This sheet follows the ten units of the course in order. Each unit starts with the big idea in a few sentences, then gives the results you will look up most often, with the conditions they need. When you want the full explanation, a proof or more examples, follow the lesson links under each topic.
Angles are in radians throughout. A formula holds wherever both sides are defined unless a condition says otherwise.
Limits
A limit describes the value approaches as gets close to a point, whatever happens at the point itself. Derivatives, integrals and series are all limits, so the rules here come back in every later unit.
What a limit means
We write when can be made as close to as we like by taking close enough to . The value plays no part. The precise version says that for every there is a such that for every in the domain
The left-hand limit uses only and the right-hand limit only . The two-sided limit exists exactly when both one-sided limits exist and are equal. For example tends to from the left of and to from the right, so it has no limit at .
Lessons Intuitive definition, One-sided limits, Two-sided limits, The formal definition
Limit laws
If and with and finite, limits can be taken piece by piece. All limits below are as , and the same laws hold for one-sided limits and for limits at .
| Law | Formula |
|---|---|
| Sum and difference | |
| Constant multiple | |
| Product | |
| Quotient | when |
| Power | for a positive integer |
| Root | , with when is even |
| Composition | when is continuous at |
Lessons Limit laws
How to evaluate a limit
Try these in order.
- Substitute. If is continuous at , for example a polynomial or a rational function defined at , the limit is .
- Simplify. If substitution gives , factor and cancel, or multiply by a conjugate. This is allowed because a limit only looks at .
- Squeeze. If near and and have the same limit , then has limit too.
- Use a known limit from the table below, or l’Hôpital’s rule from the Applications of Differentiation unit.
For example, for near , multiplying by the conjugate gives
Lessons Limit theorems
Special limits
| Limit | Value |
|---|---|
| and for |
The first limit needs radians. The last row says logarithms grow slower than any positive power of , and powers grow slower than .
Lessons Special limits
Infinity and asymptotes
For a rational function, only the leading terms matter as . With leading terms on top and below,
| Degrees | Limit as |
|---|---|
| or |
- The line is a vertical asymptote when as from at least one side.
- The line is a horizontal asymptote when as or as .
- The line is an oblique asymptote when as or as . For a rational function whose top degree is one more than its bottom degree, polynomial division finds it.
Lessons Limits at infinity, Infinite limits, Asymptotes
Continuity
A continuous function has no breaks, so its value at a point is exactly what nearby values lead you to expect. That simple property is enough to prove that equations have solutions and that maximum and minimum values exist.
Continuity at a point
A function is continuous at when
That asks for three things. The value is defined, the limit exists, and the two are equal. On a closed interval only one-sided limits are used at the endpoints. Polynomials, rational functions, roots, trigonometric, exponential and logarithmic functions are continuous on their domains, and so are sums, products, quotients and compositions of continuous functions.
| Discontinuity | What happens at | Example at |
|---|---|---|
| Removable | the limit exists but differs from , or is undefined | |
| Jump | the one-sided limits are finite and different | |
| Infinite | a one-sided limit is | |
| Oscillating | a one-sided limit fails to exist in another way |
A removable discontinuity can be filled in. Giving the value at makes it continuous everywhere.
Lessons Continuous functions, Discontinuities, Graphs of continuous functions
The intermediate value and extreme value theorems
Both theorems need continuous on a closed bounded interval .
- Intermediate value theorem. Every number strictly between and equals for some in . In particular, if and have opposite signs, has a root in . The theorem promises a root, not a unique one.
- Extreme value theorem. The function takes an absolute maximum value and an absolute minimum value on . On an interval that is not closed this can fail, as on has no maximum.
Lessons Continuity theorems, The intermediate value theorem
Uniform continuity
A function is uniformly continuous on a set when one works at every point at once. For every there is such that for all and in the set with . Every continuous function on a closed bounded interval is uniformly continuous there, while on is continuous but not uniformly continuous.
Lessons Uniform continuity
Derivatives
The derivative measures how fast a function changes at a single point. Geometrically it is the slope of the tangent line, and physically it is an instantaneous rate such as velocity.
Definition
The derivative of at is
when this limit exists and is finite. The tangent line at is . Other notations are and . A differentiable function is continuous, but a continuous function need not be differentiable. The function has a corner at and no derivative there.
Lessons Velocity and tangent, Derivatives and rates of change, The derivative as a function
Rules
Here and are differentiable and is a constant.
| Rule | Formula |
|---|---|
| Constant | |
| Power | for any real when , and for every when is a positive integer |
| Sum and constant multiple | and |
| Product | |
| Quotient | where |
| Chain |
In Leibniz notation the chain rule reads , which is how you handle a function inside a function.
Lessons Elementary rules, Product rule, Quotient rule, Chain rule
Derivatives to know
With the chain rule each row also works for an inner function , as in .
| Function | Derivative | Holds for |
|---|---|---|
| all | ||
| all | ||
| all | ||
| all | ||
| all | ||
| all |
The hyperbolic functions are and , and they satisfy .
Lessons Trigonometric, Exponential and logarithmic, Hyperbolic
Implicit, inverse and logarithmic differentiation
- Implicit differentiation. Differentiate both sides of an equation in and , remembering that each term picks up a factor , then solve for . From you get , so where .
- Inverse functions. If is one-to-one and differentiable on an interval and , then
- Logarithmic differentiation. For products, quotients and variable powers, take first. For with this gives , so and .
- Higher derivatives. The second derivative is the derivative of . For a position the velocity is and the acceleration is .
Lessons Higher derivatives, Implicit differentiation, Inverse functions, Logarithmic differentiation
Applications of Differentiation
Once you can differentiate, the sign and size of and tell you where a function rises, falls and bends, where it is largest, and how well a straight line can stand in for it.
Finding maximum and minimum values
A critical point is a number in the domain where or does not exist. By Fermat’s theorem, a local maximum or minimum at an interior point can only happen at a critical point.
Closed interval method. For continuous on , compute at the critical points inside and at and . The largest value is the absolute maximum and the smallest is the absolute minimum.
To classify a critical point where is continuous,
| Test | Local maximum | Local minimum | No conclusion |
|---|---|---|---|
| First derivative | changes from to at | changes from to at | if keeps its sign there is no extremum |
| Second derivative, with |
Lessons Extreme values, The closed interval method
The mean value theorem
If is continuous on and differentiable on , then for some in
At some moment the instantaneous rate equals the average rate. Rolle’s theorem is the case . The consequences are used everywhere. On an interval, makes increasing, makes it decreasing, and makes it constant.
Lessons The mean value theorem, Increasing and decreasing functions
The shape of a graph
Where the graph is concave up and bends upward, and where it is concave down. An inflection point is a point where is continuous and the concavity changes. A zero of is only a candidate, since has and no inflection point.
To sketch a graph, work through the domain, intercepts and symmetry, then the asymptotes, then the sign of for rise, fall and extrema, then the sign of for concavity, and finally join the points in a way that agrees with all of it.
Lessons Concavity and inflection points, Sketching graphs
Rates, optimization and growth
- Related rates. Write one equation linking the changing quantities, differentiate it with respect to time, and only then put in the values at the moment you care about.
- Optimization. Write the quantity as a function of one variable using the constraint, find its domain, and use the closed interval method or the derivative tests. Check that the answer makes sense in the original problem.
- Growth and decay. The equation with has the solution . The doubling time for is , and the half-life for is .
- Rates in the sciences. Velocity, reaction rate, population growth rate and marginal cost are all derivatives. The marginal cost approximates the cost of one more unit.
Lessons Related rates, Optimization, Rates in the sciences, Growth and decay
L’Hôpital’s rule
If has the form or as , where and are differentiable near with there, then
provided the limit on the right exists or is . It also works for one-sided limits and for . Check the form before every use. Rewrite as a quotient, as one fraction, and the powers , and by taking logarithms first.
Lessons Indeterminate forms and l’Hôpital’s rule
Linear approximation
Near a differentiable function is close to its tangent line,
For example . If between and , the error is at most . In the language of differentials, approximates the actual change .
Lessons Linear approximations and differentials
Integrals
Integration adds up infinitely many small pieces, such as thin rectangles under a curve. The fundamental theorem of calculus connects it to differentiation, so most integrals are computed by finding an antiderivative.
Antiderivatives
A function is an antiderivative of on an interval when there. Any two antiderivatives on the same interval differ by a constant, which is why each entry below gets a . You can always check an answer by differentiating it.
| Function | Antiderivative | Holds for |
|---|---|---|
| all | ||
| , | ||
| all | ||
| all | ||
| , |
Lessons Indefinite integrals, Integration rules
The definite integral
Split into pieces of width and pick a point in each. For a continuous , or a bounded one with finitely many discontinuities,
When this is the area under the graph. In general it is the area above the axis minus the area below. Integrals are linear, they add over adjacent intervals, reversing the limits changes the sign, and for a larger function never has a smaller integral.
Lessons Sigma notation, The area problem, Riemann sums, Definite integrals, Properties
The fundamental theorem of calculus
Let be continuous on .
Part 1. The accumulation function is differentiable on with . With a differentiable upper limit that stays in , the chain rule gives
Part 2. If is any antiderivative of on , then
Read the other way, integrating a rate of change gives the net change. For a velocity the integral of is the displacement and the integral of is the distance travelled.
Lessons Part 1, Part 2 and net change
Choosing a technique
Look at the integrand and pick the first row that fits.
| You see | Try | Key step |
|---|---|---|
| a function times the derivative of its inside, | substitution | , |
| a product like or , or alone | integration by parts | |
| a ratio of polynomials | partial fractions | divide first if the top degree is not smaller |
| powers of and , or of and | trigonometric identities | save one factor, convert the rest |
| , or | trigonometric substitution | , or |
| a rational function of and | half angle substitution |
In a definite integral, change the limits along with the variable. For example, with ,
For integration by parts, choose to be the factor that gets simpler when differentiated. With and ,
The identities used most often are
Some functions, such as and , have no elementary antiderivative at all. Their integrals come from series or numerical methods.
Lessons Substitution, By parts, Rational functions, Trigonometric integrals, Trigonometric substitutions, Hyperbolic and half angle, Other techniques
Improper integrals
An integral over an infinite interval, or of a function that blows up, is defined as a limit. For continuous on ,
and it converges when this limit is finite. If both ends are a problem, or there is a problem inside the interval, split the integral and require each piece to converge. Two families serve as yardsticks. The integral
converges exactly when , and the integral of the same function over converges exactly when . To decide convergence without computing, compare. If and the integral of converges, so does the integral of .
Lessons Unbounded intervals, Singularities and comparison
Applications
Every application comes from the same idea. Cut the quantity into thin slices, approximate each slice, and add them up with an integral. The functions here are continuous.
| Quantity | Formula | Conditions |
|---|---|---|
| Area between curves | on | |
| Average value | ||
| Volume by disks | about the -axis | |
| Volume by washers | ||
| Volume by shells | about the -axis, , | |
| Arc length | continuous | |
| Surface area | about the -axis, , continuous | |
| Work | force along the motion | |
| Probability | density with total integral |
Lessons Area between curves, Average value, Disks and washers, Shells, Arc length, Surface area, Centres of mass, Work and force, Economics and biology, Probability
Parametric Equations and Polar Coordinates
Not every curve is the graph of a function. Conics, curves traced by a moving point and curves described by angle and distance need their own descriptions, and calculus works for each of them.
Conics
Parabolas, ellipses and hyperbolas are the curves where a plane cuts a double cone. In standard position,
| Conic | Equation | Foci | Notes |
|---|---|---|---|
| Parabola | with | directrix | |
| Ellipse | with | , | distances to the foci add up to |
| Hyperbola | with | , | asymptotes |
The eccentricity tells them apart. It is for an ellipse, for a parabola and for a hyperbola, and for the ellipse and hyperbola above. A general equation that describes a nondegenerate conic is an ellipse when , a parabola when and a hyperbola when .
Lessons Definition of a conic, Parabolas, Ellipses, Hyperbolas, General conics
Parametric curves
A parametric curve gives both coordinates in terms of a parameter, and , so it also has a direction of travel. For example , for traces the unit circle once counterclockwise. With and continuous on ,
| Quantity | Formula | Conditions |
|---|---|---|
| Slope | ||
| Enclosed area | closed curve traced once counterclockwise | |
| Arc length | curve traced once | |
| Surface area | about the -axis, , traced once |
The tangent is horizontal where and , and vertical where and .
Lessons Parametric curves, Sketching, Slope, Area, Length and surfaces
Polar coordinates
A point with polar coordinates lies at distance from the origin along the ray at angle . The two systems are linked by
The same point has many polar coordinates, since and describe it too. Some curves are much simpler in polar form, such as the circle , the cardioid , and the rose , which has petals for odd and for even . A conic with a focus at the origin, eccentricity and directrix with is
Lessons Polar coordinates, Some polar curves, Sketching, Polar conics
Calculus in polar coordinates
For with continuous, and ,
| Quantity | Formula | Conditions |
|---|---|---|
| Slope | denominator | |
| Area | region swept once, | |
| Arc length | curve traced once |
For example the cardioid encloses the area
Lessons Slope, Area, Arc length
Infinite Sequences and Series
Adding infinitely many numbers can give a finite total, as does. This unit decides when that happens and then uses it to write functions such as and as infinite polynomials.
Sequences
A sequence converges to when its terms get and stay as close to as we like. Precisely, for every there is with for all . The limit laws and the squeeze theorem work for sequences too, and two facts are especially useful.
- If and as , then , so l’Hôpital’s rule applies to sequences.
- A sequence that is bounded and monotonic converges.
| Sequence | Limit |
|---|---|
| for , for , and divergent otherwise | |
| for every real | |
| for every real |
Lessons Definition of a sequence, Convergence, Sequence theorems
Series to know
A series converges to when its partial sums approach . If it converges, then . The converse is false, as the harmonic series shows.
| Series | Behaviour |
|---|---|
| Geometric with | converges to when , diverges when |
| p-series | converges when , diverges when |
| Harmonic | diverges, though its terms go to |
| Alternating harmonic | converges to , but not absolutely |
| Telescoping | converges to , since |
Lessons Partial sums, Geometric series, Telescoping and harmonic, Series theorems
Choosing a convergence test
Work down the table and use the first test that fits.
| If the series | Use | Conclusion |
|---|---|---|
| has terms that do not tend to | divergence test | it diverges |
| is geometric or a p-series | the known results above | read it off |
| has positive terms that behave like a geometric or p-series for large | comparison or limit comparison | same behaviour as the series you compare with |
| has factorials or powers like | ratio test, | converges absolutely if , diverges if |
| has a whole term raised to the power | root test, | converges absolutely if , diverges if |
| alternates in sign, with | alternating series test | converges if decreases to |
| has with positive, continuous and decreasing | integral test | same behaviour as |
The ratio and root tests say nothing when . A series converges absolutely when converges, and absolute convergence implies convergence. A series that converges but not absolutely converges conditionally, and its terms can be rearranged to change the sum.
Lessons Integral test, Comparison tests, Alternating series, Absolute and conditional convergence, Ratio and root tests
How close is a partial sum
To approximate a sum by a partial sum , you need a bound on the remainder .
- Alternating series. If decreases to , then , the first term left out.
- Integral test. Under its hypotheses, .
- Geometric tail. If for all with , then .
Lessons Estimates of sums
Power series
A power series is an infinite polynomial centred at . It has a radius of convergence , with , such that it converges absolutely for and diverges for . The ratio test usually finds , and the two endpoints need their own check. Inside the radius you can differentiate and integrate term by term, and the radius stays the same.
Lessons Definition of power series, Pointwise and uniform convergence, Power series theorems
Taylor series
The Taylor series of at is the power series whose coefficients match all the derivatives of at ,
A Maclaurin series is the case . Stopping after the term of degree gives the Taylor polynomial . The series equals exactly where the remainder tends to , and Taylor’s inequality bounds it. If between and , then
| Maclaurin series | Valid for |
|---|---|
| all | |
| all | |
| all | |
| , any real |
New series come from these by substitution, differentiation and integration. Replacing with in the series for gives the series for , and integrating that gives the series for . Series also turn hard limits into easy ones, as in
Lessons Taylor’s theorem, Taylor and Maclaurin series, Series theorems, Applications, Binomial series
Fourier Series
A Taylor series builds a function from powers of . A Fourier series builds a periodic function from sines and cosines, which is how signals, sound and heat flow are usually described.
Fourier coefficients
For a function with period that is integrable on , the Fourier series is
with coefficients
These formulas work because the sines and cosines are orthogonal. Over a period, the integral of the product of two different ones is . Symmetry saves work, because an even has every and an odd has every .
For example, the function with period equal to on is odd, and its series is
Lessons Periodic functions and orthogonality, Fourier coefficients
Convergence
If is periodic and piecewise smooth, meaning that in each period and are continuous except at finitely many points where they have finite one-sided limits, then the Fourier series converges at every to
the midpoint of the jump. Where is continuous this is just . Near a jump the partial sums overshoot by about 9 percent of the jump however many terms you take, which is the Gibbs phenomenon.
Lessons Convergence of Fourier series
Sine and cosine series
A function given only on can be extended as an odd function, which gives a series of sines only, or as an even function, which gives cosines only. The coefficients are then
Lessons Fourier sine and cosine series
First-Order Differential Equations
A differential equation states how a quantity changes, and solving it recovers the quantity itself. First-order equations already describe population growth, cooling, mixing and simple circuits.
Solutions and initial value problems
An initial value problem asks for a function with
If and are continuous on an open rectangle containing , there is exactly one solution on some interval around . Without that condition uniqueness can fail, since with has both and as solutions. You can always check a proposed solution by substituting it into the equation.
For an autonomous equation , the constant solutions are the roots of . Such an equilibrium is stable when and unstable when .
Lessons Initial value problems, Direction fields and equilibria
Solving first-order equations
Recognize the type, then follow its method.
| Type | Form | Method |
|---|---|---|
| Separable | integrate , and keep the constant solutions where | |
| Linear | multiply by , so | |
| Homogeneous | put , which makes it separable | |
| Bernoulli | with | put , which makes it linear |
For the linear equation with and continuous on an interval, the general solution is
Lessons Separable, Linear, Substitutions
Models
| Model | Equation | Solution |
|---|---|---|
| Logistic growth | with , for | |
| Newton cooling | ||
| Mixing tank | linear, solve with an integrating factor | |
| RL circuit | with constant |
In the logistic model with , the carrying capacity is a stable equilibrium and the population grows fastest at .
Lessons Logistic growth, Mixing, cooling and circuits
Numerical Methods and Mathematical Computing
Many problems have no exact answer in closed form. Numerical methods give approximate answers, and the point is to know how accurate they are.
Errors and reliability
Two kinds of error come up. Truncation error comes from stopping an infinite process, such as a series or a limit, after finitely many steps. Roundoff error comes from storing numbers with about 16 significant digits. Subtracting nearly equal numbers loses digits, so for small compute as instead. A graph on a screen is a finite sample of points, so it can suggest a root or a maximum, but only a theorem proves it.
Lessons Numerical reliability
Solving equations
Bisection. If is continuous on and and have opposite signs, halve the interval and keep the half where the sign changes. After steps the midpoint is within of a root. It always works, but slowly.
Newton’s method. Follow the tangent line to the axis,
Near a root with and continuous, the number of correct digits roughly doubles each step. For starting at , the iterates are , and . A poor starting point can make it diverge or cycle.
Lessons Bisection and Newton’s method
Approximating derivatives and integrals
| Approximation | Formula | Error |
|---|---|---|
| Forward difference for | at most | |
| Central difference for | at most | |
| Trapezoidal rule | at most with | |
| Midpoint rule | at most with | |
| Simpson’s rule , even | at most with |
Here , and is the midpoint of . The maxima for the differences are over . A smaller lowers the truncation error of a difference quotient but raises the roundoff error, so in double precision near suits the forward difference and near suits the central one. For with , the rules give , and .
For an improper integral, cut it off at a finite point and bound the tail separately. For example, since for ,
A Taylor series also works. Integrating the series of term by term, the first five terms give , with an error below the next term .
Lessons Finite differences, Integral approximation rules, Improper integrals, Taylor’s formula
Solving differential equations numerically
To approximate the solution of , , take steps of size along the direction field.
| Method | Step | Error after a fixed distance |
|---|---|---|
| Euler | proportional to | |
| Improved Euler | average the slopes at the start and at the Euler prediction | proportional to |
| Runge-Kutta of order 4 | a weighted average of four slopes across the step | proportional to |
Halving roughly halves the error of Euler’s method and divides the error of Runge-Kutta by . For , and a single step of , the three methods give , and , against the exact value .
Lessons Euler and Runge-Kutta methods