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Review of Mathematics

2. Review of Calculus

7/26/2010

Review of Mathematics

Content
Functions
Algebraic functions
Transcedental functions

Differentiation
Integration
Complex Numbers

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Lecturer: I.Popescu

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Functions-- Algebraic functions


Functions

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Linear Functions
Consider this set of
ordered pairs
If we plot the points
and join them we
see they lie in a
line

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Linear function
Functions are linear if any change or
increment in the independent variable
causes a proportional change or
increment in the dependent variable.
The general form of a linear function is:
y=f(x)=mx+b
m is called slope
b is called intercept

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Exercises
Consider y defined as a function of x by
the equation: Ax+By+C=0. If A, B and C
are constants
constants, show that the graph of y
is a straight line. What happens when
B=0?

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Polynomial functions
A polynomial function in x is a function that
can be written in the form

P ( x) = an x n + an 1x n 1 + L + a2 x 2 + a1x + a0 .
The degree of the polynomial is n.
Note:
N
t n is
i a positive
iti iinteger
t
and
d th
the ai s
are
real numbers.

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Zeros of a polynomial
The number c is a zero (or root) of a
polynomial function P if P(c) = 0.
Another way to say this is a zero (or
root) is a solution to the equation
P(x) = 0.
Graphically, a real zero (root) is an xintercept (a place where the graph
crosses the x-axis).

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Graph shape for a polynomme


If a polynomial function P(x) has a zero of
multiplicity k at x = a, the the graph of y = P(x)

crosses
the
h x-axis
i at (a,
( 0) if k is
i odd
dd
touches and bounces off the x-axis at (a, 0)
if k is even.

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Graph shape for a polynomme


What shape does the curve y=xm take as
m becomes a very large odd integer?

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Graph shape for a polynomme


What shape does the curve y=xm take as
m becomes a very large even integer?

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Polynomial Properties
Consider now what happens when x
gets very large negative or positive?
Called
C
ll d end
d behavior
b h i
Also long-run behavior

Basically the leading term anxn takes


over
Compare
f(x) = x3 with g(x) = x3 + x2

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Quadratic Functions
A quadratic function is a polynomial
function of degree 2.
Its form is ax2 + bx + c, where a 0
And has two roots such as
ax2 + bx + c=a(x-x1)(x-x2)
Similarly a polynomial of degree n has n
roots
t

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Rational functions
A rational function R is a function that
can be written as
P( x )
R( x ) =
Q( x)
where P and Q are polynomials in x.
The domain of a rational function is the
set of all real numbers except the zeros
of Q(x).
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Asymptotes
If f(x) or f(x) - as x a from
the right or the left, we say that the line
x = a is a vertical asymptote of the
graph of f(x).
Vertical asymptotes will occur at points
where Q(x) = 0, but P(x) 0.
The line y = b is a horizontal asymptote
to the graph of f(x) if f(x) b as x
or x - .
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Slant asymptotes
A slant (or oblique) asymptote is
another type of end behavior for rational
functions Instead of the ends
functions.
approaching a horizontal line, the ends
approach a slanted line.
Slant asymptotes occur when the
degree
g
of the numerator is exactly
y one
larger than the degree of the
denominator.
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Rational functions graphs


R( x) =

1
x

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Rational functions graphs


Trace the rational functions

x +1
y2 =

1
x

x +1
y=
x 1
y3 =

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(x 1)

y4 =

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x2 + 1
x2 1

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Rational graphs-one answer


Trace the rational functions

y=

x +1
x 1
3
2
1
-1

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1 2

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Functions Transcedental functions

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10

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adjacent
opposite
e

Trigonometric functions
Right angle triangle method

adjacent
opposite
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Trigonometric functions
Right angle triangle method
opposite. side
(length = b)

adjacent side (length = a)

sin() = (opposite side)/hypotenuse


side)/h poten se =b/c
b/c
cos() = (adjacent side)/hypotenuse =a/c
tan() = (opposite side)/(adjacent side)=b/a

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11

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Calculating the sine & cosine


functions: Circle Method
1.5

( )
(y,z)

0.5

-1.5

-1

-0.5

x = length of the arc.


An
A alternative
lt
ti scale
l for
f
measuring an angle

0.5

One full cycle around the


circle is 2 radians
1.5

sin(x) = z

05
-0.5
-1

Units = radians

cos(x) = y

-1.5
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Exercise
1.5

Mark each point


on the circle
where cos(x) =0

cos = 0
0.5

-1.5

-1

-0.5

0.5

1.5

-0.5
-1

Mark each point


on the circle
where sin(x) =0

sin = 0

-1.5

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Exercise
1.5
1

Highlight those
sections of the
circle where sin(x)
>0

0.5
sin(x)
>0

-1.5

-1

-0.5

0.5

1
1.5

-0.5
-1
-1.5

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Exercise
1.5
1
0.5

-1.5

-1

-0.5

cos(x)0.5> 0

1.5

Highlight those
sections where
cos(x)>0

-0.5
-1
-1.5

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Exercise
1.5
1

0.5

-1.5

-1

-0.5

Place an X
wherever cos(x) =
sin(x)

0.5

1.5

-0.5

X
-1
-1.5

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Degrees and Radians


Two scales for measuring an
angle
radians =
length
g of
this arc
Degrees=
size of
this angle

radians = 180o
/2 radians = 90o
2 radians = 360o
- /2 radians = -90o
sin( /2 radians)=
sin(90o)

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Relationship Between Radians


and Degrees
Conversion formulae
From radians to
degrees:
degrees =
radians*(180/)
From degrees to
radians:
radians =
degrees*(/180)

120o
135o 2/3
3/4
150o
5/6

/2

60o
/3 45
/4
o
/6 30
o

0
2

180o

90o

7/6
5/4
4/3
225o

210o

240o

0o
360o

11 /6
11/6
o
7/4 330
5/3
3/2
315o
300o
270o

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NOTE:
= 3.14159Review of Mathematics

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Graphs-trigonometric functions
Sine function
Simple, regular wave
Bounded above &
below

Y = cos(x)

Y = sin(x)

Cosine function
Looks exactly like sine,
except for a shift.

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Graphs-trigonometric functions
Y= tan(X)

Y = cot(X)

tan(x) = sin(x)/cos(x)

cot(x)
t( ) = cos(x)/sin(x)
( )/ i ( )
= 1/tan(x)

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Periodic function-general
y

y=Asin(w(x-))+C

+P/4

P
basepoi
nt

baseli
ne

C
x

A is called the amplitude (the height of each peak above the


baseline)
C is
i the
th vertical
ti l offset
ff t (height
(h i ht off the
th baseline)
b
li )
P is the period or wavelength (the length of each
cycle)(Sometimes is notated T- when time is involved)
w is the angular frequency, given by w = 2 /P
is the phase shift (the horizontal offset of the basepoint; where
the curve crosses the baseline as it ascends)
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Basic relations
sin( ) = sin cos sin cos
cos( ) = cos cos m sin sin
sin 2 = 2 sin cos
cos 2 sin 2

cos 2 = 2 cos 2 1

2
1 2 sin
Please check your lecture notes for other relations
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Exercise
Draw the graphs of following functions
x+sinx
(1/x) + sinx
xsinx
(Sinx)/x
tan2x

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Exponential and hyperbolic funct


Exponential function is of the form
y=ax
R l off exponents
Rules
t
a ma n = a m+ n
am
a

= amn

( a m ) n = a mn
a nb n = (ab) n
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Exponential functions
Exponential
functions
decrease if 0 < a < 1
increase if a > 1.

As x
ax 0 if 0 < a < 1
ax if a > 1.

As x
ax if 0 < a < 1
ax 0 if a > 1.

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Exponential and hyperbolic funct


Hyperbolic functions are special
combinations of number e

e x e x
sinh( x) =
2
e x + e x
cosh( x) =
2
tanh( x) =

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e x e x
e x + e x

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Hyperbolic Functions

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Hyperbolic tangent & cotangent

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Inverse function
Idea: An inverse function takes the output of the
original function and tells from what input it
resulted.
Note that this really says that the roles of x and y are
reversed.

We use the notation f-1(x) for the inverse of f(x).


Note that f 1(x) does NOT mean

1
f ( x)

Theorem: A function has an inverse if and only if


it is one-to-one
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Differentiation

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Differential calculus
Definition: The mathematics
of the variation of a function
with respect to changes in
independent variables.
Two branches of calculus,
differential and integral,
developed roughly
simultaneously and
apparently independently by
Sir Isaac Newton and
Gottfried Wilhelm von Leibniz
in the 1660s and 1670s
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Leibniz

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Slope of A Curve at a Point


The slope of the
curve at a point P is
defined to be the
slope of the line that
is tangent to the
curve at point P.
In the figure the
point is P(0.5, 0.5)

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Slope computation
We can calculate the
slope of a line given two
pointschange
p
:
in y y y
y

slope =

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change in x

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x2 x1

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Slope computation
We can calculate the
slope of a line given two
pointschange
p
:
in y y y
y

slope =

change in x

x2 x1

In the figure this gives :


slope =

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0 .0 1.0
1
=
= 2.94
0.68 0.32
0.34

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Slopes of Secant Lines


f(x0+h)

f
f(x0)
h
f(x0+h)-f(x0)

The slope of a
secant line
intersecting the
graph of a function f
at points
corresponding to
x=x0 and x=x0+h can
readily be computed
using the notation of
f ( x0 + h) f ( x0 )
the figure.
slope =

x0
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x0+h
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h
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Tangents as Limits of Secant Lines

As h approaches 0 (through positive


numbers), the secant in the pictures
approaches the tangent to the graph of f at
the point
f(x0)).
))
f(x) (x0,f(

f(xo
)
h

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xo

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xo +h

x
47

Back to our initial function

As the point Q gets


closer and closer to P,
the slope of the secant
gets closer and closer to
the slope of the tangent
which is the slope of the
curve at P
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Derivatives formal definition


h0

The tangent line of the


graph of the function f
at the point P(x0,f(x0)) is
the line passing through
this point and having
the slope
f ( x0 + h ) f ( x0 )
lim
= tan
h0
h
Provided that the limit
exists and it is finite
We call tan the derivative of
f(x) and denote it by

f ' ( x)
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df
dx

or

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Why do we need derivatives?


5

y(x) = 3

y 3

The slope of the line


equals y/x

20

x1

3 3
= 0.
x2 x1

15

y
x

y(x) = 3x + 1

x2

10

3
y=3
x=1

0
0

y y (x = 3) y (x = 2) [3 * (3) + 1] [3 * (2) + 1] 10 7
=
=
=3
=
32
32
1
x
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Getting Started
Lets start simple.
Consider the function y(x)
= 3 shown in the figure to
the right
right. If you were asked
How does this function
change with x? or
equivalently, How does y
change as a function of
x?, you would say, It
doesnt change. It is a
constant value of 3
everywhere. And your
response would be correct,
but how would we describe
your response
mathematically?
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y(x) = 3

y 3

x1

x2

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Example of a Straight Line


Now consider the function y(x) =
3x + 1 as drawn in the figure to the
right. Again, how would y(x)
change
g with x? Lets look at the
interval between x = 2 and x = 3:
y(x) = 3x + 1
15

Using our definition for the change in y(x)


with respect to x from the previous slide (hit
the left arrow key if you need to back to the
previous slide), we get:
y y (x = 3) y (x = 2) [3 * (3) + 1] [3 * (2) + 1] 10 7
=
=
=3
=
32
32
1
x

If we look at this graphically in Figure 2,


2
we see that it is just the slope of the
line!!! If we look at any interval of x, we
would find that y(x) would change by the
same amount, 3, over that interval because
this function is just a straight line! Try it
and see!!!
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The slope of the line


equals y/x

20

10

y=3
x=1

0
0

y/x = 3
The function y changes by 3 units
between x=2 and x=3.

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Derivatives informal definition


h0

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A derivative is a formula
for the rate at which a
function changes
Rate of change and
slope
The slope of the
secant line gives the
change between 2
distinct points on a
curve ii.e.
curve.
e average rate
of change
The slope of the
tangent line gives the
rate of change at that
one point i.e. the
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instantaneous change

Derivatives
Notations
y
dy/dx
df/dx
d/dx (f)
f(x)
D (f)

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Derivatives(tangent lines)-Exercise
Compute the derivative (the slope of the tangent
line), at the point (1,1) of the graph of the function
x2 applying the definition

1
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Exercises
Use the definition of the derivatives to find f ' ( x )

1
.

f ( x) =

1
x2

f ( x + h) =
f ' ( x ) = lim
h0

1
1
= 2
2
( x + h)
x + 2 x ( h) + ( h) 2
f ( x + h) f ( x )
h

Substitute in for the equations


1
1
2
2
x
( x + h)
= lim
h0
h
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Rules for Finding Derivatives


Let y, y1 and y2 be functions of x
d n
Simple power rule
( x ) = nxn1
dx

Constant multiple rule

d
d
(cy ) = c
y
dx
dx

d
dy dy
( y1 + y2 ) = 1 + 2
dx
dx dx
dy
dy
dy
= y1 2 + y2 1
dx
dx
dx
dy
dy
y2 1 y1 2
d y1
dx
dx
=
2
dx y2
( y2 )

Sum and difference rule


Product rule (y=y1y2)
Quotient rule
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Rules for Finding Derivatives


Let y, y1 and y2 be functions of x
If y=1/y
1/ 1

dy
=
dx

1 dy1
y12 dx

If y=y(x) and z=z(y)


2
Also d y

dx

can be defined.
dy

What does
=0
dx
imply?
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dz dz dy
=
dx dy dx

d2y

and 2 > 0
dx

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at point P
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Derivatives at Endpoints
One-side limits

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Where do we use derivatives?

To find maxima and minima


To approximate functions

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Derivatives for

Maxima & Minima

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Maxima and Minima

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What does f (x) imply?

y = f (x)

curve is
rising
(concav
e up)

curve
i
is
falling
(conca
ve
down)

y =
f(x)

slope
l
is
positiv
e

slope is
negative

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What does f (x)=0 imply?


y = f (x)

Tangent
to the
graph is
parallel
to x axis

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y =
f(x)

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What derivatives tell us about the shape of a graph?

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Exercises
Prove that:
d x 1 x2
d 1 x2
4x

=
=
;

2
2
2
2
d 1+ x 1+ x
dx
ddx 1 + x 1 + x 2

Find the derivatives of


1+ x
,

1 x

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ax + b
,

cx + d

(ax + b )m (cx + d )n

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Exercises
Find the intervals of concave up and concave down
and inflection points of the function f (x) = x4 4x3 +
10

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Derivatives of basic functions


y = cos
x

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Derivatives of Trigonometric Functions


d
(sin x ) = cos x
dx

d
(cos x ) = sin x
dx

d
(tan x ) = sec 2 x
dx

d
(cot x ) = csc 2 x
dx
d
(csc x ) = csc x cot x
dx

d
(sec x ) = sec x tan x
dx

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Exercises
Find the derivatives of
cos m x

cos x m

sin m x

sin x m

cos(sin x)

sin(cos x)

arcsin(1 x 2 )

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Derivatives for

Function Approximation

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Mean Value Theorem


Geometrically, the Mean Value Theorem says that somewhere
between A and B the curve has at least one place (x=c) where
the tangent line is parallel (same slope) as the secant line
connecting the endpoints.

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Approximating Functions
It is often desirable to approximate functions
with simpler functions.
We assume that the function f has
derivatives of all orders everywhere in its
domain of definition.

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Approximating Functions
It is often desirable to approximate functions
with simpler functions.
These simpler functions are typically
functions whose values can be easily
computed and whose behavior is well
understood. That allows one to study the
properties of complicated functions using
such approximations.
pp
We assume that the function f is has
derivatives of all orders everywhere in its
domain of definition.
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Approximating Functions
Definition :The Taylor polynomial of degree n
for a given function f at a point a is a
polynomial P of degree n such that :
P(k) (a)=f (k)(a) for k=0,1,,n.
This means that the value of the polynomial P
and all of its derivatives up to the order n
agree with those of the function f at the point
x=a.
x
a.
Note: Observe that the defining conditions for
the Taylor polynomial have to do with the
behavior of the polynomial at one point only.
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Taylor Polynomials at x = a
Assume the function f has all derivatives at the
point x=a.
Taylor
y
polynomial
p y
of degree
g
n at x=a is ( n )
f ' (a )
f ' ' (a)
f (a )
( x a) +
( x a ) 2 + ... +
f ( x) = f (a) +
( x a)n
1!
2!
n!
f ' (a )
f ' ' (a ) 2
f ( a + h) = f ( a ) +
h+
h +.
1!
2!
f ( n 1) ( a ) n 1 f ( n ) (a ) n
h
.. +
h +
( n 1)!
n!

If h becomes smaller and smaller


f (a + h) f ( a ) + hf ' (a )
Note: This is a generalization of the mean value
theorem
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Taylor Polynomial for the Sine Function


sin( x ) x x

1 3 1 5
( 1) n x 2 n +1
x + x ... +
3!
5!
( 2n + 1)!

The following figure illustrates Taylor polynomials of


degrees 5 (blue), 9 (red) and 15 (green) for the sine
function.

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Taylor Polynomial for the Sine Function


1 3 1 5
( 1) n x 2 n +1
sin( x ) x x x + x ... +
3!
5!
( 2n + 1)!
The following figure illustrates Taylor polynomials of
degrees 5 (blue), 9 (red) and 15 (green) for the sine
function.

One concludes from the figure that all of the above


Taylor approximations for the sine function appear to
approximate the function well near the origin (center
of the above picture).
Higher order Taylor
polynomials approximate better away from the origin.
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Basic Taylor Series


cos( x) = 1

1 2 1 4
( 1) k 2 k
x + x ... =
x
2!
4!
k = 0 ( 2 k )!

1
1
(1) k x 2 k +1
sin( x) = x x 3 + x 5 ... =
3!
5!
k = 0 ( 2 k + 1)!

ex = 1+ x +

1 2 1 3
1
x + x + ... = x k
2!
3!
k = 0 k!

These series
expansions
are valid for
all x.

This
series
p ( p 1) 2 p ( p 1)( p 2) 3
(1 + x) p = 1 + px +
x +
x + ... expansio
2!
3!
n is valid
for
1<x<1.
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Finding Taylor Series


One can find Taylor series for complicated functions by
1. Substitutions
2. Integrating a series term by term
3. Differentiating a series term by term
4. Any combination of the above tricks
One usually starts with one of the basic Taylor series and
manipulates that to get the desired Taylor series. The
above tricks are legal provided that the series in question
converge and represent the functions in question. This
depends on the function for which Taylor series
representation needs to be derived. Many of the basic
Taylor series converge everywhere.
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Review of Mathematics

Exercise
2

Find Taylor series at x = 0 for the function e-x

Fi d Taylor
Find
T l series
i at x = 0 for
f the
h function
f
i 1/(1+x)
1/(1 )

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Finding Taylor Series by Substitution


2

To find Taylor series at x = 0 for the function e-x


substitute z = -x2 to the basic Taylor series

1 2 1 3
zn
e = 1 + z + z + z + ... =
2!
3!
k = 0 n!
z

One gets
ex = 1 x 2
2

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Lecturer: I.Popescu

1 4 1 6
(1) n x 2 n
x x + ... =
3!
2!
n!
n =0

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Log and 1/(1+x) Taylor series


1
= an x n
1+ x
n
n
1 (1 + x ) 1
an =

n! x n
x =0

Expand

0 (1 + x ) 1
1

= [(1 + x ) ]0 = 1
0
x
0
1
(1 + x )
2

= [ 1(1 + x ) ]0 = 1
0
x

2
3
x ( (1 + x ) ) = [ 1( 2)(1 + 2 x ) ]0 = 2

0

3
4
x ( 1( 2)(1 + x ) ) = [ 1( 2)( 3)(1 + x ) ]0 = 6

0
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Log and 1/(1+x) Taylor series


1
2
6
1
1 x + x 2 x 3 ...
= 1 x + x 2 x 3 ...
1+ x
2!
3!
1+ x

We now expand ln(1+x) using an integral


representation
x

dx'
d
x 2 x3
2
3
ln(1 + x) =
= dx'(1 x'+ x' x' ...) ln(1 + x) = x + ...
1 + x' 0
2 3
0

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Review of Mathematics

Integration

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Old problem
Given a function, find its derivative

function

derivative

Inverse problem
Given the derivative, find the function.

Find a function that has a derivative y = 3x2


We note this as 3x 2 dx
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Examples - curves with a derivative of 3x2


Each of these curves is an
antiderivative of y = 3x2

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Integrals (or Anti-derivatives)


A function F(x) is the integral (anti-derivative) of a
function f (x) if
F ' ( x) = f ( x)

f ( x)dx = F ( x) + C

Fundamental theorem of Calculus

Example:
x n +1
x dx = n + 1 + C ; n 1
n

cos xdx = sin x


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Review of Mathematics

Integration rules
k f ( x)dx = k f ( x)dx
( f ( x) + g ( x))dx = f ( x)dx + f ( x)dx
dx

1+ x

= arctan x

dx
1 x2

= arcsin x

Integration
by
part f ' (x) F ( x)dx = f ( x) F ( X ) f ( x) F ' ( x)dx

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Definition of log x
From
Calculus:

x n +1
x dx = n + 1 + C; n 1
For n=-1, one defines
the following integral as a new
x
function
1
ln x = dt ; x > 0
t
n

1
lnx is called the
natural
logarithm
Domain is set of all p
positive real

numbers.
Range is all reals
For x > 1, ln x is positive.
For 0 < x < 1, ln x is negative
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ln 1=0

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Review of Mathematics

Exercises
1.

(3x

2.

x +1
d
x dx

3.

(3x

4.

1 x

5.

1 x

6.

5 x 2 + x 2) dx

2) 2 dx

dx

dx

1 x 2 dx

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Exercises- Find indefinite integrals

(3x

5 x 2 + x 2) dx = 3x 4 dx 5x 2 dx + xdx 2dx

4
2
3 x dx 5 x dx + xdx 2 d x = 3 x 5 5 x 3 + 1 x 2 2 x + C
5
3
2

Check by differentiating
1

x +1
x +1
2
dx =
dx = ( x 2 + x 2 )dx = x 2 + 2 x 2 + C
1
5
x

4
2
(3 x 2) dx = (9 x 12 x + 4)dx = 9

x2

x5
x3
12 + 4 x + C
5
3

9 5
x 4 x3 + 4 x + C
5
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Review of Mathematics

Exercises- Find indefinite integrals

1 x 2 dx
1

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Exercises- Find indefinite integrals

1 x2
1

dx =

1
1
1
dx =
dx =
+
(1 x)(1 + x)
2(1 x ) 2(1 + x )

1
1
1
1
dx +
dx
2 1 x
2 1+ x

1
1
= ln(1 x ) + ln(1 + x )
2
2
=
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Lecturer: I.Popescu

1 1+ x
ln
2 1 x
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Trigonometric rules for integration


d
(sin x ) = cos x
dx
d
(cos x ) = sin x
dx

cos xdx = sin x + C

d
(tan x ) = sec 2 x
dx
d
(cot x ) = csc 2 x
dx

sec

i xdx
d = cos x + C
sin

csc

xdx = tan x + C

xdx = cot x + C

d
(sec x ) = sec x tan x
dx

sec x tan xdx = sec x + C

d
(csc x ) = csc x cot x
dx

csc x cot xdx = csc x + C

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Where do we use integrals?

To find average values of a function


To find areas/volumes

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Integrals for

Finding Areas

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Definite integrals of f(x) on [a, b]


b

f ( x)dx = F (b) F (a)


a

Fundamental theorem of calculus

If f(x) is non-negative, then the definite


integral represents the area of the region
under the curve and above the x-axis
between the vertical lines x =a and x = b

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Rules for definite integrals


b

f ( x ) dx = f ( x ) dx

f ( x)dx = 0

kf ( x)dx = k f ( x)dx
a

( f ( x) + g ( x))dx = f ( x)dx + g ( x)dx


b

( f ( x))dx = f ( x)dx + f ( x)dx


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Integrals for

Computing averages

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Average value of a function over an interval


Take the graph of (x) = x2,
1< x < 1.
Values of sampled at regular intervals.

Average = sum of values / number


of values
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Area
The curve of with rectangles from finer
partitions of [a, b]. Finer partitions create more
4
rectangles with
shorter
bases
f (ck ) xkbases.
k =1

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The average value of a function on [a,b]

1
Average =
f ( x )dx

ba a

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