Professional Documents
Culture Documents
1 Single Variable 3
1.1 The Limit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.1 Numerical Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.2 Analytical Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 The Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.1 Continuity in intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.2 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.3 Nice functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 The Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3.1 Differentiability in intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3.2 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3.3 Best functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4 The Antiderivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.1 Direct Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.2 Integration by substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.3 Integration by parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.4 Integration of quadratic trinomials . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.5 Integrating rational functions . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.6 Integrating certain irrational functions . . . . . . . . . . . . . . . . . . . . . 7
1.4.7 Integrating trigonometric functions . . . . . . . . . . . . . . . . . . . . . . 7
1.4.8 One special form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.9 Using reduction formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.10 Integrating non-continuous functions . . . . . . . . . . . . . . . . . . . . . 7
1.5 The Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5.1 Informal definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5.2 Formal definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5.3 The fundamental theorem of calculus . . . . . . . . . . . . . . . . . . . . . 7
1.5.4 Extension of Riemann integrals . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5.5 Properties of Riemann integrals . . . . . . . . . . . . . . . . . . . . . . . . 7
2 Multi Variable 8
2.1 The Limit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.1.1 Numerical Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.1.2 Analytical Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2 The Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2.1 Continuity in intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2.2 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2.3 Nice functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.3 The Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
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2.3.1 Partial and Directional Derivatives . . . . . . . . . . . . . . . . . . . . . . . 8
2.3.2 Differentiability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.3.3 Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.3.4 Best functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4 The Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4.1 Formal definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4.2 Informal definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4.3 Fubini’s theorem for Riemann integrals . . . . . . . . . . . . . . . . . . . . 8
2.4.4 Extension of Riemann integrals . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4.5 Properties of Riemann integrals . . . . . . . . . . . . . . . . . . . . . . . . 8
2
Chapter 1
Single Variable
2. Limit laws
(a) Basic Operations: If x→a
lim f (x) and x→a
lim g(x) exist then,
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lim (f (x) · g(x)) = lim f (x) · lim g(x)
x→a x→a x→a
lim (f (x) / g(x)) = lim f (x) / lim g(x) provided that lim g(x) 6= 0
x→a x→a x→a x→a
(b) Sandwich theorem: Let the functions f (x), g(x), h(x), satisfy the following condition:
on an open interval containing the point x = a but not necessarily at the point itself and
if x→a
lim f (x) = x→a
lim h(x) = L then x→a
lim g(x) = L
(c) Squeeze theorem: Let the functions f (x) and g(x) satisfy the following condition:
|f (x) − L| ≤ g(x)
on an open interval containing the point x = a but not necessarily at the point itself and
if lim g(x) = 0 then lim f (x) = L
x→a x→a
lim = f (x)
x→a
1.2.2 Properties
1. Algebra: If the functions f (x) and g(x) are continuous at a point x = a then the following
functions:
f (x) + g(x)
f (x) · g(x)
f (x) / g(x)
are continuous at the point x = a
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2. Composition: If a function g(x) is continuous at a point x = a and the function f (x) is
continuous at the point x = g(a) then the composite function
f og(x) or f (g(x))
is continuous at the point x = a
3. Pay-back: If lim f (x) = L and the function g(x) is continuous at the point x = L then
x→a
lim g(f (x)) = g lim f (x) = g(L)
x→a x→a
if the limit exists, and is said the function f (x) is differentiable at the point x = a.
which can also be written as
df f (x) − f (a)
= lim
x−a
dx x=a
x→a
If a function f (x) has derivative at every point in its domain then we can define a function that
maps every point x in the domain to the derivative of the function f (x) at the same point. This
df
function is denoted by and is called derivative function (or simply derivative) of the function
dx
f (x).
df f (x + ∆x) − f (x)
= lim
dx ∆x→0 ∆x
Other notations of derivatives are as follows:
d d dn d
Leibniz’s notation: f∼ y∼ f∼
dx dx dx dx x=a
Lagrange’s notation: f 0 ∼ y 0 ∼ f n ∼ f n (a)
Newton’s notation: f˙ ∼ ẏ ∼ f¨ ∼ f˙(a)
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Euler’s notation: Dx f ∼ Dx y ∼ Dxn f ∼ Dx f (a)
1.3.2 Properties
1. Algebra: If the functions f (x) and g(x) are differentiable at a point x = a then the deriva-
tivesunctions f (x) ± g(x), f (x) · g(x)
d df dg
(f ± g) = ±
dx
x=a
dx x=a dx x=a
are continuous at the point x = a
2. Composition: If a function g(x) is differentiable at a point x = a and the function f (x) is
continuous at the point x = g(a) then the derivative of the composite function
f og(x) or f (g(x))
is continuous at the point x = a
3. Pay-back: If x→a
lim f (x) = L and the function g(x) is continuous at the point x = L then
lim g(f (x)) = g x→a
x→a
lim f (x) = g(L)
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1.3.3 Best functions
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Chapter 2
Multi Variable