\boxed{ \text{Integration by Parts: } \int u dv = uv - \int v du }
Deriving the Integration by Parts Formula:
\text{Product Rule: } \frac{d}{dx} [ f(x)g(x) ] = f(x)g'(x) + f'(x)g(x)
Now, let u = f(x) and v = g(x).
Therefore: \frac{d}{dx} (uv) = uv' + u'v \\~\\ \text{(Integrate both sides)} \\~\\ \begin{aligned} \int \frac{d}{dx} (uv) dx &= \int ( uv' + u'v ) dx \\ uv &= \int ( uv' + u'v ) dx \\ uv &= \int u dv + \int v du \\ uv - \int v du &= \int u dv \\ \int u dv &= uv - \int v du \end{aligned}\text{Solve: } \int x \sin x dx
Let u = x and dv = \sin x dx.
dv = \sin x dx \\ \int dv = \int \sin x dx \\ v = -\cos x
u = x \\ u' = x' \\ du = 1
\begin{aligned} \int u dv &= uv - \int v du \\ \int x \sin x dx &= x ( - \cos x ) - \int - \cos x dx \end{aligned}
\int x \sin x dx = - x \cos x + \sin x + c
Tip: You can verify the answer seeing if (- x \cos x + \sin x)' = x \sin x
Important: \int v du might end up being the term you started with. In that case, you can move it across the = to break the loop.
- This strategy isn’t unique to integration by parts!
\text{Solve: } \int (\cos x)^3 dx
Notes:
- U-sub doesn’t simplify this because there isn’t a \sin x to cancel out the \frac{du}{dx}
- Integration by parts make the problem more difficult in every step.
- Because of this, we must resort to trigonometric substitution.
Recall the following identity: \begin{aligned} \boxed{ \text{Pythagorean Identity: } \cos^2 x + \sin^2 x = 1 } \end{aligned}
It logically follows that: \begin{aligned} \cos^2 x &= 1 - \sin^2 x \\ \sin^2 x &= 1 - \cos^2 x \end{aligned}
\begin{aligned} \int (\cos x)^3 dx &= \int 1 - (\sin x)^2 \cos x dx \\~\\ u &= \sin x \to du = \cos x dx \to dx = \frac{du}{\cos x} \\~\\ &= \int (1 - u^2) du \\ &= \int du - \int u^2 du \\ &= u - \frac{u^3}{3} \\~\\ &\text{Therefore, } \\~\\ \int (\cos x)^3 dx &= \sin x - \frac{(\sin x)^3}{3} \\ \end{aligned}Note: For this problem, we only need to use the \cos^2 x identity, but I’m listing both for demonstration.
\large\text{I. Strategy for Powers of $\sin$ and $\cos$}
\boxed{ \text{Given: } \int cos^j x \sin^k x dx }
Case 1: k is odd
Rewrite \sin^k x = \sin^{k-1}x \sin x
Case 2: k is even
Rewrite \cos^j x = \cos^{j-1}x \cos x
Case 3: k and j are even
Use half-angle identities.
\begin{aligned} \int \sin^2 x dx &= \int ( \frac{1}{2} - \frac{1}{2} \cos 2x ) dx \\ &= \frac{1}{2} - \frac{1}{2} \cos 2x dx \\ &= \frac{1}{2} x - \frac{1}{4} \sin 2x + C \end{aligned}
Note: Half-angle identities are also-known-as power-reduction formulas.
- If you don’t know them, you might end up stuck!
\large\text{II. Strategy for Powers of $\tan$ and $\sec$}
\boxed{ \text{Given: } \int \tan^k x \sec^j x dx }
Case 1: j is even and j \ge 2
Rewrite \sec^2 x = \sec^{j-2} x \sec^2 x.
tl;dr: Pull off \sec^2 x and convert to \tan using Pythagorean identity.
- Leave behind a \sec^2 x to be cancelled out by u-substitution when we let u = \tan x
Case 2: k is odd and j \ge 1
Rewrite \tan^k x \sec^j x = \tan^{k-1} x \sec^{j - 1} x \sec x \tan x
tl;dr: Pull off \tan^2 x and convert to \sec using Pythagorean identity.
- Leave behind a \sec x \tan x to be cancelled out by u-substitution when we let u = \sec x
Case 3: k is odd, k \ge 3, and j = 0
Rewrite \tan^k x = \tan^{k-2} x \tan^2 x = \tan^{k-2} \sec^2 x - \tan^{k-2} x
tl;dr: Pull off \tan^2 x and split into two separate integrals, the first to be solved with Case 1 and the latter to be solved with Case 3.
Case 4: k is even and j is odd
Use \tan^2 x = \sec^2 x - 1 to express \tan^k x in terms of \sec x
Memorize This
\begin{aligned} \text{Half-Angle Identities : }& \begin{aligned} \sin^2 x &= \frac{1}{2} (1 - \cos 2x) \\ \cos^2 x &= \frac{1}{2} (1 + \cos 2x) \end{aligned} \\~\\ \text{Double-Angle Identities : }& \begin{aligned} \sin 2x &= 2 \sin x \cos x \\ \cos 2x &= \cos^2 x - \sin^2 x \end{aligned} \\~\\ \text{$\sec$ \& $\tan$ Integrals: }& \begin{aligned} \int sec^2 x dx &= \tan x + C \\ \int \sec x \tan x dx &= \sec x + C \\ \int \tan x dx &= \ln ( \sec x ) + C \\ \int \sec x dx &= \ln ( \sec x + \tan x ) + C \end{aligned} \\~\\ \text{Pythagorean Identities: }& \begin{align} \cos^2 x + \sin^2 x &= 1 \\ 1 + \tan^ 2 x &= \sec^2 x \\ \cot^2 x + 1 &= \csc^2 x \end{align} \end{aligned} \\~\\ \small\textit{(2) is (1) $\div$ cos$^2$ x} \qquad \textit{(3) is (1) $\div$ sin$^2$ x}
Form | x | dx | Pythagorean Identity |
---|---|---|---|
a^2-x^2 | a\sin\theta | a \cos \theta | \cos and \sin |
x^2+a^2 | a\tan\theta | a \sec^2 \theta | \tan and \sec |
x^2-a^2 | a\sec\theta | a \sec \theta \tan \theta | \sec and \tan |
How-To:
Substituting x for Trig
\begin{aligned} \text{Case A: } a^2 -x^2 &\to \begin{aligned} x &= a \sin \theta \\ dx &= a \cos \theta d \theta \end{aligned} \\~\\ \text{Case B: } a^2 + x^2 &\to \begin{aligned} x &= a \tan \theta \\ dx &= a \sec^2 \theta d \theta \end{aligned} \\~\\ \text{Case C: } x^2 - a^2 &\to \begin{aligned} x &= a \sec \theta \\ dx &= a \sec \theta \tan \theta d \theta \end{aligned} \\~\\ \end{aligned}
Note: Some problems require you to complete the square.
\text{Solve: } \int \sqrt{9-x^2} dx
Solving:
\text{Identity: } a^2 \cos^2 \theta = a^2 - a^2 \sin^2 \theta \\
\text{Let } x = 3 \sin \theta \\ \text{Then } dx = 3 \cos \theta d \theta
Now we can substitute our x and dx: \int \sqrt{9 - x^2} dx = \int \sqrt{ 9 - (3 \sin \theta )^2 } 3 \cos \theta d \theta \\ = \int \sqrt{9 - 9 \sin^2 \theta} 3 \cos \theta d \theta \\~\\ \text{Apply Pythagorean identity: } \\~\\ = \int \sqrt{9 \cos^2 \theta} 3 \cos \theta d \theta \\ = \int 3 \cos \theta \times 3 \cos \theta d \theta \\ = 9 \int \cos^2 \theta d \theta \\~\\ \text{Half-angle identity: } \\~\\ = 9 \int \frac{1 + \cos (2 \theta) }{2} d \theta \\ = 9 ( \frac{1}{2} \theta + \frac{\sin (2 \theta) }{4} \theta ) + C\\ = \frac{9}{2} \theta + \frac{9}{4} \sin (2 \theta) +C \\~\\ \text{Map $\theta$ to $x$ with inverse trig: } \\~\\ x = 3 \sin\theta \to \frac{x}{3} = \sin \theta \to \text{Inverse sine} \to \arcsin \frac{x}{3} = \theta \\~\\ \text{We need to manipulate $\sin 2 \theta$ to use the mapping: } \\~\\ \boxed{ \text{Double-Angle Identitities: } \begin{aligned} \sin 2 \theta &= 2 \sin \theta \cos \theta \\ \cos 2 \theta &= \cos^2 \theta - \sin^2 \theta \end{aligned} } \\~\\ \text{Applying the double-angle identity: } \\~\\ \frac{9}{2} \theta + \frac{9}{4} \sin (2 \theta) +C = \frac{9}{2} \theta + \frac{9}{4} ( 2 \sin \theta \cos \theta ) \\~\\ \text{Now we need just to find $\cos \theta$: } \\~\\ \text{Since $\sin \theta = \frac{x}{3}$}:
\cos \theta = \frac{ \text{Adjacent} }{ \text{Hypotenus} } = \frac{\sqrt{9-x^2}}{3} \\~\\ \frac{9}{2} \theta + \frac{9}{4} ( 2 \sin \theta \cos \theta ) = \frac{9}{2} \arcsin ( \frac{x}{3} ) + \frac{9}{2} ( \frac{x}{3} ) ( \frac{\sqrt{9-x^2}}{3} ) \\~\\ = \frac{9}{2} \arcsin ( \frac{x}{3} ) + \frac{x \sqrt{9 - x^2}}{2} + CTip: The square root you get from solving the missing side of the triangle should match the square root in the original problem.
- If it doesn’t match, you did something wrong.
\boxed{ \begin{aligned} \text{Partial Fraction Decomposition: } \\~\\ \frac{1}{ \textcolor{red}{ x^2 } \textcolor{green}{ (x-1) } \textcolor{blue}{ (x+1)^3} } = \textcolor{red}{ \frac{A}{x} + \frac{B}{x^2} } + \textcolor{green}{ \frac{C}{x-1} } + \textcolor{blue}{ \frac{D}{x+1} + \frac{E}{(x+1)^2} + \frac{F}{(x+1)^3 } } \end{aligned} }
How-To:
Linear Factors
\text{Case I: Denominator factors into $n$ distinct linear factors: } \\~\\ \frac{A_1}{a_1 x + b_1} + \frac{A_2}{a_2 x + b_2} + ... + \frac{A_n}{a_n x + b_n}
\text{Case II: Denominator contains a repeated linear factor $(ax + b)^n$} \\~\\ \frac{A_1}{a x + b} + \frac{A_2}{(a x + b)^2} + ... + \frac{A_n}{(a x + b)^n}
Irreducible Quadratic Factors
\text{Case I: $\forall$ irreducible quadratics ($ax^1 + bx + c$) in the denominator} \\~\\ \frac{Ax + B}{ax^2 + bx + c}
\text{Case II: $\forall$ repeated irreducible quadratic $(ax^2 + bx + c)^n$ in the denominator} \\~\\ \frac{A_1 x + B_1}{a x^2 + bx + c} + \frac{A_2 x + B_2}{(a x^2 + bx + c)^2} + \frac{A_n x + B_n}{(a x^n + bx + c)^n}
\text{Solve: } \int \frac{3x+2}{x^3 - x^2 - 2x} dx
= \int \frac{3x+2}{ x ( x^2 - x^1 - 2 )} dx = \int \frac{3x+2}{ x ( x-2) ( x+1 )} dx
= \int \frac{3x+2}{ x ( x-2) ( x+1 )} dx = \int \frac{A}{x} + \frac{B}{x-2} + \frac{C}{x+1} dx
\int 3x+2 dx = \int A(x-2)(x+1) + B(x)(x+1) + C(x)(x-2) dx
$$
= \int \frac{A}{x} + \frac{B}{x-2} + \frac{C}{x+1} dx = \int \frac{-1}{x} + \frac{\frac{4}{3}}{x-2} - \frac{\frac{1}{3}}{x+1} dx
\text{Solve: } \frac{x^2 + 3x + 5}{x + 1} dx
We can simplify this by using long division.
x^2 + 3x + 5 \div x + 1 = x + 2 \text{r} 3 \\~\\ \text{Therefore: } \frac{x^2 + 3x + 5}{x + 1} dx = \int x + 2 + \frac{3}{x+1} dx
Thus, the answer is: \int x + 2 + \frac{3}{x+1} dx = \frac{x^2}{2} + 2x + 3 \ln |x + 1| + C
Tip: Remember, when performing long division the result is simply the quotient + remainder / divisor.
\text{Solve: } \int \frac{x-2}{(2x-1)^2 (x-1)} dx
You need to split this in a special way to handle the exponent: \int \frac{x-2}{(2x-1)^2 (x-1)} dx = \int \frac{A}{2x-1} + \frac{B}{(2x-1)^2} + \frac{C}{x-1} dx
Now we multiply both sides by the denominator to get the following: \int x-2 dx = \int A(2x-1)(x-1) + B(x-1) + C(2x-1)^2 dx
Strategic substitution to find the coefficients: $$ \begin{aligned} x = 1: & \begin{aligned} 1-2 &= 0 + 0 + C(2-1)^2 \\ -1 &= C \end{aligned} \\~\\ x = \frac{1}{2}: & \begin{aligned} \frac{1}{2} - 2 &= 0 + B(\frac{1}{2} - 1) + 0 \\ - \frac{3}{4} &= -\frac{1}{2} B \\ B &= 3 \end{aligned} \\~\\ x = 0: & \begin{aligned} -2 &= A(-1)(-1) + 3(-1) - 1 (-1)^2 \\ -2 &= A - 3 - 1 \\ A &= 2 \end{aligned} \\~\\ \end{aligned}$$
Plug back in coefficients: \int \frac{2}{2x-1} + \frac{3}{(2x-1)^2} - \frac{1}{x-1} dx
Solve the first two terms with u-sub (u = 2x - 1): \begin{aligned} &= \int \frac{2}{u} \times \frac{1}{2} du + \int \frac{3}{u^2} \times \frac{1}{2} du - \ln | x - 1 | + C \\ &= \ln | u | + \frac{3}{2} \times \frac{u^{-3}}{-3} - \ln | x - 1 | + C \\ &= \ln | 2x - 1 | - \frac{3}{2(2x-1)} - \ln | x - 1 | + C \end{aligned}Memorize This
\text{Integrals for Partial Fractions: } \begin{aligned} \int \frac{1}{x} dx &= \ln | x | + C \\~\\ \int \frac{1}{x+a} dx &= \ln | x + a | + C \\~\\ \int \frac{1}{x^2+a^2} dx &= \frac{1}{a} \arctan( \frac{x}{a}) + C \\~\\ \int \frac{1}{x^2+1} dx &= \arctan x + C \end{aligned}
\text{Irreducible Quadratics: } \begin{aligned} x^3 - a^3 &= (x - a) (x^2 + ax + a^2) \\ x^3 + a^3 &= (x + a) (x^2 - ax + a^2) \end{aligned}
Convergence and Divergence:
- If the limit exists, we say that the integral converges.
- If the limit does not exist, we say it diverges.
- Remember: Infinity does not exist!
L’Hopital’s Rule
Remember to use L’Hopital’s to solve limits of indeterminate form. \boxed{ \text{L'Hopital's Rule: } \lim_{x \to c} \frac{f(x)}{g(x)} = \lim_{x \to c} \frac{f'(x)}{g'(x)} } \\ \small\textit{Provided that $\lim$ of $f(x)$ and $g(x)$ from $x \to c$ are both $\infin$ or both $0$}
{ \large\text{Case A: } } \\ \text{Let $f$ be continuous over $[a,\infin)$, then:} \\ \boxed{ \int_a^\infin f(x) = \lim_{t \to \infin} \int_a^t f(x) dx }
{ \large\text{Case B: } } \\ \text{Let $f$ be continuous over $(-\infin,b]$, then:} \\ \boxed{ \int_{-\infin}^b f(x) = \lim_{t \to -\infin} \int_t^b f(x) dx }
{ \large\text{Case C: } } \\ \text{Let $f$ be continuous over $(-\infin,\infin)$, then:} \\ \boxed{ \int_{-\infin}^\infin f(x) dx = \int_{-\infin}^0 f(x) dx + \int_0^\infin f(x) dx } \\~\\ \small\textit{Provided that the limit exists (A) (B), or both integrals converge (C)}
{ \large\text{Case A: } } \\ \text{Let $f$ be continuous over $[a,b)$, then:} \\ \boxed{ \int_a^b f(x) dx = \lim_{t \to b^+} \int_a^t f(x) dx } \\
{ \large\text{Case B: } } \\ \text{Let $f$ be continuous over $(a,b]$, then:} \\ \boxed{ \int_a^b f(x) dx = \lim_{t \to a^+} \int_t^b f(x) dx } \\
{ \large\text{Case C: } } \\ \text{Let $f$ be continuous over $[a,b]$ except at $c$ where $a < c < b$, then:} \\ \boxed{ \int_a^b f(x) dx = \lim_{t \to c^-} \int_a^t f(x) dx + \lim_{t \to c^+} \int_t^b f(x) dx } \\~\\ \small\textit{Provided that the limit exists (A) (B), or both integrals converge (C)}
\boxed{ \text{Comparison Test: } \begin{aligned} \text{If $\int_a^\infin f(x) dx = \infin$} &\text{, then $\int_a^\infin g(x) dx = \infin$} \\ \text{If $\int_a^\infin g(x) dx = L$} &\text{, then $\int_a^\infin f(x) dx \le L$} \end{aligned} } \\ \small\textit{Provided that $f$ and $g$ are continuous over $[a,\infin)$,} \\ \textit{with $0 \le f(x) \le g(x), \forall x \ge q$} \\~\\
\boxed{ \text{Arc Length: } \int_a^b \sqrt{1 + f'(x)^2} dx } \\ \small\textit{Provided that $f'$ exists and is continuous over $[a,b]$} \\
\boxed{
\text{Surface Area of Solid of Revolution: }
\int_a^b 2 \pi f(x) \sqrt{1 + f'(x)^2} dx
} \\
\small\textit{Provided that $f'$ exists and is continuous over $[a,b]$} \\Rotating About the Y-Axis
\boxed{
\text{Center of Mass: } x = \frac{M}{m}
} \\~\\
M = \sum_{i-1}^n m_i x_i \qquad
m = \sum_{i-1}^n m_i \text{Because } x = \frac{m_1 x_1 + m_2 x_2}{m_1 + m_2}Why?
Example: 4 Masses on a Line
\begin{aligned}
m_1 &= 30 \text{kg}, x_1 = -2 \text{m} \\
m_2 &= 5 \text{kg}, x_1 = 3 \text{m} \\
m_3 &= 10 \text{kg}, x_1 = 6 \text{m} \\
m_4 &= 15 \text{kg}, x_1 = -3 \text{m} \\
\end{aligned} \\~\\
\begin{aligned}
x &= \frac{
30(-2) + 5(3) + 10(6) + 15(-3)
}{
30 5 + 10 + 15
} \\
&= -\frac{1}{2} \text{m}
\end{aligned}
\boxed{
\text{Center of Mass (2D Plane): }
x = \frac{ My }{ m }
\qquad
y = \frac{M_x}{m}
} \\~\\
M_y = \sum_{i=1}^n m_i x_i \qquad
M_x = \sum_{i=1}^n m_i Y_i \qquad
m = \sum_{i-1}^n m_i If objects are on a 2D plane, we get the center of mass by calculating the center mass in the x and y-directions separately. \begin{aligned}
m_1 &= 2 \text{kg}, (-1,3) \\
m_2 &= 6 \text{kg}, (1,1) \\
m_3 &= 4 \text{kg}, (2,-2) \\
\end{aligned}
\\~\\
\begin{aligned}
x &= \frac{
2(-1) + 6(1) + 4(2)
}{
2 + 6 + 4
} \\
&= \frac{-2 + 6 + 8}{12} \\
&= 1
\end{aligned}
\\~\\
\begin{aligned}
y &= \frac{
2(3) + 6(1) + 2(-2)
}{
2+6+4
} \\
&= \frac{6+6-8}{12} \\
&= \frac{1}{3}
\end{aligned}Why?
Example: 3 Masses on a Plane
\boxed{
\text{Center of Mass (Lamina): }
x = \frac{M_y}{m} \qquad y = \frac{M_x}{m}
} \\~\\
M_y = \int_a^b x f(x) dx
\qquad
M_x = \int_a^b \frac{[f(x)]^2}{2} dx
\\
m = \int_a^b f(x) dx Now, what if mass is evenly spread continuously throughout a 2D sheet of metal, called a lamina? Consider the lamina whose shape is a region bounded by y=f(x) above, x-axis below, and lines x=a and x=b. Example: Deriving center of mass formula for a rectangle First, let’s get the center of mass (x_i^* is the center of the rectangle)
\text{Center of Mass of Rectangle: $(x_i^*, \frac{f(x_i^*}{2})$} \\~\\
\text{x-value: } x_i^* = \frac{x_i + x_i + 1}{2} \qquad
\text{y-value: } \frac{f(x_i^*}{2} Now, let’s find the density (\rho). Now we need moment with respect to the x-axis and y-axis.
\text{Moments for One Rectangle: } \\~\\
\text{I. W.r.t. y-axis: }
\rho f(x_i^*) \Delta x \times x_i^*
\\~\\
\text{II. W.r.t. x-axis: }
\rho \frac{[f(x_i^*)]^2}{2} \Delta x So,
M_y = \sum \rho f(x_i^*) \Delta x \times x_i^* \\
\\~\\
M_x = \sum \rho \frac{[f(x_i^*)]^2}{2} \Delta x Which can be rewritten as:
M_y = \int_a^b \rho x f(x) dx
\\~\\
M_x = \int_a^b \rho \frac{[f(x_i^*)]^2}{2} dx Q: Find center of mass of a lamina bounded by f(x)=\sqrt{x}, x-axis, over [0,4] A: Let’s start by finding the total mass (m)
\begin{aligned}
m &= \int_0^4 \rho \sqrt{x} dx \\
&= \rho \int_0^4 \sqrt{x} dx \\
&= \rho \frac{2}{3} ( 4^{3/2} - 0 ) \\
&= \frac{2 \rho}{3} (2)^3 \\
m &= \frac{16 \rho}{3}
\end{aligned} Next let’s find the moment with respect to the y-axis \begin{aligned}
M_y &= \int_0^4 \rho x \sqrt{x} dx \\
&= \rho \int_0^4 x^{3/2} dx \\
&= \rho \times \frac{2}{5} \times (\sqrt{x})^5 \\
M_y &= \frac{64 \rho}{5}
\end{aligned} \begin{aligned}
M_x &= \int_0^4 \rho \frac{ \sqrt{x}^2 }{ 2 } dx \\
&= \frac{\rho}{2} \int_0^4 x^2 dx \\
&= \frac{\rho}{4} (4^0 - 0^2) \\
M_x &= 4 \rho
\end{aligned} \begin{aligned}
x &= \frac{\frac{64 \rho}{5}}{\frac{16 \rho}{3}} \\
&= \frac{12}{5}
\end{aligned}
\\~\\
\begin{aligned}
y &= \frac{4 \rho}{\frac{16 \rho}{3}} \\
&= \frac{3}{4}
\end{aligned}Why?
Example: Center of a lamina
\boxed{
\text{Center of Mass (Bounded Region): }
x = \frac{M_y}{m} \qquad y = \frac{M_x}{m}
} \\~\\
M_y = \int_a^b x [ f(x) - g(x) ] dx
\qquad
M_x = \int_a^b \frac{ f(x)^2 - g(x)^2 }{ 2 } dx
\\
m = \int_a^b [f(x) -g(x)] dx Q: Find the center of mass of the region bounded between f(x)=1-x^2 and g(x)=x-1 A: \begin{aligned}
m &= \int_{-2}^1 1-x^2 - (x-1) dx \\
&= \int_{-2}^1 1-x^2 - x + 1 dx \\
&= \int_{-2}^1 -x^2 -x + 2 dx \\
&= -\frac{x^3}{3} - \frac{x^2}{2} + 2x |_{-2}^1 \\
&= \frac{-9}{3} + \frac{3}{2} + 6 \\
&= 3 + \frac{3}{2} \\
&= \frac{9}{2}
\end{aligned} \begin{aligned}
M_y &= \int_{-2}^1 x ( -x^2 -x + 2 ) dx \\
&= \int_{-2}^1 -x^3 -x^2 + 2x dx \\
&= - \frac{x^4}{4} - \frac{x^3}{3} + x^2 |_{-2}^1 \\
&= \frac{15}{4} - \frac{9}{3} - 3 \\
&= \frac{15}{4} - 6 \\
&= \frac{-9}{4}
\end{aligned} \begin{aligned}
M_x &= \int_{-2}^1 \frac{ (1-x^2)^2 - (x-1)^2 }{2} dx \\
&= \frac{1}{2} \int_{-2}^1 1 - 2x^2 + x^4 - ( x^2 - 2x + 1 ) dx \\
&= \frac{1}{2} \int_{-2}^1 -3x^2 +2x + x^4 dx \\
&= \frac{1}{2} ( -x^3 + x^2 + \frac{1}{5} x^5 |_{-2}^1) \\
&= \frac{1}{2} ( \frac{1}{5} - 12 + \frac{32}{5} ) \\
&= \frac{1}{2} ( \frac{33}{5} - \frac{60}{5} ) \\
&= \frac{-27}{10}
\end{aligned} We can use these equations to solve for physical problems (not to be confused with real-world applications), like when your project manager gives you this question: Q: From x = \frac{\pi}{2} to x = \pi, the density of a rod is given by \rho (x) = \sin x. Find the total mass of the rod. A:Example: Bounded region
\begin{aligned}
x &= \frac{-9}{4} \times \frac{2}{9} = - \frac{1}{2} \\
y &= \frac{-27}{10} \times \frac{2}{9} = - \frac{3}{5}
\end{aligned}Example: Physical application (mass of rod)
\boxed{
\text{Mass of Annulus: }
m \approx
\int 2 \pi x \rho (x) dx
} Q: If \rho (x) = \sqrt{x} is radial density of a disk of radius 4, find its mass.Example: Annulus
\boxed{
\text{Work: } W = \int_a^b F(x) dx
} \\~\\
\boxed{
\text{Hooke's Law: } F = kx
} \text{Work $=$ Force $\times$ Distance} \\~\\
f = ma Note: Hooke’s law says that the force required to stretch a spring from equilibrium is proportional to distance from equilibrium x. Q: It takes 10N of force in negative direction to compress a spring 0.2m from equilibrium. A:
\begin{aligned}
F &= 10 \\
x &= -0.2
\end{aligned} \\~\\
F = kx \\
-10 = k (-0.2) \\
k = \frac{10}{0.2} = 50 \begin{aligned}
W &= \int_0^{.5} 50 x dx \\
&= 25 x^2 |_0^{.5} \\
&= \frac{25}{4}
\end{aligned} Q: Suppose a cylindrical tank of radius 4m and height 10m is filled with water to a height of 8m,Why?
Example: Work on a spring
Example: Work to pump water out of a tank
A:
\begin{aligned}
V &= \pi r^2 h \\
&= \pi (4)^2 \Delta h
\end{aligned} \\~\\
F = 9800 \times 16 \pi \Delta h \\~\\
\begin{aligned}
W &= \int_0^8 9800 \times 16 \pi (10 - h) dh \\
\end{aligned}
\boxed{
\text{Hyperbolic Cosine: } \cosh x = \frac{e^x + e^{-x}}{2}
} \\~\\
\boxed{
\text{Hyperbolic Sine: } \sinh x = \frac{e^x - e^{-x}}{2}
} You can derive other hyperbolic functions trivially, e.g.,
\sech x = \frac{1}{\cosh x} \\
\cosh^2 x + \sinh^2 x = 1Properties, Deriving Other Hyperbolic Functions
\text{\textbf{Sequence}: An ordered infinite list of numbers.} \\ \small\text{(often of the form $a_1, a_2, a_3, a_4, ..., a_n, ...$)}
Arithmetic Sequence: Distance between every pair of successive terms is same.
Geometric Sequence: Ratio of successive to previous term is same.
\text{Shorthand for Sequence:} \\ \{ a_n \}_{n=1}^\infin \quad \text{or} \quad \{ a_n \}
Example: Shorthand representation of a sequence
- Listing: { 2, 4, 8, 16, 32, 64, … }
- Formula: \{ 2^n \}
Terminology:
\text{A) } - \frac{1}{2} , \frac{2}{3}, -\frac{3}{4}, \frac{4}{5}, - \frac{5}{6}
For the moment ignoring the negatives, we can see that the number is always the index variable, while the denominator is the index variable + 1. Thus, the current formula is:
a_n = \frac{n}{n+1} \times ???
To get the alternating signs we can use { (-1)^n }, which has a pattern of { -1, 1, -1, 1, …}
Note: To alternate on every other term, do { (-1)^{n+1} }
Thus, the explicit formula is:
a_n = \frac{(-1)^n \times n}{n+1}
\text{B) } \frac{3}{4}, \frac{9}{7}, \frac{27}{10}, \frac{81}{13}, \frac{243}{16}, ...
We can see that the numerator is 3^n
The denominator is 1+3n
\boxed{
\text{Arithmetic Sequence: } a_n = a_1 + d (n - 1)
} \\
\small\textit{(where $d$ is the common difference)} \\
\textit{recurrence relation: } a_1 = k \qquad a_n = a_{n-1} + d \textit{ for } n \ge 2 Q: Find the explicit formula for 25, 21, 17, 13, 4, 5, 1, -3, …Example: Systematically finding formula for arithmetic sequence
\boxed{
\text{Geometric Sequence: } a_n = a_1 r^{n-1}
} \\
\small\textit{(where $r$ is the common ratio)} \\
\textit{recurrence relation: } a_1 = k \qquad a_n = r a_{n-1} \textit{ for } n \ge 2 Q: Find the explicit formula for 12, 18, 27, 40.5, … Q: Find the explicit formula for:
a_1 = 2 \qquad a_n = -3 a_{n-1} \text{ for } n \ge 2 A: By listing out the terms we can see that the sequence is geometric, where r = -3:
\{ 2, -6, 18, -54 \} Therefore, a_n = 2(-3)^{n-1} Q:
a_1 = \frac{1}{2} \qquad a_n = a_{n-1} + ( \frac{1}{2} )^n \text{ for } n \ge 2 A: Listing out the terms we see:
\{
\frac{1}{2}, \frac{3}{4}, \frac{7}{8}, \frac{15}{16}
\} To graph a sequence { a_n }, we plot points (n, a_n) Example: { 2^n }Example: Systematically finding formula for geometric sequence
Example: Find explicit formula for recurrence relations
a_n = \frac{2^n - 1}{2^n}How-To Graph a Sequence
\boxed{ \text{Alternating Signs: } \{ (-1)^n \} = \{ -1, 1, -1, 1, ... \} } \\ \small\textit{(do n+1 to change alternation)}
\boxed{ \text{Even Numbers: } \{ 2n \} } \\~\\ \boxed{ \text{Odd Numbers: } \{ 2n - 1 \} }
\boxed{ \text{Factorial: } a_0 = 1, a_n = n ( a_{n-1} ) \text{ for } n \ge 1 }
\text{Suppose:}\\ \begin{aligned} \lim_{n \to \infin} a_n &= A \\ \lim_{n \to \infin} b_n &= B \\ \end{aligned} \\~\\ \begin{aligned} \text{1) }& \lim_{n \to \infin} c = c \\ \text{2) }& \lim_{n \to \infin} c a_n = c \times \lim_{n \to \infin} a_n = c \times A \\ \text{3) }& \lim_{n \to \infin} a_n \pm b_n = \lim_{n \to \infin} a_n \pm \lim_{n \to \infin} b_n = A + B \\ \text{4) }& \lim_{n \to \infin} a_n b_n = (\lim_{n \to \infin} a_n) (\lim_{n \to \infin} b_n) = AB \\ \text{5) }& \lim_{n \to \infin} \frac{a_b}{b_n} = \frac{\lim_{n \to \infin} a_n}{\lim_{n \to \infin} b_n} = \frac{A}{B} \end{aligned} \\~\\ \small\textit{((5) provided that $B \ne 0$)}
\boxed{
\text{Convergent Sequence: }
\lim_{n \to \infin} a_n = L
} Given a sequence { a_n }, if the terms a_n get arbitrarily close to some finite number L as n becomes sufficiently large, then we say { a_n } is a convergent sequence is a convergent sequence and that L is the limit of the sequence:
\lim_{n \to \infin} a_n = L Otherwise, we say it is divergent. Example (as n \to \infin)More on Convergence and Divergence
Theorem I
Let { a_n } be a sequence and f(x) a function so that a_n = f(n) for every positive integer n.
If there exists some real number L so that \lim_{x \to \infin} f(x) = L , then { a_n } converges and \lim_{x \to \infin} a_n = L
Q: \lim_{n \to \infin} \frac{3n^4 = 7 n^2 + 5}{6-4 n^4}
A: We’ll multiply numerator and denominator by \frac{1}{n^4} (so that we can cancel things out with the fact that \frac{1}{x} = 0 if x \to \infin) \begin{aligned} =& \lim_{n \to \infin} \frac{ 3- \frac{7}{n^2} + \frac{5}{n^4} }{ \frac{6}{n^4} - 4 } \\ =& \frac{3 - 0 + 0}{0 - 4} \\ =& - \frac{3}{4} \end{aligned}
Q: \{ (1 + \frac{4}{n})^n \}
Note: 1^\infin is indeterminate
- (We don’t know if we are approaching 1 fast enough to cancel out the infinity)
A: We’ll take the \ln of both sides to get a real value, and then plug that value back in and put both sides as a power of e:
\ln y = \ln (1 + \frac{4}{x})^x \\ = \lim_{x \to \infin} \frac{1 + \frac{4}{x}}{\frac{1}{x}}
This form is indeterminate, so we can use L’Hopitals:
\lim{x \to \infin} \frac{ \frac{-4x^2}{1 + \frac{4}{x}} }{ -x^{-2} } = \lim_{x \to \infin} \frac{4}{1 + \frac{4}{x}} = 4
Thus, \lim_{n \to \infin} \ln (1 + \frac{4}{n})^n = 4 \\ \lim_{n \to \infin} (1 + \frac{4}{n})^n = e^4Squeeze Theorem
Suppose { a_n }, { b_n }, { c_n } are sequences where a_n \le b_n \le c_n
If \lim_{n \to \infin} a_n = L = \lim_{n \to \infin} c_n,
Then \lim_{n \to \infin} b_n = L
Q: { \frac{(-1)^n \cos n}{n^2} }
A:
-1 \le \cos n \le 1 \\ \frac{-1}{n^2} \le \frac{\cos n}{n^2} \le \frac{1}{n^2} \\
\frac{-1}{n^2} \land \frac{1}{n^2} \text{ for go to $\infin$ as $n \to \infin$}
Thus, { \frac{(-1)^n \cos n}{n^2} } also converges on zero.
Q: Show r^n converges for -1, r \le 1 and diverges otherwise.
A:
- | r |^n \le r^n \le |r|^n \\ \lim_{n \to \infin} \pm |r|^n = 0
Bounded Sequences
A sequence is bounded above if there is some real number m so that a_n \le M for every n.
A sequence is bounded below if there is some real number m so that a_n \ge M for every n.
A sequence bounded above and below is bounded.
- Otherwise, it is unbounded.
Note: For shorthand, “for every n” is referring to every positive real number.
Theorem: All Unbounded Sequences Diverge; or,
Theorem: All Convergent Sequences Are Bounded
If a sequence { a_n } converges, then it is bounded.
- Contrapositive: If { a_n } is unbounded, { a_n } diverges.
Important: This does NOT mean that all bounded sequences are convergent (they aren’t)!
- e.g., { (-1)^n } is bounded, but does not converge.
\boxed{ \text{Increasing Monotonic Sequence: } a_{n+1} \ge a_n } \\ \small\textit{For all } n \ge n_0
\boxed{
\text{Decreasing Monotonic Sequence: }
a_{n+1} \le a_n
} \\
\small\textit{For all } n \ge n_0 A sequence { a_n } is monotonic for all n>n_0 if it is either increasing or decreasing for all n>n_0.Longer Definition: Monotonic Sequences
Monotonic Sequences
\boxed{ \begin{aligned} &\qquad \text{Difference Test: } \\ & \text{Increasing: } a_{n+1} - a_n \ge 0 \\ & \text{Decreasing: } a_{n+1} - a_n \le 0 \end{aligned} }
\boxed{
\begin{aligned}
&\qquad \text{Ratio Test: } \\
& \text{Increasing: } a_{n+1} \div a_n \ge 0 \\
& \text{Decreasing: } a_{n+1} \div a_n \le 0
\end{aligned}
} Take the definitions of increasing/decreasing monotonic sequences: Q: Show that { \frac{n+1}{n} } is monotonic. A: Method 1: Difference Method We can take the definition of increasing and decreasing monotonic sequences and move the terms to one side to get these formulas: \text{Increasing Monotonic: }
a_{n+1} - a_n \ge 0 \text{Decreasing Monotonic: }
a_{n+1} - a_n \le 0 Now we can find a_n and a_{n+1}:
a_n = \frac{n+1}{n} \\
a_{n + 1} = \frac{n+2}{n + 1} \\ Now we just need to perform a_{n+1} - a_n and check whether it is negative a_{n+1} - a_n =
\frac{(n+2)n}{(n+1)n} - \frac{(n+1)(n+1)}{(n+1)n} \\
= \frac{
n^2 + 2n - ( n^2 -n + n + 1 )
}{
(n+ 1) n
} \\
= \frac{
-1
}{
(n+1)n
}Why? (Deriving Difference and Ratio Test for Monotonicity)
Example: Show the sequence is monotonic
Theorem: Bounded Monotonic Sequences Always Converge
If { a_n } is bounded and monotonic for n \ge n_0, then { a_n } converges.
Q: Show that { \frac{n+1}{n} } converges.
A: 1. Using Monotone Convergence
In the previous example—which used the difference method—we know that the sequence is decreasing monotonic.
Since n is positive, \frac{n+1}{n} is always positive; or \frac{n+1}{n} > 0, which means that the sequence is bounded from below.
We can calculate that a_1 = 2, and since the sequence is decreasing monotonic, the sequence is also bounded from above.
Therefore, the sequence is convergent by the Monotone Convergence Theorem.
A: 2. L’Hopital’s Rule
We could also take L’Hopital’s and find L=1, as this example was easy to computer.
Q: Show that { \frac{4^n}{n!} } converges.
A:
We can see that \lim_{n \to \infin} n! = \infin, which means that \lim_{n \to \infin} \frac{4^n}{n!} = \frac{\infin}{\infin}.
Method 2: Ratio Method
Instead of moving terms in the definition of monotonic sequences with subtraction to create a test, we could also use division to create a test for monotonicity.
\text{Increasing Monotonic: } \frac{a_{n+1}}{a_n} \ge 1
\text{Decreasing Monotonic: } \frac{a_{n+1}}{a_n} \le 1
a_n = \frac{4^n}{n!} \\ a_{n+1} = \frac{4^{n+1}}{(n + 1)!} \\
Doing the test: \begin{aligned} \frac{a_{n+1}}{a_n} &= \frac{4^{n+1}}{(n + 1)!} \times \frac{n!}{4} \\ &= \frac{4n!}{(n+1)!} \\ &= \frac{4n!}{(n+1)n!} \\ &= \frac{4}{n+1} \end{aligned}
Why?
- The 4^{n+1} and \frac{1}{4^n} cancel out into a 4
- In regard to the division of the terms with factorial: \begin{aligned} 3! &= 3 \times 2 \times 1 \\ (3 + 1)! &= 4! = 4 \times 3 \times 2 \times 1 \\ \frac{3!}{(3+1)!} &= \frac{1}{4} \\ \frac{n!}{(n+1)!} &= \frac{1}{n + 1} \\ \end{aligned}
\frac{4}{n+1} will become \le 1 if and only if 4 \le n + 1
Also, the sequence is > 0 for all n, so the sequence is bounded.
Thus, the sequence is convergent.If { a_n } is a sequence, we call s_k the sum of the first k terms:
\boxed{ \text{$k$th Partial Sum of the Sequence: } s_k = \sum_{n = 1}^k a_n }
The limit of kth partial sums (\lim_{k \to \infin} s_k) is denoted:
\boxed{
\text{Infinite Series: } \sum_{n=1}^\infin a_n
}
\boxed{
\text{Infinite Series Sum: }
\frac{r}{1-r}
}\\
\small\textit{( only converges for $-1 < r < 1$ )} Q:
\sum_{n=1}^\infin (\frac{1}{2})^nExample: Find the sum
Convergence
If s_k converges to S, we write \sum_{n=1}^\infin a_n = S and we say the infinite series converges.
Otherwise, we say the infinite series diverges.
Partial Sum of Geometric Series:
s_k = r+ r^2 + r^3 + ... + r^k \\ s_k(1-r) = r + r^2 + r^3 + ... + r^k(1-r) \\ s_k(1-r) = r-r^{k+1} \\ s_k(1-r) = r(1-r^{k}) \\ \text{($1-r$ must $\ne$ 0)} \\ s_k = \frac{r(1-r^{k})}{1-r} \\ s_k = 1 - \frac{1}{2^k}\text{A geometric series ($\sum_{n=1}^\infin r^n$) is convergent if: }\\
\boxed{
\text{Geometric Series Test: } \sum_{n=1}^\infin = \frac{r}{1-r}
}
\\
\small\textit{( if and only if $-1 < r < 1$ )} Q:
\sum_{n=0}^\infin (\frac{-1}{2})^n A: It converges because -1 < \frac{-1}{2} < 1 If we use \frac{1}{1 - r} we can see that it converges to \frac{2}{3} Q:
\sum_{n=1}^\infin (-1)^n1-Indice Form
\sum_{n=0}^\infin = \frac{1}{1-r}Does the geometric series converge?
\boxed{ \text{$k$th Partial Sum: } s_k = \frac{n}{n+1} }
An infinite series is a limit of partial sums. Q:
\sum_{n=1}^\infin \frac{1}{n(n+1)} A:
\begin{aligned}
s_1 &= a_1 = \frac{1}{1 \times 2} = \frac{1}{2} \\
s_2 &= a_1 + a_2 = \frac{1}{1 \times 2} + \frac{1}{2 \times 3} = \frac{2}{3} \\
s_3 &= a_1 + a_2 + a_3 = \frac{1}{1 \times 2} + \frac{1}{2 \times 3} + \frac{1}{3 \times 4} = \frac{3}{4}
\end{aligned}Why?
\boxed{
\text{Harmonic Series: } \sum_{n=1}^\infin \frac{1}{n}
}\\
\small\textit{(diverges)} 1 + \frac{1}{2} + \frac{1}{3} + \frac{1}{4} >
1 + \frac{1}{2} + \frac{1}{4} + \frac{1}{4} 1 + \frac{1}{2} + \frac{1}{3} + \frac{1}{4} + ... \frac{1}{8} >
1 + \frac{1}{2} + \frac{1}{4} + \frac{1}{4} + \frac{1}{8} + \frac{1}{8} + \frac{1}{8} + \frac{1}{8} So on and so forth…Why?
Telescoping Series
A series where the next term in the sum cancels the previous term.
Q: Find the sum of: \sum_{n=1}^\infin \ln (\frac{n}{n+1})
A:
Thus, s_k = - \ln (k + 1)
\begin{aligned} \sum_{n=1}^\infin \ln (\frac{n}{n+1}) &= \lim_{k \to \infin} s_k \\ &= \lim_{k \to \infin} - \ln (k + 1) \\ &= - \infin \end{aligned}
Q: \sum_{n=1}^\infin \fra{1}{n} - \frac{1}{n+1}
A:
\text{Suppose:}\\
\begin{aligned}
\sum_{n=1}^\infin a_n &= L \\
\sum_{n=1}^\infin b_n &= K \\
\end{aligned} \\~\\
\begin{aligned}
\text{1) }& \sum_{n=1}^\infin c a_n = c L \\
\text{2) }& \sum_{n=1}^\infin (a_n + b_n) = L + K \\
\text{3) }& \sum_{n=1}^\infin (a_n - b)n) = L - K
\end{aligned} \\~\\
\small\textit{($L$ and $K$ diverging doesn't necessarily mean $L \pm K$ also diverges)} Q:
\sum_{n=1}^\infin \frac{4}{(-3)^n}Example: Find the sum
Theorem I
If \sum_{n=1}^\infin converges, then \lim_{n \to \infin} a_n = 0
Suppose \sum_{n=1}^\infin converges.
Let’s define a new sequence: b_1 = 0, b_2 = s_1, b_3 = s_2, b_4 = s_3, ..., b_k =s_{k=1}, ...
Then: \ \begin{aligned} lim_{k \to \infin} s_k - b_k &= \lim_{k \to \infin} s_k - s_{k - 1} \\ &= L - L \\ &= 0 \end{aligned}
\begin{aligned} s_1 - b_1 &= s_1 - 0 = s_1 = a_1 \\ s_2 - b_2 &= s_2 - s_1 = a_1 + a_2 -a_1 = a_2 \\ s_3 - b_2 &= s_3 - s_2 = ... = a_3 \\ s_k - b_k &= a_k \end{aligned}
Thus, \lim_{k \to \infin} a_k = 0\boxed{
\text{If }
\lim_{n \to \infin} \ne 0
\text{, then }
\sum_{n=1}^\infin a_n \text{ diverges}
} P \to Q = Q' \to P If honey’s what you covet, [then] you’ll find that they [heffulumps and woosels] love it. Convergence: If \sum_{n=1}^\infin a_n converges, then \lim_{n \to \infin = 0} Q: \sum_{n=1}^\infin \frac{n}{3n+1} A:
\lim_{n \to \infin} \frac{n}{3n+1} = \frac{1}{3} Q: \sum_{n=1}^\infin e^{\frac{1}{n^2}} A:
\lim_{n \to \infin} e^{\frac{1}{n^2}} = 1Why: Contrapositive
Example: Does it diverge?
\boxed{
\text{Integral Test: } \sum_{n \to N}^\infin a_n \text{ and } \int_N^\infin f(x) dx \text{ both conv./div.}
} \\
\small\textit{Let { $a_n$ } be a sequence of positive terms} \\
\textit{Let $f(n) = a_n$ for all $n$} Let { a_n } be a sequence of positive terms. Suppose a continuous and decreasing function f where f(n) = a_n for all n. Then \sum_{n \to N}^\infin a_n IIF \inf_N^\infin f(x) dx 0 < \sum_{n=2}^\infin a_n \le \int_1^\infin f(x) dx \le \sum_{n=1}^\infin a_n Q: \sum_{n=1}^\infin = \frac{1}{e^n} A: Let’s test if this integral converges:
\begin{aligned}
\int_1^\infin \frac{1}{e^x} dx &= \lim_{t \to \infin} \int_1^t e^{-x} dx \\
&= \lim_{t \to \infin} e^{-x} |_1^t \\
&= \lim_{t \to \infin} e^{-t} - e^{-1} \\
&= 0 - \frac{1}{e} \\
&= \frac{1}{e} \\
\end{aligned} \sum_{n=1}^\infin \frac{1}{n} \begin{aligned}
\int_1^\int \frac{1}{x} dx &=
\lim_{t \to \infin} \ln x |_1^t \\
&= \lim_{t \to \infin} \ln t \\
&= \infin
\end{aligned}Why?
Example: Does it converge?
Example: Proving the harmonic series diverges
\boxed{
\text{p-series form:} \sum_{n=1}^\infin \frac{1}{n^P}
}\\
\small\textit{Where $p$ is a constant} \\
\textit{Convergent if $p > 1$} \\
\textit{Divergent if $p \le 1$} We can use the integral test to determine if a p-series converges or diverges: \begin{aligned}
\int_1^\infin \frac{1}{x^P} dx &= \lim_{t \to \infin} \int_1^t x^{-P} dx \\
&= \lim_{t \to \infin} \frac{x^{-P-1}}{-p + 1} |_1^t \\
&= \lim_{t \to \infin} \frac{1}{(1-p)x^{p - 1}} |_1^t \\
&= \lim_{t \to \infin} \frac{1}{(1-p)t^{p - 1}} - \frac{1}{1-p} \\~\\
&= 0 - \frac{1}{1-p} \text{ if $p-1 > 0$} \\
&= \infin \text{ if $p-1 < 0$} \\
\end{aligned} Thus,: Q: \frac{1}{n^4} Q: \frac{1}{n^{2/3}} Q: \frac{1}{n^\pi}Why?
Example: Which of the following converge?
\boxed{
\text{Remainder: }
R_N = \sum_{n=1}^\infin a_n - S_N
} Derived from integral test. S_N + \sum_{n=N+1}^\infin a_N \le S_N + \int_N^\infin f(x) dx \sum_{n=1}^\infin a_n \le S_N + \int_N^\infin f(x) dx \int_{N+1}^\infin f(x) dx \le \sum_{n=1}^\infin a_n - S_N \le \int_N^\infin f(x) dxWhy?
Remainder Estimate for Integral Test
\boxed{ \text{Remainder Estimate: } \int_{N+1}^\infin f(x) dx < R_n < \int_N^\infin f(x) dx } Suppose { a_n } is a sequence with positive terms. f is a continuous, decreasing function with f(n_=a_n for all n \ge 1.
Let S_N be the Nth partial sum of \sum_{n=1}^\infin and suppose this series converges.
Then, for all n, the remainder (R_N) satisfies the estimate.
Q: Consider \sum_{n=1}^\infin \frac{1}{n^2}, which is a convergent p-series (because 2 > 1). Calculate S_{10} along with the error.
A: Using a calculator, we get S_{10} \approx 1.549767731
Now, estimating error:
\begin{aligned} \int_{N+1}^\infin \frac{1}{x^2} dx &= \lim_{t \to \infin} \int_N^t x^{-2} dx \\ &= \lim_{t \to \infin} \frac{x^{-1}}{-1} |_N^t \\ &= \lim_{t \to \infin} - \frac{1}{x} |_N^t \\ &= \frac{1}{N} \end{aligned}
\frac{1}{11} < R_{10} < \frac{1}{10} = 0.1
Follow-Up Question: How far would we need to go to get an error at most 0.001?
We now know: R_N < \int_N^\infin \frac{1}{x^2} dx = \frac{1}{N}
Thus we just need to solve: \frac{1}{N} < 0.001
Direct Comparison Test
Let { a_n } and { b_n } be positive sequences such that a_n \le b_n for all n \ge N for some positive integer N.
- If \sum_{n=1}^\infin b_n converges, so does \sum_{n=1}^\infin a_n
- If \sum_{n=1}^\infin a_n diverges, so does \sum_{n=1}^\infin b_n
\text{Does it converge?: } \sum_{n = 1}^\infin \frac{1}{n^2 + 1}
We can see that: \sum_{n = 1}^\infin \frac{1}{n^2 + 1} < \sum_{n = 1}^\infin \frac{1}{n^2}
Q: Does \sum_{n=1}^\infin \frac{1}{\ln n} converge?
Hint: n > \ln n
A: We’ll do comparison test against \frac{1}{n}
\sum_{n=1}^\infin \frac{1}{n} < \sum_{n=1}^\infin \frac{1}{\ln n}
We know the harmonic series diverges, so the series also diverges.Limit Comparison Test
Let { a_n } and { b_n } be positive sequences such that a_n \le b_n for all n \ge N for some positive integer N.
- If \lim_{n \to \infin} \frac{a_n}{b_n} = L, then \sum_{n=1}^\infin a_n and \sum_{n=1}^\infin b_n both converge or both diverge.
- If \lim_{n \to \infin} \frac{a_n}{b_n} = 0 and \sum_{n=1}^\infin b_n converges, then \sum_{n=1}^\infin a_n converges.
- If \lim_{n \to \infin} \frac{a_n}{b_n} = \infin and \sum_{n=1}^\infin b_n diverges, then \sum_{n=1}^\infin a_n diverges.
Q: Does \sum_{n=1}^\infin \frac{1}{\sqrt{n^2 + 3}} converge?
A: We’ll try to directly compare this against \frac{1}{\sqrt{n^2}}, which is the harmonic series:
We know— \sqrt{n^2 + 3} > \sqrt{n^2} —so:
\sum_{n=1}^\infin \frac{1}{\sqrt{n^2 + 3}} < \sum_{n=1}^\infin \frac{1}{n}
A: Let’s try again with the limit comparison test
\{ a_n \}: \sum_{n=1}^\infin \frac{1}{\sqrt{n^2 + 3}} \qquad \{ b_n \}: \sum_{n=1}^\infin \frac{1}{n}
\begin{aligned} \lim_{n \to \infin} \frac{1}{\sqrt{n^2 + 3}} \times \frac{n}{1} &= \lim_{n \to \infin} \frac{n}{\sqrt{n^2 + 3}} \\ &= \lim_{n \to \infin} \frac{\sqrt{n^2}}{\sqrt{n^2 + 3}} \\ &= \lim_{n \to \infin} \sqrt{ \frac{n^2}{n^2 + 3} } \\ &= \lim_{n \to \infin} \sqrt{ \frac{2n}{2n} } \\ &= \lim_{n \to \infin} \sqrt{ 1 } \\ &= \lim_{n \to \infin} 1 \\ \end{aligned}
Q: Does \sum_{n=1}^\infin \frac{1}{3^n - n^2} converge?
A: Limit comparison test
We could compare to { \frac{1}{3^n} } or { \frac{1}{n^2} }.
\begin{aligned} \lim_{n \to \infin} \frac{1}{3^n - n^2} \times \frac{n^2}{1} &= \lim_{n \to \infin} \frac{n^2}{3^n - n^2} \\ &= 0 \end{aligned}
Sometimes, finding the right { b_n } can be difficult.
For example: For \sum_{n=1}^\infin \frac{\ln n}{n^2}, trying to compare against \sum_{n=1}^\infin \frac{1}{n^2} or \sum_{n=1}^\infin \frac{1}{n^2} is inconclusive, we go too small and too big.
For things in trig functions, comparing against the function parameter is usually helpful.
In the previous sections, all tests (except for divergence test) assumed that { a_n } consisted only of positive terms.
This section inspects series with alternating positive and negative terms.\boxed{ \text{Alternating Series: } \sum_{n=1}^\infin (-1)^{n} b_n \lor \sum_{n=1}^\infin (-1)^{n+1} b_n } \\ \small\textit{where \{ $b_n$ \} is a positive sequence}
Alternating Series Test
Let { b_n } be a positive, decreasing sequence with \lim_{n \to \infin} b_n = 0
Then, the alternating series—\sum_{n=1}^\infin (-1)^{n} b_n \lor \sum_{n=1}^\infin (-1)^{n+1} b_n—both converge.
\sum_{n=1}^\infin (-1)^{n+1} \frac{1}{n}
This series converges by the alternating series test because \lim_{n \to \infin} \frac{1}{n} = 0Alternating Series Approximation Theorem
Let { b_n } be a positive, decreasing sequence so that \lim_{n \to \infin} b_n = 0.
Let S_N be the Nth partial sum of the alternating series, either: \sum_{n=1}^\infin (-1)^n b_n \lor \sum_{n=1}^\infin (-1)^{n+1} b_n
And let S be the sum of the alternating series, then:
\boxed{ \text{Alternating Series Approximation Theorem: } R_N = S - S_N } \\ \small\textit{}
Satisfies:
- |R_N| \le b_{n+1}
- S lies between S_N and S_{N+!}
The sum of a convergent alternating series lies in-between successive partial sums: S_N < S < S_{N+1}
Q: Estimate \sum_{n=1}^\infin (-1)^{n+1} \frac{1}{n} within 0.001
A: R_N \le b_{N+1} \le 0.01 \\ R_N \le \frac{1}{N+1} \le 0.01 \\
\begin{aligned} \frac{1}{N+1} &\le 0.01 \\ 1 &\le 0.01(N+1) \\ 100 &\le N+1 \\ 99 &\le N \\ \end{aligned}
Putting \sum_{n=1}^{99} (-1)^{n+1} \frac{1}{n} into a calculator we get ~0.69\boxed{ \begin{aligned} &\qquad \text{Absolute Convergence Theorem: }\\ &\text{If $\sum_{n=1}^\infin |a_n|$ converges, so does $\sum_{n=1}^\infin a_n$} \end{aligned} }
Definition: Absolute Convergence
- If \sum_{n=1}^\infin |a_n| converges, we say \sum_{n=1}^\infin a_n converges absolutely.
- If \sum_{n=1}^\infin |a_n| diverges, we say \sum_{n=1}^\infin a_n converges conditionally.
A sequence being alternating or having a mix of positive and negative terms makes it corresponding series more likely to converge.
Ex: \sum_{n=1}^\infin (-1)^{n+1} \frac{1}{n} converges, but \sum_{n=1}^\infin \frac{1}{n} diverges.
Also, note that if a series of positive terms converges, then changing the signs of some terms will change what it converges to, but it won’t change the convergence.
Absolute Convergence Theorem Proof:
0 \le a_n + |a_n| \le 2 | a_n |
By assumption and algebraic laws for series, \sum_{n=1}^\infin 2 | a_n | = 2 \sum_{n=1}^\infin | a_n |
By the direct comparison test, \sum_{n=1}^\infin a_n + |a_n| also converges
Let’s do subtraction: \sum_{n=1}^\infin a_n + |a_n| - \sum_{n=1}^\infin |a_n| \\ = \sum_{n=1}^\infin a_n \\
Q: \sum_{n=1}^\infin (-1)^{n+1} \frac{1}{n^2}
A:
Let’s take the absolute value to get:
\sum_{n=1}^\infin \frac{1}{n^2}
We can see that this new series is a convergent p-series (because 2 > 1).
Q: \sum_{n=1}^\infin (-1)^{n+1} \frac{\sin n}{n^2}
A:
Let’s take the absolute value to get:
\sum_{n=1}^\infin \frac{\sin n}{n^2}
Let’s do comparison test, specifically the direct comparison (because limit comparison wouldn’t work with \sin n):
Letting {b_n} = \frac{1}{n^2}, we can see that the series converges by direct comparison.
Q: \sum_{n=1}^\infin (-1)^{n+1} \frac{3n + 4}{2n^2 + 3n + 5}
A:
Let’s take the absolute value to get:
\sum_{n=1}^\infin \frac{3n + 4}{2n^2 + 3n + 5}
We’ll compare this against { \frac{n}{n^2} } (limit comparison test):
\begin{aligned} \lim_{n \to \infin} \frac{3n + 4}{2n^2 + 3n + 5} \times \frac{n}{1} &= \lim_{n \to \infin} \frac{3n^2 + 4n}{2n^2 + 3n + 5} \\ &\textit{(do l'hopitals)} &= \lim_{n \to \infin} \frac{6}{4} \\ \end{aligned}
Doing the alternating series test on the original series, we can see that it is convergent (\lim_{n \to \infin} \frac{3n + 4}{2n^2 + 3n + 5} = 0).
\boxed{ \begin{aligned} &\qquad \text{Absolute Convergence Theorem (Pt II): }\\ &\text{If $\sum_{n=1}^\infin a_n$ converges absolutely,} \\ &\text{so does any arrangement of the terms of the series} \end{aligned} }
\boxed{ \begin{aligned} &\qquad \text{Reimann Rearrangement Theorem: }\\ &\text{If $\sum_{n=1}^\infin a_n$ is conditionally convergent,} \\ &\text{For any $S$ in [ $-\infin$, $\infin$ ] there exists a rearrangement of the terms of the series so it adds up to $S$} \end{aligned} }
\boxed{
\begin{aligned}
&\qquad \text{Ratio Test:} \\
&\text{Let $\sum_{n=1}^\infin a_n$ have nonzero terms} \\
&\text{Suppose $\lim_{n \to \infin} | \frac{a_{n+1}}{a_n} | = \rho$} \\
&\text{1. If $\rho < 1$, the series converges absolutely} \\
&\text{2. If $\rho > 1$, the series diverges} \\
&\text{3. If $\rho = 1$, test is inconclusive}
\end{aligned}
}Tip: When to use this test
If the series uses a factorial, this test might work.
\boxed{
\begin{aligned}
&\qquad \text{Root Test:} \\
&\text{Let $\sum_{n=1}^\infin a_n$ be a series} \\
&\text{Suppose $\lim_{n \to \infin} \hphantom{}^n \sqrt{|a_n|} = \lim_{n \to \infin} | a_n |^{\frac{1}{n}} = \rho$} \\
&\text{1. If $\rho < 1$, the series converges absolutely} \\
&\text{2. If $\rho > 1$, the series diverges} \\
&\text{3. If $\rho = 1$, test is inconclusive}
\end{aligned}
} Q: \sum_{n=1}^\infin (\frac{3n+1}{5n-2})^n A: \begin{aligned}
\lim_{n \to \infin} n \sqrt{ (\frac{3n+1}{5n-2})^n }
&= \lim_{n \to \infin} \frac{3n+1}{5n-2} \\
&= \frac{3}{5}
\end{aligned}Example: Does it diverge?
Recall:
\sum_{n=0}^\infin r^n = \frac{1}{1-r}
f(x) = \sum_{n=0}^\infin x^n = 1 + x + x^2 + x^3 + ... = \frac{1}{1-x}
Power Series
Let x be a variable and { c_n } a sequence.
A power series in x centered at x=0 is of the form:
\sum_{n=0}^\infin c_n x^n = c_0 + c_1 x + c_2 x^2 + c_3 x^3 + ...
A power series in x centered at x=a is of the form:
\sum_{n=0}^\infin c_n (x-a)^n = c_0 + c_1 (x-a) + c_2 (x-a)^2 + ...
Convergence of Power Series
For the power series \sum_{n=0}^\infin c_n (x-a)^n:
Case I: Series converges at x=a and diverges for all other x
Case II: Series converges for all real numbers.
Case III: There exists a real number R such that the series converges for |x-a|<R, diverges for |x-a|>R, and for |x-a|=R nay converge or diverge.
Let’s use the Ratio Test to determine if this power series converges:
Q: \sum_{n=1}^\infin \frac{x^n}{n}
A:
\begin{aligned} \lim_{n \to \infin} | \frac{a_{n+1}}{a_n} | &= \lim_{n \to \infin} | \frac{x^{n+1}}{n+1} \times \frac{n}{x^n} | \\ &= \lim_{n \to \infin} |x| \times \frac{n}{n+1} \\ &= |x| \lim_{n \to \infin} \frac{n}{n+1} \\ &= |x| \end{aligned}
Thus, the outcome of the ratio test depends on what |x| is
Investigating the Inconclusive Case:
If |x|=1, then there are two cases: x=1 and x=-1
Case I: x=1 \sum_{n=1}^\infin = \frac{1^n}{n}
Case II: x=-1 \sum_{n=1}^\infin = \frac{(-1)^n}{n}
Conclusion:
Definitions
Radius of Convergence (R): Distance from the center of the series you can be before it diverges.
Interval of Convergence: Interval on which power series converges.
The Idea: Use the ratio test on power series
\lim_{n \to \infin} | \frac{c_{n+1} (x-a)^{n+1}}{ c_n (x-a)^n } | = | x - a | \lim_{n \to \infin} | \frac{c_{n+1}}{c_n} | \\ = |x-a| \rho
Cases:
Q: \sum_{n=1}^\infin \frac{(x-1)^n}{n^2}
A: Let’s use the ratio test
\lim_{n \to \infin} | \frac{ (x-1)^{n+1} }{ (x+1)^2 } \times \frac{n^2}{(x-1)^n} | \\ = |x-1| \lim_{n \to \infin} \frac{n^2}{(n+1)^2} \\ = |x-1| < 1
Q:
\sum_{n=0}^\infin n! (x-3)^n
A: Let’s do ratio test
Recall: \boxed{ \begin{aligned} &\qquad \text{Ratio Test:} \\ &\text{Let $\sum_{n=1}^\infin a_n$ have nonzero terms} \\ &\text{Suppose $\lim_{n \to \infin} | \frac{a_{n+1}}{a_n} | = \rho$} \\ &\text{1. If $\rho < 1$, the series converges absolutely} \\ &\text{2. If $\rho > 1$, the series diverges} \\ &\text{3. If $\rho = 1$, test is inconclusive} \end{aligned} }
\begin{aligned} \lim_{n \to \infin} | \frac{ a_{n+1} }{ a_n } | &= \lim_{n \to \infin} | \frac{ (n+1)! (x-3)^{n+1} }{ n! (x-3)^n } | \\ &= \lim_{n \to \infin} (n+1) |x-3| \\ &= |x-3| \lim_{n \to \infin} (n+1) \\ &= \infin \end{aligned}
Tip: Manipulating Factorials for Cancellation (n+1)! = (n+1)n!
Q:
\sum_{n=1}^\infin ( \frac{ 6x-12 }{ n } )^n
A:
Thinking:
Recall:
\boxed{ \begin{aligned} &\qquad \text{Root Test:} \\ &\text{Let $\sum_{n=1}^\infin a_n$ be a series} \\ &\text{Suppose $\lim_{n \to \infin} \hphantom{}^n \sqrt{|a_n|} = \lim_{n \to \infin} | a_n |^{\frac{1}{n}} = \rho$} \\ &\text{1. If $\rho < 1$, the series converges absolutely} \\ &\text{2. If $\rho > 1$, the series diverges} \\ &\text{3. If $\rho = 1$, test is inconclusive} \end{aligned} }
\begin{aligned} \lim_{n \to \infin} \hphantom{}^n \sqrt{ | \frac{ 6x-12 }{ n } |^n } &= \lim_{n \to \infin} \frac{ |6x-12| }{ n } \\ &= |6x-12| \lim_{n \to \infin} \frac{ 1 }{ n } \\ &= 0 \end{aligned}
Q:
\sum_{n \to \infin}^\infin \frac{ (-2x+4)^n }{ n^2 \times 8^n }
A: Ratio Test
\begin{aligned} \lim_{n \to \infin} | \frac{(-2x+4)^{n+1}}{(n+1)^2 \times 8^{n+1}} \times \frac{ n^2 \times 8^n }{ (-2x+4)^n } | &= \frac{ |-2x+4| }{ 8 } \lim_{n \to \infin} \frac{n^2}{(n+1)^2} \\ &= \frac{ |-2x+4| }{ 8 } \times 1 \end{aligned}
This series will converge when \frac{ |-2x+4| }{ 8 } < 1, so now we need to solve for that.
\begin{aligned} \frac{ |-2x+4| }{ 8 } &< 1 \\ |-2x+4| &< 8 \\ 2 \times | x-2 | &< 8 \\ | x-2 | &< 4 \\ | x-2 | &< 4 \\ \end{aligned}
Aside: Understanding | x-2 | < 4
- “x’s distance from 2 is at most 4”
Testing Endpoints:
Case I: -2 \sum_{n=1}^\infin \frac{ (-2(-2) + 4)^n }{ n^2 \times 8^n } = blah
Case II: 6
Suppose the two power series \sum_{n=0}^\infin c_n x^n and \sum_{n=0}^\infin d_n x^n converge to functions f(x) and g(x) respectively on common interval I.
Suppose the power series \sum_{n=0}^\infin c_n x^n and \sum_{n=0}^\infin d_n x^n converge to functions f(x) and g(x) on common interval I.
Let e_n = c_0 d_n + c_1 d_{n-1} + c_2 d_{n-2} + ...
Or,
\sum_{k=0}^n c_k d_{n-k}
Then, (\sum_{n=0}^\infin c_n x^n) (\sum_{n=0}^\infin d_n x^n) = \sum_{n=0}^\infin e_n x^n, which converges to f(x)g(x) on I. \begin{aligned}
\frac{2}{(x-1)(x-3)} &= \frac{-2}{1 - x} \times \frac{-1}{3 - x} \\
&= \frac{2}{1-x} \times \frac{\frac{1}{3}}{1 - \frac{x}{3}} \\
&= (\sum_{n=0}^\infin 2x^n)(\sum_{n=0}^\infin \frac{1}{3} (\frac{x}{3})^n) \\
&= (2 + 2x + 2x^2 + ...)(\frac{1}{3} + \frac{x}{9} + \frac{x^2}{27} + ...)
\end{aligned} e_0 = c_0 d_0 = 2(\frac{1}{3}) = \frac{2}{3} \\
e_1 = c_0 d_1 + c_1 d_0 = 2 ( \frac{1}{4} ) + 2 ( \frac{1}{3} ) \\Example: Find first 2 terms of the power series
f(x) = \frac{1}{1-x} = (1-x)^{-1} \\ f'(x) = \frac{1}{(1-x)^2}
Thus,
[ \sum_{n=0}^\infin x^n ]' = \sum_{n=1}^\infin n x^{n-1}
F(x) = \int \frac{1}{1-x} dx = - \ln | 1 -x| + D
Thus,
\int \sum_{n=0}^\infin x^n dx = C + \sum_{n=0}^\infin \frac{x^{n+1}}{n + 1}
Let x=0:
-\ln |1 | + D = C + \sum_{n=0}^\infin \frac{0^{n+1}}{n+1} \\~\\ D = C
Thus,
-\ln | 1-x| = \sum_{n=0}^\infin \frac{x^{n+1}}{n+1}
Let x=1:
Eventually you get \ln 2 = \text{Alternating harmonic series}
Theorem: Let f(x) = \sum_{n=0}^\infin c_n x^n = c_0 + c_1 x + c_2 x^2 + ... with R.
Then
If f has derivatives of all orders at x=a, the Taylor series for the function f at a is:
\sum_{n=0}^\infin \frac{f^{(n)}(a)}{n!} (x-a)^n = f(a) + f'(a)(x-a) + \frac{f''(a)}{2!} (x-a)^2 + \frac{f'''(a)}{3!} (x-a)^3 + ...
\boxed{ \text{MacLaurin Series: } \sum_{n=0}^\infin \frac{f^{(n)}(0)}{n!} x^n }
The nth partial sum for a Taylor series is called the nth Taylor polynomial
p_0 (x) = f(a) \\ p_1 (x) = f(a) + f'(a) (x-a) \\ p_2 (x) = f(a) + f'(a) (x-a) + \frac{f''(n)}{2!}(x-a)^2 \\
Example: Find the second Maclaurin polynomial for e^x
p_5 (x) = f(0) + f'(0) x + \frac{f''(0)}{2!} x^2
Note how all the derivatives (f’(0), f’’(0), etc.) are just e^x again, and e^0 = 1, so:
p_5 (x) = 1 + x + \frac{1}{2!} x^2
The nth MacLaurin polynomial for e^x is
\sum_{n=0}^\infin \frac{1}{n!} x^n
aka: Taylor’s Theorem with remainder
Let f be a function that can be differentiated n+1 times on an interval containing a.
Let p_n be the nth Taylor polynomial for r at a.
\text{Error (remainder): } R_n (x) = f(x) - p_n (x)
Then for each x in I, there exists some value c between x and a so that
R_n (x) = \frac{f^{n+1} (c)}{ (n+1)! } (x-a)^{n+1}
If there exists number M so that |f^{n+1} (x)| \le M for all x in I, then
|R_n(x) \le \frac{M}{(n+1)!} |x-a|^{n+1}
Suppose f has derivatives of all orders on an interval I containing a.
Then the Taylor series
\sum_{n=0}^\infin \frac{f^{(n) (a)}}{ n! } (x-a)^n
Converges to f(x) for all x in I if and only if the error goes to 0 at n goes to infinity.
Example: Find the Taylor series for \sin x and show it converges to \sin on its interval of convergence.
\begin{matrix} \text{Function} & \text{MacLaurin Series} & \text{Interval of Convergence} \\ \frac{1}{1-x} & \sum_{n=0}^\infin x^n & -1 < x < 1 \\ e^x & \sum_{n=0}^\infin (-1)^n \frac{x^n}{n!} & - \infin < x \infin \\ \sin x & \sum_{n=0}^\infin (-1)^n \frac{x^{2n+1}}{ (2n+1)! } & - \infin < x \infin \\ \cos x & \sum_{n=0}^\infin (-1)^n \frac{x^{2n}}{ (2n)! } & - \infin < x \infin \\ \ln(1+x) & \sum_{n=0}^\infin (-1)^{n+1} \frac{x^n}{n} & -1 < \le 1 \\ \arctan x & \sum_{n=0}^\infin \frac{x^{2n+1}}{ 2n+1 } & -1 \le x \le 1 \\ (1+x)^r & \sum_{n=0}^\infin (\binom{n}{r}) x^n & -1 < x < 1 \end{matrix}
\binom{n}{r} = \frac{ r(r-1)(r-2)...(r-(n-1)) }{ n! } = \frac{n!}{(n-r)n!}
The probability a randomly-chosen value is between a and b on a bell-curve is the area under the bell curve between those points.
Integration doesn’t work, so we must use power series.
Z substitution
Z = \frac{z- \mu}{\sigma}
\boxed{ \text{Cartesian $\to$ Polar: } r^2 = x^2 + y^2 \qquad \tan \theta = \frac{y}{x} }
\boxed{ \text{Polar $\to$ Cartesian: } x = r \cos \theta \qquad y = r \sin \theta }