Mathematics 162 Class Notes 1 1 Introduction (September 5) Goal: To remind ourselves as to what calculus is all about! 1.1 What is this course and who is it for? • Second semester calculus. • Advanced Placement. • Honors. 1.2 What is calculus? 1.3 What is a derivative and what does it measure? 1.4 Expectations. • What I expect of you. • What you should expect from me. Homework. 1. Do the following problems to turn in (Due Friday since we will be in the lab on Thursday). The problem numbers in boxes are those for which special attention will be paid by the grader. (See syllabus for details.) pages 228–230 84, 85, 86 , 87, 99, 100 , 121, 122 , 125, 159, 160 2. Additionally, practice your differentiation skills by doing many of problems 1–80 on pages 228-229. (How many is many? As many as you need!) These do not have to be turned in but you can be sure that your differentiation skills will be assessed on Wednesday. Mathematics 162 Class Notes 2 2 Integration (September 6) Goal: To review the definition and fundamental properties of the integral. 2.1 2.2 Some functions (A) (B) (C) (D) (E) (F) (G) (H) (X) The definition of the integral • the area problem • Riemann sums • the definite integral Mathematics 162 Class Notes 2.3 3 The integral and the antiderivative Theorem 2.1 (Fundamental Theorem of Calculus). Suppose that F (x) is continuous on the interval [a, b] and that F 0 (x) = f (x) for all x ∈ (a, b). Then Z b f (x) dx = F (b) − F (a) a • The integral of rate of change is total change. 2.4 Z Integration by Substitution Z 2 2x cos(x ) dx 3x e Z Z dx dx 2 + (x − 1)2 Z dx √ x 4x2 − 1 Homework. 1. Do the following problems (due date, September 11) pages 382ff 1, 2 , 11, 12 , 15, 17, 35, 38 , 113, 121, 122 2. Practice integration. Do several of the problems 43–112 (not to turn in). ln x dx x Mathematics 162 Class Notes 3 4 Integration by Parts (September 8) Goal: To develop the technique of integration by parts 3.1 Reversing the product rule • Product rule (f (x)g(x))0 = f 0 (x)g(x) + f (x)g 0 (x) or d(uv) = v du + u dv • Integration by parts: Z Z 0 f (x)g (x) dx = f (x)g(x) − 3.2 Z 0 f (x)g(x) dx Obvious Examples Z Z x cos x dx 3.3 x ln x dx Nonobvious Examples Z • dv = 1. ln x dx Z • Parts twice. ex cos x dx Z • Inverse functions (see p. 454) 3.4 • cos−1 x dx Reduction formulas R cosn x dx Homework. 1. pages 453ff 1, 3, 10 , 11, 25, 30 , 36a , 39, 44 or Z u dv = uv − v du Mathematics 162 Class Notes 4 Trigonometric Integrals (September 11) Goal: To employ trigonometric identities craftily to find antiderivatives of trigonometric functions 4.1 Some Important Trig Identities sin2 (x) + cos2 (x) = 1 tan2 (x) + 1 = sec2 (x) 1 − cos 2x sin2 (x) = 2 1 + cos 2x 2 cos (x) = 2 1 sin mx sin nx = [cos(m − n)x − cos(m + n)x] 2 1 sin mx cos nx = [sin(m − n)x + sin(m + n)x] 2 1 cos mx cos nx = [cos(m − n)x + cos(m + n)x] 2 Z 4.2 Z 4.3 Z 4.4 sinn (x) cosm (x) dx tann (x) secm (x) dx √ 1 + cos ax dx Z 4.5 Integrals like sin nx sin mx dx Homework. 1. Do problems in Section 7.2: page 460: 4 ,7, 16 , 19, 21, 24, 34 , 40 5 Mathematics 162 Class Notes 5 6 Trigonometric Substitutions (September 12) Goal: To employ crafty substitutions to integrate expressions involving sums and differences of squares 5.1 Three Useful Substitutions √ x2 + a2 x a x = a tan θ dx = a sec2 θ dθ √ x2 + a2 = a sec θ π π − <θ< 2 2 5.2 x2 √ a2 − x2 x = a sin θ √ dx = a cos θ dθ a2 x2 − = a cos θ π π − ≤θ≤ 2 2 dx √ 9 − x2 Z (x2 √ dx + 1)3/2 x dx −3 x2 Homework. 1. √ x x2 − a2 x Examples Z Z a Section 7.3, pages 463ff, 4 , 8 , 21 , 29, 37, 42 a x = a sec θ dx = a sec θ tan θ dθ √ x2 − a2 = a| tan θ| π π 0 ≤ θ < or < θ ≤ π 2 2 Mathematics 162 Class Notes 6 7 Integration of Rational Functions (September 14) Goal: To integrate, in principle (!), every rational function. Definition 6.1. A quotient of two polynomials is called a rational function; i.e., a rational f (x) function is a function of the form where f and g are polynomials. g(x) 6.1 Case I: g(x) can be factored into distinct linear factors Z x dx (x − 1)(x − 2) Key fact: There are numbers A and B such that x A B = + (x − 1)(x − 2) x−1 x−2 Z Then x dx = A ln |x − 1| + B ln |x − 2| + C. (x − 1)(x − 2) This works no matter how many distinct linear factors g has, provided the degree of f (x) is less than the degree of g(x). 6.2 Case II: g(x) can be factored into linear factors, some multiple Z 1 dx (x − 1)(x − 2)2 Key fact: There are numbers A, B, and C such that 1 A B C = + + 2 (x − 1)(x − 2) x − 1 x − 2 (x − 2)2 In general, if (x − a)k is a factor of the denominator, there is a term of form C for each (x − a)j j ≤ k. 6.3 g(x) cannot be factored into linear terms Not all polynomials can be factored into linear terms. Some might need quadratic terms. Mathematics 162 Class Notes 8 Example 6.2. x4 − 1 = (x2 + 1)(x2 − 1) = (x2 + 1)(x − 1)(x + 1) Z x3 + 2x − 1 dx (x2 + 1)(x − 1)(x + 1) Key fact: There are numbers A, B, C, and D such that x3 + 2x − 1 A B Cx + D = + + 2 2 (x + 1)(x − 1)(x + 1) x−1 x+1 x +1 Repeated quadratic factors just as repeated linear factors. 6.4 Degree of f (x) greater than or equal to that of g(x) Proposition 6.3. If r(x) is a rational function, then r(x) = p(x) + f (x)/g(x) where p(x) is a polynomial and the degree of f (x) is less than the degree of g(x). Example 6.4 (Long Division). x3 + 2x − 1 16x − 9 =x+4+ 2 x2 − 4x + 2 x − 4x + 2 Theorem 6.5 (Partial Fraction Decomposition Theorem). If r(x) is a rational function then r(x) can be written as p(x) + f (x)/g(x) where p(x) is a polynomial, f (x) and g(x) are polynomials with the degree of f less than that of g, and f (x)/g(x) can be written as a sum of a boatload of terms generated as follows: 1. If (x − r)k is one of the factors of g(x) we include terms of the form A1 x−r A2 (x − r)2 Ak (x − r)k ... 2. and if (x + px + q)l is one of the quadratic factors of g(x) we include terms of the form C1 x + D1 x + px + q C2 x + D2 (x + px + q)2 Homework. 1. Do the following problems from Section 7.4: pages 469 ff: 10 , 13 , 18, 21 , 31, 45, 49 ··· Cl x + Dl (x + px + q)l Mathematics 162 Class Notes 7 9 0/0, ∞/∞, ∞ · 0, ∞ − ∞, 1∞ , 00 , ∞0 (September 15) Goal: To evaluate limits that are indeterminate forms 7.1 0/0 Theorem 7.1 (L’Hôpital’s Rule). Suppose that lim f (x) = lim g(x) = 0. Then x→a x→a f 0 (x) f (x) = lim 0 x→a g (x) x→a g(x) lim if the limit on the right hand side of this equation exists. cos2 x − 1 x→0 x2 sin x x→0 x lim lim L’Hôpital’s rule also works for one-sided limits and limits where x → ∞. lim x→0+ 7.2 sin x x2 ∞/∞ Theorem 7.2 (L’Hôpital’s Rule). Suppose that lim f (x) = lim g(x) = ∞. Then x→a f (x) f 0 (x) = lim 0 x→a g(x) x→a g (x) lim if the limit on the right hand side of this equation exists. ln x x→∞ x lim x2 x→−∞ e−x lim x→a Mathematics 162 Class Notes 7.3 10 ∞ · 0, ∞ − ∞ The key to indeterminate limits of these forms is usually to transform them to one of the previous forms. 1 1 −x √ − x lim lim e x→∞ x→1+ ln x x−1 7.4 1∞ , 00 , ∞0 Indeterminate forms of these sorts can often be computed by investigating the logarithm of the limit and using the following fact that follows from the continuity of the exponential function. Proposition 7.3. Suppose that lim ln f (x) = L. Then lim f (x) = eL . x→a x lim (sin x) x→0+ x→a lim x→∞ 1 1+ x x Homework. 1. Read Section 4.6 and do the following problems. (due Tuesday, September 19) pages 289ff 7, 15, 21, 24 , 28 , 42 , 47, 49, 57, 61, 63, 65 2. Extra Credit Integrals - due anytime Z Z p √ 2 ln 1 + x dx sin−1 x dx Z x dx 1 + sin x Mathematics 162 Class Notes 8 11 Improper Integrals (September 18) Goal: To extend the definition of integral to cases where the domain of integration or the range of the function on the domain is infinite Z ∞ Z b Z ∞ f (x) dx −∞ −∞ a Example: ∞ f (x) dx f (x) dx 8.1 Z e−x dx 0 ∞ Z Z f (x) dx = lim b→∞ a a b f (x) dx If the right hand side exists and is finite, we say that the integral converges. If the right hand side does not exist or is ∞, we say that the integral diverges. Z +∞ 1 Example: dx 1 + x2 −∞ Z ∞ Z f (x) dx = lim b→∞ c −∞ Z 8.2 ∞ Important special case: 1 Z ∞ Proposition 8.1. The integral 1 1. converges to 1 p−1 dx xp if p > 1 and 2. diverges (i.e., is equal to ∞) if p ≤ 1. b Z f (x) dx + lim a→−∞ a dx xp c f (x) dx Mathematics 162 Class Notes 8.3 12 Infinite ranges (vertical asymptotes) 1 Z Example: 0 dx √ x If f (x) is continuous on [a, b] except at the point x = a then b Z Z f (x) dx = lim a 1 Z Example: 0 8.4 c→a+ a f (x) dx c dx x Important Property of the Real Numbers Theorem 8.2. Suppose that g(x) is defined and increasing on some interval [a, ∞). Then either 1. lim g(x) = ∞ or x→∞ 2. lim g(x) exists and is equal to some real number L. x→∞ 8.5 Testing for convergence when one cannot antidifferentiate Theorem 8.3 (Comparison Test). Suppose that f (x) and g(x) are continuous functions on Z ∞ [a, ∞) and that there is a number c such that 0 ≤ f (x) ≤ g(x) for all x ≥ c. Then f (x) dx a Z ∞ converges if g(x) dx converges. a Very Important Example: R∞ 0 2 e−x dx converges. Homework. 1. In Section 7.7 do the following problems (Due Thursday, September 21, but this assignment will not be collected) pages 495 ff. 1, 3, 15, 24, 26, 42, 59, 65, 67, 69, p. 501 29 Mathematics 162 Class Notes 9 13 Geometric Series (September 19) Goal: To introduce the concept of series by way of an important example. 9.1 The Geometric Series Definition 9.1. A geometric series is an expression of the form a + ar + ar2 + ar3 + ar4 + · · · for real numbers a and r. Example 9.2. The following is a geometric series with a = 1 and r = 1/2 1+ 9.2 1 1 1 1 + + + + ··· 2 4 8 16 The Geometric Series Summed Consider the following sequence of numbers 1 = 1 1 2 = 3 2 1 1 + 2 4 = 7 4 1 1 1 + + 2 4 8 = 15 8 1+ 1+ 1+ ... 1 Notice that the nth number in this sequence is 2 − n . Therefore, no matter how many terms 2 of the series in Example 9.2 we add, we will never get a sum more than 2. On the other hand, the sums are increasing and can be made as close to 2 as we like. That is 1 lim 2 − n = 2 n→∞ 2 Thus it is reasonable to write 1+ In general 1 1 1 + + + ··· = 2 2 4 8 Mathematics 162 Class Notes 14 Theorem 9.3. If |r| < 1 then 1. 1 + r + r2 + r3 + · · · = 2. for every a, 9.3 1 and 1−r a + ar + ar2 + ar3 + · · · = a . 1−r Infinite Series Example 9.4. The following are examples of infinite series: 1+ 1 1 1 1 + + + + ··· 2 4 8 16 (9.1) 1+ 1 1 1 1 1 + + + + + ··· 2 3 4 5 6 (9.2) 1 + 1 + 1 + 1 + 1 + 1 + ··· (9.3) 1 + (−1) + 1 + (−1) + 1 + (−1) + · · · (9.4) 1+ 1 1 1 + + + ··· 4 9 16 (9.5) 1− 1 1 1 1 + − + + ··· 2 3 4 5 (9.6) A series is a sum of an infinite sequence of numbers. We will usually eschew the “dot-dot-dot notation” and write series using the “sigma notation.” The four series above are written ∞ n ∞ X X 1 1 2 n n=0 n=1 ∞ X n=1 1 ∞ X n=0 (−1)n ∞ X 1 n2 n=1 ∞ X (−1)n+1 n=1 1 n In general, if for every n ≥ k, an is a number (given by some function of n) ∞ X an = ak + ak+1 + ak+2 + · · · n=k Definition 9.5. An infinite series is any expression of the form ∞ X n=k are called the terms of the series. an . The numbers ak , ak+1 , ak+2 , . . . Mathematics 162 Class Notes 9.4 15 Convergence and Divergence An infinite series can do one of four things: 1. Converge to a finite number: 1+ 1 1 1 + + + ··· = 2 2 4 8 2. Diverge to ∞: 1 + 2 + 4 + 8 + 16 + · · · = ∞ 3. Diverge to −∞: 1 − 3 + 2 − 4 + 3 − 5 + 4 − 6 + · · · = −∞ 4. Diverge by bouncing around (“oscillation”): 1 − 1 + 1 − 1 + 1 − 1 + ··· Homework. 1. The following problems are due Tuesday, September 26, and will be discussed on Monday. 2. For each of the following series, write out the first 5 terms: (a) (b) (c) (d) ∞ X n=1 ∞ X (−1)n+1 2n ln n/n n=1 ∞ X 2n n! n=1 ∞ X n=0 (e) ∞ X n=1 5 1 − n n 2 3 1 (4n − 3)(4n + 1) Mathematics 162 Class Notes 3. For each of the following series, write the series in Σ notation: (a) ln 1 9 1 (c) 3 1 (d) 2 (b) 1 1 1 1 − ln + ln − ln + · · · 2 3 4 5 1 1 1 − + − + ··· 16 25 36 1 1 1 + + + + ··· 5 7 9 3 7 15 + + + + ··· 4 8 16 4. Compute the sums of the following geometric series (Hint: find a and r): (a) ∞ X e−2n n=0 (b) .37 + .0037 + .000037 + .00000037 + · · · ∞ X 1 n √ (c) 2 n=3 (d) 1 − 1 1 1 + − + ··· 3 9 27 5. Do problems 41, 43, 49, 50 , 70 on page 522–3. 16 Mathematics 162 Class Notes 10 17 Infinite Series II (September 20) Goal: To investigate the convergence and divergence of infinite series 10.1 Convergence of Infinite Series • sequence of partial sums of a series • a series converges • a series diverges 10.2 Examples • the geometric series • “telescoping” series ∞ X n=1 1 n(n + 1) • “big” terms Theorem 10.1 (The nth term test). If does not exist or is not 0 then ∞ X ∞ X an converges then lim an = 0. Therefore, if lim an n=1 n→∞ n→∞ an diverges. n=1 NB: If the terms do not get small, then the series diverges. However the series may still diverge even if the terms do have limit 0. Example 10.2. The following series is called the harmonic series: ∞ X 1 1 1 1 = 1 + + + + ··· n 2 3 4 n=1 The harmonic series diverges. Mathematics 162 Class Notes 10.3 Combining Series Theorem 10.3. If ∞ X an = A and n=1 1. 18 ∞ X ∞ X an = B, then n=1 (an + bn ) = A + B n=1 2. ∞ X kan = kA for any constant k. n=1 Homework. 1. Read Section 8.2 and do the following problems, due Wednesday, September 27. pages 522 ff. 5, 15, 27, 33, 37, 62, 63 , 64 , 65 , 66 , 67 Mathematics 162 Class Notes 11 19 Integral Test (September 25) Goal: To develop the integral test for convergence and divergence 11.1 Convergence Results So Far 1. Geometric Series: ∞ X arn−1 n=1 (a) Converges if |r| < 1 to a 1−r (b) Diverges if |r| ≥ 1. 2. Harmonic Series: ∞ X 1 diverges. n n=1 3. Terms don’t go to zero: If lim an does not converge or does not equal 0 then n→∞ n=1 diverges. 11.2 Series with Positive Terms If each an > 0 then there are only two possibilities for ∞ X an n=1 1. ∞ X n=1 2. ∞ X an diverges to ∞; i.e., lim sn = ∞ where sn is the nth partial sum or n→∞ an converges to a finite number. n=1 11.3 Positive and Decreasing Terms Suppose that a1 > a2 > a3 > · · · . Example 11.1 (p-series). The series ∞ X 1 has this property for all p > 0. np n=1 ∞ X an Mathematics 162 Class Notes The key idea of this section is to write 20 ∞ X an as an area. n=1 Theorem 11.2 (The Integral Test). If there is a continuous, positive, decreasing function f (x) such that for every n ≥ N , f (n) = an , then Z ∞ 1. If f (x) dx converges then so does N Z an and n=N ∞ f (x) dx diverges then so does 2. If ∞ X N ∞ X an . n=N We can also use the idea of integral to estimate the error made by sn in approximating the infinite series for which it is a partial sum. Homework. 1. Read Section 8.3. 2. Do the following problems. pages 527 ff 1, 5, 6, 9 , 13, 17, 22 , 23, 27, 33 , 39 , 40 Mathematics 162 Class Notes 12 21 Ratio Test (September 26) Goal: To show the convergence or divergence of a series by comparing it to a geometric series 12.1 Comparsion to a Convergent Series Proposition 12.1. Suppose that 0 ≤ an ≤ bn for all n ≥ N . Then 1. if ∞ X bn converges then n=1 2. if ∞ X an converges and n=1 an diverges then n=1 12.2 ∞ X ∞ X bn diverges. n=1 Comparison to a Geometric Series – the Ratio Test Note that a geometric series with positive terms, ∞ X arn has the property that the ratio of n=1 successive terms is r. We look at series that have that property in the limit: Theorem 12.2 (The Ratio Test). Let ∞ X an be a series with positive terms and suppose that n=1 lim n→∞ an+1 =ρ an Then 1. if ρ < 1, the series converges 2. if ρ > 1, the series diverges and 3. if ρ = 1, no conclusion is possible about the convergence or divergence of the series. Homework. 1. Read about the ratio test in section 8.6 and do problems pages 536 ff 1,3, 4 ,9,11,17,21, 22 ,27,29, 30 ,31, 44 Mathematics 162 Class Notes 13 22 Series with Positive and Negative Terms (September 27) Goal: To investigate convergence of series with both positive and negative terms 13.1 Special Case - Alternating Series An alternating series is one in which the terms alternate in sign from positive to negative. Theorem 13.1 (Leibniz’s Theorem). Suppose that ∞ X (−1)n+1 un is a series such that n=1 1. for all n, un > 0 (so the series is alternating) 2. u1 ≥ u2 ≥ u3 ≥ · · · 3. lim un = 0. n→∞ Then the series converges. 13.2 Absolute and Conditional Convergence Definition 13.2. A series ∞ X an converges absolutely if n ∞ X |an | converges. A series that con- n verges but does not converge absolutely converges conditionally. Theorem 13.3. If a series converges absolutely then it converges. Homework. 1. Do the following problems in Section 8.6 – these problems will be discussed on Friday and will not be collected. pages 542 ff. 1,5,9,13,15,17,25,27 Mathematics 162 Class Notes 14 23 Power Series (September 29) Goal: To define power series and introduce the notion of radius of convergence. 14.1 Power Series A power series (about 0) is a series of the form 2 3 c0 + c1 x + c2 x + c3 x + · · · = ∞ X cn xn n=0 • The series converges for x = 0. • It might not converge for any other x. • The series defines a function f (x) = ∞ X cn xn for all x such that the series does converge. n=0 14.2 The Radius of Convergence Given the power series ∞ X cn xn , there is a number R ≥ 0 such that n=0 • the series converges absolutely for all x such that 0 ≤ |x| < R and • the series diverges for all x such that |x| > R. • the series may converge or diverge for x = R and x = −R. R is called the radius of convergence and the interval on which the series converges is called the interval of convergence. We can (almost) always find R by using the ratio test. To find the interval of convergence we need to check the two endpoints x = R and x = −R separately. Homework. 1. For the series in the following problems on page 552, determine only the radius of convergence: 1, 6 ,7,9,11, 12 ,19, 22 , 27 . Mathematics 162 Class Notes 15 24 Power Series II (October 2) Goal: To further investigate the properties of power series 15.1 Power Series About x = a Definition 15.1. A power series about x = a is a series of form ∞ X cn (x − a)n n=0 A series about x = a has a radius of convergence and interval of convergence just as does a series about x = 0 except that the interval is centered at x = a. 15.2 Differentiation and Integration of Power Series For this section, suppose that f (x) is a function defined by the a power series f (x) = ∞ X cn xn (15.7) n=0 and that the power series has radius of convergence R > 0 (so that the domain of f contains at least all x such that −R < x < R). Theorem 15.2. If the function f (x) is defined by the power series in Equation 15.7 and the series has radius of convergence R > 0. Then the series ∞ X ncn xn−1 n=1 converges for all x such that −R < x < R and 0 f (x) = ∞ X ncn xn−1 n=1 for all x such that −R < x < R. Since the hypotheses of the theorem now apply to f 0 (x), we can continue to differentiate the series to find derivatives of f of all orders, at least on the interval −R < x < R. Mathematics 162 Class Notes 25 Theorem 15.3. Suppose f (x) is defined by Equation 15.7 and the radius of convergence of the series is R > 0, we have that for all n, cn = f (n) (0) n! Theorem 15.4. Suppose that f (x) is defined by Equation 15.7 and the radius of convergence of the series is R > 0. Then Z x ∞ X cn n+1 f (t) dt = x n+1 0 n=0 for all x such that −R < x < R. Homework. 1. New Homework Policy: You do not have to turn in the problems that are not in boxes. You will continue to turn in the “four problems” that are in boxes and you should still pay attention to the way that you write these up. For the other problems, you should still do them all and be able to participate in the discussion about them. • To turn in: pages 552 ff 8 , 28 , 39 , 46 • Not to turn in: pages 552 ff 13, 15, 17, 21 Mathematics 162 Class Notes 16 26 Taylor Series (October 3) Goal: To find series representations for important functions 16.1 The Taylor Series for f at x = a Definition 16.1. If f is a function which has derivatives of all orders at x = a, the Taylor Series for f at x = a is ∞ X f (n) (a) (x − a)n n! n=0 Important Notes: 1. The Taylor series has a radius of convergence R but it might be 0 2. Even if the radius of convergence R > 0, the function defined by Taylor series of f might not equal f except at x = a 3. But, if R > 0, then for many “nice” functions f , the Taylor series for f equals f on its whole interval of convergence 4. The polynomial that results from stopping the sum at the nth degree term is called the Taylor polynomial of order n for f at x = a 5. If a = 0 the Taylor series is called the MacLaurin series 6. If f (x) equals any power series at all (on the interval of convergence) that power series must be the Taylor series 16.2 Our Favorite Taylor Series ex = 1 + x + x2 x3 xn + + ··· + + ··· 2 3! n! sin x = x − x3 x5 x2n+1 + + · · · + (−1)n + ··· 3! 5! (2n + 1)! cos x = 1 − x2 x4 x2n + + · · · + (−1)n + ··· 2! 4! (2n)! ln x = (x − 1) − (x − 1)2 (x − 1)3 (x − 1)n + + · · · + (−1)n+1 + ··· 2 3 n Mathematics 162 Class Notes 16.3 27 The Substitution Method Since ex = 1 + x + x2 x3 xn + + ··· + + ··· 2 3! n! for all x we have 2 ex = 1 + x2 + x2n x4 x6 + + ··· + + ··· 2 3! n! for all x 2 and so this last series is the MacLaurin series for ex . Homework. 1. These are due Thursday, October 5, but will not be collected: pages 558ff 3, 7, 9, 11, 13, 21, 27 Mathematics 162 Class Notes 17 28 Taylor Series II (October 3) Goal: To determine if a function equals its power series 17.1 The Remainder Term Suppose that f is a function that has n + 1 derivatives in an interval around x = a. We can then write down the nth order Taylor polynomial for f about x = a. Pn,a (x) = f (a) + f 0 (a)(x − a) + f 00 (a) f (3) (a) f (n) (a) (x − a)2 + (x − a)3 + · · · + (x − a)n 2! 3! n! Define the Remainder Term as follows: Rn,a (x) = f (x) − Pn,a (x) Theorem 17.1 (Lagrange). Given f , Pn,a and Rn,a as above, there is a number t ∈ (a, x) such that f (n+1) (t) (x − a)n+1 Rn,a (x) = (n + 1)! Example 17.2. From Lagrange’s Theorem, we can show that sin x is equal to its power series for all x. Note that for f (x) = sin(x), we have for every x |Rn,0 (x)| = |f (n+1) (t)| n+1 |x| (n + 1)! However, we know that no matter what t is |f (n+1) (t)| ≤ 1 Therefore Rn,0 (x) ≤ 1 |x|n+1 (n + 1)! But now fix x. it is easy to see that lim Rn,0 (x) = 0 n→∞ This means that lim Pn,0 (x) = sin x n→∞ Finally, this means that the power series for sin x converges to sin x for every x. Mathematics 162 Class Notes 29 Similar arguments work for all our favorite power series. Example 17.3 (Weird Example). Let f be the function defined by ( 2 e−1/x x 6= 0 f (x) = 0 x=0 We can show that f (n) (0) = 0 for all n. Therefore, the power series for f is the zero power series! Obviously, this power series doesn’t converge to f . Homework. 1. There is no homework. This section is entirely optional. Notes on Test. 1. The test covers sections 9–16 in the course notes. 2. The textbook sections covered are 8.2–8.8. 3. There will be questions that ask for explanations of concepts. For example, you might be asked to state precisely what is meant by “a series coverges” 4. The tests for convergence and divergence of series that were emphasized include the nth term test, the integral test, the ratio test, and the alternating series (Leibniz’s) test. Be able to say precisely what conditions are required to use each test and what those conditions allow you to conclude. 5. Homework problems are an excellent guide to the sort of problems that will appear on the test. There are additional sample problems that begin on page 573. For example, try some of 19–68. Mathematics 162 Class Notes 18 30 Multivariable Calculus (October 9) Goal: To develop the basic concepts concerning functions of many variables 18.1 Definition and Examples Definition 18.1. A function is a rule to assigns to each ordered n-tuple of real numbers (x1 , . . . , xn ) in a certain set D a real number denoted f (x1 , . . . , xn ). D is called the domain of the function. We will often choose the names of the variables x1 , . . . , xn and the name of the function f to reflect their meaning in the application at hand. We often use x, y if n = 2 and, naming the output w (for example), we write w = f (x1 , . . . , xn ). Example 18.2. The following are all examples of functions that come from a particular application. 1. v(r, h) = πr2 h p 2. d(x, y, z) = x2 + y 2 + z 2 3. g(m1 , m2 , R) = Gm1 m2 /R2 (G is a constant) 4. s(t, e, f, s) = 6t + e + 3f + 2s 5. b(w, h) = 703w/h2 6. P (K, L) = AK 1/3 L2/3 7. w(P1 , P2 ) = P12 /(P12 + P22 ) 8. A(V, M ) = .015 + .019M + .026V 18.2 Domains and Ranges The domain of a function of n variables is the set of n-tuples on which the function is defined. If the domain is not specified, it is assumed to be the largest set on which the function is defined (the natural domain of the function). The range is the set of output values of the function. The domain is a subset of n-dimensional space and so can be quite complicated. The range is a subset of the real line. Mathematics 162 Class Notes 18.3 31 Graphing Functions of Two Variables There are two common ways to graph functions of two variables. The first is the analogue of graphs of functions of single variables. To graph z = f (x, y) we need three coordinate axes, two for the inputs and one for the output. And the graph of f is then a surface. The graph of f (x, y) = y 2 − x2 is below. 4 2 0 -2 -4 -2 -2 -1 -1 0 0 1 1 22 The second common way of graphing functions of two variables is by contour plots. A contour plot is a plot in domain space and so does not require three dimensions. To construct a contour plot, we draw curves that go through points with the same value. Such curves are called level curves of the function. Here is a contour plot of f (x, y) = y 2 − x2 . 2 1 -2 -1 1 -1 -2 2 Mathematics 162 Class Notes 32 Homework. 1. Read pages 702–704 and pages 614–615. 2. Do the following problems but not to turn in: page 708 1–8 parts (a)-(c) and 13–18. 3. To turn in do problems 6 and 8 on page 558 and 22 and 26 on page 710. This homework is due Thursday since Wednesday will be “special” day. Mathematics 162 Class Notes 19 33 Limits (October 10) Goal: To extend the definition of limit to functions of two and three variables 19.1 Some Geometry of the Domain Space Definition 19.1 (Distance in <3 ). Suppose that (x1 , y1 , z1 ) and (x2 , y2 , z2 ) are points in <3 . The distance between them is p (x1 − x2 )2 + (y1 − y2 )2 + (z1 − z2 )2 Definition 19.2. 1. A circle in <2 centered at (a, b) with radius R is the set of all points (x, y) satisfying (x − a)2 + (y − b)2 = R2 2. Given a circle C, the set of all points on or inside the circle is a closed disk. The set of points inside but not on the circle is an open disk. 3. A sphere in <3 centered at (a, b, c) with radius R is the set of all points (x, y, z) satisfying (x − a)2 + (y − b)2 + (z − c)2 = R2 4. The inside of a sphere is called a ball and can be closed or open according as to whether it contains the sphere. Definition 19.3. If R is a region of the plane and (x0 , y0 ) is a point in R, 1. (x0 , y0 ) is an interior point of R if there is a disk of positive radius centered at (x0 , y0 ) such that every point in the disk lies in R. 2. (x0 , y0 ) is a boundary point of R if every disk with positive radius centered at (x0 , y0 ) contains a point that is in R and a point that isn’t in R. 3. R is open if it consists entirely of interior points. 4. R is closed if it contains all of its boundary points. 5. R is bounded if it lies entirely inside a disk of finite radius. Mathematics 162 Class Notes 19.2 34 Limits Working Definition 19.4. The limit of f as (x, y) approaches (x0 , y0 ) is L, written lim f (x, y) = L (x,y)→(x0 ,y0 ) if whenever (x, y) is close enough to (x0 , y0 ) then f (x, y) is close enough to f (x0 , y0 ). Official Definition 19.5. The limit of f as (x, y) approaches (x0 , y0 ) is L if for every > 0 there is δ > 0 such that for all (x, y) in the domain of f , p if 0 < (x − x0 )2 + (y − y0 )2 < δ then |f (x, y) − L| < The obvious limit rules apply. The obvious problems arise. 4xy 2 (x,y)→(0,0) x2 + y 2 lim and lim 4xy + y2 (x,y)→(0,0) x2 and 2x2 y (x,y)→(0,0) x4 + y 2 lim Homework. 1. Not to turn in: do problems 1,3,5,7,15,17 on page 711. 2. To turn in: pages 717 ff 40 , 64 , page 574 52 , 54 Mathematics 162 Class Notes 20 35 Partial Derivatives (September 12) Goal: To define the partial derivatives of a function of many variables 20.1 Partial Derivatives The idea is quite simple. Given a function of n-variables, treat all but one variable as constants. Then we are back in single variable land. Definition 20.1. The partial derivative of f (x, y) with respect to x at (x0 , y0 ) is ∂f f (x0 + h, y0 ) − f (x0 , y0 ) = lim ∂x (x0 ,y0 ) h→0 h provided the limit exists. Various notations: ∂f (x0 , y0 ) ∂x fx (x0 , y0 ) ∂z ∂x (x0 ,y0 ) Of course the partial derivative is a function of x and y in its own right. When we think of it that way we write ∂f or fx ∂x We can also take partial derivatives with respect to y (or other variables if there are more than 2. 20.2 Meaning of Partial Derivative • Algebraic – Rate of change in a given direction • Geometric – Slope of line tangent to surface in a given direction Homework. 1. Not to turn in: do problems 1–32 and 35–39 on pages 728-729. 2. To turn in: do 40 and 57 on page 729 and 22 and 32 on page 573. Mathematics 162 Class Notes 21 36 Second Partial Derivatives (September 13) Goal: To compute second partial derivatives and investigate properties of mixed partials 21.1 Second Partial Derivatives • “Pure” second partials: ∂2f or fxx ∂x2 ∂2f 2. or fyy ∂y 2 1. “Pure” Second partials measure concavity in the x or y direction. • “Mixed” second partials: 1. ∂2f or fxy ∂y∂x 2. ∂2f or fyx ∂x∂y It is more difficult to say exactly what mixed second partials measure. Proposition 21.1. If f, fx , fy , fxy , fyx are defined on an disk containing (a, b) and are all continuous at (a, b) then fxy (a, b) = fyx (a, b) We can also find higher order partial derivatives than second partials and we can include more than two variables. Example 21.2. Second partial derivatives often arise in models of physical systems. Suppose that we observe a wave that travels along a line. Then the height of the wave w is a function of where along the line that we look x and the time that we observe it t. An equation describing w is 2 ∂2w 2∂ w = c ∂t2 ∂x2 An example of a solution of the wave equation is w = sin(x + ct) Mathematics 162 Class Notes Homework. 1. Not to turn in: pages 729 ff. 47–50, 63–68 2. To turn in: page 729 ff. 61 , 74 , page 656 45 , page 574 36 . 37 Mathematics 162 Class Notes 22 38 Linear Approximations (October 16) Goal: To find the best linear approximation to a function of several variables NB: This topic is covered on pages 751–753 and 727–728 of the text with pages 245–247, 216, and AP 32–34 giving important background information. 22.1 What is a linear function? • “Slope-intercept” form y = b + mx z = b + m0 x + m1 y w = b + m0 x + m1 y + m2 z • “Point-slope” form y − y0 = m(x − x0 ) z − z0 = m0 (x − x0 ) + m1 (y − y0 ) w − w0 = m0 (x − x0 ) + m1 (y − y0 ) + m2 (z − z0 ) 22.2 The best linear approximation • y = f (x) and f is differentiable at x0 : L(x) = f (x0 ) + f 0 (x0 )(x − x0 ) = f (x0 ) + f 0 (x0 )∆x • z = f (x, y) and f is “differentiable” at (x0 , y0 ): L(x, y) = f (x0 , y0 )+fx (x0 , y0 )(x−x0 )+fy (x0 , y0 )(y−y0 ) = f (x0 , y0 )+fx (x0 , y0 )∆x+fy (x0 , y0 )∆y • w = f (x, y, z) and f is “differentiable” at (x0 , y0 , z0 ): L(x, y, z) = f (x0 , y0 , z0 ) + fx (x0 , y0 , z0 )(x − x0 ) + fy (x0 , y0 , z0 )(y − y0 ) + fz (x0 , y0 , z0 )(z − z0 ) = f (x0 , y0 , z0 ) + fx (x0 , y0 , z0 )∆x + fy (x0 , y0 , z0 )∆y + fz (x0 , y0 , z0 )∆z Mathematics 162 Class Notes 22.3 39 Using Linear Approximations to Approximate • If y = f (x) and x0 is fixed, let ∆x = x − x0 and ∆y = f (y) − f (x0 ). Then ∆y ≈ f 0 (x0 )∆x • If z = f (x, y) and (x0 , y0 ) is a fixed point, let ∆x = x − x0 , ∆y = y − y0 and ∆z = f (x, y) − f (x0 , y0 ). Then ∆z ≈ fx (x0 , y0 )∆x + fy (x0 , y0 )∆y • Example: Let f (x, y) = x2 y and consider the point x = 1, y = 1, z = 1. Then ∆z ≈ 2∆x + ∆y • Example: The volume of a cylinder is given by V (r, h) = πr2 h. Since fr (r, h) = 2πrh and fh (r, h) = πr2 , a change of height of ∆h inches and a change of radius of ∆r inches produces a change in volume of approximately 2πrh∆r + πr2 ∆h cubic inches. 22.4 The differential notation If y = f (x), we write dy = f 0 (x) dx. What does this mean? • dx is an independent variable (think ∆x). • dy is a dependent variable that is a function of both x and dx. • The differential notation is another way of writing the linear approximation. It emphasizes that we can produce the linearization at any point x. If z = f (x, y), we write dz = fx (x, y) dx + fy (x, y) dy 22.5 What is best about it? Theorem 22.1. Suppose that y = f (x) and f is differentiable at x0 . Then f (x) = f (x0 ) + f 0 (x0 )∆x + ∆x for a function such that lim = 0. ∆x→0 Definition 22.2. Suppose that z = f (x, y) and both partials of f exist at (x0 , y0 ). Then we say that f is differentiable at (x0 , y0 ) if there are functions 1 , 2 such that f (x, y) = f (x0 , y0 ) + fx (x0 , y0 )∆x + fy (x0 , y0 )∆y + 1 ∆x + 2 ∆y where lim 1 = 0 and lim 2 = 0 as (∆x, ∆y) goes to (0, 0). Mathematics 162 Class Notes 22.6 40 When if f (x, y) differentiable? Theorem 22.3 (Mean Value Theorem). Suppose that f (x) is continuous on [a, b] and differentiable on (a, b). Then there is a number c such that a < c < b and f 0 (c) = f (b) − f (a) b−a Theorem 22.4. Suppose that f, fx , fy are continuous in a disk around (x0 , y0 ). Then f is differentiable at (x0 , y0 ). Proof. The idea is to get from (x0 , y0 ) to (x0 + ∆x, y0 + ∆y) in two steps: first to (x0 + ∆x, y0 ) and then to (x0 + ∆x, y0 + ∆y). First note that f (x0 +∆x, y0 +∆y)−f (x0 , y0 ) = f (x0 +∆x, y0 +∆y)−f (x0 +∆x, y0 )+f (x0 +∆x, y0 )−f (x0 , y0 ) The second difference on the right hand side is equal to fx (c, y0 )∆x for some c between x and x + ∆x by the MVT applied to g(x) = f (x, y0 ). The first difference on the right hand side is equal to fy (x0 + ∆x, d)∆y for some d between y0 and y0 + ∆y by the MVT applied to h(y) = f (x0 + ∆x, y). Thus f (x0 + ∆x, y0 + ∆y) − f (x0 , y0 ) = fx (c, y0 )∆x + fy (x0 + ∆x, d)∆x Since fx is continuous at (x0 , y0 ) and c is between x and x + ∆x, we have that fx (c, y0 ) = fx (x0 , y0 ) + 1 for 1 such that lim 1 = 0. Similarly, fy (x0 + ∆x, d) = fy (x0 , y0 ) + 2 for 2 ∆x→0 such that lim (∆x,∆y)→(0,0) 2 = 0. The result follows. Homework. 1. Read pages 751–753 and p727–728. 2. Not to turn in do problems 37,39,41 on page 754. 3. To turn in do problems 42 , 48 , 51 , 52 on page 754. Mathematics 162 Class Notes 23 41 The Chain Rule (October 17) Goal: To develop the various chain rules for functions of many variables 23.1 Review If y is a function of x and x is a function of t dy dy dx = dt dx dt This is the chain rule for functions of a single variable. Note here that we have • An independent variable t • A dependent variable y • An intermediate variable x. 23.2 A Plethora of Chain Rules Setting: w = f (x, y), x = x(t), and y = y(t). Chain Rule: Setting: w = f (x, y, z), x = x(t), y = y(t) and z = z(t). Chain Rule: Setting: dw ∂w dx ∂w dy = + dt ∂x dt ∂y dt dw ∂w dx ∂w dy ∂w dz = + + dt ∂x dt ∂y dt ∂z dt w = f (x, y), x = g(r, s), y = h(r, s) Chain Rule: ∂w ∂f ∂x ∂f ∂y = + ∂r ∂x ∂r ∂y ∂r Mathematics 162 Class Notes 23.3 42 A Different Approach to Implicit Differentiation The equation F (x, y) = 0 defines y implicitly as a function of x. Let w = F (x, y) and differentiate w = 0 with respect to x: Fx dx dy + Fy =0 dx dx Thus Fx dy =− dx Fy Homework. 1. Read Section 12.4. 2. Not to turn in: pages 737 ff.: 1,3,6,7,9,11,15,25,26,40,47 3. Though the above problems are not to turn in due to the test Friday, pay particular attention to 6,26,40,47. Mathematics 162 Class Notes 24 43 Parametric Equations (October 18) Goal: To “review” the essentials of parametric equations 24.1 Parametric Equations in the Plane (see pages 170-173) Suppose that f (t), g(t) are continuous functions on some interval [a, b] Then the set of points (x(t), y(t)) for a ≤ t ≤ b form a curve C traced out as t varies from a to b. The equations x = f (t) y = f (t) a ≤ t ≤ b are called the parametric equations of the curve C and t is called the parameter for the curve. Application: Suppose that (x(t), y(t)) is the position of a particle at time t. Note that • dx is the rate of change of the x coordinate as a function of time dt • dy is the rate of change of the y coordinate dt • If we think of y as a function of x, then dy dy/dt = dx dx/dt Many wonderful examples are on page 609 which you can investigate with MVT. Similarly, we can describe a curve in 3-space by x = f (t) y = g(t) z = h(t) 24.2 The Brachistochrone The curve given by x = a(t − sin t) y = a(cos t − 1) 0≤t≤π is a brachistochrone curve. It is the curve which describes the shape of the “slide” we should build so that a child reaches the bottom of the slide in the shortest possible time if the top and bottom points of the slide are fixed. Mathematics 162 Class Notes 24.3 44 Parametric Surfaces in Two or Three Dimensions Similarly, we can define a surface parameterized by u and v by x = f (u, v) y = g(u, v) z = h(u, v) where u and v each range over some interval. Mathematica allows for the graphing of such parametric surfaces. Homework. 1. No homework. Study Notes for Test III 1. The test covers the notes Sections 18–23 as well as Laboratory 2. 2. The textbook sections covered include 12.1, 12.2, 12.3, 12.4, 12.6 (only pages 751–753), 10.1, and 10.6 The latter two sections were more of background information for understanding the graphs in 12.1. 3. There were several homework problems in Sections 18–23 on the material in the series chapter. There will be three very similar problems on the test: (a) I will ask you to write four nonzero terms of a Taylor series for a given function like page 558 problems 6, 8. (b) I will ask you to evaluate a certain series based on your knowledge of an important Taylor series like problems 52 and 54 on page 574. You must know the Taylor series 1 for the functions , ex , sin x and cos x. Any other series I would supply. 1−x (c) I will ask you to do problem 32 on page 573! This should be a gift since I am telling you the question. However, I will want a complete, correct, even gorgeous answer. 4. I will not ask for 3-dimensional graphs of functions of 2 variables. I might ask for sketches of contour plots of functions of two variables. You might very well see a matching problem related to graphing functions of two variables as in page 709 or page 656. 5. You had better know how to differentiate flawlessly! 6. Other than the above, let the kinds of homework problems that you did be your guide. Mathematics 162 Class Notes 25 45 Optimization (October 23) Goal: To find extrema of functions of two variables 25.1 Extrema of Functions of One Variable 1. (Extreme Value Theorem) If f is continuous on [c, d] then f has a maximum and minimum value on [c, d]. 2. A critical point of f is a point a in the interior of the domain of f such f 0 (a) = 0 or f 0 (a) does not exist. 3. A function f has a local maximum (local minimum) at a if f (a) ≥ f (x) (f (a) ≤ f (x) for all x in an open interval containing a. 4. If f is continuous on [c, d], the maximum on f on [c, d] occurs at a critical point or at an endpoint of the interval. 25.2 Functions of Several Variables Definition 25.1. The function f (x, y) has a local maximum at (a, b) if f (a, b) ≥ f (x, y) for all (x, y) in a disk containing (a, b). Theorem 25.2 (First Derivative Test). If f (x, y) has a local maximum (or local mimimum) at an interior point (a, b) of its domain and if the fx (a, b) and fy (a, b) exist, then fx (x, y) = fy (x, y) = 0. Definition 25.3. A critical point of a function f (x, y) is a point (a, b) in the interior of the domain of f such that either fx (a, b) = fy (a, b) = 0 or one or both of fx (a, b) and fy (a, b) do not exist. Important: A local maximum occurs at a critical point but not every critical point is a local maximum or minimum. Definition 25.4. A saddle point is a critical point at which the function has neither a local maximum nor a local minimum. Mathematics 162 Class Notes 25.3 46 The Second Derivative Test Theorem 25.5. Suppose that f (x, y) and its first and second partial derivatives are continuous on a disk centered at (a, b) and fx (a, b) = 0 = fy (a, b). Let 2 D(x, y) = fxx fyy − fxy Then 1. f has a local maximum at (a, b) if D(a, b) > 0 and fxx (a, b) < 0 2. f has a local minimum at (a, b) if D(a, b) > 0 and fxx (a, b) > 0 3. f has a saddle point at (a, b) if D(a, b) < 0 4. if D(a, b) = 0 we can draw no conclusion as to whether f has a local maximum, minimum or saddle point at (a, b). Example 25.6. Find the local extreme values of f (x, y) = −x3 + 4xy − 2y 2 + 1. y 3 2 1 -1 1 2 3 x -1 Homework. 1. Not to turn in: do problems 1,3,7,11,17 on page 763. 2. To turn in: do problems 2, 18, 29, 44 on page 763. Mathematics 162 Class Notes 26 47 Optimization Problems (October 26) Goal: To solve optimization problems in two variables 26.1 Maximums and Minimums Theorem 26.1 (Extreme Value Theorem). If f (x, y) is a function that is continuous on a closed and bounded region R, then f has a both a maximum and minimum on R. Just as in the single variable case, if f is continuous on a closed and bounded region R, its maximum either occurs at a critical point or a boundary point of R. 26.2 Contstrained Optimization of a Function of Three Variables Example 26.2. US Mail postage rates for packages depend on the size of the package. The “large package” rate applies to packages that have length plus girth no more than 108 inches. (The length of a package is its longest dimension and the girth is the perimeter of a cross section perpendicular to the length.) What are the dimensions of the package of largest volume that can be mailed for those rates? Maximize subject to lwh l + 2w + 2h ≤ 108 The steps to solve such a problem are: 1. Use the constraints to eliminate variables in the function to be optimized 2. Find the local maximums and minimums on the interior of the appropriate domain 3. Determine the value of the function on the boundary of the domain to determine whether the optimum occurs there 26.3 Maximizing Profit The cost to manufacture a product is often expressed as fixed cost and variable cost. So if x units are produced, the cost of producing those units is often something like C(x) = A + Bx The revenue received from selling x units is proportional to the price, but the number sold usually depends on the price. For example, we might have a relationship between price p and number sold x such as D p(x) = 1+x Mathematics 162 Class Notes 48 This function is called the demand function. With this price function, the revenue is R(x) = Dx/(1 + x). Finally, the profit function is P (x) = R(x) − C(x). The goal is to choose x to maximize P (x). This is a calculus I problem. Example 26.3. A pharmaceutical company produces a product that is sold in two different markets, foreign and domestic. Suppose that its price functions in the two markets are given by p1 = 25 − .2x p2 = 10 − .05y where x and y are the quantities sold in each market. If the cost function for producing these units is C(x, y) = 15 + .2(x + y) find the values of x and y that maximize the profit. Homework. 1. To turn in, do the following four problems: (a) Page 764, 47. (b) Find three positive numbers such that the sum is 32 and the quantity xy 2 z is maximum. (c) A bicycle company makes two different models of bicycles. Suppose that x is the quantity of Madone bikes that this company sells in a year and that y is the quantity of Pilot bicycles that they sell. The company estimates that the demand curve for the Madona bike satisfies p1 = 3000 − .1x − .1y where p1 is the price of the Madona bike and the demand curve for the the Pilot bicycle is p2 = 4000 − .1x − .2y where p2 is the price of the Pilot bicycle. Find the quantity of Madone bicycles that they will sell if the prices are chosen to maximize the revenue. (d) A water line is to be built from point P to point S and must pass through regions where construction costs differ. Find x and y so that the total cost will be minimum if the cost per mile in dollars is 3k from P to Q and 2k from Q to R and k from R to S. Distances below are in miles. 2 Ps Q 6Q Q Q Q ? x QP sP PP 1 6 y ? Ps R 10 s -S Mathematics 162 Class Notes 27 49 Checking the Boundaries (October 27) Goal: To find the extreme values of a function on a closed, bounded region To find the absolute maximum (minimum) of a function f (x, y) defined on a closed and bounded region R 1. Find the critical points of f (the points (a, b) on the interior of the region R such that f 0 (a, b) = 0 or f 0 (a, b) does not exist 2. Find the points on the boundary curves of R where f has a maximum when restricted to the boundary 3. For all these points, evaluate f and choose the point (a, b) where f (a, b) is greatest We concentrate on step 2. The strategy is (usually) to examine each “piece” of the boundary and think of f as a function of a single variable on that piece. Example 27.1. Find the extreme values of 3x2 − x + 2y 2 − 2y + 1 on the triangular region defined by x≥0 y ≥0 x+y ≤1 Homework. 1. Not to turn in: do problems 31, 33 on page 763. 2. To turn in: do problems 32 , 35 , 38 on page 763. Mathematics 162 Class Notes 28 50 Vectors October 27 continued Goal: To define vectors and develop the elementary properties thereof 28.1 Vectors in 2 and 3 dimensions Definition 28.1. A vector is a directed line segment. A directed line segment from the initial −−→ point A to the terminal point B is denoted AB. A vector has a length and a direction. • Names: bold-faced letters v, letters with arrows ~v • Component form: put initial point of the vector v at the origin. Then the terminal point is at a point (v1 , v2 , v3 ) in space. We write v = hv1 , v2 , v3 i. This is the component form of v. The numbers v1 , v2 , v3 are the components of v. p • If v = hv1 , v2 , v3 i then the length of v is v12 + v22 + v32 . Length is sometimes called magnitude and it is written |v|. 28.2 Vector Operations Vector Addition: If v = hv1 , v2 , v3 i and w = hw1 , w2 , w3 i then v + w = hv1 + w1 , v2 + w2 , v3 + w3 i Scalar Multiplication: If v = hv1 , v2 , v3 i and k is a real number (a scalar), then kv = hkv1 , kv2 , kv3 i Properties of Vector Operations: Unit Vectors: A unit vector is a vector with length 1. The component unit vectors are i = h1, 0, 0i j = h0, 1, 0i, and k = h0, 0, 1i If v = hv1 , v2 , v3 i, then u = v1 i + v2 j + v3 k. Homework. 1. Not to turn in on page 626 ff: 1–45, every fourth problem (1,5,etc.). 2. To turn in: page 627 46 . Mathematics 162 Class Notes 29 51 The Dot Product (October 30) Goal: To define the dot product and investigate its properties 29.1 The Dot Product • If u = hu1 , u2 , u3 i and v = hu1 , u2 , u3 i are vectors then u · v = u1 v1 + u2 v2 + u3 v3 • Note that u · v is a number not a vector. • Properties 1. u · v = v · u 2. cu · v = cu · v = u · cv 3. u · (v + w) = u · v + u · w 4. 0 · v = 0 5. v · v = |v| Theorem 29.1. If u and v are nonzero vectors and the angle between them is θ then cos θ = u·v |u||v| Definition 29.2. Two vectors u and v are orthogonal or perpendicular if u · v = 0. 29.2 Projections Definition 29.3. Given vectors u and v the projection of u onto v is given by u·v projv u = v |v|2 The component of u in the direction of v is |u| cos θ = u·v |v| Note that u can be written as the sum of two orthogonal vectors, projv u and u − projv u. Application: Work equals Force times Distance. Mathematics 162 Class Notes 52 Definition 29.4. If F is a force vector and D is a displacement vector, the work done by the force F in displacing an object along D is W =F·D Homework. 1. On pages 634 ff (not to turn in): 1, 5, 11, 15, 41 2. On pages 634 ff to turn in: 6 , 17 , 20 , 28 Mathematics 162 Class Notes 30 53 The Gradient (October 31) Goal: To define the gradient and use it to gain information about a function of two variables 30.1 The gradient Definition 30.1. If f (x, y) is a function of two variables, then the gradient of f at (x0 , y0 ) is the vector ∂f − → ∂f − → ∇f = i + j ∂x ∂y There is a natural extension of this to three variables. 30.2 The directional derivative Definition 30.2. Let u = hu1 , u2 i be a unit vector. The directional derivative of f at P0 = → (x0 , y0 ) in the direction of − u is df f (x0 + su1 , y0 + su2 ) − f (x0 , y0 ) = lim ds u,P0 s→0 s if the limit exists. Theorem 30.3. If f is differentiable on a disk containing P0 = (x0 , y0 ) then df = ∇f (x0 , y0 ) · u ds u,P0 Therefore at any given point 1. f increases most rapidly in the direction of ∇f 2. f decreases most rapidly in the direction of −∇f 3. the rate of change of f is zero in any direction orthogonal to ∇f if ∇f 6= 0. Homework. 1. Not to turn in do problems 9,13,15 on page 746. 2. To turn in do problems 10 , 14 , 28 , 30 on page 746. Mathematics 162 Class Notes 31 54 The Gradient Continued (November 2) Goal: To investigate further the properties of the gradient 31.1 The gradient and rates of change Since df ds = ∇f (x0 , y0 ) · u u,P0 we have that if θ is the angle between ∇f and u, df = |∇f (x0 , y0 )| cos θ ds u,P0 So as we let θ vary 1. f increases most rapidly in the direction of ∇f 2. f decreases most rapidly in the direction of −∇f 3. the rate of change of f is zero in any direction orthogonal to ∇f (if ∇f 6= 0) 4. so ∇f at the point (x0 , y0 ) is orthogonal to the level curve passing through the point (x0 , y0 ). 31.2 Differentiation Rules for Gradients 1. ∇(kf ) = k∇f (k a constant) 2. ∇(f + g) = ∇f + ∇g 3. ∇(f g) = f ∇g + g∇f g∇f − f ∇g f 4. ∇( ) = g g2 Homework. 1. to turn in do problems 19 , 21 , 31 and 32 on page 747. Mathematics 162 Class Notes 55 20. 15. 2 12. 11. 10. 1 -2 -1 1 -1 11. 10. 8. -2 5. 2. 1. 0 -3 2 3 Mathematics 162 Class Notes 32 56 Lagrange Multipliers (November 3) Goal: To find the maximum and minimum values of a function f subject to a constraint 32.1 The Method of Lagrange Multipliers Problem: One method: Maximize f (x, y, z) subject to g(x, y, z) = 0 Solve the constraint equation for one variable and substitute back into f The Method of Lagrange Multipliers The maximum and minimum of f (x, y, z) subject to the constraint g(x, y, z) = 0 occurs at a point (x0 , y0 , z0 ) such that there is a λ 6= 0 with ∇f (x0 , y0 , z0 ) = λ∇g(x0 , y0 , z0 ) In other words, at a point such that the gradients of f and g are parallel. Example 32.1. A company’s production (in some convenient units) is given by P (x, y) = x1/3 y 2/3 where x and y are units of capital and labor respectively. Suppose that the company’s resources are limited so that x + 5y/4 = 1000. Find the values of x and y that maximize P . Solution: find x, y, λ such that x + 5y/4 = 1000 and 1 −2/3 2/3 x y = 1λ 3 2 1/3 −1/3 x y = (5/4)λ 3 Example 32.2. Find the point on the ellipsoid y2 z2 + =1 4 9 that maximizes the product f (x, y, z) = xyz. x2 + y2 z2 + = 1 and 4 9 yz = λ2x Solution: Find x, y, z, λ such that x2 + xz = λy/2 xy = λ2z/9 Mathematics 162 Class Notes 57 Homework. 1. To turn in do problems 5, 9, 19, 29 on page 773. 1000 800 600. 600 500. 400. 400 300. 200 200. 200 400 600 800 1000 Mathematics 162 Class Notes 33 58 Cross Product (November 6) Goal: To define the cross product of two vectors and to use it to solve problems 33.1 The Cross Product u × v = (|u||v| sin θ)n where 1. u and v are nonzero vectors 2. n is a normal vector perpendicular to both u and v and in the direction determined by the “right-hand rule.” 3. θ is the angle between u and v. 4. If u = 0 or v = 0 then we define u × v = 0 5. If u and v are parallel, we define u × v = 0. The cross product can be computed using the following symbolic determinant i j k u × v = u1 u2 u3 v1 v2 v3 33.2 Properties 1. i × j = k j×k=i k×i=j 2. u × v = −v × u 3. (ru) × (sv) = (rs)(u × v) 4. The cross product is not associative! 33.3 Applications 1. |u × v| is the area of a parallelogram determined by u and v 2. |(u × v) · w| is the volume of the parallelopided determined by u, v and w. Mathematics 162 Class Notes Homework. 1. Not to turn in do problems 1,5,15,21 on page 641 2. To turn in do problems 7 , 23 , 27 , and 43 on pages 641–642. 59 Mathematics 162 Class Notes 34 60 Lines and Planes (November 7) Goal: To solve problems concerning lines and planes using vectors 34.1 Vector Equations of a Line To specify a line we need 1. a point P0 = (x0 , yo , z0 ) and 2. a direction, say specified by a vector v Vector Equation of the Line r(t) = r0 + tv −∞<t<∞ Parametric Equations for a Line x = x0 + tv1 y = y0 + tv2 z = z0 + tv3 Application 1: Distance from a Point to a Line S a point, P a point on a line, v a direction vector of the line −→ |P S × v| d= |v| 34.2 Vector Equation of a Plane To specify a plane we need 1. a point P0 = (x0 , y0 , z0 ) on the plane and 2. a vector n = Ai + Bj + Ck that is normal to the plane Equation for the Plane A(x − x0 ) + B(y − y0 ) + C(z − z0 ) = 0 We could generate this equation from other data. For instance three points determine a plane. Mathematics 162 Class Notes 61 Application 2: Distrance from a Point to a Plane If P is a point on the plane that has normal n, then the distance to that plane from the point S is −→ v P S · |v| Homework. 1. not to turn in, on page 650 do 3,21,35,47,61,67 2. to turn in, on page 650 do 24 , 26 , 36 , 42 Mathematics 162 Class Notes 35 62 Lines and Planes (November 8) Goal: To solve some problems about lines and planes 1. Find the distance between the point (1, 2, 3) and the plane 2(x − 1) + y + 3(z − 2) = 0 2. Find the equation of a line that contains the point (1, 2, 3) but does not intersect the plane x + 2y + 3z = 6 Mathematics 162 Class Notes 63 3. Find an equation for the line of intersection of the planes 2x − y − z = 4 3x + 2y + 4z = 12 4. Find a plane through the origin that meets the plane 2x + 3y + z = 12 in a right angle. Homework. 1. There is no further homework assignment. Recall that there are assignments due both Monday and Tuesday as well as a test due Friday. Mathematics 162 Class Notes 36 64 The Tangent Plane (November 13) Goal: To view the linear approximation to a function of two variables geometrically – namely as the tangent plane. 36.1 Tangent Plane to the Surface f (x, y, z) = c 1. Fix a point (x0 , y0 , z0 ) on the surface of f (x, y, z) = c. 2. The gradient, ∇f is normal to the surface at (x0 , y0 , zo ). 3. The plane containing (x0 , y0 , z0 ) with normal ∇f is the tangent plane to the surface at (x0 , y0 , z0 ). 4. Equation of tangent plane is fx (x0 , y0 , z0 )(x − x0 ) + fy (x0 , y0 , z0 )(y − y0 ) + fz (x0 , y0 , z0 )(z − z0 ) = 0 5. Example: x2 + y 2 − z 2 = 1 36.2 Special Case – Surface determined by z = f (x, y) 1. The graph has equation f (x, y) − z = 0 2. So gradient of g(x, y, z) = 0 is fx (x0 , y0 )i + fy (x0 , y0 )j − k 3. Tangent Plane is fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ) − (z − f (x0 , y0 )) = 0 or z − f (x0 , y0 ) = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ) 4. This is exactly the equation of the best linear approximation to f at the point (x0 , y0 ). Homework. 1. Not to turn in do problems 1a, 3a, 9a, 19 on page 754. 2. To turn in do problems 8a, 10, 20, 22 on page 754. Mathematics 162 Class Notes 37 65 Double Integrals Goal: To integrate functions of two variables over rectangles 37.1 Definition ZZ 1. We define f (x, y) dA where R (a) f (x, y) is a function of two variables defined on the (b) rectangle R defined by a ≤ x ≤ b, c ≤ y ≤ d (c) and dA represents that the measure on the domain is area ZZ 2. To compute f (x, y) dA define Riemann sums as follows. R (a) Divide the rectangle into n subrectangles. (b) Pick a point (xk , yk ) in the k th subrectangle. (c) For each subrectangle compute f (xk , yk )∆Ak where ∆Ak is the area of the subrectangle (d) The Riemann sum determined by this choice of subrectangles and points is n X f (xk , yk ) ∆Ak k=1 3. Definition 37.1. The double integral of f (x, y) over R is defined by ZZ f (x, y)dA = lim n→∞ R n X f (xk , yk )∆Ak k=1 where the limit is taken over all possible ways of partitioning R into subrectangles such that lim ∆Ak = 0 and of choosing the points (xk , yk ) in each subrectangle. n→∞ 4. The double integral computes (among other things) the volume underneath the surface determined by z = f (x, y) and above the rectangle R. Mathematics 162 Class Notes 37.2 66 Iterated Integrals For nice functions f (x, y), Fubini’s Theorem says that we can compute double integrals by iterated integrals. Z bZ ZZ d dZ b f (x, y) dx dy f (x, y) dy dx = f (x, y) dA = a R Z c c a “Proof:” Rb For every y such that c ≤ y ≤ d we have A(y) = a f (x, y) dx is the cross-sectional area underneath the surface z = f (x, y) between x = a and x = b for that fixed y. And then the volume under the surface is the integral of cross-sectional area. That is ZZ Z Z dZ b f (x, y) dx dy A(y) dy = f (x, y) dA = R d c c a Homework. 1. Not to turn in do problems 1, 5, 17 on pages 789-790. 2. To turn in do problems 4, 18, 20, 28 on pages 789-790. Mathematics 162 Class Notes 38 67 Double Integration - Interesting Regions (November 16) Goal: To define the double integral of a function of two variables over more general regions. 38.1 RR f (x, y) dA for General Regions R 1. IfRRR is a closed region in the plane (not necessarily a rectangle) we can still define f (x, y) dA by Riemann sums. An added twist is that the rectangles do not exactly fill R all of R. 2. We have a Fubini theorem for certain kinds of regions R. Case I. R has left and right boundaries x = a, x = b, and bottom and top boundaries y = g1 (x), y = g2 (x). Then Z bZ ZZ g2 (x) f (x, y) dA = f (x, y) dy dx a R g1 (x) Example 38.1. Suppose that f (x, y) = x2 + y 2 and the region R is the region between the two curves y = 3 − x2 and y = x + 1. y 3 2.5 2 1.5 0.2 Then a = 0 and b = 1. So ZZ 2 2 0.4 Z 0.6 1 Z 2−x2 x + y dA = R 0 x+1 0.8 1 x x2 + y 2 dy dx Mathematics 162 Class Notes 68 Case II. R has bottom and top boundaries y = c, y = d, and left and right boundaries x = h1 (y), x = h2 (y). Then ZZ d Z h2 (y) Z f (x, y) dA = f (x, y) dx dy c R h1 (y) Example 38.2. The region below has bottom and top y = −1 and y = 1. The left boundary is x = 0 and the right boundary is x = 1 − y 2 . 1 0.5 -1 -0.5 0.5 1 -0.5 -1 Then ZZ Z 1 Z f (x, y) dA = R 1−y 2 f (x, y) dx dy −1 0 Homework. 1. Do problems 15, 17, 21, 23 on page 797. Note that you do not have to integrate, just change the limits of integration! 2. To turn in do problems 2, 26, 40, 42 on page 797. Mathematics 162 Class Notes 39 69 Applications of Double Integration (November 17) Goal: To use double integrals to solve problems 39.1 Area If R is a closed region of the plane, it is obvious that RR 1 dA is equal to the area of R. (Think R of the Riemann sums for this integral.) 39.2 Average Value of a Function The average value of a function f on a region R is defined by ZZ 1 f (x, y) dA area of R R 39.3 Function as Density Suppose that f (x, y) gives the density (of something) of a region R at each point (x, y) in the region. Then the total of that something in the region is ZZ f (x, y) dA R Homework. 1. To turn in do problems 6, 16, 18 and 19 on pages 801-2. 2. Not to turn in do problems 1, 3 on page 801. Mathematics 162 Class Notes 40 70 Integration in Polar Coordinates (November 27) Goal: To change to polar coordinates to compute some double integrals 40.1 Preliminaries 1. Pep talk. 2. Christian perspectives on mathematics? 40.2 Recall u-Substitution If x = g(u) then Z b Z g −1 (b) f (x) dx = f (g(u))g 0 (u) du g −1 (a) a 1. Change the function 2. Change the limits of integration 3. Stick in the du. 40.3 Polar Integrals Motivation. There are two sources of difficulty in evaluating double integrals: 1. The region might result in “messy” limits of integration, 2. The function might be complicated. Changing to polar coordinates sometimes results in simpler limits and/or a simpler function. ZZ 2 2 Example 40.1. Evaluate ex +y dA where R is the circle of radius 1 centered at the origin. R 2 2 2 In this case, the function f (x, y) = ex +y is er in polar coordinates. And the region R is defined by the inequalities 0 ≤ r ≤ 1 and 0 ≤ θ ≤ 2π. So we might expect to evaluate our integral by a double integral of the form Z 1 Z 2π 2 er ? dθ dr 0 0 where ? plays the same role that du did in u substitution. Indeed ? = r. Mathematics 162 Class Notes 71 Theorem 40.2. Suppose that R is a region in the plane defined by the polar inequalities α≤θ≤β Then Z ZZ g1 (θ) ≤ r ≤ g2 (θ) β Z g2 (θ) f (r cos(θ), r sin(θ))r dr dθ f (x, y) dx dy = α R g1 (θ) Thus if R is the circle of radius 1, Z ZZ x2 +y 2 e dx dy = 2π Z 0 R Remember to evaluate an integral RR 1 2 er r dr dθ = π(e − 1) 0 f (x, y) dA in polar coordinates R 1. Change the limits 2. Change the function 3. Stick in an extra r. Example 40.3. Find the volume of the part of the paraboloid z = 9 − x2 + y 2 that lies above the disk x2 + y 2 ≤ 4. We need to evaluate ZZ 9 − x2 − y 2 dA R where R is the disk. Since R is given by the inequalities 0 ≤ θ ≤ 2π and 0 ≤ r ≤ 2 we have ZZ Z 2π Z 2 9 − x2 − y 2 dA = (9 − r2 )r dr dθ 0 R 0 Example 40.4. Find the area within the curve given by r2 = sin 2θ. The region has two pieces. 0.75 0.5 0.25 -0.75-0.5-0.25 -0.25 -0.5 -0.75 0.25 0.5 0.75 Mathematics 162 Class Notes 72 We will evaluate the piece in the first quadrant: this is defined by √ 0 ≤ θ ≤ π/2 0 ≤ r ≤ sin 2θ We have Z ZZ π/2 Z 1 dA = R √ sin 2θ r dr dθ 0 0 Homework. 1. To turn in (on Wednesday) do problems 2, 8, 18, 24 on page 806. Test 5 - Thursday 1. Covers the following sections in the text (with approximate percentages of points on test) (a) (30%) Vectors: 10.3, 10.4, 10.5 (notes sections 29,33,34,35) (b) (20%) Polar Coordinates: 9.1, 9.2 (no notes - pinch hitter) (c) (50%) Double Integrals: 13.1, 13.2, 13.3 (notes sections 37, 38, 39) 2. You will need a bluebook. 3. For this test, calculators are not allowed. Mathematics 162 Class Notes 41 73 Triple Integrals Goal: To integrate functions of three variables over bounded three-dimensional regions 41.1 Definition ZZZ 1. We define F (x, y, z) dV where D (a) F (x, y, z) is a function of three variables defined on the (b) closed, bounded region D in three-dimensional space (c) and dV represents that the measure on the domain is volume ZZZ 2. To compute F (x, y, z) dA define Riemann sums as follows. D (a) Divide the region into n “boxes”. (b) Pick a point (xk , yk , zk ) in the k th box. (c) For each box compute F (xk , yk , zk )∆Vk where ∆Vk is the volume of the box (d) The Riemann sum determined by this choice of boxes and points is n X F (xk , yk , zk ) ∆Vk k=1 3. Definition 41.1. The triple integral of f (x, y, z) over D is defined by ZZZ F (x, y, z)dA = lim n→∞ D n X F (xk , yk , zk )∆Vk k=1 where the limit is taken over all possible ways of coveing D with disjoint boxes such that lim ∆Vk = 0 and of choosing the points (xk , yk , xk ) in each box. n→∞ 4. The triple integral computes (among other things) the mass of the solid D if the density at each point is F (x, y, z). Mathematics 162 Class Notes 41.2 74 Iterated Integrals For nice functions F (x, y, z), Fubini’s Theorem says that we can compute triple integrals by iterated integrals just as in the two-dimensional case. We need to write the boundaries of the region as follows. We need to write the “top” and “bottom” of D as two surfaces z = f2 (x, y) and z = f1 (x, y) where the possible values for x and y are in some region R of the plane. We then need to write the region R as we did for double integrals. Namely, the y values in R range from g1 (x) to g2 (x) for a ≤ x ≤ b. Z bZ ZZ g2 (x) Z f2 (x,y) f (x, y, z) dV = D f (x, y, z) dz dy dx a g1 (x) f1 (x,y) Homework. 1. This homework is due on Monday, December 4, and will be discussed on Friday, December 1. 2. Do problems 4, 9, 22, 42 on pages 815 ff. Mathematics 162 Class Notes 42 75 The Center of Mass Goal: To develop an important physical application of triple integrals 42.1 Mass If δ(x, y, z) measures mass per unit volume of a solid region D at each point (x, y, z), the mass of D is ZZZ δ(x, y, z) dV M= D 42.2 Center of Mass • The center of mass of a solid object is a theoretical concept. In many physics applications, we can treat the solid object as a point mass with all the mass concentrated at the center of mass. We denote the center of mass by (x̄, ȳ, z̄). • We first define the first moments about the coordinate planes ZZZ ZZZ ZZZ Myz = xδ(x, y, z) dV Mxz = yδ(x, y, z) dV Mxy = zδ(x, y, z) dV D D D • Intuitively, the moments measure the total distance to the coordinate planes weighted by mass. • The coordinates of the center of mass are then x̄ = Myz M ȳ = Mxz M z̄ = Mxy M • If D has constant density, the center of mass is called the centroid of D. Homework. 1. Not to turn in, do problems 24, 25, 30, 33 on pages 823–824. 2. As one take-home problem for the final exam, do problem 34 on page 824. This problem is due at the final exam on December 15 at 9 AM. No collaboration is allowed for this problem. Mathematics 162 Class Notes 43 76 Cylindrical and Spherical Coordinates Goal: To compute triple integrals by changing coordinate systems 43.1 Cylindrical Coordinates Definition 43.1. The cylindrical coordinates of a point (x, y, z) in space are (r, θ, z) where (r, θ) are the polar coordinates of (x, y). Equations relating cylindrical and Cartesian coordinates x = r cos θ y = r sin θ r2 = x2 + y 2 z=z tan θ = y/x To compute a triple integral over a region D in space, we have ZZZ ZZZ f (x, y, z) dV = D 43.2 f (r cos θ, r sin θ, z)r dz dr dθ D Spherical Coordinates Definition 43.2. The spherical coordinates of a point P = (x, y, z) in space are (ρ, φ, θ) where 1. ρ is the distance of the point to the origin −−→ 2. φ is the angle that OP makes with the positive z-axis (0 ≤ φ ≤ π) 3. θ is the angle determined by (x, y) in polar coordinates Equations relating spherical, Cartesian, and cylindrical coordinates r = ρ sin φ x = r cos θ = ρ sin φ cos θ z = ρ cos φ y = r sin θ = ρ sin φ sin θ p p ρ = x2 + y 2 + z 2 = r2 + z 2 To compute a triple integral over a region D in space, we have Mathematics 162 Class Notes 77 ZZZ ZZZ f (x, y, z) dV = D f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ)ρ2 sin φ dρ dφ dθ D Homework. 1. Not to turn in do problems 15, 17, 19, 31, 49, 51, 71 on pages 834ff. 2. As a take-home problem for the final exam, do problem 80 on page 837. This is due at the final exam and no collaboration is allowed.
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