Beamer Maths Course SNV (1)

Function of one variable, derivative and integral
Integrals
Approximation methods
Function of Two Variables
Double and triple integrals
Maths-Stat-Info
Presented by: Dr. R. Mellal

8th May 1945 University
November 19, 2024
1 / 81
Integrals
1 Function of one variable, derivative and integral
2 Integrals
3 Approximation methods
Algorithm of the bisection method
4 Function of Two Variables
5 Double and triple integrals
2 / 81
Integrals

Definition
Let E and F be two non-empty sets . A function f from E into F is a
rule that assigns to each element x in E ,a unique element denoted by
y = f (x) ∈ F .
f : E −→ F
x 7−→ y = f (x)
Definition
Variable x is called argument or independent variable and variable y is
called dependent variable.
Definition
The domain of a function f , is denoted by Df where
Df = {x ∈ E ; ∃ y ∈ F : y = f (x)} 3 / 81
Integrals
General topics
Definition
If E and F are subsets of R, f is a called real function of one real
variable.
Definition
The graph of a function f is a set of ordered pairs of real numbers
(x, f (x)), where x ∈ Df . We write
Graph f = {(x, f (x)) : x ∈ Df }
Example
Find the domain of the functions
• f (x) = −5 ⇒ Df = ]−∞, +∞[ .
In general if f (x) = Pn (x) n ∈ N; then Df = ]−∞, +∞[ .

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Integrals
General topics
Example
x 3 −5
f (x) = x+7 ⇒ Df = ]−∞, −7[ ∪ ]−7, +∞[ .
Pn (x)
In general if f (x) = Qm (x) then Df = {x ∈ R; Qm (x) ̸= 0}
Example
√
• f (x) = e x ⇒ Df = [0, +∞[
• f (x) = cos 3x ⇒ Df = ]−∞, +∞[
Definition
A real function f : Df −→ R is said to be
• Even if f (−x) = f (x), ∀x ∈ Df .
• Odd if f (−x) = −f (x), ∀x ∈ Df .
• Periodic if, for some nonzero constant T : f (x + T ) = f (x), ∀x ∈ Df .
• Bounded if, m ⩽ f (x) ⩽ M for m, M ∈ R and ∀x ∈ Df .
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Integrals
General topics
Definition
A real function f : Df −→ R is said to be
• Increasing (resp strictly increasing ) if
∀x, y ∈ Df : x < y ⇒ f (x) ⩽ f (y )
(resp f (x) < f (y )).
• Decreasing (resp strictly decreasing ) if
∀x, y ∈ Df : x < y ⇒ f (x) ⩾ f (y )
(resp f (x) > f (y )).
• Monotone (resp strictly monotone) if it is increasing or decreasing
(resp strictly increasing or strictly decreasing ).
6 / 81
Integrals
Limit of a function
Definition
A part V ⊂ R is a neighborhood of x0 ∈ R if it contains an open
interval containing x0 .
Definition
A function f defined in a neighborhood of x0 ∈ R, except perhaps in x0 ,
is said to have a limit l at the point x0 , if
∀ε > 0, ∃η > 0, ∀x ∈ V such that x ̸= x0 , : |x − x0 | < η ⇒ |f (x) − l| < ε.
In this case, we write
lim f (x) = l or f → l when x → x0

x→x0
prove that f does not admit the number l as its limit when x → x0 , we 7 / 81
Integrals
Limit of a function
Theorem
If f admits a limit at the point x0 , this limit is unique.
Theorem
(squeeze) Let f , g and h be three real functions, x0 a fixed point and
δ > 0.
If for all x ∈ Df ∩ Dg ∩ Dh such that |x − x0 | < δ, we have :
g (x) ⩽ f (x) ⩽ h(x)
and if
lim g (x) = lim h(x) = l
x→x0 x→x0
then
lim f (x) = l.
x→x0
8 / 81
Integrals
Limit of a function
Example
Calculate limx→0 ln(1 + x 2 ) sin( x12 ).
Since −1 ≤ sin( x12 ) ≤ 1 and ln(1 + x 2 ) ≥ 0 we have
1
− ln(1 + x 2 ) ≤ ln(1 + x 2 ) sin( ) ≤ ln(1 + x 2 )
x2
1
⇒ lim − ln(1 + x 2 ) ≤ lim ln(1 + x 2 ) sin( ) ≤ lim ln(1 + x 2 )
x→0 x→0 x2 x→0
1
⇒ lim ln(1 + x 2 ) sin( ) = 0.
x→0 x2
9 / 81
Integrals
Indeterminate forms
Definition
We say that we have an indeterminate form if we encounter one of the
following cases
1) lim f (x) = +∞ and lim g (x) = −∞, then lim (f + g ) = ∞ − ∞.
x→x0 x→x0 x→x0
2) lim f (x) = 0 and lim g (x) = ±∞, then lim (f .g ) = 0.∞.
3) lim f (x) = lim g (x) = 0, then lim gf = 00 .
∞
4) lim f (x) = ±∞ and lim g (x) = ±∞, then lim gf = ∞ .
5) lim f (x) = 1 and lim g (x) = ±∞, then lim f g = 1∞ .
6) lim f (x) = +∞ and lim g (x) = 0, then lim f g = ∞0 .
7) lim f (x) = lim g (x) = 0, then lim f g = 00 .
10 / 81
Integrals
Indeterminate forms
Lifting the indeterminacy means searching for the limit under the condi-
tions considered.
For the last three cases, we can reduce them to the form 0.∞ by passing
to the logarithm and applying one of the relations
1
lim (1 + kx) x = ek .
x→0
X
k
or lim 1+ = ek .
X →+∞ X
Example
3x h x i3
1) lim 1 + x2 = lim 1 + x2 = e 6.
x→+∞ x→+∞
2 1 1x
−x−2 x
2) lim x x−2 = lim (x−2)(x+1)
x−2 = e.
x→0 x→0
11 / 81
Integrals
Indeterminate forms
Example
x+3 (x−1)+4
x+3 (x−1)+4
3) lim = lim
x−1 x−1
x→+∞ x→+∞
(x−1) 4
4 4
= lim 1 + x−1 1 + x−1 = e 4.
x→+∞
12 / 81
Integrals
Continuous functions
Definition
1) Let f : I → R be a function, I being any interval of R, x0 ∈ I . We say
that f is continuous at x0 if lim f (x) = f (x0 ). I.e.
x→x0
∀ε > 0, ∃η > 0, ∀x ∈ I : |x − x0 | < η ⇒ |f (x) − f (x0 )| < ε.
2) f is right-continuous at x0 if lim+ f (x) = f (x0 ). I.e.

x→x0
∀ε > 0, ∃η > 0, ∀x ∈ I : x0 < x < x0 + η ⇒ |f (x) − f (x0 )| < ε.
3) f is left-continuous at x0 if lim f (x) = f (x0 ). I.e.

x→x0−
∀ε > 0, ∃η > 0, ∀x ∈ I : x0 − η < x < x0 ⇒ |f (x) − f (x0 )| < ε.
4) f is continuous on the right and left at x0 ⇒ f is continuous at x0 . 5)

13 / 81
Integrals
Continuous functions
Definition
A function defined on an interval I is said to be continuous on I if it is
continuous at any point of I.
The set of continuous functions on I is denoted C (I ).
Example
1) Any constant function is continuous on R.
2) The functions f (x) = x and f (x) = |x| are continuous on R.
Theorem
Let f and g be two continuous functions on I , then
1) ∀α, β ∈ R : (αf + βg ) is continuous on I .
2) f .g , g1 et gf are continuous on I . (g ̸= 0 on I ).
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Integrals
Uniform continuity
Definition
A function defined on an interval I is said to be uniformly continuous on
I if
∀ε > 0, ∃η > 0, ∀x, y ∈ I : |x − y | < η ⇒ |f (x) − f (y )| < ε.
1) Uniform continuity is a property of the function over the entire inter-

val, whereas continuity can be defined at a point.
2) In the definition of uniform continuity, the number η depends only on
ε, whereas for continuity at x0 , η depends on ε and x0 .
3) f uniformly continuous ⇒ f continuous.
4) To show that a function f is not uniformly continuous, we must show
that
∃ε > 0, ∀η > 0, ∃x, y ∈ I : |x − y | < η but |f (x) − f (y )| > ε.
15 / 81
Integrals
Example
Study the continuity of the function

2x + 1 si x ⩾ 0
f (x) =
−5x + 1 si x < 0
Since lim f (x) = lim 2x + 1 = 1 = lim f (x) = lim − 5x + 1 = f (0).

>
x →0 x→0 <
x →0 x→0
Then f is continuous at 0. Hence f is continuous on R.
Example
Study the continuity of the function

−1 si x ∈ [0, 1[
g (x) =
2 si x ∈ [1, 2]
Since lim g (x) = 2 ̸= limg (x) = −1. Hence g is not continuous at 1.

> <
x →1 x →1
16 / 81
Integrals
Theorems about continuous functions
Theorem
Let f : I → I ′ , g : I ′ → R, I ⊂ R and I ′ ⊂ R. If f is continuous at x0 ∈ I
and g is continuous at y0 = f (x0 ), then (g ◦ f ) is continuous at x0 .
Theorem
Let f be a continuous function on [a, b] . If f (a) and f (b) have opposite
signs, then there is at least a point c ∈ ]a, b[ such that f (c) = 0.
17 / 81
Integrals
Differentiable functions
Definition
Let f : I → R, I ⊂ R, x0 ∈ I . We say that f is differentiable at the point
x0 if
f (x) − f (x0 )
lim
x→x0 x − x0
exists and is finite.
This limit is called the derivative of f at the point x0 and denoted
f ′ (x0 ).
1) A similar definition
f (x0 + h) − f (x0 )
f ′ (x0 ) = lim .
h→0 h
2) f derivable at x0 ⇒ f is continuous at x0 .
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Integrals
Example
√
Let’s study the differentiability of the function f (x) = x at the point
x0 = 1. We have
√ √
f (x) − f (1) x −1 x +1 1 1
lim = lim √ = lim √ = = f ′ (1).
x→1 x −1 x→1 (x − 1) x +1 x→1 x +1 2
19 / 81
Integrals
Example
1) f (x) = |x| , x0 = 0.
If x > 0, f (x) = x, from which
f (x) − f (0)
lim+ = 1.
x→0 x −0
If x < 0, f (x) = −x, from which
f (x) − f (0)
lim− = −1.
x→0 x −0
This gives
f (x) − f (0) f (x) − f (0)
lim+ ̸= lim− .
x→0 x −0 x→0 x −0
Therefor f is not differentiable at x0 = 0.
20 / 81
Integrals
Example
√
3
2) f (x) = x, x0 = 0. We have
√
3
x −0 1
lim = lim 2 = +∞.
x→0 x −0 x→0 x 3
Then f is not differentiable at x0 = 0.

3) Let be
x sin x1 , x ̸= 0

f (x) = ,
0, x = 0
Since
f (x) − f (0) 1
lim = lim sin , don’t exist.
x→0 x −0 x→0 x
We conclude that f is not differentiable at x0 = 0.
21 / 81
Integrals
Operations on differentiable functions
If f and g are two differentiable functions on the interval I , then

1) ∀α, β ∈ R, (α.f + β.g ) is differentiable on I and we have
′
(α.f + β.g ) = α.f ′ + β.g ′
2) (f .g ) is differentiable on I and we have

′
(f .g ) = f ′ .g + f .g ′
et ∀n ∈ N, f n is differentiable on I and we have

′
(f n ) = n.f n−1 .f ′
22 / 81
Integrals
3) If g has no zeros on I , then

′
1 −g ′
= 2 .
g g
and ′
f f ′ .g − f .g ′
= .
g g2
4) If f : I → R and g : J → R, f (I ) ⊂ J are two differentiable functions,
then (g ◦ f ) is derivable on I and we have
′
(g ◦ f ) = f ′ . (g ′ (f ))
23 / 81
Integrals
Example
′ ′ ′
we have (cos x) = − sin x, (cos ax) = −a sin ax, (e x ) = e x ,
′ ′ ′ ′
e f (x) = f ′ (x).e f (x) , (ln x) = x1 , (ln |f (x)|) = ff (x)
(x)
,
′ 1 ′
(tan x) = cos2 x = 1 + tan2 x, (x α ) = α.x α−1 , ∀α ∈ R.
Example
1) Calculate the derivative of the function f (x) = (x 2 + 1)(x 3 − 2x).
We have f ′ (x) = 2x(x 3 − 2x) + (x 2 + 1)(3x 2 − 2) = 5x 4 − 3x 2 − 2.
2) Calculate the derivative of the function f (x) = √x4x2 −5 .
We have f ′ (x) = 2−20 3 .
(x −5) 2
24 / 81
Integrals
High-order derivatives
Definition
If the function f ′ is derivable, its derivative is called the second
derivative of f and is denoted by
′
f ′′ (x) = (f ′ (x)) .
By recurrence, we define the successive derivatives of f .
The nth -order derivative of f , denoted f (n) is the derivative of the
function
′
x 7→ f (n−1) (x) : f (n) = f (n−1) .
Example
f (x) = sin x ⇒ f ′ (x) = cos x ⇒ f ′′ (x) = − sin x ⇒ f (3) (x) = − cos x
⇒ f (4) (x) = sin x...
25 / 81
Integrals
Rolle’s theorem
Theorem
Let f : [a, b] → R be a continuous function on [a, b], derivable on ]a, b[
and such that f (a) = f (b). Then there exists c ∈]a, b[ such that
f ′ (c) = 0.
Particular case. If f (a) = f (b) = 0, Rolle’s theorem can be stated as

follows: between two zeros of the function f , there exists a zero of the
derivative f ′ .
26 / 81
Integrals
Mean value theorem
Theorem
Let f : [a, b] → R be a continuous function on [a, b] and derivable on
]a, b[. Then there exists c ∈]a, b[ such that
f (b) − f (a) = (b − a) f ′ (c).
27 / 81
Integrals
L’Hôpital’s rule
Theorem
Let f and g be two functions derivable on I =]a, b[ such that for all
x ∈ I , g (x) ̸= 0 and g ′ (x) ̸= 0. Suppose that
lim f (x) = lim g (x) = α, with α = 0 or α = ±∞

x→a x→a
and
f ′ (x)
lim = µ, with µ ∈ R∪ {−∞, + ∞} .
x→a g ′ (x)
Then
f (x)
lim = µ.
x→a g (x)
The rule remains valid if we replace a by b or by ±∞.
28 / 81
Integrals
Example
1)
′
sin x 0 (sin x) cos x
lim = = lim = lim = 1.
x→0 x 0 x→0 (x)′ x→0 1
2)
1 ′
ln x −∞ (ln x)
lim x ln x = lim 1
= = lim 1 ′ = lim x 1 = lim (−x) = 0.
x→0 x→0
x
∞ x→0 x→0 − 2
x
x→0
x
3)
x2 +∞ 2x +∞ 2
lim = = lim x = = lim x = 0.
x→+∞ e x +∞ x→+∞ e +∞ x→+∞ e
29 / 81
Integrals
Reminders on the calculation of primitives

Definition
Let f be a function defined on [a, b] ⊂ R and F be a function defined
on [a, b] such that F ′ (x) = f (x).
Theorem
The function F is called a primitive of f and is given by
Z
F (x) = f (x)dx + c where c = cte ∈ R.
If f is continuous on [a, b] and F is a primitive of f then

Z b
b
f (x)dx = [F (x)]a = F (b) − F (a).
a
We say that f is integrable on [a, b].

30 / 81
Integrals
Reminders on the calculation of primitives

Theorem
Let f and g be two bounded functions on an interval [a, b] of R,
1) If f and g are integrable on [a, b], then
• f ± g is integrable on [a, b] and we have
Z b Z b Z b
(f ± g ) (x)dx = f (x)dx ± g (x)dx.
a a a
• ∀α ∈ R, (αf ) is integrable on [a, b] and we have

Z b Z b
(αf ) (x)dx = α f (x)dx.
a a
• If f ⩽ g on [a, b] , then
Z b Z b
f (x)dx ⩽ g (x)dx.
a a 31 / 81
Integrals
Theorem
2) If f is integrable on [a, b] , then |f | is integrable on [a, b] and we have
Z b Z b
f (x)dx ⩽ |f (x)| dx.
a a
3) If f is integrable on [a, c] and on [c, b] with c ∈ [a, b] , then f is

integrable on [a, b] and we have
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx. (Chasles’s relation).
a a c
4) We have
Z b Z a Z a
f (x)dx = − f (x)dx and f (x)dx = 0
a b a
32 / 81
Integrals
Theorem
5) ∀α ∈ R, we have
Z b Z b+α
f (x)dx = f (x − α)dx
a a+α
6) If f is even, then
Z a Z a
f (x)dx = 2 f (x)dx.
−a 0
if f is odd, then Z a
f (x)dx = 0
−a
33 / 81
Integrals
Table of usual primitives
f (x) F (x) Sur

x α , α ̸= −1 1
α+1 x
α+1
R∗+
1
x ln |x| R∗+ or R∗−
ax 1 ax
e , a ̸= 0 ae R
ln x x ln x − x R∗+
sin x − cos x R
cos x sin x R
sin x
π π

tgx = cos x − ln |cos x| − 2 + kπ, 2 + kπ ; k ∈ Z
cot gx = cos x
(k − 1)π, π2 kπ ; k ∈ Z

sin x ln |sin x|
x −x
shx = e −e 2 chx R
x −x
chx = e +e 2 shx R
coth x = chx shx ln |shx| R+ or R∗−
∗
1 ∗ 1 x
a2 +x 2 , a ∈ R a arctan( a) R
2
1
2 , a ∈ R∗ arg th x = 1
ln x+a
R⧹ {− |a| , |a|} 34 / 81
Integrals
Moreover, we have
Z
1
f ′ (x)f n (x)dx = f n+1 (x) + c, n ̸= −1 and c = cte ∈ R
n+1
Z ′
f ′ (x)
Z
f (x) p
dx = ln |f (x)| + c, p dx = f (x) + c,
f (x) 2 f (x)
f ′ (x)
Z Z
f ′ (x)e f (x) dx = e f (x) + c, dx = arctan f (x) + c,
1 + f 2 (x)
f ′ (x)
Z Z
p dx = arcsin f (x) + c, f ′ (x) cos f (x)dx = sin f (x) + c,
1 − f 2 (x)
Z
f ′ (x) sin f (x)dx = − cos f (x) + c
35 / 81
Integrals
Example
Calculate the following integrals
1)
Z 1 1
1 4 −3
(x 3 − 2x)dx = x − x2 = .
0 4 0 4
2)
−1 1
Z
1 1
( − + 3)dx = − ln x + 3x + cte.
x7 x 6 x6
3) Z
2 1 1
( − )dx = 2 ln |x + 3| − ln |2x + 1| + cte.
x + 3 2x + 1 2
1 3 −1 3
R
4) ( (x+1) 2 − (x−1)3 )dx = (x+1) + 2(x−1)2 + cte.
5)
1
e −1
Z
2 1 h x 2 i1
xe x = e = .
0 2 0 2
R5 e x 5
6) 0 e x +1
dx = [ln |e x + 1|]0 = ln(e 5 + 1) − ln 2. 36 / 81
Integrals
Methods of integration (Integration techniques)

Theorem
Integration by parts
Let f and g be two functions of class C 1 on an interval [a, b] of R, then
Z b Z b
′ b
f (x)g (x)dx = [f (x)g (x)]a − f ′ (x)g (x)dx
a a
Example
R1
Calculate 0
xe x dx. We integrate by parts. We put
f ′ (x) = 1

f (x) = x
⇒
g ′ (x) = e x g (x) = e x
then Z 1 Z 1
x 1
xe dx = [xe x ]0 − e x dx = 1.
0 0 37 / 81
Integrals
Integration by parts
Example
R
Calculate ln xdx.
We integrate by parts. We put
f ′ (x) = x1

f (x) = ln x
⇒
g ′ (x) = 1 g (x) = x
then Z Z
1
ln xdx = x ln x − xdx = x ln x − x + cte.
x
38 / 81
Integrals
Variable change
Theorem
Let f : [a, b] → R, be continuous and φ : [α, β] → [a, b] of class C 1 such
that φ(α) = a and φ(β) = b, then the function t 7→ f (φ(t)).φ′ (t) is
integrable on [α, β] and we have
Z b Z β
f (x)dx = f (φ(t)).φ′ (t) dt.
a α
Example
R1
Calculate 0 xe x dx.
We put t = e x ⇒ x = ln t and dt = e x dx
In addition if x = 0 ⇒ t = 1 and if x = 1 ⇒ t = e.
We deduce Z 1 Z e
e
xe x dx = ln tdt = [t ln t − t]1 = 1. 39 / 81
Integrals
Variable change
Example
Calculate 1+dx√x .
R
√
We put t = x ⇒ t 2 = x and 2tdt = dx
We deduce
Z Z Z
dx 2t 2
√ = dt = 1− dt
1+ x 1+t 1+t
√ √
= t − 2 ln |1 + t| + cte = 2 x − 2 ln 1 + x + cte.
40 / 81
Integrals
Primitives of rational functions

Definition
P(x)
A function f is said to be rational if it is of the form f (x) = Q(x) , where
P and Q are two real polynomials.
If x1 , x2 , ..., xp are the real roots of Q(x) of respective multiplicities
µ1 , µ2 , ..., µp , and if z1 , z2 , ..., zq and z̄1 , z̄2 , ..., z̄q are the complex roots
of Q(x) where each zj (resp z̄j ) is of multiplicity νj , 1 ⩽ j ⩽ q.
Then Q(x) can be uniquely represented as
µ1 µp ν 1 ν q
Q(x) = an (x − x1 ) ... (x − xp ) x 2 + α1 x + β1 ... x 2 + αq x + βq
where n = µ1 + µ2 + · · · + µp + 2 (ν1 + ν2 + · · · + νq ) is the degree of

Q(x), an is the head coefficient of Q(x), such that
x 2 + αj x + βj = (x − zj ) (x − z̄j ) with j = 1, ..., q,

so ∆ = αj2 − 4βj < 0.
41 / 81
Integrals
Definition
P(x)
The function f (x) = Q(x) is uniquely decomposable into simple elements
as
P(x) R(x)
f (x) = = q(x) +
Q(x) Q(x)
a11 a12 a1µ1
= q(x) + + 2
+ ··· + µ
x − x1 (x − x1 ) (x − x1 ) 1
a21 a22 a2µ2
+ + 2
+ ··· + µ
x − x2 (x − x2 ) (x − x2 ) 2
.. .. .. ..
. . . .
···························
ap1 ap2 apµp
+ + 2
+ ··· + µ
x − xp (x − xp ) (x − xp ) p
b11 x + c11 b12 x + c12 b1ν x + c1ν1
+ + 2
+ ··· + 2 1 ν
x 2 + α1 x + β1 2
(x + α1 x + β1 ) (x + α 1 x + β1 ) 1
. . . . 42 / 81
Integrals
where q(x) and R(x) are respectively the quotient and the rest of the
euclidean division of P(x) by Q(x),

 0 , if deg(P) < deg(Q)
q(x) = polynomial such that
deg(q) = deg(P) − deg(Q), if deg(P) ⩾ deg(Q)

and where aij , bij and cij are real constants.
43 / 81
Integrals
We can also avoid Euclidean division and use the method of indetermi-
nate coefficients to obtain the coefficients aij , bij , and cij of q(x).
Recall that we have decomposed the rational function f (x) into the form
R(x)
f (x) = q(x) +
Q(x)
µi νj
! !
X X aik X X bjl x + cjl
= q(x) + k
+ l
.
1⩽i⩽p k=1 (x − xi ) 1⩽j⩽q l=1 (x 2 + αj x + βj )
P(x)
Thus the integration of Q(x) is reduced to that of the polynomial q(x)
A Bx+C
and the rational fractions of the form (x−a) k and
(x 2 +αx+β)k
with α2 −
4β < 0.
44 / 81
Integrals
The integration of the polynomial q(x) is quite simple, we use the linear-
n+1
ity and the formula x n dx = xn+1 + cte.
R
A
Integration of (x−a) k
If k = 1, then Z
A
dx = A ln |x − a| + cte.
(x − a)
If k ⩾ 2, then Z Z
A −k
k
dx = A (x − a) dx
(x − a)
−k+1
(x − a) −A
=A −k+1
+ cte = k−1
+ cte
(k − 1) (x − a)
45 / 81
Integrals
Bx+C
Integration of (x 2 +αx+β)k
We write
α α 2 α 2
x 2 + αx + β = x 2 + 2 x+ +β− ,
2 2 2
α α 2
= γ 2 , then

we put 2 = δ and β − 2
2
x 2 + αx + β = x 2 + 2δx + δ 2 + γ 2 = (x + δ) + γ 2
46 / 81
Integrals
We also write
B α B
Bx + C = (2x + α) + C − B = (2x + 2δ) + C − Bδ,
2 2 2
then
B
2 (2x + 2δ) + C − Bδ
Z Z
Bx + C
I = k
dx = k dx
2

(x + αx + β) 2
(x + δ) + γ 2
Z Z
B 2x + 2δ dx
= k dx + (C − Bδ) k .
2

2 2
(x + δ) + γ 2 (x + δ) + γ 2
47 / 81
Integrals
x+δ
By changing the variable t = γ ⇒ x = γt − δ ⇒ dx = γdt, we obtain
Z Z
B 2γt.γdt γdt
I = k + (C − Bδ) k
2

2 2
(γt) + γ 2 (γt) + γ 2
(C − Bδ)
Z Z
B t 1
= dt + dt
γ 2k−2 (1 + t 2 )k γ 2k−1 (1 + t 2 )
k
| {z } | {z }
Ik Jk
B (C − Bδ)
= Ik + Jk
γ 2k−2 γ 2k−1
48 / 81
Integrals
Definition
Calculation of Ik
On a Z Z
t 1 2t
Ik = k
dt = k
dt.
(1 + t 2 ) 2 (1 + t 2 )
If k = 1, then
Z
1 2t 1
dt = ln 1 + t 2 + cte.

I1 = 2
2 (1 + t ) 2
If k ⩾ 2, then
Z
1 2t 1
Ik = k
dt = k−1
+ cte.
2 2
(1 + t ) 2 (1 − k) (1 + t 2 )
Z ′
f −k+1
Z
f ′ −k
we use = f f = + cte .
fk −k + 1
49 / 81
Integrals
Definition
Calculation of Jk
Z
1
If k = 1 , then J1 = dt = arctan t + cte.
(1 + t 2 )
Z
1
If k ⩾ 2 , then Jk = k
dt
(1 + t 2 )
We integrate by parts, we put
1 −2kt
u = k
⇒ u′ = k+1
(1 + t 2) (1 + t 2 )
v′ = 1⇒v =t
t2
Z
t
we obtain Jk = k
+ 2k k+1
dt
(1 + t 2 ) (1 + t 2 )
1 + t2 − 1
Z
t 50 / 81
Integrals
Definition
t2
Z
t
we obtain Jk = k
+ 2k k+1
dt
(1 + t 2) (1 + t 2 )
1 + t2 − 1
Z
t
= k
+ 2k k+1
dt
(1 + t 2 ) (1 + t 2 )
"Z Z #
t 1 1
= k
+ 2k k
dt − k+1
dt
(1 + t 2 ) (1 + t 2 ) (1 + t 2 )
t
= k
+ 2k [Jk − Jk+1 ]
(1 + t 2 )
Then
!
1 t
Jk+1 = k
+ (2k − 1) Jk où J1 = arctan t + cte.
2k (1 + t 2 )
51 / 81
Integrals
Example
We propose to determine the decomposition into simple elements of the
rational function
P(x) 1
f (x) = = 3
Q(x) x − 3x − 2
Noting that x = −1 is a double root of Q(x), we deduce the
factorization
2
Q(x) = (x + 1) (x − 2) .
By checking that P(x) is not divisible by x + 1 and x − 2, we can state
that F (x) is irreducible. Since deg(P) < deg(Q), then
P(x) 1 1
f (x) = = 3 = 2
Q(x) x − 3x − 2 (x + 1) (x − 2)
52 / 81
Integrals
Example
P(x) 1 1
f (x) = = 3 = 2
Q(x) x − 3x − 2 (x + 1) (x − 2)
We have
a b c
f (x) = + 2
+
x + 1 (x + 1) x −2
By identification, we find a = − 19 , b = − 13 and c = 19 , so
−1 1 1
f (x) = − 2
+ .
9(x + 1) 3 (x + 1) 9(x − 2)
We conclude that
x −2
Z
1 1
f (x)dx = + ln + cte.
3(x + 1) 9 x +1
53 / 81
Integrals
Primitives of rational functions in sin x, cos x, tg x

Theorem
We put
x
t = tan ,
2
then
2t 1 − t2
sin x = , cos x =
1 + t2 1 + t2
2dt
and dx = 1+t 2 .
Particular cases (Bioche’s rules)

Theorem
If f is a function of the type f (x) = F (cos x, sin x), where F is a rational
function of two variables, then to determine a primitive of f we can
make one of the following variable changes
If f (−x) = −f (x), we put t = cos x.
If f (π − x) = −f (x), we put t = sin x. 54 / 81
Integrals
example
Example
R π sin x
Calculate 0 1+cos 2 x dx
It’s easy to see that
sin(−x) − sin x
f (−x) = = = −f (x).
1 + cos2 (−x) 1 + cos2 x
We put t = cos x ⇒ dt = − sin x dx, from which we get

π −1 1
−dt
Z Z Z
sin x dt 1 π
dx = = = [arctan t]−1 = .
0 1 + cos2 x 1 1 + t2 −1 1 + t2 2
55 / 81
Integrals
Definition
Approximating the roots of a real-variable function means determining
the approximate solution to the following problem
Given f : I =]a, b[⊆ R → R, find x̂ ∈ C such that f (x̂) = 0.
It is important to note that although f is real-valued, its zeros can be

complex. This is for example the case when f is a polynomial.
Several methods have been developed for this purpose, they are generally
iterative.
Among these methods we can cite those of bisection, Newton, secant
and fixed point.
56 / 81
Integrals
Bisection (Dichotomy) method

The bisection (Dichotomy) method is based on the following theorem
Theorem
(intermediate value theorem)
Let be a continuous function f : [a, b] → R
If f (a) × f (b) ≺ 0 then ∃ xb ∈ ]a, b[ such that f (b

x ) = 0.
The principle of the Dichotomy method is that from an initial interval

I1 = [a, b], we produce a sequence of sub-intervals Ik = [ak , bk ] with
Ik ⊂ Ik−1, ∀k ≥ 2. (1)
such that
f (ak ) × f (bk ) ≺ 0. (2)
and we take
ak + bk
xk = . (3) 57 / 81
Integrals
Bisection (Dichotomy) method
such that
f (ak ) × f (bk ) ≺ 0. (4)
and we take
ak + bk
xk = . (5)
2
If
f (ak ) × f (xk ) < 0.
We put ak+1 = ak and bk+1 = xk ,else ak+1 = xk and bk+1 = bk . In
other words, it is sufficient to determine which of the intervals [ak , xk ]
and [xk , bk ] has a change of sign, and so on.
58 / 81
Integrals
Algorithm of the bisection method

Let’s present the algorithm of the Dichotomy (bisection) method
Algorithm 1.1
Step 0: (initialization)
Given I1 = [a, b] , ε the presicion and N the maximum number of itera-
tions.
Let a = a1 and b = b1 .
Set k = 1 and go to the main step.
Etape1 :(Principale)
While k ≤ N do
If |bk − ak | < ϵ (or f (xk ) < ϵ) then xb ∈ [ak , bk ] (or xb = xk ).
Else
Calculate xk = ak +b2 .
k
If f (xk ) × f (ak ) < 0 then ak+1 = ak and bk+1 = xk .

Else ak+1 = xk and bk+1 = bk .
End si.
59 / 81
Integrals
Exemple
Example
Consider the equation
f (x) = x + 4e (x−2) − 5. (6)
defined on [1, 2] with ϵ = 0.5 × 10−2 and N = 8.

Since f (1) = −3.52 < 0 and f (2) = 1 > 0 ⇒ f (1) × f (2) < 0 and
according to the intermediate value theorem ∃ xb ∈ ]1, 2[ such that
f (bx ) = 0.
We will use the bisection method to determine the approximate value of
xb. The results obtained are presented in the table below..
60 / 81
Integrals
k ak f (ak ) bk f (bk ) xk f (xk ) |xk − xk−1 |

1 1 − 2 + 1.5 − −
2 1.5 − 2 + 1.75 + 0.25
3 1.5 − 1.75 + 1.625 − 0.125
4 1.625 − 1.75 + 1.687 − 0.0625
5 1.687 − 1.75 + 1.718 − 0.031
6 1.718 − 1.75 + 1.734 − 0.016
7 1.734 − 1.75 + 1.742 − 0.008
8 1.742 − 1.75 + 1.746 − 0.004
The convergence occurs after 8 iterations and we obtain xb = x8 = 1.746.
61 / 81
Integrals
Definition
A function of two variables z = f (x, y ) maps each ordered pair (x, y)
in a subset D of the real plane R2 to a unique real number z. The set D
is called the domain of the function. The range of f is the set of all real
numbers z that has at least one ordered pair (x, y ) ∈ D such that
f (x, y ) = z.
Example
Consider the function: f (x, y ) = 3x + 5y + 2 Since this is a linear
function, there are no restrictions on x and y . Therefore, the domain is
all real numbers:
D = R2 The range is also all real numbers because for any value of z, we
can find corresponding values for x and y .
62 / 81
Integrals
Figure: graphz = 3x + 5y + 2
63 / 81
Integrals
Example
Consider the function:
p
g (x, y ) = 9 − x2 − y2
For this function to be defined, the expression under the square root
must be non-negative:
9 − x2 − y2 ≥ 0
This simplifies to:
x2 + y2 ≤ 9
Thus, the domain is the set of points inside or on a circle with radius 3
centered at the origin:
D = {(x, y )|x 2 + y 2 ≤ 9}
64 / 81
Integrals
Graphing Functions of Two Variables
Definition
To graph a function like z = f (x, y ), we plot ordered triples (x, y , z),
where each point in the domain corresponds to a unique value of z. The
graph forms a surface in three-dimensional space.
Example
For example,
p consider graphing the function:
g (x, y ) = 9 − x 2 − y 2
This describes a hemisphere with radius 3 centered at the origin. The
surface consists of points where:
z = g (x, y )
for each point (x, y ) ∈ D = {(x, y )|x 2 + y 2 ≤ 9}.
65 / 81
Integrals
Figure: graphsqrt(9 − x2 − y 2)
66 / 81
Integrals
Theorem
Fubini’s Theorems Let φ and ψ be two continuous functions from [a, b]
into R, with φ ⩽ ψ. We denote
∆ = (x, y ) ∈ R2 such that a ⩽ x ⩽ b and φ(x) ⩽ y ⩽ ψ(x) .

Let f : ∆ → R be continuous. Then

 
ZZ Zb ψ(x)
Z
f (x, y )dxdy = f (x, y )dy  dx.
 

∆ a φ(x)
67 / 81
Integrals
Theorem
Let φ and ψ be two continuous functions from [a, b] into R, with φ ⩽ ψ.
We denote
∆ = (x, y ) ∈ R2 such that c ⩽ y ⩽ d and φ(y ) ⩽ x ⩽ ψ(y ) .

Let f : ∆ → R be continuous. Then

 
ZZ Zd ψ(y
Z )
f (x, y )dxdy = f (x, y )dx  dy .
 

∆ c φ(y )
68 / 81
Integrals
Particular Cases Let
∆ = (x, y ) ∈ R2 : a ⩽ x ⩽ b and c ⩽ y ⩽ d.

1) Let f : ∆ → R be continuous. Then

ZZ Z b Z d Z d Z b
f (x, y )dxdy = f (x, y )dydx = f (x, y )dxdy .
∆ a c c a
2) Assume that f (x, y ) = g (x)h(y ) where g and h are continuous. Then

Z b ! Z !
ZZ d
f (x, y )dxdy = g (x)dx h(y )dy .
∆ a c
69 / 81
Integrals
70 / 81
Integrals
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Integrals
73 / 81
Integrals
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Integrals
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Integrals
80 / 81

Beamer Maths Course SNV (1)

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Function of one variable, derivative and integral

Presented by: Dr. R. Mellal

November 19, 2024

1 Function of one variable, derivative and integral

4 Function of Two Variables

5 Double and triple integrals

Function of one variable, derivative and integral

Graph f = {(x, f (x)) : x ∈ Df }

In general if f (x) = Pn (x) n ∈ N; then Df = ]−∞, +∞[ .

∀ε > 0, ∃η > 0, ∀x ∈ V such that x ̸= x0 , : |x − x0 | < η ⇒ |f (x) − l| < ε.

In this case, we write

lim f (x) = l or f → l when x → x0

g (x) ⩽ f (x) ⩽ h(x)

∀ε > 0, ∃η > 0, ∀x ∈ I : |x − x0 | < η ⇒ |f (x) − f (x0 )| < ε.

2) f is right-continuous at x0 if lim+ f (x) = f (x0 ). I.e.

∀ε > 0, ∃η > 0, ∀x ∈ I : x0 < x < x0 + η ⇒ |f (x) − f (x0 )| < ε.

3) f is left-continuous at x0 if lim f (x) = f (x0 ). I.e.

∀ε > 0, ∃η > 0, ∀x ∈ I : x0 − η < x < x0 ⇒ |f (x) − f (x0 )| < ε.

4) f is continuous on the right and left at x0 ⇒ f is continuous at x0 . 5)

∀ε > 0, ∃η > 0, ∀x, y ∈ I : |x − y | < η ⇒ |f (x) − f (y )| < ε.

1) Uniform continuity is a property of the function over the entire inter-

∃ε > 0, ∀η > 0, ∃x, y ∈ I : |x − y | < η but |f (x) − f (y )| > ε.

Since lim f (x) = lim 2x + 1 = 1 = lim f (x) = lim − 5x + 1 = f (0).

Since lim g (x) = 2 ̸= limg (x) = −1. Hence g is not continuous at 1.

Theorems about continuous functions

If x < 0, f (x) = −x, from which

Then f is not differentiable at x0 = 0.

Operations on differentiable functions

If f and g are two differentiable functions on the interval I , then

2) (f .g ) is differentiable on I and we have

et ∀n ∈ N, f n is differentiable on I and we have

Operations on differentiable functions

3) If g has no zeros on I , then

Operations on differentiable functions

Particular case. If f (a) = f (b) = 0, Rolle’s theorem can be stated as

Mean value theorem

f (b) − f (a) = (b − a) f ′ (c).

lim f (x) = lim g (x) = α, with α = 0 or α = ±∞

The rule remains valid if we replace a by b or by ±∞.

Reminders on the calculation of primitives

If f is continuous on [a, b] and F is a primitive of f then

We say that f is integrable on [a, b].

Reminders on the calculation of primitives

• ∀α ∈ R, (αf ) is integrable on [a, b] and we have

3) If f is integrable on [a, c] and on [c, b] with c ∈ [a, b] , then f is

Table of usual primitives

f (x) F (x) Sur

Methods of integration (Integration techniques)

Primitives of rational functions

where n = µ1 + µ2 + · · · + µp + 2 (ν1 + ν2 + · · · + νq ) is the degree of

x 2 + αj x + βj = (x − zj ) (x − z̄j ) with j = 1, ..., q,

and where aij , bij and cij are real constants.

By identification, we find a = − 19 , b = − 13 and c = 19 , so

Primitives of rational functions in sin x, cos x, tg x

Particular cases (Bioche’s rules)

It’s easy to see that

We put t = cos x ⇒ dt = − sin x dx, from which we get

Given f : I =]a, b[⊆ R → R, find x̂ ∈ C such that f (x̂) = 0.

It is important to note that although f is real-valued, its zeros can be

Bisection (Dichotomy) method