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Review of differentiation and integration rules from Calculus I and II

for Ordinary Differential Equations, 3301


General Notation:
a, b, m, n, C are non-specific constants, independent of variables
e, π are special constants e = 2.71828 · · ·, π = 3.14159 · · ·
f, g, u, v, F are functions
f n (x) usually means [f (x)]n , but f −1 (x) usually means inverse function of f
a(x + y) means a times x + y, but f (x + y) means f evaluated at x + y
f g means function f times function g, but f (g) means output of g is input of f
t, x, y are variables, typically t is used for time and x for position, y is position or output
0 00
, are Newton notations for first and second derivatives.
d d2 d d2
Leibnitz notations for first and second derivatives are and or and
dx dx2 dt dt2
Differential of x is shown by dx or ∆x or h
f (x + ∆x) − f (x)
f 0 (x) = lim , derivative of f shows the slope of the tangent line, rise
∆x→0 ∆x
over run, for the function y = f (x) at x

General differentiation rules:


dt dx
1a- Derivative of a variable with respect to itself is 1. = 1 or = 1.
dt dx
1b- Derivative of a constant is zero.
2- Linearity rule (af + bg)0 = af 0 + bg 0
3- Product rule (f g)0 = f 0 g + f g 0
µ ¶0
f f 0 g − f g0
4- Quotient rule =
g g2
5- Power rule (f n )0 = nf n−1 f 0
6- Chain rule (f (g(u)))0 = f 0 (g(u))g 0 (u)u0
7- Logarithmic rule (f )0 = [eln f ]0
8- PPQ rule (f n g m )0 = f n−1 g m−1 (nf 0 g + mf g 0 ), combines power, product and quotient
9- PC rule (f n (g))0 = nf n−1 (g)f 0 (g)g 0 , combines power and chain rules
10- Golden rule: Last algebra action specifies the first differentiation rule to be used

Function-specific differentiation rules:


(un )0 = nun−1 u0 (uv )0 = uv v 0 ln u + vuv−1 u0
(eu )0 = eu u0 (au )0 = au u0 ln a
u0 u0
(ln(u))0 = (loga (u))0 =
u u log a
(sin(u))0 = cos(u)u0 (cos(u))0 = − sin(u)u0
(tan(u))0 = sec2 (u)u0 (cot(u))0 = − csc2 (u)u0
(sec(u))0 = sec(u) tan(u)u0 (csc(u))0 = − csc(u) cot(u)u0
u0 −u0
(sin−1 (u))0 = √ (cos−1 (u))0 = √
1 − u2 1 − u2
u0 −u0
(tan−1 (u))0 = (cot−1 (u))0 =
1 + u2 1 + u2
u0 −u0
(sec−1 (u))0 = √ (csc−1 (u))0 = √
u u2 − 1 u u2 − 1

General integration definitions and methods:


R
1- Indefinite integral f (x)dx = F (x) + C means F 0 (x) = f (x), F is antiderivative of f
Rb
2- Definite integral a f (x)dx = F (b) − F (a) is area under y = f (x) from x = a to x = b
R R R
3- Linearity (af + bg)dx = a f dx + b gdx
R R
4a- Integration by parts f g 0 dx = f g − f 0 gdx
R R
4b- Integration by parts udv = uv − vdu
R R
5a- Indefinite integration by substitution f (g(x))g 0 (x)dx = f (u)du when u = g(x)
Rb R g(b)
5b- Definite integration by substitution a f (g(x))g 0 (x)dx = g(a) f (u)du when u = g(x)
6- Integration by partial fraction decomposition
7- Integration by trigonometric substitution, reduction, circulation, etc
8- Study Chapter 7 of calculus text (Stewart’s) for more detail

Some basic integration formulas:


Z Z
n un+1 du
u du = + C, n 6= −1 = ln(u) + C
n+1 u
Z Z
u u au
e du = e + C au du = +C
ln a
Z Z
cos(u)du = sin(u) + C sin(u)du = − cos(u) + C
Z Z
2
sec (u)du = tan(u) + C csc2 (u)du = − cot(u) + C
Z Z
sec(u) tan(u)du = sec(u) + C csc(u) cot(u)du = − csc(u) + C
Z Z
tan(u)du = ln | sec(u)| + C cot(u)du = − ln | csc(u)| + C
Z ³ ´ Z ³ ´
1 1 −1 u 1 −1 u
du = tan + C √ du = sin +C
u2 + a2 a a a2 − u2 a
Z ¯ ¯ Z p
1 1 ¯u − a¯ 1
du = ln ¯ ¯ + C √ du = ln |u + u2 ± a2 | + C
u2 − a2 2a ¯ u + a ¯ 2
u ±a 2
Z Z
sec(u)du = ln | sec(u) + tan(u)| + C csc(u)du = ln | csc(u) − cot(u)| + C
Z
1
sec3 (u)du = (sec(u) tan(u) + ln | sec(u) + tan(u)|) + C
2
Z
1
csc3 (u)du = (− csc(u) cot(u) + ln | csc(u) − cot(u)|) + C
2

     
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