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 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 h_2(x) = x} are continuously 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 \left( -1, \infty \right)} . Since , 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 \lim_{x \to 0} h_1(x) = \lim_{x \to 0} h_2(x) = 0} . By l'Hôpital's rule, 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 h_2'(0) = 1} , 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 \lim_{x \to 0} g(x) = \lim_{x \to 0} \frac{h_1(x)}{h_2(x)} = \frac{1}{1} = 1}
Since , a composition of 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 g} with a continuous function, 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 \lim_{x \to 0} f(x) = \mathrm{e}^{1} = \mathrm{e}}
Similar to above, 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 \lim_{x \to +\infty} h_1(x) = \lim_{x \to +\infty} h_2(x) = +\infty}
. At the same time, as 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 \to +\infty}
, while 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 h_2'}
is identically 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}
. Using l'Hôpital's Rule, we obtain
Since , a composition of 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 g}
with a continuous function, 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 \lim_{x \to 0} f(x) = \mathrm{e}^{0} = 1}
Problem 3: Limit of a sequence
Find the limit of a sequence 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_n = \frac{1^k + 2^k + \dots + n^k}{n^{k+1}}} 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 n \in \mathbb{N}} , 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 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) = x^k} on 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 [0,1]} that corresponds to the partition and samples 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_j = \frac{j}{n}} , 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 j = 1, 2, \ldots, n} . The norm of the partition is 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\| P_n \right\| = \frac{1}{n}} . 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 \left\| P_n \right\| \to 0} as and 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 f} is integrable 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 [0,1]} , the Riemann sums 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_n} 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
To integrate this function, we use a trigonometric formula and a new variable :
Subproblem 3
To find this indefinite integral, we integrate by parts:
Subproblem 4
To integrate this function, we introduce a new variable :
Subproblem 5
To integrate this function, we use a substitution . Observe that 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 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 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 \begin{align} \int_{0}^{1} \frac{1}{\sqrt{4-x^2}} \,\mathrm{d}x &= \int_{0}^{\frac{\pi}{6}} \frac{1}{\sqrt{4-(2\sin{t})^2}} \, \mathrm{d}(2\sin{t}) \\ &= \int_{0}^{\frac{\pi}{6}} \frac{\left( 2\sin{t} \right)}{\sqrt{4-4\sin^2{t}}} \,\mathrm{d}t \\ &= \int_{0}^{\frac{\pi}{6}} \frac{2\cos{t}}{\sqrt{4\cos^2{t}}} \,\mathrm{d}t \\ &= \int_{0}^{\frac{\pi}{6}} 1 \,\mathrm{d}x \\ &= \frac{\pi}{6} \end{align}}
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 coincides with a polynomial on the interval . Prove that 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 . 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 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 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 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 overlaps with the interval . 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 . Since 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 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 , a contradiction.
Thus . 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 , 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.