Jerry Shurman
Reed College
Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xi
1
The Parabola . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
1
1
3
6
6
7
8
11
11
13
13
14
17
18
20
20
21
24
2.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1.1 Assumptions About the Number System . . . . . . . . . . . . .
2.1.2 The Finite Geometri
Sum Formula . . . . . . . . . . . . . . . . .
2.2 The Rational Power Fun
tion . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2.1 Denition of the Rational Power Fun
tion . . . . . . . . . . . .
2.2.2 In
reasing/De
reasing Behavior . . . . . . . . . . . . . . . . . . . . .
26
26
28
29
30
34
vi
Contents
36
36
36
37
39
40
41
43
44
44
46
47
47
48
50
51
51
54
57
Contents
vii
viii
6
Contents
The Exponential Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
Contents
ix
Preface
These are
ourse notes for Mathemati
s 111 at Reed College. They are written for serious liberal arts students who want to understand
al
ulus beyond
memorizing formulas and pro
edures. The prerequisite is three years of high
s
hool mathemati
s, in
luding algebra, eu
lidean geometry, analyti
geometry, and (ideally) trigonometry. To prot from these notes, the student needn't
be a math genius or possess large doses of the
omputational fa
ilities that
al
ulus
ourses often sele
t for. But the student does need su
ient algebra
skills, study habits, energy, and genuine interest to
on
entrate an investment
in the material.
I have tried to put enough verbal exposition in these notes to make at
least portions of them readable outside of
lass. And I have tried to keep the
al
ulations short, tidy, and lightly notated, in the hope of rendering them
omprehensible stories that in
ur belief, rather than rituals to endure. To the
extent that the notes are readable, I hope to use
lasstime dis
ussing their
ontents rather than
onform to the model of the instru
tor trans
ribing a
le
ture onto the bla
kboard from whi
h the students trans
ribe it into their
notebooks in turn. The goal is that the students leave the
ourse not having
taken my word about the results, but feeling truly vis
erally that the results
are inevitable.
Exigen
ies di
tate that Math 111 simultaneously serve students who have
taken a
al
ulus
ourse already and students who haven't. These notes attempt to do so in two ways,
by rebalan
ing the weight of explanation between mathemati
al symbols
produ ts of algebra that one ould imagine naturally working out for oneself with some nudges in the right dire tion.
xii
Prefa e
The presentation is meant to defamiliarize
al
ulus for those who have seen it
already, by undoing any impression of the subje
t as te
hnology to use without
understanding, while making
al
ulus familiar to a wide range of readers, by
whi
h I mean
omprehensible in its underlying me
hanisms. Thus the notes
will pose dierent
hallenges to students with prior
al
ulus experien
e and to
students without it. For students in the rst group, the task is to
onsider the
subje
t anew rather than fall ba
k on invoking rote te
hniques. For students
with no prior
al
ulus, the task is to gain fa
ility with the te
hniques as well
as the ideas.
These notes address three subje
ts:
Integration. What is the area under a urve? More pre isely, what is a
Part of the
ompli
ation here is that area under a
urve and tangent line to
a
urve are geometri
notions, but we want to
al
ulate them using analyti
methods. Thus the interfa
e between geometry and analysis needs dis
ussion.
The basi
pedagogy is to let ideas emerge from
al
ulations. In su
ession,
these notes dene, integrate, and dierentiate
the rational power fun
tion, f(x) = x where is a rational number,
The integrals are
omputed without using the Fundamental Theorem of Cal
ulus. Integrating the power fun
tion leads to the idea that an integral is not
only an area, but more spe
i
ally an area that is well approximated from
below and from above by suitable sums of boxareas. Although the geometri
ally natural idea is to integrate nonnegativevalued fun
tions from a left
endpoint to a right endpoint, the logarithm leads to the idea of integrating a
fun
tion that
ould be negative between endpoints that need not be in order.
The logarithm also illustrates the idea of dening a fun
tion as an integral
and then studying its properties as su
h. Similarly, the exponential fun
tion
illustrates the idea of dening and then studying a fun
tion as the inverse of
another, and it suggests the idea of
hara
terizing a fun
tion by a dierential
equation.
Prefa e
xiii
With the power fun
tion, the logarithm, the exponential, and the
osine
and sine integrated and dierentiated, we then nd approximating polynomials for these fun
tions and estimate the a
ura
y of the approximations.
Essentially all of the program just sket
hed
an be
arried out
onvin
ingly (if not \fully rigorously") based on only one smallbutversatile pie
e of
te
hnology, the nite geometri
sum formula. This formula redu
es many area
al
ulations, limits of sums of many terms, to limits of quotients of two terms.
In fan
ier language, the formula redu
es integration to dierentiation. This
phenomenon is perhaps unsurprising sin
e the Fundamental Theorem of Cal
ulus says that integration and dierentiation are
losely related. But whereas
the Fundamental Theorem is often taught as a pro
edure that
ir
umvents
omputing integrals dire
tly, a goal of these notes is to see dierentiation
emerge repeatedly from a
tual integration. Students who learn to integrate
only by using the Fundamental Theorem risk gaining no real appre
iation for
what integration really is, an appre
iation worth having if only be
ause the
Fundamental Theorem is irrelevant to so mu
h integration in the real world.
Cal
ulus does at some point require the te
hni
al ma
hinery of limits.
These will be treated lightly after they are used informally. Cau
hy's magni
ent grammar deserves its due, but rst working informally with spe
i
examples is meant to help the reader tangibly appre
iate its e
onomy and
nesse.
The last two
hapters of these notes, on appli
ations of the derivative and
on the Fundamental Theorem of Cal
ulus, are traditional. In the footsteps
of so many before us, we will move ladders around
orners, drain
oni
al
swimming pools, and generate blizzards of antiderivatives.
These notes are based on a set of notes by Ray Mayer. The motivation for
reating a new set of notes was that when this proje
t began, the other set of
notes was not available in ele
troni
form. That situation has now
hanged,
and the reader of these notes is en
ouraged to look at Ray Mayer's notes as
well.
August 2007
Jerry Shurman
Reed College
Portland, OR
1
The Parabola
This
hapter uses the parabola to illustrate ideas from
al
ulus qui
kly and
informally. Se
tion 1.1
hara
terizes the parabola geometri
ally and algebrai
ally. Se
tion 1.2
omputes the area of the region between a parabola
and a
hord joining two of its points. The
omputation pro
eeds by systemati
ally lling the region with triangles, adding ever smaller triangles at ea
h
step. The individual triangleareas are
al
ulable, and the sum of the areas
after ea
h step takes a form that lets us determine the value to whi
h it tends
the more steps we
arry out. This value is the desired area. The paraboli
area
al
ulation is our rst example of integration, a fundamental pro
ess of
al
ulus. Se
tion 1.3
omputes the slope of a tangent line to the parabola,
rst by algebra and then again by geometry. Here the idea is that although
the tangent line passes through only one point of the parabola, we
an approximate it by se
ant lines that pass through two parabola points, and the
se
ant slopes are easy to understand. As the se
ond parabola point nears
the rst, the value tended to by the se
ant slopes is the tangent slope. The
paraboli
tangent slope
al
ulation is our rst example of dierentiation,
another fundamental pro
ess of
al
ulus. Se
tion 1.4 explains how tangent
slopes of parabolas
an be used to solve
ubi
equations (polynomial equations of third degree). It turns out that the solutions
an be
onstru
ted by a
paperfolding pro
ess, i.e., by origami.
1 The Parabola
y
F = (0, 1/4)
x
D : y = 1/4
Figure 1.1.
Consider also a point
alled the focus, set onequarter unit up the yaxis,
F = (0, 1/4).
(See gure 1.1.) The parabola is dened geometri
ally as the lo
us of all
points P that are equidistant from the dire
trix and from the fo
us,
PD = PF.
x
D
Figure 1.2.
PD2 = (y + 1/4)2 .
Also, the Pythagorean Theorem (exer
ise 1.1.1) says that the square of the
distan
e from P to the fo
us F is
PF2 = (y 1/4)2 + x2 .
PF2 = (y + 1/4)2 + x2 y.
The left sides of (1.1) and (1.2) are equal by the geometri
denition PD = PF
of the parabola. Therefore the right sides are equal, and so the geometri
ondition dening the parabola is exa
tly the algebrai
equation
(1.3)
y = x2 .
That is, the parabola is the graph of the squaring fun
tion f(x) = x2 . The
parabola is shown in gure 1.4.
y
x
y 1/4
(0, 1/4)
(x, y)
PF
x
Figure 1.3.
1 The Parabola
y
F
x
D
Figure 1.4.
The parabola
For any positive number r, suppose that instead the fo
us and the dire
trix
are
F : (x, y) =
0,
1
4r
D:y=
1
.
4r
x
~ = rx,
y
~ = ry.
1
= 1/4.
D:y
~ =r
4r
That is, in the (x~, y~ )
oordinate system, the fo
us and the dire
trix are ba
k
in their normalized positions where we have already studied them, and so the
equation of the parabola is
~ = x~2 .
y
Returning to the (x, y)
oordinate system, sin
e y~ = ry and x~ = rx, the
parabola with fo
us F = (0, 1/(4r)) and dire
trix D : y = 1/(4r) therefore
has equation ry = (rx)2 , or
y = rx2 .
x = ry2
des
ribes a parabola that opens to the right if r is positive, or to the left if r
is negative. More generally, the equations
y c = r(x b)2 ,
x b = r(y c)2
des
ribe parabolas that are shifted a horizontal distan
e b and a verti
al
distan
e c. For the rst of these, the fo
us and dire
trix are
1
b, c +
,
4r
D:y=c
1
,
4r
1
F = b+ ,c ,
4r
D:x=b
1
.
4r
F=
a2 + b2 = c2 ,
i.e., the square of the hypotenuse is the sum of the squares of the other
two sides. Explain why the shaded region in the right side of gure 1.5 is
a square. Then explain why the gure proves the theorem. (Your argument
should involve labeling some lengths and angles in the gure.)
1.1.2. What is the equation of the parabola with fo
us F = (1, 2) and dire
trix
D : x = 3?
1.1.3. Consider the parabola with equation
y = Ax2 + Bx + C,
A 6= 0.
2y + 2x = 0
des
ribes a parabola. What are its fo
us and its dire
trix? It may help to
onsider the
hange of variables
x+y
x
~= ,
2
y
~=
x + y
.
2
1 The Parabola
Figure 1.5.
y
~
x
~
Figure 1.6.
Let
a and b be numbers with a < b. Find the area between the parabola
y = x2 and its
hord from (a, a2 ) to (b, b2 ). (See gure 1.7.) Note that the
word area informally has two dierent meanings that
an easily blur together
in this
ontext. First, area means the shaded portion in gure 1.7, i.e., a
region. But se
ond, area means a number that somehow measures the planar
size of the region on a linear s
ale, despite the fa
t that the region itself lies
in the plane rather than on the line. For the parabola problem, we are ta
itly
assuming that indeed some number is the measure of the shaded region.
b
Figure 1.8.
The rst approximation to the region is a triangle with its left and right
verti
es above a and b and its middle vertex above the midpoint (a + b)/2.
This triangle
an be viewed as a large trapezoid with two smaller trapezoids
removed. (See gure 1.8.) In general, the area of a trapezoid of base B and
heights H1 and H2 is the base times the average of the heights,
Atrap = B
H1 + H2
.
2
1 The Parabola
The trapezoid that
ontains the triangle has base ba and heights a2 and b2 .
(These are the heights be
ause the points have x
oordinates a and b, and
they lie on the parabola y = x2 .) The left trapezoid underneath the triangle
has base (ba)/2 and heights a2 and (a+b)2 /4. (Re
all that the x
oordinate
of the third vertex is the average (a + b)/2.) The right trapezoid underneath
the triangle has the same base (b a)/2 as the left trapezoid, but heights
(a + b)2 /4 and b2 . It follows that the area of the triangle is
Atri
a2 + b2 b a a2 + 2(a + b)2 /4 + b2
= (b a)
,
2
2
2
(1.4)
1
(b a)3 .
8
(1.5)
So the area of the triangle in the left part of gure 1.8 is oneeighth of its
width
ubed. Now (1.5) allows us to make a
ru
ial observation:
The area of the triangle depends only on the width of the triangle.
That is, (1.5) shows that the area depends on the dieren
e b a but not on
a and b individually, so long as the x
oordinate of the third vertex is their
average (a + b)/2.
Exercise
1.2.1. Carry out the algebra that leads from (1.4) to (1.5).
1.2.3 Adding More Triangles
This observation that the area of a triangle ins
ribed in the parabola depends
only on the triangle's width, provided that the x
oordinate of its middle
vertex is the average of the x
oordinates of the left and right verti
es, says
that very dierentlooking triangles ins
ribed in the parabola will have the
same area.
In parti
ular, if we add two more triangles to ll in some of the missing
spa
e in the left part of gure 1.9, as shown in the right part of the gure,
then even though the two new triangles are not
ongruent, they have the same
area, oneeighth of their width
ubed. Sin
e their width is onehalf the width
of the rst triangle, their areas are oneeighth the area of the rst triangle,
Atri
1
=
8
ba
2
3
1
1
1
(b a)3 = Atri .
8
8
8
Adding the two new triangles, ea
h having oneeighth the area of the original
triangle, adds to the original area a new fa
tor of onequarter the original
area, making the total area of the three triangles
1
.
S2 = Atri + 2Atri
= Atri 1 +
4
We are
alling this quantity S2 sin
e it is the trianglearea sum after the
se
ond generation of adding triangles. Naturally, S1 is just Atri itself.
Figure 1.9.
Next add four more triangles, ea
h half as wide as the two just added.
(See gure 1.10. In the gure it is not at all visually suggestive to the author
of these notes that the four new triangles all have the same area, and it is
hard to tell the dieren
e between three of the four new triangles and the
paraboli
region that they partially ll.) Thus we add twi
e as many triangles
as at the previous step, ea
h with oneeighth the area of the ones added at
the previous step, so that the new
ontribution to the area is onefourth the
ontribution of the previous step, whi
h in turn was onefourth the area of
the original triangle. So after three generations of adding triangles, the area
of the seven triangles is
"
1
1+ +
4
2 #
1
.
4
By the same sort of reasoning (exer
ise 1.2.2), adding eight more triangles
gives fourthgeneration area
10
1 The Parabola
Figure 1.10.
"
1
1+ +
4
2 3 #
1
1
,
+
4
4
(1.6)
and so on. After n generations of adding triangles, ea
h step has added twi
e
as many triangles as the previous step, ea
h triangle having oneeighth the
area of those added at the previous step,
ontributing in total a quarter of
the previous
ontribution. That is, after n generations the area is
Sn = Atri
"
1
1+ +
4
n1 #
2
1
1
.
+ +
4
4
(1.7)
11
Exercise
1.2.2. Explain
arefully why equation (1.6) is
orre
t.
1.2.4 Archimedess Evaluation of a Sum
2 3
1
1
.
+
4
4
Also, the small, dark square in the upper left
orner has sides (1/2)4 and
hen
e area (1/4)4 . And the total area of the square is 1. Thus
"
2 3 # 4
3
1
1
1
1
1+ +
+
+
= 1,
4
4
4
4
4
and the geometri
argument has given a tidy form to the sum of the rst four
powers of onefourth,
1
1+ +
4
2 3
4
1
1
+
=
4
4
3
4 !
1
1
.
4
1
+
4
n
n1
2
4
1
1
1
1
.
+ +
=
4
4
3
4
(1.8)
Formulas (1.7) and (1.8)
ombine to show that after n generations of adding
triangles, the total area is
Sn = Atri
4
3
n
1
.
4
12
1 The Parabola
Figure 1.11.
As n grows very large, the triangles ll up the region whose area we want,
and so the limiting value of Sn is the region's area. But also, as n grows very
large, (1/4)n gets very
lose to 0, and so the limiting value of the area is
Slim = Atri
4
.
3
That is, the area between the parabola and the
hord is fourthirds times the
area of the rst ins
ribed triangle. This is how Ar
himedes formulated the
solution. Sin
e Atri = 81 (b a)3 , another formulation is
Slim =
1
(b a)3 .
6
(1.9)
The reasoning just given to obtain the boxed formulas for Slim
alls for
s
rutiny. To dis
uss what happens as n grows very large is not to say that any
nite number of triangles ll up the paraboli
region whose area we want, nor
is it to say that the areas of any nite number of triangles sum to 4Atri /3.
And we should be deeply skepti
al about treating \innity" as a number. A
more sophisti
ated formulation of what is being said is that by our
hoi
e of
onguration,
toward
exactly
13
the number 4Atri /3 is exactly the number that the sums of the
triangleareas tend toward rea
hing,
and that
as the triangles tend toward lling the paraboli
region, the sums
of the triangleareas must tend toward rea
hing the area of the
paraboli
region,
and therefore
4Atri /3.
This dis
ussion is not at all satisfa
tory. It will be rened over the
ourse of
these notes.
Exercises
1.2.3. As in the se
tion, let a and b be numbers with a < b. Find the area
under the parabola and above the xaxis from a to b by using formula (1.9)
1.2.4. Let n denote a positive integer. The larger n is, the
loser the quantity
1 + 1/n is to 0. Does this mean that the quantity tends to 0? Explain.
1.2.5. Raise some
riti
isms of the \more sophisti
ated formulation" given at
f(x) = x2 .
This is the fun
tion whose graph is the parabola. For any xed x, the quantity
s2 x 2
,
sx
s 6= x
14
1 The Parabola
parabola is a line through two parabola points, and a se
ant slope is the slope
of a se
ant line. For the interpretation of the dieren
equotient as a se
ant
slope, see gure 1.12. The problem is: To what value does the dieren
equotient (se
ant slope) tend as s tends to x? The limiting value is
alled, for
reasons to be explained soon, the tangent slope of the parabola at (x, x2 ).
y
sx
x
Figure 1.12.
What makes the problem subtle is that the numerator s2 x2 and the
denominator s x of the dieren
equotient both tend to 0 individually as s
tends to x. If instead they both tended to nonzero values then naturally we
would guess that the limiting value of the quotient exists, sin
e it should be
the quotient of the limiting values. But the fa
t that the numerator and the
denominator both tend to 0, and the fa
t that the quotient 0/0 is undened
(this point will be dis
ussed in
hapter 2) doesn't pre
lude the possibility
that the dieren
equotient tends to some well dened value. The issue is
that determining the value will require a little analysis.
1.3.2 The Calculation Algebraically and Geometrically
for s 6= x.
tends to 2x as s tends to x.
15
(This distan
e is the gray portion of the yaxis in gure 1.13.) On the other
hand, moving from (x, x2 ) along the tangent line to the point with rst
oordinate s
hanges the verti
al
oordinate by
m(s x),
for all s.
That is, the tangent slope to the parabola y = x2 at the point (x, x2 ) is 2x,
as we already
omputed above.
16
1 The Parabola
y
m(s x)
x
Figure 1.13.
Note the dieren
es between the two ways of
omputing the tangent slope
of the parabola. The
al
ulus argument is very qui
k, and it tells us the
answer, but it relies on the nebulous notion of tends to. By
ontrast, the
geometri
argument stands on rmer footing, but it requires us to know the
answer somehow and then verify it.
Exercise
1.3.1. (a) Make a rough sket
h of the
ubi
urve y = x3 . Your sket
h should
show that the
urve is
onvex (bends up) for x > 0, is
on
ave (bends down)
for x < 0, and in
e
ts at x = 0.
(b) Here is a geometri
argument similar to the one just given for the
paraboli
urve y = x2 , but for the
ubi
urve instead. Let x be xed, and
onsider the tangent line to the
ubi
urve at (x, x3 ). For any value s,
moving along the
urve to (s, s3 )
hanges the verti
al
oordinate by s3 x3 ,
and moving along the tangent line to the point with rst
oordinate s
hanges the verti
al
oordinate by m(s x), where m is the tangent slope.
We want to nd m in terms of x. By a little algebra, the dieren
e
between the two height
hanges is
s3 x3 m(s x) = (s x)(s2 + sx + x2 m).
17
(1.10)
Re
all that the quadrature of the parabola began with an ins
ribed triangle,
its left vertex at (x, y) = (a, a2 ) and its right vertex at (x, y) = (b, b2 ). (The
triangle is shown in the left parts of gure 1.8 and gure 1.9, and it is the
large triangle in gure 1.10see pages 7, 9, and 10.) The slope of the paraboli
se
ant
hord between these two verti
es is
slope between the left and right verti
es =
b2 a 2
= a + b.
ba
Re
all also that the triangle's third vertex has x
oordinate (a + b)/2. By our
formula that the tangent slope to the parabola at any point (x, x2 ) is 2x, we
have in parti
ular (sin
e 2 (a + b)/2 = a + b),
tangent slope to the parabola at the third vertex = a + b.
That is, the ins
ribed triangle now has a geometri
hara
terization: The
middle vertex is the point where the tangent line to the parabola is parallel
to the line through the left and right verti
es. (See gure 1.14.) And in fa
t
this
hara
terization applies to all of the triangles in the quadrature of the
parabola.
Exercise
1.3.2. Let a and b be real numbers with a < b. Consider two points on the
parabola, P = (a, a2) and Q = (b, b2 ). For any number c between a and b,
onsider also a third point on the parabola, R = (c, c2 ). Thus the ins
ribed
triangle used by Ar
himedes for the quadrature of the parabola o
urs when
in parti
ular c is the average (a + b)/2. Give a geometri
argument that of
18
1 The Parabola
Figure 1.14.
all triangles PQR where P and Q are the xed points just mentioned, and R
is some third point between them on the parabola, Ar
himedes
hose the
triangle of greatest area, i.e., the triangle that lls as mu
h as possible of the
region between the parabola and the
hord PQ. (Hint: Trianglearea is onehalf of base times height. View PQ is the
ommon base of all the triangles
in question. The tangent line to the parabola at Ar
himedes's
hoi
e of R
lies below the parabola ex
ept at R, and the se
tion has explained that this
tangent line is parallel to the
hord PQ. Your argument should be based on
these ideas and make no referen
e to the (x, y)
oordinate system.)
1.3.4 The Reflection Property of the Parabola
Let
P = (x, x2 )
Consider the point verti
ally above P, also at distan
e x2 + 1/4 from P,
Q = (x, 2x2 + 1/4)
(see gure 1.15). The slope from F to Q is the y
oordinate dieren
e divided
by the x
oordinate dieren
e,
19
Figure 1.15.
m=
Equal angles
Figure 1.16.
Exercise
1.3.3. Explain why the four angles in gure 1.15 are equal.
20
1 The Parabola
Eu
lidean
onstru
tions are
arried out with the geometri
tools of antiquity: straightedge and
ompass. It is known that viewed as algebrai
methods,
Eu
lidean
onstru
tions solve linear and quadrati
equations but fail at
ubi
s. By
ontrast, origami (paperfolding) has the
apa
ity to solve
ubi
equations. The key idea is to use the
ommon tangents to two parabolas. In
fa
t, origami
onstru
ts
ommon tangents to parabolas using only the parabolas's fo
i and dire
tri
es, not the parabolas themselves. Thus origami use only
points and lines, not the
urved parabolas. This se
tion dis
usses these ideas
very brie
y.
1.4.1 Origami Folds
F
P
Figure 1.17.
21
needn't exist at all:
onsider the
ase when one parabola lies entirely inside
the other.)
Exercises
1.4.1. Explain why folding a given point F onto any point Q of a line D
onstru
ts a tangent to the parabola P having F and D as its fo
us and
dire trix.
1.4.2. (a) Mark a pie
e of paper with a fo
uspoint F and a dire
trixline D.
Fold F onto various points Q of D. How many folds does it take before you
an see the parabola PD = PF
learly?
(b) Mark a pie
e of paper with two fo
uspoints F1 and F2 , and with
two dire
trixlines D1 and D2 . Fold F1 onto D1 enough times that you see
the parabola PD1 = PF1
learly, and then do the same for the parabola
PD2 = PF2 . If possible, fold F1 onto D1 and F2 onto D2 simultaneously to see
x2 = 4y.
(1.11)
That is, after a
hange of variables, P1 has the normalized parabola equation
but with the roles of the two variable reversed. Let p1 = (x1 , y1 ) be a point
on P1 , and let T1 denote the tangent line to P1 at p1 . In (x, y)
oordinates,
the tangent slope of P1 at p1 is the ratio
m1 =
y
x
~ c)
(y
(x
~/(4d) + b)
along T1 .
22
1 The Parabola
4d
2d
= .
2y
~1
y
~1
2d
.
y1 + c
(1.12)
Now suppose that a line through the point (x1 , y1 ) on the rst parabola
and the point (x2 , y2 ) on the se
ond parabola is tangent to both parabolas.
Let m denote the slope of this
ommon tangent. Sin
e the points are on the
respe
tive parabolas, and sin
e the line is tangent to both parabolas, we have
the relations
(y1 + c)2 = 4d(x1 b),
y1 + c = 2d/m
x22
by (1.12),
= 4y2 ,
x2 = 2m
by (1.13).
Substitute the se
ond relation into the rst and substitute the fourth relation
into the third to get expressions for x1 , y1 , x2 , and y2 in terms of m,
x1 = d/m2 + b,
y1 = 2d/m c,
y2 = m2 ,
x2 = 2m.
23
But sin
e the line passes through the points (x1 , y1 ) and (x2 , y2 ), and its
slope is m, also
m(x1 x2 ) = y1 y2 .
In this last relation, repla
e the x's and the y's by their expressions in terms
of m to get
m
d
+ b + 2m
m2
2d
c + m2 .
m
d + bm2 + 2m3 = 2d cm + m3 ,
or, nally,
m3 + bm2 + cm + d = 0.
d 6= 0,
and
P2 : x2 = 4y
with roots 2, 1, and 1. For more about mathemati
al origami, see the text
by Thomas Hull, or see his web site.
Exercises
1.4.3. Establish equality (1.13).
1.4.4. Choose a
ubi
equation and fold its roots.
24
1 The Parabola
6
slope 2
4
P1
6
4
2
slope 1
slope 1
2
4
P2
6
Figure 1.18.
1.5 Summary
Most of the work with the parabola in this
hapter was geometri
or algebrai
.
What gives the material aspe
ts of
al
ulus as well is that we determined
the pre
ise values that approximations tended to as they be
ame ever more
a
urate. However, the entities involved in the
al
ulations, and the reasoning
about them, require
loser s
rutiny. The
al
ulus that we have done so far is
only provisional.
2
The Rational Power Function
for x > 0,
26
2.1 Preliminaries
2.1.1 Assumptions About the Number System
numbers.
The assumed real number system has properties that should be familiar.
Spe
i
ally:
numbers are real, but not all real numbers are rational.
rst one given is the lesser, or the two are equal, or the rst one given is
the greater. In parti
ular, the positive real numbers are the ones that are
greater than 0, and the negative real numbers are the ones that are less
than 0.
The real numbers
an be interpreted as the points of a line. By
onvention, greater numbers are lo
ated to the right of lesser ones. Under this
interpretation, the rational numbers are only some of the points of a line,
and the rest of the real numbers somehow ll the holes. Any segment of the
line having positive length
ontains both rational and irrational numbers.
Here are some
omments about these assumptions. Ea
h point re
eiving a
omment is rst repeated in itali
s.
We assume that there is a system of real numbers. This assumption does
not say what a real number is. Nor does the mere a
t of using the word real
ause anything to exist. In fa
t, the notion of the real number system has been
understood in dierent ways at dierent times, and the
urrent orthodoxy may
well no longer be a
epted a generation from now. These matters are beyond
the s
ope of this
ourse.
2.1 Preliminaries
27
rational number has innitely many names. The usual
hoi
e of name for a
rational number is the one where p and q are in lowest terms (i.e., they have
no
ommon fa
tor greater than 1) and q is positivefor example, 5/3 rather
than 15/(9).
Not all real numbers are rational. The standard example of an irrational
number is the square root of 2. The argument is that if the square root of 2
takes the form p/q then p2 /q2 = 2, and so p2 = 2q2 . But p and q ea
h
take the form of a power of 2 times an odd number (i.e., p = 2e p~ where p~
is odd, and q = 2f q~ where q~ is odd), so p2 and q2 ea
h take the form of an
even power of 2 times an odd number (i.e., p2 = 22e p~2 and p~2 is odd, and
q2 = 22f q
~ 2 and q~ 2 is odd), so p2 is divisible by an even number of 2's while
2
2q is divisible by an odd number of 2's. Therefore p2
an't equal 2q2 , and
the assumption that the square root of 2 takes the form p/q is untenable.
However, this argument relies on a ta
it assumption that an integer fa
tors
in only one way as a power of 2 times an odd number. The ta
it assumption
is true, but its proof takes a nontrivial eort.
Subje
t to the usual rules of algebra. The re
ipro
al of a sum is not the sum
of the re
ipro
als:
In general,
1
a+b
is not
1
1
+ .
a b
often put forward as somehow being natural and not
ontradi
ting this
se
ond explanation.
But a third explanation shows that any denition of 0/0 leads qui
kly to
nonsense. The general rule for adding fra
tions is
ad + bc
a c
+ =
,
b d
bd
28
Subtra
t 0/0 from both sides to get a/1 = 0, i.e., a = 0. That is, if 0/0 is
dened then all numbers must be 0.
Truly, division by 0 is a bad idea, even when the numerator is 0 as well.
Innity is not a real number. There exist extensions of the real number
system that
ontain the symbols and and rules su
h as a + =
and a = for all nite numbers a. But these extensions
ompromise
the integrity of the original system's algebra, requiring vigilan
e for
ases and
leaving new operations undened, su
h as . In this
ontext, note that
the equality a/b + 0/0 = 0/0 from the previous
omment suggests that
or rather than 0 or 1 might be a plausible denition of 0/0. Predi
tably,
either of these denitions leads to its own set of problems.
In fa
t, our assumptions so far about the real number system are inadequate for
al
ulus. The pro
ess of working through
al
ulus examples will
illustrate the various additional assumptions that the subje
t requires.
Exercises
2.1.1. Argue similarly to the text that the square root of 3 is irrational. Why
doesn't the argument apply to the square root of 4? In general, for what
positive integers n is the square root of n rational?
2.1.2. Are there numbers a and b for whi
h is it true that \by a
ident"
1/(a + b) does equal 1/a + 1/b?
2.1.2 The Finite Geometric Sum Formula
For any real number r 6= 1 and any positive integer n, the sum of the rst
onse
utive n powers of r (starting at the 0th power r0 = 1) is
1 + r + r2 + + rn1 =
rn 1
.
r1
This formula is the nite geometri
sum formula. It redu
es a sum of many
terms to a quotient of two terms. The quantity whose powers we are summing
is denoted r be
ause it is the ratio of ea
h pair of
onse
utive terms: 1 and r,
r and r2 , and so on. When
onvenient (espe
ially when 1 < r < 1, i.e., when
1 is larger in magnitude than r and its powers), we make the numerator and
the denominator of the fra
tion positive by writing instead
29
1 rn
.
1r
The two ways of writing the nite geometri
sum formula have the exa
t same
ontent. To prove the formula, we may verify instead that the left side times
the right side denominator equals the right side numerator,
(1 + r + r2 + + rn1 )(1 r) = 1 rn ,
(2.1)
and this follows (exer
ise 2.1.3) from multiplying out the left side of (2.1).
Exercises
2.1.3. Verify formula (2.1) by multiplying out its left side.
2.1.4. Use an appropriate
hoi
e of r to show that the nite geometri
sum
= the integers,
All of the symbols just introdu
ed are names of sets. Set means
olle
tion of
elements. We take the notion of a set as something that will be
omprehensible in our
ontext. In fa
t set theory leads to slippery issues very qui
kly
(see exer
ise 2.2.1), but what matters to us here is that the paradigm and the
notation of set theory are tremendously helpful for organizing one's thoughts
in the pro
ess of doing mathemati
s.
Also, the following symbol is ubiquitous in mathemati
s:
\" means in or is in or is an element of.
And similarly,
\/ " means not in or is not in or is not an element of.
30
The symbolstring \x " is easy enough to write down, but it is only notation.
x1 = 1 x,
In general for a nonzero real number t, 1/t denotes the multipli
ative inverse
of t, i.e., the number whose produ
t with t equals 1. Thus the display says
that if is a negative integer, so that is a positive integer and we understand x for any positive real number x, then x is the number whose
produ
t with x is 1. For example, for any x R>0 , x3 = 1/x3 is the
number that when multiplied by x3 gives 1; here = 3 and = 3.
31
for 1/ Z1 .
That is,
x1/n = the unique positive number y su
h that yn = x
for n Z1 .
For the justdisplayed denition of x1/n to make sense, there must be at least
one suitable y, and there must be at most one su
h y. For now we assume
that these
onditions do hold, so that indeed a unique y exists, making the
denition sensible. This y is
alled the positive nth root of x. For example,
x1/2 is the unique positive number y su
h that y2 = x, i.e., x1/2 is the
positive square root of x. Thus 41/2 unambiguously means 2, even though 2
also squares to 4. The denition of x1/n as the unique positive nth root of x
relies on an assumption about the real number system beyond those that we
have already made:
Every positive real number has a unique positive nth root for any
positive integer n.
To nish dening the rational power fun
tion, let = p/q be any rational
number whatsoever, where p is an integer and q is a positive integer. Dene
for any positive real number x,
x = (x1/q )p
for = p/q Q, p Z , q Z1 .
One an show (see exer ise 2.2.2 for a partial proof) that if also = p /q
(x ) = x = (x ) ,
x y = (xy) .
One
an show that the laws of exponents for rational powers are
onsequen
es
of our denition of raising a positive real number to a rational power. However, sin
e doing so is an exer
ise in Math 112, we omit it here. It is worth
appre
iating that the laws of exponents are uniform, i.e., even though the
denition of the power fun
tion pro
eeded by
ases, the laws of exponents
work the same way regardless of whether ea
h of and is a nonnegative
32
Later in these notes, we will dene the power fun
tion for an arbitrary
real exponent , i.e., the exponent will no longer be restri
ted to rational
values.
The last point to be made in this se
tion is that
ertain parti
ular power
fun
tions will arise frequently through these notes, and so the reader should
learn to re
ognize them:
f1 (x) = x,
f1 (x) = 1/x.
33
Similarly, the reader should be qui
kly able to re
ognize f2 as the squaring
fun
tion, f1/2 as the square root fun
tion, and so on.
Exercises
2.2.1. Let S be the set whose elements are the sets that do not
ontain themselves as an element. Does the set S
ontain itself as an element?
2.2.2. Suppose that a positive rational number takes the forms = p/q
and = p /q where p, p , q, q Z1 . Let x be a positive real number. We
(x1/q )p = (x1/q )p .
(x1/q )p
qq
= (x1/q )p
.
Explain.
(b) Without quoting the laws of exponents, explain why the denition of
raising a real number to a positive integer exponent and then the denition
of raising a real number to the re
ipro
al of a positive integer imply that
(x1/q )p
and similarly
(x1/q )p
pq
= (x1/q )p
p q
= xp q .
= (x1/q )q
(
) Explain why the quantities on the right sides of the two displays in
part (b) are equal. This
ompletes the argument.
2.2.3. Let x be a positive real number, and let and be rational numbers.
The symbolstring
x
has two plausible interpretations. Explain. Show by example that the two
interpretations
an give dierent values. Whi
h interpretation is the preferred
one? Why?
34
A fun
tion f is
alled strictly increasing if for any two inputvalues s and t
with t > s, also f(t) > f(s); that is, larger inputvalues yield larger outputvalues. Equivalently, f is stri
tly in
reasing if for any distin
t inputvalues s
and t (distin
t means that s 6= t), the inputdieren
e t s and the outputdieren
e f(t) f(s) have the same sign. Similarly, f is strictly decreasing
if for any distin
t inputvalues s and t, the inputdieren
e t s and the
outputdieren
e f(t) f(s) have opposite signs. Visually, the idea is that the
graph of a stri
tly in
reasing fun
tion is higher in the ydire
tion over xvalues
that are farther to the right, and similarly for stri
tly de
reasing fun
tions.
We now show that
The power fun
tion f for any rational number is stri
tly in
reasing if is positive and stri
tly de
reasing if is negative.
Having a
omputer plot various power fun
tions demonstrates the result visually, but showing it symboli
ally is a signi
ant intelle
tual improvement over
taking
omputer gures as Godgiven. To show the fa
t, we need to
ompare
the signs of an inputdieren
e t s and the
orresponding outputdieren
e
f (t) f (s).
This rst step of the argument is to
ompute for any positive real numbers
s and t, and any positive integer n (using the laws of exponents and the nite
geometri
sum formula),
tn sn = sn ((t/s)n 1)
= sn ((t/s) 1)(1 + (t/s) + (t/s)2 + + (t/s)n1 )
= (t s)s
n1
n1
(2.2)
).
In the last line of (2.2), sn1 and the sum are both positive, and so the
omputation has shown that
tn sn and t s have the same sign for s, t R>0 , n Z1 .
(2.3)
Also, (2.3) with 1/s in pla
e of s, 1/t in pla
e of t, and n in pla
e of n says
that
(1/t)n (1/s)n and 1/t 1/s have the same sign.
35
To study how the sign of 1/t 1/s relates to the sign of t s, suppose
rst that 1/t > 1/s. Multiplying the inequality by the positive quantity st
preserves its dire
tion, giving s > t. Similarly, if 1/t < 1/s then s < t. That
is,
1/t 1/s and t s have the opposite signs.
And so, putting the last three displays together gives
tn sn and t s have opposite signs for s, t R>0 , n Z1 .
(2.4)
1/q
1/q
have
That is:
The rational power fun
tion f (x) is
In the remaining
ase = 0, the power fun
tion f0 (x) is the
onstant fun
tion 1.
Exercise
2.2.4. (a) Continue the
al
ulation (2.2) in the text to establish a slight gen
(2.5)
36
4
f(x) = x2/3
8
Figure 2.1.
Re
all that we believe that raising any real number between 1 and 8 to
the twothirds power is a meaningful thing to do. Spe
i
ally, it is understood
to mean taking the
ube root and then squaring. Squaring a number is non
ontroversial, sin
e it is a spe
ial
ase of multiplying two numbers, something
that we have assumed we
an do. Taking
ube rootsand taking nth roots
in generalis not part of basi
algebra, but it has been appended to the list
of things that we assume we may take for granted.
As with the quadrature of the parabola, a ta
it assumption in our new
problem that
an easily pass unnoti
ed is the assumption that indeed there
is an areanumber to be found.
2.3.2 Intuitive Vocabulary
37
Yes, these terms are too qualitative to be mathemati
ally pre
ise. So the language will need to be understood from
ontext. The point is that being able
to tra
k the qualitative sizes of various quantities fa
ilitates insight into the
omputations of
al
ulus. Impre
ision is not a
eptable mathemati
al methodology, but pre
ision is guided by insight. Furthermore,
omplete pre
ision is
virtually never attainable, and it is not the goal in and of itself. Pre
ision and
insight
omplement ea
h other in strengthening our understanding.
2.3.3 The Idea to be Demonstrated
are the intermediate small numbers that generate a nal mediumsized one.
The endresults of
al
ulus
on
eal the intermediate steps in whi
h the
large and the small are manipulated to obtain a mediumsized answer. Operationally the
on
ealment is a
onvenien
e sin
e the
al
ulations are detailed,
but in pra
ti
e it means that students often learn to apply
al
ulus me
hani
ally, substituting values into its formulas, without appre
iating its nesse. A
goal of this set of notes is that students do gain some sense of these matters.
In some situations, rules about numbers are plausibly obvious, but for
other s
enarios there are no rules. For the following dis
ussion, re
all that our
informal taxonomy of large, small, and mediumsized applies only to positive
numbers.
(Situations with plausible rules.) The sum of two large numbers is a large
number. Similarly for two mediumsized numbers and for two small numbers. The sum of a large number and any other positive number is again
large. The sum of a mediumsized number and a small number is again
mediumsized. The produ
t of a small number and a mediumsized number is small. The produ
t of a mediumsized number and a large number
is large. And so on.
These rules are plausible only at the level of intuition sin
e (again) the
terms large, small, and mediumsized are impre
ise. To illustrate the
impre
ision, if the sum of two small numbers is again small, then the sum
of three numbers should be small too, sin
e the sum of the rst two small
38
numbers is small and then the threefold sum is the sum of the small twofold
sum and the small third number. But by iterating this reasoning, the sum
of a thousand small numbers is small, or a million, and the intuition is
no longer valid. The intuition of
al
ulus is fragile be
ause the a
tual
al
ulations
an be deli
ate.
(A situation with no rule.) The sum of many small numbers
an be large,
mediumsized, or small. For example,
101000 + 101000 + + 101000 (102000 times) = 101000 ,
while
101000 + 101000 + + 101000 (101000 times) = 1,
and
101000 + 101000 + + 101000 (10500 times) = 10500 .
Thus although this bullet says that we do not know in general how su
h
sums behave, the ones that arise in
al
ulus from reasonable situations
will behave well in the sense of produ
ing mediumsized answers as they
should. We have already seen an example of this in
hapter 1, where the
nite geometri
sum
1
1+ +
4
n
n1
2
4
1
1
1
1
.
+ +
=
4
4
3
4
visibly tends to 4/3 when we add more and more terms by letting n grow.
situation with no rule.) The quotient of two small numbers
an be large, or mediumsized, or small. Indeed, the
al
ulations
(Another
10500
= 10500 ,
101000
provide examples.
101000
= 1,
101000
101000
= 10500
10500
39
derivative,
This bullet says that su
h quotients
an behave wildly, but again the ones
that arise in
al
ulus from reasonable situations will produ
e mediumsized
answers. We have already seen an example of this in
hapter 1, where the
dieren
equotient
s2 x 2
,
sx
s 6= x
is a ratio of terms that both grow small as s tends to x, but sin
e the
dieren
equotient is also s + x, it is mediumsized, and it visibly tends
to 2x as s tends to x.
(Notreallyanother situation with no rule.) The produ
t of a small number and a large number
ould be small, mediumsized, or large. This is
nothing new be
ause the produ
t
an be interpreted as a quotient of two
small numbers, or as the quotient of two large numbers. Spe
i
ally, if a is
small and b is large then the re
ipro
als a1 and b1 are large and small,
and ab = a/b1 = b/a1 .
To repeat, an intuitive understanding of
al
ulus is an understanding of how
to
ompute mediumsized quantities using very large and very small numbers
orre
tly en route. The intermediate steps will require
are sin
e their
workings are not immediately transparent to our intuition.
Exercise
2.3.1. Des
ribe more situations with plausible rules.
2.3.4 The Problem Again, and the Pending Calculation
Re
all the problem: Find the area under the graph of the fun
tion
f(x) = x2/3
40
4
f(x) = x2/3
8
Figure 2.2.
The boxes do not all have the same width, but their widths seem to be
regular in some way, and be
ause the graph of the heightdetermining fun
tion f(x) = x2/3 is also regular, the boxareas appear regular in turn. The
visual regularity of the boxwidths and boxareas will soon be explained
symboli
ally.
Figure 2.2 shows twenty boxes in parti
ular, but the idea is to
al
ulate
for n boxes where n is a generalpurpose symbol, and then at the end
of the
al
ulation, let n grow very large. Although rightmore boxes are
wider, if n in
reases enough then plausibly even the rightmost box will
grow narrow, and so the boxes will tend toward lling all of the region
under the graph.
We will obtain a formula for the sum of the boxareas. Initially, the formula
will be a sum of many small numbers, and so its nature will be un
lear.
But patient
al
ulation will manipulate the formula into an expression that
involves only mediumsized numbers, making it easy to understand. Only
then will we let the number of boxes grow very large and see to what number
the sum of their areas tends.
2.3.5 Tools To Be Used
The laws of exponents. Again, these state that for any positive real num
(x ) = x = (x ) ,
x y = (xy) .
The nite geometri
sum formula. Again, the formula is that for any
real number r 6= 1 and any positive integer n,
1 + r + r2 + + rn1 =
rn 1
,
r1
1 + r + r2 + + rn1 =
1 rn
.
1r
or
41
We return to the problem of nding the area under the graph of the fun
tion
f(x) = x2/3 from x = 1 to x = 8. Again see gure 2.2. Throughout the
following
al
ulation, one fundamental quantity is driving everything else:
The number of boxes is n.
Thus
n is large.
As already explained, the gure shows twenty boxes but the idea is to
al
ulate
for a generi
number of boxes, and then only after the
al
ulation yields its
result, the number of boxes will then grow very large. Make the following
denition:
The rst partition point is s = 81/n .
That is, the rst partition point s is a real numberdependent on the number
of boxesthat is greater than 1. In gure 2.2, s is the right endpoint of the
base of the leftmost box. To rephrase the denition:
The rst partition point is the positive number s su
h that sn = 8.
42
..
.
xn1 = sn1 ,
xn = sn = 8.
1 = s0 s1s2
si1 si
Figure 2.3.
sn1
sn = 8
A geometri partition
Exercise
2.3.2. This exer
ise quanties the assertion that if s = 81/n then s1 is small
when n is large. More generally, let b be any real number greater than 1, and
let s = b1/n . Here b is xed but the positive integer n varies.
43
( ) Explain why
b1
.
1 + s + + + sn1
s2
s1<
b1
,
n
..
.
That is:
The intervals are Ii = the xaxis from xi1 to xi for i = 1, , n.
Their widths are
x1 = x1 x0 = s 1,
x2 = x2 x1 = s2 s = (s 1)s,
x3 = x3 x2 = s3 s2 = (s 1)s2 ,
..
.
xn = xn xn1 = sn sn1 = (s 1)sn1 ,
That is:
The intervalwidths are xi = (s 1)si1 for i = 1, , n.
Thus the ith intervalwidth is the produ
t of the small number s 1 with
a mediumsized number si1 . This symboli
regularity in the formula for
44
The base of the ith box is xi . The height of the ith box is the value of the
fun
tion f(x) = x2/3 at the left endpoint of the ith interval,
2/3
for i = 1, , n.
for i = 1, , n.
And so:
The inner boxareas are (s 1)(s5/3 )i1 for i = 1, , n.
Thus the ith boxarea is the produ
t of the small number s1 with a mediumsized number (s5/3 )i1 . As with the intervalwidths, the symboli
regularity
in the formula for the inner boxareas
orresponds to the geometri
regularity
of the areas in gure 2.2.
2.3.9 The Sum of the Inner BoxAreas
Re
all that we have n boxes and that s = 81/n . The sum of the inner boxareas
is
i
h
Sn = (s 1) (s5/3 )0 + (s5/3 )1 + (s5/3 )2 + + (s5/3 )n1
i
h
= (s 1) 1 + (s5/3 ) + (s5/3 )2 + + (s5/3 )n1 .
45
of inner boxareas to a nite geometri
sum. Spe
i
ally, the sum in square
bra
kets is a nite geometri
sum with ratio r = s5/3 , and so by the nite
geometri
sum formula,
Sn = (s 1)
(s5/3 )n 1
.
s5/3 1
So we have
ollapsed the sum, with its many terms, to a quotient of only
two terms. But still the fa
tor s 1 out front is small, as is the denominator
s5/3 1 of the fra
tion. On the other hand, the numerator is 31, sin
e sn = 8
and so (s5/3 )n = (sn )5/3 = 85/3 = 32. After rearranging, the sum of the inner
boxareas is
s1
, s = 81/n .
Sn = 31 5/3
(2.6)
s
The 31 is quintessentially mediumsized, but the numerator and the denominator of the fra
tion are both small.
We make a substitution to eliminate the fra
tional exponent 5/3 from our
expression for Sn . Let
s~ = s1/3 = 21/n .
So s~ is slightly bigger than 1. That is,
~s 1 is small.
The sum of the inner boxareas is now
Sn = 31
whi h rewrites as
s~3 1
,
~s5 1
s~3 1
s~ 1
,
Sn = 31 5
s~ 1
s~ 1
s~ = 21/n ,
s~ = 21/n .
Rewriting Sn this way may not seem to help matters, sin
e s~3 1, ~s 1, and
s~2 1 are all small. But it sets up the nite geometri
sum formula twi
e
more (sin
e s~ 6= 1), expanding sums now rather than
ollapsing them:
The inner boxarea sum is Sn = 31
1 + s~ + ~
s2
,
1 + s~ + ~
s2 + ~
s3 + ~
s4
s~ = 21/n .
And sin
e s~ is
lose to 1, the numerator and the denominator of the fra
tion
are now mediumsized. Our pres
ient
hoi
e to use the geometri
partition,
and then our patient eort of
deriving a long geometri
sum,
46
ollapsing it to a quotient,
rearranging the quotient,
and nally expanding two short geometri
sums in the numerator and the
have eliminated all large or small numbers from the formula for the sum of
the boxareas.
2.3.10 The Limiting Value
Sin
e the boxes are lling up the region under this
urve, this number must
be the area. And indeed, it is slightly larger than the original underestimate
of 17.5. Summarizing,
The area under the graph of f(x) = x2/3 from x = 1 to x = 8 is 18.6.
Or, introdu
ing some notation,
Z8
f = 18.6
That is, the integral sign \ " is simply shorthand for the area under the
graph.
This is
al
ulus.
Exercises
2.3.3. Show that in a
al
ulation similar to the one in the se
tion but using
outer boxes rather than inner boxes gives the following result:
The ith outer boxarea is s2/3 times the ith inner boxarea, i = 1, , n.
Therefore the sum of the outer boxareas is s2/3 times the sum of the inner
boxareas. To what value does s2/3 tend as the number n of boxes grows? To
what value does the sum of the outer boxareas
onsequently tend?
47
1
f(x) = x1/4
16
Figure 2.4.
2.3.4. Find the area under the graph of the fun
tion f(x) = x1/4 = 1/x1/4
from x = 1 to x = 16, using outer boxes. (See gure 2.4. Here the power
fun
tion f = f is stri
tly de
reasing be
ause = 1/4 is negative.) Your
2.3.5. Find the area under the graph of the fun
tion f(x) = x7/4 from
x = 1 to x = 16. (For this fun
tion, the pi
ture still looks qualitatively
like gure 2.4 be
ause of the negative exponent, but the algebra involves a
new wrinkle: your
al
ulations should lead you to an expression involving the
quantity 1/(s3/4 1), dierent from the example in the se
tion and from
the previous exer
ise be
ause of the negative exponent. However, note that
1
s3/4
s3/4
,
1
s3/4
Re all that for any rational number , the th power fun tion is denoted f ,
48
The problem is: For any x > 0, nd the limiting value of the dieren e
quotient
as
f (s) f (x)
sx
in the display is the dieren
e of the outputvalues of the power fun
tion f
at an input s 6= x and at x itself, and the denominator is the dieren
e of the
orresponding inputvalues s and x.
2.4.2 The Calculation
Consider the spe
ial
ase that is a nonnegative integer. Let s R>0 be a
positive number other than 1. Re
all the nite geometri
sum formula, but
with the r in the formula being the s here,
s 1
= 1 + s + s2 + + s1 ,
s1
s 6= 1.
f (s) f (1)
s1
as s tends to 1 is .
This formula is useful be
ause (1/x) is a positive integer power, the sort of
thing that we analyzed a moment ago. The idea now is to redu
e the behavior
of the negative integer power to that of the positive integer power. By the
previous display and a little algebra,
49
s 1
1 (1/s) 1
=
s1
s
1/s 1
t 1
= t
where t = 1/s, s 6= 1.
t1
If s tends to 1 then so does t. Thus the t on the right side of the previous
display tends to 1 as s tends to 1. The fra
tion on the right side of the
display tends to by the previous
al
ulation. So the entire right side tends
to (1)() = . That is, the boxed result has been extended to all integers:
For Z , the limiting value of
f (s) f (1)
s1
as s tends to 1 is .
Now let = p/q where p and q are integers with q nonzero. Then
s = (s1/q )p
Consequently,
s 1
(s1/q )p 1 s1/q 1
=
s1
s1
s1/q 1
tp 1 t 1
where t = s1/q , s 6= 1.
=
t 1 tq 1
f (s) f (1)
s1
as s tends to 1 is .
If s tends to x then t tends to 1, and so the quotient on the right side of the
previous display tends to . The boxed result has been extended from x = 1
to any positive real number x R>0 :
For Q, the limiting value of
f (s) f (x)
sx
as s tends to x is x1 .
50
This
ompletes the argument. Again introdu
ing some notation, the
on
lusion is
For Q, f = f1 .
That is, the prime is simply shorthand for the limiting value of dieren equotients.
Note that when = 2, we re
over the formula for the tangent slope of
the parabola: the derivative of the squaring fun
tion f2 (x) = x2 for all x > 0
is the fun
tion 2f1 (x) = 2x for all x > 0. Similarly, the derivative of the
identity fun
tion f1 (x) = x for all x > 0 is the
onstant fun
tion f0 (x) = 1 for
all x > 0, and the derivative of the
onstant fun
tion f0 (x) = 1 for all x > 0 is
the
onstant fun
tion 0f1 (x) = 0 for all x > 0. The reader should understand
these last two fa
ts in terms of tangent slopes (exer
ise 2.4.3).
Exercises
of studying the limiting value of quotients of two small terms. Spe
i
ally,
omputing the area under the graph of the power fun
tion
f2/3 (x) = x2/3
s = 81/n .
Here Sn is the sum of the inner boxareas for n boxes, and the question was
to what value Sn tends as the number n of boxes grows.
51
as s tends to 1 is 5/3,
and so now we
an nish the integration more qui
kly than we did in se
tion 2.3,
the limiting value of Sn is 31 (5/3) = 18.6.
In fa
t, a rereading of se
tion 2.4 and then se
tion 2.3 from equation (2.6)
to the end shows that the general derivative
al
ulation en
odes the end
al
ulation of the integral as a spe
ial
ase.
On the fa
e of things, the original integration problem is unrelated to any
derivative, and yet the
al
ulation redu
ed to a derivative: not the derivative
of the original power fun
tion f2/3 , but of a dierent power fun
tion f5/3
instead. Computing the derivative thus enabled us to
ompute the integral. A
result
alled the Fundamental Theorem of Calculus will tell us that this
was no
uke. Derivativevalues will give integralvalues under a wide range of
ir
umstan
es.
from
First
onsider the
ase where the left endpoint is still 1 and the right endpoint
is b where b > 1. As before, let n be the number of boxes, and let s = b1/n ,
i.e., s is the positive number su
h that sn = b. As shown in exer
ise 2.3.2,
s 1 is small. The points of the relevant geometri
partition are again
52
for i = 0, , n,
for i = 1, , n,
for i = 1, , n.
The base of the ith box is xi . The height of the ith box is the value of the
fun
tion f over the left endpoint of the ith interval,
i1
f (xi1 ) = x
)
i1 = (s
for i = 1, , n.
for i = 1, , n.
Be
ause 6= 1, the ratio s+1 in the geometri
sum is not 1, and so the
nite geometri
sum formula applies,
Sn = (s 1) 1 + (s+1 ) + (s+1 )2 + + (s+1 )n1
(s+1 )n 1
s+1 1
s1
= ((sn )+1 1) +1
s
1
. s+1 1
, s = b1/n .
= (b+1 1)
s1
= (s 1)
b+1 1
.
+1
A similar
al
ulation using the right endpoints of the intervals gives the
same limiting value. Now the boxheights are
f(xi ) = f(si ) = (si ) = s (si1 ) = s f(si1 ) = s f(xi1 ),
53
And be
ause s tends to 1 (exer
ise 2.5.1), Tn tends to the same limiting
value as Sn as the number of boxes grows.
If > 0, so that f is stri
tly in
reasing, then the boxes whose areas sum
to Sn lie beneath the graph of f from 1 to b, and so the values Sn are all less
than the area under the graph; similarly the values Tn are all greater than the
area if > 0. And if < 0, so that f is stri
tly de
reasing, then
onversely.
In either
ase, the
ommon value tended to by Sn and Tn must be the area
trapped between them. Summarizing, for any rational number 6= 1 and
any real number b > 1,
The area under the graph of f (x) = x from x = 1 to x = b is
b+1 1
.
+1
f =
b+1 1
,
+1
Q, 6= 1, b > 1.
(2.7)
An integral is an area that is the
ommon limiting value of boxarea sums that are at most big enough and boxarea sums that are
at least big enough.
This language will be made quantitative at the end of the next
hapter.
Exercises
2.5.1. Let b > 1 be a real number. Let n be a positive integer and let s = b1/n .
Let = p/q be a rational number, with p an integer and q a positive integer.
This exer
ise shows that s tends to 1 as n grows.
(a) Explain why s = b~ 1/n where b~ = b .
(b) Explain why exer ise 2.3.2 (page 42) now ompletes the argument.
Rb
1
f when = 0?
54
The
al
ulation so far has been normalized in that its left endpoint is 1. To
hange the left endpoint to an arbitrary positive real number a, we rst give
a geometri
argument using boxes to establish the following proposition.
Proposition 2.5.1 (Scaling Result for the Power Function). Let a,
b, and c be real numbers with 0 < a b and c > 0. Let be any rational
number, in
luding the possibility = 1. Then
Z bc
ac
f = c+1
Zb
f .
See gure 2.5. In the gure, the s
aled interval [ac, bc] lies entirely to the
right of the original interval [a, b], but in general this need not be the
ase:
the s
aled interval
an also lie to the right of the original interval but with
overlap, or to the left of the original interval but with overlap, or entirely to
the left of the original interval (exer
ise 2.5.3).
y = x2/3
Figure 2.5.
ac
bc
In our present
ontext of integrating the power fun
tion f we are assuming that 6= 1. The proposition is being presented as a self
ontained entity
be
ause we will refer to it again in
hapter 5 for the
ase = 1, to whi
h it
applies as well.
The proof of the proposition pro
eeds as follows. First let b 1, let n
be a positive integer, let s = b1/n , and re
all our ma
hinery from the normalized
al
ulationthe partition points xi of [1, b], the intervalwidths xi ,
55
the heights f (xi1 ) over the left endpoints, and the heights f (xi ) over the
right endpoints,
ulminating in the boxarea sums Sn and Tn = s Sn . The
left part of gure 2.6 illustrates the boxes whose areas sum to Sn in a
ase
where > 0. Here Sn is less than the true area under the graph from 1 to b,
while Tn is greater than the true area. If instead < 0 then Sn is greater than
the true area and Tn is less than it. So far this dis
ussion has only repeated
ideas from the normalized
al
ulation.
y = x2/3
Figure 2.6.
bc
Now let c > 0. S
ale the partition of [1, b] by c to get a partition of [c, bc],
x
~i = cxi
for i = 0, , n.
The boxareas are now x~i f (x~i1 ) = c+1 xi f (xi1 ) and x~i f (x~i ) =
c+1 xi f (xi ), and the boxarea sums are now
en = c+1 Sn
S
(2.8)
56
The new boxes whose areas sum to Sen are shown in the right part of gure 2.6.
If > 0 then Sen is too small to be the true area under the graph of f from c
to bc, and so on, just as before.
Let n grow large. Then on the one hand, making no referen
e to the
expli
it formulas for Sn and Tn :
The fa
t that Sn and Tn trap the area under the graph of f from 1
to b between them, and the fa
ts that Tn = s Sn and s tends to 1,
ombine to show that Sn and Tn tend to the same limiting value,
that value being the area.
(For the reader who is justiably uneasy with the argument just displayed in
itali
s: itR will be shored up at the end of the next
hapter.) Sin
e
R Sn and Tn
b
+1 b
e
e
tend to 1 f , (2.8) shows that Sn and Tn both tend to c
f . But on
1
the other hand, the geometry underlying Sen and Ten shows that the
ommon
R
value that they tend to must be the area trapped between them, cbc f .
Consequently:
If b 1 and c > 0 then
Z bc
+1
f = c
Zb
f .
(2.9)
f = (ac)+1
ac
and
Z b/a
Zb
a
f = a+1
Z b/a
1
Z bc
ac
f = c+1
Zb
f .
(2.10)
Thus Proposition 2.5.1 is proved. To review, the basi
idea is that for the
power fun
tion, s
aling a box horizontally by the fa
tor c s
ales it verti
ally
by c , giving an areas
aling fa
tor of c+1 . This observation doesn't depend
on the boxes arising from the geometri
partition in parti
ular, or on our
being able to put the boxarea sum into a tidy form. Instead, it depended on
the admittedly handwaving argument displayed in itali
s above. Again: we
will return to that argument in the following
hapter.
With (2.10) in hand, we
an
omplete the integration of the power fun
tion. Again let 6= 1 be a rational number, and let 0 < a b. Then
2.6 Summary
Zb
f =
Z (b/a)a
1a
= a+1
by basi algebra
Z b/a
57
(b/a)+1 1
+1
b+1 a+1
=
+1
= a+1
That is,
Zb
a
f =
b+1 a+1
,
+1
Q, 6= 1, 0 < a b.
(2.11)
This
ompletes the integration of the power fun
tion, ex
luding the spe
ial
ase of the re
ipro
al fun
tion f1 . We will return to the integral of the
re
ipro
al fun
tion in
hapter 5.
Exercise
2.5.3. Given positive numbers a and b with a < b, give
onditions on the
positive number c su
h that
(a) [ac, bc] lies entirely to the right of [a, b],
(b) [ac, bc] lies partially to the right of [a, b] but with overlap,
(
) [ac, bc] lies partially to the left of [a, b] but with overlap,
(d) [ac, bc] lies entirely to the left of [a, b].
2.6 Summary
Having dis
ussed the parabola very informally in the previous
hapter and
then the power fun
tion somewhat informally in this
hapter, we now have
raised enough questions to make a
loser dis
ussion of
al
ulus ne
essary,
and we now have worked through enough examples for the dis
ussion to be
omprehensible.
3
Sequence Limits and the Integral
A limit is a value that is tended to, whether it is attained or not. The unexplained notion of tends to, whi
h has served as the workhorse for nishing
o arguments in the previous two
hapters, needs to be made quantitative.
A des
ription of how to do so emerged in the nineteenth
entury, long after
Newton and Leibniz. It has sin
e stimulated generations of
al
ulus students,
for better or for worse.
The denition of limit should be enlightening on
e the student understands it by parsing it, seeing it used, and learning to use it. But be
ause
the denition involves two diagnosti
quantities that intera
t in a deli
ate
way, and be
ause working with the denition requires skill with symbolmanipulation and with language in
on
ert with geometri
intuition,
oming
to terms with it
an take some time, a resour
e always in short supply during
a
al
ulus
ourse. Hen
e:
60
more results. Se
tion 3.3 uses the results of this
hapter to redo some of the
limit
al
ulations from
hapters 1 and 2 more satisfyingly. On
e we see the
methods work, it be
omes
lear that their s
ope extends beyond the parti
ular
instan
e of the power fun
tion. A pre
ise and manipulable denition of the
integral be
omes natural to write down, and results about integration be
ome
natural to prove. As a payo on our investment in denitions, the language
suddenly, unexpe
tedly,
arries us farther in
larity and results, with no more
omputational eort. The serendipitous e
onomy of ideas is pleasing.
Still, the denition of limit given in this
hapter is neither the alpha nor
the omega of the idea. Cal
ulus
ourished for
enturies before this denition
evolved. We should not be so arrogant as to presume that the great mathemati
ians of the seventeenth and eighteenth
enturies
ouldn't understand
their subje
t without the nineteenth
entury denition of limit. Indeed, a
1980 text
alled Cal
ulus Unlimited by Jerrold Marsden and Alan Weinstein
develops the material with no re
ourse to limits at all. Nor should we believe
that the nineteenth
entury denition of limit is the end of the story. It prominently features the phrase there exists, whose meaning is still in
ontention.
Does something exist only if we know an algorithm to
ompute it, or does
it exist if its nonexisten
e seems untenable, i.e., does it exist abstra
tly as
ompared to
omputationally? Do the two dierent notions of existen
e lead
to dierent bodies of mathemati
s? Sadly, a traditional rst
al
ulus
ourse
has no time for these questions, but the student should be aware that they
are serious ones. A 2001 text
alled Computable Cal
ulus by Oliver Aberth
develops
al
ulus using only
omputability.
In keeping with this
hapter's attempt to be more te
hni
al mathemati
ally than
hapters 1 and 2, the writing
onventions here will be dierent.
Denitions and propositions will be numbered, and proofs will be delineated.
The
hange in style is not formalism for formalism's sake, but an attempt to
lay the ideas out
learly.
As dis
ussed in se
tion 2.2, a set is a
olle
tion of elements. A set is often
des
ribed by listing its elements in
urly bra
es,
S = {elements of S}.
The order in whi
h the elements are listed is irrelevant, as are repeat listings
of the same element. Thus
61
= {real numbers},
The left
urly bra
e reads the set of or the set, so that, for example, the rst
line in the previous display reads altogether,
Z
Perhaps the reason that the empty set is often
onfused with 0 is that the
number of elements in the empty set is 0. However, a set is not the same thing
as the number of its elements.
Sets are often dened by
onditions. In this
ontext, a
olon \:" reads su
h
that. So, for example, the notation
R2 = {(x, y) : x, y R}.
reads
R2
is the set of ordered pairs (x, y) su h that x and y are real numbers.
Ordered pair means a pair with one of its elements designated as the rst
of the two. Sin
e R2 was dened a moment ago as the set of points in the
plane, the last two displays give the appearan
e of a redenition. However,
the reader is assumed to be familiar with the representation of points in the
plane as ordered pairs of numbers, so that the last two displays only rephrase
the denition of R2 rather than revise it. From now on, the terms point in
the plane and ordered pair of real numbers will be taken as synonyms.
62
(An unordered pair of numbers would be, for instan
e, the set {2, 3},
whi
h is also {3, 2}. That is, viewing the pair of numbers 2 and 3 as a set
does not
onnote that one of them is innately the rst. By
ontrast, the
notation (2, 3) expressly means the numberpair with 2 in its rst position
and 3 in its se
ond. It is in fa
t possible to formulate the notion of ordered
pair in terms of set theory rather than as a new primitive. Consider the
sets {{2, 3}, 2} and {{2, 3}, 3}. Ea
h of these sets has another set as one of its
elements and a number its other element. Both of them
an be understood
to spe
ify the unordered pair {2, 3} and then to spe
ify in addition whi
h of 2
and 3 should be taken as the rst element of the
orresponding ordered pair.
Similarly, ordered triples su
h as (2, 3, 4), ordered quadruples, and so on
an
all be dened purely in terms of set theory, but on
e this is done,
ontinuing
to drag the resulting
umbersome notation around is silly.)
Sets dened by
onditions also arise from the fa
t that analyti
geometry
des
ribes geometri
al obje
ts by equalities and inequalities. The reader is
assumed to be familiar with su
h representations. So, for example, the set
R = {(x, y) R2 : 1 x 8, 0 y x2/3 }
is the region between the xaxis and the graph of the power fun
tion f2/3
from x = 1 to x = 8, depi
ted ba
k in gure 2.1 on page 36. The last
omma
in the previous display is read and, and so the display reads altogether,
R is the set of
0 y x2/3 .
points
(x, y)
1x8
and
Let
Dene the following subsets of R:
Definition 3.1.1 (Intervals).
and
a b.
63
[a, b] = {x R : a x b},
[a, ) = {x R : a x},
(, b) = {x R : x < b},
(, b] = {x R : x b},
(, ) = R.
So, for example, (a, b) is the set of real numbers x su
h that a < x < b.
Note that [a, a] = {a} and (a, a) = , showing that a set
onsisting of just one
point is an interval and so is the empty set.
The use of the symbols \" and \" in the notation for some types of
interval is traditional, and it does uniformize the notations for the nine types.
But it is pedagogi
ally regrettable sin
e, as already mentioned, and
are not real numbers. However, note that they o
ur only on the left sides of
the above equalities; that is, truly they are nothing but shorthand notation
to des
ribe the sets on the right sides of the equalities, where they do not
appear. And in the notation, they always o
ur adja
ent to a parenthesis,
never a square bra
ket, so even the shorthand notation does not suggest that
an interval ever
ontains or . In any
ase, alternative notations for the
fth through eighth types of interval are R>a , Ra , R<b , and Rb , while
the ninth type of interval really needs no notation sin
e it is simply R.
of its endpoints.
Note that the mathemati
al usages of open and
losed need not be ex
lusive or exhaustive. That is, an interval
an
on
eivably be open,
losed,
neither, or both. Exer
ise 3.1.1 is to determine whi
h of the nine types of
interval are open and/or
losed.
64
being
losed implying anything until we have rst assigned meaning to the
notion of an interval being
losed. But it is a
onvention of mathemati
s that
as soon as the meaning is assigned, the if ta
itly evolves into an if and only
if. An interval that
ontains all of its endpoints is
losed, and a
losed interval
ontains all of its endpoints. That is:
On
e the denition is stated, saying that an interval is
losed is synonomous with saying that it
ontains all of its endpoints.
A similar dis
ussion applies to every further denition in these notes that
takes the form \A if B": on
e we are done reading the denition, to say that
A holds is to say that B holds, and
onversely.
Two sets whose elements are not numbers have already gured ta
itly
through these notes. The rst is
P = {polygons in the plane}.
Elements of P are not numbers or individual planar points, but instead they
are planar regions. The reader should look ba
k at gure 1.9, gure 1.10,
gure 2.2, and gure 2.4 (pages 9, 10, 40, and 47) to see that these gures
show elements of P and that these elements are highly relevant to integration.
As for the se
ond parti
ular set to be aware of, dene a subset of the plane
to be bounded if some box
ontains it, and dene
B = {bounded subsets of the plane}.
So elements of B are planar regions too. The reader should look at gure 1.7
and gure 2.1 (pages 7 and 36) to see that these gures show nonpolygonal
elements of B , regions whose areas we wanted to nd. No gure in these notes
an a
urately depi
t a planar set that is not an element of B be
ause the
entire gure will be
ontained in a box: the page.
65
Exercise
3.1.1. Let a and b be real numbers.
(a) Assume that a < b. For ea
h of the rst four types of interval des
ribed
in Denition 3.1.1, is the relevant interval of that type for su
h a and b open?
Is it
losed?
(b) Now drop the assumption that a < b. For ea
h of the next ve types
of interval des
ribed in Denition 3.1.1, is the relevant interval of that type
open? Is it
losed?
(
) Is the onepoint interval [a, a] open? Is it
losed?
(d) Is the empty interval open? Is it
losed?
3.1.2 Functions
The reader is presumed to have some experien
e with fun
tions. The basi
idea is that a fun
tion re
eives inputs and produ
es outputs. We will notate
fun
tions as follows:
f : A B.
Here A and B are sets, and f is a rule or a pro
ess that assigns to ea
h element
of A an element of B. The set A is
alled the domain of the fun
tion, and the
set B is a set
alled the codomain of the fun
tion. Thus the domain
onsists
of all legal inputs to f, and the
odomain
onsists of all potential outputs
of f. Stri
tly speaking, the fun
tion
onsists of all three data, A, B, and f, but
we often abbreviate it to f. The notation f : A B reads f is a fun
tion
from A to B, or f maps A to B, or f from A to B, or various other phrasings
along these lines.
For example,
onsider the fun
tion
f : R R,
f(x) = x2 .
(3.1)
This is the squaring fun
tion that takes all real numbers as its inputs and is
understood to produ
e real numbers as its outputs. Note, however, that sin
e
the square of any real number is nonnegative, not all points of the
odomain R
are a
tual outputs of f. This is an example of what was meant a moment ago
in des
ribing the
odomain as all potential outputs of f: all squares are real
numbers, but in fa
t not all real numbers are squares. Sin
e a fun
tion stri
tly
depends on its domain, its
odomain, and its rule, the squaring fun
tion that
takes all real numbers as its inputs and is understood to produ
e nonnegative
real numbers as its outputs,
f : R R0 ,
f(x) = x2 ,
66
is not quite the same obje
t as the squaring fun
tion in (3.1). This distin
tion
is admittedly pedanti
, but on the other hand, the squaring fun
tion from the
integers,
f : Z R,
f(x) = x2
Under many
ir
umstan
es we don't bother doing this when spe
ifying a
fun
tion, sin
e the purpose of the
odomain is only to give us some sense
of where the outputs of f are to be found. In fa
t, when the des
ription of
a fun
tion's domain and rule make its
odomain
lear, the
odomain
an
go unmentioned. For example, saying \Let f(x) = x2 for x R" des
ribes
the squaring fun
tion on real inputs, whose outputs are understood to be
real numbers or nonnegative real numbers, it doesn't parti
ularly matter.
(But saying only \Let f(x) = x2 " is too vague, unless the
ontext has
learly
established that the intent here is for x to vary through the real numbers.) On
the other hand, one
ir
umstan
e where it is worth tightening the
odomain
down to the range is when we want to follow f by a se
ond fun
tion,
g : B C,
and g : R0 R0 .
A fun
tion stri
tly depends on its domain, its
odomain, and its rule, but
not on its typography. For example,
onsider the two fun
tions
f : Q Q,
and
f(x) = x2 1
67
These two fun
tions are the same fun
tion even though their shared rule has
been given two names (f and g) and des
ribed by dierent formulas with
dierent variables (x2 1 and (y + 1)(y 1)).
A fun
tion is not the same thing as its graph. Let
f : A B
(x2 + 1)1/2 x
x+1
1/3
The ta
it understanding here is that the domain of f is the set of real numbers x for whi
h the formula is sensible. That is, the domain of f is the set of
real numbers x whi
h when substituted into the formula do not lead to any
square roots or
ube roots of nonpositive numbers, or to a divide by 0. For
the fun
tion f in the display, the domain is all real numbers x > 1.
Not all fun
tions are algebrai
. A nonalgebrai
fun
tion whose domain is a
suitable subset of R (the meaning of suitable isn't worth going into in detail
right now) and whose
odomain is R is
alled transcendental. We have
not yet seen any trans
endental fun
tions in these notes, but some examples
for the reader who may have seen them elsewhere are the logarithm, the
exponential fun
tion, and the trigonometri
fun
tions.
The notion of a rule as part of a fun
tion
alls for some explanation. Just
as a fun
tion is not a graph, a fun
tion is not a formula. The term fun
tion
(fun
tio ) was introdu
ed into mathemati
s by Leibniz, and its meaning has
hanged ever sin
e. During the seventeenth
entury the ideas of fun
tion and
68
urve were usually thought of as being the same, and a
urve was often thought
of as the path of a moving point. By the eighteenth
entury the idea of fun
tion
was asso
iated with analyti
expression. Leonard Euler (1707{1783) gave the
following denition:
A fun
tion of a variable quantity is an analyti
expression
omposed in
any way whatsoever of the variable quantity and numbers or
onstant
quantities.
Hen
e every analyti
expression, in whi
h all
omponent quantities
ex
ept the variable z are
onstants, will be a fun
tion of that z; Thus
a + 3z; az 4z2 ; az + b a2 z2 ; cz ; et
. are fun
tions of z
The use of the notation \f(x)" to represent the value of f at x was introdu
ed
by Euler in 1734. Our
ontemporary notion of a fun
tion as a rule is dierent
from Euler's notion unless every analyti
expression is understood it to produ
e outputvalues from inputvalues, and every rule or pro
ess that produ
es
outputvalues from inputvalues is understood to have an analyti
expression.
If rules or pro
esses are not the same thing as analyti
expressions, then the
next question is just what rules/pro
esses are sensible. Must we be able to
arry them out? What does
arry them out mean?
Neither the inputs nor the outputs of a fun
tion need even be numeri
al.
For examples of nonnumeri
al output, let P denote the set of all polygons
in the plane, and let a and b be real numbers with a < b. The pro
ess in
se
tion 1.2 of starting with one triangle ins
ribed in the parabola with its left
and right endpoints over a and b, then adding two more smaller triangles,
then four more smalleryet triangles, and so on, denes a fun
tion based on
the original endpoints a and b, whose input is the generationnumber and
whose output is not a number at all, but rather is the
orresponding polygonal
amalgamation of triangles,
pa,b : Z1 P.
That is, pa,b(n) is the nth generation polygonal approximation of the region
whose area we wanted to
ompute. Similarly, the pro
ess in se
tion 2.3 of
omputing the area under the graph of the power fun
tion f2/3 from x = 1
to x = 8 denes a fun
tion taking the number of boxes to the polygonal
amalgamation of boxes,
p : Z1 P.
That is, p(n) is the polygon
onsisting of n boxes, shown in gure 2.2 for
n = 20 (page 40).
For an example of nonnumeri
al input, let B denote the set of bounded
subsets of the plane, introdu
ed on page 64. We would like an areafun
tion
Ar : B R0
69
an expedient that lets us nesse the existen
e question. Yes, the existen
e
question is important, but a onesemester
al
ulus
ourse has no time to address it, espe
ially sin
e, as mentioned at the beginning of the
hapter, the
mathemati
al meaning of existen
e is a live, arguable issue.
Exercise
3.1.2. Sket
h the graphs of the following fun
tions:
70
A sequen
e is a list of data. More spe
i
ally, a sequen
e is one datum per
generation, where there is a starting generation and then an endless su
ession
of generations thereafter. Formally, a sequen
e is a fun
tion whose domain is
the positive integers,
f : Z1 S.
f : Z1 P.
f : Z1 S
an be des
ribed by listing its outputs,
onsonantly with the idea of a sequen
e
as a list,
(f(1), f(2), f(3), ).
Sequen
es are usually written this way, with the domain and
odomain ta
it.
Furthermore, sequen
es tend to have names su
h as s or x or a rather
than f. And nally, to streamline the notation, outputs are denoted sn rather
than s(n), or xn , or an . Thus a typi
al sequen
e is written
More brie
y, we write
(s1 , s2 , s3 , ).
(sn )n1
or
(sn )
n=1
71
In se
tion 1.2, Ar
himedes's quadrature of the parabola led to the trianglearea sums
S1 = Atri ,
S2 = Atri [1 + 1/4] ,
S3 = Atri 1 + 1/4 + (1/4)2 ,
S4 = Atri 1 + 1/4 + (1/4)2 + (1/4)3 ,
Sn = Atri 1 + 1/4 + (1/4)2 + + (1/4)n1 .
And Ar
himedes's evaluation of the nite geometri
sum with ratio r = 1/4
gave a
losed form (ellipsisfree) expression for the sequen
e entries, so that
the sequen
e of trianglearea sums was in fa
t
(Sn ) = Atri (4/3) 1 (1/4)n
n1
(3.2)
. s+1 1
(b+1 1) n
sn 1 n1
where sn = b1/n .
(3.3)
In the previous two
hapters, we made assertions about the limiting behaviors
of sequen
es (3.2) and (3.3). Later in this
hapter we will be able to substantiate the assertions, as well as other matters from the end of
hapter 2.
To des
ribe quantitatively the idea of two real numbers being near ea
h other,
regardless of whi
h is the larger, we rst des
ribe the idea of one real number
being near 0, regardless of whether it is positive or negative. The denition
innately must be
asewise:
Definition 3.2.1 (Absolute Value).
  : R R0 ,
x =
x
x
if
if
x 0,
x < 0.
72
So, for example, 5 = 5 and  1/10 = 1/10. A number is near 0 if its
absolute value is small. It is worth pausing to
onvin
e oneself that indeed the
asewise formula for the absolute value fun
tion always yields a nonnegative
real value, so that designating the
odomain to be R0 makes sense.
Cases are a nuisan
e to drag around, and so our shortterm program is to
use the
asewise denition of the absolute value to establish a
olle
tion of
absolute value properties that no longer make dire
t referen
e to
ases. On
e
that is done, absolute values
an be manipulated by using the properties
with no further referen
e to the underlying
ases, and indeed, with no further
thought of them.
Proposition 3.2.2 (Basic Absolute Value Properties). Let x and y be
real numbers. Then
(1) x = 0 if and only if x = 0.
(2) x x x.
(3) xy = x y. In
parti
ular,  x = x sin
e x = x (1).
1
x x
1
(4) If y 6= 0 then = , and so by (3), also = .
y
y
y
Verifying the rst statement in (3) requires
he
king four
ases, sin
e x and y
an ea
h be nonnegative or negative independently of the other. Four
ases
amount to one small nuisan
e, but as explained a moment ago, the point is
that after they are
he
ked on
e and only on
e, we never have to think about
them again. The reader is en
ouraged to verify enough of Proposition 3.2.2
to
onvin
e himself or herself that the entire proposition
an be veried in a
similar fashion.
(The symbol \
" at the end of the previous line denotes the end of a proof.)
Theorem 3.2.3 (Triangle Inequality).
x + y x + y,
x y x + y,
x y x + y,
x y x y.
and y,
(3.4)
(3.5)
(3.6)
(3.7)
73
The rst inequality (3.4) of Theorem 3.2.3 is the Basi
Triangle Inequality. The four inequalities
an be gathered together as the statement that for
all real numbers x and y,
x y x y x + y.
(3.8)
The reader should beware that (3.8) does not say that x y x y in
general, and the reader should further beware that even after one hears this
and understands it in the abstra
t, a frequent
al
ulation error is to write
some spe
i
version of the false inequality nonetheless.
and
y y y,
The other inequalities (3.5) through (3.7) are onsequen es of (3.4) and are
x p p x p.
(3.9)
To establish (3.9), argue that if x 0 then sin
e x = x and sin
e the
statement \p x" is true (be
ause p < 0 x),
74
If x < 0 then sin
e x = x and sin
e \x p" is true (be
ause x < 0 < p),
and sin
e multiplying ea
h side of an inequality by 1 swit
hes its dire
tion,
x p x p p x p x p.
Proposition 3.2.4 (Relation Between Absolute Values and Intervals). Let a R and let p R>0 . Then for all x R,
and
x a p a p x a + p.
The two statements rephrase as assertions that
ertain sets are intervals,
{x R : x a < p} = (a p, a + p)
and
{x R : x a p} = [a p, a + p].
Proof. For the se
ond statement of the proposition, use (3.9) and re
all that
adding the same quantity to both sides of an inequality preserves the inequality,
x a p p x a p a p x a + p.
The rst statement of the proposition has virtually the same proof. And the
third and fourth statements of the proposition are rephrasings of the rst
two.
The geometri
distan
e between two real numbers x and y on the number
line is the absolute value of their dieren
e, x y. So, for example, Proposition 3.2.4 says that the set of numbers whose distan
e from a is smaller
than p is the interval
entered at a extending distan
e p in both dire
tions,
(a p, a + p). This is exa
tly as our visual intuition tells us that it should
be, and it is easiest to remember by seeing the relevant pi
ture in one's mind.
But the fa
t that it follows readily from our denitions by analyti
arguments
sends a reassuring message about our methodology.
The following result sometimes provides the pun
hline of an argument. Its
point is that to show that two quantities are equal we need only show that
they lie arbitrarily
lose to ea
h other.
Let and
75
be
Then = .
Proof. Either   is positive or it is zero. But the given
ondition implies
that
So   = 0. Consequently = 0, i.e., = .
Exercises
3.2.1. Prove inequalities (3.5) through (3.7) of Theorem 3.2.3. Prove them
by showing that they are
onsequen
es of (3.4), not be repeating the eort of
proving (3.4) three more times.
require more than one interval for its des
ription. (You may do this problem
by inspe
tion.)
(a) A1 = {x R : x 1/2 < 3/2},
(b) A2 = {x R : x + 1/2 3/2},
(
) A3 = {x R : 3/2 x < 1/2},
(d) A4 = {x R : 3/2 + x 3/2}.
3.2.4. Sket
h the graphs of the following fun
tions from R to R dened by
the following equations (no explanations are needed for this problem):
(a) f1 (x) = x,
(b) f2 (x) = x 2,
(
) f3 (x) = x x 2,
(d) f4 (x) = x + x 2,
(e) f5 (x) = x2 1,
(f) f6 (x) = x2 1,
(g) f7 (x) = x2 12 .
3.2.5. Let f1 through f7 be the fun
tions des
ribed in the previous exer
ise.
76
Any positive real number, however large, is ex
eeded by some positive integer:
Proposition 3.2.6 (Archimedean Property of the Real Number System). Let x R>0 be any positive real number. There exists a positive
integer N Z1 su
h that N > x.
The reader may feel that the Ar
himedean Property is selfevident and
hardly deserves its own name. But in fa
t there are number systems other
than the real number system (whi
h, again, is not innately extant, mu
h less
unique or preferred among number systems, just be
ause it is named real) in
whi
h the property does not hold. Indeed, early attempts at reasoning about
al
ulus made referen
e to innitesimals, quantities that we now think of as
positive numbers so small that their re
ipro
als ex
eed all positive integers,
this happening in a hyperreal number system that subsumes the reals. These
ideas of nonstandard analysis were made rigorous by Abraham Robinson
only as re
ently as 1960. A freshman
al
ulus text based on Robinson's innitesimals, written by H. Jerome Keisler, is online at
http://www.math.wisc.edu/~keisler/calc.html
for all N Z1 .
Then surely there is a least x at least as big as all the positive integers.
Consider the positive real number x 1. Sin
e it is less than x, it is less than
some positive integer, i.e.,
x1<N
for some n Z1 .
x<N+1
for some N Z1 .
Consequently,
77
and gure 3.2 depi
ts the
onvergen
e of the same sequen
e viewed as a list
of data,
(sn ) = (s1 , s2 , s3 , ).
The following denition aptures quantitatively and on isely the abovementioned notion of approa h and stay near , as losely as desired,
although they may or may not a
tually rea
h , and they may or may
not stay at should they rea
h it.
Figure 3.1.
10
s3 s5
s1
Figure 3.2.
s4
s2
s(n)
When the
ondition holds, the fa
t that (sn ) has limit is notated
lim(sn ) = .
n
to .
If the sequen e
(sn )
The typography \limn " is short for \limn ", but as usual we try to
leave out of our notation as mu
h as possible.
The grammar of Denition 3.2.7 is sophisti
ated. Again, the idea of the
denition is that a sequen
e (sn ) has limit if the terms of the sequen
e
eventually get
lose to and stay
lose to . The numbers and N, and
the intera
tion between them, are the mathemati
al ma
hinery that together
quantify the idea. To work su
essfully with Denition 3.2.7, one needs some
sense of how the quanti
ation indeed
aptures the idea, and one also needs
some pra
ti
e with the symbolbased language of the quanti
ation. For this
reason, the rst few results that we will prove with the denition are meant
to be simple and obvioussounding: their point isn't to be earthshattering,
but to demonstrate what the denition says and how it works. The intent is
that as the examples a
rue, the student will see that the denition en
odes a
79
natural idea in a way that is sensible and usable. Nonetheless, every
al
ulus
tea
her understands that for the student,
oming to grips with one's rst
arguments with the denition of limit poses the double
hallenge of parsing
the denition's grammar in general and isolating the key parti
ular of ea
h
situation at hand. One gets better at this with time and experien
e.
A few words about mathemati
al proof may be useful here. Proofs in
mathemati
s are not alienating formalisms, or at least they shouldn't be.
The reader may have heard the maxim that the ex
eption proves the rule.
Sin
e a mathemati
al proof is meant to establish a rule in all
ases, with
no ex
eptions, the maxim doesn't sound sensible in our
ontext. But it is.
The word prove is a variant of probe, and to say that the ex
eption probes
the rule is to say that knowing when a prin
iple
an break down informs us
about the prin
iple's s
opeits extent and its limitations. In mathemati
s,
we often prove a statement to the ee
t that if
ertain
onditions A hold then
some other
ondition B follows. Proving su
h a statement tea
hes us be
ause
the argument will give us insight into how
onditions A lead to
ondition B.
Condition B may well fail without
onditions A in pla
ean ex
eption that
probes the rule that
ondition B holds.
Denition 3.2.7 is illustrated in gures 3.3 and 3.4. In both gures the
idea is that no matter how narrow the gray zone is, all but nitely many
of the dots lie in it. A more narrow gray zone may ex
lude more dots, but
always only nitely many. Both gures are oversimplied in that they show a
sequen
e with ea
h su
essive term getting
loser to the limit. A
onvergent
sequen
e
an behave more
oyly, repeatedly approa
hing its limit and then
ba
king away, until eventually it approa
hes the limit and stays
lose.
s(n)
N N+1 N+2
Figure 3.3.
80
Figure 3.4.
s(n)
a guess as to whether or not the sequen
e
onverges. In some
ases you will
need to use a
al
ulator. Try to explain the basis for your guess.
(a) (sn ) = (1, 1 + 1/2, 1 + 1/2 + 1/3, 1 + 1/2 + 1/3 + 1/4, ).
(b) (sn ) = (1, 1 1/2, 1 1/2 + 1/3, 1 1/2 + 1/3 1/4, ).
(
) (sn ) = (1, 1 + 1/22 , 1 + 1/22 + 1/32 , 1 + 1/22 + 1/32 + 1/42 , ).
(d) (sn ) = (1, 1 + 1/3, 1 + 1/3 + 1/32 , 1 + 1/3 + 1/32 + 1/33 , ).
81
Here are some examples of how to use Denition 3.2.7 to prove beginning
results. None of the statements in the following proposition should be the
least bit surprising.
Proposition 3.2.8 (Basic Sequence Limits).
(1) (Constant Sequen e Rule.) Let c be any real number. Consider the
(2) (1/n Rule.) Consider the sequen
e s whose terms are sn = 1/n,
(sn ) = (1, 1/2, 1/3, ) = (1/n).
(3) (1/n Rule.) Let be a positive rational number. Consider the se
(4) (nth Root Rule.) Let b be a positive real number. Consider the se
82
(5) (nth Power Rule.) Let r be a real number su h that r < 1 (1 < r < 1).
The sequen
e in the nth Power Rule has domain Z0 rather than Z1 ,
but this is not a serious issue. More generally, the terms of a sequen
e
an
start at any index n rather than at n = 1, su
h as
(sn )n17 = (s17 , s18 , s19 , )
or
(sn )
n=5 = (s5 , s4 , s3 , ).
As before, the idea is that a sequen
e is one datum per generation where there
is a starting generation (e.g., 17 or 5 as in the two examples just given) and
then an endless su
ession of generations thereafter. We
ould insist that the
initial generation always be indexed 1, but this would lead to notational
ontortions in situations su
h as the nth Power Rule where the initial generation
learly warrants the index 0 instead. Stri
tly speaking, the denition of a
sequen
e and the denition of a sequen
e limit should be phrased to take
into a
ount the freer indexing s
heme, but this is notationally onerous to no
substantive purpose, espe
ially in an environment whose grammar is already
so symbolheavy. In the
ase of sequen
e limits, we
are only about the longterm behavior of the sequen
e anyhow, and so fussing about a nite shift in
its indexing, or about aberrant behavior on the part of a small number of
early terms, is patently irrelevant. We will soon quantify this Irrelevan
e of
Finite IndexShifts.
Proof. (1) To argue that limn (sn ) = c when sn = c for all n Z1 , let
any positive error toleran
e > 0 whatsoever be given. Then the appropriate
starting index in response to is simply N = 1. Indeed, be
ause sn = c for
all n, we have sn c = 0 for all n, and so
ertainly
for all integers n 1,
sn c < .
83
1/n < .
n > 1/,
and to show this, it su
es to show instead that some suitable starting index N satises
N > 1/,
be
ause then also n > 1/ for all n N. Sin
e is positive and presumably
small, 1/ is positive and presumably big. However, no matter how big 1/
is, the Ar
himedean Property of the real number system says that there exists some positive integer N > 1/. This
ompletes the argument that the
sequen
e (1/n) has limit 0.
(3) Let be a positive rational number. To argue that limn (1/n ) = 0,
again let > 0 be given. We want to nd a
orresponding N Z1 su
h that
for all integers n N,
1/n < .
n > 1/1/ ,
and to show this, it su
es to show instead that some suitable starting index N satises
N > 1/1/ ,
be
ause then also n > 1/1/ for all n N. If is a small positive real number
and is a small positive rational number then 1/1/ is very big. Nonetheless,
iting the Ar
himedean Property of the real number system
ompletes the
argument, as in the proof of (2).
(4) Let b be a positive real number. We need to argue that limn (b1/n ) = 1.
First, if b = 1 then the sequen
e (b1/n ) is the
onstant sequen
e (1), and
the result follows from the Constant Sequen
e Rule.
Se
ond, if b > 1 then also b1/n > 1 for ea
h positive integer n, and so
b1/n 1 = b1/n 1 for ea
h positive integer n. As shown in exer
ise 2.3.2,
b1/n 1 =
b1
b1
.
<
n
1 + b1/n + + b(n1)/n
b1
,
84
It follows that
b1
.
n>
b1
< ,
n
b1/n 1 < .
1
1
1
, 1/2 , 1/3 ,
Now, sin
e 0 < b < 1 and > 1 (so that 1/n > 1 for all n),
b1/n 1 = 1 b1/n = 1
1
1/n
1/n 1
< 1/n 1.
1/n
From a moment ago we know that limn (1/n ) = 1 sin
e > 1. Let > 0 be
given. Then there exists some starting index N su
h that
for all integers n N,
1/n 1 < .
b1/n 1 < .
where x > 0.
85
and thus
rn <
1
.
nx
With this result in hand, let any error toleran
e > 0 be given. By the
Ar
himedean Property, there is a positive integer N su
h that
N>
It follows that
and hen
e that
1
.
x
1
< ,
Nx
1
< ,
nx
rn < ,
Although the proof of Proposition 3.2.8 has been written out in
onsiderable length, on
e the reader digests its ideas, most of them should not seem
di
ult. The Constant Sequen
e Rule is an instant
onsequen
e of the denition of limit, and so are the 1/n Rule and the 1/n Rule on
e one is aware
of the Ar
himedean property of the real number system. The proof of the
nth Root Rule relies on a
al
ulation that was
arried out in exer
ise 2.3.2,
and the proof of the nth Power Rule also involves a bit of algebrai
insight,
but easier proofs of the nth Root Rule and the nth Power Rule will be
ome
available (in exer
ise 5.1.4 to follow) on
e we have the logarithm.
Example 3.2.9. For an example of a divergent sequen
e,
onsider
(n) = (1, 2, 3, ).
To see that (n) is divergent, suppose instead that it has a limit , and pres
ribe
the error toleran
e = 1/3. For any
andidate positive integer N to serve as
a suitable starting index, we would need to have
86
N  < 1/3
(3.10)
giving 1 < 2/3, whi
h is nonsense. Another way to quantify the impossibility
is by rewriting (3.10),
 (N + 1) < 1/3 and  N < 1/3,
giving 2/3 < 1/3, whi
h is again nonsense. Sin
e the assumption that
limn (n) = for some has led to a
ontradi
tion, the sequen
e (n) has
no limit.
Example 3.2.10. For another example of a divergent sequen
e,
onsider
(sn )n0 = ((1)n )n0 = (1, 1, 1, 1, ).
Suppose that (sn ) has limit . Let = 1/2. Then all terms sn for large
enough n lie within 1/2 of . Sin
e there are terms sn = 1 and terms sn = 1
for arbitrarily large n, we have
and  (1) < 1/2,
 1 < 1/2
(1/2, 3/2)
87
show that ea
h even integer from 4 to 14 is the sum of two prime numbers. The
Goldba
h Conje
ture (GC) states that in fa
t every even integer at least 4 is
the sum of two primes. The
onje
ture dates ba
k to the 18th
entury, and to
this day nobody has shown a proof or a
ounterexample. Dene a sequen
e
(gn )n2
as follows:
gn =
and either it says at 1 forever, or at some point it
hanges to 0 and then stays
at 0 forever. Is (gn )
onvergent, and if so then what is its limit? The sequen
e
is
onstru
ted so that by denition its limit is
lim(gn ) =
n
1 if GC is true,
0 if GC is false,
but is this a satisfying answer? Playing the role of the skepti
in the framework of Denition 3.2.7, we set = 1/2 and request a
orresponding starting
index N. The best response that an advo
ate of the
onvergen
e of (gn )
an
give is to dene,
onditionally on GC being false, N0 as the smallest integer
at least 2 su
h that 2N0 is not the sum of two primes, and then to say that
the starting index is
if GC is true,
2
N=
N0 if GC is false.
Again, is this answer satisfa
tory, or even meaningful? What if GC is neither
provable nor disprovable from the usual starting assumptions about arithmeti
(whatever these may be)? The questions here are questions of logi
and
philosophy, not the subje
tmatter of these notes, but this example is meant
to show that even the beautifully
rafted grammar of Denition 3.2.7 does
not answer all questions about sequen
e limits.
Exercises
3.2.7. (a) Re
all the fa
torial fun
tion, denoted by an ex
lamation mark,
1! = 1,
2! = 2 1,
3! = 3 2 1,
88
Neither the 1/n Rule nor the 1/n Rule (Proposition 3.2.8 (2) and (3)) applies
to this sequen
e, but does either of them suggest anything about it? Explain.
(b) Consider the sequen
e
(sn ) = (n1/n ) = lim(1, 21/2 , 31/3 , ).
n
Explain why the nth Root Rule (Proposition 3.2.8 (4)) does not apply dire
tly
to this sequen
e. Does the rule suggest anything about the sequen
e? Using
suitable
omputing power,
al
ulate some terms of (sn ) and then make a
onje
ture about its longterm behavior.
(
) Consider the sequen
e
(sn ) = ((n!)1/n ) = lim(1, 21/2 , 61/3 , ).
n
Explain why the nth Root Rule (Proposition 3.2.8 (4)) does not apply dire
tly
to this sequen
e. Does the rule suggest anything about the sequen
e? Using
suitable
omputing power,
al
ulate some terms of (sn ) and then make a
onje
ture about its longterm behavior.
(d) Consider the sequen
e
(sn ) = (n10 /(1.1)n ) = (1/1.1, 210 /(1.1)2 , 310 /(1.1)3 , ).
Using suitable
omputing power,
al
ulate some terms of (sn ) and then make
a
onje
ture about its longterm behavior.
3.2.8. (a) Explain why the sequen
e (rn ) is
onvergent for r = 1. What is its
limit?
(b) Explain why the sequen
e (rn ) is divergent for r = 1.
3.2.9. The argument given in the text that (n) is divergent showed that the
error toleran
e = 1/3 has no
orresponding starting index N. Show that
= 1/2 also works as the error toleran
e in the given argument. On the other
hand, = 2/3 does not work in the given argument, but it works in a modied
3.2.10. Let (sn ) be a real sequen
e, and let be a real number. Suppose
that as n gets ever larger, sn gets ever nearer to . That is, suppose that for
all n, m Z1 ,
if n > m then sn  < sm .
89
A brief dis
ussion will quantify the earlier
omment that a nite shift in a
sequen
e's indexing is irrelevant to its limiting behavior.
Definition 3.2.12 (IndexTranslate of a Sequence).
Let
(sn ) = (s1 , s2 , s3 , )
1
1 1
,
,
,
9 16 25
1
n2
n3
1
(n + 2)2
n1
and if they both
onverge then they have the same limit.
Proof. We have
(sn ) = (s1 , s2 , s3 , )
Suppose that (tn )
onverges and has limit . We need to show that also (sn )
onverges and has limit . So, let > 0 be given. We need to nd a suitable
starting index N for (sn ) in response to . On the other hand, we know that
there is a suitable starting index M for (tn ) in response to . That is,
for all n M, tn  < .
Sin
e tn = sp+n for all n, the previous display rewrites as
90
for all n M + p,
sn  < ,
also (tn )
onverges and has limit . Doing so is exer
ise 3.2.11
For example,
lim
n
1
(n + 2)2
= lim
n
1
n2
=0
Exercises
3.2.11. Complete the proof of Theorem 3.2.13.
3.2.12. Let (sn ) and (tn ) be real sequen
es. Suppose that limn (sn ) = , and
suppose that
tn  sn  for all n Z1 .
Denition 3.2.7 (page 77) has a subtle worrisome feature: its wording allows
the possibility of a
onvergent sequen
e having more than one limit.
Common sense di
tates that a sequen
e
an have at most one limit, but
sin
e our notion of limit is en
oded as the grammar of Denition 3.2.7, we
an not prove that a sequen
e has at most one limit by appealing to
ommon
sense. In fa
t, what
ommon sense really di
tates is that if some sequen
e
has more than one limit under Denition 3.2.7, then the denition is foolishly
posed. On the other hand, a light, gra
eful argument that a sequen
e
an have
at most one limit under Denition 3.2.7 would be eviden
e that the denition
has been well formulated to
apture the right ideas in the right way. Here is
the argument.
Proposition 3.2.14 (Uniqueness of Limits). Let (sn ) be a real sequen
e, and let and be real numbers. Suppose that
lim(sn ) = and
n
Then = .
lim(sn ) = .
n
91
The idea of the proof is that sin
e the varying terms of the sequen
e (sn )
get arbitrarily
lose to and to , ne
essarily the xed numbers and must
be arbitrarily
lose to ea
h other, making them equal.
(3.11)
Next let > 0 be given. Then also /2 > 0. (This seemingly pointless observation is a small pie
e of artfulness, guided by hindsight, that will pay o
below.) Sin
e limn (sn ) = , in response to the error toleran
e /2 there is a
starting index M Z1 su
h that
sn  < /2
for all n M.
(3.12)
for all n M .
(3.13)
Let N be the larger of M and M . For any n N, (3.11), (3.12), and (3.13)
ombine to give
  sn  + sn  < /2 + /2 = .
And now the ni
e little point is that keeping only the quantities at the two
extreme ends of the previous display gives an inequality that makes no referen
e to the indi
es n or to any sequen
e entries sn that went into establishing
it,
  < .
Sin e this inequality holds for all > 0, we have = by the Strong Ap
proximation Lemma.
The arti
e in the proof, of gaining more insight by simplifyingforgetting
auxiliary matters that were relevant only temporarily, rather than doggedly
insisting that every detail must
ontinue to matteris a small instan
e of
mathemati
al elegan
e.
3.2.7 Generative Sequence Limit Rules
92
(s t)n = sn tn
(cs)n = c sn
(st)n = sn tn
are dened to be
(1/t)n = 1/tn
for all n Z1
(s/t)n = sn /tn
for all n Z1 .
and
These sequen
es are the re
ipro
al of t and the quotient of s and t. The
following result gives the limits of these newlydened sequen
es in terms of
the limits of s and t.
Proposition 3.2.15 (Generative Sequence Limit Rules). Consider two
real sequen
es s and t. Let c R be any number. Suppose that limn s =
and limn t = m. Then
93
(4) (Re ipro al Rule.) If tn 6= 0 for all n Z1 and m 6= 0 then limn 1/t
exists and is
lim
n
1
tn
1/m.
That is,
1
,
limn (tn )
exists and is
lim
n
sn
tn
/m.
That is,
limn (sn )
,
limn (tn )
The Dieren
e Rule is a
onsequen
e of the Sum Rule and the Constant
Multiple Rule, and so perhaps it doesn't deserve its own name. The fussy
ondition in the Re
ipro
al Rule and the Quotient Rule that tn 6= 0 for
all n Z1
an handwaved away: if limn (tn ) 6= 0 then ne
essarily all tn
are nonzero past some starting index, and nite indexshifts are irrelevant to
limits.
Proof. (Sket
h.) (1) To prove the Sum Rule by arguing that limn (sn + tn) =
limn (sn ) + limn (tn ) provided both limits on the right exist, let = limn (sn )
and let m = limn (tn ). First note that for any positive integer n,
(s + t)n ( + m) = sn + tn m
= sn + tn m
sn  + tn m.
Now let any error toleran
e > 0 be given for s + t. Pres
ribe the error
toleran
e /2 for s to get a starting index Ns su
h that
for all n Ns ,
Let N be the larger of Ns and Nt . Then, using the Triangle Inequality and
the previous three displays,
for all n N, (s + t)n ( + m) < .
Thus N is a suitable starting index in response to .
(2) The argument for the Constant Multiple Rule is very similar. The key
al
ulation is
94
(4) For the Re
ipro
al Rule, the key
al
ulation is again me
hani
al,
1
1 m tn tn m
(1/t)n 1/m = =
=
.
tn m
mtn
m tn 
For large enough n, simultaneously tn m < m2 /2 and tn  > m/2, and
so
m2 /2
tn m
<
= .
m tn 
m m/2
Con
atenating the previous two displays gives the desired result.
(5) The Quotient Rule follows from the Produ
t Rule and the Re
ipro
al
Rule.
n3 2n2
lim
n
3n3 + 4
The Quotient Rule does not apply immediately, be
ause the limits of the
numerator and denominator do not exist. (As always, is not a number.)
However, fa
tor the highest power of n out of the numerator and denominator
of ea
h term of the sequen
e,
95
for all n Z1 .
n3 2n2
3n3 + 4
= lim
n
1 2/n
3 + 4/n2
120
1
= .
3+40
3
The se
ond equality in the last display
omes from applying the Produ
t Rule,
the 1/n Rule, and the Sum Rule in the numerator, the Produ
t Rule, the
1/n Rule, and the Sum Rule in the denominator, and the Quotient Rule. The
main feature of this example is that the original numerator and denominator
had the same highest power of n, and the limit was the ratio of the relevant
oe
ients.
Earlier we
ontended with the subtle issue of the uniqueness of limits. The
existen
e of limits, or la
k thereof, is another subtle point that raises possible
misappli
ations of the various sequen
e rules.
Example 3.2.16. The Produ
t Rule says that a sequen
e that is the produ
t
of two
onvergent sequen
es is again
onvergent. But the
onverse is not true.
That is, the produ
t of two sequen
es, at least one of whi
h diverges, still
an
onverge, although it may well diverge.
For a very easy example, the produ
t of any divergent sequen
e whatsoever of nonzero real numbers with its re
ipro
al sequen
e is the
onstant
sequen
e (1), as ni
ely
onvergent as
an be. For more interesting examples,
onsider the sequen
es
(sn ) = ((1)n (1/2)n )
And we know that the sequen
e ((1)n ) diverges. But as just explained, it
does not follow that the sequen
es (sn ) and (tn ) diverge in
onsequen
e.
Indeed, note that
(sn ) = ((1/2)n ) = (rn )
where r = 1/2,
and so limn (sn ) exists and is 0 by the nth Power Rule. But on the other
hand, we know that limn ((1/2)1/n ) = 1 by the nth Root Rule, and so the
terms of (tn ) tend ever more
losely to alternating between 1 and 1. Thus
limn (t) does not exist.
96
Example 3.2.17. Let r be a real number su
h that r < 1. Consider the
sequen
e s whose terms are sn = rn ,
(sn ) = (1, r, r2 , ),
Therefore
r lim(sn ) = lim(sn ),
n
lim(sn ) = lim(rn ) = 0.
n
So apparently the earlier deli
ate proof of the nth Power Rule was unne
essary.
However, there must be a
aw in the reasoning here. The argument used
only the assumption that r 6= 1, not that r < 1. So it purports to show, for
example that the sequen
e for r = 1,
(1, 1, 1, 1, )
has limit 0, whi
h it does not. Furthermore, the argument purports to show
that the sequen
e for r = 2,
(1, 2, 4, 8, )
also has limit 0, whi
h it most
ertainly does not. The
aw in the reasoning is
the assumption that limn (sn ) exists at all. What the argument has
orre
tly
shown is that if limn (rn ) exists and r 6= 1 then limn (rn ) = 0.
Example 3.2.18. Consider the sequen
e (sn ) dened by the rules
s1 = 1,
s2 = 1,
1 + sn1
sn =
for n > 2.
sn2
(3.14)
Thus
1+1
= 2,
1
97
1+2
= 3,
1
and so on. Note that sn is positive for ea
h n Z1 . Let
s3 =
s4 =
= lim(sn ).
n
By the Quotient Rule, the Sum Rule, and the IndexTranslation Rule, also
=
1+
1 + limn (sn )
.
=
limn (sn )
1 5
.
=
2
Sin
e ea
h sn is positive, must be the positive root. That is, the sequen
e (sn )
has limit
1+ 5
.
2
This example has the same
aw in its reasoning as the previous one, and its
on
lusion is
atout wrong (exer
ise 3.2.15).
Exercises
3.2.13. Find the following limits,
or explain why they don't exist.
(a) limn 7 + 6/n+ 8/ n .
4 + 1/n
.
(b) lim
n
5
+21/n
3n + n + 1
(
) lim
.
2
n
1 + 3n + 4n
(2 + 1/n)2 + 4
.
(d) lim
3
n
(2 + 1/n)2 + 8
(2 + 1/n) 4
.
(e) lim
3
n
(2
3+ 1/n) 8
8n + 13n
(f) lim
.
3
n
17 + 12n3
8(n + 4) + 13(n + 4)
.
(g) lim
3
n
17 +12(n + 4)
n+1
.
(h) lim 2
n
n +1
98
(0)
is
(0) = (0, 0, 0, 0, )
= (1 1, 1 + 1, 1 1, 1 + 1, )
But both of the last two sequen es diverge by os illation, and so the onstant sequen e (0) diverges. The argument must be wrong sin e limn (0) = 0
limit
lim(1) = lim(1, 1, 1, 1, )
n
= lim(1 0, 2 1, 3 2, 4 3, )
n
= lim(1, 2, 3, 4, ) lim(0, 1, 2, 3, )
n
= 0.
But also limn (1) = 1 by the Constant Sequen
e Rule, and so 0 = 1. What
is the
aw in the reasoning?
3.2.15. List the rst ten terms of the sequen e (3.14). What is the sequen e's
longterm
behavior? Explain the
aw in the reasoning that sequen
e's limit
is (1 + 5)/2.
s1 = 1,
2
sn+1 = sn + 2 for n 1.
2sn
Assuming that this sequen
e has a limit , what is ? Compute some terms of
the sequen
e and use them to
onje
ture its a
tual behavior.
3.2.8 Geometric Series
Definition 3.2.19 (Geometric Series).
sequen e
Let
99
It is
ru
ial here to understand that the terms of the geometri
series are
everlonger sums, spe
i
ally, everlonger nite geometri
sums.
Proposition 3.2.20 (Geometric Series Formula). Let r be a real number su
h that r < 1. Then the geometri
series with ratio r
onverges,
lim(1 + r + r2 + + rn1 ) =
n
1
.
1r
1 rn
1r
for r 6= 1.
Sin e in fa t r < 1, various sequen e rules give the result immediately.
1
1r
Note the se
ond \+ " on the left side of the equality,
onnoting that the
sum does not stop after any nite number of terms. That is, the formula is
giving the value of an innite sum, understood to be the limit of nite sums
having more and more terms.
When r = 1/4, the Geometri
Series Formula en
odes the end
al
ulation
of Ar
himedes's quadrature of the parabola from se
tion 1.2
Exercises
3.2.17. (a) Let (sn ) = (1 + 9/10 + (9/10)2 + + (9/10)n1 ). Find limn (sn ).
(b) Let (sn ) = (1 9/10 + (9/10)2 + (1)n1 (9/10)n1 ). Find
limn (sn ).
3.2.18. (a) The \innite de
imal"
0.111 = lim(0.1, 0.11, 0.111, )
n
100
for all n Z1 .
sn t n
Then
lim(sn ) lim(tn ).
n
That is,
for all n N,
un < lim(un ) + .
for all n N,
un < lim(un ).
That is, limn (un ) is greater than every negative number, no matter how lose
0 tn
0 lim(tn ).
n
Indeed, the proof of the rule pro
eeded by redu
ing it to this
ase.
Proposition 3.2.22 (Squeezing Rule for Sequences).
and (un ) be three real sequen
es. Suppose that
sn un tn
(tn )
Let
(sn ), (tn ),
for all n Z1 .
both
onverge to the same limit .
101
The ni
e point here is existen
e: the Squeezing Rule says that the middle
sequen
e has a limit, and furthermore the limit is the shared limit of the
outer sequen
es. If the middle sequen
e were already known to have a limit,
then the limit would be by two appli
ations of the Inequality Rule. The
Squeezing Rule improves on the Inequality Rule in that it does not require
us to know that the middle sequen
e has a limit. But on the other hand, it
requires bounds on a sequen
e from both sides.
tn < + .
Let N be the larger of Ns and Nt . Then by the previous two displays and the
hypothesis that sn un tn for all n Z1 ,
for all n N,
That is,
< un < + .
for all n N,
un  < .
sn un tn
for all n N.
not follow from the ve basi
seqen
e limit rules. One of those four sequen
es
has a limit that now
an be found qui
kly by using the generative sequen
e
limit rules. Whi
h sequen
e is it, and how do generative seque
e limit rules
tell us its limit?
102
justify it by means of limit rules; if the statement is false then give a
ounterexample.
(a) Let (sn ) be a
onvergent real sequen
e. If sn > 0 for all n Z1 then
limn (sn ) > 0.
(b) Let (sn ) and (tn ) be real sequen
es. If limn (sn ) = 0 then limn (sn tn) =
0.
(
) Let (sn ) be a real sequen
e. If limn (s2n ) = 1 then either limn (sn ) = 1
or limn (sn ) = 1.
(d) Let (sn ) and (tn ) be real sequen
es. If limn (sn tn ) = 0 then either
limn (sn ) = 0 or limn (tn ) = 0.
3.2.21. (a) Suppose that we know the 1/n Rule (Proposition 3.2.8 (2)) but do
not know the 1/n Rule (Proposition 3.2.8 (3)). Suppose further that Q
and > 1. Use a result or results from this se
tion to establish the 1/n Rule,
i.e., limn (1/n ) exists and is 0. Where does the argument require > 1?
(b) Again suppose that we know the 1/n Rule but do not know the 1/n
Rule. This time suppose further that Q and 0 < < 1. Explain why N >
1 for some N Z1 . Now reason as follows. By N appli
ations of the Produ
t
Rule, the Nth power of the limit is the limit of the Nth powers,
(lim(1/n ))N = lim (1/n )N ,
n
= lim(1/nN )
n
as just explained
by algebra
by part (a), sin
e N > 1.
=0
Therefore, limn (1/n ) = 0 as well, and so the 1/n Rule holds for 0 < < 1
in
onsequen
e of the 1/n Rule as well. But there is a
aw in the reasoning
here. What is it?
3.2.22. Consider the following variant of the Squeezing Rule:
and (un ) be three real sequen
es. Suppose that
and that
sn un tn
for all n Z1
lim(tn sn ) = 0.
n
Then (un ) also
onverges to the
ommon limit of (sn ) and (tn ), whi
h
exists be
ause limn (tn ) limn (sn ) = limn (tn sn ) = 0. Is this variant
orre
t? Either prove it, or explain the
aw in the reasoning and provide a
ounterexample.
3.3 Integrability
103
3.3 Integrability
3.3.1 The Previous Examples Revisited
Se
tion 3.1 re
alled two sequen
es from
hapters 1 and 2. The rst was the
sequen
e of trianglearea sums arising from Ar
himedes's quadrature of the
parabola,
(Sn ) = Atri (4/3) 1 (1/4)n
n1
Of
ourse this is the value that we already obtained for the limiting value,
but now it is on a mu
h rmer footing.
The se
ond sequen
e was a sequen
e of boxarea sums arising from the
integration of the rational power fun
tion,
(Sn ) =
. s+1 1
(b+1 1) n
sn 1 n1
where sn = b1/n .
Here b > 1, and Q but 6= 1. We know by the nth Root Rule and
be
ause b > 1 that
sn R>0 for all n Z1 ,
limn (sn ) = 1,
sn =
6 1 for ea
h n Z1 .
These properties of (sn ) are all that we need to
arry out an analysis that
formalizes the derivative
al
ulation in se
tion 2.4. Sin
e the analysis will be
ited again in the next
hapter, we isolate it. The general symbol in the
following proposition is not the spe
i
of the ambient dis
ussion that has
been broken o momentarily in order to establish the proposition.
104
Then
s
n1
.
sn 1
lim(un ) = .
n
1 + sn + s2n + + sn
tn 1
un = tn t 1 where tn = 1/sn
n
tp 1 tn 1
where tn = s1/q
n
tn 1 tq
n1
if Z0 ,
if Z1 ,
if = p/q, p Z , q Z1 .
In the
ase Z0 , sin
e limn (1) = 1 by the Constant Sequen
e Rule, and
sin
e we know that limn (sn ) = 1, many appli
ations of the Produ
t Rule and
then the Sum Rule give
t
n 1
where tn = 1/sn .
tn 1
3.3 Integrability
105
And so sin
e limn (sn ) = 1, also limn (tn ) = 1 by exer
ise 3.2.12 (page 90).
Now the formula
lim(un ) = p/q =
follows in this
ase from the previous two
ases, the Re
ipro
al Rule, and the
Produ
t Rule.
With the proposition proved, let the symbol again take on its meaning
from the sequen
e (Sn ) and apply the proposition with + 1 as the of the
proposition. That is, now 6= 1 again, and if we let
un =
+1
sn
1
,
sn 1
n Z1 ,
b+1 1
un
The proposition, the Re
ipro
al Rule, and the Constant Multiple Rule give
the desired result,
lim(Sn ) =
n
b+1 1
.
+1
The following
onsequen
e of the Squeezing Rule was ta
itly used twi
e
in
hapter 2.
Proposition 3.3.2 (The Trapped Quantity is the Common Limit).
Let (sn ) and (tn ) be real sequen
es, and let u be a real number. Suppose
that
for all n Z1 ,
and suppose that (sn ) and (tn )
onverge to the same limit,
sn u t n
lim(sn ) = lim(tn ) = .
n
Then u = .
Proof. Consider the
onstant sequen
e (u), ea
h of whose terms un is the
number u. By the Constant Sequen
e Rule, limn (u) = u. Also, we are given
that
sn un tn for all n Z1 ,
so that by the Squeezing Rule, limn (u) = . Thus u = .
106
sn = b1/n .
For this sequen
e, the boxheights were determined by the values of the power
fun
tion f over the right endpoints of their bases, rather than the left endpoints. And sin
e (using the nth Root Rule for the last step in the display to
follow)
lim(sn ) = lim((b1/n ) ) = lim((b )1/n ) = 1,
n
Let
b+1 1
.
+1
Arb1 (f )
denote the area under the graph of f from 1 to b, a
onstant. Sin
e the power
fun
tion is in
reasing for > 0 and de
reasing for < 0, we have
Sn Arb
1 (f ) Tn
Tn Ar
b
1 (f )
Sn
In either
ase, Proposition 3.3.2 now gives rm footing to the familiar result
that
onsequently the normalized power fun
tion area is
Arb1 (f ) =
b+1 1
,
+1
b > 1, Q, 6= 1.
And be
ause the area is the limit of boxarea sums from above and below, it
is in fa
t an integral,
Zb
1
f =
b+1 1
,
+1
b > 1, Q, 6= 1.
The
ase = 1, where we don't know that limn (Sn ) and limn (Tn ) exist,
mu
h less have a
ommon value for whi
h we have a formula, is more subtle.
We will return to it shortly.
Our se
ond ta
it use of Proposition 3.3.2 was in
omputing the nonnormalized power fun
tion integral, also in se
tion 2.5. Given b and c with
1 b and c > 0, we dened the sequen
es
3.3 Integrability
107
en ) = c+1 (Sn )
(S
and
By the Constant Multiple Rule, and the fa
t that limn (Sn ) = limn (Tn ) =
R
b
1 f ,
Zb
lim(Sen ) = lim(Ten ) = c+1 f .
n
en Arbc (f ) Ten
S
c
en
Ten Arbc (f ) S
c
Zb
f .
Furthermore, as the
ommon limit of box area sums from above and below,
the area a
quires the status of integral, and the previous equation rewrites,
as in (2.9) (page 56),
Z bc
f = c+1
Zb
f .
This result holds for all Q su
h that limn (Sn ) = limn (Tn ). For 6= 1,
the limits were shown to be equal by the simple expedient of evaluating them.
But for = 1 they are not yet established, and it turns out that they don't
evaluate to anything yet in our ken. So in the
ase = 1, we need to argue
that the limits exist and are equal even though we
an't nd a formula for
them. This is the last point that this se
tion will dis
uss.
Re
all the verbal argument on page 56, whi
h was made for all values of :
The fa
t that Sn and Tn trap the area under the graph of f from 1
to b between them, and the fa
ts that Tn = s Sn and s tends to 1,
ombine to show that Sn and Tn tend to the same limiting value,
that value being the area.
With sequen
e limit results in hand, we now
an quantify the reasoning. For
onvenien
e, assume that > 0. Again, let
Arb1 (f )
denote the area under the graph of f from 1 to b, a
onstant. Then we have
the following information:
108
That is,
for all n Z1 .
By various sequen
e limit rules, in
luding the Squeezing Rule, it follows (exer
ise 3.3.1) that
lim(Tn Sn ) exists and equals 0.
(3.15)
n
for all n Z1 ,
(3.16)
Sin
e Arb1 (f ) is
onstant, the Constant Sequen
e Rule says that also
lim(Arb1 (f )) exists and equals Arb1 (f ).
n
(3.17)
Now, note that sin
e (using square bra
kets rather than parentheses to group
two numbers without overloading the sequen
e notation)
b
Sn = Arb
1 (f ) [Ar1 (f ) Sn ] for all n Z1 ,
b
(Sn ) = (Arb
1 (f )) (Ar1 (f ) Sn ).
And sin
e
(Tn ) = (Tn Sn ) + (Sn ),
The argument in itali
s is now fully quantied, for all values of .
Note the nesse of the argument: deftly using the Squeezing Rule twi
e
to show that auxiliary limits exist subtly but inexorably
ornered our desired
limits until they were for
ed to exist as well, and to be equal. And again,
the reasoning was
arried out with no re
ourse to expli
it formulas, meaning
that it should apply in
ontexts beyond the power fun
tion in parti
ular. The
remainder of this
hapter will expand its s
ope.
3.3 Integrability
109
Exercise
3.3.1. Show that (3.15) follows from the display immediately pre
eding it.
3.3.2 Definition of Integrability
Definition 3.3.3 (Lower Sum, Upper Sum). Let a and b be real numbers with a b. Let M be a nonnegative real number. Consider a fun
tion
f : [a, b] [0, M].
Let
Let S be any lower sum for Arba (f), and let T be any upper sum for Arba (f).
Then
S Arb
a (f) T.
110
Suppose that a sequen
e (Sn ) of lower sums for Arba (f) and a sequen
e (Tn )
of upper sums for Arba (f) satisfy the
ondition
lim(Tn Sn ) exists and equals 0.
n
The proof (exer
ise 3.3.2) is similar to the argument re
ently given in the
spe
ial
ase of the power fun
tion. It requires the Squeezing Rule on
e to
make a limit exist, and then basi
and generative results to rea
h the desired
on
lusions.
Definition 3.3.6 (Integral).
fun tion
Let
a b,
and let
M 0.
Consider a
If there exist a sequen
e (Sn ) of lower sums for Arba (f), and a sequen
e (Tn ) of upper sums for Arba (f), su
h that
lim(Tn Sn ) exists and equals 0
n
to b. The
Zb
a
Equivalently,
Zb
a
integral
of f from
f = Arb
a (f).
f = lim(Sn ) = lim(Tn ),
n
sin e by Proposition 3.3.5 both limits exist and equal Arba (f).
to
is the
3.3 Integrability
111
Note how neatly the denitions and propositions of this se
tion quantitatively
apture our earlier des
ription of the integral in natural language,
displayed in itali
s on page 53.
Certainly, if there exist a sequen
e (Sn ) of lower sums for Arba (f) and a
sequen
e (Tn ) of upper sums for Arba (f) su
h that
lim(Sn ) and lim(Tn ) both exist, and they are equal
n
Does Arba (f) exist? Yes, always. The reader should be aware that many
al
ulus
ourses treat all existen
e issues as obvious, perhaps not even rais
ing them, whereas many beginning real analysis
ourses derive existen
e
results from a property of the real number system
alled
ompleteness. In
ontrast to both of these approa
hes, our method is to invoke the existen
e
of area fun
tions but then derive further
onsequen
es of the invo
ation
arefully.
Are there sequen
es (Sn ) and (Tn ) of lower and upper sums for Arb
a (f)
both with Arba (f) as their limit? Sometimes. The Bootstrapping Result
shows that there are su
h sequen
es if there are sequen
es of lower and
upper sums su
h that lim(Tn Sn ) = 0, and the previous paragraph
(starting Certainly. . . ) observed that the
onverse holds as well. Under
these
ir
umstan
es, we view f as integrable. Thus, integrability means
not that the area exists, but that the area is the limit of suitable boxarea
sums.
When f is integrable but the area under its graph does not take a
onvenient form that we already understand, what good does the integrability do us? We
an still study the integral as a limit in order to
learn more about its properties. To know a fun
tion's properties is to understand it. For example, in
hapter 5 we will study the logarithm as an
integral.
Exercise
3.3.2. Prove Proposition 3.3.5.
112
Let
a b,
and let
M 0.
The fun
tion f is increasing if for all x1 , x2 [a, b] with x2 > x1 , also
f(x2 ) f(x1 ). The fun
tion f is decreasing if for all x1 , x2 [a, b] with
x2 > x1 , also f(x2 ) f(x1 ). The fun
tion f is monotonic if it is in
reasing
or it is de
reasing.
Thus a fun
tion is in
reasing if its graph, traversed from left to right, is
everywhere rising or level, never falling. The or level distinguishes between
an in
reasing fun
tion and a stri
tly in
reasing fun
tion as dis
ussed earlier.
And similarly, a fun
tion is de
reasing if its graph is everywhere falling or
level, never rising.
Theorem 3.3.8 (Monotonic Functions are Integrable).
and let M 0. Let
f : [a, b] [0, M]
Let
a b,
Proof. Now we use a uniform partition rather than a geometri
one. The
relevant partitionwidths are
n =
ba
n
for ea h n Z1 ,
x1 = a + n ,
x2 = a + 2n ,
xn = a + nn = b.
Assume that f is in
reasing. Then (exer
ise 3.3.3 (a)) the quantity
Sn = n (f(x0 ) + f(x1 ) + f(xn1 ))
3.3 Integrability
113
Sin
e the power fun
tion is monotoni
, Theorem 3.3.8 en
ompasses it,
even though the theorem's proof used uniform lower and upper sums rather
than the geometri
ones that we used earlier to analyze the power fun
tion.
The uniform lower and upper sums used to prove the theorem do not readily
ompute the integral of the power fun
tion, but they do re
onrm its
existen
e.
Exercise
3.3.3. In the proof of Theorem 3.3.8:
(a) Explain why Sn is a lower sum for Arba (f) and Tn is an upper sum.
(b) Explain why limn (Tn Sn ) exists and equals 0.
3.3.4 A Basic Property of the Integral
Proposition 3.3.9. Let a, b, and c be
M 0 be a positive real number. Let
a b c.
Let
f : [a, c] [0, M]
exists
Zb
exists and
f=
Zb
a
f+
Zc
Zc
b
exists,
f.
the plane, and so it has an area. Similarly for the regions from a to b and
from b to c. By the fa
t that area has basi
sensible properties,
Arca (f) = Arba (f) + Arcb (f).
Granting momentarily that the three integrals in the proposition exist, it
follows that
114
c
f = Arca (f) = Arb
a (f) + Arb (f) =
Zb
f+
Zc
f.
For ea
h n, if the boxes whose areas sum to Sn in
lude a box whose base
straddles the intermediate point b, then subdivide that box into two by adding
a verti
al line segment at b. This has no ee
t on Sn sin
e the areas of two
subboxes just
reated total the area of the box that was subdivided. And
similarly for the upper sums Tn . That is, we may assume that ea
h Sn and
ea
h Tn is the sum of boxareas for boxes whose bases
omprise the xaxis
from a to b and then more boxes whose bases
omprise the xaxis from b
to c. The sums de
ompose a
ordingly,
Sn = Sn + Sn and Tn = Tn + Tn
Here ea
h
is a lower sum for Ar
and similarly for Tn and Tn , so that
, ea h
b
a (f)
Sn
Sn
Tn
for n Z1 .
Tn Sn = (Tn Sn ) + (Tn Sn ),
if follows that
0 Tn Sn Tn Sn
and 0 Tn Sn Tn Sn ,
Rb
Rc
For ea
h n, the sum Sn = Sn + Sn is a lower sum for Arca (f) and the sum
Tn = Tn + Tn is an upper sum for Arca (f). Sin
e
Tn Sn = (Tn Sn ) + (Tn Sn ),
if follows that
Thus
Rc
f exists.
lim(Tn Sn ) = 0.
3.3 Integrability
115
be
f : [a, b] [0, M]
f : [a, b] [0, M]
is integrable from a to b.
This follows from Theorem 3.3.8 and Proposition 3.3.9.
Example 3.3.12. We give two fun
tions, neither of whi
h is pie
ewise monotoni
, but one of whi
h is integrable. For any nonnegative integers k and ,
dene two sets of points, both subsets of the interval [0, 1],
0
1
2
2k 1 2k
Pk =
,
,
, ...,
, k ,
2k 2k 2k
2k
2
3 1 3
0 1 2
,
,
, ...,
, .
Q =
3 3 3
3
3
That is, the points of Pk are spa
ed a
ross [0, 1] in uniform steps of size 1/2k ,
and similarly for Q with stepsize 1/3 . For a point to lie simultaneously in
some Pk and some Q requires
b
a
= ,
k
2
3
or
3 a = 2k b,
0 a 2k ,
0 a 2k ,
0 b 3 ,
0 b 3 .
Be
ause positive integers fa
tor uniquely into prime powers, the only solutions
are a = b = 0, i.e., the
ommon point is the left endpoint 0, and a = 2k , b =
116
3 , i.e., the
ommon point is the right endpoint 1. Ex
luding the endpoints,
there is no overlap among the sets Pk and Q .
where
f(x) =
and
1 if x Pk for some k,
0 if x
/ Pk for all k,
where
g(x) =
1/2k
0
T 1.
Therefore there are no sequen
es (Sn ) of lower sums and (Tn ) of upper sums
satisfying the
ondition limn (Tn Sn ) = 0 that is ne
essary for f to be
integrable (see Denition 3.3.6). That is,
Z1
On the other hand, g is integrable. Every lower sum S for Ar10 (g) is 0, and
so by Denition 3.3.6, the question is whether a sequen
e (Tn ) of upper sums
has limit 0. It does. The idea is to
over nitely many high spikes e
iently
with very narrow boxes, so that
overing the innitely many remaining low
3.3 Integrability
Figure 3.5.
117
spikes ine
iently still produ
es a small upper sum. Quantitatively, given
any > 0, there is a positive integer k su
h that
1
< .
2k+1
2
1
< .
2k+1
Cover the 2k +1 spikes over the points 0/2k , 1/2k , , 2k /2k of Pk with boxes
of width w and height 1. Cover the remainder of the graph of g with boxes
of height 1/2k+1 and total width less than 1. This gives an upper sum T su
h
that
T < (2k + 1)w +
2k+1
< .
(Figure 3.7 shows the re
tangles for su
h an upper sum T that is slightly
bigger than 1/8.) Sin
e is arbitrarily, we
an
reate a sequen
e (Tn ) of su
h
118
Figure 3.6.
g = 0.
Exercises
3.3.4. Consider two fun
tions,
f : [0, 2] [0, 1],
f(x) =
g(x) =
and
g : [0, 2] [0, 1],
if 0 x 1,
x 1 if 1 < x 2,
x
if 0 x < 1,
x 1 if 1 x 2.
3.3 Integrability
Figure 3.7.
119
Small upper sum for the area under the ruler fun tion
(a) Graph f and g side by side, in a way that shows the dieren
e between
them.
(b) Is f pie
ewise monotoni
? Is g? Is any fun
tion
h : [0, 2] R,
x
h(x) = c
x 1
if 0 x < 1,
if x = 1,
if 1 < x 2
120
Figure 3.8.
Boxarrangements
lower{upper sum pair for g. Using these gures, dis
uss qualitatively whether
f and g are integrable, and if so, whether their integrals are equal.
3.3.5. Show by example that if f, g : [a, b] [0, M] are pie
ewise monotoni
then their sum f+g : [a, b] [0, 2M] need not again be pie
ewise monotoni
.
(An explanation that involves some mixture of formulas, pi
tures, and words
is ne.)
f
f~ : [a, b] [0, M].
is integrable, and
Zb
~ =
(f + f)
~
~
(f + f)(x)
= f(x) + f(x)
Zb
f+
Zb
~
f.
is integrable, and
Zb
a
(cf) = c
(cf)(x) = c f(x)
Zb
f.
Proof. There exist a sequen
e (Sn ) of lower sums for Arba (f) and a sequen
e
of (Tn ) of upper sums for Arba (f) su
h that
3.3 Integrability
121
lim(Tn Sn ) = 0.
n
And there exist similar sequen
es (Sen ) and (Ten ) for Arba (f~) with
lim(Ten Sen ) = 0.
n
Consequently, (Sn + Sen ) is a sequen
e of lower sums for Arba (f + f~) (exer
ise 3.3.6) and (Tn + Ten ) is a sequen
e of upper sums for Arba (f + f~), and by
the Sum Rule for sequen
es,
lim((Tn + Ten ) (Sn + Sen )) = lim((Tn Sn ) + (Ten Sen ))
n
en )
= lim(Tn Sn ) + lim(Ten S
n
= 0 + 0 = 0.
Thus
Rb
a
Zb
a
en ) = lim(Sn ) + lim(S
en ) =
(f + f~) = lim(Sn + S
n
Zb
a
f+
Zb
f~.
The se ond part of the proposition is proved similarly (exer ise 3.3.7).
In
onne
tion with Proposition 3.3.13, it deserves note that the formula
~ = Arba (f) + Arba (f)
~
Arba (f + f)
is not geometri
ally immediate. The problem is that the region under the
graph of f+ f~ does not naturally de
ompose into two pie
es with one
ongruent
to the area under the graph of f and the other similar but for f~.
Proposition 3.3.14 (Inequality Rule for Integrals).
f, g : [a, b] [0, M]
su h that
f g,
Zb
g.
Proof. This follows from the fa
t that area has sensible properties, sin
e
Zb
a
b
f = Arb
a (f) Ara (g) =
Zb
g.
122
Exercises
3.3.6. The proof of Proposition 3.3.13 ta
itly
ites the following assertion:
f
f + f~ : [a, b] [0, M + M],
S is a lower sum
e is a lower sum
S+S
f
f~ : [a, b] [0, M],
(f + f~)(x) = f(x) + f~(x).
for Arba (f), and Se is a lower sum for Arba (f~), then
for Arba (f + f~). While this assertion is
orre
t, it is not
quite automati
.
(a) For
onvenien
e, let a = 0 and b = 1. Draw the graph of a random
fun
tion f as above, and then draw three boxes whose areas add up to a lower
sum S for Ar10 (f). Separately, draw the graph of a se
ond random fun
tion f~,
~.
and then draw four boxes whose areas add up to a lower sum Se for Ar10 (f)
Make the breakpoints that determine the bases of the four boxes be dierent
from those that determine the three boxes from a moment ago (ex
ept for the
breakpoints 0 and 1, of
ourse).
(b) Draw a graph that shows the fun
tions f and f + f~. Why isn't it
immediately obvious geometri
ally that we
an sta
k the boxes from the se
ond graph in part (a) on top of the boxes from the rst graph to show that
e is a lower sum for Ar1 (f + f~)? Explain how to x the problem. Your
S+S
0
answer needn't involve mathemati
al symbols, but rather should be an easytounderstand des
ription, perhaps illustrated by more pi
tures, of what the
geometri
issue is and how to address it.
3.3.7. Prove the se
ond part of Proposition 3.3.13.
3.4 Summary
The notion of a sequen
e limit leads to a more pre
ise understanding of the
integral than we
ould attain in
hapters 1 and 2. In the next
hapter, the
related notion of a fun
tion limit will similarly
larify the derivative.
4
Function Limits and the Derivative
A fun
tion f has limit at the point x if its outputvalues f(s) approa
h
as its inputvalues s approa
h x
ontinuously. To say that s approa
hes x
ontinuously is to say that s approa
hes x sequentially in any way whatsoever,
ex
ept that s should never a
tually rea
h x. The fun
tion limit will thus be a
ommon value of sequen
e limits, the limits of the outputsequen
es (f(sn ))
orresponding to all suitable inputsequen
es (sn ) approa
hing x. This
hapter
begins by dening fun
tion limits and establishing some of their properties.
After the examples of the rst two
hapters, the theory has amassed over
the most re
ent
hapter and will
ontinue to do so over this one. So the
reader should periodi
ally step ba
k from details in order to appre
iate the
umulative arrangement of the ideas. On
e the previous
hapter's denition
of sequen
e limit was in pla
e, it led to basi
results and generative results.
This
hapter's denition of fun
tion limit will be phrased in terms of the
denition of sequen
e limit, and then it too will lead to basi
and generative
results, based on their
ounterparts for sequen
es. All of this is
arried out in
se
tion 4.1. With fun
tion limits in pla
e, the derivative
an be be dened as
a parti
ular fun
tion limit. Basi
derivative results and generative derivative
results thus follow from
orresponding fun
tion limit results, as shown in
se
tion 4.2.
So far, the only spe
i
derivative that we know is that of the power
fun
tion, but we will
ompute other spe
i
derivatives in the
hapters to
ome.
124
As just mentioned, the suitable inputsequen
es for the denition of fun
tion limit are those sequen
es that tend to a point but never rea
h it. For
onvenien
e, we name the phenomenon.
Definition 4.1.1 (Approaches, Approachable). Let (sn ) be a
quen
e, and let x be a real number. Then (sn ) approaches x if
real se
Let
is
f : A R
x R,
and let
R.
Then
lim f(s) = ,
s x
if
(1) The point x is approa
hable from A.
(2) For every sequen
e (sn ) in A that approa
hes x, limn (f(sn )) = .
To be clear about the notation, observe that the symbolstring limn refers to a sequence limit, whereas lims x
refers to a function limit.
Again, Denition 4.1.2 en
odes the notion of the input s approa
hing x
ontinuously as en
ompassing all ways that s
an approa
h x sequentially,
and the fun
tion limit is the
ommon value of all the
orresponding outputsequen
e limits, if
onditions are suitable and a
ommon value exists. In natural language, the fun
tion limit of f at x is the outputvalue that the
125
behavior of f near x suggests that f should take at x. Note that this natural language des
ription uses the symbols f and x but not s. The reader is
autioned that if a
al
ulation of lims x f(s) in some parti
ular instan
e seems
to give an answer involving the symbol s then something has gone wrong.
On the other hand, although Denition 4.1.2 of lims x f(s)
aptures the
value that f(s) tends to as s tends to x, the denition makes no referen
e
whatsoever to f(x) itself. Indeed, x need not even be in the domain of f. That
is:
If lim f(s) exists then f(x)
ould exist and not equal lims x f(s),
s x
The denition's insisten
e on sequen
es (sn ) that approa
h x but never rea
h
it prevents any a
idental referen
e to f(x).
The denition is of most interest to us when the domain A of f ex
ludes a
point x where we want to know what value f should take. For example, let x
be any real number, let
R6=x = {s R : s 6= x},
f(s) =
s2 x 2
.
sx
f(s) = s + x,
but even though the formula s + x is sensible for s = x, the fun
tion f is not
dened there. (Figure 4.1 shows the graph of f.) Nonetheless, x is approa
hable
from R6=x , e.g., by the sequen
e (sn ) = (x + 1/n), and so the rst
ondition of
Denition 4.1.2 is met. Furthermore, for any sequen
e (sn ) that approa
hes x
we have limn (sn ) = x by Denition 4.1.1, and so the Sum Rule rule for
sequen
es and the Constant Sequen
e Rule
ombine to give
lim(f(sn )) = lim(sn + x) = 2x.
n
Thus the se
ond
ondition of Denition 4.1.2 is also satised (with = 2x),
and so we have established a fun
tion limit,
lim f(s) = 2x.
s x
Visually, the idea is that the limit ma
hinery has plugged the gap in gure 4.1.
This little argument has essentially repeated the derivation of the tangent
126
slope of the parabola in se
tion 1.3, but now using the more pre
ise language
at hand to buttress the ideas. Note that the
al
ulated value 2x of lims x f(s)
does not
ontain the symbol s, as remarked after Denition 4.1.2.
f(s)
2x
Figure 4.1.
The next result illustrates the idea that universalizing over all sequen
eapproa
hes
aptures
ontinuous approa
h.
Proposition 4.1.3 (Persistence of Inequality). Let A be a subset of R,
let f : A R be a fun
tion, and let x be a point of A that is approa
hable
from A. Suppose that
s x
And s1 6= x sin
e f(x) > 0. If f(s) > 0 for all s A su
h that sx < s1 x/2
then we are done. Otherwise, sin
e s1 x/2 < 1/2, there exists some s2 A
su
h that
s2 x < 1/2 and f(s2 ) 0.
127
And s2 6= x sin
e f(x) > 0. If f(s) > 0 for all s A su
h that sx < s2 x/2
then we are done. Otherwise, sin
e s2 x/2 < 1/4, there exists some s3 A
su
h that
s3 x < 1/4 and f(s3 ) 0.
And s3 6= x sin
e f(x) > 0. Continue in this fashion. Unless the pro
ess proves
the proposition after nitely many steps, it produ
es a sequen
e (sn ) that
approa
hes x but (be
ause f(sn ) 0 for ea
h n) fails to satisfy the
ondition
limn (f(sn )) > 0. This
ontradi
ts the hypothesis that lims x f(s) > 0, and
so the pro
ess must prove the proposition after nitely many steps.
We end this se
tion with one more remark. Let f be a fun
tion and let
be a real number. Sin
e
f(s)  = f(s)  0,
s x
s x
(4.1)
Like the Strong Approximation Lemma (page 75), this prin
iple
an be handy
to have available in isolated form for the sake of smoothing out the endgames
of arguments. We will use it in the next
hapter, for example.
Exercises
4.1.1. (a) Find a subset A of the real numbers and a real number x su
h that
x is approa
hable from A and lies in A.
(b) Find a subset A of the real numbers and a real number x su
h that x
is approa
hable from A but does not lie in A.
(
) Find a subset A of the real numbers and a real number x su
h that x
is not approa
hable from A but lies in A.
(d) Find a subset A of the real numbers and a real number x su
h that x
is not approa
hable from A and does not lie in A.
4.1.2. Let x be any positive real number. Let R6=x = {s R : s 6= x}. Consider
f : R6=x R,
f(s) =
s3 x 3
.
sx
Does lims x f(s) exist, and if so, what is it? Explain. (The dieren
e of powers
formula on page 35 may help.)
128
Two examples of fun
tion limits are eminently believable but still deserve to
be stated
learly.
Proposition 4.1.4 (Basic Function Limits). Let A be a subset
and let x R be approa
hable from A. Consider the fun
tions
and
Then
f0 : A R,
f0 (s) = 1
f1 : A R,
f1 (s) = s.
of
R,
for all s
lim f0 (s) = 1
s x
and
lim f1 (s) = x.
s x
s x
and
lim s = x.
s x
Note that here the power fun
tions f0 and f1 have an arbitrary subset of R
(not R>0 ) as their domain. This point was dis
ussed on page 32.
and
For another basi
fun
tion limit, re
all (from page 32) that the domain of
the power fun
tion f is
R
6=0
R0
R>0
if Z0 ,
if Z1 ,
if Q0 but / Z0 ,
if Q<0 but / Z1 .
Note that in for all Q, 0 is approa
hable from the domain of f , even
though 0 a
tually lies in the domain only for Q0 .
Let
129
lim f (s) = 0.
s 0
s 0
Finally,
lim f0 (s) = 1.
s 0
Suppose that Q>0 . Consider any sequen
e (sn ) in A that approa
hes 0. Let an arbitrary > 0 be given. Dene in turn = 1/ . Sin
e
limn (sn ) = 0, there is a starting index N su
h that:
For n N, sn  < .
It follows that
For all n N,
f (sn ) = s
n  = sn  < ( ) = .
s
n  = (sn )  = (1) sn   =  sn   = sn  , giving the se
ond equality
in the display. For positive sn , the se
ond equality in the display is trivial. The
\<" in the display follows from its
ounterpart in the previous one, be
ause f
is stri
tly in
reasing on R>0 here is where we use the
ondition that > 0.
With the display justied, note that it says that limn (f (sn )) = 0. And sin
e
the argument applies to any sequen
e (sn ) in A that approa
hes 0, we have
shown that lims 0 f (s) = 0.
Now suppose that Q<0 , so that Q>0 . For any positive integer n,
f (1/n) = (1/n) = 1/(1/n ).
By the 1/n Rule for sequen
es, where the in the rule is the here,
limn (1/n ) = 0, and so f (1/n) grows without bound as n grows. Thus f (0)
does not exist.
Finally, the result that lims 0 f0 (s) = 1 is the rst part of the previous
proposition.
Exercise
4.1.3. Dis
uss the meaning, the existen
e, and the value of lims x s2 .
130
(fg)(x) = f(x)g(x)
for all x A,
for all x A,
for all x A.
As with sequen
es, these fun
tions are the sum/dieren
e of f and g, a
onstant multiple of f, and the produ
t of f and g. Also,
onsider the subset of A
where g is nonzero,
Then the fun
tions
are dened to be
A = {x A : g(x) 6= 0}.
1/g, f/g : A R
(1/g)(x) = 1/g(x)
and
(f/g)(x) = f(x)/g(x)
for all x A
for all x A .
These fun
tions are the re
ipro
al of g and the quotient of f and g.
For example, given two rational power fun
tions on the positive real numbers,
their produ
t is
f , f : R>0 R,
x R>0 ,
The following result gives the limits of the newlydened fun
tions above
in terms of the limits of f and g.
131
Let A be a subset
f, g : A R.
s x
s x
s x
s x
s x
s x
s x
s x
s x
s x
s x
s x
s x
The reader is reminded that the boxed formulas apply only when the limits
on their rights sides exist (and are nonzero when ne
essary).
m = lim g(s).
s x
Let (sn ) be any sequen
e in A that approa
hes x. Then from Denition 4.1.2,
lim(f(sn )) = ,
n
lim(g(sn )) = m.
n
To prove the Sum Rule for fun
tions, note that by the Sum Rule for sequen
es,
also
132
lim(f(sn ) + g(sn )) = + m,
n
Sin
e this last display is valid for every sequen
e (sn ) in A that approa
hes x,
Denition 4.1.2 now gives the Sum Rule for fun
tions,
lim (f + g)(s) = + m.
s x
The other parts of the proposition are proved virtually identi ally.
f = g/h,
s x
Let
be a subset
f, g : A R.
Suppose that the point x R is approa hable from A, and that the limits
Then
s x
for all s A.
s x
(sn ) in A approa
hing x. Then limn (f(sn )) exists and equals lims x f(s), and limn (g(sn )) exists and equals lims x g(s).
Sin
e f(sn ) g(sn ) for ea
h n, the Inequality Rule for Sequen
es gives
limn (f(sn )) limn (g(sn )). That is, lims x f(s) lims x g(s) as desired.
Let
133
be a subset
f, g, h : A R.
Suppose that the point x R is approa hable from A, and that the limits
lims x f(s) and lims x g(s) exist and are equal to a ommon value .
for all s A.
Analogues of various remarks about the Inequality Rule and the Squeezing
Rule for Sequen
es apply to these rules for fun
tions as well. First, if g(s) 0
for all s A and lims x g(s) exists then also lims x g(s) 0. Se
ond, again
a point of the Squeezing Rule is that the middle limit exists. And third, the
hypothesis that f(s) g(s) (or f(s) h(s) g(s)) for all s A
an be
weakened: the inequalities need to hold only for all s A
lose enough to x.
But similarly to reindexing sequen
es, we
an shrink the domains of fun
tions,
and in parti
ular A
an be made small enough so that the additional fussing
required to quantify and tra
k the
lose enough to x through statements and
proofs is not worth the eort.
The basi
fun
tion limit rules and generative fun
tion limit rules have
been established by working with Denition 4.1.2 of a fun
tion limit as the
ommon value of all relevant sequen
e limits. But now that some fun
tion
limit rules are in pla
e, the idea is to use them whenever we
an do so rather
than making unne
essary further arguments that refer ba
k to the denition
and universalize over sequen
es. The pro
ess here is similar to establishing
properties of the absolute value that make no referen
e to
ases and then
using the properties with no further referen
e to the
asewise denition. And
it is similar to reasoning about sequen
es by re
ourse to the sequen
e limit
rules rather than the denition of a sequen
e limit. Often in mathemati
s, we
want our denition to give rise qui
kly to desirable, handy
onsequen
es that
we
an then use and build on further, with little need to work dire
tly with
the denition thereafter.
134
Let
f : A R
g : A6=x R,
g(s) =
f(s) f(x)
.
sx
s x
exists, then its value is the derivative of f at x, denoted f (x). That is,
f (x) = lim
s x
f(s) f(x)
,
sx
g(s) =
s 0
.
s0
(a) Dene a sequen
e in R6=0 , (sn ) = (1/n). Does limn (sn ) exist? If so,
what is it?
(b) Dene a sequen
e in R6=0 , (sn ) = (1/n). Does limn (sn ) exist? If so,
what is it?
(
) Is the absolute value fun
tion dierentiable at 0? Explain.
4.2.2 A Consequence Worth Noting Immediately
Proposition 4.2.2. Let A be a subset of
suppose that the fun
tion
is dierentiable at x. Then
R,
f : A R
s x
let
be a point of A, and
135
Exercise
4.2.2. Use generative fun
tion limit rules to prove Proposition 4.2.2. The
argument
ould start from the fa
t that for s 6= x,
f(s) f(x) =
f(s) f(x)
(s x),
sx
sx
en
odes the idea of the derivative as the limit of the se
ant slopes, but
alling
the left side of the display the tangent slope nesses the question of what
the tangent slope really is
on
eptually, of why the limit gives us something
that we already
are about rather than something on whi
h we bestow a
geometri
ally suggestive name to make ourselves
are about it. Perhaps the
tangent line is somehow the limit of the se
ant lines, and perhaps it follows
that the tangent slope is the limit of the se
ant slopes, but any su
h argument
is well beyond the s
ope of our grammar.
As a better formulation, a re
hara
terization of the derivative denition
really just a small algebrai
rearrangementgives us the quantitative language to show that the derivative has a property that
aptures the idea of
tangent slope analyti
ally.
Proposition 4.2.3 (Recharacterization of the Derivative). Let A be
a subset of R. Let f : A R be a fun
tion. Consider a point x A that
is approa
hable from A. Then for any real number ,
f (x)
f(s) f(x) (s x)
= 0.
sx
136
L (s) = f(x) + (s x)
is the fun
tion whose graph is the line through the point (x, f(x)) having
slope . The quantity
f(s) L (s) = f(s) f(x) (s a),
sA
s x
s x
s x
That is, the verti
al distan
e over s between the graph and the line goes to 0
as s moves toward x. But by the proposition, only when f (x) exists and
s x
f(s) L (s)
= 0.
sx
That is:
Only when f (x) exists is there a line through (x, f(x)) that ts the
graph of f so well that the verti
al distan
e from the graph to the
line tends to 0 faster than sx as s tends to x. The line is unique,
and its slope is f (x).
In other words, we now have an analyti
des
ription of the tangent line to
the graph of f at the point (x, f(x)). It is the besttting line, in the sense
just quantied in the displayed text. These ideas lead onward to a geometri
des
ription of the tangent line, to be presented in the following exer
ise.
Exercise
4.2.3. Let A be a subset of R, let f : A R be a fun
tion, and suppose
that f is dierentiable at the point x of A. For any real number , dene a
fun
tion (as in the se
tion)
L : R R,
s x
f(s) f(x) (s x)
sx
= f (x) .
(b) Suppose that < f (x), so that f (x) > 0. What does the limit in (a)
say about the verti
al dieren
e f(s) L (s) for all s
lose enough to x su
h
137
that s > x? What does this say about the graphs of L and f in relation to
one another near (x, f(x))? What does the limit in (a) say about the verti
al
dieren
e f(s) L (s) for all s
lose enough to x su
h that s < x? What does
this say about the graphs of L and f in relation to one another near (x, f(x))?
(
) Now suppose that > f (x), so that f (x) < 0. Now what holds for
the graphs of L and f in relation to one another near (x, f(x))?
(d) Let x be a point of A su
h that there exist other points s of A as
lose
to x as desired with s < x, and there exist other points s of A as
lose to x as
desired with s > x. Complete the following senten
e by repla
ing ea
h of X,
Y , Z and W by \above" or \below": This exer
ise has shown that f (x) is
plausibly the tangent slope of the graph of f at (x, f(x)) in the geometri
sense that any line through (x, f(x)) with shallower slope
uts the graph
there from X to Y moving left to right, while any line through (x, f(x))
with steeper slope
uts the graph from Z to W moving left to right.
(e) What needs to be said, similarly to (d), if x is a point of A that
is approa
hable from A only from the right? Same question but with left
instead of right.
To apply the denition of the derivative to the power fun
tion from
hapter 2,
f (x) = x
f : R>0 R,
rst let
and
onsider the fun
tion
(where Q),
R+
6=1 = {s R>0 : s 6= 1},
g : R+
6=1 R,
g(s) =
f (s) f (1)
.
s1
R+
6=x = {s R>0 : s 6= x},
h(s) =
f (s) f (x)
.
sx
138
where t = s/x.
(4.2)
It follows (exer
ise 4.2.4(b)) that, as we found less formally in se
tion 2.4,
lim h(s) = x1.
s x
That is, for ea h x R>0 , f (x) exists and is f1(x). And so:
For Q, f = f1 .
Sin
e the power fun
tion is dierentiable, it follows as a spe
ial
ase of Proposition 4.2.2 (page 134) that also:
lim f (s) = f (x).
For Q and x R>0 , s
x
In the previous paragraph, if is an integer, then the argument applies to
any nonzero x R, not only to x R>0 . If is a nonnegative integer then
a straightforward argument shows dire
tly that f (0) = f1 (0), provided
that we understand 0 f1 to take the value 0 at x = 0. (exer
ise 4.2.5). If
Q0 is a nonnegative rational number that isn't an integer, and s R>0 ,
then
s
f (s) f (0)
=
= s1 ,
s0
s
and so, a
ording to Proposition 4.1.5, f (0) = 0 if > 1 but f (0) does not
exist if 0 < < 1. In sum:
Proposition 4.2.4 (Derivative of the Power Function).
rational number. Take the domain of f to be
R
if Z0 ,
R
if Z1 ,
6=0
/ Z0 ,
R0 if Q0 but
Let
be a
f = f1 ,
139
Sin
e 0 f1 (x) = 0 for all x 6= 0, sometimes the boxed formula is understood to en
ompass the
ase = 0 and x = 0, i.e., 0 f1 (0) is understood to
mean 0. This is not stri
tly
orre
t: f1 (0) does not exist. What is
orre
t is
that lims 0 0 f1 (s) = 0, and so in some sense 0 f1 should take the value 0
at x = 0.
At the purely pro
edural level, the boxed formula says that to dieren
tiate the power fun
tion, bring the power down in front and redu
e it by
one in the exponent. This is indeed the pro
edure, but the reader should be
aware that there even though the pro
edure is easy, there is substan
e to the
result.
s x
Proof. This follows from the proposition unless 0 < < 1 and x = 0. These
ex
eptional
ases are
overed by Proposition 4.1.5 (page 129).
We end the se
tion with one more derivative result. Exer
ise 4.2.7 is to
give a sket
h of the proof.
Proposition 4.2.6 (Derivative of the Absolute Value Function Away
From Zero). Let R6=0 = {x R : x 6= 0}. Consider the fun
tion
f : R6=0 R,
f(x) = x.
f (x) =
1
1
if x > 0,
if x < 0.
Exercises
4.2.4. (a) Establish (4.2).
4.2.6. Explain (an informal explanation is ne) why it follows from Proposi
tion 4.2.4 and the various fun
tion limit results in this
hapter that for any
algebrai
fun
tion f : A R (see page 67) and any x A that is approa
hable from A,
lim f(s) = f(x).
s x
140
4.2.7. Sket
h a proof of Proposition 4.2.6. Your argument should not involve
any detailwork, but rather it should explain why for x > 0 the issue redu
es to
the derivative of a power fun
tion while for x < 0 it redu
es to the derivative
of the negative of a power fun
tion. For now,
ite the fa
t (to be proved in
the next se
tion) that the derivative of the negative is the negative of the
derivative.
4.2.5 Generative Derivative Rules
We have
omputed only one derivative so far, the derivative of the power
fun
tion. Soon we will
ompute other spe
i
derivatives. But in addition
to
omputing the derivatives of parti
ular fun
tions, we
an also
ompute
the derivatives of
ombinations of fun
tions generatively, assuming that we
already know the derivatives of the fun
tions individually.
Theorem 4.2.7 (Generative Derivative Rules).
Let A be a subset of R,
f, g : A R.
Let
let
That is,
for all x A.
(2) (Constant Multiple Rule.) (cf) exists on A and is (cf) = cf . That is,
(f g) (x) = f (x) g (x)
(cf) (x) = c f (x)
for all x A.
for all x A.
(4) (Re ipro al Rule.) (1/g) exists on A and is (1/g) = g /g2 . That
is,
(1/g) (x) =
g (x)
g(x)2
for all x A .
That is,
(f/g) (x) =
for all x A .
141
Proof. (1) To prove the Sum Rule,
ompute for any x A that
(f + g)(s) (f + g)(x)
f(s) + g(s) f(x) g(x)
=
sx
sx
f(s) f(x) g(s) g(x)
+
.
=
sx
sx
The quotients on the right side have limits f (x) and g (x) individually as s
tends to x, and so their sum has limit f (x) + g (x).
(2) The proof of the Constant Multiple Rule is very similar to the proof
of the Sum/Dieren
e Rule.
(3) To prove the Produ
t Rule, we rst need to re
all that by Proposition 4.2.2 (page 134), for any x A, sin
e f (x) exists, lims x f(s) exists and
is f(x). Now
ompute that
f(s)g(s) f(x)g(x)
(fg)(s) (fg)(x)
=
sx
sx
f(s)g(s) f(s)g(x) + f(s)g(x) f(x)g(x)
=
sx
g(s) g(x) f(s) f(x)
+
g(x).
= f(s)
sx
sx
By various fun
tion limit rules, the right side has the desired limit as s tends
to x.
(4) For the Re
ipro
al Rule, suppose that x A . Then
(1/g)(s) (1/g)(x)
1/g(s) 1/g(x)
g(x) g(s)
1
=
=
.
sx
sx
sx
g(s)g(x)
As s tends to s, the rst quotient has limit g (x) and the se
ond has
limit 1/g(x)2 , giving the result. Sin
e g (x) exists, lims x g(s) = g(x) (again
by Proposition 4.2.2) and so sin
e g(x) is nonzero, also g(s) is nonzero for
svalues
lose to x. That is, we needn't worry about dividing by 0 somewhere
in this argument.
(5) Finally, the Quotient Rule follows from the Produ
t Rule and the
142
their composition is
f : A B
g f : A C,
and g : B C,
(g f)(x) = g(f(x)).
f , f : R>0 R>0 ,
(f f )(x) = f (f (x)) = (x ) = x ,
x R>0 ,
The Chain Rule says that the derivative of the
omposition at x, i.e.,
(g f) (x), is the produ
t of g (f(x)) and f (x), assuming that these both
exist. A se
ond re
hara
terization of the derivative helps to prove the Chain
Rule smoothly.
of the Derivative).
where s
lim q(s) = 0 and q(0) = 0.
x
f(s) f(x) if s 6= x,
sx
q(s) =
0
if s = x.
and so
lim
s x
143
f(s) f(x)
= lim ( + q(s)) = .
s x
sx
f : A B
Let A, B, and
and
be subsets of R. Con
g : B C.
f(A),
(g f) = (g f) f : A R.
f(s) f(x) = f (x) + q(s) (s x),
s x
g(t) g(f(x)) = g (f(x)) + r(t) (t f(x)),
t f(x)
(g f)(s) (g f)(x) = g (f(x))f (x) + q
~ (s) (s x),
s x
where
= g (f(x)) + r(f(s)) (f(s) f(x))
= g (f(x)) + r(f(s)) f (x) + q(s) (s x)
~ (s) (s x),
= g (f(x))f (x) + q
q
~ (s) = r(f(s))f (x) + g (f(x)) + r(f(s)) q(s).
144
s x
and thus it seems
lear that as a spe
ial
ase of limt f(x) r(t) = 0 we have
lim r(f(s)) = 0.
s x
But in fa
t, this last display takes some detailmanaging to shore up. The
problem is that the limit limt f(x) r(t) is a universal limit over all sequen
es
(tn ) in B that approa
h f(x), where approa
h
onnotes does not rea
h. But
as s approa
hes x, in fa
t the quantity t = f(s)
ould well equal f(x), and so the
limit lims x r(f(s)) in the display is not guaranteed to exist in
onsequen
e
of the limit being
ited. However, under the ex
eptional
ir
umstan
e where
s 6= x but f(s) = f(x), we have r(f(s)) = r(f(x)) = 0, and so the display is in
fa
t valid.
With the fa
t that limx x r(f(s)) = 0 established, it follows by various
fun
tion limit rules that lims x q~ (s) = 0. Sin
e also q~ (x) = 0, the argument
is
omplete.
,
sx
f(s) f(x)
sx
.
sx
ty
sx
g(t) g(y) f(s) f(x)
ty
sx
f(s) f(x)
g(t) g(y)
= lim
lim
s x
t y
ty
sx
(g f)(s) (g f)(x)
= lim
s x
s x
sx
lim
The problem with this argument is that it assumes that f(s) 6= f(x). The
ex
eptional
ase when s 6= x but f(s) = f(x), whi
h
aused a little trouble
in the argument that we gave, leads to worse
lutter in the seemingly more
natural argument here.
145
Exercises
4.2.8. (a) Prove the Constant Multiple Rule.
f1 (x) = x.
f0 (x) = 1.
(b) Use only the result from (a) and the Produ
t Rule for derivatives to
prove that sin
e f2 = f1 f1 , it follows that f2 = 2f1 .
(
) Use only the results from (a) and (b) and the Produ
t Rule to prove
that f3 = 3f2 . Convin
e yourself that this pro
ess extends to the rule fn =
nfn1 for all n Z1 .
(d) Use the result from (a) and the Re
ipro
al Rule for derivatives to prove
that sin
e fn = 1/fn for all n Z1 (now restri
ting the domain to the
for all n Z.
(e) Imagine that we know f1/2 to be dierentiable, but we don't know its
derivative. Dierentiate both sides of the relation
f1 = f1/2 f1/2 ,
applying the Produ t Rule to the right side to obtain an expression involving
xn 1
,
x1
x 6= 1.
Dierentiate both sides of this equality to obtain a formula for the sum
1 + 2x + 3x2 + + (n 1)xn2 .
146
4.2.12. Let f : R R be any fun tion. What an be said about the ompositions f0 f, f1 f, f f0 , and f f1 , where f0 : R R and f1 : R R
4.2.13. Let a, b, c, and d be real numbers, with c and d positive. Let and
be rational numbers. Dene
f : R>0 R,
f=
a + bf
.
c + df
numbers. Dene
f : R>0 R,
f = (a + bf ) .
f=
a + bf
c + df
4.3 Summary
The underlying
on
epts of sequen
e limit and fun
tion limit provide us with
an environment to study integrals and derivatives. So far we have studied
the
al
ulus of only one fun
tion, the rational power fun
tion. The next three
hapters will dene, integrate, and dierentiate more fun
tions: the logarithm,
the exponential, the
osine and the sine.
5
The Logarithm Function
number. Let
f : [b, a] [0, M]
148
to
is dened
f.
That is, if the endpoints a and b are out of order then the integral from a
to b is the negative of the integral from b to a, where b and a are in order.
For example, let Q, 6= 1, and let 0 < b a. Let M be the
maximum of f (a) and f (b), so that we
an
onsider the fun
tion
f : [b, a] [0, M].
Its integral from a to b is, by Denition 5.1.1 and then (2.11) (page 57),
Zb
f =
Za
f =
a+1 b+1
+1
b+1 a+1
.
+1
That is, the formula in (2.11) holds regardless of whether a and b are in order,
Zb
f =
b+1 a+1
+1
Q, 6= 1, a, b R>0 .
(5.1)
The formula is symboli
ally robust, even though it no longer represents area
(whi
h is always nonnegative) when b < a.
Exercise
5.1.1. Let a and b be real numbers with a b. Consider two integrable
fun tions
and let c R0 be a nonnegative real number. A
ording to Proposition 3.3.13 (page 120), the fun
tions f + g and cf are integrable, and
Zb
a
(f + g) =
Zb
a
f+
Zb
a
g,
Zb
(cf) = c
Zb
f.
Show that these formulas still hold if instead b < a and the fun
tions f and g
have domain [b, a].
5.1.2 The Fundamental Theorem of Calculus
F = f+1 /( + 1).
149
Q, 6= 1, a, b R>0 .
f = F(b) F(a),
(5.2)
ln : R>0 R,
Zx
f1 .
Denitions 5.1.1 and 5.1.2
ombine to say that ln(x) is positive for x > 1
but negative for 0 < x < 1. Figure 5.1 shows a portion of the y = 1/x graph
together with the
orresponding portion of the y = ln(x) graph. The key to
understanding the gure is to realize that the height of the y = ln(x) graph
is the area under the y = 1/x graph from 1 to x if x 1, and the negative of
the area if 0 < x < 1. Thus the y = ln(x) graph lies below the xaxis to the
left of the verti
al line x = 1.
5.1.4 The Key Property of the Logarithm
Theorem 5.1.3 (The Logarithm Converts Multiplication to Addition). For all positive real numbers a and b,
150
y = 1/x
y = ln(x)
Figure 5.1.
integrable or not. Let a and b be any two points of I. If a and b are in order,
i.e., if a b, then we have a good visual sense of the area under the
urve
y = f(x) from a to b. As before, let Arb
a (f) denote this area. Thus
For a b, Arba (f) is the area over [a, b] and under the graph of f.
This notion of Arba (f) is geometri
ally intuitive, but it is symboli
ally fragile
be
ause it relies on the side
ondition a b. It would be unsustainable to verify the side
ondition every time that we make referen
e to a quantity Arba (f).
But for now, we must. (Certainly we may not assume that whenever two
letters represent numbers, the earlier letter in the alphabet is guaranteed to
represent the smaller of the two numbers.) So, to make the expression Arba (f)
symboli
ally robust, extend its denition as follows:
If a > b then Arba (f) = Arab (f).
(5.3)
(For integrable fun
tions, this repeats Denition 5.1.1, but the denition here
is more general sin
e f need not be integrable.) This extended denition
of Arba (f) may not feel entirely
lear or natural geometri
ally, but it is utterly platoni
symboli
ally. An immediate
onsequen
e of the denition is
that
151
(5.4)
Indeed, if a b then (5.4) simply repeats (5.3), while if a < b then (5.4)
follows from (5.3) with the roles of a and b reversed (exer
ise 5.1.2).
A
onsequen
e of (5.4) is that
For all a, b, c I,
(5.5)
The all in (5.5)
onnotes that the equality holds regardless of the order of a,
b, and c. Proving this amounts to verifying that all six
ases redu
e ba
k to
the natural
ase where a b c, when (5.5) holds for geometri
reasons (see
gure 5.2) sin
e our area fun
tion, whatever it is, has sensible basi
properties.
Life is too short to
arry out all ve other
ases, so we
ontent ourselves with
working one of them,
hosen at random, to get a sense of all ve arguments.
For example, suppose that b c a. Then
Arba (f)+Arcb (f)
c
= Ara
b (f) + Arb (f)
c
= (Arcb (f) + Ara
c (f)) + Arb (f)
= Ara
c (f)
= Arca (f)
by (5.4)
by (5.5) with b, c, a for a, b, c
sin
e two of the terms
an
el
by (5.4).
Figure 5.2.
152
Exercises
5.1.2. Carefully explain the statement in the text that if a < b then (5.4)
follows from (5.3) with the roles of a and b reversed.
5.1.3. Choose another ordering of a, b, and c, and redu
e the equality in (5.5)
to the
ase that the three points are in order.
5.1.6 Proof of the Key Property: A Specific Argument
Now we return to studying areas under the graph of one parti
ular fun
tion,
the re
ipro
al fun
tion on the positive real numbers,
f1 : R>0 R,
f(x) = 1/x.
Thus the restri
tion of the re
ipro
al fun
tion to I falls under the previous
and hen
e,
general dis
ussion. However, the power fun
tion f1 is monotoni
,
R
beyond the previous generalities, it is integrable. So we write rather than Ar
in the following dis
ussion. As in Denition 5.1.1, for any positive a and b,
Zb
f1 =
Za
if a > b.
f1
Zb
f1 +
Zc
(5.6)
f1 =
Zc
f1 .
(5.7)
Re
all that Proposition 2.5.1 (page 54) showed that for any Q,
If 0 < a b and c > 0 then
Z bc
f = c+1
ac
Zb
f .
The idea was that s
aling a box horizontally by the fa
tor c s
ales it verti
ally
by c , thus giving an areas
aling fa
tor of c+1 . In the spe
ial
ase = 1,
i.e., in the
ase of the re
ipro
al fun
tion, we therefore have
If 0 < a b and c > 0 then
Z bc
ac
f1 =
Zb
f1 .
(5.8)
(See gure 5.3. As before, the s
aled interval [ac, bc], whi
h the gure shows
lying entirely to the right of the original interval [a, b],
an also lie to the
153
y = 1/x
ac
Figure 5.3.
bc
Equal areas
right of the original interval but with overlap, or to the left of the original
interval but with overlap, or entirely to the left of the original interval.)
If instead, a and b are out of order (i.e., 0 < b < a), while still c > 0,
then symboli
reasoning shows that the equality in (5.8) still holds,
ourtesy
of (5.6),
Z bc
ac
Z ac
f1
Zbc
a
= f1
by (5.6)
by (5.6) again.
f1 =
Zb
f1
Using formulas (5.7) and (5.9), ompute that for all a, b R>0 ,
154
f1 =
=
=
Za
1
Za
1
Za
1
f1 +
f1 +
f1 +
Z ab
by (5.7), with 1, a, ab as a, b, c
f1
a
Z ba
by basi algebra
f1
1a
Zb
by (5.9), with 1, b, a as a, b, c.
f1
Z ab
f1 =
f1 +
Za
ln(x) =
Zb
(5.10)
f1 .
Zx
f1 .
The remaining standard properties of the logarithm follow from its denition
and its key property of
onverting multipli
ation to addition.
Theorem 5.1.4 (Properties of the Logarithm).
(1) ln(1) = 0.
(2) For all positive real numbers x and x ,
ln(xx ) = ln(x) + ln(x ).
(3) For all positive real numbers x
ln(1/x) = ln(x).
(4) For all positive real numbers x and all rational numbers ,
ln(x ) = ln(x).
R1
1 f1 is the
area under the graph of the re
ipro
al fun
tion from x = 1 to x = 1, i.e., it
is 0.
155
ln(x ) =
p
ln(x) = ln(x).
q
ln(b)
.
ln(1 + )
156
Note that this fa
t gives another version of the part of the proof of Proposition 3.2.8 (4) that
overs the
ase b > 1 (see page 83). Using a
omputer,
hoose various values b > 0 and > 0 (with presumably small) to
ompare
the new starting index N > ln(b)/ ln(1 + ) from this exer
ise against the
starting index N > (b 1)/ in the original proof.
(b) Let r be a nonzero real number su
h that r < 1, and let > 0 be a
real number. Show that for any positive integer n,
rn < n >
ln()
.
ln(r)
Note that this fa
t gives another proof of Proposition 3.2.8 (5) (see page 84).
Using a
omputer,
hoose various values r (with 0 < r < 1) and > 0 to
ompare the new starting index N > ln()/ ln(r) from this exer
ise against
the starting index N > 1/(x) (where 1/r = 1 + x) in the original proof.
is doubling at ea
h generation, growing faster and faster, whereas the
orresponding sequen
e of logarithms,
(ln(2n )) = (ln(2), 2 ln(2), 3 ln(2), 4 ln(2), ) = ln(2) (n)
157
ln(x)
x
= 0.
(To make the notation sensible, dene for any fun
tion f : R>0 R,
lim f(x) = lim f(1/s).
s 0
That is, the left limit exists if the right limit does, in whi
h
ase it takes its
value from the right limit.) To quantify our sense that the boxed statement
holds, rst see gure 5.4. Re
all that ln x is the area under the y = 1/x
urve
from 1 to x, the darker shaded area in the gure. On the other hand, x itself
is the area of the box in the gure, the remainder of whi
h is shaded more
lightly. As the box grows rightward, the darker shaded area be
omes negligible
as a portion of the total shaded area.
x
Figure 5.4.
ln(x) as a portion of x
To further quantify the argument, see gure 5.5. Again, ln(x) is the area
from 1 to x. Given > 0 (and also < 1: as usual, is a small positive number), this area is less than the area of the two boxes in the gure, the ex
ess
area being shown as lighter gray. Thus, for any x > 2/ (whi
h presumably is
large),
2
2
x
ln x < 1 + x
=C+
2
2
It follows that
and so
ln(x)
x
ln(x)
x
<
<
(where C =
2
2 > 0).
C
+ ,
x
2
158
2/
Figure 5.5.
Exercises
5.2.1. Let n be a positive integer. Draw a gure that shows
learly why boxes
of base 1 on the xaxis and heights 1, 1/2, 1/3, have their tops above the
graph of the re
ipro
al fun
tion f1 . Explain why this shows that
1 > ln(2),
1
1 + > ln(3),
2
1 1
1 + + > ln(4),
2 3
and in general
1+
1
1 1
+ + + > ln(n + 1).
2 3
n
This shows that the sum 1 + 1/2 + 1/3 + + 1/n grows without bound as
n grows.
5.2.2. (a) Use a box to show that ln(2) < 1.
(b) Use a box to show that 1/2 < ln(2). Explain why it follows that
1 < ln(4).
(
) By its denition, the logarithm fun
tion is stri
tly in
reasing. Therefore
there is one, and only one, number e su
h that ln(e) = 1. Parts (a) and (b) of
this exer
ise have shown that 2 < e < 4. Use boxes to show that in fa
t e < 3.
Explain
arefully whether using inner or outer boxes is the
orre
t
hoi
e for
the argument, and why. How many boxes does your argument require?
159
ln : R>0 R,
That is,
Consequently, also
s x
Proof. The bulk of the work is to establish the parti
ular
ase that ln (1) = 1,
lim
s 1
ln(s) ln(1)
s1
= 1.
To study the limit in the display,
onsider rst svalues greater than 1, and
onsider gure 5.6. The relative areas of the small box, the region under the
graph of f1 , from 1 to s, and the large box show that for s > 1,
s1
ln(s) s 1.
s
Therefore, re
alling that ln(1) = 0 and dividing through by the positive quantity s 1 gives
1
ln(s) ln(1)
s
s1
1,
for s > 1.
(5.11)
Next
onsider svalues less than 1 (though still positive, of
ourse). This
time the numerator ln(s) ln(1) = ln(s) and the denominator s 1 of the
dieren
equotient are both negative, so that their quotient is again positive.
160
1
1/s
1
Figure 5.6.
Figure 5.7 shows that now we
an list three negative numbers in in
reasing
order, from most negative to least negative, again giving
s1
ln(s) s 1.
s
(The fa
t that the same quantities bound ln(s) regardless of whether s > 1
or 0 < s < 1 is an instan
e of symboli
robustness.) But this time, dividing
through by the negative quantity s 1 reverses the inequalities,
1
ln(s) ln(1)
s1
1
,
s
ln(s) ln(1)
s1
1
1 for 0 < s < 1.
s
Inequality (5.11) and the previous display
ombine into a
asefree estimate,
via the absolute value fun
tion,
ln(s) ln(1)
1
0
1 1
s1
s
(5.12)
By the Re
ipro
al Rule for fun
tions and the se
ond basi
fun
tion limit
rule in Proposition 4.1.4 (page 128),
lim
s 1
1
1
1
= = 1,
=
s
lims 1 s 1
161
1/s
1
s
Figure 5.7.
The Squeezing Rule for fun
tions, applied to (5.12), now gives
s 1
ln(s) ln(1)
lim
s1
lim
1 = 0,
ln(s) ln(1)
s1
s 1
= 1.
1
=
x
1
=
x
sx
x(s/x 1)
ln(s/x) ln(1)
s/x 1
ln(~s) ln(1)
where ~s = s/x.
s~ 1
162
lim
ln(s) ln(x)
s x
sx
1
.
x
f1 =
Z1
a
f1 +
Zb
f1 =
Zb
f1
Za
1
f1 = ln(b) ln(a).
Sin
e ln = f1 , this shows that formula (5.2) (page 149) extends to the
ase = 1 as well. Given Q, dene
F : R>0 R,
F=
f+1 /( + 1)
ln
if 6= 1,
if = 1.
Q, a, b R>0 .
f = F(b) F(a),
Exercises
5.3.1. Let A be a subset of R, let R6=0 = {x R : x 6= 0}, and let
f : A R6=0
g(x) = ln(f(x))
f (x)
.
f(x)
You will need to use the Chain Rule (Theorem 4.2.9, page 143) twi
e, and
you will need to use Proposition 4.2.6 (page 139).
5.3.2. Find the derivatives of the following fun
tions f : R>0 R.
(a) f(x) = ln(cx) where c R>0 .
(b) f(x) = ln(x ) where Q.
163
fun tion
t(x) = x 1,
Explain why
t(x) =
Zx
1
f0
x R>0 .
for x 1.
(b) Explain why f0 (x) f1 (x) for all x 1, with equality only for x = 1.
(
) Explain why parts (a) and (b) argue that that the tangent line to the
graph of the logarithm at x = 1 lies above the graph to the right of x = 1.
(d) Re
alling Denition 5.1.1, explain why also
t(x) =
Zx
1
f0
(e) Explain why f0 (x) f1 (x) for all x su
h that 0 < x 1, with equality
only for x = 1.
(f) Explain why despite the inequality in (e) pointing the other dire
tion
from the inequality in (b), parts (d) and (e) argue that that the tangent line
to the graph of the logarithm at x = 1 lies above the graph to the left of x = 1
as well.
(g) Now let x0 R>0 be any positive number, and
onsider the tangent
line to the graph of the logarithm at x0 . Explain why it is the graph of the
fun
tion
1
t(x) = ln(x0 ) + (x x0 ).
x0
Show that
t(x) ln(x) = ln(x/x0 )
x
1 .
x0
Explain why therefore the earlier portions of this exer
ise show that t(x)
ln(x) 0, with equality only for x = x0 . That is, for any x0 R>0 , the
tangent line to the graph of the logarithm at x = x0 lies above the graph.
164
Let b be a real number greater than 1. We repeat the pro
ess of integrating a power fun
tion, as laid out in se
tion 2.5, but now for the re
ipro
al
fun
tion f1 . That is, we engage in a pro
ess of
omputing ln(b).
As in se
tion 2.5, let n be a positive integer, denoting the number of
boxes. Let s = b1/n , so that sn = b. Consider a geometri
partition of the
interval [1, b],
Then as before,
As dis
ussed at the end of
hapter 3, Sn is an upper sum for the area under the
graph, i.e., for the logarithm, and a similar analysis with lower sums implies
that lim(Sn ) is the logarithm. That is, we have shown:
For b > 1, ln(b) = lim(b 1, 2(b1/2 1), 3(b1/3 1), ).
n
That is,
165
If 0 < b < 1 instead, then ln(b) = ln(1/b) where now 1/b > 1, and this is
the limiting value of n((1/b)1/n 1). But by algebra,
n((1/b)1/n 1) = (1/b)1/n n(1 b1/n ) = (1/b)1/n n(b1/n 1).
And limn ((1/b)1/n ) = 1 for 0 < b < 1, by the nth Root Rule for sequen
es,
so that the des
ription of the logarithm that we derived for b > 1 holds for
all positive b:
Proposition 5.4.1. Let b R>0
The formula in the proposition
overs the
ase b = 1 as well, sin
e in this
ase ln(b) = 0 and limn (n(b1/n 1)) = limn (0, 0, 0, ) = 0.
For large n and for b 6= 1, the sequen
eentry n(b1/n 1) is the produ
t of a
large number and a number
lose to 0 (positive if b > 1, negative if 0 < b < 1),
so the fa
t that the sequen
e tends to any value as n grows, mu
h less to ln(b),
is not at all obvious. Here again we see the subtlety of
al
ulus.
Exercise
5.4.1. Use a
omputer to get the rst digits (at least four digits) of ln(2).
Also, ask the
omputer for values n(21/n 1) for large values of n. How do
these values
ompare to ln(2)?
5.4.2 Another Summation Formula
x 6= 1.
Evaluating this sum was exer
ise 4.2.11, but we repeat the work here.
Let n be a positive integer and let
h(x) = 1 + x + x2 + x3 + + xn1 ,
x 6= 1.
Repeatedly applying the Sum Rule for derivatives and the power fun
tion
derivative formula gives
h (x) = 1 + 2x + 3x2 + + (n 1)xn2 = (x).
166
xn 1
,
x1
x 6= 1.
h (x) =
xn n(x 1)/x + 1 xn
,
(x 1)2
x 6= 1. (5.13)
The next exer
ise shows how to evaluate this sum without using
al
ulus.
Exercise
5.4.2. A moment ago we used
al
ulus to evaluate the sum
(x) = 1 + 2x + 3x2 + + (n 1)xn2 ,
x 6= 1,
but in fa
t the sum does not require
al
ulus. Instead,
ompute that
(x) = 1 + x + x2 + + xn2
+ x + x2 + + xn2
+ x2 + + xn2
..
..
.
+ xn2 .
That is,
(x) = (1 + x + x2 + + xn2 )
+ x(1 + x + + xn3 )
+ x2 (1 + + xn4 )
+ xn2 .
Re
all that x 6= 1, apply the nite geometri
sum formula, and do some algebra
to rederive (5.13).
167
Sn = (s 1) ln(s) 0 s0 + 1 s1 + 2s2 + 3s3 + + (n 1)sn1
= s(s 1) ln(s) 1 + 2s + 3s2 + + (n 1)sn2 .
ln(s) n
(s n(s 1)/s + 1 sn ),
s1
ln(b1/n ) ln(1)
b1/n 1
By various sequen
e limit results, by the derivative
al
ulation for the logarithm, and by Proposition 5.4.1, it follows that
lim(Sn ) = 1 1 (b ln(b)/1 + 1 b) = b ln(b) + 1 b.
n
The sequen
e (Tn ) of upper sums obtained by taking fun
tion values at right
endpoints has the same limit (exer
ise 5.4.3). Therefore limn (Sn ) is the integral,
Z
b
ln = b ln(b) + 1 b,
b > 1.
This is the area under the logarithm
urve from x = 1 to x = b (see gure 5.8).
Exercise
168
y = ln(x)
Figure 5.8.
The opening idea of this
hapter was to begin moving from geometri
intuition
to symboli
intuition by dening under suitable
ir
umstan
es
Zb
a
f=
Za
if a > b.
This denition worked perfe
tly well symboli
ally, but geometri
ally it
alled
on us to expand our notion of the integral, thinking of it as a sort of signed
area, depending on whi
h dire
tion we traverse the xaxis horizontally. Now,
the fa
t that the logarithm fun
tion takes positive and negative values (as
ompared to the power fun
tion on R>0 whi
h is always positive) is in
entive
to extend our notion of the integral as signed area verti
ally as well. That is,
the
losing idea of this
hapter is to view area below the xaxis as negative
area when the xaxis is traversed in the positive dire
tion, i.e., from left to
right. Sin
e a negative times a negative is a positive, area below the xaxis
is positive when the xaxis is traversed from right to left. The methodology
that makes all the
ases uniform is to think of the integral analyti
ally as a
limit of sums.
Let a and b be positive real numbers in order. That is, 0 < a b. We
want to dis
uss the integral
Z
b
ln .
Although the logarithm
ould take positive and/or negative values on [a, b],
depending on the values of a and b, its outputvalues are in any
ase trapped
between two numbers, ln(a) and ln(b). As shown in gure 5.9, it is geometri
ally natural to interpret the integral is the sum of two possible quantities
a possible negative quantity, the negative of the area between the
graph of the logarithm and the xaxis under the portion of the xaxis
from a to the smaller of b and 1 (this term is present only if 0 < a < 1),
169
and
a possible positive quantity, the area between the graph of the logarithm and the xaxis over the portion of the xaxis from the larger
of a and 1 to b (this term is present only if b > 1).
Figure 5.9 shows a s
enario where both terms are present be
ause a < 1 < b.
y = ln(x)
Figure 5.9.
Putting aside the geometri
ally natural for a moment, we pro
eed in a way
that is symboli
ally natural. Sin
e 0 < a b, it follows that b/a 1. Let (Sn )
Rb/a
be the sequen
e of lower sums for Arb/a
ln in the
1 (ln) used to
ompute 1
previous subse
tion, where the b there is the b/a here. Thus for ea
h n Z1
there are partition points
1 = x0 < x1 < < xn1 < xn = b/a,
Hi = ln(xi1 ),
i = 1, , n,
i = 1, , n,
170
Now s
ale the partition points by a to get new partition points x~i = axi
for i = 0, , n,
a=x
~0 < x~1 < < x~n1 < x~n = b,
e i = x
~i = axi = aBi
B
e i = ln(x
H
~i1 ) = ln(axi1 ) = ln(a) + ln(xi1 ) = ln(a) + Hi ,
e i = a ln(a)Bi + aAi ,
A
for i = 1, , n.
Sin
e the original boxbases Bi sum to b/a 1, the new boxareas sum to
en = A
e1 + + A
en
S
= a ln(a)(B1 + + Bn ) + a(A1 + + An )
= a ln(a)(b/a 1) + aSn
= ln(a)(b a) + aSn .
So, nally,
lim(Sen ) = ln(a)(b a) + a
Z b/a
1
ln
The question is whether this symboli
Rwork is
ompatible with the desired
geometri
interpretation of the integral ab ln when 0 < a b. We
an not
generally interpret Sen as a lower sum sin
e the graph of the logarithm, and
the boxes,
an lie below the xaxis during some or all of the
al
ulation.
However, the lower sum idea
an be salvaged by hoisting the graph and the
boxes verti
ally to pla
e the region of interest just above the xaxis. That is,
rather than study the logarithm itself, we
an study its verti
al translate,
f : [a, b] [0, ln(b) ln(a)],
Subtra
ting ln(a) raises the graph when ln(a) is negative, as shown in ge i
ontributing to S
en satisfy
ure 5.10. Also, the heights H
e i ln(a) = ln(x
~i1 ) ln(a) = f(x~i1 ),
H
171
y = ln(x) ln(a)
e i (H
e i ln(a)) = B
e i f(x
and summing the values B
~i1 ) from i = 1 to n shows
that
en (b a) ln(a) is a lower sum for Arb (f).
S
a
lim(Sen ) (b a) ln(a) =
or
lim(Sen ) =
Zb
Zb
f,
f + (b a) ln(a).
The right side here is the sum of the dark area and the negative of the light
area in the right side of gure 5.11. But this is also the sum of the dark
area and the negative of the light area in the left side of the gure. Thus the
symboli
methods have
aptured the desired geometri
quantity, and without
further ado we de
ree that this is the integral,
Zb
ln =
Zb
a
ln =
Za
so that (robustly),
(b ln(b) b) (a ln(a) a)
again,
172
y = ln(x)
Figure 5.11.
Zb
a
a, b R>0 .
Espe
ially when a = 1, this formula extends the formula from the end of the
previous subse
tion, now giving
Zb
ln = b ln(b) + 1 b,
b R>0 .
Sin
e a and b
an be in either order, and sin
e the logarithm fun
tion
takes positive and negative values, we summarize how to tra
k the boxed
formula for the integral as a signed area. First, area between the xaxis and
the graph of the logarithm is deemed positive when the graph lies above
the axis, negative when it lies below, and the integral is the net signed area
if 0 < a b. However, if 0 < b < a then the integral is the negative of the net
positive area. All of this is easier to understand visually than verbally. But
sin
e the boxed formula is insensitive to the
ases, symboli
understanding is
truly the easiest of all in this
ontext.
5.4.5 The Fundamental Theorem of Calculus Again
F(x) = x ln(x) x.
ln = F(b) F(a),
a, b R>0 .
By now the reader anti
ipates that the derivative of F is the fun
tion whose
integral F is, i.e., F = ln. To see this, note rst that F is built from the
dierentiable fun
tions,
f1 , ln : R>0 R.
Various results about derivatives
onrm that indeed F = ln (exer
ise 5.4.4).
173
Exercise
5.4.4. Complete the veri
ation that the fun
tion F just given indeed has
derivative F = ln.
The following denition
aptures the expanded notion of the integral that
emerged during this
hapter in the
ourse of integrating the logarithm.
Definition 5.5.1. Let a and b be
be real numbers with L M. Let
a < b.
Let
and
f : [a, b] [L, M]
be a fun
tion. If the verti
ally translated fun
tion with nonnegative outputs
g : [a, b] [0, M L],
g(x) = f(x) L
g + (b a)L.
And then, as before, also the integral with outoforder endpoints is dened to be
Z
Z
a
f=
f.
f=
Zb
g + (b a)L
makes use of the datum L from the
odomain of f, but this
odomain
an be
hosen with
onsiderable
exibility. If we keep the domain and the rule but
hange the
odomain to get
f
f : [a, b] [e
L, M],
then on the fa
e of it, the denition
ould pres
ribe a dierent value of ab f.
We need to ensure that this doesn't happen.
Geometri
ally, the issue is as follows. The rst part of Denition 5.5.1
says to hoist the graph of f above the xaxis,
ompute the integral under
174
the hoisted graph, and then adjust by an amount
orresponding to the area
gained by the hoisting. (Again, see gure 5.11.) What we need to verify is that
hoisting the graph by a dierent amount and then making the
orresponding
dierent adjustment leads to the same answer. Phrasing the matter in these
geometri
terms makes the desired
on
lusion essentially ines
apable: hoisting
the graph higher adds a re
tangular region between the xaxis and the hoisted
graph, but the
orre
tion fa
tor will be modied by an amount equal to the
area of the added re
tangular region, leading to the same value for the signed
area as before. (See gure 5.12.)
e
L
y = ln(x)
y = ln(x) e
L
Figure 5.12.
e
L
To verify analyti
ally that the denition makes sense, we pro
eed as follows. To repeat, for the original
hoi
e of
odomain we have
f : [a, b] [L, M],
and then
and then
f=
Zb
g(x) = f(x) L,
g + (b a)L.
and then
g
~(x) = f(x) eL,
Zb
f=
Zb
a
175
g
~ + (b a)eL.
R
g=
Zb
a
g
~ + (b a)(eL L).
f=
=
=
Zb
a
Zb
a
Zb
a
Rb
a
f be omes
g + (b a)L
g~ + (b a)(e
L L) + (b a)L
g~ + (b a)e
L.
With integration now dened for fun
tions whose values
ould be negative,
and for outoforder endpoints, we need to revisit the results that (suppressing
the ne print)
the integral of a sum is the sum of the integrals, and
176
The proofs of the upgraded results should not repeat the earlier proofs for
nonnegative fun
tions, but rather should
ite them and
arry out only the
new work required now for the upgrades. In other words, the required work is
to push the previous results through the hoisting pro
ess that denes integrals
of fun
tions whose values
ould be negative.
Proposition 5.5.2 (Generative Integral Rules).
f
f~ : [a, b] [e
L, M].
f
f + f~ : [a, b] [L + e
L, M + M],
is integrable, and
Zb
(f + f~) =
Zb
f+
Zb
f~.
is integrable, and
Zb
(cf) = c
(cf)(x) = c f(x)
Zb
f.
is integrable, and
Zb
(cf) = c
(cf)(x) = c f(x)
Zb
f.
g(x) = f(x) L
fe
g
L],
~ : [a, b] [0, M
g
~(x) = f~(x) eL.
f L L]
e
g+g
~ : [a, b] [0, M + M
is
(g + g
~)(x) = (f + f~)(x) (L + eL).
Therefore
Zb
177
(f + f~) =
=
=
Zb
a
Zb
a
Zb
(g + g
~) + (b a)(L + eL)
g + (b a)L +
f+
Zb
Zb
a
f~.
g
~ + (b a)eL
(The integral on the right side of the top line exists and is the sum of the two
integrals on the se
ond line by Proposition 3.3.13 on page 120 be
ause they
exist and g and g~ are nonnegative, and they exist be
ause f and f~ are given
to be integrable.)
For c R0 , dene
cg : [a, b] [0, c(M L)],
Then
Zb
(cf) =
Zb
(cg) + (b a)cL
=c
Zb
=c
Zb
g + (b a)L
=c
Zb
by Proposition 3.3.13
g + c(b a)L
f.
(f) =
Zb
f,
f=
Zb
Also dene
h : [a, b] [0, M L],
h(x) = f(x) + M.
178
Then
Zb
a
It follows that
Zb
(f) =
f+
Zb
Zb
h (b a)M.
(f) =
Zb
a
Zb
g + (b a)L +
Zb
h (b a)M
(g + h) + (b a)(L M).
so that
Zb
and therefore
Zb
(g + h) = (b a)(M L),
f+
Zb
Zb
(f) =
f.
Similarly, the Inequality Rule for integrals needn't require that the fun tions involved be nonnegative.
f, g : [a, b] [L, M]
su h that
f g,
Zb
g.
Proof. We already have the result for f L and g L, and the result follows
immediately sin
e
Zb
a
f=
Zb
a
(f L) + (b a)L
Zb
a
(g L) + (b a)L =
Zb
g.
179
g f.
[0, M], dene
f, g : [a, b]
min{f, g}(x) =
and
if g(x) f(x),
g(x) if g(x) < f(x).
f(x)
= g(x) f(x).
b
a(
=
=
Zb
a
Zb
a
Zb
max{f, g}
Zb
min{f, g}
A subtle point here is that if f and g are integrable then so are max{f, g}
and min{f, g}, so that the areas in the argument are integrals as ta
itly asserted. This will be obvious in the examples where we apply the proposition,
and so we omit the general argument.
For bounded fun
tions f, g : [a, b] [L, M], possibly taking negative
values now, a hoisting argument redu
es the problem to the nonnegative
ase.
180
where
f(x) = x2 /2 ,
(See gure 5.13.) Therefore the area between the graphs of f and g is
A=
Z1
(g f) +
(g f) =
(f g) =
14 04
4
24 14
4
Z2
(f g).
+3
13 03
3
23 13
3
+2
12 02
2
22 12
2
1
,
4
1
.
4
1
.
2
(In the rst half of this
al
ulation, we have applied the formula
Zb
a
f =
b+1 a+1
,
+1
6= 1
in the
ase where the endpoint a is 0. This extension has not yet been justied,
and it is valid only for 0, but we take it as granted for now sin
e we will
dis
uss it
arefully in
hapter 8.)
Exercises
5.5.2. Find the area en
losed by the
urve whose equation is
y2 + 2xy + 2x2 = 1.
(See gure 5.14. The
urve is an ellipse. Use the quadrati
equation to solve
the equation for y in terms of x, and then integrate between the two xvalues
for whi
h there is one yvalue.)
181
g
g
f
0
1
Figure 5.13.
5.5.3. (a) Find the area of the region shown between the
urves y = x(x 2)
and y = x3 in gure 5.15.
(b) Find the area of the region shown between the
urves y = 8x3 /9
2
2x /9 x and y = 2x/3 in gure 5.16.
(
) Find the area of the region shown between the
urves y = (x2)(x3)
and y = (x 1)(x 2)(x 3) in gure 5.17.
182
Figure 5.14.
Figure 5.15.
Figure 5.16.
Figure 5.17.
183
6
The Exponential Function
The exponential fun
tion is the most important fun
tion in mathemati
s. It
an be des
ribed in various ways, all
ompatible. This
hapter denes the exponential fun
tion as the inverse fun
tion of the logarithm, i.e., as the fun
tion
that undoes the ee
t of the logarithm,
y = exp(x) if and only if x = ln(y).
The exponential fun
tion is also the unique dierentiable fun
tion f : R R
that is its own derivative and takes a normalized value at 0:
If f = f and f(0) = 1 then f = exp.
And the exponential fun
tion is a limit of ever higher powers of quantities
ever
loser to 1,
x n
exp(x) = lim 1 +
.
n
Se
tion 6.1 introdu
es the notion of a
ontinuous fun
tion. The general
prin
iple that dierentiable fun
tions are
ontinuous gives the
ontinuity of
the parti
ular fun
tions that we have dierentiated in these notes. The Intermediate Value Theorem says that a
ontinuous fun
tion whose domain is
an interval
an not jump over feasible outputs: if the fun
tion assumes two
values then it assumes every value between them as well. One
onsequen
e
of the Intermediate Value Theorem is the existen
e of nth roots of positive
real numbers, something that we invoked in
hapter 2. Another
onsequen
e
of the theorem is that every real number is a logarithm, and so the logarithm
fun
tion has an inverse. Se
tion 6.2 denes the exponential as this inverse
fun
tion. The properties of the logarithm therefore give rise to
orresponding
properties of the exponential. These properties lead to a denition of raising
any positive real number to any real exponent, whereas before we
ould raise
a positive real number only to a rational exponent. Se
tion 6.3 quanties the
186
oft
ited fa
t that the exponential fun
tion grows very qui
kly. Se
tion 6.4
shows that the exponential fun
tion is its own derivative. Se
tion 6.5 integrates the exponential fun
tion. Se
tion 6.6 shows that the exponential is a
limit of powers as des
ribed above, and then gives an interpretation of the
limit in terms of
ompound interest.
6.1 Continuity
6.1.1 Definition of Continuity
Definition 6.1.1 (Continuity).
f : A R
continuous at x
s x
continuous on A
if it is ontinuous at ea h x A.
Espe
ially, if x A but x is not approa
hable from A then f
an not be
ontinuous at x. So, for example, under our denition no fun
tion f : Z R
an be
ontinuous (exer
ise 6.1.1). The reader is alerted that under a dierent
mathemati
al
onvention, more
ommon than ours, the approa
hability
ondition is not required for
ontinuity, and so every su
h fun
tion is
ontinuous.
To show that a fun
tion f : A R is dis
ontinuous at a point x A,
that is approa
hable from A, it su
es to nd a sequen
e (sn ) in A that approa
hes x while the
orresponding output sequen
e (f(sn )) does not
onverge
to f(x). For example, take the fun
tion
f : R R,
f(x) =
0 if x 0,
1 if x > 0.
Consider the sequen
e (sn ) = (1/n). The sequen
e approa
hes 0. The
orresponding sequen
e of outputs,
(f(sn )) = (1, 1, 1, ),
6.1 Continuity
187
Let
be a
f : A R.
Although all dierentiable fun
tions are
ontinuous, not all
ontinuous
fun
tions are dierentiable. The simplest example is the absolute value fun
tion,
f : R R,
f(x) = x.
We saw in exer
ise 4.2.1 (page 134) that f is not dierentiable at 0. But it
is
ontinuous at 0, be
ause for any sequen
e (sn ) in R6=0 , to say that (sn )
approa
hes 0 is to say that sn 0 grows small as n grows large, i.e., f(sn )
tends to 0, whi
h is f(0).
Extending the example of the absolute value fun
tion, Weierstrass used an
analyti
pro
ess of superimposing ever more, ever smaller
orners, to
reate
a fun
tion f : R R that is
ontinuous everywhere and dierentiable
nowhere. Its graph is somehow jagged no matter how
losely we zoom in.
Proposition 6.1.3 (Continuity of the Power Function). Let be
rational number. The power fun
tion f is
ontinuous on its domain.
f (x) = x .
This fun
tion is
ontinuous at 0. However, Proposition 4.2.4 (page 138) says
that f (0) does not exist.
188
Proposition 6.1.2 says fairly broadly that the rational power fun
tions f
and the logarithm fun
tion are
ontinuous on their domains. (The ex
eption
is that the proposition does not say that f is
ontinuous at 0 for 0 < < 1,
but the previous paragraph has taken
are of this
ase.) In parti
ular, let
R6=0 = {x R : x 6= 0} and
onsider the re
ipro
al fun
tion
f1 : R6=0 R,
f(x) = 1/x.
tion 6.1.1. A qualitative explanation is ne. For a more quantitative one, the
hoi
e = 1/2
ould be helpful.
f(x) =
0 if x < 0,
1 if x 0.
Rb
a
exists.
6.1 Continuity
189
For an example of a bounded
ontinuous fun
tion that is not pie
ewise
monotoni
,
onsider
f : [1, 1] [1, 1],
f(x) =
x sin(1/x) if x 6= 0,
if x = 0.
0.5
0.5
0.2
Figure 6.1.
As dis
ussed a moment ago, even though the re
ipro
al fun
tion f(x) = 1/x is
ontinuous, its graph has two pie
es. However, this is be
ause its domain R6=0
has two pie
es already. If a fun
tion is
ontinuous and its domain is an interval,
then be
ause the domain has no breaks, the graph has no breaks either. The
following result expresses this idea analyti
ally.
Theorem 6.1.5 (Intermediate Value Theorem).
numbers with a < b. Let the fun
tion
Let
and
be real
f : [a, b] R
be
ontinuous, and suppose that f(a) < 0 and f(b) > 0. Then there exists
some number c (a, b) su
h that f(c) = 0.
That is, if a
ontinuous fun
tion whose domain is a
losed interval goes
from taking a negative outputvalue to taking a positive outputvalue, then
190
it must take the outputvalue 0 somewhere in between. Note that the
on
lusion of the theorem isn't simply \f(c) = 0," whi
h in isolation would be
meaningless sin
e the hypotheses make no mention of a point c; rather the
on
lusion is that there exists some c su
h that f(c) = 0, although the theorem is mute on the whereabouts of c or how to nd it. Again the phrase there
exists, whose meaning is not truly settled, has arisen.
The negative, positive, and zero in Theorem 6.1.5 are normalizations.
More generally we have
Corollary 6.1.6 (Intermediate Value Theorem, Second Version).
a and b be real numbers with a < b. Let the fun
tion
Let
f : [a, b] R
f(a)
and
f(b).
Then there is
To redu
e the
orollary to the theorem, rst repla
e the f in the
orollary
by f1 = f v. Then f(c) = v if and only if f1 (c) = 0, and 0 lies between f1 (a)
and f1 (b). Se
ond, if f1 (a) > 0 and f1 (b) < 0 then repla
e f1 by f2 = f1 .
Now the hypotheses for the original theorem are met, and the
on
lusion of
the original theorem gives the
on
lusion of the
orollary, as desired. A ta
it
point here is that be
ause f is
ontinuous, so are f1 and f2 . Exer
ise 6.1.5
is to draw pi
tures illustrating the argument given in this paragraph, and to
explain the ta
it point.
The
orollary says that if a fun
tion is
ontinuous on an interval, its output
an not jump over a value: if two numbers are outputvalues of the fun
tion
then all numbers between them are outputvalues as well. This is the sense
in whi
h a
ontinuous fun
tion is graphed without lifting the pen
il from the
page.
Here is an attempt to prove Theorem 6.1.5 rather than assume it. There are
However, rather than prove the Intermediate Value Theorem, this argument shows only that it follows from any assumption about the real number
6.1 Continuity
191
system that makes valid the Then surely there is a least value. . . statement
in the previous paragraph. The issue here is identi
al to the one that arose
from the attempt to prove the Ar
himedean Property of the real number
system ba
k on page 76.
Exercises
6.1.4. Let p(x) = x3 3x + 1. Use the Intermediate Value Theorem to show
that there are at least three dierent numbers a, b, and c su
h that p(a) =
p(b) = p(c) = 0.
6.1.5. (a) Illustrate the argument that the se
ond version of the Intermediate
Value Theorem follows from the rst.
(b) Let f : [a, b] R be a
ontinuous fun
tion. Show that for any real
number h, also f + h is
ontinuous. Show that for any real number c, also cf
is
ontinuous.
6.1.6. Let f : [0, 1] [0, 1] be a
ontinuous fun
tion su
h that f(0) = 1
and f(1) = 0. Draw a pi
ture illustrating the situation. Geometri
ally, it is
ompelling that the graph of f must
ross the 45degree line y = x at least
on
e; that is, f(c) = c for some c (0, 1). Use the Intermediate Value Theorem
For our rst appli
ation of the Intermediate Value Theorem, we return to
the subje
t of nth roots of positive real numbers. This topi
was dis
ussed
starting on page 30, and the reader is en
ouraged to review the dis
ussion
there before
ontinuing here.
Let n 2 be an integer, and let b > 1 be a real number. Consider the
power fun
tion
fn : [1, b] R,
fn (x) = x x (n times).
We have argued that fn is stri
tly in
reasing on R>0 . Also, we have argued
that fn is dierentiable and hen
e
ontinuous on all of R, so that its restri
tion
here to [1, b] is
ontinuous as well. Neither of these arguments made any
referen
e to the existen
e of nth roots. Note that be
ause b > 1 and n 2,
f(1) = 1 < b
and
f(b) = bn > b.
192
That is, there is exa
tly one c su
h that cn = b. In other words, c is the
unique positive nth root of b, ni
ely served up to us by the theorem.
If 0 < b < 1, then 1/b > 1 and the argument just given produ
es the nth
root c of 1/b, and 1/c is the nth root of b. And if b = 1 then b is its own
nth root. This
overs all
ases, and now our invo
ation of unique nth roots
(page 31) is a
onsequen
e of whatever assumed property of the real number
system will prove the Intermediate Value Theorem.
For our se
ond appli
ation of the Intermediate Value Theorem, we know
that the logarithm fun
tion is
ontinuous on R>0 , and we have shown in
exer
ise 5.2.2 (page 158) that
ln(2) < 1 < ln(4).
The exer
ise then argued that
onsequently there is one and only one number e
between 2 and 4 su
h that ln(e) = 1. There is at most one su
h number sin
e
the logarithm is stri
tly in
reasing, but the fa
t that there is at least one su
h
number was supportable for us earlier only at the level of intuition. Now it
follows from the Intermediate Value Theorem. To repeat:
Definition 6.1.7 (The number e). The unique real number x that sat= 1 is denoted e. That is, e is dened by the
ln(e) = 1.
Continuing to work with the logarithm fun
tion, let y be any positive real
number. By the Ar
himedean property of the real number system, there is
some positive integer n su
h that n > y. Thus the logarithm fun
tion
ln : [1, en ] R
That is, every positive real number is a logarithm. Similarly, if b < 0 then
sin
e b = ln(x) for some x, it follows that b = ln(x) = ln(1/x). And of
ourse, 0 = ln(1). Sin
e the logarithm fun
tion is stri
tly in
reasing, we have
proved the following result.
Proposition 6.1.8. Ea
h
y = ln(x)
for ex
6.1 Continuity
193
Exercise
6.1.7. Let b R>0 be a positive real number. Consider the fun
tion
g : R R,
g(x) = x2 b.
Thus the unique positive number c su
h that g(c) = 0 is the square root of b.
(a) For any positive real number s, the height of the graph of g over s is g(s)
(this
ould be negative) and the tangent slope of the graph is g (s) = 2s. Use
these data and analyti
geometry to show that the tangent line to the graph
of g at (s, g(s)) meets the xaxis at
s~ =
1
2
b
s+
.
s
1
2
b
sn +
,
sn
n 1.
(6.1)
Show that for any n Z1 , if s2n > b then
onsequently s2n+1 > b. Sin
e
s21 > b, it follows (you need not explain this part, but put some thought into
it) that s2n > b for all n Z1 . And
then it further follows, be
ause all
the sn values are positive, that sn > b for all n Z1 .
(
) Show that sn+1 sn for all n Z1 . So (again, you needn't explain
what follows, but put thought into it) the sequen
e(s1 , s2 , s3 , )
onsists
of entries that grow ever smaller, but the number b is at most as big as all
the sn . Then surely there is a greatest number c at most as big as all the sn .
This c is the limit of the sequen
e: the sequen
e elements sn get ever
loser
to c as n grows, and if they don't get within > 0 of c then c + is at most
as big all the sn ,
ontradi
ting the fa
t that c is the greatest su
h number.
(d) Take the limit of both sides of (6.1),
arefully
explaining your use of
various sequen
e limit rules, to
on
lude that c = b. Thus the pro
ess in
this exer
ise (a spe
ial
ase of Newton's method)
omputes b.
(e) Use some
form of
omputing power to investigate how qui
kly the
values sn tend to b for various values of b and various starting approximations s1 for ea
h b.
194
As just dis
ussed, for ea
h real number y there is exa
tly one positive real
number x su
h that y = ln(x).
The names x and y, being mere symbols,
an be inter
hanged: For ea
h
real number x there is exa
tly one positive real number y su
h that x = ln(y).
The fun
tion that takes ea
h real x to the
orresponding positive real y is the
exponential fun
tion. So earlier the logarithm was dened as an integral,
and now the exponential fun
tion is dened as the inverse fun
tion of the
logarithm: it undoes the logarithm, and the logarithm undoes it. All of this
takes us far from the idea of a fun
tion as an analyti
expression.
Definition 6.2.1 (Exponential Function).
exp : R R>0 ,
is the inverse fun
tion of the logarithm. That is, the fun
tions exp and ln
are related by the following property:
For all x R and all y R>0 ,
y = exp(x) x = ln(y).
Sin
e the exponential fun
tion and the logarithm fun
tion ex
hange the
roles of x and y, the graph of the exponential fun
tion is obtained by re
e
ting
the graph of the logarithm fun
tion through the line y = x (exer
ise 6.2.1).
Figure 6.2 shows (portions of) the graphs of the two fun
tions.
Immediately in
onsequen
e of Denition 6.2.1, we have,
for all x R,
and
ln(exp(x)) = x,
exp(ln(y)) = y.
(6.2)
(6.3)
(1) exp(0) = 1.
195
y = exp(x)
Figure 6.2.
y = ln(x)
Proof. These are all
onsequen
es of the
orresponding properties of the logarithm. For example, to prove (2), let
y = exp(x),
Then
so that
x = ln(y),
y
~ = exp(x~).
x
~ = ln(y~ ),
x+x
~ = ln(y) + ln(y~ ) = ln(yy~ ),
and
onsequently
exp(x + x~) = yy~ = exp(x) exp(x~).
The remainder of the proof is exer
ise 6.2.3.
196
Exercises
6.2.1. Explain why the geometri
operation of re
e
ting a point p = (x, y)
in the plane through the 45degree line y = x is the same as the algebrai
operation of ex
hanging the point's x and y
oordinates.
6.2.2. Show that (6.3) follows from the dening property of the exponential
fun tion.
Re
all that so far we understand raising any positive real number b R>0
to any rational exponent Q. The exponential fun
tion provides us a
me
hanism to raise any b R>0 to any real exponent x R, and to reestablish the laws of exponents in this
ontext. The idea is that for b R>0
and Q,
b = exp(ln(b )) = exp( ln(b)).
But in the display, the right side makes sense with no referen
e to the fa
t
that is rational. Thus the following denition is natural.
Definition 6.2.3 (Raising a Positive Real Number to a Real Power).
Let b R>0 be any positive real number, and let x R be any real
number. Then bx is dened to be
bx = exp(x ln(b)).
and this explains why the exponential fun
tion is often written ex and
alled
e to the x.
Returning from ex to bx for any positive real number b, our new notion
of exponentiation satises the appropriate laws.
197
~ R>0
Proposition 6.2.4 (Laws of Real Exponents). Let b, b
positive real numbers. Let x, x~ R be any real numbers. Then
be any
(1) b0 = 1 and b1 = b.
(2) bx bx~ = bx+x~ .
(3) (bx )x~ = bxx~ .
(4) (bb~ )x = bx b~ x .
The only obsta
le to proving the proposition is that its formulas are so
familiar. But on
e one realizes that the idea is to use Denition 6.2.3, the
omputations are easy.
Proof. (1) is immediate sin e the exponents 0 and 1 are rational numbers.
We
an also obfus
ate matters and argue that b0 = exp(0 ln(b)) = exp(0) = 1
by Theorem 6.2.2, and b1 = exp(1 ln(b)) = exp(ln(b)) = b by (6.3), but this
argument is gratuitous. Similarly for (3),
ompute that
(bx )x~ = exp x
~ ln(bx )
= exp x
~ ln exp(x ln(b))
~x ln(b))
= exp(x
~ ln(b))
= exp(xx
= bxx~ .
ln(bx ) = x ln(b).
Exercises
6.2.4. Prove parts (2) and (4) of Proposition 6.2.4.
6.2.5. Prove Proposition 6.2.5.
n100000000
1.00000001n
For all
198
s3 = 2.964601 1047712125 ,
s4 = 1.357676 1060205999 ,
s5 = 2.713950 1069897000 .
These are enormous. On the other hand, the jumps in the powers of 10
from zero to 30 million to 48 million to 60 million to 70 millionseem to
be slowing down, suggesting that perhaps the sequen
e is tending upward to
some hugebutnite value. In fa
t, limn (sn ) = 0. (!)
Theorem 6.3.1. Exponential
sense that
lim
xa
=0
bx
s 0
That is, the left limit exists if the right limit does, in whi
h
ase it takes its
value from the right limit.
ln x
x
= 0.
i.e.,
i.e.,
ln x
x
<
ln b
,
a+1
0 < (a + 1) ln x < x ln b,
0 < xa+1 < bx ,
i.e.,
0<
1
xa
< .
x
b
x
199
200
The existen
e of the derivative of the exponential fun
tion is the subtle issue
here, not the value of the derivative on
e its existen
e is known. The justgiven Chain Rule argument ignored this point, while the pre
eding geometri
argument handwaved it. Our only te
hnique to show in a satisfa
tory way
that that the derivative exists is to work analyti
ally and
al
ulate it, and so
our proof of the theorem will pro
eed by doing so.
Proof. (Proof that exp exists and equals exp.) As a preliminary matter, on
y = exp(x)
1+
1
x
1
Figure 6.3.
Next we establish the normalized
ase that exp (0) exists and equals 1,
that is,
lim
exp(s) exp(0)
s0
s 0
201
= 1.
To establish this fun
tion limit,
onsider any sequen
e (sn ) that approa
hes 0
in R. The resulting sequen
e
is also
exp(sn ) exp(0)
tn 1
ln(tn ) ln(1)
sn 0
n1
n1
As just shown, (tn ) approa
hes 1 in R>0 . Consequently, the Re
ipro
al Rule
for sequen
e limits says that the sequen
e in the previous display has limit
1/ ln (1) = 1. This establishes the desired fun
tion limit at the beginning of
this paragraph. That is, exp (0) exists and equals 1 as
laimed.
For general x R and for any s 6= x,
ompute that
exp(s) exp(x)
sx
= exp(x)
exp(s x) 1
sx
exp(~s) exp(0)
where s~ = s x.
= exp(x)
s~ 0
Let (sn ) be any sequen
e in R that approa
hes x. Then the sequen
e (~sn ) =
(sn x) approa
hes 0. Hen
e
exp(sn ) exp(x)
exp(~sn ) exp(0)
lim
= exp(x) lim
n
n
sn x
s~n 0
= exp(x) exp (0)
= exp(x).
Sin
e {sn } approa
hes x arbitrarily in R, we have established the fun
tion
limit
exp(s) exp(x)
= exp(x).
lim
s x
sx
That is, exp (x) exists and equals exp(x). This ompletes the proof.
Exercises
6.4.1. Let R be any real number, not ne
essarily rational. Dene the
orresponding power fun
tion
f : R>0 R,
Observe that if Q is rational then this fun
tion is the familiar rational
power fun
tion f , other than the issue that its domain may now be smaller.
202
gb : R R,
(Write gb as a
omposition.)
(b) Again let b be any positive real number. Part (a) says in parti
ular
that gb (0) = ln(b), i.e.,
bs b0
= ln(b).
s 0 s 0
lim
(6.4)
b1/n b0
lim
n
1/n 0
= ln(b).
(6.5)
Why does (6.5) only support (6.4), rather than fully prove it?
6.4.3. We know that the exponential fun
tion satises the
onditions
exp = exp
and exp(0) = 1.
Suppose that some unknown fun
tion f : R R also satises the
onditions
f = f
Dene
g : R R,
and f(0) = 1.
g(x) = exp(x)f(x).
203
6.4.4. For ea
h of the following fun
tions, determine the fun
tion's domain,
and then dierentiate the fun
tion on its domain.
(a) f(x) = exp(x) ln(x).
(b) f(x) = exp(ln(x) + 1/x)
(
) f(x) = xa bx . (Here a R and b R>0 are
onstants.)
6.4.5. The hyperboli
osine and the hyperboli
sine fun
tions are
osh : R R,
osh(x) =
ex + ex
2
sinh : R R,
osh(x) =
ex ex
.
2
and
ln = b exp(b) + 1 exp(b).
And the entire shaded box in the gure has area b exp(b). It follows that the
integral of the exponential from 0 to b is
Zb
0
If the method just given to integrate the exponential fun
tion seems too
easy, or too sneaky, then we
an also
ompute with a lower sum arising from
a uniform partition of [0, b] and use our usual bag of tri
ks:
204
eb
0
Figure 6.4.
b
[exp(0) + exp(b/n) + exp(2b/n) + + exp((n 1)b/n)]
n
b
1 + exp(b/n) + (exp(b/n))2 + + (exp(b/n))n1
=
n
b (exp(b/n))n 1
=
n
exp(b/n) 1
. exp(b/n) exp(0)
.
= (exp(b) 1)
b/n 0
Sn =
And thus
b
[exp(b) 1] ,
n
exp = exp(b) 1.
And now the method of the previous paragraph
an be used instead to rederive
the integral of the logarithm with no work. Sin
e the logarithm took some
eort to integrate, there is a real gain of e
ien
y here. But integrating the
logarithm this way would have deferred our learning the answer until now.
For the more general integral of the exponential fun
tion,
exp,
205
a, b R,
rst assume that a < b and translate the boxes over [0, b a] by a. Note that
exp(x + a) = exp(a) exp(x), and very qui
kly it follows that (exer
ise 6.5.1)
Zb
a
a b.
(6.6)
exp =
Za
b
That is,
Theorem 6.5.1. The
Zb
a, b R.
Naturally this is another instan
e of the Fundamental Theorem of Cal
ulus. Let F = exp, so that F = exp. Then the formula says that
Zb
a, b R.
Exercises
en
6.5.1. Let a and b be real numbers with a b. Explain why lower sums S
b
for Ara (exp) satisfy
en = ea Sn ,
S
where ea
h Sn is in turn a lower sum for Ar0ba (exp), and similarly for upper
sums. Show that formula (6.6) follows.
6.5.2. Re
over formula (2.11),
Zb
a
f =
b+1 a+1
,
+1
6= 1, 0 < a b
where now is a real number rather than ne
essarily a rational number. (See
exer
ise 6.4.1 on page 201 for the new denition of f .)
206
Before the proof, it deserves noti
e that the limit in the theorem is subtle.
Given a xed real number x, the question is to what value the quantity
1+
x n
n
tends as n grows large. For that matter, does su
h a value even exist?
One argument pro
eeds as follows: Sin
e x is xed, 1 + x/n tends to 1
1n .
Sin e
1n = 1
for
A se ond argument rea hes a drasti ally dierent on lusion: Assume that
x is positive.
(1 + x/n)n is
These arguments, and their
on
lusions, are in
orre
t. The problem with
both of them is that to study the limiting behavior of (1 + x/n)n as n grows
large, we must take
are that both o
urren
es of n in (1 + x/n)n grow
large together. The rst argument let the denominatorn grow rst and only
thereafter let the exponentn grow as well. The se
ond argument made the
omplementary error. The falsity of the resulting
on
lusions illustrates yet
again that to obtain the
orre
t mediumsized answers in
al
ulus, we need
to manipulate small and large quantities
arefully.
s1
ln(s) s 1,
s
s R>0 .
Repla
e s by 1 + s to get
s
ln(1 + s) s,
1+s
s > 1.
207
n > x.
By a property of the logarithm, n ln(1 + x/n) = ln((1 + x/n)n ), and so multiplying the inequalities through by n gives
x n
x
x,
ln 1 +
1 + x/n
n
n > x.
Be
ause the exponential fun
tion is stri
tly in
reasing, the inequalities are
preserved upon passing the quantities through it,
exp
x
1 + x/n
x n
1+
exp(x),
n
n > x.
(6.7)
x
1 + x/n
= x,
lim exp
n
x
1 + x/n
= exp(x),
To
omplete the argument, apply the Squeezing Rule for sequen
e limits
to (6.7), showing that indeed
lim
n
x n
1+
exists and equals exp(x) for all x R.
n
Exercise
6.6.1. Show that for any real number x,
x
lim
= x.
n
1 + x/n
6.6.2 An Interpretation: Compound Interest
The bank promises you an annual interest rate of x. For example, x
ould be
some value su
h as x = 0.05, i.e., ve per
ent, but to avoid being overspe
i
we view x as a generi
positive real number.
208
This is not fair to you. The bank has been free to invest your deposit from
the moment that you made it, and then further to invest any prots from the
initial investment, and so on; but the bank has
ompounded interest for you
only at the year's end, despite earning money with your deposit all through
the year.
It would be more fair for the bank to
ompound your interest for the rst
half of the year halfway through the year, at half of the annual interest rate,
and then to
ompound your interest for the se
ond half of the year at the end
of the year, again at half of the annual interest rate. Thus at six months you
would have your deposit plus your deposit times half the annual interest rate,
d(1 + x/2),
and at the end of the year you would have your amount at six months plus
your amount at six months times half the annual interest rate,
d(1 + x/2)2 .
But this is not fair to you either. The bank has made money with your deposit
ontinuously, but still it has
ompounded your interest only after six months
and then again only after another six months. On the brighter side, the endyear amount now satises
d(1 + x/2)2 = d(1 + x + x2 /4) > d(1 + x),
i.e., the situation is more fair to you now than it was after a single interest
payment at the end of the year.
Similarly, if the bank
ompounds interest monthly then at the end of the
year you have
d(1 + x/12)12 .
gives the term 1 (from multiplying all of the 1's together), gives the term ns
(from the n dierent ways of multiplying one s and n 1 1's together), and
gives other terms, all of whi
h are positive. Thus
209
and so
2
That is, you have more at the end of the year if the bank
ompounds interest
monthly than if the bank
ompounds interest only twi
e a year, just as you
have more if the bank
ompounds interest twi
e a year than if the bank
ompounds interest only on
e a year.
If the bank
ompounds interest daily then at the end of the year your
balan
e is
d(1 + x/365)365 .
Presumably this is more than you have if the bank
ompounds interest
monthly, but the relevant algebra to justify this fa
t is a bit hairier than
the two
omparisons that we we have made so far. (The problem is that 365
is not an integer multiple of 12, whereas 12 is an integer multiple of 2, and 2
is an integer multiple of 1.) Instead, note that if the bank
ompounds interest
12 times daily then sin
e 12 365 = 4380, at the end of the year you have
d(1 + x/4380)4380 .
so that
(1 + x/4380)4380 > (1 + x/365)365
In other words, if the bank
ompounds interest 12 times daily then at the end
of the year then you have more than if the bank
ompounds interest daily
or monthly. (Unsurprisingly, the daily
ompounding does yield more interest
than the monthly, and this is easy to show using
al
ulus rather than algebra.
See exer
ise 6.6.2.)
Even if the bank
ompounds your interest 4380 times, this still isn't quite
fair to you be
ause the bank is making money
ontinuously with your deposit.
The
orre
t s
enario is for the bank to
ompound your interest
ontinuously
as well. Thus we are led to the exponential fun
tion: at the end of the year,
your a
ount value should be
210
Similar to exer
ise 6.4.3, the only fun
tion satisfying these
onditions is
f(t) = dext .
Thus we re
over our result that the exponential fun
tion arises naturally
from
ontinuously
ompounded interest. And more generally, it des
ribes any
quantity that in
reases in proportion to its amount.
Exercises
6.6.2. Re
all that in the
ourse of proving that the exponential is a limit of
s
ln(1 + s),
1+s
s > 1.
f : R1 R,
f (t) = ln(1 + s)
x
t
where s = .
(b) Part (a) shows that f is always positive by the inequality at the
beginning of this exer
ise, sin
e s = x/t is positive. The fa
t that f is always
positive suggests powerfully that f is stri
tly in
reasing. Granting this, explain
why the fun
tion
g : R1 R,
g(x) = exp(f(x))
What does this say about your a
ount balan
e at the end of the year if the
bank
ompounds interest daily rather than monthly?
211
6.6.3. Let d and x be positive real numbers. What is the doubling time of
the quantity
f : R0 ,
f(t) = dext ,
i.e., the tvalue su
h that f(t) = 2d? How does the doubling time depend on
the initial value d? If instead x is negative, what is the halving time of f?
7
The Cosine and Sine Functions
The basi
trigonometri
fun
tions
osine and sine des
ribe uniform os
illation,
analogously to how the exponential fun
tion des
ribes natural growth. Sin
e
os
illation is a more
ompli
ated phenomenon than natural growth, the properties of the
osine and sine are
orrespondingly more elaborate than those of
the exponential. After establishing the properties of
osine and sine, we
arry
out our usual program of dierentiating and integrating these fun
tions.
Se
tion 7.1 establishes the fa
t that the
ir
umferen
e of the unit
ir
le is
its diameter times its area, a fa
t relevant to the properties of
osine and the
sine. Se
tion 7.2 denes the
osine and the sine, and se
tion 7.3 establishes
some of their properties: basi
identities, angle sum and dieren
e formulas,
double and half angle formulas, produ
t and dieren
e formulas. Using these
properties, we
an dierentiate the
osine and the sine in se
tion 7.4, and we
an integrate them in se
tion 7.5. Se
tion 7.6 introdu
es other trigonometri
fun
tions, the tangent,
otangent, se
ant, and
ose
ant, and se
tion 7.7 introdu
es their inverse fun
tions. All of these fun
tions are within our power
to dierentiate by using generative derivative rules, but for the most part we
don't yet know how to integrate them.
214
and equal bases, the
ommon base of the
ir
ums
ribing triangles; thus the
area of the triangle in in gure 7.2 equals the sum of the areas of the
ir
ums
ribing triangles in gure 7.1. As n grows, the area of the
ir
ums
ribing
triangles tends to the area of the unit
ir
le, while the base of the triangle
in gure 7.2 tends to the
ir
umferen
e c and its height is always 1. Thus in
the limit, the equal areas are and c/2, from whi
h
c = 2.
Figure 7.1.
Figure 7.2.
215
rea
hed, and extend formula (7.1) to this
ase as well. Thus we have dened
fun
tions
os, sin : R [1, 1].
So, for example, starting at (1, 0) and then going onequarter, onehalf, threequarters, and all the way around the unit
ir
le
ounter
lo
kwise gives the
values
(
os(0), sin(0)) = (1, 0),
(
os(/2), sin(/2)) = (0, 1),
(
os(), sin()) = (1, 0),
(
os(3/2), sin(3/2)) = (0, 1),
(
os(2), sin(2)) = (1, 0).
The graphs of the
osine and sine fun
tions (or rather, portions of the graphs)
are shown in gure 7.3.
PSfrag repla
ements
os(s)
sin(s)
Figure 7.3.
The following properties of sine and
osine are
onsequen
es of the denition.
For all s R,
216
sin(s)2 +
os(s)2 = 1,
os(s + 2n) =
os(s) for all n Z,
sin(s + 2n) = sin(s) for all n Z,
os(s) =
os(s),
sin(s) = sin(s),
os(/2 s) = sin(s),
sin(/2 s) =
os(s).
(7.2)
(7.3)
(7.4)
(7.5)
(7.6)
(7.7)
(7.8)
Property (7.2) holds by the Pythagorean Theorem be
ause P(s) lies on the
unit
ir
le. Properties (7.3) and (7.4) hold be
ause the
ir
le has
ir
umferen
e 2. Properties (7.5) and (7.6) hold be
ause pro
eeding from (1, 0)
lo
kwise rather than
ounter
lo
kwise but through the same ar
length s
gives the same x
oordinate but the opposite y
oordinate. Properties (7.7)
and (7.8) hold be
ause starting at (0, 1) (rather than at (1, 0)) and pro
eeding
lo
kwise through ar
length s along the unit
ir
le is the re
e
tion through
the 45degree line y = x of starting at (1, 0) and pro
eeding
ounter
lo
kwise
through ar
length s. Thus the x
oordinate produ
ed by the rst pro
ess,
os(/2 s), must equal the y
oordinate produ
ed by the se
ond, sin(s),
and similarly sin(/2 s) =
os(s).
The reader should visually identify as many as possible of the basi
properties of
osine and sine in gure 7.3. Also, anti
ipating a result to
ome, the
reader should see that plausibly the tangent slope of the sine graph is the
height of the
osine graph, and the tangent slope of the
osine graph is minus
the height of the sine graph. That is, the graphs suggest (as we will show
arefully soon) that sin =
os and
os = sin.
Exercise
7.3.1. Consider the fun
tions f, g, h : [0, /2] R where
f(s) = (sin(4s))5 ,
g(s) = (sin(3s))5 ,
h(s) = ( os(3s))5 ,
Z /2
0
f,
B=
Z /2
0
g,
C=
Z /2
h.
217
P(t)
P(s t)
P(0)
P(s)
Figure 7.4.
Let s, t R be any real numbers. As far as their
osines and sines are
on
erned, we may assume that in fa
t s, t [0, 2), and for the moment
we further assume that s > t. Figure 7.4 shows the points P(0) = (1, 0),
P(t) = (
os(t), sin(t)), P(s) = (
os(s), sin(s)), P(st) = (
os(st), sin(st)).
The ar
length distan
e s t from P(0) to P(s t) equals the ar
length distan
e from P(t) to P(s), so the
orresponding linear distan
es are equal as well,
and hen
e so are their squares. By the Pythagorean Theorem, the equality of
squares of distan
es is
(
os(s t) 1)2 + sin2 (s t) = (
os(s)
os(t))2 + (sin(s) sin(t))2 ,
or, after a little algebra that makes use of the rst basi
identity (7.2),
os(s t) =
os(s)
os(t) + sin(s) sin(t).
Sin
e this formula is unae
ted by ex
hanging s and t, our initial assumption
that s > t (after both are translated to lie in [0, 2)) is unne
essary, and
the formula holds for all s, t R. Altogether the angle sum and dieren
e
formulas are
218
(7.9)
(7.10)
(7.11)
(7.12)
We have established (7.10). The others follow from substitutions in (7.10) and
the basi
identities. The slight elaborateness of these formulas
orresponds to
the slightly
ompli
ated way that the os
illating x and y
oordinates of a
point moving around the
ir
le are related to ea
h other.
Exercise
7.3.2. Prove the other three angle sum and dieren
e formulas.
7.3.3 Double and Half Angle Formulas
For all s R,
os(2s) =
os2 (s) sin2 (s) = 2
os2 (s) 1 = 1 2 sin2 (s),
sin(2s) = 2 sin(s)
os(s),
os2 (s/2) = 12 (1 +
os(s)),
sin2 (s/2) = 12 (1
os(s)).
(7.13)
(7.14)
(7.15)
(7.16)
Here (7.13) and (7.14) follow from (7.9) and the rst basi
identity (7.2)
and (7.11). Then (7.15) and (7.16) follow from (7.13).
Exercise
7.3.3. Prove the double and half angle formulas.
7.3.4 Product Formulas
For all s, t R,
os(s)
os(t) = 21 (
os(s t) +
os(s + t)),
sin(s) sin(t) = 21 (
os(s t)
os(s + t)),
os(s) sin(t) = 12 (sin(s + t) sin(s t)).
(7.17)
(7.18)
(7.19)
Here (7.17) follows from adding (7.9) and (7.10), and (7.18) follows from
subtra
ting (7.9) from (7.10), and (7.19) follows from subtra
ting (7.12)
from (7.11). The produ
t formulas will let us integrate the
osine and the
sine.
219
Exercise
7.3.4. Prove the produ
t formulas.
7.3.5 Difference Formulas
For all s, t R,
(7.20)
(7.21)
st
Here (7.20) follows from substituting s+t
2 for s and 2 for t in (7.18). And
(7.21) follows from the same substitutions in (7.19). The dieren
e formulas
will let us dierentiate the
osine and the sine.
Exercises
7.3.5. Prove the dieren
e formulas.
7.3.6. Show that for all x R,
sin
os
and whose se
ond half is
7/6 5/4 4/3 3/2 5/3 7/4 11/6 2
sin
os
In
lude an explanation for how you found sin(/6) and
os(/6) (or sin(/3)
and
os(/3)). No explanation is required for the remaining values.
220
s R,
 sin(s) s.
s sin(s)/ os(s).
sin(s)
s
os(s)
Figure 7.5.
(1, 0)
221
the
oordinates of the xed point. We give an analyti
proof to redu
e our
dependen
e on geometry by using the trigonometry identities..
Proposition 7.4.2. The
for any t R,
s t
s t
s+t
2
sin
st
2
Therefore, sin
e the absolute value of a produ
t is the produ
t of the absolute
values,
  sin st
.

os(s)
os(t) = 2  sin s+t
2
2
1, we have
  sin st
 2  sin
2  sin s+t
2
2
s+t
2
st
2
st
2
,
 2 st
2  = s t.
s t
s t
The proof for the sine is virtually identi
al (exer
ise 7.4.1).
Proposition 7.4.3. The
sin (0) = 1.
g(s) =
and show that lims 0 g(s) = 1. Using both statements of the lemma,
222
os(s)
sin(s)
s
sin(s)
s
s 0
That is,
lim
= 1.
sin(s) sin(0)
= 1,
s0
s 0
os = sin,
sin = os .
2 sin
s+t
2
and
st
2
tends to 0, so that
That is,
lim
s t
sin
st
s+t
2
st
2
st
2
os(s) os(t)
sin
st
s+t sin
= sin
s+t
2
st
2
st
2
st
2
tends to sin(t),
= sin(t).
223
Exercises
7.4.1. Show that the sine is
ontinuous.
7.4.2. Carry out the argument that sin =
os.
7.4.3. Find the derivatives of the following fun
tions.
(a) f(x) = ln(
os(x) + 2).
(b) f(x) = sin(4(x3 + 2)).
(
) f(x) = ln((sin(x) + 1)/
os(x)) for x (/2, /2).
os and
a
Zb
os = sin(b) sin(a)
Zb
and
224
Proof. As usual, if we
an prove the results for a b then they follow as well
for a > b. So we assume that a b, and in fa
t we assume that a < b sin
e
the
ase a = b is trivial.
The sine and the
osine are bounded and pie
ewise monotoni
. Any
bounded monotoni
fun
tion is integrable by Theorem 3.3.8 on page 112 (for
nonnegative su
h fun
tions) and the dis
ussion in
hapter 5 (extending the
integral to bounded fun
tions that
an also take negative values). The sine
and the
osine are therefore integrable by Proposition 3.3.9 on page 113. Also
by the proposition, we may
arry out the integral over an interval [a, b] where
the fun
tion (sine or
osine) is monotoni
.
We integrate the sine, leaving the
osine as a very similar exer
ise. Let
n Z1 be a positive integer. To set up a uniform partition, let
n =
ba
,
n
so that a + nn = b. Let
Sn = n sin(a) + sin(a + n ) + sin(a + 2n ) + + sin(b n )
and let
Tn = n sin(a + n ) + sin(a + 2n ) + sin(a + 3n ) + + sin(b)
so that
lim(Tn Sn ) = 0.
n
Rb
Rb
a
sin.
n
3n
5n
+ sin a +
+ sin a +
+
sin a +
2
2
2
(2n 1)n
+ sin a +
.
2
Zb
a
sin .
225
n
n /2
Un =
sin n
2 sin a +
sin(n /2)
2
2
3n
+ 2 sin a +
sin n
2
2
5n
n
+ 2 sin a +
sin
2
2
(2n 1)n
sin n .
+ 2 sin a +
2
2
(2i 1)n
2 sin a +
sin n ,
2
2
i = 1, , n.
(2i 1)n
2 sin a +
2
sin n
2
This is the dieren
e of the
osine fun
tion at two inputvalues distan
e n
apart. And so, the sum in square bra
kets
ollapses down to only two terms,
Un =
n /2
os(a)
os(a + x )
sin(n /2)
+
os(a + x )
os(a + 2x )
+
os(a + 2x )
os(b n )
+
os(b n )
os(b) .
That is,
Un =
But
lim
n
n /2
os(a)
os(b) .
sin(n /2)
sin(n /2)
n /2
= sin (0) = 1,
Exercise
7.5.1. Integrate the
osine fun
tion.
226
that avoid
sin
(s)
tan (s) =
by denition of the tangent
os
sin
os sin
os
=
(s) by the Quotient Rule
os2
!
os2 + sin2
(s)
=
sin
e sin =
os and
os = sin
os2
os2 (s)
= se
2 (s).
That is,
tan = se
2 .
Exer
ise 7.6.1 is to show that also
ot =
s
2
and
and
se
= tan se
s
=
ot
s
.
227
Exercises
7.6.1. What is the domain of the
otangent? The se
ant? The
ose
ant? Show
that
ot = s 2 ,
se = tan se ,
s = ot s .
7.6.2. (a) Des
ribe the domain of the fun
tion given by the formula
f(x) = ln( tan(x) + se
(x)).
os : [0, ] [1, 1]
takes ea
h value in its
odomain exa
tly on
e, so it is invertible. The inverse
fun
tion is the arccosine,
ar
os : [1, 1] [0, ].
A graph of the ar

osine is shown in gure 7.6.
Be
ause we
an integrate the
osine, we
an integrate the ar

osine by
using the same tri
k that let us integrate the exponential via the integral of
the logarithm (or
onversely) in se
tion 6.5. Consider any value bR [1, 1],
b
let c = ar
os(b), and
onsider
gure 7.7. The darkshaded area is 1
ar
os.
R
The lightshaded area is c (b
os). The entire shaded area is (b + 1).
Therefore,
Zb
ar os = (b + 1)
(b
os)
Z
os
= (b + 1) ( c)b +
c
= + bc + sin() sin(c)
= + bc sin(c).
228
/2
x
1
Figure 7.6.
p
1 x2 ,
x [1, 1]
ar os = + b ar os(b)
p
1 b2 .
ar os = (b ar os(b)
p
p
1 b2 ) (a ar
os(a) 1 a2 ).
229
x
1
Figure 7.7.
y
s
x
Figure 7.8.
So for all x [1, 1] su
h that the derivative ar
os (x) exists and furthermore
sin(ar
os(x)) is nonzero,
ar
os (x) =
But as already noted,
sin(ar os(x))
230
sin(ar os(x)) =
p
1 x2 ,
x [1, 1].
Thus sin(ar
os(x)) 6= 0 for all x (1, 1). Only the endpoints x = 1 need
to be ex
luded to avoid the divide by zero. But we still have to address the
question of whether ar
os (x) exists for x (1, 1).
For any x (1, 1), if s tends to x then also t = ar
os(s) tends
to ar
os(x), and now we
an reason similarly to dierentiating the exponential fun
tion,
lim
ar
os(s) ar
os(x)
sx
s x
t ar
os(x)
t ar
os(x)
os(t)
os(x)
lim
= 1/
os (ar
os(x))
= 1/ sin(ar
os(x))
p
= 1/ 1 x2 .
In sum,
ar
os (x) =
1 x2
1 < x < 1.
F(x) = x ar os(x)
p
1 x2 .
1 < x < 1.
And so, as usual, for all a, b (1, 1), glossing over the issue of the endpoints
for now,
Z
b
ar os = F(b) F(a),
F = ar os .
ar
ot : R (0, ).
Exer
ises 7.7.2 and 7.7.3 are to dis
uss these fun
tions, to
al
ulate their
derivatives, and to integrate the ar
sine.
231
Exercises
7.7.1. As in the se
tion, let F(x) = x ar
os(x) 1 x2 for x [1, 1]. Show
that F = ar
os on (1, 1).
7.7.2. Restri
t the domain of the sine to [/2, /2]. The resulting fun
tion
ar sin (y) =
os(ar sin(y))
(
) For generi
y [1, 1], draw a right triangle with verti
es (0, 0), (0, y),
and (x, y) where the third vertex lies on the right half of the unit
ir
le.
Explain how this gure shows that for su
h y,
os(ar
sin(y)) =
(d) Show that
ar
sin (y) = p
1 y2
(e) Compute
Rb
a
p
1 y2 .
1 < y < 1.
1
,
1 + x2
x R.
ar
ot : R (0, )
ar
ot (x) =
1
,
1 + x2
x R.
8
Polynomial Approximation and Series
Representation
The basi
operations with real numbers are addition and multipli
ation. So the
simplest fun
tions are those that are evaluated by
arrying out nitely many
su
h operations. These fun
tions are pre
isely the polynomials. It is natural
to approximate the more
ompli
ated fun
tions that we have studiedthe
power fun
tion for exponents other than nonnegative integers, the logarithm,
the exponential, the trigonometri
fun
tionsby polynomials. And it is natural to investigate how good the approximations are, and whether the more
ompli
ated fun
tions, despite not being polynomials, are somehow limits of
polynomials.
This
hapter derives approximating polynomials Pn of ea
h degree n for
the justmentioned fun
tions. For ea
h su
h fun
tion f, for all x in a
ertain
domain that may not be the full domain of f, the values Pn (x) tend to f(x)
as n grows. Thus limits of polynomials provide a uniform des
ription of
the fun
tions, despite the fun
tions all being so dierent from ea
h other.
Also, estimates of how well the polynomials approximate their limitfun
tions
provide a nite pro
ess to
ompute the fun
tions to any desired a
ura
y. This
makes the fun
tions more tangible than they were previously.
Most of the arguments in this
hapter are not hard to follow, but in a few
pla
es the
al
ulations get detailed. The reader is en
ouraged to read those
passages lightly rather than get bogged down.
Se
tion 8.1 is somewhat of a warmup, expanding the polynomial (1 + x)n
in powers of x. Se
tion 8.2 establishes preliminary results for the
al
ulations
to follow in the
hapteran alternative notation for the integral, better suited
to
omputation, and a dis
ussion of the integral of the power fun
tion when
the left endpoint of integration is zero. Se
tion 8.3 nds approximating polynomials and remainders for the logarithm, and se
tion 8.4 does the same for
the exponential, and se
tion 8.5 does the same for the
osine and the sine.
Finally, se
tion 8.6 nds approximating polynomials and remainders for the
234
power fun
tion at 1 + x, i.e., for (1 + x) . The results here generalize the
results of se
tion 8.1.
f : R R,
k = 0, , n.
and
and
and
1
1
= 1,
=
0!
0
1
2
=
= 1,
0
0!
1
3
= 1,
=
0!
0
1
1
= 1,
=
1!
1
2
2
= 2,
=
1!
1
3
3
= 3,
=
1!
1
21
2
= 1,
=
2!
2
32
3
= 3,
=
2!
2
321
3
= 1.
=
3!
3
235
1
1
1
1
1
1
1
1
3
4
5
6
10
15
4
10
20
et .
1
5
15
1
6
That is, the nth row's kth entry is nk , where the top row is
onsidered the
0th row and the left entry of ea
h row is
onsidered the 0th entry.
Theorem 8.1.1 (Finite Binomial Theorem). Let n Z0 be a nonnegative integer, and let x R be any real number. Then
n
n 2
n n
(1 + x) = 1 +
x+
x + +
x ,
1
2
n
n
x R, n Z0 .
(1 + x) =
n
X
n
k=0
xk ,
x R, n Z0 .
The
oe
ients in the Finite Binomial Theorem form the appropriate row
of Pas
al's Triangle. For example,
(1 + x)5 = 1 + 5x + 10x2 + 10x3 + 5x4 + x5 .
Sin
e n1 = n, the Binomial Theorem
onrms our observation in se
tion 6.6.2 that (1 + x)n > 1 + nx for any x > 0 and any n > 1.
The Finite Binomial Theorem is essentially a
ombinatorial statement,
and so one
an prove it (in the sense that a proof is a
onvin
ing argument
rather than a formal ritual) by talking rather than manipulating symbols.
Consider for example the x3 term in (1 + x)10 . Expand the tenfold produ
t
of twoterm sums
(1 + x)10 = (1 + x)(1 + x) (1 + x)
236
the se
ond x
an o
ur at any of the nine remaining fa
tors, and the third x
an o
ur at any of the eight fa
tors then remaining in turn. Thus there are
10 9 8 ways of
hoosing the three x's. But in this
ounting s
heme,
hoosing
the x's from, say, the se
ond, fth, and eighth fa
tors is viewed as a separate
event from
hoosing the x's from the fth, se
ond, and eighth fa
tors, or from
the se
ond, eighth, and fth fa
tors, and so on. To eliminate over
ounting,
we must divide the number of ways of arranging the labels (2, 5, and 8 in the
example) of the three fa
tors where we
hose x. There are 3 2 1 = 3! su
h
arrangements. So nally, the
oe
ient of x3 in (1 + x)10 is
10 9 8
=
3!
10
.
3
them together, and
onrm that you have obtained the binomial expansion
for (1 + x)7 .
8.1.2. Here is a third false argument about (1 + x/n)n , in the spirit of the
n
2
n x
x n
n x
n x
=1+
+
+
.
+
n
1 n
n nn
2 n2
n
n
1 = n, it follows that (1 + x/n) equals 1 + x plus
1+
8.1.3. (a) Explain why the derivative of any polynomial is another polyno
mial, and why the only polynomial that
an equal its derivative, or equal the
negative of the derivative of its derivative, is the zero polynomial.
(b) Why
an't any of the fun
tions ln, exp,
os, or sin be a polynomial?
237
If a fun tion f is
f(x)
x=a
as a synonym for
Zb
f.
Sin
e ab f is a number that does not depend in any way on the symbol x
that is present in the new notation, that symbol
an be
Rbrepla
ed by any other
symbol not already in use. Thus other synonyms for a f are, for instan
e,
Zb
Zb
f(t),
f(x1 ),
f() .
=a
x1 =a
t=a
Zb
g : R>1 R,
The graph of g is the graph of the power fun
tion f translated one unit
to the left. So for any x 0, Ar1+x
(f ) = Arx0 (g), and for any x su
h that
1
1
0
1 < x < 0, Ar1+x (f ) = Arx (g). That is in all
ases,
Z 1+x
f =
Zx
g,
x > 1.
Rewrite the right side in our new notation to get the useful formula
Z 1+x
1
f =
Zx
x1 =0
(1 + x1 ) ,
x > 1.
(8.1)
238
One last
omment (for now) about notation: The reader with prior ba
kground in
al
ulus has almost
ertainly seen an even more adorned form of
writing the integral than the one just introdu
ed here, to wit,
Zb
a
f=
Zb
f(x) dx.
x=a
We will bring the dx into our notation later, when it too will help keep tra
k
of
ertain
al
ulations, but for this
hapter it is unne
essary.
8.2.2 The Power Function Integral With Endpoint 0
For any positive real number b R>0 and for any nonnegative exponent
R0 , the region under the graph of the th power fun
tion from 0 to b,
R = {(x, y) R2 : 0 x b, 0 y f (x)},
On the other hand, a box having base [0, a] and height a shows (see gure 8.1) that also.
Arb0 (f ) a+1 + Arba (f ).
That is, remembering the expli
it formula for Arba (f ),
b+1 a+1
b+1 a+1
+1
Arb
.
(f
)
a
+
0
+1
+1
b+1
.
+1
239
f (x) = x
b
Figure 8.1.
Zb
0
f =
b+1
,
+1
0, b 0.
a
+
Arb
0
+1
+1
b+1
+1
required only that + 1 > 0, i.e., it required only that > 1. This suggests,
for example (letting = 1/2), that even though the graph of the fun
tion
f1/2 : R>0 R,
f1/2 (x) = 1/ x
has a verti
al asymptote at x = 0, so that the region under the graph over the
interval (0, 1] is unbounded, apparently the very nite number 2 is a
redible
value for the region's area. The problem with this reasoning is that our underlying invo
ation that regions have areas has been made only for bounded
regions. In our framework, the area of the unbounded region doesn't exist in
the rst pla
e, and so the inequalities at the beginning of this paragraph are
meaningless for negative values of su
h as = 1/2. But this example en
ourages
autiously expanding the notion of area to apply to some unbounded
regions. More spe
i
ally, the idea is that 2 is the area of the region under
240
the graph of f1/2 over (0, 1] in the sense that 2 is the least number that is
at least as big as all areas of nite trun
ations of the region. The equation
Z1
0
1
=2
x
gives the value of an improper integral. We will not pursue this subje
t
further.)
Spe
i
examples of the power fun
tion integrals with left endpoint 0 are,
using the new notation,
Zx
Zx
1 = x,
x1 =0
x1 =
x1 =0
and in general,
Zx
xn
1 =
x1 =0
xn+1
,
n+1
x2
,
2
Zx
x21 =
x1 =0
x3
,
3
n Z0 , x 0.
The previous display holds only for x 0 so far, but sin
e the exponent n
is a nonnegative integer we want to extend it to negative x as well. Sin
e
(x1 )n = (1)n xn
1 , for negative x naturally
Zx
n+1
xn
1 = (1)
x1 =0
Z x
x1 =0
xn
1,
n Z0 , x < 0,
the extra power of 1
oming from the reversed dire
tion of integration. Thus
Zx
xn+1
(x)n+1
=
, n Z0 , x < 0.
n+1
n+1
x1 =0
R
And so predi
tably enough, the formula for 0x fn is symboli
ally robust,
n+1
xn
1 = (1)
Zx
xn
1 =
x1 =0
xn+1
,
n+1
n Z0 , x R.
Exercise
8.2.1. Figure 8.1 shows a
ase where > 0. How would the
Rb gure
hange
for = 0? Does this ae
t the argument in the text that 0 f exists and
equals b+1 /( + 1)?
ln(1 + x) =
Z 1+x
f1 =
Zx
x1 =0
1
,
1 + x1
241
x > 1.
1 rn
,
1r
r 6= 1.
r 6= 1,
x1 6= 1. (8.2)
Zx
x1 =0
1
= Pn (x) + Rn (x),
1 + x1
x > 1,
(8.3)
x2 x3
xn
+
+ (1)n1
,
2
3
n
and the remainder is the integral of the rest of the right side of (8.2),
n
Rn (x) = (1)
Zx
x1 =0
xn
1
.
1 + x1
Equation (8.3) and sequen
e limit rules
ombine to show that for any x su
h
that x > 1, the sequen
e of polynomials (Pn (x))
onverges to ln(1+x) if and
only if the sequen
e of remainders (Rn (x))
onverges to 0 (exer
ise 8.3.1(b)).
So the next question is how the remainder Rn (x) behaves as n grows.
We address the question by estimating the remainder. The integral is being
taken from x1 = 0 to x1 = x, where x is xed through this dis
ussion and
now we stipulate that 1 < x 1. (The analysis will not work for x > 1.) If
0 x 1 then throughout the integration pro
ess,
0<
and so
1
1,
1 + x1
242
Zx
xn
1 =
x1 =0
xn+1
.
n+1
,
1 + x1
1+x
0<
and so
Z
xn+1
1
1 xn+1
1 x
n
.
=
x1 =
Rn (x)
1 + x x1 =0
1+x n+1
1+x n+1
xn+1
.
n+1
1 < x 1.
Less formally,
ln(1 + x) = x
x2 x3
xn
+
+ (1)n1
+ ,
2
3
n
1 < x 1.
And in Sigmanotation,
ln(1 + x) =
(1)n1
n=1
xn
,
n
1 < x 1.
1 1 1 1 1 1 1
+ + + + .
2 3 4 5 6 7 8
243
Theorem 8.3.1 (Taylor Polynomial and Remainder for the Logarithm). For any x (1, 1], and for any n Z0 ,
where
Pn (x) =
n
X
(1)k1
k=1
and
x2 x3
xn
xk
=x
+
+ (1)n1
k
2
3
n
1
xn+1
max 1,
.
n+1
1+x
x (1, 1],
Rn (x)
xn
x2 x3
+
+ (1)n1
+ .
n
2
3
n
For example, we use the theorem to estimate ln(1.1) by hand to within
1/500, 000. The nth degree polynomial approximation to ln(1.1) is
Pn (0.1) = (0.1)
(0.1)2
(0.1)3
(0.1)n
+
+ (1)n1
,
2
3
n
(0.1)n+1
.
(n + 1)
1
.
500, 000
P4 (0.1) =
= 0.09530833
244
0.5
1.5
1
2
3
Figure 8.2.
Exercises
8.3.1. (a) Carry out the integration to obtain the polynomial Pn (x) in the
se
tion.
(b) Explain how sequen
e limit rules show that limn (Pn (x)) = ln(1 + x)
if and only if limn (Rn (x)) = 0.
(
) Use sequen
e limit rules to show that limn (Rn (x)) = 0 if 1 < x 1.
8.3.2. Figure 8.3 shows a partial geometri
de
omposition of ln(2).
(a) Identify the one box of width 1 in the gure and explain why its area
is 1 1/2.
(b) Identify the one box of width 1/2 in the gure and explain why its
area is 1/3 1/4.
(
) Identify the two boxes of width 1/4 in the gure and explain why their
areas are 1/5 1/6 and 1/7 1/8.
(d) Identify the four boxes of width 1/8 in the gure and explain why
their areas are 1/9 1/10, 1/11 1/12, 1/13 1/14, and 1/15 1/16.
(e) Identify the eight boxes of width 1/16 in the gure and explain why
the areas of the rst two su
h boxes are 1/17 1/18 and 1/19 1/20.
8.3.3. In gure 8.2, identify the graphs of P1 (x 1) through P5 (x 1) and
the graph of ln(x) near x = 0 and near x = 2.
y = 1/x
Figure 8.3.
Dene
I0 : R R,
I0 (x) = 1,
In : R R,
Consequently, I2 (x) =
Similarly, I3 =
Rx
f /2
0 2
Rx
Rx
f
0 1
In (x) =
1 = x. That is,
I1 = f1 /1.
= x2 /2, or
I2 = f2 /2.
= x3 /(3 2),
I3 = f3 /3!.
Zx
0
In1 .
245
246
In = fn /n!,
(Re
all that 0! = 1 by
onvention, so that the formula for In
overs the
ase n = 0.)
In our new notation, the
al
ulations are written,
I0 (x) = 1,
Zx
I1 (x) =
I2 (x) =
I3 (x) =
x1 =0
Zx
1 = x,
Z x1
1=
x1 =0 x2 =0
Z x1
Zx
Z x2
Zx
x1 =
x1 =0
1=
x1 =0 x2 =0 x3 =0
Zx
x2
,
2
Z x1
x2 =
x1 =0 x2 =0
Zx
x1 =0
x3
x21
=
,
2
32
and in general,
In (x) =
Zx
Z x1
x1 =0 x2 =0
Z xn1
1=
xn =0
xn
,
n!
n Z0 .
The method for expressing the exponential fun
tion as everhigher degree
polynomials plus the
orresponding remainders is to use the basi
identity
exp(x) = 1 +
Zx
exp,
xR
e =1+
Zx
ex1 .
x1 =0
By the basi
identity again, then Proposition 5.5.2, and then the pre
al
ulation,
Z x1
x2
e
1+
e =1+
x2 =0
x1 =0
Zx
Zx
Z x1
=1+
1+
ex2
x1 =0
x1 =0 x2 =0
Zx
Z x1
=1+x+
ex2 .
x
Zx
x1 =0 x2 =0
247
=1+x+
Z x1
x1 =0 x2 =0
Zx
Z x1
2
x
+
2!
ex3
x1 =0 x2 =0 x3 =0
Z x2
x3
e .
x1 =0 x2 =0 x3 =0
x R,
x2
xn
+ +
,
2!
n!
Zx
Z x1
x1 =0 x2 =0
Z xn
exn+1 .
xn+1 =0
The task now is to analyze Rn (x), sin
e as with the logarithm, the sequen
e
of polynomials (Pn (x))
onverges to ex if and only if limn (Rn (x)) = 0.
If x 0 then the integrand exn+1 of Rn (x) lies between 1 and ex . If
x < 0 then the integrand lies between ex and 1. In either
ase there is a
onstant C (spe
i
ally, C is the maximum of ex and 1) su
h that all through
the integration,
0 < exn+1 C.
Zx
Z x1
x1 =0 x2 =0
Z xn
1=C
xn+1 =0
xn+1
.
(n + 1)!
If x < 0 then all of the integrals in Rn(x) have outoforder endpoints, and
n+1
Rn (x) = (1)
Z0
Z0
x1 =x x2 =x1
and so
Z0
xn+1 =xn
exn+1 ,
248
Z0
Z0
x1 =x x2 =x1
Z0
Z0
x1 =x x2 =x1
Zx
n+1
= (1)
Z0
exn+1
xn+1 =xn
Z0
x1 =0 x2 =0
=C
(x)n+1
.
(n + 1)!
xn+1 =xn
Z xn
Z x1
xn+1 =0
xn+1
.
(n + 1)!
Sin
e x
an be greater than 1, the quotient xn+1 /(n + 1)!
an be a ratio of
two large numbers, making its behavior initially un
lear. But we
an analyze
it. The Ar
himedean property of the real number system says that there exists
some positive integer m su
h that m > 2x. It follows that
1
x
< ,
m+1
2
x
1
< ,
m+2
2
x
1
< ,
m+3
2
xm
,
m!
and note that (ea
h line after the rst in the following display making referen
e
to the line before it)
xm
= K,
m!
xm+1
xm
x
x
1
=
=K
K ,
(m + 1)!
m! m + 1
m+1
2
2
xm+2
xm+1
x
1 1
1
,
=
K =K
(m + 2)!
(m + 1)! m + 2
2 2
2
2
3
1
xm+2
x
1
1
xm+3
=K
,
=
K
(m + 3)!
(m + 2)! m + 3
2
2
2
and in general,
xm+
K
(m + )!
1
,
2
Z0 .
And so,
n+1m
xn+1
1
,
K
(n + 1)!
2
n + 1 m.
n
1
,
2
n m 1.
249
lim(Rn (x)) = 0,
n
and therefore
ex = lim(Pn (x)).
Less formally,
ex = 1 + x +
x2
xn
+ +
+ ,
2!
n!
x R,
or
ex =
X
xn
,
n!
n=0
x R.
ex = Pn (x) + Rn (x)
where
Pn (x) =
n
X
xk
x2
xn
=1+x+
+ +
k!
2!
n!
k=0
xn+1
max 1, 3x .
(n + 1)!
ex = lim(Pn (x)) = 1 + x +
n
xn
x2
+ +
+ .
2!
n!
xn+1
max {1, ex } ,
(n + 1)!
but sin
e we don't know ex , we loosen the bound a little more to get a bound
that we
an
ompute.
250
Exercise
8.4.1. Estimate the a
ura
y to whi
h P10 (1) approximates e.
Zx
x =0
Z x1
sin(x) =
x1 =0
sin(x1 ),
os(x1 ).
Next,
os(x) = 1
sin(x) =
Zx
Zx
x1 =0 x2 =0
Z x1
x1 =0
Zx
=x
Z x1
os(x2 ),
1
x =0
Z x1 2
x1 =0 x2 =0
sin(x2 )
sin(x2 ).
And then,
os(x) = 1
Zx
Z x1
Z x2
1
x1 =0 x2 =0
Zx
Z x1
x2
+
=1
2!
sin(x) = x
x3 =0
Z x2
x1 =0 x2 =0 x3 =0
Zx
Z x1 Z x2
x1 =0 x2 =0 x3 =0
sin(x3 )
sin(x3 ),
os(x3 ).
And
Zx
Z x1 Z x2 Z x3
x2
os(x) = 1 +
os(x3 ),
2!
x1 =0 x2 =0 x3 =0 x4 =0
Z x3
Zx
Z x1 Z x2
1
sin(x) = x
sin(x4 )
=x
x1 =0 x2 =0 x3 =0
Z x1 Z x2
Zx
3
x
+
3!
x4 =0
Z x3
x1 =0 x2 =0 x3 =0 x4 =0
sin(x4 ).
Sin
e the integrands of the remainder integrals are always sines and
osines, they are always bounded in absolute value by 1. So the analysis of
251
the exponential fun
tion applies here to show that sin(x) and
os(x) are the
limits of nite sums,
x2 x4
+
, x R,
2!
4!
x3 x5
sin(x) = x + , x R,
3!
5!
os(x) = 1
or
os(x) =
sin(x) =
(1)n
n=0
(1)n
n=0
x2n
,
(2n)!
x R,
x2n+1
, x R.
(2n + 1)!
where
Pn (x) =
n
X
(1)k
k=0
and
x2k
x2 x4
x2n
=1
+
+ (1)n
(2k)!
2!
4!
(2n)!
Rn (x)
x2n+2
.
(2n + 2)!
x2 x4
x2n
+
+ (1)n
+ .
2!
4!
(2n)!
where
Pn (x) =
n
X
k=0
and
(1)k
x3 x5
x2n+1
x2k+1
=x
+
+ (1)n
(2k + 1)!
3!
5!
(2n + 1)!
Rn (x)
x2n+3
.
(2n + 3)!
x3 x5
x2n+1
+
+ (1)n
+ .
3!
5!
(2n + 1)!
252
Here the polynomial Pn for the
osine has degree 2n rather than n,
and the polynomial Pn for the sine has degree 2n + 1. The reader who
wants polynomial subs
ripts to mat
h polynomial degrees is wel
ome to renotate them P2n and P2n+1 , and then to renotate the remainders
orrespondingly R2n and R2n+1 .
Exercises
8.5.1. Without a
al
ulator, use the rst three terms of the Taylor polynomials for sin(x) at 0 to approximate a de
imal representation of sin(0.1). Also
ompute the de
imal representation of an upper bound for the error of the
approximation. Bound sin(0.1) between two de
imal representations.
8.5.2. For any value s (0, /2), let a(s) be the area of the shaded region in
the left half of gure 8.4, and let b(s) be the area of the shaded region in the
right half of the gure.
(a) Explain why a(s) = (1/2)(1
os(s)) sin(s). Approximate 1
os(s)
by a polynomial in s that in
ludes all powers of s no higher than s3 . Do the
same for sin(s). Use these two polynomials to do the same for a(s).
(b) Explain why b(s) = (1/2)s (1/2)
os(s) sin(s). Approximate
os(s)
and sin(s) by polynomials in s that in
lude all powers of s no higher than s3 ,
and then do the same for b(s).
(
) Evaluate
a(s)
.
s 0 b(s)
lim
sin(s)
os(s)
sin(s)
os(s)
Figure 8.4.
Two areas
The method for expressing the power fun tion as everhigher degree polynomials plus the orresponding remainders is essentially the same as for the
253
other fun
tions in this
hapter. (And a fairly general theory is little dierent
from our spe
i
examples.) This time, begin by re
alling formula (2.11) from
the end of
hapter 2 as extended in exer
ise 6.5.2 (page 205),
Zb
f =
b+1 a+1
+1
R, 6= 1, 0 < a b.
The usual veri
ation
onrms that in fa
t the formula holds if a and b are
out of order as well. Spe
ialize to a = 1 and b = 1 + x where x > 1, and
repla
e by 1,
Z 1+x
f1 =
(1 + x) 1
,
R, 6= 0, x > 1.
Rewrite the formula as follows, swit
hing to our new notation and
iting the
useful formula (8.1) (page 237),
(1 + x) = 1 +
Zx
(1 + x1 )1 ,
x1 =0
(8.4)
R, x > 1.
(For = 0, this formula doesn't follow from the previous one, but in this
ase
it simply says that 1 = 1.)
Fix any real number x > 1. Let R be any real number. By (8.4)
on
e,
Z
x
(1 + x) = 1 +
(1 + x1 )1 .
x1 =0
By (8.4) again, and by the results
ited in the
al
ulation for the exponential
fun
tion, the integral is
Zx
Z x1
(1 + x2 )2
1 + ( 1)
x =0
x =0
Z x1
Z x 2 Z x1
(1 + x2 )2
=
1 + ( 1)
x1 =0
x1 =0 x2 =0
Zx
Z x1
(1 + x2 )2 ,
= x + ( 1)
(1 + x1 )1 =
x1 =0
Zx
x1 =0 x2 =0
so that
(1 + x) = 1 + x + ( 1)
Z x1
x1 =0 x2 =0
Z x1
(1 + x2 )2 .
x1 =0 x2 =0
Zx
Zx
Z x1
Z x2
(1 + x3 )
1 + ( 2)
(1 + x2 )
=
x3 =0
x1 =0 x2 =0
Zx
Z x1 Z x2
Zx
Z x1
(1 + x3 )3
1 + ( 2)
=
x1 =0 x2 =0
2
x
+ ( 2)
2!
x1 =0 x2 =0 x3 =0
Z x2
(1 + x3 )3 ,
x1 =0 x2 =0 x3 =0
Zx
Z x1
254
so that now
(1+x) = 1+x+
( 1) 2
x +(1)(2)
2!
Zx
Z x1
Z x2
(1+x3 )3 .
x1 =0 x2 =0 x3 =0
,
=
k!
k
k Z0 .
x > 1,
2
n
Pn (x) = 1 +
x+
x + +
x
1
2
n
Zx
Z x1
x1 =0 x2 =0
Z xn
(1 + xn+1 )n1 .
xn+1 =0
ln(1 + x) =
Zx
(1 + x)1 ,
x > 1.
x1 =0
Also, spe
ializing the work just done to the
ase = 1 gives an equality
(1 + x1 )1 = Pn1 (x1 ) + Rn1 (x1 ),
x > 1, n 1.
255
x > 1,
and
Rn (x) =
2
n
x+
x + +
x ,
1
2
n
Z xn
Zx
Z x1
(1 + xn+1 )n1 ,
(n + 1)!
n+1
xn+1 =0
x1 =0 x2 =0
so that
Zx
Z xn
Z x1
n1
(1 + xn+1 )
Rn (x) =
(n + 1)!
.
n+1
xn+1 =0
x1 =0 x2 =0
The task is to analyze Rn (x) as n grows large. The analysis here is more
ompli
ated than those earlier in this
hapter, and so the reader should engage
with it to taste.
Sin
e n is growing large, we assume that n > 1 (su
h n exists by
the Ar
himedean property of the real number system), so that the exponent
n 1 in the remainder integral is negative.
If x 0 then the integrand (1 + xn+1 )n1 lies between (1 + x)n1
and 1. If x < 0 then the integrand lies between 1 and (1 + x)n1 . In either
ase there is a
onstant C (the maximum of 1 and (1 + x)n1 ) su
h that
all through the integration,
0 < (1 + xn+1 )n1 C.
256
(n + 1)!
1
Rn (x) C
n+1
xn+1 =0
x1 =0 x2 =0
n+1
x
= C
.
n+1
If x < 0 then all of the integrals in Rn (x) have outoforder endpoints, and so
Z0
Z0
Z0
(n + 1)!
Rn (x) =
(1 + xn+1 )n1
n+1
xn+1 =xn
x1 =x x2 =x1
Z0
Z0
Z0
(n + 1)!
C
1
n+1
xn+1 =xn
x1 =x x2 =x1
Zx
Z xn
Z x1
(n + 1)!(1)n+1
= C
1
n+1
xn+1 =0
x1 =0 x2 =0
(x)n+1 .
= C
n+1
n+1
x
where Bn (x) = C
.
n+1
Now impose the stronger
ondition that x < 1. Then more spe
i
ally,
x = 1 2,
(8.5)
where = (1 x)/2 > 0. Consider the sequen
e (whose origin will be explained in a moment)
(sn ) =
n
n+1 .
By sequen
e limit rules and the fa
t that the absolute value fun
tion is
ontinuous,
lim(sn ) = 1,
(8.6)
n
and so, sin
e 1/(1 ) > 1, there exists a starting index N su
h that
0 < sn <
1
1
for all n N.
(8.7)
257
1 2
,
1
for all n N.
and in general,
By sequen
e limit rules it follows that for any x su
h that x < 1,
lim(Bn (x)) = 0,
n
lim(Rn (x)) = 0.
n
Re
all that
(1 + x) = Pn (x) + Rn (x),
x < 1, n Z0 .
Sin
e limn (Rn (x)) = 0, it follows that lim(Pn (x)) = (1 + x) . Less formally,
2
n
(1 + x) = 1 +
x+
x + +
x + ,
1
2
n
x < 1, R.
In Sigmanotation,
X
n
(1 + x) =
x ,
n
n=0
x < 1, R.
258
where
n
X
k
n
2
Pn (x) =
x =1+
x+
2x + +
x
k
1
n
n
k=0
and
n+1
x
Rn (x)
max 1, (1 + x)n1 .
n+1
n
x+
2x2 + +
x + .
1
n
n
The graphs of the square root and its rst six Taylor
polynomials are
plotted from 0 to 4 in gure 8.5. (Here the fun
tions are x and Pn (x 1) so
that the
oordinate axes are in their usual position.) The gure shows that
the polynomials are approximating the square root well from 0 to 2, but not
for x beyond 2.
2.5
2
1.5
1
0.5
1
Figure 8.5.
Exercises
8.6.3. Let be a real number.
(a) Let (~sn ) = (( n)/(n + 1)). Show that limn (~sn ) = 1. Explain
8.7 Summary
259
(b) Conrm the
al
ulation in the se
tion that Bn (x)/Bn1 (x) = sn x.
(
) Use sequen
e limit rules to explain why limn (Bn (x)) = 0.
(d) Use sequen
e limit rules to explain why limn (Rn (x)) = 0.
8.6.4. Use a se
ond degree polynomial to approximate
teed a ura y of the approximation and thus nd upper and lower bounds for
1.2.
8.6.5. (For the symboli
allyin
lined.) The identity
(1 + x) = e ln(1+x) ,
x < 1, R
the analysis for the exponential fun
tion, the
osine, and the sine did not.
Why is this? That is, what aspe
t of the analysis was dierent enough among
the various fun
tions to produ
e two pairs of dierent
avored results?
8.7 Summary
The
al
ulations that we
arried out for various fun
tions in this
hapter have
mu
h in
ommon. On
e we have the Fundamental Theorem of Cal
ulus, an
exer
ise (exer
ise 10.1.8) will show how to des
ribe all of the
al
ululations in
one general en
oding.
9
Theory and Applications of the Derivative
9.1 Optimization
To optimize a fun
tion is to make it as big as possible or as small as possible by
suitably spe
ifying its inputvalue. The following denition gives us language
to dis
uss this subje
t.
Definition 9.1.1 (Minimum, Maximum, Extremum, Local Minimum,
Local Maximum, Local Extremum). Let A be a subset of R, and let
f : A R be a fun
tion. Then
262
A minimum of a fun
tion is a lo
al minimum but not ne
essarily
onversely, and similarly for maximum and extremum. A fun
tion
an have at
most one minimum and at most one maximum (although the fun
tion
an
takes its minimum at many dierent inputs, and similarly for the maximum),
but it
an have many lo
al minima and lo
al maxima. Exer
ise 9.1.1 asks for
examples of these phenomena. A
ording to the denition, if f is
onstant,
then its value is both a minimum and a maximum, and it has a minimum and
a maximum at every inputvalue. To es
ape this
ounterintuitive linguisti
ir
umstan
e, one
an further dene a strict minimum of f by
hanging
\f(x) f(s)" to \f(x) < f(s)" in the denition, and so on. (In general, an
inequality is
alled stri
t if it pre
ludes equality.)
9.1.1 The Extreme Value Theorem
For an arbitrary fun
tion f, there is no reason to believe that extrema exist
to be found. But for a
ertain
lass of fun
tions, optimization is guaranteed,
at least in the abstra
t.
f : [a, b] R,
ontinuous.
9.1 Optimization
263
Like the Intermediate Value Theorem (page 189), the Extreme Value Theorem is an abstra
t existen
e theorem. That is, its
on
lusion is not that
(for example) \f(x) f(s) for all s [a, b]," whi
h in isolation would be
meaningless sin
e the hypotheses make no mention of any parti
ular point x.
Rather the
on
lusion is that there exists some x su
h that f(x) f(s) for
all s [a, b]. But the theorem says nothing about where x is or how to nd
it.
The Extreme Value Theorem is not a
al
ulus theorem: it makes no referen
e to derivatives, integrals, or innite sums. Espe
ially, the fun
tion f
in the theorem is not assumed to be dierentiable. On the other hand,
the theorem does make use of limits, sin
e limits are at the heart of
ontinuity. Also, the theorem depends on a property of the real number system, a
property equivalentafter some workto the Completeness Property that we
have invoked throughout these notes. Be
ause the issues that arise in proving
Theorem 9.1.2 are foundational, the proof is beyond our s
ope.
In our
ontext, what is more important anyway than proving the theorem
is that one
an gain intuition about its
ontent by
onvin
ing oneself via
examples that its
on
lusion
an fail unless all of the hypotheses are met.
That is,
A dis
ontinuous fun
tion whose domain is a
losed, bounded interval need
A ontinuous fun tion whose domain is a bounded but non losed interval
(a) A lo
al minimum of a fun
tion need not be a minimum of the fun
tion.
(b) A fun
tion
an take its maximum at many inputs.
(
) A fun
tion
an have many lo
al minima, all distin
t.
(d) A fun
tion
an have many lo
al maxima, ea
h taken at many inputs.
9.1.2. (a) Find a fun
tion f : [0, 1] R that assumes no maximum value
and no minimum value. (Give a
lear sket
h of the graph of su
h an f, or a
formula for su
h an f, with some explanation in either
ase.)
264
Under suitable
onditions, the
onditions under whi
h a fun
tion is lo
ally
optimized are very
onstrained.
Theorem 9.1.3 (Critical Point Theorem).
f : [a, b] R.
Suppose that f has a lo
al extremum at the point x [a, b], i.e., f(x) is a
lo
al extremum of f. Then at least one of the following
onditions holds:
(a) f is not dierentiable at x.
(b) x is an endpoint of [a, b], i.e., x = a or x = b.
(
) f is dierentiable at x and f (x) = 0.
For an example of
onditions (a) and (b), the absolute value fun
tion
  : [1, 1] R
assumes its minimum at x = 0, where it is not dierentiable, and the fun
tion
assumes its maximum at the endpoints x = 1 and x = 1.
Corollary 9.1.4. Let f : [a, b] R be
ontinuous, and let f be dierentiable on (a, b). The only possible points where its extrema
an o
ur
are a, b, and x (a, b) su
h that f (x) = 0.
Proof (of the theorem). Suppose that f(x) is a lo
al maximum. Suppose also
that f is dierentiable at x, and that x is not an endpoint, i.e., that
onditions (a) and (b) do not hold. We want to show that
onsequently
ondition (
)
holds, i.e., that f (x) = 0.
If f (x) is positive then let = f (x)/2, again a positive number. A
ording
to exer
ise 4.2.3(d) (page 136), the line through (x, f(x)) of slope
uts the
9.1 Optimization
265
graph of f from above to below moving from left to right. That is, for some
values s > x, the point (s, f(s)) on the graph lies above the line, whose height
over s is greater than f(x) sin
e its slope is positive. In other words, for some
values s > x we have f(s) > f(x),
ontradi
ting the fa
t that f(x) is a lo
al
maximum.
The remaining
ases, when f (x) is negative rather than positive, and
when f(x) is a lo
al minimum rather than a lo
al maximum,
an be handled
by arguments that are virtual repeats of the previous paragraph. Alternatively, they
an be redu
ed to the
ase that we have
overed. For example, if
f (x) is negative then the fun
tion g(s) = f(s) has a lo
al maximum at x,
and g (x) = f (x) by the Chain Rule; thus g (x) > 0, whi
h we have argued
is impossible. And similarly, if f has a lo
al minimum at x then the fun
tion
g = f has a lo
al maximum at x.
f : [2, 2] R,
f (x) = 3x2 3.
f(1) = 2,
f(1) = 2,
f(2) = 2.
f(x) =
x2
1
.
+1
266
9.1.5. Find all lo
al extrema of the following fun
tions. For ea
h lo
al extremum, state whether it is also global.
(a) f : [2, 2] R, f(x) = x4 x2 .
(b) f : [2, 2] R, f(x) = 4x3 3x4 .
9.1.6. Consider the fun
tion
f : [1, ) R,
f(x) = ln(x)/x.
Note that f(1) = 0, that f(x) 0 for all x [1, ), and that limx f(x) = 0
(see page 157).
(a) Does the Extreme Value Theorem guarantee that f has a maximum?
(b) Show that the unique x [1, ) su
h that f (x) = 0 is x = e.
(
) Sin
e limx f(x) = 0, there exists some value b 1 su
h that f(x)
f(e)/2 for all x b. Explain why f has a maximum on [1, b], and why this
maximum is also the maximum of f on [1, ).
(d) Whi
h is larger, ln(e)/e or ln()/? Explain. Consequently, whi
h is
larger, ln(e) or e ln()? ln(e ) or ln(e )? Whi
h is larger, e or e ?
9.1.3 Optimization StoryProblems
that sum to 1.
the produ t
x1 x2
=
,
=
,
=
,
=
,
=
.
10 10
100 10 10
100 10 10
100 10 10
100 10 10
100
9.1 Optimization
f(x) = x(1 x),
267
x [0, 1].
sphere.
Figure 9.1.
The situation is depi
ted in prole in gure 9.1. Let the
ylinder have
baseradius r and halfheight a. Then its volume is
268
But sin
e the
ylinder ts in a sphere, whi
h may as well be the unit sphere,
we also have
a2 + r2 = 1.
The extreme
ases of the geometry are
ylinders that degenerate either to a
line segment between the spheri
al poles or an equatorial disk, both having
volume zero. And so, as a fun
tion of a, the volume is
f(a) = (1 a2 ) 2a = 2(a a3 ),
a [0, 1].
2 a.
2 r.
V = r2 h.
Note that A is very large for small positive r (a very tall, thin
ylinder) and
for large positive r (a very wide, squat
ylinder). To make A small, set its
derivative to 0,
9.1 Optimization
269
b s (s)
a se (s)
Example 9.1.10. An
270
The smallest value of f is length of the longest toothpi
k that will t all the
way around the
orner.
The domain of f is a bounded interval, but it is missing both of its endpoints. However, note that f(s) is very large for s slightly greater than 0 and
for s slightly less than /2, and this is
onsonant with our geometri
intuition
that the toothpi
k's t is tightest somewhere in the middle of the pro
ess
of getting it around the
orner. So, sin
e f is dierentiable, we
onsider its
derivative,
f (s) = a tan(s) se
(s) b
ot(s)
s
(s) =
s = ar
tan (b/a)1/3 ,
p
p
3/2
.
a2/3 + b2/3 + b2/3 a2/3 + b2/3 = a2/3 + b2/3
The situation is depi
ted in gure 9.3. Let the horizontal distan
e from
the viewer's eye to the s
reen be x, a positive number. Then the angle in
question is b a where
tan(a) =
h
,
x
tan(b) =
H
.
x
x
H/x h/x
= (H h) 2
,
2
1 + hH/x
x + hH
x > 0.
9.1 Optimization
271
ba
x
Figure 9.3.
At the drivein
For small positive x, tan(ba) is
lose to 0, and for large positive x, tan(ba)
is
lose to 0 as well, so we sear
h for xvalues su
h that f (x) = 0. Compute
hH x2
x2 + hH 2x2
= (H h) 2
.
2
2
(x + hH)
(x + hH)2
And so the optimal parkingdistan
e is x = hH. This distan
e is the geometri
mean of h and H, meaning their multipli
ative average, as
ompared
to their arithmeti
mean (h + H)/2.
f (x) = (H h)
Example 9.1.12. A
If, for example, v is greater than w, then one argument is that the parti
le should travel in medium 1 (where it moves faster) to the point on the
boundary between the media just above point B, and then drop straight down
to B, thus spending as little time as possible traveling slowly. But this strategy entails taking a long path from A to B. A se
ond argument is that the
parti
le should take the shortest path from A to B, the line segment joining
them, regardless of the fa
t that in doing so it will traverse a longer path
in medium 2, where it moves slowly. The
orre
t answer will lie somewhere
between the answers suggested by these two arguments.
A
a se
()
medium 1
medium 2
b se ()
b tan() B
Figure 9.4.
Sin
e time is distan
e over speed, a little trigonometry shows that this
problem is to minimize the time
t=
a
b
se
() + se
(),
v
w
a
b
tan() se
() + tan() se
() ,
v
w
whi
h rewrites as
t =
a
b
sin() se
2 () + sin() se
2 () .
v
w
v
w
t =
273
Exercises
9.1.7. Optimize the weighted produ
t x1 x22 of two nonnegative numbers that
sum to 1.
9.1.8. Optimize the volume of a
one that sits inside a sphere. (Let r be the
radius of the
one's
ir
ular base, and let h be the height from the
one's base
to its vertex. Your answer should des ribe the proportions of the one.)
volume.
9.1.11. Optimize the volume of a box reated by utting four small squares
away from the
orners of a large square and then folding up the resulting
aps.
9.1.12. Find the point(s) on the parabola y = x2 that are nearest to the point
(0, 9/2).
f : [a, b] R
274
x
a
Figure 9.5.
Rolle's Theorem
The proof of Rolle's Theorem relies on the Extreme Value Theorem, whi
h
we have not proved. Like the Extreme Value Theorem, Rolle's Theorem is an
existen
e theorem: its
on
lusion is not that \f (c) = 0," whi
h in isolation
would be meaningless sin
e the hypotheses make no mention of a point c, but
that there exists some c su
h that f (c) = 0.
is
ontinuous on [a, b] and dierentiable on (a, b). Then there exists some
value c (a, b) su
h that
f (c) =
f(b) f(a)
.
ba
The Mean Value Theorem is illustrated in gure 9.6. Note also that in
Ar
himedes's quadrature of the parabola, ea
h ins
ribed triangle has its middle vertex over the point c from the Mean Value Theorem (
f. page 17 and
gure 1.14 on page 18). The
ondition that f needs to be
ontinuous on the
losed interval but need not be dierentiable at the endpoints means, for example, that the Mean Value Theorem applies to a fun
tion su
h as the square
root on [0, 1] despite the fa
t that its graph has a verti
al tangent at the origin.
g(x) = f(a) +
f(b) f(a)
(x a)
ba
275
f(x)
f(b)
f(b) f(a)
ba
f(a)
x
a
Figure 9.6.
and
h : [a, b] R,
The graph of g is the line segment from (a, f(a)) to (b, f(b)), and the fun
tion h measures the verti
al distan
e from the graph of g to the graph of f.
Sin
e h meets the
onditions for Rolle's Theorem, there exists some value
c (a, b) su
h that h (c) = 0. But in general,
h (x) = f (x) g (x) = f (x)
f(b) f(a)
,
ba
f(b) f(a)
,
ba
Exercise
9.2.1. (a) Sket
h the graph of a fun
tion f : [a, b] R for whi
h there are
exa
tly four possible values of c in the Mean Value Theorem.
(b) Sket
h the graph of a fun
tion f : [a, b] R for whi
h there are
innitely many values of c, but not every c (a, b) is su
h a value.
276
The Mean Value Theorem has a wealth of
onsequen
es. To rephrase, it says
that if f is
ontinuous on [a, b] and dierentiable on (a, b) then
f(b) f(a)
= f (c)
ba
c (a, b),
The statement gives us a
onne
tion between the fun
tion f and
its derivative f with no referen
e to a limit.
Sin
e limits are elaborate, te
hni
al, and sometimes unwieldy, the gain outweighs the drawba
k on
e we learn how to use the theorem despite not knowing c.
Here is an example. Let I be any interval in R, and let
f : I R
We don't know where c is, but this doesn't matter be
ause f (c) = 0 for all c.
That is,
f(a) = f(b).
277
positive length
ontains rational numbers. Algebrai
ally, the rational numbers and the real numbers
an be
hara
terized indistinguishably: addition,
subtra
tion, multipli
ation, and division work as they should. Nonetheless, if
we go through the exer
ise of dening the
on
epts in these notes only in the
restri
ted
ontext of the rational numbers, then not all of the results
ontinue
to hold. In parti
ular, the fun
tion
f : Q Q,
f(x) =
if x2 < 2,
1 if x2 > 2
0
the graph is rising very high or dropping very low on ea
h side of the
asymptote.
278
Similarly, if the formula has a square root then f is dened only for x
values where the quantity under the square root is nonnegative, and so
on.
The graph may also have horizontal asymptotes or diagonal asymptotes.
Horizontal asymptotes arise if f(x) tends to a limit as x + or as x
, and similarly for diagonal asymptotes if f(x)/x tends to a limit.
The formula for f may make
lear where f is positive, negative, and zero,
i.e., where the graph is rising, falling, or has a horizontal tangent.
The formula for f may make
lear where f is positive, negative, and zero,
i.e., where the graph is
onvex (bending up),
on
ave (bending down), or
in
e
ting (swit
hing benddire
tions).
At an xvalue where f is undened it is understood that f and f are
undened as well, and similarly at an xvalue where f is undened it is
understood that f is undened as well. At an xvalue where f is dened
but f is not, the graph may have a
orner or some other exoti
behavior.
x2
,
x2 1
x R, x 6= 1.
Note that f is even (i.e., f(x) = f(x)), so we need only study it for x 0.
Also,
f(0) = 0.
limx + f(x) = 1.
limx 1+ f(x) = + and limx 1 f(x) = .
(Here the se
ond bullet is shorthand for f tends to 1 as its inputs grow large
and positive, and the third bullet is shorthand for f is large and positive at
inputs slightly greater than 1 and f is large and negative at inputs slightly
less than 1.) Compute that the derivative of f is
f (x) =
2x
2x (x2 1) x2 2x
= 2
.
(x2 1)2
(x 1)2
Thus f (0) = 0 and f (x) < 0 for 0 < x < 1 and for 1 < x. Similarly, a bit of
algebra shows that
279
2(3x2 + 1)
.
(x2 1)3
Thus f (x) < 0 for 0 x < 1 and f (x) > 0 for 1 < x. We
an present many
of our observations in a table. The i
ons indi
ate whether the graph of f is
rising or falling, and whether it is
onvex or
on
ave.
0<x<1 1<x
f
+
f
20
10
2
1
10
20
Figure 9.7.
x > 0.
This fun
tion should behave like x1/3 for x near 0, and like x1/3 for large x.
More spe
i
ally,
f(x) > 0 for all x > 0.
280
x > 0.
Thus f (1) = 0, and f (x) < 0 for 0 < x < 1, and f (x) > 0 for 1 < x. Similarly,
a bit of algebra shows that
f (x) =
2 7/3
x
(2 x2/3 ),
9
x > 0.
Thus f (23/2 ) = 0, and f (x) < 0 for 0 < x < 23/2 , and f (x) > 0 for 23/2 <
x. We
an present many of these observations in a table.
0 < x < 1 1 < x < 23/2 23/2 < x
f
+
+
+
f
+
+
f
+
+
x .
Note that f is odd (i.e., f(x) = f(x)), so we may study it on [0, ] instead.
In parti
ular, f(0) = f() = 0. The derivative of f is (now suppressing the
domain from the notation)
f (x) = 2
os(x) 2
os(2x).
281
3.5
3.25
3
2.75
2.5
2.25
1
Figure 9.8.
282
2
1
3
2
1
1
2
Figure 9.9.
n
X
k=1
(1)k1
1
sin(kx)
k
1
1
n1 1
= 2 sin(x) sin(2x) + sin(3x) + (1)
sin(nx)
2
3
n
uses more os
illations to approximate the the line more
losely. The graph
of g6 is shown in gure 9.10.
Example 9.3.4. Consider the fun
tion
f(x) = 2(x 1)5/3 + 5(x 1)2/3 = (x 1)2/3 (2x + 3).
Here we take the domain of f to be the set of all real numbers, even though
a
ording to our formalism f(x) is sensible only for x 1. The idea is that
for x < 1, we
an take (x 1)1/3 as the negative number whose
ube is x 1
(this number is (1 x)1/3 ), and then f(x) is its square. Observe that
f(x) = 0 for x = 0 and x = 3/2.
f(0) = 3.
limx + f(x) = + and limx f(x) = .
283
3
2
1
3
1
2
1
2
3
Figure 9.10.
Graph of g6 (x) = 2
P6
k=1 (1)
k1
sin(kx)/k
2
(x 1)1/3 (2x + 3) + 2(x 1)2/3
3
2
= (x 1)1/3 ( (2x + 3) + 2(x 1))
3
10
1/3
(x 1)
x.
=
3
f (x) =
Observe that
f (1) is undened, limx 1 f (x) = and limx 1+ f (x) = .
f (0) = 0.
f (x) > 0 for x < 0, f (x) > 0 for 0 < x < 1, and f (x) > 0 for x > 1.
10
1
4/3
1/3
f (x) =
(x 1)
x + (x 1)
3
3
1
10
4/3
x+x1
(x 1)
=
3
3
2x 3
10
(x 1)4/3
.
=
3
3
Observe that
f (x) is undened at x = 1 (naturally, sin
e f (1) was already undened).
f (3/2) = 0.
f (x) < 0 for x < 1 and 1 < x < 3/2, and f (x) > 0 for x > 3/2.
284
+
+
+
+
f
+
+
+
+
f
6
4
2
2
1
2
Figure 9.11.
Example 9.3.5 (Shape of the power function). The following table summarizes many of our observations about the power fun
tion f (x) on R>0 ,
extended to x = 0 when possible. In all
ases the graph lies in the rst
oordinate quadrant and passes through the point (1, 1). The observations
ombine
to show that for all < 0, the graph of the fun
tion looks qualitatively like
0 and 1, the
the hyperbolabran
h y = 1/x, that for all stri
tly between
graph looks qualitatively like the square root urve y = x, and that for all
285
> 1, the graph looks qualitatively like the parabola y = x2 . Of
ourse, the
graph of f0 is the line y = 1 and the graph of f1 is the line y = x.
f
f (1)
lims 0 f (s)
f = f1
f (0)
f = ( 1)f2
<0=00<<1=11<
+
+
+
+
+
1
1
1
1
1
1
0
0
0
0
+
+
+
0
1
0
+
0
0
+
Exercises
9.3.1. Let f = ln. What is f ? What is its sign? How does this relate to
9.3.2. Graph the following fun
tions, giving some dis
ussing
riti
al points,
asymptotes,
onvexity/
on
avity, and so on, as relevant.
(a) f(x) = x3 /(1 x2 ).
(b) f(x) = (1 x2 )2 .
(
) f(x) = x/(1 + x2 )
(d) f(x) = x + sin(x).
(e) f(x) = x ln(x).
Let x(t) denote the timedependent distan
e of the base of the ladder from
the wall, and let h(t) denote the height of the top of the ladder up the wall.
The situation is depi
ted in gure 9.12. Then we have
286
x(t)2 + h(t)2 = ,
Ladder
x(0) = 0,
x (t) = 1.
Sin e h(t) =
x(t)
.
h(t)
p
2 x(t)2 , we have (now suppressing t from the notation),
x
.
h =
2
x2
Thus, at the beginning moment of the pro
ess, when the ladder's base is at
the wall (x = 0), the horizontal motion of the ladder's base is not
ausing any
verti
al motion of the ladder's top down the wall. On the other hand, at the
endmoment, when x = , the top of the ladder instantaneously has innite
verti
al velo
ity down the wall.
Example 9.4.2. A pedestrian of height h walks away
of height H at
onstant speed. At what speed is her
reasing?
Let x denote the pedestrian's horizontal distan
e from the base of the
street light, and let s denote the pedestrian's shadowlength. The situation is
depi
ted in gure 9.13. Similar triangles show that
287
x
Figure 9.13.
h
1/H
=
.
1/h 1/H
Hh
Let h denote the height of the kite, let x denote the horizontal distan
e
from the kite to the
hild, and let s denote the length of string from the
hild
to the kite. Unrealisti
ally idealize the string as a line segment, so that
s2 = x 2 + h 2 .
Normalizing to x = 1, we have
288
Figure 9.14.
s =
Kite
x
x
=
.
2
s
x + h2
Thus s = 0 when the kite is dire
tly over the
hild's head. Also, in the limit
as ever more string is played out, s tends to 1; this is sensible sin
e the
proportions of the triangle degenerate toward s = x in the limit.
Example 9.4.4. A rope is suspended over a pulley at height y. A weight
is atta
hed to one end of the pulley, and the other end of the rope is
being pulled horizontally away from beneath the pulley at
onstant rate,
lifting the weight. At what rate is the pulley rising?
Let x denote the horizontal distan
e from point on the
oor beneath the
pulley to the end of the rope that is being pulled. Let h (for hypotenuse)
denote the length of rope from the pulley to the end being pulled. Then
x2 + y2 = h2 .
The situation is depi
ted in gure 9.15. The weight is rising at the rate that
rope is passing over the pulley, and rope is passing over the pulley at rate h ,
so we want to nd h . Dierentiate the previous relation,
2xx = 2hh .
x
x
.
= p
2
h
x + y2
289
The weight is initially rising at speed 0, and (assuming that the pulled end
of the rope was initially
the pulley when
beneath the pulley) it has rea
hed
h = 2y and thus x = 3 y. The weight is rising at speed 3/2 when it rea
hes
the pulley.
Example 9.4.5. Water is being drained from
and radius R at
onstant rate. At what rate is
Let h denote the height of the water in the tank, and r the radius. At any
instant, the water in the tank forms a
one similar to the tank, so that
r
R
= ,
h
H
and therefore
r = (R/H)h.
The situation is depi
ted in gure 9.16. The volume of water in the tank is
V=
Therefore,
1
1 2
r h = (R/H)2 h3 .
3
3
V = (R/H)2 h2 h .
But V = 1, and so
h =
1
.
(R/H)2 h2
290
r
H
Figure 9.16.
A lantern is suspended immediately above the top of the Ferris wheel. As you
ride the Ferris wheel, at what rate is your shadow moving when you are at
angle t from the top?
9.4.3. Point p moves along the xaxis at rate a, and point q moves along the
yaxis at rate b. At what rate does the distan
e between them
hange?
9.4.4. A sphere of radius r has volume V = 4r3 /3 and area A = 4r2 . If an
291
9.4.6. One end of a rope is atta
hed to the bow of a boat. The other end of
the rope passes through a ring on a do
k, distan
e h higher than the bow, at
onstant rate. At what rate does the bow move toward the do k?
10
Integration via Antidifferentiation
Ea
h time that we have integrated a fun
tion f in these notes, the result was
the dieren
e of two values of a se
ond fun
tion F whose derivative was f. The
Fundamental Theorem of Cal
ulus says that this phenomenon is general: If f
is
ontinuous on [a, b] and F = f then
Zb
f = F(b) F(a).
Thus the problem of integrating f is solved whenever we
an antidierentiate f, i.e., whenever we
an nd a fun
tion F whose derivative is f. This
hapter
establishes the Fundamental Theorem of Cal
ulus in se
tion 10.1 and then
lays out some antidierentiation te
hniques. Some basi
antiderivatives are
given in se
tion 10.2. Se
tion 10.3 explains how to nd
ertain antiderivatives
by a pro
ess
alled forward substitution, and se
tion 10.4 explains a related
pro
ess
alled inverse substitution. Se
tion 10.5 presents a useful te
hnique
alled antidierentiation by parts.
To make the ideas
lear, we begin by naming some of the phenomena just
dis
ussed in the
hapter introdu
tion.
Definition 10.1.1 (Indefinite Integral).
in R, and
onsider a fun
tion
f : I R
Let
be a nonempty interval
294
a, b I.
An
indefinite integral of f
is a
F : I R
Zb
f = F(b) F(a)
for all a, b I.
Various indenite integrals that we have found during the
ourse of these
notes are shown in gure 10.1.
f
f ( 6= 1) on R>0
f+1 /( + 1)
f1 on R>0
ln
ln
f1 ln f1
exp
exp
os
sin
sin
os
Figure 10.1.
be a
onstant.
(a) Suppose that F, G : I R are respe
tively indenite integrals of f
and g. Then F + G is an indenite integral of f + g and cF is an
indenite integral of cf.
(b) Suppose that F : I R is an indenite integral of f. Then eF : I R
is also an indenite integral of f if and only if eF = F + C for some
onstant C.
Proof. Exer
ise 10.1.1(a).
An antiderivative
295
f : I R.
of f
su h that
F = f.
Let I be a nonempty
Ea
h time that we found an indenite integral F for a fun
tion f, the
indenite integral was also an antiderivative of f, as shown in gure 10.2. The
Fundamental Theorem of Cal
ulus asserts that under reasonable
onditions,
this will always be so. That is, the Fundamental Theorem says that:
296
f ( 6= 1) on R>0
f+1 /( + 1)
f1 on R>0
ln
f1
ln
f1 ln f1
ln
exp
exp
exp
os
sin
os
sin
os
sin
Figure 10.2.
F = f.
Thus the rst part of the Fundamental Theorem says loosely that dierentiation inverts integration, in that the derivative of the integral up to a
variable endpoint is the original fun
tion. Geometri
ally, the idea is that:
The rate at whi
h the area of the region under a
urve grows as an
endpoint moves is the height of the
urve over the moving point.
R
297
f : R R,
1 1
2 2
erf : R ,
erf (x) =
Zx
f,
even though we
an't simplify the formula for erf. Like the logarithm, the error
fun
tion, dened as an integral, needs its own name. It is part of the area under
a bellshaped
urve that des
ribes many limiting behaviors in probability. The
2/ normalizes the bell
urve so that the total area beneath it is 1. (See
gure 10.3.)
y=
2
2 ex
Proof (of Theorem 10.1.5). Let x and s be any points of I with x < s. By
the Extreme Value Theorem, f on [x, s] has a minimum f(xm ) and a maximum
298
By the Inequality Rule for integrals (Proposition 5.5.3, page 178), it follows
that
Zs
(s x)f(xm )
or, equivalently,
R
f(xm )
f (s x)f(xM ),
Rs
xf
f(xM ).
sx
xf
= f(c)
sx
(10.1)
If instead s < x then (10.1) still holds by a typi
al veri
ation of symboli
robustness (exer
ise 10.1.4). Sin
e f is
ontinuous and c lies between x and s,
we have
Rs
f
= lim f(c) = f(x).
s x s x
s x
lim
Rs
F(x) =
Zx
f.
Rx
Rs
f af
f
= x ,
sx
sx
s x
F(s) F(x)
= f(x).
sx
In other words, F (x) exists and equals f(x) for all x I. This is the desired
result.
299
Theorem 10.1.6 (FTC I, Weaker Variant). Let I be a nonempty interval in R, and let a be a point of I. Let the fun tion f : I R be
F(x) =
Zx
f.
This theorem
an be proved with no referen
e to the Extreme Value Theorem or the Intermediate Value Theorem (exer
ise 10.1.5).
Example 10.1.7. Consider the fun
tions
f : R R,
f(x) =
1
1 + x2
and
F : R R,
F(x) =
Zx
f.
x1 =0
1
,
1 + x21
(10.2)
x R.
This formula is similar to the dening formula for the logarithm on page 241,
ln(1 + x) =
Zx
x1 =0
1
,
1 + x1
x > 1.
Just as the logarithm formula led in se
tion 8.3 to an expression for ln(1 + x)
as a limit of polynomials when 1 < x 1, formula (10.2) leads to su
h an
expression for ar
tan(x) (exer
ise 10.1.7),
ar
tan(x) = x
x2n+1
x3 x5
+
+ (1)n
+ ,
3
5
2n + 1
1 x 1,
or
ar
tan(x) =
n=0
(1)n
x2n+1
,
2n + 1
1 x 1.
=1 + +
+
+ ,
4
3 5 7 9 11 13 15
300
Exercises
10.1.3. Dene a fun
tion
f : R [0, 1],
f(x) =
0 if x < 0,
1 if x 0.
This fun
tion is bounded and monotoni
, and so it is integrable over any
interval [a, b]. Dene a se
ond fun
tion
F : R R,
Zx
F(x) =
f.
monotoni
rather than only pie
ewise monotoni
. (To make things simpler,
assume that the pie
ewise monotoni
ity involves only two pie
es.)
(b) Assume that f is in
reasing. Show that with this assumption, Theorem 10.1.6
an be proved with no referen
e to the Extreme Value Theorem
or the Intermediate Value Theorem.
10.1.6. Let f : R R be
ontinuous. Consider the fun
tion
F : R R,
F(x) =
Z x2
f.
Theorem 10.1.5 does not immediately apply here, be
ause the upper limit of
integration in the integral that denes F is not x itself, but a fun
tion of x.
(a) Dene two fun
tions,
and
Zx
e
F : R R,
e
F(x) =
g : R R,
g(x) = x2 .
G : R R,
G(x) =
f.
g(x)
301
Whereas Part I of the Fundamental Theorem is a statement about the derivative of the integral, our rst statement of Part II is a statement about the
integral of the derivative.
Theorem 10.1.8 (Fundamental Theorem of Calculus, Part II). Let I
be a nonempty interval in R. Suppose that the fun
tion F : I R is
dierentiable and that F is
ontinuous. Let f = F . Then for any points
a and b of I,
Zb
f = F(b) F(a).
a
Thus the se
ond part of the Fundamental Theorem says loosely that integration inverts dierentiation, in that the integral of the derivative is the
dieren
e of the original fun
tion's values at the two endpoints. That is:
The integral of the rate of
hange of a fun
tion is the net
hange
in the fun
tion.
Proof. Dene
Rx
f. Then e
F = f by Part I of the
Fundamental Theorem, and so, sin
e also F = f, there exists a
onstant C
su h that
e
F : I R by e
F(x) =
e
F(x) = F(x) + C for all x I.
(10.3)
omplete.
The proof just given that Part II of the Fundamental Theorem follows from
Part I is essentially instant, but also Theorem 10.1.8
an be proved dire
tly
without referen
e to Theorem 10.1.5. Here is one version of the argument.
Fix points a, b I with a < b. Choose any partition points
a = x0 < x1 < < xn1 < xn = b.
302
Let Mi be any number at least as big as all fvalues on [xi1 , xi ]. Then the
previous equality implies the inequality
F(xi ) F(xi1 ) (xi xi1 )Mi .
whi
h teles
opes to F(b) F(a). On the other hand, summing the right sides
of the inequality for i = 1, , n gives
(x1 x0 )M1 + (x2 x1 )M2 + + (xn1 xn2 )Mn1 + (xn xn1 )Mn .
This is an upper sum for Arba (f), and sin
e the number n of partition points
is arbitrary, as are the partition points xi and the values Mi that ex
eed f
on [xi1 , xi ], the upper sum is utterly general. So we have shown that
for any upper sum T for Arba (f).
F(b) F(a) T
Similarly
Rb
a
Rb
a
Zb
f = F(b) F(a).
So far the argument has assumed that f 0, but extending it to general
ontinuous f is just a matter of passing it through the usual hoisting ritual. The
key idea here is that loosely speaking, Part II of the Fundamental Theorem
omes from the Mean Value Theorem. Note that the rst proof that we gave
of Part II ta
itly used the Mean Value Theorem as well, along with quoting
303
Part I. Unlike Part I, Part II
an not be proved without re
ourse to an abstra
t existen
e theorem even under simplifying
onditions su
h as assuming
that f is monotoni
. There is a
on
eptual reason for this: Whereas Part I
zooms in to measure the lo
al rate of
hange of a quantity arising from larges
ale synthesis (the total area of a region), Part II pulls the
amera ba
k to
make an assertion about a quantity arising from larges
ale synthesis of lo
al
information.
Introdu
ing a little more notation will
larify how Part II of the Fundamental Theorem of Cal
ulus sometimes redu
es integration to antidierentiation.
Definition 10.1.9 (Antiderivative Notation). Let I be
terval in R, and let f : I R be a fun
tion. Then
Z
f denotes any antiderivative of f.
a nonempty in
The last statement in the theorem is why the antiderivative notation was
hosen to resemble an integral. To rephrase the theorem one more time, the
integral of f from a to b is the dieren
e of the antiderivative values at the
endpoints. And hen
e, to integrate it su
es to antidierentiate.
304
Exercises
10.1.8. Let I be a nonempty interval in R, let n be a nonnegative integer,
and let
f : I R
have n + 1
ontinuous derivatives. (This means that the fun
tion f(0) = f,
the derivative f(1) = f , the se
ond derivative f(2) = f , and so on up to the
(n + 1)st derivative f(n+1) exist and are
ontinuous on I.) Let a and x be
points of I.
(a) Explain why
Z
x
f (x1 ).
f(x) = f(a) +
x1 =a
f (x1 ) = f (a) +
Z x1
f (x2 ),
x2 =a
and therefore
f(x) = f(a) + f (a)(x a) +
Zx
Z x1
f (x2 ).
x1 =a x2 =a
f(n) (a)
f (a)
(x a)2 + +
(x a)n
2
n!
n
X
f(k) (a)
(x a)k ,
k!
k=0
Zx
x1 =a
Z xn
f(n+1) (xn+1 ).
xn+1 =a
305
x+1
+ C,
+1
6= 1.
But to keep the notation lean, we omit the \+C" throughout the table, remembering to in
orporate it as ne
essary when we
ompute. You should know
the formulas in the table ba
kward and forward.
Example 10.2.2. To
al
ulate the antiderivative
Z
x(x3 + 1)3 dx,
x(x3 + 1)3 dx =
x (x3 )3 + 3(x3 )2 + 3(x3 ) + 1 dx
Z
= (x10 + 3x7 + 3x4 + x) dx
=
x2
x11 3x8 3x5
+
+
+
+ C.
11
8
5
2
s 2 (3x) dx
isn't quite to beRfound in the gure 10.4 table be
ause of the 3x. Nonetheless,
the table entry
s
2 (x) dx =
ot(x) suggests that a natural starting guess
is
ot(3x). By the Chain Rule, the derivative of
ot(3x) is 3
s
2 (3x), and
sin
e
onstants pass through dierentiation it follows that
306
x+1
,
x dx =
+1
Z
1
dx = ln(x),
x
6= 1,
ln(x) dx = x ln(x) x,
Z
ex dx = ex ,
os(x) dx = sin(x),
sin(x) dx =
os(x),
se
2 (x) dx = tan(x),
s
2 (x) dx =
ot(x),
1
dx = ar
tan(x),
1 + x2
Z
1
dx = ar
sin(x),
1 x2
Z
se
(x) dx = ln( tan(x) + se
(x)),
Z
s
(x) dx = ln(
ot(x) +
s
(x)).
Figure 10.4.
s 2 (3x) dx = ot(3x) + C.
whose antiderivative we want look more like the fun
tion in the table entry,
rewrite it,
307
1
1
1
= 2
.
2
+x
a 1 + (x/a)2
Thus the natural starting guess for our antiderivative is ar
tan(x/a). By the
Chain Rule, the derivative of ar
tan(x/a) is 1/(1+(x/a)2 )(1/a), and so sin
e
onstants pass through derivatives it follows that
Z
x
1
1
ar
tan
+ C.
dx
=
a 2 + x2
a
a
Exercises
10.2.1. Verify all of the formulas in gure 10.4 by lo
ating the text or exer
ise
(
) se
(2x + 3) dx.
(d)
1
dx where a > 0 is
onstant.
x2
a2
(f g) g =
Z
f g.
(10.4)
The natural rst response to this formula is to have no idea what it says,
mu
h less how to use it. We will ta
kle these matters one at a time.
308
That is:
R
f g
is in
!
Z
f g g = (f g) g .
This proof is so simple be
ause the forward substitution formula (10.4) uses
the variablefree notation for fun
tions, the un
luttered notation that is well
suited to arguments.
10.3.3 Using the Formula in its VariableFree Form
A
tual
al
ulational examples involve fun
tionsasformulas, so that their notation and the variablefree notation are at odds. Here is an example of translating the withvariable notation (as in Denition 10.2.1) of an antiderivative
problem into the variablefree notation of formula (10.4).
Example 10.3.1. To nd the antiderivative
Z
etan(x) se
2 (x) dx (this is a fun
tion of the variable x),
so that g = se 2 .
Z
etan(x) se
2 (x) dx = (f g) g .
Here the notations are in
on
i
t: the left side
arries the information that
the variable of the antiderivative is to be named x, while the right side makes
309
But
so that
etan(x) se
2 (x) dx =
Z
Z
f g.
Z
f = exp = exp + C,
Z
f g = (exp + C) tan = exp tan + C.
f(g(x))g (x) dx =
f(u) du
where u = g(x).
(10.5)
Example 10.3.2. Using the boxed formula, the previous example
an be reworked more su
in
tly, again with f = exp and g = tan,
Z
Z
where u = tan(x)
etan(x) se
2 (x) dx = eu du
= eu + C
where u = tan(x)
= etan(x) + C.
310
Here the something is a2 x2 , and its derivative is 2x. The problem doesn't
quite give us the derivative, but the imperfe
t t is easy to x sin
e
onstants
pass through antidierentiation,
Z p
Z
p
1
2
2
x a x dx = (2x) a2 x2 dx.
2
Z p
Z
p
1
x a2 x2 dx = (2x) a2 x2 dx
2
Z
1
=
g (x)f(g(x)) dx
2
Z
1
f(u) du
=
where u = g(x)
2
Z
1
u du
where u = a2 x2
=
2
1 2
= u3/2 + C
where u = a2 x2
2 3
1
= (a2 x2 )3/2 + C.
3
Exercise
10.3.1. Explain
arefully how ea
h side of the forward substitution formula
with variables (10.5) arises from its
ounterpart in the variablefree forward
substitution formula (10.4).
Let
be a
311
(the something).
u = a 2 x2
Then
du
= 2x
dx
(its derivative),
so that
du = 2x dx,
and onsequently
1
x dx = du.
2
This pro
edure works, and it has been learned by generations of
al
ulus
students. But it is not as selfevident as it appears. The problem is that the
du
,
dx
that in general
See
and du.
312
du
sin x
dx =
= ln(u) + C = ln(
os x) + C.
os x
u
Every basi
antidierentiation formula
ombines with the Chain Rule to give
rise to a forward substitution antidierentiation formula. These are shown in
gure 10.5. As in gure 10.4, a \+C" is ta
it in the right side of ea
h formula.
R
Example 10.3.7. We will
al
ulate x2 se
2 (x3 + 1) dx. Compute that
Z
Z
1
se
2 (g(x))g (x) dx where g(x) = x3 + 1
x2 se
2 (x3 + 1) dx =
3
1
= tan(x3 + 1) + C,
3
(g(x))+1
,
(g(x)) g (x) dx =
+1
Z
g (x)
dx = ln(g(x)),
g(x)
Z
Z
g (x)
dx = ar
tan(g(x)),
1 + g2 (x)
Z
g (x)
p
dx = ar
sin(g(x)),
1 g2 (x)
Figure 10.5.
x
dx.
2
Z 1+x
2
dw.
(f)
2
Z1+w
(e)
6= 1,
313
314
(j)
os(tan( x)) se 2 ( x)
dx.
(f g) g =
Z g(b)
(10.6)
f.
g(a)
This formula follows from its
ounterpart (10.4) for antiderivatives and Part II
of the Fundamental Theorem of Cal
ulus (Theorem 10.1.8),
Zb
Z
b
(f g) g = (f g) g
a
a
Z
b
=
f g
a
Z
g(b)
=
f
g(a)
Z g(b)
by Theorem 10.1.8
by (10.4)
by denition of
omposition
by Theorem 10.1.8 again.
g(a)
If a fun tion f is
x=a
f(g(x))g (x) dx =
Z g(b)
u=g(a)
f(u) du.
(10.7)
x=1
Z1
(ln x)2
dx =
x
u=0
Z 42
sin( x)
u2 du =
315
u3 1 1
= .
3 0 3
dx,
sin( x)
dx = 2
Z 2
sin(u)du
2
= 2
os(u)
= 2( os(2) os())
= 2(1 + 1) = 4.
x
1
1
ar
tan
dx
=
.
a 2 + x2
a
a
x a
1
1
= 1 ar
tan(1) = .
dx = ar
tan
a 2 + x2
a
a 0
a
4a
x=1
p
1 x2 dx,
Note that the upper half of the unit ir le is the graph of the fun tion f(x) =
1 x2 . Thus the integral is the area above the xaxis and below the upper
half of the unit
ir
le, i.e., it is /2. (We did not use (10.7) for this example.)
Example 10.3.14. To evaluate
Z /2
t=0
316
t=0
Thus
Z /2
sin2 (t) dt =
Z /2
Z /2
1 dt = /2.
t=0
t=0
t=0
1
y =
os2 (t)
y = sin2 (t)
/2
Figure 10.6.
x= ln( 3)
ex
1
dx,
+ ex
x= ln( 3)
1
dx =
x
e + ex
Z ln(3)
x= ln( 3)
Z 3
ex
dx
1 + (ex )2
1
du where u = ex
1 + u2
3
= ar
tan(u) = = .
3
6
6
1/ 3
=
u=1/ 3
317
10.3.3. Find
the following integrals.
3
Z
(a)
x2 sin(x3 ) dx.
x=0
Z ln(e3 1)
ex
(b)
dx.
x
x=ln(e2 1) 1 + e
Z e/3
ln(3x)
(
)
dx.
x
x=1/3
Z ln(ln(2))/ ln(2)
(d)
2x dx.
x=0
The forward substitution formula is a bit
ontrived in that it works only for
antiderivatives of fun
tions of the spe
ial form (f g) g . That is, it works
only when u and du are present. The inverse substitution formula is more
general. In its variablefree form it says
Z
fg=
Z
fh
where h inverts g.
As with the initial presentation of the forward substitution formula, the meaning and the use of the inverse substitution formula are probably opaque at
rst glan
e.
R
Finding an antiderivative of the omposition f g redu es to nding an antiderivative of the produ t f h where h inverts g.
And pure symbolpushing shows that the inverse formula follows from the
forward formula (10.4). The veri
ation will be easy be
ause we are using the
variablefree versions of the formulas. Indeed, re
all that the forward formula
is
Z
Z
(f g) g =
f g.
Substitute f g for f, and h for g, and ex
hange the two sides of the equality.
This gives
Z
Z
f g h = (f g h) h ,
318
Z
f g h = f h .
Z
fg hg =
f h g.
f(g(x)) dx =
f(u)h (u) du
This is
Z
Z
Z
dx = f(g(x)) dx
dx.
(Here f1/2 is the square root fun
tion as usual.) The inverse fun
tion of g is
the squaring fun
tion h = f2 , whose derivative is h = 2f1 where f1 is the
identity fun
tion. Thus a
ording to the inverse substitution formula,
Z
dx = 2 ueu du where u =
R
x.
A plausible rst guess for ueu du is ueu . This guess has derivative ueu +eu ,
so that
orre
ting it to ueu eu gives the
orre
t antiderivative. Therefore,
the original antiderivative is
Z
dx = 2 xe x 2e x + C.
dx,
319
x.
and so
dx = 2u du.
where u = x.
dx = 2 eu u du
dx
good,
onsider an antiderivative
losely related to the error fun
tion introdu
ed on page 297,
Z
2
ex dx.
but this is no better than what we started with. In fa
t, no amount of substitution will allow us to express this antiderivative in terms of fun
tions that
have been studied in this
ourse. It has no su
h expression.
320
dx
p
.
1+ x
p
and so
Z
Z
(u2 1)u du
= 4 (u2 1) du
u
3
4
u
u + C = (1 + x)3/2 4(1 + x)1/2 + C.
=4
3
3
dx
p
=4
1+ x
an be rewritten as
Z
(1 x)2/5
dx =
x12/5
Z
(1 x)2/5
dx,
x12/5
1x
x
2/5
1
dx =
x2
Z
2/5
1
1
dx.
1
x
x2
7/5
Z
(1 x)2/5
5 1
5 7/5
2/5
u
=
1
+ C.
dx
=
u
du
=
7
7 x
x12/5
Exercises
10.4.1. (a) Find
x2 + 1
dx.
(2x 3)2
(b) Let p(x) denote a generi
polynomial. Let a and b be real numbers, not
both zero, andZ let n be a positive integer. Explain how an inverse substitution
p(x)
dx.
will evaluate
n
(ax + b)
Z
1 x2
10.4.2. Find
dx. (Let x =
os(u).)
x2
321
fg=
Z g(b)
g(a)
where h inverts g.
f h
This formula follows from its variablefree
ounterpart, similarly to the
ase
of forward substitution.
Example 10.4.4. To evaluate
Z9
0
dx
p
.
1+ x
dx
p
=4
1+ x
Z2
(u 1) du = 4
1 3
2 16
u u =
.
3
3
1
R0
t t + 1 dt =
t=1
Z1
(u 1) u du =
u=0
Z1
(u3/2 u1/2 ) du
u=0
1
2 5/2 2 3/2
4
2 2
= u
u = = .
5
3
5 3
15
0
x=a
Z1
p
a2 x2 dx = a2
p
a2
1 u2 du =
.
2
u=1
The answer isunsurprising sin
e the upper half of the
ir
le of radius a has
equation y = a2 x2 .
322
Exercises
10.4.3. Find the following integrals.
Z1
(a) x2 (x3 + 1)3 dx.
Z03/2
1
dx.
(b)
2
Z 01 9 x
(
) x 1 x dx.
0
10.4.4. Find the area of the region bounded by the ellipse x2 /4 + y2 = 1 and
the lines x = 1.
10.4.5. Consider the following argument: To evaluate
Z
os2 (x) dx,
the integral
x=0
x=0
os (x) dx =
2
os(x) os(x) dx =
x=0
Z0
u=0
Also, if
x=0
p
1 u2 u du = 0.
And so the inverse substitution pro
edure has shown that the integral is
zero.
(a) This argument
an not be
orre
t sin
e the integral is visibly positive.
What is wrong with it?
(b) Explain why the integral is also
Z
x=0
Use this fa t and the idea of example 10.3.14 (page 315) to nd the integral.
fg = fg gf .
(10.8)
(Here fg means f times the derivative of g, and similarly for gf .) The formula
follows immediately from antidierentiating the Produ
t Rule for derivatives,
323
(fg) = fg + gf
to get
fg =
fg + gf .
b Z b
fg = fg
gf .
a
(10.9)
To use the formula, the idea is to write the fun
tion whose antiderivative
we seek in the form fg , where the antiderivative of gf is easier to nd.
R
Example 10.5.1. We will
al
ulate x sin(3x) dx. The rst step is to sear
h
for an antiderivative of x sin(3x). Let
f(x) = x, g (x) = sin(3x),
1
f (x) = 1, g(x) =
os(3x).
3
Hen e
Z
0
x sin(3x) dx =
f(x)g (x) dx
Z
= f(x)g(x) f (x)g(x) dx
Z
1
x
os(3x) dx
=
os(3x) +
3
3
1
x
=
os(3x) + sin(3x).
3
9
x
1
x sin(3x) dx =
os(3x) + sin(3x) =
os(3) = .
3
9
3
3
0
g (x) = x,
1
f (x) = 3
os(3x), g(x) = x2 ,
2
x sin(3x) dx =
f(x)g (x) dx
Z
= f(x)g(x) f (x)g(x) dx
Z
1 2
3
x2
os(3x) dx.
= x sin(3x)
2
2
324
In this
ase the antiderivative x2
os(3x) dx looks more
ompli
ated than
the one we started with. When you antidierentiate by parts, it is not always
lear what you should take for f and for g . If you nd that things are starting
to look more
ompli
ated rather than less
ompli
ated, you might try another
hoi
e for f and g .
R
Example 10.5.2. To nd sin( x) dx, rst
arry out the inverse substitu
tion u = x. Then x = u2 , so that dx = 2u du. Thus
Z
Z
Z
f(u) = u,
g(u) = os(u).
f (u) = 1,
Then
Z
u sin(u) du =
f(u)g (u)du
Z
= f(u)g(u) f (u)g(u) du
Z
= u
os(u) +
os(u) du
= u
os(u) + sin(u).
Hen
e
Z
sin( x) dx = 2 u sin u du
= 2u
os(u) + 2 sin(u)
x sin(ax) dx,
n
x
os(ax) dx,
n
xn eax dx,
n1
sin(ax) dx,
n1
os(ax) dx,
xn1 ex dx,
325
and so by applying the pro
ess n times we redu
e the power of x down
to xR0 , whi
h gives us antiderivatives that we
an nd easily. For example,
for xn sin(ax) dx, let
g (x) = sin(ax),
1
f (x) = nxn1 , g(x) =
os(ax).
a
f(x) = xn ,
Then
Z
x sin(ax) dx =
f(x) = sin(ln(x)),
f (x) =
os(ln(x))
x
g (x) = 1,
g(x) = x.
(10.10)
Then
Z
= x sin(ln(x)) os(ln(x)) dx
sin(ln(x))
x
g (x) = 1,
,
g(x) = x.
Then
Z
Z
= x
os(ln(x)) + sin(ln(x)) dx
Thus
326
and
x
2
Then
g(x) = x.
Z
Z
= x ln(x) 1 dx
= x ln(x) x.
Let I and J
g : I J
h : J I.
h = f1 h
Z
g h.
where u = h(x).
327
Proof. The inverse substitution formula, but with the roles of g and h ex
hanged, is
Z
Z
fh=
f g h.
Spe
ialize f to the identity fun
tion f1 . Thus f1 h = h, and the formula
be
omes
Z
Z
h=
f1 g
h.
Note that f1 = f0 is the
onstant fun
tion 1. Thus f1 g = g, so that antidifferentiation by parts gives
Z
Z
h = (f1 g) h
g h.
Z
h = f1 h
g h.
The formula in Theorem 10.5.6 says that the antiderivative of the inverse
fun
tion equals a produ
t minus a
omplementary antiderivative of the original fun
tion. This fa
t about antiderivatives dovetails perfe
tly, via the Fundamental Theorem of Cal
ulus, with our earlier
al
ulations of the integrals
of the exponential and the ar

osine (see pages 203 and 227): the integral of
the inverse fun
tion equals a boxarea minus a
omplementary integral of the
original fun
tion.
Exercises
10.5.1.ZCal
ulate the following antiderivatives.
(a) xex dx.
328
(b) x2 ex dx.
Z
(
) ex sin(x) dx. (Integrate by parts twi
e, and then don't give up.)
Z
dx.
4
Z p x2
(e) x 4 x2 dx.
Z
(f) x ln(x) dx, where R. (Don't forget the
ase where = 1.)
Z
(g) x2
os(2x) dx.
Z
(h) x ln(x) dx.
(d)
(b)
ar
se
( x) dx. (The ar
se
ant fun
tion has domain [1, ) and
x=1
and dene for k Z1
f(k) = f(k + 1) f(k),
n n1
X
f(k)g(k) = f(k)g(k 1)
f(k)g(k).
1
k=1
(It may be most
onvin
ing to write out ea
h side of the equality and
onrm
that the same terms o
ur.) Note the similarity between this formula and
formula (10.9) for integration by parts.
(b) Re
all that in
hapter 5 we integrated the logarithm by evaluating the
sum
(x) = 1 + 2x + 3x2 + + (n 1)xn2 ,
x 6= 1.
329
f(k) = k
g(k) = 1 + x + + xk1 ,
n1
X
f(k)g(k),
k=1
(x) = f(n)g(n 1)
n1
X
f(k)g(k).
k=1
Evaluate this se
ond expression for (x) to rederive the sum as
omputed in
exer
ise 5.4.2 (page 166).
10.5.5. What is wrong with the following argument? Let
f(x) =
1
,
x
f (x) =
Then
If we subtra t
1
,
x2
g(x) = x.
Z
f(x)g (x) dx = f(x)g(x) f (x)g(x) dx
Z
1
dx.
=1+
x
1
dx =
x
g (x) = 1,
1
x
Note that I is not an interval. Let J = [0, 3], an interval. Consider the fun
tion
g : I J,
if 0 x < 1,
g(x) = x 1 if 2 x 3,
x 2 if 4 < x 5.
The graph of g is shown in gure 10.7. Draw the graph of the inverse fun
tion
h : J I.
330
10.5.7. Let
In =
Z /2
0
n1
In2 ,
n
Use this formula to evaluate I3 and I4 .
(
) Show that for n odd,
In =
In =
n 2.
2 4 6 (n 1)
.
3 5 7n
1 3 5 (n 1)
.
2 4 6n
2
A
Assumptions About the Real Number System
We assume that there is a real number system, a set R that
ontains two
distin
t elements 0 and 1 and is endowed with the algebrai
operations of
addition,
and multipli
ation,
+ : R R R,
: R R R.
332
All of basi
algebra follows from the eld axioms. For example, additive
and multipli
ative inverses are unique, the
an
ellation law holds, 0 x = 0
for all real numbers x, and so on.
Subtra
ting a real number from another is dened as adding the additive
inverse. In symbols,
: R R R,
x y = x + (y)
for all x, y R.
(o1) Tri hotomy Axiom: For every real number x, exa tly one of the fol
x R+ ,
x R+ ,
x = 0.
(o2) Closure of positive numbers under addition: For all real numbers x
For all real numbers x and y, dene \x < y" to mean \y x R+ ." The
denitions of \x y" and \x > y" and \x y" are analogous. The usual
rules for inequalities then follow from the axioms.
Finally, we assume that the real number system is complete. Completeness
an be phrased in various ways, all logi
ally equivalent. The version of
ompleteness that is
urrently in Ray Mayer's notes for Mathemati
s 112 is
as follows.
Every
binary sear
h sequen
e in the real number system
onverges to a unique
limit.
Theorem A.0.3 (Completeness as a Binary Search Criterion).
List of Symbols
63
63
du/dx
F (parabola fo
us), 2, 4
f0 (
onstant fun
tion 1), 33
f1 (identity fun
tion), 33
Fba (dieren
e of fun
tionvalues), 303
f (rational power fun
tion), 25, 30
f : A B (f is a fun
tion from A
to B), 65
f1 (re
ipro
al fun
tion), 33
f (derivative of f), 134
f (x) (derivative of f at x), 134
f(A) (range of a fun
tion), 66
f(x) dx
x=a
{}
(set notation), 60
334
List of Symbols
`n
k
64
of
triangles ins
ribed in parabola),
10
Sn (sum of inner boxareas), 44
se
(se
ant fun
tion), 226
sin (sine fun
tion), 215
(upper sum for an area), 109
tan (tangent fun
tion), 226
Index
absolute value, 71
basi
properties, 72
relation with intervals, 74
algebrai
fun
tion, 67
antiderivative, 295
notation, 303
notation with variable, 305
properties, 295
antidierentation by parts formula, 322
antidierentiation formulas, 306
approa
h, 124
approa
hability of a point from a set,
124
ar

osine fun
tion, 227
derivative, 228
integral, 227
ar

otangent fun
tion, 230
derivative, 231
ar
sine fun
tion, 230
derivative, 231
ar
tangent fun
tion, 230
derivative, 231
Ar
himedean property of the real
number system, 76
area between two
urves as an integral,
179
areafun
tion, 68
basi
fun
tion limits, 128
basi
sequen
e limits, 81
1/n Rule, 81
1/n Rule, 81
nth
nth
Power Rule, 82
Root Rule, 81
Constant Sequen
e Rule, 81
Binomial Theorem, 257
Finite, 235
bounded
subset of the plane, 64
Broun
ker's formula for ln(2), 242
Chain Rule for derivatives, 143
losed interval, 63
odomain of a fun
tion, 65
ompleteness of the real number system,
332
as a binary sear
h
riterion, 332
as a monotoni
sequen
e
riterion,
332
as a setbound
riterion, 332
ompound interest, 207
onstant multiple of a sequen
e, 92
Constant Multiple Rule
for derivatives, 140
for fun
tion limits, 131
for sequen
es, 92
Constant Sequen
e Rule, 81
ontinuity
denition, 186
of the power fun
tion, 187
ontinuity implies integrability, 188
onvergent sequen
e, 77
osine, 214
osine and sine
336
Index
Index
generative, 92
generative derivative rules, 140
Chain Rule, 143
Constant Multiple Rule, 140
Produ
t Rule, 140
Quotient Rule, 140
Re
ipro
al Rule, 140
Sum/Dieren
e Rule, 140
generative fun
tion limit rules, 131
Constant Multiple Rule, 131
Inequality Rule, 132
Produ
t Rule, 131
Quotient Rule, 131
Re
ipro
al Rule, 131
Squeezing Rule, 133
Sum/Dieren
e Rule, 131
generative integral rules, 120, 176
Inequality Rule, 121
Inequality Rule, se
ond version, 178
generative sequen
e limits, 92
Constant Multiple Rule, 92
Inequality Rule, 100
Produ
t Rule, 92
Quotient Rule, 93
Re
ipro
al Rule, 93
Squeezing Rule, 100
Sum/Dieren
e Rule, 92
geometri
partition, 42
geometri
series, 98
with ratio r, 98
geometri
series formula, 99
Goldba
h Conje
ture, 87
graph of a fun
tion, 67
in
reasing fun
tion, 112
indenite integral, 293
properties, 294
indextranslate of a sequen
e, 89
indextranslation rule for sequen
es, 89
inequality
stri
t, 262
Inequality Rule
for sequen
es, 100
Inequality Rule for integrals, 121
integer, 26
integrability of pie
ewise monotoni
fun
tions, 115
337
338
Index
derivative, 159
integral, 164
key property, 149
properties, 154
Taylor polynomial and remainder,
243
logarithmi
growth, 156
lower and upper sums
basi
property, 109
bootstrap result, 110
lower sum for the area under a graph,
109
maximum of a fun
tion, 262
lo
al, 262
stri
t, 262
stri
t, 262
Mean Value Theorem, 274
mediumsized positive real number, 37
minimum of a fun
tion, 262
lo
al, 262
stri
t, 262
stri
t, 262
monotoni
fun
tion, 112
integrability of, 112
nth
nth
Power Rule, 82
Root Rule, 81
1/n Rule, 81
1/n Rule, 81
open interval, 63
order axioms, 332
ordered pair, 61
origami, 20
pair
ordered, 61
unordered, 62
parabola
algebrai
dening equation, 3
and solving the
ubi
equation, 21
dieren
equotient, 13
dire
trix, 1
fo
us, 2
geometri
dening property, 2
more general algebrai
equations, 5
quadrature of, 6
se
ant slope, 13
tangent slope, 14
partition
geometri
, 42
uniform, 42
Persisten
e of Inequality, 126
pie
ewise monotoni
fun
tion, 115
integrability, 115
power fun
tion
ontinuity of, 187
limit at zero, 129
Taylor polynomial and remainder,
257
Produ
t Rule
for derivatives, 140
for fun
tion limits, 131
for sequen
es, 92
Pythagorean Theorem, 5
quadrature of the parabola, 6
quotient of two sequen
es, 92
Quotient Rule
for derivatives, 140
for fun
tion limits, 131
for sequen
es, 93
raising a positive real number to a real
power, 196
range of a fun
tion, 66
rational number, 26
rational power fun
tion
denition, 30
dierentiation of, 47
integration of, 51
real number system, 331
Ar
himedean property, 76
real sequen
e, 77
re
ipro
al of a sequen
e, 92
Re
ipro
al Rule
for derivatives, 140
for fun
tion limits, 131
for sequen
es, 93
Rolle's Theorem, 273
ruler fun
tion, 116
s
aling result for power fun
tions, 54
Index
se
ant slope
for the parabola, 13
sequen
e, 70, 77
approa
hes a point, 124
onvergent, 77
divergent, 77, 78
indextranslate of, 89
limit, 77
real, 77
uniqueness of limit, 90
sequen
e, indextranslation rule for, 89
set, 29, 60
dened by
onditions, 61
empty, 61
sine, 214
small positive real number, 37
Snell's Law, 272
Squeezing Rule
for sequen
es, 100
stri
t inequality, 262
stri
tly de
reasing fun
tion, 34
stri
tly in
reasing fun
tion, 34
Strong Approximation Lemma, 75
sum of two sequen
es, 92
Sum/Dieren
e Rule
339