x)]+[2⋅(−2(1−x2)−3(−2x))]
=[(48x3)(1−x2)−4+(1−x2)−3(16x)]+[8x(1−x2)−3]
=48x3(1−x2)4+16x(1−x2)3+8x(1−x2)3
=48x3(1−x2)4+24x(1−x2)3
So the Maclaurin series up to n=3 is:
3∑n=0f(n)(0)n!xn
=11−a20!(x−a)0+2a(1−a2)21!(x−a)1+8a2(1−a2)3+2(1−a2)22!(x−a)2+48a3(1−a2)4+24a(
1−a2)33!(x−a)3
=11−(0)20!x0+2(0)(1−(0)2)21!x1+8(0)2(1−(0)2)3+2(1−(0)2)22!x2+48(0)3(1−(0)2)4+24(0
)(1−(0)2)33!x3+...
=1+x2+x4+...
The odd terms just go away. How convenient!
The nth partial sum of the series an is given by Sn = a1 + a2 + a3 + ... + an. If the
sequence of these partial sums {Sn} converges to L, then the sum of the series
converges to L. If {Sn} diverges, then the sum of the series diverges.
can = cA
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(an + bn) = A + B
(an - bn) = A - B
Absolute Convergence
If for all n, an is positive, non-increasing (i.e. 0 < an+1 <= an), and approaching zero, then
the alternating series
both converge.
If the alternating series converges, then the remainder RN = S - SN (where S is the exact
sum of the infinite series and SN is the sum of the first N terms of the series) is bounded
by |RN| <= aN+1
an and an
n=N+1
both converge or both diverge.
If 0 <= an <= bn for all n greater than some positive integer N, then the following rules
apply:
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If bn converges, then an converges.
a rn = a + a r + a r2 + a r3 + ...
Integral Test
If for all n >= 1, f(n) = an, and f is positive, continuous, and decreasing then
an and an
either both converge or both diverge.
If the above series converges, then the remainder RN = S - SN (where S is the exact
sum of the infinite series and SN is the sum of the first N terms of the series) is bounded
If the sequence {an} does not converge to zero, then the series an diverges.
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p-Series Convergence
Root Test
If f has derivatives of all orders in an interval I centered at c, then the Taylor series
converges as indicated:
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The remainder RN = S - SN of the Taylor series (where S is the exact sum of the infinite
series and SN is the sum of the first N terms of the series) is equal to (1/(n+1)!) f (n+1)(z)
(x - c)n+1, where z is some constant between x and c.
Well, the MVT tells us that for any interval [a,b], we can find an interior point c∈(a,b) where
the derivative/"sensitivity" f′(c) "represents" the overall change of the function, in the sense
that Δf=f(b)−f(a) equals f′(c)Δx=f′(c)(b−a).
On the other hand, the MVT can seem kind of arbitrary (&), especially if you don't care so
much about rigor. Is it really necessary to learn/teach?
Well, you can read the thread if you're interested. But for me, here's the key takeaway, stolen
from Jeff Strom's excellent answer:
The MVT is the basis for all proofs that geometric intuition about slopes of tangent lines holds
for the limit definition. That is, the metamathematical content of the MVT is that the intuition
definition matches the formal definition.
In other words, the MVT is just a rigorous way to capture our geometric intuition about
derivatives, which you use a lot in sketching derivatives. But again, don't worry if you find the
MVT arbitrary. You'll be fine if you understand the intuition for some of its most important
applications:
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(2) Functions with always-zero derivatives (this is later applied to answer the very important
question of whether anti-derivatives are unique, but don't worry if you haven't heard of anti-
derivatives yet).
In all of these, we have some intuition involving some sort of inequality (&&) in a function or
graph: the notion of increasing/decreasing in (1), a graph "resembling a horizontal line
everywhere" in (2), and the notion of above/below in (3). And in each case, the MVT is just a
simple way to formalize our graphical intuition.
(&) The reason MVT seems arbitrary is because it just says there
exists some point c with f′(c)=f(b)−f(a)b−a, while it would possibly be more natural to have a
statement like "the average value of the derivative is f(b)−f(a)b−a". And it turns out that this is
true, in some sense (it's half of the fundamental theorem of calculus, which you'll encounter
later on). The caveat? To prove that, we use (2) from above, which comes from MVT.
(&&) More precisely, it's worth clarifying why MVT works to prove these inequalities, because
(&) makes MVT seem kind of unnatural or artificial. Roughly speaking, the reason MVT works
for 1, 2, and 3 is that the information on derivatives we have in these cases is uniform:
As the name suggests, this topic is devoted to the method of finding the maximum and the
minimum values of a function in a given domain. It finds application in almost every field of
work, and in every subject. Let‘s find out more about the maxima and minima in this topic.
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To an engineer – The maximum and the minimum values of a function can be used
to determine its boundaries in real-life. For example, if you can find a suitable
function for the speed of a train; then determining the maximum possible speed of
the train can help you choose the materials that would be strong enough to
withstand the pressure due to such high speeds, and can be used to manufacture
the brakes and the rails etc. for the train to run smoothly.
To an economist – The maximum and the minimum values of the total profit function
can be used to get an idea of the limits the company must put on the salaries of the
employees, so as to not go in loss.
To a doctor – The maximum and the minimum values of the function describing the
total thyroid level in the bloodstream can be used to determine the dosage the
doctor needs to prescribe to different patients to bring their thyroid levels to normal.
The maxima or minima can also be called an extremum i.e. an extreme value of the
function. Let us have a function y = f(x) defined on a known domain of x. Based on the
interval of x, on which the function attains an extremum, the extremum can be termed as a
‗local‘ or a ‗global‘ extremum. Let‘s understand it better in the case of maxima.
Approximations
Global Maxima
A point is known as a Global Maxima of a function when there is no other point in the
domain of the function for which the value of the function is more than the value of the
global maxima. Types of Global Maxima:
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Global maxima may satisfy all the conditions of local maxima. You can also
understand it as the Local Maxima with the maximum value in this case.
Alternately, the global maxima for an increasing function could be the endpoint in
its domain; as it would obviously have the maximum value. In this case, it isn‘t a
local maximum for the function.
Similarly, the local and the global minima can be defined. Look at the graph below to
identify the different types of maxima and minima.
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Stationary Points
A stationary point on a curve is defined as one at which the derivative vanishes i.e. a point
(x0, f(x0)) is a stationary point of f(x) if [dfdx]x=x0=0[dfdx]x=x0=0. Types of stationary
points:
Local Maxima
Local Minimas
Inflection Points
We won‘t discuss inflection points here. As of now though, you must note that all the points
of extremum are stationary points.
Proof: I‘ll prove the above statement for the case of a Local Maxima. Others will simply
follow from this. Let us have a function y = f(x) that attains a Local Maximum at point x =
x0. Near the extremum point, the curve will look something like this:
Fig 1.
Clearly, the derivative of the function has to go to 0 at the point of Local Maximum;
otherwise, it would never attain a maximum value with respect to its neighbors.
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The Second Derivative Test
This test is used to determine whether a stationary point is a Local Maxima or a Local
Minima. Whether it is a global maxima/global minima can be determined by comparing its
value with other local maxima/minima. Let us have a function y = f(x) with x = x0 as a
stationary point. Then the test says:
Fig 2.
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Proof of the Second Derivative Test
We‘ll prove the test for the case of a Local Minima. The proof for a Local Maxima will
follow in a similar fashion. Take a look at the Fig 2. above. One can see that the slope of
the tangent drawn at any point on the curve i.e. dtdxdtdx changes from a negative value to
0 to a positive value, near the point of local minima. T
his means that the function that is represented by(say) f(x)=dtdxf(x)=dtdx behaves like an
increasing function. The condition for a function to be increasing
is:dfdx>0 i.e.d2yd2x>0dfdx>0 i.e.d2yd2x>0This confirms that the function will have a local
minima if the first derivative is 0, and the second derivative is positive at that point.
Question 1 : Find the local maxima and minima for the function y = x3 – 3x + 2.
Answer : We‘ll need to find the stationary points for this function, for which we need to
calculate dfdxdfdx. We‘ll proceed as follows:
y=x3–3x+2y=x3–3x+2
dydx=3x2–3dydx=3x2–3
At stationary points, dydx=0dydx=0. Thus, we have;
3x2–3=03x2–3=0
3(x2–1)=03(x2–1)=0
(x–1)(x+1)=0(x–1)(x+1)=0
x = 1 / x = -1 x = 1 / x = -1
Now we have to determine whether any of these stationary points are extremum points.
We‘ll use the second derivative test for this:
dydx=3x2–3dydx=3x2–3
d2yd2x=6xd2yd2x=6x
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This concludes our discussion on this topic of maxima and minima.
Answer: Finding out the relative maxima and minima for a function can be done by
observing the graph of that function. A relative maxima is the greater point than the points
directly beside it at both sides. Whereas, a relative minimum is any point which is lesser
than the points directly beside it at both sides.
Firstly, find out all the critical numbers of the function within the interval [a, b].
Then, plug in every single critical number from the first step into the function i.e. f(x).
Plugin the ending points that are (a) and (b) into the function f(x).
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Finally, the biggest value is the absolute maxima and the lowest value is the absolute
minima.
Answer: The biggest value that a mathematical function can consume over its whole
curve. The absolute maxima on the graph takes place at x = d, and the absolute minima of
that graph takes place at x = a.
Question 5: What are the local and global maxima and minima?
Answer: The global maxima and minima of any function are known as the global extrema
of that function. Whereas, the local maxima and minima are said to be the local extrema.
The need to find local maxima and minima arises in many situations. The first example
we will look at is very familiar, and can also be solved without using calculus. Examples
of solving such problems without the use of calculus can be found in the
module Quadratics .
Example
Find the dimensions of a rectangle with perimeter 1000 metres so that the area of the
rectangle is a maximum.
Solution
Let the length of the rectangle be xx m, the width be yy m, and the area be AA m22.
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The perimeter of the rectangle is 1000 metres. So
1000=2x+2y,1000=2x+2y,
and hence
y=500−x.y=500−x.
A(x)=x(500−x)=500x−x2.(1)A(x)=x(500−x)=500x−x2.(1)
The problem now reduces to finding the value of xx in [0,500][0,500] for which AA is a
maximum. Since AA is differentiable, the maximum must occur at an endpoint or a
stationary point.
dAdx=500−2x.dAdx=500−2x.
The rectangle is a square with side lengths 250 metres. The maximum area
is 62 50062 500 square metres.
Notes.
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Exercise 9
A farmer has 8 km of fencing wire, and wishes to fence a rectangular piece of land. One
boundary of the land is the bank of a straight river. What are the dimensions of the
rectangle so that the area is maximised?
The following steps provide a general procedure which you can follow to solve maxima
and minima problems.
Where possible draw a diagram to illustrate the problem. Label the diagram and
designate your variables and constants. Note any restrictions on the values of
the variables.
Step 2.
Write an expression for the quantity that is going to be maximised or minimised.
Eliminate some of the variables. Form an equation for this quantity in terms of a
single independent variable. This may require some algebraic manipulation.
Step 3.
If y=f(x)y=f(x) is the quantity to be maximised or minimised, find the values
of xx for which f′(x)=0f′(x)=0.
Step 4.
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Step 5.
Example
A square sheet of cardboard with each side aa centimetres is to be used to make an
open-top box by cutting a small square of cardboard from each of the corners and
bending up the sides. What is the side length of the small squares if the box is to have
as large a volume as possible?
Solution
Step 1.
Let the side length of the small squares be xx cm. The side length of the open
box is (a−2x)(a−2x) cm, and the height is xx cm. Here aa is a constant, and xx is
the variable we will work with. We must have
0≤x≤a2.0≤x≤a2.
Step 2.
V(x)=x(a−2x)2=4x3−4ax2+a2x.V(x)=x(a−2x)2=4x3−4ax2+a2x.
Step 3.
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We have
dVdx=12x2−8ax+a2=(2x−a)(6x−a).dVdx=12x2−8ax+a2=(2x−a)(6x−a).
Thus dVdx=0dVdx=0 implies x=a2x=a2 or x=a6x=a6.
Step 4.
We note that x=a2x=a2 is an endpoint and that V(a2)=0V(a2)=0. We will use the
second derivative test for x=a6x=a6. We have
d2Vdx2=24x−8a=8(3x−a).d2Vdx2=24x−8a=8(3x−a).
d2Vdx2=8(3×a6−a)=−4a<0.d2Vdx2=8(3×a6−a)=−4a<0.
Step 5.
V(a6)=2a327.V(a6)=2a327.
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The following example illustrates a number of issues that can occur.
Example
A company wants to run a pipeline from a point AA on the shore to a point BB on an
island which is 6 km from the shore. It costs $P$P per kilometre to run the pipeline on
shore, and $Q$Q per kilometre to run it underwater. There is a point B′B′ on the shore
so that BB′BB′ is at right angles to AB′AB′. The straight shoreline is the line AB′AB′. The
distance AB′AB′ is 9 km. Find how the pipeline should be laid to minimise the cost if
Detailed description
Solution
We will work through most of the problem without assigning values to PP and QQ.
Step 1.
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Suppose that the pipeline leaves the shore xx km from B′B′ at a
point CC between B′B′ and AA. The distance ACAC is (9−x)(9−x) km. By
Pythagoras' theorem, the distance CBCB is 36+x2−−−−−−√36+x2 km. It is
important to note that
0≤x≤9.0≤x≤9.
Step 2.
T(x)=P(9−x)+Q36+x2−−−−−−√.(1)T(x)=P(9−x)+Q36+x2.(1)
Step 3.
We have
dTdx=Qx36+x2−−−−−−√−P.dTdx=Qx36+x2−P.
Hence, solving dTdx=0dTdx=0 gives
Qx36+x2−−−−−−√−PQxQ2x2(Q2−P2)x2x=0=P36+x2−−−−−−√=P2(36+x2)=36P2
=36P2Q2−P2−−−−−−−−√=6PQ2−P2−−−−−−−√.(2)Qx36+x2−P=0Qx=P36+x2Q2x
2=P2(36+x2)(Q2−P2)x2=36P2x=36P2Q2−P2=6PQ2−P2.(2)
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Note that we need Q>PQ>P for this solution xx to exist, and we also
need 0≤x≤90≤x≤9. If Q≤PQ≤P, the pipeline should go directly from AA to BB, with
minimum cost $313−−√Q$313Q.
Step 4.
Step 5.
T=P(9−6PQ2−P2−−−−−−−√)+Q36+36P2Q2−P2−−−−−−−−−−−−√=9P−6P2
Q2−P2−−−−−−−√+Q36(Q2−P2)+36P2Q2−P2−−−−−−−−−−−−−−−−−√=9P−
6P2Q2−P2−−−−−−−√+6Q2Q2−P2−−−−−−−√=9P+6Q2−P2−−−−−−−√.(3)T
=P(9−6PQ2−P2)+Q36+36P2Q2−P2=9P−6P2Q2−P2+Q36(Q2−P2)+36P2
Q2−P2=9P−6P2Q2−P2+6Q2Q2−P2=9P+6Q2−P2.(3)
6PQ2−P2−−−−−−−√≤9.6PQ2−P2≤9.
We now solve this inequality for the ratio PQPQ, assuming that Q>PQ>P:
6PQ2−P2−−−−−−−√≤9 ⟺36P2Q2−P2≤81⟺36P2≤81(Q2−P2)⟺117P2≤81Q2⟺P
2Q2≤81117.6PQ2−P2≤9 ⟺36P2Q2−P2≤81⟺36P2≤81(Q2−P2)⟺117P2≤81Q2⟺
P2Q2≤81117.
Thus the local minimum occurs in the interval [0,9][0,9] if and only
if PQ≤313−−√PQ≤313.
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Note that
T(0)T(9)=36000+30000=66000=1500013−−√≈54083.T(0)=36000+30000=66000
T(9)=1500013≈54083.
By equation (2), the local minimum point is x=8x=8 and in this case, by equation (3),
the minimum cost is
Tmin=9×4000+6×3000=$54000.Tmin=9×4000+6×3000=$54000.
We note that
T(0)=123000,T(9)=3900013−−√≈140616.T(0)=123000,T(9)=3900013≈140616.
By equation (2), the local minimum point is x=52x=52 and in this case, by equation
(3), the minimum cost is
Tmin=9×5000+6×12000=$117000.Tmin=9×5000+6×12000=$117000.
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3. P=24000P=24000 and Q=25000Q=25000. By equation (1), we have
T=24000(9−x)+2500036+x2−−−−−−√,for 0≤x≤9.T=24000(9−x)+2500036+x2,for 0
≤x≤9.
We note that
T(0)=366000,T(9)=7500013−−√≈270416.T(0)=366000,T(9)=7500013≈270416.
By equation (2), the local minimum occurs at x=1447x=1447, which is outside the
required domain. In fact, we have dTdx<0dTdx<0, for all x∈ [0,9]x∈ [0,9]. The
minimum cost is
T(9)=7500013−−√≈$270416.T(9)=7500013≈$270416.
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Note. In parts 1 and 2, the minimum occurs at a local minimum. But, in part 3, the
minimum occurs at an endpoint.
The following example has reasonably demanding algebra and involves some
geometry, but the result is surprisingly neat.
Example
A right cone is circumscribed around a given sphere. Find when its volume is a
minimum.
Solution
Step 1.
The following diagram shows a vertical cross-section of the cone and sphere.
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The sphere has radius RR, which we treat as a constant. The cone has
radius rr and height hh. These are variables. From the geometry, we must
have h>2R>0h>2R>0 and r>R>0r>R>0. The centre of the sphere is marked
by OO. The radius OA′OA′ is drawn perpendicular to CBCB.
Step 2.
CA′CA=OA′BA.CA′CA=OA′BA.
Hence,
h2−2hR−−−−−−−−√h=Rr.h2−2hRh=Rr.
h2−2hRh2r2(h2−2hR)r2h2−2hRr2r2h−2Rr2h(r2−R2)h=R2r2=h2R2=h2R2=hR2=
2r2R=2r2Rr2−R2.(square both sides)(cross-
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multiply)(as h≠0)h2−2hRh2=R2r2(square both sides)r2(h2−2hR)=h2R2(cross-
multiply)r2h2−2hRr2=h2R2r2h−2Rr2=hR2(as h≠0)h(r2−R2)=2r2Rh=2r2Rr2−R2.
V=2πr4R3(r2−R2).V=2πr4R3(r2−R2).
We have now expressed the volume in terms of the one variable rr.
Step 3.
We have
dVdr=4πRr3(r2−2R2)3(r2−R2)2.dVdr=4πRr3(r2−2R2)3(r2−R2)2.
So dVdr=0dVdr=0 implies that r3(r2−2R2)=0r3(r2−2R2)=0, which implies
that r=0r=0 or r=2–√Rr=2R. Clearly, r=2–√Rr=2R is the solution we want.
Step 4.
Using
dVdr=4πRr3(r2−2R2)3(r2−R2)2,dVdr=4πRr3(r2−2R2)3(r2−R2)2,
we can complete the following gradient diagram.
2–
Value of rr
√R2R
Sign
- 0 +
of dVdrdVdr
Slope of
╲╲ — ╱╱
graph
d2Vdr2=4πR(r6−3r4R2+6r2R4)3(r2−R2)3.d2Vdr2=4πR(r6−3r4R2+6r2R4)3(r2−R
2)3.
d2Vdr2=32πR3>0.d2Vdr2=32πR3>0.
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Hence, we have a local minimum at r=2–√Rr=2R.
The graph of VV against rr is as follows. There is a vertical asymptote at r=Rr=R,
and the graph approaches a parabola with
equation V=2πR3r2V=2πR3r2 as rr becomes very large.
Exercise 10
Exercise 11
A hollow cone has base radius RR and height HH. What is the volume of the largest
cylinder that can be placed under it?
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