Limits

Differentiation
Integration

MATH1010 University Mathematics

Department of Mathematics
The Chinese University of Hong Kong

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 Limits
Differentiation
Integration

1 Limits
Sequences
Limits of sequences
Squeeze theorem
Monotone convergence theorem
Limits of functions
Limits of functions
Exponential, logarithmic and trigonometric functions
Continuity of functions

2 Differentiation
Derivatives
Differentiable functions
Rules of differentiation
Second and higher derivatives
Mean value theorem
Mean value theorem
Application of Differentiation
L’Hopital’s rule
Taylor series
Curve sketching
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 Limits
Differentiation
Integration

3 Integration
Integration
Indefinite integral and substitution
Definite integral
Fundamental theorem of calculus
Techniques of Integration
Trigonometric integrals
Integration by parts
Reduction formula
More Techniques of Integration
Trigonometric substitution
Integration of rational functions
t-substitution

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Limits of sequences

Definition (Infinite sequence of real numbers)

An infinite sequence of real numbers is defined by a function from the
set of positive integers Z+ = {1, 2, 3, . . . } to the set of real numbers R.

Example (Arithmetic sequence)

An arithmetic sequence is a sequence an such that an+1 − an = d is a
constant independent of n. The constant d is called the common
difference. The n-th term of the sequence is

an = a1 + (n − 1)d.

Sequence a1 d an
1, 3, 5, 7, 9, . . . 1 2 an = 2n − 1
−4, −1, 2, 5, 8, . . . -4 3 an = 3n − 7
19, 12, 5, −2, −9, . . . 19 -7 an = 26 − 7n

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Example (Geometric sequence)

A geometric sequence is a sequence an such that an+1 = ran for
any n where r is a constant. The constant r is called the common
ratio. The n-th term of the sequence is

an = a1 rn−1 .

Sequence a1 r an
1, 2, 4, 8, 16, . . . 1 2 an = 2n−1
2 2 1 54
18, 6, 2, , , . . . 18 an =
3 9 3 3n
3 3 1 (−1)n−1 24
12, −6, 3, − , , . . . 12 − an =
2 4 2 2n

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Example
Let r and d be real numbers. Let an , n = 0, 1, 2, · · · , be a sequence
which satisfies
an+1 = ran + d, for n ≥ 0.
Then
rn − 1
 
n
an = a0 r + d.
r−1
For a0 = 1000, r = 1.003, d = −10, we have

n 0 1 2 3 4 5
an 1000 993 985.98 978.94 971.87 964.79
n 24 ··· 60 ··· 119 120
an 826.07 ··· 540.58 ··· 0.70 −9.30

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Example (Fibonacci sequence)

The Fibonacci sequence is the sequence Fn which satisfies
(
Fn+2 = Fn+1 + Fn , for n ≥ 1
F1 = F2 = 1

The first few terms of Fn are

1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, . . . .

The value of Fn can be calculated by

√ !n √ !n !
1 1+ 5 1− 5
Fn = √ −
5 2 2

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Differentiation Limits of functions
Integration Continuity of functions

Definition (Limit of sequence)

1 Suppose there exists real number L such that for any  > 0, there
exists N ∈ N such that for any n > N , we have |an − L| < . Then
we say that an is convergent, or an converges to L, and write

lim an = L.
n→∞

Otherwise we say that an is divergent.

2 Suppose for any M > 0, there exists N ∈ N such that for any
n > N , we have an > M . Then we say that an tends to +∞ as n
tends to infinity, and write

lim an = +∞.
n→∞

We define an tends to −∞ in a similar way. Note that an is

divergent if it tends to ±∞.

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Differentiation Limits of functions
Integration Continuity of functions

Example (Convergent and divergent sequence)

Sequence Convergent Limit
2.9, 2.99, 2.999, 2.9999, ... X 3
11 101 1001 10001 1
, , , , ... X
21 201 2001 20001 2
1 1 1 1
1, − , , − , , ... X 0
2 3 4 5
2, 2, 2, 2, 2, ... X 2
1 1 1
1, 0, , 0, , 0, , ... X 0
2 3 4
1, 0, 1, 0, 1, 0, ... × −
1, 11, 111, 1111, 11111, ... × +∞
1, −3, 5, −7, 9, ... × −

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Differentiation Limits of functions
Integration Continuity of functions

Example (Intuitive meaning of limits of infinite sequences)

an First few terms Limit
1 1 1 1
1, , , , . . . 0
n2 4 9 16
n 1 2 3 4
, , , ,... 1
n+1 2 3 4 5
(−1)n+1 1, −1, 1, −1, . . . does not exist
2n 2, 4, 6, 8, . . . does not exist/ + ∞
 n
1 9 64 625
1+ 2, , , ,... e ≈ 2.71828
n 4 27 256
√
Fn+1 3 5 1+ 5
1, 2, , , . . . ≈ 1.61803
Fn 2 3 2

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Differentiation Limits of functions
Integration Continuity of functions

Definition (Monotonic sequence)

1 We say that an is monotonic increasing (decreasing) if for
any m < n, we have am ≤ an (am ≥ an ). We say that an is
monotonic if an is either monotonic increasing or monotonic
decreasing.
2 We say that an is strictly increasing (decreasing) if for any
m < n, we have am < an (am > an ).

Definition (Bounded sequence)

We say that an is bounded if there exists real number M such
that |an | < M for any n ∈ N.

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Differentiation Limits of functions
Integration Continuity of functions

Example (Monotonicity and boundedness)

Sequence Monotonic Strictly monotonic Bounded

3, 3, 3, 3, 3, ... X × X
1, 1, 2, 2, 3, 3, 4, 4, ... X × ×
7, −2, 7, −2, 7, −2, ... × × X
2.7, 2.77, 2.777, 2.7777, ... X X X
1, 0, 2, 0, 3, 0, 4, 0, ... × × ×
− 1, −2, −3, −4, ... X X ×
0.001, 0.002, 0.003, 0.004, ... X X ×

1000 1000 1000

1000, , , , ... X X X
2 3 4

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Example (Bounded and monotonic sequence)

Convergent
an Terms Bounded Monotonic
(Limit)
1 1 1 1
1, , , , . . . X X X (0)
n2 4 9 16
(−1)n 1 4 3
1− 2, , , , . . . X × X (1)
n 2 3 4
n2 1, 4, 9, 16, . . . × X ×
n
1 − (−1) 2, 0, 2, 0, . . . X × ×
n
(−1) n −1, 2, −3, 4, . . . × × ×

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Differentiation Limits of functions
Integration Continuity of functions

Theorem
If an is convergent, then an is bounded.

Convergent ⇒ Bounded

Note that the converse of the above statement is not correct.

Bounded 6⇒ Convergent

The following theorem is very important and we will discuss it in

details later.
Theorem (Monotone convergence theorem)
If an is bounded and monotonic, then an is convergent.

Bounded and Monotonic ⇒ Convergent

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

Suppose lim an = a and lim bn = b. Then
n→∞ n→∞

lim (an ± bn ) = a ± b.
n→∞

Answer: T

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

Suppose lim an = a and c is a real number. Then
n→∞

lim can = ca.

n→∞

Answer: T

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If lim an = a and lim bn = b, then
n→∞ n→∞

lim an bn = ab.
n→∞

Answer: T

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If lim an = a and lim bn = b, then
n→∞ n→∞

an a
lim = .
n→∞ bn b

Answer: F

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If lim an = a and lim bn = b 6= 0, then
n→∞ n→∞

an a
lim = .
n→∞ bn b

Answer: T

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If lim an = 0, then
n→∞
lim an bn = 0.
n→∞

Answer: F
Example
1
For an = and bn = n, we have lim an = 0 but
n n→∞

1
lim an bn = lim · n = lim 1 = 1 6= 0.
n→∞ n→∞ n n→∞

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If lim an = 0 and bn is convergent, then
n→∞

lim an bn = 0.
n→∞

Answer: T
Proof.

lim an bn = lim an lim bn

n→∞ n→∞ n→∞
= 0

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If lim an = 0 and bn is bounded, then
n→∞

lim an bn = 0.
n→∞

Answer: T
Caution! The previous proof does not work.

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If an and bn are divergent, then an + bn is divergent.

Answer: F
Example
The sequences an = n and bn = −n are divergent but an + bn = 0
converges to 0.

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If lim bn = +∞, then
n→∞

an
lim = 0.
n→∞ bn

Answer: F
Example
For an = n2 and bn = n, we have lim bn = +∞ but
n→∞
an n2
= = n is divergent.
bn n

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If an is bounded and lim bn = ±∞, then
n→∞

an
lim = 0.
n→∞ bn

Answer: T

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

Suppose an and bn are convergent sequences such that an < bn for
any n. Then
lim an < lim bn .
n→∞ n→∞

Answer: F
Example
1
The sequences an = 0 and bn = satisfy an < bn for any n.
n
However
lim an 6< lim bn
n→∞ n→∞

because both of them are 0.

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

Suppose an and bn are convergent sequences such that an ≤ bn for
any n. Then
lim an ≤ lim bn .
n→∞ n→∞

Answer: T

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If an is convergent, then

lim (an+1 − an ) = 0.
n→∞

Answer: T

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Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If lim (an+1 − an ) = 0, then an is convergent.
n→∞

Answer: F
Example
√
Let an = n. Then lim (an+1 − an ) = 0 and an is divergent.
n→∞

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Exercise (True or False)

If lim (an+1 − an ) = 0 and an is bounded, then an is convergent.
n→∞

Answer: F
Example
1 2 1 1 2 3 4 3 2 1 1 2
0, , 1, , , 0, , , , 1, , , , , 0, , , . . .
2 3 3 4 4 4 5 5 5 5 6 6

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Theorem
Let an , bn be two sequences such that lim an = a, lim bn = b
n→∞ n→∞
and c be a real number. Then
1 lim (an ± bn ) = a ± b
n→∞
2 lim can = ca
n→∞
3 lim an bn = ab
n→∞
an a
4 lim = if b 6= 0.
n→∞ bn b

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Theorem
Let an be a sequence such that lim an = a. Then
n→∞
1 for any positive integer k, lim an+k = a.
n→∞
2 lim (an+1 − an ) = 0
n→∞

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Example
Let a be a real number.

0,
 if − 1 < a < 1
n
lim a = 1, if a = 1 .
n→∞ 
does not exist, if a ≤ −1 or a > 1


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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Example
Let a 6= 0 and r 6= 1 be real numbers. Let

sn = a + ar + ar2 + · · · + arn−1 .

Then
a(1 − rn )
sn =
1−r
and
a(1 − rn )
lim sn = lim
n→∞ n→∞ 1−r
a

 , if − 1 < r < 1
= 1−r .
does not exist, otherwise

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Example

5
2n − 5 2− n
lim = lim 1
n→∞ 3n + 1 n→∞ 3 +
n
2−0
=
3+0
2
=
3

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Differentiation Limits of functions
Integration Continuity of functions

Example

2
n3 − 2n + 7 1− n2
+ n73
lim = lim
n→∞ 4n3 + 5n2 − 3 n→∞ 4 + n5 − n33
1
=
4

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Differentiation Limits of functions
Integration Continuity of functions

Example

√ √
4n2 +1
3n − 4n2 + 1 3−
lim √ = lim √ n
n→∞ 3n + 9n2 + 1 n→∞ 9n2 +1
3+ n
q
1
4+ 3− n2
= lim q
n→∞ 1
3+ 9+ n2
1
=
6

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Differentiation Limits of functions
Integration Continuity of functions

Example

p
lim (n − n2 − 4n + 1)
n→∞
√ √
(n − n2 − 4n + 1)(n + n2 − 4n + 1)
= lim √
n→∞ n + n2 − 4n + 1
n2 − (n2 − 4n + 1)
= lim √
n→∞ n + n2 − 4n + 1
4n − 1
= lim √
n→∞ n + n2 − 4n + 1

4 − n1
= lim q
n→∞
1 + 1 − n4 + n12
= 2

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Example

1
ln(n4 + 1) ln(n4 (1 + n4
))
lim = lim 1
n→∞ ln(n3 + 1) n→∞ ln(n3 (1 + ))
n3
1
ln n4 + ln(1 +
n4
)
= lim
n→∞ ln n3 + ln(1 + 13 )
n
4 ln n + ln(1 + n14 )
= lim
n→∞ 3 ln n + ln(1 + 13 )
n
ln(1+ 14 )
4 + ln nn
= lim
n→∞ ln(1+ 1 )
3 + ln nn3
4
=
3

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Squeeze theorem

Theorem (Squeeze theorem)

Suppose an , bn , cn are sequences such that an ≤ bn ≤ cn for any n
and lim an = lim cn = L. Then bn is convergent and
n→∞ n→∞

lim bn = L.
n→∞

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Differentiation Limits of functions
Integration Continuity of functions

Theorem
If an is bounded and lim bn = 0, then lim an bn = 0.
n→∞ n→∞

Proof.
Since an is bounded, there exists M such that −M < an < M for any n.
Thus
−M |bn | < an bn < M |bn |
for any n. Now

lim (−M |bn |) = lim M |bn | = 0.

n→∞ n→∞

Therefore by squeeze theorem, we have

lim an bn = 0.
n→∞

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Differentiation Limits of functions
Integration Continuity of functions

Example
√
n + (−1)n
Find lim √ .
n→∞ n − (−1)n

Solution
1
Since |(−1)n | ≤ 1 is bounded and lim √ = 0, we have
n→∞ n
(−1)n
lim √ = 0 and therefore
n→∞ n
√ 1+ (−1)n
√
n + (−1)n n
lim √ = lim (−1)n
n→∞ n − (−1)n n→∞ 1− √
n
= 1

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Differentiation Limits of functions
Integration Continuity of functions

Example
4n
Show that lim = 0.
n→∞ n!

Proof.
Observe that for any n ≥ 4,

4n 43 4 4 4 43 4
 
4 4 128
0< = · · ··· ≤ · =
n! 3! 4 5 6 n−1 n 3! n 3n

128
and lim = 0. By squeeze theorem, we have
n→∞ 3n
4n
lim = 0.
n→∞ n!

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Differentiation Limits of functions
Integration Continuity of functions

Example
1 1 1 1
Let an = + 3 + 3 + ··· + 3 . Find lim an .
n3 + 12 n + 22 n + 32 n + n2 n→∞

Solution
Observe that for any n,
n 1 1 1 1 n
≤ 3 + 3 + 3 + ··· + 3 ≤ 3
n3 + n2 n + 12 n + 22 n + 32 n + n2 n +1
and
n 1
lim = lim =0
n→∞ n3 + n2 n→∞ n2 + n
n 1
lim = lim = 0.
n→∞ n3 + 1 n→∞ n2 + 1
n

By squeeze theorem, we have

 
1 1 1 1
lim + 3 + 3 + ··· + 3 = 0.
n→∞ n3 + 12 n + 22 n + 32 n + n2

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Differentiation Limits of functions
Integration Continuity of functions

Monotone convergence theorem

Theorem (Monotone convergence theorem)

If an is bounded and monotonic, then an is convergent.

Bounded and Monotonic ⇒ Convergent

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Differentiation Limits of functions
Integration Continuity of functions

Example
Let
( an be √the sequence defined by the recursive relation
an+1 = an + 1 for n ≥ 1
.
a1 = 1
Find lim an .
n→∞
n an
1 1
2 1.414213562
3 1.553773974
4 1.598053182
5 1.611847754
10 1.618016542
15 1.618033940

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Differentiation Limits of functions
Integration Continuity of functions

Solution
Suppose lim an = a. Then
n→∞
√
lim an+1 = lim an + 1
n→∞ n→∞
√
a = a+1
a2 = a + 1
a2 − a − 1 = 0
√ √
1+ 5 1− 5
a = or .
2 2
It is obvious that a > 0. Therefore
√
1+ 5
a= ≈ 1.6180339887
2

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Differentiation Limits of functions
Integration Continuity of functions

Solution
The above solution is not complete. The solution is valid only after
we have proved that lim an exists and is positive. This can be
n→∞
done by using monotone convergence theorem. We are going to
show that an is bounded and monotonic.
Boundedness
We prove that 1 ≤ an < 2 for all n ≥ 1 by induction.
(Base case) When n = 1, we have a1 = 1 and 1 ≤ a1 < 2.
(Induction step) Assume that 1 ≤ ak < 2. Then
√ √
ak+1 = ak + 1 ≥ 1 + 1 > 1
√ √
ak+1 = ak + 1 < 2 + 1 < 2

Thus 1 ≤ an < 2 for any n ≥ 1 which implies that an is bounded.

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Differentiation Limits of functions
Integration Continuity of functions

Solution
Monotonicity: We prove that an+1 > a√n for any n ≥ 1 by induction.
(Base case) When n = 1, a1 = 1, a2 = 2 and thus a2 > a1 .
(Induction step) Assume that

ak+1 > ak (Induction hypothesis).

Then
p √
ak+2 = ak+1 + 1 > ak + 1 (by induction hypothesis)
= ak+1

This completes the induction step and thus an is strictly increasing.

We have proved that an is bounded and strictly increasing. Therefore an
is convergent by monotone convergence theorem. Since an ≥ 1 for any
n, we have lim an ≥ 1 is positive.
n→∞ √
1+ 5
This completes that proof that lim an = .
n→∞ 2
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Differentiation Limits of functions
Integration Continuity of functions

Example
Let an be a sequence defined by

an+1 = 2an − a2n , for n ≥ 1
1
a1 =
2

1. Prove that an ≤ 1 for any positive integer n.

2. Prove that an is monotonic increasing.
3. Find lim an .
n→∞

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Differentiation Limits of functions
Integration Continuity of functions

Solution
1
1. Observe that a1 = 2 < 1 and for any n ≥ 2, we have

an = 2an−1 − a2n−1 = −(an−1 − 1)2 + 1 ≤ 1.

Therefore an ≤ 1 for any positive integer n.

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Differentiation Limits of functions
Integration Continuity of functions

Solution
2. We prove that an+1 − an ≥ 0 for any n by induction on n.
(Base case) When n = 1, a2 − a1 = 34 − 12 > 0. (Induction step)
Assume that ak+1 − ak ≥ 0. Then

ak+2 − ak+1 = (2ak+1 − a2k+1 ) − (2ak − a2k )

= 2(ak+1 − ak ) − (a2k+1 − a2k )
= 2(ak+1 − ak ) − (ak+1 + ak )(ak+1 − ak )
= (2 − (ak+1 + ak ))(ak+1 − ak )

Since ak , ak+1 ≤ 1 by (1) and ak+1 − ak ≥ 0 by induction

hypothesis, we have ak+2 − ak+1 ≥ 0. This completes the induction
step and we conclude that an is monotonic increasing.

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Differentiation Limits of functions
Integration Continuity of functions

Solution
3. Since an ≤ 1 is bounded and an is monotonic increasing, an is
convergent by monotone convergence theorem. Let lim an = a.
n→∞
Then

lim an+1 = lim (2an − a2n )

n→∞ n→∞
a = 2a − a2
a2 − a = 0
a(a − 1) = 0
a = 1 or 0

Since an ≥ a1 = 12 for any n, we have a ≥ 1

2 > 0. Therefore a = 1
and we proved that lim an = 1.
n→∞

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Differentiation Limits of functions
Integration Continuity of functions

Example
Fn+1
Let an = where Fn is the Fibonacci’s sequence defined by
( Fn
Fn+2 = Fn+1 + Fn
.
F1 = F2 = 1
Find lim an .
n→∞
n an
1 1
2 2
3 1.5
4 1.666666666
5 1.6
10 1.618181818
15 1.618032787
20 1.618033999

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Differentiation Limits of functions
Integration Continuity of functions

Theorem
For any n ≥ 1,
1 2
Fn+2 Fn − Fn+1 = (−1)n+1
2 Fn+3 Fn − Fn+2 Fn+1 = (−1)n+1

Proof
1 When n = 1, we have F3 F1 − F22 = 2 · 1 − 12 = 1 = (−1)2 . Assume

2
Fk+2 Fk − Fk+1 = (−1)k+1 .

Then

2 2
Fk+3 Fk+1 − Fk+2 = (Fk+2 + Fk+1 )Fk+1 − Fk+2
2
= Fk+2 (Fk+1 − Fk+2 ) + Fk+1
2
= −Fk+2 Fk + Fk+1
= (−1)k+2 (by induction hypothesis)

2
Therefore Fn+2 Fn − Fn+1 = (−1)n+1 for any n ≥ 1.

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Differentiation Limits of functions
Integration Continuity of functions

Proof.
The proof for the second statement is basically the same. When
n = 1, we have F4 F1 − F3 F2 = 3 · 1 − 2 · 1 = 1 = (−1)2 . Assume

Fk+3 Fk − Fk+2 Fk+1 = (−1)k+1 .

Then

Fk+4 Fk+1 − Fk+3 Fk+2 = (Fk+3 + Fk+2 )Fk+1 − Fk+3 Fk+2

= Fk+3 (Fk+1 − Fk+2 ) + Fk+2 Fk+1
= −Fk+3 Fk + Fk+2 Fk+1
= −(−1)k+1 (by induction hypothesis)
= (−1)k+2

Therefore Fn+3 Fn − Fn+2 Fn+1 = (−1)n+1 for any n ≥ 1.

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Integration Continuity of functions

Theorem
Fn+1
Let an = .
Fn
1 The sequence a1 , a3 , a5 , a7 , · · · , is strictly increasing.
2 The sequence a2 , a4 , a6 , a8 , · · · , is strictly decreasing.

Proof.
For any k ≥ 1, we have
F2k+2 F2k F2k+2 F2k−1 − F2k+1 F2k
a2k+1 − a2k−1 = − =
F2k+1 F2k−1 F2k+1 F2k−1
2k
(−1) 1
= = >0
F2k+1 F2k−1 F2k+1 F2k−1

Therefore a1 , a3 , a5 , a7 , · · · , is strictly increasing. The second statement

can be proved in a similar way.

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Integration Continuity of functions

Theorem
lim (a2k+1 − a2k ) = 0
k→∞

Proof.
For any k ≥ 1,
F2k+2 F2k+1
a2k+1 − a2k = −
F2k+1 F2k
2
F2k+2 F2k − F2k+1 1
= =
F2k+1 F2k F2k+1 F2k

Therefore
1
lim (a2k+1 − a2k ) = lim = 0.
k→∞ k→∞ F2k+1 F2k

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Integration Continuity of functions

Theorem
√
Fn+1 1+ 5
lim =
n→∞ Fn 2

Proof
First we prove that an = FFn+1
n
is convergent.
an is bounded. (1 ≤ an ≤ 2 for any n.)
a2k+1 and a2k are convergent. (They are bounded and monotonic.)

lim (a2k+1 − a2k ) = 0 ⇒ lim a2k+1 = lim a2k

k→∞ k→∞ k→∞

It follows that an is convergent and

lim an = lim a2k+1 = lim a2k .

n→∞ k→∞ k→∞

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Integration Continuity of functions

Proof.
Fn+1
To evaluate the limit, suppose lim = L. Then
Fn
n→∞
 
Fn+2 Fn+1 + Fn Fn 1
L = lim = lim = lim 1 + =1+
n→∞ Fn+1 n→∞ Fn+1 n→∞ Fn+1 L
L2 − L − 1 = 0

By solving the quadratic equation, we have

√ √
1+ 5 1− 5
L= or .
2 2
We must have L ≥ 1 since an ≥ 1 for any n. Therefore
√
1+ 5
L= .
2

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Integration Continuity of functions

Remarks
The limit can be calculated directly using the formula
αn − β n
Fn =
α−β
√ !n √ !n !
1 1+ 5 1− 5
= √ −
5 2 2

where √ √
1+ 5 1− 5
α= ,β =
2 2
are the roots of the quadratic equation

x2 − x − 1 = 0.

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Theorem
Let
 n
1
an = 1+
n
n
X 1 1 1 1
bn = = 1 + 1 + + + ··· +
k! 2! 3! n!
k=0

Then
1 an < bn for any n > 1.
2 an and bn are convergent and

lim an = lim bn
n→∞ n→∞

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Integration Continuity of functions

 n
1
an = 1+
n
n
X 1 1 1 1
bn = = 1 + 1 + + + ··· +
k! 2! 3! n!
k=0

n an bn
1 2 2
5 2.48832 2.716666666666
10 2.593742 2.718281801146
100 2.704813 2.718281828459
100000 2.718268 2.718281828459
The limit of the two sequences is the important Euler’s number

e ≈ 2.71828 18284 59045 23536 . . . .

which is also known as the Napier’s constant.

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Definition (Convergence of infinite series)

We say that an infinite series
∞
X
ak = a1 + a2 + a3 + · · ·
k=1

is convergent if the sequence of partial sums

Pn
sn = ak = a1 + a2 + a3 + · · · + an is convergent. If the infinite series
k=1
is convergent, then we define
∞
X n
X
ak = lim sn = lim ak .
n→∞ n→∞
k=1 k=1

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Limits of functions

Definition (Function)
A real valued function on a subset D ⊂ R is a real value f (x)
assigned to each of the values x ∈ D. The set D is called the
domain of the function.
Given an expression f (x) in x, the domain D is understood to be
taken as the set of all real numbers x such that f (x) is defined.
This is called the maximum domain of definition of f (x).

Definition (Graph of function)

Let f (x) is a real valued function. The graph of f (x) is the set

{(x, y) ∈ R2 : y = f (x)}.

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Definition
Let f (x) be a real valued function and D be its domain. We say
that f (x) is
1 injective if for any x1 , x2 ∈ D with x1 6= x2 , we have
f (x1 ) 6= f (x2 ).
2 surjective if for any real number y ∈ R, there exists x ∈ D
such that f (x) = y.
3 bijective if f (x) is both injective and surjective.

Definition
Let f (x) be a real valued function. We say that f (x) is
1 even if f (−x) = f (x) for any x.
2 odd if f (−x) = −f (x) for any x.

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Example

f (x) Domain Injective Surjective Bijective Even Odd

2x − 3 R X X X × ×
3 2
x − 2x R × X × × ×
1
x 6= 0 X × × × X
x
4x
R × × × × X
x2 + 1
x
x 6= ±1 × X × × X
x2 − 1
1
x2 − 2 x 6= 0 × X × X ×
x
√
4 − x2 −2 ≤ x ≤ 2 × × × X ×
1
√ x > −4 X × × × ×
x+4

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Definition (Limit of function)

Let f (x) be a real valued function.
1 We say that a real number l is a limit of f (x) at x = a if for any  > 0,
there exists δ > 0 such that

if 0 < |x − a| < δ, then |f (x) − l| < 

and write
lim f (x) = l.
x→a

2 We say that a real number l is a limit of f (x) at +∞ if for any  > 0,

there exists R > 0 such that

if x > R, then |f (x) − l| < 

and write
lim f (x) = l.
x→+∞

The limit of f (x) at −∞ is defined similarly.

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1 Note that for the limit of f (x) at x = a to exist, f (x) may

not be defined at x = a and even if f (a) is defined, the value
of f (a) does not affect the value of lim f (x).
x→a
2 The limit of f (x) at x = a may not exist. However the limit is
unique if it exists.

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Integration Continuity of functions

lim f (x) = l
x→a

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Integration Continuity of functions

lim f (x)
x→a
does not exist

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Theorem (Sequential criterion for limits of functions)

Let f (x) be a real valued function. Then

lim f (x) = l
x→a

if and only if for any sequence xn of real numbers with xn 6= a for any n
and lim xn = a, we have
n→∞

lim f (xn ) = l.
n→∞

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Theorem
Let f (x), g(x) be functions such that lim f (x), lim g(x) exist and
x→a x→a
c be a real number. Then
1 lim (f (x) + g(x)) = lim f (x) + lim g(x)
x→a x→a x→a
2 lim cf (x) = c lim f (x)
x→a x→a
3 lim f (x)g(x) = lim f (x) lim g(x)
x→a x→a x→a

f (x) lim f (x)

4 lim = x→a if lim g(x) 6= 0.
x→a g(x) lim g(x) x→a
x→a

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Theorem (Squeeze theorem)

Let f (x), g(x), h(x) be real valued functions. Suppose
1 f (x) ≤ g(x) ≤ h(x) for any x 6= a on a neighborhood of a, and
2 lim f (x) = lim h(x) = l.
x→a x→a

Then the limit of g(x) at x = a exists and lim g(x) = l.

x→a

Theorem
Suppose
1 f (x) is bounded, and
2 lim g(x) = 0
x→a

Then lim f (x)g(x) = 0.

x→a

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Exponential, logarithmic and trigonometric functions

Definition (Exponential function)

The exponential function is defined for real number x ∈ R by
 x n
ex = lim 1 +
n→∞ n
x2 x3 x4
= 1+x+ + + + ···
2! 3! 4!

1 It can be proved that the two limits in the definition exist and
converge to the same value for any real number x.
2 ex is just a notation for the exponential function. One should
not interpret it as ‘e to the power x’.

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Integration Continuity of functions

Theorem
For any x, y ∈ R, we have

ex+y = ex ey .
Caution! One cannot use law of indices to prove the above identity.
It is because ex is just a notation for the exponential function and
it does not mean ‘e to the power x’. In fact we have not defined
what ax means when x is a real number which is not rational.

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Theorem
1 ex > 0 for any real number x.
2 ex is strictly increasing.

Proof.
1 For any x > 0, we have ex > 1 + x > 1. If x < 0, then

ex e−x = ex+(−x) = e0 = 1
1
ex = >0
e−x
since e−x > 1. Therefore ex > 0 for any x ∈ R.
2 Let x, y be real numbers with x < y. Then y − x > 0 which implies
ey−x > 1. Therefore

ey = ex+(y−x) = ex ey−x > ex .

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Definition (Logarithmic function)

The logarithmic function is the function ln : R+ → R defined for
x > 0 by
y = ln x if ey = x.
In other words, ln x is the inverse function of ex .

It can be proved that for any x > 0, there exists unique real
number y such that ey = x.

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Integration Continuity of functions

Theorem
1 ln xy = ln x + ln y

x
2 ln = ln x − ln y
y
3 ln xn = n ln x for any integer n ∈ Z.

Proof.
1 Let u = ln x and v = ln y. Then x = eu , y = ev and we have

xy = eu ev = eu+v = eln x+ln y

which means ln xy = ln x + ln y.
Other parts can be proved similarly.

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Definition (Cosine and sine functions)

The cosine and sine functions are defined for real number x ∈ R
by the infinite series

x2 x4 x6
cos x = 1 − + − + ···
2! 4! 6!
x3 x5 x7
sin x = x − + − + ···
3! 5! 7!

1 When the sine and cosine are interpreted as trigonometric

ratios, the angles are measured in radian. (1800 = π)
2 The series for cosine and sine are convergent for any real
number x ∈ R.

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Integration Continuity of functions

There are four more trigonometric functions namely tangent, cotangent,

secant and cosecant functions. All of them are defined in terms of sine
and cosine.
Definition (Trigonometric functions)

sin x 2k + 1
tan x = , for x 6= π, k ∈ Z
cos x 2
cos x
cot x = , for x 6= kπ, k ∈ Z
sin x
1 2k + 1
sec x = , for x 6= π, k ∈ Z
cos x 2
1
csc x = , for x 6= kπ, k ∈ Z
sin x

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Integration Continuity of functions

Theorem (Trigonometric identities)

1 cos2 x + sin2 x = 1; sec2 x − tan2 x = 1; csc2 x − cot2 x = 1

2 cos(x ± y) = cos x cos y ∓ sin x sin y;
sin(x ± y) = sin x cos y ± cos x sin y;
tan x ± tan y
tan(x ± y) =
1 ∓ tan x tan y
3 cos 2x = cos2 x − sin2 x = 2 cos2 x − 1 = 1 − 2 sin2 x;
sin 2x = 2 sin x cos x;
2 tan x
tan 2x =
1 − tan2 x
4 2 cos x cos y = cos(x + y) + cos(x − y)
2 cos x sin y = sin(x + y) − sin(x − y)
2 sin x sin y = cos(x − y) − cos(x + y)
   
5 cos x + cos y = 2 cos x+y 2
cos x−y2
   
cos x − cos y = −2 sin x+y 2
sin x−y2
   
sin x + sin y = 2 sin x+y cos x−y
 2   2 
sin x − sin y = 2 cos x+y 2
sin x−y2

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Definition (Hyperbolic function)

The hyperbolic functions are defined for x ∈ R by

ex + e−x x2 x4 x6
cosh x = =1+ + + + ···
2 2! 4! 6!
ex − e−x x3 x5 x7
sinh x = =x+ + + + ···
2 3! 5! 7!

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Theorem (Hyperbolic identities)

1 cosh2 x − sinh2 x = 1
2 cosh(x + y) = cosh x cosh y + sinh x sinh y
sinh(x + y) = sinh x cosh y + cosh x sinh y
3 cosh 2x = cosh2 x + sinh2 x = 2 cosh2 x − 1 = 1 + 2 sinh2 x;
sinh 2x = 2 sinh x cosh x

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Integration Continuity of functions

Theorem
ex − 1
1 lim =1
x→0 x
ln(1 + x)
2 lim =1
x→0 x
sin x
3 lim =1
x→0 x

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ex − 1
Proof. lim = 1.
x→0 x
For any −1 < x < 1 with x 6= 0, we have

ex − 1 x x2 x3 x4
= 1+ + + + + ···
x 2! 3! 4! 5!
 2 2 2
x2

x x x x x
≤ 1+ + + + + ··· = 1 + +
2 4 8 16 2 2
ex − 1 x x2 x3
= 1+ + + + ···
x 2! 3! 4!
 2
x2 x2 x2

x x x
≥ 1+ − + + + ··· = 1 + −
2 4 8 16 2 2

x x2 x x2 ex − 1
and lim (1 + + ) = lim (1 + − ) = 1. Therefore lim = 1.
x→0 2 2 x→0 2 2 x→0 x

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Integration Continuity of functions

ex − 1
Figure: lim =1
x→0 x

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Integration Continuity of functions

ln(1 + x)
Proof. lim = 1.
x→0 x
Let y = ln(1 + x). Then

ey = 1+x
x = ey − 1

and x → 0 as y → 0. We have
ln(1 + x) y
lim = lim
x→0 x y→0 ey − 1
= 1

Note that the first part implies lim (ey − 1) = 0.

y→0

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sin x
Proof. lim = 1.
x→0 x
Note that
sin x x2 x4 x6 x8 x10
=1− + − + − + ··· .
x 3! 5! 7! 9! 11!
For any −1 < x < 1 with x 6= 0, we have
 2
x4
  6
x8

sin x x x
= 1− − − − − ··· ≤ 1
x 3! 5! 7! 9!
x2 x4 x6 x8 x10 x2
   
sin x
= 1− + − + − + ··· ≥ 1 −
x 6 5! 7! 9! 11! 6

x2
and lim 1 = lim (1 − ) = 1. Therefore
x→0 x→0 6
sin x
lim = 1.
x→0 x

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Integration Continuity of functions

sin x
Figure: lim =1
x→0 x

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Theorem
Let k be a positive integer.
xk
1 lim x = 0
x→+∞ e
(ln x)k
2 lim =0
x→+∞ x

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Proof.
1 For any x > 0,
x2 x3 xk+1
ex = 1 + x + + + ··· >
2! 3! (k + 1)!
and thus
xk (k + 1)!
0< < .
ex x
(k + 1)!
Moreover lim = 0. Therefore
x→+∞ x

xk
lim = 0.
x→+∞ ex

2 Let x = ey . Then x → +∞ as y → +∞ and ln x = y. We have

(ln x)k yk
lim = lim = 0.
x→+∞ x y→+∞ ey

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Integration Continuity of functions

Example
√
x2 − 16 (x − 4)(x + 4)( x + 2)
1. lim √ = lim √ √
x→4 x−2 x→4 ( x − 2)( x + 2)
√
(x − 4)(x + 4)( x + 2)
= lim
x→4 x−4
√
= lim (x + 4)( x + 2) = 32
x→4
3e2x + ex − x4 3 + e−x − x4 e−2x 3
2. lim = lim =
x→+∞ 4e2x − 5ex + 2x4 x→+∞ 4 − 5e−x + 2x4 e−2x 4
ln(2e4x + x3 ) 4x + ln(2 + x3 e−4x )
3. lim = lim
x→+∞ ln(3e2x + 4x5 ) x→+∞ 2x + ln(3 + 4x5 e−2x )
ln(2+x3 e−4x )
4+ x
= lim =2
x→+∞ ln(3+4x5 e−2x )
2+
√ x √
√ (x + x2 − 2x)(x − x2 − 2x)
4. lim (x + x2 − 2x) = lim √
x→−∞ x→−∞ x− x2 − 2x
2x
= lim √
x→−∞ x− x2 − 2x
2
= lim q =1
x→−∞
1 + 1 − x2

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Example
6 sin 6x
sin 6x − sin x 6x
− sinx x 6−1
5. lim = lim 4 sin 4x
= =5
x→0 sin 4x − sin 3x x→0
4x
− 3 sin
3x
3x 4−3
1 − cos x (1 − cos x)(1 + cos x)
6. lim = lim sin x
x→0 x tan x x→0 x cos x
(1 + cos x)
(1 − cos2 x) cos x
= lim
x→0 x sin x(1 + cos x)
 
sin x cos x 1
= lim =
x→0 x 1 + cos x 2
e2x − 1 2 e2x − 1 3x 2
7. lim = lim · · =
x→0 ln(1 + 3x) x→0 3 2x ln(1 + 3x) 3
√
x ln(1 + sin x) x(1 + cos x)(1 + cos x) ln(1 + sin x)
8. lim √ = lim
x→0 1 − cos x x→0 1 − cos2 x
x ln(1 + sin x) √
= lim · (1 + cos x)(1 + cos x)
x→0 sin x sin x
= 4

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Theorem
Let g(u) be a function of u and u = f (x) be a function of x.
Suppose
1 lim f (x) = b ∈ [−∞, +∞]
x→a
2 lim g(u) = l
u→b
3 f (x) 6= b when x 6= a or g(b) = l.
Then
lim (g ◦ f )(x) = l.
x→a

f g
x −→ u = f (x) −→ (g ◦ f )(x) = g(u) = g(f (x))

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Integration Continuity of functions

Example
3 3
!
e4x − 1 e4x − 1
 
4 3x
1. lim = lim
x→0 x2 sin 3x x→0 3 sin 3x 4x3

ey − 1
 
4
= lim (y = 4x3 )
3 y→0 y

4
=
3    
ln(1 + 2 tan x) 2 sin x ln(1 + 2 tan x)
2. lim = lim
x→0 x x→0 cos x x 2 tan x
 
ln(1 + y)
= 2 lim (y = 2 tan x)
y→0 y
= 2

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Definition (Continuity)
Let f (x) be a real valued function. We say that f (x) is continuous at
x = a if
lim f (x) = f (a).
x→a

In other words, f (x) is continuous at x = a if for any  > 0, there exists

δ > 0 such that

if |x − a| < δ, then |f (x) − f (a)| < .

We say that f (x) is continuous on an interval in R if f (x) is continuous

at every point on the interval.

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Theorem
Let g(u) be a function in u and u = f (x) be a function in x.
Suppose g(u) is continuous and the limit of f (x) at x = a exists.
Then  
lim (g ◦ f )(x) = lim g(f (x)) = g lim f (x) .
x→a x→a x→a

f g
x −→ u = f (x) −→ (g ◦ f )(x) = g(u) = g(f (x))

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Theorem

1 For any non-negative integer n, f (x) = xn is continuous on R.

2 The functions ex , cos x, sin x are continuous on R.
3 The logarithmic function ln x is continuous on R+ .

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Theorem
Suppose f (x), g(x) are continuous functions and c is a real
number. Then the following functions are continuous.
1 f (x) + g(x)
2 cf (x)
3 f (x)g(x)
f (x)
4 at the points where g(x) 6= 0.
g(x)
5 (f ◦ g)(x)

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Definition
The absolute value of x ∈ R is defined by
(
−x, if x < 0
|x| =
x, if x ≥ 0

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Example (Piecewise defined function)

a 1 5
lim f (x) 3 2
x→a−
lim f (x) 0 2
x→a+
lim f (x) does not exist 2
x→a

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Example

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Theorem
A function f (x) is continuous at x = a if

lim f (x) = lim f (x) = f (a).

x→a+ x→a−

The theorem is usually used to check whether a piecewise defined

function is continuous.

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Integration Continuity of functions

The following functions are not continuous at x = a.

lim f (x) does not exist lim f (x) does not exist
x→a− x→a

lim f (x) 6= lim f (x) lim f (x) 6= f (a)

x→a− x→a+ x→a

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Differentiation Limits of functions
Integration Continuity of functions

Example
Given that the function

2x − 1
 if x < 2
f (x) = a if x = 2

 2
x +b if x > 2

is continuous at x = 2. Find the value of a and b.

Solution
Note that

lim f (x) = lim (2x − 1) = 3

x→2− x→2−

lim f (x) = lim (x2 + b) = 4 + b

x→2+ x→2+
f (2) = a

Since f (x) is continuous at x = 2, we have 3 = 4 + b = a which implies a = 3

and b = −1.

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 Limits Sequences
Differentiation Limits of functions
Integration Continuity of functions

Example
Prove that the function
  
sin 1 , if x 6= 0
f (x) = x
0, if x = 0


is not continuous at x = 0.

Proof.
2
Let xn = for n = 1, 2, 3, . . . . Then lim xn = 0 and
(2n + 1)π n→∞

 
(2n + 1)π
f (xn ) = sin = (−1)n .
2

Thus lim f (xn ) does not exist. Therefore f (x) is not continuous at
n→∞
x = 0.
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Differentiation Limits of functions
Integration Continuity of functions

f (x) is not continuous at x = 0.

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Differentiation Limits of functions
Integration Continuity of functions

Theorem (Intermediate value theorem)

Suppose f (x) is a function which is continuous on [a, b]. Then for
any real number η between f (a) and f (b), there exists ξ ∈ (a, b)
such that f (ξ) = η.

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Differentiation Limits of functions
Integration Continuity of functions

Theorem (Extreme value theorem)

Suppose f (x) is a function which is continuous on a closed and
bounded interval [a, b]. Then there exists α, β ∈ [a, b] such that

f (α) ≤ f (x) ≤ f (β) for any x ∈ [a, b].

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Integration Application of Differentiation

Differentiable functions

Definition (Differentiable function)

Let f (x) be a function. Denote

f (a + h) − f (a)
f 0 (a) = lim
h→0 h
and we say that f (x) is differentiable at x = a if the above limit
exists. We say that f (x) is differentiable on (a, b) if f (x) is
differentiable at every point in (a, b).

The above limit can also be written as

f (x) − f (a)
f 0 (a) = lim .
x→a x−a

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Integration Application of Differentiation

Figure: Definition of derivative

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Integration Application of Differentiation

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Integration Application of Differentiation

Theorem
If f (x) differentiable at x = a, then f (x) is continuous at x = a.

Differentiable at x = a ⇒ Continuous at x = a

Proof.
Suppose f (x) is differentiable at x = a. Then
 
f (x) − f (a)
lim (f (x) − f (a)) = lim (x − a)
x→a x→a x−a
 
f (x) − f (a)
= lim lim (x − a)
x→a x−a x→a

= f 0 (a) · 0 = 0

Therefore f (x) is continuous at x = a.

Note that the converse of the above theorem does not hold. The
function f (x) = |x| is continuous but not differentiable at 0.
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Integration Application of Differentiation

The following functions are not differentiable at x = a.

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Integration Application of Differentiation

Example
eh − e0 eh − 1
1 f (x) = ex : f 0 (0) = lim = lim = 1.
h→0 h h→0 h
ln(1 + h) − ln 1 ln(1 + h)
2 f (x) = ln x: f 0 (1) = lim = lim = 1.
h→0 h h→0 h
sin h − sin 0 sin h
3 f (x) = sin x: f 0 (0) = lim = lim = 1.
h→0 h h→0 h

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Integration Application of Differentiation

Example
Find f 0 (x) if f (x) = |x| sin x.

Solution: We have
(
−x sin x, if x < 0
f (x) =
x sin x, if x ≥ 0
For x < 0, we have f 0 (x) = −x cos x − sin x.
For x > 0, we have f 0 (x) = x cos x + sin x.
For x = 0, we have
 
f (h) − f (0) |h| sin h sin h
f 0 (0) = lim = lim = lim |h| = 0.
h→0 h h→0 h h→0 h
Combining the above results, we have

−x cos x − sin x,
 if x < 0
f 0 (x) = 0, if x = 0 .

x cos x + sin x, if x > 0


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Integration Application of Differentiation

Example
(
4x − 1, if x ≤ 1
Find a, b if f (x) = is differentiable at x = 1.
ax2 + bx, if x > 1

Solution: Since f (x) is differentiable at x = 1, f (x) is continuous at x = 1 and

lim f (x) = f (1) ⇒ lim (ax2 + bx) = a + b = 3.

x→1+ x→1+

Moreover, f (x) is differentiable at x = 1 and we have

f (1 + h) − f (1) (4(1 + h) − 1) − 3
lim = lim =4
h→0− h h→0− h
f (1 + h) − f (1) a(1 + h)2 + b(1 + h) − 3
lim = lim
h→0+ h h→0+ h
= lim (2a + b + h) = 2a + b (We used a + b = 3)
h→0+
( (
a+b=3 a=1
Therefore ⇒ .
2a + b = 4 b=2

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Integration Application of Differentiation

Definition (First derivative)

Let y = f (x) be a differentiable function on (a, b). The first
derivative of f (x) is the function on (a, b) defined by

dy f (x + h) − f (x)
= f 0 (x) = lim .
dx h→0 h

Theorem
Let f (x) and g(x) be differentiable functions and c be a real
number. Then
1 (f + g)0 (x) = f 0 (x) + g 0 (x)
2 (cf )0 (x) = cf 0 (x)

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Theorem
d n
1 x = nxn−1 , n ∈ Z+ , for x ∈ R
dx
d x
2 e = ex for x ∈ R
dx
d 1
3 ln x = for x > 0
dx x
d
4 cos x = − sin x for x ∈ R
dx
d
5 sin x = cos x for x ∈ R
dx

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Integration Application of Differentiation

d n
Proof ( x = nxn−1 )
dx
Let y = xn . For any x ∈ R, we have

dy (x + h)n − xn
= lim
dx h→0 h
(x + h − x)((x + h)n−1 + (x + h)n−2 x + · · · + xn−1 )
= lim
h→0 h
n−1 n−2
= lim ((x + h) + (x + h) x + · · · + xn−1 )
h→0
= nxn−1
Note that the above proof is valid only when n ∈ Z+ is a positive
integer.

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Integration Application of Differentiation

d x
Proof ( e = ex )
dx
Let y = ex . For any x ∈ R, we have

dy ex+h − ex ex (eh − 1)
= lim = lim = ex .
dx h→0 h h→0 h
(Alternative proof)

x2 x3 x4
 
dy d
= 1+x+ + + + ···
dx dx 2! 3! 4!
2x 3x2 4x3
= 0+1+ + + + ···
2! 3! 4!
x2 x3
= 1+x+ + + ···
2! 3!
x
= e

In general, differentiation cannot be applied term by term to infinite series. The

second proof is valid only after we prove that this can be done to power series.

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Proof
 
d 1
ln x = Let f (x) = ln x. For any x > 0, we have
dx x
 
h
dy ln(x + h) − ln x ln 1 + x 1
= lim = lim = .
dx h→0 h h→0 h x
 
d
cos x = − sin x Let f (x) = cos x. For any x ∈ R, we have
dx
   
dy cos(x + h) − cos x −2 sin x + h2
sin h
2
= lim = lim = − sin x.
dx h→0 h h→0 h
 
d
sin x = cos x Let f (x) = sin x. For any x ∈ R, we have
dx
   
dy sin(x + h) − sin x 2 cos x + h
2
sin h
2
= lim = lim = cos x.
dx h→0 h h→0 h

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Integration Application of Differentiation

Definition
Let a > 0 be a positive real number. For x ∈ R, we define

ax = ex ln a .

Theorem
Let a > 0 be a positive real number. We have
1 ax+y = ax ay for any x, y ∈ R
d x
2 a = ax ln a.
dx

Proof.
1 ax+y = e(x+y) ln a = ex ln a ey ln a = ax ay
d x d x ln a
2 a = e = ex ln a ln a = ax ln a
dx dx

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Example
Let f (x) = |x| for x ∈ R. Show that f (x) is not differentiable at x = 0.

Proof.
Observe that
f (h) − f (0) −h
lim = lim = −1
h→0− h h→0− h
f (h) − f (0) h
lim = lim =1
h→0+ h h→0+ h

Thus the limit

f (h) − f (0)
lim
h→0 h
does not exist. Therefore f (x) is not differentiable at x = 0.

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Figure: f (x) = |x| is not differentiable at x = 0

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Exercise (True or False)

Suppose f (x) is bounded and is differentiable on (a, b). Determine
whether the following statements are always true.
1 f 0 (x) is differentiable on (a, b).
Answer: F
2 f 0 (x) is continuous on (a, b).
Answer: F
3 f 0 (x) is bounded on (a, b).
Answer: F

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Example
Let f (x) = |x|x for x ∈ R. Find f 0 (x).

Solution: When x < 0, f (x) = −x2 and f 0 (x) = −2x. When x > 0,
f (x) = x2 and f 0 (x) = 2x. When x = 0, we have
f (h) − f (0) |h|h − 0
lim = lim = lim |h| = 0
h→0 h h→0 h h→0

Thus f 0 (0) = 0. Therefore 

−2x,
 if x < 0
f 0 (x) = 0, if x = 0

2x, if x > 0


= 2|x|.

Note that f 0 (x) = 2|x| is continuous at x = 0.

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f (x) is differentiable at x = 0. (f (x) is differentiable on R.)

f 0 (x) is continuous on R.
f 0 (x) is not differentiable at x = 0.
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Example
Let 
x sin 1 , if x 6= 0
f (x) = x .
0, if x = 0

1 Find f 0 (x) for x 6= 0.

2 Determine whether f (x) is differentiable at x = 0.

Solution
1. When x 6= 0,
1 1 1
f 0 (x) = sin − cos .
x x x
2. We have
f (h) − f (0) h sin h1 1
lim = lim = lim sin
h→0 h h→0 h h→0 h
does not exist. Therefore f (x) is not differentiable at x = 0.

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Integration Application of Differentiation

f (x) is not differentiable at x = 0. (f 0 (0) does not exist.)

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Integration Application of Differentiation

Example
Let 
x2 sin 1 , if x 6= 0
f (x) = x .
0, if x = 0

1 Find f 0 (x).
2 Determine whether f 0 (x) is continuous at x = 0.

Solution
1. When x 6= 0, we have
 
1 1 1 1 1
f 0 (x) = 2x sin + x2 − 2 cos = 2x sin − cos .
x x x x x

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Solution
2. When x = 0, we have

f (h) − f (0) h2 sin 1

1
f 0 (0) = lim = lim h
= lim h sin .
h→0 h h→0 h h→0 h
Since lim h = 0 and | sin h1 | ≤ 1 is bounded, we have f 0 (0) = 0. Therefore
h→0

2x sin 1 − cos 1 , if x 6= 0
0
f (x) = x x .
0, if x = 0

Observe that  
1 1
lim f 0 (x) = lim 2x sin − cos
x→0 x→0 x x
does not exist. We conclude that f 0 (x) is not continuous at x = 0.

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Integration Application of Differentiation

f 0 (0) = 0 (f (x) is differentiable on R)

f 0 (x) is not continuous at x = 0

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Integration Application of Differentiation

f 0 (0) = 0 (f (x) is differentiable on R)

f 0 (x) is not continuous at x = 0
f 0 (x) is not bounded near x = 0

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Example

f (x) is f (x) is f 0 (x) is

f (x) continuous differentiable continuous
at x = 0 at x = 0 at x = 0
|x| Yes No Not applicable
|x|x Yes Yes Yes
 
1
x sin ; f (0) = 0 Yes No Not applicable
x
 
1
x2 sin ; f (0) = 0 Yes Yes No
x

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Integration Application of Differentiation

Example
The following diagram shows the logical relations between continuity and
differentiability of a function at a point x = a. (Examples in the bracket is for
a = 0.)

sin x
f 0 (x) is differentiable at x = a (f (x) = ; f (0) = 1)
x
⇓
f 0 (x) is continuous at x = a (f (x) = |x|x)
⇓
f (x) is differentiable at x = a (f (x) = x2 sin x1 ; f (0) = 0)
⇓
f (x) is continuous at x = a (f (x) = |x|)

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Rules of differentiation

Theorem (Basic formulas for differentiation)

d n
x = nxn−1
dx
d x d 1
e = ex ln x =
dx dx x
d d
sin x = cos x cos x = − sin x
dx dx
d d
tan x = sec2 x cot x = − csc2 x
dx dx
d d
sec x = sec x tan x csc x = − csc x cot x
dx dx
d d
cosh x = sinh x sinh x = cosh x
dx dx
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Theorem (Product rule and quotient rule)

Let u and v be differentiable functions of x. Then

d dv du
uv = u +v
dx dx dx
d u v du
dx
dv
− u dx
=
dx v v2

Proof
Let u = f (x) and v = g(x).

d f (x + h)g(x + h) − f (x)g(x)
uv = lim
dx h→0 h
 
f (x + h)g(x + h)−f (x + h)g(x) f (x + h)g(x) − f (x)g(x)
= lim +
h→0 h h
 
g(x + h) − g(x) f (x + h) − f (x)
= lim f (x + h) · + g(x) ·
h→0 h h
dv du
= u +v
dx dx

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Proof.

f (x+h) f (x)
d u g(x+h)
− g(x)
= lim
dx v h→0 h
f (x + h)g(x) − f (x)g(x + h)
= lim
h→0 hg(x)g(x + h)
 
f (x + h)g(x)−f (x)g(x) f (x)g(x + h)−f (x)g(x)
= lim −
h→0 hg(x)g(x + h) hg(x)g(x + h)
 
f (x + h) − f (x) g(x + h) − g(x)
= lim g(x) · − f (x) ·
h→0 hg(x)g(x + h) hg(x)g(x + h)
v du
dx
dv
− u dx
= 2
v

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Theorem (Chain rule)

Let y = f (u) be a function of u and u = g(x) be a function of x.
Suppose g(x) is differentiable at x = a and f (u) is differentiation at
u = g(a). Then f ◦ g(x) = f (g(x)) is differentiable at x = a and

(f ◦ g)0 (a) = f 0 (g(a))g 0 (a).

In other words,
dy dy du
= · .
dx du dx

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Proof

(f ◦ g)0 (a)
f (g(a + h)) − f (g(a))
= lim
h→0 h
f (g(a + h)) − f (g(a)) g(a + h) − g(a)
= lim lim
h→0 g(a + h) − g(a) h→0 h
f (g(a) + k) − f (g(a)) g(a + h) − g(a)
= lim lim
k→0 k h→0 h
(Note that g(a + h) − g(a) = k → 0 as h → 0 because g(x) is continuous.)
= f 0 (g(a))g 0 (a)

The above proof is valid only if g(a + h) − g(a) 6= 0 whenever h is sufficiently close to
0. This is true when g 0 (a) 6= 0 because of the following proposition.

Proposition
Suppose g(x) is a function such that g 0 (a) 6= 0. Then there exists δ > 0 such that if
0 < |h| < δ, then
g(a + h) − g(a) 6= 0.

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When g 0 (a) = 0, we need another proposition.

Proposition
Suppose f (u) is a function which is differentiable at u = b. Then there exists
δ > 0 and M > 0 such that

|f (b + h) − f (b)| < M |h| for any |h| < δ.

The proof of chain rule when g 0 (a) = 0 goes as follows. There exists δ > 0
such that

|f (g(a + h)) − f (g(a))| < M |g(a + h) − g(a)| for any |h| < δ.

Therefore
f (g(a + h)) − f (g(a)) g(a + h) − g(a)
lim ≤ lim M =0
h→0 h h→0 h

which implies (f ◦ g)0 (a) = 0.

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Example
The chain rule is used in the following way. Suppose u is a
differentiable function of x. Then

d n du
u = nun−1
dx dx
d u du
e = eu
dx dx
d 1 du
ln u =
dx u dx
d du
cos u = − sin u
dx dx
d du
sin u = cos u
dx dx

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Integration Application of Differentiation

Example
d d
1. sin3 x = 3 sin2 x sin x = 3 sin2 x cos x
dx dx √
d √x √ d √
x e x
2. e = e x= √
dx dx 2 x
d 1 2 d 2
3. = − ln x = −
dx (ln x)2 (ln x)3 dx x(ln x)3
d 1 2 sin 2x
4. ln cos 2x = (− sin 2x) · 2 = − = −2 tan 2x
dx cos 2x cos 2x
√
d √ √ 1 x sec2 1 + x2
5. tan 1 + x2 = sec2 1 + x2 · √ · 2x = √
dx 2 1 + x2 1 + x2
d √ √ √ √ 1
6. sec3 sin x = 3 sec2 sin x(sec sin x tan sin x) √ · cos x
dx 2 sin x
√ √
3 sec3 sin x tan sin x cos x
= √
2 sin x

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Integration Application of Differentiation

Example
d
7. cos4 x sin x = cos4 x cos x + 4 cos3 x(− sin x) sin x
dx
= cos5 x − 4 cos3 x sin2 x
d sec 2x ln x(2 sec 2x tan 2x) − sec 2x( x1 )
8. =
dx ln x (ln x)2
sec 2x(2x tan 2x ln x − 1)
=
x(ln x)2
x sec2 x − tan x
 
tan x tan x
9. e x = e x
x2
√
1 + x2 ( x1 ) − ln x( √2x 2 )

   
ln x ln x 2 1+x
10. sin √ = cos √  
1 + x2 1 + x2 1 + x2
!
1 + x2 − x2 ln x
 
ln x
= 3 cos √
x(1 + x2 ) 2 1 + x2

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Definition (Implicit functions)

An implicit function is an equation of the form F (x, y) = 0. An implicit
function may not define a function. Sometimes it defines a function when the
domain and range are specified.

Theorem
Let F (x, y) = 0 be an implicit function. Then
∂F ∂F dy
+ =0
∂x ∂y dx
and we have
∂F
dy ∂x
= − ∂F .
dx ∂y

Here ∂F
∂x
is called the partial derivative of F with respect to x which is the
derivative of F with respect to x while considering y as constant. Similarly the
partial derivative ∂F
∂y
is the derivative of F with respect to y while considering
x as constant.

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Example
dy
Find for the following implicit functions.
dx
1 x2 − xy − xy 2 = 0
2 cos(xey ) + x2 tan y = 1

Solution
1. 2x − (y + xy 0 ) − (y 2 + 2xyy 0 ) = 0
xy 0 + 2xyy 0 = 2x − y − y 2
2x − y − y 2
y0 =
x + 2xy
2. − sin(xey )(ey + xey y 0 ) + 2x tan y + x2 (sec2 y)y 0 = 0
x2 y 0 sec2 y − xey sin(xey )y 0 = ey sin(xey ) − 2x tan y
ey sin(xey ) − 2x tan y
y0 =
x2 sec2 y − xey sin(xey )

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Theorem
Suppose f (y) is a differentiable function with f 0 (y) 6= 0 for any y. Then the inverse
function y = f −1 (x) of f (y) is differentiable and

1
(f −1 )0 (x) = .
f 0 (f −1 (x))

In other words,
dy 1
= dx .
dx dy

Proof.

f (f −1 (x)) = x
f 0 (f −1 (x))(f −1 )0 (x) = 1
1
(f −1 )0 (x) =
f 0 (f −1 (x))

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Theorem
π π
1 For sin−1 : [−1, 1] → [− , ],
2 2
d 1
sin−1 x = √ .
dx 1 − x2

2 For cos−1 : [−1, 1] → [0, π],

d 1
cos−1 x = − √ .
dx 1 − x2
π π
3 For tan−1 : R → [− , ],
2 2
d 1
tan−1 x = .
dx 1 + x2

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Proof.
1

y = sin−1 x
sin y = x
dy
cos y = 1
dx
dy 1
=
dx cos y
1 π π
= p (Note: cos y ≥ 0 for − ≤ y ≤ )
1 − sin2 y 2 2
1
= √
1 − x2

The other parts can be proved similarly.

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Integration Application of Differentiation

Example
dy
Find if y = xx .
dx

Solution
There are 2 methods.
Method 1. Note that y = xx = ex ln x . Thus
dy
= ex ln x (1 + ln x) = xx (1 + ln x).
dx
Method 2. Taking logarithm on both sides, we have

ln y = x ln x
1 dy
= 1 + ln x
y dx
dy
= y(1 + ln x)
dx
= xx (1 + ln x)

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Integration Application of Differentiation

Example
Let u and v be functions of x. Show that
d v
u = uv v 0 ln u + uv−1 vu0 .
dx

Proof.
We have
d v d v ln u
u = e
dx dx 
u0

v ln u 0
= e v ln u + v ·
u
0
 
vu
= uv v 0 ln u +
u
= uv v 0 ln u + uv−1 vu0

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Second and higher derivatives

Definition (Second and higher derivatives)

Let y = f (x) be a function. The second derivative of f (x) is the function

d2 y
 
d dy
= .
dx2 dx dx

The second derivative of y = f (x) is also denoted as f 00 (x) or y 00 . Let n be a

non-negative integer. The n-th derivative of y = f (x) is defined inductively by

dn y
 n−1 
d d y
= for n ≥ 1
dxn dx dxn−1
d0 y
= y
dx0
The n-th derivative is also denoted as f (n) (x) or y (n) . Note that
f (0) (x) = f (x).

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Example
d2 y
Find for the following functions.
dx2
1 y = ln(sec x + tan x)
2 x2 − y 2 = 1

Solution
1
1. y 0 = (sec x tan x + sec2 x)
sec x + tan x
= sec x
y 00 = sec x tan x
2. 2x − 2yy 0 = 0
x
y0 =
y
y − xy 0
y 00 =
y2
y − x( x y
)
= 2
y
y 2 − x2
=
y3

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Theorem (Leinbiz’s rule)

Let u and v be differentiable function of x. Then
n  
X n (n−k) (k)
(uv)(n) = u v
k
k=0

n n!


where k = k!(n−k)! is the binormial coefficient.

Example

(uv)(0) = u(0) v (0)

(uv)(1) = u(1) v (0) + u(0) v (1)
(2)
(uv) = u(2) v (0) + 2u(1) v (1) + u(0) v (2)
(uv)(3) = u(3) v (0) + 3u(2) v (1) + 3u(1) v (2) + u(0) v (3)
(uv)(4) = u(4) v (0) + 4u(3) v (1) + 6u(2) v (2) + 4u(1) v (3) + u(0) v (4)

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Proof
We prove the Leibniz’s rule by induction on n. When n = 0,
(uv)(0) = uv = u(0) v (0) . Assume that for some nonnegative m,
m
!
(m)
X m (m−k) (k)
(uv) = u v .
k
k=0

Then

(uv)(m+1)
d
= (uv)(m)
dx !
m
d X m
= u(m−k) v (k)
dx k
k=0
m
!
X m
= (u(m−k+1) v (k) + u(m−k) v (k+1) )
k
k=0

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Proof.

m
! m
!
X m (m−k+1) (k) X m (m−k) (k+1)
= u v + u v
k k
k=0 k=0
m
! m+1
!
X m (m−k+1) (k) X m
= u v + u(m−(k−1)) v (k)
k k−1
k=0 k=1
m
! m+1
!
X m (m−k+1) (k) X m
= u v + u(m−k+1) v (k)
k k−1
k=0 k=1
m+1
! !!
X m m
= + u(m−k+1) v (k)
k k−1
k=0
m+1
!
X m + 1 (m+1−k) (k)
= u v
k
k=0

m m



Here we use the convention −1 = m+1 = 0 in the second last equality. This
completes the induction step and the proof of the Leibniz’s rule.

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Example
Let y = x2 e3x . Find y (n) where n is a nonnegative integer.

Solution
Let u = x2 and v = e3x . Then u(0) = x2 , u(1) = 2x, u(2) = 2 and u(k) = 0 for
k ≥ 3. On the other hand, v (k) = 3k e3x for any k ≥ 0. Therefore by Leibniz’s
rule, we have
! ! !
(n) n (0) (n) n (1) (n−1) n (2) (n−2)
y = u v + u v + u v
0 1 2
n(n − 1)
= x2 (3n e3x ) + n(2x)(3n−1 e3x ) + (2)(3n−2 e3x )
2!
= (3n x2 + 2 · 3n−1 nx + 3n−2 (n2 − n))e3x
= 3n−2 (9x2 + 6nx + n2 − n)e3x

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Mean value theorem

Definition (Increasing and decreasing function)

Let f (x) be a function. We say that f (x) is
1 monotonic increasing (monotonic decreasing), or simply
increasing (decreasing), if for any x, y with x < y, we have
f (x) ≤ f (y) (f (x) ≥ f (y)).
2 strictly increasing (strictly decreasing) if for any x, y with x < y,
we have f (x) < f (y) (f (x) > f (y)).

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Suppose f (x) is a function which is differentiable on (a, b). Determine whether

the following statements are always true.
1 If f (x) attains its maximum or minimum at x = c ∈ (a, b), then
f 0 (c) = 0.
Answer: T
2 If f 0 (c) = 0, then f (x) attains its maximum or minimum at
x = c ∈ (a, b).
Answer: F
3 If f 0 (x) = 0 for any x ∈ (a, b), then f (x) is constant on (a, b).
Answer: T
4 If f (x) is strictly increasing on (a, b), then f 0 (x) > 0 for any x ∈ (a, b).
Answer: F
5 If f 0 (x) > 0 for any (a, b), then f (x) is strictly increasing on (a, b).
Answer: T
6 If f (x) is monotonic increasing on (a, b), then f 0 (x) ≥ 0 for any
x ∈ (a, b).
Answer: T

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Theorem
Let f be a function on (a, b) and c ∈ (a, b) such that
1 f is differentiable at x = c, and
2 either f (x) ≤ f (c) for any x ∈ (a, b), or f (x) ≥ f (c) for any x ∈ (a, b).
Then f 0 (c) = 0.

Proof.
Suppose f (x) ≤ f (c) for any x ∈ (a, b). The proof for the other case is essentially the
same. For any h < 0 with a < c + h < c, we have f (c + h) − f (c) ≤ 0 and h is
negative. Thus
f (c + h) − f (c)
f 0 (c) = lim ≥0
h→0− h
On the other hand, for any h > 0 with c < c + h < b, we have f (c + h) − f (c) ≤ 0
and h is positive. Thus we have

f (c + h) − f (c)
f 0 (c) = lim ≤0
h→0+ h

Therefore f 0 (c) = 0.

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Example

f 0 (x) > 0 for any x

Strictly increasing

Monotonic increasing ⇔ f 0 (x) ≥ 0 for any x

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Theorem (Rolle’s theorem)

Suppose f (x) is a function which satisfies the following conditions.
1 f (x) is continuous on [a, b].
2 f (x) is differentiable on (a, b).
3 f (a) = f (b)
Then there exists ξ ∈ (a, b) such that f 0 (ξ) = 0.

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Proof.
By extreme value theorem, there exist a ≤ α, β ≤ b such that

f (α) ≤ f (x) ≤ f (β) for any x ∈ [a, b].

Since f (a) = f (b), at least one of α, β can be chosen in (a, b) and

we let it be ξ. Then we have f 0 (ξ) = 0 since f (x) attains its
maximum or minimum at ξ.

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Theorem (Lagrange’s mean value theorem)

Suppose f (x) is a function which satisfies the following conditions.
1 f (x) is continuous on [a, b].
2 f (x) is differentiable on (a, b).
Then there exists ξ ∈ (a, b) such that

f (b) − f (a)
f 0 (ξ) = .
b−a

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Proof.
f (b) − f (a)
Let g(x) = f (x) − (x − a). Since g(a) = g(b) = f (a),
b−a
by Rolle’s theorem, there exists ξ ∈ (a, b) such that
g 0 (ξ) = 0
f (b) − f (a)
f 0 (ξ) − = 0
b−a
f (b) − f (a)
f 0 (ξ) =
b−a

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Integration Application of Differentiation

Theorem
Let f (x) be a function which is differentiable on (a, b). Then f (x) is
monotonic increasing if and only if f 0 (x) ≥ 0 for any x ∈ (a, b).

Proof. Suppose f (x) is monotonic increasing on (a, b). Then for any
x ∈ (a, b), we have f (x + h) − f (x) ≥ 0 for any h > 0 and thus
f (x + h) − f (x)
f 0 (x) = lim ≥ 0.
h→0+ h
On the other hand, suppose f 0 (x) ≥ 0 for any x ∈ (a, b). Then for any
α, β ∈ (a, b) with α < β, applying Lagrange’s mean value theorem to f (x) on
[α, β], there exists ξ ∈ (α, β) such that
f (β) − f (α)
= f 0 (ξ)
β−α
which implies
f (β) − f (α) = f 0 (ξ)(β − α) ≥ 0.
Therefore f (x) is monotonic increasing on (a, b). 
Corollary
f (x) is constant on (a, b) if and only if f 0 (x) = 0 for any x ∈ (a, b).
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Theorem
If f (x) is a differentiable function such that f 0 (x) > 0 for any x ∈ (a, b), then
f (x) is strictly increasing.

Proof.
Suppose f 0 (x) > 0 for any x ∈ (a, b). Then for any α, β ∈ (a, b) with α < β,
apply Lagrange’s mean value theorem to f (x) on [α, β], there exists ξ ∈ (α, β)
such that
f (β) − f (α)
= f 0 (ξ)
β−α
which implies
f (β) − f (α) = f 0 (ξ)(β − α) > 0.
Therefore f (x) is strictly increasing on (a, b).

The converse of the above theorem is false.

Example
f (x) = x3 is strictly increasing on R but f 0 (0) = 0 is not positive.

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Example
1
Prove that 1 − ≤ ln x ≤ x − 1 for any x > 0.
x
 
1 1 1 x−1
Solution. Let f (x) = ln x − 1 − . Then f 0 (x) = − 2 = . Now
x x x x2
0
f (1) = 0 and
0<x<1 x>1
f 0 (x) − +
Therefore f (x) attains its minimum at x = 1 and we have
x−1
f (x) = ln x − ≥ f (1) = 0 for any x > 0. On the other hand, let
x
1 x−1
g(x) = x − 1 − ln x. Then g 0 (x) = 1 − = . Now g 0 (1) = 0 and
x x
0<x<1 x>1
f 0 (x) − +

Therefore g(x) attains its minimum at x = 1 and we have

g(x) = x − 1 − ln x ≥ g(1) = 0 for any x > 0.

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Example
Let 0 < α < 1. Prove that
α(1 − α)x2
1 + αx − < (1 + x)α < 1 + αx, for any x > 0.
2

Solution. Let f (x) = 1 + αx − (1 + x)α . Then f (0) = 0 and for any x > 0,
α
f 0 (x) = α − > α − α = 0.
(1 + x)1−α
Therefore f (x) > 0for any x > 0. On theother hand, let
α(1 − α)x2
g(x) = (1 + x)α − 1 + αx − . Then g(0) = 0 and for any x > 0,
2
α
g 0 (x) = − α + α(1 − α)x
(1 + x)1−α
α
> − α(1 − (1 − α)x)
1 + (1 − α)x
α(1 − α)2 x2
= >0
1 + (1 − α)x
Therefore g(x) > 0 for any x > 0.
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Theorem (Cauchy’s mean value theorem)

Suppose f (x) and g(x) are functions which satisfies the following conditions.
1 f (x), g(x) is continuous on [a, b].
2 f (x), g(x) is differentiable on (a, b).
3 g 0 (x) 6= 0 for any x ∈ (a, b).
Then there exists ξ ∈ (a, b) such that

f 0 (ξ) f (b) − f (a)

= .
g 0 (ξ) g(b) − g(a)
f (b) − f (a)
Proof. Let h(x) = f (x) − (g(x) − g(a)).
g(b) − g(a)
Since h(a) = h(b) = f (a), by Rolle’s theorem, there exists ξ ∈ (a, b) such that
f (b) − f (a) 0
f 0 (ξ) − g (ξ) = 0
g(b) − g(a)
f 0 (ξ) f (b) − f (a)
=
g 0 (ξ) g(b) − g(a)

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L’Hopital’s rule

Theorem (L’Hopital’s rule)

Let a ∈ [−∞, +∞]. Suppose f and g are differentiable functions
such that
1 lim f (x) = lim g(x) = 0 (or ±∞).
x→a x→a
2 g 0 (x)
6= 0 for any x 6= a (on a neighborhood of a).
f 0 (x)
3 lim 0 = L.
x→a g (x)
f (x) f (x)
Then the limit of at x = a exists and lim = L.
g(x) x→a g(x)

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Proof.
We give here the proof for a ∈ (−∞, +∞). For any x 6= a, by
applying Cauchy’s mean value theorem to f (x), g(x) on [a, x] or
[x, a], there exists ξ between a and x such that

f 0 (ξ) f (x) − f (a) f (x)

0
= = .
g (ξ) g(x) − g(a) g(x)

Here we redefine f (a) = g(a) = 0, if necessary, so that f and g are

continuous at a. Note that ξ → a as x → a. We have

f (x) f 0 (ξ)
lim = lim 0 = L.
x→a g(x) x→a g (ξ)

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0 ∞
Example (Indeterminate form of types and )
0 ∞
sin x − x cos x x sin x 1
1. lim = lim =
x→0 x3 x→0 3x2 3
x2 2x 2x 2
2. lim = lim sec x tan x = lim = lim =2
x→0 ln sec x x→0 x→0 tan x x→0 sec2 x
sec x
3x2
ln(1 + x3 ) 1+x3 3 x2
3. lim = lim = lim lim
x→0 x − sin x x→0 1 − cos x x→0 1 + x3 x→0 1 − cos x
2x
= 3 lim =6
x→0 sin x
4x3
ln(1 + x4 ) 1+x4 4x3 (1 + x2 )
4. lim = lim = lim =2
x→+∞ ln(1 + x2 ) x→+∞ 2x 2 x→+∞ 2x(1 + x4 )
1+x

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Example (Indeterminate form of types ∞ − ∞ and 0 · ∞)

1− 1
 
1 1 x − 1 − ln x
5. lim − = lim = lim x−1 x
x→1 ln x x−1 x→1 (x − 1) ln x x→1
x
+ ln x
x−1 1 1
= lim = lim =
x→1 x − 1 + x ln x x→1 2 + ln x 2
1
tan−1 x 1+x2
6. lim cot 3x tan−1 x = lim = lim
x→0 x→0 tan 3x x→0 3 sec2 3x

1 1
= lim =
x→0 3(1 + x2 ) sec2 3x 3
cos x
ln sin x sin x
7. lim x ln sin x = lim 1
= lim 1
x→0+ x→0+ x→0+ − 2
x x
−x2 cos x
= lim =0
x→0+ sin x
 
x+1 ln(x + 1) − ln(x − 1)
8. lim x ln = lim 1
x→+∞ x−1 x→+∞
x
1 1
x+1
− x−1 2x2
= lim = lim =2
x→+∞ − x12 x→+∞ (x + 1)(x − 1)

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Example (Indeterminate form of types 00 , 1∞ and ∞0 )

Evaluate the following limits.
1 lim xsin x
x→0+
1
2 lim (cos x) x2
x→0
1
3 lim (1 + 2x) 3 ln x
x→+∞

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Integration Application of Differentiation

Solution
 
ln x
1 ln lim xsin x = lim ln(xsin x ) = lim sin x ln x = lim
x→0+ x→0+ x→0+ x→0+ csc x
1
x − sin2 x
= lim = lim = 0.
x→0+ − csc x cot x x→0+ x cos x
Thus lim xsin x = e0 = 1.
x→0+
 
1 1 ln cos x − tan x
2 ln lim (cos x) x2 = lim ln(cos x) x2 = lim = lim
x→0 x→0 x→0 x2 x→0 2x
− sec2 x 1
= lim =− .
x→0 2 2
1 1
Thus lim (cos x) x2 = e− 2 .
x→0
  6
3 3 ln(1 + 2x) 1+2x
3 ln lim (1 + 2x) ln x = lim = lim 1
= 3.
x→+∞ x→+∞ ln x x→+∞
x
1
Thus lim (1 + 2x) 3 ln x = e3 .
x→+∞

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Example
The following shows some wrong use of L’Hopital rule.
1.
sec x − 1 sec x tan x
lim = lim
x→0 e2x − 1 2e2x
x→0
sec2 x tan x + sec3 x
= lim
x→0 4e2x
1
=
4
This is wrong because lim e2x 6= 0, ±∞. One cannot apply
x→0
sec x tan x
L’Hopital rule to lim . The correct solution is
x→0 2e2x
sec x − 1 sec x tan x
lim = lim = 0.
x→0 e2x − 1 x→0 2e2x

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Example
2.
5x − 2 cos2 x 5 + 2 cos x sin x
lim = lim
x→+∞ 3x + sin2 x 3 + sin x cos x
x→+∞

2(cos2 x − sin2 x)
= lim
x→+∞ cos2 x − sin2 x
= 2

This is wrong because lim (5 + 2 cos x sin x) and

x→+∞
lim (3 + cos x sin x) do not exist. One cannot apply L’Hopital
x→+∞
5 + 2 cos x sin x
rule to lim . The correct solution is
x→+∞ 3 + sin x cos x
2
5x − 2 cos2 x 5 − 2 cos
x
x
5
lim 2 = lim sin2x = .
x→+∞ 3x + sin x x→+∞ 3 +
x
3

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Taylor series

Definition (Taylor polynomial)

Let f (x) be a function such that the n-th derivative exists at x = a. The
Taylor polynomial of degree n of f (x) at x = a is the polynomial

f 00 (a) f (3) (a) f (n) (a)

pn (x) = f (a)+f 0 (a)(x−a)+ (x−a)2 + (x−a)3 +· · ·+ (x−a)n .
2! 3! n!

Theorem
The Taylor polynomial pn (x) of degree n of f (x) at x = a is the unique
polynomial such that

p(k)
n (a) = f
(k)
(a) for k = 0, 1, 2, . . . , n.

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Example
√ 1
Find the Taylor polynomial p3 (x) of degree 3 of f (x) = 1 + x = (1 + x) 2 at
x = 0.
Solution. The derivatives f (k) (x) up to order 3 are

k 0 1 2 3
1 1 1 1 3 3 5
f (k)
(x) (1 + x) 2 (1 + x)− 2 − (1 + x)− 2 (1 + x)− 2
2 4 8
1 1 3
f (k) (0) 1 −
2 4 8

Therefore the Taylor polynomial of f (x) of degree 3 at x = 0 is

x2 x3
p3 (x) = f (0) + f 0 (0)x + f 00 (0) + f (3) (0)
2! 3!
1 x2
      3
1 3 x
= 1+ x+ − +
2 4 2! 8 3!
x x2 x3
= 1+ − +
2 8 16

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√
Figure: Taylor polynomials for f (x) = 1 + x at x = 0

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Example
Let f (x) = cos x. The first few derivatives are

k 0 1 2 3 4
f (k) (x) cos x − sin x − cos x − sin x cos x
f (k) (0) 1 0 −1 0 1

We see that
( (
(−1)k cos x, if n = 2k (−1)k , if n = 2k
f (n) (x) = and f (n) (0) =
(−1)k sin x, if n = 2k − 1 0, if n = 2k − 1

Therefore the Taylor polynomial of f (x) of degree n = 2k at x = 0 is

2k
f 00 (0)x2 f 000 (0)x3 f (2k)x (0)
p2k (x) = f (0) + f 0 (0)x + + + ··· +
2! 3! (2k)!
(−1)x2 (0)x3 (1)x4 (−1)k x2k
= 1 + (0)x + + + + ··· +
2! 3! 4! (2k)!
x2 x4 x6 (−1)k x2k
= 1− + − + ··· +
2! 4! 6! (2k)!
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Figure: Taylor polynomials for f (x) = cos x at x = 0

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Example
1
Find the Taylor polynomial of degree n of f (x) = at x = 1.
x
Solution. The derivatives f (k) (x) are

k 0 1 2 3 ··· n
f (k) (x) x−1 −x−2 2x−3 −6x−4 ··· (−1)n n!x−(n+1)
f (k) (1) 1 −1 2 −6 ··· (−1)n n!

Therefore the Taylor polynomial of f (x) of degree n at x = 1 is

f 00 (1)(x − 1)2 f (n) (1)(x − 1)n

pn (x) = f (1) + f 0 (1)(x − 1) + + ··· +
2! n!
2(x − 1)2 (−6)(x − 1)3 (−1)n n!(x − 1)n
= 1 − (x − 1) + + + ··· +
2! 3! n!
= 1 − (x − 1) + (x − 1)2 − (x − 1)3 + · · · + (−1)n (x − 1)n

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1
Figure: Taylor polynomials for f (x) = at x = 1
x

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Example
Find the Taylor polynomial of f (x) = (1 + x)α at x = 0, where α ∈ R.
Solution. The derivatives are

f (x) = (1 + x)α
f 0 (x) = α(1 + x)α−1
00
f (x) = α(α − 1)(1 + x)α−2
f 000 (x) = α(α − 1)(α − 2)(1 + x)α−3
..
.
f (k) (x) = α(α − 1)(α − 2) · · · (α − k + 1)(1 + x)α−k

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Example
Thus we have
f (0) = 1
f 0 (0) = α
f 00 (0) = α(α − 1)
..
.
f (k) (0) = α(α − 1)(α − 2) · · · (α − k + 1)
Therefore the Taylor polynomial of f (x) = (1 + x)α of degree n at x = 0 is

f 00 (0)x2 f (3) (0)x3 f (n) (0)xn

pn (x) = f (0) + f 0 (0)x + + + ··· +
2! 3! n!
α(α − 1)x2 α(α − 1)(α − 2) · · · (α − n + 1)xn
= 1 + αx + + ··· +
! ! 2! ! ! n!
α α α 2 α n
= + x+ x + ··· + x
0 1 2 n

where !
α α(α − 1)(α − 2) · · · (α − n + 1)
= .
n n!

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Differentiation Mean value theorem
Integration Application of Differentiation

Example
The Taylor polynomials of degree n for f (x) at x = 0.

f (x) Taylor polynomial

x x2 x3 xn
e 1+x+ + + ··· +
2! 3! n!
x2 x4 x6 (−1)k x2k
cos x 1− + − + ··· + , n = 2k
2! 4! 6! (2k)!
x3 x5 x7 (−1)k x2k+1
sin x x− + − + ··· + , n = 2k + 1
3! 5! 7! (2k + 1)!
x2 x3 x4 (−1)n+1 xn
ln(1 + x) x− + − + ··· +
2 3 4 n
1
1 + x + x2 + x3 + · · · + xn
1−x
√ x x2 x3 5x4 (−1)n+1 (2n − 3)!!xn
1+x 1+ − + − + ··· +
2 8 16 128 2n n! !
2
α(α − 1)x α(α − 1)(α − 2)x3 α n
(1 + x)α 1 + αx + + + ··· + x
2! 3! n

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Differentiation Mean value theorem
Integration Application of Differentiation

Example
The Taylor polynomials of degree n for f (x) at x = a.

f (x) Taylor polynomial

(x − π)2 (x − π)4 (−1)k+1 (x − π)2k
cos x; a = π −1 + − + ··· +
2! 4! (2k)!
e2 (x − 2)2 e2 (x − 2)n
ex ; a = 2 2 2
e + e (x − 2) + + ··· +
2! n!
1
; x=1 1 − (x − 1) + (x − 1)2 − (x − 1)3 + · · · + (−1)n (x − 1)n
x
1 1 x x2 x3 (−1)n xn
; a=0 − + − + ··· +
2+x 2 4 8 16 2n+1
1
; x=1 1 + 2(x − 1) + 4(x − 1)2 + 8(x − 1)3 + · · · + 2n (x − 1)n
3 − 2x
√ x x2 x3 (2n − 3)!!xn
100 − 2x; a = 0 10 − − − − ··· −
10 2000 200000 102n−1 n!

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

Definition (Taylor series)

Let f (x) be an infinitely differentiable function. The Taylor series
of f (x) at x = a is the infinite power series

f 00 (a) f (3) (a)

T (x) = f (a)+f 0 (a)(x−a)+ (x−a)2 + (x−a)3 +· · · .
2! 3!

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Differentiation Mean value theorem
Integration Application of Differentiation

Example
The following table shows the Taylor series for f (x) at x = a.

f (x) Taylor series

x2 x3
ex ; a = 0 1+x+ + + ···
2! 3!
2 4 6
x x x
cos x; a = 0 1− + − + ···
2! 4! 6!
(x − π)3 (x − π)5
sin x; a = π −(x − π) + − + ···
3! 5!
2 3
(x − 1) (x − 1) (x − 1)4
ln x; a = 1 (x − 1) − + − + ···
2 3 4
√ 2 3 4
x x x 5x
1 + x; a = 0 1+ − + − + ···
2 8 16 128
2 3
1 x 3x 5x 35x4 63x5
√ ; a=0 1− + − + − + ···
1+x 2 8 16 128 256
2
α(α − 1)x α(α − 1)(α − 2)x3
(1 + x)α ; a = 0 1 + αx + + + ···
2! 3!

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Differentiation Mean value theorem
Integration Application of Differentiation

∞ xk x2 x3
ex ;
P
=1+x+ + + ···
k=0 k! 2! 3!
∞ (−1)k x2k
P x2 x4 x6
cos x; =1− + − + ···
k=0 (2k)! 2! 4! 6!
∞ (−1)k x2k+1
P x3 x5 x7
sin x; =x− + − + ···
k=0 (2k + 1)! 3! 5! 7!
∞ (−1)k+1 xk
P x2 x3 x4
ln(1 + x); =x− + − + ···
k=1 k 2 3 4
1 ∞
xk = 1 + x + x2 + x3 + · · ·
P
;
1−x k=0
∞
α
k α(α − 1)x2 α(α − 1)(α − 2)x3
(1 + x)α ;
P
k
x = 1 + αx + + + ···
k=0 2! 3!
∞ (−1)k x2k+1 x3 x5 x7
tan−1
P
x; =x− + − + ···
k=0 2k + 1 3 5 7
∞ (2k)!x2k+1 1 x3 1 · 3 x5 1 · 3 · 5 x7
     
sin−1 x;
P
k 2
= x + + + + ···
k=0 4 (k!) (2k + 1) 2 3 2·4 5 2·4·6 7

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Differentiation Mean value theorem
Integration Application of Differentiation

Theorem
Suppose T (x) is the Taylor series of f (x) at x = 0. Then for any positive
integer k, the Taylor series for f (xk ) at x = 0 is T (xk ).

Example
f (x) Taylor series at x = 0
1
1 − x2 + x4 − x6 + · · ·
1 + x2
1 x2 3x4 5x6 35x8
√ 1+ + + + + ···
1 − x2 2 8 16 128
sin x2 x4 x8 x12
1− + − + ···
x2 3! 5! 7!

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Differentiation Mean value theorem
Integration Application of Differentiation

Theorem
Suppose the Taylor series for f (x) at x = 0 is
∞
X
T (x) = ak xk = a0 + a1 x + a2 x2 + a3 x3 + · · · .
k=0

Then the Taylor series for f 0 (x) is

∞
X
T 0 (x) = kak xk−1 = a1 + 2a2 x + 3a3 x2 + 4a4 x3 + · · · .
k=1

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

Example
Find the Taylor series of the following functions.
1
1
(1 + x)2
2 tan−1 x

Solution
1 1
1 Let F (x) = − so that F 0 (x) = . The Taylor series for
1+x (1 + x)2
F (x) at x = 0 is

T (x) = −1 + x − x2 + x3 − x4 + · · · .
1
Therefore the Taylor series for F 0 (x) = is
(1 + x)2

T 0 (x) = 1 − 2x + 3x2 − 4x3 + · · · .

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Differentiation Mean value theorem
Integration Application of Differentiation

Solution
2. Suppose the Taylor series for f (x) = tan−1 x at x = 0 is

T (x) = a0 + a1 x + a2 x2 + a3 x3 + a4 x4 · · · .
1
Now comparing T 0 (x) with the Taylor series for f 0 (x) = which
1 + x2
takes the form
1 − x2 + x4 − x6 + · · · ,
we obtain the values of a1 , a2 , a3 , . . . and get

x3 x5 x7
T (x) = a0 + x − + − + ··· .
3 5 7
Since a0 = f (0) = 0, we have

x3 x5 x7
T (x) = x − + − + ··· .
3 5 7

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Differentiation Mean value theorem
Integration Application of Differentiation

Theorem
Suppose the Taylor series for f (x) and g(x) at x = 0 are
∞
X
S(x) = ak xk = a0 + a1 x + a2 x2 + a3 x3 + · · · ,
k=0
X∞
T (x) = bk xk = b0 + b1 x + b2 x2 + b3 x3 + · · · ,
k=0

respectively. Then the Taylor series for f (x)g(x) at x = 0 is

∞ n
!
X X
ak bn−k xn
n=0 k=0

= a0 b0 + (a0 b1 + a1 b0 )x + (a0 b2 + a1 b1 + a2 b0 )x2 + · · ·

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Differentiation Mean value theorem
Integration Application of Differentiation

Proof.
The coefficient of xn of the Taylor series of f (x)g(x) at x = 0 is
n
!
(f g)(n) (0) X n f (k) (0)g (n−k) (0)
= (Leibniz’s formula)
n! k n!
k=0
n
X n! f (k) (0)g (n−k) (0)
= ·
k!(n − k)! n!
k=0
n
X f (k) (0) g (n−k) (0)
= ·
k! (n − k)!
k=0
Xn
= ak bn−k
k=0

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

Example
1 The Taylor series for e4x ln(1 + x) is

16x2 64x3 x2 x3 x4
  
1 + 4x + + + ··· x− + − + ···
2! 3! 2 3 4
     
1 2 1 1 3
= x+ − +4 x + +4· − + 8 x + ···
2 3 2
7x2 19x3
= x+ + + ···
2 3

tan−1 x
2 The Taylor series for √ is
1 − x2

x3 x5 x2 3x4
  
x− + + ··· 1+ + + ···
3 5 2 8
   
1 1 3 3 1 1 1
= x+ − x + − · + x5 + · · ·
2 3 4 3 2 5
x3 49x5
= x+ + + ···
6 120

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

Theorem
Suppose f (x) and g(x) are infinitely differentiable functions and
the Taylor series of f (x) and g(x) at x = 0 are

ak xk + ak+1 xk+1 + ak+2 xk+2 + · · ·

and
bk xk + bk+1 xk+1 + bk+2 xk+2 + · · ·
where bk 6= 0. Then

f (x) ak + ak+1 x + ak+2 x2 + · · ·

lim = lim
x→0 g(x) x→0 bk + bk+1 x + bk+2 x2 + · · ·
ak
=
bk

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Differentiation Mean value theorem
Integration Application of Differentiation

Proof.
The assumptions on f (x) and g(x) imply that

f (0) = f 0 (0) = f 00 (0) = · · · = f (k−1) (0) = 0; f (k) (0) = ak

g(0) = g 0 (0) = g 00 (0) = · · · = g (k−1) (0) = 0; g (k) (0) = bk

Therefore, by L’Hopital’s rule, we have

f (x) f 0 (x) f 00 (x) f (k) (x) ak

lim = lim 0 = lim 00 = · · · = lim (k) = .
x→0 g(x) x→0 g (x) x→0 g (x) x→0 g (x) bk

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Differentiation Mean value theorem
Integration Application of Differentiation

Example
√
ln(1 + x) − x 1 − x
1. lim
x→0 x2 − sin3 x
x2
(x − x2 + x3 + · · · ) − x(1 − x
2
− 8
+ ···)
= lim x3
x→0 x − (x − 6
+ ···)
11x3
24
+ ···
= lim 3
x→0 x + · · ·
6
11
=
4  x
ex sin x − x cos x

e 1
2. lim − = lim
x→0 x tan x x→0 x sin x
2 3
x2
(1 + x + x2 + · · · )(x − x6 + · · · ) − x(1 − 2
+ ···)
= lim 3
x→0 x(x − x6 + · · · )
2 x3 3
(x + x + 3 + · · · ) − (x − x2 + · · · )
= lim 4
x→0 x2 − x6 + · · ·
2 5x3
x + 6 + ···
= lim 4
x→0 x2 − x + · · ·
6
= 1
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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

Curve sketching

To sketch the graph of y = f (x), one first finds

Domain: The values of x where f (x) is defined.
x-intercepts: The values of x such that f (x) = 0.
y-intercept: f (0)
Horizontal asymptotes:
If lim f (x) = b, then y = b is a horizontal asymptote.
x→−∞/+∞
Vertical asymptotes:
If lim f (x) = −∞/ + ∞, then x = a is a vertical
x→a− /a+
asymptote.

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Differentiation Mean value theorem
Integration Application of Differentiation

3x + 5
Example 1: f (x) =
x+2

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Differentiation Mean value theorem
Integration Application of Differentiation

x2 + 2
Example 2: f (x) =
x2 + 1

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Differentiation Mean value theorem
Integration Application of Differentiation

x
Example 3: f (x) =
|x| + 1

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Differentiation Mean value theorem
Integration Application of Differentiation

Example 4: f (x) = |ln |x||

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Differentiation Mean value theorem
Integration Application of Differentiation

Definition (Oblique asymptote)

If
lim (f (x) − (ax + b)) = 0,
x→−∞/+∞

we say that y = ax + b is an oblique asymptote of y = f (x).

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Differentiation Mean value theorem
Integration Application of Differentiation

x2 − 3x − 4
Example 5: f (x) = .
x−2
2 2
x − 3x − 4 x − 2x − (x − 2) − 6 6
Note that = =x−1− .
x−2 x−2 x−2

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

Definition
Let f (x) be a continuous function. We say that f (x) has a
1 local maximum at x = a if there exists δ > 0 such that f (x) ≤ f (a) for
any x ∈ (a − δ, a + δ).
2 local minimum at x = a if there exists δ > 0 such that f (x) ≥ f (a) for
any x ∈ (a − δ, a + δ).

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Differentiation Mean value theorem
Integration Application of Differentiation

Theorem
Let f (x) be a continuous function. Suppose f (x) has local maximum or
local minimum at x = a. Then either
1 f 0 (a) = 0, or
2 f 0 (x) does not exist at x = a.

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

Theorem (First derivative test)

Let f (x) be a continuous function and f 0 (a) = 0 or f 0 (a) does not
exist. Suppose there is δ > 0 such that

1
a−δ <x<a a<x<a+δ
f 0 (x) + −

Then f (x) has a local maximum at x = a.

2
a−δ <x<a a<x<a+δ
f 0 (x) − +

Then f (x) has a local minimum at x = a.

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

Theorem (Second derivative test)

Let f (x) be a differentiable function and f 0 (a) = 0.
1 If f 00 (a) < 0, then f (x) has a local maximum at x = a.

2 If f 00 (a) > 0, then f (x) has a local minimum at x = a.

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Differentiation Mean value theorem
Integration Application of Differentiation

Definition (Turning point)

We say that f (x) has a turning point at x = a if f 0 (x) changes
sign at x = a.

If f (x) has a turning point at x = a, then either f 0 (a) = 0 or

f 0 (x) does not exist.
Turning point f 0 (a) = 0 f 0 (a) does not exist

Relative maximum

Relative minimum

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

x−3
Example 6: f (x) =
x2 + 4x − 5
x−3
f (x) = , x 6= −5, 1
(x − 1)(x + 5)
2
(x + 4x − 5)(1) − (x − 3)(2x + 4) (x + 1)(x − 7)
f 0 (x) = 2 2
=−
(x − 1) (x + 5) (x − 1)2 (x + 5)2
Thus f 0 (x) = 0 when x = −1, 7.

x < −5 −5 < x < −1 −1 < x < 1 1<x<7 x>7

f 0 (x) − − + + −

(−1, 12 ) is a minimum point and (7, 18

1
) is a maximum point.

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Differentiation Mean value theorem
Integration Application of Differentiation

x−3
Example: f (x) = .
x2 + 4x − 5

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Differentiation Mean value theorem
Integration Application of Differentiation

Definition (Concavity)
We say that f (x) is
1 Concave upward on (a, b) if f 00 (x) > 0 on (a, b).
2 Concave downward on (a, b) if f 00 (x) < 0 on (a, b).

f 0 (x) > 0 f 0 (x) < 0

Concave upward (f 00 (x) > 0)

Concave downward (f 00 (x) < 0)

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

Definition (Inflection point)

We say that f (x) has an inflection point at x = a if f 00 (x)
changes sign at x = a.

If f (x) has an inflection point at x = a, then ether f 00 (a) = 0 or

f 00 (a) does not exist.

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

Example 7: f (x) = |x +(1|(3 − x)

(x + 1)(x − 3) if x < −1
f (x) = |x + 1|(3 − x) =
−(x + 1)(x − 3) if x ≥ −1

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Differentiation Mean value theorem
Integration Application of Differentiation

1
Example 8: f (x) = x +
|x|
1
Since lim (f (x) − x) = lim = 0,
x→±∞ x→±∞ |x|
y = f (x) has an oblique asymptote y = x.
1
When x < 0, f (x) = x − .
x
1
f 0 (x) = 1 + 2
x
2
f 00 (x) = − 3
x
1
When x > 0, f (x) = x + .
x
1
f 0 (x) = 1 − 2
x
2
f 00 (x) = 3
x
x<0 0<x<1 x>1
f 0 (x) + − +
f 00 (x) + + +
f (x) has a minimum point at x = 1.
f (x) has no inflection point.
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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

1
Example 8: f (x) = x +
|x|

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Differentiation Mean value theorem
Integration Application of Differentiation

|2x + 1|
Example 9: f (x) =
x−3

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Differentiation Mean value theorem
Integration Application of Differentiation

1
Example 10: f (x) = 2 − (x − 8) 3
1
f 0 (x) = − 2
3(x − 8) 3
2
f 00 (x) = 5
9(x − 8) 3
0 00
f (x), f (x) do not exist at x = 8.

x<8 x>8
f 0 (x) − −
f 00 (x) − +

f (x) has no turning point.

f (x) has an inflection point at x = 8.

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

1
Example 10: f (x) = 2 − (x − 8) 3

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Differentiation Mean value theorem
Integration Application of Differentiation

p
Example 11: f (x) = 1 − |x|

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Differentiation Mean value theorem
Integration Application of Differentiation

x2 + x − 2
Example 12: f (x) =
x2
Domain: x 6= 0
x2 + x − 2 x−2
f (x) = =1+
x2 x2
f (x) has a horizontal asymptote y = 1.
x2 − 2x(x − 2) x − 2(x − 2) x−4
f 0 (x) = 4
= 3
=− 3
x x x
f 0 (x) = 0 when x = 4
x3 − 3x2 (x − 4) x − 3(x − 4) 2(x − 6)
f 00 (x) = − 6
=− 6
=
x x x4
f 00 (x) = 0 when x = 6.

(−∞, 0) (0, 4) (4, 6) (6, +∞)

f 0 (x) − + − −
f 00 (x) − − − +
(4, 98 ) is maximum point.
(6, 109 ) is an inflection point.

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

x2 + x − 2
Example 12: f (x) =
x2

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Differentiation Mean value theorem
Integration Application of Differentiation

x2 + x − 2
Example 12: f (x) =
x2

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

x3
Example 13: f (x) =
(x − 2)2
12x − 16
f (x) = x + 4 + , x 6= 2
(x − 2)2
f (x) has an oblique asymptote y = x + 4
3x2 (x − 2)2 − 2(x − 2)x3 3x2 (x − 2) − 2x3 x3 − 6x2
f 0 (x) = 4
= 3
=
(x − 2) (x − 2) (x − 2)3
0
f (x) = 0 when x = 0, 6
(3x2 − 12x)(x − 2)3 − 3(x − 2)2 (x3 − 6x2 ) 24x
f 00 (x) = =
(x − 2)6 (x − 2)4
f 00 (x) = 0 when x = 0.

(−∞, 0) (0, 2) (2, 6) (6, +∞)

f 0 (x) + + − +
f 00 (x) − + + +
(6, 27
2 ) is minimum point.
(0, 0) is an inflection point.

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

x3
Example 13: f (x) =
(x − 2)2

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Differentiation Mean value theorem
Integration Application of Differentiation

x3
Example 13: f (x) =
(x − 2)2

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Differentiation Mean value theorem
Integration Application of Differentiation

1 2
Example 14: f (x) = x 3 (x − 3) 3
First 2
1 2 
f (x) x 3 (x − 3) 3 3 3
lim = lim = lim 1− =1
x→±∞ x x→±∞ x x→±∞ x
and
 2 !
3 3
lim (f (x) − x) = lim x 1− −1
x→±∞ x→±∞ x
2
(1 − 3h) 3 − 1
= lim
h→0 h
= −2

Thus y = x − 2 is an oblique asymptote.

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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

1 2
Example 14: f (x) = x 3 (x − 3) 3
1 −2 2 2 1 1
f 0 (x) = x 3 (x − 3) 3 + x 3 (x − 3)− 3
3 3
x−1
= 2 1
x 3 (x − 3) 3
f 0 (x) = 0 when x = 1 and f 0 (x) does not exist when x = 0, 3.
2 1 1 1 2 2
x 3 (x − 3) 3 − ( 23 x− 3 (x − 3) 3 + 13 x 3 (x − 3)− 3 )(x − 1)
f 00 (x) = 4 2
x 3 (x − 3) 3
3x(x − 3) − (2(x − 3) + x)(x − 1)
= 5 4
3x 3 (x − 3) 3
2
= − 5 4
x 3 (x − 3) 3
00
f (x) does not exist when x = 0, 3.

(−∞, 0) (0, 1) (1, 3) (3, +∞)

f 0 (x) + + − +
f 00 (x) + − − −
2
(1, 2 3 ) is a maximum point.
(3, 0) is a minimum point.
(0, 0) is an inflection point.
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 Limits Derivatives
Differentiation Mean value theorem
Integration Application of Differentiation

1 2
Example 14: f (x) = x 3 (x − 3) 3

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Differentiation Mean value theorem
Integration Application of Differentiation

1 2
Example 14: f (x) = x 3 (x − 3) 3

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 Limits Integration
Differentiation Techniques of Integration
Integration More Techniques of Integration

Indefinite integral and substitution

Definition
Let f (x) be a continuous function. A primitive function, or an
anti-derivative, of f (x) is a function F (x) such that

F 0 (x) = f (x).

The collection of all anti-derivatives of f (x) is called the indefinite

integral of f (x) and is denoted by
Z
f (x)dx.

The function f (x) is called the integrand of the integral.

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Note: Anti-derivative of a function is not unique. If F (x) is an

anti-derivative of f , then F (x) + C is an anti-derivative of f (x) for
any constant C. Moreover, any anti-derivative of f (x) is of the
form F (x) + C and we write
Z
f (x)dx = F (x) + C

where C isRarbitrary constant called the integration constant.

Note that f (x)dx is not a single function but a collection of
functions.

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Theorem
Let f (x) and g(x) be continuous functions and k be a constant.
Z Z Z
1 (f (x) + g(x))dx = f (x)dx + g(x)dx
Z Z
2 kf (x)dx = k f (x)dx

Theorem (formulas for indefinite integrals)

xn+1
Z
xn dx = + C, n 6= −1
Z n+1 Z
1
ex dx = ex + C; dx = ln |x| + C
Z Z x
cos xdx = sin x + C; sin xdx = − cos x + C
Z Z
sec2 xdx = tan x + C; csc2 xdx = − cot x + C
Z Z
sec x tan xdx = sec x + C; csc x cot xdx = − csc x + C

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Example
x4 x2
Z
1. (x3 − x + 5)dx = − + 5x + C
4 2
(x + 1)2
Z Z 2
x + 2x + 1
2. dx = dx
x x
Z  
1
= x+2+ dx
x
x2
= + 2x + ln |x| + C
2
√
3x2 + x − 1
Z Z  
3. √ dx = 3x3/2 + 1 − x−1/2 dx
x
6 5 1
= x 2 + x − 2x 2 + C
5
Z   Z
3 sin x x
4. − 2e dx = (3 sec x tan x − 2ex ) dx
cos2 x
= 3 sec x − 2ex + C

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Example
Suppose we want to compute
Z p
x x2 + 4 dx

First we let
u = x2 + 4.
We may formally write
 
du d 2
du = dx = (x + 4) dx = 2xdx
dx dx
du
Here du is called the differential of u defined as dx. Thus the integral is
dx
√
Z Z p Z
p 1 1
x x2 + 4 dx = x2 + 4(2xdx) = u du
2 2
3 3
u2 (x2 + 4) 2
= +C = +C
3 3

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Example

Z Z p  2
p
2 2
x
x x + 4 dx = x + 4d
2
Z p
1
= x2 + 4 dx2
2
Z
1 p 2
= x + 4 d(x2 + 4)
2
3
(x2 + 4) 2
= +C
3

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Theorem
Let f (x) be a continuous function defined on [a, b]. Suppose there
exists a differentiable function u = ϕ(x) and continuous function
g(u) such that f (x) = g(ϕ(x))ϕ0 (x) for any x ∈ (a, b). Then
Z Z
f (x)dx = g(ϕ(x))ϕ0 (x)dx
Z
= g(u)du

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Example
Z Z
3 3
x2 ex +1
dx x2 ex dx +1

Z  3
3 x
Let u = x3 + 1, = ex +1 d
3
Z
1 x3 +1
then du = 3x2 dx = e dx3
3
Z Z
1 1 3
= eu du = ex +1 d(x3 + 1)
3 3
3
eu ex +1
= +C = +C
3 3
x3 +1
e
= +C
3

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Example
Z Z
cos4 x sin xdx cos4 x sin xdx
Z
Let u = cos x, = cos4 xd(− cos x)
Z
then du = − sin xdx = − cos4 xd cos x

cos5 x
Z
= − u4 du = − +C
5
u5
= − +C
5
5
cos x
= − +C
5

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Example
Z Z
dx dx
x ln x x ln x
Z
d ln x
Let u = ln x, =
ln x
dx
then du = = ln | ln x| + C
x
Z
du
=
u
= ln |u| + C

= ln | ln x| + C

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Example
Z Z
dx dx
ex + 1 ex + 1
ex
Z  
Let u = 1 + e−x , = 1− dx
1 + ex
dex
Z
then du = −e−x dx = x−
1 + ex
e−x dx
Z
= = x − ln(1 + ex ) + C
1 + e−x
Z
du
= −
u
= − ln u + C

= − ln(1 + e−x ) + C

= x − ln(1 + ex ) + C

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Example
Z Z
dx dx
√ √
1+ x 1+ x
√
√
Z
x dx
Let u = 1 + x, = √ √
x(1 + x)
Z √ √
dx xd x
then du = √ = 2 √
2 x 1+ x
√
Z Z  
(u − 1)du 1
= 2 = 2 1− √ d x
u 1+ x
√ √
Z  
1
= 2 1− du = 2 x − 2 ln(1 + x) + C
u
= 2u − 2 ln u + C 0
√ √
= 2 x − 2 ln(1 + x) + C

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Definite integral

Definition
Let f (x) be a function on [a, b]. A Partition of [a, b] is a set of
finite points

P = {x0 = a < x1 < x2 < · · · < xn = b}

and we define

∆xk = xk − xk−1 , for k = 1, 2, . . . , n

kP k = max {∆xk }
1≤k≤n

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Definition
Let f (x) be a function on [a, b]. The lower and upper Riemann sums
with respect to partition P are
n
X n
X
L(f, P ) = mk ∆xk , and U(f, P ) = Mk ∆xk
k=1 k=1

where

mk = inf{f (x) : xk−1 ≤ x ≤ xk }, and Mk = sup{f (x) : xk−1 ≤ x ≤ xk }

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Figure: Upper and lower Riemann sum

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Figure: Upper and lower Riemann sum

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Definition (Riemann integral)

Let [a, b] be a closed and bounded interval and f : [a, b] → R be a
real valued function defined on [a, b]. We say that f (x) is
Riemann integrable on [a, b] if the limits of L(f, P ) and U(f, P )
exist as kP k tends to 0 and are equal. In this case, we define the
Riemann integral of f (x) over [a, b] by
Z b
f (x)dx = lim L(f, P ) = lim U(f, P ).
a kP k→0 kP k→0

Note: We say that lim L(f, P ) = L if for any ε > 0, there exists
kP k→0
δ = δ(ε) > 0 such that if kP k < δ, then |L(f, P ) − L| < ε.

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Theorem
Let f (x) and g(x) be integrable functions on [a, b], a < c < b and k be
constants.
Z b Z b Z b
1 (f (x) + g(x))dx = f (x)dx + g(x)dx
a a a
Z b Z b
2 kf (x)dx = k f (x)dx
a a
Z b Z c Z b
3 f (x)dx = f (x)dx + f (x)dx
a a c
Z a Z b
4 f (x)dx = − f (x)dx
b a

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Theorem
Suppose f (x) is a continuous function on [a, b]. Then f (x) is
Riemann integrable on [a, b] and we have
Z b n
X
f (x)dx = lim f (xk )∆xk
a n→∞
k=1
n   
X k b−a
= lim f a + (b − a) .
n→∞ n n
k=1

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Figure: Formula for Riemann integral

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Example
Use the formula for definite integral of continuous function to evaluate
Z 1
x2 dx
0

Solution

1 n  2  
1−0
Z
2
X k
x dx = lim 0 + (1 − 0)
0 n→∞ n n
k=1
n
X k2
= lim
n→∞ n3
k=1
n(n + 1)(2n + 1)
= lim
n→∞ 6n3
1
=
3
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Fundamental theorem of calculus

Theorem (Fundamental theorem of calculus)

First part: Let f (x) be a function which is continuous on [a, b].
Let F : [a, b] → R be the function defined by
Z x
F (x) = f (t)dt
a

Then F (x) is continuous on [a, b], differentiable on (a, b) and

F 0 (x) = f (x).

for any x ∈ (a, b). Put in another way, we have

Z x
d
f (t)dt = f (x) for x ∈ (a, b).
dx a
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Theorem (Fundamental theorem of calculus)

Second part: Let f (x) be a function which is continuous on [a, b].
Let F (x) be a primitive function of f (x), in other words, F (x) is a
continuous function on [a, b] and F 0 (x) = f (x) for any x ∈ (a, b).
Then Z b
f (x)dx = F (b) − F (a).
a

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Example
√
Let f (x) = 1 − x2 . The graph of y = f (x) is a unit semicircle centered at
the origin. Using the formula for area of circular sectors, we calculate
√
sin−1 x
Z x Z xp
x 1 − x2
F (x) = f (t)dt = 1 − t2 dt = + .
0 0 2 2
By fundamental theorem of calculus, we know that F (x) is an anti-derivative
of f (x). One may check this by differentiating F (x) and get

x2
 
1 p 1
F 0 (x) = 1 − x2 − √ +√
2 1 − x2 1 − x2
2 2
 
1 1−x −x +1
= √
2 1 − x2
p
= 1 − x2
= f (x)

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√
x
x 1 − x2 sin−1 x
Z p
Figure: 1 − t2 dt = +
0 2 2

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Example
Z 3 3
x4

1. (x3 − 4x + 5)dx = − 2x2 + 5x
1 4 1
 4   4 
3 2 1
= − 2(3 ) + 5(3) − − 2(12 ) + 5(1)
4 4
= 14
Z 0  2x+6 0
e
2. e2x+6 dx =
−3 2 −3
e6 − 1
=
2
Z π  π
12 tan 3x 12
3. sec2 3x dx =
0 3 0
π
tan 3( 12 ) − tan 0
=
3
1
=
3

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The fundamental theorem of calculus can be used to evaluate limit of

series of a certain form.
Theorem

n  
1X k
lim f
n→∞ n n
k=1
        n 
1 1 2 3
= lim f +f +f + ··· + f
n→∞ n n n n n
Z 1
= f (x)dx
0

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Example
Find
n
 
P 1 1 1 1
1 lim = lim + + ··· +
n→∞ k=1 n+k n→∞ n+1 n+2 2n
n
 
P n n n n
2 lim = lim + + · · · +
n→∞ k=1 n2 + k 2 n→∞ n2 + 12 n2 + 22 n2 + n2
n
 
1 P 1 1 1 1 1
3 lim √ √ = lim √ √ +√ + ··· + √
n→∞ n k=1 n + k n→∞ n n+1 n+2 2n

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Example
n
P 1 1 Pn 1
1. lim = lim
n→∞ k=1 n+k n→∞ n k=1 1 + k
Z 1 n
1
= dx = [ln(1 + x)]10
0 1 + x
= ln 2
n
P n 1 P n 1
2. lim = lim
n→∞ k=1 n2 + k2 n→∞ n k=1 1 + ( k )2
Z 1 n
1 −1
= 2
dx = [tan x]10
0 1 + x
π
=
4
1 P n 1 1 P n 1
3. lim √ √ = lim q
n→∞ n k=1 n + k n→∞ n k=1
1 + nk
√
Z 1
1
= √ dx = [2 1 + x]10
0 1+x
√
= 2( 2 − 1)
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Example
p
n
(n + 1)(n + 2) · · · (2n)
Find lim .
n→∞ n

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Solution

p !
n
(n + 1)(n + 2) · · · (2n)
ln lim
n→∞ n
 
1 (n + 1)(n + 2) · · · (2n)
= lim ln
n→∞ n nn
   
1 1 2  n
= lim ln 1+ 1+ ··· 1 +
n→∞ n n n n
     
1 1 2  n
= lim ln 1 + + ln 1 + + · · · + ln 1 +
n→∞ n n n n
Z 1
= ln(1 + x)dx
0
= [(1 + x) ln(1 + x) − x]10
= 2 ln 2 − 1

Therefore
p
n
(n + 1)(n + 2) · · · (2n) 4
lim = e2 ln 2−1 = ≈ 1.4715.
n→∞ n e
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Example (Definite integral and substitution)

Z 5 p Z 5
x x2 − 9 dx
p
1. x x2 − 9 dx
3 3
Let u = x2 − 9, 1 5p 2
Z
= x − 9 d(x2 − 9)
2 3
When x = 3, u = 0
1h 2 3 5
i
= (x − 9) 2
When x = 5, u = 16 3 3

du = 2xdx 64
=
3
1 16 √
Z
= u du
2
" 30 #16
u2
=
3
0
64
=
3

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Example (Definite integral and substitution)

Z π2 √ √
sin x Z π2
sin x
2. √ dx √ dx
0 x x
√ 0
Let u = x, Z π 2
√ √
= 2 sin x d x
When x = 0, u = 0 0
√ π2
When x = π 2 , u = π = 2 [− cos x]0
h √ i
= 2 − cos π 2 − (− cos 0)
dx
du = √
2 x = 4
Z π
= 2 sin u du
0

= 2 [− cos u]π0

= 4

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Example
We have the following formulas for derivatives of functions defined by integrals.
Z x
d
1 f (t)dt = f (x)
dx a
Z b
d
2 f (t)dt = −f (x)
dx x
Z v(x)
d dv
3 f (t)dt = f (v)
dx a dx
Z v(x)
d dv du
4 f (t)dt = f (v) − f (u)
dx u(x) dx dx

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Proof.
1. This is the first part of fundamental theorem of calculus.
Z b  Z x 
d d
2. f (t)dt = − f (t)dt
dx x dx b

= −f (x)
!
Z v(x) Z v(x)
d d dv
3. f (t)dt = f (t)dt
dx a dv a dx
dv
= f (v)
dx !
Z v(x) Z v(x) Z c
d d
4. f (t)dt = f (t)dt + f (t)dt
dx u(x) dx c u(x)
!
Z v(x) Z u(x)
d
= f (t)dt − f (t)dt
dx c c

dv du
= f (v) − f (u)
dx dx

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Example
Find F 0 (x) for the the functions.
Z x√
1 F (x) = tet dt
1
Z π
sin t
2 F (x) = dt
x t
Z sin x p
3 F (x) = 1 + t4 dt
0
Z x2 2
4 F (x) = et dt
−x

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Solution
Z x√
d √
1. tet dt = xex
dx 1
Z π
d sin t sin x
2. dt = −
dx x t x
Z sin x p
d p d
3. 1 + t4 dt = 1 + sin4 x sin x
dx 0 dx
p
= cos x 1 + sin4 x
Z x2
d 2 2 2 d 2 2 d
4. et dt = e(x )
x − e(−x) (−x)
dx −x dx dx
4 2
= 2xex + ex

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Trigonometric integrals
Techniques
Useful identities for trigonometric integrals.
1 cos2 x + sin2 x = 1
sec2 x = 1 + tan2 x
csc2 x = 1 + cot2 x
1 + cos 2x
2 cos2 x =
2
2 1 − cos 2x
sin x =
2
sin 2x
cos x sin x =
2
3 cos x cos y = 12 (cos(x + y) + cos(x − y))
cos x sin y = 12 (sin(x + y) − sin(x − y))
sin x sin y = 12 (cos(x − y) − cos(x + y))

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Techniques
To evaluate Z
cosm x sinn xdx

where m, n are non-negative integers,

Case 1. If m is odd, use cos xdx = d sin x. (Substitute u = sin x.)
Case 2. If n is odd, use sin xdx = −d cos x. (Substitute u = cos x.)
Case 3. If both m, n are even, then use double angle formulas to reduce
the power.
1 + cos 2x
cos2 x =
2
1 − cos 2x
sin2 x =
2
sin 2x
cos x sin x =
2

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Techniques
Z
1 tan xdx = ln | sec x| + C
Z
2 cot xdx = ln | sin x| + C
Z
3 sec xdx = ln | sec x + tan x| + C
Z
4 csc xdx = ln | csc x − cot x| + C

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Proof
We prove
Z (1), (3) and the
Z rest are left as exercise.
sin xdx
1. tan xdx =
cos x
Z
d cos x
= −
cos x
= − ln | cos x| + C
= ln | sec x| + C
Z Z
sec x(sec x + tan x)dx
3. sec xdx =
(sec x + tan x)
(sec2 x + sec x tan x)dx
Z
=
(sec x + tan x)
Z
d(tan x + sec x)
=
(sec x + tan x)
= ln | sec x + tan x| + C

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Techniques
To evaluate Z
secm x tann xdx

where m, n are non-negative integers,

Case 1. If m is even, use sec2 xdx = d tan x. (Substitute u = tan x.)
Case 2. If n is odd, use sec x tan xdx = d sec x. (Substitute u = sec x.)
Case 3. If both m is odd and n is even, use tan2 x = sec2 x − 1 to write
everything in terms of sec x.

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Example
Evaluate the following integrals.
Z
1 sin2 xdx
Z
2 cos4 3xdx
Z
3 cos 2x cos xdx
Z
4 cos 3x sin 5xdx

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Solution
Z Z  
1 − cos 2x x sin 2x
1. sin2 xdx = dx = − +C
2 2 2 4
Z Z 
1 + cos 2x
2. cos4 xdx = dx
2
1 + 2 cos 2x + cos2 2x
Z  
= dx
4
Z  
x sin 2x 1 + cos 4x
= + + dx
4 4 8
3x sin 2x sin 4x
= + + +C
Z 8Z 4 32
1 sin 3x sin x
3. cos 2x cos xdx = (cos 3x + cos x) dx = + +C
2 6 2
Z Z
1 cos 8x cos 2x
4. cos 3x sin 5xdx = (sin 8x + sin 2x) dx = − − +C
2 16 4

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Example
Evaluate the following integrals.
Z
1 cos x sin4 xdx
Z
2 cos2 x sin3 xdx
Z
3 cos4 x sin2 xdx

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Solution
sin5 x
Z Z
1. cos x sin4 xdx = sin4 xd sin x = +C
Z Z 5
2. cos2 x sin3 xdx = − cos2 x(1 − cos2 x)d cos x
Z
= − (cos2 x − cos4 x)d cos x
cos3 x cos5 x
= − + C
3 5
Z Z   2
1 + cos 2x sin 2x
3. cos4 x sin2 xdx = dx
2 2
Z
1
sin2 2x + cos 2x sin2 2x dx


=
8
Z   Z
1 1 − cos 4x 1
= dx + sin2 2xd sin 2x
8 2 16
x sin 4x sin3 2x
= − + +C
16 64 48

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Example
Evaluate the following integrals.
Z
1 sec2 x tan2 xdx
Z
2 sec x tan3 xdx
Z
3 tan3 xdx

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Solution
tan3 x
Z Z
1. sec2 x tan2 xdx = tan2 xd tan x = +C
Z Z Z 3
2. sec x tan3 xdx = tan2 xd sec x = (sec2 x − 1)d sec x
sec3 x
= − sec x + C
Z Z 3
3. tan3 xdx = tan x(sec2 x − 1)dx
Z Z
= tan x sec2 xdx − tan xdx
Z
= tan xd tan x − ln | sec x|
tan2 x
= − ln | sec x| + C
2

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Integration by parts

Techniques
Suppose the integrand is of the form u(x)v 0 (x). Then we may
evaluate the integration using the formula
Z Z
uv dx = uv − u0 vdx.
0

The above formula is called integration by parts. It is usually

written in the form
Z Z
udv = uv − vdu.

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Example
Evaluate the following integrals.
Z
1. xe3x dx
Z
2. x2 cos xdx
Z
3. x3 ln xdx
Z
4. ln xdx

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Solution
xe3x
Z Z Z
1 1
1. xe3x dx = xde3x = − e3x dx
3 3 3
xe3x e3x
= − +C
Z Z3 9
2. x2 cos xdx = x2 d sin x
Z
= x2 sin x − sin xdx2
Z
= x2 sin x − 2 x sin xdx
Z
= x2 sin x + 2 xd cos x
Z
= x2 sin x + 2x cos x − 2 cos xdx
= x2 sin x + 2x cos x − 2 sin x + C

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Differentiation Techniques of Integration
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Solution
Z Z
1
3. x3 ln xdx = ln xdx4
4
x4 ln x
Z
1
= − x4 d ln x
4 4Z
x4 ln x
 
1 1
= − x4 dx
4 4Z x
4
x ln x 1
= − x3 dx
4 4
x4 ln x x4
= − +C
Z 4 Z 16
4. ln xdx = x ln x − xd ln x
Z
= x ln x − dx
= x ln x − x + C

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Example
Evaluate the following integrals.
Z π
5. x sin x dx
0
Z 1 √
x
6. e dx
0

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Differentiation Techniques of Integration
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Solution
Z π Z π
5. x sin x dx = − x d cos x
0 0 Z π
= −[x cos x]π0 + cos x dx
0

= −(π cos π − 0) + [sin x]π0

= π
Z 1 √
Z 1 √ √x √
x
6. e dx = 2 xe d x
0 Z0 1
√ √
x
= 2 xde
0
1 √
√ √ √
Z
x
= 2[ xe x ]10 − 2 e d x
√ 0
x 1
= 2e − 2[e ]0
= 2e − 2(e − 1)
= 2

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Differentiation Techniques of Integration
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Example
Evaluate the following integrals.
Z
7. sin−1 xdx
Z
8. ln(1 + x2 )dx
Z
9. sec3 xdx
Z
10. ex sin xdx

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Solution
Z Z
7. sin−1 xdx = x sin −1
x− xd sin−1 x
Z
xdx
= x sin−1 x − √
1 − x2
d(1 − x2 )
Z
1
= x sin−1 x + √
2 1 − x2
−1
√
= x sin x + 1 − x + C 2

Z Z
8. ln(1 + x2 )dx = x ln(1 + x2 ) − xd ln(1 + x2 )
x2 dx
Z
= x ln(1 + x2 ) − 2
1 + x2
Z  
1
= x ln(1 + x2 ) − 2 1− dx
1 + x2
= x ln(1 + x2 ) − 2x + 2 tan−1 x + C

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Solution
Z Z
9. sec3 xdx = sec xd tan x
Z
= sec x tan x − tan xd sec x
Z
= sec x tan x − sec x tan2 xdx
Z
= sec x tan x − sec x(sec2 x − 1)dx
Z Z
= sec x tan x − sec3 xdx + sec xdx
Z Z
2 sec3 xdx = sec x tan x + sec xdx
Z
sec x tan x + ln | sec x + tan x|
sec3 xdx = +C
2

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Solution
Z Z
10. ex sin xdx = sin xdex
Z
= ex sin x − ex d sin x
Z
= ex sin x − ex cos xdx
Z
= ex sin x − cos xdex
Z
= ex sin x − ex cos x + ex d cos x
Z
= ex sin x − ex cos x − ex sin xdx
Z
2 ex sin xdx = ex sin x − ex cos x + C 0
Z
1 x
ex sin xdx = (e sin x − ex cos x) + C
2

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Differentiation Techniques of Integration
Integration More Techniques of Integration

Reduction formula

Techniques
For integral of the forms
Z Z Z Z
In = cosn xdx, sinn xdx, xn cos xdx, xn sin xdx,
Z Z Z Z
secn xdx, cscn xdx, xn ex dx, (ln x)n dx,
Z Z Z Z
dx dx
ex cosn xdx, ex sinn xdx, , ,
(x2 + a2 )n (a2 − x2 )n
we may use integration by parts to find a formula to express In in terms of Ik
with k < n. Such a formula is called reduction formula.

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Differentiation Techniques of Integration
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Example
Let Z
In = xn cos xdx

for positive integer n. Prove that

In = xn sin x + nxn−1 cos x − n(n − 1)In−2 , for n ≥ 2

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Differentiation Techniques of Integration
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Proof.
Z Z
In = xn cos xdx = xn d sin x
Z
= xn sin x − sin xdxn
Z
= xn sin x − n xn−1 sin xdx
Z
= xn sin x + n xn−1 d cos x
Z
= xn sin x + nxn−1 cos x − n cos xdxn−1
Z
= xn sin x + nxn−1 cos x − n(n − 1) xn−2 cos xdx

= xn sin x + nxn−1 cos x − n(n − 1)In−2

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 Limits Integration
Differentiation Techniques of Integration
Integration More Techniques of Integration

Example
Let Z
dx
In =
(x2 + a2 )n
where a > 0 is a positive real number for positive integer n. Prove that
x 2n − 3
In = + 2 In−1 , for n ≥ 2
2a2 (n − 1)(x2 + a2 )n−1 2a (n − 1)

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Differentiation Techniques of Integration
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Proof
Z Z  
dx x 1
In = = − xd
(x2 + a2 )n (x2 + a2 )n (x2 + a2 )n
2nx2 dx
Z
x
= +
(x2 + a2 )n (x2 + a2 )n+1
(x2 + a2 − a2 )dx
Z
x
= 2 2 n
+ 2n
(x + a ) (x2 + a2 )n+1
Z Z
x dx 2 dx
= + 2n − 2na
(x2 + a2 )n (x2 + a2 )n (x2 + a2 )n+1
x
= + 2nIn − 2na2 In+1
(x2 + a2 )n
x 2n − 1
In+1 = + In
2na2 (x2 + a2 )n 2na2
Replacing n by n − 1, we have
x 2n − 3
In = + In−1 .
2(n − 1)a2 (x2 + a2 )n−1 2(n − 1)a2

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Differentiation Techniques of Integration
Integration More Techniques of Integration

Alternative proof.

x2 + a2 − x2
Z
1
In = dx
a2 (x2 + a2 )n
x2
Z  
1 1
= − dx
a2 (x2 + a2 )n−1 (x2 + a2 )n
Z
1 1 x
= In−1 − 2 d(x2 + a2 )
a2 2a (x2 + a2 )n
Z  
1 1 1
= In−1 + xd
a2 2(n − 1)a2 (x2 + a2 )n−1
Z
1 x 1 dx
= I n−1 + −
a2 2(n − 1)a2 (x2 + a2 )n−1 2(n − 1)a2 (x2 + a2 )n−1
 
x 1 1
= + − In−1
2(n − 1)a2 (x2 + a2 )n−1 a2 2(n − 1)a2
x 2n − 3
= + In−1
2(n − 1)a2 (x2 + a2 )n−1 2(n − 1)a2

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 Limits Integration
Differentiation Techniques of Integration
Integration More Techniques of Integration

Example
Prove the following reduction formula
Z Z
1 n−1
sinn xdx = − cos x sinn−1 x + sinn−2 xdx
n n
for n ≥ 2. Hence show that
(n − 1) · (n − 3) · · · 6 · 4 · 2

Z π  when n is odd
n · (n − 2) · · · 7 · 5 · 3
2

n
sin xdx = (n − 1) · (n − 3) · · · 7 · 5 · 3 π
0 
 · when n is even
n · (n − 2) · · · 6 · 4 · 2 2

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Differentiation Techniques of Integration
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Proof
Z Z
sinn xdx = − sinn−1 xd cos x
Z
= − cos x sinn−1 x + cos xd sinn−1 x
Z
= − cos x sinn−1 x + (n − 1) cos2 x sinn−2 xdx
Z
= − cos x sinn−1 x + (n − 1) (1 − sin2 x) sinn−2 xdx
Z Z
n sinn xdx = − cos x sinn−1 x + (n − 1) sinn−2 xdx
Z Z
1 n−1
sinn xdx = − cos x sinn−1 x + sinn−2 xdx
n n

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 Limits Integration
Differentiation Techniques of Integration
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Proof
Hence when n is odd
Z π  π Z π
2 1 2 n−1 2
sinn xdx = − cos x sinn−1 x + sinn−2 xdx
0 n 0 n 0
Z π
n−1 2
= sinn−2 xdx
n 0
  Z π
n−1 n−3 2
= sinn−4 xdx
n n−2 0
..
.
Z π
(n − 1) · (n − 3) · · · 6 · 4 · 2 2
= sin xdx
n · (n − 2) · · · 7 · 5 · 3 0
(n − 1) · (n − 3) · · · 6 · 4 · 2
=
n · (n − 2) · · · 7 · 5 · 3

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 Limits Integration
Differentiation Techniques of Integration
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Proof.
when n is even
Z π  π Z π
2 1 2 n−1 2
sinn xdx = − cos x sinn−1 x + sinn−2 xdx
0 n 0 n 0
Z π
n−1 2
n−2
= sin xdx
n 0
  Z π
n−1 n−3 2
= sinn−4 xdx
n n−2 0
..
.
Z π
(n − 1) · (n − 3) · · · 7 · 5 · 3 2
= dx
n · (n − 2) · · · 6 · 4 · 2 0
(n − 1) · (n − 3) · · · 7 · 5 · 3 π
= ·
n · (n − 2) · · · 6 · 4 · 2 2

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Example
Z
In = xn ex dx; In = xn ex − nIn−1 , n ≥ 1
Z
In = (ln x)n dx; In = x(ln x)n − nIn−1 , n ≥ 1
Z
In = xn sin xdx; In = −xn cos x + nxn−1 sin x − n(n − 1)In−2 , n ≥ 2
cosn−1 x sin x
Z
n−1
In = cosn xdx; In = + In−2 , n ≥ 2
n n
Z n−2
sec x tan x n−2
In = secn xdx; In = + In−2 , n ≥ 2
n−1 n−1
ex cosn−1 x(cos x + n sin x)
Z
n(n − 1)
In = ex cosn xdx; In = + 2 In−2 , n ≥ 2
n2 + 1 n +1
Z x n−1
e sin x(sin x − n cos x) n(n − 1)
In = ex sinn xdx; In = + 2 In−2 , n ≥ 2
n2 + 1 n +1
3
√ 2xn (x + a) 2
Z
2na
In = xn x + adx; In = − In−1 , n ≥ 1
2n
√ +3 2n + 3
Z n n
x 2x x + a 2na
In = √ dx; In = − In−1 , n ≥ 1
x+a 2n + 1 2n + 1

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Differentiation Techniques of Integration
Integration More Techniques of Integration

Trigonometric substitution

Techniques (Trigonometric substitution)

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Theorem
Z
dx x
1 √ = sin−1 + C
a −x
2 2 a
Z
dx 1 x
2 = tan−1 + C
a2 + x2 a a
Z
dx 1 a
3 √ = cos−1 +C
x x2 − a2 |a| x

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Proof

1. Let x = a sin θ. Then

p p
a2 − x2 = a2 − a2 sin2 θ = a cos θ
dx = a cos θdθ

Therefore
Z Z
1 1
√ dx = (a cos θdθ)
a2 − x2 a cos θ
Z
= dθ

= θ+C
x
= sin−1 +C
a

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Proof

2. Let x = a tan θ. Then

a2 + x2 = a2 + a2 tan2 θ = a2 sec2 θ
dx = a sec2 θdθ.

Therefore
Z Z
1 1
dx = (a sec2 θdθ)
a2 + x2 a2 sec2 θ
Z
1
= dθ
a
θ
= +C
a
1 x
= tan−1 + C
a a

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Proof.

3. Let’s assume a and x are positive and let x = a sec θ. Then

p p
x x2 − a2 = a sec θ a2 sec2 θ − a2 = a2 sec θ tan θ
dx = a sec θ tan θdθ.

Therefore
Z Z
1 1
√ dx = (a sec θ tan θdθ)
x x2 − a2 a2 sec θ tan θ
Z
1
= dθ
a
θ
= +C
a
1 a
= cos−1 + C
a x
a 1 a
Note that θ = cos−1 since cos θ = = .
x sec θ x

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Differentiation Techniques of Integration
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Example
Use trigonometric substitution to evaluate the following integrals.
Z p
1 1 − x2 dx
Z
1
2 √ dx
1 + x2
x3
Z
3 √ dx
4 − x2
Z
1
4 dx
(9 + x2 )2

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Solution
1. Let x = sin θ. Then
p p
1 − x2 = 1 − sin2 θ = cos θ
dx = cos θdθ.

Therefore
Z p Z
1 − x2 dx = cos2 θdθ
Z
cos 2θ + 1
= dθ
2
sin 2θ θ
= + +C
4 2
sin θ cos θ sin−1 x
= + +C
2 2
√
x 1 − x2 sin−1 x
= + +C
2 2

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Solution
2. Let x = tan θ. Then

1 + x2 = 1 + tan2 θ = sec2 θ
dx = sec2 θdθ.

Therefore
Z Z
1 1
√ dx = (sec2 θdθ)
1 + x2 sec x
Z
= sec θdθ

= ln | tan θ + sec θ| + C
p
= ln(x + 1 + x2 ) + C

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Solution
3. Let x = 2 sin θ. Then
p p
4 − x2 = 4 − 4 sin2 θ = 2 cos θ
dx = 2 cos θdθ.

Therefore
x3 8 sin3 θ
Z Z
√ dx = (2 cos θdθ)
4 − x2 2 cos θ
Z
= 8 sin3 θdθ
Z
= −8 (1 − cos2 θ)d cos θ

cos3 θ
 
= 8 − cos θ + C
3
3
(4 − x2 ) 2 1
= − 4(4 − x2 ) 2 + C
3

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Solution
4. Let x = 3 tan θ. Then

9 + x2 = 9 + 9 tan2 θ = 9 sec2 θ
dx = 3 sec2 θdθ.

Therefore
Z Z Z
1 1 2 1
dx = (3 sec θdθ) = cos2 θdθ
(9 + x2 )2 81 sec4 θ 27
Z  
1 1 sin 2θ
= (cos 2θ + 1)dθ = +θ +C
54 54 2
1
= (cos θ sin θ + θ) + C
54  
1 3 x x
= √ ·√ + tan−1 +C
54 9 + x2 9 + x2 3
x 1 x
= + tan−1 + C
18(9 + x2 ) 54 3

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Integration of rational functions

Definition (Rational functions)
A rational function is a function of the form
f (x)
R(x) =
g(x)

where f (x), g(x) are polynomials with real coefficients with g(x) 6= 0.

Techniques
We can integrate a rational function R(x) with the following two steps.
1 Find the partial fraction decomposition of R(x), that is, express
X A X B(x + a) X C
R(x) = q(x)+ + +
(x − α) k 2 2
((x + a) + b ) k ((x + a)2 + b2 )k

where q(x) is a polynomial, A, B, C, α, a, b represent real numbers and k

represents positive integer.
2 Integrate the partial fraction.
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Theorem
f (x)
Let R(x) = be a rational function. We may assume that the leading
g(x)
coefficient of g(x) is 1.
1 (Division algorithm for polynomials) There exists polynomials q(x), r(x)
with deg(r(x)) < deg(g(x)) or r(x) = 0 such that

r(x)
R(x) = q(x) + .
g(x)

q(x) and r(x) are the quotient and remainder of the division f (x) by
g(x).
2 (Fundamental theorem of algebra for real polynomials) g(x) can be
written as a product of linear or quadratic polynomials. More precisely,
there exists real numbers α1 , . . . , αm , a1 , . . . , an , b1 , . . . , bn and positive
integers k1 , . . . , km , l1 , . . . , ln such that

g(x) = (x − α1 )k1 · · · (x − αk )km ((x + a1 )2 + b21 )l1 · · · ((x + an )2 + b)2n )ln .

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Techniques
Partial fractions can be integrated using the formulas below.

Z ln |x − α| + C, if k = 1
dx
= 1
(x − α) k − + C, if k > 1
(k − 1)(x − α)k−1

1

Z  ln(x2 + a2 ) + C,
 if k = 1
xdx 2
= 1
(x2 + a2 )k −
 + C, if k > 1
2(k − 1)(x2 + a2 )k−1
Z
dx
(x2 + a2 )k
1 x

 tan−1 + C,
 if k = 1
a a
= x 2k − 3
Z
dx

 2 + , if k > 1
2a (k − 1)(x2 + a2 )k−1 2a2 (k − 1) (x2 + a2 )k−1

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Theorem
f (x)
Suppose is a rational function such that the degree of f (x) is smaller
g(x)
than the degree of g(x) and g(x) has only simple real roots, i.e.,

g(x) = a(x − α1 )(x − α2 ) · · · (x − αk )

for distinct real numbers α1 , α2 , · · · , αk and a 6= 0. Then

f (x) f (α1 ) f (α2 ) f (αk )
= 0 + 0 + ··· + 0
g(x) g (α1 )(x − α1 ) g (α2 )(x − α2 ) g (αk )(x − αk )

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 Limits Integration
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Proof
First, observe that
k
X
g 0 (x) = a(x − α1 )(x − α2 ) · · · (x\
− αj ) · · · (x − αk )
j=1

where (x\
− αi ) means the factor x − αi is omitted. Thus we have
k
X
g 0 (αi ) = a(αi − α1 )(αi − α2 ) · · · (α\
i − αj ) · · · (αi − αk )
j=1

= a(αi − α1 )(αi − α2 ) · · · (α\

i − αi ) · · · (αi − αk )

Since g(x) has distinct real zeros, the partial fraction decomposition takes the
form
f (x) A1 A2 Ak
= + + ··· + .
g(x) x − α1 x − α2 x − αk

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 Limits Integration
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Proof.
Multiplying both sides by g(x) = a(x − α1 )(x − α2 ) · · · (x − αk ), we get
k
X
f (x) = Ai a(x − α1 )(x − α2 ) · · · (x\
− αi ) · · · (x − αk )
i=1

For i = 1, 2, · · · , k, substituting x = αi , we obtain

k
X
f (αi ) = Aj a(αj − α1 )(αj − α2 ) · · · (α\
j − αi ) · · · (αj − αk )
j=1

= Ai a(αi − α1 )(αi − α2 ) · · · (α\

i − αi ) · · · (αi − αk )

= Ai g 0 (αi )

and the result follows.

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Example
Evaluate the following integrals.
Z 5
x + 2x − 1
1 dx
x3 − x
Z
9x − 2
2 dx
2x3 + 3x2 − 2x
x2 − 2
Z
3 dx
x(x − 1)2
x2
Z
4 dx
x −1
4

8x2
Z
5 dx
x4 + 4
Z
2x + 1
6 dx
x4 + 2x2 + 1

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Solution
1. By division and factorization x3 − x = x(x − 1)(x + 1), we obtain the
partial fraction decomposition

x5 + 4x − 3 5x − 3 A B C
= x2 + 1 + 3 = x2 + 1 + + + .
x3 − x x −x x x−1 x+1
Multiply both sides by x(x − 1)(x + 1) and obtain

5x − 3 = A(x − 1)(x + 1) + Bx(x + 1) + Cx(x − 1)

⇒ A = 3, B = 1, C = −4.

Therefore
Z 5 Z  
x + 4x − 3 2 3 1 4
dx = x +1+ + − dx
x3 − x x x−1 x+1
x3
= + x + 3 ln |x| + ln |x − 1| − 4 ln |x + 1| + C.
3

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Solution
2. By factorization 2x3 + 3x2 − 2x = x(x + 2)(2x − 1), we obtain the
partial fraction decomposition
9x − 2 A B C
= + + .
2x3 + 3x2 − 2x x x+2 2x − 1
Multiply both sides by x(x + 2)(2x − 1) and obtain

9x − 2 = A(x + 2)(2x − 1) + Bx(2x − 1) + Cx(x + 2)

⇒ A = 1, B = −2, C = 2.

Therefore
Z
9x − 2
dx
2x3 + 3x2 − 2x
Z  
1 2 2
= − + dx
x x+2 2x − 1
= ln |x| − 2 ln |x + 2| + ln |2x − 1| + C.

331 / 343
 Limits Integration
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Solution
3. The partial fraction decomposition is

x2 − 2 A B C
= + + .
x(x − 1)2 (x − 1)2 x−1 x

Multiply both sides by x(x − 1)2 and obtain

x2 − 2 = Ax + Bx(x − 1) + C(x − 1)2

⇒ A = −1, B = 3, C = −2.

Therefore
x2 − 2
Z Z  
1 3 2
dx = − + − dx
x(x − 1)2 (x − 1)2 x−1 x
1
= + 3 ln |x − 1| − 2 ln |x| + C.
x−1

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 Limits Integration
Differentiation Techniques of Integration
Integration More Techniques of Integration

Solution
4. The partial fraction decomposition is

x2 x2
=
x4 −1 (x2 − 1)(x2 + 1)
 
1 1 1
= +
2 x2 − 1 x2 + 1
1 1
= +
2(x − 1)(x + 1) 2(x2 + 1)
1 1 1
= − +
4(x − 1) 4(x + 1) 2(x2 + 1)
Therefore
x2 dx
Z Z  
1 1 1
= − + dx
x4 − 1 4(x − 1) 4(x + 1) 2(x2 + 1)
1 1 1
= ln |x − 1| − ln |x + 1| + tan−1 x + C
4 4 2

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Solution
5. By factorization x4 + 4 = (x2 + 2)2 − (2x)2 = (x2 − 2x + 2)(x2 + 2x + 2),

8x2
Z
dx
x4 + 4
8x2 dx
Z
= dx
(x2 − 2x + 2)(x2 + 2x + 2)
Z  
4x
= 2x dx
(x2 − 2x + 2)(x2 + 2x + 2)
Z  
1 1
= 2x − 2 dx
x2 − 2x + 2 x + 2x + 2
Z  
2x 2x
= − dx
(x − 1)2 + 1 (x + 1)2 + 1
 
2(x − 1)
Z
2 2(x + 1) 2
= + − + dx
(x − 1)2 + 1 (x − 1)2 + 1 (x + 1)2 + 1 (x + 1)2 + 1
= ln(x2 − 2x + 2) + 2 tan−1 (x − 1) − ln(x2 + 2x + 2) + 2 tan−1 (x + 1) + C

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Solution
6. Z
2x + 1
dx
x4 + 2x2 + 1
Z Z
2xdx dx
= +
(x2 + 1)2 (x2 + 1)2
d(x2 + 1) x2 + 1 x2 dx
Z Z Z
= 2 2
+ 2 2
dx −
(x + 1) (x + 1) (x2 + 1)2
Z Z 2
1 dx 1 xd(x + 1)
= − 2 + −
x +1 x2 + 1 2 (x2 + 1)2
Z  
1 1 1
= − 2 + tan−1 x + xd
x +1 2 x2 + 1
  Z
1 −1 1 x 1 dx
= − 2 + tan x + 2
−
x +1 2 x +1 2 x2 + 1
x−2 1
= + tan−1 x + C
2(x2 + 1) 2

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Example
Find the partial fraction decomposition of the following functions.
5x − 3
1
x3 − x
9x − 2
2
2x3 + 3x2 − 2x

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 Limits Integration
Differentiation Techniques of Integration
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Solution
1 For g(x) = x3 − x = x(x − 1)(x + 1), g 0 (x) = 3x2 − 1. Therefore

5x − 3 −3 5(1) − 3 5(−1) − 3
= + 0 + 0
x3 − x g 0 (0)x g (1)(x − 1) g (−1)(x + 1)
3 1 4
= + −
x x−1 x+1

2 For g(x) = 2x3 + 3x2 − 2x = x(x + 2)(2x − 1), g 0 (x) = 6x2 + 6x − 2.

Therefore
9x − 2
2x3 + 3x2 − 2x
−2 9(−2) − 2 9( 21 ) − 2
= + +
g 0 (0)x g 0 (−2)(x + 2) g 0 ( 12 )(2x − 1)
1 2 2
= − +
x x+2 2x − 1


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t-substitution
Techniques
To evaluate Z
R(cos x, sin x, tan x)dx

where R is a rational function, we may use t-substitution

x
t = tan .
2
Then
2t 1 − t2 2t
tan x = ; cos x = ; sin x = ;
1−t 2 1 + t2 1 + t2
2dt
dx = d(2 tan−1 t) = .
1 + t2
We have
1 − t2
Z Z  
2t 2t 2dt
R(cos x, sin x, tan x)dx = R , ,
1 + t2 1 + t2 1 − t2 1 + t2
which is an integral of rational function.
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 Limits Integration
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Example
Use t-substitution to evaluate the following integrals.
Z
dx
1
1 + cos x
Z
sin xdx
2
cos x + sin x
Z
dx
3
1 + cos x + sin x

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 Limits Integration
Differentiation Techniques of Integration
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Solution
x 1 − t2 2dt
1. Let t = tan , cos x = , dx = . We have
2 1 + t2 1 + t2
Z Z ! Z
dx 1 2dt x
= 2 2
= dt = t + C = tan + C
1 + cos x 1 + 1−t 1 + t 2
1+t2
sin x2 2 cos x2 sin x
2 sin x
= x +C = +C = +C
cos 2 2 cos2 x2 1 + cos x

Alternatively
Z Z Z
dx dx 1 x
= = sec2 dx
1 + cos x 2 cos2 x2 2 2
x sin x
= tan + C = +C
2 1 + cos x

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 Limits Integration
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Solution
x 1 − t2 2t 2dt
2. Let t = tan , cos x = , sin x = , dx = . We have
2 1 + t2 1 + t2 1 + t2
Z Z 2t
sin xdx 1+t2 2dt
= 1−t2 2t 1 + t2
cos x + sin x 2 + 2
1+t 1+t
Z  
1 t t−1
= + + dt
1 + t2 1 + t2 1 + 2t − t2
1 1
= tan−1 t + ln |1 + t2 | − ln |1 + 2t − t2 | + C
2 2
1 1 + 2t − t2
= tan−1 t − ln +C
2 1 + t2
1 1 − t2 2t
= tan−1 t − ln + +C
2 1 + t2 1 + t2
x 1
= − ln | cos x + sin x| + C
2 2

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 Limits Integration
Differentiation Techniques of Integration
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Solution
Alternatively
Z Z  
sin xdx 1 cos x − sin x
= 1− dx
cos x + sin x 2 cos x + sin x
Z
x 1 d(sin x + cos x)
= −
2 2 cos x + sin x
x 1
= − ln | cos x + sin x| + C
2 2

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 Limits Integration
Differentiation Techniques of Integration
Integration More Techniques of Integration

Solution
x 1 − t2 2t 2dt
3. Let t = tan , cos x = , sin x = , dx = . We have
2 1 + t2 1 + t2 1 + t2
Z Z 2dt
dx 1+t2
= 2
1 + cos x + sin x 1 + 1−t 2t
+ 1+t
1+t2 2
Z
dt
=
1+t
= ln |1 + t| + C
x
= ln 1 + tan +C
2
sin x
= ln 1 + +C
1 + cos x
1 + cos x + sin x
= ln +C
1 + cos x

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