MATH 409 Lecture 21
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Exam 2 Review
Topics
Derivatives
- Derivative of a function
- Differentiability Theorems
- derivative of inverse function
- Mean Value Theorem
- Rolle's Theorem
- Generalized Mean Value Theorem
- Taylor's Formula
- l'Hôpital's rule
Integrals
- Definitions
- Darboux Sums
- Riemann Sums
- Riemann Integral
- Properties of Integrals
- Fundamental Theorem of Calculus (both parts)
- Integration by Parts
- Change of variable in an integral
Chapters 4.1–4.5, 5.1–5.3
Differentiability Theorems
- sum / difference rules
- product rule
- quotient rule
- chain rule
- differentiability implies continuity
- Rolle's Theorem: If a function is continuous on a closed interval , differentiable on , and , then for some
- Mean Value Theorem: If a function is continuous on and differentiable on , then there exists such than .
- is increasing on if and only if on
- is decreasing on if and only if on
- is constant on if and only if on
Properties of Integrals
- Linearity:
- Subinterval property:
- Comparison Theorem: If for all , then
Fundamental Theorem of Calculus
- Part 1: , is continuously differentiable on and for all
- Part 2: If a function is differentiable on , and the derivative is integrable on , then for all .
Sample Problems
Problem 1: Prove the Chain Rule
Theorem. If a function ...
Proved in class (except for one small part)
Problem 2: Find the Limits
The function is well-defined on except at . Since for all , a function is well-defined on except at as well. For any , we have . Hence , where and are continuously differentiable on . Since , it follows that . By l'Hôpital's rule, and , so
Since , a composition of with a continuous function, it follows that
Similar to above, . At the same time, as , while is identically . Using l'Hôpital's Rule, we obtain
Since , a composition of with a continuous function, it follows that
Problem 3: Limit of a sequence
Find the limit of a sequence for , where is a natural number.
The general element of the sequence can be represented as
which shows that is a Riemann sum of the function on the interval that corresponds to the partition and samples , . The norm of the partition is . Since as and the function is integrable on , the Riemann sums converge to the integral:
Problem 4: Find/evaluate indefinite/definite integrals
Subproblem 1
A standard way to evaluate this type of function is to split it into the sum of a polynomial and a simple fraction:
Since the domain of the function is , the indefinite integral has differetn representations on the intervals and :
Subproblem 2
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{0}^{\pi} \sin^2{(2x)} \,\mathrm{d}x}
To integrate this function, we use a trigonometric formula Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 1 - \cos{2\alpha} = 2 \sin^2{\alpha}} and a new variable Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle u = 4x} :
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_0^\pi \sin^2{(2x)} \,\mathrm{d}x = \int_{0}^{\pi} \frac{1-\cos{(4x)}}{2} \,\mathrm{d}x = \int_{0}^{\pi} \frac{1-\cos{(4x)}}{8} \,\mathrm{d}(4x) = \int_{0}^{4\pi} \frac{1-\cos{u}}{8} \,\mathrm{d}u = \left. \frac{u-\sin{u}}{8} \right|_{u=0}^{4\pi} = \frac{\pi}{2}}
Subproblem 3
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int \log^3{x} \,\mathrm{d}x}
To find this indefinite integral, we integrate by parts:
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \int \log^3{x} \,\mathrm{d}x &= x \, \log^3{x} - \int x \,\mathrm{d}(\log^3{x}) \\ &= x \, \log^3{x} - \int x\left( \log^3{x} \right)' \,\mathrm{d}x \\ &= x \, \log^3{x} - \int 3 \log^2{x} \,\mathrm{d}x \\ &= x \, \log^3{x} - 3x \, \log^2{x} + \int x \,\mathrm{d}\left( 3 \log^2{x} \right) \\ &= x \, \log^3{x} - 3x \, \log^2{x} + \int 6 \log{x} \,\mathrm{d}x \\ &= x \, \log^3{x} - 3x \, \log^2{x} + 6x \, \log{x} - \int x \,\mathrm{d}\left( 6 \log{x} \right) \\ &= x \, \log^3{x} - 3x \, \log^2{x} + 6x \, \log{x} - \int 6 \,\mathrm{d}x \\ &= x \, \log^3{x} - 3x \, \log^2{x} + 6x \, \log{x} - 6x + C \end{align}}
Subproblem 4
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{0}^{\frac{1}{2}} \frac{x}{\sqrt{1-x^2}} \,\mathrm{d}x}
To integrate this function, we introduce a new variable Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle u = 1 - x^2} :
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \int_{0}^{\frac{1}{2}} \frac{x}{\sqrt{1-x^2}} \,\mathrm{d}x &= -\frac{1}{2} \, \int_{0}^{\frac{1}{2}} \frac{\left( 1-x^2 \right)'}{\sqrt{1-x^2}} \,\mathrm{d}x \\ &= -\frac{1}{2} \, \int_{0}^{\frac{1}{2}} \frac{1}{\sqrt{1-x^2}} \,\mathrm{d}\left( 1-x^2 \right) \\ &= -\frac{1}{2} \, \int_{1}^{\frac{3}{4}} \frac{1}{\sqrt{u}} \,\mathrm{d}u \\ &= \ldots \\ &= 1-\frac{\sqrt{3}}{2} \end{align}}
Subproblem 5
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{0}^{1} \frac{1}{\sqrt{4-x^2}} \,\mathrm{d}x}
To integrate this function, we use a substitution Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x = 2 \sin{t}} . Observe that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} changes from to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 1} when Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle t} changes from Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 0} to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{\pi}{6}} ):
Bonus Problem 5
Suppose Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p : \mathbb{R} \to \mathbb{R}} is locally a polynomial, which means that for every Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c \in \mathbb{R}} , there exists Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \epsilon > 0} such that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p} coincides with a polynomial on the interval . Prove that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p} is a polynomial.
Proof. For any Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c \in \mathbb{R}} let Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p_c} denote a polynomial and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \epsilon_c} denote a positive number such that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p(x) = p_c(x)} for all Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x \in (c-\epsilon_c, c + \epsilon_c)} . Consider two sets:
We are going to show that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E_+ = E_- = \emptyset} .
Assume that the set Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E_+} is not empty. Clearly, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E_+} is bounded below, hence Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle d = \inf{E_+}} is a well-defined real number. Note that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E_+ \subset \left[ \epsilon_0, \infty \right)} Therefore Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle d \ge \epsilon_0 > 0} .
Observe that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p(x) = p_0(x)} for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x \in (0,d)} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p(x) = p_d(x)} for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x \in \left( d - \epsilon_d, d + \epsilon_d \right)} . The interval Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (0,d)} overlaps with the interval Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left( d - \epsilon_d, d + \epsilon_d \right)} . Hence Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p_d} coincides with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p_0} on the intersection Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (0,d) \cap (d - \epsilon_d, d + \epsilon_d)} . Equivalently, the difference Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p_d - p_0} is zero on Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (0,d) \cap (d - \epsilon_d, d + \epsilon_d)} . Since Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p_d - p_0} is a polynomial and any nonzero polynomial has only finitely many roots, we conclude that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p_d - p_0} is identically 0. Then the polynomials Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p_d} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p_0} are the same. It follows that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p(x) = p_0(x)} for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x \in (0,d+\epsilon_d)} , so Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle d \ne \inf{E_+}} , a contradiction.
Thus Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E_+ = \emptyset} . Similarly, we prove that the set Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E_-} is empty as well. Since Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E_+ = E_- = \emptyset} , the function Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p} coincides with the polynomial Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p_0} everywhere.
Bonus Problem 6
Show that a function Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x) = \begin{cases} \mathrm{e}^{-\frac{1}{1-x^2}} & \left| x \right| < 1 \\ 0 & \left| x \right| \ge 1 \end{cases}}
is infinitely differentiable on Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbb{R}} .
Observe that the integral of this function goes from 0 to 1 smoothly. Constant functions and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathrm{e}^{f(x)}} are infinitely differentiable.