Here is my MWE:
\documentclass{standalone}
\usepackage{pgfplots}
\begin{document}
\begin{minipage}{.35\textwidth}
\begin{tikzpicture}[scale=0.5]
\begin{axis}[
xmin=-.1,xmax=1.1,ymin=-.1,ymax=1.1,
axis lines=center,
ticks=none,
unit vector ratio*=1 1 1,
xlabel=$u$, ylabel=$v$,
every axis y label/.style={at=(current axis.above origin),anchor=south},
every axis x label/.style={at=(current axis.right of origin),anchor=west},
]
\addplot [very thick, blue, smooth, domain=(-.2:.2+pi/2)] ({cos(deg(x))},{sin(deg(x))});
\addplot [black] plot coordinates {(0,0) (1,.839)}; %% 40 degrees
\addplot [very thick, blue] plot coordinates {(.766,0) (.766,.643)}; %% 40 degrees
\addplot [black] plot coordinates {(1,0) (1,.839)}; %% 40 degrees
\addplot [black,smooth, domain=(0:40)] ({.15*cos(x)},{.15*sin(x)});
\node at (axis cs:.15,.07) [anchor=west] {$x$};
\node at (axis cs:.766,.322) [anchor=east] {$\sin(x)$};
\node at (axis cs:.383,0) [anchor=north] {$\cos(x)$};
\end{axis}
\end{tikzpicture}
\end{minipage}
\begin{minipage}{.35\textwidth}
\begin{tikzpicture}[scale=0.5]
\begin{axis}[
xmin=-.1,xmax=1.1,ymin=-.1,ymax=1.1,
axis lines=center,
ticks=none,
unit vector ratio*=1 1 1,
xlabel=$u$, ylabel=$v$,
every axis y label/.style={at=(current axis.above origin),anchor=south},
every axis x label/.style={at=(current axis.right of origin),anchor=west},
]
\addplot [very thick, blue, smooth, domain=(-.2:.2+pi/2)] ({cos(deg(x))},{sin(deg(x))});
\addplot [black] plot coordinates {(0,0) (1,.839)}; %% 40 degrees
\addplot [black] plot coordinates {(.766,0) (.766,.643)}; %% 40 degrees
\addplot [black] plot coordinates {(1,0) (1,.839)}; %% 40 degrees
\addplot [black,smooth, domain=(0:40)] ({.15*cos(x)},{.15*sin(x)});
\addplot [very thick,blue] plot coordinates {(0,0) (.766,.643)}; %% sector
\addplot [very thick,blue] plot coordinates {(0,0) (1,0)}; %% sector
\addplot [very thick, blue, smooth, domain=(0:40)] ({cos(x)},{sin(x)}); %% sector
\node at (axis cs:.15,.07) [anchor=west] {$x$};
\node at (axis cs:.5,0) [anchor=north] {$1$};
\end{axis}
\end{tikzpicture}
\end{minipage}
\begin{minipage}{.35\textwidth}
\begin{tikzpicture}[scale=0.5]
\begin{axis}[clip=false,
xmin=-.1,xmax=1.1,ymin=-.1,ymax=1.1,
axis lines=middle,
xlabel=$u$, ylabel=$v$,
ticks=none,
unit vector ratio*=1 1 1,
every axis y label/.style={at=(current axis.above origin),anchor=south},
every axis x label/.style={at=(current axis.right of origin),anchor=west},
]
\addplot [very thick, blue, smooth, domain=(-.1:1.671)] ({cos(deg(x))},{sin(deg(x))});
\addplot [very thick, blue] plot coordinates {(0,0) (1,.839)}; %% 40 degrees
\addplot [black] plot coordinates {(.766,0) (.766,.643)}; %% 40 degrees
\addplot [very thick, blue] plot coordinates {(1,0) (1,.839)}; %% 40 degrees
\addplot [black,smooth, domain=(0:40)] ({.15*cos(x)},{.15*sin(x)});
\node at (axis cs:.15,.07) [anchor=west] {$x$};
\node at (axis cs:.5,0) [anchor=north] {$1$};
\node at (axis cs:1,.42) [anchor=west] {$\tan(x)$};
\end{axis}
\end{tikzpicture}
\end{minipage}
\end{document}
My problem is with labels and shading.

