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Multiple Integrals

This document introduces techniques for further integration, including using integral tables, numerical integration methods like the trapezoidal rule and Simpson's rule, and applications of integration like improper integrals and finding volumes and surfaces of solids of revolution. The objectives are to evaluate integrals using tables and numerical methods, define and evaluate improper integrals, and apply integration to find volumes, surfaces, and other properties of shapes. Key terms introduced are related to these techniques and applications.

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nicksonmulilima
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
24 views

Multiple Integrals

This document introduces techniques for further integration, including using integral tables, numerical integration methods like the trapezoidal rule and Simpson's rule, and applications of integration like improper integrals and finding volumes and surfaces of solids of revolution. The objectives are to evaluate integrals using tables and numerical methods, define and evaluate improper integrals, and apply integration to find volumes, surfaces, and other properties of shapes. Key terms introduced are related to these techniques and applications.

Uploaded by

nicksonmulilima
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Unit 1

FURTHER INTEGRATION AND APPLICATION


Introduction
In this unit we will look at further techniques of Integration on top of the techniques that
we covered in Calculus I, this will enable us to compute integrals that are not integrable
using the techniques we know. We will also look at integrals which have infinite limits or
have an infinite discontinuity within the interval [a, b] called improper integrals and we
will go on to look at other applications of integration.

Objectives
By the end of this unit you should be able to:
 evaluate integrals using integral tables.
 approximate definite integral using trapezoidal or Simpson’s rule.
 define improper integrals of all types.
 evaluate improper integrals.
 determine whether an improper integral converge or diverge.
 calculate the volume of a solid of revolution.
 calculate the surface area of a solid of revolution.

Key Terms
During the course of this unit, you will find the following key words or phrases. Watch
out for these and make sure that you understand what they mean and how they are used
in the unit.
Integral tables
Numerical integration
Trapezoidal rule
Simpson’s rule
Improper integrals
Convergence
Divergence
Solid of revolution

1.1 Use of Integral Tables and Computer Algebra Systems

1
1.1.1 Integral Tables
We use the table of integrals to integrate a function. The tables are always given. This
technique becomes very important when most of the techniques we know does not
hold. In our case we shall be using the table that is at the back of this module. This
method involves matching the integrand that you are given to the integrands that are
in the tables then you perform the integration according to what the table suggests. In
most cases the integrands may not match at the first glance, you will need to
manipulate some integrands to match those in the table.
Examples:
Evaluate the following integrals:
𝑑𝑥
a. ∫ √4−𝑥 2

Solution
We notice that from the tables we have:
𝑑𝑥 𝑥
∫ √(𝑎2 −𝑥 2 ) = sin−1 𝑎 + 𝑐

So that 𝑎 = 2
𝑑𝑥 𝑥
∴∫ = sin−1 2 + 𝑐
√(4−𝑥 2 )

√(3−5𝑥)
b. ∫ 𝑑𝑥
2𝑥

Solution
√(𝑎+𝑏𝑥) 𝑑𝑥
From the tables we have ∫ 𝑑𝑥 = 2√(𝑎 + 𝑏𝑥) + 𝑎 ∫ 𝑑𝑥 and
𝑥 𝑥√(𝑎+𝑏𝑥)
𝑑𝑥 1 √(𝑎+𝑏𝑥)−√𝑎
∫ 𝑥√(𝑎+𝑏𝑥) 𝑑𝑥 = √𝑎 ln |√(𝑎+𝑏𝑥)+ 𝑎| + 𝑐

√(3−5𝑥) 1 √(3−5𝑥)
∫ 𝑑𝑥 = 2 ∫ 𝑑𝑥; So that 𝑎 = 3 and 𝑏 = −5 therefore
2𝑥 𝑥

1 √(3 − 5𝑥) 1 𝑑𝑥
∫ 𝑑𝑥 = { 2√(3 − 5𝑥) + 3 ∫ 𝑑𝑥}
2 𝑥 2 𝑥√(3 − 5𝑥)

3 1 √(3 − 5𝑥) − √3
= √(3 − 5𝑥) + { ln | |} + 𝑐
2 √3 √(3 − 5𝑥) + √3

√3 √(3 − 5𝑥) − √3
= √(3 − 5𝑥) + ln | |+𝑐
2 √(3 − 5𝑥) + √3

2
𝑥2
c. ∫ 1+𝑥 𝑑𝑥

Solution
From the tables we have:
𝑥2 1 𝑏𝑥
∫ 𝑎+𝑏𝑥 𝑑𝑥 = 𝑏3 {− (2𝑎 − 𝑏𝑥) + 𝑎2 ln|𝑎 + 𝑏𝑥|} + 𝑐
2

So that 𝑎 = 1 and 𝑏 = 1
𝑥2 𝑥
a. ∫ 1+𝑥 𝑑𝑥 = {− 2 (2 − 𝑥) + ln|1 + 𝑥|}+1

1.1.2 Computer Algebra Systems


We have learnt that the use of Integral Tables involves matching the given integrand
with the integrands of the table and then perform the integration using what the
table says. Computer algebra systems CAS does the same and integrates the integrand
by matching it with the formulas that are stored in the machine. In our case we shall
be using Maple but we can also use Derive or Mathematica.
1
Let’s begin by looking at the simple integral ∫ 3𝑥−2 𝑑𝑥

Using substitution, we get:


1
∫ 3𝑥−2 𝑑𝑥 = 1⁄3 ln|3𝑥 − 2| + 𝐶

When we use Maple, Derive or Mathematica we get:


1
∫ 3𝑥−2 𝑑𝑥 = 1⁄3 ln(3𝑥 − 2)

We notice that CAS omits the constant of integration and we therefore need to include it
after using it and we also notice that it omits the absolute value symbols, this will have
2 2
no effect if we are using values of x greater than but if other values of x less than are
3 3
involved then we need to include them.
Example
Use computer algebra systems to evaluate the following integrals:

a. ∫ 𝑥√𝑥 2 + 2𝑥 + 4 𝑑𝑥
Solution:

3
3
Maple gives 1⁄3 (𝑥 2 + 2𝑥 + 4) ⁄2 − 1⁄4 (2𝑥 + 2)√𝑥 2 + 2𝑥 + 4 −
3⁄ sinh−1 √3⁄ (1 + 𝑥)
2 2
b. ∫ 𝑥(𝑥 + 5) 𝑑𝑥
2 8

Solution:
Maple gives 1⁄18 𝑥18 + 5⁄2 𝑥16 + 50𝑥14 + 1750⁄3 𝑥12 + 4375𝑥10 + 21875𝑥 8 +
21871⁄ 𝑥 6 + 156250𝑥 4 + 390625⁄ 𝑥 2
3 2
Clearly the system must have expanded 𝑥(𝑥 2 + 5)8 using Binomial theorem and
integrated each term so the above expression is the expansion of 1⁄18 (𝑥 2 + 5)9
which is the integral using substitution.
Activity 1a
1. Evaluate the following integrals using the tables:
𝑑𝑥
a. ∫
𝑥√(𝑥−1)

b. ∫ 𝑥√(𝑥 4 − 9)
𝑥
c. ∫ 2 𝑑𝑥
1+𝑒 −𝑥
√(𝑥 2 −9)
d. ∫ 3𝑥
e. ∫ 𝑥 2 ln 𝑥 𝑑𝑥
2. Use Computer Algebra Systems (CAS) to evaluate:
a. ∫ 𝑠𝑒𝑐 4 𝑥 𝑑𝑥
b. ∫ 𝑐𝑠𝑐 5 𝑥 𝑑𝑥
1
c. ∫ 𝑥√1−𝑥 𝑑𝑥
d. ∫(1 + ln 𝑥)√1 + 𝑥(ln 𝑥)2 𝑑𝑥

1.2 NUMERICAL INTEGRATION


This is a technique of integration which tries to estimate/ approximate a definite integral
which happens to be the area under a graph of a function 𝑓(𝑥). We shall consider two
different numerical integrations namely: Trapezoidal rule and Simpson’s rule.
1.2.1 TRAPEZOIDAL RULE
𝑏
Suppose we want to evaluate ∫𝑎 𝑓(𝑥) 𝑑𝑥 where 𝑓 is a continuous function on [a, b], we
can subdivide [a, b] into subintervals of strips of width ℎ.
𝑎 = 𝑥0 < 𝑥1 < 𝑥2 < ⋯ < 𝑥𝑛−1 < 𝑥𝑛 where ℎ=𝑥𝑖 − 𝑥𝑖−1
So that we have:

4
Now if we join points (𝑥0 , 𝑓0 ) to (𝑥1 , 𝑓1 ) ; (𝑥1 , 𝑓1 ) to (𝑥2 , 𝑓2 )) ; (𝑥2 , 𝑓2 ) to (𝑥3 , 𝑓3 ) …
(𝑥𝑛−1 , 𝑓𝑛−1 ) to (𝑥𝑛 , 𝑓𝑛 ) where 𝑓𝑖 = 𝑓(𝑥𝑖 ) with straight lines we will have trapeziums 𝑇1
, 𝑇2 , 𝑇3 , … up to 𝑇𝑛 whose areas are:

𝑇1 = {𝑓0 + 𝑓1 }
2

𝑇2 = {𝑓1 + 𝑓2 }
2

𝑇3 = {𝑓2 + 𝑓3 }
2

.
.

𝑇𝑛 = {𝑓𝑛−1 + 𝑓𝑛 }
2

In this case the area under the graph of 𝑓(𝑥) from 𝑎 to 𝑏 is the sum of the areas of
trapeziums 𝑇1 to 𝑇𝑛 .
𝑏
i.e ∫𝑎 𝑓(𝑥) 𝑑𝑥 ≈ 𝑇 1 + 𝑇2 + ⋯ + 𝑇𝑛−1 + 𝑇𝑛

= 2 {𝑓0 + 2𝑓1 + 2𝑓2 + 2𝑓3 + ⋯ + 2𝑓𝑛−2 + 2𝑛 − 1 + 𝑓𝑛 }

= 2 {𝑓(𝑥0) + 𝑓(𝑥𝑛 ) + 2 ∑𝑛−1
𝑖=1 𝑓𝑖 }

TRAPEZOIDAL RULE
𝑏 ℎ
∫𝑎 𝑓(𝑥) 𝑑𝑥 ≈ 2 {𝑓(𝑎) + 𝑓(𝑏) + 2 ∑𝑛−1
𝑖=1 𝑓(𝑥𝑖 )}

𝑏−𝑎
ℎ=
𝑛

5
Examples
Use trapezoidal rule with the given 𝑛 to evaluate the following integrals:
𝜋
a. ∫0 sin 𝑥 𝑑𝑥 with 𝑛 = 8.
Solution
𝜋−0 𝜋
ℎ = 8 =8
𝜋 𝜋 𝜋 𝜋 3𝜋
∫0 sin 𝑥 𝑑𝑥 ≈ 16 {sin 0 + sin 𝜋 + 2 [sin 8 +sin 4 + sin 8
+
𝜋 5𝜋 3𝜋 7𝜋
sin 2 +sin + sin +sin ]}=1.974231602
8 4 8

b. The following points were found empirically:


X 2.1 2.4 2.7 3.0 3.3 3.6
Y 3.2 2.7 2.9 3.5 4.1 5.2
3.6
estimate ∫2.1 𝑦𝑑𝑥 .
Solution
ℎ = 0.3
3.6 0.3
∫2.1 𝑦𝑑𝑥 ≈ 2 {3.2 + 5.2 + 2(2.7 + 2.9 + 3.5 + 4.1)}

0.3
= 2 {8.4 + 26.4}

=5.22

Activity 1b
Use trapezoidal rule with the given 𝑛 to estimate the following integrals:
5
a. ∫1 √(1+𝑥 2 ) 𝑑𝑥 with 𝑛 = 8
9
b. ∫4 √𝑥 𝑑𝑥 with 𝑛 = 8
5
c. ∫1 √𝑥√(1 − 𝑥) 𝑑𝑥 with 𝑛 = 4
2 𝑑𝑥
d. ∫1 with 𝑛 = 5
(𝑥+1)2
𝜋⁄2
e. ∫0 cos 𝑥 2 𝑑𝑥 with 𝑛 = 6

1.2.2 SIMPSON’S RULE


This method also approximates an integral using parabolas. It is relatively more accurate
than Trapezoidal rule with the same value of 𝑛.

To derive a formula for Simpson’s rule we shall consider the area under a parabola
𝑓(𝑥) = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐 passing through points (−ℎ, 𝑓0 ), (0, 𝑓1 ) and (ℎ, 𝑓2 ) where 𝑓𝑖 is 𝑓(𝑥𝑖 ).

6
𝑦

𝑓(𝑥) = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐

𝑓0 𝑓1 𝑓2

−ℎ 0 ℎ 𝑥

The area is:

ℎ 𝑎𝑥 3 𝑏𝑥 2 ℎ
∫−ℎ(𝑎𝑥 2 + 𝑏𝑥 + 𝑐)𝑑𝑥 = + + 𝑐𝑥|ℎ−ℎ = 3 (2𝑎ℎ2 + 6𝑐)
3 2

But the parabola passes through (−ℎ, 𝑓0 ), (0, 𝑓1 ) and (ℎ, 𝑓2 ). Therefore:

𝑎ℎ2 − 𝑏ℎ + 𝑐 = 𝑓0

𝑐 = 𝑓1

𝑎ℎ2 + 𝑏ℎ + 𝑐 = 𝑓2

Multiplying the second equation by 4 and adding we get:



2𝑎ℎ2 + 6𝑐 = 𝑓0 + 4𝑓1 +𝑓2 hence the area of the parabola is (𝑓0 + 4𝑓1+𝑓2 )
3

𝑏
Now if we have ∫𝑎 𝑓(𝑥)𝑑𝑥 , we can approximate this by subdividing the interval [a, b]
into an even number 2𝑛 of stripes of width ℎ by the points.

𝑎 = 𝑥0 < 𝑥1 < 𝑥2 < ⋯ < 𝑥2𝑛−2 < 𝑥2𝑛−1 < 𝑥2𝑛 = 𝑏

7
Now area under the area under the graph is the sum of the areas under the parabolas:
𝑏 ℎ ℎ ℎ ℎ
∫𝑎 𝑓(𝑥)𝑑𝑥 = 3 (𝑓0 + 4𝑓1 +𝑓2 ) +3 (𝑓2 + 4𝑓3 +𝑓4 )+ 3 (𝑓4 + 4𝑓5 +𝑓6 ) + ⋯ + 3
(𝑓2𝑛−2 +
4𝑓2𝑛−1 +𝑓2𝑛 )

SIMPSON’S RULE

𝑏 𝑛 𝑛−1

∫ 𝑓(𝑥)𝑑𝑥 ≈ {𝑓(𝑎) + 𝑓(𝑏) + 4 ∑ 𝑓(𝑥2𝑖−1 ) + 2 ∑ 𝑓(𝑥2𝑖 )}
𝑎 3
𝑖=1 𝑖=1

Examples
3
a. Evaluate ∫0 (𝑥 2 + 1)𝑑𝑥 using SR with 𝑛 = 6.

Solution

ℎ = 0.5


𝑆6= {𝑓(0) + 𝑓(3) + 4[𝑓(0.5) + 𝑓(1.5) + 𝑓(2.5)] + 2[𝑓(1) + 𝑓(2)]}
3
1
=6 (11 + 47 + 14)

= 12
𝜋
b. Use SR with 𝑛 = 8 to approximate ∫0 sin 𝑥 𝑑𝑥.

Solution

8
𝜋
ℎ=
8
𝜋
𝜋 𝜋 𝜋 3𝜋 𝜋 3𝜋 5𝜋
∫ sin 𝑥 𝑑𝑥 ≈ {sin 0 + sin 𝜋 + 2 [sin sin +sin ] + 4[sin + sin + sin
0 24 4+ 2 4 8 8 8
7𝜋
+ sin ]} ≈ 2.0003
8

Activity 1c

Evaluate the following integrals using SR with the given n.


𝜋
1. ∫𝜋⁄2 √𝑥 sin 𝑥 𝑑𝑥 with 𝑛 = 6

2 𝑑𝑥
2. ∫0 with 𝑛 = 4
√(1+𝑥 3 )

31
3. ∫1 𝑥 𝑑𝑥 with 𝑛 = 8

𝜋⁄4
4. ∫0 𝑥 tan 𝑥 𝑑𝑥 with 𝑛 = 4

9
5. ∫4 √𝑥 𝑑𝑥 with 𝑛 = 10

IMPROPER INTEGRALS
𝑏
When dealing with ∫𝑎 𝑓(𝑥)𝑑𝑥 we expect that:

i. The limits of integration a and b are finite numbers. if at least one of them is
infinite then we have an improper integral of TYPE 1.

ii. f(x) is continuous on [a, b], if not then we have an improper integral of TYPE
2.

For example ∫0 𝑒 𝑥 is a TYPE 1 improper integral because the upper limit is infinite,
3 𝑑𝑥 ∞
∫−2 𝑥 2 −1 is a TYPE2 improper integral because f(x) is discontinuous at x=1 and ∫0 ln 𝑥 𝑑𝑥
is a TYPE 1 and TYPE 2 improper integral (mixed improper integral) because the upper
limit is infinite and f(x) is discontinuous at x=0.

TYPE 1 IMPROPER INTEGRALS

We have three cases with these improper integrals:



a. if f(x) is continuous on [𝑎, ∞) then the improper integral ∫0 𝑓(𝑥) 𝑑𝑥 is defined by:

9
∞ 𝑇
∫ 𝑓(𝑥) 𝑑𝑥 = lim ∫ 𝑓(𝑥) 𝑑𝑥
0 𝑇→∞ 0

If the limit exists, then the integral is said to converge and it diverges if otherwise.
𝑏
b. If f(x) is continuous on (−∞, 𝑏] then the improper integral ∫−∞ 𝑓(𝑥) 𝑑𝑥 is defined
by:
𝑏 𝑏
∫ 𝑓(𝑥) 𝑑𝑥 = lim ∫ 𝑓(𝑥) 𝑑𝑥
−∞ 𝑡→−∞ 𝑡

If the limit exists, then the integral is said to converge and it diverges if otherwise.

c. If f(x) is continuous on (−∞, ∞) then the ∫−∞ 𝑓(𝑥)𝑑𝑥 is defined by:

∞ 𝑐 ∞

∫ 𝑓(𝑥)𝑑𝑥 = ∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑓(𝑥)𝑑𝑥


−∞ −∞ 𝑐

𝑐 𝑇
= lim ∫𝑡 𝑓(𝑥)𝑑𝑥 + lim ∫𝑐 𝑓(𝑥)𝑑𝑥
𝑡→−∞ 𝑇→∞

The integral is said to converge if and only if both limits exist and diverge if otherwise.

Examples

Check whether the following integrals converge or diverge.


∞ 𝑑𝑥
a. ∫2 𝑥3

Solution

𝑇
𝑑𝑥 1
∫ = lim ∫ 𝑑𝑥
𝑥 3 𝑇→∞ 0 𝑥 3
2

−1
= lim [2𝑥 2 |𝑇2
𝑇→∞

−1 1 1
= lim [2𝑇 2 + 8] = 8
𝑇→∞

1
Therefore the integral converges to 8

10
0
b. ∫−∞ 𝑥𝑒 −2𝑥 𝑑𝑥

Solution
0 0

∫ 𝑥𝑒 −2𝑥 𝑑𝑥 = lim ∫ 𝑥𝑒 −2𝑥 𝑑𝑥


𝑡→−∞
−∞ 𝑡

−𝑥𝑒 −2𝑥 𝑒 −2𝑥 0


= lim [ − |𝑡
𝑡→−∞ 2 4

−1 𝑡𝑒 −2𝑡 𝑒 −2𝑡
= lim [ 4 + + ]
𝑡→−∞ 2 4

−1 𝑡 1
= lim [ + + ]
𝑡→−∞ 4 2𝑒 2𝑡 4𝑒 2𝑡

−1 1 1
= lim [ 4 + 4𝑒 2𝑡 + 4𝑒 2𝑡] =
𝑡→−∞
∞ (applying L’hopital’s rule on the middle function)

Therefore the integral diverges.


∞ 𝑑𝑥
c. ∫−∞ 1+𝑥 2

Solution
∞ 0 ∞
𝑑𝑥 𝑑𝑥 𝑑𝑥
∫ 2
= ∫ 2
+∫
1+𝑥 1+𝑥 1 + 𝑥2
−∞ −∞ 0

0 𝑑𝑥 𝑇 𝑑𝑥
= lim ∫𝑡 + lim ∫0
𝑡→−∞ 1+𝑥 2 𝑇→∞ 1+𝑥 2

= lim [tan−1 𝑥 |0𝑡 + lim [tan−1 𝑥 |𝑇0


𝑡→−∞ 𝑇→∞

= lim tan−1 𝑡 + lim tan−1 𝑇


𝑡→−∞ 𝑇→∞

𝜋 𝜋
= + 2 =𝜋
2

Therefore the integral converges to 𝜋

IMPROPER INTEGRALS OF TYPE 2

These are improper integrals that has an infinite discontinuity at or between the limits of
integration. There are also three cases here:

11
a. If 𝑓 is continuous on [𝑎, 𝑏) and |𝑓(𝑥)| → ∞ as 𝑥 → 𝑏 − then,
𝑏 𝑇
∫ 𝑓(𝑥) 𝑑𝑥 = lim− ∫ 𝑓(𝑥) 𝑑𝑥
𝑎 𝑇→𝑏 0

b. If 𝑓 is continuous on (𝑎, 𝑏] and |𝑓(𝑥)| → ∞ as 𝑥 → 𝑎 + then,


𝑏 𝑏
∫ 𝑓(𝑥) 𝑑𝑥 = lim+ ∫ 𝑓(𝑥) 𝑑𝑥
𝑎 𝑇→𝑎 𝑇

c. If 𝑓 is continuous on [𝑎, 𝑏] except at a point 𝑐 ∈ [𝑎, 𝑏] and |𝑓(𝑥)| → ∞ as 𝑥 → 𝑐


then,
𝑐 𝑏
𝑏
∫ 𝑓(𝑥) 𝑑𝑥 = ∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑓(𝑥)𝑑𝑥
𝑎
𝑎 𝑐

𝑡 𝑏
= lim− ∫𝑎 𝑓(𝑥)𝑑𝑥 + lim+ ∫𝑇 𝑓(𝑥)𝑑𝑥
𝑡→𝑐 𝑇→𝑐

NOTE: in the first two cases the integral converges if the limit exists- otherwise it
diverges. In the third case it converges if and only if both limits exist.

Examples

Evaluate the following improper integrals.


𝑒
a. ∫0 ln 𝑥 𝑑𝑥

Solution
𝑒
𝑒
∫ ln 𝑥 𝑑𝑥 = lim+ ∫ 𝑓(𝑥) 𝑑𝑥
𝑇→0 𝑇
0

= lim+ [𝑥 ln 𝑥 − 𝑥|𝑒𝑇
𝑇→0

= lim+ [𝑒 ln 𝑒 − 𝑒 − 𝑇 ln 𝑇 + 𝑇]
𝑇→0

=0

𝜋⁄2
b. ∫0 sec 𝑥 𝑑𝑥

12
Solution

𝜋⁄2
𝑇
∫ sec 𝑥 𝑑𝑥 = lim − ∫ sec 𝑥 𝑑𝑥
𝑇→𝜋⁄2 0
0

= lim −[ln|sec 𝑥 + tan 𝑥| |𝑇0


𝑇→𝜋⁄2

= lim −[ln | sec 𝑇 + tan 𝑇 |] −


𝑇→𝜋⁄2
[ln | sec 0 + tan 0 |]=∞ therefore it diverges.

2 1
c. ∫−1 𝑥 3 𝑑𝑥

Solution
2 𝑡 2
1 1 1
∫ 3 𝑑𝑥 = lim− ∫ 3 𝑑𝑥 + lim+ ∫ 3 𝑑𝑥
𝑥 𝑡→0 𝑥 𝑇→0 𝑥
−1 −1 𝑇

−1 1 −1 1
= lim− [2𝑡 2 + 2] + lim+[ 8 + 2𝑇 2 ]
𝑡→0 𝑇→0

=−∞ + ∞ diverges

MIXED IMPROPER INTEGRALS

These are improper integrals that have the properties of TYPE1 and TYPE 2. To evaluate
them we apply both the methods of TYPE 1 and TYPE 2. They converge when the limits
exist and diverge if the limits do not exist.

Example

Evaluate the following integrals:


∞ 1
a. ∫0 𝑑𝑥
√𝑥(𝑥+1)

13
Solution
∞ 1 ∞
1 1 1
∫ 𝑑𝑥 = ∫ 𝑑𝑥 + ∫ 𝑑𝑥
√𝑥(𝑥 + 1) √𝑥(𝑥 + 1) √𝑥(𝑥 + 1)
0 0 1

1 1 𝑇 1
= lim+ ∫𝑡 + lim ∫1
𝑡→0 √𝑥(𝑥+1) 𝑇→∞ √𝑥(𝑥+1)

= lim+[2 tan−1 √𝑥 |1𝑡 + lim [2 tan−1 √𝑥 |1𝑇


𝑡→0 𝑇→∞

𝜋 𝜋 𝜋
= 2 (4 ) − 0 + 2 (2 ) − 2 (4 ) = 𝜋

Activity 1d

Show whether the following integrals converge or diverge. Evaluate the integral if it
converges.

a. ∫0 𝑥𝑒 −𝑥⁄2 𝑑𝑥

∞ ln 𝑥
b. ∫1 𝑑𝑥
𝑥

0
c. ∫−∞ 𝑥𝑒 2𝑥 𝑑𝑥

∞ 𝑥3
d. ∫0 𝑑𝑥
(𝑥 2 +1)2


e. ∫0 𝑒 −0.05𝑡 𝑑𝑡
∞ 𝑒𝑥
f. ∫−∞ (1+𝑒 𝑥 )2 𝑑𝑥

𝑒
g. ∫0 ln 𝑥 2 𝑑𝑥

∞ 1
h. ∫0 3 𝑑𝑥
√8−𝑥
∞ 4
i. ∫−10 (𝑥+6) 𝑑𝑥

APPLICATION OF INTEGRATION
In calculus 1 we learnt that one of the applications of integration is area under a
curve or between two curves and that in Physics it is used to fin displacement
from velocity or velocity from acceleration. We shall now continue with the other
applications apart from those covered in Calculus 1.

14
1. VOLUME OF SOLIDS OF REVOLUTION
If a plane under a graph of 𝑦 = 𝑓(𝑥) is revolved about a line a solid is produced. We
call such solids as “solid of revolution”.
We shall call the line about which the plane is revolved as the “axis of revolution”.
We wish to find the volume of such solids of revolution.
For example; if the plane under the graph of 𝑦 = 𝑓(𝑥) is revolved about the x-axis
from 𝑥 = 𝑎 to 𝑥 = 𝑏, a solid below is produced.

revolved about the x-


axis

We wish to determine the volume of such a solid. We shall divide the solid into a
number of thin slices and find the volumes of each slice then add them together to get
the volume of the whole solid.
Let us divide the interval [a, b] into n pieces by the points 𝑎 = 𝑥0 < 𝑥1 < 𝑥2 < ⋯ < 𝑥𝑛 =
𝑏 where 𝑥𝑖 − 𝑥𝑖−1 = ∆𝑥 for 𝑖 = 1, 2, … , 𝑛. Perpendicular to the xy plane and parallel to
the y-axis cut slices through the solid as shown below.

15
Now the volume of each slice is approximately equal to the volume a cylinder of
thickness ∆𝑥 and radius 𝑓(𝑥𝑘 ) from the formula Volume of Cylinder= 𝜋𝑟 2 ℎ we have the
volume of each slice approximately equal to 𝜋𝑓 2 (𝑥𝑘 )∆𝑥 . Therefore the volume of the
solid is the summation of these volumes of slices that is: 𝑉 = ∑𝑛−1
𝑘=0 𝜋𝑓 (𝑥𝑘 )∆𝑥 .
2

𝑏
If 𝑛 → ∞ we obtain the volume and is equal to lim ∑𝑛−1 2 2
𝑘=0 𝜋𝑓 (𝑥𝑘 )∆𝑥 ≈ ∫𝑎 𝜋𝑓 (𝑥)𝑑𝑥 =
𝑛→∞
𝑏
𝜋 ∫𝑎 𝑦 2 𝑑𝑥

Example
Find the volume of a solid that is formed when the region bounded by the graph of 𝑦 =
√𝑥 and the line 𝑥 = 4 is revolved about the x-axis.
Solution
𝑏
𝑉 = ∫𝑎 𝜋[𝑓(𝑥)]2 𝑑𝑥
4
= ∫0 𝜋[√𝑥 ]2 𝑑𝑥
4
= ∫0 𝜋𝑥 𝑑𝑥
𝜋𝑥 2 4
= | = 8𝜋
2 0

If the plane under the graph of y=f(x) is revolved about the y-axis from y=c to y=d, a
solid is also produced and its volume of such a solid is given by:
𝑑 𝑑
∫𝑐 𝜋[𝑔(𝑦)]2 𝑑𝑦 or ∫𝑐 𝜋𝑥 2 𝑑𝑦

Example
a. Find the volume of the solid generated when the region bounded by the graph of
𝑦 = √𝑥 between y=0 and y=2 is revolved about the y-axis.
Solution

𝑦 = √𝑥 ⇒ 𝑥 = 𝑦 2
2

𝑉 = ∫ 𝜋𝑥 2 𝑑𝑦
0
2
= ∫0 𝜋[𝑦 2 ]2 𝑑𝑦
2
= ∫0 𝜋𝑦 4 𝑑𝑦

16
𝜋𝑦 5 2
= |
5 0
32𝜋
= 5
4
b. Show that the volume of a sphere of radius r is 3 𝜋𝑟 3 .
Solution
We can generate a sphere by revolving a semicircle radius r center origin about
the x-axis
y-axis.

That is the graph of the equation 𝑦 = √(𝑟 2 − 𝑥 2 ) from x=-r to x=r


revolved about the x-axis.

𝑉 = ∫ 𝜋[√(𝑟 2 − 𝑥 2 ) ]2 𝑑𝑥
−𝑟
𝑟
= 𝜋 ∫−𝑟(𝑟 2 − 𝑥 2 ) 𝑑𝑥
𝑥3 𝑟
= 𝜋[𝑟 2 𝑥 − |
3 −𝑟

𝑟3 𝑟3
= 𝜋[𝑟 3 − + 𝑟3 − ]
3 3

4𝑟 3
= 𝜋[ ]
3

4𝜋𝑟 3
= 3
1
c. Show that the volume of a cone is 3 𝜋𝑟 2 ℎ by revolving the graph of a straight line
passing through the origin and the point (h, r).
NOTE: if the region is bounded by 𝑦 = 𝑓(𝑥) and 𝑦 = 𝑔(𝑥) and the lines 𝑥 = 𝑎 and
𝑥 = 𝑏 is revolved about the 𝑥-axis, then the solid with a hole is produced and its
volume is given by:

17
𝑏
𝑉 = 𝜋 ∫𝑎 [{𝑓(𝑥)}2 − {𝑓(𝑥)}2 ]𝑑𝑥 (this is called washer method)

Example
Find the volume of a solid formed by revolving the region bounded by the graphs of 𝑦 =
√𝑥 and 𝑦 = 𝑥 2 about the 𝑥-axis.
Solution
𝑏

𝑉 = 𝜋 ∫[{𝑓(𝑥)}2 − {𝑓(𝑥)}2 ]𝑑𝑥


𝑎

The graphs intersect at x=0 and x=1. Therefore


1
2
𝑉 = 𝜋 ∫[{√𝑥} − {𝑥 2 }2 ]𝑑𝑥
0
1
= 𝜋 ∫0 (𝑥 − 𝑥 4 )𝑑𝑥
𝑥2 𝑥5 1
= 𝜋[ 2 − |
5 0
3
= 10 𝜋

SURFACE AREA OF A SOLID OF REVOLUTION


Let 𝑓 be a function such that 𝑓 ′ exists and 𝑓(𝑥) ≥ 0 ∀∈ [𝑎, 𝑏]. Let’s denote the surface
area of the solid that results as 𝑓(𝑥) is revolved about the 𝑥-axis as S. Then:

𝑆 = 2𝜋 ∫ 𝑓(𝑥)√1 + [𝑓 ′ (𝑥)]2 𝑑𝑥
𝑎

If the graph of 𝑦 = 𝑓(𝑥) is revolved about the y-axis the surface area is given by:

18
𝑏

𝑆 = 2𝜋 ∫ 𝑥√1 + [𝑓 ′ (𝑥)]2 𝑑𝑥
𝑎

Examples
a. Find the area of surface of revolution formed when 𝑦 = 𝑥 3 on [0, 1] is revolved
about the x- axis.
Solution
1

𝑆 = 2𝜋 ∫ 𝑥 3 √1 + (3𝑥 2 )2 𝑑𝑥
0
1
= 2𝜋 ∫0 𝑥 3 √1 + 9𝑥 4 𝑑𝑥

By substitution we have
2
2𝜋 2
= [ (1 + 9𝑥 4 )3 |10
36 3
2
2𝜋 2 2
= [ (10)3 − 3]
36 3
2
𝜋
= 27 (103 − 1) sq units
1 1
b. Find the area of surface formed by revolving 𝑦 = 4 𝑥 4 + 8𝑥 2 on [1, 2] about the y-
axis.
Solution
2
𝑥 −3 2
𝑆 = 2𝜋 ∫ 𝑥√1 + [𝑥 3 − ] 𝑑𝑥
4
1

2
1 𝑥 −6
= 2𝜋 ∫ 𝑥√1 + 𝑥 6 − + 𝑑𝑥
2 16
1

2
16𝑥12 + 8𝑥 6 + 1
= 2𝜋 ∫ 𝑥√ 𝑑𝑥
16𝑥 6
1
2 1 1
= 2𝜋 ∫1 (𝑥 6 + 4) 𝑑𝑥
𝑥2

19
2 1
= 2𝜋 ∫1 (𝑥 4 + 4 𝑥 −2 ) 𝑑𝑥

𝑥5 1
= 2𝜋[ 5 − 4𝑥 |12
32 1 1 1
= 2𝜋[ 5 − 8 − 5 + 4]
253𝜋
= sq units
20

Activity 1
WORK AND FORCE
you recall that work is when a force moves an object a certain distance (𝑊𝑜𝑟𝑘 =
𝐹𝑜𝑟𝑐𝑒 × 𝐷𝑖𝑠𝑡𝑎𝑛𝑐𝑒).
For example, if a book 1.2 kg mass is lifted from the floor to a desk 0.7 meters’ high the
work done will be;
𝑊 = 𝐹 × 𝑑 = 𝑚𝑎𝑑 = 1.2 × 9.8 × 0.7 = 8.23𝐽
Actually the work done in moving an object from point a to b is given by:
∞ 𝑏

𝑊 = lim ∑ 𝑓(𝑥𝑖 )∆𝑥 = ∫ 𝑓(𝑥)𝑑𝑥


𝑛→∞
𝑖=0 𝑎

Example
When a particle is located a distance 𝑥 meters from the origin, a force of (𝑥 2 + 2𝑥)𝑁 acts
on it. How much work is done in moving it from 𝑥 = 1 to 𝑥 = 3.
Solution
𝑏

𝑊 = ∫ 𝑓(𝑥)𝑑𝑥
𝑎
3
= ∫1 (𝑥 2 + 2𝑥)𝑑𝑥
𝑥3
= [ 3 +𝑥 2 |13
1
= 9+9−3−1
50
= 3

20
Activity 1 e

21
22
Unit 2
SEQUENCES AND SERIES
Introduction
In this unit we look at sequences and series, we shall be looking at series that converge or
diverge. Some of the series that we will consider are the geometric series which we did
way back and we called them geometric progressions, Taylor series, McLaurin series and
the Fourier series.

Objectives
By the end of this unit you should be able to:
 define a sequence and a series.
 list the terms of a sequence given the 𝑛𝑡ℎ term.
 determine the 𝑛𝑡ℎ term given some terms of the sequence.
 find the limit of a sequence.
 determine whether a sequence or series converge or diverge.
 derive a formula for estimating natural logarithms.
 express a function as a Taylor series.
 express a function as a McLaurin series.
 express a function on a given interval as a Fourier series.

Key Terms
During the course of this unit, you will find the following key words or phrases. Watch
out for these and make sure that you understand what they mean and how they are used
in the unit.
Sequence
Series
Infinite series
Alternating series
Comparison test
Ratio test
Root test
Integral test
Absolute convergence

23
Geometric series
Taylor series
McLaurin series
Fourier series
SEQUENCES
A sequence can be thought of as a list of numbers written in a definite order. Or it can
also be defined as a function whose domain is a set of positive integer: In our case we
shall take the later as the definition of a sequence.
e.g 𝑎1 , 𝑎2 , 𝑎3 , … 𝑎𝑛 , … where 𝑎1 is the first term and in general 𝑎𝑛 is the 𝑛𝑡ℎ term.
The sequence {𝑎1 , 𝑎2 , 𝑎3 , … } is also denoted by {𝑎𝑛 } or {𝑎𝑛 } ∞
𝑛=1

If the sequence is continuous as above and n is up to infinity the sequence is an infinite


sequence.
Examples
1. List the terms of the following sequences
𝑛
a. {𝑛+1}∞𝑛=1
b. {3 + (−1)𝑛 }∞
𝑛=1
c. {√𝑛 − 3}𝑛=3

Solutions
1 2 3
a. , , ,…
2 3 4
b. 2, 4, 2, 4, …
c. 0, 1, √2, √3, …
2. Find a formula for the general term 𝑎𝑛 of the following sequences.
3 −4 5 −6 7
a. {5 , 25 , 125 , 625 , 3125 , . . . }
Solution
The numerator has sequence 3, 4 , 5 6, 7,… whose nth is n+2
Denominator has sequence 5, 25, 125, 625,… whose nth term is 5n
Furthermore the sign alternates from – to + or we multiply each term by (-1)n-1
𝑛+2
Therefore nth term is 𝑎𝑛 = (−1)𝑛−1 ( 5𝑛 )
1 1 1 1 1
b. {2 , 4 , 6 , 8 , 10 , … }
Solution

24
Since the numerator is constant 1. We just look at the denominator whose
sequence is 2, 4, 6, 8, 10, …. and nth term is: 2n
1
Therefore is 𝑎𝑛 = {2𝑛}

LIMIT OF A SEQUENCE
If a sequence {𝑎𝑛 } has a limit 𝐿 and we write lim 𝑎𝑛 = 𝐿 or 𝑎𝑛 → 𝐿 as 𝑛 → ∞. We
𝑛→∞
say the sequence converges, otherwise it diverges.
Example
Find the limits of the following sequences:
5
a. {𝑎𝑛 } = 2 + 𝑛2
Solution
5
lim 2 + =2
𝑛→∞ 𝑛2
1
b. {𝑎𝑛 } = {2𝑛}
Solution
1
lim { }=0
𝑛→∞ 2𝑛
Properties of Limits of Sequences
Let lim 𝑎𝑛 = 𝐿 and lim 𝑏𝑛 = 𝑘 then the following are true:
𝑛→∞ 𝑛→∞

1. lim 𝑎𝑛 ± 𝑏𝑛 = 𝐿 ± 𝑘
𝑛→∞
2. lim 𝑐 𝑎𝑛 = 𝑐𝐿
𝑛→∞
3. lim 𝑎𝑛 𝑏𝑛 = 𝐿 𝐾
𝑛→∞
𝑎𝑛 𝐿
4. lim = 𝐾 provided 𝑏𝑛 ≠ 0and 𝐾 ≠ 0
𝑛→∞ 𝑏𝑛
Examples
Show whether the following sequences converge or diverge.
a. {𝑎𝑛 } = {3 + (−1)𝑛 }
Solution

25
The sequence has terms alternating between 2 and 4 hence lim 𝑎𝑛 does not exist,
𝑛→∞
therefore the sequence diverges.
𝑛
b. {𝑎𝑛 } = {1+2𝑛}
Solution
𝑛
lim 𝑎𝑛 = lim { }
𝑛→∞ 𝑛→∞ 1 + 2𝑛
1
= lim { 1 }
𝑛→∞ 𝑛+2

1
=
2

𝑛2
c. {𝑎𝑛 } = {2𝑛−1}
Solution
𝑛2 ∞
lim {2𝑛−1} is in the form so we use L’hopital’s rule
𝑛→∞ ∞

𝑛2 2𝑛
lim {2𝑛−1} = lim {2𝑛 (ln 2)}
𝑛→∞ 𝑛→∞

2
= lim {2𝑛 (ln 2)2 }
𝑛→∞

=0
SQUEEZE/SANDWICH/ PINCHING THEOREM
If 𝑎𝑛 , 𝑏𝑛 and 𝑐are sequences such that 𝑎𝑛 ≤ 𝑏𝑛 ≤ 𝑐𝑛 and lim 𝑎𝑛 = 𝐿 = lim 𝑐𝑛 then
𝑛→∞ 𝑛→∞
lim 𝑏𝑛 = 𝐿.
𝑛→∞

Example
ln 𝑛
Show that {𝑏𝑛 } = converges and find its limit.
𝑛

Solution
1 1
We know that if 𝑡 > 1, then 𝑡 < hence
√𝑡
𝑛 𝑛
1 1
∫ 𝑑𝑡 < ∫ 𝑑𝑡
𝑡 √𝑡
1 1

ln 𝑛 < 2√𝑛 − 2
Since ln 𝑛 > 0 then we have:

26
0 < ln 𝑛 < 2√𝑛 − 2 dividing through by 𝑛 becomes :

ln 𝑛 2√𝑛 2
0< < −
𝑛 𝑛 𝑛
ln 𝑛 2√𝑛 2
Now let 𝑎𝑛 = 0 , 𝑏𝑛 = and 𝑐𝑛 = −𝑛
𝑛 𝑛

We note that 𝑎𝑛 → 0 and 𝑐𝑛 → 0 as 𝑛 → ∞


ln 𝑛
Therefore 𝑏𝑛= → 0 as 𝑛 → ∞ by Squeeze theorem
𝑛

INFINITE SERIES
If {𝑎𝑛 } is an infinite sequence, then

𝑛=1 𝑎𝑛 = 𝑎1 + 𝑎2 + ⋯ + 𝑎𝑛 + ⋯ is an infinite series.


∑∞
To find the sum of an infinite series, consider the following sequence of partial sums.
𝑆1 = 𝑎1
𝑆2 = 𝑎1 + 𝑎2
𝑆3 = 𝑎1 + 𝑎2 + 𝑎3
.
.
.
𝑆1 = 𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛
If the sequence of partial sums converges, the series is said to converge.
Definition
Given a series ∑∞
𝑛=1 𝑎𝑛 = 𝑎1 + 𝑎2 + ⋯ + 𝑎𝑛 + ⋯, let 𝑆𝑛 denote its partial sums:

𝑆𝑛 = ∑𝑛𝑖=1 𝑎𝑖 = 𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛 . If the sequence {𝑆𝑛 } is convergent and lim 𝑆𝑛 = 𝑆


𝑛→∞
then the series ∑∞
𝑛=1 𝑎𝑛 is convergent.
That is 𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛 = 𝑆 or ∑∞
𝑛=1 𝑎𝑛 = 𝑆.

NOTE: If {𝑆𝑛 } is divergent then the series is divergent.


Example
2𝑛
If the sum of the first 𝑛 terms of the series ∑∞
𝑛=1 𝑎𝑛 is 𝑆𝑛 = 𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛 = 3𝑛+5
2𝑛 2
then ∑∞
𝑛=1 𝑎𝑛 = lim 𝑆𝑛 = lim =3
𝑛→∞ 𝑛→∞ 3𝑛+5

27
For an infinite series called a geometric series 𝑎 + 𝑎𝑟 + 𝑎𝑟 2 + ⋯ + 𝑎𝑟 𝑛−1 + ⋯ = ∑∞
𝑛=1 𝑎𝑟
𝑛−1
,
𝑎≠0
If 𝑟 = 1 then 𝑆𝑛 = 𝑎 = 𝑎 + 𝑎 + 𝑎 + ⋯ + 𝑎 = 𝑛𝑎 → ±∞ (divergent)
If 𝑟 ≠ 1 then we have:
𝑆𝑛 = 𝑎 + 𝑎𝑟 + 𝑎𝑟 2 + ⋯ + 𝑎𝑟 𝑛−1
and 𝑟𝑆𝑛 = 𝑎𝑟 + 𝑎𝑟 2 + 𝑎𝑟 3 + ⋯ + 𝑎𝑟 𝑛
so that 𝑆𝑛 − 𝑟𝑆𝑛 = 𝑎 − 𝑎𝑟 𝑛

𝑎(1 − 𝑟 𝑛 )
𝑆𝑛 =
1−𝑟

𝑎(1−𝑟 𝑛 ) 𝑎 𝑎 𝑎
If −1 < 𝑟 < 1 we know 𝑟 𝑛 → 0 as 𝑛 → ∞ so lim = 1−𝑟 -1−𝑟 lim 𝑟 𝑛 = 1−𝑟
𝑛→∞ 1−𝑟 𝑛→∞

If |𝑟| ≥ 1 the series is divergent. That is:

𝑎
The geometric series ∑∞
𝑟=1 𝑎𝑟
𝑛−1
is convergent if |𝑟| < 1 and its sum is ∑∞
𝑟=1 𝑎𝑟
𝑛−1
= 1−𝑟 and
is divergent if |𝑟| ≥ 1 and its sum is ±∞.

Example
10 20 40
a. Find the sum of a geometric series 5 − + − 72 + ⋯
3 9
Solution
2
𝑎 = 5 and 𝑟 = − 3 i.e |𝑟| < 1
𝑎
∴ 𝑆 = 1−𝑟
5
= 1+2⁄
3

=3

b. Determine whether the series ∑∞ 2𝑛 (1−𝑛)


𝑛=1 2 3 is convergent or divergent.
Solution
∑∞ 2𝑛 (1−𝑛)
𝑛=1 2 3 = ∑∞ 𝑛 −(𝑛−1)
𝑛=1 4 3
4(4𝑛−1 )
= ∑∞
𝑛=1 3𝑛−1

28
4
= ∑∞
𝑛=1 4(3)
𝑛−1

4
This is a GS with 𝑎 = 4 and 𝑟 = 3 hence |𝑟| ≥ 1 therefore divergent.
Theorem
If the series ∑∞
𝑛=1 𝑎𝑛 is convergent, then lim 𝑎𝑛 = 0.
𝑛→∞

Conversely: If lim 𝑎𝑛 = 0 then ∑∞


𝑛=1 𝑎𝑛 is convergent and if lim 𝑎𝑛 ≠ 0 then ∑𝑛=1 𝑎𝑛 is

𝑛→∞ 𝑛→∞
divergent.
Example
𝑛2
Determine whether ∑∞
𝑛=1 is convergent or divergent.
5𝑛2+4

Solution
We check for:
𝑛2
lim 𝑎𝑛 = lim 2+4
𝑛→∞ 𝑛→∞ 5𝑛
1
= lim 4
𝑛→∞ 5+ 2
𝑛

1
=5≠0

Therefore, the series diverges.


Theorem
If ∑ 𝑎𝑛 and ∑ 𝑏𝑛 are convergent series then so are
i. ∑ 𝑐𝑎𝑛 where c is a constant
ii. ∑(𝑎𝑛 ± 𝑏𝑛 ) = ∑ 𝑎𝑛 ± ∑ 𝑏𝑛
Example
3 1
Find the sum of the series ∑∞
𝑛=1(𝑛(𝑛+1) + 2𝑛 ).

Solution
∞ ∞
3 1
𝑐 = ∑( + ∑ ( 𝑛)
𝑛(𝑛 + 1) 2
𝑛=1 𝑛=1
1 1
=3 ∑∞ ∞
𝑛=1(𝑛(𝑛+1) + ∑𝑛=1(2𝑛 )

1 1 1
= 3∑∞ ∞
𝑛=1(𝑛 − 𝑛+1) + ∑𝑛=1(2𝑛 )

29
1 1 1 1 1 1 1 1 1 1 1 1
But ∑∞
𝑛=1 (𝑛 − 𝑛+1) = (1 − 2) + (2 − 3) + (3 − 4) + ⋯ (𝑛−1 − 𝑛) + (𝑛 − 𝑛+1) = 1 − 𝑛+1

1
lim 𝑆𝑛 = lim (1 − 𝑛+1) = 1
𝑛→∞ 𝑛→∞

1 1 1
And ∑∞
𝑛=1 (2𝑛 ) is a GS with 𝑎 = 2 and 𝑟 = 2

1 1⁄
∴ ∑∞ 2
𝑛=1 (2𝑛 ) = 1−1⁄ = 1
2

3 1
∴ ∑∞
𝑛=1 (𝑛(𝑛+1) + 2𝑛 ) = 3 × 1 + 1 = 4

TEST FOR CONVERGENCE/DIVERGENCE


We shall look at different tests that can be used to determine whether a series is convergent
or divergent.
1. Comparison Test
Suppose 0 ≤ 𝑎𝑛 ≤ 𝑏𝑛 ∀ 𝑛 ∈ ℕ
a. If the series ∑∞
𝑛=1 𝑏𝑛 is convergent, so does ∑𝑛=1 𝑎𝑛 .

b. If the series ∑∞
𝑛=1 𝑎𝑛 is divergent, so does ∑𝑛=1 𝑏𝑛 .

Example
1
Test ∑∞
𝑛=1 for convergence.
𝑛3 +1

Solution
1 1
We know ∀ 𝑛 ≥ 1 we have < 𝑛2
𝑛3 +1
1 1
Since ∑∞
𝑛=1 𝑛2 is convergent then so is ∑𝑛=1 𝑛3 +1

2. Integral Test
Suppose 𝑓 is a continuous positive decreasing function on [1, ∞) and let 𝑎𝑛 = 𝑓(𝑥)
then:

a. ∫1 𝑓(𝑥)𝑑𝑥 is convergent if and only if ∑∞𝑛=1 𝑎𝑛 is convergent.

b. ∫1 𝑓(𝑥)𝑑𝑥 is divergent if and only if ∑∞
𝑛=1 𝑎𝑛 is divergent.
Example
1
Test ∑∞
𝑛=1 2 for convergence.
𝑛 +1
∞ 1 𝑡 1
∫1 𝑥 2 +1 𝑑𝑥=lim ∫1 𝑥 2 +1 𝑑𝑥
𝑡→∞
=lim tan−1 𝑥 |1𝑡
𝑡→∞
𝜋
= lim [tan−1 𝑡 − 4 ]
𝑡→∞

30
𝜋 𝜋
=2 − 4
𝜋
= 4
∴The series converges.
3. Ratio Test
𝑎𝑛+1
Suppose 𝑎𝑛 ≥ 0 and lim =𝐿
𝑛→∞ 𝑎𝑛
a. If 𝐿 < 1 then ∑∞.
𝑛=1 𝑎𝑛 converges.
b. If 𝐿 > 1 then ∞.
∑ 𝑛=1 𝑎𝑛 diverges.
c. If 𝐿 = 1 then it is inconclusive.
NOTE: This is very useful when the series involves factorials.
Example
(2𝑛)!
i. Test ∑∞
𝑛=1 (𝑛!)2 for convergence,

Solution
(2𝑛)! (2𝑛+2)!
𝑎𝑛 = (𝑛!)2 and 𝑎𝑛+1 = [(𝑛+1)!]2
𝑎𝑛+1 (2𝑛+2)!(𝑛!)2
lim = lim [(𝑛+1)!] 2 (2𝑛)!
𝑛→∞ 𝑎𝑛 𝑛→∞
(2𝑛+2)(2𝑛+1)(2𝑛)!(𝑛!)2
= lim
𝑛→∞ (𝑛+1)2 (𝑛!)2 (2𝑛)!
2(2𝑛+1)
= lim =4>1
𝑛→∞ 𝑛+1
Therefore, the series diverges.

4. Root Test
1
Suppose 𝑎𝑛 ≥ 0 and lim 𝑎𝑛 𝑛 = 𝐿 then:
𝑛→∞

a. If 𝐿 < 1 then ∑∞.


𝑛=1 𝑎𝑛 converges.
b. If 𝐿 > 1 then ∑∞.
𝑛=1 𝑎𝑛 diverges.
c. If 𝐿 = 1 the test yields no information.
Example
𝑛
Test for convergence ∑∞
𝑛=1{𝑛2 +1}
𝑛

Solution
1
𝑛
lim 𝑎𝑛 𝑛 = lim =0
𝑛→∞ 𝑛→∞ 𝑛2 +1

Since 0 < 1 then the series converges.


Definition
A series ∑∞.
𝑛=1 𝑎𝑛 such that ∑𝑛=1 |𝑎𝑛 | is convergent is said to be absolutely convergent.
∞.

31
Theorem

If ∑∞.
𝑛=1 |𝑎𝑛 | converges, so does ∑𝑛=1 𝑎𝑛 .(Absolutely convergent series is convergent )
∞.

5. Alternating Series Test


Suppose {𝑎𝑛 } is decreasing, 𝑎𝑛 > 0 and lim 𝑎𝑛 = 0 then ∑∞
𝑛=1(−1)
𝑛+1
𝑎𝑛 is
𝑛→∞
convergent.
Example
(−1)𝑛+1
Is the series ∑∞
𝑛=1 convergent or divergent.
√𝑛
Solution
1
We consider 𝑎𝑛 = >0
√𝑛
1
lim 𝑎𝑛 = lim =0
𝑛→∞ 𝑛→∞ √𝑛

The series is convergent.

POWER SERIES

This is a series of the form ∑∞𝑛=0 𝑐𝑛 𝑥 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 + 𝑐3 𝑥 + ⋯ where 𝑥 is a variable


𝑛 2 3

and 𝑐𝑖 is a constant coefficient.

The sum of the series is a function 𝑓(𝑥) = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + ⋯ + 𝑐𝑛 𝑥 𝑛 + ⋯ whose domain


is a set of all 𝑥 for which the series converge.

If 𝑐𝑛 = 1 ∀ 𝑛 then it becomes a GS ∑∞ 𝑛 2 3 𝑛
𝑛=0 𝑥 = 1 + 𝑥 + 𝑥 + 𝑥 + ⋯ + 𝑥 + ⋯

Which converges for |𝑥| < 1 and diverges for |𝑥| ≥ 1


1
1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ = 1−𝑥 for |𝑥| < 1
i

Replacing 𝑥 by – 𝑥 in equation 𝑖 we get:


1
1 − 𝑥 + 𝑥 2 − 𝑥 3 + ⋯ = 1+𝑥 ii

Integrating we have:

𝑥2 𝑥3 𝑥4
ln(1 + 𝑥) = 𝑥 − + − + ⋯+ 𝑐
2 3 4

When 𝑥 = 0 then 𝑐 = 0 hence:

32
𝑥2 𝑥3 𝑥4
ln(1 + 𝑥) = 𝑥 − + − + ⋯ for |𝑥 ≤ 1| iii
2 3 4

Remark: This series help compute natural logarithm of numbers between 0 and 2.

Replacing 𝑥 by – 𝑥 in iii or integrating i we get:

𝑥2 𝑥3 𝑥4
ln(1 + 𝑥) = −𝑥 − − − − ⋯ for |𝑥| ≤ 1 iv
2 3 4

Subtracting iv from iii we get:

1+𝑥 𝑥3 𝑥5 𝑥7
ln |1−𝑥| = 2 (𝑥 + + + +⋯) v
3 5 7

Example

Compute ln 3

Solution
1+𝑥 1
We need 1−𝑥 = 3 ⟹ 𝑥 = 2

1 1 1 1 1
ln 3 = 2 ( + 3
+ 5
+ 7
+ + ⋯ ) ≈ 1.098
2 3. 2 5. 2 7. 2 9. 29

Now replacing 𝑥 for 𝑥 2 in ii we get:

1
= 1 − 𝑥2 + 𝑥4 − 𝑥6 + 𝑥8 − ⋯
1 + 𝑥2

Integrating both sides we have:

−1
𝑥3 𝑥5 𝑥7 𝑥9
tan 𝑥 = 𝑥 − + − + − ⋯+ 𝑐
3 5 7 9

When 𝑥 = 1 the LHS converges by alternating series test and since tan−1 0 = 0 ⟹ 𝑐 = 0

𝑥3 𝑥5 𝑥7 𝑥9
Then tan−1 𝑥 = 𝑥 − + − + −⋯ −1 < 𝑥 ≤ 1
3 5 7 9

If 𝑥 = 1 we have:

𝜋 1 1 1 1
tan−1 1 = = 1− + − + −⋯+
4 3 5 7 9

33
1 1 1 1
Implying that 𝜋 = 4 (1 − 3 + 5 − 7 + 9 − ⋯ +)

TAYLOR AND MACLAURIN SERIES


Suppose 𝑓 is a function that can be expressed by a power series which converges:
𝑓(𝑥) = 𝑎0 + 𝑎1 (𝑥 − 𝑐) + 𝑎2 (𝑥 − 𝑐)2 + 𝑎3 (𝑥 − 𝑐)3 + ⋯ + 𝑎𝑛 (𝑥 − 𝑐)𝑛
If 𝑥 = 𝑐 then all terms are 0 except the first. Then:
𝑓(𝑐) = 𝑎0
Differentiating the function, we have:
𝑓 ′ (𝑥) = 𝑎1 + 2𝑎2 (𝑥 − 𝑐) + 3𝑎3 (𝑥 − 𝑐)2 + ⋯ + 𝑛𝑎𝑛 (𝑥 − 𝑐)𝑛−1
Substituting 𝑥 = 𝑐 we have:

𝑓 ′ (𝑐) = 𝑎1
𝑓 ′′ (𝑥) = +2𝑎2 + 3.2𝑎3 (𝑥 − 𝑐) + 4.3𝑎4 (𝑥 − 𝑐)2 … + 𝑛(𝑛 − 1)𝑎𝑛 (𝑥 − 𝑐)𝑛−2
Substituting 𝑥 = 𝑐 we have:
𝑓 ′′ (𝑐) = 2𝑎2
𝑓 ′′′ (𝑥) = 3.2𝑎3 + 4.3.2𝑎4 (𝑥 − 𝑐) + 5.4.3𝑎5 (𝑥 − 𝑐)2 + ⋯ + 𝑛(𝑛 − 1)(𝑛 − 2)𝑎𝑛 (𝑥 − 𝑐)𝑛−2
Substituting 𝑥 = 𝑐 we have:
𝑓 ′′′ (𝑐) = 3.2𝑎3
By now we can see the pattern if we continue differentiating and substituting 𝑥 = 𝑐 we
obtain:

𝑓 (𝑛) (𝑐) = 𝑛(𝑛 − 1)(𝑛 − 2) … 4.3.2𝑎𝑛


𝑓 (𝑛) (𝑐)
Solving the equation we have 𝑎𝑛 = .
𝑛!

With this we can rewrite 𝑓(𝑥) as:

′ (𝑐)(𝑥
𝑓 ′′ (𝑐) 2
𝑓 ′′′ (𝑐) 3
𝑓 (𝑛) (𝑐)
𝑓(𝑥) = 𝑓(𝑐) + 𝑓 − 𝑐) + (𝑥 − 𝑐) + (𝑥 − 𝑐) + ⋯ + (𝑥 − 𝑐)𝑛
2! 3! 𝑛!
This is called Taylor series of the function f at 𝒄 ( or about 𝒄 or centered at 𝒄)

Theorem If 𝑓 has a power series representation (expansion) at 𝑐, that is, if

𝑓 (𝑛) (𝑐)
𝑓(𝑥) = ∑∞ 𝑛
𝑛=1 𝑎𝑛 (𝑥 − 𝑐) then its coefficients are given by 𝑎𝑛 = .
34 𝑛!
𝑓 𝑛 (𝑐)
( )
Therefore 𝑓(𝑥) = ∑∞ 𝑛=1 𝑛!
(𝑥 − 𝑐)𝑛
MACLAURIN SERIES
This is a special case of the Taylor series where 𝑐 = 0. So the equation becomes:

′ (0)𝑥
𝑓 ′′ (0) 2 𝑓 ′′′ (0) 3 𝑓 (𝑛) (0) 𝑛
𝑓(𝑥) = 𝑓(0) + 𝑓 + 𝑥 + 𝑥 + ⋯+ 𝑥
2! 3! 𝑛!
𝑓 (𝑛) (0)
That is 𝑓(𝑥) = ∑∞
𝑛=1 𝑥𝑛
𝑛!

Example
a. Find the Maclaurin series for sin 𝑥.
Solution
𝑓(0) = 0
′ (𝑥)
𝑓 = cos 𝑥 ⟹ 𝑓 ′ (0) = 1
𝑓 ′′ (𝑥) = − sin 𝑥 ⟹ 𝑓 ′′ (0) = 0
𝑓 ′′ (𝑥) = − cos 𝑥 ⟹ 𝑓 ′′ (0) = −1
𝑥3 𝑥5 𝑥7 𝑥9
∴ sin 𝑥 = 𝑥 − + − + − ⋯
3! 5! 7! 9!
Using Ratio test this converges.

b. If we do the same for cos 𝑥 we will get:

𝑥2 𝑥4 𝑥6 𝑥8
cos 𝑥 = 1 − + − + −⋯
2! 4! 6! 8!
1
c. Find the approximation to ∫0 sin 𝑥 2 𝑑𝑥 using 3 non-zero terms of a suitable series.
Solution
Recall:
𝑥3 𝑥5 𝑥7 𝑥9
sin 𝑥 = 𝑥 − + − + −⋯
3! 5! 7! 9!
1 1
𝑥 6 𝑥10
∫ sin 𝑥 2 𝑑𝑥 ≈ ∫ 𝑥 2 − + 𝑑𝑥
3! 5!
0 0
𝑥3 𝑥7 𝑥 11
= 3 − 3!.7 + 5!.11 |10
1 1 1
=3 − 3!.7 + 5!.11
=0.310281385
d. Use McLaurin series to write 𝑒 and 𝑒 𝑥 −𝑥
as a polynomial.
Solution

35
For 𝑒 𝑥 all derivatives𝑓 (𝑛) (0) = 1

𝑥
𝑥2 𝑥3 𝑥4 𝑥5
𝑒 = 1+𝑥+ + + + +⋯
2! 3! 4! 5!
For 𝑒 −𝑥 we just replace 𝑥 by – 𝑥 in that equation

𝑥2 𝑥3 𝑥4 𝑥5
𝑒 −𝑥 = 1 − 𝑥 + − + − +⋯
2! 3! 4! 5!

FOURIER SERIES
Fourier series provides a method of analyzing periodic functions into their constituent
components.
Recall: Periodic functions are all functions of the form 𝑓(𝑥 + 𝑝) = 𝑓(𝑥) ∀ 𝑥 , where 𝑝 its
graph has periodic repetition on an interval length 𝑝.is some positive number. 𝑝 is the
interval between two successive repetitions and is called the period of the function 𝑓(𝑥).
For example the graph of 𝑦 = cos 𝑥 is periodic with period 2𝜋 since cos 𝑥 = cos(𝑥 +
2𝜋)=cos(𝑥 + 4𝜋) and so on. In general if 𝑦 = cos 𝜔𝑥 then the period is of the waveform
is 2𝜋/𝜔

Any constant 𝑎0 is periodic with any period. ie for a constant function 𝑓(𝑥) = 𝑎0 then
𝑓(𝑥 + 𝑝) = 𝑓(𝑥) = 𝑎0 for any period 𝑝.
Here we wish to represent functions 𝑓(𝑥) of period 2𝜋 for instance 𝑎0 , sin 𝑥, cos 𝑥, sin 2𝑥,
cos 2𝑥,…, sin 𝑛𝑥, cos 𝑛𝑥.
Definition
Fourier series are a special trigonometric series of the form:
𝑓(𝑥) = 𝑎0 + 𝑎1 cos 𝑥 + 𝑏1 sin 𝑥 + 𝑎2 cos 2𝑥 + 𝑏2 sin 2𝑥 + ⋯ + 𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥
Or 𝑓(𝑥) = 𝑎0 + ∑∞
𝑛=1(𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥) *
Suppose * is multiplied by cos 𝑚𝑥 and integrated on [−𝜋, 𝜋]
36

𝑓(𝑥) cos 𝑚𝑥 = 𝑎0 cos 𝑚𝑥 + [∑(𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥)] cos 𝑚𝑥


𝑛=1
𝜋 𝜋 𝜋
∫−𝜋 𝑓(𝑥) cos 𝑚𝑥 𝑑𝑥 = 𝑎0 ∫−𝜋 cos 𝑚𝑥 𝑑𝑥 + ∑∞
𝑛=1 𝑎𝑛 ∫−𝜋 cos 𝑛𝑥 cos 𝑚𝑥 𝑑𝑥 +
𝜋
∑∞
𝑛=1 𝑏𝑛 ∫−𝜋 sin 𝑛𝑥 cos 𝑚𝑥 𝑑𝑥

Since sin 𝑥 is odd and cos 𝑥 is even function


𝜋 𝜋 𝜋
∫−𝜋 sin 𝑥 𝑑𝑥 = 0 and ∫−𝜋 cos 𝑥 𝑑𝑥 = 2 ∫0 cos 𝑥 𝑑𝑥
𝜋 sin 𝑚𝑥 𝜋 𝜋
∫−𝜋 cos 𝑚𝑥 𝑑𝑥 = |−𝜋 =0 and ∫−𝜋 sin 𝑛𝑥 cos 𝑚𝑥 𝑑𝑥 = 0 since 𝑒𝑣𝑒𝑛 × 𝑒𝑣𝑒𝑛 = 𝑒𝑣𝑒𝑛
𝑚

𝑜𝑑𝑑 × 𝑒𝑣𝑒𝑛 = 𝑜𝑑𝑑


𝑜𝑑𝑑 × 𝑜𝑑𝑑 =
𝑒𝑣𝑒𝑛
𝜋 𝜋
1
∫ cos 𝑛𝑥 cos 𝑚𝑥 𝑑𝑥 = ∫[cos( 𝑛 − 𝑚)𝑥 + cos(𝑛 + 𝑚)𝑥]𝑑𝑥
2
−𝜋 −𝜋

1 sin(𝑛−𝑚)𝑥 sin(𝑛+𝑚)𝑥 𝜋
=2 [ + |−𝜋 ] 0 𝑛≠𝑚
𝑛−𝑚 𝑛+𝑚

If 𝑛 = 𝑚, then:
𝜋 𝜋

∫ cos 𝑛𝑥 cos 𝑚𝑥 𝑑𝑥 = ∫ cos2 𝑛𝑥 𝑑𝑥


−𝜋 −𝜋
1 𝜋
= ∫ (1 + cos 2𝑛𝑥)𝑑𝑥
2 −𝜋

0
1 1 𝜋
= 2 𝑥|𝜋−𝜋 + 2 ∫−𝜋 cos 2𝑛𝑥 𝑑𝑥

=𝜋
𝜋
∴ ∫−𝜋 𝑓(𝑥) cos 𝑚𝑥 𝑑𝑥 = ∑∞
𝑛=1 𝑎𝑛 𝜋 (𝑛 = 𝑚)
𝜋 0 𝑛≠𝑚
∴ ∫−𝜋 𝑓(𝑥) cos 𝑛𝑥 𝑑𝑥 = {
𝜋 𝑛=𝑚
𝜋
⟹ ∫−𝜋 𝑓(𝑥) cos 𝑛𝑥 𝑑𝑥 = 𝑎𝑛 𝜋

𝜋
1
𝑎𝑛 = ∫ 𝑓(𝑥) cos 𝑛𝑥 𝑑𝑥
𝜋
−𝜋

37
Similarly, multiplying * by sin 𝑚𝑥 and integrating on [-𝜋, 𝜋] we get:

𝜋
1
𝑏𝑛 = ∫ 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥
𝜋
−𝜋

It can also be shown that:

𝜋
1
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
2𝜋
−𝜋

FOURIER SERIES & FOURIER COEFFICIENT


Let 𝑓 be an integrable function on [−𝜋, 𝜋] and let the numbers be 𝑎𝑛 = 0, 1, 2, … and 𝑏𝑛 =
1,2, …

1 𝜋
𝑎𝑛 = 𝜋 ∫−𝜋 𝑓(𝑥) cos 𝑛𝑥 𝑑𝑥
1 𝜋
𝑏𝑛 = ∫−𝜋 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥
𝜋
𝜋
1
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
2𝜋
−𝜋

The numbers 𝑎𝑛 and 𝑏𝑛 are called Fourier coefficients of 𝑓 on [−𝜋, 𝜋], whose Fourier series
is given by:
𝑓(𝑥) = 𝑎0 + ∑∞
𝑛=1(𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥)

Example
a. Find the Fourier series for 𝑔(𝑥) = 𝑥 on [−𝜋, 𝜋]
𝜋 𝜋
1 1
𝑎𝑛 = ∫ 𝑔(𝑥) cos 𝑛𝑥 𝑑𝑥 = ∫ 𝑥 cos 𝑛𝑥 𝑑𝑥 = 0
𝜋 𝜋
−𝜋 −𝜋

𝜋 𝜋
1 1
𝑎0 = ∫ 𝑔(𝑥)𝑑𝑥 = ∫ 𝑥 𝑑𝑥 = 0
2𝜋 2𝜋
−𝜋 −𝜋

38
𝜋 𝜋
1 1
𝑏𝑛 = ∫ 𝑔(𝑥) sin 𝑛𝑥 𝑑𝑥 = ∫ 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋 𝜋
−𝜋 −𝜋
2 𝜋
= ∫0 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋

2 −𝑥 cos 𝑛𝑥 cos 𝑛𝑥
= [ +∫ 𝑑𝑥 |𝜋0 ]
𝜋 𝑛 𝑛

2 −𝜋 cos 𝑛𝜋
= [ + 0]
𝜋 𝑛
−2 cos 𝑛𝜋
= 𝑛

2(−1)(−1)𝑛
= since cos 𝑛𝜋 = −1𝑛
𝑛

2(1)𝑛+1
= 𝑛

Therefore the Fourier series for 𝑔(𝑥) = 𝑥 is:


𝑔(𝑥) = 𝑎0 + ∑(𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥)


𝑛=1

2(−1)𝑛+1
= ∑∞
𝑛=1 sin 𝑛𝑥
𝑛
1 1 1
= 2[sin 𝑥 − 2 sin 2𝑥 + 3 sin 3𝑥 − 4 sin 4𝑥 + ⋯ ]

b. Find the Fourier series for 𝑔(𝑥) = −𝑥 + 2 on [−𝜋, 𝜋]


Solution
𝜋
1
𝑎0 = ∫(−𝑥 + 2)𝑑𝑥
2𝜋
−𝜋
1 −𝑥 2
= [ + 2𝑥] |𝜋−𝜋
2𝜋 2
=2
1 𝜋
𝑎𝑛 = 𝜋 ∫−𝜋(−𝑥 + 2) cos 𝑛𝑥 𝑑𝑥 = 0
1 𝜋
𝑏𝑛 = 𝜋 ∫−𝜋(−𝑥 + 2) sin 𝑛𝑥 𝑑𝑥
1 𝜋 𝜋
= 𝜋 [∫−𝜋 −𝑥 sin 𝑛𝑥 𝑑𝑥 + 2 ∫−𝜋 sin 𝑛𝑥 𝑑𝑥]

𝜋
= −2
[∫0 𝑥 sin 𝑛𝑥 𝑑𝑥 + 2(0)]
𝜋
2(−1)𝑛+1
= (-1)[ ]
𝑛
2(−1)𝑛+2
= 𝑛

39
The Fourier series is:

𝑔(𝑥) = 𝑎0 + ∑(𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥)


𝑛=1

2(−1)𝑛+2
= 2 + ∑∞
𝑛=1 sin 𝑛𝑥
𝑛

(−1)𝑛+2
= 2 + 2 ∑∞
𝑛=1 sin 𝑛𝑥
𝑛

c. Compute the Fourier series of 𝑓(𝑥) = 3𝑥 on [−𝜋, 𝜋]


Solution
𝜋
1
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
2𝜋
−𝜋
1 𝜋
= ∫ 3𝑥𝑑𝑥 =0
2𝜋 −𝜋
𝜋
1
𝑎𝑛 = ∫ 3𝑥 cos 𝑥 𝑑𝑥
𝜋
−𝜋
3 𝜋
= 𝜋 ∫−𝜋 𝑥 cos 𝑥 𝑑𝑥 = 0
𝜋
1
𝑏𝑛 = ∫ 3𝑥 sin 𝑥 𝑑𝑥
𝜋
−𝜋
6 𝜋
= 𝜋 ∫0 𝑥 sin 𝑥 𝑑𝑥
6(−1)𝑛+1
= 𝑛
Therefore, the Fourier series is:

𝑓(𝑥) = 𝑎0 + ∑(𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥)


𝑛=1
(−1)𝑛+1
= 6 ∑∞
𝑛=1 sin 𝑛𝑥
𝑛

FOURIER SERIES ON [−𝑳, 𝑳]

We can also compute Fourier series of functions on any other interval about the
point zero.
Definition
Let 𝑓 be an integrable function on [−𝐿, 𝐿] 𝐿 ∈ ℝ. Let the numbers 𝑎𝑛 = 0, 1, 2, 3, …
and 𝑏𝑛 = 1, 2, 3, … be defined as follows:

40
𝐿
1 𝑛𝜋𝑥
𝑎𝑛 = ∫ 𝑓(𝑥) cos 𝑑𝑥
𝐿 𝐿
−𝐿
𝐿
1 𝑛𝜋𝑥
𝑏𝑛 = ∫ 𝑓(𝑥) sin 𝑑𝑥
𝐿 𝐿
−𝐿
𝐿
1
𝑎0 = ∫ 𝑓(𝑥) 𝑑𝑥
2𝐿
−𝐿
The numbers 𝑎𝑛 and 𝑏𝑛 are called Fourier coefficients and the Fourier series is given
by:

𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓(𝑥) = 𝑎0 + ∑(𝑎𝑛 cos + 𝑏𝑛 sin )
𝐿 𝐿
𝑛=1

Example
a. A telecommunications signal is defined by 𝑓(𝑥) = 𝑥 2 over the interval −1 < 𝑥 < 1
( i.e periodic with period 2).

i) Sketch the signal waveform over the interval −3 < 𝑥 < 3

ii) Show that the Fourier series of the signal waveform is given by:


1 4
𝑓(𝑥) = + ∑ 2 2 (−1)𝑛 cos 𝑛𝜋𝑥
3 𝑛 𝜋
𝑛=1

Solution
1 1 1
𝑎0 = 2(1) ∫−1 𝑥 2 𝑑𝑥 = 3

41
1 1 𝑛𝜋𝑥
𝑎𝑛 = ∫ 𝑥 2 cos
1 −1 1
𝑑𝑥
1
= ∫0 𝑥 2 cos 𝑛𝜋𝑥 𝑑𝑥
𝑥 2 sin 𝑛𝜋𝑥 2𝑥 sin 𝑛𝜋𝑥
= 2[ −∫ 𝑑𝑥 |10 ]
𝑛𝜋 𝑛𝜋
2
= 2[0 − 𝑛𝜋 ∫ 𝑥 sin 𝑛𝜋𝑥 𝑑𝑥𝜋 |10 ]
−4 1
= 𝑛𝜋 ∫0 𝑥 sin 𝑛𝜋𝑥 𝑑𝑥
−4 −𝑥 cos 𝑛𝜋𝑥 cos 𝑛𝜋𝑥
= 𝑛𝜋 [ +∫ 𝑑𝑥|10 ]
𝑛𝜋 𝑛𝜋
−4 − cos 𝑛𝜋
= 𝑛𝜋 [ ]
𝑛𝜋
4
= (−1)𝑛
𝑛2 𝜋 2
1 1 𝑛𝜋𝑥
𝑏𝑛 = 1 ∫−1 𝑥 2 sin 𝑑𝑥=0
1

Therefore, the Fourier Series is:



1 4
𝑓(𝑥) = + ∑ 2 2 (−1)𝑛 cos 𝑛𝜋𝑥
3 𝑛 𝜋
𝑛=1

a. Compute the Fourier series for 𝑓(𝑥) = 𝑥 on [−2, 2].


Solution
2
1
𝑎0 = ∫ 𝑥 𝑑𝑥 = 0
4
−2

2
1 𝑛𝜋𝑥
𝑎𝑛 = ∫ 𝑥 cos( ) 𝑑𝑥 = 0
2 2
−2

2
1 𝑛𝜋𝑥
𝑎𝑏 = ∫ 𝑥 sin( ) 𝑑𝑥
2 2
−2

2
𝑛𝜋𝑥
= ∫ 𝑥 sin ( ) 𝑑𝑥
2
0

𝑛𝜋𝑥 2 2
= −𝑥 cos ( )× − ∫ cos 𝑛𝜋𝑥 𝑑𝑥|20
2 𝑛𝜋 𝑛𝜋

42
𝑛𝜋𝑥 2
= −𝑥 cos ( ) × 𝑛𝜋 |20 − 0
2

−4 cos 𝑛𝜋
=
𝑛𝜋
4 (−1)𝑛+1
=
𝑛𝜋

4 𝑛𝜋𝑥
∴ 𝑓(𝑥) = ∑ [ (−1)𝑛+1 sin ( )]
𝑛𝜋 2
𝑛=1

FOURIER SERIES OF EVEN AND ODD FUNCTIONS


Last year we learnt that an even function is a function which is in such a way that
𝑓(−𝑥) = 𝑓(𝑥) and an odd function is in such a way that (−𝑥) = −𝑓(𝑥).
𝐿 𝐿
We also went on to learn that for every even function∫−𝐿 𝑓(𝑥)𝑑𝑥 = 2 ∫0 𝑓(𝑥)𝑑𝑥 and for
𝐿
an odd function ∫−𝐿 𝑓(𝑥)𝑑𝑥 = 0.

It is also worth noting that 𝑜𝑑𝑑 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 × 𝑒𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 = 𝑜𝑑𝑑 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛

𝑜𝑑𝑑 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 × 𝑜𝑑𝑑 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 = 𝑒𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 and 𝑒𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 × 𝑒𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 =
𝑒𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 irrespective of order.

The above statement means that if 𝑓(𝑥) is odd so is 𝑓(𝑥) cos 𝑛𝑥 and therefore
𝐿 𝐿
∫−𝐿 𝑓(𝑥)𝑑𝑥 = ∫−𝐿 𝑓(𝑥) cos 𝑛𝑥 𝑑𝑥 = 0 meaning 𝑎𝑛 = 0 ∀𝑛 and that if 𝑓(𝑥) is even then
𝐿
𝑓(𝑥) sin 𝑛𝑥 is odd and therefore ∫−𝐿 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥 = 0 ∀𝑛.

Definition: Let 𝑓 be defined on [-L, L] and let the Fourier series of 𝑓 be defined as

𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓(𝑥) = 𝑎0 + ∑(𝑎𝑛 cos + 𝑏𝑛 sin )
𝐿 𝐿
𝑛=1

If 𝑓 is even then 𝑏𝑛 = 0 , 𝑛 = 1,2,3, …and we have a Fourier Cosine series given by



𝑛𝜋𝑥
𝑓(𝑥) = 𝑎0 + ∑ [𝑎𝑛 cos ( )]
𝐿
𝑛=1

If 𝑓 is odd then 𝑎𝑛 = 0 , 𝑛 = 0,1,2,3, … and we have a Fourier Sine series given by



𝑛𝜋𝑥
𝑓(𝑥) = ∑ [𝑏𝑛 sin ( )]
𝐿
𝑛=1

43
Example

a. Compute the Fourier series for 𝑔(𝑥) = |𝑥| on the interval [𝜋, 𝜋]

Solution

𝑔(𝑥) = |𝑥| is even, hence 𝑏𝑛 = 0


𝜋
1 𝜋 1 𝜋 1 𝑥2 𝜋
𝑎0 = ∫ |𝑥|𝑑𝑥 = ∫ 𝑥 𝑑𝑥 = [ ] =
2𝜋 −𝜋 𝜋 0 𝜋 2 0 2

1 𝜋 2 𝜋 𝑥, 𝑥>0
𝑎𝑛 = ∫−𝜋|𝑥| cos 𝑛𝑥 𝑑𝑥 = ∫ 𝑥 cos 𝑛𝑥 𝑑𝑥 since |𝑥| = {
𝜋 𝜋 0 −𝑥, 𝑥 < 0

2 𝑥 sin 𝑛𝑥 sin 𝑛𝑥 𝜋
= 𝜋[ −∫ 𝑑𝑥]
𝑛 𝑛 0

2 sin 𝑛𝑥 𝜋 2 cos 𝑛𝑥 𝜋
= 𝜋 [0 − ∫ 𝑑𝑥] = 𝜋 [ ]
𝑛 0 𝑛2 0

2
= 𝑛2 𝜋 [cos 𝑛𝜋 − cos 0]

2
= [(−1)𝑛 − 1]
𝑛2 𝜋

The Fourier cosine is:



𝜋 2
𝑔(𝑥) = + ∑ { 2 [(−1)𝑛 − 1] cos 𝑛𝜋}
2 𝑛 𝜋
𝑛=1

2(−1)𝑛+1
b. Show that 𝑥 = ∑∞
𝑛=1 [ sin 𝑛𝑥] on the interval [-𝜋, 𝜋].
𝑛

Solution :

𝑓(𝑥) = 𝑥 (odd) hence 𝑎0 = 0 and 𝑎𝑛 = 0

1 𝜋 2 −𝑥 cos 𝑛𝑥 cos 𝑛𝑥 𝜋
𝑏𝑛 = 𝜋 ∫−𝜋 𝑥 sin 𝑛𝑥 𝑑𝑥=𝜋 [ +∫ 𝑑𝑥]
𝑛 𝑛 0

2 −𝑥 cos 𝑛𝑥 𝜋
=𝜋 [ + 0]
𝑛 0

−2 cos 𝑛𝑥
= 𝑛

44
2(−1)𝑛+1
= 𝑛

2(−1)𝑛+1
∴ 𝑥 = ∑∞
𝑛=1 [ sin 𝑛𝑥]
𝑛

HALF- RANGE FOURIER SERIES

So far we have only considered Fourier series with an interval [-L, L], this is called a full
range Fourier series, the half-range Fourier series is the one defined on the interval [0, L].

Definition: Let g be defined on [0, L], the half-range cosine series of g on [0, L] is given
by:
𝑛𝜋𝑥 1 𝐿
𝒈(𝒙) = 𝑎0 + ∑∞
𝑛=1 { 𝑎𝑛 cos ( )} where 𝑎0 = 𝐿 ∫0 𝑔(𝑥) 𝑑𝑥 and 𝑎𝑛 =
𝐿
2 𝐿 𝑛𝜋𝑥
∫ 𝑔(𝑥) cos ( 𝐿 ) 𝑑𝑥 . On the other hand , half-range Fourier sine series of g on
𝐿 0
𝑛𝜋𝑥
[0, l] is given by 𝒈(𝒙) = ∑∞
𝑛=1 { 𝑏𝑛 sin ( )} ,where 𝑏𝑛 =
𝐿
2 𝐿 𝑛𝜋𝑥
∫ 𝑔(𝑥)sin ( 𝐿 )
𝐿 0
𝑑𝑥, 𝑛 = 1,2,3 …

Example
Find the half-range cosine and sine series of 𝑔(𝑥) = 𝑥 on [0,3].
a. Cosine series
𝑛𝜋𝑥
𝑔(𝒙) = 𝑎0 + ∑∞
𝑛=1 { 𝑎𝑛 cos ( )}
3
3 3
1 1 𝑥2 3
𝑎0 = ∫ 𝑥 𝑑𝑥 = [ ] =
3 3 2 0 2
0

3 𝑛𝜋𝑥 𝑛𝜋𝑥 3
2 𝑛𝜋𝑥 2 3𝑥 sin ( ) 3 sin ( )
𝑎𝑛 = ∫ 𝑥 cos ( ) 𝑑𝑥 = [ 3 −∫ 3 𝑑𝑥]
3 3 3 𝑛𝜋 𝑛𝜋
0 0

𝑛𝜋𝑥 3
2 3 sin( )
3
= 3 [0 − ∫ 𝑑𝑥]
𝑛𝜋
0

𝑛𝜋𝑥 3
2 3 3 COS( )
3
= 3 [𝑛𝜋 ( )]
𝑛𝜋
0

6 𝑛𝜋𝑥 3
=𝑛2 𝜋2 [ COS ( )]
3 0

45
6
= 𝑛2 𝜋2 [ cos 𝑛𝜋 − cos 0]
6
= [ (−1)𝑛 − 1]
𝑛2 𝜋 2

3 6 𝑛𝜋𝑥
The half-range cosine series is 𝒈(𝒙) = 2 + ∑∞
𝑛=1 { [ (−1)𝑛 − 1]cos ( )}
𝑛2 𝜋 2 3

b. Sine series
𝑛𝜋𝑥
𝒈(𝒙) = ∑∞
𝑛=1 { 𝑏𝑛 sin ( )}
3

3 𝑛𝜋𝑥 𝑛𝜋𝑥 3
2 𝑛𝜋𝑥 2 −3𝑥 cos ( ) 3 cos ( )
𝒃𝒏= ∫ 𝑥sin ( ) 𝑑𝑥 = [ 3 +∫ 3 𝑑𝑥]
3 3 3 𝑛𝜋 𝑛𝜋
0 0

𝑛𝜋𝑥 3
2 −3𝑥 cos( 3 )
= [ + 0]
3 𝑛𝜋
0

𝑛𝜋𝑥 3
2 −3𝑥 cos ( 3 )
= [ ]
3 𝑛𝜋
0

2
= [−3cos 𝑛𝜋 + 0]
𝑛𝜋
−6
= (−1)𝑛
𝑛𝜋
6
= (−1)𝑛+1
𝑛𝜋
The half-range sine series is;

6 𝑛𝜋𝑥
𝒈(𝒙) = ∑ { (−1)𝑛+1 sin ( )}
𝑛𝜋 3
𝑛=1

Activity 2

Compute the Fourier series of the following functions:

46
Unit 3

Functions of Several Variables

Introduction

In this unit we are going to look at graphs of functions with several variables called the
quadric surfaces. These are very beautiful graphs that are drawn in 3 dimension. We will
also move on to look at the graphs of equations defined by an independent parameter
called parametric equations and then we will look at the equations of graphs that are
defined in another coordinate called the polar coordinate apart from the Cartesian
coordinate which we know well, we will relate the Cartesian coordinate to the polar
coordinate by converting from one to another. We will also look at other coordinates
like the cylindrical and spherical coordinates.

Objectives
By the end of this unit you should be able to:
 Define cylinders
 Sketch the graph of cylindrical surfaces
 Use traces to identify surfaces
 Use traces to sketch surfaces
 Sketch parametric equations
 Convert coordinates from polar to rectangular or rectangular to polar
 Convert coordinates from rectangular to cylindrical or spherical
 Sketch polar equations

Key Terms
During the course of this unit, you will find the following key words or phrases.
Watch out for these and make sure that you understand what they mean and
how they are used in the unit.
Cylinders
Trace
Quadric surface
Parametric equation
Parameter
Polar coordinate
Cylindrical coordinate
Spherical coordinate

47
Cylinders and Quadric surfaces

Cylinders

A cylinder is a surface that consists of all lines (called rulings) that are parallel to a given
line and pass through a given plane curve.

Example

a. Sketch the graph of the surface 𝑧 = 𝑥 3 .

Solution

We notice that the equation 𝑧 = 𝑥 3 does not involve y meaning any vertical plane with
equation y=k intersect the graph. Here the rulings of the cylinder are parallel to the y-
axis.

b. Sketch the graph of 𝑧 = 𝑥 2 .


Solution

48
To get this we take the parabola 𝑧 = 𝑥 2 in the xz plane and moving it in the
direction of y-axis.

𝑧 = 𝑥2
c. Identify and sketch the surfaces.
i) 𝑥2 + 𝑦2 = 1 ii) 𝑦 2 + 𝑧 2 = 1
In i) since z is missing the circle radius 1 is parallel to the z-axis the rulings
are the vertical line.

In ii) x is missing and the surface is a circular cylinder whose axis is the x-
axis. It is obtained by taking the circle 𝑦 2 + 𝑧 2 = 1 in the yz plane and
moving it parallel to the x-axis.

Traces

49
The traces of a surface are the cross-sections created when the surface intersects a plane
parallel to one of the coordinate planes.

The 𝑥𝑦 trace is found by setting 𝑧 = 0.

The 𝑦𝑧 trace is found by setting 𝑥 = 0.

The 𝑥𝑧 trace is found by setting 𝑦 = 0.

Quadric Surfaces

A quadric surface is the graph of a second- degree equation in three variables x, y and z.
The most general equation is 𝐴𝑥 2 + 𝐵𝑦 2 + 𝐶𝑧 2 + 𝐷𝑥𝑦 + 𝐸𝑦𝑧 + 𝐹𝑥𝑧 + 𝐺𝑥 + 𝐻𝑦 + 𝐼𝑧 + 𝐽 =
0. Where A, B, C, …, J are constants, but by translation and rotation it can be brought
into one of the two standard forms.

𝐴𝑥 2 + 𝐵𝑦 2 + 𝐶𝑧 2 + 𝐽 = 0 or 𝐴𝑥 2 + 𝐵𝑦 2 + 𝐼𝑧 = 0

Types of Surfaces

There are different types of quadric surfaces namely:

𝑥2 𝑦2 𝑧2
Ellipsoid whose general formula is + 𝑏2 + 𝑐 2 = 1
𝑎2

𝑥2 𝑦2 𝑧2
Hyperboloid of one sheet whose general formula + 𝑏2 − 𝑐 2 = 1
𝑎2

𝑥2 𝑦2 𝑧2
Hyperboloid of two sheets whose general formula − 𝑎2 − 𝑏2 + 𝑐 2 = 1

50
𝑥2 𝑦2
Elliptic paraboloid whose general formula is + 𝑏2 = 2𝑐𝑧
𝑎2

𝑥2 𝑦2
Hyperbolic paraboloid whose general formula is − 𝑏2 = 2𝑐𝑧
𝑎2

𝑥2 𝑦2 𝑧2
Cone whose general formula is − 𝑏2 = 𝑐 2
𝑎2

Example

51
Use traces to sketch the quadric surface with equation

2
𝑦2 𝑧2
𝑥 + + =1
9 4

Solution

𝑦 2⁄
Substituting z=0 we find the trace in the xy plane is 𝑥 2 + 9 = 1 an equation of ellipse

𝑦 2⁄ 𝑘2
𝑥2 + 9 = 1- 4 z=k which is an ellipse provided 𝑘 2 < 4

Similarly, the vertical traces parallel to the yz- and xz-planes are also ellipses

𝑦2 𝑧2
+ = 1 − 𝑘2 x=k which is an ellipse provided 𝑘 2 < 1
9 4

𝑧2 𝑘2
𝑥2 + =1− y=k which is an ellipse provided 𝑘 2 < 9
4 9

Example

Identify and sketch the surface 4𝑥 2 − 𝑦 2 + 2𝑧 2 + 4 = 0.

Solution

Dividing by -4, we first put the equation in standard form

𝒚𝟐 𝒛 𝟐
−𝒙𝟐 + − =𝟏
𝟒 𝟐

This is a hyperboloid of two sheets the only difference is that the axis of the hyperboloid
is the y-axis. The traces in the xy- and yz-planes are the hyperbolas

𝑦2 𝑦2 𝑧2
−𝑥 2 + 4
=1 𝑧 = 0 and 4
− 2
=1 𝑥=0

52
The surface has no trace in the xz-plane. The sketch is as follows

Activity 3a

1. Describe and sketch the surface.


a. 𝑦 2 + 4𝑧 2 = 4
b. 𝑧 = 1 − 𝑦 2
2. Use traces to sketch and identify the surface
a. 𝑥 2 = 𝑦 2 + 4𝑧 2
b. 9𝑦 2 + 4𝑧 2 = 𝑥 2 + 36
𝑥2 𝑦2 𝑧2
c. + 25 + =1
9 4
3. Match the equation with its graph (I-IV)
a. 𝑥 2 + 4𝑦 2 + 9𝑧 2 = 1
b. 9𝑥 2 + 4𝑦 2 + 𝑧 2 = 1
c. 𝑥 2 − 𝑦 2 + 𝑧 2 = 1
d. −𝑥 2 + 𝑦 2 − 𝑧 2 = 1
e. 𝑦 = 2𝑥 2 + 𝑧 2
f. 𝑦 2 = 𝑥 2 + 2𝑧 2
g. 𝑥 2 + 2𝑧 = 1
h. 𝑦 = 𝑥 2 − 𝑧 2

53
Parametric Equations

A parametric equation is an equation of 𝑥 and 𝑦 where both are defined by a third


variable( called a parameter) that is 𝑥 = 𝑓(𝑡) and 𝑦 = 𝑔(𝑡).

The parametric curve is given by the coordinates (𝑥, 𝑦) = (𝑓(𝑡), 𝑔(𝑡)).

Example

a. Sketch and identify the curve defined by the parametric equations

𝑥 = 𝑡 2 − 2𝑡 and 𝑦 = 𝑡 + 1

Solution

The table below shows the values of 𝑥 and 𝑦 for −2 ≤ 𝑡 ≤ 4

b. What curve is represented by the following pair of parametric equations.

𝑥 = cos 𝑡 and 𝑦 = sin 𝑡 0 ≤ 𝑡 ≤ 2𝜋

Solution

54
We can also find the curve by eliminating the parameter t by having an equation of x
and y only.

Squaring x and y we have 𝑥 2 + 𝑦 2 = cos2 𝑡 + sin2 𝑡 = 1 hence this is the equation of a


circle 𝑥 2 + 𝑦 2 = 1 (center origin and radius 1)

Activity 3b

1. Sketch the curve by using the parametric equations to plot points. Indicate with an
arrow the direction in which the curve traced as t increases.
1
a. 𝑥 = 2𝑡 − 1, 𝑦 = 2 𝑡 + 1
b. 𝑥 = 3𝑡 + 2, 𝑦 = 2𝑡 + 3
c. 𝑥 = 𝑡 2 − 3, 𝑦 = 𝑡 + 2, − 3 ≤ 𝑡 ≤ 3
d. 𝑥 = sin 𝑡 , 𝑦 = 1 − cos 𝑡, 0 ≤ 𝑡 ≤ 2𝜋
2. Eliminate the parameter to find a Cartesian equation of the curve and sketch it.
1 1
a. 𝑥 = sin 2 𝜃, 𝑦 = cos 2 𝜃, −𝜋 ≤𝜃 ≤𝜋
1
b. 𝑥 = 2 cos 𝜃, 𝑦 = 2 sin 𝜃, 0≤𝜃≤𝜋
𝜋
c. 𝑥 = sin 𝑡, 𝑦 = csc 𝑡, 0≤𝜃≤ 2
d. 𝑥 = 𝑡 2 , 𝑦 = ln 𝑡
e. 𝑥 = 𝑒 2𝑡 , 𝑦 =𝑡+1
f. 𝑥 = 𝑒 𝑡 , 𝑦 = 𝑒 −2𝑡

Polar Coordinates

So far we have been using the rectangular coordinates (Cartesian plane) which consisted
of:

 horizontal and vertical grids/lines.


 perpendicular reference lines called the axes (x-axis and y-axis).
 any point was described by the intersection of the vertical and horizontal line.

55
In polar coordinates we have a series of circles emanating from a point O, called the
pole, and straight lines called rays emanating from O.

The reference line is the polar axis. Any point P is described by the directed distance r
from the pole and angle 𝜃 whose initial side is the polar axis and terminal side is the ray
OP.

In polar coordinate system we adopt the following:

a. all angles 𝜃 > 0 are measured anticlockwise from the polar axis, while 𝜃 < 0 are
measured clockwise from the polar axis.
b. to graph the point (𝑟, 𝜃), 𝑟 > 0 we measure |𝑟| along the ray 𝜃
c. to graph the point (−𝑟, 𝜃), −𝑟 < 0 we measure |𝑟| along the ray 𝜃 + 𝜋

d. the coordinate of the pole is (0, 𝜃) for any 𝜃.

Example

Plot the points with the following polar coordinates:


5𝜋 𝜋 𝜋
a. (3, ) b. (2, − 4 ) c. (3, 0) d. (−2, 4 )
3
Solution
The figure below shows the points.

56
Example 2
𝜋 9𝜋 −7𝜋
One point can have many polar coordinates for example 4 , , all have the
4 4
𝜋 9𝜋 −7𝜋
same terminal side so (2, ) , (2, ) and (2, )are coordinates of the same point.
4 4 4
𝜋 5𝜋
The point so (2, 4 ) can also be represented by so (−2, )
4

Conversion from Polar Coordinate to rectangular Coordinates


Sometimes we need to convert coordinates or equations from polar to rectangular
or vice versa. To do this we need to recall that the origin in rectangular
coordinate is the pole in polar coordinate and that the x-axis in rectangular
coordinate is the polar axis.
Theorem
If p is the point with polar coordinate (𝑟, 𝜃), the rectangular coordinates (𝑥, 𝑦)
of p are given by 𝑥 = 𝑟 cos 𝜃, and 𝑦 = 𝑟 sin 𝜃.
Example
1. Find the rectangular coordinates of the points with the following polar
coordinates.
𝜋 𝜋
a. (6, 6 ) b. (−4, − 4 )
Solution
𝜋 𝜋
a. 𝑥 = 𝑟 cos 𝜃 → 𝑥 = 6 cos 6 = 3√3 and 𝑦 = 𝑟 sin 𝜃 → 𝑦 = 6 sin 6 = 3
𝜋
Therefore the rectangular coordinate for (6, 6 ) is (3√3, 3)
𝜋 𝜋
b. 𝑥 = 𝑟 cos 𝜃 → 𝑥 = −4 cos 4 = −2 √2 and 𝑦 = 4 sin 4 = 2√2
𝜋
Therefore the rectangular coordinate for (−4, − 4 ) is (−2√2, 2√2)
2. Convert the following equations to rectangular equations.
a. 𝑟 = 6 cos 𝜃 b. 2𝑟 2 sin 2𝜃 = 9
Solution

57
a. Multiplying either side by r we get
𝑟 2 = 6𝑟 cos 𝜃𝑥 2 + 𝑦 2 = 6𝑥
𝑥 2 − 6𝑥 + 𝑦 2 = 0
(𝑥 − 3)2 + 𝑦 2 = 9
a circle radius 3 and center (3,0)

b. 2𝑟 2 sin 2𝜃 = 9 2𝑟 2 (2 sin 𝜃 cos 𝜃) = 9


4(𝑟 sin 𝜃)(𝑟 cos 𝜃) = 9
4𝑥𝑦 = 9

Chibaya’s

Functions of several variables


By the end of this lecture, you should be able to;
(a) Find the limit of a given function
(b) Compute partial derivatives
(c) Use second derivative partial test to find maximum, minimum or a saddle.
(d) Use the method of Lagrange multipliers to find maximum or minimum
Definition: A function 𝑓 of the two independent variables 𝑥 and 𝑦 is a rule that assings
to each ordered pair (𝑥, 𝑦) in a given set 𝐷 (the domain of 𝑓) exactly one real number,
denoted by 𝑓(𝑥, 𝑦).
3𝑥 2 +5𝑦
Example. Suppose 𝑓(𝑥, 𝑦) = 𝑥−𝑦
(a) Find the domain of 𝑓.
(b) Compute 𝑓(1, −2).
Solutions
(a) The division by any real number expect zero is possible. The expression 𝑓(𝑥, 𝑦)
can be evaluated for all ordered pairs (𝑥, 𝑦) with 𝑥 − 𝑦 ≠ 0 or 𝑥 ≠ 𝑦.
3(1)2 +5(−2)
(b) 𝑓(1, −2) = 1−(−2)
3 − 10
=
1+2
−7
=
3
Example. Given the function of three variables 𝑓(𝑥, 𝑦, 𝑧) = 𝑥𝑦 + 𝑥𝑧 + 𝑦𝑧, evaluate
𝑓(−1, 2, 5. )
Solution
𝑓(−1, 2, 5) = (−1)2 + (1)5 + 2 × 5
= −2 − 5 + 10
=3
Limit and Continuity

58
Definition. Let 𝑓 be a function of two variables whose domain 𝐷 includes points arbitrary
close to (𝑎, 𝑏). Then we say that the limit of 𝑓(𝑎, 𝑏) as (𝑥, 𝑦) approaches (𝑎, 𝑏) is 𝐿 and
we write

𝑓 lim 𝑓(𝑥, 𝑦) = 𝐿
(𝑥,𝑦)→(𝑎,𝑏)

if for every number 𝜀 > 0 there is a corresponging number 𝛿 > 0 such that if (𝑥, 𝑦) ∈ 𝐷
and 0 < √(𝑥 − 𝑎)2 + (𝑦 − 𝑏)2 < 𝛿 then |𝑓(𝑥, 𝑦) − 𝐿| < 𝜀.

Other notations for the limit of definition are

lim 𝑓(𝑥, 𝑦) = 𝐿 and 𝑓(𝑥, 𝑦) → 𝐿 as (𝑥, 𝑦) → (𝑎, 𝑏).


𝑥→𝑎
𝑦→𝑏

𝑥 2 −𝑦 2
Example: Show that lim
(𝑥,𝑦)→(0,0) 𝑥 2 +𝑦 2

Solution

Let us look at 𝑥 axis i.e 𝑦 = 0

𝑥2
𝑓(𝑥, 0) = =1
𝑥2
−𝑦 2
and along 𝑦 axis i.e 𝑥 = 0 𝑓(0, 𝑦) = = −1.
𝑦2

Therefore, the limit does not exists because there are two different values -1 and 1.
𝑥𝑦
Example: If 𝑓(𝑥, 𝑦) = 𝑥 2 +𝑦 2, does limf (𝑥, 𝑦) exists?
(𝑥,𝑦)→(0,0)

Solution
0
Along 𝑥 axis i.e 𝑦 = 0 we have 𝑓(𝑥, 0) = 𝑥 2 = 0

𝑥2 1
Along 𝑦 = 𝑥 we get 𝑓(𝑥, 𝑦) = 𝑥 2 +𝑥 2 = 2

Therefore, the limit does not exists since there are two different values.

Continuity

Definition: A function 𝑓 of the two variables is called continuous at (𝑎, 𝑏) if

lim 𝑓(𝑥, 𝑦) = 𝑓(𝑎, 𝑏).


(𝑥,𝑦)→(𝑎,𝑏)

We say 𝑓 is continuous on 𝐷 if 𝑓 is continuous at every point 𝑓(𝑎, 𝑏) in 𝐷.

59
Example: Evaluate lim 𝑥 2 𝑦 3 − 𝑥 3 𝑦 2 + 2𝑦
(𝑥,𝑦)→(1,2)

Solution

𝑓(𝑥, 𝑦) is a polynomial, so we can find the limit by direct substitution

lim 𝑥 2 𝑦 3 − 𝑥 3 𝑦 2 + 2𝑦 = 12 × 23 − 13 × 22 + 2 × 2 = 11
(𝑥,𝑦)→(1,2)

𝑥 2 −𝑦 2
Example: Where is the function 𝑓(𝑥, 𝑦) = 𝑥 2 +𝑦 2 continuous?

Solution

The function 𝑓 is discontinuous at (0, 0) because it is not defined there.

3𝑥 2 𝑦
𝑖𝑓 (𝑥, 𝑦) ≠ (0, 0)
Example: Let 𝑓(𝑥, 𝑦) = {𝑥 2 +𝑦 2
0 𝑖𝑓 (𝑥, 𝑦) = (0, 0)

Is 𝑓(𝑥, 𝑦) continuous at (0, 0)?

Solution

𝑓(𝑥, 𝑦) is defined at (0, 0) and lim 𝑓(𝑥, 𝑦) = 0.


(𝑥,𝑦)→(0,0)

Therefore 𝑓(𝑥, 𝑦) is continuous at (0, 0).

Partial Derivatives

Definition: If 𝑓(𝑥, 𝑦) is a function of the two variables, its partial derivatives are the
functions 𝑓𝑥 and 𝑓𝑦 defined as

𝑓(𝑥+ℎ,𝑦)−𝑓(𝑥,𝑦)
𝑓𝑥 (𝑥, 𝑦) = lim
ℎ→0 ℎ

and
𝑓(𝑥,𝑦+ℎ)−𝑓(𝑥,𝑦)
𝑓𝑦 (𝑥, 𝑦) = lim .
ℎ→0 ℎ

Notations for partial derivatives

If 𝑧 = 𝑓(𝑥, 𝑦), we write

𝜕𝑓 𝜕 𝜕𝑧
𝑓𝑥 (𝑥, 𝑦) = 𝑓𝑥 = = 𝑓(𝑥, 𝑦) = = 𝑓1 = 𝐷1 𝑓 = 𝐷𝑥 𝑓
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕𝑓 𝜕 𝜕𝑧
𝑓𝑦 (𝑥, 𝑦) = 𝑓𝑦 = = 𝑓(𝑥, 𝑦) = = 𝑓2 = 𝐷2 𝑓 = 𝐷𝑦 𝑓
𝜕𝑦 𝜕𝑦 𝜕𝑦

60
Note

𝑓1 or 𝐷1 𝑓 indicates differentiation with respect to the first variable and 𝑓2 or 𝐷2 𝑓 indicates


differentiation with respect to the second variable.

Rules for finding the partial derivatives of 𝑧 = 𝑓(𝑥, 𝑦).

1. To find 𝑓𝑥 , regard 𝑦 as a constant and differentiate with respect to 𝑥.


2. To find 𝑓𝑦 , regard 𝑥 as a constant and differentiate with respect to 𝑦.
2𝑦
Example: Find the partial derivatives 𝑓𝑥 and 𝑓𝑦 if 𝑓(𝑥, 𝑦) = 𝑥 2 + 2𝑥𝑦 2 + 3𝑥 .

Solutions

2𝑦
𝑓𝑥 = 2𝑥 + 2𝑦 2 −
3𝑥 2
2
𝑓𝑦 = 4𝑥𝑦 +
3𝑥
Example: If 𝑓(𝑥, 𝑦) = 𝑥 3 + 𝑥 2 𝑦 3 − 2𝑦 2 , find 𝑓𝑥 (2, 1) and 𝑓𝑦 (2, 1).

Solution

𝑓𝑥 = 3𝑥 2 + 2𝑥𝑦 3

𝑓𝑥 (2, 1) = 3 × 22 + 2 × 2 × 13 = 16

𝑓𝑦 = 3𝑥 2 𝑦 2 − 4𝑦

𝑓𝑦 (2, 1) = 3 × 22 × 12 − 4 × 1 = 8
𝜕𝑧 𝜕𝑧
Example: Find 𝜕𝑥 and 𝜕𝑦 if 𝑧 is defined implicitly as a function of 𝑥 and 𝑦 by the equation

𝑥 3 + 𝑦 3 + 𝑧 3 + 6𝑥𝑦𝑧 = 1.

Solutions
𝜕𝑧 𝜕𝑧
(a) 3𝑥 2 + 3𝑧 2 𝜕𝑥 + 6𝑦𝑧 + 6𝑥𝑦 𝜕𝑥 = 0
𝜕𝑧
(3𝑧 2 + 6𝑥𝑦) = −3𝑥 2 − 6𝑦𝑧
𝜕𝑥
𝜕𝑧 −3(𝑥 2 + 2𝑦𝑧)
=
𝜕𝑥 3(𝑧 2 + 2𝑥𝑦)

61
𝜕𝑧 −(𝑥 2 + 2𝑦𝑧)
=
𝜕𝑥 𝑧 2 + 2𝑥𝑦

𝜕𝑧 𝜕𝑧
(b) 3𝑦 2 + 3𝑧 2 𝜕𝑥 + 6𝑥𝑧 + 6𝑥𝑦 𝜕𝑥 = 0
𝜕𝑧
(3𝑧 2 + 6𝑥𝑦) = −3𝑦 2 − 6𝑥𝑧
𝜕𝑥
𝜕𝑧 −3(𝑦 2 + 2𝑥𝑧)
=
𝜕𝑥 3(𝑧 2 + 2𝑥𝑦)
𝜕𝑧 −(𝑦 2 + 2𝑥𝑧)
=
𝜕𝑥 𝑧 2 + 2𝑥𝑦

Higher Order Derivatives

If 𝑧 = 𝑓(𝑥, 𝑦), has the partial derivatives of 𝑓𝑥 with respect to 𝑥 is

𝜕2 𝑧 𝜕 𝜕𝑧
𝑓𝑥𝑥 = (𝑓𝑥 )𝑥 or 𝜕𝑥 2 = 𝜕𝑥 (𝜕𝑥).

The partial derivatives of 𝑓𝑥 with respect to 𝑦 is


𝜕2 𝑧 𝜕 𝜕𝑧
𝑓𝑥𝑦 = (𝑓𝑥 )𝑦 or = ( ).
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥

The partial derivatives of 𝑓𝑦 with respect to 𝑥 is

𝜕2 𝑧 𝜕 𝜕𝑧
𝑓𝑦𝑥 = (𝑓𝑦 )𝑥 or 𝜕𝑥𝜕𝑦 = 𝜕𝑥 (𝜕𝑦).

The partial derivatives of 𝑓𝑦 with respect to 𝑦 is

𝜕2 𝑧 𝜕 𝜕𝑧
𝑓𝑦𝑦 = (𝑓𝑦 )𝑦 or 𝜕𝑦 2 = 𝜕𝑦 (𝜕𝑦).

Example: Compute the second partial derivatives if 𝑓(𝑥, 𝑦) = 𝑥𝑦 3 + 5𝑥𝑦 2 + 2𝑥 + 1.

Solutions

𝑓𝑥 = 𝑦 3 + 5𝑦 2 + 2 and 𝑓𝑦 = 3𝑥𝑦 2 + 10𝑥𝑦

𝑓𝑥𝑥 = 0 and 𝑓𝑥𝑦 = 3𝑦 2 + 10𝑦

𝑓𝑦𝑥 = 3𝑦 2 + 10𝑦 and 𝑓𝑦𝑦 = 6𝑥𝑦 + 10𝑥

The Chain Rule for Partial Derivatives

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Case 1. Suppose 𝑧 is a function of 𝑥 and 𝑦 each of which is a function of 𝑡. Then 𝑧 can be
regarded as a function of t and

𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡

Case 2. Suppose 𝑧 = 𝑓(𝑥, 𝑦) is a differentiable function of 𝑥 and 𝑦, where 𝑥 = 𝑔(𝑠, 𝑡) and


𝑦 = 𝑔(𝑠, 𝑡) are differentiable functions of 𝑠 and 𝑡. Then

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝑑𝑠

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝑑𝑡
𝑑𝑧
Example: If 𝑧 = 2𝑥 + 3𝑦: 𝑥 = 𝑡 2 , 𝑦 = 5𝑡. Find .
𝑑𝑡

Solution

𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡

= 2 × 2𝑡 + 3 × 5

= 4𝑡 + 15
𝜕𝑧 𝜕𝑧
Example: If 𝑧 = (𝑥 − 𝑦)5 : 𝑥 = 𝑠 2 𝑡, 𝑦 = 𝑠𝑡 2 . Find and .
𝜕𝑠 𝜕𝑡

Solutions

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝑑𝑠

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝑑𝑡
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
= 5(𝑥 − 𝑦)4, 𝜕𝑦 = −5(𝑥 − 𝑦)4, = 2𝑠𝑡, = 𝑠2, = 𝑡2 , = 2𝑠𝑡
𝜕𝑥 𝜕𝑠 𝜕𝑡 𝜕𝑠 𝜕𝑡

𝜕𝑧
(a) = 5(𝑥 − 𝑦)4 × 2𝑠𝑡 − 5(𝑥 − 𝑦)4 × 𝑡 2
𝜕𝑠
= 10(𝑥 − 𝑦)4 𝑠𝑡 − 5(𝑥 − 𝑦)4 𝑡 2

= 5(𝑥 − 𝑦)4 (2𝑠𝑡 − 𝑡 2 )


𝜕𝑧
(b) 𝜕𝑡 = −5(𝑥 − 𝑦)4 × 𝑠 2 − 5(𝑥 − 𝑦)4 × 2𝑠𝑡
= −5(𝑥 − 𝑦)4 𝑡 2 − 10(𝑥 − 𝑦)4 𝑠𝑡

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= 5(𝑥 − 𝑦)4 (𝑠 2 − 2𝑠𝑡)

Linear Approximations

Suppose 𝑓 has a continuous partial derivatives. An equation of the tangent plane to the
surface 𝑧 = 𝑓(𝑥, 𝑦) at the point 𝑃(𝑥0 , 𝑦𝑜 , 𝑧0 ) is

𝑧 − 𝑧0 = 𝑓𝑥 (𝑥0 , 𝑦0 )(𝑥 − 𝑥0 ) + 𝑓𝑦 (𝑥0 , 𝑦0 )(𝑦 − 𝑦0 )

Note: 𝑧0 = 𝑓(𝑥0 , 𝑦0 )

Example: Find the tangent plane to the elliptic parabobid 𝑧 = 2𝑥 2 + 𝑦 2 at the point (1, 1,
3).

Solution

If 𝑓(𝑥, 𝑦) = 2𝑥 2 + 𝑦 2 then 𝑓𝑥 = 4𝑥 and 𝑓𝑦 = 2𝑦. At (1, 1); 𝑓𝑥 = 4 and 𝑓𝑦 = 2. Thus , the


equation is

𝑧 − 𝑧0 = 𝑓𝑥 (𝑥0 , 𝑦0 )(𝑥 − 𝑥0 ) + 𝑓𝑦 (𝑥0 , 𝑦0 )(𝑦 − 𝑦0 )

𝑧 − 3 = 4(𝑥 − 1) + 2(𝑦 − 1)

𝑧 = 4𝑥 + 2𝑦 − 3

We can rewrite the equation of the tangent plane as

𝑧 − 𝑧0 = 𝑓𝑥 (𝑥0 , 𝑦0 )(𝑥 − 𝑥0 ) + 𝑓𝑦 (𝑥0 , 𝑦0 )(𝑦 − 𝑦0 )

𝑧 = 𝑓(𝑎, 𝑏) + 𝑓𝑥 (𝑎, 𝑏)(𝑥 − 𝑎) + 𝑓𝑦 (𝑎, 𝑏)(𝑦 − 𝑏)

The linear function whose graph is the tangent plane, namely

𝐿(𝑥, 𝑦) = 𝑓(𝑎, 𝑏) + 𝑓𝑥 (𝑎, 𝑏)(𝑥 − 𝑎) + 𝑓𝑦 (𝑎, 𝑏)(𝑦 − 𝑏)

is called the linearization of 𝑓 at (𝑎, 𝑏) and the approximation

𝑓(𝑥, 𝑦) ≅ 𝑓(𝑎, 𝑏) + 𝑓𝑥 (𝑎, 𝑏)(𝑥 − 𝑎) + 𝑓𝑦 (𝑎, 𝑏)(𝑦 − 𝑏)

is called the liner approximation or the tangent plane approximation.

Now consider a function of two variables, 𝑧 = 𝑓(𝑥, 𝑦)and suppose 𝑥 changes from 𝑎 to
𝑎 + ∆𝑥 and 𝑦 changes from 𝑏 to 𝑏 + ∆𝑦, then the corresponding increment of 𝑧 is

∆𝑧 = 𝑓(𝑎 + ∆𝑥, 𝑏 + ∆𝑦) − 𝑓(𝑎, 𝑏)

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Theorem: If the partial derivatives 𝑓𝑥 and 𝑓𝑦 exists near (𝑎, 𝑏) and are continuous at (𝑎, 𝑏)
then 𝑓 is differentiable at (𝑎, 𝑏).

Example: If 𝑓(𝑥, 𝑦) = 𝑥𝑒 𝑥𝑦 .

(a) Show that 𝑓(𝑥, 𝑦) is differentiable at (1, 0).


(b) Find the linearization at (1, 0).
(c) Use it to approximate 𝑓(1.1, −0.1).

Solutions

(a) If 𝑓(𝑥, 𝑦) = 𝑥𝑒 𝑥𝑦 then 𝑓𝑥 = 𝑒 𝑥𝑦 + 𝑥𝑦𝑒 𝑥𝑦 and 𝑓𝑦 = 𝑥 2 𝑒 𝑥𝑦 . Since 𝑓𝑥 and 𝑓𝑦 are


continuous at (1, 0) then 𝑓(𝑥, 𝑦) is differentiable.
(b) At (1, 0) 𝑓𝑥 = 1 and 𝑓𝑦 = 1.
𝐿(𝑥, 𝑦) = 𝑓(𝑎, 𝑏) + 𝑓𝑥 (𝑎, 𝑏)(𝑥 − 𝑎) + 𝑓𝑦 (𝑎, 𝑏)(𝑦 − 𝑏)
= 𝑓(1, 0) + 𝑓𝑥 (1, 0)(𝑥 − 1) + 𝑓𝑦 (1, 0)(𝑦 − 0)

= 1 + 1(𝑥 − 1) + 1(𝑦 − 0)

=𝑥+𝑦

(c) 𝑓(1.1, −0.1) ≅ 1.1 − 0.1 = 1

Differentials

For a differentiable function of two variables 𝑧 = 𝑓(𝑥, 𝑦), we define the differentials 𝑑𝑥
and 𝑑𝑦 to be independent variables; that is, they can be given any values. Then the
differential 𝑑𝑧 also called the total differential is defined by

𝑑𝑧 = 𝑓𝑥 (𝑥, 𝑦)𝑑𝑥 + 𝑓𝑦 (𝑥, 𝑦)𝑑𝑦

Note that 𝑑𝑥 = ∆𝑥 and 𝑑𝑦 = ∆𝑦.

Example: If 𝑧 = 𝑓(𝑥, 𝑦) = 𝑥 2 + 3𝑥𝑦−𝑦 2

(a) Find the differential 𝑑𝑧.


(b) If 𝑥 changes from 2 to 2.05 and 𝑦 changes from 3 to 2.96. Compute the values of
∆𝑧 and 𝑑𝑧.

Solutions

(a) 𝑑𝑧 = 𝑓𝑥 (𝑥, 𝑦)𝑑𝑥 + 𝑓𝑦 (𝑥, 𝑦)𝑑𝑦

= (2𝑥 + 3𝑦)𝑑𝑥 + (3𝑥 − 2𝑦)𝑑𝑦

(b) ∆𝑥 = 2.05 − 2 = 0.05 and ∆𝑦 = 2.96 − 3 = −0.04

65
𝑑𝑧 = (2𝑥 + 3𝑦)𝑑𝑥 + (3𝑥 − 2𝑦)𝑑𝑦

(i) 𝑑𝑧 = (2 × 2 + 3 × 3)05 + (3 × 2 − 2 × 3)(−0.4) = 0.65


(ii) ∆𝑧 = 𝑓(𝑎 + ∆𝑥, 𝑏 + ∆𝑦) − 𝑓(𝑎, 𝑏)
∆𝑧 = 𝑓(2.05, 2.96) − 𝑓(2, 3)
= (2.052 + 3 × 2.05 − 2.962 ) − (22 + 3 × 2 − 32 )
= 0.6449

Critical Points

The point (𝑎, 𝑏) in the domain of the function 𝑓(𝑥, 𝑦) for which both 𝑓𝑥 (𝑎, 𝑏) = 0 and
𝑓𝑦 (𝑎, 𝑏) = 0 are said to be critical points of 𝑓(𝑥, 𝑦). Like the critical numbers for functions
of one variable, these critical points play an important role in the study of relative
maximum and minimum.

Example: Find the critical points of 𝑓(𝑥, 𝑦) = 5 − 𝑥 2 − 𝑦 2

Solution

𝑓𝑥 (𝑥, 𝑦) = −2𝑥 and 𝑓𝑦 (𝑥, 𝑦) = −2𝑦.

So 𝑓𝑥 (𝑥, 𝑦) = −2𝑥 = 0, ⇒ 𝑥 = 0 and 𝑓𝑦 (𝑥, 𝑦) = −2𝑦 = 0, ⇒ 𝑦 = 0.

Therefore, the only critical point is (0, 0).

Example: Find the critical points of 𝑓(𝑥, 𝑦) = 𝑥𝑦 2 − 6𝑥 2 − 3𝑦 2

Solution

𝑓𝑥 (𝑥, 𝑦) = 𝑦 2 − 12𝑥 and 𝑓𝑦 (𝑥, 𝑦) = 2𝑥𝑦 − 6𝑦.

So 𝑓𝑥 (𝑥, 𝑦) = 𝑦 2 − 12𝑥 = 0 (i) and

𝑓𝑦 (𝑥, 𝑦) = 2𝑥𝑦 − 6𝑦 = 0 (ii).

𝑦2
Making 𝑥 the subject of (i), we have 𝑥 = 12. Substituting for 𝑦 in (ii) we obtain

𝑦2
2 × 12 × 𝑦 − 6𝑦 = 0 i.e 𝑦 3 − 36𝑦 = 0,

𝑦(𝑦 + 6)(𝑦 − 6) = 0

Either 𝑦 = 0, 𝑦 = −6 or 𝑦 = 6.

Substituting 0 for 𝑦 in (i) gives 𝑥 = 0. Therefore, the first critical point is (0, 0).

Substituting -6 for 𝑦 in (i) gives 𝑥 = 3. Therefore, the second critical point is (3, −6).

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Substituting 6 for 𝑦 in (i) gives 𝑥 = 3. Therefore, the first critical point is (3, 6).

Relative Extrema

The function 𝑓(𝑥, 𝑦) is said to have a relative maximum at the point (𝑎, 𝑏) in the domain
of 𝑓(𝑥, 𝑦) if 𝑓(𝑎, 𝑏) ≥ 𝑓(𝑥, 𝑦) for all points (𝑥, 𝑦) in a circular disk cantered at (𝑎, 𝑏) and
𝑓(𝑎, 𝑏) is a local maximum value. The larger of these values is called absolute maximum.
Similarly, if 𝑓(𝑐, 𝑑) ≤ 𝑓(𝑥, 𝑦) for all points (𝑥, 𝑦) in a circular disk cantered at (𝑐, 𝑑) then
𝑓(𝑥, 𝑦) has a relative minimum at (𝑐, 𝑑) and 𝑓(𝑐, 𝑑) is a local minimum value. The smaller
of these values is called absolute minimum. The figure below shows local maximum,
absolute maximum, local minimum and absolute minimum.

Critical Points and Extrema

A point (𝑎, 𝑏) in the domain of 𝑓(𝑥, 𝑦) for which the partial derivatives 𝑓𝑥 and 𝑓𝑦 both
exists is called a critical point of 𝑓(𝑥, 𝑦) if both 𝑓𝑥 = 0 and 𝑓𝑦 = 0. If the first order partial
derivatives of 𝑓(𝑥, 𝑦) exists at all point in some region 𝑅 in the 𝑥𝑦 plane then the relative
ectrema of 𝑓(𝑥, 𝑦) in 𝑅 can occur only at critical points.

Saddle Points

Although all the relative extrema of a function must occur at critical points, not every
critical point of a function corresponds to a relative extrema. For example if 𝑓(𝑥, 𝑦) =
−𝑥 2 + 𝑦 2 then 𝑓𝑥 = −2𝑥 and 𝑓𝑦 = 2𝑦. So the only critical point is (0, 0). Notice that for
points on the 𝑥 −axis, we have 𝑦 = 0, so 𝑓(𝑥, 𝑦) = −𝑥 2 < 0 (if 𝑥 ≠ 0). However, the
points on the 𝑦 −axis , we have 𝑥 = 0, so 𝑓(𝑥, 𝑦) = 𝑦 2 > 0 (if 𝑦 ≠ 0). Thus every disk
with center (0, 0) contains points where 𝑓(𝑥, 𝑦) takes positive values as well as negative
values. Therefore, 𝑓(0, 0) = 0 can not be extrema value for 𝑓(𝑥, 𝑦). 𝑓(𝑥, 𝑦) has no
extrema values.

The graph of 𝑓(𝑥, 𝑦) = −𝑥 2 + 𝑦 2 is shown below.

67
Instead of having a peak or valley above the critical point (0, 0), the surface 𝑓(𝑥, 𝑦) =
−𝑥 2 + 𝑦 2 is shaped like a saddle and for that reason this critical point is called a saddle
point.

The Second Partial Derivative Test

Here is a procedure involving second order partial derivative that you can use to decide
whether a given critical point is a relative maximum, relative minimum or a saddle point.

Let 𝑓(𝑥, 𝑦) be a function of 𝑥 and 𝑦 whose partial derivatives 𝑓𝑥 , 𝑓𝑦 , 𝑓𝑥𝑥 , 𝑓𝑦𝑦 and 𝑓𝑥𝑦 all
exists and let 𝐷(𝑥, 𝑦) be a function

𝐷(𝑥, 𝑦) = 𝑓𝑥𝑥 (𝑥, 𝑦)𝑓𝑦𝑦 (𝑥, 𝑦) − [𝑓𝑥𝑦 (𝑥, 𝑦)]2

Step 1. Find all the critical points of 𝑓(𝑥, 𝑦) that is, all points (𝑎, 𝑏) so that

𝑓𝑥 (𝑎, 𝑏) = 0 and 𝑓𝑦 (𝑎, 𝑏) = 0.

Step 2. For each critical point (𝑎, 𝑏) found instep 1, evaluate 𝐷(𝑥, 𝑦).

Step 3. If 𝐷(𝑥, 𝑦) < 0, then there is a saddle point at (𝑎, 𝑏).

Step 4. If 𝐷(𝑥, 𝑦) > 0, compute 𝑓𝑥𝑥 (𝑎, 𝑏), then

(i) If 𝑓𝑥𝑥 (𝑎, 𝑏) < 0, there is a relative minimum point at (𝑎, 𝑏).
(ii) If 𝑓𝑥𝑥 (𝑎, 𝑏) > 0, there is a relative maximum point at (𝑎, 𝑏).

If 𝐷(𝑥, 𝑦) = 0 the test is inconclusive and 𝑓(𝑥, 𝑦) may have either a relative extrema or a
saddle point at (𝑎, 𝑏).

Example: Find all the critical points for the function 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 and classify each as
a relative maximum, relative minimum or a saddle point.

Solution

𝑓𝑥 = 2𝑥 = 0 ⇒ 𝑥 = 0

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𝑓𝑦 = 2𝑦 = 0 ⇒ 𝑦 = 0

Therefore, the only critical point is (0, 0).

To test the point, we use the second partial derivative test,

𝑓𝑥𝑥 = 2, 𝑓𝑥𝑦 = 0 and 𝑓𝑦𝑦 = 2.

So, 𝐷(𝑥, 𝑦) = 2 × 2 − 02 = 4 > 0. Hence 𝑓(𝑥, 𝑦) has a relative extrema at (0, 0).
Moreover, 𝑓𝑥𝑥 (0, 0) = 2 > 0. It follows that the relative extremum (0, 0) is a relative
minimum.

Example: Find all the critical points for the function 𝑓(𝑥, 𝑦) = 12𝑥 − 𝑥 3 − 4𝑦 2 and classify
each as a relative maximum, relative minimum or a saddle point.

Solution

𝑓𝑥 = 12 − 3𝑥 2 = 0 ⇒ 𝑥 = ±2

𝑓𝑦 = −8𝑦 = 0, ⇒𝑦=0

Thus, there are two critical points and these are (2, 0) and (−2, 0). To determine their
nature, we use the second partial derivative test.

𝑓𝑥𝑥 = −6𝑥, 𝑓𝑥𝑦 = 0 and 𝑓𝑦𝑦 = −8.

𝐷(𝑥, 𝑦) = −6𝑥 × (−8) = 48𝑥.

𝐷(2, 0) = 48 × 2 = 96 > 0.

𝐷(−2, 0) = 48 × (−2) = −96 < 0. Therefore (−2, 0) is a saddle point.

To determine the nature of (2, 0), we need to find 𝑓𝑥𝑥 (2, 0) i.e 𝑓𝑥𝑥 (2, 0) = −6 × 2 =
−12 < 0. Therefore, the critical point (2, 0) is a relative maximum.

The Lagrange Multipliers

In many applied problems, a function of two variables is to be optimized subject to a


restriction or constraints on the variables.

In this section, we will use a technique called the Lagrange Multipliers, in which the
introduction of a third variable (the multiplier) enables without first solving the constraints
equation for one of the variables.

Here is a summary of the Lagrange Multiplier procedure for finding the largest and smallest
values of a function of two variables subject to a constraint.

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Step 1. (Formulation) The goal is to find the largest (smallest) value of 𝑓(𝑥, 𝑦) subject to

the constraint 𝑔(𝑥, 𝑦) = 𝑘 assuming that this extreme value exists.

Step 2. Compute the partial derivatives 𝑓𝑥 , 𝑓𝑦 , 𝑔𝑥 and 𝑔𝑦 , and find all numbers 𝑥 = 𝑎,

𝑦 = 𝑏 and 𝜆 that satisfy the system of equations

𝑓𝑥 = 𝜆𝑔𝑥

𝑓𝑦 = 𝜆𝑔𝑦

𝑔(𝑎, 𝑏) = 𝑘

These are called the Lagrange equations.

Step 3. Eval

uate 𝑓(𝑥, 𝑦) at each point (𝑎, 𝑏) that satisfies the system of the equations instep 2.

Step 4. (Interstation) If 𝑓(𝑥, 𝑦) has the largest (smallest) value subject to the constraint
𝑔(𝑎, 𝑏) = 𝑘, then it will be the largest (smallest) value found in step 3.

Example: Find the maximum and minimum values of the function 𝑓(𝑥, 𝑦) = 𝑥𝑦 subject to
the constraint 𝑥 2 + 𝑦 2 = 8

Solution

Let 𝑔(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 and 𝑓(𝑥, 𝑦) = 𝑥𝑦. So 𝑓𝑥 = 𝑦, 𝑓𝑦 = 𝑥. 𝑔𝑥 = 2𝑥 and 𝑔𝑦 = 2𝑦. The three


Lagrange equations are

𝑦 = 𝜆2𝑥 … …. (𝑖)

𝑥 = 𝜆2𝑦 … …. (𝑖𝑖)

𝑥 2 + 𝑦 2 = 8 … …. (𝑖𝑖𝑖)
𝑦 𝑥 𝑥 𝑦
(i) becomes 𝜆 = 2𝑥 and (ii) becomes 𝜆 = 2𝑦 i.e 2𝑦 = 2𝑥 or 𝑦 2 = 𝑥 2 . Substituting 𝑥 2 for 𝑦 2 in
(iii), we obtain 𝑥 2 + 𝑥 2 =8 or 𝑥 = ±2. If 𝑥 = 2 then 𝑦 = ±2. And if 𝑥 = −2 then 𝑦 = ±2.

Thus the four points are (2, 2), (2, −2), (−2, 2) and (−2, −2). Since

𝑓(2, 2) = 𝑓(−2, −2) = 4 and 𝑓(−2, 2) = 𝑓(2, −2) = −4. Therefore, the maximum value of
𝑓(𝑥, 𝑦) is 4 which occurs at (2, 2) and (−2, −2). and the minimum value of -4, which
occurs at (−2, 2) and (2, −2).

70
Example. The highway department is planning to build a picnic area for motorists along a
major highway. It is a rectangular with area 5,000 square meters and is to be fenced off
on three sides not adjacent to the highway. What is the least amount of fencing that will
be needed to complete the job.

Solution

Let the length along the highway be 𝑦 and the width be 𝑥.

𝑔(𝑥, 𝑦) = 𝐴 = 𝑥𝑦 = 5,000 … (𝑖) and 𝑓(𝑥, 𝑦) = Perimeter = 2𝑥 + 𝑦, …. (𝑖𝑖)

The partial derivatives are 𝑓𝑥 = 2, 𝑓𝑦 = 1. 𝑔𝑥 = 𝑦 and 𝑔𝑦 = 𝑥. The Lagrange equations are

2 = 𝜆𝑦 … …. (𝑖)

1 = 𝜆𝑥 … …. (𝑖𝑖)

𝑥𝑦 = 5,000 … …. (𝑖𝑖𝑖)
2 1 2 1
From (i), we have 𝜆 = 𝑦 and from (ii) we get 𝜆 = 𝑥. So = 𝑥 ⇒ 2𝑥 = 𝑦. Substituting 2𝑥
𝑦

for 𝑦 in (iii), we have 2𝑥 2 = 5,000 ⟹ 𝑥 2 = 2,500. 𝑥 = ±50. When 𝑥 = 50, 𝑦 =


100 and 𝑥 = −50, 𝑦 = −100. Therefore, the optimal picnic area is 100 meters (along the
highway), extends 50 meters back from the road and requires 100+50+50=200 meters of
fencing

Practice questions

1. Find the limit, if it exists or show that the limit does not exist.
(a) lim( 𝑥 2 𝑦 3 − 4𝑦 2 )
(𝑥,𝑦)→((3,2)

(b) lim ysin(x − y)


𝜋
(𝑥,𝑦)→((𝜋,, )
2

𝑥 4 −4𝑦 2
(c) lim ( )
(𝑥,𝑦)→((0,0) 𝑥 2 +𝑦 2

71
𝑦 2 𝑠𝑖𝑛2 𝑥
(d) lim ( )
(𝑥,𝑦)→((0,0) 𝑥 2 +𝑦4

𝑑𝑧
2. Use chain rule to find 𝑑𝑡

(a) 𝑧 = 𝑥𝑦 − 𝑥 𝑦, 𝑥 = 𝑡 2 + 1, 𝑦 = 𝑡 2 − 1
3 2

1
(b) 𝑧 = 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑦, 𝑥 = √𝑡, 𝑦 = 𝑡
𝜕𝑧 𝜕𝑧
3. Use chain rule to find and
𝜕𝑠 𝜕𝑡

(a) 𝑧 = (𝑥 − 𝑦) , 𝑥 = 𝑠 𝑡, 𝑦 = 𝑠𝑡 2
5 2

(b) 𝑧 = ln(3𝑥 + 2𝑦) , 𝑥 = 𝑠𝑠𝑖𝑛𝑡, 𝑦 = 𝑡𝑐𝑜𝑠(𝑠)


4. Compute all first order partial derivatives
(a) 𝑓(𝑥, 𝑦) = 7𝑥 − 3𝑦 + 4
(b) 𝑓(𝑥, 𝑦) = 𝑥 − 𝑥𝑦 + 3
(c) 𝑓(𝑥, 𝑦) = 4𝑥 3 − 3𝑥 2 𝑦 + 5𝑥
(d) 𝑓(𝑥, 𝑦) = 𝑥𝑦𝑒 𝑥
5. Find the critical points of the given function and classify each as a relative
maximum, relative minimum or a saddle.
(a) 𝑓(𝑥, 𝑦) = 5 − 𝑥 2 − 𝑦 2
(b) 𝑓(𝑥, 𝑦) = 2𝑥 2 − 3𝑦 2
(c) 𝑓(𝑥, 𝑦) = 𝑥𝑦
(d) 𝑓(𝑥, 𝑦) = 𝑥 2 + 2𝑦 2 − 𝑥𝑦 + 14𝑦
6. Use the method of Lagrange multipliers to find the indicated extremum
(a) Find the maximum values of 𝑓(𝑥, 𝑦) = 𝑥𝑦 subject to the constraint 𝑥 + 𝑦 = 1
(b) Find the minimum and maximum values of 𝑓(𝑥, 𝑦) = 𝑥𝑦 subject to the
constraint 𝑥 2 + 𝑦 2 = 1
(c) Find the minimum values of 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 subject to the constraint 𝑥 +
𝑦=1

72
Multiple Integrals
By the end of this lecture, you should be able to;
 Define double and triple integrals over rectangular and nonrectangular regions in
the xy plane
 Compute double and triple integrals
 Compute double integrals in polar coordinates
 Compute double integrals in cylindrical and spherical coordinates
Previously ordinary integrals of the form
b

J
f ( x)dx   f ( x)dx
a

where J = [a; b] is an interval on the real line, have been studied. Here we study double
integrals

 
f ( x, y )dxdy

where - is some region in the xy-plane, and a little later we will study triple integrals
   f ( x, y, z)dxdydz
T

where T is a solid (volume) in the xyz-space.


The Evaluation of Double Integrals by Repeated Integrals
The projection of the domain - onto the x-axis is a closed interval [a; b]
and - consists of all points (x; y) with

a  x  b and 1 ( x)  y  2 ( x) .

Then
b 2 ( x )

 
f ( x, y)dxdy   (
a 
 f ( x, y)dy)dx
1 ( x)

73
2 ( x )
Here we first calculate 
1 ( x )
f ( x, y )dy )dx by integrating f(x; y) with respect to y from

y  1 ( x) to y  2 ( x) . The resulting expression is a function of x alone, which we then


integrate with respect to x
from x  a to x  b .

Example. Evaluate  ( x  2 y)dxdy , where the domain Ω consists of all points (𝑥, 𝑦) with
4

−1 ≤ 𝑥 ≤ 1 and −𝑥 2 ≤ 𝑦 ≤ 𝑥 2
Solution
1 x2

 ( x  2 y )dxdy    (x  2 y )dxdy
4 4

 1  x 2

1
= ∫−1[
 b

 f ( x, y)    f (r cos  , r sin  )drd


R a

1
= ∫−1 2𝑥 6 𝑑𝑥
2𝑥 7 1
=[ ]
7 1

4
=
7
Example. Evaluate  y sin( xy)dA , where 𝑅 = [1,2] × [0, 𝜋].
R

Solution
 2

 y sin( xy)dA    y sin( xy)dxdy


R 0 1

𝜋
= ∫0 (−𝑐𝑜𝑠2𝑦 + 𝑐𝑜𝑦)𝑑𝑦

=0
Theorem. (Fubini) Let 𝑅 be the rectangle [𝑎, 𝑏] × [𝑐, 𝑑]. Let 𝑓: 𝑅 → ℝ be a continuous
function. Then

74
d b b d

 f ( x, y)dA    f ( x, y)dxdy    f ( x, y)dydx


R c a a c

Example. Evaluate  (1  6 x 2 y)dA , where 𝑅 = [0,2] × [−1,1].


R

Solution
1 2

 (1  6 x y )dA    (1  6 x
2 2
y )dxdy
R 1 0

1
= ∫−1(2 − 16𝑦)𝑑𝑦

=4
Reversing the order of integration. We have
2 1

 (1  6 x y)dA    (1  6 x y)dydx
2 2

R 0 1

2
= ∫0 2𝑑𝑥

=4
Application of double integrals
(1) If we take the case of the constant function 1, 𝑓(𝑥, 𝑦) = 1,
 f ( x, y)dA  1dydx
R R

= 𝐴𝑟𝑒𝑎 𝑜𝑓 𝑅 × ℎ𝑒𝑖𝑔ℎ𝑡 = 1
=Area of 𝑅

(2) If 𝑓(𝑥, 𝑦) ≥ 0 then the volume 𝑉 of the solid that lies above the rectangle 𝑅 and
below he surface 𝑧 = 𝑓(𝑥, 𝑦) is
d b
V   f ( x, y )dA    f ( x, y )dxdy
R c a

Example. Find the volume of the solid 𝑆 that is bounded by the elliptic paraboid
𝑥 2 + 2𝑦 2 + 𝑧 = 16, the planes 𝑥 = 2 and 𝑦 = 2 and the three coordinate planes.
Solution
We first observe that 𝑆 is the solid that lies under the surface 𝑧 = 16 − 2𝑥 2 − 2𝑦 2
and above the square 𝑅 = [0,2] × [0,2]. See the figure below

75
22

V   f ( x, y)dA = ∬ (16 − 2𝑥 2 − 2𝑦 2 )𝑑𝑥𝑑𝑦


R
0 0 2 88
= ∫0 ( 3 −4𝑦 2 ) 𝑑𝑦

=48
Change to Polar Coordinates in a double integral
Recall that 𝑥 2 + 𝑦 2 = 𝑟 2 , 𝑥 = 𝑟𝑐𝑜𝑠𝜃 and 𝑦 = 𝑟𝑠𝑖𝑛𝜃
If 𝑓 is continuous ona polar rectangle 𝑅 given by 0 ≤ 𝑎 ≤ 𝑟, 𝛼 ≤ 𝜗 ≤ 𝛽, where 0 ≤ 𝛽 −
𝛼 ≤ 2𝜋, then
 b

 f ( x, y)    f (r cos  , r sin  )rdrd


R a

1 √1−𝑥2
Example. Evaluate 𝐼 = ∫0 ∫0 (𝑥 2 + 𝑦 2 )𝑑𝑦𝑑𝑥

Solution
The graph of 𝒙𝟐 + 𝒚𝟐 is

The upper limit of 𝑦 = √1 − 𝑥 2 . This gives 𝑥 2 + 𝑦 2 = 1. So 𝑟 = 1.


The region in polar coordinate

76
𝜋
𝑅: 0 ≤ 𝑟 ≤ 1, 0 ≤ 𝜃 ≤
2
and 𝑥 2 + 𝑦 2 = (𝑟𝑐𝑜𝑠𝜃)2 + (𝑟𝑠𝑖𝑛𝜃)2 = 𝑟 2
𝜋
1 √1−𝑥 2 1
So 𝐼 = ∫0 ∫0 (𝑥 2 + 𝑦 2 )𝑑𝑦𝑑𝑥 = ∫02 ∫0 𝑟 2 𝑟𝑑𝑟𝑑𝜃
𝜋
𝜋 𝜋
= ∫02 4 𝑑𝜃 = 2 (𝑒 − 1)
𝜋
=
8
1 √1−𝑥 2 2 +𝑦 2
Example. Evaluate 𝐼 = ∫−1 ∫0 (𝑒 𝑥 )𝑑𝑦𝑑𝑥

Solution
𝟐 +𝒚𝟐
The graph of 𝒆𝒙 is

1 √1−𝑥 2 𝜋 1
𝑥 2 +𝑦 2 2
𝐼= ∫ ∫ (𝑒 )𝑑𝑦𝑑𝑥 = ∫ ∫ 𝑒 𝑟 𝑟𝑑𝑟𝑑𝜃
−1 0 0 −1
𝜋 𝑒−1
= ∫0 𝑑𝜃
2
𝜋
= 2 (𝑒 − 1)

Triple Integrals
We now give a brief explanation of what a triple integral


D
f ( x, y, z )dxdydz
of a function 𝑓(𝑥, 𝑦, 𝑧) of 3 variables over a region 𝐷 in ℝ3 .
If 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑔 ≤ 𝑑 and 𝑚 ≤ 𝑧 ≤ 𝑛 then
n d b

 D
f ( x, y, z )dxdydz   [  (  f ( x, y, z )dx)dy ]dz
m c a

77
In this case, we integrate first with respect to 𝑥, then with respect to 𝑦 and finally with
respect to 𝑧.
Example. Evaluate the triple integral
   xyz dv
2
B

Where 𝐵 is the rectangular box given by


𝐵 = {(𝑥, 𝑦, 𝑧)| 0 ≤ 𝑥 ≤ 1, −1 ≤ 𝑦 ≤ 2, 0 ≤ 𝑧 ≤ 3}
Solution
3 2 1

 xyz dv     xyz 2 dxdydz


2
B
0 1 0
3 2
yz 2
 dydz
0 1
2
3
3z 2

dz
0
4
27

4
Note: If 𝑓(𝑥, 𝑦, 𝑧) = 1 then V     dv
B

Example. Use the triple integral to find the volume of the tetrahedron 𝑇 bounded by the
planes 𝑥 + 2𝑦 + 𝑧 = 2, 𝑥 = 2𝑦, 𝑥 = 0 and 𝑧 = 0.
Solution
The tetrahedron is shown below

x
1
1 2 2 x  2 y
V     dv     1dzdydx
B
0 x 0
2
x
1
1 2
  (2  x  2 y)dydx
0 x
2
1

3

Triple integrals in Cylindrical coordinates


78
Recall that if 𝑃 has a Cartesian representation(𝑥, 𝑦, 𝑧) and the cylindrical represented
(𝑟, 𝜃, 𝑧) then
𝑦
𝑥 = 𝑟𝑐𝑜𝑠𝜃, 𝑦 = 𝑟𝑠𝑖𝑛𝜃, 𝑧 = 𝑧, 𝑟 2 = 𝑥 2 + 𝑦 2 and 𝑡𝑎𝑛𝜃 = 𝑥 .

 D
f ( x, y, z )dxdydz     f (r cos  , r sin  , z )rdrd dz
C

2 4 x2 2

Example. Evaluate  
2  4  x 2
 ( x 2  y 2 )dzdydx
x2  y 2

Solution
In rectangular coordinate, we have

𝐸 = {(𝑥, 𝑦, 𝑧)| − 2 ≤ 𝑥 ≤ 2, −√4 − 𝑥 2 ≤ 𝑦 ≤ √4 − 𝑥 2 , √𝑥 2 + 𝑦 2 ≤ 𝑧 ≤ 2}


In cylindrical coordinate, we obtain
𝐸 = {(𝑟, 𝜃, 𝑧)| 0 ≤ 𝑟 ≤ 2, 0 ≤ 𝜃 ≤ 2𝜋, 𝑟 ≤ 𝑧 ≤ 2}

2 4 x2 2 2 2 2

   ( x 2  y 2 )dzdydx     (r )rdzdrd
2

2  4  x 2 x y
2 2 0 0 r

2 2
   (2r  r 4 )drd
3

0 0

2
16
  (10d
0

16
 
5
Triple integrals in Spherical coordinates
Recall that if 𝑃 has a Cartesian representation(𝑥, 𝑦, 𝑧) and the spherical represented
(𝜌, 𝜙, 𝜃) then

𝑥 = 𝜌𝑠𝑖𝑛𝜙𝑐𝑜𝑠𝜃, 𝑦 = 𝜌𝑠𝑖𝑛𝜙𝑠𝑖𝑛𝜃, 𝑧 = 𝜌𝑐𝑜𝑠𝜙 and 𝜌 = √𝑥 2 + 𝑦 2 + 𝑧 2 .

 D
f ( x, y, z )dxdydz     f (  sin  cos  ,  sin  sin  ,  cos  )  2 sin  d  dd
S

1 1 x2 1 x2  y 2 3
Example. Evaluate   
1  1 x2  1 x2  y 2
( x 2  y 2  z 2 ) 2 dzdydx

Solution

79
In rectangular coordinate, we have

𝐸 = {(𝑥, 𝑦, 𝑧)| − 1 ≤ 𝑥 ≤ 1, −√1 − 𝑥 2 ≤ 𝑦 ≤ √1 − 𝑥 2 ,


−√1 − 𝑥 2 − 𝑦 2 ≤ 𝑧 ≤ √1 − 𝑥 2 − 𝑦 2 }
In sphrical coordinate, we obtain
𝐸 = {(𝜌, 𝜙, 𝜃)| 0 ≤ 𝜌 ≤ 1, 0 ≤ 𝜙 ≤ 𝜋, 0 ≤ 𝜃 ≤ 2𝜋}

1 1 x 2 1 x 2  y 2 3 1  2

   dzdydx     e   2 sin  d  d d
2
 y2  z2 ) 2 3
e( x
1  1 x 2  1 x 2  y 2 0 0 0

4
 (e  1)
3
Activity
1. Evaluate the following
1 y

(a)  y e
2 xy
dxdy
0 0
1 2
(b) x
2
ydxdy
0 1
2 x2 y  x
(c)    (2 x  y)dxdydz
0 0 0

 1 1 x2
(d)  
0 0 0
2sin xdydzdx

2. Evaluate the integral by changing to polar coordinates


1 1 x2

 
0 1
( x 2  y 2 )dydx

3. Evaluate the integral by changing to cylindrical coordinates


9 x2 9 x  y 2
2
3

 
3 0

0
x 2  y 2 dzdydx

80

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