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Problems in Calculus II

by Peter Y. Woo, Biola University
2004, woobiola@aol.com

Chapter 3. Logarithms and Exponential Function.

    Problem 1. Define ln x and prove that ln (xn) = n ln x and that ln (a b) = ln a . ln b
    Ans.: For all real numbers a > 1, ln a is defined to be the area between the curve y=1/x and the x-axis, between the lines x = 1 and x = a. If 0 < a < 1, ln a is defined to be the negative of the same area.
    Corollary: ln x = 0 when x = 1, and is a monotonic increasing function of x, i.e., if x' > x, then ln x' > ln x.
    Now, we relive the exciting moments around 1600 a.d., when mathematicians discovered the property that ln (ab) = ln a ln b. Here is how they did it: Assume a, b both > 1.
    Consider the transformation f: (x,y) ® (x',y') with x' = b x, y' = (1/b) y. It is a one-one mapping of the plane onto itself.
Any point P(x,y) is moved to the point P'(x,y). If P lies on the hyperbola, then x y = 1. then b x (1/b) y = 1, also. This means x'y' = 1, i.e., P' also lies on the same hyperbola. This means the hyperbola remains invariant as a set, under the transformation f. Again, any rectangle with sides parallel to the axes, will be transformed into another rectangle with the same area. Hence areas are preserved under f.
    Now consider the lines x = 1 and x = a. They get transformed to the lines x' = b and x' = ab. Hence the area under the hyperbola between x=1 and x=a is transformed into the area under the hyperbola between x = b and x = ab. We know these two areas are the same.
Hence ln ab = ò1ab (1/x) dx = ò1b (1/x) dx +òbab (1/x) dx
= ò1b (1/x) dx +ò1a (1/x) dx = ln b + ln a.
     Hence ln (a2) = 2 ln a, ln (a3) = ln a + ln (a2) = 3 ln a , etc. (Warning: ln2a means (ln a)2, cannot be simplified.)
     Again, n ln (am/n) = ln ((am/n)n) = ln (am) = m ln a.
Hence ln (am/n) = (m/n) ln a, i.e., ln (ax) = x ln a for all rational x. By faith, we say it is true for all real x.
     Again, ln (a/b)+ln b = ln ((a/b)b) = ln a. \ ln(a/b) = ln a - ln b.

    Problem 2. Given ln 2 = 0.6931, ln 3 = 1.0986. Find ln 4, ln 6, ln 96, ln 144, ln Ö2, ln (61/5), without using calculators. You can use them to check for correct answers.
    Ans.: ln 4 = ln (22) = 2 ln 2 = 1.9362.
ln 6 = ln (2 . 3) = ln 2 + ln 3 = 1.7917
ln 96 = ln (25. 3) = 5 ln 2 + ln 3 = . . .
ln 144 = ln (16×9) = 4 ln 2 + 2 ln 3 = . . .
ln Ö2 = (½) ln 2 = 0.3466.
ln (61/5) = (1/5) (ln 2 + ln 3) = 0.3583...
    In fact: ln 2 = 0.69314 71805 59945 30941 7....

    Problem 3. Prove that Dx ln x = 1/x.
    Ans.: Using fundamental theorem of calculus, by Newton,
Dx ln x = Dx ò1x (1/t) dt = 1/x. (QED, quite easily done!)

    Problem 4. Property of a constant function. If Dxf(x) = 0 for all values of x with a £ x £ b, prove that f(x) is a constant function.
    Ans.: [Calm Down! You do not have to memorize this proof yet. You do so in Advanced Calculus.]
     For any p < q, we define "average slope of the interval [p,q]", or slope(p,q), as [f(q)-f(p)]/(q-p).
Let e be some small number > 0.
    Now since f '(a) = 0, there is some d, such that the following condition, called K(d), is true for d:
| slope(a,x) | £ e for all x such that a < x <d.
    Let d0 be some lub (least upper bound) of such d,
i.e., K(d) is true if d < d0, but not true if d > d0.
    Then the curve y = f(x) must cross
the line L1: y = e(x-a) or the line L2: y = -e(x-a) at x = a+d0.
    For if |f(a+d0)| > ed0, then due to continuity of f(x) around a+d0,
K(d) already failed for some d slightly < d0.
    On the other hand, if |f(a+d0)| < ed0, then due to continuity of f(x) around a+d0,
K(d) is true even if d is a little bit > d0.
    Therefore f(a+d0) has to be exactly ±ed0.
    Then if d > d0, K(d) will be false, no matter how close to d0 is d.
This means f(a+d) will be outside the lines L1 or L2.
    But this violates the fact that f '(d0) = 0.
     So d0 simply cannot exist. That means the curve
y = f(x) lies between the lines L1 and L2 for all x with a < x < b.
     But e is just any arbitrary positive number.
Hence the graph of y = f(x) is a straight line parallel to the x-axis.
    The proof is complete.
    Remark: This kind of proof is water tight logically. It is based on the concepts of limits that Archimedes to Newton had developed, but it was Newton who defined the concept of derivatives. However, it was until the 1800's that Weierstrass came up with these epsilon-delta definitions and such long-winded logical proofs. Of course most books use the Mean Value Theorem or Rolle's Theorem to prove this, but if you chase through the proofs of those theorems you will find the same epsilon-delta argument somewhere. A third way to prove it, not so messy, is to use point-set topology, which is an undergrad math subject in many colleges.

    Problem 5. Prove that ln (1+x) = x -x2/2 +x3/3 -x4/4 +- . . . , if |x| < 1.
    Ans.: (This is not a water-tight proof, but good enough to convince us now.)
Consider f(x) = ln (1+x) - [x -x2/2 +x3/3 -x4/4 +- ...]
Then Dx f(x) = 1/(1+x) - limn®¥ [1 - x + x2 - x3 + - . . . - (-1)nxn/n]
= 1/(1+x) - lim n\->¥ [1+(-1)nxn+1]/(1+x)
= 1/(1+x) - 1/(1+x) = 0, because lim xn = 0.
Hence by Theorem on property of constant functions, f(x) is a constant function. Furthermore, as x®0, f(x) ® ln 1 - 0 = 0. Hence f(x) = 0 for all x.
Hence ln (1+x) = x - x2/2 + x3/3 - + . . . is the logarithmic series, which converge if -1 < x £ 1.
We also have discovered the practically useless formula that
ln 2 = 0.6931... = 1 - 1/2 + 1/3 -+ . . . = 1 - [ 1/(2 . 3) + 1/(4 . 5) + . . . ]
    Remark. This series is used inside your pocket calculators. In the old days, they can hand-calculate ln (3/2), with x = 0.5, then ln (4/3) then ln 2 = ln (3/2) + ln (4/3), then ln 4, then ln (5/4), then ln 5 = ln 4 + ln (5/4), then ln 10 = ln 2 + ln 5.
It is important to memorise: ln 10 = 2.30258509...

    Problem 6. Define common logarithms, and explain why logab = ln b / ln a. Explain why common logarithms are useful.
    Ans.: log10x is defined as ln x / ln 10 = (ln x) / 2.30258 50929 94043 68401 7....
= k ln x where k = 0.43429 44819 03251 82765 ... (Memorize it)
    In general logax is defined as ln x / ln a. Then loga (x y) = loga x + loga y and loga (xn) = n loga x
    There is an advantage of log10x, namely, log10 (10nx) = n + log10x. Thus: log102 = 0.69314718 × 0.43429448 = 0.301029997. Hence log102000 = 3.301029997. Historically, they employed hundreds of apprentices like human calculators to calculate log10 of 1.00001, 1.00002, etc. until 9.99999, and printed them as a 200 page book. If you want to find log10 0.0002345 you rewrite it as 10-4 × 2.345, so its log10 is -4 + log102.345 etc.
    Back in the 1950's I would carry a book called "Tables of logarithms and trig functions" with me all the time, in grades 11, 12, and in college. In chemistry,
if I wanted to compute x = 0.3456 * 345.7 / (76.54 * 543.21) I can first compute
log10x = log100.3456 + log10345.7 -log1076.54 -log10345.7,
then search the whole table for x whose logarithm is this value. This is the fastest way to compute these things to 4 or 7 significant figures, before the invention of the pocket calculator. Slide rule is another way, but they are accurate to no more than 3 figures.

    Problem 7. Define exponential function, and prove its basic properties.
    Ans.: We use the rectangular hyperbola y = 1/t in the ty-plane. Given any real number x, we define exp x to be the value t' on the t-axis such that x = ln t'.
Thus exp x satisfies ln (exp x) = x . . . . (7.1)
    On the other hand, for any value t > 1, if x = ln t, then by definition of exp x,
t = exp x. Hence t = exp (ln t) . . . . (7.2)
    For values of x < 0, we can also define exp x to be the value t with 0 < t < 1 such that ln t = x < 0. Thus 0 < exp x < ¥, and exp x is a monotonically increasing function of x. It is called an inverse function of ln x. Their graphs on the same xy-plane will be mirror images of each other across the line y = x.
    Now define e to be the value on t-axis such that ln e = 1. Hence for any rational value x, x ln e = x, or ln (ex) = x. But ln exp x = x.
Hence exp x = ex . . . . (7.3) for all x.
    It follows that ex ey = ex+y, ex / ey = ex-y, eln x = x and ln (ex) = x.

    Problem 8. Prove that e = 1 + 1 + 1/2! + 1/3! + . . .
    Ans.: Consider ln (1+ 1/n)n. It = n ln(1 + 1/n)
= n (1/n - 1/2n2 + 1/3n3 -+ . . .)
= 1 - 1/2n + 1/3n2 - 1/4n3 +- . . . = xn, say.
Now 1/2n + 1/3n2 + 1/4n3 + ... < (½)(1/n + 1/n2 + 1/n3 + . . . )
which = (½) (1/n) / (1 - 1/n) = (½) 1/(n-1).
It follows that xn is between 1 ± (½) 1/(n-1).
Therefore lim n®¥ ln [(1 + 1/n)n] is between 1 ± lim (½) 1/(n-1), which is 1.
We have thus proved that lim (1 + 1/n)n = e.
Using Binomial theorem, e =
limn®¥ [ 1 + n (1/n) + (n(n-1)/2!)/n2 + (n(n-1)(n-2)/3!)n3 + . . . ]
= 1 + 1 + 1/2! + 1/3! + . . . = åi = 0 to ¥(1/i!).
By hand we can compute as follows:


 1st term = 1 =           1.0000000

2nd term = 1 = 1.0000000
3rd term = 2nd term/2 0.5000000
4th term = 3rd term/3 0.1666667
5th term = 4th term/4 0.0416667
6th ,, = 5th ,, /5 0.0083333
7th ,, = 6th ,, /6 0.0013889
8th ,, = 7th ,, /7 0.0001984
9th ,, = 8th ,, /8 0.0000248
10th ,, = 9th ,, /9 0.0000028
11th ,, = 10th ,,/10 0.0000003
12th term and others are negligible.
Now add them up: 2.7182819 which is accurate to 7 places.
You may memorize e as 2.71828182845904523536...

    Problem 9. Prove that Dx ex = ex and Dx ax = ax ln a.
Also ex = 1 + x + x2/2! + x3/3! + . . .
    Ans.: From ln ex = x, we get Dx(ln (ex)) = 1. Using chain rule, that gives (1/ex) Dx(ex) = 1. Hence Dx ex = ex.
    Warning Dx ex is not x ex-1. Why? because
Dx xn = n xn-1 is true when x is the variable and the superscript n is constant.
But Dx ax = ln a ax is different, because a is constant, and x is now the superscript.
    Now ax = (eln a)x =
Using chain rule, Dx ax then = e x ln a ln a = ax ln a.
    Now consider f(x) = 1 + x + x2/2! + x3/3! + . . . Obviously Dxf(x) = f(x). . . . (9.2)
Now consider Dx ln(f(x)). Using chain rule, it is (1/f(x))×Dxf(x) = 1 due to (9.2).
Hence ln(f(x)) = x + C. Hence f(x) = ex+C = ex eC = C2ex where C2 = eC.
Now f(0) = 1, hence C2 e0 = 1, or C2 = 1. Hence f(x) = ex.

    Problem 10. Find Dx xx.
    Ans.: It is not xx-1 because the formula Dxxn = n xn-1 is valid only when n is a constant.
    It is not xx-1ln x, because the formula Dxax = ax ln a is true only when a is a constant.
My trick is: Dxxx = Dxex ln x = by chain rule, ex ln x [x (1/x) + 1 ln x] = xx (1 + ln x).

    Exercise 9.1. Find Dx xxx. Find Dx (xx)x. Are they the same? They should not be same.

    Exercise 9.2. Fine Dx (sin x)sin x and Dxxsin x.

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