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Concepts in Calculus II
Bona
Miklos
and Sergei Shabanov
University of Florida Department of
Mathematics
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Florida Department of Mathematics
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Contents
Chapter 6. Applications of Integration
36. The Area Between Curves
37. Volumes
38. Cylindrical Shells
39. Work and Hydrostatic Force
40. Average Value of a Function
1
1
8
17
22
28
33
33
36
41
45
51
54
59
67
77
77
85
92
99
106
111
117
126
133
139
147
157
157
Chapter and section numbering continues from the previous volume in the series,
Concepts in Calculus I.
vi
61.
62.
63.
64.
CONTENTS
Surface Area
Applications to Physics and Engineering
Applications to Economics and the Life Sciences
Probability
162
168
176
182
193
193
201
207
214
221
225
CHAPTER 6
Applications of Integration
the function f satises f (x) 0 for all real numbers x in the interval
[a, b], then the area of the domain whose borders are the graph of f ,
the
b horizontal axis, and the vertical lines x = a and x = b is equal to
f (x) dx. If there is no danger of confusion as to what a and b are,
a
then this fact is sometimes informally expressed by the sentence the
integral of f is equal to the area of the domain that is under the graph
of f .
What can we say about the area of the domain between two curves?
There are several ways to ask this question. The easiest version, discussed by the following theorem, diers from the previous situation
only in that the horizontal line is replaced by another function g.
Theorem 6.1. Let f and g be two functions such that, for all real
numbers x [a, b], the inequality f (x) g(x) holds. Then the domain
whose borders are the graph of f , the graph of g, and the vertical lines
x = a and x = b has area
b
(f (x) g(x)) dx.
A=
a
6. APPLICATIONS OF INTEGRATION
This is not dicult, since we only need to show that if x [2, 3], then
f (x) g(x), that is,
x3 + 1 x2 + 2,
x3 x2 1,
x2 (x 1) 1,
and this is clearly true since x 2, so x2 4, and x 1 1, forcing
x2 (x 1) 4.
(x3 x2 1) dx =
A(D) =
2
=8
3
x
x
x
4
3
4
11
.
12
6. APPLICATIONS OF INTEGRATION
[3, 1], that is, if x is between those two intersection points, then
f (x) g(x) = (x2 + 3x + 5) (2x2 + 7x + 8)
= (x2 + 4x + 3)
= (x + 3)(x + 1)
0,
since x + 3 0 and x + 1 0. Therefore, if x [3, 1], then
f (x) g(x), and Theorem 6.1 applies. So we have
A(D) =
3
1
x
(f (x)g(x)) dx = (x2 +4x+3) dx = 2x2 3x
3
3
1
=1 .
3
2
The situation becomes slightly more complicated if f g does not
hold throughout the entire interval [a, b]. For instance, it could happen
that f (x) g(x) at the beginning of the interval [a, b], and then, from a
given point on, g(x) f (x). In that case, we split [a, b] up into smaller
intervals so that on each of these smaller intervals, either f (x) g(x)
or g(x) f (x) holds. Then we can apply Theorem 6.1 to each of
these intervals. As on some of these intervals f (x) g(x) holds, while
on some others g(x) f (x) holds, theapplication of Theorem 6.1 will
sometimes
involve the computation of (f (x)g(x)) dx and sometimes
(g(x) f (x)) dx. The following theorem formalizes this idea.
Theorem 6.2. Let f and g be two functions. Then the area of the
domain whose borders are the graph of f , the graph of g, the vertical
line x = a and the vertical line x = b is equal to
b
|f (x) g(x)| dx.
a
=
+
(g(x) f (x)) dx
0
1
(f (x) g(x)) dx +
(f (x) g(x)) dx
0
2
(2x + 2x) dx +
(2x2 2x) dx
1
(2x2 + 2x) dx
+
0
=
1
0
1
3
3
2x
2x
2x
+ x2 +
x2 +
+ x2 .
3
3
3
3
6. APPLICATIONS OF INTEGRATION
36.3. Curves Failing the Vertical Line Test. Sometimes we want to com-
pute the area between two curves that do not pass the vertical line
test; that is, they contain two or more points on the same vertical line.
Such curves are not graphs of functions of the variable x. If they pass
the horizontal line test, that is, if they do not contain two points on
the same horizontal line, then they can be viewed as functions of y.
We can then change the roles of x and y in Theorems 6.1 and 6.2 and
proceed as in the earlier examples of this section.
Example 6.4. Compute the area A(D) of the domain between the
vertical line x = 4 and the curve given by the equation y 2 = x. See
Figure 6.6 for an illustration.
Solution: Neither curve satises the vertical line test, but both satisfy
the horizontal line test. Therefore, we set f (y) = 4 and g(y) = y 2 . It is
clear that the two curves intersect at the points given by y = 2 and
y = 2. Between these two curves, the value of f (y) is larger. Therefore,
Theorem 6.1 applies (with the roles of x and y reversed). So we have
2
A(D) =
(f (x) g(x)) dx
2
2
=
=
4 y 2 dy
y3
4y
3
16
= 16
3
2
= 10 .
3
2
(1) Find the area of the domain whose borders are the vertical line
x = 0, the vertical line x = 2, and the graphs of the functions
f (x) = x2 + 3 and g(x) = sin x.
(2) Find the area of the domain whose borders are the vertical line
x = 2, the vertical line x = 4, and the graphs of the functions
f (x) = x2 + 3 and g(x) = x.
(3) Find the area of the domain between the horizontal axis and
the graph of the function f (x) = x2 + 6x.
(4a) Find the area of the domain between the horizontal axis and
the graph of the function f (x) = 18 2x2 .
(4b) Find the area of the domain between the horizontal axis and
the graph of the function f (x) = 16 x4 .
(5) Find the area of the domain whose borders are the vertical line
x = 1, the vertical line x = 3, and the graphs of the functions
f (x) = x3 and g(x) = ex .
(6) Find the area of the domain whose borders are the vertical
line x = 1, the vertical line x = 1, and the graphs of the
functions f (x) = x3 and g(x) = 2.
6. APPLICATIONS OF INTEGRATION
(7) Find the area of the domain between the graphs of the functions f (x) = ex and g(x) = x + 1 and the vertical lines x = 0
and x = 1. How do we know that between those two vertical
lines, the graph of f is above the graph of g?
(8) Find the area of the domain between the graphs of the functions f (x) = x2 + 2 and g(x) = 4x 1.
(9) Find the area of the domain between the graphs of the functions f (x) = x3 3x2 and g(x) = x2 .
(10) Find the area of the domain between the graphs of the functions f (x) = x2 and g(x) = x1/5 .
(11) Find the area of the domain between the graphs of the functions f (x) = x3 and g(x) = x4 .
(12) Find the area of the domain
between the graphs of the functions f (x) = x and g(x) = x.
(13) Compute the area between the curves given by the equations
x = 5y and x = y 2 + 6.
(14) Compute the area between the curves y = x 2 and y =
(x 2)3 .
(15) Compute the area between the y axis and the curve x = y 2
7y + 6.
(16) Compute the area between the y axis and the curve x = y 3
11y 2 + 6y 6.
(17) Compute the area between the curves y = x2 and y = 32 x2 .
(18) Compute the area between the three curves f (x) = x, g(x) =
x, and h(x) = 4.
(19) Compute the area between the curves y = |x| and y = x2 12.
(20) Compute the area between the curves y = |x| and y = 20 x2 .
37. Volumes
37.1. Extending the Definition of Volumes. If a solid S can be built up
using unit cubes, then we can simply say that the volume V (S) of S is
the number of unit cubes used to build S. However, if the borders of
S are not planes, then this method will have to be modied. A ball or
a cone is an example of this.
So we would like to dene the notion of volume so that it is applicable to a large class of solids, not just to those solids that are bordered
by planes. This denition should agree with our intuition. It should
also be in accordance with the fact that we can approximate all solids
with a collection of very small cubes; therefore, V (S) must be close to
the number of unit cubes used in the approximation.
37. VOLUMES
With these goals in mind, we recall that we already dened the area
of a domain in the plane whose borders are the graphs of continuous
functions. Building on that denition, we say that the volume of a
prism is its base area times its height. More formally, let S be a solid
whose base and cover are identical copies of the plate P , located at
distance h from each other, on two parallel planes that are at distance
h from each other. Then we dene the volume of S to be
V (S) = A(P )h,
where A(P ) is the area of P . See Figure 6.7 for an illustration. In
particular, the volume of a cylinder whose base is a circle of radius r
and whose height is h is r2 h.
Now let S be any solid located between the planes given by the
equations x = a and x = b. In order to dene and compute the volume
V (S) of S, we cut S into n parts by the planes x = xi for i = 0, 1, . . . , n,
where
a = x0 < x1 < < xn = b.
Let n be large. Then the part Si of S that is between the planes
x = xi1 and x = xi is well approximated by a prism Pi described as
follows. The height of Pi is x = (b a)/n, the base plate and cover
plate of Pi are on the planes x = xi1 and x = xi , respectively, and the
base and cover plates of Pi are congruent to the intersection Ti of S and
the plane x = xi for some point xi [xi1 , xi ]. We can assume that xi
is the midpoint of [xi1 , xi ], but that will turn out to be insignicant.
Note that Pi has volume A(Ti ) x.
10
6. APPLICATIONS OF INTEGRATION
i=1
i=1
i=1
37. VOLUMES
11
r2 t2 dt
r
r
1
= r2 t t3
3
r
V (B) =
2
= 2r3 r3
3
4 3
= r .
3
2
There is nothing magical about the x axis as far as Theorem 6.3 is
concerned. The argument that yielded that theorem can be repeated
for the y axis instead of the x axis, yielding the following theorem.
Theorem 6.4. Let S be a solid located between the planes y = a
and y = b, and let B(t) be the area of the intersection of S and the
plane y = t. Then the volume V (S) of S satises the equation
V (S) =
B(t) dt.
a
12
6. APPLICATIONS OF INTEGRATION
V (S) =
r2 h3
= 2
h
3
1 2
= hr .
3
See Figure 6.9 for an illustration.
37.2. Annular Rings. In the examples that we have solved so far, the
37. VOLUMES
13
2
t2
t+6
2
2
0.5
t+3
= 6t 2t .
B(t) = (r1 r2 ) =
2
4
Now we can apply Theorem 6.4 to compute V (S). We obtain
4
V (S) =
B(t) dt
0
4
t2
6t0.5 2t dt
=
4
0
4
3
t
= 4t1.5
t2
12
77.01.
14
6. APPLICATIONS OF INTEGRATION
37.3. Special Cases of Theorems 6.3 and 6.4. Note that the solids we
f (t)2 dt.
V (S) =
a
g(t)2 dt.
V (S) =
a
The exercises at the end of this section will provide further examples
for the uses of these theorems.
If the domain to be rotated does not include the entire area between
the curve and and coordinate axis (for instance, because it is a domain
between two curves), then we get annular rings, which we discussed in
the last section.
37.4. A Solid Not Obtained by Revolution. While volumes of revolution
are a very frequent application of Theorems 6.3 and 6.4, they are not
the only applications of those theorems.
Example 6.8. Let S be a pyramid whose base is a square of side
length a and whose height is h. Compute the volume of S.
Solution: The rst step is to place S in a coordinate system so that
Theorem 6.3 can be applied. Let us place the axis of S on the x axis of
37. VOLUMES
15
the coordinate system, so that the center of the base of S is at the origin
and the cusp of S is at x = h. This does not completely determine the
position of S, because S could still rotate around the x axis. However,
such rotations will not change the value of A(t) for any t [0, h], and
so they are insignicant for the computation of V (S).
Now note that, for any t [0, h], the intersection of S and the plane
x = t is a square of side length a(h t)/h (by similar triangles). See
Figure 6.10 for an illustration. So A(t) = a2 (h t)2 /h2 , and Theorem
6.3 implies
h 2
a (h t)2
dt
V (S) =
h2
0
h
2
3
t
a
= 2 h2 t ht2 +
h
3
0
a2 h
=
.
3
37.5. The Big Picture. Note that the theorems presented in this sec-
tion on integrals conrm our intuition that if a certain function measures a quantity, then, under the appropriate conditions, the integral
of that function measures a quantity that is somehow in a space that
is one dimension higher. For instance, we saw earlier that if f (x) measured the height of a curve at a given horizontal coordinate x, then,
16
6. APPLICATIONS OF INTEGRATION
under the appropriate conditions, f (x) dx measured the area under
the curve. So taking integrals meant moving from one dimension to
two. In this section, the functions A(t) and B(t)
measured areas
of domains in a given plane, while A(t) dt and B(t) dt measured
volumes. So taking integrals meant moving from two dimensions to
three.
37.6. Exercises.
(1) Let T be the triangle whose borders are the coordinate axes
and the line y + 4x = 4. Rotate T about the y axis and
compute the volume of the obtained solid.
(2) Compute the volume of the solid between the planes x = 1
and x = 1 obtained by rotating the graph of the function
f (x) = x2 = y about the x axis.
(3) Compute the volume of the solid between the planes x = 2
and x = 2 obtained by rotating the graph of the function
f (x) = x4 = y about the x axis.
(4) Compute the volume of the solid between the planes x = 1
and x = 1 obtained by rotating the graph of the function
f (x) = x3 + 2x = y about the x axis.
(5) Compute the volume of the solid between the planes x = 3
and x = 3 obtained by rotating the graph of the function
f (x) = 2x2 + 5x = y about the x axis.
(6) Compute the volume of the solid between the planes x = 0
and x = obtained by rotating the graph of the function
f (x) = sin x = y about the x axis.
(7) Compute the volume of the solid between the planes x = 0
and x = /4 obtained by rotating the graph of the function
f (x) = tan x = y about the x axis.
(8) Compute the volume of the solid
obtained by rotating the
domain between the curves y = x and y = x about the line
y = 2.
(9) Compute the volume of the solid obtained by rotating the
domain between the curves y = x4 and y = x about the line
x = 1.
(10) Compute the volume of the solid obtained by rotating about
the x axis the domain between the x axis and the curve y = e2x ,
between the planes x = 2 and x = 4.
(11) Compute the volume of the solid obtained by rotating about
the
x axis the domain between the x axis and the curve y =
3
x, between the planes x = 0 and x = 6.
17
rems 6.3 and 6.4 are simple methods to compute the volumes of solids.
In practice, however, the areas A(t) and B(t) that appear in these theorems may be dicult to explicitly evaluate. One situation in which
these areas are often dicult to compute is when the solid in question
is obtained by rotating a domain around some line; that is, it is a solid
of revolution.
As an example, let us try to compute the volume of the solid S
obtained by rotating about the y axis the domain bordered by the lines
x = 0, x = 3, and y = 0 and the graph of the function f (x) = 3x3 x4 .
If we try to solve this problem using Theorems 6.3 or 6.4, we run into
diculties, because A(t) and B(t) will not be easy to compute. For
instance, if we wanted to use Theorem 6.4, then, in order to compute
18
6. APPLICATIONS OF INTEGRATION
19
V (C) = h (r1 r2 )
V (S)
n
f (xi ) x 2xi ,
i=1
20
6. APPLICATIONS OF INTEGRATION
Example 6.9. Compute the volume of the solid S obtained by rotating about the y axis the domain bordered by the lines x = 0, x = 3,
and y = 0 and the graph of the function f (x) = 3x3 x4 .
Solution: By Theorem 6.7, we have
3
V (S) = 2
x(3x3 x4 ) dx
0
3
(3x4 x5 ) dx
= 2
0
5
3
3x
x6
= 2
5
6
0
729 729
= 2
5
6
= 152.677.
2
The axis around which we rotate a domain does not have to be
a coordinate axis in order for the method of cylindrical shells to be
applicable. We can apply the method as long as we can decompose the
solid in question into cylindrical shells whose height and radius we can
compute.
21
+ 3x2
4
3
0
8
= 2
3
16.755.
2
38.2. Exercises.
22
6. APPLICATIONS OF INTEGRATION
(1)
(2)
(3)
(4)
(5)
(6)
(7)
(8)
y
y
y
y
y
y
y
y
= f (x) = x3 , x = 1, y = 0.
= f (x) = x12 , x = 2, x = 3, y = 0.
= f (x) = x,
g(x) = x, x = 2.
3
= f (x) = x, g(x) = x3 , y = 0, y = 1.
= f (x) = x4 , x = 0, y = 1.
= f (x) = 1 x2 , x + y = 1.
= f (x) = ex , x = 0, y = 0, y = 1.
= f (x) = e2x , x = 0, x = 1, y = e2 .
(20)
y
y
y
y
y
y
y
y
d2 s
,
dt2
which is called Newtons second law. Here m is the mass of the object,
2
while a = ddt2s is its acceleration. So Newtons second law says that the
23
24
6. APPLICATIONS OF INTEGRATION
and set x = (ab)/n. Then the work done by the force on the interval
Ii = [xi1 , xi ] is about f (xi ) x, where xi is some sample point in Ii .
Indeed, f is continuous, so if n is large and therefore Ii is short, then
f does not change much on that interval, so the shape of the domain
under the curve of f and above Ii is roughly a rectangle. This means
that the total work done by the force on [a, b] is close to
(6.4)
n
f (xi ) x.
i=1
Example 6.12. The force needed to extend a given spring x centimeters over its natural length is given by the function f (x) = 70x.
How much work is needed to extend the spring 10 cm over its natural
length?
Solution: By Theorem 6.8, we have
0.1
70x dx
W =
0
0.1
2
= 35x
0
= 0.35 J.
So 12.25 J of work is needed to stretch the spring 10 cm over its natural
length.
2
We point out that the law of physics that says that the force needed
to extend a spring by x units over its natural length is equal to kx is
called Hookes law, and k is called the spring constant.
39.2. Hydrostatic Force. Let us say that we want to pump water out
of a tank that has the shape of the southern half of a ball of radius
1 (m). How much work is needed to do that? This question is more
25
*
i
*
i
n
i=1
mi g(1
xi )
= g
n
i=1
26
6. APPLICATIONS OF INTEGRATION
= g/4
= 7696.675 J.
So it takes almost 7700 J of work to pump out all the water from the
tank.
39.3. Exercises.
(1) How much work is done when a book of mass 2 kg is lifted 1.5
meters from its original location?
(2) How much work is done when a suitcase of mass 15 kg is lifted
0.5 meters from its original location?
(3) A suitcase of mass 20 kg is lifted 0.6 meters and put on a chair.
Some objects are removed, and then the suitcase, which now
has a mass of 12 kg, is lifted an additional 0.4 meters. How
much work was done during the total ascent of the suitcase?
(4) If it takes 10 J of work to lift an object 2 meters, how much
work does it take to lift that object an additional 3 meters?
(5) An elevator and the passengers entering it on the rst oor
have a total mass of 2000 kg. The distance between two adjacent oors served by this elevator is 6 meters. How much work
is done if the elevator rst stops on the third oor, where two
additional people of mass 75 kg each enter, and then the elevator stops on the sixth oor?
(6) If it takes 20 J of work to stretch a spring 20 cm over its natural
length, how much work does it take to stretch that spring an
additional 5 cm?
27
28
6. APPLICATIONS OF INTEGRATION
(20) Consider the tank discussed in Section 39.2. How much work
is needed if we want to pump out half the water from this
tank? You can use a software package to solve the high-degree
polynomial equation encountered while solving this exercise.
40. Average Value of a Function
The concept of average is a simple one as long as we take the average
of a nite number of values, such as the average price of a house in a
given neighborhood or the average daily high temperature in a given
city in a given month. If a1 , a2 , . . . , an are real numbers, then
(6.6)
A = (a1 + a2 + + an )/n
is their average. However, what can we say about the average value
of a function over a given interval [a, b]? We will clearly need a new
denition for that since there are innitely many real numbers in [a, b],
so summing all of them and then dividing their sum by the number of
summands is not an option.
Here is an intuitive way of extending the denition of average to
the values taken by a function over an interval. It follows from (6.6)
that A is the only real number with the property that if we replace
each of a1 , a2 , . . . , an by A, then the sum (a1 + a2 + + an ) does not
change. This observation suggests the following denition.
b
Definition 6.1. Let f be a function such that a f (x) dx exists.
Then the average value of f on the interval [a, b] is the real number
b
f (x) dx
c= a
.
ba
Indeed, c is the only real number with the property that
b if we replace
f by the constant function f (x) = c, then the integral a f (x) dx does
not change.
A more systematic approach
b is the following. As we saw when we
rst learned about integrals, a f (x) dx can be approximated in the
following way. Split [a, b] into n equal intervals and choose a point xi
in the ith such interval. Take a rectangle of height f (xi ) over the ith
interval. The average value of the n values of f taken at the points xi
is, of course,
f (x1 ) + f (x2 ) + + f (xn )
An =
.
n
29
f (x) dx
A=
=
sin x dx
cos x
0
1 (1)
=
2
= .
30
6. APPLICATIONS OF INTEGRATION
31
(12) Prove that if f (x) g(x) for all x [a, b], and f and g are
continuous functions on [a, b], then the average value of f on
[a, b] is at least as large as the average value of g on [a, b].
(13) Which is larger, the average value of f (x) = x2 on [2, 3] or the
average value of g(x) = x2 on [1/3, 1/2]?
(14) A bicyclist covered a certain distance at an average velocity of
25 miles per hour. Prove that there was a moment at which the
instantaneous velocity of the bicyclist was 25 miles per hour.
(15) Starting from a standstill, a car needed 10 seconds to reach a
traveling velocity of 20 meters per second. Prove that there is
a moment at which the instantaneous acceleration of the car
is 2 m/s2 .
4
(16) Let us assume that 0 f (x) dx = 10. Prove that there is a
number x [0, 4] such that f (4) = 2.5.
(17) Let f be an odd function. What is the relation between the average value of f on [a, b] and the average value of f on [a, b]?
(18) Let f be an odd function. Compute the average value of f for
any interval [R, R].
(19) Let f be an even function. What is the relation between the
average value of f on [R, R] and the average value of f on
[0, R]?
(20) Let a be a xed real number and let f be a continuous function.
Dene g(x) as the average value of f on the interval [a, x].
Compute g(x) for f (x) = 3, f (x) = 2x + 7, and f (x) = x2 +
2x + 1.
CHAPTER 7
Methods of Integration
41. Integration by Parts
41.1. Method of Integration by Parts. Let u and v be two dierentiable
(uv) = u v + uv
34
7. METHODS OF INTEGRATION
35
ex
e cos x dx = (cos x + sin x) + C.
2
x
2
e cos x dx into
x
2
1
ln x dx.
36
7. METHODS OF INTEGRATION
41.4. Exercises.
(1)
(2)
(3)
(4)
(5)
(6)
(7)
(8)
(9)
(10)
(11)
(12)
(13)
(14)
(15)
(16)
(17)
(18)
(19)
(20)
Compute x sin x dx.
Compute x2 ex dx.
Compute x2 cos x dx.
Compute x ln x dx.
Compute x2 ln x .
Compute e2x sin x dx.
Compute xex dx.
2
Compute (x
+ cos x) dx.
Compute x ln x dx.
Compute x tan1 (x) dx.
Compute x sin1 (x) dx.
Compute (ln x)2 dx.
2
Evaluate 1 x cos 2x dx.
1
Evaluate 0 x2 sin x dx.
1
Evaluate 0 xex dx.
1
Evaluate 0 xe2x dx.
3
Evaluate 0 x3 ex dx.
3
Evaluate 2 x ln x dx.
2
Evaluate 1 (ln x)2 dx.
Use integration by parts to compute (cos x)2 dx.
form f (x) = sinm x cosn x and discuss techniques for their integration.
It seems natural to rst consider the cases when m or n is 0, that is,
when f is just a power of sin or cos. Even these special cases will break
up into further subcases. The easiest subcase is when the exponents
are even numbers. In that case, we can use the trigonometric identities
(7.6)
cos 2x = 2 cos2 x 1
and
(7.7)
37
2x
Solution: Using (7.6), we get that cos2 x = 1+cos
, and so
2
2
1 + cos 2x
1 cos 2x cos2 2x
4
cos x =
= +
+
.
2
4
2
4
1+cos 4x
,
2
3 cos 2x cos 4x
+
+
.
8
2
8
Having eliminated the powers of cos, the integration is easy to carry
out as follows:
cos4 x =
3 cos 2x cos 4x
cos x dx =
+
+
dx
8
2
8
3x sin 2x sin 4x
+
+
+ C.
=
8
4
32
4
2
The computation is more complex if the integrand is an odd power
of sin or cos. In that case, we separate one factor and convert the rest
into the other trigonometric function, using the rule cos2 x + sin2 x = 1.
Example 7.7. Compute sin3 x dx.
Solution: We have
sin3 x = sin x sin2 x = sin x (1 cos2 x) = sin x sin x cos2 x.
The advantage of this form is that it makes integration by substitution easy. Indeed, set u = cos x, then du/dx = sin x, and so
u3
cos3 x
2
sin x cos x dx = u2 du =
+C =
+ C.
3
3
Comparing
the two displayed equations of this solution and noting that
sin x dx = cos x, we get
cos3 x
sin3 x = cos x +
+ C.
3
2
The methods shown above can be used to compute the integral of
products of powers
cos x. In other words, the method allows
ofmsin x and
n
us to compute cos x sin x dx as shown below.
Example 7.8. Compute cos2 x sin3 x dx.
38
7. METHODS OF INTEGRATION
Solution: We have
4
2
cos x sin x dx = cos4 x(1 cos2 x) dx
4
= cos x cos6 x dx.
4
Now note that
we6computed cos xdx in Example 7.6. You are asked
to compute cos x in Exercise 42.4.4. The dierence of these two
results then provides the solution of the present example.
2
42.2. Powers of tan and sec. When integrating a product of the form
tanm x secn x, we will use the identity sec2 x = tan2 x + 1 and the differentiation rules (tan x) = sec2 x and (sec x) = sec x tan x.
There are two easy cases, namely, when m is odd (and n is at least
1) and when n 2 is even.
39
In the rst case, that is, when m is odd and n 1, we separate one
factor of tan x sec x and express the remaining factors in terms of sec x
by the identity 1 + sec2 x = tan2 x. Then we substitute u = sec x,
= tan x sec x.
which leads to du
dx
Example 7.10. Compute tan3 x sec x dx.
Solution: Following the strategy explained above, we have
3
tan x sec x dx = tan2 x tan x sec x dx
= (1 + sec2 x) tan x sec x dx
= (1 + u2 ) du
u3
+C
3
sec3 x
= sec x +
+ C.
3
= u +
2
In the second case, that is, when n 2 is even, we separate one
factor of sec2 x, express the remaining factors in terms of tan x using
the identity sec2 x = 1 + tan2 x, and substitute u = tan x, which leads
= sec2 x.
to du
dx
Example 7.11. Compute sec4 x dx.
Solution: We have
4
sec x dx =
sec2 x sec2 x dx
= (1 + tan2 x) sec2 x dx
= (1 + u2 ) du
u3
+C
3
tan3 x
= tan x +
+ C.
3
=u+
2
If we are not in these two easy cases, then there is no recipe that
will always work. We then need to have a separate strategy for each
problem. We will show examples of that in Exercises 42.4.13, 42.4.14,
42.4.15, and 42.4.16.
40
7. METHODS OF INTEGRATION
tegrals of the form cos mx sin nx dx, cos mx cos nx dx, and sin mx
sin nx dx, then we can often make use of the following identities:
(7.8)
sin a cos b =
1
1
sin(a b) + sin(a + b),
2
2
(7.9)
cos a cos b =
1
1
cos(a b) + cos(a + b),
2
2
1
1
cos(a b) cos(a + b).
2
2
Example 7.12. Compute cos 3x cos 5x dx.
(7.10)
sin a sin b =
Compute cos3 x dx.
Compute sin5 x dx.
Compute cos5 x dx.
Compute cos6 x dx.
Compute sin4 x dx.
Compute sin3 x cos2 x dx.
Compute sin x cos3 x dx.
Compute sin3 x cos3 x dx.
Compute sin2 x cos2 x dx.
Compute sin4 x cos4 x dx.
Compute tan2 x sec4 x dx.
Compute tan3 x sec5 x dx.
Compute tan5 x dx by separating one factor of tan2 x in the
integrand and expressing it in terms of sec2 x.
(14) Compute tan3 x dx using integration by parts.
(15) Compute sec3 x dx using integration by parts, with u (x) =
sec2 x and v(x) = sec x.
(1)
(2)
(3)
(4)
(5)
(6)
(7)
(8)
(9)
(10)
(11)
(12)
(13)
(16) Compute
7.11.)
(17) Compute
(18) Compute
(19) Compute
(20) Compute
41
sin x cos x dx.
sin 2x cos 4x dx.
sin 3x sin 7x dx.
cos 2x cos 4x dx.
In Chapter 5, we presented the technique of integration by substitution. This technique worked in situations when the best way to compute an integral was to dene a simple function of x, such as y(x) = x2 ,
and then continue the integration in terms of that new variable y.
In order to compute the integral in (7.11), we use the reverse of
the strategy mentioned in the previous paragraph. We dene another
variable y so that x is a simple function f of y. It is important to
dene f and y so that f is one-to-one, since that assures that f (y) = x
is equivalent to f 1 (x) = y.
In computing the integral in (7.11), we can set x = r sin y. Then
dx/dy = r cos y, and the limits of integration are y = 0 and y = /2.
42
7. METHODS OF INTEGRATION
This yields
r
r2
x2
/2
dx =
=r
r2 r2 sin2 y r cos y dy
/2
1 sin2 y dy
=r
/2
cos2 y dy
0
/2
y + sin 2y
=r
2
0
= r2 .
4
Note that we could write cos y for 1 sin2 y, since 0 y /2,
and in that interval, cos y is nonnegative.
The preceding computation resulted in nding a denite integral.
We point out that by converting the indenite integral
y + sin 2y
back to a function of x using the rule x = r sin y, we
r2
2
get the corresponding indenite integral, that is
x 1
r2
sin1
+ x r2 x2 + C.
r2 x2 dx =
2
r
2
2
The result that we are going to compute in the next example will be
useful in the next section, when we will learn a technique to integrate
rational functions.
Example 7.13. Compute the integral (1+x1 2 )2 dx.
Solution: We use the substitution x = tan y. Then y = tan1 (x), and
so dy/dx = 1/(1 + x2 ), and hence dy = dx/(1 + x2 ). This yields
1
1
dx =
dy
2
2
(1 + x )
1 + x2
1
=
dy
1 + tan2 y
= cos2 y dy
=
y sin 2y
+
+C
2
4
43
y sin y cos y
+
+C
2
2
1
1
x
= tan1 (x) + 2
+ C.
2
2 x +1
The last step is justied since
x
tan y
(7.12)
=
= tan y cos2 y = sin y cos y.
2
2
x +1
1 + tan y
=
2
Figure 7.2 illustrates this trigonometric argument.
Example 7.14. Compute the integral x12 1 .
Solution: The denominator reminds us of the trigonometric
identity
2
2
tan y = sec y 1, and so, if y [0, /2), then tan y = sec2 y 1.
Therefore, we use the substitution x = sec y. Then dx/dy = tan y sec y.
Hence, we have
1
1
=
dx
x2 1
sec2 y 1
1
=
dx
tan y
tan y sec y
=
dy
tan y
= sec y dy
= ln| sec y + tan y| + C
= ln|x + x2 1| + C.
2
Figure 7.3 illustrates this trigonometric argument.
44
7. METHODS OF INTEGRATION
The three examples that we have seen so far in this section show the
three most frequently used reverse substitutions. That is,
(i) To compute
r2 x2 dx, use the reverse substitution x =
r sin y.
(ii) To compute integrals involving (r2 + x2 ) under a root sign or
in the denominator of a fraction, use the reverse substitution
x = r tan y.
(iii) To compute
x2 r2 dx, use the reverse substitution x =
r sec y.
Finally, a word of caution. The availability of the method of reverse
substitution does not mean that this method is always the best one to
compute an integral that contains a square root sign. Some of the
following exercises can be solved by another method faster (and, no,
we are not revealing which ones).
43.3. Exercises.
(1) Use the method presented in this section to compute the area
of an ellipse determined by the equation
x2 y 2
+ 2 = 1.
a2
b
2
(2) Compute
1 4x dx.
x3
(3) Compute
2 +16 dx.
3x
(4) Compute
x 25 x2 dx.
(5) Compute 4 36x2 dx.
(6) Compute 1 + x2 dx.
1
(7) Compute 4+x
2 dx.
x
(8) Compute x5 dx.
(9) Compute x2 1x2 4 dx.
45
2
(10) Compute x
x 4 dx.
x2 2x dx.
(11) Compute
x2
(12) Compute 9+x2 dx.
(13) Compute 4x12 25 dx.
1
(14) Compute x2 4x+13
dx.
1
(15) Compute (x2 +4x+5)
2 dx.
(16) Compute
2x x2 dx.
x2
(17) Compute 6xx2 dx.
(18) Compute e2x 16 dx.
(19) Compute ex 4 e2x dx.
(20) Find the average value of x12 +9 on the interval [0, 3].
44. Integrating Rational Functions
44.1. Introduction. Recall that a rational function is the ratio of two
polynomials, such as
R(x) =
3x + 5
P (x)
= 2
.
Q(x)
2x + 4x + 9
P1 Q( x) + P2 (x)
P (x)
P2 (x)
=
= P1 (x) +
.
Q(x)
Q(x)
Q(x)
x3 +2x+1
.
x2 x+1
46
7. METHODS OF INTEGRATION
so
P (x)
2x
=x+1+ 2
,
Q(x)
x x+1
2x
.
and integrating Q(x) boils down to integrating x2 x+1
R(x) =
If (7.14) holds for all real numbers x, it must hold for x = 1 and
x = 2 as well. However, if x = 1, then (7.14) reduces to 1 = A,
and if x = 2, then (7.14) reduces to 1 = B. So we conclude that
A = 1 and B = 1 are the numbers we wanted to nd. It is now easy
to compute the requested integral as follows:
1
1
1
dx =
dx
dx
2
x + 3x + 2
x+1
x+2
= ln(x + 1) ln(x + 2) + C.
2
The above method can always be applied if Q(x) factors into a
product of linear polynomials, each of which occurs only once. In
47
into linear terms, but some of these terms occur more than once.
2x+7
Example 7.17. Compute (x+1)
2 (x1) dx.
Solution: Just as in the previous case, we decompose the integrand
into a sum of simpler fractions. We are looking for real numbers A, B,
and C such that
2x + 7
A
B
C
=
+
.
+
2
2
(x + 1) (x 1)
x + 1 (x + 1)
x1
Multiplying both sides by the denominator of the left-hand side, we
get
2x + 7 = A(x + 1)(x 1) + B(x 1) + C(x + 1)2 .
Substituting x = 1 in the last displayed equation yields 9 = 4C, so
C = 2.25. Substituting x = 1 yields 5 = 2B, so B = 2.5. Finally,
the coecient of x2 on the left-hand side is 0, while on the right-hand
side, it is A + C. So A + C = 0, yielding A = 2.25.
Now we are in a position to compute the requested integral.
2.25
2.25
2.5
dx +
dx +
dx
2
x+1
(x + 1)
x1
2.25
2.5
2.25
dx +
dx +
dx
=
2
x+1
(x + 1)
x1
2.5
= 2.25 ln(x + 1) +
+ 2.25 ln(x 1).
x+1
2
k
In general, if a term (x+a) occurs in Q(x), then the partial fraction
decomposition of R(x) will contain one term with denominator (x + a)i
for each i {1, 2, . . . , k}. For instance, if Q(x) = (x+2)3 (x+5)2 (x10),
then R(x) will have a partial fraction decomposition of the form
2x + 7
dx =
(x + 1)2 (x 1)
A3
A4
A6
A2
A5
A1
+
+
+
+
+
.
2
3
2
x + 2 (x + 2)
(x + 2)
x + 5 (x + 5)
x 10
48
7. METHODS OF INTEGRATION
44.2.3. Distinct Quadratic Factors. The third case is when the factor-
1
1
1 x
+ C.
dx
=
tan
x 2 + a2
a
a
4x+2
Example 7.18. Compute the integral x3 +x
2 +x+1 dx.
Solution: It is easy to notice that setting x = 1 turns the denominator to 0; hence, the denominator is divisible by x + 1. Dividing the
denominator by x + 1, we get x2 + 1, so the denominator factors as
(x + 1)(x2 + 1). The factor x2 + 1 is irreducible (it is not divisible by
xb for any real number b, since no real number b satises the equation
b2 + 1 = 0).
Therefore, we are looking for real numbers A, B, and C such that
A
B
Cx
4x + 2
=
+ 2
+ 2
.
(7.15)
3
2
x +x +x+1
x+1 x +1 x +1
The reader is invited to verify that the third summand of the righthand side is necessary; that is, if the summand xCx
2 +1 is removed, then
no pair of real numbers (A, B) will satisfy (7.15).
In order to nd the correct values of A, B, and C, multiply both
sides of (7.15) by (x + 1) (x2 + 1) and rearrange, to get
4x + 2 = (A + C)x2 + (B + C)x + A + B.
The coecient of x2 is 0 on the left-hand side, so it has to be 0 on the
right-hand side. Therefore, A + C = 0. Similarly, the coecient of x is
4 on the left-hand side, so it has to be 4 on the right-hand side, forcing
B + C = 4. Similarly, the constant terms of the two sides have to be
equal, and, consequently, A + B = 2. Solving this system of equations,
we get A = 1, B = 3, and C = 1. Therefore,
1
1
x
4x + 2
dx =
dx + 3
dx +
dx
3
2
2
2
x +x +x+1
x+1
x +1
x +1
1
= ln(x + 1) + 3 tan1 x + ln(x2 + 1).
2
2
49
x3 + 2x2 + 3x + 7
dx
x4 + 2x2 + 1
2
2x
x
5
dx
=
+
+
+
x2 + 1 x2 + 1 (x2 + 1)2 (x2 + 1)2
5
1
5x
1
+ tan1 x 2
= 2 tan1 x + ln(x2 + 1) +
2
2
2(x + 1) 2
x +1
1 5x 2
1
.
= ln(x2 + 1) + 4.5 tan1 x + 2
2
2 x +1
1
Here we used the formula for (x2 +1)
2 that we computed in the last
section, in Example 7.13.
2
By now, the reader must know what the general version of the
technique of the preceding example is. If the factorization of Q(x)
contains (x2 + ax + b)k , then, for each integer i such that 1 i k,
the partial fraction decomposition of R(x) will contain a summand of
Ei
Fi x
the form (x2 +ax+b)
i and a summand of the form (x2 +ax+b)i .
50
7. METHODS OF INTEGRATION
1
Solution: We use the substitution x = y. Then dy/dx = 21 x = 2y
.
This leads to
x
y
2y dy
dx =
y+1
x+1
2y 2
=
dy
y+1
2
dy
= 2(y 1) +
y+1
= y 2 2y + 2 ln(y + 1)
= x 2 x + 2 ln( x + 1).
2
Note that the computation would have been very similar if the
integrand
contained some
(1) Compute
(2) Compute
(3) Compute
(4) Compute
(5) Compute
5
dx.
x2 +5x+4
x+3
dx.
x2 6x+5
2
x +4x+1
dx.
x3 6x2 +11x6
3
dx.
x3 +x2 x1
2x+7
dx.
x3 x2 x+1
(6) Compute
(7) Compute
(8) Compute
(9) Compute
(10) Compute
(11) Compute
(12) Compute
(13) Compute
(14) Compute
(15) Compute
(16) Compute
(17) Compute
(18) Compute
(19) Compute
51
1
dx.
x4 +5x2 +4
1
dx.
x4 +4x2 +4
1
dx.
1x4
3x+7
dx.
x4 1
2
x +4
dx.
x3 x
x+3
dx.
x3 +1
1
dx.
x3 1
x+1
dx.
x3
3x
3 x+2 dx.
1
dx.
1+ x
ex
dx.
e2x +1
x
e
dx.
e2x 1
x
e
dx.
e2x 4ex +3
sin x
dx.
cos x+cos2 x
1
dx.
10 sin x+8
(20) Compute
(Hint: Use the substitution u =
2u
tan(x/2) and observe that this implies that sin x = 1+u
2 .)
Note that the substitution described above is called the Weierstrass substitution, named after the German mathematician
Karl Weierstrass. It is a powerful tool for computing the integrals of functions of the type f g, where f is a trigonometric
function and g is a rational function.
45. Strategy of Integration
52
7. METHODS OF INTEGRATION
53
xex dx.
45.3. Radicals. If the two most general methods (substitution and in-
tegration by parts) are not helpful, then it is quite possible that there is
a root sign in the integrand. In that case, there are two specic methods that we can try, reverse substitution and rationalizing substitution.
The easiest way to know when to use each of these two methods is to
remember the relatively few cases in which reverse substitution
1works
directly. As we have seen, these are the integrals involving r2 +x2 dx,
r2 x2 dx, and
x2 r2 dx. If the integrand does not contain
any of these functions, then it may be simpler to use
a rationalizing
x
dx. The exsubstitution, such as in computing the integral x+4
ercises at the end of this section will ask the reader to decide which
method to use for a few specic examples.
45.4. If Everything Else Fails. If none of our methods work, then it may
54
7. METHODS OF INTEGRATION
calculus textbooks and on the Internet. The website www.integraltable.com is a good example, and we will use it as a reference in this
subsection. (When we say the table of integrals, we mean that table.)
55
2
2
1 x
2x + C.
ln(x + 9) dx = x ln(x + 9) + 6 tan
3
2
Sometimes, we have to resort to integration by substitution to be
able to use the table of integrals.
9 4x2 dx.
Example 7.26. Use the table of integrals to compute
Solution: Taking a look at the
table of integrals, we nd that formula
a2 x2 dx. In order to be able to use
(30) provides a formula for
that formula, we set y = 2x, which implies dy/dx = 2. Therefore,
1
9 4x2 dx =
9 y 2 dy.
2
Now we can apply formula (30) from the table of integrals, to get
y
9
y
1
9 y 2 dy =
9 y 2 + tan1
+C
2
4
2
9 y2
x
2x
9
1
2
=
+ C.
9 4x + tan
2
2
9 4x2
2
Sometimes we need to carry out some algebraic manipulation before
we can use the technique of substitutions in connection with using the
table of integrals.
2
dx.
Example 7.27. Use the table of integrals to compute xx2+2x+1
+2x+10
Solution: There is no integral in the table of integrals that would immediately stand out as one that is very similar to this one. The crucial
observation is that the substitution y = x+1 signicantly
simplies our
2
y
integrand. That substitution leads to the integral 2 2 dy, which,
y +3
56
7. METHODS OF INTEGRATION
dx
x2 + 2x + 10
x2 + 2x + 10 9
=
ln x + 1 + x2 + 2x + 10 + C.
2
2
2
46.2. Software Packages. Computer software packages such as Maple
(7.16)
57
,
2
1x
x+1 x1
and so
x+1
1
1
1
dx = ln(x + 1) ln(x 1) = ln
(7.17)
.
2
1x
2
2
x1
The result obtained by Maple actually agrees with the result given
in (7.17), even if that is not obvious. Indeed, if y = tanh1 x, then,
by denition, x = (ey ey )/(ey + ey ). Solving this equation
for
(1) Use the table of integrals to compute x ln(3x
+ 5) dx.
(2) Use the table of integrals to compute x cos 2 x dx.
(3) Use the table of integrals to compute x+x+7
dx.
4x+5
x2
(4) Use the table of integrals to compute x6 +16 dx.
3
(5) Use the table of integrals to compute (4x8x2 +9) dx.
(6) Use the table of integrals to compute
8x2 + 3 dx.
58
7. METHODS OF INTEGRATION
1
(7) The table of integrals provides a formula for ax2 +bx+c
dx.
Describe the values of a, b, and c for which that formula will
not work and compute the integral in those exceptional cases.
(8) The table of integrals provides a formula for
ln(ax2 + bx + c) dx.
(9)
(10)
(11)
(12)
(13)
(14)
(15)
(16)
(17)
(18)
59
approximation methods is the fact that if f (x) 0 for x [a, b], then
b
f (x) dx is equal to the area below the graph of the function f on
a
b
that interval. More precisely, a f (x) dx is equal to the area of the
domain bordered by the horizontal axis, the vertical lines x = a and
x = b, and the graph of f .
In order to estimate the area of this domain D, we cut D into small
vertical strips. To do so, we choose real numbers
a = x0 < x1 < < xn = b
and then consider the vertical lines x = xi for all i. There are several
ways in which we can estimate the area of each strip. Let Si be the
strip bordered by the lines x = xi and x = xi+1 .
We could say that the area of Si is roughly equal to the area of
the rectangle whose base is the interval [xi1 , xi ] and whose height is
f (xi1 ). This is called the left-endpoint approximation. Or we could
say that the area of Si is roughly equal to the area of the rectangle
whose base is the interval [xi1 , xi ] and whose height is f (xi ). This is
called the right-endpoint approximation. Or we could use f (
xi ), the
value that f takes at the midpoint xi of the interval [xi1 , xi ]. This is
called the midpoint approximation. Summing over the allowed values
of i (i.e., i ranges from 1 to n), we see that these three methods provide
b
the following three estimates for a f (x) dx.
(i) The left-endpoint approximation shows
b
n
(7.18)
f (x) dx
(xi xi1 )f (xi1 ).
a
i=1
60
7. METHODS OF INTEGRATION
i=1
i=1
61
62
7. METHODS OF INTEGRATION
f (x) dx =
a
n
(f (xi ) + f (xi1 ))(xi xi1 )
i=1
In particular, if the xi are chosen so that they split the interval [a, b]
into n equal parts, then the last displayed equation simplies to
ba
(f (xi ) + f (xi1 ))
2n i=1
n
f (x) dx =
a
ba
(f (a) + 2f (x1 ) + 2f (x2 ) + + 2f (xn1 ) + f (b)) .
2n
Note that f (x0 ) = f (a) and f (xn ) = f (b) occur only once in the
sum in the last line since a and b are each part of only one of the
intervals [xi1 , xi ].
Example 7.29. Use
trapezoid method with n = 4 to nd the
1 the
x2
approximate value of 0 e dx.
63
64
7. METHODS OF INTEGRATION
that the area under that parabolamore precisely, the area of the
domain Pi bordered by the horizontal axis, the vertical lines x = xi1
and x = xi+1 and pi is equal to
(7.19)
ba
(yi1 + 4yi + yi+1 ) .
3n
f (x) dx
a
ba
(y0 + 4y1 + 2y2 + 4y3 + + 2yn2 + 4yn1 + yn ) .
3n
65
(b) If EM
M (b a)3
.
24n2
(c) If, for all x [a, b], the number f (4) (x) is dened and is at
most as large as the constant K, and ES is the error term of
Simpsons method, then
K(b a)5
.
|ES |
180n4
Comparing the formulas of parts (a) and (b) of the previous theorem, we can conclude that the worst-case scenario of the midpoint
method is better than the worst-case scenario of the trapezoid method.
|EM |
66
7. METHODS OF INTEGRATION
This, of course, does not mean that the midpoint method is always
better than the trapezoid method.
Example 7.31. Find an upper bound for the approximation obtained in Example 7.29.
2
M (b a)3
6e
=
0.085.
12n2
12 16
2
47.4. Exercises.
67
x
antiderivative of e and compare the two results you obtain.
(15) Use your
approximation method with n = 4 to com 1 favorite
2
pute 0 ln(x + 9) dx. Then compute the same integral by
nding the antiderivative of ln(x2 + 9) and compare the two
results you obtain.
(16) What value of n should be used in each of exercises 1, 5, and
9 to get an error term that is less than 106 ?
(17) Let us assume that the points x1 , x2 , . . . , xn1 used for approximate integration split the interval [a, b] into n equal segments.
Prove that the result obtained by the trapezoid method will be
the average of the left-endpoint method and the right-endpoint
method.
(18) How large is the error term of the approximation in exercise 1
in the worst case?
(19) How large is the error term of the approximation in exercise 7
in the worst case?
(20) Find an upper bound for the error term of the approximation
shown in the solution of Example 7.30.
48. Improper Integrals
In our studies of integration, we have not dealt with denite integrals over innite intervals, nor did we integrate functions over an
interval if the function was not dened in every point of that interval.
In this section, we will consider denite integrals of these kinds, which
are called improper integrals.
48.1. Infinite Intervals. For nite intervals, we have identied
b
f (x) dx
with the area of the domain limited by the graph of f , the vertical lines
x = a and x = b, and the horizontal axis. We learned that, by the funb
damental theorem of calculus, the equality a f (x) dx = F (b) F (a)
holds, where F is an antiderivative of f .
Now let us consider the integral of f over the innite interval [a, ).
b
Recalling
that a f (x) dx is equal to a certain area, we intuitively want
f (x) dx to equal the area of the domain bordered by the line x = a,
a
a
68
7. METHODS OF INTEGRATION
the horizontal axis, and the graph of f . Note that this area may be a
nite number, even if it is not squeezed between two vertical lines. One
example of this is when f (x) = 0 if x >
N for some real number N .
Time has come to formally dene a f (x) dx.
b
Definition 7.1. Let f be a function. If the integral a f (x) dx
b
exists for all b > a and limb a f (x) dx
= L exists as a (nite) real
f (x) dx is convergent, and
number, then
we
say
that
the
integral
a
we write a f (x) dx = L.
b
f (x) dx does not exist or is innite, then we say that
If
lim
b
a
f (x) dx is divergent.
a
Note that if F is an antiderivative of f , then
b
lim
Therefore, the integral a f (x) dx is convergent if and only if
limb F (b) exists and is nite.
Example 7.32. Let f (x) = x2 . Compute
1
f (x) dx.
69
x
1
x2 dx
1
b
= lim x1
dx = lim
1
= lim + 1
b
b
= 1.
In particular, 1 f (x) dx is convergent.
2
Encouraged by the simple solution of the last example, we are going
1
last displayed row is equal to r+1
, and hence 1 xr dx is convergent.
70
7. METHODS OF INTEGRATION
If r = 1, then we need to compute 1 xr dx dierently, since, in
a+1
that case, xa dx = xa+1 . Instead, we have
x1 dx
1
b
= lim ln x
dx = lim
= lim ln b = .
b
Therefore, 1 x1 dx is divergent.
2
Note that the results of the previous example prove the following
important theorem.
Theorem 7.3. Let r be a real number.
(i) If r 1, then 1 xr dx is divergent.
The following denition makes it clear how and when we can dene
an integral on the entire line of real numbers.
Definition 7.3. Let f be a function and let m be a real number
m
f (x) dx is divergent.
Figure 7.11.
m
Figure 7.12.
0
m
71
f (x) dx is orange.
ex dx.
Solution:
We set m = 0 and apply
We get that
0 Denition
7.3.
x
x
x
e dx is convergent if both of e dx and 0 e dx are con
vergent. However,
0
0
x
x
e dx = lim e = 1 +
72
7. METHODS OF INTEGRATION
(7.20)
a
f (x) dx = lim
f (x) dx
tc
and
(7.21)
c
f (x) dx = lim+
tc
f (x) dx.
t
Furthermore, if both of the two limits displayed above exist and are
nite, we set
f (x) dx =
a
f (x) dx +
a
f (x) dx.
c
1
0
x1/2 dx.
Figure 7.13.
We get
1/2
1
0
73
x1/2 dx.
x1/2 dx
t
1
= lim+ 2x1/2
t0
dx = lim+
t0
t
1/2
= 2 lim+ t
t0
=20
= 2.
1
x1/2 dx is convergent.
4
Example 7.36. Compute 1 x2 dx.
So the integral
Solution: We apply Denition 7.4 since the interval [1, 4] has one
point, c = 0, where the integrand is not continuous. Therefore,
0
4
4
2
2
x dx =
x dx +
x2 dx
1
= lim
t0
0
t
x
1
dx + lim+
t0
x2 dx
t
4
= lim x1 + lim+ x1
t0
t0
=+
= .
74
7. METHODS OF INTEGRATION
Figure 7.14.
4
1
x2 dx.
result is incorrect, and the incorrect step was to apply the fundamental
theorem of calculus for a function that is not continuous in the entire
interval of integration.
The integrals that we have discussed in this section are called Type
2 improper integrals.
48.3. Further Remarks.
48.3.1. Improper Integrals of Mixed Type. There are some integrals that
are improper for two reasons. They are taken over an innite interval,
and that interval contains a point in which the function is not continuous. In that case, we split up the interval of integration so that now
we have two integrals, one of which is of Type 1 and the other of which
is Type 2.
1
Example 7.37. Compute 0 (x2)
2 dx.
Solution: We break up the interval [0, ) to the union of the two
intervals [0, 2] and [2, ), getting
2
1
1
1
dx
=
dx
+
dx.
2
(x 2)2
(x 2)2
0
0 (x 2)
2
Figure 7.15.
Figure 7.16.
75
1
dx.
(x2)2
1
dx.
x2 ln x
76
7. METHODS OF INTEGRATION
(1)
(2)
(3)
(4)
(5)
(6)
(7)
(8)
(9)
(10)
(11)
(12)
(13)
(14)
(15)
(16)
(17)
(18)
(19)
(20)
Is 1 sin x dx convergent or divergent?
Is x2 dx convergent?
Is 0 xex dx convergent?
2
Is xex dx convergent?
Is 0 ex1+x dx convergent?
Is 2 x ln1 x dx convergent?
4
1
Is 0 x2 8x+7
dx convergent?
ax
dx, where a is a xed nonnegative real numCompute 0 e
ber.
3
Compute 0 ln x dx.
3
Compute 0 (ln x)2 dx.
3 x
dx.
Compute 0 ln
1 x1
Compute 3 x+3 dx.
Compute 0 x21+1 dx.
x
Compute 0 e2xe +9 dx.
1 1
Compute 0 1x
2 dx.
is convergent?
Is there a real number a such that 0 xa dx
Prove that if f is an even function, and 0 f(x) dx is con
CHAPTER 8
, , , ... ,
=
an =
n+1
n+1 1
2 3 4
(1)n
(1)n
1
1 1
an =
= 1, , , , ... ,
n
n
2
3 4
1
2
3
an = q n {q n }
=
{1,
q,
q
,
q
,
...}.
0
Sequences can also be dened recursively, that is, by a relation that allows us to nd an if am , m < n, are known. For example, the Fibonacci
sequence {fn } is dened by the recurrence relation
f1 = f2 = 1 , fn = fn1 +fn2 , n 3 {fn } = {1, 1, 2, 3, 5, 8, 13, ...}
Graphic representation of sequences. A sequence can be pictured sim-
78
lim an = a
a = a .
79
80
0 if p > 0,
1
1
1 if p = 0,
lim p = lim p =
n n
x x
if p < 0.
2
Example 8.3. Analyze the convergence of the sequence an = q n ,
n = 0, 1, ..., where q is real.
Solution: Suppose q > 0. Put f (x) = q x = ex ln q . From the properties
of the exponential function, it follows that eax if a = ln q > 0,
eax = 1 if a = ln q = 0, and eax 0 if a = ln q < 0. Therefore,
an if q > 1, an = 1 1 if q = 1, and an 0 if 0 < q < 1. When
q = 0, an = 0. Suppose q < 0. Then q = |q| and an = (1)n |q|n =
(1)n en ln|q| . If |q| < 1, then even and odd terms of the sequence
converge to 0: a2n = e2n ln|q| 0 and a2n1 = e(2n1) ln|q| 0 as
n . When q = 1, the sequence an = (1)n is divergent because
a2n = 1 and a2n1 = 1; that is, the sequence oscillates between 1
and 1 for all n and an does not approach any number. Finally, if
q < 1, the sequence is divergent, too, because a2n = e2n ln|q| but
a2n1 = e(2n1) ln|q| . Moreover, it approaches neither nor
81
0 if q (1, 1),
1 if q = 1,
lim q n =
n
if q > 1,
and the sequence does not converge if q 1.
q x
= lim+ (1 + qu)1/u
lim an = lim 1 +
n
x
u0
x
where the substitution x = 1/u has been made. To nd the latter limit,
consider ln f (x) = ln(1 + qu)1/u = ln(1 + qu)/u. Using lHospilals rule,
lim+
u0
ln(1 + qu)
q/(1 + qu)
q
= lim+
= lim+
= q.
u0
u0 1 + qu
u
1
q n
= eq
lim 1 +
n
n
for all real q.
of positive integers such that n1 < n2 < n3 < . Then the sequence
{ank }, k = 1, 2, ..., is called a subsequence of {an }. Recall that a sequence {an } converges to a number a if and only if every open interval
containing a has all but nitely many of the elements of {an }. Therefore, the following theorem holds.
Theorem 8.3. A sequence {an } converges to a if and only if every
subsequence of {an } converges to a.
This necessary and sucient criterion for convergence has already
been used in Example 8.3. The sequence an = (1)n does not converge because it has two subsequences a2n = 1 and a2n1 = 1, which
converge to dierent numbers, 1 = 1.
49.3. Limit Laws for Sequences. The limit laws for functions also hold
for sequences, and their proofs are similar. If {an } and {bn } converge
82
limn an
a
an
=
=
if b = 0,
n bn
limn bn
b
lim (an )p = ( lim an )p = ap if p > 0 and an > 0.
lim
Solution:
Since x sin x x if x 0, one has cn = / n
an / n = bn , where cn 0 and
bn 0 as n (see Example
2
8.2). By the squeeze theorem, sin(/ n) 0 as n .
Theorem 8.5. If limn |an | = 0, then limn an = 0.
This theorem follows directly from the denition of the limit of a
sequence where a = 0. The next result provides a convenient tool to
calculate limits of sequences using continuous functions.
Theorem 8.6. If an a as n and the function f is continuous at a, then
lim f (an ) = f (a).
n
83
Figure 8.3. The squeeze theorem. The dots indicate numerical values (vertical axis) of the sequences bn
(blue), cn (black), and an (red). The integer n increases
from left to right (horizontal axis). The sequences bn and
cn converge to a number a. This means that the dierences |bn a| and |cn a| can be made arbitrarily small for
all n N and some integer N . Since cn an bn , the
dierence |an a| is also arbitrarily small for all n N .
By the denition of the limit, the sequence an must converge to a, too.
This theorem asserts that if a continuous function is applied to the
terms of a convergent sequence, the result is also convergent.
Proof. The continuity of f at a means that limxa f (x) = f (a)
or, by the denition of this limit, for any > 0, there is a corresponding
> 0 such that |f (x) f (a)| < whenever |x a| < . Having found
such , put = and, by the denition of the limit limn an = a,
for any such > 0, there is a corresponding integer N such that
|an a| < = if n > N . Therefore, for any > 0, one can nd a
corresponding integer N such that |f (an ) f (a)| < for all n > N ,
2
which means that limn f (an ) = f (a).
Example 8.6. Find the limit of the sequence an = exp(1/n2 ).
Solution: Consider the sequence bn = 1/n2 . Then
1
lim bn = lim 2 = 0.
n
x x
Put f (x) = ex . Then an = f (bn ). By continuity of the exponential
function,
lim an = exp( lim bn ) = e0 = 1.
n
n
2
84
49.4. Exercises.
85
lim
lim
p=1
if
p > 0,
n = 1,
nq
= 0 if
lim
n pn
n!
lim n = 0,
n n
qn
lim
= 0.
n n!
p > 1,
86
Proof.
lim
1
1
=
=1
p = lim
n n (1/p)
limn n (1/p)
n(n 1) 2
an .
2
2
.
n1
nq
= lim nq en ln p = lim xq ex ln p = 0.
n pn
n
x
lim
87
Figure 8.4. The sequence in the left panel is monotonically increasing, and the sequence in the right panel is
monotonically decreasing.
that is, k is the smallest positive integer such that q/k < 1. The
following inequality holds:
an =
qn
q
q
q q
q q
q
q
q
qk
=
q k1
q k1 = .
n!
1 2
k1 k
n
k
n1 n
n
n
k
88
for all n 1.
for all n 1.
for all
n 1.
89
Completeness axiom for the set of real numbers. The completeness ax-
iom for the set of real numbers says that if S is a nonempty set of real
numbers that has an upper bound M (x M for all x S), then S
has a least upper bound. By denition, the number a is a least upper
upper bound of S if, for any > 0, a is not an upper bound of
S. The least upper bound is called the supremum of S and denoted
sup S. Naturally, sup S M for any upper bound M of S. If S has
a lower bound m, then it also has the greatest lower bound, denoted
inf S (the inmum of S). The number inf S is a lower bound of S such
that inf S + is not a lower bound of S for any positive > 0; that is,
m inf S for any lower bound m of S. The completeness axiom is an
expression of the fact that there is no gap or hole in the real number
line.
Theorem 8.8 (Monotonic Sequence Theorem). Suppose {an } is
monotonic. Then {an } converges if and only if it is bounded.
Proof. Suppose an an+1 (the proof is analogous in the other
case). Let S be the range of {an }. If {an } is bounded, let a = sup S
be the least upper bound of S (it exists by the completeness axiom).
Then an a for all n 1. By the denition of sup S, for every > 0,
the interval (a , a] should contain an element of S (otherwise, a
would be an upper bound of S). Therefore there should exist an integer
N such that
a < aN a .
Since {an } increases, all numbers an , n N , lie in the interval (a, a]:
a < an a
|a an | < whenever n N .
90
Thus, an 3 as n .
91
2
50.2. Exercises.
(1) an = n 2n2 + 3.
(2) an = cos2n (n2 )/n.
(3) an = nrn .
(4) an = np en .
(5) an = n q n .
(6) an = pn n q n .
(7) an = n pn n q n .
(8) an = Pm (n)q n , where Pm is a polynomial of degree m.
(9) an = (2n 1)!!/(2n)n , where (2n 1)!! = 1 3 5 (2n 1).
(10) an = (2n)!!/(2n 1)!!, where (2n)!! = 2 4 (2n).
(11) an = qn /(2n)!!.
n
(12) an =
3n + 5n .
n
(13) an =
1 + pn.
(14) an = n qn2 + pn + 1, where q > 0.
92
(15) an = n Pm (n), where Pm is positive polynomial of degree
m > 1.
(16) Prove that every convergent sequence is bounded.
In (17)(22), determine whether the sequence is monotonic or not
monotonic. Is the sequence bounded?
(17) an = (2)n .
(18) an = (1)n n.
(19) an = nen .
(20) an = n + n1 .
(21) an = sin(qn)/n, where q is real.
(22) an = (1 + q/n)n , where q is real.
In (23)(27), nd the limit of the sequence or show that it does not
exist.
(23) a1 = 1 and an+1 = 4 an .
(24) a1 = 1 and an+1 = 1/(1 + an ).
(25) a1 = 1 and an+1 = 3 1/an .
(26) a1 = 2 and an+1 = 1/(3 an ).
(27) a1 = 1 and an+1 = 1 + 1/(1 + an ).
(28) The size of an undisturbed sh population has been modeled
by the formula pn+1 = bpn /(a + pn ), where pn is the sh population after n years and a and b are positive constants that
depend on the species and the environment. Suppose that
p0 > 0. Show that pn+1 < (b/a)pn . Then prove that pn 0
if a > b; that is, the population dies out. Finally, show that
pn b a if b > a. Hint: Show that pn is increasing and
bounded, 0 < pn < b a if p0 < b a. If p0 > b a, then pn
is decreasing and bounded, pn > b a.
51. Series
51.1. Basic Definitions and Notation. With a sequence {an }, one can
n
ak = a1 + a2 + + a n .
k=1
The symbol
(8.6)
n=1
an = a1 + a2 + a3 +
51. SERIES
93
n
an = s
or
lim
ak = s.
n=1
k=1
The number s is called the sum of the series. If the sequence of partial
sums {sn } diverges, the series is said to diverge. It should be understood that s is the limit of a sequence of sums, and it is not obtained
merely by addition.
For example, the sequence of partial sums for the series (1)n
is s1 = 1, s2 = 1 + 1 = 0, s3 = s2 1 = 1, or, generally,
sn = ((1)n 1)/2. This sequence diverges as it has two subsequences
s2n = 0 and s2n1 = 1, which converge to dierent numbers, 0 = 1.
If one simply uses addition, dierent values for the sum of the series
may be obtained:
an =(a1 + a2 ) + (a3 + a4 ) + (a5 + a6 ) + = 0 + 0 + = 0,
n=1
n=1
an =(a1 + a2 + a3 ) + (a4 + a5 + a6 ) + = 1 1 = ,
an =a1 + (a2 + a3 ) + (a4 + a5 ) + = 1 + 0 + 0 + = 1.
n=1
half. Keep one half and cut the other half in two pieces of equal length.
Keep doing this, that is, keeping one half and cutting the other half in
two equal-length pieces. The total length of the retained pieces is
1
1
1 1 1
1
1 1
.
+ + + =
1 + + + =
2 4 8
2
2 4
2 n=0 2n
This series must converge. The partial sum sn here is the total length of
retained pieces. The sequence {sn } is monotonically increasing (after
each cut piece of rope is added) and bounded by the total length 1. So
94
1
= 2.
2n
n=0
This series is an example of the geometric series:
1 + q + q2 + q3 + =
qn,
n=0
where q is a number. The geometric series does not converge for any
value of q.
Theorem
n 8.9 (Convergence of a Geometric Series). A geometric
series n=1 q converges if |q| < 1, and, in this case,
1
qn =
,
|q| < 1,
1q
n=0
and the series diverges otherwise.
Proof. If q = 1, the sequence of partial sums obviously diverges.
If q =
1, one has
sn = 1 + q + q 2 + + q n1
qsn = q + q 2 + q 3 + + q n .
sn =
1 qn
.
1q
Therefore,
1
1
1 qn
=
lim q n .
n
n 1 q
1 q 1 q n
It has been found (Example 8.3) that the sequence an = q n converges
only if |q| < 1, and, in this case, q n 0 as n . If |q| 1, the
geometric series diverges.
2
lim sn = lim
32
27
2 n
12
4
2 n
4
=4
=
.
2 =
3
3
5
1
(
)
2
3
n=1
n=1
51. SERIES
95
When real numbers are presented in decimal from, one often encounters a situation when a number has a repeated pattern of decimal
places. Take, for example, the number 1.2131313...; that is, the combination 13 repeats itself in all decimal places starting in the second
decimal place.
Example 8.12. Is the number 1.2131313... rational or irrational?
If it is rational, write it as a ratio of integers.
Solution: By denition of the decimal representation,
1.2131313... = 1.2 +
= 1.2 +
13
13
13
1 n
13
+
+
+
=
1.2
+
103 105 107
103 n=0 100
13 100
12
13
1201
=
+
=
.
3
10 99
10 990
990
orem follows from the limit laws applied to the sequences of partial
sums.
Theorem
8.10
(Properties
of
Series).
Suppose
that
the
series
an
and
bn are convergent and their
sums are s and
t, respectively. Let
c be a number. Then the series (an + bn ) and
can converge and
an +
bn = s + t
(an + bn ) =
an = cs .
(can ) = c
Indeed,
} and {tn } are the sequences of partial sums of the
if {sn
series
a
and
n
bn , respectively, then the partial sums of the series
(an + bn ) and (can ) are sn + tn and csn , respectively. By the limit
laws, sn + tn s + t and csn cs.
Note that the convergence
of
the series (an + bn ) does not imply
the convergence of
an and
bn . For example, put an = 1 and
bn = 1. Then sn = n and
tn = n. The sequence sn + tn = 0
converges to 0. Therefore (an + bn ) = 0. However,
the sequences
a
1 and
s
n = n and
n =
tn = n diverge and
so do the series
bn = (1). The equality (an + bn ) =
an +
bn becomes
meaningless (0 = ). Recall that the basic limits laws hold
only for convergent sequences (Section 49.3). This shows that the rules
of algebra for nite sums are not generally applicable to series. Only
series from a special class of absolutely convergent series, discussed later,
behave pretty much as nite sums.
96
n > 1.
Theorem
8.11 (Necessary Condition for a Series to Converge). If
the series
an converges, then limn an = 0.
The converse is not generally true. The condition limn an = 0 is
not sucient for a series to converge. However, it can still be used as
a test for divergence of a series.
Corollary 8.1 (Test for Divergence of a Series). If the
limit
0, then the series
an
limn an does not exist or if limn an =
diverges.
Example 8.13. Show that the series
n3 /(3n3 + 1) diverges.
Solution:
1
n3
1
lim an = lim
= = 0,
= lim
n
n 3n3 + 1
n 3 + 13
3
n
so the series diverges.
2
If the necessary condition is satised, the series may converge or
diverge. The sequence of partial sums has to be analyzed.
Example 8.14. Find the sum of the series
or show that it does not exist.
1
n=1 n(n+1)
if it exists
51. SERIES
97
Solution: The necessary condition for convergence is evidently satised. So the sequence of partial sums has to be analyzed for convergence:
n
n
1
1
1
=
sn =
k(k + 1) k=1 k k + 1
k=1
1
1
1 1
1 1
1
= 1
+
+ +
2
2 3
3 4
n n+1
1
1 as n .
=1
n+1
So the sequence {sn } converges to 1 and hence
1
= 1.
n(n
+
1)
n=1
2
(an an+1 ) = a1 a,
n=1
The proof is analogous to the above example and based on the fact
that the sequence of partial sums of a telescopic series sn = a1 an+1
converges to a1 a. The details are left to the reader as an exercise.
51.4. Exercises.
98
In (5)(9), determine whether the (geometric) series converges or diverges (p > 0 and q > 0). Find the sum of the series if it exists.
n
3n+1
n=0
(5)
(6)
q n + pn
(p + q)n
n=1
(8)
en
3n1
n=1
(9)
(5)n
(7)
n=0
32n
1 + 2n + 3n + 4n 5n
5n
n=0
1
3
(11)
(10)
n2 1
n2 + 3n + 2
n=2
n=1
(12)
(14)
1
n
(13)
ln
n+1
(3n 2)(3n + 1)
n=1
n=1
n+22 n+1+ n
n=1
n=1
k2
k2 + k + 1
(sin p)n
n=1
(16)
2 3n
n=1
(19)
en
n=1
np
5n
(20)
(17)
n=1
e2n +
n=1
4
n(n + 1)
(22) 1.53525252....
xn
sinn x
(23)
(24)
(25)
(x 5)n
n
n
2
3
n=1
n=1
n=1
In (26) and (27), solve the equation.
(26)
(1 + x)n = 3
n=2
(27)
n=0
enx = 9
99
(28) Suppose that
n=1 = a. Let 1 < k1 < k2 < < kn <
be a strictly increasing sequence of integers. Let An = akn +
akn +1 + + akn+1 1 . For example, for k1 = 2, k2 = 5, and
k3 = 7, A1 = a1 , A2 =a2 + a3 + a4 , and A3 = a5 + a6 ,
respectively. Prove that
n=1 An = a. In other words, the
series obtained from a convergent series by grouping its terms
without changing the order of its terms converges and has the
same sum. The converse is not true (see Section 56).
52. Series of Nonnegative Terms
In many applications, the terms of a series decrease monotonically.
It appears that there is a relation between convergence of such series
and convergence of improper integrals over an interval [1, ). This
relation allows one to establish a necessary and sucient condition for
series of nonnegative terms to converge.
52.1. The Integral Test. Suppose f (x) is a positive, continuous, mono-
n
k=1
100
obtained:
sn f (1) +
f (x) dx + +
1
f (x) dx = f (1) +
n1
f (x) dx .
1
Therefore
(8.8)
n+1
f (x) dx sn f (1) +
n=1 an converges if and only if the improper integral 1 f (x) dx converges. In other words,
f (x) dx converges =
f (n) converges,
1
n=1
f (x) dx
1
diverges
f (n) diverges.
n=1
101
an converges
f (x) dx converges;
(8.9)
N
n=1
that is, the integral test applies even if the sequence an becomes monotonically decreasing only for n N 1. This is easy to understand
by isolating the rst N 1 terms in the series
an = a1 + a2 + + aN 1 +
an = a1 + a2 + + aN 1 +
bn ,
n=1
n=N
n=1
where bn = aN +n1 . Convergence of
bn implies convergence of
an
and vice versa as they dier by a number. Put bn = g(n), where
g(x) = f (x+N 1), which is a continuous, positive, decreasing function
on [1, ), and
g(x) dx =
f (x + N 1) dx =
f (u) du
1
1
n=1
np
a
1
1
dx
1
if p = 1,
ap1
= p1
p
ln a
if p = 1.
1 x
So, by the integral test, the series converges if p > 1 because the
improper integral diverges if 0 < p 1 and converges if p > 1 (the
limit a exists only if p > 1).
2
p
Harmonic series. The series
n diverges for all 0 < p 1 despite
that the necessary condition to
converge is fullled: an = np 0. In
1
particular, the harmonic series
n=1 n diverges.
102
np depends
on the value of p > 1; that is, this series denes a function on (1, ).
This function is called Riemanns zeta function.
n=1
1
1
1
1
=
=
1
+
.
3/2
3/2
3/2
(n + 2)3/2
n
2
n
n=3
n=1
n=2
1
n(ln n)p
integral of the function f (x) in the integral test often cannot be explicitly evaluated. The comparison test (Theorem 7.4) may be used to
assess the convergence of the improper integral.
Example
8.16.
the convergence of the series an where
Investigate
an = ( n + 1 n 1)/np , p > 0.
103
Solution: Let
x+1 x1
x+1 x1
x+1+ x1
f (x) =
xp
xp
x+1+ x1
2
= p
>0
x ( x + 1 + x 1)
for x 1. The idea is to nd lower and upper bounds for f (x) as functions such that the convergence of their improper integrals
is
easy to
2
1
< f (x) < p+1/2
x
xp+1/2 2
for all x > 2. By Theorem 7.4 this inequality implies that the improper
integral of f (x) converges if and only if the improper integral of the
power function xp1/2 converges. The latter is the case if p + 1/2 > 1
or p > 1/2. Thus, the series in question converges if p > 1/2 and
diverges otherwise.
2
np
Example 8.17. Investigate the convergence of the series n 2
where p 1.
p
104
f (x) dx,
f (x) dx
an f (1) +
f (x) dx,
(8.10)
1
n=1
which is a legitimate operation because (8.8) holds for all n and the
series converges (and so does the improper integral by the integral
test). The remainder estimate is obtained by subtracting (8.8) from
(8.10). Note the value of the improper integral does not coincide with
the sum; it only determines an interval (8.10) in which the sum of a
series lies.
2
Example 8.18. Test the series n=1 (n2 + 1)1 for convergence or
divergence. If it converges, estimate its sum.
Solution: Put f (x) = (x2 + 1)1 , which is a continuous, positive,
decreasing function on [1, ), such that the series in question is
f (n).
Therefore, the integral test applies, and the series converges because
a
dx
1
= lim tan x = lim tan1 a = = .
2
a
a
x +1
4
2
4
4
1
1
2
By (8.10), its sum lies in the interval 4 s f (1) + 4 = 12 + 4 .
n
for convergence or diExample 8.19. Test the series
n=1 ne
vergence. If it converges, estimate its sum.
Solution: Consider the function f (x) = xex . Since f (x) = ex
xex = (1 x)ex 0 if x 1, the function decreases on [1,
), and
the integral test applies to assess convergence of the series
f (n):
a
1 1
2
xex dx =
x dex = lim xex +
ex dx = + = ,
a
e e
e
1
1
1
1
where the integration by parts has been used to evaluate the integral.
The series converges to a number s that lies in the interval 2e1 s
2
f (1) + 2e1 = 3e1 .
Example 8.20. Estimate values of Riemanns zeta function (p).
How many terms does one need to retain in the partial sum sn to approximate (p) so that the error is less than 10N ?
105
Solution:
zeta function is dened by the sum of the series
Riemanns
p
n
.
For
p > 1,
(p) =
n=1
dx
x1p a
a1p
1
1
=
lim
=
lim
=
.
p
a 1 p 1
a 1 p
x
1p
p1
1
dx
=
.
xp+1
pnp
n=1
2 n
ne
n2 e
n=1
1
n9/8
n=1
n=1
(13)
(2)
n
(5)
(8)
n=1
n=2
n 2n 5
3n7/3
n2
(14)
1
n(n + 4)
n=1
(11)
n=1
(3)
(6)
(ln n)
n
e1/n
n=1
(9)
n=1
n=1
n=2
1
2
n 4n + 5
2n + 1
n(n + 1)
n=1
(15)
1
n(n + 1)(n + 2)
1 n ln n
n2
(12)
n=1
n4
tan1 n
n=1
n2 + 1
n
+1
106
n + |p| n |p|
p
(16)
, p>0
(17)
pn + 100
np
n=1
n=1
(18)
exp(np )
(19)
n=1
(21)
(24)
an , a > 1 (20)
n=1
|p|ln n
n=1
1
(22)
n(1 + n2 )p (23)
np en
p
n
ln
n(ln(ln
n))
n=3
n=1
n=1
p
1
p
np n ln n (26)
n(ln n)
(25)
n n+1
n=1
n=1
n=1
(27) How many terms of the series in Theorem 8.15 does one have
to add to approximate its sum with an error less than 10N ?
In (28)(30), estimate the sum of the series and, in (28) and (29), also
determine how many terms has to be added to approximate its sum
with an error less than 0.01.
2n2 + 5
1
n
2
(29)
(30)
(28)
4
2
4
n + 5n + 4
n 1
n=1
n=1
n=2
(31) Show that the sequence
1 1
1
an = 1 + + + + ln n
2 3
n
converges. The limit limn an = is called the Euler number. Hints: (i) Use (8.8) to show that if sn is the partial sum
of the harmonic series, then sn 1 + ln n and hence an 1
(i.e., the sequence {an } is bounded). (ii) Interpret an an+1
as a dierence of areas to show that {an } is monotonic.
53. Comparison Tests
Consider the series
n=1
an =
n=1
n4
1
.
+1
1
bn =
n4
n=1
n=1
107
because an < bn
for all n. If sn is the partial sum for an and tn is the
partial sum for bn , then sn < tn . Since tn converges to a number t, it
is bounded, tn < t, and hence sn < t. The sequence {sn } is monotonic
and bounded, and therefore it converges. This line of arguments admits
a generalization.
bn
Theorem 8.16 (Comparison Test). Suppose that
an and
are series such that an 0 and bn 0 for all n N and some integer
N 1. Then
an converges,
bn converges and an bn for all n N =
an diverges.
bn diverges and an bn for all n N =
Proof. The series
n=1 an and n=N an dier by a number a1 +
a2 + + aN 1 . So convergence of
n=N an implies convergence of
a
and
vice
versa.
Therefore,
it
is
sucient to consider the case
n=1 n
N = 1. The sequences of partial sums {sn }, sn = a1 + a2 + + an ,
and {tn }, tn = b1 + b2 + + bn , are
monotonically increasing sequences
because an 0 and bn 0. If
bn converges, then tn t as n
and tn t for all n. By the hypothesis an bn for all n 1,
shows that {sn } is monotonic and
and therefore sn tn t, which
bounded and, hence, converges. If
bn diverges, then tn . From
the hypothesis an bn , it follows that sn tn . Thus, sn as
n .
2
When
applying the comparison test, the convergence properties of
the series
bn should be easy to establish. In many instances, a good
choice is a geometric series (Theorem 8.9), a p-series (Theorem 8.14),
a telescopic series (Theorem 8.12), and the series in Theorem 8.15.
3
2
Example 8.21. Test the series
n=1 (2n + 1)/(3n + n + 1) for
convergence.
Solution: Since an > 0 is a rational function of n, a convenient choice
of a series in the comparison test is a p-series:
2n + 1
2 1
1 1
2n + 1
0< 3
=
+
.
<
2
3
2
3n + n + 1
3n
3n
3 n3
The series
2 1
1 1
2n + 1
=
+
3n3
3 n=1 n2 3 n=1 n3
n=1
converges as the sum of two convergent p-series.
2
108
( n + 1 n)( n + 1 + n)
an = n + 1 n =
n+1+ n
1
1
1
1
= bn .
=
=
n+1+ n
2n + n
1+ 2 n
The p-series
1/ n diverges and so does the series in question by the
comparison test.
2
an and
Theorem 8.17 (Limit Comparison Test). Suppose that
bn are series with positive terms. Let c = limn (an /bn ).
then
an converges.
If c = 0 and
bn converges,
If 0 < c < ,
then
an convergesif only if
bn converges.
an diverges.
If c = and
bn diverges, then
Proof. If c = 0, then there is an integer N such that an /bn < 1
for all n >
N by the denition ofthe limit. Hence, an < bn for all
an converges by the comparison
n > N . If
bn converges, then
test. If c (0, ), then, by the denition of the limit, for any number
c > > 0, there is an integer N such that
an
an
< c + = M for all n > N.
c < m = c <
bn
bn
Therefore,
mbn < an < M bn
3/2
+ n)/ n6 + n4 + 1 for
Example 8.23. Test the series
n=1 (2n
convergence.
Solution: Let us nd the asymptotic behavior of an as n . For
large n, the top of the ratio is n3/2 (2 + n1/2 ) 2n3/2 because the term
n1/2 may be neglected as compared to 2. The asymptotic behavior
109
= 2n3/2 = bn
3
6
4
n
n +n +1
n3 1 + n12 + n16
in the asymptotic region n . This shows that
1 + 21 n
an
= lim
lim
n bn
n
1+ 1 +
n2
= 1 = c.
1
n6
By the limit
comparison
test,
the
series
an converges because the
3/2
p-series
bn = 2 n
converges.
2
5
n
3
n
Example 8.24. Test the series
n=1 (n + 3 )/ n + 5 for convergence.
Solution: Recall that the power function increases more slowly than
the exponential function, that is, np q n 0 as n for any q > 1
and any p. Hence, the asymptotic behavior of an is
n
3n (1 + n5 3n )
3n
3
an = n/2
n/2 =
= bn .
5 (1 + n3 5n )1/2
5
5
This shows that the ratio
an /bn converges to c = 1 as n . Bythe
limit comparisontest,
an diverges because the geometric series bn
diverges (q = 3/ 5 > 1).
2
53.1. Estimating Sums. Let
110
tan1 (n2 )
1
1
= bn ,
3
3
n +1
2 n +1
2 n3
n 1.
Hence,
2
dx
4
s sn t tn
10 157.1.
=
10
2 n x3
4n2
2
So the needed accuracy is guaranteed if n = 158 or larger.
2
53.2. Exercises.
n=1
n=1
(7)
(10)
(13)
1
2
n + 3n + 2
(2)
n
n5/3 + n1/3 + 1
1 + (1)n
n=1
n=1
n=1
n3/2
+1
1/ n
e
n+1
1
n1+1/n
n+1
2
n + 3n + 2
n=1
(5)
n=2
(3)
n(ln n)
n2 + 1
(6)
n=1
n=2
(14)
( n n 1)n
n=1
cos2 (n)
n2
1 + 2n
(9)
n2 + 2n
n=1
1
n3 + n + 1
n=1
1
sin2
(11)
(12)
n
n=1
(8)
2n
n100 + 2n/2
(15)
n!
nn
n=1
n2
n=1
n!
q n
sin2 (xn)
p
q
p
(17)
(n + n + 1) (18)
n 1+
(16)
n2
n
n=1
n=1
n=1
p
p
n1
(19)
( n + 1 n)
(20)
( n + 1 n) ln
n+1
n=1
n=1
(21) Assume an = PN (n)/QM (n), where PN and QM are polynomials of degree N and M , respectively, and
QM (n) > 0 for all
n. Investigate the convergence of the series
an .
111
In (22) and (23), determine how many terms one needs in the partial
sum to estimate the sum of the series correct within an error less than
0.001.
sin3 n
2n
(22)
(23)
n + 3n
n3 + n
n=1
n=1
(24) Consider a sequence {an }, where an can take any value from
the set {0, 1, 2, ..., p 1} and p > 1 is an integer. The meaning
of the representation 0.a1 a3 a3 ... of a number with base p is
that
a1 a2 a3
+ 2 + 3 + .
(8.11)
0.a1 a3 a3 ... =
p
p
p
When p = 10, the decimal system is obtained. The binary
representation corresponds to p = 2. The Maya used p = 20
(the number of ngers and toes). The Babylonians used p =
60. Show that the series (8.11)
always converges.
an converges, then
ln(1 + an )
(25) Show that if an > 0 and
converges, too.
2
2
and
bn converge, then the
(26) Prove
that if the series
a
n
2
series
|an bn | and (an + bn
) converge.
(27) Prove that the convergence
of
an , where an > 0, implies the
an /n.
convergence
of
(28) If
an converges and
if the sequence {bn } is monotonic and
bounded, prove that
an bn converges.
an di(29) Prove that if limn nan = c = 0, then the series
verges.
bn , con(30) Let the series of nonnegative terms,
an and
verge.
about the convergence of the se What can be said
min(an , bn ), where min(p, q) and
ries
max(an , bn ) and
max(p, q) are the smallest and largest numbers in the pair
(p, q), respectively, and min(p, p) = max(p, p) = p?
54. Alternating Series
Definition 8.6 (Alternating Series). Let {bn } be a sequence of
nonnegative terms. The series
(1)n1 bn = b1 b2 + b3 b4 + b5
n=1
112
(8.12)
(1)n1 bn
converges.
n=1
For the subsequence of odd partial sums s2k+1 = s2k + b2k+1 , one infers
by the limit laws and hypothesis (ii) that
lim s2k+1 = lim s2k + lim b2k+1 = s + 0 = s.
113
n=1
1
sin(n/2) (1)n1
(1)n1 bn , bn =
=
=
.
n
2n 1
2n 1
n=1
n=1
n=1
The sequence {bn } is monotonically decreasing and bn 0 as n .
So the series converges by the alternating series test.
2
Scope of the alternating series test. Theorem 8.18 provides only a su-
cient condition for an alternating series to converge. There are convergent and divergent alternating series that do not satisfy the hypothesis
(i) of Theorem 8.18. As an example of a convergent series, consider the
alternating series
n
(1)n1
1
n1
n1 1 (1)
(1) bn =
(1)
=
+ 2
n2
n2
n
n=1
n=1
n=1
114
The sequence {bn } is not monotonic because b2k = 0 while b2k+1 > 0.
Nevertheless,
the series
by Theorem 8.10 because the series
converges
n1
2
2
1/n converge. The former series converges by
(1) /n and
the alternating series test, while the latter is the pseries with p = 2.
On the other hand, consider the alternating series
n
(1)n1 1
n1
n1 1 (1)
(1) bn =
(1)
=
+
n
n
n
n=1
n=1
n=1
Here again the sequence {bn } of nonnegative terms is not monotonic.
If sn is a partial sum of this series, then sn = tn + hn where tn is the
partial sum of the alternating harmonic series, which has been shown
to converge, and hn is the partial sum of the harmonic series, which is
known to diverge. Thus, the sequence {sn } is the sum of convergent
and divergent sequences and, hence, it diverges.
Remark. Hypothesis (i) of Theorem 8.18 may be weakened
(i) bn+1 bn for all n N
for some integer N 1. Indeed,
(1)n1 bn = b1 b2 + b3 bN 1 +
(1)n1 bn
n=1
n=N
N 1
= b1 b2 + b3 bN 1 + (1)
(1)n1 cn ,
n=1
where cn = bn+N 1 . The series (1) bn and (1)n1 cn dier
by a number, and therefore the convergence
of them implies
of one
n1
the convergence of the other. The series
(1) cn converges by
Theorem 8.18 as cn+1 cn for all n and limn cn = limn bn+N 1 =
0.
n1 p
n /(n + 1) for converExample 8.27. Test the series
n=1 (1)
gence if p < 1.
n1
lim bn = lim
So hypothesis (ii) of Theorem 8.18 is fullled. However, the monotonicity of {bn } is not obvious. To investigate it, consider the function
f (x) = xp /(x + 1), where x 1. If f (x) monotonically decreases, then
so does the sequence bn = f (n). The condition f (x) 0 has to be
115
veried:
f (x) =
pxp1 (x + 1) xp
0
(x + 1)2
(p 1)xp + pxp1 0
p x(1 p)
If p 0, this is true as x 1. If 0 < p < 1, then f (x) monotonically decreases for x p/(1 p) and one can always nd an integer
N p/(1p) such that bn+1 < bn for all n > N . So the series converges
for all p < 1.
2
54.1. Estimating Sums of Alternating Series. A partial sum sn of any
and
(ii)
lim bn = 0,
then |s sn | bn+1 .
Proof. In the proof of the alternating series test, it was found that
the subsequence {s2k } approaches the limit value s from below, s2k s.
On the other hand, the subsequence {s2k1 } approaches the limit value
s from above (see Fig. 8.8). Indeed, s1 = b1 , s3 = s1 b2 + b3 s1
because b3 b2 , and, in general, s2k+1 = s2k1 b2k +b2k+1 s2k1 ; that
is, {s2k+1 } is monotonically decreasing. This shows that the sequence
of partial sums sn oscillates around s so that the sum s always lies
between any two consecutive partial sums sn and sn+1 as depicted in
Figure 8.8. Hence,
|s sn | |sn+1 sn | = bn+1 .
2
Example 8.28. Estimate the number of terms in a partial sum
sn needed to approximate the sum of the alternating harmonic series
correct within the absolute error not exceeding 10N .
Solution: Here, bn = 1/n. Hence, the approximation s sn has the
needed accuracy if |s sn | bn+1 10N or 1/(n + 1) 10N or
2
n 10N 1.
116
for all n N.
54.2. Exercises.
In (1) and (2), prove the convergence of the series and nd its sum.
1 1 1
1
1
(1) 1 + + +
+
2 4 8 16 32
3 5 7
(2) 1 + +
2 4 8
In (3)(21), determine whether the series converges or diverges (here p
is real).
(1)n
(3)
ln(n + 3)
n=1
(6)
(9)
(1)n n
(n3/2 + 1)2/3
n=1
(12)
(15)
(18)
n=2
n=1
(7)
p
(1)n
n1+1/n n
(1)n
n+p
n=1
n=2
(10)
(13)
(16)
(ln n)p
(8)
n=1
(1) sin
n=1
n=1
ln n
sin(n/4)
n
n4/5
(1)n n3
2n
(11)
(1)n ( n n 1)n
n=1
(14)
(1)n n2
n=1
(1)n
np
(19)
(17)
n=1
n=1
(21)
n4 + 1
(1)n
n=1
(1)
n (1)n
cos(n/2)
n=1
(5)
(1)n n
n=2
(1) (ln n)
n
n=1
(20)
(1)n n
(4)
n3 + 1
n=1
nn
n!
(1)n (n2 + n + 1)
(2n + 3)2
(1)n
n
n
n=1
(1)n1
4
n
n=1
(23)
(1)n n
n=1
10n
(24)
(1)n n1/3
n=1
n2/3 + 6
117
(1)n1
= ln 2.
n
n=1
Hint: Show that a partial sum of the alternating harmonic series is
s2n = h2n hn , where hn = an + ln n and the sequence {an } is dened
in Exercise 52.4.16. Then use the result of the latter exercise to prove
that sn ln 2 as n .
55. Ratio and Root Tests
55.1. Absolutely Convergent Series.
Definition 8.7 (Absolute Convergence). A series
an is called
absolutely convergent if the series of absolute values |an | is convergent.
bn , where
because |an | is either an or an . It shows that the series
2|an | =
bn= an + |an |, converges
by the comparison test because
converges
if
a
converges
absolutely.
Hence,
the
series
2 |an |
n
an =
bn |an | converges as the dierence of two convergent
series.
2
Example 8.29. Test the series [sin n 2 cos(2n)]/n3/2 for absolute convergence.
Solution: Making use of the inequality |A + B| |A| + |B| and the
properties that | sin x| 1 and | cos x| 1, one infers
| sin n 2 cos(2n)|
| sin n| + 2| cos(2n)|
3
3/2 .
|an | =
3/2
3/2
n
n
n
The series of absolute values
|an | converges by comparison with the
convergent pseries 3 n3/2 (here p = 3/2 > 1). So the series in
question converges absolutely.
2
118
Definition 8.8 (Conditional Convergence). A series an is called
conditionally convergent if it is convergent but not absolutely convergent.
Thus, all convergent series are separated into two classes of conditionally convergent and absolutely convergent series. The key difference between properties of absolutely convergent and conditionally
convergent series is studied in Section 56.
55.2. Ratio Test.
Theorem 8.21 (Ratio Test). Given a series
an , suppose the
following limit exists:
a
n+1
lim
= c,
n an
where c 0 or c = .
If c < 1, then an converges absolutely.
If c > 1, then
an diverges.
If c = 1, then the test gives no information.
Proof. If c < 1, then the existence of the limit means that, for
any > 0, there is an integer N such that
a
a
n+1
n+1
<
c < =
< c + = q < 1 for all n N.
an
an
Note that since c is strictly less than 1, one can always take > 0
small enough so that the number q = c + < 1. In particular, put
n = N + k 1, where k 2. Applying the inequality |an+1 | < q|an |
consecutively k times,
|aN +k | < q|aN +k1 | < q 2 |aN +k2 | < < q k |aN | = |aN |q N q N +k .
This shows that
|an | < q n , = |aN |q N , for all n N.
The series
|an | converges
nby comparison withthe convergent geon
an converges absometric series
q = q because q < 1. So
lutely. If c > 1, then there is an integer N such that |an+1 |/|an | > 1 or
|an+1 | > |an | 0 for all n N . Hence, the necessary condition for a
series
to converge, an 0 as n does not hold; that is, the series
an diverges. If c = 1, it is sucient, to give examples of aconvergent
and divergent series for which c = 1. Consider a p-series
np . One
has
a
np
1
n+1
= lim
=1
c = lim
= lim
p
n an
n (n + 1)
n (1 + 1/n)p
for any p. But a p-series converges if p > 1 and diverges otherwise. 2
(8.13)
119
The series converges for all real x. Later it will be shown that the sum
2
of the series is the exponential function ex .
55.3. Root Test.
where c 0 or c = .
If c < 1, then an converges absolutely.
If c > 1, then
an diverges.
If c = 1, then the test gives no information.
Proof. If c < 1, then, as in the proof of the ratio test, the existence
of the limit means that there is an integer N and a number q, c < q < 1,
such that
n
|an | < q |an | < q n for all n N.
120
This shows that the series |an | converges by comparison
with the
an
converges
convergent geometric series
q n , 0 < q < 1. So
absolutely. If c > 1, then there exists an integer N such that n |an | > 1
for all n N , and hence the necessary condition
for convergence,
not
hold.
The
series
a
diverges.
If c = 1,
an 0 as n , does
n
n
p
p
n
p
consider a p-series: n = ( n) 1 = 1 by Theorem 8.14. But
a p-series converges if p > 1 and diverges if p < 1. The root test is
inconclusive.
2
Example 8.32. Test the convergence of the series
an , where
2
2
n
an = [(2n + 5)/(3n + 2)] .
Solution: Here |an | = an , and the absolute convergence is equivalent
to the convergence. One has
2
2n2 + 5
2 + 5/n2
= < 1.
lim n |an | = lim
=
lim
n
n 3n2 + 2
n 3 + 2/n2
3
So the series converges.
55.4. Oscillatory Behavior of Sequences in the Root and Ratio Tests. Con-
n
1
|an+1 |
1
n
an = cn =
an+1 = sin
= sin
.
2
2
|an |
2
2
An attempt to test the absolute convergence of
an by the ratio test
fails because the sequence cn oscillates between 0 and 1/2 and, hence,
does not
converge. On the other hand, the absolute convergence of the
series an can easily be established by comparison with the convergent
geometrical series:
1
1
1
|an | |an1 | |an2 | n
2
4
2
where the inequality | sin x| 1 has been used. Similarly, the sequence
used in the root test may also exhibit oscillatory behavior and be nonconvergent. For example,
n n
1
1
n
n
= cn = |an | = sin
sin
an =
.
2
2
2
2
The series an converges absolutely by comparison with the geometric
series: |an | 2n .
The ratio and root tests, as stated in Theorems 8.21 and 8.22,
assume the existence of the limit limn cn = c, while the above examples show that there are absolutely convergent series for which this
121
hypothesis is not fullled. What can be said about the absolute convergence of a series when this limit does not exist? To answer this question, recall that, in the proof of the ratio or root test, the existence of
limn cn = c < 1 has been used only to establish the boundedness of
the sequence cn q < 1 for all n N , which is sucient for the series
an to converge. But the boundedness property does not imply the
convergence! Evidently, the boundedness condition holds in the above
examples, cn 12 < 1 for all n > 1, while the sequence {cn } does not
converge. Similarly, the
existence of the limit value c > 1 has only
n to
been used to show that n |an | 1 or |an | 1 for innitely many
an
conclude that the sequence {an } cannot converge to 0 and hence
diverges. If |an+1 |/|an | 1 for all n N , then again {an } cannot
converge to 0 (by the proof of the ratio test). Thus, the hypothesis of
convergence of {cn } in the root or ratio test can be weakened to obtain
wider scopes of the tests.
Theorem 8.23 (Ratio and Root
Tests Rened). Given a series
n
|an |. Then
n an , put cn = |an+1 |/|an | or cn =
an converges.
cn q < 1 for all n N =
n
|an | 1 for innitely many n
=
an diverges
|an+1 |
1 for all n N
|an |
root and ratio tests is elucidated by the following lemma that is proved
in more advanced calculus courses.
Lemma 8.1. If the limit of |an+1 |/|an | exists, then so does the limit
n
of |an | and in this case
(8.14)
If the sequence
lim
|an | = lim
|an+1 |
.
|an |
n
|an | does not converge, neither does |an+1 |/|an |.
The converse is not true. For example, put an = 2n1 (3(1)n ) >
0. Then
n
n
1
1
n 3 (1)
n 3 (1)
n
|an | = lim
=
lim
=
lim
n+1
n
n
n
2
2
2
2
122
because (3 (1)n )/2 = 1 for even n and (3 (1)n )/2 = 2 for odd
1 , n even
1
, n odd
4
n=1
an =
1 1
1
1
1
1
+ + 2 + 2 + 3 + 3 +
2 3 2
3
2
3
1 1
1 1
1 1
=
+
=
k
k
2 k=0 2
3 k=0 3
2 1
1
2
1 1
3 1
1
3
3
2
where the sum of a geometric series has been used (Theorem 8.9). Now
note that if n = 2k is even, then a2k = (1/3)k , and a2k1 = (1/2)k if
n = 2k 1 is odd. Take the subsequence of ratios for even n = 2k,
c2k = a2k+1 /a2k = (2/3)k /9. It converges to 0 as k . On the other
hand, the subsequence of ratios for odd n = 2k 1 diverges: c2k1 =
(3/2)k as k . So the limit of cn does not exist; moreover, the
ratio test (as in Theorem 8.23) fails miserably to detect the convergence
The series converges by the root
because cn is not even bounded.
test.
Although
(it oscillates between 1/ 3
the sequence cn does not converge
and 1/ 2), it is bounded, cn q = 1/ 2 < 1 for all n, and hence the
series converges by Theorem 8.23. The ratio test appears to be sensitive
to the order of summation, while this is not so for the root test.
123
Theorem 8.24 (De Morgans Test). Let
an be a series in which
|an+1 |/|an | 1 as n . The series converges absolutely if
a
n+1
lim n
1 = b < 1.
n
an
p(p + 1) (p + n 1)
n=1
n!
124
p(1 + x) (1 + px)
p1
=
2
(1 + x)
(1 + x)2
f (0) = p 1 .
In (1)(18), use the ratio or root tests to determine whether the series
is absolutely convergent (here p is real).
(1)
(4)
(1000)2n
n=1
n=1
(7)
(8)
(9)
(10)
(13)
(2)
n!
(n!)2
(2n)!
(5)
n
2
n
3
n=1
2n n!
n=2
nn
(6)
(3)
n!
,
pn
n=1
pn n!
n=1
nn
3
5
2n+1
2)
( 2 2)( 2 2) ( 2
n=1
(n!)2
n2
1 n2
(11)
(12)
1
+
n
2n2
(2 + n1 )n
n=1
n=1
n=1
n
n
2n3 + n n
p + np
(14)
, p>0
3n3 + 5
2n + n2
n=1
n=1
p = 0
(15)
(17)
n=1
n=1
np
(ln n)n
(16)
125
2 4 (2n)
n=1
pn n!
5 8 (3n + 2)
(18)
n!
n(n1)
n1
n=2
n+1
2
(19) For which integers p > 0 is the series
n=1 (n!) /(pn)! convergent?
(20) Consider a geometric series with q = 1/2 in which the order of
terms is changed by swapping terms in each consecutive pair:
a1 + a 2 + a 3 + =
1
1 1
1
1
1
1
+1+ + +
+
+
+
+ .
2
8 4 32 16 128 64
Test the convergence of this series using the root and ratio
tests.
In (21)(24), use De Morgans test to investigate the convergence of
the series.
p p 135 p
(21) 12 + 13
+ 246 +
24
a(a+c)
a(a+c)(a+2c)
a
(22) b + b(b+c) + b(b+c)(b+2c) + , a > 0 , b > 0 , c > 0
p(p+1)(p+n1)
(23)
n=1
n!nq
p
135(2n1)
(24) n=1 246(2n)
n1q
(25) (Estimating Sums). Given a series
an with positive terms,
put cn = an+1
/a
.
Suppose
that
c
c
< 1, that is, the series
n
n
converges,
an = s. Let sn be a partial sum. Prove that
s sn
an+1
1 cn+1
an+1
1c
126
56. Rearrangements
Here characteristic distinct properties of conditionally convergent
and absolutely convergent series are established through the concept
of rearrangement.
Definition 8.9 (Rearrangement). Let {kn }, n = 1, 2, ..., be an
integer-valued positive sequence
appears
in which every positive integer
an is
only once. Given a series an , put an = akn . The series
called a rearrangement of
an .
The sequence {kn } is obtained by a permutation of terms of the
sequence of all integers {1, 2, 3, 4, ...}. For example,
{1, 2, 3, 4, 5, 6, 7, 8, 9, ...}
an =
n=1
(1)n1
n=1
=1
1 1 1 1 1
+ + + .
2 3 4 5 6
n=1
an = 1 +
1 1 1 1 1 1
1
1
+ + + +
+
3 2 5 7 4 9 11 6
in which two positive terms are always followed by one negative. Let
sn and sn be partial sums of (8.15) and (8.16), respectively. Put hn =
1 + 1/2 + + 1/n (a partial sum of the harmonic series). Then
1 1 1
1
1
+ + +
2 3 4
2n 1 2n
1
1
1 1
1
1 1
1 + + + +
= 1 + + + +
3 5
2n 1 2
2 3
n
1 1
1
1
= h2n
hn
2 4
2n 2
= h2n hn
s2n = 1
56. REARRANGEMENTS
127
In a similar fashion,
1 1 1
1
1 1
1
s3n = 1 + + + + +
3 5 7
4n 1 2 4
2n
1 1
1
1
1
1
= h4n
hn = h4n h2n hn
2 4
4n 2
2
2
1
1
= (h4n h2n ) + (h2n hn ) = s4n + s2n .
2
2
Since the sequence {sn } converges to s, its subsequence {s4n } and {s2n }
also converge to s. By basic limit laws for sequences, the sequence {s3n }
converges and by taking the limit n in the above equality,
lim s3n = lim (s4n + 12 s2n ) = limn s4n + 12 limn s2n
= s + s/2 = 3s/2 .
If the rearranged series (8.16) converges, then the subsequence {s3n }
of the sequence of partial sums {sn } must converge to the sum of the
series and the latter must be s = 3s/2. Thus, a rearrangement of the
series may change its sum! This fact is not specic to the example
considered but inherent in all conditionally convergent series. Terms
of a conditionally convergent series occur with dierent signs (positive
and negative). By regrouping positive and negative terms, it will be
proved that the sum of a conditionally convergent series can be made
any number or . The analysis begins by studying the properties
of sums of positive and negative terms of a conditionally convergent
series.
Given a number x, put x = (x |x|)/2. The number x+ = x if
x > 0 and x+ = 0 otherwise. Similarly, x = x if x < 0 and x = 0
otherwise.
+
Lemma
8.2.
Given
a
series
a
,
consider
two
series
an and
n
=
(a
|a
|)/2
(the
series
of
positive
and
negative
an , where a
n
n
n
terms).
Then
+
an and
(i) If an converges absolutely, then
+ an converge.
an and
an diverge.
(ii) If
an is conditionally convergent, then
Proof. Let
an = s < and
|an | = t, where t < if
an
converges absolutely and
t
=
if
it
is
conditionally
convergent.
Let
an , sn be partial sums of
an , and tn be
s
n be partial sums
of
partial sums of
|an |. Since sn s and tn t as n , one infers
that
1
s+
a+
n an = |an |
n sn = tn
=
= s
= (sn tn ) .
+
n
sn + sn = sn
an + a n = a n
2
128
If
an converges absolutely, then
limn sn =
t < and hence
an is condition(s t)/2; that is, both series
an converge. If
Next, take k2 next terms pn , where k2 is the smallest integer such that
sk1 +m1 +k2 > c, and take m2 next terms qn , where m2 is the smallest
integer for which sk1 +m1 +k1 +m2 < c, and so on. At the nth step of the
procedure, let n1 be the integer for which the last term in sn1 is pkn
and let n2 be the integer for which the last term in sn2 is qmn , that
is, n2 = n1 + mn . The partial sums of the constructed rearrangement
oscillate about c, reaching local minima sn1 and local maxima sn2 :
sn1 sn sn2 ,
n1 n n2 ,
56. REARRANGEMENTS
129
|tm t| + |t tN +1 | < 2.
So, by taking N large enough, the sum of any number of terms |ak |,
k > N , can be made smaller thanany preassigned positive number.
an and its rearrangement
an .
Let sn and sn be partial sums of
One can take n > N large enough such that sn contains a1 , a2 ,...,aN
(i.e., the integers 1, 2, ..., N are in the set of integers k1 , k2 , ..., kn in
the notations of Denition 8.9). Then the dierence sn sn contains
only terms ak with k > N (the terms a1 , a2 ,..., aN are cancelled). Let
m be the largest integer amongst {k1 , k2 , ..., kn } such that am is not
cancelled in sn sn . Then the dierence contains some of the terms
aN +1 , aN +2 , ..., am with possibly reversed sings (the terms of sn that
are not cancelled contribute to sn sn with an opposite sign). Applying
the inequality |b c| |b| + |c| to the sum of all terms in sn sn , it is
concluded that
m
|ak | < 2 .
|sn sn |
k=N +1
If sn
130
56.1. Strategy for Testing Series. It would not be wise to apply tests for
f
(x)
dx
diverges
and
so
is
a
.
n
1
Example 8.34. Test the series (n + 1)/(n2 + n + 1) for convergence.
Solution: For large n, the leading terms of the top and bottom of
the ratio are n and n2 , respectively. So an 1/n asymptotically for
56. REARRANGEMENTS
131
.
n2 + n + 1
n2 + n + 1
n2 + n 2 + n2
3n
Thus, the series indeed diverges by comparison with the harmonic series.
2
n
Example 8.35. Test the series
3 /(2 4 6 (2n)) for convergence.
Solution: Each term an involves a factorial-like product of integers,
which suggests the use of the ratio test:
an+1
2 4 (2n)
3n+1
3
0.
=
=
n
an
2 4 (2n) (2n + 2)
3
2n + 2
So, the series converges.
2
Example 8.36. Test the series
sin(n2 )e n for convergence.
Solution: One has
The series
1
x
u
u
e
dx = 2
ue du = 2ue 2
1
eu du
2 2
4
= + = <
e e
e
Here the change of variables has been carried out rst, x = u2 , dx =
2udu. Then the integration by parts has been done to evaluate the
improper integral. Hence, the series in question converges by the comparison test.
2
(a partial sum of
Example 8.37. Put hn = 1 + 1/2 + + 1/n
the harmonic series). Investigate the convergence of
np eqhn , where
p = q.
Solution: The ratio test is inconclusive:
q
an+1
(n + 1)p eqhn+1
(n + 1)p q(hn+1 hn ) (1 + n1 )p n+1
=
=
e
=
e
an
np eqhn
np
1
p
p
q
q
1
1
lim 1 +
e n+1 = lim 1 +
lim e n+1 = 1p e0 = 1 .
n
n
n
n
n
To apply De Morgans test, the asymptotic behavior of an+1 /an has
to be investigated. Put f (x) = (1 + x)p exp(qx/(1 + x)) so that
132
pq
an+1
1+
.
an
n
56.2. Exercises.
(1)
(4)
(6)
n=1
n=1
n=1
(8)
(11)
(14)
(16)
(18)
n + 2n
n
(2)
(1)
2n + 3
n=1
n
n!
2 5 8 (3n 1)
(2n + 3)n
(3n2 + 1)n/2
(7)
(1)n
n=1
n=1
n=2
n!
np
n=2
n=1
n=1
(1)n ln n
(5)
(3)
np p2n
1 3 5 (2n 1)
2 4 6 (2n)
1
(ln n)ln n
(10)
sin(1/n)
n=1
n n2
, p > 0 (12)
( n p2 1)n
n+p
n=1
np
n!
(13)
enp
n=1
npn1
n
,
|p|
<
1
(15)
(
p 1) , p 0
pn (1 1/n)n
n=1
n=1
n=1
n=1
(1)n
p+n
(a
1/n
(17)
(1)n
n=1
1/n
) , a > 0, b > 0
n1
n+1
(19)
100
n!
n n
n=1
133
In
(21), use the sum of the alternating harmonic series
(20) and
n1
(1)
/n
= ln 2 to nd the sums of its rearrangement.
n=1
1 1 1 1 1
+ + +
3 2 5 7 4
1 1 1 1 1
(21) 1 + +
2 4 3 6 8
In (22) and (23), nd two rearrangements of the conditionally convergent series that converge to + and to .
(20)
(22)
1+
(1)n1
n=1
(1)n1
n
n=1
(23)
(24) Let all positive terms of the alternating harmonic series be divided into groups of p terms in the order in which they appear
in the series and let all negative terms be divided into groups
of q terms in the order in which they appear. Consider the
rearrangement in which the rst group of positive p terms is
followed by the rst group of negative q terms, which, in turn,
is followed by the second group of p positive terms and the
latter is followed by the second group of q negative terms, and
so on. If the sum of the alternating harmonic series is ln 2,
prove that the sum of this rearrangement is ln 2 + 12 ln(p/q).
(25) Let {an }
1 be the sequence of positive roots of the equation
tan x =
increasing order. Test the convergence of the
xin the2
(a
)
.
series
n=1 n
(26) If
an is conditionally convergent, show that
s+
n
= 1,
n s
n
lim
1
(|ak | ak ).
2 k=1
n
s
n =
c n xn = c 0 + c 1 x + c 2 x2 + c 3 x3 +
n=0
134
n=1
xn /n
n
cn y =
cn (x a)n .
n=0
n=0
x a S = Sa = {x | x a S}.
n
For example, the series
n=0 (x 2) /n converges if x 2 [1, 1)
or x [1, 3) and diverges otherwise by Example 8.38. Thus, the problem of nding the set Sa is equivalent to the problem of nding the
set S.
(8.18)
135
(1)n 2n
x ,
J0 (x) =
2n (n!)2
2
n=0
where, by common convention, 0! = 1.
Solution: Since an = cn x2n contains the factorial, the ratio test is
more convenient:
|cn+1 |
22n (n!)2
x2
|an+1 |
=
0
= x2
= x2 2(n+1)
|an |
|cn |
2
((n + 1)!)2
22 (n + 1)2
as n . So the series converges for all x.
2
Values of a function dened by a power series can be estimated by
partial sums that are polynomials in the variable x:
n
c k xk = c 0 + c 1 x + c 2 x2 + + c n xn .
f (x) fn (x) =
k=0
136
Suppose
cn dn diverges. If x is any number such that |x| > |d|,
that
n
because, by part (i)
of the lemma, the
then
cn x cannot
converge
n
convergence
of
cn x implies the convergence of
cn dn . Therefore,
n
2
cn x diverges.
This lemma allows us to establish the following description of the
set S.
Theorem8.27 (Convergence Properties of a Power Series). For a
power series
cn xn , there are only three possibilities:
(i) The series converges only when x = 0.
(ii) The series converges for all x.
(iii) There is a positive number R such that the series converges if
|x| < R and diverges if |x| > R.
Proof. Suppose that neither case 1 nor case 2 is true. Then there
are numbers b = 0 and d = 0 such that the power series converges for
x = b and diverges for x = d. By Lemma 8.3, the set of convergence
S lies in the interval |x| |d| for all x S. This shows that |d| is an
upper bound for the set S. By the completeness axiom,
a least
S has
n
upper bound R = sup S. If |x| > R, then x S, and
cn x diverges.
If |x| < R, then |x| is not an upper bound for S,
and
there exists a
n
number b S such that b > |x|. Since b S,
cn x converges by
Lemma 8.3.
2
Theorem 8.27 shows that a power series converges in a single open
interval (R, R) and diverges outside this interval. The set S may or
may not include the points x = R. This question requires a special
investigation just like in Example 8.38. So the number R is characteristic for convergence properties of a power series.
Definition 8.11 (Radius
of Convergence). The radius of conver
gence of a power series cn xn is a positive number R > 0 such that the
series converges in the open interval (R, R) and diverges outside it.
A power series is said to have a zero radius of convergence, R = 0, if it
converges only when x = 0. A power series is said to have an innite
radius of convergence, R = , if it converges for all values of x.
The ratio or root test can be used to determine the radius of convergence.
137
|cn+1 |
=
n |cn |
lim n |cn | =
lim
=
=
1
,
1
R= ,
R=
where R = 0 if = and R = if = 0.
Proof. Put an = cn xn in the ratio test (Theorem 8.21). Then
|an+1 |/|an | = |x||cn+1 |/|cn | |x|. The series converges if |x| < 1,
which
shows that
R = 1/. Similarly, using the root test (Theorem
n
8.22), |an | = |x| n |cn | |x| < 1, which shows that R = 1/.
2
Remark. If the sequences in Corollary 8.3 do not converge, then
Theorem 8.23 from Section 55.4 should be applied to an = cn xn to
determine the radius of convergence. Also, one should keep in mind
that the root test has wider scope (recall Lemma 8.1 in Section 55.5)
Once the radius of convergence has been found and 0 < R < ,
the cases x = R have to be investigated by some other means (as the
root or ratio test is inconclusive in this case) to determine the interval
of convergence S of a power series.
Example 8.40. Find the radius
interval of
ofn convergence and the
n
convergence of the power series
cn x , where cn = (q) / n + 1 and
q > 0.
Solution:
|cn+1 |
q n+1
=
|cn |
n+2
n+1
=q
qn
n+1
=q
n+2
1 + 1/n
q = .
1 + 2/n
n+1=
Therefore, R = 1/ = 1/q. If x = 1/q, then cn xn = (1)n /
(1)n bn . The sequence bn converges monotonically to 0 so that (1)n bn
converges
by the
= 1/q, then cn xn =
alternating series test.If x 1/2
1/ n + 1 >
1/
2n, n 1. The p-series
1/n diverges (p = 1/2 <
1) so that
1/ n + 1 diverges by the comparison test. Thus, the
interval of convergence is S = [1/q, 1/q).
2
Example 8.41. Find the radius
and the interval of
2of convergence
convergence of the power series
n (x + 1)n /q n , where q > 0.
Solution: Put y = x + 1. If S is the interval of convergence of cn y n ,
where cn = n2 /q n , then the interval of convergence in question is obtained by adding 1 to all numbers in S according to the rule (8.18).
138
By Corollary 8.3,
1
1
1
n
n2 = ( lim n n)2 = = .
lim n |cn | = lim
n
n q
q n
q
So R = 1/ = q. If y = q, then cn y n = n2 , and the series n2 diverges
(an = n2 does not converge to 0). If y = q, then cn xn = (1)n n2 ,
and the series diverges because an = (1)n n2 , does not converge to 0.
The series converges only if |y| = |x + 1| < q, and hence the interval of
convergence is x (q 1, q 1) (the interval (q, q) shifted by 1).
2
57.3. Exercises.
In (1)(19), nd the radius of convergence and the interval of convergence of the power series.
(1)
3 n
nx
2n
(2)
n=0
(4)
(6)
(8)
(10)
(12)
n=2
n=0
(16)
(18)
2n
n(x + 1)
n=1
n=1
n=1
2
nn + 1
(1) 3
(x 1)n
n +3
n=1
(7)
(9)
n=1
2 2n
nx
2 4 (2n)
4n
(x + 3)n
n!
xn
1 3 5 (2n 1)
(n!)k n
(11)
x , k > 0 (integer)
(kn)!
n=0
n2
1
1+
(13)
xn
n
n=1
p(p 1) (p n + 1)
n!
n=1
xn
, p > 0,
n
p
n=1
(1)n
n n
n=1
n!
(3)
n
( 2 1)n x2n
1
(5)
(x 2)n , p > 0
p
n
n=1
1
xn
ln n
(4x + 1)n
n2
n=0
(14)
n=1
(1)n
n3
(15)
n=1
(17)
n=1
xn
(19)
xn
a2n + b2n
2 4 (2n)
xn
3 5 (2n + 1)
[3 + (1)n ]n
n=1
xn
139
(1)n x2n .
n=0
1
2
4
=
1
x
+
x
+
=
(1)n x2n
1 + x2
n=0
for all
1 < x < 1,
140
=
(x a)n ,
=
=
n+1
x
a(1 + y/a)
a n=0
a
a
n=0
x (0, 2a).
The geometric series converges if |q| = | y/a| = |y|/a < 1, and hence
this representation is valid only if a < y < a or a < x a < a or
0 < x < 2a.
2
58.1. Differentiation and Integration
of Power Series. The formula for
sin(nx)
un (x) =
.
f (x) =
2
n
n=1
n=1
n=0
cn (x a)n
141
2
ncn (x a)n1 ,
f (x) = c1 + 2c2 (x a) + 3c3 (x a) + =
f (x) dx = C + c0 (x a) + c1
n=1
(x a)
(x a)n+1
cn
+ =C +
.
2
n
+
1
n=0
2
n
Solution: Here cn = 1/n2 and hence n |cn | = 1/ n2 = (1/ n n)2
1 = . So the radius
of convergence is R = 1/ = 1. For x = 1,
the series is a p-series
1/n2 that converges (p = 2 > 1). Thus, f (x)
is dened on the closed
x [1, 1]. By Theorem 8.28, the
interval
n1
n2
x
/n
and
f (x) =
/n have
derivatives f (x) =
n=1
n=2 (n1)x
the same radius of convergence R = 1. For x = 1, the series f (1) =
harmonic series that converges, whereas
(1)n1 /n is the alternating
n
the series f (1) = (1) (n 1)/n diverges because the sequence of
its terms does not converge to
0: |(1)n (n 1)/n| = 1 1/n 1 = 0.
For x = 1, the series f (1) = 1/n is the harmonic series and hence
diverges. The series f (1) = (n 1)/n also diverges ((n 1)/n does
not converge to 0). Thus, the intervals of convergence for f , f , and f
are, respectively, [1, 1], [1, 1), and (1, 1).
2
The term-by-term integration of a power series can be used to obtain a power series representation of antiderivatives.
Example 8.44. Find a power series representation for tan1 x.
142
Solution:
1
tan
x=
dx
=
1 + x2
2 n
(x )
dx = C +
n=0
n=0
(1)n
x2n+1
.
2n + 1
(1)n
=2 3
.
(2n + 1)3n
n=0
58.2. Continuity at endpoints of the interval of convergence. Consider
(1)n xn =
n=0
1
1+x
By integrating the series term-by-term, the power series for the logarithm function is deduced:
(1)n xn+1
dx
= ln(1 + x) = C +
1+x
n+1
n=0
which holds for |x| < 1 by Theorem 8.28. The constant C is determined
by setting x = 0, which yields C = ln 1 = 0. Thus,
(8.19)
ln(1 + x) =
(1)n1
n=1
xn
(1)n1 n
x = ln 2
lim
x1
n
n=1
143
Here x 1 means the left limit (x approaches 1 from the left). This
observation is not specic to the example considered but rather is of
general nature.
8.29 (Abels theorem). If the power series f (x) =
Theorem
n
c
x
,
|x|
<
R, converges at the endpoint x = R, then
n
n=0
f (R) = lim f (x)
xR
144
(8.20)
The series converges on the entire real line. In particular, the number
e has the following series representation:
1
1
1
1
.
e = 1 + + + + =
1! 2! 3!
n!
n=0
b
f (x) is dicult to obtain, then the evaluation of the integral a f (x) dx
poses a problem. A power series representation oers a simple
way to
approximate the value of the integral. Suppose that f (x) =
c n xn
for R < x < R. By Theorem 8.28, for any R < a < b < R,
b
an+1
b
bn+1
cn
f (x) dx =
cn
xn dx =
cn
n+1
n+1
a
a
n
n
k+1
k+1
b
a
ck
ck
.
k
+
1
k
+
1
k=0
k=0
Errors of the approximation of the series sum by nite sums have been
discussed earlier.
Example 8.46. How many terms does one need in the power series
2
approximation of the integral of f (x) = ex over the interval [0, 1] to
make the absolute error smaller than 105 ?
2
Solution: Note rst that the indenite integral ex dx cannot be
expressed in elementary functions! So a direct use of the
fundamental
x
2
theorem of calculus becomes problematic. However, e dx can be
represented as a power series that converges on the entire real line by
replacing x in (8.20) by (x2 ). One has
1
(1)k 1 2k
(1)k
x2
e
dx =
x dx =
k!
k!(2k + 1)
0
0
k=0
k=0
n
k=0
(1)k
(1)k bk .
=
k!(2k + 1) k=0
n
1/(n!(2n + 1)):
n
1
x2
e
dx
0
k=0
145
(1)k
1
< 105 .
bn+1 =
k!(2k + 1)
(n + 1)!(2n + 3)
In (1)(3), nd a power series representation for the function and determine the interval of convergence.
1
(1) f (x) =
1 x4
x
(2) f (x) = 2
3x + 2
x10
(3) f (x) =
x1
x3
(5) f (x) =
(1 4x2 )2
(6) f (x) =
1
(1 + x4 )3
(7) x +
1 + x2
(12) f (x) = tan1 (3x)
(10) f (x) = ln(1x)x (11) f (x) = ln
1 x2
In (13)(15), use term-by-term integration to nd the sum of the series.
(13) x + 2x2 + 3x3 +
(14) x 4x2 + 9x3 16x4 +
(15) 1 2x + 2 3x2 + 3 4x3 +
146
In (16)(18), nd a power series representation for the indenite integral and determine the interval of convergence.
x
e 1x
ln(1 x)
dx (18)
tan1 (x2 ) dx
dx (17)
(16)
x
x2
(19) Find a power series representation for sin x and cos x using
the dierential equation f + f = 0. Determine the interval of
convergence.
Hint: Show rst that a sin x + b cos x satises the equation for
arbitrary numbers a and b.
(20) Show that the Bessel function of order 0 dened in Example
8.34 satises the dierential equation:
x2 J0 (x) + xJ0 (x) + x2 J0 (x) = 0.
In (21)(23), use dierentiation or integration to nd the sum of the
series.
(1)n xn+1
n1
n2
nx
(22)
n(n 1)x
(23)
(21)
2n (n + 1)
n=1
n=2
n=0
In (24)(26), how many terms does one need in a power series approximation to evaluate the integral with the absolute error not exceeding
106 ?
1 x
1/2
1
dx
e 1
(25)
ln(1 + x4 ) dx
dx
(26)
(24)
8
1
+
x
x
0
0
0
(27) Find the radius of convergence of the hypergeometric series:
1+
(1)n1
n=1
2n 1
147
n
2
(32) Show that the series y =
n=0 x /(n!) satises the dieren
tial equation xy + y y = 0.
59. Taylor Series
59.1. Real Analytic Functions. Suppose a function f is represented by
cn (x a)n .
n=0
where |x a| < R. By Theorem 8.28, its derivatives f (k) (x) can obtained by the term-by-term dierentiation of the series, and the resulting series has the same convergence radius R. Evidently, f (a) = c0 .
What is the signicance of the other coecients cn ? The derivative f
is given by
f (x) = c1 + 2c2 (x a) + 3c3 (x a)2 + + kck (x a)k1 + ,
which shows that f (a) = c1 . The second derivative is
f (x) = 2c2 + 3 2c3 (x a) + + k(k 1)ck (x a)k2 + .
Therefore, f (a) = 2c2 . After k such steps,
f (k) (x) = k(k 1) 2 1 ck + (k + 1)k(k 1) 2 ck+1 (x a) + ,
and hence f (k) (a) = k!ck or ck = f (k) (a)/k!. This proves the following
theorem.
Theorem 8.30 (Signicance of Power Series Coecients). If f has
a power series representation
cn (x a)n , |x a| < R,
f (x) =
n=0
f (n) (a)
.
n!
148
Theorem 8.31 (Power Series Representation of Analytic Functions). A function f that is analytic on an open interval I has the
power series representation
(8.21)
f (x) =
f (n) (a)
n=0
n!
(x a)n
(8.22)
x (0, 2a).
This shows that the function f (x) = 1/x is analytic for all x > 0
because a can be any positive number; that is, the function has a
power series representation that converges in an open subinterval of
(0, ) containing any a > 0. Similarly, the analyticity of f (x) = 1/x
can be established for all x < 0.
It is important to emphasize that a power series for an analytic
function does not necessarily converge on the entire domain of the
function. But an analytic function can always be represented by a
convergent power series in a neighborhood of every point of its domain.
Equation (8.22) illustrates the point.
Theorem 8.32 (Properties of Analytic Functions).
(i) The sums and products of analytic functions are analytic.
(ii) The reciprocal 1/f of an analytic function f is analytic if f is
nowhere zero.
(iii) The composition f (g(x)) of analytic functions f and g is analytic.
(iv). Analytic functions are dierentiable innitely many times.
A proof of properties (i)(iii) is given in more advanced calculus
courses. Property (iv) follows from Theorem 8.28. Its converse is not
generally true. There are functions that are dierentiable innitely
many times at a point, but they cannot be represented by a power series that converges in an open interval that includes this point. As an
example, consider the function
f (x) = e1/x
if
x = 0 and f (0) = 0.
149
2
f (x) f (0)
e1/x
= lim
= 0.
x0
x0
x
x
The rst equality is the denition of f (0). The last limit is established
by investigating the left and right limits x 0 with the help of the
substitution x = 1/u as x 0 ; the left and right limits
2
coincide because ueu 0 as u (the exponential function
decreases faster than any power function). In a similar fashion, it can
be proved that f (n) (0) = 0 for all n
(see Exercise 59.5.24). Thus, f (x)
has no power series representation
cn xn in a neighborhood of x = 0
because, if it did, then, by Theorem 8.31 the function should have been
identically 0 in some interval (, ), > 0, (as f (n) (0) = 0 for all n),
which is not true (f (x) = 0 for all x = 0). Hence, the function is not
analytic at x = 0.
f (0) = lim
ex = 1 + x +
(1)n x2n+1
x3 x 5 x 7
+
+ =
3!
5!
7!
(2n + 1)!
n=0
sin x = x
(1)n x2n
x2 x4 x6
cos x = 1
+
+ =
2!
4!
6!
(2n)!
n=0
150
+ =
xn
2
3
4
n
n=1
p
p(p 1) 2
p
p
xn
(1 + x) = = 1 + x +
x + =
n
1!
2!
n=0
and f (2n) (0) = 0, f (2n+1) (0) = (1)n1 . By Theorem 8.30, the non-zero
coecients of the Maclaurin series are
c2n+1
f (2n+1) (0)
(1)n
=
=
(2n + 1)!
(2n + 1)!
n = 0, 1, 2, ...
the power series converges for any x. The Maclaurin series for f (x) =
cos x = (sin x) is obtained by dierentiating the series for sin x termby-term. By Theorem 8.28, it also converges on the entire real line.
Finally, put f (x) = (1 + x)p . The derivatives are f (x) = p(1 + x)p1 ,
f (x) = p(p 1)(1 + x)p2 , and, in general,
f (n) (x) = p(p 1) (p n + 1)(1 + x)pn .
So the coecients of the power series coincide with the binomial coefcients introduced earlier:
f (n) (0)
p(p 1) (p n + 1)
p
=
=
.
cn =
n
n!
n!
They satisfy the recurrence relation cn+1 = cn (pn)/(n+1). Therefore,
by Corollary 8.3, the radius of convergence R is determined by
|1 np |
|cn+1 |
|p n|
lim
=1
= lim
= lim
n |cn |
n n + 1
n 1 + 1
n
R = 1.
2
151
2 1
3
x3
x3
x3
= 1+ x
+ + x
+ + x
+ +
3
2
3
6
3
3
1
1
x
+ x2 + x3 +
=1+ x
3
2
6
1 2 1 3
= 1 + x + x x + .
2
6
2
59.4. Approximations by Taylor Polynomials. An analytic function f can
152
where |t a| < R.
153
x
x
6
2
6
3
6
1
1
x x2 + x3 = T3 (x)
2
6
2
154
Example 8.49. Approximate the function xp by the Taylor polynomial of degree 2 about x = 1.
Solution: If f (x) = xp , then f (x) = pxp1 and f (x) = p(p 1)xp2 .
Therefore f (1) = 1, f (1) = p, and f (1) = p(p 1). The needed
Taylor polynomial is
f (1)
(x 1)2
2
p(p 1)
= 1 + p(x 1)
(x 1)2
2
,
3!
5!
7!
|x| 1 ,
155
59.5. Exercises.
In (1)(5), nd the Maclaurin series for the function and the radius of
convergence.
(1) ln(1+x) (2) tan x (3) sinh x (4) cosh x (5) x6 +2x5 x3 +x3
In (6)(9), nd the Taylor series for the function about a and the radius
of convergence.
(6) cos x , a =
(7) 1/ x , a = 4
(8) sin x , a = /2
(9) (1 + x)2/3 , a = 7
(1)n 2n
(1)n 3n
(22)
(23)
62n (2n)!
2n n!
n=0
n=0
(ln 2)2 (ln 2)3
+
2!
3!
2
(25) (i) For the function f (x) = e1/x if x = 0 and f (0) = 0, show
that f (n) (0) = 0 for all n and hence f cannot be represented
as a power series near 0. (ii) Let f (x) = e1/x if x > 0 and
f (x) = 0 if x 0. Is this function analytic everywhere?
(26) Use the identity /6 = sin1 (1/2) to calculate the number
within the error not exceeding 104 .
(24) 1 ln 2 +
156
3
9 and estimate the error.
In (29)(32), use various methods to nd the Maclaurin series of the
function and investigate its convergence radius.
x
x
dt
t2
(29)
e dt
(30)
1 t4
0
0
x
x
sin t
tan1 x
dt
(32)
dt
(31)
t
t
0
0
n
(33) Let f (x) =
n=0 cn x , where |n!cn | < M for n = 1, 2, 3, ...
and some number M . Prove that (i) f (x) is dierentiable
innitely many times at any point x = a and (ii) the Taylor
series representation of f (x) about a holds for |x| < .
CHAPTER 9
tegration to the computation of the area of a domain and to the computation of the volume of a solid. It is perhaps more surprising that
we can also use integration to compute the length of a curve between
two given points. This may sound counterintuitive at rst, since in
the applications we have seen so far, integration was used to compute
some parameter of an object that existed in a higher dimension than
the function that was being integrated.
Let f be a function so that, on the interval [a, b], the derivative f
of f exists and is a continuous function. We would like to know the
length of the curve of f , starting at the point A = (a, f (a)) and ending
at the point B = (b, f (b)).
Intuitively, we can imagine that we lay a rope over the graph of f
between the two endpoints, mark A and B on the rope, then straighten
that rope out, and measure the distance between them.
A more formal denition, which is useful in the actual computation
of the length of the curve, is the following. Cut the interval [a, b]
into n equal parts, using points a = x0 < x1 < < xn = b. Let
Pi = (xi , f (xi )) = f (xi , yi ). Let |Pi1 Pi | denote the length of the
straight line segment from Pi1 to Pi . Then the sum
(9.1)
Kn =
n
|Pi1 Pi |
i=1
is a little bit smaller than the length of the curve since the points
Pi1 and Pi are on the curve and the straight line is the shortest path
between them.
If we keep rening the subdivision of the interval [a, b] by having n
go to innity, then it can be proved that limn Kn exists. We dene
that limit to be the length of the curve of f from A to B. See Figure
9.1 for an illustration. Note that in the case when the graph of f is
a straight line segment between A and B, this denition is just the
length of that segment, so our denition extends our previous notion
of length.
157
158
1 + f (xi )2 .
n
1 + f (xi )2 .
i=1
159
b
1 + f (x)2 dx.
L=
a
Example 9.1. Find the length of the curve of f (x) = 23 x3/2 from
(0, 0) to (1, 2/3). See Figure 9.2 for an illustration.
1 + ( x)2 dx
L=
0
1
1 + x dx
=
0
1
2
=
(1 + x)3/2
3
0
4 2 2
.
=
3
3
2
Note that the result is remarkably close to the lengthof the straight
line that connects the two points in question, which is 13/3.
We can use our new technique to verify a classic formula.
Example 9.2. Use Theorem 9.1 to compute the circumference of a
circle of radius 1.
Solution: Let us place the center of the unit circle at the origin. Then
the boundary of the circle is the set of points satisfying x2 + y 2 = 1.
160
we
can choose the quarter of the
circle
2
2
x = 2 and ends in the point x = 2 . See Figure 9.3 for an
x
illustration. On that part of the curve, f (x) = 1x
2 is continuous,
so Theorem 9.1 implies
2/2
1 + f (x)2 dx
L=
2/2
2/2
=
=
2/2
2/2
2/2
1+
x2
dx
1 x2
1
dx
1 x2
2/2
= sin1 x
2/2
= /2.
This implies that the circumference of the full circle is four times this
much, that is, 2.
2
161
(1) Find the length of the curve f (x) = x2 /2 between the points
given by x = 0 and x = 1.
(2) Find the length of the curve f (x) = 3x2 /2 between the points
given by x = 0 and x = 1.
2
(3) Find the length of the curve f (x) = x4 ln2x between the points
given by x = 2 and x = 4.
(4) Find the length of the curve f (x) = ln(cos x) between the
points given by x = 0 and x = /4.
(5) Find the length of the curve f (x) = ln(sin x) between the
points a = /4 and b = 3/4.
2
(6) Find the length of the curve f (x) = ln x x8 from x = 4 to
x = 5.
(7) Verify that Theorem 9.1 provides the correct value for the arc
length of f when f is a linear function.
1
1
2
(9) Let f = 4 (2x + 4) x + 4x + 3 2 ln(x + 2 + x2 + 4x + 3).
Find the lengthof the curve of f from
x = 1 to x = 2.
1
1
2
(10) Let f (x) = 2 x x 1 2 ln(x + x2 1). Find the length
of the curve of
f from x = 1 to x =2.
1
(11) Let f (x) = 2 x x2 + 1 + 12 ln(x + x2 + 1). Find the length
of the curve of f from x = 1 to x = 2.
(12) Let f and g be two functions that have continuous derivatives
on the interval [a, b] and assume that f (x) = g (x) for all
x [a, b]. Prove that the curves of f and g have the same
length between x = a and a = b. Try to nd two dierent
arguments.
(13) Use a method of approximate integration to estimate the length
2
of the curve f (x) = ex as from (0, 1) to (1, e).
162
As n goes to innity, the sum of the areas of the surfaces Sn,i approximates what we intuitively think of as the area of the surface obtained
by rotating the curve.
163
A(S) = lim
n
i=1
Sn,i = lim
n
(yi1 + yi )li
i=1
164
x 1 + f (xi )2 . Also note that, since f is continuous, small changes
in x lead to small changes in f (x) = y, so if n is large enough, then
f (xi ) f (xi ) = yi and f (xi ) f (xi1 ) = yi1 . Therefore, (9.3)
implies
(9.4)
A(S) = lim
n
2f (xi ) x
1 + f (xi )2 ,
i=1
= 4r .
61.2. Variations. If we rotate our curve about the vertical axis instead
165
Note that the f (x) term in the integrand of Theorem 9.2 is replaced
by x.
Example 9.4. Rotate the curve given by y = f (x) = x2 /2, with
x [0, 1], around the vertical axis. Find the area of the obtained surface.
166
2x 1 + x2 dx
1 2
= 2
(x + 1)3/2
3
2 21
= 2
3
0.6095.
1
0
A(S) =
2f (x) 1 +
a
dy
dx
2
dx.
By interchanging the roles of x and y, this implies that, for curves given
by an equation g(y) = x, the following holds.
Theorem 9.4. Let g be a function such that g is continuous on
the interval [a, b]. Let S be the surface obtained by rotating the curve
x = g(y), where y [a, b], around the vertical axis.
Then the area of S is given by
2g(y) 1 +
A(S) =
a
dx
dy
2
dy.
167
Ry
R2
+R
A(S) =
2
1 + 2 dy
h
h
0
h
2
R2 + h2 y
= 2R
+
y
h2
2h
0
= R R2 + h2
= Rs,
168
169
m1 (xg x1 ) = m2 (x2 xg )
xg =
m 1 x1 + m 2 x2
.
m1 + m2
The point xg of the real line is called the center of mass or center of
gravity of the system described above, that is, the system of an object of
mass m1 at x1 and an object of mass m2 at x2 . The moment of an object
with respect to a point P is the mass of the object times the distance of
the object from P . In particular, in the above system, the two objects
had moments m1 x1 and m2 x2 with respect to the origin. So the total
system had moment m1 x1 + m2 x2 . Note that if we replace the two objects by a simple object of mass m1 +m2 placed at xg , then the moment
of the system about the origin does not change. This is an important
property that only the center of mass has, and therefore we repeat it.
If we concentrate the total mass of the system at the center of mass,
the moment of the system with respect to the origin will not change.
If we consider a system of k distinct objects of mass m1 , m2 , . . . , mk
placed at points x1 , x2 , . . . , xk along the horizontal axis, then we can
use an analogous argument to show that the center of mass of the
system is at
170
k
(9.7)
xg = i=1
k
m i xi
i=1 mi
171
the conditions from the previous section and let us impose the new condition that P is a domain under a curve; that is, the borders of P are
the vertical lines x = a and x = b, the horizontal axis, and the graph
of the continuous function f (x) = y.
We would like to use formula (9.8) to nd the approximate location
of the centroid of P . Let us cut the interval [a, b] into n equal parts,
using the intermediate points a = x0 < x1 < x2 < < xn = b, and
let x = (b a)/n. The vertical lines x = xi cut P into n vertical
stripes. Let Si be the ith such stripe. The area, and hence the mass,
of Si is close to x f (xi ), where xi is the midpoint (xi1 + xi )/2 of
the interval [xi1 , xi ]. So we are approximating Si by a rectangle Ri .
Let us concentrate the entire mass of Ri in the centroid of Ri , that is,
at (xi , f (xi )/2).
Now we can compute the moment of the obtained system of n objects with respect to the x axis. Note that the mass of Ri is equal to
the area of Ri , that is, xf (xi ). So we have
Mx (n) =
n
i=1
m i yi =
n
i=1
172
center of mass is the unique point (xg , yg ) with the property that if
b
the entire mass A = a f (x) dx of P is placed in that point, then the
moments of this one-object system are identical to the moments of P .
In other words, Mx = yg A and My = xg A. Therefore, xg = My /A
and yg = Mx /A, which means that formulas (9.9) and (9.10) imply the
following theorem.
Theorem 9.6. Let f be a function such that f (x) 0 if x [a, b].
Let D be a domain whose borders are the vertical lines x = a and x = b,
the horizontal axis, and the curve of the function f (x) = y. Let A(D)
denote the area of D.
Let xg and yg be the coordinates of the centroid of D. Then we have
b
b 1
xf
(x)
dx
[f (x)]2 dx
and
yg = a 2
.
xg = a
A(D)
A(D)
Example 9.6. Find the coordinates of the centroid of the quarter
of the unit circle that is in the northeastern quadrant.
Note that if we asked the same question for the entire unit circle,
the answer would obviously be that xg = yg = 0, since the centroid
of any domain must be on all symmetry lines. If we asked the same
question for the half of the unit circle that is in the northern half-plane,
then xg = 0 would clearly hold, since the vertical axis is a symmetry
line of that semicircle.
Solution: (of Example 9.6): Note that the domain D in question has
a symmetry line, namely, the line determined by the equation x = y.
So the centroid of D is on that line, that is, xg = yg. Therefore, it
suces to compute one of xg and yg . We have f (x) = 1 x2 = y, so
yg is somewhat easier to compute. Theorem 9.6 yields
1 1
(1 x2 ) dx
yg = 0 2
/4
1
3
2
x
= x
3
0
2 2
=
3
4
=
.
3
So the center of gravity of the quarter of the unit circle in the north4
4
, 3
). See Figure 9.9 for an illustration. 2
eastern quadrant is at ( 3
173
Note that 4/(3) 0.424. This makes perfect sense since this shows
that the centroid of D is closer to the horizontal axis (the bottom of
the quarter circle) than to the y = 1 line (the top of the quarter circle).
That is reasonable, since the bottom of D is wider than the top of D,
so it constitutes a larger portion of the total weight of D than the top
of D.
Example 9.7. Find the centroid of the domain D whose borders
are the vertical lines x = 0 and x = 1, the horizontal axis, and the
graph of the function f (x) = x2 = y.
Solution: The domain D in question does not have a symmetry line,
so we must use Theorem 9.6 to compute both of xg and yg . We have
b
xf (x) dx
xg = a
A(D)
1
x x2 dx
= 0 1
x2 dx
0
1
x4 /4
=
01
x3 /3
0
3
=
4
174
b
and
yg =
1
[f (x)]2
a 2
1
dx
A(D)
(x4 /2) dx
=
1/3
1
5
x /10
0
=
1/3
3
= .
10
So the centroid of D is at (0.75, 0.3). This agrees with our intuition,
since the bottom of D is larger than its top, and the left-hand side of
D is smaller than the right-hand side of D. See Figure 9.10 for an
illustration.
2
0
62.3. Exercises.
(1) Find the centroid of the unit semicircle that lies in the northern
half-plane.
(2) Find the centroid of the unit semicircle that lies in the western
half-plane.
(3) Find the centroid of the plate whose borders are the lines x = 0
and x = /2, the graph of the function f (x) = sin x, and the
horizontal axis.
(4) Find the centroid of the plate whose borders are the vertical
lines x = 1 and x = 2, the horizontal axis, and the graph of
the function f (x) = ln x.
175
(5) Find the centroid of the plate whose borders are the vertical
lines x = 1 and x = 2, the horizontal axis, and the graph of
the function f (x) = ex .
(6) Find the centroid of the plate whose borders are the vertical
lines x = 0 and x = 1, the horizontal axis, and the graph of
the function f (x) = x3 .
(7) Find the centroid of the plate whose borders are the vertical
lines x = 0 and x = 1, the horizontal axis, and the graph of
the function f (x) = x.
(8) Find the centroid of the plate whose borders are the vertical
lines x = 0 and x =1, the horizontal axis, and the graph of
the function f (x) = x.
(9) Find the centroid of the plate whose vertices are at (0, 0),
(10, 10), and (20, 0).
(10) Find the centroid of the plate whose vertices are at (0, 0),
(10, 10), and (50, 0).
(11) Find the centroid of the plate whose vertices are at (0, 0),
(15, 0), (1, 1), and (8, 1).
(12) Let ABC be any triangle. Let us assign objects of equal mass
to A, B, and C. Let A1 denote the midpoint of the segment
BC, let B1 denote the midpoint of the segment AC, and let
C1 denote the midpoint of the segment AB. Prove that the
lines AA1 , BB1 , and CC1 intersect in one point, centroid of
the system ABC.
(13) Keep the notation of the preceding exercise. Prove that the
center of mass of ABC is the same as the centroid of A1 B1 C1 ,
if we assign objects of equal weight to A1 , B1 , and C1 .
(14) An object consists of two squares. The rst is the square
with vertices (0, 0), (0, 2), (2, 0), and (2, 2), and the other is
the square with vertices (0, 2), (1, 2), (0, 3), and (1, 3). The
density of the material of the small square is twice the density
of the material of the large square. Where is the centroid of
this object?
(15) Let n > 1 be a positive integer. Find the centroid M (n) of the
plate whose borders are the vertical lines x = 1 and x = n,
the horizontal axis, and the graph of the function f (x) = x3 .
(16) Keep the notation of the preceding exercise. Describe the behavior of the point M (n) as n goes to innity.
(17) How does the answer to the two preceding exercises change if
f is replaced by g, where g(x) = x2 ?
176
177
n
i=1
is the amount of missed revenue, that is, the money the company could
have received from buyers who found the product too expensive. Note
that this is the area of the domain under the graph of p, but on the
right of R.
Example 9.8. Tickets for a certain ight are normally priced at
$300, and in an average month, 500 tickets are sold. Research shows
that, for every $10 that the price is reduced, the number of tickets sold
178
goes up by 20. Find the demand curve and compute the consumer
surplus for these tickets if the price is set at $240.
Solution: If the airline wants to sell x tickets, then the price that the
airline needs to charge is
x 500
x 500
= 300
.
p(x) = 300 10
20
2
Indeed, in order to sell x500 extra tickets, the airline needs to decrease
its price by $10 for each 20-pack of extra tickets.
If the price is set at p(z) = $240, then the last displayed equation
shows that z = 60. Now we can apply formula (9.12) to compute that
the customer surplus is
60
(p(x) 240) dx
CS =
0
60
x 500
=
dx
60
2
0
60
x
=
310
dx
2
0
= 17, 700.
So customers would save a total of $17,700 in an average month if the
price of the tickets were set at $240.
2
63.2. Survival and Renewal.
Example 9.9. Let us assume that there are currently 30,000 people
in the United States who have a certain illness. Let us also assume
that we know that the fraction of that population who will still have the
illness t months from now is given by the function f (t) = e0.05t . We
also know that every month 1000 new patients will get the illness. How
many people in the United States will have the illness in 20 months?
Solution: Clearly, f (20) = e1 = 0.368 of the people who currently
have the illness will still have it 20 months from now. Now we have
to compute the number of people who will get the illness between now
(t = 0) and 20 months from now (t = 20) and will still be ill 20 months
from now.
Subdivide the interval [0, 20] into n equal subintervals using the
points
0 = t0 < t1 < < tn = 20.
Set 20/n = t. Then, for all i, there are 1000 t people who will get
the illness during the time period [ti1 , ti ). That means that 20 months
179
(1) How much money would customers save in total if the ights
discussed in Example 9.8 were sold for $210 each?
(2) Consider the ights discussed in Example 9.8 and assume that
the tickets are sold at their original price of $300. Compute
the missed revenue for the airline.
(3) Consider the ights discussed in Example 9.8 and assume that
the tickets are sold at a reduced price of $270. Compute the
missed revenue for the airline.
(4) A demand curve is given by p(x) = 600/(x + 10). Find the
consumer surplus when the selling price is $20.
(5) A demand curve is given by p(x) = 1000/(x + 40). Find the
missed revenue when the selling price is $25.
(6) We deposit P dollars into a bank account at an annual interest
rate of r%. Let us assume that the interest is compounded n
times a year. Find a formula for our account balance after t
180
(7)
(8)
(9)
(10)
(11)
(12)
181
(16) Let us assume that the supply function for a certain commodity is given by S(x) = x2 + 2x. Compute the producer surplus
(which we dened in the preceding exercise) if the selling price
is set at $24.
(17) How does the producer surplus change in the situation described in the previous exercise if the selling price is raised to
$35?
(18) Let us assume that the supply function for tickets to ights
between two given cities is given by S(x) = x2 + 10x + 5.
Compute the producer surplus if the selling price is set at
$205.
(19) The gates of a football stadium open at 3 p.m. After t hours,
fans enter the stadium at a rate of f (t) = t3 + 20t2 + 30t +
64 people per hour, where t = 0. How many fans enter the
stadium between 5 p.m. and 6 p.m.?
(20) There are currently 50,000 people in the United States who
take a certain medication. The fraction of that population
who will still take that medication t months from now is given
by the function f (t) = e0.01t . Every month, the medication
will be taken by 500 new patients. How many people in the
United states will take the medication a year from now?
182
64. Probability
The word probability is often used in informal conversations, even
if it is sometimes not clear what the speaker means by that word. It
turns out that there are two distinct concepts of probability. These two
concepts complement each other in that they are applicable in dierent
circumstances, and use very dierent methods.
64.1. Discrete Probability. Let us say that we are tossing a fair coin
four times. What is the probability that we will get at least three
heads?
This is a situation in which the event that we study, that is, the
sequence of four coin tosses, has only a nite number of outcomes.
Indeed, there are 24 possible outcomes, since each coin toss has two
outcomes (heads or tails), and the coin is tossed four times.
Among these 16 possible outcomes, ve are favorable outcomes,
namely, HHHH, HHHT , HHT H, HT HH, and T HHH. Furthermore, each single outcome (favorable or not) is equally likely to occur,
since the coin is fair, and the result of each coin toss is equally likely
to be heads or tails.
In this situation, that is, when the number of all possible outcomes
is nite, and each outcome is equally likely to occur, dene
Number of favorable outcomes
,
(9.13)
Probability of event =
Number of all outcomes
which, in our example, shows that the probability of getting at least
three heads is 5/16.
Probabilities dened by formula (9.13) are called discrete probabilities. The formula is applicable only when the number of possible
outcomes is nite. If we want to apply this formula in complicated
situations, we need advanced techniques to count the number of all
outcomes and the number of favorable outcomes. The fascinating discipline studying those techniques is called enumerative combinatorics,
and will not be discussed in this book.
64.2. Continuous Probability. Let us say we want to know the probabil-
ity that during the next calendar year the city of Gainesville, Florida,
will have more than 40 inches of precipitation, or we want to know the
probability that Gainesville will have less than 50 inches of precipitation, or that Gainesville will have at least 42 but at most 48 inches of
precipitation.
In this case, formula (9.13) is not applicable, since both the number
of favorable outcomes and all outcomes is innite. Indeed, the amount
64. PROBABILITY
183
184
b
f (x) dx
f (x) dx.
=
a
0 if x,
f (x) = 6x(1 x) if 0 x 1 ,
0 if x > 1.
Verify that f is indeed a density function and compute the probability P (0.3 X 0.6).
Solution: In order to see that f is indeed a density function, we
must verify that its denite integral, taken over the entire line of real
numbers, is equal to 1. This is not dicult, since f (x) = 0 outside the
interval [0, 1]. This leads to
2
1
1
3
x
1
x
x x2 dx = 6
f (x) dx = 6
= 6 = 1.
2
3
6
0
0
64. PROBABILITY
185
2
3
0.3
= 6(0.108 0.036)
= 0.432.
186
10
1 x/9
dx
e
9
0
10
= ex/9
0
10/9
=1e
= 0.671.
64. PROBABILITY
187
Therefore, the probability that the refrigerator will not need a major
repair in 10 years is P (X 10) = 1 0.671 = 0.329.
2
64.2.2. Mean. If we want to compute the average weight of a per-
A=
b1 x 1 + b 2 x 2 + + b k x k
,
b1 + b2 + + bk
since this fraction is the total weight of the population divided by the
number of people in the population.
Now note that pi = bi /(b1 + b2 + + bk ) is just the probability that
a randomly selected person of this population has weight xi . Therefore,
(9.16) can be written as
(9.17)
p 1 x1 + p 2 x2 + + p k xk .
Theoretically, the weight of a person can take innitely many values since the measuring scale can be always be more precise. It is not
dicult to prove that, as k goes to innity, the sum in (9.17) will turn
into a Riemann sum, and the weights xi will be measured by a continuous random variable X, and the probabilities pi will be expressible by
the denite integrals of a density function. This leads to the following
denition.
Definition 9.1. Let f be the density function of the continuous
random variable X. Then the value of
tf (t) dt
(X) =
188
=
tet dt
1
tet et
=
1
.
2
In other words, the parameter and the mean of an exponential distribution are reciprocals of each other. In view of this, we can reformulate the result of Example 9.11 as follows. If the average time before a
new refrigerator needs a major repair is 9 years, then the probability
that a refrigerator will not need a major repair for 10 years is 0.329.
64.2.3. Normal Distribution. Let be a real number and let be pos-
64. PROBABILITY
189
190
64. PROBABILITY
191
CHAPTER 10
Planar Curves
65. Parametric Curves
Every point in a plane can be dened as an ordered pair of real numbers (x, y) called the rectangular or Cartesian coordinates. A graph of
a function f is the set points in a plane whose coordinates satisfy
the condition y = f (x). The graph gives a simple example of a planar
curve. More generally, a planar curve can be dened as the set of points
whose coordinates satisfy the condition F (x, y) = 0 called the Cartesian equation of a curve. In many instances, an equation F (x, y) = 0
has multiple solutions for every given x. For example, consider the
circle of unit radius:
(10.1)
x2 + y 2 = 1 = y = 1 x2 , x [1, 1].
2
The two solutions represent two semicircles. The graph y =
1x
is the semicircle above the x axis, while the graph y = 1 x2 is
the semicircle below the x axis. The union of the two graphs is the full
circle. This example shows a deciency in describing planar curves by
the graph of a function because the curves cannot always be represented
as the graph of a single function.
On the other hand, (10.1) admits a dierent solution:
(10.2)
x2 + y 2 = 1
x = cos t ,
y = sin t ,
t [0, 2],
194
195
196
rotates about the origin, the distance R between it and the origin
increases linearly with the rotation angle. Such a motion occurs along
an unwinding spiral. In the interval t [0, 2], the spiral makes one
full turn from the initial point (0, 0) to the terminal point (2, 0). 2
65.1. Parametric Curves and Curves as Point Sets. If a curve is dened
197
particular car along the road. Naturally dierent cars moves dierently
along the very same road.
Example 10.2. Suppose a curve C is described by the parametric
equations x = x(t), y = y(t) if t [a, b]. Find the parametric equations
of C such that the curve is traced out backward, that is, from the point
(x(b), y(b)) to (x(a), y(a)) (the initial and terminal points are swapped).
Solution: One has to nd a new parameter , t = g( ), such that
g(b) = a and g(a) = b. When increases from a to b, the parameter
t decreases from b to a, and the sought-after parametric equations are
obtained by the composition X( ) = x(g( )) and Y ( ) = y(g( )). The
simplest possibility is to look for a linear relation between t and ,
g( ) = c + d . The coecients c and d are xed by the conditions
g(a) = b or b = c + da and g(b) = a or a = c + db. Therefore, by
subtracting these equations, b a = (c + da) (c + db) = (b a)d or
d = 1. By adding these equations with d = 1, b+a = (ca)+(cb)
or c = a + b. Hence, t = (a + b) , so that the parametric equations
of C with reversed orientation are
x = x(a + b ) ,
y = y(a + b ) ,
[a, b].
198
199
In (1)(9), sketch the curve by plotting its points. Include the arrow
showing the orientation of the curve. Eliminate the parameter to nd
a Cartesian equation of the curve.
200
(1) x = 1 + 2t , y = 3 t (2) x =
(4) x = 1 + 2et , y = 3 et
t , y = 2 t (3) x = t2 , y = t3
201
x = x(t), y = y(t), where the functions x(t) and y(t) are continuously dierentiable and the derivatives x (t) and y (t) do not vanish
simultaneously for any t. Such parametric curves are called smooth.
Theorem 10.1 (Tangent Line to a Smooth Curve). A smooth parametric curve x = x(t), y = y(t) has a tangent line at any point (x0 , y0 ),
and its equation is
x (t0 )(y y0 ) y (t0 )(x x0 ) = 0,
(10.4)
(10.5)
By construction,
y = F (x)
y (t)
y (t0 )
(x
)
=
=
F
.
0
x (t)
x (t0 )
202
dy
dt
dx
dt
y (t)
.
x (t)
d
dt
dx
dt
1 d
x (t) dt
and
d
=
dy
d
dt
dy
dt
1 d
.
y (t) dt
y
2
x
dy
y x x y
d dy
1 d dy
=
.
=
=
=
d2 x
dx dx
x dt dx
x
(x )3
Example 10.4. A curve C is dened by the parametric equations
x = t2 , y = t3 3t.
(i) Show that C has two tangent lines at the point (3, 0).
(ii) Find the points on C where the tangent line is horizontal or vertical.
(iii) Determine where the curve is concave upward or downward.
Solution: (i) Note that y(t) = t(t2 3) = 0 has three solutions t = 0
and t = 3. But the curve has only two
points of intersection with
the x axis, (0, 0) and (3, 0), because x( 3) = 3; that is, the curve is
self-intersecting at the point (3, 0). This explains why the curve may
have two tangent lines. One has x (t) = 2t and y (t) = 3t2 3 so that
203
x ( 3) = 2
3 andy ( 3) = 6. So the slopes of the tangent lines
y = 3 (x 3) and y = 3 (x 3).
(ii) The tangent line becomes horizontal when y (t) = 3t2 3 = 0
(see Eq. (10.4)). This happens when t = 1. Thus, the tangent
line is horizontal at the points (1, 2). The tangent line is vertical if
x (t) = 2t = 0 or t = 0. So the tangent line is vertical at the origin
(0, 0).
(iii) The second derivative is
1
3
1
1 d dy
1 d 3t2 3
3 d
d2 y
t
=
1
+
.
=
=
=
d2 x
x dt dx
2t dt 2t
4t dt
t
4t
t2
This equation shows that the curve is concave upward if t > 0 (the
second derivative is positive) and the curve is concave downward if
t < 0 (the second derivative is negative).
2
66.3. Cusps of Planar Curves. Consider a curve dened by the Carte-
204
Example 10.5. Find the tangent line to the astroid dened by the
parametric equation x = a cos3 t, y = a sin3 t, t [0, 2] at the points
t = /4. Determine the points where the tangent line is horizontal
and vertical. Is the curve smooth? Specify the regions of upward and
downward concavity. Use the results to sketch the curve.
Solution: The slope of the tangent line at a generic point is
dy
1 d
1
= y=
3a sin2 t cos t = tan t.
2
dx
x dt
3a cos t sin t
The value t = /4 corresponds to
the point x = a/23/2 , y = a/23/2
because sin(/4) = cos(/4) = 1/ 2, and the slope at this point is
205
a
a
a
y = x
or y = x.
2
2 2
2 2
The slope dy/dt = tan t vanishes at t = 0 and t = so the tangent
line is horizontal (y = 0) at the points (a, 0). However, the derivatives
x (t) = 3a cos2 t sin t and y (t) = 3a sin2 t cos t vanish simultaneously
at t = 0 and t = . The inverse slope dx/dy = 1/(dy/dx) = cot t
exhibits an innite jump discontinuity at t = 0 and t = , so the
curve has cusps at (a, 0) and hence it is not smooth at these points.
The slope dy/dx is innite at t = /2 and t = 3/2. Therefore, the
curve has a vertical tangent line (x = 0) at (0, a). However, the slope
dy/dx = tan t has an innite jump discontinuity at t = /2 and
t = 3/2. So the curve has cusps and is not smooth at (0, a). Note
also that both derivatives x and y vanish at these points. Thus, the
curve consists of four smooth pieces, and the curve has cusps at the
joining points of its smooth pieces. The second derivative
1
1 d dy
1
d2 y
=
=
(tan t) =
2
2
dx
x dt dx
3a cos t sin t
3a sin t cos4 t
206
is positive if sin t > 0 (or y > 0) and negative if sin t < 0 (or y < 0).
So the two branches of the curve above the x axis are concave upward,
while the two branches below it are concave downward. The curves
look like a square with vertices (a, 0), (0, a) whose sides are bent
inward toward the origin.
2
66.4. Exercises.
x2
+ y 2 = 1 , ( 2, 1/ 2) , ( 2, 1/ 2)
(4)
4
In (5)(8), investigate the concavity of the curve.
(5) x = t3 12t , y = t2 1
(7) x = t2 ln t , y = t2 + ln t
(14)
x = t5 , y = t2
x n
y n
(16)
+
= 1 , a > 0, b > 0, n > 0
a
b
(17) (x2 + y 2 )2 = a2 (y 2 x2 )
(18) x3 + y 3 = 3axy
In (19) and (20), nd the points of intersection of two curves C1 and
C2 . At each point of intersection, nd the tangent lines to C1 and C2
and determine the angle between these lines.
(19) C1 : x = cos t , y = sin t; C2 : x = 1+cos(2t) , y = sin(2t)
(20) C1 : x2 + y 2 = a2 ;
207
C2 : x2 + y 2 = 2ay
208
the same distance from the origin). All points on the plane that have
the same value of the polar angle form a ray (a half-line bounded by the
origin). So a point P with polar coordinates (r, ) is the intersection
of the circle of radius r and the ray that makes the angle with the
polar axis. Concentric circles and rays originating from the center of
the circles form a polar grid in a plane (see Figure 10.9).
To represent all points of a plane, the radial variable has to range
over the interval r [0, ), while the polar angle takes its values in
the interval [0, 2) because any ray from the origin does not change
after rotation about the origin through the angle 2. It is convenient,
though, to let range over the whole real line. Positive values of
correspond to rotation angles counted counterclockwise, while negative
values of are associated with rotation angles counted clockwise. All
pairs (r, ) with a xed value of r and values of dierent by integer
multiples of 2 represent the same points of the plane. For example,
the ordered pairs (r, ) = (1, ) and (1, ) correspond to the same
point. Indeed, both points are on the circle of unit radius. The ray
= is obtained from the polar axis by counterclockwise rotation
of the latter through the angle . But the same ray is obtained by
rotating the polar axis through the angle clockwise; that is, the rays
= and = coincide.
Furthermore, the meaning of the radial variable r can be extended
to the case in which r is negative by agreeing that the pairs (r, ) and
(r, + ), r > 0, represent the same point. Geometrically, the points
(r, ) lie on a line through the origin at the same distance |r| from the
origin but on the opposite sides of the origin. With this agreement on
extending the meaning of the polar coordinates, each point on a plane
may be represented by countably many pairs:
(10.6)
(r, )
where n is an integer.
67.1. Rectangular and Polar Coordinates. Suppose that the polar axis
209
y = r sin
r 2 = x2 + y 2 ,
tan =
3/2 =
Solution:
For
r
=
2
and
=
/6,
one
has
x
=
2
cos(/6)
=
2
Figure 10.9. Polar grid. Coordinate curves of the polar coordinates. The curves of constant values of r are
concentric circles. The curves of constant values of are
rays outgoing from the origin.
210
211
212
r = f (), the polar angle is viewed as a parameter so that the parametric equations of the graph are
x = r cos = f () cos ,
y = r sin = f () sin .
dy
d
dx
d
f () sin + f () cos
.
f () cos f () sin
213
(/2)
dy
cos
sin
1
1
=
lim
=
lim
= ,
dx
3 (/2) 1 + sin
3 (/2) cos
where lHospitals rule has been used to resolve the undetermined form
0
and the property that tan as (/2) has been invoked
0
to nd the limit. The cardioid has a vertical tangent line at the origin.
The slope has an innite jump discontinuity, meaning that the cardioid
has a cusp at the origin (see Figure 10.11).
2
67.5. Exercises.
(1) Find rectangular coordinates of a point whose polar coordinates are given:
(r, ) = (1, /3), (1, 5/6), (4, 10/3)
(2) Find polar coordinates of a point whose rectangular coordinates are given:
(x, y) = (1, 1), (1, 1), (3, 4), (2, 0), (0, 2)
In (3)(5), convert the polar graph equation to a Cartesian equation
and sketch the curve.
(3) r = 4 sin
214
(20) r = 1 2 cos , = /6
(23) r = a
Hint: Use dierentials to express the derivative d2 y/dx2 in polar coordinates similarly to the calculation of the slope in Section 67.4.
68. Parametric Curves: The Arc Length and Surface Area
68.1. Arc Length of a Smooth Curve. Let C be a smooth curve dened
k=1
68. PARAMETRIC CURVES: THE ARC LENGTH AND SURFACE AREA 215
By the mean value theorem, when applied to the functions x(t) and
y(t) on the interval [tk1 , tk ], there are numbers tk and t
k in (tk1 , tk )
such that
xk = x(tk )x(tk1 ) = x (tk ) t ,
yk = y(tk )y(tk1 ) = y (t
k ) t.
Therefore,
2
2
2
|Pk1 Pk | = (xk ) + (yk ) = (x (tk ))2 + (y (t
k )) t.
The
sum in (10.7) resembles a Riemann sum for the function F (t) =
(x (t))2 + (y (t))2 . It is not exactly a Riemann sum because tk = t
k
in general. However, if x (t) and y (t) are continuous, it can be shown
that the limit (10.7) is the same as if tk and t
k were equal, namely, L
is the integral of F (t) over [a, b].
Theorem 10.2 (Arc Length of a Curve). If a curve C is described
by the parametric equations x = x(t), y = y(t), t [a, b], where x (t)
and y (t) are continuous on [a, b] and C is traversed exactly once as t
increases from a to b, then the length of C is
b
2
2
dx
dy
L=
+
dt.
dt
dt
a
216
dy 2
1+
dt.
L=
dx
a
It is convenient to introduce the arc length of an innitesimal segment
of a curve (the dierential of the arc length)
b
ds
ds =
dt.
ds = (dx)2 + (dy)2 = L =
a dt
C
The symbol C means the summation over innitesimal segments of the
curve S (the integral along a curve C) and expresses a simple fact that
the total length is the sum of the lengths of its (innitesimal) pieces.
68.2. Independence of Parameterization. By its very denition, the arc
b
2
2
dx
dx d 2
dy d 2
dy
+
dt =
+
dt
L=
dt
dt
d dt
d dt
a
a
b
2
2
2
2
dx
dx
dy
dy
d
+
+
d.
=
dt =
d
d
dt
d
d
a
68. PARAMETRIC CURVES: THE ARC LENGTH AND SURFACE AREA 217
Solution: According to the description of the cycloid, one arch corresponds to the interval [0, 2]. The arc length dierential ds is
found as follows:
dx = R(1 cos ) d ,
dy = R sin d,
68.3. Area of a Planar Region. The area under the curve y = f (x)
b
and above the interval x [a, b] is given by A = a f (x) dx, where
f (x) 0. Suppose that the curve is also described by parametric
equations x = x(t), y = y(t), so that the function x(t) is one-to-one.
Then, by changing the integration variable, dx = x (t) dt and
b
y dx =
y(t)x (t) dt.
A=
a
218
2
2
where 0 cos d = 0 and 0 cos(2) d = 0 by the 2 periodicity of
the cosine function.
2
68.4. Surface Area of Axially Symmetric Surfaces. An axially symmetric
68. PARAMETRIC CURVES: THE ARC LENGTH AND SURFACE AREA 219
1
64R2
.
= 16R2 (z z 3 /3) =
3
1
where the double-angle identity has been used again, sin2 (/2) = (1
cos )/2, and then two successive changes of the integration variable
have been done to evaluate the integral, u = /2 [0, ] and z =
cos u [1, 1].
2
220
68.5. Exercises.
221
[f ()]2 d.
a
222
1
= .
= [ + 14 sin(4)]
4
8
/4
2
Let D be a planar region that lies between two polar graphs r =
f () and r = g() such that f () g() 0 if [a, b] and 0 <
b a 2; that is, D is the set of points whose polar coordinates
satisfy the inequalities:
D = {(r, ) | 0 g() r f () , a b}.
Then the area of D is given by
1 b
1 b
1 b
2
2
[f ()]2 [g()]2 d.
[f ()] d
[g()] d =
A=
2 a
2 a
2 a
Example 10.15. Find the area of a region D bounded by the cardioid r = 1 + sin and the circle r = 3/2 that lies above the polar axis
(in the rst and second quadrants).
Solution: The polar graphs r = 1 + sin = f () and r = 3/2 = g()
are intersecting when f () = g() or 1 + sin = 3/2 or sin = 1/2.
Since the region D lies in the rst two quadrants, that is, 0 ,
the values of for the points of intersection have to be chosen as =
/6 = a and = /6 = b. Therefore,
D = {(r, ) | 3/2 r 1 + sin , /6 5/6},
and hence the area of D is
1 b
1 b 5
2
9
A=
[(1 + sin ) 4 ] d =
[ 4 + 2 sin + sin2 ] d
2 a
2 a
b
1
=
[ 54 + 2 sin + 12 (1 cos(2))] d
2 a
1 b 3
=
[ 4 + 2 sin 12 cos(2)] d
2 a
5/6 93 2
1
3
1
= 2 [ 4 2 cos 4 sin(2)]
=
.
8
/6
2
223
dr
dr
cos r sin d ,
dy =
sin + r cos d
dx =
d
d
Therefore,
dr
2
dr
2
d2
ds2=dx2 + dy 2 =
cos r sin +
sin + r cos
d
d
dr 2
2
2
2
2
2
=
(cos + sin ) + r (cos + sin ) d2
d
dr 2
=
+ r2 d2 .
d
The arc length of the curve C is
L=
ds =
ds
d =
d
b
r2 +
a
dr 2
d
d.
dr 2
2
r +
= (1 + sin )2 + (cos )2 = 2(1 + sin ),
d
224
where the trigonometric identity sin2 + cos2 = 1 has been used. The
cardioid is traversed once if [, ]. Therefore, the length is
/2
1 + sin d = 2 2
1 + sin d,
L= 2
/2
since the cardioid is symmetric about the vertical line (the y axis).
This integral can be evaluated by the substitution
u = 1 + sin [0, 2]
2
so
that
du
=
cos
d,
where
cos
=
1
sin
=
1 (u 1)2 =
u(2 u). Hence,
2
2
2 du
u
L=2 2
du = 2 2
= 4 2 2 u = 8.
0
2u
u(2 u)
0
0
2
69.3. Surface Area. If a surface is obtained by rotating a polar graph
dr 2
= 2
r cos r2 +
d.
d
/2
The derivative ds/d has been calculated in the previous example.
Therefore,
/2
1
3/2
A = 2 2
(1 + sin ) cos d = 2 2
(1 + u)3/2 du
/2
(1 + u)5/2
= 2 2
5/2
1
32
,
=
5
1
225
69.4. Exercises.
226
is parallel to the axis of the cone, then the curve is a hyperbola. The
curves of intersection of a plane and a cone are called conic sections,
or conics. They have a pure geometrical description, which will be
presented here.
Remark. A trajectory of any massive object in the solar system
(e.g., comet, asteroid, planet) is a conic sectionthat is, a parabola,
hyperbola, or ellipse. This fact follows from Newtons Law of Gravity
and will be proved in Calculus III.
70.1. Parabolas. A parabola is the set of points in a plane that are
equidistant from a xed point F (called the focus) and a xed line
(called the directrix). Let P be a point in a plane. Consider the line
through P that is perpendicular to the directrix and let Q be the point
of their intersection. Then P lies on a parabola if |F P | = |QP |. This
condition is used to derive the equation of a parabola.
A particularly simple equation of a parabola is obtained if the coordinate system is set so that the y axis coincides with the line through
the focus and perpendicular to the directrix. The origin O is chosen
so that F = (0, p) and hence the parabola contains the origin O, while
the directrix is the line y = p parallel to the x axis (the origin is
Figure 10.14. Conic sections are curves that are intersections of a cone with various planes. The shape of
a conic section depends on the orientation of the plane
relative to the cone symmetry axis.
227
x2 + (y p)2 = (y + p)2
x2 = 4py.
In the 16th century, Galileo showed that the path of a projectile that is
shot into the air at an angle to the ground is a parabola. The surface
obtained by rotating a parabola about its symmetry axis is called a
paraboloid. If a source of light is placed at the focus of a paraboloid
mirror, then, after the reection, the light forms a beam parallel to the
symmetry axis. This fact is used to design ashlights, headlights, and
so on. Conversely, a beam of light parallel to the symmetry axis of a
paraboloid mirror will be focused to the focus point after the reection,
which is used to design reecting telescopes.
70.2. Ellipses. An ellipse is the set of points in a plane, the sum of
228
These transformations serve only one purpose, that is, to get rid of
the square roots. Note that now all the distances are squared. So
|P F1 |2 |P F2 |2 = (x + c)2 + y 2 (x c)2 y 2 = 4cx. The substitution
of the latter into the condition (10.9) yields
16a2 [(x+c)2 +y 2 ] = (4a2 +4cx)2
229
One of Keplers laws is that the orbits of the planets in the solar
system are ellipses with the Sun at one focus.
70.3. Hyperbolas. A hyperbola is the set of all points in a plane, the
dierence of whose distances from two xed points F1 and F2 (the foci)
is a constant. For any point P on a hyperbola, |P F1 | |P F2 | = 2a
(as the dierence of the distances can be negative). Let the foci be at
(c, 0). Following the same procedure used to derive an equation of an
ellipse, an equation of a hyperbola with foci (c, 0) is found to be
x2 y 2
2 = 1,
a2
b
2
2
2
where c = a + b . The details are left to the reader as an exercise.
This equation shows that x2 /a2 1 for any y, that is, x a or
x a. A hyperbola therefore has two branches. The branch in
x a intersects the x axis at x = a, while the branch in x a
does so at x = a. The points (a, 0) are called vertices. Furthermore,
in the asymptotic region |x| , a hyperbola has slant asymptotes
y = (b/a)x. Indeed,
b|x|
b|x|
a2
b|x|
a2
x2
1
=
y = b
2
2
2
a
a
x
a
2x
a
sian equation
Ay 2 + Bx2 + y + x + = 0.
Suppose that A = 0 and B = 0. By completing the squares, this
equation can be transformed to the standard form
2
2
2
2
+B x
=
+
=d
A y
2A
2B
4A 4B
or
(y y0 )2 (x x0 )2
+
= 1,
A/d
B/d
230
231
y2
e2 d2
e2 d 2
+
=
.
x+
1 e2
1 e2
(1 e2 )2
If e < 1, then all the coecients are positive, and the equation describes
a shifted ellipse
(x x0 )2 y 2
b2
e2 d2
e2 d
2
2
+
=
1
,
a
=
,
b
=
,
x
=
= c,
0
a2
b2
1 e2
1 e2
e2 1
where c is the distance from the origin to the foci of the ellipse, c2 =
a2 b2 . The eccentricity is then e = c/a. Similarly, if e > 1, then the
coecients have opposite signs, and the equation describes a shifted
hyperbola
c
(x x0 )2 y 2
2 = 1 , e = , c 2 = a2 + b 2 .
2
a
b
a
2
In the beginning of the proof, the polar equation for conic sections
was given as r = e(d r cos ). If the directrix is chosen to be to the
left of the focus as x = d, then cos is replaced by cos in the polar
232
70.6. Exercises.
In (1)(9), classify the conic section. Find the vertices, foci (or focus),
directrix, and asymptotes (if the curve is a hyperbola). Sketch the
curve.
(1) y 2 = 16x
(2) x2 = 4y
(4) x2 + 4y 2 = 16
(6) x2 + 3y 2 + 2x 12y + 10 = 0
(8) y 2 2y = 4x2 + 3
(7) 4x2 9y 2 = 36
8
4 + sin
(12) r =
10
2 5 cos
(13) r =
1
3 + 3 cos
(14) Show that the conic sections r = a/(1 cos ) and r = b/(1 +
cos ) intersect at right angles.
233
(16) x2 4y 2 = 9
(18) x = 4 cos t , y = 9 sin t
(21) The orbit of Halleys Comet, last seen in 1986 and due to return in 2062, is an ellipse with eccentricity 0.97 and one focus
at the Sun. The length of its major axis is 36.18 AU. An astronomical unit (AU) is the mean distance between the Earth
and the Sun, about 93 million miles. Find a polar equation
for the orbit of Halleys Comet. What is the maximal and
minimal distance from the comet to the Sun?