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Undergraduate study in
Economics, Management,
Finance and the Social Sciences
This is an extract from a subject guide for an undergraduate course offered as part of the
University of London International Programmes in Economics, Management, Finance and
the Social Sciences. Materials for these programmes are developed by academics at the
London School of Economics and Political Science (LSE).
For more information, see: www.londoninternational.ac.uk
This guide was prepared for the University of London International Programmes by:
A. Ostaszewski, Department of Mathematics, The London School of Economics and
Political Science.
J.M. Ward, Department of Mathematics, The London School of Economics and Political
Science.
This is one of a series of subject guides published by the University. We regret that due to
pressure of work the authors are unable to enter into any correspondence relating to, or aris-
ing from, the guide. If you have any comments on this subject guide, favourable or unfavour-
able, please use the form at the back of this guide.
Contents
1 Introduction 1
1.1 This subject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Online study resources . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3.1 The VLE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3.2 Making use of the Online Library . . . . . . . . . . . . . . . . . . 5
1.4 Using this subject guide . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.5 Examination advice . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.6 The use of calculators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2 Limits 7
2.1 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.1.1 Limits at infinity . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.1.2 Limits at a point . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.2 Some useful results that involve limits . . . . . . . . . . . . . . . . . . . . 28
2.2.1 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.2.2 Differentiability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.2.3 Taylor series and Taylor’s theorem . . . . . . . . . . . . . . . . . 31
2.2.4 L’Hôpital’s rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
Learning outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
Solutions to activities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
Solutions to exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
i
Contents
4 Improper integrals 99
4.1 Improper integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
4.1.1 Improper integrals of two kinds, and a third kind . . . . . . . . . 100
4.1.2 Some further thoughts on improper integrals . . . . . . . . . . . . 102
4.2 Tests for convergence and divergence . . . . . . . . . . . . . . . . . . . . 106
4.2.1 The Direct Comparison Test . . . . . . . . . . . . . . . . . . . . . 107
4.2.2 The Limit Comparison Test . . . . . . . . . . . . . . . . . . . . . 111
4.2.3 Variable sign integrands . . . . . . . . . . . . . . . . . . . . . . . 121
Learning outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
Solutions to activities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
Solutions to exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
ii
Contents
iii
Contents
iv
1
Chapter 1
Introduction
In this very brief introduction, we aim to give you an idea of the nature of this subject
and to advise you on how best to approach it. We give general information about the
contents and use of this subject guide, and on recommended reading and how to use the
textbooks.
to enable students to acquire skills in the methods of calculus, as required for their
use in further mathematics subjects and economics-based subjects;
Learning outcomes
We now state the broad learning outcomes of this course, as a whole. At the end of this
course and having completed the essential reading and activities, you should be able to:
1
1. Introduction
1
demonstrate knowledge of the subject matter, terminology, techniques and
conventions covered in the subject;
Topics covered
1.2 Reading
There are many books that would be useful for this subject. We recommend two in
particular, and a couple of others for additional, further reading. (You should note,
however, that there are very many books suitable for this course. Indeed, almost any
text on first-year university calculus will cover the majority of the material.)
Textbook reading is essential as textbooks will provide you with more in-depth
explanations than you will find in this subject guide, and they will also provide many
more examples to study and exercises to work through. The books listed are the ones
we have referred to in this subject guide.
2
1.3. Online study resources
1
Essential reading
Detailed reading references in this subject guide refer to the editions of the set
textbooks listed below. New editions of one or more of these textbooks may have been
published by the time you study this course. You can use a more recent edition of any
of the books; use the detailed chapter and section headings and the index to identify
relevant readings. Also check the virtual learning environment (VLE) regularly for
updated guidance on readings.
Both of these texts, when used wisely, will provide you with a large number of examples
for you to study and exercises for you to attempt. It is recommended that you purchase
both of these.
Further reading
Once you have covered the essential reading you are then free to read around the
subject area in any text, paper or online resource. You will need to support your
learning by reading as widely as possible and by thinking about how these principles
apply in the real world. To help you read extensively, you have free access to the VLE
and University of London Online Library (see Section 1.3.2). However, two useful
textbooks that we have referred to in this subject guide are the following.
+ Adams, R.A. and C. Essex Calculus: A complete course. (Toronto: Pearson, 2009)
seventh edition [ISBN 9780321549280].
Adams and Essex (which is merely an example from a large range of very similar
calculus textbooks) is a detailed calculus textbook which contains much material which
is beyond the scope of this course. Wrede and Spiegel contains a brief summary of some
of the course material but is useful as it contains a large number of worked examples
and exercises. Both of these texts are suitable as sources of additional explanation,
examples and exercises, but they are probably not worth purchasing.
3
1. Introduction
1
You can access the VLE, the Online Library and your University of London email
account via the Student Portal at
http://my.londoninternational.ac.uk
You should have received your login details for the Student Portal with your official
offer, which was emailed to the address that you gave on your application form. You
have probably already logged in to the Student Portal in order to register! As soon as
you registered, you will automatically have been granted access to the VLE, Online
Library and your fully functional University of London email account.
If you forget your login details at any point, please email uolia.support@london.ac.uk
quoting your student number.
Self-testing activities: Doing these allows you to test your own understanding of
subject material.
Electronic study materials: The printed materials that you receive from the
University of London are available to download, including updated reading lists
and references.
A student discussion forum: This is an open space for you to discuss interests and
experiences, seek support from your peers, work collaboratively to solve problems
and discuss subject material.
Videos: There are recorded academic introductions to the subject, interviews and
debates and, for some courses, audio-visual tutorials and conclusions.
Recorded lectures: For some courses, where appropriate, the sessions from previous
years’ Study Weekends have been recorded and made available.
Study skills: Expert advice on preparing for examinations and developing your
digital literacy skills.
Feedback forms.
Some of these resources are available for certain courses only, but we are expanding our
provision all the time and you should check the VLE regularly for updates.
4
1.4. Using this subject guide
1
1.3.2 Making use of the Online Library
The Online Library contains a huge array of journal articles and other resources to help
you read widely and extensively.
To access the majority of resources via the Online Library at
http://tinyurl.com/ollathens
you will either need to use your University of London Student Portal login details, or
you will be required to register and use an Athens login.
The easiest way to locate relevant content and journal articles in the Online Library is
to use the Summon search engine.
If you are having trouble finding an article listed in a reading list, try removing any
punctuation from the title, such as single quotation marks, question marks and colons.
For further advice, please see the online help pages at
www.external.shl.lon.ac.uk/summon/about.php
5
1. Introduction
1
Where available, past examination papers and Examiners’ commentaries for the
course which give advice on how each question might best be answered.
This course is assessed by a two hour unseen written examination. There are no
optional topics in this subject: you should study them all and this is reflected in the
structure of the examination paper. There are five questions (each worth 20 marks) and
all questions are compulsory. A sample examination paper may be found in an appendix
to this subject guide.
Please do not think that the questions in your real examination will necessarily be very
similar to the exercises in this subject guide or those in the sample examination paper.
The examination is designed to test you. You will get examination questions unlike the
questions in this subject guide. The whole point of examining is to see whether you can
apply your knowledge in familiar and unfamiliar settings. The Examiners (nice people
though they are) have an obligation to surprise you! For this reason, it is important
that you try as many examples as possible from the subject guide and from the
textbooks. This is not so that you can cover any possible type of question the
Examiners can think of! It is so that you get used to confronting unfamiliar questions,
grappling with them, and finally coming up with the solution.
Do not panic if you cannot completely solve an examination question. There are many
marks to be awarded for using the correct approach or method.
6
Chapter 2 2
Limits
Essential reading
Further reading
+ Adams and Essex (2010) Sections 1.2–1.4, parts of Section 2.2, Sections 4.3 and
4.9–4.10.
to see what a limit is and how they can be found in a variety of different situations;
2.1 Limits
We encountered the general idea behind limits in 174 Calculus and, although we used
the idea there, we never gave a thorough account of what was involved. In this section,
we will make the idea behind a limit more precise, but our account will still be fairly
informal.1 And, once we have done this, we will look at some useful results that involve
limits such as the use of limits to define what it means to say that a function is
continuous or differentiable. We will also see how our understanding of Taylor series can
be extended by using Taylor’s theorem and we will end this chapter by considering
L’Hôpital’s rule which will allow us to calculate some of the ‘trickier’ limits that we will
encounter.
1
That is, we will say enough to make the idea of a limit precise and see how to calculate limits, but
we will not give a rigorous mathematical treatment of limits like the one you will see in 116 Abstract
Mathematics.
7
2. Limits
Finite limits
Suppose that l is a real number and that f (x) is a function, we start by asking what it
means to say that f (x) → l as x → ∞, i.e. what it means to say that
lim f (x) = l.
x→∞
Intuitively, based on what we saw in 174 Calculus, we would want to say that this
means that the curve y = f (x) has a horizontal asymptote given by y = l, i.e. a
horizontal line that the curve gets arbitrarily close to. But, more specifically, we mean
that however close we would like f (x) to be to l, there is some suitably large value of x,
say X, for which f (x) is as close to l as we wanted if x ≥ X.2 For instance, in Figure 2.1
we have the graphs of the two functions where f (x) → l as x → ∞.
y y
y = f (x) y = f (x)
l l
O x O x
(a) (b)
Figure 2.1: Two functions for which f (x) → l as x → ∞ where l > 0 is some real number.
2
Technically, as you will see in 116 Abstract Mathematics, we say that f (x) → l as x → ∞ for some
real number, l, if
for any ε > 0, there is an X such that, for all x ≥ X, |f (x) − l| < ε.
Here, the value of ε > 0 tells us how close we want to be and, if we can show that there is an X such that
|f (x) − l| < ε for all x ≥ X, then we have established that f (x) is as close to l as we wanted for these
values of x. Indeed, if we can do this for any value of ε, we can guarantee that f (x) is getting ‘arbitrarily
close’ to l as x → ∞. However, we will not make use of this formal definition here.
8
2.1. Limits
Notice, however, that we must take some care when we describe the fact that f (x) → l
as x → ∞. In particular, we don’t want to say that f (x) → l as x → ∞ because f (x)
gets ‘closer and closer’ to l when we take larger and larger values of x. This is because,
if we consider the graph in
2
Figure 2.1(a), we see that f (x) also gets ‘closer and closer’ to, say, zero even
though that is clearly not its limit as x → ∞.
Figure 2.1(b), we see that at some points f (x) is ‘heading towards’ l and sometimes
it is ‘heading away’ from l and so f (x) is not always getting ‘closer and closer’ to l
even though l clearly is its limit as x → ∞.
Let’s now consider how we can actually find such limits.
Usually, we can find finite limits by considering some basic functions that have finite
limits and then, by using some appropriate rules about how limits work, we can find the
limits of certain combinations of these basic functions. So, we start by stating some
finite limits that arise from basic functions, i.e.
We will not prove this theorem here even though some of the rules may be fairly
obvious, but it is important that you treat these rules with some care. In particular, as
we require that m 6= 0 in Theorem 2.1(d), this tells us nothing about
f (x)
lim ,
x→∞ g(x)
if g(x) → 0 as x → ∞,3 but we will say more about this later. Also observe that in
Theorem 2.1(e), we require that l > 0 because, if we had b = 1/2 (say), this would make
3
As we should expect since l/m makes no sense if m = 0 because we can never divide by zero!
9
2. Limits
no sense in cases where l < 0 or, indeed, in some cases where l = 0 as we will see in
Activity 2.7. However, we now consider some examples of how we use the results above.
2
1 1
Example 2.1 Find lim 3+ − x .
x→∞ x 2
as the answer.
Note: As this is fairly obvious, once you have understood the results above, you
would normally just write
1 1
lim 3 + − x = 3 + 0 − 0 = 3,
x→∞ x 2
since it is easy to find the limit of each of the three terms and hence the limit of this
combination of them.
p
4 − 1/x
Example 2.2 Find lim .
x→∞ 1 − 4/x3
10
2.1. Limits
and the second of these limits is non-zero and so, using Theorem 2.1(d), we have
p
4 − 1/x 2
lim
x→∞ 1 − 4/x 3
= = 2, 2
1
as the answer.
Note: As this is also fairly obvious, once you have understood the results above, you
would normally just write
p √
4 − 1/x 4−0 2
lim 3
= = = 2,
x→∞ 1 − 4/x 1−0 1
having taken care to observe that we are taking the square root of a positive number
and that we are not dividing by zero.
Of course, given what we have seen in these two examples, it should be obvious that we
could extend Theorem 2.1 by including the two results in the next activity.
Activity 2.1 Use Theorem 2.1 to show that: If f (x) → l and g(x) → m as x → ∞
where l, m ∈ R, then
f (x) − g(x) → l − m as x → ∞,
and
cf (x) + dg(x) → cl + dm as x → ∞,
where c and d are constants.
It is also useful to note that, sometimes, it is necessary to rewrite the function we are
considering before we attempt to find the limit.
x3 − 3x2 + 2
Example 2.3 Find lim .
x→∞ 4x3 + 6x
We start by noting that, in this case, we can not simply work out the limit of this
quotient by considering the limits of the numerator and the denominator as x → ∞
because neither of these have a limit which is a real number.4
In cases such as this, we employ the useful ‘trick’ of dividing the numerator and the
denominator by the highest power of x that occurs in the quotient.5 Indeed, here,
this highest power of x is x3 and so, dividing the numerator and denominator by
this, we get
x3 − 3x2 + 2 1 − (3/x) + (2/x3 )
lim = lim ,
x→∞ 4x3 + 6x x→∞ 4 + (6/x2 )
and, we can deal with this by considering the limits of the numerator and the
denominator as x → ∞ because now, the limit of the numerator is 1 and the limit of
the denominator is 4. As such, we can see that the limit we are asked to find is 1/4.
Note: As this is fairly obvious once you understand that, in such cases, we need to
divide by the highest power of x in the quotient in order to get finite limits in its
11
2. Limits
as it is easy to find the limit once we have rewritten the quotient in this way.
Lastly, it will sometimes be useful to appeal to the so-called ‘Sandwich theorem’ when
we are asked to find the limits of certain functions that can not be usefully analysed
using the methods above.
Theorem 2.2 (The Sandwich theorem) If, for some X ∈ R, the functions f , g and h
are related by the inequality
f (x) ≤ g(x) ≤ h(x),
Of course, we will not prove this here, but we will motivate it by considering an
example where it can be usefully applied.
sin x
Example 2.4 Show that lim = 0.
x→∞ x
as required. Of course, this is obvious if we look at the graph of this function which is
illustrated in Figure 2.2 along with the graphs of the functions ±1/x that bound it.
4
In fact, both the numerator and the denominator of this quotient ‘tend to infinity’ as x → ∞, a
situation we shall consider in more detail in a moment.
5
We could call this highest power of x the ‘dominant term’ as its behaviour will ‘determine’ the
behaviour of the function in the limit.
12
2.1. Limits
Figure 2.2: The dashed curve in the positive quadrant is the graph of the function 1/x
and the dashed curve in the quadrant below this is the graph of the function −1/x. The
function sinx x , whose graph is the solid line, always lies between these two curves for x > 0
and, because of this, we see that it must tend to zero as x → ∞.
x2 + x + 1 (x + sin x − 2)1/2
(a) lim , (b) lim √ .
x→∞ x + x2 + x3 x→∞ x + sin x − 2
Infinite limits
If f (x) is a function, we now want to ask what it means to say that this function tends
to infinity as x → ∞, i.e. what it means to say that f (x) → ∞ as x → ∞ or, slightly
abusing our notation,6 that
lim f (x) = ∞.
x→∞
Intuitively, based on what we saw in 174 Calculus, we want to say that this means that
the function, f (x), can take arbitrarily large values as we let x get larger and larger.
But, more specifically, we mean that however large we want f (x) to be, let’s say we
want it to be larger than some real number, M , we can find a value of x, say X, for
which f (x) is larger than M for all x ≥ X.7
6
This is an abuse of our notation since, technically, what we denote by ‘∞’ is not a real number and
so nothing can be equal to it. However, what we write here will be a very useful ‘notational convenience’.
7
Technically, as you will see in 116 Abstract Mathematics, we say that f (x) → ∞ as x → ∞ if,
13
2. Limits
We also want to consider functions, f (x), which tend to minus infinity as x → ∞, i.e.
where f (x) → −∞ as x → ∞ or, again slightly abusing our notation, where
2 lim f (x) = −∞.
x→∞
Of course, we saw this kind of behaviour in 174 Calculus too and we want to say that
this means that the function, f (x), can take negative values which are arbitrarily large
in magnitude as we let x get larger and larger. But, it is perhaps easier to define this in
terms of what we have just seen, i.e. we say that
lim f (x) = −∞ if lim − f (x) = ∞,
x→∞ x→∞
Again, as we saw above with finite limits, we can find infinite limits by considering some
basic functions that have infinite limits and then, by using some appropriate rules about
how limits work, we can then find the limits of certain combinations of these basic
functions. So, we start by stating some infinite limits that arise from basic functions, i.e.
(c) f (x)g(x) → ∞ as x → ∞.
(e) f (x)g(x) → ∞ as x → ∞.
Here, the value of M > 0 tells us how large we want f (x) to be and, if we can show that there is an
X such that f (x) ≥ M for all x ≥ X, then we have established that f (x) is always larger than M for
these values of x. Indeed, if we can do this for any value of M , we can guarantee that f (x) is getting
‘arbitrarily large’ as x → ∞. However, we will not make use of this formal definition here.
14
2.1. Limits
f (x)
(f) → ∞ as x → ∞.
g(x)
We will not prove this theorem here even though some of the rules may be fairly 2
obvious, but it is important that you treat these rules with some care. In particular,
although you can extend what we have seen in Theorem 2.3 fairly simply by doing
Activity 2.3, there are some things that we won’t be able to do at the moment as you’ll
see in Activity 2.4.
Activity 2.3 What is the analogue of Theorem 2.3(a) when c < 0 and what are the
analogues of Theorem 2.3(d)-(f) when m < 0?
Activity 2.4 What, if anything, can you say about the analogue of
Let’s now see how these results work by considering some examples.
lim (x + 2) = ∞,
x→∞
lim (x3 + x + 2) = ∞,
x→∞
as the answer.
x3 + 2x + 2
Example 2.6 Find lim .
x→∞ x2 + 1
We saw in Example 2.5 that the numerator of the function
x3 + 2x + 2
,
x2 + 1
tends to infinity as x → ∞ and, using similar reasoning, the denominator tends to
infinity as x → ∞ too. In particular, this means that we can’t use any of the results
15
2. Limits
is the answer.
x+1
Example 2.7 Find lim √ .
x→∞ 4x − 1
It should be clear that the numerator and the denominator of the function
x+1
√ ,
4x − 1
both tend to infinity as x → ∞ and so we are in a similar situation to the one in
Example 2.6. So, as we did in that example, we divide the numerator and the √
denominator of this function by the highest power of x in the denominator, i.e. x,
to get √ √
x+1 x + (1/ x)
√ = p ,
4x − 1 4 − (1/x)
and in this form the numerator still tends to infinity as x → ∞, but the denominator
now tends to two — as we saw in Example 2.2 — which is a positive real number.
Consequently, we can use Theorem 2.3(f) to see that
√ √
√ √
x+1 x + (1/ x) lim x + (1/ x)
lim √ = lim p = x→∞ = ∞,
x→∞ 4x − 1 x→∞ 4 − (1/x) 2
is the answer.
x2 − sin x
Activity 2.5 Find the limits (a) lim (x2 − x3 ) and (b) lim .
x→∞ x→∞ x + sin x
8
Of course, the highest power of x in the quotient is x3 (i.e. this is the ‘dominant term’), but if we
divide the numerator and denominator by this, we get
x3 + 2x + 2 1 + (2/x2 ) + (2/x)
2
= .
x +1 (1/x) + (1/x3 )
And, this means that, as x → ∞, the numerator tends to one and the denominator tends to zero, a case
that we can not deal with using Theorem 2.1(d). However, we will see in Example 2.8 that we can make
sense of this once we have Theorem 2.4.
16
2.1. Limits
We have seen that, as x → ∞, some functions have finite limits and others have infinite 2
limits but now we want to briefly discuss how these two types of limit are related. The
key result here is the following theorem.
Theorem 2.4 (a) If f (x) → ∞ as x → ∞, then
1
lim = 0.
x→∞ f (x)
1
f (x) > 0 for all x > M , then lim = ∞.
x→∞ f (x)
1
f (x) < 0 for all x > M , then lim = −∞.
x→∞ f (x)
Of course, the results in this theorem should be fairly obvious and we can see why if we
consider an example.
Example 2.8 Following on from Example 2.6, use Theorem 2.4 to verify that
x3 + 2x + 2
lim = ∞,
x→∞ x2 + 1
as we found there.9
The highest power of x in the quotient is x3 ,10 and if we divide the numerator and
denominator by this, we get
x3 + 2x + 2 1 + (2/x2 ) + (2/x3 )
2 2 1
2
= 3
= 1+ 2 + 3 .
x +1 (1/x) + (1/x ) x x (1/x) + (1/x3 )
x3 + 2x + 2
lim = ∞,
x→∞ x2 + 1
as expected.
9
This example follows on from the discussion in footnote 8.
10
That is, x3 is the ‘dominant term’ here.
17
2. Limits
lim f (x) = c,
x→∞
where c is a real number or we find that f (x) → ∞ (or −∞) as x → ∞, we say that the
limit of f (x) as x → ∞ exists. However, not every function has a limit as x → ∞ and,
in such cases, we say that this limit does not exist.
As we know from 174 Calculus, the function sin x, which is illustrated in Figure 2.3,
oscillates between the values of 1 and −1 with a period of 2π. As such, this function
has no limit as x → ∞ since it never stays arbitrarily close to any value.
However, although in this case the oscillations mean that a limit doesn’t exist, we saw
in Example 2.4 that the function
sin x
,
x
tends to zero as x → ∞ even though it is oscillating.11 But, generally, some care must
be taken when deciding whether an oscillating function has a limit as the next two
activities illustrate.
11
Of course, in this case it is the fact that the ‘amplitude’ of the oscillations decreases to zero as x → ∞
that guarantees that this limit is zero!
18
2.1. Limits
Do either of these limits exist? If the limit exists, what is it? (Hint: A sketch may
help!)
Finite limits
Suppose that l is a real number and that f (x) is a function that is defined for all values
of x < a.12 We start by asking what it means to say that f (x) → l as x → a− , or ‘as x
tends to a from below’, i.e. what it means to say that
lim f (x) = l.
x→a−
Intuitively, we would want to say that this means that we can ensure that f (x) is as
close to l as we want by taking values of x that are less than a but close enough to a.
But, more specifically, we mean that however close we would like f (x) to be to l, there
is some value of x, say X, for which f (x) is as close to l as we wanted if X < x < a.13
12
That is the function needs to be defined for all values of x less than a, but it need not be defined at
x = a.
13
Technically, as you will see in 116 Abstract Mathematics, we say that f (x) → l as x → a− for some
real number, l, if
for any ε > 0, there is a δ > 0 such that, for all x ∈ (a − δ, a), |f (x) − l| < ε.
Here, the value of ε > 0 tells us how close we want to be and, if we can show that there is a δ > 0 such
that |f (x) − l| < ε for all x in the interval (a − δ, a), then we have established that f (x) is as close to
l as we wanted for these values of x below x = a. Indeed, if we can do this for any value of ε, we can
19
2. Limits
Of course, we can also ask what it means to say that f (x) → l as x → a+ , or ‘as x tends
to a from above’, i.e. what it means to say that
2 lim f (x) = l,
x→a+
and, intuitively, we would want to say that this means that we can ensure that f (x) is as
close to l as we want by taking values of x that are greater than a but close enough to a.
But, more specifically, we mean that however close we would like f (x) to be to l, there
is some value of x, say X, for which f (x) is as close to l as we wanted if a < x < X.14
Indeed, if both of the limits
exist and, furthermore, they are the same, then we say that the limit
lim f (x),
x→a
exists and is equal to this common value. However, having said that, unless we need to
worry about the limits of f (x) as x → a− and as x → a+ individually,15 we will often be
able to find the limit of f (x) as x → a straightaway. Let’s now consider how we can
actually do this.
Again, as we saw with limits at infinity in Section 2.1.1, we can find finite limits by
considering some basic functions that have finite limits and then, by using some
appropriate rules about how limits work, we can then find the limits of certain
combinations of these basic functions. So, we start by stating some finite limits that
arise from basic functions, i.e.
guarantee that f (x) is getting ‘arbitrarily close’ to l as x → a− . However, we will not make use of this
formal definition here.
14
Technically, as you will see in 116 Abstract Mathematics, we say that f (x) → l as x → a+ for some
real number, l, if
for any ε > 0, there is a δ > 0 such that, for all x ∈ (a, a − δ), |f (x) − l| < ε.
Here, the value of ε > 0 tells us how close we want to be and, if we can show that there is a δ > 0 such
that |f (x) − l| < ε for all x in the interval (a, a − δ), then we have established that f (x) is as close to
l as we wanted for these values of x above x = a. Indeed, if we can do this for any value of ε, we can
guarantee that f (x) is getting ‘arbitrarily close’ to l as x → a+ . However, we will not make use of this
formal definition here.
15
For instance, if it is possible that one of them doesn’t exist or, if both of them exist, it is possible
that they aren’t equal.
20
2.1. Limits
Of course, the same caveats apply as the ones we saw after the statement of 2
Theorem 2.1.
x2 − 9
Example 2.10 Find lim (x + 3) and lim .
x→3 x→3 x − 3
lim (x + 3) = 3 + 3 = 6,
x→3
as illustrated in Figure 2.4(a) whereas for the second limit we note that, as long as
x 6= 3, we have
x2 − 9 (x − 3)(x + 3)
= = x + 3,
x−3 x−3
even though this function is not actually defined at x = 3. So, as the limit as x → 3
only considers what the function is doing around x = 3,16 we see that
x2 − 9
lim = lim (x + 3) = 3 + 3 = 6,
x→3 x − 3 x→3
y y
x2 −9
6 y =x+3 6 y= x+3
3 3
O x O x
−3 3 −3 3
(a) (b)
Figure 2.4: Graphs of the two functions from Example 2.10. (Note that a ‘•’ means that
this point is actually part of the graph of the function whereas a ‘◦’ means that this point
is not actually part of the graph of the function.)
16
That is, whether it is actually defined at x = 3 is irrelevant when we consider the limit as x → 3.
21
2. Limits
x2
Example 2.11 Find lim .
x→2 x − 3
2
As we anticipate no problems as x → 2, we use Theorem 2.2 to get
and, as the second of these limits is non-zero, Theorem 2.2(d) then gives us
x2 4
lim = = −4,
x→2 x − 3 −1
as the answer.
Note: As this is fairly obvious, once you have understood the results above, you
would normally just write
x2 22 4
lim = = = −4,
x→2 x − 3 2−3 −1
having taken care to observe that we are not dividing by zero.
√
1+x−1
Example 2.12 Find lim .
x→0 x
We start by noting that, in this case, we can not simply work out the limit of this
quotient by considering the limits of the numerator and the denominator as x → 0
because both of these limits are zero.
Having done this, we now see that the limits of the numerator and the denominator
as x → 0 are both non-zero, and this gives us
√
1+x−1 1 1 1 1
lim = lim √ =√ = = ,
x→0 x x→0 1+x+1 1+0+1 1+1 2
as the answer.
x2 − 3x + 2
Example 2.13 Find lim .
x→1 1 − x2
We start by noting that, in this case, we can not simply work out the limit of this
quotient by considering the limits of the numerator and the denominator as x → 1
because both of these limits are zero.
In cases such as this, where the numerator and the denominator are polynomials, the
22
2.1. Limits
fact that both of them are zero at x = 1 guarantees that they both have x − 1 as a
factor. So, if we employ the useful ‘trick’ of factorising the numerator and
denominator, we see that we have 2
2
x − 3x + 2 (x − 1)(x − 2) x−2
= = − ,
1 − x2 (1 − x)(1 + x) 1+x
as long as x 6= 1.17 So, as the limit x → 1 only considers what the function is doing
around x = 1, we have
x2 − 3x + 2 x−2 1−2 1
lim 2
= − lim =− = ,
x→1 1−x x→1 1 + x 1+1 2
as the answer.
Infinite limits
If f (x) is a function, we now want to ask what it means to say that this function tends
to infinity as x → a− or as x → a+ , i.e. what it means to say that f (x) → ∞ as x → a−
or as x → a+ which, again abusing our notation, we would write as
lim f (x) = ∞ or lim f (x) = ∞.
x→a− x→a+
Of course, intuitively, as we saw in 174 Calculus, we would want to say this means that
the curve y = f (x) has a vertical asymptote given by x = a, i.e. a vertical line that the
curve gets arbitrarily close to. But, more specifically, when we say that
f (x) → ∞ as x → a− we mean that however large we want f (x) to be, let’s say we
want it to be larger than some real number, M , we can find a value of x, say X, for
which f (x) is larger than M if X < x < a.18
f (x) → ∞ as x → a+ we mean that however large we want f (x) to be, let’s say we
want it to be larger than some real number, M , we can find a value of x, say X, for
which f (x) is larger than M if a < x < X.19
17
Of course, this function is not actually defined at x = 1.
18
Technically, as you will see in 116 Abstract Mathematics, we say that f (x) → ∞ as x → a− , if
for any M > 0, there is a δ > 0 such that, for all x ∈ (a − δ, a), f (x) > M .
Here, the value of M > 0 tells us how large we want f (x) to be and, if we can show that there is a δ > 0
such that f (x) > M for all x in the interval (a − δ, a), then we have established that f (x) is always larger
than M for these values of x below x = a. Indeed, if we can do this for any value of M , we can guarantee
that f (x) is getting ‘arbitrarily large’ as x → a− . However, we will not make use of this formal definition
here.
19
Technically, as you will see in 116 Abstract Mathematics, we say that f (x) → ∞ as x → a+ , if
for any M > 0, there is a δ > 0 such that, for all x ∈ (a, a + δ), f (x) > M .
Here, the value of M > 0 tells us how large we want f (x) to be and, if we can show that there is a δ > 0
such that f (x) > M for all x in the interval (a, a + δ), then we have established that f (x) is always larger
than M for these values of x above x = a. Indeed, if we can do this for any value of M , we can guarantee
that f (x) is getting ‘arbitrarily large’ as x → a+ . However, we will not make use of this formal definition
here.
23
2. Limits
respectively.
1 1
Example 2.14 Find lim− and lim+ .
x→0 x x→0 x
For the first limit, we see that for values of x < 0, the function 1/x is negative and
so −1/x is positive. Indeed, as these x < 0 get closer to zero, we find that −1/x
tends to infinity, i.e.
1 1
lim− − = ∞ =⇒ lim− = −∞.
x→0 x x→0 x
For the second limit, we see that for values of x > 0, the function 1/x is positive
and, as these x > 0 get closer to zero, we find that 1/x tends to infinity, i.e.
1
lim+ = ∞.
x→0 x
Of course, as these two limits are not the same, this means that the limit
1
lim ,
x→0 x
does not exist and, indeed, we can see that this function has a vertical asymptote at
x = 0.
But, generally, as we saw above with finite limits, we can find infinite limits by
considering some basic functions that have infinite limits and then, by using some
appropriate rules about how limits work, we can find the limits of certain combinations
of these basic functions. So, we start by stating some infinite limits that arise from basic
functions, i.e.
24
2.1. Limits
Activity 2.8 Suppose that f (x) = xb where b < 0 is a constant. What can you say
about the limit of this function as x → 0− when (i) b = −1, (ii) b = −2 and (iii)
b = −1/2? 2
Then, we have the rules which tell us how to find the limits of certain combinations of
these basic functions which are stated in the following theorem.
Theorem 2.6 Theorem 2.3 holds if x → ∞ is replaced by x → a− , x → a+ or x → a.
Of course, the same caveats apply as the ones we saw after the statement of
Theorem 2.3. As an example of why these rules work, we can think of something similar
to Example 2.13, which will no longer give us a finite limit.
x2 − 3x + 3 x2 − 3x + 3
Example 2.15 Find lim− and lim .
x→1 1 − x2 x→1+ 1 − x2
We start by noting that, in this case, we can not simply work out the limit of this
quotient by considering the limits of the numerator and the denominator as x → 1−
or as x → 1+ because, in both cases, the limit of the denominator is zero.
In cases such as this, where the denominator is a polynomial, the fact that it is zero
at x = 1 guarantees that it has x − 1 as a factor. So, if we employ the useful ‘trick’
of factorising the denominator, we see that we have
x2 − 3x + 3 x2 − 3x + 3
= ,
1 − x2 (1 − x)(1 + x)
and, of course, this function is not actually defined at x = 1. So, as the limit x → 1−
only considers what the function is doing below x = 1, we have
x2 − 3x + 3 x2 − 3x + 3
lim− = lim .
x→1 1 − x2 x→1− (1 − x)(1 + x)
Now, we can see that, without the 1 − x term in the denominator, we have
x2 − 3x + 3 12 − 3 + 3 1
lim = = ,
x→1− 1+x 2 2
and this is positive whereas 1 − x itself tends to zero through positive values as
x → 1− since this gives values of x < 1. Consequently, as we are dividing a positive
number, i.e. 1/2, by smaller and smaller positive numbers, we see that
x2 − 3x + 3 x2 − 3x + 3
lim− = lim = ∞.
x→1 1 − x2 x→1− (1 − x)(1 + x)
Then, applying similar reasoning, we see that as the limit x → 1+ only considers
what the function is doing above x = 1, we have
x2 − 3x + 3 x2 − 3x + 3
lim+ = lim .
x→1 1 − x2 x→1+ (1 − x)(1 + x)
25
2. Limits
Of course, as these two limits are not the same, this means that the limit
x2 − 3x + 3
lim ,
x→1 1 − x2
does not exist and, indeed, we can see that this function has a vertical asymptote at
x = 1.
1
f (x) > 0 for all a − δ < x < a, then lim = ∞.
x→∞ f (x)
1
f (x) < 0 for all a − δ < x < a, then lim = −∞.
x→∞ f (x)
Of course, the results in this theorem should be fairly obvious and we have used them
implicitly in Example 2.15.
lim f (x) = c,
x→a−
where c is a real number or we find that f (x) → ∞ (or −∞) as x → a− , we say that the
limit of f (x) as x → a− exists. And, of course, we can say similar things in the limit as
26
2.1. Limits
Here we can see that we may have to worry about what is happening with this
function at x = 3 and so it makes sense to find its limits as x → 3− and as x → 3+ .
In particular, we see that as x → 3− , we are concerned with values of x < 3 that are
getting closer to x = 3 and so we have
whereas as x → 3+ , we are concerned with values of x > 3 that are getting closer to
x = 3 and so we have
So, although both of these limits exist, they are not equal and so the limit of f (x) as
x → 3 does not exist.
Of course, the limits that we have found here are obvious if you look at a sketch of
the graph of this function such as the one in Figure 2.5.
6 y = f (x)
O x
−3 3 4
Figure 2.5: The graph of the function f (x) from Example 2.16. (Note that a ‘•’ means
that this point is actually part of the graph of the function whereas a ‘◦’ means that this
point is not actually part of the graph of the function.)
27
2. Limits
2 2.2.1 Continuity
Intuitively, we say that a function is continuous at a point if it has no ‘breaks’ or
‘jumps’ at that point and we can use limits to make this idea more precise. In
particular, if a function, f (x), is such that both
lim f (x) and f (c),
x→c
Most of the basic functions that we considered in 174 Calculus are continuous, in
particular, it should be clear that the following functions are all continuous over their
domains.
Having seen which of our basic functions are continuous, we can then see how continuity
is preserved when we take combinations of these functions by using the following
theorem.
Theorem 2.8 If the functions f (x) and g(x) are continuous at x = c, then so are the
functions
kf (x) where k ∈ R;
f (x) + g(x);
f (x)g(x);
f (x)
as long as g(c) 6= 0.
g(x)
28
2.2. Some useful results that involve limits
Lastly, suppose that f −1 (x) is the inverse of a function f (x) which is strictly increasing 2
(or decreasing) over some interval (a, b). If f (x) is continuous at x = c for some
c ∈ (a, b), then f −1 (x) is also continuous at x = f (c).
Let’s take a moment to see how this all works by considering an example.
sin x
Example 2.17 Explain why the function is continuous for all x 6= 0.
x
We know from above that the functions sin x and x are continuous for all x ∈ R and
so, by Theorem 2.6, we see that the function
sin x
,
x
is also continuous as long as x 6= 0. Indeed, it should be clear that this function is
not continuous at x = 0 since it is not even defined there.
Notice, however, that we can sometimes ‘repair’ failures in continuity by taking a little
more care with the definition of a function as the next example shows.
2.2.2 Differentiability
We saw in 174 Calculus if f (x) is a function, then its derivative, f 0 (x), is the function
defined by
f (x + h) − f (x)
f 0 (x) = lim ,
h→0 h
and, if f 0 (c) exists, we say that f (x) is differentiable at x = c. Indeed, if the function is
differentiable at every point in the interval (a, b), we say that it is differentiable on that
interval and if the function is differentiable at every point in R, we simply say that it is
20
So that, in particular, d is in the range of f which is, in turn, taken to be in the domain of g.
29
2. Limits
differentiable. Of course, we explored derivatives and what they tell us about functions
in some detail in 174 Calculus and so we will settle for a simple example of how this
works.
2
√
Example 2.19 Find the derivative of the function f (x) = x for x > 0.
so that we have
√ √
x+h− x 1 1 1
=√ √ →√ √ = √ ,
h x+h+ x x+ x 2 x
Activity 2.9 Using only the definition, find the derivative of the function
f (x) = x−1 for x 6= 0.
One useful thing to note is that ‘differentiability implies continuity’ in the following
sense.
Theorem 2.9 If the function, f (x), is differentiable at x = c, then it is continuous at
x = c.
To see why this works, consider that if the function, f (x), is differentiable at x = c,
then we know that f 0 (c) exists and is given by
f (c + h) − f (c)
f 0 (c) = lim ,
h→0 h
which means that if we consider the limit as h → 0 of the function
f (c + h) − f (c),
30
2.2. Some useful results that involve limits
Activity 2.10 Show that the function f (x) = |x| is continuous at x = 0, but that it
is not differentiable at that point.
Notice that, in Taylor’s theorem, the remainder term tells you about the size of the
difference between f (x) and Pn (x), i.e. the size of the difference between what we are
trying to approximate and the approximation that we have found. As such, if we have
reason to believe that the remainder term is small, then we can be assured that Pn (x) is
a good approximation to f (x). Indeed, using Taylor’s theorem, we can actually find
bounds that determine just how accurate our approximation is as the next example
shows.
31
2. Limits
Example 2.20 Find the Taylor series for e−x about x = 0 and use it to find a
third-order approximation to e−1 . Then use Taylor’s theorem to find an upper bound
2 on the difference between the true value of e−1 and this approximation to it.
and, spotting the pattern, we see that f (n) (x) = (−1)n e−x for n ≥ 1. Thus, we have
f (0) = 1 and f (n) (0) = (−1)n for n ≥ 1, which means that
Referring to Taylor’s theorem, we can then see that the remainder term in this case
is given by
(1 − 0)4 −d e−d
e = ,
4! 24
for some d lying between c = 0 and x = 1. That is, using Taylor’s theorem, we have
found that
1 e−d
e−1 = + ,
3 24
for some d ∈ (0, 1). This means that the difference between the true value of e−1 and
our third-order approximation to it is given by
1 e−d 1
e−1 − = < ,
3 24 24
as d > 0 means that e−d < 1. Thus, the difference between the true value of e−1 and
our approximation is at most 1/24 (or 0.0417 to 4dp) and so this is the required
upper bound.
Incidentally, the true value of e−1 is 0.3679 to 4dp and so the difference between the
true value of e−1 and our approximation is
1
e−1 − = 0.3679 − 0.3333 = 0.0346,
3
and, as expected, this difference is less than the upper bound that we found for this
quantity.
32
2.2. Some useful results that involve limits
If we extend this idea, we can see that Taylor’s theorem can also be used to find useful
bounds on functions as the next example illustrates.
2
Example 2.21 Use Taylor’s theorem to show that
x2
1 − x < e−x < 1 − x + ,
2
when x > 0.
As we’ll soon see, it makes sense to use the first-order Taylor series for e−x around
x = 0 and the associated remainder term, i.e. using Taylor’s theorem and what we
saw at the beginning of Example 2.20, we have
x2 −d
e−x = 1 − x + e ,
2
for some d ∈ (0, x) where x > 0. Now, as d > 0, we have e−d < 1 and so we can write
x2 −d x2
e−x = 1 − x + e <1−x+ ,
2 2
but, we also know that e−d > 0 for all d ∈ R, and so we can also write
x2 −d
e−x = 1 − x + e > 1 − x.
2
So, putting these two inequalities together, we get
x2
1 − x < e−x < 1 − x + ,
2
when x > 0, as required.
And, although we won’t dwell too much on it here, we can see that the values of x for
which the Taylor series ‘works’ — an idea we encountered briefly in 174 Calculus — are
those values of x for which the remainder term tends to zero as n → ∞. This is because,
if we have a value of x for which the remainder term tends to zero as n → ∞, then it
should be clear that Pn (x) tends to f (x) as n → ∞. That is, the value of f (x) is the
same as the value of
n
X (x − c)i (i)
lim Pn (x) = lim f (c),
n→∞ n→∞
i=0
i!
which is just what we get when we keep all of the terms in the Taylor series.
One particularly important application of Taylor series in this course is that they allow
us to find certain limits. In particular, if we have the Taylor series of some function,
f (x), about the point x = c, we can often use it to deduce the limit of expressions that
involve f (x) as x → c simply because, as x gets closer to c, we would expect f (x) to
33
2. Limits
take values that get closer to the values that arise from its Taylor series. Let’s consider
an example of how this works.
2
sin x
Example 2.22 Use the Taylor series for sin x about x = 0 to find lim .
x→0 x
x3
sin x = x − + ··· ,
3!
and so, we have
x3
sin x x− + ··· x2
= 3! =1− + ··· .
x x 3!
Now, as x → 0, we see that the x2 term (and all the higher-order terms that we have
omitted) should tend to zero,21 leaving us with
x2
sin x
lim = lim 1 − + · · · = 1,
x→0 x x→0 3!
as the answer.
In particular, we observe that this method is especially useful when we are looking at
limits as x → 0 because we know a lot about the Taylor series of our basic functions
about x = 0 from Section 3.4 of 174 Calculus.
Activity 2.11 Use the appropriate Taylor series to find the following limits.
1 − cos x ln(1 + x)
(a) lim , (b) lim .
x→0 x2 x→0 x
We now consider another important method for working out certain limits and, as we
shall see, this also implicitly relies on the use of Taylor series.
f (x)
lim+ ,
x→a g(x)
in the case where f (x) and g(x) both tend to zero as x → a+ . In such cases, we can’t
use Theorem 2.5 because g(x) → 0 as x → a+ but, as long as the stated conditions hold,
we can use L’Hôpital’s rule which runs as follows.
21
If necessary, we can make this idea precise by using the appropriate remainder term, but we will
generally be content with the more ‘intuitive’ calculation that we have presented here.
34
2.2. Some useful results that involve limits
Theorem 2.11 (L’Hôpital’s rule: first form) Suppose that the functions f and g are
differentiable on the interval (a, b) and that g 0 (x) 6= 0 for x ∈ (a, b). If
f 0 (x)
lim+ = L where L is a real number or ∞ or −∞,22
x→a g 0 (x)
then
f (x)
lim+ = L,
x→a g(x)
too. Indeed, analogues of this rule hold when lim+ is replaced by
x→a
lim or lim,
x→b− x→c
We won’t prove this rule here, but we can see why it works by using Taylor’s theorem.
For instance, looking at f (x) about x = a, Taylor’s theorem dictates that
for some d1 ∈ (a, x) as we are interested in x ∈ (a, b), whereas looking at g(x) about
x = a, Taylor’s theorem dictates that
for some d2 ∈ (a, x) as, again, we are interested in x ∈ (a, b). This means that, looking
at our quotient, we have
f (x) f (a) + (x − a)f 0 (d1 )
= .
g(x) g(a) + (x − a)g 0 (d2 )
But, we are given that
and so we have f (a) = 0 and g(a) = 0,23 which means that our quotient becomes
f (x) (x − a)f 0 (d1 ) f 0 (d1 )
= = ,
g(x) (x − a)g 0 (d2 ) g 0 (d2 )
as we can assume that x 6= a if we are taking the limit as x → a+ . Thus, we have
f (x) f 0 (d1 ) f 0 (x)
lim+ = lim+ 0 = lim+ 0 ,
x→a g(x) x→a g (d2 ) x→a g (x)
provided that, as assumed in Theorem 2.11, this last limit exists.24
22
That is, this limit exists.
23
Observe that, using Theorem 2.9, the fact that f and g are differentiable on (a, b) implies that they
must be continuous on (a, b) as well.
24
Observe that the last equality arises because, if d1 and d2 are in the interval (a, x), we can see that
they must both tend to a from above when x → a+ .
35
2. Limits
Activity 2.12 Given that f (x) and g(x) are differentiable functions which both
tend to zero as x → ∞, use the substitution x = 1/t and Theorem 2.11 to show that
2
f (x) f 0 (x)
lim = lim 0 ,
x→∞ g(x) x→∞ g (x)
Let’s now look at some examples of how L’Hôpital’s rule can be applied.
1 − cos x ln(1 + x)
Example 2.23 Use L’Hôpital’s rule to find lim and lim .
x→0 x x→0 x
For the first limit, we note that the numerator and the denominator both tend to
zero as x → 0 and we also have
f (x) 1 − cos x f 0 (x) sin x
= =⇒ 0
= ,
g(x) x g (x) 1
where, as x → 0, the limit of this second quotient is zero. So, using L’Hôpital’s rule,
we have
1 − cos x sin x
lim = lim = 0,
x→0 x x→0 1
as the answer.
For the second limit, we again note that the numerator and the denominator both
tend to zero as x → 0 and we also have
f (x) ln(1 + x) f 0 (x) 1/(1 + x)
= =⇒ 0
= ,
g(x) x g (x) 1
where, as x → 0, the limit of this second quotient is one. So, using L’Hôpital’s rule,
we have
ln(1 + x) 1/(1 + x)
lim = lim = 1,
x→0 x x→0 1
as the answer in agreement with what we saw in Activity 2.11(b)
Activity 2.13 Following on from Example 2.22, use L’Hôpital’s rule to verify that
sin x
lim = 1.
x→0 x
36
2.2. Some useful results that involve limits
Theorem 2.12 (L’Hôpital’s rule: second form) Suppose that the functions f and g
are differentiable on the interval (a, b) and that g 0 (x) 6= 0 for x ∈ (a, b). If
2
both lim+ f (x) = ∞ and lim+ g(x) = ∞, and
x→a x→a
f 0 (x)
lim+ = L where L is a real number or ∞ or −∞,25
x→a g 0 (x)
then
f (x)
lim+
= L,
x→a g(x)
lim or lim,
x→b− x→c
To get a sense of why this works observe that, if the limits of f (x) and g(x) are both
infinity as x → a+ , we can see that 1/f (x) and 1/g(x) both tend to zero as x → a+ and
so, using Theorem 2.11, we have
2
g 0 (x)/[g(x)]2 g 0 (x)
f (x) 1/g(x) f (x)
lim = lim+ = lim+ 0 = lim+ lim ,
x→a+ g(x) x→a 1/f (x) x→a f (x)/[f (x)]2 x→a g(x) x→a+ f 0 (x)
assuming that these limits exist. Then, if we also have (for the sake of argument) some
L 6= 0 such that
f 0 (x)
lim+ 0 = L,
x→a g (x)
too. Of course, this isn’t a proof of Theorem 2.12, but it does indicate how it is related
to Theorem 2.11 if we aren’t being that careful. Let’s look at an example of how it can
be applied.
ln(1 + x)
Example 2.24 Use L’Hôpital’s rule to find lim .
x→∞ x
We note that the numerator and the denominator both tend to infinity as x → ∞
and we also have
f (x) ln(1 + x) f 0 (x) 1/(1 + x)
= =⇒ 0
= ,
g(x) x g (x) 1
where, as x → ∞, the limit of this second quotient is zero. So, using L’Hôpital’s rule,
we have
ln(1 + x) 1/(1 + x)
lim = lim = 0,
x→∞ x x→∞ 1
as the answer.
25
That is, this limit exists.
37
2. Limits
π
Activity 2.14 Use L’Hôpital’s rule to find lim x − tan−1 x .
x→∞ 2
2
Lastly, as you will see in the next activity, some care must be taken when finding limits
with L’Hôpital’s rule as it is not always applicable.
Learning outcomes
At the end of this chapter and having completed the relevant reading and activities, you
should be able to:
Solutions to activities
Solution to activity 2.1
We are given that f (x) → l and g(x) → m as x → ∞ where l, m ∈ R, and so using
Theorem 2.1(a) with c = −1 and (b), we see that
f (x) − g(x) = f (x) + [−g(x)] → l + [−m] = l − m as x → ∞,
and, for any constants c and d, we also have
cf (x) + dg(x) = [cf (x)] + [dg(x)] → cl + dm as x → ∞,
again using Theorem 2.1(a) and (b).
38
2.2. Solutions to activities
For (b), we note that the highest power of x in the quotient is x1/2 and so, using the
same method as in (a), we get
if, following Example 2.4, we use the Sandwich theorem with the inequality
1 sin x 1
−√ ≤ √ ≤ √ ,
x x x
f (x)
f (x) + g(x) → ∞, f (x)g(x) → −∞ and → −∞,
g(x)
as x → ∞.
We also see that, if 0 < d < 1, we have (say) ln d < 0 and ln x → ∞ as x → ∞ so, using
the ‘change of base formula’ for logarithms, we have
ln x
logd x = → −∞,
ln d
as x → ∞ using our analogue of Theorem 2.3(a) from above.
39
2. Limits
cf (x) = 0 → 0 as x → ∞.
For (ii), we see that if f (x) → ∞ and g(x) → −∞ as x → ∞, then the analogue of
Theorem 2.3(b) tells us nothing since we can make no sense of ‘∞ − ∞’. But, the
analogue of Theorem 2.3(c) is
f (x)g(x) → −∞ as x → ∞,
as the result of the product will be negative and arbitrarily large in magnitude.
For (iii), we see that if f (x) → ∞ and g(x) → 0 as x → ∞, then the analogue of
Theorem 2.3(d) is
f (x) + g(x) → ∞ as x → ∞,
but the analogue of Theorem 2.3(e) tells us nothing since we can make no sense of
‘∞ · 0’. The analogue of Theorem 2.3(f) also tells us nothing in this case as we can make
no sense of ‘∞/0’.26
since, as x → ∞, the first term in the product tends to ∞ whereas the second term
term tends to −1.
For (b), following on from what we saw in Example 2.6, we see that dividing the
numerator and denominator by the highest power of x in the denominator, i.e. x, we get
sin x
lim x −
x2 − sin x x − sinx x x→∞ x
lim = lim = = ∞,
x→∞ x + sin x x→∞ 1 + sin x 1
x
26
However, as we will see in Theorem 2.4, we can make some sense of this if we have some information
about the sign of g(x).
40
2.2. Solutions to activities
and so the graph of the curve y = f (x) is always between the straight lines y = 0 (i.e.
the x-axis) and y = 2x. In particular, given the sin x term in f (x), we would expect this
curve to ‘oscillate’ between these two straight lines. Consequently, we should anticipate
that a rough sketch of this curve would look something like the one in Figure 2.6(a).
Indeed, with this sketch, it should be clear that the limit
does not exist since, as x → ∞, f (x) neither stays arbitrarily close to any finite value
(i.e. there is clearly no finite limit) nor is it always getting arbitrarily large (i.e. it
clearly doesn’t tend to infinity).
and so the graph of the curve y = g(x) is always between the straight lines y = x and
y = 3x. In particular, given the sin x term in g(x), we would expect this curve to
‘oscillate’ between these two straight lines. Consequently, we should anticipate that a
rough sketch of this curve would look something like the one in Figure 2.6(b). Indeed,
with this sketch, it should be clear that we have
41
2. Limits
(a) (b)
Figure 2.6: The sketches for Activity 2.6. (a) The dashed line is y = 2x and the solid
curve that ‘oscillates’ between this line and the x-axis (i.e. the line y = 0) is y = f (x).
(b) The dotted line is y = x, the dashed line is y = 3x and the solid curve that ‘oscillates’
between these two lines is y = g(x).
is well-defined for all x > 0 and so, unlike with (i), we can begin to make sense of the
limit of f (x) as x → ∞. Indeed, since 0 ≤ | sin x| ≤ 1 for all x > 0, we can see that
1
0 ≤ f (x) ≤ √ ,
x
√
and so, as 1/ x → 0 as x → ∞, we can conclude
s
sin x
lim = 0,
x→∞ x
27
Notice, in particular, that this is a case where Theorem 2.1(e) fails because with b = 1/2 and
sin x
l = lim f (x) = lim = 0,
x→∞ x→∞ x
we can not make sense of
lim [f (x)]b ,
x→∞
even though lb = 01/2 = 0. This is why we insist that l > 0 in the statement of the theorem. (Because
l > 0 guarantees that f (x) > 0 for suitably large values of x and so we can meaningfully find the
corresponding values of, say, [f (x)]1/2 .)
42
2.2. Solutions to activities
using Theorem 2.2.28 Of course, this can be seen very easily if we consider the rough
sketch in Figure 2.7(b).
2
(a) (b)
√
Figure 2.7: The sketches for Activity 2.7. (a) The dashed curve is y = 1/ x and the
solid
p curve that ‘oscillates’ between this curve and the x-axis (i.e. the line y = 0) is y =
(sin x)/x where it exists! In particular, for (2k −1)π < x < 2kπ with k ∈ N, although
it may look like this curve is giving us y = 0 in the sketch, this is misleading because
√ it
does not actually exist for these values of x! (b) The dashed curve is y = 1/ x and
the solid curve that ‘oscillates’ between this curve and the x-axis (i.e. the line y = 0) is
y = f (x).
For (ii), we have f (x) = x−2 , and thinking about this in light of Example 2.14, we see
that when x < 0, the function 1/x2 is positive. Indeed, as we take values of x < 0 that
get closer to zero, we find that 1/x2 takes larger and larger positive values. That is,
f (x) → ∞ as x → 0− in this case.
For (iii), we have f (x) = x−1/2 and, if x < 0, this is not a well-defined function from R
to R as we have to take the square root of a negative number. Consequently, the limit of
f (x) as x → 0− can not exist either.
43
2. Limits
as we have h 6= 0 when we are considering the limit as h → 0. This then means that we
have
−1 1
2 f 0 (x) = lim = − 2,
h→0 x(x + h) x
which is the answer we should have been expecting.
f (0 + h) − f (0) |h| −h
lim− = lim− = lim− = lim− (−1) = −1,
h→0 h h→0 h h→0 h h→0
f (0 + h) − f (0) |h| h
lim+ = lim+ = lim+ = lim+ 1 = 1.
h→0 h h→0 h h→0 h h→0
f (0 + h) − f (0)
f 0 (0) = lim ,
h→0 h
does not exist since the limits as h → 0− and as h → 0+ are not equal.
x2 x4
cos x = 1 − + − ··· ,
2! 4!
and so, we have
x2 x 4
1− 1− + − ···
1 − cos x 2! 4! 1 x2
= = − + ··· .
x2 x2 2! 4!
Now, as x → 0, we see that the x2 term (and all the higher-order terms that we have
omitted) should tend to zero, leaving us with
1 − cos x x2
1 1
lim 2
= lim − + ··· = ,
x→0 x x→0 2! 4! 2
as the answer.
44
2.2. Solutions to activities
For (b), we know that the Taylor series for ln(1 + x) about x = 0 gives us
x2
ln(1 + x) = x −
2
+ ··· , 2
and so, we have
x2
ln(1 + x) x−+ ··· x
= 2 = 1 − + ··· .
x x 2
Now, as x → 0, we see that the x term (and all the higher-order terms that we have
omitted) should tend to zero, leaving us with
ln(1 + x) x
lim = lim 1 − + · · · = 1,
x→0 x x→0 2
as the answer.
f (x) f (1/t)
lim = lim+ ,
x→∞ g(x) t→0 g(1/t)
where, as f (x) and g(x) both tend to zero as x → ∞, we see that the functions f (1/t)
and g(1/t) must also both tend to zero as t → 0+ . So, using the chain rule,
Theorem 2.11 gives us
if we use the substitution x = 1/t again. So, putting this all together, we have shown
that
f (x) f 0 (x)
lim = lim 0 ,
x→∞ g(x) x→∞ g (x)
where, as x → 0, the limit of this second quotient is one. So, using L’Hôpital’s rule, we
have
sin x cos x
lim = lim = 1,
x→0 x x→0 1
as the answer in agreement with what we saw in Example 2.22.
45
2. Limits
where, as x → ∞, the limit of this second quotient is one. So, using L’Hôpital’s rule, we
have
π
π
−1
2
− tan−1 x −1/(1 + x2 ) x2
lim x − tan x = lim = lim = lim = 1,
x→∞ 2 x→∞ 1/x x→∞ −1/x2 x→∞ 1 + x2
as the answer.
For (b), we see that L’Hôpital’s rule is not applicable because, even though we have a
quotient where the numerator and denominator both tend to infinity as x → ∞, we find
that
f (x) x + sin x f 0 (x) 1 + cos x
= =⇒ 0
= ,
g(x) x g (x) 1
and, as x → ∞, the limit of this second quotient does not exist. However, we can see
that
x + sin x sin x
lim = lim 1 + = 1 + 0 = 1,
x→∞ x x→∞ x
if we use the result from Example 2.4.
Exercises
Exercise 2.1
Find functions f and g which are such that, as x → ∞, f (x) → ∞ and g(x) → 0 but
(a) f (x)g(x) → ∞,
46
2.2. Solutions to exercises
(b) f (x)g(x) → 0,
Exercise 2.2
Evaluate the following limits.
2 1/2 3 2 1/3
(a) lim (x + x) − x , (b) lim (x + x ) −x .
x→∞ x→∞
Exercise 2.3
Use L’Hôpital’s rule to determine the following limits.
ln(1 − cos x)
(a) lim , (b) lim (1 − cos x)tan x .
x→π/2 cos x x→π/2
Exercise 2.4
Using only the definition, find the derivative of the function f (x) = ln x for x > 0.
Exercise 2.5
For x 6= 0, consider the function
1 − cos(2x)
f (x) = .
2x2
Find the limit of f (x) as x → 0 and hence define a function g(x) that is continuous for
all x ∈ R which is the same as f (x) for all x 6= 0. Hence use the definition of the
derivative to find g 0 (0).
Solutions to exercises
Solution to exercise 2.1
We can easily see that if we pick the functions f and g as follows they will satisfy the
requirement that, as x → ∞, f (x) → ∞ and g(x) → 0, as well as the additional
requirement stated in the question.
1
(a) f (x) = x2 and g(x) = gives us f (x)g(x) = x → ∞ as x → ∞.
x
1 1
(b) f (x) = x and g(x) = gives us f (x)g(x) = → 0 as x → ∞.
x2 x
2
(c) f (x) = x and g(x) = − gives us f (x)g(x) = −2 → −2 as x → ∞.
x
47
2. Limits
sin x
(d) f (x) = x and g(x) = gives us f (x)g(x) = sin x.
x
Of course, in (d), the limit of f (x)g(x) does not exist as x → ∞.
2
The lesson here is that, as we observed in Activity 2.4(iii), if we only know that
f (x) → ∞ and g(x) → 0 as x → ∞, we can infer nothing about the limit of f (x)g(x) as
x → ∞.
We then observe that, as in Example 2.3, we can divide the numerator and the
denominator by the highest power of x that occurs in the quotient, i.e. x itself, to get
x 1 1 1
= 1/2
→ = ,
(x2 1/2
+ x) + x 1 + x1 1+1 2
+1
We can then divide the numerator and the denominator by the highest power of x that
occurs in the quotient, i.e. x2 , to get
x2 1 1 1
3 2 2/3 3 2 1/3 2
= 2/3 1/3
→ = ,
(x + x ) + x(x + x ) + x 1 + x1 + 1 + x1 1+1+1 3
+1
29
The rationalisation ‘trick’ in (a) takes ‘a − b’ and uses the well-known difference of two squares, i.e.
(a − b)(a + b) = a2 − b2 ,
to ‘remove’ the square root. In (b), the rationalisation ‘trick’ also takes ‘a − b’ but we need to use the
less well-known difference of two cubes, i.e.
(a − b)(a2 + ab + b2 ) = a3 − b3 ,
48
2.2. Solutions to exercises
which replicates what we had in (a) and (b) if we take n = 2 and n = 3 respectively.
Now, for suitably large x, 1/x is close to zero and so we can use the binomial theorem30
to see that 1/n 1 1
( − 1)
1 1 n n
1+ =1+ + + ··· ,
x nx 2! x2
which means that
1 1 1 1
( − 1) ( − 1)
n n−1 1/n 1 n n 1 n n
(x + x ) −x=x 1+ + 2
+ · · · − 1 = + + ··· .
nx 2! x n 2! x
Consequently, as x → ∞, we find that the term in 1/x (and all of the neglected terms)
tend to zero, leaving us with
2 1/n 1
lim (x + x) − x = ,
x→∞ n
in agreement with what we saw above.
where, as x → π/2, the limit of this second quotient is −1. So, using L’Hôpital’s rule,
we have
ln(1 − cos x) (sin x)/(1 − cos x) −1
lim = lim = lim = −1,
x→π/2 cos x x→π/2 − sin x x→π/2 1 − cos x
as the answer.
ln(1 − cos x)
(tan x) ln(1 − cos x) = (sin x) → (1)(−1) = −1,
cos x
30
See Example 3.25 in Section 3.4.1 of 174 Calculus.
49
2. Limits
is the answer.
f (x + h) − f (x) ln(x + h) − ln x
f 0 (x) = lim = lim ,
h→0 h h→0 h
and, as the numerator and the denominator of this quotient both tend to zero as h → 0,
we can use L’Hôpital’s rule to see that
1
1 1
f 0 (x) = lim x + h = lim = ,
h→0 1 h→0 x+h x
which is the answer we should expect.
0 + 2 sin(2h) − 4h sin(2h) − 2h
g 0 (0) = lim 2
= lim ,
h→0 6h h→0 3h2
50
2.2. Solutions to exercises
and, as the numerator and the denominator of this quotient also tend to zero as h → 0,
we can use L’Hôpital’s rule again to see that
2 cos(2h) − 2 cos(2h) − 1 2
g 0 (0) = lim = lim ,
h→0 6h h→0 3h
and, as the numerator and the denominator of this quotient also tend to zero as h → 0,
we can use L’Hôpital’s rule yet again to see that
−2 sin(2h)
g 0 (0) = lim = 0,
h→0 3
is the final answer. Of course, this is obvious if we use the Taylor series for cos(2h)
about h = 0 to observe that
(2h)2 (2h)4
2 2
1 − cos(2h) − 2h = 1 − 1 − + + · · · − 2h2 = − h4 + · · · ,
2! 4! 3
so that we get
4
0 1 − cos(2h) − 2h2 − 2h3 + · · · 1
g (0) = lim 3
= lim 3
= lim − h = 0,
h→0 2h h→0 2h h→0 3
as the final answer.
51
2. Limits
52
Chapter 3
The Riemann integral
3
Essential reading
Further reading
to introduce the Riemann integral and see how it allows us to define a definite
integral in terms of the area it represents;
to see how the Riemann integral and differentiation are related via the
Fundamental Theorem of Calculus.
Specific learning outcomes can be found near the end of this chapter.
where the integrand, f (x), is continuous and non-negative over the interval [a, b] as the
area of the region between the curve y = f (x), the x-axis and the vertical lines x = a
and x = b. Indeed, we saw how to find such integrals, and hence the corresponding
areas, by using the idea that integrals can be seen as antiderivatives. However, some
definite integrals, such as Z 1
2
e−x dx,
0
53
3. The Riemann integral
2
can not be found in this way as the integrand, which is e−x in this case, has no
antiderivative1 and so, in such cases, we would need another way of interpreting what
this integral is. One way of doing this would be to consider the area of the region
2
between the curve y = e−x , the x-axis and the vertical lines x = 0 and x = 1 directly,
and having done this, we could interpret this area as the value of this integral.
Indeed, in this chapter, we will see how to define the definite integral
3 Z b
f (x) dx,
a
in terms of the area of the region between the curve y = f (x), the x-axis and the
vertical lines x = a and x = b and we will explore some properties of this integral. In
particular, we will call this kind of integral a Riemann integral.
and use this to divide the interval [a, b] into n sub-intervals of the form [xi−1 , xi ] for
i = 1, . . . , n as illustrated in Figure 3.1(b).
y y
y = f (x) y = f (x)
A
...
O a x O x x1 x2 ... xn−1 xn x
b 0
(a) (b)
Figure 3.1: (a) The area, A, of the region between the curve y = f (x), the x-axis and the
vertical lines x = a and x = b. (b) The partition, P, of the interval [a, b] where x0 = a
and xn = b. Note that, for clarity, only the first three and last two points of the partition
are shown.
1
By this we mean that there is no combination of our basic functions which can be differentiated to
2
give the function e−x .
54
3.1. The Riemann integral
Each of these sub-intervals can then be taken to be the base of a rectangle whose height
in some way depends on the values of f (x) in that sub-interval. In particular, we can
take the height of the rectangle in each sub-interval to be the
minimum value of f (x) in that sub-interval so that the sum of the areas of these
rectangles gives us a lower estimate of the area, or the
maximum value of f (x) in that sub-interval so that the sum of the areas of these 3
rectangles gives us an upper estimate of the area.
Clearly, these rectangles will allow us to estimate the area of the region involved.
Specifically, we can see that the
lower estimate, L(P), will be the sum of the areas of the rectangles illustrated in
Figure 3.2(a), i.e.
Xn
L(P) = Li ,
i=1
and this will clearly be less than the area, A, that we are after as the rectangles
give us ‘too little’ area if we compare their area with the area in Figure 3.1(a).
upper estimate, U (P), will be the sum of the areas of the rectangles illustrated in
Figure 3.2(b), i.e.
Xn
U (P) = Ui ,
i=1
and this will clearly be greater than the area, A, that we are after as the rectangles
give us ‘too much’ area if we compare their area with the area in Figure 3.1(a).
y y
y = f (x) y = f (x)
L1 L2 ... Ln U1 U2 ... Un
(a) (b)
Figure 3.2: In (a) and (b) we have, respectively, the rectangles that contribute towards
the lower estimate, L(P), and the upper estimate, U (P), of A based on the partition P.
Note that, for clarity, only the first, second and last rectangles are shown.
55
3. The Riemann integral
where mi is the minimum value of f (x) for values of x in the sub-interval [xi−1 , xi ],
i.e.
mi = min{f (x)|xi−1 ≤ x ≤ xi },
is the height of this rectangle.
upper estimate given by
n
X
U (P) = (xi − xi−1 )Mi ,
i=1
where Mi is the maximum value of f (x) for values of x in the sub-interval [xi−1 , xi ],
i.e.
Mi = max{f (x)|xi−1 ≤ x ≤ xi },
is the height of this rectangle.
Let’s have a look at a simple example to see how these estimates can be found in
practice.
Example 3.1 Suppose that we have the function f (x) = 1 + x2 defined over the
interval [−2, 2] and the partition P = {−2, 0, 1, 2} of this interval. Find the lower
and upper estimates, L(P) and U (P) respectively, of the area of the region bounded
by the curve y = f (x), the x-axis and the vertical lines x = −2 and x = 2.
If we sketch the curve y = 1 + x2 over the interval [−2, 2] and indicate the points in
the partition P = {−2, 0, 1, 2} we see that we will be looking at three rectangles
whose bases are given by the sub-intervals [−2, 0], [0, 1] and [1, 2]. Indeed, for the
lower estimate, we need to sum the areas of the three rectangles illustrated in
Figure 3.3(a) where the height of each rectangle is given by the minimum value
of f (x) in each of the sub-intervals. This gives us,
where we have taken each of the sub-intervals in turn and used ‘base times
height’ to find the area of each rectangle.
56
3.1. The Riemann integral
upper estimate, we need to sum the areas of the three rectangles illustrated in
Figure 3.3(b) where the height of each rectangle is given by the maximum value
of f (x) in each of the sub-intervals. This gives us,
where we have taken each of the sub-intervals in turn and used ‘base times
height’ to find the area of each rectangle. 3
In particular, observe that if A is the area of the region bounded by the curve
y = 1 + x2 , the x-axis and the vertical lines x = −2 and x = 2, then we can see from
the illustrations in Figure 3.3 that we have
y y
y = 1 + x2 5 y = 1 + x2
2 2
1 1
O x O x
−2 1 2 −2 1 2
(a) (b)
Figure 3.3: In (a) and (b) we have, respectively, the rectangles that contribute towards
the lower estimate, L(P), and the upper estimate, U (P), of A based on the partition P.
Activity 3.1 Use integration to find the area, A, of the region bounded by the
curve y = 1 + x2 , the x-axis and the vertical lines x = −2 and x = 2. Hence verify
that the lower and upper estimates found in Example 3.1 do indeed satisfy the
inequality L(P) < A < U (P).
Of course, although we can find lower and upper estimates using simple partitions like
the one in Example 3.1, it will be necessary for us to use more sophisticated partitions
if we want to make any real progress towards more accurate estimates and, ultimately, a
definition of the Riemann integral.
57
3. The Riemann integral
Example 3.2 Suppose that we have the function f (x) = 1 + x defined over the
interval [0, 1] and the partitions
Pn = 0, n1 , n2 , . . . , n−1
n
,1 ,
of this interval for some n ∈ N. Find the lower and upper estimates, L(Pn ) and
U (Pn ) respectively, of the area of the region bounded by the curve y = f (x), the
3 x-axis and the vertical lines x = 0 and x = 1.
If we sketch the curve y = 1 + x over the interval [0, 1] and indicate the points in the
partition Pn , we see
that we will be looking at n rectangles whose bases are given by
the sub-intervals k−1n
, k
n
for k = 1, 2, . . . , n. Indeed, we see that, for k = 1, 2, . . . , n,
each of these sub-intervals gives us a base whose length is
k k−1 1
− = ,
n n n
and so, for the
58
3.1. The Riemann integral
y y
y =1+x y =1+x
2 2
3
1 1
... ...
O x O x
1 2 3 ... n−1 1 1 2 3 ... n−1 1
n n n n n n n n
(a) (b)
Figure 3.4: In (a) and (b) we have, respectively, the rectangles that contribute towards
the lower estimates, L(Pn ), and the upper estimates, U (Pn ), of A based on the partition
Pn . Note that, for clarity, some of the y-intercepts have been omitted and only four of
the rectangles are shown.
Activity 3.2 Given that the sum of the first k natural numbers is given by the
formula
k
1 + 2 + ··· + k =
(k + 1),
2
show that the lower and upper estimates in Example 3.2 can be written as
1 1 1 1
L(Pn ) = 3− and U (Pn ) = 3+ ,
2 n 2 n
Activity 3.3 Find the area, A, of the region bounded by the curve y = 1 + x, the
x-axis and the vertical lines x = 0 and x = 1. Hence verify that the lower and upper
estimates found in Example 3.2 do indeed satisfy the inequality L(Pn ) < A < U (Pn ).
Another thing to notice from Example 3.2 is that, as the function is increasing, there is
a straightforward relationship between the height of each rectangle and the value of the
function at the end-points of each sub-interval. In particular, we see that when we have
an increasing function over an interval, we find the
lower estimate takes the height of each rectangle to be the value of the function
at the left-hand end-point of the relevant sub-interval.
upper estimate takes the height of each rectangle to be the value of the function
at the right-hand end-point of the relevant sub-interval.
This idea is explored in Activity 3.4.
59
3. The Riemann integral
Activity 3.4 Suppose that f (x) is a non-negative continuous function defined over
some interval [a, b] and that P is the partition
If f (x) is an increasing function on the interval [a, b], show that the lower and upper
3 estimates, L(P) and U (P) respectively, of the area of the region bounded by the
curve y = f (x), the x-axis and the vertical lines x = a and x = b are given by
n
X n
X
L(P) = (xi − xi−1 )f (xi−1 ) and U (P) = (xi − xi−1 )f (xi ).
i=1 i=1
What are L(P) and U (P) if f (x) is a decreasing function on the interval [a, b]?
However, even though we can come up with such useful results about the lower and
upper estimates of an area for increasing or decreasing functions over an interval,
generally speaking, the best way to proceed is to sketch the relevant rectangles and then
use these to infer their areas as we did in Examples 3.1 and 3.2.
Example 3.3 Use the partition P 0 = {−2, −1, 0, 1, 2} to find the lower and upper
estimates, L(P 0 ) and U (P 0 ) respectively, of the area discussed in Example 3.1.
Compare these values to what we found in that example.
If we sketch the curve y = 1 + x2 over the interval [−2, 2] and indicate the points in
the partition P 0 = {−2, −1, 0, 1, 2} we see that we will now be looking at four
rectangles whose bases are given by the sub-intervals [−2, −1], [−1, 0], [0, 1] and
[1, 2]. Indeed, for the
lower estimate, we need to sum the areas of the four rectangles illustrated in
Figure 3.5(a) where the height of each rectangle is given by the minimum value
of f (x) in each of the sub-intervals. This gives us,
where we have taken each of the sub-intervals in turn and used ‘base times
height’ to find the area of each rectangle.
upper estimate, we need to sum the areas of the four rectangles illustrated in
Figure 3.5(b) where the height of each rectangle is given by the maximum value
60
3.1. The Riemann integral
where we have taken each of the sub-intervals in turn and used ‘base times
height’ to find the area of each rectangle.
Comparing this with our answers from Example 3.1, we can see that the 3
lower estimates give us
i.e. L(P 0 ) is a larger, and hence better, lower estimate of the area than L(P).
i.e. U (P 0 ) is a smaller, and hence better, upper estimate of the area than U (P).
Indeed, it should be clear that this improvement in the lower and upper estimates
has come about because P 0 has one more point than P and this has enabled us to
replace the single rectangle for the sub-interval [−2, 0] from P (see Figure 3.3) with
two ‘thinner’ rectangles for the sub-intervals [−2, −1] and [−1, 0] from P 0 (see
Figure 3.5).
In particular, observe that if A is the area of the region bounded by the curve
y = 1 + x2 , the x-axis and the vertical lines x = −2 and x = 2, then we can see from
the results above and the illustrations in Figure 3.5 that we have
Activity 3.5 Use your answer to Activity 3.1 to verify that the lower and upper
estimates found in Example 3.2 satisfy the inequality
lower (and upper) estimates should always be less (or greater) than the area they
are estimates of, and
increasing the number of the points in the partition should always give us better
lower (or upper) estimates.
To make this clear, let’s consider another example.
61
3. The Riemann integral
y y
y = 1 + x2 5 y = 1 + x2
3
2 2
1 1
O x O x
−2 −1 1 2 −2 −1 1 2
(a) (b)
Figure 3.5: In (a) and (b) we have, respectively, the rectangles that contribute towards
the lower estimate, L(P 0 ), and the upper estimate, U (P 0 ), of A based on the partition P.
Example 3.4 Use the results from Example 3.2 to verify the two points above.
We start by noting that in this case, as we saw in Activity 3.3, we can meaningfully
talk about the value of the area, A, of the region bounded by the curve y = 1 + x,
the x-axis and the vertical lines x = 0 and x = 1 because it is simply the area of a
trapezium. Indeed, for the first point, we have already shown in Activity 3.3 that
L(Pn ) < A < U (Pn ),
i.e. if we are estimating the area A, then whatever value of n ∈ N we take, the lower
estimates, L(Pn ), are always less than A whereas the upper estimates, U (Pn ) are
always greater than A.
For the second point, consider that the partition, Pn has n + 1 points and, if we take
some other natural number m > n, the partition Pm will have m + 1 points, i.e. Pm
has m − n more points than Pn . We then have
62
3.1. The Riemann integral
1
>
1
=⇒
1
3+ >3+
1
=⇒
1
3+
1
>
1
3+
1
,
3
n m n m 2 n 2 m
which means that we have U (Pn ) > U (Pm ). Indeed, using the first point, both
of these upper estimates must be greater than A, and so we have
i.e. increasing the number of points in the partition has given us a better upper
estimate.
Notice, however, that although we have been using various graphical and geometric
‘intuitions’ about the area under a curve in our examples, we have not actually defined
what the area under a curve is. In particular, this is why all reference to using definite
integrals to find areas have been relegated to Activities 3.1 and 3.3 where they can serve
to illustrate the points being made without interfering with the flow of our argument.
where f (x) is a non-negative continuous function over the interval [a, b] by taking it to
be the value of the area of the region between the curve y = f (x), the x-axis and the
vertical lines x = a and x = b. So, we have to ask ourselves, what is the value of this
area?
It should be clear, from what we have seen above, that in the case we are considering:
Every partition of [a, b] gives us a lower and upper estimate of the area.
Every lower estimate is less than every upper estimate, i.e. we have L(P) ≤ U (P).
This means that there is at least one number A such that L(P) ≤ A ≤ U (P).
Now, if there is only one such number, then A is the value of the area and hence the
value of the Riemann integral
Z b
f (x) dx,
a
whereas if there is more than one such number, then we say that the area is undefined
and so this Riemann integral is undefined too.
63
3. The Riemann integral
In practice, we can use this to find the value of the Riemann integral,
Z b
I= f (x) dx,
a
where f (x) is a non-negative continuous function as follows. We find the lower and
upper estimates in terms of some appropriately general partition, P, and then find the
3
smallest number, L∗ , that is greater than all the lower estimates, L(P), and the
largest number, U ∗ , that is smaller than all the upper estimates, U (P).
Then, according to what we have seen above, we should find that
L∗ ≤ I ≤ U ∗ ,
so that, if there is only one number, I, that satisfies this inequality we can take this to
be the value of the Riemann integral.2
Example 3.5 Continuing on from Examples 3.2 and 3.4, find the value of
Z 1
(1 + x) dx,
0
for all n ∈ N. That is, following on from Example 3.4, we have found that, for
m, n ∈ N with m > n,
L(Pn ) ≤ L(Pm ) ≤ L∗ ,
where L∗ = 3/2 is the smallest number that is greater than all the lower
bounds.3
L∗ = sup{L(P)|P is a partition of [a, b]} and U ∗ = inf{U (P)|P is a partition of [a, b]}.
This is because, generally, as we have taken a partition to be a finite set of points, we shall find that
there is no partition P that makes L∗ = L(P) or U ∗ = U (P), even though L∗ and U ∗ act as the relevant
bounds on L(P) and U (P) respectively.
64
3.1. The Riemann integral
for all n ∈ N. That is, following on from Example 3.4, we have found that, for
m, n ∈ N with m > n,
U ∗ ≤ U (Pm ) ≤ U (Pn ),
where U ∗ = 3/2 is the largest number that is smaller than all the upper bounds.
This means that there is only one number, I, that satisfies the inequality
L∗ ≤ I ≤ U ∗ , 3
in this case, i.e. I = 3/2, and so we take this to be the value of the given Riemann
integral. That is, Z 1
3
(1 + x) dx = ,
0 2
as we should expect from Activity 3.3.
Activity 3.6 Use the definition of the Riemann integral to find the value of
Z 2
(1 + x2 ) dx,
0
Pm = {0, m1 , m2 , . . . , 2m−1
m
, 2},
to be well-defined if f (x) is a non-negative continuous function over the interval [a, b].
This is because it is just the area between the curve y = f (x), the x-axis and the
vertical lines x = a and x = b, which is clearly well-defined if f (x) is continuous. Indeed,
although we do not dwell on this here, we can drop the requirement that f (x) is
non-negative and extend what we have seen to functions where f (x) is negative for
some values of x in the interval [a, b] by utilising the methods discussed in Section 5.3 of
174 Calculus. All of this leads to the following fact.
3
That is, we have
L∗ = sup{L(Pn )|n ∈ N},
as, for all n ∈ N, L(Pn ) ≤ L∗ and so L∗ is an upper bound on the lower estimates and L∗ is the least
upper bound as there is no other upper bound, l, such that l < L∗ . Also observe that, for any n ∈ N,
L(Pn ) < L∗ and so there is no partition with a finite number of points that makes L(Pn ) = L∗ .
65
3. The Riemann integral
If f (x) is a continuous function over the interval [a, b], then the Riemann
integral Z b
f (x) dx,
a
exists.
Although, we shall not prove this here.
3
3.1.4 What happens if the integrand isn’t continuous?
We now begin to consider the Riemann integral
Z b
f (x) dx,
a
when f (x) is not continuous over the interval [a, b]. In particular, we consider how the
definition needs to be slightly modified when the integrand has finite discontinuities at
certain points and encounter a case where the Riemann integral is undefined.
In particular, one problem we will encounter is that a function which has finite
discontinuities may not have a minimum or maximum value over every interval. To
motivate the discussion that follows, let’s look at an example.
Pn = {0, n1 , n2 , . . . , 1},
of the interval [0, 1]. Sketch f (x) over the interval [0, 1] and explain why the upper
estimates (as we defined them in Section 3.1.1) are problematic in this case. Does
this seem reasonable?
If we sketch f (x) over the interval [0, 1], as illustrated in Figure 3.6(a), we see that
the function has a finite discontinuity at x = 1 because f (x) → 2 as x → 1− but
f (1) = 1 6= 2. In particular, even though f (x) → 2 as x → 1− , the function never
attains the value two and so, over the interval [0, 1], this function has no maximum
value.4
This poses a problem for the upper estimates since, if we consider the sub-interval
[ n−1
n
, 1], as illustrated in Figure 3.6(b), it means that we can not ascribe a value to
and so, bearing in mind that the base of each rectangle that arises from the partition
is 1/n, the upper estimates
n
X 1
U (Pn ) = Mi ,
i=1
n
66
3.1. The Riemann integral
for n ∈ N are not defined since we cannot ascribe a value to its last term.
However, given that we want to interpret the given Riemann integral as the area of
the region under the curve y = f (x), the x-axis and the vertical lines x = 0 and
x = 1, we would surely expect this area to exist. Indeed, we would expect this to be
the area of a triangular region which, using ‘half base times height’, is one! So, in
this case, it seems unreasonable that the Riemann integral does not exist because we
can not define its upper estimates.
3
y y
y = f (x) y = f (x)
2 2
1 1
O x O n−1
x
1 n
1
(a) (b)
Figure 3.6: In (a) we have a sketch of the function y = f (x) from Example 3.6 and in (b)
we examine the effect of the problematic sub-interval [ n−1
n
, 1].
To deal with cases like this, we should use a slightly more general definition of the
Riemann integral Z b
f (x) dx,
a
in terms of a partition, P, of the interval [a, b] given by
P = {x0 , x1 , x2 , . . . , xn−1 , xn } where a = x0 < x1 < x2 < · · · < xn = b,
which runs as before except that, now, we have
where mi is the greatest lower bound, or infimum, of f (x) for values of x in the
sub-interval [xi−1 , xi ], i.e.
mi = inf{f (x)|xi−1 ≤ x ≤ xi },
4
Of course, the function g(x) = 2x defined over the interval [0, 1] gives us g(1) = 2 and this is its
maximum value, but the function f (x) that we are considering here has f (1) = 1!
67
3. The Riemann integral
with the understanding that, in cases where this value is actually attained by the
function in the sub-interval, this will just be the minimum value of the function as
before.
upper estimates, U (P), given by
n
X
U (P) = (xi − xi−1 )Mi ,
3 i=1
where Mi is the supremum of f (x) for values of x in the sub-interval [xi−1 , xi ], i.e.
Mi = sup{f (x)|xi−1 ≤ x ≤ xi },
with the understanding that, in cases where this value is actually attained by the
function in the sub-interval, this will just be the maximum value of the function as
before.
Of course, with this in mind, we can now make sense of what we saw in Example 3.6 as
the next example shows.
Example 3.7 Following on from Example 3.6, use this more general definition of
the Riemann integral to find the value of
Z 1 (
2x if 0 ≤ x < 1
f (x) dx where f (x) =
0 1 if x = 1
by considering, for n ∈ N with n ≥ 2, the partitions
Pn = {0, n1 , n2 , . . . , 1},
of the interval [0, 1].
If we sketch the curve y = f (x) over the interval [0, 1] and indicate the points in the
partition Pn we see
that we will be looking at n rectangles whose bases are given by
the sub-intervals k−1
n
, k
n
for k = 1, 2, . . . , n. Indeed, we see that, for k = 1, 2, . . . , n,
each of these sub-intervals gives us a base whose length is
k k−1 1
− = ,
n n n
and so, for the
68
3.1. The Riemann integral
n−1
1 1 1 2 1 3 1 1 n
U (Pn ) = 2· + 2· + 2· +···+ 2· + 2· ,
n n n n n n n n n n
3
where we have taken each of the sub-intervals in turn and used ‘base times
height’ to find the area of each rectangle. Then, summing this series we find that
1
U (Pn ) = 1 + ≥ 1,
n
for n ≥ 2, as you can verify in Activity 3.7. That is, U ∗ = 1 is the largest
number that is less than all the upper bounds.
This means that there is only one number, I, that satisfies the inequality
L∗ ≤ I ≤ U ∗ ,
in this case, i.e. I = 1, and so we take this to be the value of the given Riemann
integral. That is,
Z 1 (
2x if 0 ≤ x < 1,
f (x) dx = 1 when f (x) =
0 1 if x = 1,
Activity 3.7 Using the formula for the sum of the first k natural numbers given in
Activity 3.2, show that the lower and upper estimates in Example 3.7 can be written
as
n−1 1
L(Pn ) = 1 − 2 · 2
and U (Pn ) = 1 + ,
n n
when the series are summed and verify that, for n ≥ 2, we have L(Pn ) ≤ 1 and
U (Pn ) ≥ 1.
However, if there are too many finite discontinuities, the Riemann integral will not exist
as the next example shows.
69
3. The Riemann integral
y y
y = f (x) y = f (x)
2 2
3
1 1
... ...
O x O x
1 2 3 ... n−2 n−1 1 1 2 3 ... n−2 n−1 1
n n n n n n n n n n
(a) (b)
Figure 3.7: In (a) and (b) we have, respectively, the rectangles that contribute towards
the lower estimates, L(Pn ), and the upper estimates, U (Pn ), of the Riemann integral in
Example 3.7 based on the partition Pn for n ≥ 2. Note that, for clarity, some of the
y-intercepts have been omitted and only five of the rectangles are shown. (Of course, in
(a), the first rectangle has a height of zero and so we can not see it!)
of the interval [0, 1]. Find the lower and upper estimates, L(P) and U (P)
respectively, of this integral. What do these tell you about the existence of this
Riemann integral?
Note: A real number is said to be rational if it is of the form p/q where p, q ∈ Z and
q 6= 0 and, if it is not rational, a number is said to be irrational.5 Indeed, we will
need the facts that
(1) every interval [a, b] with a < b contains at least one rational number, and
(2) every interval [a, b] with a < b contains at least one irrational number,
to answer this question.
In this case, we can not sketch the function as it is discontinuous at every point, but
we can easily find the
70
3.1. The Riemann integral
L(P) ≤ I ≤ U (P),
3
and so, as there is not only one such number, we can not assign a single value to this
Riemann integral, i.e. it does not exist.6
In the next chapter, we will see how to deal with Riemann integrals in cases where the
interval we are concerned with is not finite and where the integrand fails to be
continuous in other, less straightforward, ways (such as the presence of an infinite
discontinuity).
where a < b and we now want to extend our understanding of such integrals by seeing
what happens when a = b or a > b. To do this, we introduce some basic properties of
the Riemann integral in Theorem 3.1 and, in particular, these will be useful in the next
section.
Theorem 3.1 If the Riemann integral of f exists over some interval containing the
points a, b and c with a ≤ c ≤ b, then
(c) Interchanging the limits of integration changes the sign of the integral, i.e.
Z b Z a
f (x) dx = − f (x) dx.
a b
5
√
For example, you may have encountered the fact that the real number, 2, is irrational because it
can not be written in the form p/q where p, q ∈ Z and q 6= 0.
6
Actually, there is a well-defined sense in which ‘almost all’ real numbers are irrational and so the
value of this integral ‘ought’ to be zero as its value shouldn’t be affected by the value of the integrand
at a ‘few’ points where its argument is rational. Indeed, although it is beyond the scope of this course,
you might care to note that there is a more general notion of integration, called the Lebesgue integral,
whose value would be zero in this case.
71
3. The Riemann integral
We will not prove this theorem here but, in Activity 3.8, you will be able to motivate
these results by appealing to our interpretation of the Riemann integral as an area.
3
Activity 3.8 Suppose that f is a non-negative function whose Riemann integral
exists over some interval containing the points a, b and c. By considering the areas
involved, explain why parts (a) and (b) of Theorem 3.1 hold. Hence deduce parts (c)
and (d) of this theorem.
in terms of the area between the curve y = f (x), the x-axis and the vertical lines x = a
and x = b. What we want to do now is make sure that this view of integration agrees
with what we saw in Chapter 5 of 174 Calculus. In particular, we want to be sure that
the relationship between integrals and derivatives that we used there still works if
integration is defined in this way. Indeed, the key result here is the Fundamental
Theorem of Calculus (which we will abbreviate to FTC) and this runs as follows.
Theorem 3.2 (FTC) If f is a continuous function defined on the interval [a, b], then
Z t
d
f (x) dx = f (t),
dt c
We will spend the rest of this chapter seeing why this works and what it tells us about
the relationship between integrals and derivatives.
so that A(t) represents the area between the curve y = f (x), the x-axis and the vertical
lines x = c and x = t as illustrated in Figure 3.8(a). Indeed, this means that if h > 0, we
72
3.2. The Fundamental Theorem of Calculus
so that A(t) represents the area between the curve y = f (x), the x-axis and the vertical
lines x = c and x = t + h as illustrated in Figure 3.8(b).
y y 3
y = f (x) y = f (x)
A(t) A(t + h)
O x O x
a c t b a c t t+h b
(a) (b)
Figure 3.8: The shaded regions in (a) and (b) have areas A(t) and A(t + h) respectively.
We now consider the difference between these two areas, i.e. the quantity
A(t + h) − A(t),
which is the area of the vertically hatched region indicated in Figure 3.9.
y y
1111
010000 1111
0000
101111 0000
1111
y = f (x) y = f (x)
0000
101111
0000 0000
1111
101111
0000 0000
1111
101111
0000 0000
1111
O
a c t t+h b 10 x O
a c 0000
1111
t t+h b
x
(a) (b)
Figure 3.9: The areas of the shaded regions in (a) and (b) are the lower and upper
estimates, respectively, of the area A(t + h) − A(t) of the vertically hatched region.
73
3. The Riemann integral
In particular, we see that since f (x) is a decreasing function over the interval [a, b], we
have a
lower estimate of this area given by the area of the shaded rectangle in
Figure 3.9(a) which, using ‘base times height’, is
hf (t + h),
3
and so we have hf (t + h) ≤ A(t + h) − A(t).
upper estimate of this area given by the area of the shaded rectangle in
Figure 3.9(b) which, using ‘base times height’, is
hf (t),
7
Notice that the continuity of f (x) over [a, b] is essential here in order to justify the assertion that
the limit
lim f (t + h),
h→0+
exists and that it is equal to f (t). Also, notice that we can only take the limit as h → 0+ here as we
have assumed that h > 0.
74
3.2. The Fundamental Theorem of Calculus
A(t + h) − A(t)
lim− = f (t),
h→0 h
using an argument similar to the one above with h < 0.
3
3.2.2 Notation: Dummy variables
Before we proceed, we should make sure that we understand the role that dummy
variables are playing here. Generally, given a function, f , defined over some interval
[a, b] it makes no difference what we call the independent variable. That is, we could use
x and look at values of
f (x) where x ∈ [a, b],
or we could use y and look at values of
f (y) where y ∈ [a, b],
or we could use any other letter to represent the independent variable.8 Indeed, when
we look at an integral like Z b
f (x) dx,
a
where a and b are constants, we know that the answer will not depend on x and, in
particular, it makes no difference if we write this integral as
Z b
f (y) dy.
a
In such cases, the variable that is used inside the integral is a dummy variable as it does
not matter what we call it since it does not occur in the final answer. However, when we
have an integral like Z t
f (x) dx,
c
where only c is a constant, we now have two variables. One of these variables, x, is a
dummy variable as it will not figure in the final answer but the other variable, t, is not
as the answer will be a function of t, i.e. we may write
Z t
F (t) = f (x) dx.
c
75
3. The Riemann integral
say, represent the same function, namely F . In particular, this means that some care
must be taken when choosing names for our variables as we would not want to write
Z x
F (x) = f (x) dx,
c
because this uses x as both the independent variable of F and the dummy variable of
3 the integral. To see why this is a problem, ask yourself what is, say, F (1) using this
definition of F ? Is it Z 1 Z 1
f (x) dx or f (1) d1 ?
c c
Obviously, we want to be able to distinguish between these two options and that is why
we use dummy variables!
Recall that, in Section 5.1 of 174 Calculus, we defined an antiderivative of the function,
f (t), to be a function F (t) such that
dF
= f (t).
dt
Indeed, using the FTC, we can now see that the integral
Z t
F (t) = f (x) dx,
c
That is, differentiation ‘undoes’ (or ‘reverses’) the process of integration as, given the
integral of f , differentiation allows us to find f .
76
3.2. The Fundamental Theorem of Calculus
using Theorem 3.1(d) and, of course, F (d) is a constant. That is, integration ‘undoes’
(or ‘reverses’) the process of differentiation as, given the derivative of F , i.e. f ,
integration allows us to find F up to a constant. Indeed, we find that if F1 (t) and F2 (t)
are any two antiderivatives of f , we have
In summary
Using the FTC and Taylor series to approximate the value of an integral
find the Taylor series for F (t) about t = 0 in terms up to t3 . Hence find an
approximate value for F (1).
77
3. The Riemann integral
which means that F 00 (0) = 0 and F 000 (0) = −2. Thus, we have
t2 00 t3 t3
F (t) = F (0) + tF 0 (0) + F (0) + F 000 (0) + · · · = t − + · · · ,
2! 3! 3
as the Taylor series for F (t) about t = 0 in terms up to t3 . Consequently, we can see
that
1 2
F (1) ' 1 − = ,
3 3
is the required approximate value for F (1). Indeed, as
Z 1
2
F (1) = e−x dx,
0
this gives us an approximate value of 0.67 (2dp) for this integral and this is fairly
close to the true value which turns out to be 0.75 (2dp).
We can also use the FTC to define certain functions in terms of definite integrals as the
next activity shows.
2
Activity 3.10 The function, F (x), satisfies the conditions F 0 (x) = e−x and
F (0) = 0. Write F (x) as a definite integral of the form
Z x
F (x) = f (t) dt,
A
We can also use the FTC to solve certain integral equations, i.e. equations that involve
definite integrals, as the next example shows.
Z t
Example 3.10 Use the FTC to solve the integral equation f (t) = 1 − f (x) dx.
0
78
3.2. The Fundamental Theorem of Calculus
where we have used the FTC to differentiate the integral. Solving this simple
separable differential equation in the standard way9 we get
f (t) = A e−t ,
for some constant A ∈ R. Indeed, setting t = 0 in the integral equation, we see that
Z 0
3
f (0) = 1 − f (x) dx =⇒ f (0) = 1 − 0 = 1,
0
In fact, we will see another way of solving integral equations like this in Chapter 7 when
we look at Laplace transforms.
where c is some constant. Then, differentiating both sides of this expression with
respect to t, we get
Z q(t) ! Z p(t) !
d d
F 0 (t) = f (x) dx − f (x) dx ,
dt c dt c
9
See, for example, Section 8.2.1 of 174 Calculus.
79
3. The Riemann integral
Activity 3.11 Following on from Example 3.11, use integration to find F (t) and
hence verify your answer for F 0 (t).
Indeed, we will see in Section 6.1.3 that this result can be extended even further when
we meet the Leibniz rule for differentiating integrals.
This extension of the FTC also has an interesting application because it can be used to
derive certain identities like the ones we saw in Section 2.1.4 of 174 Calculus.
F (t) = ln(at) − ln t,
where t > 0, then F 0 (t) is zero. Deduce that F (t) is a constant and, by finding this
constant, deduce that
ln(ab) = ln a + ln b,
where b > 0 is a constant too.
ln(ab) = ln a + ln b =⇒ ln(ab) − ln b = ln a,
F (t) = ln(at) − ln t = ln a,
for a, t > 0. Indeed, as a is a constant, this means that F (t) = ln a is a constant too
and so, obviously, F 0 (t) = 0! However, here we are using an integral that represents
ln x and the function F (t) to derive this fact and so we can not use it in this way
here.
80
3.2. The Fundamental Theorem of Calculus
F (t) = ln a = ln(at) − ln t,
which means that, if we rearrange this and let t = b where b > 0, we have
ln(ab) = ln a + ln b,
as required.
You can establish a slightly trickier identity for yourself in Activity 3.12.
then F 0 (t) is zero. Deduce that F (t) is a constant and, by finding this constant,
deduce that
−1 −1 −1 a+b
tan a + tan b = tan ,
1 − ab
where b is a constant too.
81
3. The Riemann integral
Learning outcomes
At the end of this chapter and having completed the relevant reading and activities, you
should be able to:
use the definition of the Riemann integral to find the value of a definite integral;
3
use the Fundamental Theorem of Calculus to differentiate definite integrals;
Solutions to activities
Solution to activity 3.1
Given what we saw in Section 5.3 of 174 Calculus, we would expect the area, A, of the
region bounded by the curve y = 1 + x2 , the x-axis and the vertical lines x = −2 and
x = 2 to be given by the integral
Z 2
A= (1 + x2 ) dx,
−2
as the integrand, 1 + x2 , is a non-negative function over the interval [−2, 2]. Evaluating
this integral, we then find that
2
x3 23 (−2)3
8 8 1
A= x+ = 2+ − (−2) + = 2+ − −2 − =9 .
3 −2 3 3 3 3 3
We can then use our results from Example 3.1, i.e. that L(P) = 5 and U (P) = 17, to
see that as
1
5 < 9 < 17,
3
they do indeed satisfy the inequality L(P) < A < U (P).
n−1
1 0 1 1 1 2 1
L(Pn ) = 1+ + 1+ + 1+ + ··· + 1+
n n n n n n n n
!
1 0 + 1 + 2 + · · · + (n − 1)
= 1| + 1 + 1{z+ · · · + 1} +
n n
n times
1 + 2 + · · · + (n − 1)
1
= n+
n n
1 n−1
1
= n+ (n − 1 + 1) ,
n n 2
82
3.2. Solutions to activities
where we have used the formula for the sum of the first n − 1 natural numbers to get
the term in the square brackets. If we now simplify this expression, we get
n−1 1 3n − 1
1 1 1
L(Pn ) = n+ = = 3− ,
n 2 n 2 2 n
where we have used the formula for the sum of the first n natural numbers to get the
term in the square brackets. If we now simplify this expression, we get
1 n+1 1 3n + 1 1 1
U (Pn ) = n+ = = 3+ ,
n 2 n 2 2 n
as required.
and so they do indeed satisfy the inequality L(Pn ) < A < U (Pn ).
10
Alternatively, we can see that it is given by the integral
Z 1
A= (1 + x) dx,
0
as the integrand, 1 + x, is a non-negative function over the interval [0, 1]. Evaluating this integral, we
then find that 1
x2 12 02
1 3
A= x+ = 1+ − 0+ =1+ = ,
2 0 2 2 2 2
as we would expect from above.
83
3. The Riemann integral
where mi , the minimum value of f (x) for values of x in the sub-interval [xi−1 , xi ], is
simply f (xi−1 ) as the function f (x) is increasing over [a, b] and so it is increasing
over all of the sub-intervals as illustrated in Figure 3.10(a).
upper estimate is given by
n
X n
X
U (P) = (xi − xi−1 )Mi = (xi − xi−1 )f (xi ),
i=1 i=1
where Mi , the maximum value of f (x) for values of x in the sub-interval [xi−1 , xi ],
is simply f (xi ) as the function f (x) is increasing over [a, b] and so it is increasing
over all of the sub-intervals as illustrated in Figure 3.10(b).
y y
y = f (x) y = f (x)
... ...
(a) (b)
Figure 3.10: When f (x) is an increasing function. In (a) and (b) we have, respectively,
the rectangles that contribute towards the lower estimate, L(P), and the upper estimate,
U (P), of A based on the partition P. Note that, for clarity, only the first, second and last
rectangles are shown.
Of course, if f (x) is a decreasing function on the interval [a, b] and A is the area of the
region bounded by the curve y = f (x), the x-axis and the vertical lines x = a and x = b,
we can see that the
84
3.2. Solutions to activities
where mi , the minimum value of f (x) for values of x in the sub-interval [xi−1 , xi ], is
simply f (xi ) as the function f (x) is decreasing over [a, b] and so it is decreasing
over all of the sub-intervals.
3
upper estimate is given by
n
X n
X
U (P) = (xi − xi−1 )Mi = (xi − xi−1 )f (xi−1 ),
i=1 i=1
where Mi , the maximum value of f (x) for values of x in the sub-interval [xi−1 , xi ],
is simply f (xi−1 ) as the function f (x) is decreasing over [a, b] and so it is decreasing
over all of the sub-intervals.
If you are having any trouble understanding this, try sketching the analogue of the
illustrations in Figure 3.10 with a function, f (x), which is now decreasing over the
interval [a, b].
That is, both of our lower estimates are less than the value of A but L(P 0 ) is a better
lower estimate of A than L(P) whereas both of our upper estimates are greater than
the value of A but U (P 0 ) is a better upper estimate of A than U (P).
Indeed, it should be clear that this improvement in the lower and upper estimates has
come about because P 0 has one more point than P and this has enabled us to replace
the single rectangle for the sub-interval [−2, 0] from P (see Figure 3.3) with two
‘thinner’ rectangles for the sub-intervals [−2, −1] and [−1, 0] from P 0 (see Figure 3.5).
k k−1 1
− = ,
m m m
and so, for the
85
3. The Riemann integral
where we have used the formula for the sum of the first 2m − 1 square numbers to
get the term in the big square brackets. If we now simplify this expression, we get
(2m − 1)(2m)(4m − 1)
1
L(Pm ) = 2m +
m 6m2
2m 2
= 6m + (2m − 1)(4m − 1)
6m3
1 2 2
= 6m + (8m − 6m + 1)
3m2
1 2
= 14m − 6m + 1
3m2
6m − 1
1
∴ L(Pm ) = 14 − .
3 m2
6m − 1
1 14
L(Pm ) = 14 − ≤ ,
3 m2 3
and so L∗ = 14/3 is the smallest number that is larger than all the lower bounds.
where we have taken each of the sub-intervals in turn and used ‘base times height’
86
3.2. Solutions to activities
where we have used the formula for the sum of the first 2m square numbers to get
the term in the big square brackets. If we now simplify this expression, we get
1 (2m)(2m + 1)(4m + 1)
U (Pm ) = 2m +
m 6m2
2m 2
= 6m + (2m + 1)(4m + 1)
6m3
1 2 2
= 6m + (8m + 6m + 1)
3m2
1 2
= 14m + 6m + 1
3m2
1 6m + 1
∴ U (Pm ) = 14 + .
3 m2
and so U ∗ = 14/3 is the largest number that is smaller than all the upper bounds.
This means that there is only one number, I, that satisfies the inequality
L∗ ≤ I ≤ U ∗ ,
in this case, i.e. I = 14/3, and so we take this to be the value of the given Riemann
integral. That is, Z 2
14
(1 + x2 ) dx = ,
0 3
and, indeed, this is what we should expect since
2 2
x3 23 03
8 14
Z
2
(1 + x ) dx = x + = 2+ − 0+ =2+ = ,
0 3 0 3 3 3 3
87
3. The Riemann integral
y y
y = 1 + x2 y = 1 + x2
5 5
3
... ...
1 1
O x O x
1 2 ... 2m−1
2 1 2 ... 2m−1
2
m m m m m m
(a) (b)
Figure 3.11: In (a) and (b) we have, respectively, the rectangles that contribute towards
the lower estimates, L(Pm ), and the upper estimates, U (Pm ), based on the partition Pm .
Note that, for clarity, some of the y-intercepts have been omitted and only three of the
rectangles are shown.
n−2
1 0 1 1 1 2 1 1
L(Pn ) = 2· + 2· + 2· + ··· + 2· + 1
n n n n n n n n n
2 0 + 1 + 2 + · · · + (n − 2) 1
= +
n n 2
2 1 + 2 + · · · + (n − 2) 1
= +
n n 2
2 1 n−2
1
= (n − 2 + 1) + ,
n n 2 2
where we have used the formula for the sum of the first n − 2 natural numbers to get
the term in the square brackets. If we now simplify this expression, we get
n−1
1 1 2
L(Pn ) = 2 (n − 2)(n − 1) + n = 2 n − 2n + 2 = 1 − 2 · ,
n n n2
as required. Indeed, since n ≥ 2, we have n − 1 > 0 and n2 > 0, which means that
n−1
L(Pn ) = 1 − 2 · ≤ 1,
n2
88
3.2. Solutions to activities
since the area bounded by the curve y = f (x), the x-axis and the vertical lines x = a
and x = a must be zero as the ‘base’ of this region is zero. We can also see that
Theorem 3.1(b) holds, i.e. that
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx,
a a c
since, for c ∈ [a, b], the area bounded by the curve y = f (x), the x-axis and the vertical
lines x = a and x = b is the same as the sum of the area bounded by the curve
y = f (x), the x-axis and the vertical lines x = a and x = c and the area bounded by the
curve y = f (x), the x-axis and the vertical lines x = c and x = b.
89
3. The Riemann integral
which is the area of the vertically hatched region of base |h| indicated in Figure 3.12. In
particular, we see that since f (x) is a decreasing function over the interval [a, b], we
have a
lower estimate of this area given by the area of the shaded rectangle in
Figure 3.9(a) which, using ‘base times height’, is
|h|f (t),
upper estimate of this area given by the area of the shaded rectangle in
Figure 3.9(b) which, using ‘base times height’, is
|h|f (t + h),
A(t + h) − A(t)
lim− = f (t),
h→0 h
as required.
11
Notice that the continuity of f (x) over [a, b] is essential here in order to justify the assertion that
the limit
lim− f (t + h),
h→0
exists and that it is equal to f (t). Also, notice that we can only take the limit as h → 0− here as we
have assumed that h < 0.
90
3.2. Solutions to activities
y y
0000
011111 1111
0000 3
0000
101111 0000
1111
101111 0000
1111
y = f (x) y = f (x)
0000
101111
0000 0000
1111
101111
0000
101111 0000
1111
0000
1111
O
a c t+h t
0000
10 b
x O
a c 0000
1111
t+h t b
x
(a) (b)
Figure 3.12: The areas of the shaded regions in (a) and (b) are the lower and upper
estimates, respectively, of the area A(t) − A(t + h) of the vertically hatched region. Notice
that here we have h < 0 and so the ‘base’ of the rectangles is |h|.
for a suitable choice of the [assumed] constant, A. Now, we are also told that F (0) = 0,
which means that Z 0
2
F (0) = e−t dt = 0,
A
2
and, since this is the area between the positive function e−t , the t-axis and the vertical
lines t = A and t = 0, this means that we must take A = 0 [which is a constant] for this
to hold. Consequently, we see that
Z x
2
F (x) = e−t dt,
0
91
3. The Riemann integral
3 and so
F 0 (t) = 3t8 − 64t2 ,
in agreement with what we found in Example 3.11.
using the result from Example 5.17 of 174 Calculus and noting that tan−1 0 = 0 because
tan 0 = 0. Then, if a is a constant, we can use this to write
a+t
t
a+t 1 1
Z Z
1−at
−1 −1
F (t) = tan − tan t= dx − dx,
1 − at 0 1 + x2 0 1 + x2
so that, using the FTC and its extension as appropriate, we have
!
− −
(1)(1 at) (a + t)(−a) 1 1
F 0 (t) = 2 − ,
(1 − at)2 1 + a+t 1 + t2
1−at
where we have used the quotient rule to differentiate the upper limit of the first
integral. Now, considering the first term, we have
!
(1)(1 − at) − (a + t)(−a) 1 − at + a2 + at
1
2 =
(1 − at)2 1 + a+t (1 − at)2 + (a + t)2
1−at
1 + a2
=
(1 − 2at + a2 t2 ) + (a2 + 2at + t2 )
1 + a2
=
1 + a2 t2 + a2 + t2
1 + a2
=
(1 + a2 )(1 + t2 )
1
= ,
1 + t2
which means that
1 1
F 0 (t) =
2
− = 0,
1+t 1 + t2
as required. But, of course, if F 0 (t) = 0, this means that F (t) = c where c is a constant
which we can find by taking any value of t. So, if we let t = 0, say, we have
92
3.2. Exercises
Exercises
Exercise 3.1
Consider, for n ∈ N, the partition P = {1, 2, . . . , n} of the interval [1, n]. Find the lower
and upper estimates, L(P) and U (P) respectively, of the integral
Z n
1
dx,
1 x(x + 1)
Exercise 3.2
Consider, for n ∈ N, the partition
Pn = 0, n1 , n2 , . . . , 1 ,
of the interval [0, 1]. Find the lower and upper estimates, L(Pn ) and U (Pn ) respectively,
of the integral Z 1
ex dx,
0
simplifying your answers as far as possible.
Find lim L(Pn ) and lim U (Pn ). What do these tell us about the value of the integral?
n→∞ n→∞
Exercise 3.3
Z sin t
0
Find f (t) when f (t) = x3 dx.
cos t
Exercise 3.4
Find the following limits.
t
1
Z
t
(a) lim+ t ln t, (b) lim+ t , (c) lim+ xx dx.
t→0 t→0 t→0 t 0
Z t
Hence find lim+ (ln t) xx dx.
t→0 0
93
3. The Riemann integral
Exercise 3.5
Let f be a continuous function that takes positive real values and suppose that
Z t2
G(t) = f (x) dx.
t
0
Find G (t) and hence use a Taylor series to find a first-order approximation to G(t) for
3 values of t close to 1.
Solutions to exercises
Solution to exercise 3.1
If we sketch the curve y = 1/x(x + 1) over the interval [1, n] and indicate the points in
the partition P we see that we will be looking at n − 1 rectangles whose bases are given
by the sub-intervals [k − 1, k] for k = 2, 3, . . . , n. Indeed, we see that, for k = 2, 3, . . . , n,
each of these sub-intervals gives us a base whose length is
k − (k − 1) = 1,
and so, for the
94
3.2. Solutions to exercises
where we have taken each of the sub-intervals in turn and used ‘base times height’
to find the area of each rectangle. Then, using partial fractions again, we can write
1 1 1 1 1 1 1 1 1
U (P) = − + − + − + ··· + − =1− ,
1 2 2 3 3 4 n−1 n n
as the intermediate terms cancel.
Thus, we have found that the lower and upper estimates of the given integral are 3
1 1 1
L(P) = − and U (P) = 1 − ,
2 n+1 n
respectively.
y y
1 1
y= y=
x(x + 1) x(x + 1)
... ...
O ... x O ... x
1 2 3 4 n−1 n 1 2 3 4 n−1 n
(a) (b)
Figure 3.13: The sketches for Exercise 3.1. In (a) and (b) we have, respectively, the
rectangles that contribute towards the lower estimates, L(P), and the upper estimates,
U (P), based on the partition P. Note that, for clarity, the y-intercepts have been omitted
and only four of the rectangles are shown.
95
3. The Riemann integral
where we have taken each of the sub-intervals in turn and used ‘base times height’
to find the area of each rectangle. This gives us
1 0
e + e1/n + · · · + e(n−1)/n
L(Pn ) =
n
1
1 + e1/n + · · · + e(n−1)/n
=
n
3 1 1 − (e1/n )n
=
n 1 − e1/n
1−e
1
= ,
n 1 − e1/n
where we have used the formula for the sum of a geometric series to get the final
answer. We now see that writing
1−e
1 1/n
lim L(Pn ) = lim 1/n
= (e −1) lim 1/n ,
n→∞ n→∞ n 1−e n→∞ e −1
we are dealing with the limit of a quotient where the numerator and the
denominator both tend to zero as n → ∞. As such, we can use L’Hôpital’s rule to
see that
−1/n2 1
lim L(Pn ) = (e −1) lim 2 1/n
= (e −1) lim 1/n = e −1,
n→∞ n→∞ (−1/n ) e n→∞ e
where we have used the formula for the sum of a geometric series to get the final
answer. We now see that writing
e1/n 1−e
1/n
lim U (Pn ) = lim = (e −1) lim ,
n→∞ n→∞ n 1−e 1/n n→∞ 1 − e−1/n
96
3.2. Solutions to exercises
we are dealing with the limit of a quotient where the numerator and the
denominator both tend to zero as n → ∞. As such, we can use L’Hôpital’s rule to
see that
−1/n2 1
lim U (Pn ) = (e −1) lim = (e −1) lim = e −1,
n→∞ n→∞ −(1/n2 ) e−1/n n→∞ e−1/n
which is, of course, exactly what we would expect to get if we found the integral in the
usual way!
y y
y = ex y = ex
... ...
1 1
O x O x
1 2 ... n−1
1 1 2 ... n−1
1
n n n n n n
(a) (b)
Figure 3.14: The sketches for Exercise 3.2. In (a) and (b) we have, respectively, the
rectangles that contribute towards the lower estimates, L(Pn ), and the upper estimates,
U (Pn ), based on the partition Pn . Note that, for clarity, the y-intercepts have been
omitted and only three of the rectangles are shown.
we can apply our extension to the FTC from Section 3.2.5 to see that
f 0 (t) = (cos t)(sin t)3 − (− sin t)(cos t)3 = sin t cos t(sin2 t + cos2 t) = sin t cos t,
97
3. The Riemann integral
3 so that we have a quotient where the numerator and the denominator both tend to
infinity [in magnitude] as t → 0+ . As such, we can use L’Hôpital’s rule to see that
ln t 1/t
lim+ t ln t = lim+ = lim+ = lim −t = 0.
t→0 t→0 1/t t→0 −1/t2 t→0+
For (b), we use the fact that tt = et ln t so that
lim tt = lim+ et ln t = e0 = 1,
t→0+ t→0
Then, lastly, we can see that if we use our results from (a) and (c), we have
Z t Z t
x 1 x
lim (ln t) x dx = lim+ t ln t x dx = (0)(1) = 0,
t→0+ 0 t→0 t 0
as the final answer.
98