Sequence and Series NIT Allahabad

Lecture Notes of Mathematics-I
by
Prof Shiv Datt Kumar

Department of Mathematics
Motilal Nehru National Institute of Technology
Allahabad (UP), India
Pin - 211004
E-mail: sdt@mnnit.ac.in
Acknowledgments
M.N.N.I.T. , ................
Allahabad. (.............)
Contents
1 Sequence and Infinite Series 1
1.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Bounded Sequence . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.2 Limit Point of Sequence . . . . . . . . . . . . . . . . . . . . 2
1.1.3 Limit of a Sequence . . . . . . . . . . . . . . . . . . . . . . 2
1.1.4 Limit Point of Set . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.5 Convergence of a Sequence . . . . . . . . . . . . . . . . . . 3
1.1.6 Monotonic Sequence . . . . . . . . . . . . . . . . . . . . . . 4
1.1.7 Cauchy Sequence . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3 Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.3.1 Convergence of Series . . . . . . . . . . . . . . . . . . . . . 9
1.3.2 Tests for Convergence of Series . . . . . . . . . . . . . . . . 9
1.4 Alternating Series . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2 Rolle’s Theorem and Mean Value theorems 21
2.1 Rolle’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.2 Lagrange Mean Value Theorem . . . . . . . . . . . . . . . . . . . . 23
2.3 Cauchy Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . 24
3 Functions of Several Variables 27
iii
3.0.1 Limit of a function . . . . . . . . . . . . . . . . . . . . . . . 30
3.0.2 Continuity of a function . . . . . . . . . . . . . . . . . . . . 33
3.0.3 Partial derivatives . . . . . . . . . . . . . . . . . . . . . . . 34
3.0.4 Directional derivative . . . . . . . . . . . . . . . . . . . . . 36
3.0.5 Differentiability in several variables . . . . . . . . . . . . . . 38
3.0.6 Taylor’s theorem for two variables . . . . . . . . . . . . . . 42
3.0.7 Maxima and Minima . . . . . . . . . . . . . . . . . . . . . . 48
4 Integral Calculus 57
4.1 Jacobian Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
4.1.1 Change of variables . . . . . . . . . . . . . . . . . . . . . . 58
4.2 Volume of solid of revolution . . . . . . . . . . . . . . . . . . . . . 60
4.3 Double Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
4.3.1 Change of variables in double and triple integral . . . . . . 63
4.4 Triple Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
5 Improper Integrals, Beta and Gamma Functions 69
5.1 Improper Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
5.2 Beta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
5.2.1 Gamma Functions . . . . . . . . . . . . . . . . . . . . . . . 73
5.3 Dirichlet Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
Bibliography 77
iv
Preface
Main aim of this book is to provide handy lecture notes on Mathematics I course
for B. Tech. first year students.
Chapter 1 This chapter describes important notions of Sequence and Infinite
Series.
Chapter 2: This chapter describes the Rolle’s theorem and mean value theorem.
Chapter 3: This chapter describes functions of several variable.
Chapter 4: This chapter describes various applications of integrations.
Chapter 5: This chapter describes properties of Beta and Gamma functions.
v
Chapter 1
Sequence and Infinite Series
1.1 Sequences
Definition 1.1.1. Let N denote the set of natural numbers and X be a nonempty
set. Then a sequence is a function whose domain is the set of natural numbers
and range is the ordered list of corresponding values of the function. i.e. sequence
is a function s : N −→ X defined by s(n) = an , for ∀ n ∈ N.
Sequence is written as {an } or {a1 , a2 , a3 , . . . , }.
If a sequence has infinite number of terms, it is called an infinite sequence.
If X = R, then {an } is called real sequence. If X = C, then {an } is called a
complex sequence.
1.1.1 Bounded Sequence
A sequence {an } is called bounded above if there exists a real number M such
that an ≤ M , ∀ n ∈ N. A sequence {an } is called bounded below if there exists
a real number m such that m ≤ an , ∀ n ∈ N.
A sequence {an } is called bounded if there exist real numbers m, M such
that m ≤ an ≤ M , ∀ n ∈ N. In other words, a sequence {an } is called bounded
if there exists a real number M such that |an | ≤ M , ∀ n ∈ N.
1
Shiv Datt Kumar Sequence and Infinite Series
Least upper bound(lub) of a sequence
A real number U is called the least upper bound of a sequence {an } if
1. an ≤ U , for all n.
2. ∀ > 0, ∃ N ∈ N such that U − < aN i.e. U − aN < , for some N .
Greatest lower bound(glb) of a sequence
A real number l is called the greatest lower bound of a sequence {an } if
1. l ≤ an , for all n.
2. ∀ > 0, ∃ N ∈ N such that l + > aN i.e. aN − l < , for some N .
1.1.2 Limit Point of Sequence
A point l (number) is called a limit point of the sequence {an } if ∀ (real
number)> 0,
|an − l| < , for infinitely many n ∈ N.
Example 1.1.2. 1. {(−1)n k} has limit points k and −k, where k is any fixed
number.
2. {in } = {i, −1, −i, 1, i, . . .} has limit points ±1, ±i.
1
3. { } has only one limit point 0.
n
4. {(−1)n n} = {−1, 2, −3, 4, −5, . . . , } has no limit point.
1.1.3 Limit of a Sequence
A number l is called the limit of a sequence {an } if ∀ > 0, there exists a natural
number N such that
|an − l| < , for all n > N .
We write
lim an = l.
n→∞
2
1.1.4 Limit Point of Set
An element l is called a limit point of the set S, if every neighborhood of l
intersects S other than l itself i.e. (N (l, ) − {l}) ∩ S 6= φ, for every > 0, where
N (l, ) = {x||x − l| < }. Note that l may or may not be a point of S.
1.1.5 Convergence of a Sequence
A sequence {an } is said to be convergent if there exists a number l such that
∀ > 0, there exists a natural number N such that
|an − l| < , for all n > N .
The number l is called the limit of the sequence.
Example 1.1.3. 1. The sequence {an }, where an = 1, ∀ n, converges to 1.
2. The sequence {n} = {1, 2, 3, . . .} diverges, for limn→∞ n does not exist.
1
3. The sequence { } converges to 0.
n
n
4. The sequence { n+1 } = {1/2, 2/3, 3/4, . . . , } has the limit point 1.
Proposition 1.1.4. Limit of a sequence is unique.
Proof. Let l and l0 be two limit points of a sequence {an }. Then for every > 0,
there exist natural numbers N1 , N2 such that
|an − l| < 2 , for all n > N1
|an − l0 | < 2 , for all n > N2 .
Take N = max{N1 , N2 }. Then
|l − l0 | = |l − an + an − l0 | ≤ |l − an | + |an − l0 | =
2 +
2 = , for all n > N .
This implies l = l0 .
Proposition 1.1.5. Every convergent sequence is bounded.
Proof. Suppose {an } is a sequence and it converges to l. i.e. limn→∞ an = l.
Then ∀ > 0, there exists a natural number N such that
3
|an − l| < , for all n > N .
In other words, l − < an < l + for all n > N .
Take m = Min {|l| − , |a1 |, |a2 |, . . . , |aN |}, and
M = Max {|l| + , |a1 |, |a2 |, . . . , |aN |}. Then m ≤ an ≤ M , for all n ∈ N.
Remark 1.1.1. Converse of above proposition may not be true i.e. a bounded
sequence may not converge. For example: Sequence {an } = {(−1)n k}, where
k > 0 is a fixed number, is bounded but does not converge.
Remark 1.1.2. No two elements of a set are equal but terms in a sequence may
be equal.
Theorem 1.1.6. (Bolzano-Weierstrass Theorem) Every bounded sequence has a
limit point.
Proof. Let S= range set of the sequence {an }. If S is finite, then there exists
a point in the sequence which repeats. Hence that point is a limit point. Now
suppose S is an infinite set. Then by Bolzano-Weierstrass Theorem for sets, S
has a limit point α (say). Then given any > 0, every neighborhood (α − , α + )
contains infinite number of elements of S. i.e. an ∈ (α − , α + ) for infinite
number of values of n. Hence α is a limit point of the sequence.
1.1.6 Monotonic Sequence
A sequence {an } is said to be
1. monotonically increasing if an ≤ an+1 , for all n.
2. monotonically decreasing if an ≥ an+1 , for all n.
3. strictly monotonically increasing if an < an+1 , for all n.
4. strictly monotonically decreasing if an > an+1 , for all n.
Theorem 1.1.7. If sequence {an } is monotonically increasing and bounded above,
then {an } is convergent and converges to l.u.b. {an }.
4
Proof. Let {an } be a monotonically increasing and bounded sequence and U =
l.u.b. {an }. Then
1. For > 0, ∃ a positive integer N such that U − < aN .
2. Since {an } is monotonically increasing, for n ≥ N , an ≥ aN . Hence
for n ≥ N ⇒ |an − U | = U − an , [for U ≥ an , ∀ n].
≤ U − aN < .
Therefore
lim an = U.
n→∞
1.1.7 Cauchy Sequence
A sequence {an } is a Cauchy sequence if ∀ > 0, there exists a natural number
N such that
|an − am | < , for all n, m > N .
In other words, a sequence {an } is said to be Cauchy sequence if for any > 0,
there exists a natural number N such that beyond N th term distance between
any two terms of the sequence is less than .
1
Example 1.1.8. 1. Sequence {an }, where an = , is a Cauchy sequence.
n
2 1 1 2
For any > 0, choose N > . Then |an − am | = | − | < < , for
n m N
all m, n > N .
2. Sequence {an }, where an = 2 + (−1)n , is a not a Cauchy sequence, for
|an+1 − an | = 3. So if < 2, then |an − am | > , for some m, n ∈ N.
Proposition 1.1.9. Every Cauchy sequence is bounded.
5
Proof. Suppose {an } is a Cauchy sequence. Then ∀ > 0, there exists a natural
number N such that
|an − am | < , for all n, m ≥ N . In particular
|an − aN | <
i.e. aN − < an < aN + , for all n > N .
Take m = Min {|aN | − , |a1 |, |a2 |, . . . , |aN −1 |}, and
M = Max {|aN | + , |a1 |, |a2 |, . . . , |aN −1 |}. Then m ≤ an ≤ M , for all n ∈ N.
Hence {an } is bounded.
Proposition 1.1.10. Every convergent sequence is a Cauchy sequence.
Proof. Suppose sequence {an } converges to l i.e. limn→∞ an = l. Then ∀ > 0,

there exists a natural number N such that |an − l| < , for all n > N . Thus
2
|an − am | = |(an − l) − (am − l)| ≤ |(an − l)| + |(am − l)| < , for all n, m > N .
Hence {an } is a Cauchy sequence.
Theorem 1.1.11. (Cauchy Criterion for convergence) A necessary and sufficient
condition for convergence of a sequence {an } is that it is a Cauchy sequence.
Proof. Suppose sequence {an } converges to l i.e. limn→∞ an = l. Then ∀ > 0,

there exists a natural number N such that |an − l| < , for all n > N . Thus
2
|an − am | = |(an − l) − (am − l)| ≤ |(an − l)| + |(am − l)| < , for all n, m > N .
Hence {an } is a Cauchy sequence.
Conversely, suppose {an } is a Cauchy sequence. Then ∀ > 0, there exists a
natural number N such that
|an − am | < , for all n, m > N . In particular
|an − aN | < (1.1)
6
i.e. aN − < an < aN + , for all n > N .
Take m = Min {|aN | − , |a1 |, |a2 |, . . . , |aN −1 |}, and
M = Max {|aN | + , |a1 |, |a2 |, . . . , |aN −1 |}. Then m ≤ an ≤ M , for all n ∈
N. Therefore {an } is bounded. Now by Bolzano-Weierstrass theorem bounded
sequence {an } has a limit point l(say). As l is the limit point of the sequence

{an }, we get |an1 − l| < for infinitely many n1 ≥ N . Fix such an n1 . We show
3

that sequence {an } converges to l. From (1.1) we can write |an − aN | < , for
3

all n ≥ N and |an1 − aN | < , for n1 ≥ N . Now
3
|an − l| = |an − aN + aN − an1 + an1 − l| ≤ |an − aN | + |aN − an1 | + |an1 − l|

≤ + + = , ∀ n ≥ N .
3 3 3
1 1 1
Example 1.1.12. Sequence {an }, where an = 1 + + + . . . + , converges.
2! 3! n!
Proof. Note that the given sequence {an } is monotonically increasing, for
1
an < an+1 , for all n, because |an+1 − an | = > 0.
(n + 1)!
1 1 1
an = 1 + + + . . . + > 1 and
2! 3! n!
1 1 1 1 − ( 12 )n
an < 1 + + 2 + . . . + n = < 3. Then 1 ≤ an ≤ 3, for all n ∈ N.
2 2 2 1 − 12
Thus {an } is bounded. Since every bounded monotonically increasing sequence
is convergent. Therefore {an } is convergent.
1.2 Exercises
n
1. Show by definition ( method) limn→∞ = 1.
n−1
1
2. Show by definition ( method) that the sequence {an }, where an = ,
2n
converges to 0.
n
3. Show that the sequence { } is convergent. (Hint: Sequence is mono-
+1n2
tonically decreasing and bounded below).
4. Show that the sequence {rn }, converges for −1 < r < 1 and diverges
otherwise.
7
1 1 1
5. Discuss the convergence of the sequence {an }, where an = 1+ + +. . .+ .
2 3 n
(Hint show that it is not a Cauchy sequence).
1
6. Show that sequence { } is a Cauchy sequence.
n
7. Show that sequence {n2 } is not a Cauchy sequence.
8. Show that every Cauchy sequence is bounded.
9. If sequence {an } is monotonically decreasing and bounded below, then show
that {an } is convergent and converges to g.l.b. {an }.
a1 + a2 + . . . + an
10. If limn→∞ an = l and {Sn } be a sequence defined by Sn = .
n
Then show that limn→∞ Sn = l.
11. Applying Cauchy convergence criterion, prove that sequence {an }, where
1 1 1
an = 1 + + + . . . + diverges.
3 5 (2n − 1)
1 1 1
12. Prove that sequence {an }, where an = 1+ + +. . .+ converges.
3! 5! (2n − 1)!
8
1.3 Infinite Series
Let {ak } = {a1 , a2 , a3 , . . .} be a sequence. Then expression of the form
∞
X
ak = a1 + a2 + a3 + . . .
k=1
is called an infinite series and Sn = a1 + a2 + a3 + . . . an is called nth partial sum.
1.3.1 Convergence of Series
A series a1 + a2 + a3 + . . . is said to be convergent if the sequence of nth partial
sum {Sn } converges i.e.
lim Sn = S (f inite number).

n→∞
P∞
This means that n=1 an = S is a finite number.
Necessary condition for convergence: Necessary condition for convergence

P∞
of the series n=1 an is
lim an = 0.
n→∞
Theorem 1.3.1. (Cauchy Criterion for convergence of series).

P∞
Series n=1 an converges iff for each > 0, ∃ a natural number N such that
|Sn − Sm | < , for all n, m > N .
1.3.2 Tests for Convergence of Series
1. Comparison Test:
P P
Let an and bn be two infinite series of positive real numbers and
an ≤ kbn , ∀ n ∈ N with real positive k. Then
P P
(a) bn converge ⇒ an converge.
9
P P
(b) an diverge ⇒ bn diverge.
P P
2. Limit Comparison Test: Let an and bn be two infinite series of
positive real numbers and
an
lim = l, 0 < l < ∞.
n→∞ bn
Then both series converge or diverge together.
3. p- Test: Infinite series

∞
X 1
, p>0
n=1
np
converges if p > 1 and diverges if p ≤ 1.
P∞ 1 1 1 1 1
Proof. For p > 1, n=1 = p + p + p + ... + p + ...
np 1 2 3 n
1 1 1 1 1 1 1
= p + ( p + p) + ( p + p + p + p) + ...
1 2 3 4 5 6 7
2 4
< 1 + p + p + ...
2 4
1 1
= 1 + p−1 + ( p−1 )2 + . . ..
2 2
1
This is a GP series with common ratio r = p−1 . This series converges if
2
1
p−1
< 1 or p > 1.
2
For p = 1
P1 1 1 1 1 1 1 1
= 1 + + ( + ) + ( + + + ) + ...
n 2 3 4 5 6 6 8
1 1 1 1 1 1 1
> 1 + + ( + ) + ( + + + ) + ...
2 4 4 8 8 8 8
1 2 4
= 1 + + + + ...
2 4 8
1 1 1
= 1 + + + + ...
2 2 2
= 1 + 1 + 1 + . . ., which is a divergent series.
1 1 P1 P 1
If 0 < p < 1, then < p . Thus divergent implies divergent.
n n n np
P
4. Ratio Test (D’ Alembert Test): Let an be infinite series, an > 0
and
10
an+1
lim = l.
n→∞ an
Then series converges if l < 1 and diverges if l > 1. Test fails if l = 1.
Proof.
an+1
lim = l.
n→∞ an
means that for every > 0, there exists a natural number N such that
an+1
| − l| < , for all n ≥ N i.e.
an
an+1
l−< < l + , for all n ≥ N .
an
If l < 1, then for some > 0, l + < 1. Suppose l + = r. Then
P∞
an+1 = r an and n=N an = aN (1 + r + r2 + r3 + . . .) is a GP series, which
converges if r < 1.
P∞ 1
n=1 an = a1 + . . . + aN −1 + aN ( ), for r < 1 is finite. Hence conver-
1−r
gent.
Similarly if l > 1, then for some > 0, l − > 1. Suppose l − = r. Then

a2 a3
= = . . . = r > 1. Then sum of n terms Sn = a1 +a2 +. . .+an > na1 .
a1 a2
As n → ∞, Sn → ∞. Hence series is divergent.
P
5. Raabe’s Test: Let an be infinite series, an > 0 and
an
lim n( − 1) = l.
n→∞ an+1
Then series converges if l > 1 and diverges if l < 1. Test fails if l = 1.
P
6. De-Morgan Bertrand Test: Let an be infinite series, an > 0 and
an
lim {n ( − 1) − 1} log n = l.
n→∞ an+1
11
P
7. Logarithmic Test: Let an be infinite series, an > 0 and
an
lim n log | | = l.
n→∞ an+1
P
8. Cauchy’s Root Test: Let an be infinite series, an > 0 and
1
lim |an | n = l.
n→∞
Then series converges if l < 1 and diverges if l > 1. Test fails if l = 1.
9. Integral Test: Suppose that f (x) is a continuous, positive and decreasing
function on the interval [k, ∞) and f (n) = an , an > 0. Then
R∞ P∞
(a) if k
f (x) dx is convergent, then n=k an is convergent.
R∞ P∞
(b) if k
f (x) dx is divergent, then n=k an is divergent.
P∞ 1
Example 1.3.2. Determine whether the series n=1 is convergent
n log n
or divergent.
1
Proof. In this case we use the function f (x) = .
x log x
This function is clearly positive and if we make x larger the denominator
will get larger and so the function is also decreasing. Now

R∞ 1 Rt 1
2
dx = limt→∞ 2 dx = limt→∞ (ln(ln (x))|t2
x log x x ln x
= limt→∞ (ln(ln (t)) − ln (ln 2)) = ∞
The integral is divergent and so the series is also divergent by the Integral
Test.
Example 1.3.3. Test the convergence of the series

22 22 42 22 42 62
1 + 2 + 2. 2 + 2. 2. 2 + ...
3 3 5 3 5 7
Proof. Leaving the first term
12
22 .42 .62 . . . . (2n)2

an = .
32 .52 .72 . . . . (2n + 1)2
22 .42 .62 . . . . (2n)2 .(2n + 2)2

an+1 = .
32 .52 .72 . . . . (2n + 1)2 .(2n + 3)2
an (2n + 3)2
= .
an+1 (2n + 2)2
an
lim = 1.
n→∞ an+1
D’Alembert’s Ratio test fails. So we try using Raabe’s test. Now
an n(4n + 5)
n( − 1) = .
an+1 (2n + 2)2
an (4 + n5 )
lim n ( − 1) = lim = 1.
n→∞ an+1 n→∞ (2 + 2 )2
n
Raabe’s test fails. So we try by De-Morgan-Bertrand Test
an n(4n + 5) (3n + 4)
{n ( − 1) − 1} = 2
−1=− .
an+1 (2n + 2) (2n + 2)2
an log n (3 + 4/n)
lim {n ( − 1) − 1} log n = − lim = 0,
n→∞ an+1 n→∞ n (2 + 2/n)2
log n
for = 0. So by De-Morgan-Bertrand Test series diverges.
n

x 2!x2 3!
1 + + 2 + 3 3 + ...
2 3 4 x
n!xn
Proof. Ignoring first term, nth term an =
(n + 1)n
an+1 (n + 1)!xn+1 (n + 1)n

= .
an (n + 2)n+1 n!xn
13
[1 + n1 ]n [1 + n1 ]
= x
[1 + n2 ]n ][1 + n2 ]
an+1 ex x
lim = 2 =
n→∞ an e e
If x < e, series converges. If x > e, series diverges. Test fails for x = e.

a + x (a + 2x)2
+ + ...
1 2!
(a + nx)n
Proof. nth term an = . Then
n!
an 1 (1 + a/x
n )
n
= 1 . a/x
an+1 (1 + n )n x (1 + )n+1n+1
an 1 ea/x 1
limn→∞ = . a/x = .
an+1 ex e ex
Converges for x < 1/e, diverges for x > 1/e. Ratio test fails for x = 1/e.
Now we apply Logarithmic test for x = 1/e.
an e (1 + ae
n)
n
= 1 n
. ae n+1
an+1 (1 + n ) (1 + n+1 )
an 1 1 a2 e2 1
lim n log = lim ( − + . . .) − + ... = .
n→∞ an+1 n→∞ 2 3n 2n(n + 1) 2
Therefore series diverges for x = 1/e.

1 x3 1.3 x5 1.3.5 x7
x+ + + + . . ., x > 0
2 3 2.4 5 2.4.6 7
Proof. Ignoring first term
1.3.5. . . . .(2n − 1) x2n+1

an =
2.4.6. . . . .2n 2n + 1
an (2n + 2)(2n + 3) 1
= .
an+1 (2n + 1)(2n + 1) x2
14
an 1
limn→∞ = 2 . Converges for x < 1, diverges for x > 1. Test fails for
an+1 x
x = 1. Now
an n(6n + 5) 3
lim n ( − 1) = lim 2
= > 1.
n→∞ an+1 n→∞ (2n + 1) 2
So by Raabe’s test series converges for x = 1.

22 x2 3 3 x3 44 x4
x+ + + + . . ., x > 0.
2! 3! 4!
Proof. nth term of the series
nn xn
an = ,
n!
an nn 1 1
lim = lim = lim = .
n→∞ an+1 n→∞ (n + 1)n x n→∞ (1 + 1 )n x ex
n
Converges for x < 1/e, diverges for x > 1/e. Ratio test fails for x = 1/e.
Now we apply Logarithmic test for x = 1/e.

an 1 1
log = log e − nlog (1 + n1 ) = − + ...
an+1 2n 3n2
an 1 1 1
limn→∞ n log = limn→∞ ( − + . . .) = .
an+1 2 3n 2
So by Logarithmic test series diverges for x = 1/e.
P 1 n2
Example 1.3.8. Series an , where an = (1 − ) converges, for by
n
Cauchy root test
1
1 1 1
lim (an ) n = lim (1 − )n = lim {(1 − )−n }−1 = e−1 = < 1.
n→∞ n→∞ n n→∞ n e
1.4 Alternating Series
A series of the form a1 − a2 + a3 − a4 + . . ., (an > 0, ∀ n) is called alternating

1 1 1
series. For e.g. 1 − + − + . . ..
2 3 4
15
(−1)n+1 an , an > 0 is called

P
Definition 1.4.1. An alternating series
|(−1)n+1 an |, an > 0 converges. For

P
1. Absolutely convergent if the series
1 1 1 1 1 1
e.g. 1− 2 + 2 − 2 +. . . is absolutely convergent, for 1+ 2 + 2 + 2 +. . .
2 3 4 2 3 4
is convergent.
(−1)n+1 an is convergent but |(−1)n an | is

P P
2. Conditionally convergent if
divergent. For e.g.

1 1 1 1
1 − + − + . . . + (−1)n+1 + . . ..
2 3 4 n+1
Theorem 1.4.2. (Leibniz Test) The alternating series
a1 − a2 + a3 − a4 + . . . (an > 0, ∀ n) is convergent if
(i) an ≥ an+1 , ∀ n.
(ii) limn→∞ an = 0.
Proof. Let S2n = a1 − a2 + a3 − a4 + . . . + a2n+1 − a2n+2 ≥ 0, for all n. Thus the
sequence {S2n } is non-decreasing. Again we can write
S2n = a1 − (a2 − a3 ) − . . . − (a2n−2 − a2n−1 ) − a2n
S2n = a1 − {(a2 − a3 ) + . . . + (a2n−2 − a2n−1 ) + a2n }
S2n ≤ a1 , for all n. Thus sequence {S2n } is non-decreasing, which is bounded
above and hence convergent. Suppose
lim S2n = s. (1.2)

n→∞
Hence
lim S2n+1 = lim S2n + lim a2n+1 = s + 0 = s (1.3)

n→∞ n→∞ n→∞
Hence if Sm = a1 − a2 + a3 − a4 + . . . + (−1)m−1 am , then we get
lim Sm = s, (1.4)
m→∞
whether m is odd or even. Hence {Sm } converges to s.
1 1 1 1
Example 1.4.3. 1. Alternating series 1− + − +. . . +. . . is convergent,
2 3 4 n
16
1 1
for an = > 0, and an+1 ≤ an , ∀ n. Also limn→∞ = 0. Therefore by
n n
Liebnitz test the given series is convergent.
log 2 log 3 log 4

2. Alternating series − 2 + 2 − . . . is convergent.
22 3 4
P∞ n log n
Given series is n=2 (−1) an , where an = . Note that an > 0, for
n2
all n ≥ 2.
log n
lim an = lim =0
n→∞ n→∞ n2
log x 1 − 2 log x
Let f (x) = . T hen f 0 (x) = .
x2 x3
1
f 0 (x) < 0 if 1 − 2log x < 0 and x > 0 or if x > e 2 . In particular
f (n + 2) ≤ f (n + 1), or an+1 ≤ an , for all n. Therefore by Liebnitz test the
given series is convergent.
17
1.5 Exercises
1
P
1. Discuss convergence of the series .
n(n + 1)
1 1 1 1 1 1
(Hint: Sn = (1 − ) + ( − ) + . . . + ( − ) = 1− and
2 2 3 n n+1 n+1
limn→∞ Sn = 1).
2p 3p 4p
2. Discuss convergence of the series 1 + + + + . . ..
2! 3! 4!
Ans: Converges for all p.
x 2! x2
3. Define convergence of a series. Test the convergence of the series + 2 +
2 3
3! x3
+ . . . ∞.
42
4. Test the convergence of the series

x 2!x2 3!x3
1+ + + + . . ., x > 0
2 3 4
Ans: Diverges
2 6 2n − 2 n−1
5. Discuss convergence of the series 1 + x + x2 + . . . + n x + . . ..
5 9 2 +1
Ans: Converges for all x < 1, diverges for x ≥ 1.

2 2 x2 33 x3 4 4 x4
x+ + + + . . ..
2! 3! 4!
Ans: Converges for all x < 1/e, diverges for x ≥ 1/e.

a(a + 1) a(a + 1)(a + 2)
1+a+ + + . . ., x > 0
1.2 1.2.3
Ans: If a ≤ 0, series converges. If a > 0, series diverges.

22 22 42 22 .42 .62
1 + 2 + 2 2 + 2 2 2 + . . ..
3 3 .5 3 .5 .7
Ans: Diverges
9. Show that the following series is convergent.

22 2 33 3 44 4
( 2 − )−1 + ( 3 − )−2 + ( 4 − )−3 + . . .
1 1 2 2 3 3
18

αβ α(α + 1)β(β + 1) 2
1+ x+ x + ...
1.γ 1.2γ(γ + 1)
4.7. . . . .(3n + 1) n
P∞
11. Test the convergence of the series n=1 x .
1.2.3 . . . n
1 1
Ans: Converges for x < , Diverges for x ≥ .
3 3
Ans: Diverges for x > 1, converges for x < 1. For x = 1, converges for
γ > α + β, diverges for γ ≤ α + β,

P∞ 2
12. Test the convergence of the series by integral test (i) n=0 ne−n (ii)
P∞ 1
n=1 √ .
n
Ans: (i) Convergent (ii) Divergent.
P∞ 12
13. Test the convergence of the series n=1 .
5n4 + 2n + 1
Answer: Converges.
P∞ n3
14. Test the convergence of the series n=1 .
3n3 + 4
Answer: Diverges.
P∞ 1
15. Test the convergence of the series n=1 Sin .
n
1
Answer: Diverges by limit comparison test with bn = .
n
P∞ n2 P∞ n!
16. Test the convergence of the series (i) n=1 n
(ii) n=1 n .
3 n
Answer: (i) Converges (ii) Converges.
P∞ 2
17. Test the convergence of the series by integral test (i) n=0 ne−n (ii)
P∞ 1
n=1 √ .
n
Ans: (i) Convergent (ii) Divergent.
P log 2 n P logn
18. Discuss convergence of the series (i) (ii) .
n2 n2
Ans: (i) Convergent (ii) Convergent.
√ P
19. If an+1 = k + an , a1 > 0, k ≥ 0, then an converges a positive Root of
x2 − x − k = 0.
√
1 ± 1 + 4k
Hint: x = implies (2x − 1)2 = 1 + 4k ⇒ 4x2 − 4x + 1 = 1 + 4k.
2
19
20. Prove that an absolutely convergent series is convergent but converse is not
true.
1 1 1 1
21. Show that alternating series 1 − 2
+ 2 − 2 + . . . 2 + . . . is absolutely
2 3 4 n
convergent.
1 1 1 1
22. Show that alternating series 1 − + − + . . . + . . . is not absolutely
2 3 4 n
convergent.
2 3 4 5
23. Show that alternating series 2
− 2 + 2 − 2 + . . . is not absolutely
1 2 3 4
convergent.
24. Show that alternating series a1 − a2 + a3 − a4 + . . . (an > 0, ∀ n) oscillates
finitely if
(i) an+1 ≤ an , ∀ n.
(ii) limn→∞ an = α 6= 0.
n
(−1)n an , where an =
P
25. Show that the series is oscillatory. Hint
3n + 2
1
limn→∞ an = .
3
26. limn→∞ (an + bn )1/n = b, if 0 < a < b. Hint b < (an + bn )1/n < 21/n b, as
n → ∞, 21/n → 1, then by sandwitch theorem we have the result.
20
Chapter 2
Rolle’s Theorem and Mean
Value theorems
Theorem 2.0.1. Let f be a continuous function on [a, b]. If sup(f ) or inf (f )
is attained at c ∈ (a, b) and if f 0 (c) exists, then f 0 (c) = 0.
Proof. Since sup(f ) = f (c), For h > 0, f (c − h) ≤ f (c) i.e. f (c − h) − f (c) ≤ 0.
f (c − h) − f (c)
≥0
−h
f (c − h) − f (c)
lim ≥0
h→∞ −h
This implies Lf 0 (c) ≥ 0 and f 0 (c) ≥ 0, for f 0 (c) = Lf 0 (c).
Again f (c + h) ≤ f (c) i.e. For h > 0, f (c + h) − f (c) ≥ 0.
f (c + h) − f (c)
≤0
h
f (c + h) − f (c)
lim ≤0
h→∞ h
This implies Rf 0 (c) ≤ 0 and f 0 (c) ≤ 0, for f 0 (c) = Rf 0 (c). Therefore f 0 (c) =
21
Shiv Datt Kumar Rolle’s Theorem and Mean Value theorems
0.
Remark 2.0.1. Similarly theorem can be proved if f (c) = inf (f ).
Important results:
1. If f is continuous function on [a, b], then f is bounded above on [a, b] i.e. ∃
a real number k such that f (x) ≤ k, ∀ x ∈ [a, b]. Geometrically this means
that graph of f lies below some line parallel to x-axis.
2. If f is continuous function on [a, b], then f attains its supremum (maximum)
on [a, b] i.e. ∃ y ∈ [a, b] such that f (x) ≤ f (y), ∀ x ∈ [a, b].
3. If f is continuous function on closed interval [a, b] and c be any real number
between f (a) and f (b), then ∃ x0 ∈ (a, b) such that f (x0 ) = c (Intermediate
value theorem).
2.1 Rolle’s Theorem
Theorem 2.1.1. (Rolle’s Theorem)
Let f : [a, b] −→ R, be a function such that
1. f is continuous on [a, b].
2. f is differentiable on (a, b).
3. f (a) = f (b) = 0.
Then ∃ c ∈ (a, b) such that f 0 (c) = 0.
Proof. If f (x) = k(constant), ∀ x, then f 0 (x) = 0, ∀ x ∈ (a, b). Suppose f (x) is
not constant on [a, b]. Since a continuous function on closed interval is bounded
and f attains its maximum at some point c ∈ (a, b). Thus f (c + h) ≤ f (c). Hence
for h > 0,
f (c + h) − f (c)
≤0
h
f (c + h) − f (c)
lim ≤0
h→∞ h
22
This implies Rf 0 (c) ≤ 0............(1)
Similarly, For h > 0,
f (c − h) − f (c) ≤ 0.
f (c − h) − f (c)
≥0
−h
f (c − h) − f (c)
lim ≥0
h→∞ −h
This implies Lf 0 (c) ≥ 0 and f 0 (c) ≥ 0, for f 0 (c) = Lf 0 (c)...........(2). Since f is
differentiable on (a, b), f 0 (c) exists, then f 0 (c) = Rf 0 (c) = Lf 0 (c). From (1) and
(2), we have f 0 (c) = 0.
Example 2.1.2. 1. Let f (x) = ex sinx on [0, π]. Then f (x) is continuous
and differentiable and f (0) = f (π) = 0. Also f 0 (c) = sin c + cos c = 0.
Thus tan c = −1.

3π
Answer: c = .
4
2. Let f (x) = |x|, ∀ x ∈ [−1, 1]. Then Rolle’s theorem is not applicable, for
Lf 0 (0) = −1 and Rf 0 (0) = 1 hence f (x) is not differentiable at 0.

p
3. Let f (x) = x(x − 2), on [0, 2]. Then Rolle’s theorem is not applicable,
2.2 Lagrange Mean Value Theorem
Theorem 2.2.1. (Lagrange Mean Value Theorem)
Let f : [a, b] −→ R, be a function such that
1. f is continuous on [a, b].
2. f is differentiable on (a, b).

f (b) − f (a)
Then ∃ c ∈ (a, b) such that f 0 (c) = .
b−a
Proof. Define F : [a, b] −→ R by F (x) = f (x) + Ax, where A is constant to be
determined. Note that F (x) satisfies all the conditions of Rolle’s theorem. Then
∃ c ∈ (a, b) such that F 0 (c) = 0 i.e. f 0 (c) + A = 0. Also F (a) = F (b) implies
f (b) − f (a)
f (a) + Aa = f (b) + Ab i.e. −A = = f 0 (c).
b−a
23
Remark 2.2.1. If b = a + h, then c = a + θh, 0 < θ < 1, a < c < b and

f (a + h) − f (a)
= f 0 (a + θh). Thus f (a + h) = f (a) + hf 0 (a + θh).
a+h−a
2.3 Cauchy Mean Value Theorem
Theorem 2.3.1. (Cauchy’s Mean Value Theorem) Let f, g : [a, b] −→ R, be
functions such
1. f , g are continuous on [a, b].
2. f , g are differentiable on (a, b). that
3. g 0 (x) 6= 0, for x ∈ (a, b).

f 0 (c) f (b) − f (a)
Then ∃ c ∈ (a, b) such that = .
g 0 (c) g(b) − g(a)
Proof. Hint: Define F : [a, b] −→ R by F (x) = f (x) + Ag(x). Then follow the
proof of Lagrange mean value theorem.
1 1
Example 2.3.2. Show that 0 < − < 1, for all x > 0.
log(1 + x) x
Proof. Consider f (x) = log(1 + x) on [0, t], t > 0, t ∈ R. By Lagrange theorem,
f (t) − f (0) 1 log(1 + t) 1 1
f 0 (c) = . Then = . As 1 > > as
t−0 1+c t 1+c 1+t
log(1 + t) 1 t
0 < c < t. This implies 1 > > . Thus 1 < < 1 + t and
t 1+t log(1 + t)
1 1 1+t 1 1
< < . Hence 0 < − < 1, for all t > 0.
t log(1 + t) t log(1 + t) t
Theorem 2.3.3. (Taylor’s Theorem with Lagrange form of remainder) If f is a
function such that (n − 1)th derivative of f is continuous on [a, a + h] and nth
derivative exists on (a, a + h). Then ∃ at least one number θ such that
h2 00 hn−1 (n−1)
f (a + h) = f (a) + hf 0 (a) + f (a) + . . . + f (a) + Rn , where Rn =
2! (n − 1)!
hn (n)
f (a + θh), where 0 < θ < 1.
n!
Substituting a + h = x, h = x − a, we get
(x − a)2 00 (x − a)n−1 (n−1)
f (x) = f (a) + (x − a)f 0 (a) + f (a) + . . . + f (a) + Rn ,
2! (n − 1)!
(x − a)n (n)
where Rn = f (a + θ(x − a)), where 0 < θ < 1.
n!
24
Exercise 2.3.1. 1. Using Lagrange Mean Value theorem, show that
|tan−1 x1 − tan−1 x2 | ≤ |x1 − x2 |.
√ 1
2. Verify Cauchy Mean Value for f (x) = x and g(x) = √ in [a, b], a > 0.
x
1+x 2x
3. Using Mean Value theorem show that 2x < log( )< ,0<x<
1−x 1 − x2
1.
4. Find a point on the parabola y = (x + 2)2 , where the tangent is parallel to
chord joining (−2, 0) and (4, 0).
5. Let a0 , a1 , . . . , an be real numbers such that
a0 a1 an−1
+ + ... + + an = 0.
n+1 n 2
Then prove that there exists at least one real number x ∈ (0, 1) such that
a0 xn + a1 xn−1 + . . . + an = 0.
6. Prove that there is no real number k for which the equation x3 − 3x + k = 0
has two distinct real roots in [0, 1].
x log10 e
7. Show that log10 (x + 1) = , for some t, 0 < t < 1, x > 0.
1 + tx
25
Shiv Datt Kumar Function of Several Variables
26
Chapter 3
Functions of Several
Variables
Functions with two or more independent variables appear more often in science
and engineering than the functions of single variable and their calculus is richer.
Derivatives of more than one variable are more interesting because of the different
ways in which the variables can interact. Their integrals lead to greater variety of
applications. For example, V = πr2 h calculates volume of right circular cylinder
z = πx2 y. The function f = x2 +y 2 calculates the height of paraboloid z = x2 +y 2
above the point P (x, y).
Let R denote the set of real numbers. Then Rn = {(x1 , x2 , . . . , xn )|xi ∈ R}.
Let D ⊆ Rn . A function of several variables is a function whose domain is a
subset Rn and range is R. In other words, it is rule that assigns each point of D
to a real number w = f (x1 , x2 , . . . , xn ).
p
Example 3.0.4. 1. If w = y − x2 , then domain D = {(x, y)|y ≥ x2 },
range = [0, ∞).
1
2. If w = , then domain D = {(x, y)|xy 6= 0}, range = (−∞, 0) ∪ (0, ∞).
xy
3. If w = sin xy, then domain D = R2 , range = [−1, 1].
27
p
4. If w = x2 + y 2 + z 2 , then domain D = R3 , range = [0, ∞).
5. If w = xy ln z, then D = half space {(x, y, z) ∈ R3 |z > 0}, range= R.
Some Basic Notions
Inner Product Let x, y ∈ Rn , x = (x1 , . . . , xn ), y = (y1 , . . . , yn ). Then x.y =
x1 y1 + . . . + xn yn
Properties: Let x, y, z ∈ Rn , a ∈ R. Then
1. x.y = y.x
2. x.(y + z) = x.y + x.z
Pn
3. x.x = i=1 xi 2 ≥ 0(positive definiteness).
4. x.x = 0 ⇔ x = 0
5. ax.y = x.ay = a(x.y)
|x + y|2 − |x − y|2
6. x.y = (Polarization identity)
4
p √
Norm: Let x ∈ Rn . Then ||x|| = (x.x) = x1 2 + . . . + xn 2 .
Thus norm is a function i.e. || || : Rn −→ R.
Note: (i) ||x|| = distance of x from the origin.
(ii) ||x − y|| = distance between x and y
(iii) If n = 1, ||x|| = |x|.
(iv) Norm map is continuous, for | ||x|| − ||y|| | ≤ ||x − y||.
(v) A map for which there exists a real number M such that ||f (x) − f (y)|| | ≤
M ||x − y||, for x, y ∈ Rn , is continuous.

Hint: For each > 0, choose δ ≤ .
M
Schwartz Inequality: Let x, y ∈ Rn . Then |x.y| ≤ ||x|| ||y||.
Proof. If y = rx, r ∈ R. Then |x.y| = |r|||x||2 = ||x|| r||x|| = ||x|| ||y||.
If y 6= rx, then note that ||ax + y||2 ≥ 0, ∀ a ∈ R.
Then the equation a2 ||x||2 + 2ax.y + ||y||2 = 0 does not have distinct real roots.
28
Hence B 2 − 4AC < 0 i.e. 4(x.y)2 − 4||x||2 ||y||2 < 0. This implies that |x.y| ≤
||x|| ||y||.
Properties: The norm function || || : Rn −→ R satisfies
(i) ||x|| ≥ 0
(ii) ||x|| = 0 iff x = 0.
(iii) ||ax|| = |a| ||x||, a ∈ R.
(iv) |||x|| − ||y||| ≤ ||x − y||
Neighborhood: Let x ∈ Rn , r > 0. Then r-neighborhood of x = N (x, r) =
B(x, r) = {y ∈ Rn |||x − y|| < r}= open boll with centre x and radius r.
Punctured open boll= B ∗ (x, r) = N ∗ (x, r) = B(x, r) − {x} = {y ∈ Rn |0 <
||x − y|| < r}.
Interior point: Let S ⊆ Rn . A point x ∈ S is called interior point of S if ∃
r > 0 such that neighborhood N (x, r) ⊂ S.
Boundary point: A point x ∈ Rn is called a boundary point (Bd) of the set S
if N (x, r) ∩ S 6= φ and N (x, r) ∩ (Rn − S) 6= φ, ∀ r > 0.
Limit point of a set: A point x is said to be a limit point of a set S if
(N (x, r) − {x}) ∩ S 6= φ, ∀r > 0.
Open set: A set S of Rn is open if every point of S is an interior point of S i.e.
S ∩ Bd S = φ.
Closed set: A set S is called closed, if it contains all its limit points or equiva-
lently it contains all its boundary points.
Bounded set: A set S is called bounded if S ⊆ B(x, r)(closure of ball), for some
x ∈ Rn and some r > 0.
Bounded function: A function f (x) is said to be bounded if ∃ real number
M > 0 such that |f (x)| ≤ M , ∀ x ∈ D(domain).
29
3.0.1 Limit of a function
We say that a function f (x, y) approaches the limit l as (x, y) −→ (a, b) if ∀ > 0,
∃ δ > 0(depending on ) such that for every point (x, y) in the δ-neighborhood
of (a, b),
p
|f (x, y) − l| < , whenever (x − a)2 + (y − b)2 < δ,
or
∀ > 0, ∃ δ > 0(depending on ) such that
0 < |x − a| < δ and 0 < |y − b| < δ ⇒ |f (x, y) − l| < .
We write
lim f (x, y) = l.
(x,y)→(a,b)
Remark 3.0.1. 1. For limit to exist, the function f (x, y) may or may not be
defined at (a, b).
2. Limit if it exists, is unique.
Example 3.0.5. Using − δ approach, show that
lim 5x + 7y = 19.
(x,y)→(1,2)
Solution: Let f (x, y) = 5x + 7y. Then
|f (x, y) − 19| = |5x + 7y − 19| = |5(x − 1) + 7(y − 2)| ≤ 5|(x − 1)| + 7|(y − 2)|.
If we take |x − 1| < δ, |y − 2| < δ, we get
|f (x, y) − 19| < 5δ + 7δ = 12δ < , which is satisfied when δ < /12 i.e.
∀ > 0, ∃ δ(< /12) such that |5x + 7y − 19| < , whenever

p
0 < (x − 1)2 + (y − 2)2 < δ. This means
lim 5x + 7y = 19.
(x,y)→(1,2)
Example 3.0.6.
xy 3
lim .
(x,y)→(0,0) x2 + y6
30
does not exists, for along the path line y = x,
x4
lim = 0.
x→0 x2 + x6
and for along the path curve x = y 3 ,
y6 1
lim = .
x→0 y 6 + y 6 2
Example 3.0.7. Consider the map f : R2 −→ R defined by

 1
 if y ≥ 0)
f (x, y) =

 −1 if y < 0,
1
Note that f (0, 0) = 1, choose = . Then for any δ > 0, B ∗ ((0, 0), δ) has points
2
which are mapped to 1 as well as points which are mapped to −1. Then for any
1 1
δ > 0, and a ∈ R, f (B ∗ ((0, 0), δ) * (a − , a + ). Therefore f has no limit at
2 2
(0, 0).
Changing to Polar: If it is difficult to find the lim(x,y)→(0,0) f (x, y) in rectangu-
lar coordinates, then try by changing to polar coordinates x = rcos θ, y = rsinθ,
x2 + y 2 = r2 , θ = tan−1 (y/x). Investigate the limit of resulting expression as
r → 0. In other words, try to decide whether there exists a number l satisfying:
Given any > 0, ∃δ > 0 such that for all r and θ,
|r| < δ ⇒ |f (r, θ) − l| < . lim |f (rcosθ, rsinθ) − l| < ,

r−→0
whenever r < δ, independent of θ.
If such an l exists, then
lim f (x, y) = lim f (r, θ) = l.

(x,y)→(0,0) r→0
31
Example 3.0.8. Show by polar method
x3
lim = 0.
(x,y)→(0,0) x2 + y2
Let x = rcosθ, y = rsinθ Then
x3 r3 cos3 θ
lim = lim = lim rcos3 θ.
(x,y)→(0,0) x2 + y 2 r→0 r2 r→0
Let f (r, θ) = rcos3 θ. For verification, we need to show that for given any > 0,
∃δ > 0 such that for all r and θ,
|r| < δ ⇒ |f (r, θ) − 0| < .
i.e. |r| < δ ⇒ |rcos3 θ − 0| <
Note that |rcos3 θ| = |r||cos3 θ| ≤ |r|. So for given any > 0, choose δ ≤ . For
this δ,
|r| < δ ⇒ |f (r, θ) − 0| < .
holds. Thus
lim f (r, θ) = lim rcos3 θ = 0.

r→0 r→0
Example 3.0.9. By δ- method show that
xy
lim p = 0.
(x,y)→(0,0) x2 + y 2
xy xy 1 x2 + y 2 1p 2
|p − 0| = | p |≤ p = x + y 2 < ,
x2 + y 2 x2 + y 2 2 x2 + y 2 2
x2 + y 2
since |xy| ≤ . By choosing δ < 2, we have
2
p xy
0 < x2 + y 2 < δ ⇒ | p − 0| < . This means
x2 + y 2
xy
lim p = 0.
(x,y)→(0,0) x2 + y 2
32
Example 3.0.10.
xy
lim .
(x,y)→(0,0) x2 + y 2
does not exists, for let x = rcosθ, y = rsinθ, then
r2 sin θcosθ
lim = sin θcosθ.
r→0 r2
depends on θ (angle).
3.0.2 Continuity of a function
A function f (x, y) is said to be continuous at a point (a, b) if ∀ > 0, ∃ δ > 0
(depending on ) such that for every point (x, y) in the δ-neighborhood of (a, b),
p
|f (x, y) − f (a, b)| < , whenever (x − a)2 + (y − b)2 < δ.
In other words
lim f (x, y) = f (a, b).

(x,y)→(a,b)
Example 3.0.11. Show that
3x4 + y 4

if (x, y) 6= (0, 0),


 2
x + y2
f (x, y) =


 0 if (x, y) = (0, 0).
is continuous at (0, 0).

p
Solution: Let x = rcos θ, y = rsin θ. Then r = x2 + y 2 6= 0 and
3x4 + y 4 r4 (3cos4 θ + 2sin4 θ)

|f (x, y)−f (0, 0)| = | | = < r2 {3|cos4 θ|+2|sin4 θ|} < 5r2 .
x2 + y 2 r2 (cos2 θ + sin2 θ)
r

So ∀ > 0, if we choose δ < , then |f (x, y) − f (0, 0)| < , whenever
p 5
0 < x2 + y 2 < δ. Thus
lim f (x, y) = f (0, 0).

(x,y)−→(0,0)
Therefore function f (x, y) is continuous at (0, 0).
33
3.0.3 Partial derivatives
Let S ⊂ R2 , (x0 , y0 ) ∈ S and f : S −→ R be a function. Then the vertical plane
y = y0 will cut the surface z = f (x, y) in the curve z = f (x, y0 ). This curve is
the graph of the function z = f (x, y0 ). The horizontal coordinate in this plane is
x; their vertical coordinate is z. The slope of the curve z = f (x, y0 ) at the point
P (x0 , y0 , f (x0 , y0 )) in the plane y = y0 is the value of the partial derivative of f
with respect to x at (x0 , y0 ). The tangent line to the curve at P is the line in the
∂f
plane at y = y0 that passes through P with this slope. The partial derivative
∂x
at (x0 , y0 ) gives the rate of change of f with respect to x when y = y0 is fixed.
This is rate of change of f in the direction of î (x-axis) at (x0 , y0 ). Geometrically,
the derivative of the function with respect to x at a point P represents the slope
of the curve that passes through P whose projection on x y plane is a horizontal
line.
Definition 3.0.12. The partial derivative of f (x, y) with respect to x at (x0 , y0 )
∂f d f (x0 + h, y0 ) − f (x0 , y0 )
= f (x, y0 )|x=x0 = lim
∂x |(x0 ,y0 ) dx h−→0 h
provided the limit exists.
Example 3.0.13. The plane x = 1 intersects the paraboloid z = x2 + y 2 . Find
the slope of the tangent to the parabola at (1, 2, 5).

∂z
Solution: Slope is the value of the partial derivative at (1, 2).
∂y
∂z ∂(x2 + y 2 )
= = 2y |(1,2) = 4. For verification, we treat the
∂y |(1,2) ∂y |(1,2)
parabola as the graph of the single variable function z = 1 + y 2 in the plane
dz
x = 1 and find slope at y = 2. Slope is now an ordinary derivatives =
dy |y=2
d(1 + y 2 )
= 4.
dy |y=2
Example 3.0.14. If the resistors of R1 , R2 , and R3 ohms are connected in
parallel to make an R ohm resistor. The value of resistor can be found by

1 1 1 1 ∂R 1
= + + . Then = at R1 = 30Ω, R2 = 45Ω, R3 = 90Ω,
R R1 R2 R3 ∂R2 9
34
∂ 1 ∂ 1 1 1 1 ∂R 1 ∂R R2
for ( )= ( + + )⇒ 2 = − 2 . Thus = ,
∂R2 R ∂R2 R1 R2 R3 R2 ∂R2 R2 ∂R2 R2 2
1 1 ∂R 1
where = . Hence == .
R 15 ∂R2 9
Example 3.0.15.

1
 (x + y)sin

 if (x + y) 6= 0
(x + y)
f (x, y) =

 0

if x + y = 0
is continuous at (0, 0) but its partial derivatives fx and fy do not exist at (0, 0).
1
Solution: We have |f (x, y) − f (0, 0)| = |(x + y)sin − 0| ≤ |x + y| ≤
(x + y)
p
|x| + |y| ≤ 2 x2 + y 2 < . If we choose δ < , then |f (x, y) − 0| < , whenever
p 2
0 < x2 + y 2 < δ. Therefore
lim f (x, y) = 0 = f (0, 0).

(x,y)→(0,0)
Now
1
f (h, 0) − f (0, 0) h sin
fx (0, 0) = lim = lim h = lim sin 1
h→0 h h→0 h h→0 h
does not exist. Similarly, fy (0, 0) does not exist.
Theorem 3.0.16. (Sufficient condition for Continuity) A function f (x, y) is
continuous at a point (a, b) if
1. fx and fy exist at (a, b).
2. fx (or fy ) is bounded in the neighborhood of (a, b).
Proof. Since fy exists,
f (a, b + k) − f (a, b)
lim = fy (a, b). This implies
k→0 k
f (a, b + k) − f (a, b) = kfy (a, b) + 1 k, ...........................(1).
where 1 → 0 as k → 0.
35
Since fx exists in the neighborhood (a, b), by Lagrange mean value theorem
f (a + h, b + k) − f (a, b + k) = hfx (a + θh, b + k), 0 < θ < 1...........(2).
Using (1) and (2),
f (a + h, b + k) − f (a, b) = [f (a + h, b + k) − f (a, b + k)] + [f (a, b + k) − f (a, b)] =
hfx (a + θh, b + k) + kfy (a, b) + 1 k.
Since fx is bounded in the neighborhood of (a, b), we obtain
lim f (a + h, b + k) = f (a, b).

(h,k)→(0,0)
Therefore function f (x, y) is continuous at (a, b).
3.0.4 Directional derivative
If f (x, y) is differentiable, then the rate at which f changes with respect to t

df ∂f dx ∂f dy
along the curve x = x(t), y = y(t) is = + . At any point
dt ∂x dt ∂y dt
P (x0 , y0 ) = P (g(t0 ), h(t0 )), this equation gives the rate of change of f with
respect to increasing t and therefore depends upon the direction of motion along
the curve. This observation is important when the curve is straight line and t is
arc length parameter along the line measured from P (x0 , y0 ) in the direction of a
df
given unit vector ū. Then is the rate of change of f with respect to distance
dt
in its domain in the direction of ū.
Definition 3.0.17. The derivative of f at P (x0 , y0 ) in the direction of unit
vector u = u1 i + u2 j is the number
df f (x0 + su1 , y0 + su2 ) − f (x0 , y0 )

( )u,P = lim = (Du f )P = D.D.
ds s−→0 s
Geometric interpretation of directional derivative: The equation z =
f (x, y) represents a surface S in space. If z0 = f (x0 , y0 ), then the point P (x0 , y0 , z0 )
lies on S. The vertical plane that passes through P (x0 , y0 ) parallel to vector ū
is the slope of the tangent to the curve at P0 (x0 , y0 ).
Definition 3.0.18. The gradient vector(gradient) of f (x, y) at a point P0 (x0 , y0 )
36
∂f ∂f
is the vector δf = ( )P0 i + ( )P0 j
∂x ∂y
Theorem 3.0.19. If partial derivatives of f (x, y) are defined at P (x0 , y0 ), then

∂f
( )ū,P0 = (4f )P0 .ū = Scalar product of the gradient of f at P0 & ū.
∂x
Proof. Consider line x = x0 + su1 , y = y0 + su2 through P0 (x0 , y0 ) parametrized
with the arc length parameter s increasing in the direction of unit vector u =
u1 i + u2 j. Then
df ∂f dx ∂f dy ∂f ∂f
( )ū,P0 = ( )P0 + ( )P0 = ( )P0 u1 + ( )P0 u2
ds ∂x ds ∂y ds ∂x ∂y
∂f ∂f
= [( )P0 i + ( )P0 j].[u1 i + u2 j] = (4f )P0 .ū
∂x ∂y
Example 3.0.20. Find the derivative of f (x, y) = xey + cos(xy) at (2, 0) in the
direction of A = 3i − 4j.
Solution: fx = ey − y sin (xy), fx (2, 0) = 1, fy = xey − x sin (xy), fy (2, 0) = 2.
Gradient of f at (2, 0) = (4f )|(2,0) = fx (2, 0)i + fy (2, 0) j = i + 2j.

Ā 3 4
û = = i − j.
|Ā| 5 5
3 4
Directional derivative of f at (2, 0) = (4f )|(2,0) .û = (i + 2j).( i − j) = −1
5 5
Example 3.0.21. Find the derivative of f (x, y) = x2 + xy at P (1, 2) in the

i j
direction of unit vector ū = √ + √ .
2 2
Solution:
df f (x0 + su1 , y0 + su2 ) − f (x0 , y0 )

D.D. = ( )u,P = lim
ds s−→0 s
s s
f (1 + √ , 2 + √ ) − f (1, 2)
2 2
= lim
s−→0 s
s s s
(1 + √ )2 + (1 + √ )(2 + √ ) − (12 + 1.2)
2 2 2
= lim
s−→0 s
5s
√ + s2
2 5
= lim =√ .
s−→0 s 2
37
∂f
Remark 3.0.2. 1. Directional derivative along vector i = .
∂x
∂f
2. Directional derivative along vector j = .
∂y
3. Directional derivative generalizes two partial derivatives.
3.0.5 Differentiability in several variables
The starting point for differentiability is the idea of increment. For e.g. if y =
f (x) is differentiable at x = x0 , then the change of value of f that results from
changing x from x0 to x0 + 4x is given by the equation of the form
4y = f 0 (x0 )4x + 4x, where → 0 as 4x → 0.
For function of two variables, the analogous property becomes the definition
of differentiability.
Definition 3.0.22. A function f (x, y) is differentiable at (a, b) if fx (a, b) and
fy (a, b) exist and 4z = fx (a, b)4x + fy (a, b)4y + 1 4x + 2 4y, where 1 → 0,
2 → 0 as 4x → 0, 4y → 0.
Total derivative dz = fx dx + fy dy
Definition 3.0.23. A map T : Rn −→ Rm is called linear if T (ax + by) =
aT (x) + bT (y), ∀ a, b ∈ R, x, y ∈ Rn .
Definition 3.0.24. Let w = f (x, y, z) be a function defined near the point
(x0 , y0 , z0 ). Then f is differentiable at (x0 , y0 , z0 ) if f can be well approximated
near (x0 , y0 , z0 ) by a linear function
w − w0 = a(x − x0 ) + b(y − y0 ) + c(z − z0 ).
We call this linear approximation the differential of f at (x0 , y0 , z0 ) denoted by
df (x0 , y0 , z0 ). Note that differential is function of a vector point i.e. of the
increment (x − x0 , y − y0 , z − z0 ). In other words tangent plane is the graph of
the linear approximating function w − w0 = a(x − x0 ) + b(y − y0 ) + c(z − z0 ).
Definition 3.0.25. Let S ⊆ Rn and a ∈ S. Then a function f : S −→ Rm is
said to be differentiable at a if ∃ a linear transformation T : Rn −→ Rm such
38
that
f (a + h) − f (a) − T (h)
lim = 0.
h→0 ||h||
Remark 3.0.3. ( Methods for testing differentiability)
(i) Show that

4z − dz
lim = 0,
4ρ→0 4ρ
√
where 4ρ = h2 + k 2
(ii) Find expression for 1 (h, k), 2 (h, k), and from 4z = dz + 1 h + 2 k, show
that 1 → 0 and 2 → 0, as (h, k) → (0, 0).
Sufficient condition for differentiability:
Theorem 3.0.26. If a function z = f (x, y) has continuous first order derivatives
at a point P (x, y) in the domain D, then f (x, y) is differentiable at P .
Proof. Let P (x, y) be a fixed point in domain D. By Lagrange mean value
theorem
f (x + h, y) − f (x, y) = hfx (x + θ1 h, y), 0 < θ1 < 1..............................(1)
f (x + h, y + k) − f (x + h, y) = kfy (x + h, y + θ2 k), 0 < θ2 < 1.............(2)
Since fx , fy are continuous at (x, y), fx (x + θ1 h, y) = fx (x, y) + 1 .................(3)
and fy (x + h, y + θ2 k) = fy (x, y) + 2 ..........................................(4)

√
where 1 −→ 0 as h −→ 0 & 2 −→ 0 as k −→ 0 i.e. 4ρ = h2 + k 2 −→ 0.
From (1), (2), (3) and (4)
f (x + h, y) − f (x, y) = hfx (x, y) + 1 h...........................(5)
f (x + h, y + k) − f (x + h, y) = kfy (x, y) + 2 k......................(6)
Total increment 4z = f (x + h, y + k) − f (x, y)
= f (x + h, y + k) − f (x + h, y) + f (x + h, y) − f (x, y)
= kfy + 2 k + hfx + 1 h
= dz + 1 h + 2 k
Hence
4z − dz h k
lim = lim [1 + 2 ] = 0.
4ρ→0 4ρ 4ρ→0 4ρ 4ρ
39
This implies that f (x, y) is differentiable at (x, y).
 2
x − y2
if (x, y) 6= (1, −1),


x+y

f (x, y) =

if (x, y) = (1, −1).

 2
is continuous and differentiable at (1, −1).
Proof.
x2 − y 2
lim = lim (x − y) = 2 = f (1, −1).
(x,y)→(1,−1) x + y (x,y)→(1,−1)
Therefore f (x, y) is continuous at (1, −1).
f (1 + h, −1) − f (1, −1) (1 + h)2 − (−1)2 − 2h h2

fx (1, −1) = lim = lim = lim 2 = 1
h→0 h h→0 h(1 + h − 1) h→0 h
f (1, −1 + k) − f (1, −1) 12 − (−1 + k)2 − 2k −k 2

fy (1, −1) = lim = lim = lim 2 = −1
k→0 k k→0 k(1 − 1 + k) k→0 k
Therefore partial derivatives exist at (1, −1). Also
(x − y)(2x) − (x2 − y 2 )(1) (x − y)2

fx (x, y) = = =1
(x − y)2 (x − y)2
(x − y)2
lim fx (x, y) = lim = 1 = fx (1, −1)
(x,y)→(1,−1) (x,y)→(1,−1) (x − y)2
Thus fx (x, y) is continuous. Hence f (x, y) is differentiable at (1, −1).
 3
x + 2y 3
if (x, y) 6= (0, 0),


 2
x + y2
f (x, y) =


 0 if (x, y) = (0, 0).
is continuous and partial derivatives fx , fy exists at (0, 0) but it is not differen-
40
tiable at (0, 0).
Proof. Let > 0. Then put x = rcos θ, y = rsin θ. Then x2 + y 2 = r2 and since
p
|f (x, y) − f (0, 0)| ≤ r(|cos3 θ| + 2|sin3 θ|) ≤ 3 r = 3( x2 + y 2 ) < . Therefore

for each > 0, choose δ ≤ . Then for δ = , we |f (x, y) − f (0, 0)| ≤ whenever
p 3 3
x2 + y 2 < δ. Thus f (x, y) is continuous at (0, 0). Now
f (h, 0) − f (0, 0) h
fx (0, 0) = lim = lim = 1.
h→0 h h→0 h
f (0, k) − f (0, 0) 2k
fy (0, 0) = lim = lim = 2.
k→0 k h→0 k
∂z ∂z
dz = dx + dy = 4x + 24y
∂x ∂y p
4z = dz + 1 4x + 2 4y, 4ρ = (4x)2 + (4y)2 .
(4x)3 + 2(4y)3
4z = f (4x, 4y) − f (0, 0) = .
(4x)2 + (4y)2
4z − dz 1 (4x)3 + 2(4y)3
lim = lim { − (4x + 4y)}
4ρ→0 4ρ ρ→0 4ρ (4x)2 + (4y)2
4x4y(4y + 24x)
= lim = lim −[cosθsinθ(sinθ + 2cosθ)]
4ρ→0 ((4x)2 + (4y)2 )3/2 r→0
Limit depends on angle θ, so limit does not exist. Therefore function is not
differentiable at (0, 0).
Implicit Differential
Suppose a function w = F (x, y) is differentiable and equation F (x, y) = 0 defines

dy Fx
it implicitely as a differential function of x, say y = h(x). Then = − ,
dx Fy
where Fy 6= 0.
dw ∂w
Proof. Since w = f (x, y) = 0, we have 0 = =−
dx ∂x
∂f dx ∂f dy dy
= + = fx .1 + fy .
∂x dx ∂y dx dx
dy fx
= − , where fy 6= 0.
dx fy
∂x ∂y ∂z
Example 3.0.29. If f (x, y, z) = 0, prove that ( )z ( )x ( )y = −1, where
∂y ∂z ∂x
each variable is computed by holding the remaining variable as a constant.
41
∂x
Proof. We have implicit relation f (x, y, z) = 0. To find ( )z , consider x as
∂y
an implicit function of y and z. If z is kept constant, then x can be taken as
∂x fy ∂y fz
implicit function of y only. Thus ( )z = − . Similarly ( )x = − and
∂y fx ∂z fy
∂z fx ∂x ∂y ∂z
( )y = − . Multiplying these, we get ( )z ( )x ( )y = −1.
∂x fz ∂y ∂z ∂x
dy fx 2x
Example 3.0.30. If x2 + sin y − 2y = 0, then =− =− .
dx fy cos y − 2
3.0.6 Taylor’s theorem for two variables
Theorem 3.0.31. Let f (x, y) be a function defined in some domain D in R2
and has continuous partial derivatives upto (n + 1)th order in some neighborhood
of a point P (a, b) in D. Then for some point (a + h, b + k) in this neighborhood,

∂ ∂ 1 ∂ ∂
f (a + h, b + k) = f (a, b) + (h + k )f (a, b) + (h + k )2 f (a, b) + . . . +
∂x ∂y 2! ∂x ∂y
1 ∂ ∂
(h + k )n f (a, b) + Rn , where Rn is a remainder term given by
n! ∂x ∂y
1 ∂ ∂
Rn = (h + k )n+1 f (a + θh, b + θk), 0 < θ < 1.
(n + 1)! ∂x ∂y
Proof. Let x = a + th, y = b + tk, where t ∈ [0, 1].
Define φ(t) = f (x, y) = f (a + th, b + tk). Using chain rule,

∂f dx ∂ dy ∂f ∂f ∂ ∂
φ0 (t) = + =h +k = (h + k )f .
∂x dt ∂y dt ∂x ∂y ∂x ∂y
00 ∂ ∂ ∂ ∂
φ (t) = (h + k )2 f, . . . , φ(n+1) (t) = (h + k )(n+1) f .
∂x ∂y ∂x ∂y
Using Taylor’s theorem for one variable with t = 1 and a = 0, we get
0 t2 00 1 1
φ(t) = φ(0) + tφ (0) + φ (0) + . . . + φ(n) (0) + φ(n+1) (θ).............(1)
2! n! (n + 1)!
0 1 00 tn tn+1 (n+1)
φ(1) = φ(0) + φ (0) + φ (0) + . . . + φ(n) (0) + φ (θ).............(1)
2! n! (n + 1)!
∂ ∂
where φ(0) = f (a, b), φ(1) = f (a + h, b + k), . . . , φi (0) = (h + k )(i) f (a, b),
∂x ∂y
(n+1) ∂ ∂ n+1
for i = 1, 2, . . . , n, φ (0) = (h +k ) f (a + θh, b + θk), 0 < θ < 1
∂x ∂y
Substituting these expressions in (1), we get
∂ ∂ 1 ∂ ∂
f (a + h, b + k) = f (a, b) + (h + k )f (a, b) + (h + k )2 f (a, b) + . . . +
∂x ∂y 2! ∂x ∂y
1 ∂ ∂
(h + k )n f (a, b) + Rn ,...............(2)
n! ∂x ∂y
1 ∂ ∂
where Rn = (h + k )n+1 f (a + θh, b + θk), 0 < θ < 1.
(n + 1)! ∂x ∂y
42
Remark 3.0.4. 1. Substituting x = a + h, y = b + k, (2), we get Taylor series
as
∂ ∂ 1 ∂
f (x, y) = f (a, b) + ((x − a) + (y − b) )f (a, b) + ((x − a) + (y −
∂x ∂y 2! ∂x
∂ 1 ∂ ∂
b) )2 f (a, b) + . . . + ((x − a) + (y − k) )n f (a, b) + Rn ,.....(2)
∂y n! ∂x ∂y
1 ∂ ∂ n+1
where Rn = ((x − h) + (y − k) ) f ((1 − θ)a + θx, ((1 − θ)b +
(n + 1)! ∂x ∂y
θy), 0 < θ < 1.
2. Linear approximation (n = 1) of the function f (x, y) is given by
f (x, y) ≈ f (a, b) + (x − a)fx (a, b) + (y − b)fy (a, b).
3. Quadratic approximation (n = 2) of the function f (x, y) is given by f (x, y) ≈

1
f (a, b) + (x − a)fx (a, b) + (y − b)fy (a, b) + ((x − a)2 fxx (a, b) + 2(x − a)(y −
2!
b)fxy (a, b) + (y − b)2 fyy (a, b).
Example 3.0.32. Expand f (x, y) = ex log(1 + y) in powers of x and y.

1
Taylor’s series is f (x, y) = f (0, 0) + xfx (0, 0) + yfy (0, 0) + [x2 fxx (0, 0) +
2!
1
2xyfxy (0, 0) + y 2 fyy (0, 0)] + [x3 fxxx (0, 0) + 3x2 yfxxy (0, 0) + 3xy 2 fxxy (0, 0) +
3!
y 3 fyyy (0, 0)] + . . ..
1 1 1
ex log(1 + y) = y + xy − y 2 + (x2 y − xy 2 ) + y 3 + . . .
2 2 3
Example 3.0.33. Express x2 + xy + y 2 in powers of (x − 1) and (y − 2) by
Taylor’s series.
Solution: Taylor’s series is given by f (x, y) ≈ f (a, b) + (x − a)fx (a, b) + (y −

1
b)fy (a, b) + ((x − a)2 fxx (a, b) + 2(x − a)(y − b)fxy (a, b) + (y − b)2 fyy (a, b) + . . ..
2!
f (1, 2) = 7, fx (1, 2) = 4, fy (1, 2) = 5, fxx (1, 2) = 2, fxy (1, 2) = 2, fyy (1, 2) = 2.
Then
x2 + xy + y 2 = 7 + [4(x − 1) + 5(y − 2)] + (x − 1)(y − 2) + (x − 1)2 + (y − 2)2 .
Example 3.0.34. If f (x, y) = tan−1 (xy), find approximate value of f (1.1, 0.8)
using linear approximation and quadratic approximation by Taylor’s series.
Solution: Let (a, b) = (1, 1), h = 0.1, k = −0.2, f (1, 1) = tan−1 (1) = π/4 =
0.7854.
43
y 1 x 1
fx (x, y) = 2 2
, fx (1, 1) = , fy (x, y) = 2 2
, fy (1, 1) = .
1+x y 2 1+x y 2
Linear approximation f (a + h, b + k) ≈ f (a, b) + hfx (a, b) + kfy (a, b).
1 1
f (1.1, 0.8) = f (1, 1) + (hfx + kfy )(1, 1) = 0.7854 + (0.1) + (−0.2) = 0.7354
2 2
Quadratic approximation
2xy 3 1 − x2 y 2
fxx (x, y) = 2 2 2
, fxx (1, 1) = 0.5, fxy (x, y) = , fxy (1, 1) = 0,
(1 + x y ) (1 + x2 y 2 )2
1
f (a+h, b+k) ≈ f (a, b)+(x−a)fx (a, b)+(y −b)fy (a, b)+ ((x−a)2 fxx (a, b)+
2!
2(x − a)(y − b)fxy (a, b) + (y − b)2 fyy (a, b).
f (1.1, 0.8) ≈ 0.7354+0.50.01 × −0.5 + 2(0.1)(−0.2)(0) + (0.04)(−0.5) = 0.7354−
0.0125 = 0.7229.
Bound on error estimate
If a function is linear approximated (n = 1) in the rectangular region R :
|x − a| < δ1 , |y − b| < δ2 , then error term is given by

1 ∂2 ∂2 ∂2
R1 = [(x−a)2 2 +2(x−a)(y−b) +(y−b)2 2 ]f (a+θ(x−a), b+θ(y−b)),
2! ∂x ∂x∂y ∂x
0 < θ < 1.
1
Hence |R1 | = [(|x−a|2 |fxx |+2|(x−a)||(y −b)||fxy |+|y −b|2 |fyy |], where partial
2
derivatives are evaluated at (a + θ(x − a), b + θ(y − b)), 0 < θ < 1.
M
If M = M ax{|fxx |, |fxy |, |fyy |} in region R, then |R1 | ≤ (|x − a|2 + 2|(x −
2
M M
a)||(y − b)| + |y − b|2 ) = (|x − a| + |y − b|)2 ≤ [δ1 + δ2 ]2 .
2 2
If a function is quadratic approximated (n = 2) in the rectangular region
R : |x − a| < δ1 , |y − b| < δ2 , then error term is given by
1
R2 ≤ [|(x − a)|3 |fxxx | + 3|(x − a)|2 |(y − b)||fxxy | + 3|(x − a)||(y − b)|2 |fxxy | +
3!
|(y−b)|3 |fyyy |], where partial derivatives are evaluated at (a+θ(x−a), b+θ(y−b)),
0 < θ < 1.
If M = M ax{|fxxx |, |fxyy |, |fxxy |, |fyyy |} in the region R, then

M
|R2 | ≤ ([|(x − a)|3 + 3|(x − a)|2 |(y − b)| + 3|(x − a)||(y − b)|2 + |(y − b)|3 |]) =
6
M M
(|x − a| + |y − b|)3 ) ≤ [δ1 + δ2 ]3 .
6 6
Chain rule
44
dy dy dx
1. If y = f (x) and x = x(t), then = .
dt dx dt
2. If z = f (x, y) and x = x(t), y = y(t), then

dz ∂f dx ∂f dy
= + .
dt ∂x dt ∂y dt
3. If w = f (x, y, z) and x, y, z are functions of t, then

dw ∂f dx ∂f dy ∂f dz
= + + .
dt ∂x dt ∂y dt ∂z dt
4. Let z = f (x, y) and x = x(u, v), y = y(u, v). Then

∂f ∂f ∂x ∂f ∂y
(i) = + .
∂u ∂x ∂u ∂y ∂u
∂f ∂f ∂x ∂f ∂y
(ii) = + .
∂v ∂x ∂v ∂y ∂v
5. Chain rule functions defined on surfaces: Let w = f (x, y, z) and x = g(r, s),
y = h(r, s), z = k(r, s). Then

∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + + .
∂r ∂x ∂r ∂y ∂r ∂z ∂r
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + + .
∂s ∂x ∂s ∂y ∂s ∂z ∂s
Homogeneous function: A function f (x, y) is said to be homogeneous in x
and y of degree n if f (λx, λy) = λn f (x, y) or f (x, y) = xn g(y/x) or y n g(x/y).
Similarly f (λx, λy, λz) = λn f (x, y, z) f (x, y, z) = xn g(y/x, z/x).
Example 3.0.35. (i) f (x, y) = x2 + xy, degree = 2.

y
(ii) f (x, y) = tan−1 , degree = 0.
x √
x
(iii) f (x, y, z) = p , degree = −1/2
x + y2 + z2
2
Theorem 3.0.36. (Euler’s theorem) Let f (x, y) be a homogeneous function in
x and y of degree n and has continuous first and second order derivatives. Then
∂f ∂f
x +y = nf (x, y)
∂x ∂y
∂2f ∂2f 2
2∂ f
x2 + 2xy + y = n(n − 1)f (x, y).
∂x2 ∂x∂y ∂y 2
Proof. We have f (x, y) = xn g(y/x). Then

∂f y
= nxn−1 g(y/x) + xn g 0 (y/x)(− 2 ) = nxn−1 g(y/x) − xn−2 yg 0 (y/x)
∂x x
45
∂f
= xn−1 g 0 (y/x). Thus
∂y
∂f ∂f
x +y = nf (x, y)..............(1).
∂x ∂y
Differentiating (1) with respect to x and y
∂2f ∂f ∂2f ∂f
x + + y = n ........(2)
∂x2 ∂x ∂x∂y ∂x
∂2f ∂f ∂2f ∂f
x + + y 2 = n ........(3).
∂y∂x ∂y ∂y ∂y
x × (2) + y × (3) gives
∂2f ∂2f 2
2∂ f
x2 + 2xy + y = n(n − 1)f (x, y).
∂x2 ∂x∂y ∂y 2
x+y
Example 3.0.37. Let u(x, y) = cos−1 ( √ √ ), 0 < x, y < 1. Then
x+ y
∂u ∂u 1
x +y = − cot u
∂x ∂y 2
x+y x+y
Proof. 0 < x, y < 1 implies 0 < √ √ < 1. Therefore u = cos−1 ( √ √ )
x+ y x+ y
x+y
is defined. Then cos u = √ √ is a homogeneous function of degree n = 1/2
x+ y
and f = cos u. By Euler’s theorem
∂f ∂f 1
x +y = cos u
∂x ∂y 2
∂cos u ∂cos u 1
x +y = cos u
∂x ∂y 2
∂u ∂u 1
−xsin u − ysin u = cos u
∂x ∂y 2
Hence
∂u ∂u 1
x +y = − cot u
∂x ∂y 2
46
x y z
Example 3.0.38. Let u(x, y) = + + , then
y+z z+x x+y
∂u ∂u ∂u
x +y +z = 0.
∂x ∂y ∂z
Proof. Note that u(λx, λy, λz) = u(x, y, z) = λ0 u(x, y, z). So u(x, y, z) is a ho-
mogeneous function of degree 0. Then by Euler’s theorem, we have
∂u ∂u ∂u
x +y +z = 0.
∂x ∂y ∂z
Theorem 3.0.39. (Euler’s theorem) If a function f (x, y) and its partial deriva-
tives fx , fy , fxy , fyx are defined through out an open region containing point
(a, b) and are continuous at (a, b), then fxy (a, b) = fyx (a, b).
∂u ∂u ∂u
Example 3.0.40. If u = u(y − z, z − x, x − y), then + + = 0.
∂x ∂y ∂z
Let r = y − z, s = z − x, t = x − y, then u = u(r, s, t) and
∂u ∂u ∂r ∂u ∂s ∂u ∂t ∂u ∂u
= + + =− + .
∂x ∂r ∂x ∂s ∂x ∂t ∂x ∂s ∂t
∂u ∂u ∂r ∂u ∂s ∂u ∂t ∂u ∂u
= + + = − .
∂y ∂r ∂y ∂s ∂y ∂t ∂y ∂r ∂t
∂u ∂u ∂u ∂u ∂u ∂u
=− + . Thus + + = 0.
∂z ∂r ∂s ∂x ∂y ∂z
y−x z−x ∂u ∂u ∂u
Example 3.0.41. If u = u( , ), then x2 + y2 + z2 = 0. Hint:
xy xz ∂x ∂y ∂z
y−x z−x
Let r = ,s= . Then u = u(r, s).
xy zx
Example 3.0.42. If the base radius and height of a cone are measured as 6 cm
and 10 cm with possible error of 0.06 cm and 0.08 cm respectively, then calculate
the percentage error in calculating the volume of the cone.

1 ∂V 2 ∂V 1
Solution: V = πr2 h, = πrh, = πr2 .
3 ∂r 3 ∂h 3
∂V ∂V 2 2
dV = dr + dh = πrhdr + πr2 dh
∂r ∂h 3 3
dV 2 1 2 1
= dr + dh = × 0.06 + × 0.08 = 0.02 + 0.008 = 0.028.
V r h 6 10
dV
Percentage error = 100 × = 2.8%.
V
47
3.0.7 Maxima and Minima
Let f (x, y) be a continuous function in a closed and bounded region R. Let (a, b)
be an interior point of R and (a + h, b + k) be a point in its neighborhood lying
inside R. Then (a, b) is called a point of
1. relative (local) minima if f (a + h, b + k) ≥ f (a, b), ∀ h, k and minimum
value= f (a, b).
2. relative (local) maxima if f (a + h, b + k) ≤ f (a, b), ∀ h, k and maximum
value= f (a, b).
Necessary condition for maxima and minima: Let f (x, y) be a function
which is continuous and possess first order partial derivatives at (a, b). Then
necessary condition for maxima and minima is fx (a, b) = 0, fy (a, b) = 0.
Proof. By Taylor’s series

∂ ∂ 1 ∂ ∂
f (a + h, b + k) = f (a, b) + (h + k )f (a, b) + (h + k )2 f (a, b) + . . .
∂x ∂y 2! ∂x ∂y
Neglecting the second and higher order terms
4f = f (a + h, b + k) − f (a, b) ≈ hfx (a, b) + kfy (a, b)
Sign of 4f depends on the sign of hfx (a, b) + kfy (a, b), which is function of
h and k. Letting h → 0, we see that 4f changes sign with sign of k. Therefore
function can not have extreme values unless fy = 0. Similarly letting k → 0, we
have fx = 0.
Critical point: A point (a, b) at which fx (a, b) = 0, fy (a, b) = 0 is called critical
point.
Sufficient condition for maxima and minima: Let f (x, y) be a function
which is continuous and possess first and second order partial derivatives at (a, b)
and r = fxx (a, b), s = fxy (a, b), t = fyy (a, b). Then the point (a, b) is of
1. relative minima if rt − s2 > 0 and r > 0.
2. relative maxima if rt − s2 > 0 and r < 0.
3. no conclusion if rt − s2 = 0. Further investigation required.
48
4. saddle point if rt − s2 < 0, neither minima nor maxima exist.
Proof. If (a, b) is a critical point, then fx (a, b) = 0, fy (a, b) = 0. By Taylor’s series

1
4f = f (a + h, b + k) − f (a, b) ≈ [h2 fxx (a, b) + 2hkfxy (a, b) + k 2 fyy (a, b)] =
2
1 2 1 1
[h r + 2hks + k 2 t] = [h2 r2 + 2hkrs + k 2 rt] = [(hr + ks)2 + k 2 (rt − s2 )]
2 2r 2r
Since (hr + ks)2 > 0, the sufficient condition for 4f > 0 is that rt − s2 > 0,
if r > 0 and 4f < 0 if r < 0.
Example 3.0.43. Let f (x, y) = 2(x2 − y 2 ) − x4 + y 4 . Then find maximum or
minimum value of the function at critical points.
Solution: fx = 4x − 4x3 = 0 ⇒ x = 0, ±1, fy = −4y + 4y 3 = 0 ⇒ y = 0, ±1.
So critical points are (0, 0), (0, ±1), (±1, 0), (±1, ±1) and r = fxx = 4 − 12x2 ,
s = fxy = 0, t = fyy = −4 + 12y 2 . We have rt − s2 = −16(1 − 3x2 )(1 − 3y 2 ).
Then at (0, ±1), rt − s2 = 32 and r = 4. Hence minima exists and minimum
value = −1. Now at (−1, 0), (1, 1) we have rt − s2 = 32 and r = −8. Hence
maxima exists and maximum value = 1. At (0, 0), rt − s2 = −16, so neither
maxima nor minima exist.
Example 3.0.44. A rectangular box of volume 256 cm3 is open at the top. What
are dimensions of the box so that the surface area is minimum.
256 512
Solution: Volume = xyz = 512, S = xy + 2yz + 2zx, z = , S = xy + +
xy x
512 512 512
. For stationary points Sx = 0 ⇒ y − 2 = 0, Sy = 0 ⇒ x − 2 = 0.
y x y
Then x2 y = y 2 x = 512. For x 6= 0, y =
6 0 ⇒ x = y = 8. r = Sxx (8, 8) = 2,
s = Sxy (8, 8) = 1, t = Syy (8, 8) = 2. rs − t2 = 3 > 0, r > 0. So minima exists.

256
For x = y = 8, z = = 4.
8×8
Lagrange multiplier method:
To find the maximum and minimum value of the function f (x1 , . . . , xn ) under the
conditions that φi (x1 , . . . , xn ) = 0, for i = 1, 2, . . . , k, we construct an auxiliary
function of the form

Pk
F (x1 , . . . , xn , λ1 , . . . , λk ) = f (x1 , . . . , xn ) + i=1 λi φi (x1 , . . . , xn ),
49
where λi are undetermined parameters (Lagrange multipliers). Necessary
conditions for stationary points are

∂F ∂F
= 0, = 0. For j = 1, .., n. i = 1, .., k. Which gives n + k equations in
∂xj ∂λi
n + k variables
∂f Pk ∂φi
+ i=1 λi = 0.
∂xj ∂xj
Solve these equations to obtain stationary points (x1 , . . . , xn ) at which f may
have maxima or minima.
Hessian Matrix:
If function is of more than two variables. Hessian matrix can be used to determine
maxima and minima. For demonstration consider a function of three variables
i.e. w = f (x, y, z), then the Hessian matrix
 
 fxx fxy fxz 
 
H(f ) = 
 fyx fyy fyz 

 
fzx fzy fzz
If leading minors > 0, then the value of the function at stationary points give
minimum value. If signs of minors are alternating +, −, then the value of the
function at stationary points give maximum value.
Example 3.0.45. Find minimum value of x3 + y 3 + z 3 subject to condition
xyz = a3 , a > 0.
∂F
Solution: Auxiliary equation F (x, y, z) = x3 + y 3 + z 3 + λ(xyz − a3 ). =
∂x
∂F ∂F
3x2 + λyz = 0, = 3y 2 + λxz = 0, = 3z 2 + λxy = 0, This implies
∂y ∂z
λxyz = −3x3 = −3y 3 = −3z 3 . Thus (x, y, z) = (a, a, a). Hessian matrix at
(a, a, a) is
 
 6a −3a −3a 
 
H(f ) =  −3a 6a −3a 


 
−3a −3a 6a
50
Leading minors are

6a −3a −3a
6a −3a

6a, , and −3a −3a

6a
−3a 6a

−3a −3a 6a

which are positive. Then function has minimum value at (a, a, a) and minimum
value = 3a3 .
Example 3.0.46. Show that the shortest distance between the line 2x + y = 8
x2 y2 √
and the ellipse + = 1 is 3/ 5.
4 9
Proof. Let (u, v) be point on the line and (x, y) be point on the ellipse, which
x2 y2
are nearest. Let f (x, y, u, v) = (x − u)2 + (y − v)2 , and φ1 (x, y) = + −1
4 9
and φ2 (u, v) = 2u + v − 8. Then auxiliary function F (x, y, u, v) = (x − u)2 + (y −
x2 y 2
v)2 + λ1 ( + − 1) + λ2 (2u + v − 8). For extremum, necessary conditions are
4 9
∂F x
= 2(x − u) + λ1 = 0 or λ1 x = 4(u − x).
∂x 2
∂F 2y
= 2(y − v) + λ1 = 0 or λ1 y = 9(v − y).
∂y 9
∂F ∂F
= 0 ⇒ λ2 = (x − u) and = 0 ⇒ λ2 = 2(y − v).
∂u ∂v
Eliminating λ1 and λ2 , we get 4(u − x)y = 9(v − y)x and x − u = 2(y − v).
Then on division we get 8y = 9x and by substituting in the ellipse equation gives
x = ±8/5 and y = ±9/5. Substituting x = 8/5 and y = 9/5 in x − u = 2(y − v),
we get u = 2v − 2. Then from 2u + v = 8, we get u = 12/5 and v = 14/5. Thus

3
distance = √ . For (x, y) = (−8/5, −9/5) we get (u, v) = (14/5, 12/5). Then
p 5 √
distance = 143/5. At other combination of points distance is more than 3/ 5.
√
So minimum distance= 3/ 5.
51
Exercise 3.0.2. 1. If z = f (x, y), x = rcosθ, y = rsinθ, then show that
x = e2u + e−2v , y = e−2u + e2v ,
2. If z = f (x, y) = x2 + 2x − xy + y 2 , x(t) = t2 + 1, y(t) = t3 − t2 , then find

dz
at t = 2.
dt
Answer: 56.
∂f
3. Let f (x, y) = x2 y, x = rcos θ, y = rsin θ. Then show that =
∂r
3r2 cos2 θsin θ.
∂f ∂f
4. If f = x − 2y 2 , x = u − 2v, y = 2u + v, then find and .
∂u ∂v
∂w ∂w r
5. Express and in terms of r and s if w = x + 2y + z 2 , x = ,
∂r ∂s s
y = r2 + ln s, z = 2r.
∂w 1 ∂w 2
Answer: = + 12r, = − rs2 .
∂r s ∂s s
∂z
6. If yz − ln z = x + y, then find .
∂x
z
Answer:
yz − 1
7. Show that
x2
lim
(x,y)→(0,0) x2 + y2
does not exist.
8. Show that

2xy

 if (x, y) 6= (0, 0)
x2 + y 2

f (x, y) =

 0

if (x, y) = (0, 0)
is continuous every where except at (0, 0).
9. Show that
x2
lim
(x,y)→(0,0) x2 + y2
does not exists.
52
10. Show that

x2 − xy
lim √ √ =0
(x,y)→(0,0) x− y
11. Show that


2xy

 if (x, y) 6= (0, 0)
x2 + y 2

f (x, y) =

 0

if (x, y) = (0, 0),
is continuous every where except at (0, 0).
x2 + y 2
12. If u = tan−1 ( ), then show that
x+y
∂u ∂u 1
x +y = sin 2u.
∂x ∂y 2
y x
13. If u = x2 tan−1 − y 2 tan−1 , x > 0, y > 0, then find the value of
x y
∂2u ∂2f 2
2∂ u
x2 + 2xy + y .
∂x2 ∂x∂y ∂y 2
x3 + y 3
14. Let z = , (x, y) 6= (0, 0). Then find the value of
x+y
∂2z ∂2z ∂z
x + y − .
∂x2 ∂x∂y ∂x
x3 + y 3 ∂2u ∂2u ∂2u

15. If u = tan−1 , show that x2 2 + 2xy + y 2 2 = sin4u −
x−y ∂x ∂x∂x ∂y
sin2u.
16. If z = f (x, y), x = e2u + e−2v , y = e−2u + e2v , then using chain rule show
∂f ∂f ∂f ∂f
that − = 2[x −y ].
∂u ∂v ∂x ∂y
p
17. Let f : R2 −→ R be defined by f (x, y) = |xy|.
(a) f is continuous at (0, 0).
(b) Partial derivatives exist at (0, 0).
53
(c) Directional derivative along u = (u1 , u2 ), u1 u2 6= 0 do not exist.
(d) f is not differentiable at (0, 0).
18. Let f : R2 −→ R be defined by
xy 2

if x 6= 0


x2+ y4

f (x, y) =


 0 if x = 0,
Then show that f is discontinuous at (0, 0) but directional derivatives exist
at (0, 0) along each non-zero vector u ∈ R2 .
x2 y 2

if (x, y) 6= (0, 0)


x4 + y4

f (x, y) =


 0 if (x, y) = (0, 0)
Then show that
(a) Limit of f (x, y) does not exist at (0, 0).
(b) Partial derivatives D1 f , D2 f exist.
(c) For u = (u1 , u2 ), u1 u2 6= 0, the directional derivative Du (0, 0) does
not exist.
(d) f is differentiable every where except at (0, 0).

 0
 if xy 6= 0
f (x, y) =

 y+1 if otherwise
Then show that
(a) f is discontinuous at (0, 0).
(b) For u = (u1 , u2 ), directional derivative Du f (0, 0) exist only for u1 u2 =
0.
54
(c) f is not differentiable at (0, 0).
21. Let f : Rn −→ Rm be a linear map. Then show that f is differentiable and
for every x ∈ Rn , f 0 (x) = f .
22. If S ⊆ Rn , and f : S −→ Rm is differentiable at a ∈ S, then show that f is
continuous at a.
23. f (x, y) = tan−1 (x/y), (x, y) 6= (0, 0). Then find
(i) total derivative of f (x, y).
(ii) Taylor series expansion of the function f (x, y) about the point (1, 1)
up to quadratic terms. Find approximate value of f (1.1, 0.8) using linear
approximation and quadratic approximation by Taylor’s series.
24. Obtain the linear approximation of the function f (x, y, z) = 2x2 −xy +y 2 +
3x − 4y + 1 by Taylor series about the point (−1, 1). Find the maximum
error in the region |x + 1| < 0.1, |y − 1| < 0.1.
25. Find an approximate value of tan−1 (0.99). Ans: 0.7804
26. Show that
lim (an + bn )1/n = b, if 0 < a < b.

n→∞
Hint: b < (an + bn )1/n < 21/n b and 21/n → 1 as n → ∞.
27. Find the extremum values of the function f (x, y, z) = x3 + 8y 3 + 64z 3 such
that xyz = 1. Answer: At (2, 1, 1/2) Min value= 24.
28. Find the relative max/min values of the function f (x, y, z) = x4 + y 4 + z 4 +
4xyz. Answer: Minimum value = −1
29. Find the extremum values of the function f (x, y, z) = 2x + 3y + z such that
√ √
x2 + y 2 = 5 and x + z = 1. Answer: 1 + 5 2 and 1 − 5 2.
55
Shiv Datt Kumar Integral Calculus
56
Chapter 4
Integral Calculus
4.1 Jacobian Matrix
Let F : Rn −→ Rm be a vector valued function given by F (x1 , . . . , xn ) =
(F1 (x1 , . . . , xn ), . . . , Fm (x1 , . . . , xn )). Then Jacobian matrix is the matrix of all
first order partial derivatives defined as
 
∂F1 ∂F1
...
 ∂x1 ∂xn 
.. .. ..
 
J(F ) = 
 
 . . . 

 ∂Fm ∂Fm 
...
∂x1 ∂xn
Jacobian matrix is important because if the function F is differentiable at point
p = (x1 , . . . , xn ), the Jacobian matrix defines a linear map Rn −→ Rm , which
is the best linear approximation of the function F near point p. The Jacobian
generalizes the gradient of a scalar valued function of several variables, which is
generalization of derivative of a scalar valued function of single variable. Jacobian
can be thought of as describing the amount of stretching, rotating or transforming
and that transformation imposes locally.
Definition 4.1.1. If F1 , F2 , . . . , Fn are functions of x1 , x2 , . . . , xn , then the de-
57
terminant

∂F1 ∂F1

∂x1 ...
∂xn
. .. ..

J = .. . .

∂Fn ∂Fn

∂x ...
1 ∂x
n
is called Jacobian of F1 , F2 , . . . , Fn with respect to x1 , x2 , . . . , xn , In short it is

∂(F1 , . . . , Fn )
written as .
∂(x1 , . . . , xn )
Remark: Determinant of square Jacobian matrix (called as Jacobian) gives
important information about the behaviour of F near that point. If the Jacobian
determinant at p is non-zero, then the continuously differentiable function F is
invertible near a point p ∈ Rn . This is the inverse function theorem. Further if
Det(J) > 0, then F preserves orientation near p. If Det(J) < 0, then F reverses
orientation. Absolute value of the Jacobian determinant gives the factor by which
the function F expands or shrinks volumes near p.
Properties of Jacobian:
1. If f and g are functions of u and v and u, v are functions of x and y, then

∂(f, g) ∂(f, g) ∂(u, v)
=
∂(x, y) ∂(u, v) ∂(x, y)
0
2. If J is the Jacobian of the system u, v with respect to x, y and J is the
0
Jacobian of x, y with respect to u and v, then JJ = 1.
∂(x, y)
Example 4.1.2. If x = rcos θ and y = r sin θ, then (i) = r and (ii)
∂(r, θ)
∂(r, θ) 1
= .
∂(x, y) r
4.1.1 Change of variables
Suppose z = f (x, y) and x = φ(u, v), y = ψ(u, v). Then by chain rule
∂f ∂f ∂x ∂f ∂y ∂f ∂f ∂x ∂f ∂y
= + and = + .
∂u ∂x ∂u ∂y ∂u ∂v ∂x ∂v ∂y ∂v
Solving the system of equations by Crammer rule
58
∂f ∂f
∂x ∂y 1
= =
∂f ∂y ∂f ∂y ∂f ∂x ∂f ∂x ∂x ∂y ∂x ∂y
− − −
∂u ∂v ∂v ∂u ∂v ∂u ∂u ∂v ∂u ∂v ∂v ∂u
∂f ∂f
∂x = ∂y = 1
∂(f, y) ∂(f, x) ∂(x, y)
∂(u, v) ∂(u, v) ∂(u, v)

∂x ∂x
∂v ∂(x, y)

Determinant J = ∂u ∂y = ∂(u, v)

∂y
∂u ∂v

∂f 1 ∂(f, y)
is called the Jacobian of variables of transformation. Therefore =
∂x J ∂(u, v)
∂f 1 ∂(f, x)
and =− .
∂y J ∂(u, v)
In case of three variables, let S = f (x, y, z) and x = F (u, v, w), y = G(u, v, w)
& z = H(u, v, w). Then

∂f ∂f ∂x ∂f ∂y ∂f ∂z
= + + .
∂u ∂x ∂u ∂y ∂u ∂z ∂u
∂f ∂f ∂x ∂f ∂y ∂f ∂z
= + + .
∂v ∂x ∂v ∂y ∂v ∂z ∂v
∂f ∂f ∂x ∂f ∂y ∂f ∂z
= + + .
∂w ∂x ∂w ∂y ∂w ∂z ∂w
∂f 1 ∂(f, y, z) ∂f 1 ∂(f, x, z) ∂f 1 ∂(f, x, y)
= [ ], =− [ ] and = [ ], where
∂x J ∂(u, v, w) ∂y J ∂(u, v, w) ∂z J ∂(u, v, w)
∂x ∂x ∂x

∂u ∂v ∂w
∂y ∂y ∂y
J =
∂u ∂v ∂w
∂z ∂z ∂z

∂u ∂v ∂w
Example 4.1.3. Let z = f (x, y), x = rcos θ, y = rsin θ. Then

∂f 2 ∂f ∂f 1 ∂f
( ) + ( )2 = ( )2 + 2 ( )2 .
∂x ∂y ∂r r ∂θ
∂(x, y)
Here J = = r,
∂(r, θ)
∂f 1 ∂(f, y)
= .................(1) and
∂x J ∂(r, θ)
59
∂f 1 ∂(f, x)
=− .................(2).
∂y J ∂(r, θ)
∂(f, y) ∂f ∂f
Also = rcos θ − sin θ ........(3) and
∂(r, θ) ∂r ∂ θ
∂(f, x) ∂f ∂f
= −rsin θ − cos θ ...........(4)
∂(r, θ) ∂r ∂ θ
Squaring and adding (1) & (2) and using (3) & (4) we get the required.
Cartesian coordinates to cylindrical coordinates
Cylindrical coordinates (r, θ, z) are given by x = r cos θ, y = r sin θ, z = z and
Jacobian of transformation is
∂x ∂x ∂x

∂r ∂θ ∂z
(x, y, z) ∂y ∂y ∂x
J = J( ) =
(r, θ, z) ∂r ∂θ ∂z
∂z ∂z ∂z

∂x ∂θ ∂z

cos θ
−r sin θ z

= sin θ r cos θ 0 = r

0 0 1

4.2 Volume of solid of revolution
Let AB be the portion of the curve y = f (x), f (x) > 0, x = a, x = b. Consider
the area bounded by the arc AB of the curve y = f (x), x-axis and the lines x = a
and x = b. Volume of the solid generated by revolving this area about the x-axis
Rb
is V = a πy 2 dx. Similarly volume of the solid generated by revolving this area
Rb
about the y-axis and lines y = c, y = d is V = a πx2 dy.
Example 4.2.1. Find the volume of the solid generated by revolving the finite
region bounded by the curve y = x2 + 1, y = 5 about the line x = 3.

R5 R5 √ √
Solution: V = 1 π(x1 2 − x2 2 )dy = 1 π[(3 + y − 1)2 − (3 − y − 1)2 ]dy =
R5 √
1
12π( y − 1)dy = 64π.
Example 4.2.2. Consider the element δxδy at P (x, y) of plane area A. As this
elementary area revolves about x-axis, we get a ring of volume π[(y + δy)2 −
60
y 2 ]δx = 2πyδxδy. Total volume=

RR RR
A
2πy dxdy = A
2πr sinθ rdr dθ =
2πr2 sinθ dr dθ.

RR
A
Example 4.2.3. Find the volume of the solid generated by revolving the finite
region bounded by the curve y = 3 − x2 , y = −1 about the line y = −1.
Solution: V = 2[ volume of solid generated about the y = −1]

R2 R2 R2 512π
= 0 π(1 + y)2 dx = 0 2π(1 + y)2 dx = 0 2π(1 + 3 − x2 )2 dx = .
15
Example 4.2.4. Find the volume of the solid generated by revolving the arc of
cycloid x = a(t − sint), y = a(1 − cost), about x−axis.

R 2πa R 2π Rπ
Solution: V = 0 πy 2 dx = 0 πa2 (1−cos t)2 a(1−cos t)dt = 16πa3 0 sin6 tdt =
5π 2 a3 .
4.3 Double Integral
Notion of double integral is an extension of the notion of definite integral on the
real line to the case of two dimensional space R2 . Let f (x, y) be a continuous
function in a simply connected, closed bounded region R in two variables x and y.
Divide the region R into subregions (rectangles) by drawing lines x = xk , y = yk ,
k = 1, 2, . . . , m parallel to coordinate axes. Let (xi , yi ) be an arbitrary point

Pn
inside the ith rectangle, whose area is 4Ai . Let Sn = i=1 f (xi , yi )4Ai . When
n → ∞, the number of subregions increase indefinitely such that the largest of

Pn
areas 4Ai approaches zero. Then limn→∞ Sn = limn→∞ i=1 f (xi , yi )4Ai , if
exists, is called the double integral of the function f (x, y) over the region R and
RR
is denoted by R
f (x, y)dxdy.
Properties of double integrals
If f (x, y) and g(x, y) are integrable functions, then
RR RR RR
1. R
f (x, y) ± g(x, y)]dxdy = R
f (x, y)dxdy ± R
g(x, y)]dxdy.
RR RR
2. R
k f (x, y)dxdy = k R
f (x, y)dxdy.
RR RR
3. | R
k f (x, y)dxdy| ≤ R
|f (x, y)|dxdy.
61
RR
4. Mean Value Theorem: R
f (x, y)dxdy = f (u, v)A, where A is the
area of the region R and (u, v) is any arbitrary point in the region R. If
RR
m ≤ f (x, y) ≤ M for all (x, y) in R, then m A ≤ R
f (x, y)dxdy ≤ M A.
RR RR
5. If 0 < f (x, y) ≤ g(x, y) for all (x, y) ∈ R, then R
f (x, y)dxdy ≤ R
g(x, y)dxdy.
RR
6. If f (x, y) ≥ 0, then R
f (x, y)dxdy ≥ 0.
R 1 R √1+x2 dydx
Example 4.3.1. Evaluate 0 0
.
1 + x2 + y 2
R 1 R √1+x2
dydx √
dy
R 1 R 1+x2
Solution: 0 0 2 2
= 0 dx 0
1+x +y 1 + x2 + y 2
R1 1 y √ 1 π
2 1
tan−1 ]0 1+x = 0 dx[ √
R
= 0 dx[ √ 2
]
1+x 2 1+x 1+x 42
π R1 1 π √ π √
= √ dx = [log(x + x2 + 1]]10 = [log( 2 + 1)].
4 0 1 + x2 4 4
RR
Example 4.3.2. Evaluate A
xy dx dy, where A is the region bounded by the
ordinate x = 2a, curve x2 = 4ay.

x2
Solution: Limit of integration for x are from 0 to 2a and for y from 0 to .
4a
R 2a R x2 /4a R 2a R x2 /4a
y dy = a4 /3.
RR
A
xy dx dy = 0 0 xy dx dy = 0 x dx 0
2
ex dxdy, where R : 2y ≤ x ≤ 2 and 0 ≤ y ≤ 1.
RR
Example 4.3.3. Evaluate R
First integrate with respect to y and then with respect x.

R 2 R x2 x2 R2 2 x 1 R 2 x2 1
[
0 0
e dy]dx = 0 [yex ]02 dx = xe dx = (e4 − 1).
2 0 4
Applications of double integrals
RR
1. If f (x, y) = 1, then R
dxdy= Area of the region R.
RR
2. If z = f (x, y) is a surface, then R
f (x, y)dxdy = Volume of the region
beneath the surface z = f (x, y) and above the x − y plane.
3. If f (x, y) = ρ(x, y) is the density function (mass per unit area), then
RR
(i) R
ρ(x, y)dxdy = M (Total mass of the region R).
(ii) Centre of gravity (x̄, ȳ) is given by

1 RR 1 RR
x̄ = R
xρ(x, y)dxdy, ȳ = R
yρ(x, y)dxdy.
M M
RR 2
(iii) Moment of inertia of the mass in R about x-axis, Ix = R
y ρ(x, y)dxdy
RR 2
Moment of inertia of the mass in R about y-axis, Iy = R
x ρ(x, y)dxdy
62
4.3.1 Change of variables in double and triple integral
RR
Let R be the domain of integration R
f (x, y) dxdy in x − y plane Let x =
φ(u, v), y = ψ(u, v) and R∗ be the domain in the u − v plane. Then

RR RR
R
f (x, y) dxdy= R∗
F (u, v) |J| dudv, where

∂x ∂x
∂v ∂(x, y)

Determinant J = ∂u ∂y = ∂(u, v) .

∂y
∂u ∂v

If x = φ(u, v, w), y = ψ(u, v, w),z = η(u, v, w), then

RR RRR
R
f (x, y, z) dxdydz = R∗
F (u, v, w) |J| dudvdw, where
∂x ∂x ∂x

∂u ∂v ∂w
∂y ∂y ∂y
J =
∂u ∂v ∂w
∂z ∂z ∂z

∂u ∂v ∂w
Example 4.3.4. Let R be rhombus with successive vertices at (1, 0), (2, 1), (1, 2)
(x − y)2 cos2 (x + y)dxdy.

RR
and (0, 1). Then find the value of the integral R
Solution: Equations of sides AB, BC, CD, and DA are given by x − y = 1,
x + y = 3, x − y = −1 and x + y = 1 respectively. Put x − y = u, y + x = v.
Then −1 ≤ u ≤ 1, 1 ≤ v ≤ 3 and x = (v − u)/2, y = (u + v)/2. Jacobian of
transformation is given by

∂x ∂x
∂(x, y) ∂u ∂v
J= =
∂(u, v) ∂y ∂y = −1/2
∂u ∂v

R3R1
(x − y)2 cos2 (x + y) dxdy = 1 −1 u2 cos2 v|J| dudv
RR
Then I = R
1 R3R1 2 2 1 R3 1 R3
= u cos v dudv = cos2 vdv = (1 + cos 2v)dv
2 1 −1 3 1 6 1
1 sin 6 − sin 2
= + .
3 12
63
4.4 Triple Integral
Triple integral is an extension of the notion of double integral to three dimen-
sional space R3 . Let f (x, y, z) be a continuous function in a simply connected,
closed bounded volume V . Divide the region V into small volume elements by
drawing planes x = xk , y = yk , z = zk , k = 1, 2, . . . , n parallel to three coordi-
nate planes. Let (xi , yi , zi ) be an arbitrary point inside the ith volume element
Pn
δVi = δxi δyi δzi . Let Sn = i=1 f (xi , yi , zi )δVi . When n → ∞, the number of
subregions increase indefinitely such that the largest of volumes δVi approaches
Pn
zero. Then limn→∞ Sn = limn→∞ i=1 f (xi , yi , zi )δVi , if exists, is called the
triple integral of the function f (x, y, z) over the region V and is denoted by
RRR
V
f (x, y, z)dxdydz.
Let f (x, y, z) be a continuous function over a regular solid V defined by
a < x < b, h1 (x) < y < h2 (x), and g1 (x, y) < z < g2 (x, y). Then the triple
integral is equal to the triple iterated integral given by
RRR R b R h2 (x) R g2 (x,y)

V
f (x, y, z)dxdydz = a h1 (x) g1 (x,y)
f (x, y, z)dxdydz.
Applications of triple integrals
RRR
1. If f (x, y, z) = 1, then R
dxdydz= Volume of the region R.
2. If f (x, y, z) = ρ(x, y, z) is the density of mass, then

RRR
(i) R
ρ(x, y)dxdydz = M (Total mass of the solid of region R).
(ii) Centre of gravity (x̄, ȳ, z̄) is given by

1 RRR 1 RR
x̄ = R
x ρ(x, y, z)dxdydz, ȳ = R
y ρ(x, y, z)dxdydz,
M M
1 RR
z̄ = R
z ρ(x, y, z)dxdydz.
M
(iii) Moment of inertia of the mass in R about x-axis,
(y 2 + z 2 )ρ(x, y, z)dxdydz
RRR
Ix = R
Moment of inertia of the solid of mass in R about y-axis,
(x2 + z 2 )ρ(x, y, z)dxdydz and

RRRR
Iy = R
moment of inertia of the solid of mass in R about z-axis,
(x2 + y 2 )ρ(x, y, z)dxdydz.

RRRR
Iz = R
64
Example 4.4.1. Find the volume of the solid bounded by the plane x = 0, y = 0,
x + y + z = a and z = 0.
R a R a−x R a−x−y R a R a−x 1 Ra
Volume V = 0 0 0
dx dy dz = 0 0 (a − x − y)dy dx = (a −
2 0
x)2 dx = a3 /6.
Example 4.4.2. Find the volume generated by the revolution of cardioid
r = a(1 − cos θ) about its axis.

R π R a(1−cos θ)
Volume V = 0 0 2πr2 drsin θdθ
3 R
2πa π 3 πa3
= 0
(1 − cos θ) sin θdθ = .
3 6
x2 y2 z2
Example 4.4.3. Calculate the volume of the ellipsoid + + = 1.
a2 b2 c2
Using the transformation of spherical coordinates x = arsinθ cosφ, y =
brsinθ sinφ, z = crcosθ. Jacobian of transformation
∂x ∂x ∂x

∂r ∂θ ∂φ
∂y ∂y ∂y
J = = abc r2 sin θ

∂r ∂θ ∂φ
∂z ∂z ∂z

∂r ∂θ ∂φ

dxdydz = Jdr dθ dφ = abc r2 sin θdr dθ dφ
V = 8× volume of sphere in positive octant

R 1 R π/2 R π/2
=8 0 0 0
abc r2 sin θdrdθ dφ
R1 R π/2 R π/2 4
= 8 0 abc r2 dr 0 sin θdθ 0 dφ = πabc.
3
Example 4.4.4. Calculate the volume of the solid surrounded by the surface
(x/a)2/3 + (y/b)2/3 + (z/c)2/3 = 1.
Using the transformation of coordinates x = aX 3 , y = bY 3 , z = cZ 3 . Ja-

∂(x, y, z)
cobian of transformation J = = 27abcX 2 Y 2 Z 2 . Required volume =
∂(X, Y, Z)
RRR RRR 2 2 2
dx dy dz = 27abc X Y Z dX dY dZ
Now use the transformation X = rsin θcos φ, Y = rsin θsin φ, Z = rcos θ.

0 ∂(X, Y, Z)
Then Jacobian of transformation J = = r2 sin θ drdθdφ . Thus
∂(r, θ, φ)
dXdY dZ = r2 sin θdrdθdφ and dxdydz = 27abcX 2 Y 2 Z 2 r2 sin θ drdθ dφ .
65
V = 8× volume in positive octant=

R 1 R π/2 R π/2
8 0 0 0
27abc (rsin θ cos φ)2 (rsin θ sin φ)2 (rcos θ)2 r2 sin θdrdθ dφ.
R1 R π/2 R π/2 4πabc
= 216abc 0 r8 dr 0 sin5 θcos2 θdθ 0 sin2 φ cos2 φ dφ = .
35
Example 4.4.5. Find total mass of the solid bounded by the surfaces x2 + y 2 =
16, z = 2 and z = 4 if its density function is ρ(x, y, z) = x2 + y 2 .

R4 R √16−x2 R z=4
Convert the integral x=−4 y=−√16−x2 z=2 ρ(x, y, z) dx dy dz in cylindrical co-
ordinates x = rcos θ, , y = rsin θ, z = z, then Jacobian J = r and

R 4 R 2π R 4 2
R4 3
R 2π R4 r4 4
r r dr dθ dz = r dr dθ dz = { } ×2π×2 = 256π.
r=0 θ=0 z=2 r=0 θ=0 z=2 4 0
Example 4.4.6. Show that in the first octant, paraboloid z = 36 − 4x2 − 9y 2 has
the volume 27π cubic units.
Solution: Projection of the given paraboloid in the x y plane is the first quadrant
of the ellipse 4x2 + 9y 2 = 36. Then region R is given by 0 ≤ z ≤ 36 − (4x2 + 9y 2 ),

1√
0≤y≤ 36 − 4x2 , 0 ≤ x ≤ 3. Therefore volume
3 √
R 3 R 2 (9−x2 )
V = 0 [ 03 (36 − 4x2 − 9y 2 )dy]dx
√
R3 2
(9−x2 ) 16 R 3
= 0 [4(9 − x2 )y − 3y 3 ]03 dx = (9 − x2 )3/2 dx.
9 0
R π/2 3 1 π
Now put x = 3sin θ. Then V = 144 0 cos4 θdθ = 144( . . ) = 27π cubic
4 2 2
unit.
Example 4.4.7. Find the volume of the solid which is contained in between the
cone z 2 = 2(x2 + y 2 ) and the hyperboloid z 2 = x2 + y 2 + a2 .
Solution: Put x = rcos θ, y = rsin θ. Then dxdy = rdrdθ and intersection of
z 2 = 2(x2 +y 2 ) and z 2 = x2 +y 2 +a2 is 2(x2 +y 2 ) = x2 +y 2 +a2 i.e. x2 +y 2 = a2 .
Therefore
R 2π R a R √x2 +y2 +a2 R 2π R a p p
V = 0 0 √ 2 2 dz dy dx = 0 0 (x2 + y 2 + a2 )− 2(x2 + y 2 ) dy dx =
2(x +y )
√
R 2π R a p √ 4πa3 ( 2 − 1)
( (r 2 + a2 ) − 2r)r dr dθ = .
0 0 3
Example 4.4.8. Find mass of a solid lying between spheres of radius 3 and 4
in the region y ≥ 0, z ≥ 0. Density at any point (x, y, z) is given by ρ(x, y, z) =

p
x2 + y 2 + z 2 .
Solution: Convert the integral into spherical coordinates x = r sin θ cos φ,
66
y = r sin θ sin φ, z = r cos θ, Region occupied by the solid is described by

π
3 ≤ r ≤ 4, 0 ≤ θ ≤ π, 0 ≤ φ ≤ . Also
2
ρ(r, θ, φ) = ρ(r sin θ cos φ, r sin θ sin φ, r cos θ)
p
= (r sin θ cos φ)2 + (r sin θ sin φ)2 + (r cos θ)2 = r.
Jacobian of transformation J = r2 sin φ.

R π R π/2 R 4 2 Rπ R π/2 R4
Hence mass= 0 0 3
r r sin φ dr dφ dθ = 0 dθ 0 sin φ dφ 3 r3 dr =
175π
4
RRR
Exercise 4.4.1. 1. Evaluate sin(x + y + z) dx dy dz over portion cut off
by the plane x + y + z = π.
RR x−y
2. By a suitable change of variables calculate the integral R
logdx dy,
x+y
where R is the triangular region bounded the vertices (1, 0), (4, −3), (4, 1).
1 75
Ans: (49 log 7 − log 5 − 27 log 3 + 6).
4 2
(x + y)2 dx dy, where R is the region bounded by the ellipse

RR
3. Evaluate R
2 2
x y
2
+ 2 = 1, using transformation of variables.
a b
πab 2
Ans: (a + b2 ).
4
x2 y2
4. Show that the area of the surface of paraboloid + = 2z inside the
a b
x2 y2 2
cylinder + = k is π{(1 + k)3/2 − 1}ab.
a2 b2 3
5. Find the area of the part of the cylinder x2 + y 2 = a2 which is cut by the
cylinder x2 + z 2 = a2 .
xy(x2 − y 2 )
6. Let f (x, y) = , (x, y) 6= (0, 0), f (0, 0) = 0. Then show that
x2 + y 2
fxy (0, 0) 6= fyx (0, 0).
67
Shiv Datt Kumar Beta and Gamma Functions
68
Chapter 5
Improper Integrals, Beta
and Gamma Functions
5.1 Improper Integral

Rb
For the existence of Riemann integral (definite integral) a
f (x)dx, we require
that the limit of integration a and b are finite and function f (x) is bounded. In
case
(i) limit of integration a or b or both become infinite (improper integral of first
kind),
(ii) integrand f (x) has singular points (discontinuity) i.e. f (x) becomes infinite
at some points in the interval a ≤ x ≤ b (improper integral of second kind),

Rb
then the integral a f (x)dx is called improper integral. Note that improper
integral are evaluated by limiting process.
R ∞ −1 R∞ 1 R1 dx
Example 5.1.1. −1 x2
dx, −∞ dx, 0 are improper integrals.
1 + x2 x(1 − x)
Definition 5.1.2. If a is the only point of infinite discontinuity of f (x), then
Z b Z b
f (x)dx = lim f (x)dx (if f inite limit exists)
a →0+ a+
69
If b is the only point of infinite discontinuity, then
Z b Z b−
f (x)dx = lim f (x)dx, 0<<b−a
a →0+ a
If end points a and b are the only points of infinite discontinuity,
Z b Z b−µ
f (x)dx = lim f (x)dx,
a →0+ & µ→0+ a−
Improper integral is convergent if limit exists and is finite otherwise it is divergent.
If an interior point c, a < c < b, is the only point of infinite discontinuity,
then we write
Rb Rc Rb
a
f (x)dx = a f (x)dx + c f (x)dx.
Improper integral is convergent if both the limits exist and are finite otherwise
it is divergent.
Rb dx
Example 5.1.3. Examine the convergence of a (x − a)n
Solution: It is a proper integral if n ≤ 0 and improper for other values of n.
For n 6= 1,
Rb dx Rb dx
a (x − a)n
= limp→0+ a+p , 0<p<b−a
(x − a)n

1
, 
 if n < 1
1 1 1 (1 − n)(b − a)n−1

= lim [ − ] =
p→0+ (1 − n) (b − a)n−1 pn−1 
 ∞

if n > 1,
For n = 1
Rb dx Rb dx
a (x − a)n
= limp→0+ a+p
(x − a)
= limp→0+ log(b − a) − log p = ∞
Thus integral converges only if n < 1.
Comparison Test I
70
If f (x) and g(x) are two functions such that f (x) ≤ g(x), for all x ∈ [a, b],
then
Rb Rb
1. a
f (x) dx converges if a
g(x) dx converges.
Rb Rb
2. a
g(x) dx diverges if a
f (x) dx diverges.
Comparison Test II
f (x)
If f (x) and g(x) are two functions such that limx→∞ = l (nonzero & finite),
g(x)
R∞ R∞
then a f (x) dx and a g(x) dx converge or diverge together.
R1 dx
Example 5.1.4. Examine the convergence of (i) 0
p
(1 − x3 )
R π/2 sin x dx R∞ dx
(ii) 0 n
(iii) 1 3 −x
x x (e + 1)
1 1
Solution: (i) Let f (x) = p =p p .
(1 − x3 ) (1 − x) (1 + x + x2 )
1
Note that p is a bounded function and let M be its upper bound.
(1 + x + x2 )
M R1 1
Then f (x) ≤ 1/2
and 0 dx is convergent. Therefore by com-
(1 − x) (1 − x)1/2
R1 dx
parison test 0 p is convergent.
(1 − x3 )
(ii) For n ≤ 1, it is a proper integral. For n > 1, it is an integral and 0 is the point
sin x sin x 1 sin x
of infinite discontinuity. Now n
= n−1
. Function is bounded
x x x x
sin x sin x 1 R π/2 dx
and ≤ 1. Thus ≤ n−1 and 0 converges only if n − 1 < 1
x xn x xn−1
or n < 2 and diverges for n ≥ 2.
1 1
(iii) Let f (x) = 3 −x and g(x) = 3 . Also
x (e + 1) x
f (x) 1 x3 1
lim = lim 3 −x = lim −x = 1.
x→∞ g(x) x→∞ x (e + 1) 1 x→∞ e +1
R∞ 1 R∞ dx
Also 1 x3
dx converges. Therefore 1 3 −x
converges.
x (e + 1)
R π/2 R π/2 cosn x
Example 5.1.5. Examine the convergence of (i) −π/2 tan x dx (ii) 0 dx,
xm
if m < 1.
Solution:
Z π/2 Z c Z π/2−η
(i) tan x dx = lim tan x dx + lim tan x dx
−π/2 →0 −π/2+ η→0 c
71
= lim ln[cos (−π/2 + )] − ln[cos c] − lim ln[cos (π/2 − η)] − ln[cos c].
→0 η→0
Limits do not exist. Hence improper integral diverges.

cosn x 1
(ii) Note that < m for 0 < x < π/2. Also x = 0 is the point of infinite
xm x
R π/2 1
discontinuity and 0 dx is convergent if m < 1 by comparison test.
xm
Absolute Convergence of Improper Integrals
If the function f (x) changes sign within the interval of integration, we consider
Rb
absolute convergence. The improper integral a f (x) dx is called absolutely con-
Rb
vergent if a |f (x)| dx converges. Since f (x) ≤ |f (x)|, ∀ x, absolutely convergent
improper integral is convergent.

R ∞ sin x
Example 5.1.6. Examine the convergence of improper integral −∞ dx.
1 + x2
R ∞ sin x R ∞ sin x
Solution: Note that |I| = | −∞ | dx ≤ −∞ | | dx
1 + x2 1 + x2
R c sin x R b sin x
= lima→−∞ a | | dx + limb→∞ c | | dx = I1 + I2 .
1 + x2 1 + x2
R c sin x Rc 1 π
I1 = lima→−∞ a | 2
| dx ≤ lima→−∞ a | 2
| dx = tan−1 c + .
1+x 1+x 2
R b sin x Rb 1 π −1
I2 = limb→∞ c | | dx ≤ limb→∞ c | | dx = − tan c.
1 + x2 1 + x2 2
Thus |I| ≤ |I1 | + |I2 | ≤ π and hence convergent.
5.2 Beta Function
The improper integral defined by

R1
β(m, n) = 0 xm−1 (1 − x)n−1 dx for m > 0, n > 0 is called as beta function.
Note that
R 1 m−1
0
x (1 − x)n−1 dx converges if m > 0, n > 0.
Properties:
1. β(m, n) = β(n, m)
Put x = 1 − y. Then
R0 R1
β(m, n) = − 1
(1 − y)m−1 y n−1 dy = 0
y n−1 (1 − y)m−1 dy = β(n, m).
R π/2
2. β(m, n) = 0
sin2m−1 θcos2n−1 θ dθ, n > 0.
R1
Put x = sin2 θ, dx = 2sin θ cos θ dθ in β(m, n) = 0
xm−1 (1 − x)n−1 dx.
72
3. β(m, n) = β(m + 1, n) + β(m, n + 1)
5.2.1 Gamma Functions

R∞
The improper integral of the form Γ(n) = 0
e−x xn−1 dx, n > 0 is called gamma
function.
Properties:
R∞
1. Γ(1) = 0
e−x dx = 1.
2. Reduction formula Γ(n + 1) = nΓ(n)

R∞ R∞
Proof: Γ(n + 1) = 0
e−x xn dx = [−xn e−x ]∞
0 +n 0
e−x xn−1 dx
= nΓ(n) = n!.
√
3. Γ(1/2) = π.
R∞ R∞ 2
Proof: Γ(1/2) = 0
e−x x1/2 dx = 2 0
e−y dy (by putting x = y 2 ).
2 R∞R∞ 2
+y 2 )
(Γ(1/2)) = 4 0 0
e−(x dxdy
R π/2 R ∞ 2 4π R ∞ −r2
=4 0 0
e−r rdrdθ = e rdr = π
2 0
4. Relation between β and Γ functions

Γ(m)Γ(n)
β(m, n) =
Γ(m + n)
R∞ R∞ 2
Proof: Γ(m) = 0 e−t tm−1 dt = 2 0 e−x x2m−1 dx
R∞ 2
Γ(n) = 2 0
e−y y 2n−1 dy
R∞ 2 R∞ 2
Γ(m)Γ(n) = 4 0
e−x x2m−1 dx 0
e−y y 2n−1 dy
R∞R∞ 2
+y 2 ) 2m−1 2n−1
=4 0 0
e−(x x y dxdy
R π/2 R ∞ 2
=4 0 0
e−r r2(m+n)−1 cos2m−1 θ sin2n−1 θ drdθ
R∞ 2 R π/2
=2 0
e−r r2(m+n)−1 dr × 2 0
cos2m−1 θ sin2n−1 θdθ
= Γ(m + n)β(m, n).

R π/2
5. 0
cosm θ sinn θdθ
m+1 n+1
1 m+1 n+1 Γ( )Γ( )
= β( , )= 2 2
2 2 2 m+n+2
2Γ( )
2
73
R ∞ xm−1 π
Example 5.2.1. If 0 dx = , 0 < m < 1, then Γ(m)Γ(1 − m) =
1−x sin mπ
π
.
sin mπ
x y 1
Put = y. Then x = and dx = dy. Thus
1+x 1−y (1 − y)2
R∞ x m−1 R1
0 1−x
dx = 0 y m−1 (1 − y)m−1 dy = β(m, 1 − m)
Γ(m)Γ(1 − m) R ∞ xm−1 π
= = Γ(m)Γ(1 − m). Hence 0 dx = .
Γ(m + 1 − m) 1−x sin mπ
Example 5.2.2. (Legendre Duplication formula )

√ 1
π Γ(2m) = 22m−1 Γ(m)Γ(m + ).
2
Γ(m)Γ(n) R π/2
Since = β(m, n) = 2 0 sin2m−1 θ cos2n−1 θ dθ...............(1)
Γ(m + n)
Putting n = m, we have
2
Γ(m) R π/2
= β(m, m) = 2 0 sin2m−1 θ cos2m−1 θ dθ.
Γ(2m)
1 R π/2
= 2m−2 0 sin2m−1 2θ dθ. Put 2θ = φ. Then
2
1 R π/2
= 2m−1 0 sin2m−1 φ dφ........................(2).
2
In (1) take n = 1/2, we get
Γ(m)Γ(1/2) R π/2
= 2 0 sin2m−1 θdθ...............(3).
Γ(m + 1/2)
From (2) and (3), we get,
2
Γ(m) 1 Γ(m)Γ(1/2) √
= 2m−1 . Since Γ(1/2) = π, we have
Γ(2m) 2 Γ(m + 1/2)
√ 2m−1 1
π Γ(2m) = 2 Γ(m)Γ(m + ).
2
1 1 π
Example 5.2.3. β(m + , m + ) = .
2 2 m24m−1 β(m, m)
R 1 m−1
Solution: By definition β(m, n) = 0 x (1 − x)n−1 dx, m > 0, n > 0. By
R π/2
substituting x = sin2 θ, we have β(m, n) = 2 0 sin2m−1 θ cos2n−1 θ dθ.
1
First show that β(m, m) = 2m−1 β(m, 1/2) ......................(1)
2
√
π
Then Γ(m + 1/2)Γ(m) = 2m−1 Γ(2m) ...............(2)
2
Γ(m)Γ(n) π/2
= β(m, n) = 2 0 sin2m−1 θ cos2n−1 θ dθ, we have
R
Since
Γ(m + n)
Γ(m + 1/2)Γ(m + 1/2)
β(m + 1/2, m + 1/2) = . Using (2) we have
Γ(2m + 1)
1 1 π
β(m + , m + ) = .
2 2 m24m−1 β(m, m)
R b(α)
Example 5.2.4. (i) Let φ(α) = a(α) f (x, α)dx. Then by Leibniz formula
dφ R b(α) ∂f (x, α) db da dφ π
= a(α) dx + f (b, α) − f (a, α) show that = .
dα ∂α ∂α ∂α da 2(a + 1)
74
R ∞ tan−1 (ax)
(ii) φ(a) = 0
dx.
x(1 + x2 )
R ∞ tan−1 (ax)
Solution: Let φ(a) = 0 dx. Then by Leibniz formula
x(1 + x2 )
−1
dφ R ∞ ∂ tan (ax) R∞ dx
= 0 [ 2
]dx = 0
da ∂ a x(1 + x ) (1 + x )(1 + a2 x2 )
2
2
1 ∞ a 1 1
[{a tan−1 (ax)}∞ −1
x}∞
R
= 2 [ − ]dx = 2 0 − {tan 0 ]
a − 1 0 a2 x2 + 1 1 + x2 a −1
π a−1
= [ 2 ], a > 0, a 6= 1
2 a −1
π
= . Integrating with respect to a, we have
2(a + 1)
π
φ(a) = ln(a + 1) + c. Since φ(0) = 0, c = 0.
2
R ∞ tan−1 (ax) π
Therefore φ(a) = 0 dx = ln(a + 1).
x(1 + x2 ) 2
5.3 Dirichlet Integral

Γ(l)Γ(m) l+m
xl−1 y m−1 dxdy =
RR
Theorem 5.3.1. D
h , where D is domain
Γ(l + m + 1)
x ≥ 0, y ≥ 0, x + y ≤ h.
Proof. Put x = Xh, y = Y h, dxdy = h2 dXdY . Then

R R l−1 m−1
(Xh)l−1 (Y h)m−1 dXdY
RR
D
x y dxdy = D
R 1 R 1−X l−1 m−1
= hl+m 0 0 X Y dXdY
1 1−X
= hl+m 0 X l−1 dX 0 Y m−1 dY
R R
m
R1 Y 1−X
= hl+m 0 X l−1 dX[ ]
m 0
l+m R
h 1
= X l−1 (1 − X)m dX
m 0
hl+m
= β(l, m + 1)
m
l+m
h Γ(l)Γ(m + 1)
=
m Γ(l + m + 1)
l+m Γ(l)Γ(m)
=h
Γ(l + m + 1)
Γ(l)Γ(m)Γ(n)
xl−1 y m−1 z n−1 dxdydz =
RRR
Theorem 5.3.2. V
, where V is
Γ(l + m + n + 1)
region x ≥ 0, y ≥ 0, z ≥ 0, x + y + z ≤ 1.
Proof. Put x + z ≤ 1 − x = h. then z ≤ h − y.

R R R l−1 m−1 n−1 R1 R 1−x R 1−x−y n−1
V
x y z dxdydz = 0 xl−1 dx 0 y m−1 dy 0 z dz
R 1 l−1 R h R h−y m−1
= 0 x dx[ 0 0 y dyz n−1 dz]
75
R1 Γ(m)Γ(n)
= 0
xl−1 dx[hm+n ]
Γ(m + n + 1)
Γ(m)Γ(n) R 1 l−1
= x (1 − x)m+n dx
Γ(m + n + 1) 0
Γ(m)Γ(n)
= β(l, m + n + 1)
Γ(m + n + 1)
Γ(m)Γ(n) Γ(l)Γ(m + n + 1)
=
Γ(m + n + 1) Γ(l + m + n + 1)
Γ(l)Γ(m)Γ(n)
=
Γ(l + m + n + 1)
Γ(l)Γ(m)Γ(n) l+m+n
xl−1 y m−1 z n−1 dxdydz =
RRR
Corollary 5.3.3. V
h , where
Γ(l + m + n + 1)
V is region x ≥ 0, y ≥ 0, z ≥ 0 x + y + z ≤ h.
√
R2 x R π/2 sin x
Exercise 5.3.4. 1. Discuss the convergence of (i) 1
dx (ii) 0 √ dx.
ln x x x
R ∞ dx
2. Examine the convergence of improper integrals (i) 2 ln x
R∞ 2 R∞ dx R ∞ dx
(ii) 1 e−x dx (iii) 1 2 −x
(iv) 1 .
x (e + 1) xp
3. Show that for m, n > 0,

R∞ xm−1 t
β(m, n) = 0 dx. Hint: Put x =
(1 + x)m+n 1−t
R ∞ xc Γ(c + 1)
4. Show that 0 cx
dx = .
(log c)c+1
22n−1 √
5. Show that Γ(2n) = √ Γ(n + 12 )Γ(n) and hence Γ(1/4)Γ(3/4) = π 2.
π
R π/2 √ 1 1 3 √ R π/2 √
6. Show that 0
tan θ dθ =
Γ( )Γ( ) = π 2. (Hint: 0 tan θ dx =
2 4 4 √
R π/2 1 Γ(1/4)Γ(3/4) π 2 π
0
sin1/2 θ cos−1/2 θ dθ = = =√ .
2 Γ(1) 2 2
R ∞ √ −x2
7. Evaluate the improper integral 0 xe dx.
76
Bibliography
[1] R K Jain and S R K Iyengar, Advance Engineering Mathematics, Narosa
Publishing Corporation.
[2] Ervin Kreszig, Advance Engineering Mathematics.
[3] S C Malik, Savita Arora, Mathematical Analysis, New Age International
Publishers, Fifth edition, 2017.
77
Index
Alternating Series, 16 Functions of several variable, 27
Beta function, 72 Gamma function, 73

Bound on error estimate, 44 Greatest lower bound(glb), 2
Boundary point:, 29
Hessian Matrix, 50
Bounded function:, 29
Homogeneous function, 45
bounded sequence, 1
Bounded set:, 29
Implicit Differential, 41
Cauchy Root Test, 12 Infinite series, 9
Cauchy sequence, 5 Inner Product, 28
Cauchy’s Mean Value Theorem, 24 Integral Test, 12
Chain rule, 44 Interior point:, 29
Change of variables, 58, 63

Jacobian, 57, 58
Closed set, 29
Comparison Test, 9 Lagrange Mean Value Theorem, 23
Continuity of a function, 33 Lagrange multiplier method, 49
Convergence of Series, 9 Least upper bound(lub), 2
convergent, 3 Legendre Duplication formula, 74
Critical point, 48 Leibniz Test, 16
Limit of a function, 30
De-Morgan Bertrand Test, 11
Limit of Sequence, 2
Differentiability, 38
Limit Point of Sequence, 2
Directional derivative, 36
limit point of the set, 3
Dirichlet Integral, 75
Limit point:, 29
Euler’s theorem, 45 local maxima, 48
78
Bibliography
local minima, 48
Logarithmic Test, 12
Maxima and minima, 48
Mean Value Theorem, 21
Monotonic sequence, 4
Neighborhood, 29
Norm, 28
Partial derivatives, 34
Ratio Test, 10
Rolle’s Theorem, 22
Sequence, 1
Taylor’s theorem, 24
Taylor’s theorem for two variables, 42
Volume of solid of revolution, 60
79

Sequence and Series NIT Allahabad

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Sequence and Series NIT Allahabad

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Lecture Notes of Mathematics-I

Prof Shiv Datt Kumar

Motilal Nehru National Institute of Technology

Allahabad (UP), India

1 Sequence and Infinite Series 1

1.1.1 Bounded Sequence . . . . . . . . . . . . . . . . . . . . . . . 1

1.1.2 Limit Point of Sequence . . . . . . . . . . . . . . . . . . . . 2

1.1.3 Limit of a Sequence . . . . . . . . . . . . . . . . . . . . . . 2

1.1.4 Limit Point of Set . . . . . . . . . . . . . . . . . . . . . . . 3

1.1.5 Convergence of a Sequence . . . . . . . . . . . . . . . . . . 3

1.1.6 Monotonic Sequence . . . . . . . . . . . . . . . . . . . . . . 4

1.1.7 Cauchy Sequence . . . . . . . . . . . . . . . . . . . . . . . . 5

1.3 Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.3.1 Convergence of Series . . . . . . . . . . . . . . . . . . . . . 9

1.3.2 Tests for Convergence of Series . . . . . . . . . . . . . . . . 9

1.4 Alternating Series . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2 Rolle’s Theorem and Mean Value theorems 21

2.1 Rolle’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22

2.2 Lagrange Mean Value Theorem . . . . . . . . . . . . . . . . . . . . 23

2.3 Cauchy Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . 24

3 Functions of Several Variables 27

3.0.2 Continuity of a function . . . . . . . . . . . . . . . . . . . . 33

3.0.3 Partial derivatives . . . . . . . . . . . . . . . . . . . . . . . 34

3.0.4 Directional derivative . . . . . . . . . . . . . . . . . . . . . 36

3.0.5 Differentiability in several variables . . . . . . . . . . . . . . 38

3.0.6 Taylor’s theorem for two variables . . . . . . . . . . . . . . 42

3.0.7 Maxima and Minima . . . . . . . . . . . . . . . . . . . . . . 48

4.1 Jacobian Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

4.1.1 Change of variables . . . . . . . . . . . . . . . . . . . . . . 58

4.2 Volume of solid of revolution . . . . . . . . . . . . . . . . . . . . . 60

4.3 Double Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

4.3.1 Change of variables in double and triple integral . . . . . . 63

4.4 Triple Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64

5 Improper Integrals, Beta and Gamma Functions 69

5.1 Improper Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

5.2 Beta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72

5.2.1 Gamma Functions . . . . . . . . . . . . . . . . . . . . . . . 73

5.3 Dirichlet Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75

for B. Tech. first year students.

Chapter 1 This chapter describes important notions of Sequence and Infinite

Chapter 3: This chapter describes functions of several variable.

Chapter 4: This chapter describes various applications of integrations.

Chapter 5: This chapter describes properties of Beta and Gamma functions.

Sequence and Infinite Series

is a function s : N −→ X defined by s(n) = an , for ∀ n ∈ N.

Sequence is written as {an } or {a1 , a2 , a3 , . . . , }.

If a sequence has infinite number of terms, it is called an infinite sequence.

If X = R, then {an } is called real sequence. If X = C, then {an } is called a

1.1.1 Bounded Sequence

that an ≤ M , ∀ n ∈ N. A sequence {an } is called bounded below if there exists

a real number m such that m ≤ an , ∀ n ∈ N.

A sequence {an } is called bounded if there exist real numbers m, M such

that m ≤ an ≤ M , ∀ n ∈ N. In other words, a sequence {an } is called bounded

if there exists a real number M such that |an | ≤ M , ∀ n ∈ N.

Least upper bound(lub) of a sequence

A real number U is called the least upper bound of a sequence {an } if

2. ∀ > 0, ∃ N ∈ N such that U −  < aN i.e. U − aN < , for some N .

Greatest lower bound(glb) of a sequence

A real number l is called the greatest lower bound of a sequence {an } if

2. ∀ > 0, ∃ N ∈ N such that l +  > aN i.e. aN − l < , for some N .

1.1.2 Limit Point of Sequence

A point l (number) is called a limit point of the sequence {an } if ∀  (real

|an − l| < , for infinitely many n ∈ N.

2. {in } = {i, −1, −i, 1, i, . . .} has limit points ±1, ±i.

2. ∀ > 0, ∃ N ∈ N such that U − < aN i.e. U − aN < , for some N .

2. ∀ > 0, ∃ N ∈ N such that l + > aN i.e. aN − l < , for some N .

A point l (number) is called a limit point of the sequence {an } if ∀ (real

|an − l| < , for infinitely many n ∈ N.

|an − l| < , for all n > N .

∀ > 0, there exists a natural number N such that

|an − l| < , for all n > N .

|an − l| < 2 , for all n > N1

|an − l0 | < 2 , for all n > N2 .

Then ∀ > 0, there exists a natural number N such that

|an − l| < , for all n > N .

In other words, l − < an < l + for all n > N .

Take m = Min {|l| − , |a1 |, |a2 |, . . . , |aN |}, and

M = Max {|l| + , |a1 |, |a2 |, . . . , |aN |}. Then m ≤ an ≤ M , for all n ∈ N.

contains infinite number of elements of S. i.e. an ∈ (α − , α + ) for infinite

1. For > 0, ∃ a positive integer N such that U − < aN .

A sequence {an } is a Cauchy sequence if ∀ > 0, there exists a natural number

|an − am | < , for all n, m > N .

any two terms of the sequence is less than .

|an+1 − an | = 3. So if < 2, then |an − am | > , for some m, n ∈ N.

|an − am | < , for all n, m ≥ N . In particular

i.e. aN − < an < aN + , for all n > N .

Take m = Min {|aN | − , |a1 |, |a2 |, . . . , |aN −1 |}, and

M = Max {|aN | + , |a1 |, |a2 |, . . . , |aN −1 |}. Then m ≤ an ≤ M , for all n ∈ N.

Proof. Suppose sequence {an } converges to l i.e. limn→∞ an = l. Then ∀ > 0,

Proof. Suppose sequence {an } converges to l i.e. limn→∞ an = l. Then ∀ > 0,

Conversely, suppose {an } is a Cauchy sequence. Then ∀ > 0, there exists a

|an − am | < , for all n, m > N . In particular

|an − aN | < (1.1)

i.e. aN − < an < aN + , for all n > N .

Take m = Min {|aN | − , |a1 |, |a2 |, . . . , |aN −1 |}, and

M = Max {|aN | + , |a1 |, |a2 |, . . . , |aN −1 |}. Then m ≤ an ≤ M , for all n ∈