The CALCULUS 7.

Dx sec(x) = sec(x) tan(x)

• Collection of techniques developed (in its modern form) 8. Dx csc(x) = − csc(x) cot(x)
in the 1600s by I. Newton and G. Leibniz to study the 9. Dx ex = ex
mathematics of continuous motion 10. Dx ax = ax ln(a) for any a ∈ R+
• Refined and made rigorous throughout the 1700s and 1
1800s by L. Euler, A.-L. Cauchy, K. Weierstrass, B. Rie- 11. Dx ln(x) =
x
mann, and many others 1
12. Dx loga (x) = for any a ∈ R+ , a 6= 1
• Consists of two main branches: x ln(a)
Differential calculus. Deals with instantaneous rates of 13. Dx sinh(x) = cosh(x)
change of quantities 14. Dx cosh(x) = sinh(x)
Integral calculus. Deals with sums of infinitesimally small
15. Dx tanh(x) = sech2 (x)
quantities
16. Dx coth(x) = −csch2 (x)
• Branches are united by the Fundamental Theorem(s) of
the Calculus, which states that differentiation and inte- 17. Dx sech(x) = −sech(x) tanh(x)
gration are inverse operations. 18. Dx csch(x) = −csch(x) coth(x)
1
19. Dx sin−1 (x) = √
Review of differentiation 1 − x2
1
20. Dx tan−1 (x) =
Let f be a function of one variable x. 1 + x2
Derivative of f with respect to x: 1
21. Dx sec−1 (x) = √
x x2 − 1
f (x + h) − f (x)
f ′ (x) := lim ∀ x ∈ dom(f )
h→0 h Let f be a function of x1 , . . . , xn , and x := (x1 , . . . , xn ).

Significance. For any a ∈ dom(f ): Partial derivative of f with respect to xk ∈ {x1 , . . . , xn }:

f (x) − f (a) ∂f (x) f (x + hk ) − f (x)

f ′ (a) = lim (if this exists) := lim ∀ x ∈ dom(f )
x→a x−a ∂xk h→0 h
= instantaneous rate of change of f at a
where x + hk = (x1 , . . . , xk−1 , xk + h, xk+1 , . . . , xn )
per unit change in x
= slope of tangent line to the graph of f at Significance for n = 2. Let f be a function of x and y.
the point (a, f (a)) For any (a, b) ∈ dom(f ):

Theorem. If f is differentiable at a, then f is continuous f (x, b) − f (a, b)

fx (a, b) = lim
at a. x→a x−a
= instantaneous rate of change of f at (a, b)
Theorem (Rules of differentiation). Let f and g be
functions, and let c be a constant. per unit change in x

= slope of line on the plane y = b tangent to the
1. Dx cf (x) = c (Dx f (x))

curve of intersection of y = b and the graph of
2. Dx f (x) + g(x) = Dx f (x) + Dx g(x)

f at (a, b, f (a, b))
3. Dx f (x) · g(x) = (Dx f (x)) · g(x) + f (x) · (Dx g(x))

f (x)

(Dx f (x)) · g(x) − f (x) · (Dx g(x)) f (a, y) − f (a, b)
4. Dx = fy (a, b) = lim
g(x)

2 y→b y−b
g(x)
= instantaneous rate of change of f at (a, b)
Theorem (Chain Rule for differentiation). Let f and g
per unit change in y
be functions such that g is differentiable at x and f is dif-
ferentiable at g(x). Then = slope of line on the plane x = a tangent to the
curve of intersection of x = a and the graph of
′ ′ df dg
Dx f (g(x)) = f (g(x)) · g (x) = · f at (a, b, f (a, b))
dg dx

Theorem (Formulas of differentiation). Theorem (Chain Rule for partial differentiation). Let f
be a differentiable function of x1 , . . . , xn , such that each xi
1. Dx c = 0 for any constant c ∂xi
2. Dx x = nxn−1
n
for any n ∈ R is a function of t1 , . . . , tm and exists for all i and for
∂tj
3. Dx sin(x) = cos(x) ∂f
all j. Then exists and
4. Dx cos(x) = − sin(x) ∂tj
5. Dx tan(x) = sec2 (x) ∂f ∂f ∂x1 ∂f ∂xn
= · + ··· + ·
2
6. Dx cot(x) = − csc (x) ∂tj ∂x1 ∂tj ∂xn ∂tj

1

Directional derivatives 1. D~u f (a) = ∇f (a) iff ~u is in the direction of ∇f (a);

2. D~u f (a) = − ∇f (a) iff ~u is in the direction of −∇f (a);
Let f be a function of two variables x and y. 3. D~u f (a) = 0 iff ~u ⊥ ∇f (a).
fx (x, y) = instantaneous rate of change of f in the posi-
tive x direction
fy (x, y) = instantaneous rate of change of f in the posi- Example 5. An equation of the surface of a mountain is
tive y direction
z = 1200 − 3x2 − 2y 2
Problem. Find the instantaneous rate of change of f in where distance is measured in meters, the x axis points
any direction. east, and the y axis points north. A climber is at the point
(−10, 5, 850).
Let f be a function of x and y and let ~u = hu1 , u2 i be a
unit vector in the plane. 1. What is the direction of steepest ascent?
Derivative of f in the direction of ~u: 2. If the climber moves east, is she ascending or descending
and what is her rate?
f (x + hu1 , y + hu2 ) − f (x, y) 3. In what direction is she traveling a level path?
D~u f (x, y) := lim
h→0 h
∀ (x, y) ∈ dom(f ) Applications of gradients:
Tangents and normals to surfaces
Significance. For any (a, b) ∈ dom(f ):
Given a curve C and a point P in C.
D~u f (a, b) = instantaneous rate of change of f at (a, b)
in the direction of ~u • Tangent line to C at P : line through P that is parallel
to a tangent vector to C at P

Given a surface S and a point P in S.

Example 1. Dı̂ f = fx and D̂ f = fy .
• Normal vector to S at P : nonzero vector N ~ such that if
C is a curve that lies in S and contains P , and if T~ is a
Let f be a function of x1 , . . . , xn , x := (x1 , . . . , xn ), and let ~ ⊥ T~
tangent vector to C at P , then N
~u = hu1 , . . . , un i be a unit vector in Rn .
• Tangent plane to S at P : plane containing P that is
Derivative of f in the direction of ~u: ~
normal to N
f (x1 + hu1 , . . . , xn + hun ) − f (x) • Normal line to S at P : line through P that is parallel
D~u f (x) := lim ~
h→0 h to N

∀ x ∈ dom(f ) Theorem 6 (Geometric significance of ∇f ). Let f be a

function of n variables and let a ∈ dom(f ), such that f is
differentiable at a and ∇f (a) 6= ~0.
∂f
Example 2. If ~u = h0, . . . , 0, 1, 0, . . . , 0i, then D~u f = . 1. Suppose n = 2. If ℓ is the tangent line to the level curve
| {z } ∂xk
k−1 f (x, y) = f (a) at a, then ∇f (a) ⊥ T~ .
2. Suppose n = 3. If Π is the tangent plane to the level
surface f (x, y, z) = f (a) at a, then ∇f (a) ⊥ Π.
Gradient of f :
  Example 7. Consider the surfaces S1 : z = xy and
∂f ∂f S2 : x2 + y 2 + z 2 = 4z.
∇f (x1 , . . . , xn ) := ,...,
∂x1 ∂xn
1. Find an equation of the tangent plane and equations of
the normal line to S1 at the point (1, −1, −1).
Theorem 3 (Alternative formula for D~u f ). Let f be a dif- 2. Show that S1 and S2 have a common tangent plane at
ferentiable function of n variables and let ~u be a unit vector (0, 0, 0).
in Rn . For any x ∈ dom(f ): 3. Find equations of the tangent line to the curve of
intersection of the surfaces S1 and S2 at the point
D~u f (x) = ∇f (x) · ~u √ √ !
2 2
1+ , 1, 1 + .
2 2
Theorem 4 (Bounds for D~u f ). Let f be a function of n
(Bonus: Identify the surfaces S1 and S2 . Sketch their
variables and let a ∈ dom(f ), such that f is differentiable
graphs.)
at a and ∇f (a) 6= ~0. For all unit vectors ~u in Rn :

− ∇f (a) ≤ D~u f (a) ≤ ∇f (a) EXERCISES. (TC7) §12.6 1–26, 29–32, 33, 34, 36, 37; §12.7
1–24, 26, 27. (ABD) §13.6 1–82, 86, 89; §13.7 1–29, 30(a),
Furthermore: 31–37

2
 Review of extrema of single-variable functions
Let f be a function of x and let c ∈ dom(f ).
f (c) is a relative extremum of f iff
for some open interval I with c ∈ I ⊆ dom(f ), either
f (c) ≥ f (x) for all x ∈ I (relative maximum), or
f (c) ≤ f (x) for all x ∈ I (relative minimum).
Let f be a function of x, I ⊆ dom(f ) an interval (possibly
infinite), and c ∈ I.
f (c) is an absolute extremum of f on I iff either
f (c) ≥ f (x) for all x ∈ I (absolute maximum), or
f (c) ≤ f (x) for all x ∈ I (absolute minimum).
What’s the difference?
• Absolute extrema depend on f and on the specified in-
terval I.
• Relative extrema depend only on f .
Let c ∈ dom(f ).
c is a critical number of f iff either
f ′ (c) = 0, or
f ′ (c) does not exist.
Theorem 8 (Importance of critical numbers). Let f be a
function of x and let c ∈ dom(f ), such that c ∈ I ⊆ dom(f )
for some open interval I. If f (c) is a relative extremum of
f , then c is a critical number of f .
Theorem 9 (Second Derivative Test). Let f be a
function and c ∈ dom(f ) such that c ∈ I ⊆ dom(f ) for
some open interval I. Assume further that f ′′ is continu-
ous on I and that f ′ (c) = 0.
If then
f ′′ (c) > 0 f (c) is a relative minimum
f ′′ (c) < 0 f (c) is a relative maximum
Theorem 10 (Extreme Value Theorem). Let f be a
function of x and I ⊆ dom(f ) a closed interval. Then f
has both an absolute maximum and an absolute minimum
in I.
Theorem 11 (Candidates for absolute extrema). Let f
be a continuous function of x and I ⊆ dom(f ) a closed
interval. Then an absolute extremum of f on I is either
• a relative extremum of f in the interior of I, or
• a function value at an endpoint of I.
Let (a, b) ∈ R2 and r > 0.
• n
Open disk with center (a, b) and radiusor:
p
(x, y) ∈ R2 (x − a)2 + (y − b)2 < r
• n
Closed disk with center (a, b) and radius
o r:
p
(x, y) ∈ R2 (x − a)2 + (y − b)2 ≤ r
3
Relative extrema of functions of two variables
Let f be a function of x and y and let (a, b) ∈ dom(f ).
f (a, b) is a relative extremum of f iff
for some open disk D with (a, b) ∈ D ⊆ dom(f ), either
f (a, b) ≥ f (x, y) ∀ (x, y) ∈ D (relative maximum), or
f (a, b) ≤ f (x, y) ∀ (x, y) ∈ D (relative minimum).
Let (a, b) ∈ dom(f ) such that (a, b) ∈ D ⊆ dom(f ) for some
open disk D.
(a, b) is a critical point of f iff either
fx (a, b) = fy (a, b) = 0, or
at least one of fx (a, b) and fy (a, b) does not exist.
Theorem 12 (Importance of critical points). Let f be
a function of x and y and let (a, b) ∈ dom(f ) such that
(a, b) ∈ D ⊆ dom(f ) for some open disk D. If f (a, b) is a
relative extremum of f , then (a, b) is a critical point of f .


Saddle point of the graph of f : a, b, f (a, b) such that (a, b)
is a critical point of f but f (a, b) is not a relative extremum
Theorem 13 (Second Partial Derivatives Test).
Let f be a function of x and y and (a, b) ∈ dom(f ) such that
all second partial derivatives of f are continuous on some
open disk D containing (a, b), and fx (a, b) = fy (a, b) = 0.
Define
D(a, b) = fxx (a, b)fyy (a, b) − (fxy (a, b))2 .
If then
D(a, b) > 0 and
fxx (a, b), fyy (a, b) < 0 f (a, b) is a relative maximum
D(a, b) > 0 and
fxx (a, b), fyy (a, b) > 0 f (a, b) is a relative minimum
D(a, b) < 0 (a, b, f (a, b)) is a saddle point
D(a, b) = 0 inconclusive
Remark. Recall that if fxy and fyx are continuous on some
open disk, then fxy = fyx on that disk. So in Theorem 13,
D(a, b) = fxx (a, b)fyy (a, b) − fxy (a, b)fyx (a, b).
In general,
fxx (x, y)fyy (x, y) − fxy (x, y)fyx (x, y)
is called the Hessian of f . It is the determinant of the
Hessian matrix H(x, y) of f , defined to be
" #
fxx (x, y) fxy (x, y)
H(x, y) = .
fyx (x, y) fyy (x, y)
EXERCISES. (TC7) §12.8 1–18
 Absolute extrema of functions of two variables The method of Lagrange multipliers

Let f be a function of x and y, R ⊆ dom(f ) a region (pos-
sibly infinite), and (a, b) ∈ R.
f (a, b) is an absolute extremum of f on R iff either
f (a, b) ≥ f (x, y) ∀ (x, y) ∈ R (absolute maximum), or
f (a, b) ≤ f (x, y) ∀ (x, y) ∈ R (absolute minimum).
Technique of finding critical points of a function subject to
an additional condition (constraint)
Theorem 19. Let f and g be functions with continuous
first partial derivatives. If f has a relative extremum at a
subject to the constraint g(x) = 0, and if ∇g(a) 6= ~0, then
there is a constant λ such that

Theorem 14 (Extreme Value Theorem). Let f be a ∇f (a) + λ∇g(a) = ~0.

continuous function of x and y and R ⊆ dom(f ) a closed
and bounded region. Then f has both an absolute max-
imum and an absolute minimum in R. In other words:
Let f and g be functions with continuous first partial
Let R be a region and let P be a point. derivatives. Then a relative extremum of f subject to the
constraint g(x) = 0 is a value f (a), where a satisfies
• R is bounded iff it is contained in a closed disk of finite
radius. (
∇f (a) = λ∇g(a)
• P is in the interior of R iff some open disk centered at (1)
g(a) = 0
P lies entirely in R.
• P is on boundary of R iff any open disk centered at P for some scalar λ (Lagrange multiplier ), or
contains points in R and points not in R. (
• R is closed iff it contains its boundary. ∇g(a) = ~0
(2)
g(a) = 0
Theorem 15 (Candidates for absolute extrema). Let f be
a continuous function of x and y and R ⊆ dom(f ) a closed Method of Lagrange multipliers: Form and solve the
and bounded region. Then an absolute extremum of f on system of equations (1) (and sometimes also (2)). The so-
R is either lutions a obtained are the critical points of f .
• a relative extremum of f in the interior of R, or
• a function value on the boundary of R. Remark. To classify the critical points obtained using the
method of Lagrange multipliers, use the Second Derivative
Test or other methods.
Given a closed and bounded region R, whose boundary is
the union of curves C1 , . . . , Ck , and a function f that is Example 20. Use the method of Lagrange multipliers in
continuous on R. the problem of Example 17.
To find the absolute extrema of f on R:
1. Find the critical points of f in the interior of R. Example 21. Use the method of Lagrange multipliers in
the problem of Example 18.
2. Find the points of intersection of the curves Ci on the
boundary of R.
EXERCISES. (TC7) §12.9 1–22, 40–42
3. For each Ci , use the equation of Ci to write f as a single-
variable function g. Find the points on Ci corresponding
to the critical numbers of g.
4. Compare the values of f at the points obtained in the
steps above. The largest of these values is the absolute
maximum of f on R, and the smallest is the absolute
minimum.

Example 16. Find the absolute extrema of f (x, y) =

2 + 2x + 6y − x2 − y 2 on the triangular region R whose
sides are the coordinate axes and the line x + y = 5.
Example 17. A circular disk occupies the region defined
by x2 + y 2 ≤ 1. Find the hottest and coldest points in the
disk, and the temperature at those points, if the tempera-
ture at any point (x, y) is T (x, y) degrees, where
T (x, y) = 2x2 + y 2 − y.
Example 18.√ Find the coordinates of the point on the
surface z = 1 + x + y that is closest to the origin.

EXERCISES. (TC7) §12.8 19–38

4
MUTLIPLE INTEGRATION Second Fundamental Theorem of the Calculus.
If f is continuous on [a, b], then
Given f : D → R, where D ⊆ Rm is closed and bounded. Z b
f (x) dx = F (b) − F (a)
How to define the integral of f on D: a

where F ′ (x) = f (x) for all x ∈ [a, b].

Step 1.
∆ Partition D into n subsets Di ,
1 ≤ i ≤ n.
P Step 2.
Set up the Riemann sum that ap-
proximates the quantity desired.
Some applications of definite integrals:
Rb 
1. a (f (x) − g(x)) dx = area of the region (x, y) |
a ≤ x ≤ b, g(x) ≤ y ≤ f (x)
Rb
2. a δ(x) dx = mass of a thin rod occupying the interval
[a, b] with density δ(x) at any x ∈ [a, b]

Step 3. The double integral (m = 2)

lim Take the limit of the Riemann
k∆k→0
sum as the norm of ∆ approaches
Given a function f of two variables x and y, and a closed
zero.
and bounded region D ⊆ dom(f ).

∆ Partition D into subrectangles.

Review of the definite integral (m = 1)
P Approximate the net signed volume under
Given a function f of one variable x and a closed interval the surface.
D ⊆ dom(f ).
lim k∆k := diagonal of largest subrectangle
k∆k→0

∆ Partition D into subintervals.


P Approximate the net signed area under the Special case. D = (x, y) | a ≤ x ≤ b, c ≤ y ≤ d
curve.
Double integral of f on D:
lim ZZ n
k∆k→0 k∆k := width of largest subinterval in ∆ X
f (x, y) dA := lim f (xi , yi ) ∆i A
k∆k→0
D i=1

Definite integral of f on [a, b]: where

Z b n ∆ = {D1 , . . . , Dn | each Di is a subrectangle with
X
f (x) dx := lim f (xi ) ∆i x sides parallel to the coordinate axes}
a k∆k→0
i=1 (xi , yi ) ∈ Di (arbitrary)
where ∆i A := area of Di
∆ = {D1 , . . . , Dn | each Di is a subinterval of [a, b]} 
k∆k := max diagonal of Di | 1 ≤ i ≤ n
xi ∈ Di (arbitrary)
∆i x := width of Di General case. D any closed and bounded region

k∆k := max ∆i x | 1 ≤ i ≤ n Double integral of f on D:
ZZ ZZ
Theorem 22. If f is continuous on [a, b], then f is inte- f (x, y) dA := F (x, y) dA
grable on [a, b]. D E

Theorem 23 (Properties of definite integrals). Let where

f and g be integrable functions on [a, b]. E = {(x, y) | a ≤ x ≤ b, c ≤ y ≤ d} ⊇ D
(
Rb f (x, y) if (x, y) ∈ D
1. a
dx = b − a = length of [a, b] F (x, y) :=
Rb Rb 0 if (x, y) ∈
/D
2. a
c f (x) dx = c a f (x) dx for any constant c
Rb
Rb Rb
3. a
f (x) + g(x) dx = a f (x) dx + a g(x) dx Theorem 24. If f is continuous on D then f is integrable
Rb Rc Rb
4. f (x) dx = a f (x) dx + c f (x) dx for any c ∈ [a, b] on D.
a
5. If f (x) ≤ g(x) for all x ∈ [a, b], then
Rb Rb
a
f (x) dx ≤ a g(x) dx.

5
Theorem 25 (Properties of double integrals). Let Parametric surfaces
D be a closed and bounded region, and let f and g be
integrable functions on D. Parametric surface S:


1.
RR
dA = area of D S := x(u, v), y(u, v), z(u, v) | (u, v) ∈ D for some re-
D gion D
RR RR
2. cf (x, y) dA = c f (x, y) dA for any constant c
D D
• parametric equations of S: x = x(u, v), y = y(u, v),
3.
RR

f (x, y)+g(x, y) dA =
RR RR
f (x, y) dA+ g(x, y) dA z = z(u, v)


D
RR RR D
RR D ~
• vector equation of S: R(u, v) = x(u, v), y(u, v), z(u, v)
4. f (x, y) dA = f (x, y) dA + f (x, y) dA, if
D D1 D2
D1 ∪ D2 = D, and D1 and D2 do not overlap ~
Partial derivatives of R:
5. IfRRf (x, y) ≤ g(x, y)
RRfor all (x, y) ∈ D, then  
~ ~
f (x, y) dA ≤ g(x, y) dA. ~ u (u, v) := lim R(u + ∆u, v) − R(u, v) = ∂x , ∂y , ∂z
R
D D ∆u→0 ∆u ∂u ∂u ∂u
Theorem 26 (Iterated integrals). Let f be an integrable ~ ~  
~ R(u, v + ∆v) − R(u, v) ∂x ∂y ∂z
function on a closed and bounded region D. Rv (u, v) := lim = , ,
∆v→0 ∆v ∂v ∂v ∂v

1. If D = (x, y) | a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x) then
ZZ Z Z Theorem 29 (Geometric significance of R ~u × R~ v ). The
b g2 (x)

f (x, y) dA = f (x, y) dy dx. ~ ~
vector Ru × Rv (u, v) is normal to the surface S at the


a g1 (x) point x(u, v), y(u, v), z(u, v) .
D


2. If D = (x, y) | c ≤ y ≤ d, h1 (y) ≤ x ≤ h2 (y) then Recall. ~
Area of parallelogram determined by vectors A and
~
B = A×B
~ ~
ZZ Z d Z h2 (y)
f (x, y) dA = f (x, y) dx dy.
c h1 (y) Theorem 30. If D is closed and bounded, then
D
ZZ

area of S = R~u × R
~ v dA.
Some applications of double integrals:
D
RR

1. f (x, y) − g(x, y) dA = volume of a solid
D
 
(x, y, z)  (x, y) ∈ D, f (x, y) ≤ z ≤ g(x, y)
Double integrals in other coordinates
RR
2. δ(x, y) dA = mass of a lamina occupying D with den- Given a function f in Cartesian coordinates x and y, and
D a closed and bounded region D ⊆ dom(f ).
sity δ(x, y) at each (x, y) ∈ D
In polar coordinates (r, θ): x = r cos(θ), y = r sin(θ)
EXERCISES. (TC7) §13.2 31–56; §13.3 1–12, (surface area) ZZ ZZ


25–44 f (x, y) dA = f x(r, θ), y(r, θ) dA(r,θ)
D E
Review of parametric curves
where E := smallest region in the rθ plane such that


Parametric curve C (in R3 ): x(r, θ), y(r, θ) | (r, θ) ∈ E = D


C := x(t), y(t), z(t) | t ∈ I

for some interval I dA(r,θ) = r dr dθ

• parametric equations of C: x = x(t), y = y(t), z = z(t) For any other coordinates (u, v): x = x(u, v), y = y(u, v)


~
• vector equation of C: R(t) = x(t), y(t), z(t)
ZZ ZZ


f (x, y) dA = f x(u, v), y(u, v) dA(u,v)
D E
~
Derivative of R:
where E := smallest region in the uv plane such that
~ + ∆t) − R(t)
R(t ~
 

~′
R (t) := lim = x′ (t), y ′ (t), z ′ (t) x(u, v), y(u, v) | (u, v) ∈ E = D
∆t→0 ∆t
dA(u,v) = R~u × R~ v du dv
Theorem 27 (Geometric significance of R ~ ′ ). The vector ~

R(u, v) = hx(u, v), y(u, v)i
~ ′
R (t) is tangent to C at the point x(t), y(t), z(t) .

Theorem 28. If I = [a, b], then EXERCISES. (TC7) §13.4 1–19, 27–34

Z b ∗∗∗∗∗
′
length of C = ~ (t) dt.
R (FIRST EXAM)
a

6
 Review of polar coordinates Cylindrical equations of some common surfaces:

A point P ∈ R2 has polar coordinates (r, θ) where
θ := the radian measure of an angle in standard position
whose terminal side or its extension contains P ;
r := the directed distance of P from the pole, with the
positive direction given by the terminal side of θ
1. r = r0 : circular cylinder with radius |r0 | and having the
z axis as axis
2. θ = θ0 : plane containing the z axis and the terminal side
of the angle in standard position measuring θ0 radians
3. z = z0 : plane parallel to xy plane with z intercept z0

Any point has infinitely many pairs of polar coordinates. Spherical coordinates
Conversion. A point P ∈ R3 has spherical coordinates (ρ, θ, φ) where
• x = r cos(θ), y = r sin(θ) ρ := undirected distance between P and the origin O
 y x θ := radian measure of the angle in standard position
 tan(θ) = or cot(θ) = if r 6= 0
x y whose terminal side contains the projection of P onto
• r 2 = x2 + y 2 ,
 the xy plane
θ any real number if r = 0
φ := radian measure between 0 and π of the angle made
by OP with the positive z axis
Polar equations of some common curves:

1. r = r0 : circle centered at the origin with radius |r0 | Conversion.

2. θ = θ0 : line containing the terminal side of the angle in • x = ρ sin(φ) cos(θ), y = ρ sin(φ) sin(θ), z = ρ cos(φ)
  
standard position with radian measure θ0
p  φ = cos−1 z
 if ρ 6= 0

  • ρ = x2 + y 2 + z 2 , ρ ,
3. r = a cos(θ): circle centered at a2 , 0 with radius  a2  


  φ any number in [0, π] if ρ = 0
r = a sin(θ): circle centered at 0, a2 with radius  a2 
 y x
 tan(θ) = or cot(θ) = if (x, y) 6= (0, 0)
4. r = a sec(θ): vertical line x = a x y
r = a csc(θ): horizontal line y = a 
θ any real number if (x, y) = (0, 0)

Review of surfaces Spherical equations of some common surfaces:

1. ρ = ρ0 : sphere centered at the origin with radius ρ0
Equations of some common surfaces:
2. θ = θ0 : half-plane containing the z axis and the termi-
1. f (x, y) = 0, g(x, z) = 0, h(y, z) = 0: nal side of the angle in standard position measuring θ0
cylinder with rulings parallel to a coordinate axis radians
2. ax + by + cz = d ((a, b, c) 6= (0, 0, 0)): 3. φ = φ0 : half-cone with vertex at the origin having the
plane with intercepts (if defined) −d a ,
−d
b , and −d
c
z axis as axis, and whose generators make an angle of
measure φ0 radians with the positive z axis
3. ax2 + by 2 + cz = d (ab > 0):
elliptic paraboloid with the z axis as axis
4. a(x − x0 )2 + b(y − y0 )2 + c(z − z0 )2 = d (a, b, c, d > 0): Review of parametric curves
ellipsoid or sphere with center (x0 , y0 , z0 ) Parametric equations of some common curves:
5. ax2 + by 2 = cz 2 (a, b, c > 0):
1. y = f (x), a ≤ x ≤ b
elliptic cone with vertex (0, 0, 0) and the z axis as axis
(→) x=t y = f (t) a≤t≤b
(←) x = −t y = f (−t) −b ≤ t ≤ −a
Cylindrical coordinates
2. line segment from (a1 , b1 , c1 ) to (a2 , b2 , c2 )
A point P ∈ R3 has cylindrical coordinates (r, θ, z) where
x = a1 (1 − t) + a2 t
(r, θ) are the polar coordinates of the projection of P onto y = b1 (1 − t) + b2 t 0≤t≤1
the xy plane z = c1 (1 − t) + c2 t
z := directed distance of P from the xy plane
x2 y2
3. 2
+ 2 = 1 (a, b > 0)
a b
Conversion.
x = a cos(t) y = b sin(t) 0 ≤ t ≤ 2π
• x = r cos(θ), y = r sin(θ), z = z  x = a cos(−t) y = b sin(−t) −2π ≤ t ≤ 0
 y x
 tan(θ) = or cot(θ) = if r 6= 0 4. (x − h)2 + (y − k)2 = r2 (r > 0)
2 2
• r = x +y , 2 x y ,
 x = r cos(t) + h y = r sin(t) + k 0 ≤ t ≤ 2π
θ any real number if r = 0
z=z  x = r sin(t) + h y = r cos(t) + k 0 ≤ t ≤ 2π

7
 ZZZ ZZ Z !
g2 (x,y)
The triple integral (m = 3)
f (x, y, z) dV = f (x, y, z) dz dA.
g1 (x,y)
Given a function f of two variables x and y, and a solid D Exy
D ⊆ dom(f ).  
2. If D = (x, y, z)  (x, z) ∈ Exz , g1 (x, z) ≤ y ≤ g2 (x, z)

∆ Partition D into rectangular boxes. then

ZZZ Z Z Z g2 (x,z) !
P Approximate the net signed mass of the f (x, y, z) dV = f (x, y, z) dy dA.
g1 (x,z)
solid. D Exz
 
lim 3. If D = (x, y, z)  (y, z) ∈ Eyz , g1 (y, z) ≤ z ≤ g2 (y, z)
k∆k→0 k∆k := diagonal of largest box in ∆ then
ZZZ Z Z Z g2 (y,z) !

Special case. D =

(x, y, z) | a ≤ x ≤ b, c ≤ y ≤ d, f (x, y, z) dV = f (x, y, z) dx dA.
g1 (y,z)
p≤z≤q D Eyz

Triple integral of f on D: Application of triple integrals:

ZZZ n RRR
X δ(x, y, z) dV = mass of a solid D with density
f (x, y, z) dV := lim f (xi , yi , zi ) ∆i V D
k∆k→0
D i=1 δ(x, y, z) at each (x, y, z) ∈ D

where
Triple integrals in other coordinates
∆ = {D1 , . . . , Dn | each Di is a rectangular box
with sides parallel to the coordinate axes} Given a function f in Cartesian coordinates x, y, and z,
(xi , yi , zi ) ∈ Di (arbitrary) and a solid D ⊆ dom(f ).
∆i V := volume of Di
 In cylindrical coordinates: x = r cos(θ), y = r sin(θ), z = z
k∆k := max diagonal of Di | 1 ≤ i ≤ n ZZZ ZZZ


f (x, y, z) dV = ~ θ, z) dV(r,θ,z)
f R(r,
General case. D any solid
D E
Triple integral of f on D:
where E := smallest solid in rθz space such that
ZZZ ZZZ 

f (x, y, z) dV := F (x, y, z) dA r cos(θ), r sin(θ), z | (r, θ, z) ∈ E = D
D E
dV(r,θ,z) = r dr dθ dz
~ θ, z) = hr cos(θ), r sin(θ), zi
R(r,
where
E = {(x, y, z) | a ≤ x ≤ b, c ≤ y ≤ d, p ≤ z ≤ q} ⊇ D
( In spherical coordinates:
f (x, y, z) if (x, y, z) ∈ D x = ρ sin(φ) cos(θ), y = ρ sin(φ) sin(θ), z = ρ cos(φ)
F (x, y, z) :=
0 if (x, y, z) ∈
/D ZZZ ZZZ


f (x, y, z) dV = ~ θ, φ) dV(ρ,θ,φ)
f R(ρ,
Theorem 31. If f is continuous on D then f is integrable D E

on D.
where E := smallest solid in ρθφ space such that


Theorem 32 (Properties of triple integrals). Let x, y, z | (r, θ, φ) ∈ E = D
D be a solid, and let f and g be integrable functions on D. dV(ρ,θ,φ) = ρ2 sin(φ) dρ dφ dθ
RRR

1. dV = volume of D ~ θ, φ) = x(ρ, θ, φ), y(ρ, θ, φ), z(ρ, θ, φ)
R(ρ,
D
RRR RRR
2. cf (x, y, z) dV = c f (x, y, z) dV for a constant c
D D
For any other coordinates (u, v, w):
RRR RRR
3. f (x, y, z) + g(x, y, z) dV = f (x, y, z) dV + x = x(u, v, w), y = y(u, v, w), z = z(u, v, w)
D
RRR D ZZZ ZZZ
g(x, y, z) dV f (x, y, z) dA = ~
f R(u,


v, w) dV(u,v,w)
D
RRR RRR RRR
4. f (x, y, z) dV = f (x, y, z) dV + f (x, y, z) dV , D E
D D1 D2
if D1 ∪ D2 = D and D1 , D2 do not overlap where E := smallest solid in uvw space such that
5. IfRRR
f (x, y, z) ≤ g(x, y, RRR
z) for all (x, y, z) ∈ D, then 

x, y, z | (u, v, w) ∈ E = D
f (x, y, z) dV ≤ g(x, y, z) dV .  
D D dV(u,v,w) = R ~u × R
~v · R
~ w  du dv dw
Theorem 33 (Iterated integrals). Let f be an integrable

~
R(u, v, w) = x(u, v, w), y(u, v, w), z(u, v, w)
function on a solid D.
 
1. If D = (x, y, z)  (x, y) ∈ Exy , g1 (x, y) ≤ z ≤ g2 (x, y) EXERCISES. (TC7) §13.5 1–32; §13.6 1–14, 17–20, 23, 24,
then 26, 27, 29–31

8
VECTOR CALCULUS Vector fields

Review of vectors and vector-valued functions Vector field in the plane: (steady-state)

A physical vector is a quantity that possesses both magni- F~ (x, y) = hL(x, y), M (x, y)i , (x, y) ∈ D ⊆ R2
tude and direction.
A quantity that is not a vector is a scalar. Vector field in space: (steady-state)
In mathematics:
F~ (x, y, z) = hL(x, y, z), M (x, y, z), N (x, y, z)i ,
A vector in the plane is an ordered pair hv1 , v2 i in R2 .
A vector in space is an ordered triple hv1 , v2 , v3 i in R3 . (x, y, z) ∈ D ⊆ R3

Vector fields are used to describe the motion of fluids in the

Basic vector operations. Let ~u = hu1 , . . . , un i and
~v = hv1 , . . . , vn i be vectors in Vn and let c ∈ R.
• Scalar multiplication:
c ~v := hcv1 , . . . , cvn i,
vector of length |c|k~v k parallel or antiparallel to ~v
• Vector addition:
~u + ~v := hu1 + v1 , . . . , un + vn i,
vector from the initial point of ~u to the terminal point of
~v , if ~v is drawn from the terminal point of ~u
• Dot product:
~u · ~v := u1 v1 + . . . + un vn ,
SCALAR!!! equal to k~ uk k~v k cos(θ), where θ is the angle
between the position representations of ~u and ~v ;
if k~uk = 1, ~u · ~v is the scalar projection of ~v onto ~u
• Cross product (defined only for vectors in V3 ):
plane or in space.
Scalar field : real-valued function of more than one real vari-
able
If f is a scalar field and F~ = ∇f , then
• F~ is a gradient vector field / conservative vector field;
• f is a potential function for F~ .
Theorem 34.
1. Let F~ (x, y) = hL(x, y), M (x, y)i be defined on some open
disk B such that Ly and Mx are continuous on B. Then
F~ is conservative on B if and only if
Ly (x, y) = Mx (x, y) for all (x, y) ∈ B.
2. Let F~ (x, y, z) = hL(x, y, z), M (x, y, z), N (x, y, z)i be de-
fined on some open ball B, with Ly , Lz , Mx , Mz , Nx ,
and Ny continuous on B. Then F~ is conservative on B
if and only if

~u × ~v := hu2 v3 − u3 v2 , u3 v1 − u1 v3 , u1 v2 − u2 v1 i, Ly (x, y, z) = Mx (x, y, z)

Lz (x, y, z) = Nx (x, y, z)
vector perpendicular to ~u and to ~v , and with length Mz (x, y, z) = Ny (x, y, z)
k~uk k~v k sin(θ)
for all (x, y, z) ∈ B.
Vector-valued function of a single real variable:
Let F~ = hL, M, N i be a vector field in space.
~
R(t) = hx(t), y(t)i, t∈D⊆R
Curl of F~ :
or curl(F~ ) := ∇ × F~ = hNy − Mz , Lz − Nx , Mx − Ly i
~
R(t) = hx(t), y(t), z(t)i, t∈D⊆R
Divergence of F~ :
~ be a vector-valued function of one variable.
Let R div(F~ ) := ∇ · F~ = Lx + My + Nz
~ curve C consisting of all terminal points P
• Graph of R:
~ ~
of R(t) as t varies over dom(R) ~ = hL, M i be a vector field in the plane.
Let G
• Orientation of C: direction travelled by P as t increases ~ := curl(hL, M, 0i) = h0, 0, Mx − Ly i
curl(G)
~ := div(hL, M, 0i) = Lx + My
div(G)
A vector-valued function of one variable can be used to
describe the motion of a single particle in the plane or in
~
space. If R(t) is the position vector of a particle at time t, Theorem 35. Given F~ (x, y, z) = hL(x, y, z), M (x, y, z),
then N (x, y, z)i.
~ ′ (t) is its velocity vector;
• R 1. If Ly , Lz , Mx , Mz , Nx , and Ny are continuous on
some open ball B, and if F~ is conservative on B, then
~ ′′ (t) is its acceleration vector;
• R
′ curl(F~ ) = ~0 on B.
~ (t) is its speed.
• R 2. If the mixed second-order partial derivatives of L,
M , and N are continuous on an open ball B, then
EXERCISES. Vector fields: (TC7) §14.1 7–42; (ABD) §15.1
div(curl(F~ )) = 0 on B.
13, 14, 15–28, 31–50

9
 Line integrals of scalar fields Line integrals of vector fields

Given a function f of m variables (m ∈ {2, 3}), and a curve Given a vector field F~ in R2 or R3 , and a smooth oriented
C ⊆ dom(f ) in Rm . curve C ⊆ dom(F~ ) with unit tangent vector T~ .
Line integral of F~ along C:
Line integral of f along C with respect to arc length:
Z Z
Z n
X ~ ~
F · dR := F~ · T~ ds
f (x) ds := lim f (xi ) ∆i s C C
C k∆k→0
i=1
Theorem 39. Suppose that F~ = hL, M, N i is integrable
where ~
along C : R(t) = hx(t), y(t), z(t)i, a ≤ t ≤ b. Then
∆ = {C1 , . . . , Cn | each Ci is a piece of C}
Z Z b Z
xi ∈ Ci (arbitrary) F~ · dR
~ = F~ R(t)
~

′
~ (t) dt =
·R L dx + M dy + N dz
∆i s := length of Ci C a C

k∆k := max ∆i s | 1 ≤ i ≤ n
Application of line integrals of vector fields:
R
F~ · dR
~ = work done by a force field F~ on a particle
Theorem 36 (Properties of line integrals). Let f C
moving along the directed curve C
and g be functions defined on the curve C.
R
1. C ds = length of C Fundamental Theorem for Line Integrals.
R R
2. C k f ds = k C f ds for any constant k Let F~ be a conservative vector field that is continuous on
R R R an open ball B and let C be an oriented piecewise-smooth
3. C (f + g) ds = C f ds + C g ds curve from P1 to P2 lying in B. If f is a potential function
R R R
4. C f ds = C1 f ds + C2 f ds, if C1 ∪ C2 = C and C1 , C2 for F~ then
do not overlap Z Z
F~ · dR
~ = ∇f · dR~ = f (P2 ) − f (P1 ).
C C
Theorem 37 (Definite integral). Let C be a piecewise-
~
smooth curve with position vector R(t), a ≤ t ≤ b, and let A conservative vector field is said to be independent of path.
f be integrable on C. Then
Theorem 40 (Green’s Theorem). Let L and M be func-
Z Z b

′ tions of x and y whose first partial derivatives are continu-
f ds = ~
f R(t) ~ (t) dt.
R
C a
ous on an open disk B in R2 . If C is a piecewise-smooth sim-
ple closed curve lying in B, and if R is the region bounded
by C, then
Some applications of line integrals w.r.t. arc length: I ZZ  
R ∂M ∂L
1. C (f (x, y) − g(x, y)) ds = area of cylindrical surface L(x, y) dx + M (x, y) dy = − dA.
C ∂x ∂y
(x, y, z) | (x, y) ∈ C, g(x, y) ≤ z ≤ f (x, y) R
R
2. C δ(x, y, z) ds = mass of thin wire in the shape of C, Theorem 41 (Vector forms of Green’s Theorem).
with density δ(x, y, z) at each (x, y, z) ∈ C Let F~ = hL, M i be a vector field in R2 and C a piecewise-
smooth simple closed curve in R2 , such that Lx , Ly , Mx ,
and My are continuous in some open disk containing C. Let
Line integral of f along C with respect to x:
R be the region enclosed by C, T~ the unit tangent vector
Z n
X to C, and N ~ the unit outward normal vector to C. Then:
f (x) dx := lim f (xi ) ∆i x H RR
C k∆k→0
i=1 1. C F~ · T~ ds = curl(F~ ) · k̂ dA
R
where H RR
2. C F~ · N
~ ds = div(F~ ) dA
∆ = {C1 , . . . , Cn | each Ci is a piece of C} R

xi ∈ Ci (arbitrary)
Physical interpretation. Suppose that F~ is the veloc-
∆i x := length of projection of Ci onto the x axis
 ity field of a fluid.
k∆k := max ∆i x | 1 ≤ i ≤ n H
1. C F~ · T~ ds = sum of the tangential components of F~
around C (circulation of F~ around C)
Theorem 38 (Definite integral). Let C be a piecewise-
~ curl(F~ )(xi , yi ) · k̂ ≈ rate of counterclockwise circulation
smooth curve with position vector R(t), a ≤ t ≤ b, and let
per unit area at (xi , yi )
f be integrable on C. Then H
Z Z b 2. C F~ · N ~ ds = total amount of fluid that crosses C per
unit time (flux of F~ across C)

′
f dx = ~
f R(t) x (t) dt.
C a div(F~ )(xi , yi ) ≈ rate of flow per unit area away from
(xi , yi )
(Similarly for line integrals with respect to y and to z)

10
 Surface integrals of scalar fields Theorem 44. Suppose that the vector field F~ (x, y, z) =
hL(x, y, z), M (x, y, z), N (x, y, z)i is integrable on S :
Given a function f of three variables, and a surface S ⊆ ~
R(u, v) = hx(u, v), y(u, v), z(u, v)i, (u, v) ∈ D (closed and
~
dom(f ) with position vector R(u, v), where (u, v) ∈ D for bounded). If S has orientation R ~u × R
~ v then
some closed and bounded region D. ZZ ZZ



Surface integral of f on S: F~ · dS
~= ~
F~ R(u, v) · R~u × R
~ v dA
S D
ZZ n
X
f (x, y, z) dσ := lim f (xi , yi , zi ) ∆i σ
k∆k→0
S i=1 Special case. Suppose that S : z = g(x, y), (x, y) ∈ D.
If S has upward orientation then
where
∆ = {S1 , . . . , Sn | each Si a part of S bounded ~ = ∇G dA = h−gx , −gy , 1i dA
dS
by constant-u and constant-v curves}
~
where R(x, y) = hx, y, g(x, y)i and G(x, y, z) = z − g(x, y).
(xi , yi , zi ) ∈ Si (arbitrary)
∆i σ := area of Si Application of surface integrals of vector fields

k∆k := max “diagonal” of Si | 1 ≤ i ≤ n RR
F~ · dS
~ = flux of the velocity field F~ of a fluid across
S
Theorem 42 (Properties of surface integrals). Let S (total amount of fluid per unit time that crosses S in
f and g be functions defined on the surface S. ~)
the direction of N
RR
1. dσ = area of S Theorem 45 (Stokes’s Theorem). Let L, M , and N
S
RR RR be functions of x, y, and z whose first partial derivatives
2. k f dσ = k f dσ for any constant k are continuous on an open ball B. If S is a piecewise-
S
RR
S
RR RR smooth oriented surface in B bounded by a simple, closed,
3. (f + g) dσ = f dσ + g dσ piecewise-smooth curve C with positive orientation, then
S S S I ZZ
RR RR RR
4. f dσ = f dσ + f dσ, if S1 ∪ S2 = S and S1 , S2 F~ · T~ ds = curl(F~ ) · N
~ dσ.
S S1 S2 C
do not overlap S

Theorem 43. Let C be a piecewise-smooth surface with Theorem 46 (Gauss’s Divergence Theorem). Let L,
~
position vector R(u, v), (u, v) ∈ D, and let f be integrable M , and N be functions of x, y, and z whose first partial
on S. Then derivatives are continuous on an open ball B. If S is a
ZZ ZZ piecewise-smooth closed surface in B oriented outward and


f dσ = ~
f R(u, v) R~u × R~ v dA. if T is the solid bounded by S, then
S D
ZZ ZZZ
~ ~
F · N dσ = div(F~ ) dV.
S T
Special case. Suppose that S : z = g(x, y), (x, y) ∈ D.
Then
Physical interpretation. Suppose that F~ is the veloc-
dσ = R~x × R
~ y dA = k∇Gk dA ity field of a fluid, Cδ is a circle with radius δ centered at
q Pi (xi , yi , zi ).
= (gx )2 + (gy )2 + 1 dA
RR
1. curl(F~ ) · N
~ dσ = circulation of F~ around C
~
where R(x, y) = hx, y, g(x, y)i and G(x, y, z) = z − g(x, y). S
curl(F~ )(Pi ) · N
~ = circulation density of F~ at Pi
H
Application of surface integrals of scalar fields: curl(F )(Pi ) = direction in which Cδ F~ · T~ ds is maximum
~
RR
F~ · N~ dσ = outward flux of F~ across S
RR
δ(x, y, z) dσ = mass of curved lamina in the shape of 2.
S S
S, with density δ(x, y, z) at each (x, y, z) ∈ S div(F~ )(Pi ) = outward flux density of F~ at Pi

EXERCISES. Line integrals of scalar fields: (ABD) §15.2 7–

Surface integrals of vector fields
12, 15–26, 29–32, 37–40, 47–50; Line integrals of vector
fields: (ABD) §15.2 33–36, 41–46, 51–52; §15.3 1–24, 31–36;
Given a vector field F~ in R3 and a smooth orientable sur- §15.41–18, 19–40; (TC7) §14.2 1–36; §14.3 13–30, 33–37; §
face S ⊆ dom(F~ ) with unit normal vector N
~.
1–26, 31–34; Surface integrals of scalar fields: (ABD) §15.5
Surface integral of F~ on S: 1–20, 23–24, 27–38; Surface integrals of vector fields: (ABD)
ZZ ZZ §15.6 1–29; (TC7) §14.5 1–26
F~ · dS
~ := F~ · N
~ dσ
*****
S S (SECOND EXAM)

11
SEQUENCES AND SERIES • an ≤ bn ≤ cn for all n ≥ N for some N and
• lim an = lim cn = L ∈ R
Sequences n→+∞ n→+∞
then
An infinite sequence lim bn = L.
n→+∞
 +∞ 
an n=k = ak , ak+1 , . . . , an , . . .
Theorem 51 (Monotone Convergence Theorem).
A monotonic sequence is convergent if and only if it is
is an ordered set of numbers indexed by an infinite set of bounded.
consecutive nonnegative integers.
Infinite series of constant terms
Problem. Describe the patterns of behavior of a given  +∞
sequence. Let an n=1
be a sequence.

Pattern I. A sequence an is +∞
P  +∞
An infinite series an is a sequence Sm m=1 where
• constant if an = an+1 for all n; n=1
• increasing if it is non-constant and an ≤ an+1 ∀ n;
Sm = a1 + a2 + . . . + am .
• decreasing if it is non-constant and an ≥ an+1 ∀ n;
• monotonic if it is constant, increasing, or decreasing. Each Sm is a partial sum of the series.
Variations: strictly increasing/decreasing; eventually / ul- +∞
P
Let an be an infinite series and S ∈ R.
timately increasing/decreasing n=1
 +∞
Theorem 47. A non-constant sequence an n=k is in- +∞
X
creasing if and only if one of the following holds: an = S if and only if lim Sm = S.
m→+∞
n=1
1. an+1 − an ≥ 0 for all n;
P
an+1 an+1 • an converges to S if lim Sm = S.
2. an > 0 and ≥ 1 for all n, or an < 0 and ≤1 n m→+∞
an an P
for all n; • an diverges if there is no S such that lim Sm = S.
n m→+∞
3. an = f (n) for all n where f is a differentiable function
on [k, +∞), and f ′ (x) ≥ 0 for all x > k. Problems.
 1. Determine if a given series converges or diverges.
Pattern II. A sequence an is
2. If a series converges, find its sum.
• bounded below if ∃ m such that an ≥ m ∀ n; +∞
P n
• bounded above ∃ M such that an ≤ M ∀ n; Theorem 52. A geometric series ar (where a, r 6= 0)
n=0
• bounded if it is bounded below and bounded above. a
1. converges to if |r| < 1;
1−r
Theorem 48. 2. diverges if |r| ≥ 1.
1. An increasing sequence is bounded below by its first +∞
X 1
term. Theorem 53. The harmonic series diverges.
n=1
n
2. A decreasing sequence is bounded above by its first term.

Pattern III. Let an be a sequence and L ∈ R. Theorem 54 (Algebraic properties of infinite series).
+∞
P +∞
P
lim an = L 1. Let c ∈ R \ {0}. If an converges then can con-
n→+∞ n=1 n=1
+∞
P +∞
P
iff we can make an as close as we want to L by taking n verges with sum c an , and if an diverges then
large enough n=1 n=1
+∞
P
iff ∀ ε > 0, ∃ N > 0 such that if n > N then |an − L| < ε. can diverges.
n=1
• {an } converges to L if lim an = L. +∞
P +∞
P +∞
P
n→+∞
2. If an and bn both converge, then (an + bn )
• {an } diverges if there is no L such that lim an = L. n=1 n=1 n=1
n→+∞ +∞
P +∞
P
converges with sum an + bn .
 n=1 n=1
Theorem 49. Let an be a sequence and f a function +∞ +∞ +∞
P P P
defined on [k, +∞) for some k ∈ R, such that f (n) = an 3. If an converges and bn diverges, then (an +bn )
for all n > k. Then n=1 n=1 n=1
diverges.
lim an = lim f (x),
n→+∞ x→+∞ 4. Suppose that an = bn for all but a finite number of val-
+∞
P +∞
P
if the limit on the right exists. ues of n. If an converges then bn converges, and
n=1 n=1
+∞
P +∞
P
Theorem
  50 (Squeeze
 Theorem for sequences). Let if an diverges then bn diverges.
an , bn , and cn be sequences. If n=1 n=1

12
 Tests for convergence of infinite series Theorem 62 (Alternating
P Series Test). Given an al-
P ternating series (−1)n an , where an > 0 for all n. If
n
Theorem 55. If an converges, then lim an = 0.
n n→+∞
• lim an = 0, and
n→+∞
• {an } is eventually decreasing,
Theorem P 56 (nth-Term Divergence Test). Given
P
any series an . then (−1)n an converges.
n n
P
If lim an then an
n→+∞ n Remark. Cases not covered by the Alternating Series Test:
6= 0 diverges P
=0 inconclusive 1. If lim an 6= 0 then lim 6= 0, so (−1)n an diverges
n→+∞ n→+∞ n
by the nth-Term Divergence Test.
P
Theorem 57 (Bounded-Sum Test). Given a series an 2. If lim an = 0 but {an } is not eventually decreasing,
P n n→+∞
of positive terms. Then an converges if and only if its then this case is inconclusive.
n
sequence of partial sums is bounded above.
P
Theorem 63. Given any series an .
Recall. (Improper integrals) For f continuous on [k, +∞), n
P P
Z +∞ Z b If |an | then an
f (x) dx := lim f (x) dx n n
k b→+∞ k converges converges
diverges inconclusive
P
Theorem 58 (Integral Test). Given a series an of P
n A convergent series an is
positive terms, where an = f (n) for all n, and f is a func- n
tion that is continuous, decreasing, and positive-valued on P
• absolutely convergent if |an | converges;
[k, +∞) for some k ∈ N. n
R +∞ P P
If k f (x) dx then an • conditionally convergent if |an | diverges.
n n
converges converges
is +∞ diverges P
Theorem 64 (Ratio Test). Given a series an of
n
+∞
nonzero terms.
X 1  
 an+1 
Theorem 59. The p series p
(where p > 0) If lim   then
P
an
n=1
n n an  n
1. converges if p > 1; <1 converges absolutely
> 1 or is +∞ diverges
2. diverges if p ≤ 1.
=1 inconclusive
P
Theorem 60 (Comparison Test). Given a series an P
P n Theorem 65 (Root Test). Given any series an .
of positive terms. Suppose that bn is another series of n
n P
1/n
positive terms whose convergence / divergence is known. If lim |an | then an
P P n n
If bn and for all n then an <1 converges absolutely
n n
converges an ≤ bn converges > 1 or is +∞ diverges
converges an ≥ bn inconclusive =1 inconclusive
diverges an ≥ bn diverges
diverges an ≤ bn inconclusive
Theorem 66 (Absolute vs conditional convergence).
Theorem 61 (Limit Comparison Test).
P P Given a series 1. The terms of an absolutely convergent series can be re-
an of positive terms. Suppose that bn is another series arranged in any order, and all such resulting series will
n n
of positive terms whose convergence / divergence is known. converge to the same sum.
P an P 2. (Riemann’s Rearrangement Theorem) The terms
If bn and lim then an
n n→+∞ b n n of a conditionally convergent series can be rearranged
converges ∈ R+ converges so that the resulting series diverges, or converges to any
converges =0 converges desired sum.
converges +∞ inconclusive
diverges ∈ R+ diverges Remark. Other tests for convergence/divergence (beyond
diverges +∞ diverges the scope of Math 55): Raabe’s Test, Gauss’s Test, Weier-
diverges =0 inconclusive strass M Test, Dirichlet’s Test, etc.

13
 P
Given a series an .
n

START HERE X
arn : converges if |r| < 1;
n diverges if |r| ≥ 1
Is your series of a YES
special type? X 1
: converges if p > 1;
n
np
diverges if p ≤ 1

NO

NO
Is lim an = 0? The series diverges.
n→+∞

YES

Integral Test: useful if an = f (n),

f transcendental and continuous

YES Comparison Test: useful if an in-

Are all terms
volves sin, cos, or other transcendental
positive?
functions with known bounds
Limit Comparison Test: useful if an
is an algebraic expression

NO

Is the series YES Is the test

Alternating Series Test
alternating? conclusive?

Ratio Test: useful if an has a factor

NO n! or similar expression NO YES
done!
Root Test: useful if an is an nth
power

Is the test
conclusive?

YES NO
done! Think of other methods.

14
 +∞
Power series X
Theorem 69. Given power series cn (x − a)n with ra-
Let a ∈ R. n=0
dius of convergence R, where R ∈ R+ or R = +∞. Then
A power series about a (or centered at a) is an expression
the following hold:
of the form
+∞
1. The function f defined by
X
n 2
cn (x − a) = c0 + c1 (x − a) + c2 (x − a) + . . . +∞
X
n=0 f (x) = cn (x − a)n
n
+ cn (x − a) + . . . n=0

where x is a variable and cn is a constant for all n. is differentiable (and therefore continuous) on the in-
terval I, where I = (a − R, a + R) if R ∈ R+ and
Convention. (x − a)0 := 1 for all x ∈ R I = (−∞, +∞) if R = +∞.
+∞
P R
Problem. Find the values of x for which a power series 2. f ′ (x) = Dx (cn (x − a)n ) and f (x) dx = C +
n=1
converges. +∞
P Rx
a
cn (x − a)n dx where C is an arbitrary constant.
X n=0
Theorem 67. For a given power series cn (x − a)n , ex- R
n
3. The series representations for f ′ (x) and f (x) dx both
actly one of the following is true: have radius of convergence R.

1. The series converges only at x = a.

Taylor and Maclaurin series
2. The series converges absolutely for all x ∈ R.
3. There is a positive number R such that the series con-
Theorem 70. Assume that the function g has a power se-
verges absolutely if |x−a| < R and diverges if |x−a| > R.
ries representation about the number a ∈ dom(g). Then
the derivatives of g of all orders exist at a, and
Interval of convergence of a power series: set of all values
+∞ (n)
of x for which the resulting series converges X g (a)
g(x) = (x − a)n
Radius of convergence of a power series: “half” of the n=0
n!
length of the interval of convergence
for all x in the interval of convergence of the series, where
P g (0) := g.
Remark. Given cn (x − a)n .
n
Let g be a function such that g (n) (a) exists ∀ n.
Possible interval of conv. Radius of conv.
{a} 0 Taylor series for g about a:
(−∞, +∞) ∞ +∞ (n)
X g (a)
an interval with endpoints a − R R (x − a)n
n!
and a + R, for some R ∈ R+ n=0

Maclaurin series for g: Taylor series for g about a = 0

Functions as power series
Problem. For what x is a function equal to its Taylor
P series?
Given a power series cn (x − a)n with interval of conver-
n
gence I. g(x) Maclaurin series Radius of conv.
P n +∞
Sum of cn (x − a) : P xn
n ex n! ∞
n=0
X +∞
f (x) := cn (x − a)n ∀x∈I ln(1 + x)
P (−1)n−1 n
x 1
n
n n=1
+∞
P (−1)n 2n+1
sin(x) (2n+1)! x ∞
Problems. n=0
+∞
P (−1)n 2n
1. Given a power series, find a non-series expression for its cos(x) (2n)! x ∞
n=0
sum f (x), together with the set of all numbers x for
+∞
P
which this expression is valid. sinh(x) 1 2n+1
(2n+1)! x ∞
n=0
2. Given a non-series expression g(x), find a power series
+∞
P
whose sum is g(x), together with the set of all numbers cosh(x) 1 2n
(2n)! x ∞
x for which this is valid. n=0
(
+∞ +∞
P ∞ if m ∈ N
1 m(m−1)···(m−n+1) n
Example 68. x =
X
n
for all x ∈ (−1, 1). (1 + x)m n! x
1−x n=0 1 if m ∈
/N
n=0

15
 Approximations using Taylor polynomials Theorem 74. Given a convergent alternating series
+∞
P
Problems. Given a function f which has a Taylor series an , where an = (−1)n+1 bn or an = (−1)n bn , with
n=1
about some number a. bn > 0 and bn+1 < bn for all n, and lim bn = 0. If
n→+∞
1. Determine whether f is equal to its Taylor series. S is the sum of the series, then
2. If f is equal to its Taylor series, estimate values of f  
k
using partial sums of the Taylor series, and determine 
 X
n+1 

the accuracy of these approximations. S − (−1) bn  < bk+1 .
 
n=1
Let f be a function whose first k derivatives exist at a.
kth degree Taylor polynomial of f about a: Theorem 75. Given a convergent series of positive terms
+∞
P
k
X f (n) (a) f (n), where f is a function that is continuous, decreas-
Pk (x) = (x − a)n . n=1
n=0
n! ing, and positive-valued on [1, +∞). If S is the sum of the
series, then
kth remainder :   Z
 Xk  +∞
 
Rk (x) = f (x) − Pk (x). S − f (n) ≤ f (x) dx.
  k+1
n=1

Remark. A Taylor polynomial of f is a partial sum of the

Taylor series of f . Hence EXERCISES. Sequences: (TC7) §8.2 1–57. (ABD) §9.1 5–22,
+∞ (n) 31–40, 44, 46; §9.2 1–26, 29–31. Infinite series: §8.3 1–8, 4–
X f (a) 56, 61. (ABD) §9.3 1–14, 17–32, 34–37, 38*, 39*. Tests for
(x − a)n = lim Pk (x). (3)
n=0
n! k→+∞ convergence: (TC7) §8.4 1–48, 49*, 51–53, 59*; §8.5 1–14,
29–49; §8.6 1–38, 39*, 40*, 41–44. (ABD) §9.5 1–48, 51–52,
Theorem 71. Let f be a function whose derivatives of all 54*; §9.6 1–36, 50*, 51*. Power series: (TC7) §8.7 5–32,
orders exist at a, and let Pk (x) denote the Taylor polyno- 33*, 35, 40*; §8.8 1–18, 21–59. (ABD) §9.8 1–51, 53*, 54*,
mial of f about a. Then f (x) is equal to its Taylor series 55*, 56*, 57–59, 62*, 63*, 64*. Approximations using Taylor
about a if and only if lim Rk (x) = 0. polynomials: (TC7) §8.1 19–39. (ABD) §9.9 1–14, 19.
k→+∞

Indirect methods of computing lim Rk (x):

k→+∞ *****
(THIRD EXAM)
Theorem 72 (Lagrange form of Rk ). Let f be a function
whose first k + 1 derivatives exist in the open interval I
between x and a with f (k) continuous in the closed interval
between x and a. Then for some z ∈ I, with z dependent
on k,
f (k+1) (z)
Rk (z) = (x − a)k+1 . (4)
(k + 1)!

Corollary 73. Assume the hypotheses of the  previous the-

orem. If there is a constant M satisfying f (k+1) (z) ≤ M
for any z ∈ I, then
M
|Rk (x)| ≤ |x − a|k+1 .
(k + 1)!
Remark. The following can be deduced from Corollary 73:
1. For a fixed degree k, the approximation Pk (x) improves
(that is, |Rk (x)| decreases) the closer a is to x.
2. For a fixed a (suitably close to x), the approximation
Pk (x) improves by increasing the degree k, or equiva-
lently by increasing the number of terms.
+∞
X (x − a)k
Useful fact: Since is absolutely convergent for
k!
k=0
all a, x ∈ R,
(x − a)k
lim = 0 for any a, x ∈ R. (5)
k→+∞ k!

16