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Calculus+essentials Kriss PDF
Calculus+essentials Kriss PDF
krista king
integralcalc.com
Contents
1 foundations 2
vertical line test 3
2 limits and continuity 5
what is a limit? 6
when does a limit exist? 7
solving limits mathematically 10
continuity 13
3 derivatives 16
definition of the derivative 17
derivative rules 20
chain rule 23
equation of the tangent line 25
implicit dierentiation 26
optimization 28
4 integrals 38
definite integrals 39
fundamental theorem of calculus 41
initial value problems 42
5 solving integrals 44
u-substitution 45
integration by parts 50
partial fractions 54
6 partial derivatives 68
second-order partial derivatives 71
7 dierential equations 73
linear, first-order dierential equations 75
nonlinear (separable) dierential equations 77
8 about the author
1
1
foundations
play video
Most of the equations youll encounter in calculus are functions. Since not all equations
are functions, its important to understand that only functions can pass the Vertical Line
Test.
2
vertical line test
Most of the equations youll encounter in the graph twice, which causes the graph
calculus are functions. Since not all to fail the Vertical Line Test.
equations are functions, its important to
understand that only functions can pass
the Vertical Line Test. In other words, in
order for a graph to be a function, no
completely vertical line can cross its graph
more than once.
3
At x = 0, y can be both 1 and 1. Since a
function can only have one unique output
value for y for any input value of x, the
function fails the Vertical Line Test and is
therefore not a function. Weve now proven
with both the graph and with algebra that
this circle is not a function.
4
2
limits and continuity
play video
The limit of a function is the value the function approaches at a given value of x, regardless
of whether the function actually reaches that value.
5
what is a limit?
The limit of a function is the value the In this simple example, the limit of the
function approaches at a given value of x, function is clearly 6 because that is the
regardless of whether the function actually actual value of the function at that point;
reaches that value. the point is defined. However, finding limits
gets a little trickier when we start dealing
For an easy example, consider the with points of the graph that are
function undefined.
6
when does a limit exist?
These are the three conditions that must The positive sign after the 2 indicates that
be met in order for the general limit to were talking about the limit as we
exist. The general limit will look something approach 2 from the positive, or right-hand
like this: side of the graph.
7
since that is the value that the graph
approaches as you trace the graph from
right to left.
There is no limit at a vertical asymptote general limit does not exist at the vertical
because the graph of a function must asymptote because the left- and right-
approach one fixed numerical value at the hand limits are unequal.
8
and/or decreasing without bound, which
means that it is approaching infinity
instead of a fixed numerical value.
9
solving limits mathematically
lim x + 4
lim 4 4 + 6 x4
x2
lim 4 + 4
x4
Factoring x 2 16
lim =8
x4 x 4
10
Conjugate method Evaluate the limit.
This method can only be used when either
the numerator or denominator contains 4+h2
lim
exactly two terms. Needless to say, its x0 h
Example
11
Remember, if none of these methods work,
you can always go back to the method we
were using originally, which is to plug in a
number very close to the value youre
evaluating and solve for the limit that way.
12
continuity
You should have some intuition about what Youll usually encounter jump
it means for a graph to be continuous. discontinuities with piecewise-defined
Basically, a function is continuous if there functions. A piece-wahoozle whatsit?
are no holes, breaks, jumps, fractures, you ask? Exactly. A piecewise-defined
broken bones, etc. in its graph. function is a function for which dierent
parts of the domain are defined by
You can also think about it this way: A dierent functions. A common example
function is continuous if you can draw the used to illustrate piecewise-defined
entire thing without picking up your pencil. functions is the cost of postage at the post
Lets take some time to classify the most oce. Heres how the cost of postage
common types of discontinuity. might be defined as a function, as well as
the graph of this function. They tell us that
Point discontinuity
the cost per ounce of any package lighter
Point discontinuity exists when there is a
than 1 pound is 20 cents per ounce; that
hole in the graph at one point. You usually
the cost of every ounce from 1 pound to
find this kind of discontinuity when your
anything less than 2 pounds is 40 cents
graph is a fraction like this:
per ounce; etc.
x 2 + 11x + 28
f (x) =
x+4
Jump discontinuity
A piecewise-defined function
13
Every break in this graph is a point of jump
discontinuity. You can remember this by
imagining yourself walking along on top of
the first segment of the graph. In order to
continue, youd have to jump up to the
second segment.
14
is removable because you can easily patch
the hole in the graph.
x 2 + 11x + 28
f (x) =
x+4
15
3
derivatives
play video
The derivative of a function f (x) is written as f(x), and read as f prime of x. By definition,
the derivative is the slope of the original function. Lets find out why.
16
definition of the derivative
The definition of the derivative, also called graph, sometimes hitting it at multiple
the dierence quotient, is a tool we use points, and looks generally meaner, like
to find derivatives the long way, before this:
we learn all the shortcuts later that let us
find them the fast way.
A secant line
Secant and tangent lines
A tangent line is a line that juuussst barely
Its important to realize here that the slope
touches the edge of the graph,
of the secant line is the average rate of
intersecting it at only one specific point.
change over the interval between the
Tangent lines look very graceful and tidy,
points where the secant line intersects the
like this:
graph. The slope of the tangent line
instead indicates an instantaneous rate of
change, or slope, at the single point where
it intersects the graph.
17
y2 y2
Running through this exercise allows us to
x2 x1
realize that if I reduce x to 0 and the
distance between the two secant points
to determine that the slope of the secant
becomes nothing, that the slope of the
line is
secant line is now exactly the same as the
f (c + x) f (c) slope of the tangent line. In fact, weve just
(c + x) c changed the secant line into the tangent
line entirely.
which, when we simplify, gives us
That is how we create the formula above,
f (c + x) f (c)
which is the very definition of the
x
derivative, which is why the definition of
The point of all this is that, if I take my the derivative is the slope of the function at
second point and start moving it slowly a single point.
left, closer to the original point, the slope
Using the dierence quotient
of the secant line becomes closer to the
To find the derivative of a function using
slope of the tangent line at the original
the dierence quotient, follow these steps:
point.
1. Plug in x + h for every x in your original
function. Sometimes youll also see h as
x.
2. Plug your answer from Step 1 in for
f (x + h) in the dierence quotient.
3. Plug your original function in for f (x) in
the dierence quotient.
4. Put h in the denominator.
5. Expand all terms and collect like terms.
As the secant line moves closer and closer to the 6. Factor out h from the numerator, then
tangent line, the points where the line intersects cancel it from the numerator and
the graph get closer together, which eventually
denominator.
reduces x to 0.
18
7. Plug in 0 for h and simplify. For x, plug in the number youre
approaching, in this case 0. Then simplify
and solve.
Example
lim 0 + 2x 5 lim 2x 5
Find the derivative of x0 x0
f (x) = x 2 5x + 6 at x=7
x 2 + 2xx + x 2 5x 5x + 6 x 2 + 5x 6
lim
x0 x
x 2 + 2xx 5x
lim
x0 x
x(x + 2x 5)
lim
x0 x
lim x + 2x 5
x0
19
derivative rules
Finally, weve gotten to the point where the exponent will become the new
things start to get easier. Weve moved coecient.
past the dierence quotient, which was
cumbersome and tedious and generally
Example
not fun. Youre about to learn several new
derivative tricks that will make this whole Find the derivative of the function.
process a whole lot easier.
f (x) = 7x 3
The derivative of a constant
The derivative of a constant (a term with Applying power rule gives
no variable attached to it) is always 0.
f(x) = 7(3)x 31
Remember that the graph of any constant
is a perfectly horizontal line. Remember f(x) = 21x 2
also that the slope of any horizontal line is
0. Because the derivative of a function is
the slope of that function, and the slope of
Product rule
a horizontal line is 0, the derivative of any
If a function contains two variable
constant must be 0.
expressions that are multiplied together,
Power rule you cannot simply take their derivatives
The power rule is the tool youll use most separately and then multiply the
frequently when finding derivatives. The derivatives together. You have to use the
rule says that for any term of the form a x n, product rule. Here is the formula:
the derivative of the term is
Given a function
(a n)x n1
h(x) = f (x)g(x)
To use the power rule, multiply the
then its derivative is
variables exponent, n, by its coecient, a,
then subtract 1 from the exponent. If there h(x) = f (x)g(x) + f(x)g(x)
is no coecient (the coecient is 1), then
20
To use the product rule, multiply the first Given a function
function by the derivative of the second
f (x)
function, then add the derivative of the first h(x) =
g(x)
function times the second function to your
result. then its derivative is
f(x)g(x) f (x)g(x)
Example h(x) =
[g(x)]2
h(x) = x 2e 3x Example
h(x) = (x 2)(3e 3x ) + (2x)(e 3x ) f(x) = 2x, and g(x) = 1/x. Plugging all of
these components into the quotient rule
2 3x 3x
h(x) = 3x e + 2xe
gives
h(x) = xe 3x(3x + 2)
(ln x)(2x) (x 2)( 1x )
h(x) =
(ln x)2
Quotient rule 2x ln x x
h(x) =
Just as you must always use the product (ln x)2
rule when two variable expressions are
x(2 ln x 1)
multiplied, you must use the quotient rule h(x) =
(ln x)2
whenever two variable expressions are
divided. Here is the formula:
21
Reciprocal rule
The reciprocal rule is very similar to the
quotient rule, except that it can only be
used with quotients in which the
numerator is a constant. Here is the
formula:
Given a function
a
h(x) =
f (x)
f(x)
h(x) = a
[ f (x)]2
Example
1 5
h(x) = +
2x + 1 3x 1
2 15
h(x) =
(2x + 1)2 (3x 1)2
22
chain rule
23
f(x) = 20x(x 2 + 3)9
24
equation of the tangent line
Youll see it written dierent ways, but the Next, take the derivative and plug in x = 4.
most understandable tangent line formula
Ive found is f(x) = 12x 2
y = 46x 91
Example
f (x) = 6x 2 2x + 5
f (4) = 96 8 + 5
f (4) = 93
25
implicit differentiation
Implicit Dierentiation allows you to take 3. Move all terms involving dy/d x to the left
the derivative of a function that contains side and everything else to the right.
both x and y on the same side of the 4. Factor out dy/d x on the left and divide
equation. If you cant solve the function for both sides by the other left-side factor
y, implicit dierentiation is the only way to so that dy/d x is the only thing remaining
take the derivative. on the left.
26
dy dy
3y 2 9x = 9y 3x 2
dx dx Example (continued)
dy dy 94
(3y 2 9x) = 9y 3x 2 (2,3) =
dx dx 96
dy 9y 3x 2 dy 5
= 2 (2,3) =
dx 3y 9x dx 3
Dividing the right side by 3 to simplify Since you have the point (2,3) and the
gives us our final answer: slope of the tangent line at the point (2,3),
plug the point and the slope into point-
dy 3y x 2 slope form to find the equation of the
= 2
dx y 3x tangent line. Then simplify.
5
y3= (x 2)
3
Equation of the tangent line
3y 9 = 5(x 2)
You may be asked to find the tangent line
equation of an implicitly-defined function.
3y 9 = 5x 10
Just for fun, lets pretend youre asked to
find the equation of the tangent line of the 3y = 5x 1
function in the previous example at the
5 1
point (2,3). y= x
3 3
Youd just pick up right where you left o,
and plug in this point to the derivative of
the function to find the slope of the
tangent line.
27
optimization
Graph sketching is not very hard, but there 8. Draw the graph with the information
are a lot of steps to remember. Like weve gathered.
anything, the best way to master it is with
a lot of practice. Critical points
Critical points occur at x-values where the
When it comes to sketching the graph, if
functions derivative is either equal to zero
possible I absolutely recommend graphing
or undefined. Critical points are the only
the function on your calculator before you
points at which a function can change
get started so that you have a visual of
direction, and also the only points on the
what your graph should look like when its
graph that can be maxima or minima of
done. You certainly wont get all the
the function.
information you need from your calculator,
so unfortunately you still have to learn the
steps, but its a good double-check Example
system.
Find the critical points of the function.
Our strategy for sketching the graph will 4
include the following steps: f (x) = x +
x
1. Find critical points. Take the derivative and simplify. You can
2. Determine where f (x) is increasing and move the x in the denominator of the
decreasing. fraction into the numerator by changing
3. Find inflection points. the sign on its exponent from 1 to 1.
4. Determine where f (x) is concave up and
concave down. f (x) = x + 4x 1
5. Find x- and y-intercepts.
Using power rule to take the derivatives
6. Plot critical points, possible inflection
gives
points and intercepts.
7. Determine behavior as f (x) approaches f(x) = 1 4x 2
.
4
f(x) = 1
x2
28
Now set the derivative equal to 0 and solve
for x.
4
0=1
x2
4
1=
x2
x2 = 4
A decreasing function
x =2
Based on this information, it makes sense
that the sign (positive or negative) of a
functions derivative indicates the direction
Increasing and decreasing
of the original function. If the derivative is
A function that is increasing (moving up as
positive at a point, the original function is
you travel from left to right along the
increasing at that point. Not surprisingly, if
graph), has a positive slope, and therefore
the derivative is negative at a point, the
a positive derivative.
original function is decreasing there.
Similarly, a function that is decreasing Find the intervals on which the function is
(moving down as you travel from left to increasing and decreasing.
right along the graph), has a negative 4
slope, and therefore a negative derivative. f (x) = x +
x
29
First, we create our wiggle graph and plot 4
f(1) = 1
our critical points, as follows: (1)2
f(1) = 1 4
f(1) = 3 < 0
Next, we pick values on each interval of
To test 2 < x < , well plug 3 into the
the wiggle graph and plug them into the
derivative.
derivative. If we get a positive result, the
graph is increasing. A negative result 4
f(3) = 1
means its decreasing. The intervals that (3)2
we will test are
4
f(3) = 1
< x < 2, 9
9 4
2 < x < 2 and f(3) =
9 9
2 < x < .
5
f(3) = >0
9
To test < x < 2, well plug 3 into
the derivative, since 3 is a value in that Now we plot the results on our wiggle
interval. graph,
4
f(3) = 1
(3)2
4
f(3) = 1
9 and we can see that f (x) is
9 4
f(3) = increasing on < x < 2,
9 9
decreasing on 2 < x < 2 and
5 increasing on 2 < x < .
f(3) = > 0
9
30
Inflection points are just like critical points, There is no solution to this equation, but
except that they indicate where the graph we can see that the second derivative is
changes concavity, instead of indicating undefined at x = 0. Therefore, x = 0 is the
where the graph changes direction, which only possible inflection point.
is the job of critical points. Well learn
about concavity in the next section. For Concavity
now, lets find our inflection points. Concavity is indicated by the sign of the
functions second derivative, f(x). The
In order to find inflection points, we first function is concave up everywhere the
take the second derivative, which is the second derivative is positive (f(x) > 0),
derivative of the derivative. We then set the and concave down everywhere the second
second derivative equal to 0 and solve for derivative is negative (f(x) < 0).
x.
The following graph illustrates examples of
concavity. From < x < 0, the graph is
Example (continued) concave down. Think about the fact that a
Well start with the first derivative, and take graph that is concave down looks like a
its derivative to find the second derivative. frown. Sad, I know. The inflection point at
which the graph changes concavity is at
4 x = 0. On the range 0 < x < , the graph is
f(x) = 1
x2 concave up, and it looks like a smile. Ah
much better.
f(x) = 1 4x 2
f(x) = 0 + 8x 3
8
f(x) =
x3
8
0=
x3
x 3 is concave down on the range < x < 0 and
concave up on the range 0 < x < .
31
We can use the same wiggle graph Now we can plot the results on our wiggle
technique, along with the possible graph
inflection point we just found, to test for
concavity.
Example (continued)
We determine that f (x) is concave down on
Since our only inflection point was at the interval < x < 0 and concave up on
x = 0, lets go ahead and plot that on our the interval 0 < x < .
wiggle graph now.
Intercepts
To find the points where the graph
As you might have guessed, well be intersects the x and y-axes, we can plug 0
testing values in the following intervals: into the original function for one variable
and solve for the other.
< x < 0 and
4
To test < x < 0, well plug 1 into the f (x) = x + ,
x
second derivative.
well plug 0 in for x to find y-intercepts.
8
f(1) = =8<0
(1)3 4
y =0+
0
To test 0 < x < , well plug 1 into the
second derivative. Immediately we can recognize there are no
y-intercepts because we cant have a 0
8
f(1) = =8>0 result in the denominator.
(1)3
Lets plug in 0 for y to find x-intercepts.
32
4
0=x+
x
0 = x2 + 4
4 = x 2
Since there are no real solutions to this Minimums exist at x = 2 as well as x = 1. Based
equation, we know that this function has on the y-values at those points, the global
no x-intercepts. minimum exists at x = 2, and a local minimum
exists at x = 1.
33
know immediately that we have a local returns a y-value of 5, then the first point is
maximum at x = 2 and a local minimum your global maximum and the second
at x = 2. point is your local maximum.
You really dont even need the silly first If youre asked to determine where the
derivative test, because it tells you in a function has its maximum/minimum, your
formal way exactly what you just figured answer will be in the form x=[value]. But if
out on your own: youre asked for the value at the
maximum/minimum, youll have to plug the
1. If the derivative is negative to the left of x-value into your original function and state
the critical point and positive to the right the y-value at that point as your answer.
of it, the graph has a local minimum at
that point. Second derivative test
2. If the derivative is positive to the left of
the critical point and negative on the You can also test for local maxima and
right side of it, the graph has a local minima using the second derivative test if
maximum at that point. it easier for you than the first derivative
test. In order to use this test, simply plug
As a side note, if its positive on both sides in your critical points to the second
or negative on both sides, then the point is derivative. If your result is negative, that
neither a local maximum nor a local point is a local maximum. If the result is
minimum, and the test is inconclusive. positive, the point is a local minimum. If
the result is zero, you cant draw a
Remember, if you have more than one conclusion from the second derivative test,
local maximum or minimum, you must and you have to resort to the first
plug in the value of x at the critical points derivative test to solve the problem. Lets
to your original function. The y-values you try it.
get back will tell you which points are
global maxima and minima, and which
Example (continued)
ones are only local. For example, if you
find that your function has two local Remember that our critical points are
maxima, you can plug in the value for x at x = 2 and x = 2.
those critical points. As an example, if the
8
first returns a y-value of 10 and the second f(2) =
(2)3
34
8 value of zero as the denominator of a
f(2) =
8 fraction, or whenever we have a negative
value inside a square root sign. Consider
f(2) = 1 < 0
the example weve been working with in
Since the second derivative is negative at this section:
x = 2, we conclude that there is a local
4
maximum at that point. f (x) = x +
x
8
f(2) = You should see immediately that we have
(2)3
a vertical asymptote at x = 0 because
8 plugging in 0 for x makes the denominator
f(2) =
8 of the fraction 0, and therefore undefined.
Since the second derivative is positive at Vertical and horizontal asymptotes are
x = 2, we conclude that there is a local similar in that they can only exist when the
minimum at that point. function is a rational function.
35
1. If the degree of the numerator is less Slant asymptotes
than the degree of the denominator,
then the x-axis is a horizontal Slant asymptotes are a special case. They
asymptote. exist when the degree of the numerator is
2. If the degree of the numerator is equal 1 greater than the degree of the
to the degree of the denominator, then denominator. Lets take the example weve
the coecient of the first term in the been using throughout this section.
numerator divided by the coecient in 4
the first term of the denominator is the f (x) = x +
x
horizontal asymptote.
3. If the degree of the numerator is greater First, well convert this function to a
than the degree of the denominator, rational function by multiplying the first
there is no horizontal asymptote. term by x /x and then combining the
fractions.
Using the example weve been working
x2 + 4
with throughout this section, well f (x) =
x
determine whether the function has any
horizontal asymptotes. We can use long We can see that the degree of our
division to convert the function into one numerator is one greater than the degree
fraction. The following is the same function of our denominator, so we know that we
as our original function, just consolidated have a slant asymptote.
into one fraction after multiplying the first
term by x /x: To find the equation of that asymptote, we
divide the denominator into the numerator
x2 + 4 using long division and we get
f (x) =
x
4
f (x) = x +
We can see immediately that the degree of x
our numerator is 2, and that the degree of
our denominator is 1. That means that our Right back to our original function! That
numerator is one degree higher than our wont always happen, our function just
denominator, which means that this happened to be the composition of the
function does not have a horizontal quotient and remainder.
asymptote.
36
Whenever we use long division in this way Knowing that the graph is concave up in
to find the slant asymptote, the first term is the upper right, and concave down in the
our quotient and the second term is our lower left, and realizing that it cant cross
remainder. The quotient is the equation of either of the asymptotes, you should be
the line representing the slant asymptote. able to make a pretty good guess that it
Therefore, our slant asymptote is the line will look like the following:
y = x.
37
4
integrals
play video
The integral of a function is its antiderivative. In other words, to find a functions integral,
we perform the opposite actions that we would have taken to find its derivative. The value
we find for the integral models the area underneath the graph of the function. Lets find out
why.
38
definite integrals
( )
interval [a, b]. 5
F(x) = x 3 x 2 + 2x + C ,
2
0
In Figure I, the shaded area is the integral
of f (x) on the interval a to b. Finding this
where C is the constant of integration.
area means taking the integral of f (x),
plugging the upper limit, b, into the result, Evaluating on the interval [0,2], we get
and then subtracting from that whatever
( )
5
you get when you plug in the lower limit, a. F(x) = (2)3 (2)2 + 2(2) + C
2
( )
5
(0)3 (0)2 + 2(0) + C
2
F(x) = (8 10 + 4 + C ) (0 0 + 0 + C )
F(x) = 8 10 + 4 + C C
F(x) = 2
0
3x 2 5x + 2 d x So, what do we mean when we say
F(x) = 2? What does this value represent?
39
When we say that F(x) = 2, it means that This means that, if the area enclosed by
the area the graph below the x-axis is larger than
the area enclosed by the graph above the
1. below the graph of f (x), x-axis, then the value of F(x) will be
2. above the x-axis, and negative (F(x) < 0).
3. between the lines x = 0 and x = 2
If the area enclosed by the graph below
is 2. the x-axis is exactly equal to the area
enclosed by the graph above the x-axis,
then F(x) = 0.
40
fundamental theorem of calculus
a
f (x) d x = F(b) F(a)
The fundamental theorem of calculus is
not just applicable to integrals. We need it
On the left side of the equal sign is the
for derivatives too! The first derivative of
definite integral; the equivalent function is
the function F(x) is the continuous function
on the right after its been evaluated
f (x).
through integration.
Example
y = 4 x 2 on [0,2]
2
2
x3
1 [ 3]
2
4 x d x = 4x
0
(2)3 (0)3
[ 3 ] [ 3 ]
= 4(2) 4(0)
41
initial value problems
Consider the following situation. Youre long-lost friend, 3 , well need some
given the function f (x) = 2x 3 and asked additional information about this problem,
to find its derivative. This function is pretty namely, an initial condition, which looks
basic, so unless youre taking calculus out like this:
of order, it shouldnt cause you too much
stress to figure out that the derivative of y(0) = 3
f (x) is 2.
Problems that provide you with one or
Now consider what it would be like to more initial conditions are called Initial
work backwards from our derivative. If Value Problems. Initial conditions take
youre given the function f(x) = 2 and what would otherwise be an entire rainbow
asked to find its integral, its impossible for of possible solutions, and whittles them
you to find get back to our original down to one specific solution.
going to get the constant back when we
2 d x = 2x 3
try to integrate our derivative. Its lost
forever.
= 2x + 7
Accounting for that lost constant is why
= 2x 2
we always add C to the end of our
integrals. C is called the constant of
Given one point on the function, (the initial
integration and it acts as a placeholder
condition), you can pick a specific solution
for our missing constant. In order to get
out of a much broader solution set.
back to our original function, and find our
42
Example
3 = 2(0) + C
3 = C
f (x) = 2x 3
43
5
solving integrals
play video
Now that we know what an integral is, well talk about dierent techniques we can use to
solve integrals.
44
u-substitution
Finding derivatives of elementary functions For integrals that contain power functions,
was a relatively simple process, because try using the base of the power function as
taking the derivative only meant applying the substitution.
the right derivative rules.
every function is like a puzzle.
x(x 2 + 1)4 d x
45
This is much simpler than our original du = 2x d x
integral, and something we can actually
integrate. or solving for d x,
du
2 (5 )
1 1 5 dx =
u +C 2x
2
functions, try using the power for the
u = x +1
substitution.
and
46
Integrals containing trigonometric
Example functions can be more challenging to
manipulate. Sometimes, the value of u isnt
Use u-substitution to evaluate the integral.
even part of the original integral. Therefore,
the better you know your trigonometric
e sin x cos x cos 2x d x
identities, the better o youll be.
Let
Example
u = sin x cos x
Use u-substitution to evaluate the integral.
and using the product rule to dierentiate,
tan x
cos x
dx
[( d x ) ( dx )]
d d
du = sin x cos x + sin x cos x dx
Since tan x = sin x /cos x,
sin x 1
cos x cos x
du = cos 2x d x = dx
e u du
Let
eu + C
u = cos x
Now, back-substitute to put the answer
back in terms of x instead of u. and
or solving for d x,
du
dx =
sin x
47
Substituting back into the integral, we get cos x
0 1 + sin2 x
2
dx
u 2 ( sin x )
sin x du
Let
1
u2
du u = sin x
and
u 2 du
du = cos x d x
1 1 or solving for d x,
u +C
1
du
dx =
u 1 + C cos x
1 when x = 0, u = sin 0
+C
cos x
u=0
when x = , u = sin
2 2
U-substitution in definite integrals
U-substitution in definite integrals is just u=1
like substitution in indefinite integrals
except that, since the variable is changed, Substituting back into the integral
the limits of integration must be changed (including for our limits of integration), we
as well. get
1
cos x du
0 1 + u 2 cos x
Example
48
1
1
0 1 + u 2
du
1
1 + x2
1
d x = tan x+C
1
1 1
0 1 + u 2
1
du = tan u
0
= tan1 1 tan1 0
=
4
49
integration by parts
by parts should be your next approach for u dv = uv v du
evaluating your integral. If you remember
that the product rule was your method for In the formula above, everything to the left
finding derivatives of functions that were of the equals sign represents your original
multiplied together, you can think about function, which means your original
integration by parts as the method often function must be composed of u and dv.
used for integrating functions that are Your job is to identify which part of your
multiplied together. original function will be u, and which will
be dv.
Suppose you want to integrate the
following My favorite technique for picking u and dv
is to assign u to the function in your
x
xe dx integral whose derivative is simpler than
the original u. Consider again the example
How can you integrate the above from earlier:
expression quickly and easily? You cant,
unless youre a super human genius. But xe x d x
hopefully you can recognize that you have
two functions multiplied together inside of I would assign u to x, because the
this integral, one being x and the other derivative of x is 1, which is much simpler
being e x. If you try u-substitution, you than x. If you have ln x in your integral,
wont find anything to cancel in your thats usually a good bet for u because the
50
derivative of ln x is 1/x; much simpler than Our integral is comprised of two functions,
ln x. Once you pick which of your functions x and e x. One of them must be u and the
will be represented by u, the rest is easy other dv. Since the derivative of x is 1,
because you know that the other function which is much simpler than the derivative
will be represented by dv. of e x, well assign u to x.
After completing this first crucial step, you (x)(e x ) (e x )(1 d x)
integral of dv, which will be v. Now that xe x + e x d x
you have u, du, v and dv, you can plug all
of your components into the right side of
Now that we have something we can work
the integration by parts formula.
with, we integrate.
Everything to the right of the equals sign
will be part of your answer. If youve xe x + (e x ) + C
correctly assigned u and dv, the integral on
the right should now be much easier to Our final answer is therefore
integrate.
xe x e x + C
Lets apply the formula to our original
Or, factored, we have
example to see how it works.
e x(x + 1) + C
Example
xe x d x What happens if you apply integration by
parts and the integral youre left with still
51
isnt easy to solve? The first thing you by parts again, using our most recent
should do in this situation is make sure integral.
that you assigned u and dv correctly. Try
assigning u and dv to opposite u = 3x 2 dierentiate du = 6x d x
[ ]
technique to your answer. Try first to see if x 3 sin x (3x 2)(cos x) (cos x)(6x d x)
u-substitution will work on your new
integral. If not, you may need to apply
( )
integration by parts a second time. x 3 sin x 3x 2 cos x + 6x cos x d x
Example
We still dont have an easy integral, so we
use integration by parts one more time.
x 3 cos x d x
u = 6x dierentiate du = 6 d x
u = x3 dierentiate du = 3x 2 d x
dv = cos x d x integrate v = sin x
dv = cos x d x integrate v = sin x
Using the integration by parts formula to
Plugging all four components into the again transform the integral, we get:
formula gives
( )
x 3 sin x + 3x 2 cos x (6x)(sin x) (sin x)(6 d x)
(x 3)(sin x) (sin x)(3x 2 d x)
x 3 sin x + 3x 2 cos x 6x sin x + 6 sin x d x
x 3 sin x 3x 2 sin x d x
52
( )
e x cos x + (sin x)(e x ) (e x )(cos x d x)
parts twice, you end up with an integral e x cos x d x = e x cos x + e x sin x e x cos x d x
that is the same as your original problem.
When that happens, instead of feeling like
See how our new integral on the right is
youre right back where you started, realize
the same as our integral? It seems like
that you can add the integral on the right
were right back to the beginning of our
side of your equation to the integral on the
problem and that all hope is lost. Instead,
left. Take the following example.
we can add the integral on the right to the
left side of our equation.
Example
2 e x cos x d x = e x cos x + e x sin x
e x cos x d x
Plugging all four components into the 2 e x cos x d x = e x(cos x + sin x)
integration by parts formula gives
e x(cos x + sin x)
x
e cos x d x =
(cos x)(e x ) (e x )(sin x d x) 2
e x cos x + e x sin x d x
dv = e x d x integrate v = ex
3 4
f (x) = +
3 ln | x + 1 | + 4 ln | x 1 | + C x+1 x1
where C is the constant of integration. Not In fact, these two are actually the same
too hard, right? function. If we try adding 3/(x + 1) and
4/(x 1) together, youll see that we get
Dont forget to use chain rule and divide by
back to our original function.
the derivative of your denominator. In the
case above, the derivatives of both of our 3 4
f (x) = +
x+1 x1
54
3(x 1) + 4(x + 1) Because the degree (the value of the
f (x) =
(x + 1)(x 1) highest exponent in the numerator, 3), is
greater than the degree of the
3x 3 + 4x + 4
f (x) = 2 denominator, 1, we have to perform long
x x+x1
division first.
7x + 1
f (x) =
x2 1
55
time for full-blown partial fractions. Oh straight to factoring the denominator, as
goodie! I hope youre excited. follows.
56
B(x 1)(x + 2)+ Doing this allows us to equate coecients
on the left and right sides. Do you see how
C(x 1)(x + 1) the coecient on the x 2 term on the left-
hand side of the equation is 1? Well, the
Our next step is to multiply out all of these
coecient on the x 2 term on the right-hand
terms.
side is (A + B + C ), which means those two
x 2 + 2x + 1 = A(x 2 x 2)+ must be equal. We can do the same for the
x term, as well as for the constants. We get
B(x 2 + x + 2)+ the following three equations:
C(x 2 1) A+B+C =1 1
x 2 + 2x + 1 = Ax 2 Ax 2A+ A + B = 2 2
Bx 2 + Bx + 2B+ 2A + 2B C = 1 3
Ax + Bx B =2+A 4
x 2 + 2x + 1 = (A + B + C )x 2+ A + (2 + A) + C = 1
(A + B)x+ 2A + 2(2 + A) C = 1
57
2A + C = 1 5 3 ln | x 2 | 2 ln | x 1 | + C
2A = 4
A=2 7
Repeated linear factors
With (1), (6) and (7), we have everything we Lets move now to the second of our four
need to find B. case types above, in which the
denominator will be a product of linear
2 + B + 3 = 1 factors, some of which are repeated.
B=0 8
Example
Having solved for the values of our three
2x 5 3x 4 + 5x 3 + 3x 2 9x + 13
constants in (7), (8) and (6), were finally dx
ready to plug them back into our partial x 4 2x 2 + 1
fractions decomposition. Doing so should
Youll see that we need to carry out long
produce something thats easier for us to
division before we start factoring, since the
integrate than our original function.
degree of the numerator is greater than the
x 2 + 2x + 1 2 0 3 degree of the denominator (5 > 4).
(x 1)(x + 1)(x 2) x1 x+1 x2
dx = + + dx
3 2
x2 x1
dx
58
denominator, we can rewrite the problem To see why, lets take a simpler example.
as The partial fractions decomposition of
x 2 /[(x + 1)4] is
9x 3 3x 2 11x + 16
2x 3 + dx
x 4 2x 2 + 1 x2 A B C D
= + + +
(x + 1)4 x + 1 (x + 1)2 (x + 1)3 (x + 1)4
Integrating the 2x 3 will be simple, so for
now, lets focus on the fraction. Well factor Notice how we included (x + 1)4, our
the denominator. original factor, as well as each factor of
lesser degree? We have to do this every
3 2
9x 3x 11x + 16 time we have a repeated factor.
(x 2 1)(x 2 1)
Lets continue with our original example.
3 2
9x 3x 11x + 16
(x + 1)(x 1)(x + 1)(x 1) 9x 3 3x 2 11x + 16 A B C D
= + + +
x 2x + 1
4 2 x 1 (x 1) 2 x + 1 (x + 1)2
9x 3 3x 2 11x + 16
Well multiply both sides of our equation
(x + 1)2(x 1)2
by the denominator from the left side,
Given the factors involved in our (x + 1)2(x 1)2, which will cancel the
denominator, you might think that the denominator on the left and some of the
partial fraction decomposition would look factors on the right.
like this:
9x 3 3x 2 11x + 16 A B C D
= + + + 9x 3 3x 2 11x + 16 =
(x + 1)2(x 1)2 x+1 x+1 x1 x1
However, the fact that were dealing with A(x 1)(x + 1)2 + B(x + 1)2+
repeated factors, ((x + 1) is a factor twice
C(x 1)2(x + 1) + D(x 1)2
and (x 1) is a factor twice), our partial
fractions decomposition is actually the To simplify, well start multiplying all terms
following: on the right side together.
9x 3 3x 2 11x + 16 A B C D
= + + + 9x 3 3x 2 11x + 16 =
x 4 2x 2 + 1 x 1 (x 1)2 x + 1 (x + 1)2
A(x 3 + x 2 x 1)+
59
B(x 2 + 2x + 1)+ 2A + B + D = 6 6
C(x 3 x 2 x + 1)+ 2B 2D = 2 7
D(x 2 2x + 1) 2A + B + D = 7 8
Now well group like terms together. Lets now solve (7) for B.
9x 3 3x 2 11x + 16 = 2B 2D = 2
(A + C )x 3 + (A + B C + D)x 2+ 2B = 2 + 2D
(A + 2B C 2D)x + (A + B + C + D) B =1+D
A + B (9 A) + D = 3 2D = 8 + 2A
A + 2B (9 A) 2D = 11 D =4+A 12
60
2A + 8 + 2A = 7 the 2x 3 that we put aside following the
long division earlier in this example, well
4A = 1 write out our partial fractions
1 decomposition.
A= 13
4
2x 5 3x 4 + 5x 3 + 3x 2 9x + 13
dx =
At last! Weve solved for one variable. Now x 4 2x 2 + 1
its pretty quick to find the other three.
9x 3 3x 2 11x + 16
With (13), we can use (12) to find D. 2x 3 + dx =
x 4 2x 2 + 1
1
D =4 1
4
11 37 15
4
4 4 4
2x 3 + + + + dx
x1 (x 1)2 x+1 (x + 1)2
15
D= 14
4 Now we can integrate. Using the rule from
algebra that 1/(x n) = x n, well flip the
We plug (14) into (9) to find B.
second and fourth fractions so that they
15 are easier to integrate.
B= 1
4
1 1 11
2x 3 d x dx + (x 1)2 d x+
11 4 x1 4
B= 15
4
37 1 15
4 x+1 4
dx + (x + 1)2 d x
Last but not least, we plug (13) into (5) to
solve for C.
Now that weve simplified, well integrate
( 4)
1 to get our final answer.
C =9
1 11
x 2 3x ln | x 1 | +
1 4 4(x 1)
C =9+
4
37 15
ln | x + 1 | +C
37 4 4(x + 1)
C= 16
4
61
Now lets take a look at an example in The numerators of quadratic factors
which the denominator is a product of require a polynomial, like this:
distinct quadratic factors.
Ax + B
In order to solve these types of integrals, x2 + 9
youll sometimes need the following
Remember though that when we add
formula:
these fractions together in our partial
(n)
1 m x fractions decomposition, we never want to
m x2 + n2
1
d x = tan +C A
n repeat the same constant, so our partial
fractions decomposition is
Example x 2 2x 5 A Bx + C
= +
(x 1)(x 2 + 9) x1 x2 + 9
x 2 2x 5
x 3 x 2 + 9x 9
dx
See how we started the second fraction
with B instead of A? If we added a second
As always, the first thing to notice is that
quadratic factor to this example, its
the degree of the denominator is larger
numerator would be Dx + E.
than the degree of the numerator, which
means that we dont have to perform long Multiplying both sides of our
division before we can start factoring the decomposition by the denominator on the
denominator. So lets get right to it and left gives
factor the denominator.
x 2 2x 5 = A(x 2 + 9) + (Bx + C )(x 1)
x 2 2x 5
(x 1)(x 2 + 9)
dx
x 2 2x 5 = Ax 2 + 9A + Bx 2 Bx + Cx C
We have one distinct linear factor, (x 1), x 2 2x 5 = (Ax 2 + Bx 2) + (Bx + Cx) + (9A C )
62
B + C = 2 2 8
C= 2
5
9A C = 5 3
2
C= 9
We solve (1) for A. 5
8
Plugging (4) into (3) leaves us with two A=1
5
equations in terms of B and C.
3
B + C = 2 2 A= 10
5
9(1 B) C = 5 5
Plugging (10), (8) and (9) into our partial
fractions decomposition, we get
Simplifying (5) leaves us with
35 8 2
x 2 2x 5 x 5
(x 1)(x 2 + 9) x1
B + C = 2 2
dx = 5
+ 2 dx
x +9
9B C = 14 6
3 1 8 x 2 1
5 x1 5 x2 + 9 5 x2 + 9
dx + d x dx
Solving (2) for C we get
3 8 x 2 1
5 x2 + 9 5 x2 + 9
Plugging (7) into (6) gives
ln | x 1 | + d x dx
5
9B (B 2) = 14
Using u-substitution to integrate the
10B + 2 = 14 second term, we get
10B = 16 u = x2 + 9
8
B= 8 du = 2x d x
5
du
Now that we have a value for B, well plug dx =
2x
(8) into (7) to solve for C.
63
3 8 x du 2 1
ln | x 1 | + dx Well be using formula (A) like we did in the
5 5 u 2x 5 x + 9
2
last example.
3 4 1 2 1
5 u 5 x2 + 9
ln | x 1 | + du dx
5 Example
3 4 2 1 x 3 + 2x 2 x + 1
5 x2 + 9
ln | x 1 | + ln | u | dx dx
5 5 x(x 2 + 1)2
3 4 2 1
ln | x 1 | + ln | x 2 + 9 | dx Remember, when were dealing with
5 5 5 x +9
2
repeated factors, we have to include every
lesser degree of that factor in our partial
Using (A) to integrate the third term, we get
fractions decomposition, which will be
( )
1 m x
m x2 + n2
1
d x = tan +C A x 3 + 2x 2 x + 1 A Bx + C Dx + E
n n = + +
x(x 2 + 1)2 x x2 + 1 (x 2 + 1)2
m=1
Multiplying both sides by the denominator
n=3 of the left-hand side gives us
x 3 + 2x 2 x + 1 = A(x 2 + 1)2+
5 [3 ( 3 )]
3 4 2 1 x
ln | x 1 | + ln | x 2 + 9 | tan1 +C
5 5
(Bx + C )x(x 2 + 1)+
(3)
3 4 2 x
ln | x 1 | + ln | x 2 + 9 | tan1 +C (Dx + E )x
5 5 15
5[ ( 3 )]
1 2 x
4 ln | x 2 + 9 | 3 ln | x 1 | tan1 +C
3
x 3 + 2x 2 x + 1 = A(x 4 + 2x 2 + 1)+
64
Dx 2 + Ex 1+B =0
x 3 + 2x 2 x + 1 = (Ax 4 + Bx 4) + (Cx 3)+ Plugging (2) into (4) to solve for E, we get
(2Ax 2 + Bx 2 + Dx 2)+ 1 + E = 1
2A + B + D = 2 3 1 x 1 x
x x +1 x2 + 1 (x 2 + 1)2
dx 2 dx d x + dx
C+E =1 4
Integrating the first term only, we get
A=1 5
x 1 x
x2 + 1 x2 + 1 (x 2 + 1)2
ln | x | d x d x + dx
We already have values for A and C.
Plugging (5) into (1) to solve for B gives us
65
Using u-substitution to integrate the du = 2x d x
second term, we get
du
dx =
u = x2 + 1 2x
1 x du
u 2x
du = 2x d x ln | x | ln | x 2 + 1 | tan1 x + 2
2
du
dx = 1 1 1
2 u2
2x ln | x | ln | x 2 + 1 | tan1 x + du
2
x du 1 x
u 2x x 2 + 1 (x 2 + 1)2
ln | x | d x + dx 1 1 2
2
ln | x | ln | x 2 + 1 | tan1 x + u du
2
1 1 1 x
2 u x2 + 1 (x 2 + 1)2
ln | x | du d x + dx 1 1
ln | x | ln | x 2 + 1 | tan1 x +C
2 2u
1 1 x
x2 + 1 (x 2 + 1)2
ln | x | ln | u | d x + dx
2 And plugging back in for u gives us our
final answer.
1 1 x
x2 + 1 (x 2 + 1)2
ln | x | ln | x 2 + 1 | d x + dx
2 1 1
ln | x | ln | x 2 + 1 | tan1 x +C
2 2(x 2 + 1)
Using formula (A) to integrate the third
term, we get
66
2. Perform the partial fractions
decomposition by factoring the
denominator, which will always be
expressible as the product of either
linear or quadratic factors, some of
which may be repeated.
( )
1 m x
m x2 + n2
1
d x = tan +C A
n n
67
6
partial derivatives
By this point weve already learned how to constant. Then well take another
find derivatives of single-variable derivative of the original function, this one
functions. After learning derivative rules with respect to y, and well treat x as a
like power rule, product rule, quotient rule, constant.
chain rule and others, were pretty
comfortable handling the derivatives of In that way, we sort of reduce the problem
functions like these: to a single-variable derivative problem,
which is a derivative we already know how
f (x) = x 2 + 5 to handle!
2. The partial derivative of z with respect to Using the definition, find the partial
y is derivatives of
z f
fy(x, y) = = = f (x, y) = fy = zy fx(x, y) = lim 4x y + 2(0)y
y y y h0
69
f (x, y + h) = 2x 2(y + h)
Example
f (x, y + h) = 2x 2y + 2x 2h
Using the power rule, find the partial
Plugging our values of f (x, y) and f (x, y + h) derivatives of
into the definition, we get
f (x, y) = 2x 2y
2x 2y + 2x 2h 2x 2y
fy(x, y) = lim For the partial derivative of z with respect
h0 h
to x, we treat y as a constant and use
2x 2h power rule to find the derivative.
fy(x, y) = lim
h0 h
( dx )
d 2
fx(x, y) = 2 x y
fy(x, y) = lim 2x 2
h0
fx(x, y) = 4x y
Youll remember from single-variable For the partial derivative of z with respect
calculus that using the definition of the to y, we treat x as a constant and use
derivative was the long way that we power rule to find the derivative.
learned to take the derivative before we
( dx )
d
learned the derivative rules that made the fy(x, y) = 2x 2 y
process faster. The good news is that we
can apply all the same derivative rules to fy(x, y) = 2x 2(1)
multivariable functions to avoid using the
dierence quotient! We just have to fy(x, y) = 2x 2
remember to work with only one variable
at a time, treating all other variables as
constants.
70
second-order partial derivatives
x ( x ) x 2
We already learned in single-variable f 2f
fxx = =
calculus how to find second derivatives;
we just took the derivative of the
derivative. Remember how we even used 2. The derivative with respect to y, of the
the second derivative to help us with first-order partial derivative with respect
inflection points and concavity when we to y
were learning optimization and sketching
y ( y ) y 2
f 2f
graphs? fyy = =
y ( x ) xy
f 2f
fxy = =
f(x) = 6x 2
( )
Except, instead of just one function that f 2f
fyx = =
defines the second derivative (like x y yx
f(x) = 12x above), well need four
That wording is a little bit complicated. We
functions that define the second derivative!
can think about like the illustration below,
Our second-order partial derivatives will
where we start with the original function in
be:
the first row, take first derivatives in the
1. The derivative with respect to x, of the second row, and then second derivatives
first-order partial derivative with respect in the third row.
to x
71
Example
f (x, y) = 2x 2y
72
7
differential equations
73
is 2, because the highest-degree derivative
that occurs in this equation is d 2y/d x 2.
74
linear, first-order differential equations
ordinary dierential equations (ODEs)
Since
Example 2
P(x) = ,
Solve the dierential equation. x
75
I(x) = e ln x
2
d
(yx 2) = yx 2 2yx 3
dx
I(x) = x 2
See how the derivative we just found
Our integrating factor is: matches the left side of (3)? If we multiply
through (1) by the integrating factor that
1
I(x) = 2 2 we found, (2), the resulting left side will
x
always be [yI(x)].
Well multiply both sides of (1) by (2) to get
So we can substitute [yx 2] into (3) to get
dy 1 2 1 1
2 2 y = x 2
dx x x x x [yx 2] = x 1
d x ( x2 ) x3
dy 1 2 1 Now we integrate both sides.
y =
x
[yx 2] d x = x 1 d x
yx 2 2yx 3 = x 1 3
( dx ) ( dx )
d d d 2
(yx 2) = y (x 2) + (y) x
dx
d
(yx 2) = (y)(x 2) + (y)(2x 3)
dx
76
nonlinear (separable) differential equations
ordinary dierential equations (ODEs)
dy = f (x)g(y) d x
dy = y 2 sin x d x
dy
= f (x) d x dy
g(y) = sin x d x
y2
1
dy = f (x) d x 1
g(y) dy = sin x d x
y2
1
g(y)
dy = f (x) d x With variables separated, and integrating
both sides, we get
Sometimes in our final answer, well be 1
y2
able to express y explicitly as a function of dy = sin x d x
x, but not always. When we cant, we just
have to be satisfied with an implicit
y 2 dy = sin x d x
function, where y and x are not cleanly
separated by the = sign.
77
y 1 = cos x + C
1
= cos x + C
y
1
= cos x + C
y
1 = y(cos x + C )
1
y=
cos x + C
78
about the author
http://www.integralcalc.com/
79