Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

Lecture notes on CALCULUS 1

Chapter 4. DIFFERENTIATION
4.1. Derivatives
Definition. Let f : D  R, x0  D.
We said that f is differentiable at x0 if the following limit exist:
f (x )  f (x 0 )
lim
xx 0 x  x0
df
This limit is called the derivative of f at x0 and is denoted by f ' (x0) or Df(x0) or (x 0 ) .
dx
We said that f is differentiable on D if f is differentiable at every point of D.
Note that we have also
f (x 0  h )  f (x 0 )
f ' (x 0 )  lim .
h0 h

Definition. Let y = f(x) be differentiable at x0. The differential of f at x0 , denoted by df(x0) or dy(x0) , or simply
df or dy, is the quantity f ' (x0).h (depends on a variable h)

By consider the function (x) = x, we have h = dx. Hence, we can write df (x) = f ' (x)dx.
We have also: If h(x) = g(t), then h’(x)dx = g’(t)dt.

4.2. The derivative function and higher derivatives

Let f be differentiable on D. Then we have the derivative function f’ or Df of f:
f': D  R
x  f ' (x)
The derivative of f’ at x (if exist) is called the second derivative of f at x, denoted by f"(x) or f(2)(x).
In general, by induction, we define the nth derivative f(n) (n : integer  0) as follows:
f(0) = f
f(n) = [f(n1)]’ (n  1)
If f has n-th derivative on D and f(n) is continuous on D (n  0), we said that f is of class Cn on D and we write
f  Cn(D).
If f  Cn(D) for all n, we write f  C(D).

4.3. Properties of derivatives

Theorem 1. If f is differentiable at x then f is continuous at x. Thus, if f is differentiable on D then f is continuous
on D.
Proof.


Calculus 1 Page 15
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

Theorem 2. Let f, g be two differentiable functions at x. Then f + g, f  g, f . g are differentiable at x and

(f + g)'(x) = f ' (x) + g'(x)
(f  g)'(x) = f ' (x)  g'(x)
(f . g)'(x) = f ' (x).g(x) + f(x).g'(x)
f
Moreover, if g(x)  0 then is differentiable at x and
g
'
 f  f ' (x).g(x)  f (x).g' (x)
  
g g(x)2
Thus, if the functions u and v are differentiable on D then u + v, u  v, uv are differentiable on D and
(u + v)' = u' + v'
(u  v)' = u'  v'
(uv)' = u'v + uv'
u
Moreover, is differentiable on the set { x  D : g(x)  0 } and
v
'
u u' v  uv'
   .
v v2
Proof.

Theorem 3. Let f be differentiable at x, g be differentiable at f(x). Then gof is differentiable at x and
(gof)'(x) = g'(f(x)). f ' (x).

Proof.

Theorem 4. Let f be differentiable at x. Suppose the inverse function f 1 exists and f '(x)  0. Then f 1 is
differentiable at y = f(x) and

 
f 1 '(y) 
1

1
1
f '(x) f '(f (y))
.

Proof.

4.4. Table of derivatives

f(x) f ' (x) f(x) f ' (x)

x (  R) x1 u (  R) u1.u’
sinx cosx sin u u’.cosu
cosx sinx cos u u’.sinu

Calculus 1 Page 16
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

1 u'
tanx 1 + tan2x = 2 tan u (1 + tan2u)u’ =
cos x cos 2 u
1  u'
cotx (1 + cot2x) = cot u (1 + cot2u).u’= 2
sin2 x sin u
1 u'
sin–1x 2
sin–1u
1 x 1  u2
1 u'
cos–1x  cos–1 u 
2
1 x 1  u2
1 u'
tan–1x tan–1 u
1  x2 1  u2
1 u'
cot–1x  cot–1 u 
1  x2 1  u2
ex ex eu eu.u’
1 u'
nx n u
x u
1 u'
n x n u
x u
ax (a > 0, a  1) ax na a (a > 0, a  1)
u
au na .u’
1 u'
og a x (a > 0, a  1) og a u (a > 0, a  1)
xna u na

4.5. Properties of differentiable functions

Definition. Let f : D  R, x0  D. We said that:
f has a local maximum at x0 if  V  Nx , x  V, f(x)  f(x0).
f has a local minimum at x0 if  V  Nx , x  V, f(x)  f(x0).
Local maximum and local minimum are called local extremum.
Definition. Let f: D → R, x  D. If f ' (x) = 0 or f ' (x) does not exist then we said that x is a critical point of f.

Theorem 5 (Fermat). Suppose f is differentiable at x and f has a local extremum at x, then f ' (x) = 0.

Proof.

Theorem 6 (Rolle). Suppose f is differentiable on D and [a,b]  D. If f(a) = f(b) then there exists x0  (a,b) such
that f ' (x0) = 0.

Proof.


Calculus 1 Page 17
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

Theorem 7 (Lagrange). Suppose f is differentiable on D and [a,b]  D. Then there exists c  (a,b) such that
f(b)  f(a) = (b  a) f ' (c).

Proof.


An equivalent form of theorem 7 is:

Theorem 8 (Mean value theorem). Suppose f is differentiable on D and [a,b]  D. Then there exists   (0,1) such
that f(b)  f(a) = (b  a). f ' [(1  )a + b] = (b  a). f ' [a + (b  a)].

Proof.

Definition. Let f: (a,b) → R. We said that f is:
increasing on (a,b) if x1, x2  (a,b), x1 < x2  f(x1)  f(x2)
decreasing on (a,b) if x1, x2  (a,b), x1 < x2  f(x1)  f(x2)
strictly increasing on (a,b) if x1, x2  (a,b), x1 < x2  f(x1) < f(x2)
strictly decreasing on (a,b) if x1, x2  (a,b), x1 < x2  f(x1) > f(x2)
Increasing functions and decreasing functions are called monotonic functions.
Strictly increasing functions and strictly decreasing functions are called strictly monotonic functions.

Theorem 9. Let f be differentiable on (a,b).

If f ' (x)  0 x  (a,b) then f is increasing on (a,b).

If f ' (x)  0 x  (a,b) then f is decreasing on (a,b).

If f ' (x) > 0 x  (a,b) then f is strictly increasing on (a,b).

If f ' (x) < 0 x  (a,b) then f is strictly decreasing on (a,b).

If f ' (x) = 0 x  (a,b) then f is constant on (a,b).

Proof.

Theorem 10. Let f  C2 on (a,b) and x  (a,b). Suppose f ' (x) = 0.

If f " (x) < 0 then f has a local maximum at x.

If f " (x) > 0 then f has a local minimum at x.

Calculus 1 Page 18
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

Proof.


Theorem 11 (L'Hospital rule). Let f, g : (a,b)  R be differentiable functions (a, b  R ). Suppose

f ' (x )
lim   (   R ).
x  b g' (x)

If lim f (x)  lim g(x)  0 or lim g(x)   thì

xb xb xb

f (x )
lim 
xb g(x)

We have similar result for the case x  a.

Proof.


***

Calculus 1 Page 19
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

Chapter 5. INTEGRATION
5.1. Antiderivative
Definition. Let f(x) be determined on D. A function F(x) is called an antiderivative of f(x) on D if
x  D, F ' (x) = f(x).

Theorem 1.
(i) If F(x) and G(x) be two antiderivatives of f(x) on (a,b) then G(x)  F(x) = constant on (a,b).
(ii) Let F(x) be an antiderivative of f(x) on (a,b). Then for every constant C, F(x) + C is an antiderivative of
f(x) on (a,b). We write:

 f (x)dx  F(x)  C .
Proof.

Theorem 2.
(i)  f (x)  g(x)dx   f (x)dx   g(x)dx
(ii)  f (x)dx   f (x)dx ( is constant)

Proof.


Table of antiderivatives.
The antiderivatives F(x) of f(x) are given in the following table:

f(x) F(x) f(x) F(x)

x  1 u  1
x (  R \ {1}) uu' (  R \ {1})
 1  1
1 u'
n x n u
x u
sinx  cosx u'.sinu  cosu
cosx sinx u'.cosu sinu
1 + tan2x tanx (1 + tg2u)u' tgu
1 + cot2x  cotx (1 + cotg2u)u'  cotgu
1 u'
sin–1x sin–1u
1  x2 1  u2

Calculus 1 Page 20
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

1 x u' u

2 2
(a > 0) sin 1   2 2
(a > 0) sin 1  
a x a a u a

1 u'
tan–1x tan–1u
1 x 2
1  u2
1 1 x u' 1 u
2 2
(a > 0) tan 1   2 2
(a > 0) tan 1  
a x a a a u a a
1 1 1 x u' 1 1 u
2
n 2
n
1 x 2 1 x 1 u 2 1 u

1 1 ax u' 1 au

2 2
(a > 0) n 2 2
(a > 0) n
a x 2a a  x a u 2a a  u
1 u'
2
(k  R) n x  x 2  k (k  R) n u  u 2  k
2
x k u k
ex ex eu.u' eu

ax au
ax au.u'
na na

5.2. Riemannian integrals

Definition. A partition of the closed interval [a,b]  R is a finite sequence P = (a0, a1, ..., an) such that
a = a0 < a1 < ... < an = b. The mesh of this partition is | P | = max { aj  aj -1 : j = 1, ..., n }.
Let P = (a0, a1, ..., an) and Q = (b0, b1, ..., bm) be two partitions of [a,b].
We said that Q is finer than P if {a0, ..., an}  {b0, ..., bm}.
Clearly, if P, Q are two arbitrary patitions of [a,b], then the partition PQ is finer than both P and Q.
Let f : [a,b]  R be a bounded function. Let P = (a0, ..., an) be a partition of [a,b].
Put
m j  inf f (x ) , M j  sup f (x)
x[a j1 ,a j ] x[a j1 ,a j ]

n n
L( f , P )   (a j  a j1 )m j , U( f , P )   (a j  a j1 )M j
j1 j1

L(f,P) and U(f,P) are called the upper and lower Darboux sum of f corresponds to the partition P.
We have
L(f,P)  U(f,P)
And therefore
sup L(f , P)  inf U(f , P)
P P
We said that f is integrable on [a,b] if

Calculus 1 Page 21
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

sup L(f , P)  inf U(f , P)

P P
and the above value is called the integral of f from a to b, denoted by
b

 f (x)dx
a
Note that in the above notation, the letter x can be replaced by another letter, i.e., we have
b b b

 f (x)dx   f (u)du   f (t)dt  

a a a
Suppose f is integrable on [a,b]. We define
a b

 
f (x)dx   f (x)dx .
b a

Let f be integrable on [a,b] and suppose f  0 on [a,b]. We define the area S of of the region limited by Ox, the
b
graph of f, and two lines x = a, x = b; is S  f (x)dx . 
a
Theorem 3. Let f : [a,b]  R be bounded. Then f is integrable on [a,b] if and only if for every  > 0, there exists a
partition P of [a,b] such that U(f, P)  L(f, P) < .
Proof.

Theorem 4. Every continuous funtion on [a,b] is integrable on [a,b].
Proof.

Theorem 5.
(i) Let f, g be two integrable functions on [a,b] and   R. Then f + g, f are integrable on [a,b] and
b b b

 f (x)  g(x)dx   f (x)dx   g(x)dx

a a a
b b

 f (x)dx   f (x)dx 
a a
b
(ii) Let f be integrable on [a,b]. If f  0 on [a,b] then  f (x)dx  0 .
a
b b
Let f, g be integrable on [a,b]. If f  g on [a,b] then  f (x)dx   g(x)dx .
a a

Calculus 1 Page 22
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

(iii) Let f be integrable on [a,b]. Then f is integrable on [a,b] and

b b

 f (x)dx   f (x) dx
a a

(iv) Let f be integrable on [a,b], , ,   [a,b]. Then

  

 f (x)dx   f (x)dx   f (x)dx .

  

Proof.


5.3. Fundamental theorem

Theorem 6. Let f be integrable on [a,b], x0  [a,b]. Define
x
F(x )   f (t)dt x  [a,b]
x0

Then F is continuous on [a,b].

Moreover, if f is continuous at x  [a,b] then F is differentiable at x and F ' (x) = f(x).
Thus, if f is continuous on [a,b] then F is the antiderivative of f on [a,b] which vanishes at x0.
Proof.

Theorem 7. Let F be of class C1 on [a,b]. Then
b

 F ' (x)dx  F(b)  F(a) .

a

Proof.


Corollary (Newton - Leibnitz). If F is an antiderivative of f on [a,b] then

b
b
 f (x)dx  F(b)  F(a)  F(x) a .
a

Proof.


Calculus 1 Page 23
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

5.3. Methods to compute integrals

Theorem 8 (Integration by parts) Let u, v be of class C1 on [a,b]. Then
b b
b
 u' (x)v(x)dx  u(x)v(x) a 
 u(x)v' (x)dx
a a

Proof.

Theorem 9 (Change variables)
Let f be of class C1 on [a,b]. Suppose  : [,]  [a,b] is of class C1 on [,]. Then
 ()

 f ((t))' (t)dt   f (x)dx

 ( )

Proof.


5.4. Taylor’s formula

Theorem 10. Let f be of class Cn+1 on a neighborhood V of a. For h small enough, we have
n
h k (k)
f (a  h)   f (a)  R n
k 0 k!

where
h n 1
1

n! 0
Rn  (1  t)n f (n 1) (a  th)dt (*)

Proof.


Remarks.

(i) Put M sup f (n 1) (t)

a  h  t a  h

n 1
h
then Rn  M.
(n  1)!
(ii) In particular, for a = 0, we have the Maclaurin’s formula:
n
x k (k)
f (x)   f (0)  R n
k  0 k!
n 1
x
with Rn  M , M  sup f (n) (t) .
(n  1)!  x t x

Calculus 1 Page 24
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

(i) Put x = a + h, then f(x) = Pn(x) + Rn(x) where

n
f (k) (a)
Pn (x)   (x  a)k is called the nth Taylor polynomial for f at a
k 0 k!
and
(x  a)n 1
1
Rn 
n!  (1  t)n f (n 1) ((1  t)a  tx)dt is called the remainder term
0

5.5. Improper integral

We study 2 kinds of improper integrals:
 Type 1: Infinite intervals.
 Type 2: Unbounded integrands.
Definition. Let f : [a,+)  R be integrable on every interval [a,x], x > a. We define:
 x

 f (t )dt  lim
x   f (t)dt .
a a
b b

 f (t)dt  xlim
 
f (t )dt
 x
 c 

 f (t)dt   f (t)dt   f (t)dt (c  R)

  c
If the limit exists, we said that the corresponding improper integral is convergent.
Theorem 11. For  > 0, we have

dx
 x is convergent   > 1
1

Proof.


Definition.
(i) Let f : [a,b)  R be integrable on every interval [a,x], a  x < b. We define:
b x

 f (t)dt  xlim
b 
f (t )dt
a a
(ii) Let f : (a,b]  R be integrable on every interval [x,b], a < x  b. We define:
b b

 f (t)dt  xlim
a 
f (t )dt
a x

Calculus 1 Page 25
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

(iii) Let f : [a,b]\{c}  R, a < c < b. We define:

b c b

 f (t)dt   f (t)dt   f (t)dt (c  R)

a a c

Theorem 12. For  > 0, we have

1
dx
 x is convergent  0 <  < 1.
0

Proof.

b
Theorem 13 (Comparison test 1) Consider the improper integral  f (t)dt (a, b  [–,+]), where f is a
a
nonnegative function.
b b
(i) If there exists a nonnegative function g such that f  g and  g(t)dt is convergent then  f (t)dt is
a a
convergent.
b b
(ii) If there exists a nonnegative function g such that f  g and  g(t)dt is divergent then  f (t)dt is
a a
divergent.
Proof.


Theorem 14 (Comparison test 2) Let f, g: [a, b)  R be nonnegative, integrable on every interval [a,x], a  x< b.
b b
f (x)
Let   lim
xb g(x)
 [0,] , If 0 <  < + then either both  g(x)dx and  f (x)dx converge or both diverge.
a a

Proof.


5.6. Applications
1/ Area.
 Let S be the area of the region limited by Ox, the curve (C): y = f(x), where f is continuous on [a,b], and
two lines x = a, x = b. Then
b
S   f (x) dx
a

Calculus 1 Page 26
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

 Let S be the area of the region limited by two curves (C1): y = f1(x), (C2): y = f2(x), where f1, f2 are
continuous on [a,b], and two lines x = a, x = b. Then
b
S  f1 (x)  f2 (x) dx
a
2/ Volume.
 Let (H) be the region limited by Ox, the curve (C): y = f(x), where f is continuous on [a,b], and two lines
x = a, x = b. Let V be the volume of the solid obtained by rotating about the x-axis the region (H). Then:
b
V   f (x) 2 dx

a
3/ Arc length.
 Suppose f is of class C1 on [a,b]. Then the length of the curve (C): y = f(x), x  [a,b], is
b
  1  f ' (x)2 . dx
a
***

Calculus 1 Page 27
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

Chapter 6. SERIES
6.1. Definition
Consider a real sequence (an). We call

 an or  an (1)
n 1
a series of real numbers.
n
Put sn  a1  ...  an   ai (n  N)
i 1
th
We call sn the n partial sum of the series.
If lim sn =   R exists, we said that the series (1) is convergent and write
 an   .
If the sequence (sn) is divergent, we said that the series (1) is divergent.


Theorem 1. The geometric series  x n is convergent  | x| < 1.
n 0

Proof.


Theorem 2. Suppose  an  a and  b n  b . Then

 an  b n   a  b and  ka n  ka (k  R)

Proof.


Lemma. (Cauchy) The series  an is convergent iff

m
 > 0, n0  N, m, n  N, m  n  n0   ai  .
in

Proof.


Theorem 3. If  an is convergent then lim an = 0.

Deduce that if (an) does not converge to 0 then  an is divergent.

Proof.


Calculus 1 Page 28
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

Theorem 4. If  an is convergent then  a n is convergent.

Proof.


Definition. If  an is convergent, we said that the series  an is absolutely convergent.

6.2. Positive series

We call  an a positive series if an  0 n.
Note that for positive series, the sequence of its partial sum is increasing. We have

Theorem 5. A positive series is convergent iff the sequence of its partial sum is bounded.
Proof.


Theorem 6 (Comparison test 1). Consider two positive series  an and  b n . Suppose an  bn n.
(i) If  a n is divergent then  b n is divergent.
(ii) If  b n is convergent then  a n is convergent.

Proof.


Theorem 7 (Comparison test 2) Consider two positive series  an and  b n . Put

an
  lim .
bn
If 0 <  < + then either both series converge or both diverge.
Proof.


Theorem 8. Suppose (an) is a decreasing positive sequence. Then either both the series  an and  2 n a2 n

converge or both diverge.

Proof.


Calculus 1 Page 29
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

Theorem 9 (Integral test) Let f : [1, +) → [0,+) be a continuous, decreasing function. Then the series


 f (n) is convergent iff the improper integral  f (x)dx is convergent.

1

Proof.


1
Theorem 10 (Harmonic series) The harmonic series  np is convergent iff p > 1.
n 1

Proof.

an 1
Theorem 11 ( D'Alember ratio test) Consider the positive series  a n . Suppose lim
an
  . Then

(i) If  < 1 then  a n is convergent.

(ii) If  > 1 then  a n is divergent.

Proof.

Theorem 12 (Cauchy root test) Consider the positive series  a n . Suppose lim n an   . Then
(i) If  < 1 then  a n is convergent.
(ii) If  > 1 then  a n is divergent.

Proof.


a n 1
Theorem 13. Consider the positive series  a n . If lim n a n exists then lim
an
exists and two limits are the

same.
Proof.

6.3. Arbitrary series
Theorem 14 (D'Alembert ratio test) Consider the series  an .
an 1
Put   lim . We have:
an
i) If  < 1 then  a n is convergent.
ii) If  > 1 then  a n is divergent.

Calculus 1 Page 30
 Faculty of Mathematics & Statistics, TDTU Chu Đức Khánh, PhD.

Proof.


Theorem 15 (Cauchy root test) Consider the series  an .

Put   lim n a n . We have:
i) If  < 1 then  a n is convergent.
ii) If  > 1 then  a n is divergent.

Proof.


Theorem 16 (Leibnitz). Let (an) be a decreasing sequence which converges to 0.

Then the alternating series  (1) n1a n is convergent. Moreover, a1  a2   (1) n1a n  a .
1

Proof.


2.2.4. Power series

Definition. The series  anxn is called a power series.
an 1 1
Theorem 17. Let  anxn be a power series. Put   lim
an
= lim n a n and R 

. Then:

If | x | < R then the series is convergent, if | x | > R then the series is divergent.

We call R the radius of convergence of the power series.

Proof.


***

Calculus 1 Page 31