Lesson -1: Successive Differentiation

The process of differentiating a given function again and again is called as Successive
Differentiation and the results of such differentiation are called successive derivatives.
The higher order differential coefficients will occur more frequently in spreading a function all
fields of scientific and engineering applications.

Notations: Higher Derivatives of y = f(x)

nth order derivative:

(i)
(ii)
(iii)
(iv)

f
, f
, f
, ...., nth order derivative :
2
3
D y, D y, D y,., nth order derivative : Dn y
y', y'', y''',......, nth order derivative : y(n)

Solved Examples :
1. If y = sin(sin x), prove that y2(x) + tan x y1 + y cos2 x = 0
Solution:
Differentiating y = sin(sin x) .. (1) with respect to x, we get y1 = cos (sin x) cos x .(2)
Again differentiating (2) w.r.to x, we find
y2 = -[sin x cos (sin x) + cos2 x sin (sin x)]
= -[tan x cos x cos (sin x) + cos2 x sin(sin x)]
= -[tan x y1 + y cos2 x] , using (1)
Or, y2 + tan x y1 + y cos2 x = 0
2.

, show that 2y1y3 = 3 y2

Solution:
y1 =

y2 = -2( ad-bc ).c / (cx + d)3 , y3 = 6 ( ad bc .c2 / (cx + d)4

Now, 2y1y3 = 2.

= 12

]2

=3[-

= 3 y2 2 .

3. Find the nth derivative of y =

Solution:

=-

y1 =

y2 = (-1)

+ (-1) 2

y3 = (-1) 3

Differentiating (n-3) times w.r.to x, we find

yn = (-1)

+ (-1) (n-1)

= (-1) [

+
]

Some Standard Results:

(i)

D n (ax + b)m = m (m - 1) (m - 2) .(m n + 1) (ax + b)

(ii)

D n[

(iii)

D n log (ax + b) =

(iv)

Dn

m-n n

] =

= m n a mx (log a)n

Proof: Put a mx = y , taking logarithm, mx log a = log y, differentiating w.r.to x

y1 = m log a or, y1 = y m log a , y2 = y1 m log a = (m log a )2 y, y3 = (m log a )3 y
Proceeding likewise
2

yn = (m log a )n y = mn ( log a )n amx

(v)
(vi)

D n ( e mx) = mn e mx
D n sin(ax + b) = an sin

Proof: y1 = a cos (ax+b) = a sin

etc..

(vii) D n cos(ax + b) = an cos

(viii) D n [ e ax sin( bx+c) ] = (a2 + b2 )n/2 e ax sin { n tan-1 (b/a) + bx + c}
Proof: Put y = e ax sin (bx+c)
y1 = ea x {a sin (bx+c) + b cos (bx+c). Let a = r cos and b = r sin , thus y1 = e ax r sin (+bx+c)
y2 = r e ax {a sin ( + bx + c) + b cos ( + bx + c) }= r2 e ax sin ( 2 + bx + c)
y3 = r3 e ax sin ( 3 + bx + c) and in general
y n = r n e ax sin ( n + bx + c), but r = (a2 + b2 ) 1/2 and hence the proof follows.

(ix)

D n [ e ax cos (bx+c)] = (a2 + b2 ) n/2 e ax cos { n tan-1 (b/a) + bx + c}

Problems Set for Practice

(i)
(ii)
(iii)
(iv)
(v)
(vi)

If y = e ax sin bx, prove that y2 2a y1 + ( a2 + b2 ) y = 0.

If y = log{ x + (1+x2) }, prove that (1+x2) y2 + x y1 = 0.
If y = tan-1(sinh x) , prove that y2 + y1 2 tan y = 0 .
Find y2 , when x = a cos3 and y = b sin3 .
If xy = ex + b e-x , prove that x y2 + 2 y1 x y = 0.
Find the nth derivative of

Leibnitzs Theorem
Leibnitzs theorem is useful in the calculation of nth derivatives of the product of
two functions.
Statement of the theorem: If u and v are functions of x, then
n

.....+
Solved Examples:
3

C1

+ nC2

+ . . . . + nCr

+.

1. Find the nth derivative of the function x2 log 3x.

Solution. We take u = log 3x and v = x2 , then v1 = 2x, v2 = 2 and v3 , v4 etc.. are all zero.
By Leibnitzs theorem,
n

( x2 log 3x.) n = ( log 3x) n x2 + C1 ( log 3x) n-1 2x + C2 ( log 3x) n-2 2
= (-1) n-1

[ (n - 1)(n - 2) x2 - n(n - 2) 2 x2 + n(n - 1) x2 ]

[ (n - 1)(n - 2) x2 - n(n - 3) x2 ]

2. If y =
x

= 0 . Also find yn (0).

Solution. y1 =

. . . (i) or, (1-x2) y12 = m2 y2 . Differentiating again,

(1-x2) 2 y1 y2 2x y12 2m2 y y1 = 0 or, (1-x2) y2 x y1 m2 y = 0 . . . . (ii)

Differentiating n- times following Leibnitzs theorem,
(1-x2) yn+2 + n yn+1 (-2x) +
i.e, (1-x2) yn+2

. . . . . . (iii)

At x=0
y(0) =

y1(0) = -m
2

y3(0) = -m (1+m )

(using (i)),
2

y2(0) = m2

( using(ii) ).

Using (iii) we obtain

y4(0) = -m (2 +m )

y5(0) = (32 + m2) y3(0) = - m (1 + m2) (32 + m2)

y6(0) = (42 + m2) y4(0) = - m2 (22 + m2) (4 2 + m2)

. Hence in general,

y n (0) = - m (1 + m2) (32 + m2) . . . . . . . . . .{(n-2)2 + m2}

for

y n (0) = m2 (22 + m2) (42 + m2) . . . . . . . . . .{(n-2)2 + m2}

for

More clearly,
4

y2k(0) = m2 (22 + m2) (42 + m2) . . . . . . . . . .{(2k -2)2 + m2}

y2k+1(0) = - m (1 + m2) (32 + m2) . . . . . . . . . .{(2k - 1)2 + m2}
3. If x = sin t, y= cos pt, show that (1 x2) y2 x y1 + p2 y = 0. Hence deduce
that (1 x2) yn+2 ( 2n + 1) x yn+1 ( n2 - p2) yn = 0
i.e, y1 =

Solution.

So that (1-x2) y12 + p2 y2 p2 = 0 . Differentiating again w.r. to x, we obtain

(1-x2) 2y1y2 -2 x y12 + 2 y y1 p2 = 0 or, (1-x2) y2 - x y1 + p2 y = 0 (dividing both sides by 2y1).
Now differentiating n more times using Leibnitzs Theorem, we find that
(1 x2) yn+2 + n yn+1 (-2x) +
Or, (1 x2) yn+2 + (2n + 1) x yn+1 ( n2 -

4. If x = tan(log y) , then find the value of

(1+x2) yn+1 + (2nx 1) yn + n(n-1) yn-1.
Solution. Let us take x = tan (log y) i.e, tan-1 x = log y or, y =
with respect to x,
y1 =
times and get

. Now differentiating

i.e, (1 + x2) y1 y = 0 . Apply Leibnitzs theorem in differentiating n-

Dn y1 (1 + x2) + nC1 Dn-1y1 . 2x + nC2 Dn-2 y1 .2 - Dn y = 0

Or, (1+x2) yn+1 +2nx yn + n(n-1) yn-1 yn = 0
i.e, (1+x2) yn+1 + (2nx 1) yn + n(n-1) yn-1 = 0.

5.

= 2x or, y = [ x +

]m or, [ x -

Prove that ( x2 1) yn+2 + (2n + 1) x yn+1 + ( n2 m2 ) yn = 0.

5

]m

Solution.

= x so,

2x

+ 1 = 0. Solving this

quadratic equation we find

i.e,
y = (x
y1 = m (x

=x

)m. Let us consider y = (x

)m-1 { 1 +

} or,

Therefore
)m

y = (x

)m

or,

Then
= m y . Squaring both sides, we find

( x2 1 ) y12 = m2 y2. Again differentiating with respect to x,

( x2 1 ) 2y1 y2 + 2x y12 - 2 m2 y y1 = 0. Simplifying, ( x2 1 ) y2 + x y1 - m2 y = 0
Differentiating n-more times using Leibnitzs theorem, we arrive at
( x2 1) yn+2 + (2n + 1) x yn+1 + ( n2 m2 ) yn = 0.

Problems Set for Practice

In each of the following problems, apply Leibnitzs theorem to get the results.
(i)

Show that

}=

(Take u = and v = log x, then apply Leibnitzs theorem)

(ii)
(iii)

(iii)

If y = a cos (log x) + b sin (log x), prove that x2 yn+2 + (2n + 1) x yn+1 + (n2 + 1) yn = 0

If y = xn log x, show that yn+1 =

yn = Dn ( xn log x ), prove that yn = n yn-1 + ( n 1)!

Lesson -2: Mean Value Theorems & Expansion of Functions

Mean-Value Theorems
In this topic we shall discuss a few important theorems of differential calculus- Rolles Theorem,
Lagranges & Cauchys Mean-Value Theorem. Expansions of functions by Taylors and
Maclaurins theorem.
6

Rolles theorem and its application

Statement: Let a function f be defined on a closed interval [a,b]. Suppose, further that
(i)
f is continuous on [a,b]
(ii)
f is differentiable in the open interval (a,b) and
(iii) f(a) = f(b)
then, there exists at least one point x=c lying within a < c < b, such that f(c) = 0.
Proof. Since f is continuous on [a,b], it must attains its lub M and glb m there, i.e, there exist
two points
of [a,b] such that f(
Now either M=m or, M
I.
II.

If M=m, then f(x) must be constant for all x

of [a,b].
Next suppose M

and hence f(x) = 0 at all points

Then since f(a) = f(b) and m

either M or m, if not both must be different from f(a) or f(b).
Then f(
f(a)
and f(
f(b)
. Thus is neither a nor b.
By hypothesis f(x) is differentiable in the open interval (a,b), so f( ) exists. We shall prove that
f( ) = o.
Since f( ) exists,
R f( ) = L f( ) = a finite number or,
Since f( ) = M ( the greatest value of f(x) in [a,b],
f(
- f( )
If h > 0, then
And if h < 0, then
Taking limits h
R f( )

0
+ and h

and L f( )

in the two cases, we get

.

But R f( ) = L f( ) = . f( ). Hence the only possibility is f( ) = 0.

The geometric interpretation of Rolle's Theorem is that if f is a continuous function

whose domain is a closed interval and f has tangent lines at every point of its graph except
possibly the endpoints, then at least one of those tangent lines is horizontal.
Corollary. If a < b are two roots of the equation f(x)=0, then the equation f(x) = 0 will have at
least one root between a and b, provided
7

(i)
(ii)

f(x) is continuous on [a,b] and

f is differentiable in (a,b).

If f(x) be a polynomial, the conditions (i) and (ii) are satisfied. Hence

Between any two roots of a polynomial f(x) lies at least one zero of the polynomial
f(x)
Example 6 Verify Rolles Theorem for f(x) =

on [0,4].

Solution. Here f(x) is continuous on [0,4] and

f(x) =
=
=
f(x) is differentiable on [0,4]. So by Rolles theorem f(x) should have at least one zero within
(0,4), i.e,
2

= 0 for some x

(0,4). Equating

= 0, we find x = -2

. Here x = -

lies within (0,4).

Mean-Value Theorem:
Lagranges Form.
Statement. If a function f is
a) f is continuous on [a,b]
b) f is differentiable in (a,b)
then there exists at least one value of x, say c, such that

= f(c , for a < c

Geometrically, this is equivalent to stating that the tangent line to the graph of f at c parallel to the
chord joining the points (a, f(a)) and (b, f(b) ).

Example 7. Verify Lagranges Mean-Value Theorem for the function f(x) = 2x2 7x 10 over
( 2 , 5 ) and find c of the Lagranges Mean-Value Theorem.
Solution. Here a=2 and b=5, hence by Lagranges Mean-Value Theorem
f(c or, f(c

(i)

Again f(x = 4x 7, so f(c = 4c 7

(ii)

Combining (i) and (ii) we get 4c 7 = 7 so, c =

and

Example 8 Prove that if

Hence show that

lies within (2,5).

<

<

,0<a<b

<

Solution. We take f(x) =

so that (

f(x) satisfies all the conditions of Lagranges Mean-Value Theorem, so

for some c, a < c < b

or, 1 + a2 < 1 + c2 < 1 + b2 or,

or,

<

<

or,

Now let a =1 and b = , then

or,

<

<

<

<

<

Example 9 Estimate
, x [27,28]. So that f(x) =

Solution. We take f(x) =

Mean-Value Theorem
= f

, x0

(27,28)

i.e, f(28) = f(27) + f(x0)

=

= 3+
< 3+
9

+
,

27 < x0 <28

=3+

. Thus,

< 3

. Then using Lagranges

Cauchys Mean-Value Theorem.

Statement. If f(x) and g(x) are continuous in [a,b] and differentiable in (a,b) and g(x)
any x in (a,b), then there exists at least one point x= c in (a,b) such that

for

=
We consider the function F(x) = f(x) -

g(x)

Here g(b) g(a) 0 since g(c)

, because otherwise g(b) = g(a) and by Rolles theorem g(c)
= 0. Now F(x) is continuous in [a,b] since f(x) and g(x) are continuous in [a,b]. Again since f(x)
and g(x) exist in (a,b), F(x) exists in (a,b) and that
F(x) = f(x) -

g(x)

Clearly, F(a) = F(b). Thus F(x) satisfies all the conditions of Rolles theorem in the interval [a,b].
Therefore there should have at least one point c of x between a and b, such that

F(c) = 0
i.e,

0 = f(c) -

g(c) or,

=
x

Example 10. If in the Cauchys Mean-Value Theorem we take f(x) = e and g(x) = e

-x

then prove that c is the arithmetic mean between a and b.

Solution. f(x) and g(x) satisfies the conditions of Cauchys Mean-Value Theorem, so there exists
at least one point x=c in (a,b) such that

,a<c<b

or,

i.e, c =

Example11. Using Cauchy Mean Value Theorem, show that 1 -

< cos x for x

Solution. Applying Cauchys Mean-Value Theorem f(x) = 1 cos x and g(x) =

interval [0,x]. We get

Problems Set for Practice

10

< 1 for some c

on the

. On simplification proof follows.

1.For each of the following, verify that the hypotheses of Rolle's Theorem are satisfied on the
given interval. Then find all value(s) of c in that interval that satisfy the conclusion of the
theorem.
(i) f(x) = -x2 -4x 11 on [0,4] (ii) f(x) = - sin x on [0,2 ]

2. Use the mean value theorem (MVT) to establish the following inequalities.
(i)
ex > 1 + x for x R
(ii)
< log x < x 1 for x > 1.
3.Does there exist a differentiable function f:[0,2]
and f(x) < 2 for x [0,2] ?

R satisfying f(0) = -1,

f(2) = - 4

Generalized Mean-Value Theorem

I.

Taylors Theorem with Lagranges Form of Remainder:

Statement. Let f(x) be a function defined in the closed interval [a,a+h] such that (i) (n-1)th
derivative f(n-1) is continuous on [a,a+h] and (ii) nth derivative f(n) exists in (a,a+h). Then there
exists at least one number , where 0 < < 1 such that

f(a+h) = f(a) + h f (a) +

where

Rn =

(n)

f (a) + . . . . . . +
(a +

f (n-1)(a) + Rn . . . . . . . . . (1)

is called the Lagranges Form of

Remainder after n terms.

II.

Taylors Theorem with Cauchys Form of Remainder:

Statement. Statement. Let f(x) be a function defined in the closed interval [a,a+h] such that (i) (n1)th derivative f(n-1) is continuous on [a,a+h] and (ii) nth derivative f(n) exists in (a,a+h). Then there
exists at least one number , where 0 < < 1 such that

f(a+h) = f(a) + h f (a) +

where

Rn =

f (a) + . . . . . . +
f

(n)

(a +

f (n-1)(a) + Rn

. . . . . . . . . .(2)

is called the Cauchys Form of

Remainder after n terms.

Note1.If we take n=1 in (1), Taylors theorem reduces to Lagranges Mean-Value
Theorem.
11

Maclaurins Theorem

III.

Statement. Let f(x) be a function defined in the closed interval [0,x] such that
(i)
(ii)

f(n-1) is continuous on [0 , x] and

f(n) exists in (0 , x)

then there exists at least one number , where 0 <

f(x) = f(0) + x f (0) +

f (0) + . . . . . . +

where Rn =

,0<

f (n) (

and Rn =

f (n) (

< 1 such that

f (n-1)(0) + Rn

< 1 [Lagranges Form]

0<

< 1 [Cauchys Form]

Note2. Putting a = 0 and h = x in (1) we get Maclaurins Theorem with Lagranges Form of
Remainder and the same substitution in (2) gives Maclaurins Theorem with Cauchys Form of
Remainder.

Some Useful Limits

(a)

= 0 for x < 1 .

(b)

= 0 for

(c)

= 0 for all values of x

and

for x > 1.

(d)

Example12. Find the Maclaurins theorem with Lagranges form of remainder for f(x) = sin x.
Solution. f(n)(x) =

= sin

and f(2n)(x) = (-1)n sin x, f(2n+1)(x) = (-1)n sin

f(n)(0) = sin . Therefore f(0) = 0, f(0) = 1, f(0) = 0 , . . . . . , f(2n)(0) = 0 and f(2n+1)(0) = (-1)n.
Substituting these values in the Maclaurins theorem with Lagranges form of remainder, i.e,
f(x) = f(0) + x f (0) +
We find
12

f (0) + . . . . . .+ (-1)n-1

f(2n-1) (0) +

f (2n)(

), 0 <

< 1.

- . . . . . . . + (-1)n-1

sin x = 0 + x + 0 -

+ (-1)n

Example13. Verify Maclaurins theorem for f(x) =

sin

0<

<1

with Lagranges form of

remainder upto three terms when x = 1.

Solution. Here we use the formula,
f(x) = f(0) + x f (0) +

f (n) (

f (0) +

0<

<1

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

f (0) +

or, 0 = 1 + (-1) +
Simplifying,

f (n) (

(-1) (-1) +
=-

. =-

(-1) (-1) (-1)

Here,
lies within (0,1), hence Maclaurins theorem with Lagranges form of
remainder is verified.

Example14. Express log (1+x) with Maclaurins theorem with Lagranges form of remainder.
Solution. f(x) = log (1+x) . f(x) =

, . . . . , f(n)(x) = (-1)n-1

, f(x) = -

Substituting these in the Maclaurins theorem with Lagranges form of remainder, we get
log (1+x) = log 1 + x.1 +
=x-

(-1)n-2.1 + (-1)n-1

(-1) + . . . . . . +

+ . . . . . . + (-1)n-2

+ (-1)n-1

,0<

,0<

<1

<1

Example15. Expand f(x) = (a+x)n , n

Solution. Maclaurins theorem with Lagranges form of remainder
f(x) = f(0) + x f(0) f(x) +

f (0) + . . . . . . +

f (n-1)(0) +

f (n) (

, 0 < <1

we find ,
(a+x)n = an + x. n an-1 +

.n(n-1) an-2 + . . . . . . . . +

. n(n-1)(n-2)..{n-(n-2)}a +

Example16. Express the polynomial 2x3 + 7x2 + x 6 in powers of (x-1).

13

. n!

Solution. We use Taylors theorem with Lagranges form of remainder taking a=1 and h = x-1
and obtain
f(x) = f(1) +

f(1) +

f(n-1)(1) +

f(1) + . . . . . . . +

= (2.13 + 7.12 + 1-6) + (x-1) (6.12 + 14.1 + 1) +

f(n) (a+

(12.1 + 14) +

,0<

<1

.12

= 4 + 21 (x-1) + 13 (x-1)2 + 2 (x-1)3

Taylors Series
Statement.Let f(x), f(x), f(x), . . . . . . ., f(n)(x) exist finitely however large n may be in any
interval (xenclosing the point x and let Rn 0 as n
finite form can be extended to an infinite series of the form
f(x + h) = f(x) + h f(x) +

. Then Taylors series of

f(n) (x) + . . . . ,

f(x) + . . . . . . . +

(3)

Note. Taylors series expansion of f(x) in the neighbourhood of x=a :

Taking x=a and h = x-a in (3), we get
f(x) = f(a) + (x-a) f(a) +

f(a) + . . . . . . . +

f(n) (a) + . . . . ,

(4)

Maclaurins Series
Statement. Let f(x), f(x), f(x), . . . . . . ., f(n)(x) exist finitely however large n may be in any
interval (and Rn 0 as n . Then Maclaurins series of finite form can be
extended to an infinite series of the form
f(x) = f(0) + x f(0) +

f(0) + . . . . . . . +

f(n) (0) + . . . . . ,

. [Putting a=0 in (4)] (5)

The infinite series (5) is the expansion of f(x) in the neighbourhood of the point x=0.

Example16. Expand the function f(x) = ex in the form of Maclaurins series in the neighbourhood of the point x=0.
Solution. Here Lagranges remainder after n terms Rn =
x

. Then Maclaurins series for e is given by

14

,(0<

< 1) 0 as n

f(x) = f(0) + x f(0) +

x

i.e, e = 1 + x +

f(n) (0) + . . . . .

f(0) + . . . . . . . +

+ .....

+.......+

Example17. Maclaurins series for sin x and cos x

Solution. (i) f(x) = sin x
=

sin (

Now using f(x) = f(0) + x f(0) +

= 0, since

f(n) (0) + . . . . ., we find

f(0) + . . . . . . . +

- . . . . . . . + (-1)n

sin x = x -

and

+ .. ..

(ii)f(x) = cos x
=

cos (

= 0, since

- . . . . . . . + (-1)n

cos x = 1 -

and

+ .. ..

Example18. Maclaurins series for log (1+x).

Solution.

log (1+x) =

= (-1)n-1 (n-1)!(
log (1+x) = x -

=-(
)n

)2 , . . . . . . . . . ,

. Therefore using (5)

- . . . . . + (-1) n-1

+..........

Example19.(a) Find the Maclaurins series for the function f(x) = (1+x)m where m is not
necessarily an integer and hence show that the formula for the binomial series works for nonintegral exponents as well. (b) Use your answer to find the expansion of
up to the term in
6
x.
Solution. f(x) = (1+x)m , so f(0) = 1, f(x) = m(1+x)m-1 f(0) = m. Likewise f(0) = m(m-1), . .,
f(k)(0) = m (m-1) (m-2) . . . . {m-(k-1)} and so

15

(1+x)m = 1 + mx +
x2 +
x3 + . . . . . .. +
xk + . . . . .
.
This is an infinite series. If m is a positive integer the series will stop when K = m and will agree
with the standard binomial expansion.
= (1-x2)-1/2

(b) f(x) =

= 1+ (-

= 1 + x2 + x4 +

+.....

+......

Lesson -3: Reduction Formulae

I.
In =
=
=
=== -

- (n-1)

= -

In-2 - (n - 1) In

Or, { 1 + (n-1)}In = -

In-2

In =

In2

(6)

I.
Jn =

=
=0+
16

+
Jn-2

, using (6)

Jn-2

II.
In =
=
=
=
In-2 ( n 1 ) In

=
In =

In2

(7)

II.
Jn =
=
=

+
Jn-2

Example 20. Using reduction formula, evaluate

Solution. We know that Jn =
J7 =
=

J5 =

=
=
III.
Im,n =
17

[ sinx

Jn-2 . Therefore

=
=

Or, (1 + +

dx

Im,n-2 -

Im,n

Im,n =

Or, Im,n =
=

Im,n-2
Im,n-2

Im,n-2

(8)

Alternately,
Writing, Im,n =
Im,n = -

and proceeding as earlier, we can show that

+

Im-2,n

(9)

III.
Jm,n =

=[
=

Jm,n-2 , using (8)

Jm,n-2

(10a)

Also using (9),

Jm,n =
= [ 18

Jm-2,n

Jm-2,n

(10b)

(10a) & (10b) implies Jm,n =

Jm,n-2 =

Jm-2,n

(10c)

IV.

Im,n =
=

--

Im,n +

=
Or, ( 1 +

Im-1,n-1

) Im,n =

+
+

i.e, Im,n =

Im-1,n-1

Im-1,n-1

(12)

IV.

Jm,n =

=
=

Jm-1,n-1, using (12)

Jm-1,n-1

(13)

Example21. If Jm,n =
Jm,n =
19

[2+

, then prove tha

+........ +

Solution. Using (13)

Jm,n =

Jm-1,n-1

+ Jm-1,m-1

Jm,m =

+ [

+ Jm-2,m-2 ]

Jm-3.m-3 ]

J1,1 ]

=
=

J1,1

...... +

[using J1,1 =
=

= ]

[2+

Hence proved.

V.
In =
=
=

20

+ 2n

+........ +

+ 2n

+2n In 2n a2 In+1
2n a2 In+1

Or, (1-2n) In =
Example22. If In =
Solution. In =

, show that (n-1) ( In + In-2 ) = 2

=

- In-2 +

i.e, (n-1) ( In + In-2 ) = 2

21

- In-2 +

=2

- In-2

Module-III
Lesson I : Calculus of Functions of Several Variables
Examples of functions of two or three variables:
(a) z f(x,y) = x + y is defined in the entire x-y plane.
(b) z g(x,y) =

is defined over the entire x-y plane excluding the only point (0,0).

(c) z
of the line x+y = 1.
(d) z

is defined over the region x+y

, which include the points

is defined over the region x+y > 1, which does not include points

of the line x+y = 1.

(e) z

is defined over the closed circular region x2 + y2

(f) z h(x,y) = log (1-x2 y2 ) is defined over the region x2 + y2 < 1.

(g) z =

is defined in the shaded region :

(h) f(x,y,z) = x2y + y2z + z2x is a function of three variables x, y, z. It is defined for all points
(x, y, z) R3 .

Limit

22

Let z = f(x,y) be given in a domain D, and let (x1,y1) be a point of D or a boundary point of D .
Then the equation
(14)
means the following:
Given any > 0 , a
D and within the
neighbourhood of (x1,y1) of radius , except possibly for (x1,y1) itself, one has
.

(15)

In other words,
if (x, y) is in D and
0 < (x - x1)2 + (y - y1)2 < 2
(16)
then (15 ) holds. Thus if the variable point (x,y) is sufficiently close to (but not at) its limiting
position (x1,y1), the value of the function f(x,y) is as close as desired to its limiting value A..

Examples on Limit
Example23. Given f(P) = f(x,y) =

, establish

Solution. Let
be given. We are to find a
for all points (x,y)

<

such that in some neighbourhood of (0,0)

or,

Now, clearly
x2 < x2 + y2 and y2 < x2 + y2 x2y2 < (x2 + y2) 2
so that
Therefore

23

<

< holds if, 0 <

whenever

i.e when

Example24. To prove

does not exist.

Solution. The domain of f is the whole xy-plane punctured at the origin (0,0). For existence of
limit we are to examine the values of f near (0,0). If we allow the limit through the straight line
y= mx, we observe that
f(x,y) = f(x,mx) =

so ,
This shows that the limit is different for different lines.

Continuity
If the point (x1 , y1) is in D and

(x1 , y1)

(17)

Then f(x,y) is said to be continuous at (x1,y1). If this holds for every point (x1,y1) of D, then
f(x,y) is said to be continuous in D.
A function f(x,y) is said to be bounded when (x,y) is restricted to a set E, if there is a number M
such that
when (x,y) is in E. For example, z = x2 + y2 is bounded with M = 2, if

Example25. The function defined by f(x,y) =

Solution. For

=
i.e, x2 + y2 <

Therefore

24

is continuous at (0,0).

<
2

. This implies

< , whenever
.

i.e, f(x,y) is continuous at (0,0).