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<h1>Calculus notes</h1>
<div id="toc"></div>
<h2 id="Derivatives">Derivatives</h2>
<h3 id="list_d">List of derivatives</h3>
\[ \frac{d}{dx} \left( \frac{x^{n+1}}{n+1} \right) = x^n \]
\[ \frac{d}{dx} x = 1 \]
\[ \frac{d}{dx} \left( -\frac{\cos{kx}}{k} \right) = \sin{kx} \]
\[ \frac{d}{dx} \left( \frac{\sin{kx}}{k} \right) = \cos{kx} \]
\[ \frac{d}{dx} \tan{x} = \sec^2{x} \]
\[ \frac{d}{dx} (-\cot{x}) = \csc^2{x} \]
\[ \frac{d}{dx} \sec{x} = \sec{x} \tan{x} \]
\[ \frac{d}{dx} (-\csc{x}) = \csc{x} \cot{x} \]
<h3 id="Chain rule">Chain rule</h3>
<p>Chain rule is:</p>
\[ (f \circ g) = (f' \circ g) g' \]
<p>where:</p>
<ul>
<li>\( \circ \) means that what's on the left is composed
of what's on the right.</li>
</ul>
<h3 id="Product rule">Product rule</h3>
<p id="product_rule">Product rule is</p>
\[ (f \cdot g)' = f' \cdot g + f \cdot g' \]
<h2 id="Integration techniques">Integration techniques</h2>
<h3 id="u-substitution">u-substitution</h3>
<p>To do u-substitution, have an integral in the form:</p>
\[ \int{f(g(x)) g'(x)\ dx} \]
<p>How to do u-substitution:</p>
<ol>
<li>Let \( u = g(x) \).</li>
<li>Find \( du \).</li>
<li>Substitute \( u \) and \( du \) into the integral.</li>
<li>Integrate.</li>
<li>Change any \( u \)'s back into \( g(x) \).</li>
</ol>
<h3 id="Integration by parts">Integration by parts</h3>
<p>To integrate by parts, have the integral in the form:</p>
\[ \int{u v\ dx} = u \left( \int{v\ dx} \right) - \int{u' \
left( \int{v\ dx} \right)\ dx} \]
<p>How to do:</p>
<ol>
<li>Choose \( u \) to be the function that, when you take the
derivative of it, it gets simpler.</li>
<li>Find the derivative of \( u \).</li>
<li>What's left is \( v \).</li>
<li>Find the integral of \( v \).</li>
<li>Plug into the formula above.</li>
</ol>
<p>When you integrate by parts with a definite integral (an integral
with bounds), then you apply the bounds on the entire expression, not just the last
integral.</p>
<h2 id="inte">Integration</h2>
<p>The "indefinite integral" is the set of all functions whose derivative is
&fnof;:</p>
\[ F(x) + C = \int{f(x)\ dx} \]
<p>where</p>
<ul>
<li>F(x) is the "antiderivative" of &fnof;, i.e., F'(x) = f(x).</li>
<li>C is called the "constant of integration" or "arbitrary
constant".</li>
<li>F(x) + C is the set of all functions whose derivative is
&fnof;.</li>
<li>∫ is called the "integral sign".</li>
<li>The function &fnof; is called the "integrand" of the integral.</li>
<li id="v_int">x is called the "variable of integration".</li>
</ul>
<p>How to find the indefinite integral of a function:</p>
<ol>
<li>If the function is x<sup>-1</sup>, then the antiderivative is ln|
x|.</li>
<li>Else:
<ol>
<li>Find the antiderivative of the function using the <a
href="#list_d">table of derivatives</a> above but in reverse, i.e., the
antiderivative of what's on the right is equal to the expression that's being
differentiated on the left.</li>
<li>If the above step fails and you're working with a
trigonometric function, then try using <a href="..\old_topics\math\other_math\
notes.html#trig_identities">trig identities</a> to transform it into something you
can use the table for.</li>
</ol></li>
<li>Add + C after the antiderivative.</li>
</ol>
<p>Example of the procedure above: ∫ x<sup>n</sup> =
x<sup>n+1</sup>/(n+1) + C</p>
<p>Rules for indefinite integration:</p>
<ul>
<li>Constant Multiple Rule: ∫kf(x)dx = k∫f(x)dx</li>
<p>if it's ∫−f(x) then k=−1</p>
<li>Sum and Difference Rule: ∫f(x) &pm; g(x)dx = ∫f(x)dx &pm;
∫g(x)dx</li>
</ul>
<p>When the constant of integration is multiplied by another constant or if
there's multiple constant of integrations, then combine them all to be just + C</p>
<p>An "initial value problem" is a problem where you want to find a
particular function that solves a differential equation and yields one or more
known values at known inputs. Solve these types of problems by integrating the
differential equation and then plug in the given input(s) into the resulting
equation(s) to solve for the constant of integrations.</p>
<p>A "definite integral" finds the area under a function from value a to
b:</p>
\[ \int_a^b{f(x)}\ dx \]
<p>where</p>
<ul>
<li>a is the lower limit of integration.</li>
<li>b is the upper limit of integration.</li>
<li>The particular letter used as the <a href="#v_int">variable of
integration</a> doesn't matter since the result doesn't depend on the letter, e.g.,
it's equivalent to ∫<sub>a</sub><sup>b</sup>f(t)dt.</li>
</ul>
<p>Rules of definite integrals:</p>
<img src="images/int_rules.png" alt="int_rules" style="width:600px;">
<p>If the function goes below the x-axis (i.e., function is negative between
the limits), then when you integrate, the areas will cancel out resulting in the
wrong answer. You have to find each location where the function is zero (it's
"zeros") and use those x-values as bounds and then integrate each bounded area for
the total area, e.g.</p>
<img src="images/area_sum.png" alt="area" style="width:400px;">
<p>How to solve indefinite integrals:</p>
<ol>
<li>Find the zeroes of the function.</li>
<li>Define bounds starting from the lower limit to each zero and
finally the upper limit.</li>
<li>Write an equation integrating the function where each term is an
integral with the bounds from the previous step.</li>
<li>For each term:
<ol>
<li>Find the antiderivative.</li>
<li>Substitute the upper limit into the antiderivative, find the
resulting number.</li>
<li>Substitute the lower limit into the antiderivative, find the
resulting number.</li>
<li>Do the upper limit result minus the lower limit result.</li>
</ol></li>
</ol>
<p>Example:</p>
<img src="images/int_ex.png" alt="int_ex" style="width:750px;">
<p>"Numerical integration" means to find the approximate definite integral of
a function. This is needed when there isn't an antiderivative for a function due to
the function being unknown, if it can't exist, it's overly complicated, or slow.
Numerical integration can be done by hand or with a computer. The general procedure
is:</p>
<ol>
<li>Decide how you want to discretize the function (i.e., how many
strips you want).</li>
<li>Make a list of inputs starting from the lower limit to the upper
limit using the number of strips.</li>
<li>Find the results of the function given the list of inputs.</li>
<li>Pick what function approximation method you want to use.</li>
<li>Calculate the area of each strip.</li>
<li>Sum all the areas.</li>
</ol>
<p>A numerical methods textbook would have more techniques. But a simple one
is the "trapezoidal rule". It works by making a line between the end of each strip
and adds the area of that triangle to the rectangle below it. The equation is:</p>
\[ A = \frac{h}{2} (y_0 + 2 \sum_{1}^{n-1}{y_i} + y_n) \]
<p>where</p>
<ul>
<li>A is the area under the curve.</li>
<li>n is the number of strips.</li>
<li>h is called the "step size". If equal sized strips, then h = (b-
a)/n</li>
<li>y<sub>#</sub> in each term is the value of the function at the
right edge of that strip.</li>
</ul>
<p>An example of using numerical integration when the function is unknown is
if you were to calculate the volume of a pond, then you can measure the depth at
specific locations and then go from there. The pond floor is the unknown function.
Or if you have to measure the volume of a huge irregular object then you can
measure the width at certain intervals and connect points together.</p>
<p>How to develop an integral to calculate something:</p>
<ol>
<li>Model something you want to measure in terms of one or more
continuous function defined on a closed interval [a, b].</li>
<li>Partition [a, b] into subintervals of length Δx<sub>k</sub>
and choose a point c<sub>k</sub> in each subinterval.</li>
<li>Approximate what you want to measure with a finite sum.</li>
<li>Identify if the sum is a Riemann sum of a continuous function over
[a, b].</li>
<li>Determine if the approximations improve as the norm of the
partition goes to zero.</li>
<li>Determine if the Riemann sums approach a limiting integral.</li>
<li>Use the integral to define and calculate what you originally wanted
to measure.</li>
</ol>
<h2 id="multi">Multivariable functions and partial derivatives</h2>
<h2 id="multi_ints">Multiple integrals</h2>
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