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Data Overview Z ∞

1

dx (9)

1 xp

Calculus - Period 1 This function is convergent for p > 1 and divergent

for p ≤ 1.

If f (x) ≥ g(x) ≥ 0 for x ≥ a then:

Chain Rule: R∞ R∞

• If a f (x)dx is convergent, then a g(x)dx

(f (g(x)))0 = f 0 (g(x))g 0 (x) (1) is convergent.

R∞ R∞

• If a g(x)dx is divergent, then a f (x)dx is

Implicit Differentiation: divergent.

When applying implicit differentiation for a func-

tion y of x, every term with a y should, after

normal differentiation (often involving the product

rule), be multiplied by y 0 because of the chain rule. Complex Numbers

After that, the equation should be solved for y 0 .

Complex Number Notations:

Lineair Approximations:

i2 = −1 (10)

0

f (x) − f (a) ≈ f (a)(x − a) (2)

z = a + bi = r(cos θ + i sin θ) = reiθ (11)

a = r cos θ and b = r sin θ (12)

Mean Value Theorem: √

If f is continuous on [a, b] and differentiable on |z| = r = a2 + b2

(13)

(a, b), then there is a c in (a, b) such that: θ = arctan ab or θ = arctan ab + π

Z b

f (x)dx = F (b) − F (a) (4) (a + bi) + (c + di) = (a + c) + (b + d)i

(15)

a (a + bi)(c + di) = (ac − bd) + (ad + bc)i

Where F is any antiderivative/primitive function

z1 z2 = r1 r2 (cos(θ1 + θ2 ) + i sin(θ1 + θ2 ))

of f , that is, F 0 = f . (16)

r1 eiθ1 · r2 eiθ2 = r1 r2 ei(θ1 +θ2 )

Substitution Rule:

If u = g(x) then: Complex Conjugates:

Z Z

f (g(x))g 0 (x)dx = f (u)du (5) z = a + bi ⇒ z = a − bi (17)

z+w =z+w

Z b Z g(b)

zw = z w

f (g(x))g 0 (x)dx = f (u)du (6) (18)

a g(a) zn = zn

zz = |z|2

Integration By Parts:

Z Z

f (x)g (x)dx = f (x)g(x) − f 0 (x)g(x)dx (7)

0

Differential Equations

Z b Z b Separable Differential Equations:

b

f (x)g 0 (x)dx = [f (x)g(x)]a − f 0 (x)g(x)dx

a a dy

(8) Form : = y 0 = P (x)Q(y)

dx

1

Z Z

1 number, the series is divergent. Be careful not to

Solution : dy = P (x)dx (19)

Q(y)

P

confuse the series an with the series an = s.

If a sequence is either increasing (an+1 > an for all

Form : y 0 + P (x)y = Q(x) n ≥ 1) or decreasing (an+1 < an for all n ≥ 1), it

is called a monotonic sequence. If there are c1 and

Let Υ(x) be any integral of P (x). Solution is: c2 such that c1 < an < c2 for all n ≥ 1, it is called

Z bounded. Every bounded monotonic sequence is

−Υ(x) Υ(x)

y=e e Q(x)dx + C (20) convergent.

Homogeneous second-order linear differen- If limn→∞ an does not exist, or if limn→∞ 6= 0,

tial equations: then the series sn is divergent.

If f is a continuous positive decreasing function

• b2 − 4ac > 0: on [1, ∞) and an = f (n) for integer n, then the

Define r such that ar2 + br + c = 0. series

R ∞ sn is convergent if, and only if, the integral

1

f (x)dx is convergent.

Solution : y = c1 er1 x + c2 er2 x (21)

Comparison test:

• b2 − 4ac = 0: Suppose an and bn are series with positive terms

Define r such that ar2 + br + c = 0. and an ≤ bn for all n, then:

P P

Solution : y = c1 erx + c2 xerx (22) • If bn is convergent, then an is conver-

gent.

• b2 − 4ac < 0:

P P

√

• If an is divergent, then bn is divergent.

b 4ac−b2

Define α = − 2a and β = 2a . Solution:

Suppose an and bn are series with positive terms.

If limn→∞ abnn = c and 0 < c 6= ∞, then either both

Nonhomogeneous second-order linear differ- series are convergent or divergent.

ential equations:

Alternating series test:

Form : ay 00 + by 0 + cy = P (x) If the alternating series

∞

First solve ayc00 + byc0 + cyc = 0. Then use an auxil- X

(−1)n−1 an = a1 − a2 + a3 − a4 + a5 − a6 . . .

iary equation to find one solution yp for the given

n=1

differential equation. The solution is:

satisfies an+1 ≤ an for all n and limn→∞ an = 0,

y = yc + y p (24) then the series is convergent.

Absolute P convergence:

Calculus - Period 2 A series

P an is called absolutely convergent

P if the

series |an | is convergent. A series an is called

conditionally convergent if it is convergent but not

Testing Series

P

absolutely convergent. If a series an is abso-

lutely convergent, then it is convergent.

Convergence/Divergence:

Suppose Ratio test:

Pn a is a series of numbers a1 , a2 , . . ., and

sn = k=1 ak . A series sn converges if limn→∞ sn =

• If limn→∞ aan+1 = L < 1, then the series

s exists as a real number. The limit s is then called P n

2

• If limn→∞ aan+1 = L > 1, then the series The second way to represent functions as power

n

P

an is divergent. series goes as follows. Let f (n) (x) be the n’th

derivative of f (x). Supposing the function f (x)

has a power series (this sometimes still has to be

Root test: proven), the following function must be true:

p

• P

If limn→∞ n |an | = L < 1, then the series X∞

f (n) (a)

an is absolutely convergent. f (x) = (x − a)n (29)

p n=0

n!

• P

If limn→∞ n |an | = L > 1, then the series

an is divergent. This representation is called the Taylor series of

f (x) at a. For the special case that a = 0, it is

called the Maclaurin series.

Power Series Binomial series:

If k is any real number and |x| < 1, the power

Radius of convergence:

function representation of (1 + x)k is:

Power series are written as

∞ ∞

X k

X k

f (x) = cn (x − a) n

(25) (1 + x) = xn (30)

n

n=0 n=0

k k(k − 1) . . . (k − n + 1)

efficients of the series. When tested for converges, where = (31)

n n!

there are only three possibilities:

k

• The series converges only if x = a. (R = 0) for n ≥ 1, and = 1.

0

• The series converges for all x. (R = ∞)

• The series converges for |x − a| < R and di- Vectors

verges for |x − a| > R. For |x − a| = R other

means must point out whether convergence Notation:

or divergence occurs. A vector a is often written as:

The number R is called the radius of convergence,

and can often be found using the ratio test. a = ax i + ay j + az k (32)

Differentiation and integration of power functions

is possible in the interval (a − R, a + R), where the Vector length:

function does not diverge. It goes as follows: q

!0 |a| = a2x + a2y + a2z (33)

X∞ X∞

n

cn (x − a) = ncn (x − a)n−1 (26)

n=0 n=1 Vector addition and subtraction:

∞ ∞ n+1

(x − a)

Z X X

cn (x − a)n dx = cn (27) a + b = (ax + bx )i + (ay + by )j + (az + bz )k (34)

n=0 n=0

n+1

a − b = (ax − bx )i + (ay − by )j + (az − bz )k (35)

Representation of functions as power series:

The first way to represent functions as power series Dot product:

is simple, but doesn’t always work. To find the

representation of f (x), first find a function g(x) a · b = ax bx + ay by + az bz (36)

1

such that f (x) = axb 1−g(x) , where a and b are

constants. The power series is then equal to: a · a = |a|2 (37)

∞ a·b

X cos θ = (38)

f (x) = a · g(x)n+b (28) |a||b|

n=0

3

Cross product: Expressing acceleration in unit vectors:

i

j k a(t) = |v(t)|0 T(t) + κ|v(t)|2 N(t) (53)

a × b = ax ay az (39)

bx by bz r0 (t) · r00 (t) |r0 (t) × r00 (t)|

a(t) = T(t) + N(t)

|r0 (t)| |r0 (t)|

a × b = (ay bz − az by )i+ (54)

(40)

+(az bx − ax bz )j + (ax by − ay bx )k

Calculus - Period 3

Vector Functions:

Functions of Multiple Variables

Notation:

Definitions:

r(t) = f (t)i + g(t)j + h(t)k (41) The domain D is the set (x, y) for which f (x, y)

exists. The range is the set of values z for which

there are x, y such that z = f (x, y). The level

Differentiation and integration: curves are the curves with equations f (x, y) = k

where k is a constant.

r0 (t) = f 0 (t)i + g 0 (t)j + h0 (t)k (42)

Checking for Limits:

R(t) = F (t)i + G(t)j + H(t)k + D (43)

If f (x, y) → L1 as (x, y) → (a, b) along a path

C1 and f (x, y) → L2 as (x, y) → (a, b) along a

Function dependant unit vectors: path C2 , where L1 6= L2 then lim(x,y)→(a,b) f (x, y)

does not exist. Also f is continuous at (a, b) if

r0 (t) lim(x,y)→(a,b) f (x, y) = f (a, b)

T(t) = (44)

|r0 (t)|

Partial Derivatives:

T0 (t)

N(t) = (45) The partial derivative of f with respect to x at

|T0 (t)| (a, b) is:

B(t) = T(t) × N(t) (46)

fx (a, b) = g 0 (a) where g(x) = f (x, b) (55)

p ferentiate f (x, y) with respect to x. fy is defined

ds(t) = (dx)2 + (dy)2 + (dz)2 = |r0 (t)|dt (47) similarly. If fxy and fyx are both continuous on D,

Z t then fxy = fyx .

s(t) = |r0 (t)|dt (48)

a Tangent Planes:

For points close to z0 = f (x0 , y0 ) the curve of

Trajectory velocity and acceleration: f (x, y) can be approximated by:

|v(t)| = = |r0 (t)| (49)

dt

The plane described by this equation is the plane

a(t) = v0 (t) = r00 (t) (50) tangent to the curve of f (x, y) at (x0 , y0 ).

0

∂z ∂z

== |T (t)|

dT(t) dz = fx (x, y)dx+fy (x, y)dy = dx+ dy (57)

κ(t) = 0

(51) ∂x ∂y

ds(t) |r (t)|

If z = f (x, y), x = g(s, t) and y = h(s, t) then:

|r0 (t) × r00 (t)|

κ(t) = (52)

|r0 (t)|3 dz ∂z dx ∂z dy

= + (58)

ds ∂x ds ∂y ds

4

Directional Derivatives: If D2 is the region such that D2 = {(x, y)|a ≤ y ≤

The directional derivative of f at (x0 , y0 ) in the b, h1 (y) ≤ x ≤ h2 (y)}, then:

direction of a unit vector (meaning, |u| = 1) u = Z bZ

ZZ h2 (y)

ha, bi is:

f (x, y) dA = f (x, y) dx dy (65)

D2 a h1 (y)

Du f (x0 , y0 ) = fx (x, y)a + fy (x, y)b = ∇f · u (59)

grad f = ∇f = hfx (x, y), fy (x, y)i (60) Integrating over Polar Coordinates

The maximum value of Du f (x, y) is |∇f (x, y)| and y

occurs when the vector u = ha, bi has the same r2 = x2 + y 2 tan θ = (66)

x

direction as ∇f (x, y).

x = r cos θ y = r sin θ (67)

Local Maxima and Minima: If R is the polar rectangle such that R = {(r, θ)|0 ≤

If f has a local maximum or minimum at (a, b), a ≤ r ≤ b, α ≤ θ ≤ β} where 0 ≤ β − α ≤ 2π, then:

then fx (a, b) = 0 and fy (a, b) = 0. If fx (a, b) = 0

and fy (a, b) = 0 then (a, b) is a critical point. If ZZ Z βZ b

(a, b) is a critical point, then let D be defined as: f (x, y) dA = f (r cos θ, r sin θ) r dr dθ

R α a

2 (68)

D = D(a, b) = fxx (a, b)fyy (a, b) − (fxy (a, b)) If D is the polar rectangle such that D = {(r, θ)|0 ≤

(61) h1 (θ) ≤ r ≤ h2 (θ), α ≤ θ ≤ β} where 0 ≤ β − α ≤

• If D > 0 then: 2π, then:

– If fxx (a, b) > 0, then f (a, b) is a minimum. Z βZ

ZZ h2 (θ)

– If fxx (a, b) < 0, then f (a, b) is a maximum.

f (x, y) dA = f (r cos θ, r sin θ) r dr dθ

• If D < 0, then f (a, b) is a saddle point. R α h1 (θ)

(69)

Absolute Maxima and Minima:

To find the absolute maximum and minimum val- Applications:

ues of a continuous function f on a closed bounded If m is the mass, and ρ(x, y) the density, then:

set D, first find the values of f at the critical points ZZ

of f in D. Then find the extreme values of f on the m= ρ(x, y) dA (70)

boundary of D. The largest of these values is the D

absolute maximum. The lowest is the minimum.

The x-coordinate of the center of mass is:

RR

x ρ(x, y) dA

Multiple Integrals x = RRD (71)

D

ρ(x, y) dA

Integrals over Rectangles: The moment of inertia about the x-axis is:

If R is the rectangle such that R = {(x, y)|a ≤ x ≤ ZZ

b, c ≤ y ≤ d}, then: Ix = y 2 ρ(x, y) dA (72)

D

ZZ Z bZ d

f (x, y) dA = f (x, y) dy dx (62) The moment of inertia about the origin is:

R a c

ZZ

ZZ Z dZ b I0 = (x2 + y 2 )ρ(x, y) dA = Ix + Iy (73)

f (x, y) dA = f (x, y) dx dy (63) D

R c a

Triple Integrals

Integrals over Regions:

If E is the volume such that E = {(x, y, z)|a ≤

If D1 is the region such that D1 = {(x, y)|a ≤ x ≤

x ≤ b, g1 (x) ≤ y ≤ g2 (x), h1 (x, y) ≤ z ≤ h2 (x, y)},

b, g1 (x) ≤ y ≤ g2 (x)}, then:

then:

ZZ Z bZ g2 (x) ZZZ Z bZ g2 (x)Z h2 (x,y)

f (x, y) dA = f (x, y) dy dx (64) f (x, y, z)dV = f (x, y, z)dzdydx

D1 a g1 (x)

E a g1 (x) h1 (x,y)

(74)

5

Calculus - Period 4 • A piecewise-smooth curve - A union of a fi-

nite number of smooth curves.

• A closed curve - A curve of which its terminal

Three-Dimensional Integrals point coincides with its initial point.

• A simple curve - A curve that doesn’t inter-

Cylindrical Coordinates: sect itself anywhere between its endpoints.

• An open region - A region which doesn’t con-

x = r cos θ y = r sin θ z=z (75) tain any of its boundary points.

• A connected region - A region D for which

y

r2 = x2 + y 2 tan θ = z=z (76) any two points in D can be connected by a

x path that lies in D.

• A simply-connected region - A region D such

Integrating Over Cylindrical Coordinates: that every simple closed curve in D encloses

RRR R β R h2 (θ) only points that are in D. It contains no

f (x, y, z)dV = ... holes and consists of only one piece.

R u (r cosEθ,r sin θ) α h1 (θ)

. . . u12(r cos θ,r sin θ) rf (r cos θ, r sin θ, z)dzdrdθ • Positive orientation - The positive orienta-

(77) tion of a simple closed curve C refers to a

single counterclockwise traversal of C.

Spherical Coordinates:

(78) A vector field on Rn is a function F that assigns

ρ2 = x2 + y 2 + z 2 (79) to each point (x, y) in an n-dimensional set an n-

dimensional vector F(x, y). The gradient ∇f is

defined by:

Integrating Over Spherical Coordinates:

If E is the spherical wedge given by E = {(ρ, θ, φ)|a ≤ ∇f (x, y, . . .) = fx i + fy j + . . . (83)

ρ ≤ b, α ≤ θ ≤ β, c ≤ φ ≤ d}, then:

RbRβRd and is called the gradient vector field. A vector

2

RRR

E

f (x, y, z)dV = a α c ρ sin φ . . . field F is called a conservative vector field if it is

(80) the gradient of some scalar function.

. . . f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ)dρdθdφ

Line Integrals:

Change of Variables: The line integral of f along C is:

The Jacobian of the transformation T given by x = s

Z b 2 2

g(u, v) and y = h(u, v) is:

Z

dx dy

f (x, y)ds = f (x(t), y(t)) + dt

C a dt dt

∂x ∂x

∂(x, y) ∂u ∂v = ∂x ∂y − ∂x ∂y (84)

= ∂y ∂y (81)

∂(u, v) ∂u ∂u ∂v ∂v ∂u

∂v

The line integral of f along C with respect to x is:

Z Z b

If the Jacobian is nonzero and the transformation dx

f (x, y)dx = f (x(t), y(t)) dt (85)

is one-to-one, then: C a dt

ZZ ZZ

∂(x, y)

f (x, y)dA = f (x(u, v), y(u, v))

dudv The line integral of a vector field F along C is:

R S ∂(u, v)

Z Z b Z

(82) F·dr = F(r(t))·r0 (t) dt = F·T ds (86)

This method is similar to the one for triple inte- C a C

grals, for which the Jacobian has a bigger matrix 0

and the change-of-variable equation has some more Where T = |rr0 | is the unit tangent vector.

terms.

Conservative Vector Fields:

If C is the curve given by r(t) (a ≤ t ≤ b), then:

Basic Vector Field Theorems Z

∇f · dr = f (r(b)) − f (r(a)) (87)

Definitions C

6

R

The integral RC F · dr is independent of path in D For a surface graph of g(x, y), the normal vector is

if and only if C F · dr = 0 for every closed path C given by:

in D.

∂g ∂g

If F(x, y) = P (x, y)i + Q(x, y)j is a conservative − ∂x i − ∂y j+k

n= r (94)

vector field, then: 2 2

∂g ∂g

1 + ∂x + ∂y

∂P ∂Q

= (88)

∂y ∂x

Also, if D is an open simply-connected region, and Flux:

∂Q If F is a vector field on a surface S with unit normal

if ∂P

∂y = ∂x , then F is conservative in D.

vector n, then the surface integral of F over S is:

ZZ ZZ

Surfaces F · dS = F · n dS (95)

S S

A surface described by r(u, v) is called a paramet- For a parametric surface, the flux is given by:

∂r ∂r

ric surface. ru = ∂u and rv = ∂v . For smooth ZZ ZZ

surfaces (ru × rv 6= 0 for every u and v) the tan-

F · dS = F · (ru × rv ) dA (96)

gent plane is the plane that contains the tangent S D

vectors ru and rv , and the vector ru × rv is the

normal vector to the tangent plane. For a surface graph of g(x, y), the flux is given by:

ZZ ZZ

Surface Areas: ∂g ∂g

F · dS = −P −Q + R dA (97)

For a parametric surface, the surface area is given S D ∂x ∂y

by: ZZ

A= |ru × rv |dA (89)

D

For a surface graph of g(x, y), the surface area is

Advanced Vector Field Theorems

given by:

Curl:

If F = P i + Qj + Rk, then the curl of F, denoted

s 2 2

ZZ

∂g ∂g

A= 1+ + dA (90) by curl F or also ∇ × F, is defined by:

D ∂x ∂y

∂R ∂Q ∂P ∂R ∂Q ∂P

− i+ − j+ − k

Surface Integrals: ∂y ∂z ∂z ∂x ∂x ∂y

(98)

For a parametric surface, the surface integral is

If f is a function of three variables, then:

given by:

curl(∇f ) = 0 (99)

ZZ ZZ

f (x, y, z) dS = f (r(u, v))|ru ×rv |dA (91)

S D

This implies that if F is conservative, then curl F =

For a surface graph of g(x, y), the surface integral 0. The converse is only true if F is defined on all of

is given by: Rn . So if F is defined on all of Rn and if curl F = 0,

ZZ then F is a conservative vector field.

f (x, y, z) dS =

S Divergence:

ZZ

s 2 2 If F = P i + Qj + Rk, then the divergence of F,

∂g ∂g denoted by div F or also ∇ · F, is defined by:

f (x, y, g(x, y)) 1 + + dA

D ∂x ∂y

(92) ∂P ∂Q ∂R

div F = + + (100)

∂x ∂y ∂z

Normal Vectors:

For a parametric surface, the normal vector is given If F is a vector field on Rn , then div curl F = 0.

by: If div F = 0, then F is said to be incompressible.

ru × rv Note that curl F returns a vector field and div F

n= (93) returns a scalar field.

|ru × rv |

7

Green’s Theorem:

Let C be a positively oriented piecewise-smooth

simple closed curve in the plane and D be the re-

gion bounded by C. Now:

Z ZZ

∂Q ∂P

P dx + Q dy = − dA (101)

C D ∂x ∂y

calculate an area, take functions P and Q such that

∂Q ∂P

∂x − ∂y = 1 and then apply Green’s theorem.

In vector form, Green’s theorem can also be writ-

ten as:

Z ZZ

F · dr = (curl F) · k dA (102)

C D

Z ZZ

F · n ds = div F(x, y) dA (103)

C D

Stoke’s Theorem:

Let S be an oriented piecewise-smooth surface that

is bounded by a simple, closed, piecewise-smooth

boundary curve C with positive orientation. Let F

be a vector field that contains S. Then:

Z ZZ

F · dr = curl F · dS (104)

C S

Let E be a simple solid region and let S be the

boundary surface of E, given with positive (out-

ward) orientation. Let F be a vector field on an

open region that contains E. Then:

ZZ ZZZ

F · dS = div F dV (105)

S E

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