MA1521 CALCULUS FOR COMPUTING

Wang Fei

[email protected]

Department of Mathematics
Office: S17-06-16
Tel: 6516-2937

Review 2
0: Pre-Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1: Limit and Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2: Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3: Sequences and Series. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
4: Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
5: Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
6: Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
7: Ordinary Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

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Review 2 / 28

0: Pre-Calculus
• Understand the basic properties of the following functions:
◦ Polynomials;
◦ Rational functions;
◦ Root functions;
◦ Trigonometric and inverse trigonometric functions;
◦ Logarithm and exponential functions.
• Know how to compute
◦ The domain of these functions;
◦ The composite of these functions.
• The graphs of simple functions.
◦ y = ax + b, y = ax2 + bx + c,
◦ y = sin x, y = cos x, y = tan x,
◦ y = sin−1 x, y = tan−1 x,
◦ y = ex , y = ln x, . . .
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0: Pre-Calculus
• Products of Vectors in R3 .
◦ Dot product: u • v.
• Example: determine the angle between two vectors.
◦ Cross product: u × v.
• Example: evaluate the normal vector of a plane.
• Write the equation of a line.
◦ It has direction vector u and passes through point A.
◦ It passes through two points A and B .
◦ The intersection of two planes.
• Write the equation of a plane.
◦ It has normal vector u and passes through point A.
◦ It passes through three points A, B and C .
◦ It contains a line ℓ and passes through point A.

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2
0: Pre-Calculus
• The complex numbers C.
◦ z = x + iy , x, y ∈ R and i2 = −1.
◦ Correspondence between R2 and C: (x, y) ↔ x + iy .
• Given complex numbers, evaluate
◦ Sum, substraction, multiplication,
p division.
◦ Absolute value: |z| = x2 + y 2 .
y x
◦ Argument: θ = arg z , sin θ = , cos θ = .
|z| |z|
• Polar form of complex numbers, z = |z|eiθ , θ = arg z .
◦ Multiplication: z1 z2 = |z1 | |z2 | ei(θ1 +θ2 ) .
◦ Power: z n = |z|n einθ .
◦ Trigonometric form: z = |z|(cos θ + i sin θ).

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1: Limit and Continuity

• Limit: lim f (x) = L.
x→a

◦ x → a (x 6= a) ⇒ f (x) → L.
• f is said to be continuous at a if lim f (x) = f (a).
x→a
◦ Removable and jump discontinuities.
• Find limits:
◦ If f is continuous at a, then lim f (x) = f (a).
x→a
x2 − 1
◦ Factorization: lim .
x→1 x√−1
x+4−2
◦ Rationalization: lim .
x→0 x
◦ Left- and right-hand limits:
• lim f (x) = lim+ f (x) = L ⇔ lim f (x) = L.
x→a− x→a x→a

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3
1: Limit and Continuity
• Find limits: (Cont’d)
◦ Squeeze thm: f (x) ≤ g(x) ≤ h(x) for all x near a.
• lim f (x) = lim h(x) = L ⇒ lim g(x) = L.
x→a x→a x→a

◦ l’Hôpital’s rule: 0/0 or ∞/∞ form:

f (x) f ′ (x)
• lim = lim ′ (with lots of restrictions).
x→a g(x) x→a g (x)
 
◦ lim f (g(x)) = f lim g(x) if f is continuous.
x→a x→a
g(x)
• lim f (x) = lim exp(g(x) ln f (x))
x→a x→a 
= exp lim g(x) ln f (x)
x→a 
ln f (x)
= exp lim = ···
x→a 1/g(x)

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2: Derivatives
• Definition of derivative:
df f (x + h) − f (x)
◦ = f ′ (x) = lim .
dx h→x h
• Differentiation formulas:
◦ (cf )′ = cf ′ , (f ± g)′ = f ′ ± g ′ ,(f g)′ = f ′ g + f g ′ .
◦ (f /g)′ = (f ′ g − f g ′ )/g 2 .
dz dz dy
◦ Chain rule: = .
dx dy dx
• Differentiable functions:
◦ Polynomials, rational functions.
◦ Power functions: (xr )′ = rxr−1 .
◦ Trigonometric functions: (sin x)′ = cos x, . . .
◦ Inverse trigonometric functions:
•(sin−1 x)′ = · · · , (tan−1 x)′ = · · · , . . .
◦ Logarithm function (ln x)′ = 1/x, (ax )′ = ax ln a.

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4
2: Derivatives
d dy
• Implicit differentiation: F (x, y) = 0 to find .
dx dx
dy Fx
◦ Using multi-variable calculus: =− .
dx Fy
Logarithmic differentiation:
◦ y = f (x)g(x) ⇒ ln |y| = ln |f (x)| + ln |g(x)|.
◦ y = f (x)g(x) ⇒ ln y = g(x) ln f (x).
• Derivative of inverse function:
1
◦ (f −1 )′ (b) = if f (a) = b and f ′ (a) 6= 0.
f (a)
′

• Parametric equations: x = x(t) and y = y(t).

d2 y
 
dy dy/dt d dy/dt
◦ = , = = ···.
dx dx/dt dx2 dx dx/dt
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2: Applications of Derivative
• Extreme values:
◦ global max and min, local max and min.
• Fermat’s theorem:
◦ If f has a local max/min at c and f ′ (c) exists, then f ′ (c) = 0.
• Closed interval method: Find the global max/min of a continuous function f on a finite closed
interval [a, b].
◦ Evaluate f (x) at end points x = a, x = b.
◦ Evaluate f (x) at critical points in (a, b):
• number c ∈ (a, b) such that f ′ (c) does not exist,
• number c ∈ (a, b) such that f ′ (c) = 0.
◦ Compare f (x) at end points and critical points.
• Largest ⇒ max; smallest ⇒ min.

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5
2: Applications of Derivative
• Increasing Test: Suppose f is continuous on [a, b] and differentiable on (a, b).
◦ f ′ (x) > 0 on (a, b) ⇒ f is increasing on [a, b].
◦ f ′ (x) < 0 on (a, b) ⇒ f is decreasing on [a, b].
◦ f ′ (x) = 0 on (a, b) ⇔ f is constant on [a, b].
• Optimization problem: (Single-variable)
◦ Express the problem as finding global max/min of y = f (x) on domain A.
◦ How to maximize or minimize y = f (x) on A?
• If A is a finite closed interval [a, b], use the closed interval method.
• If A is not a finite closed interval, use increasing/decreasing test.

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2: Applications of Derivative
• Concavity:
◦ f is concave up (resp. down) on interval I
⇔ f is above (resp. below) all tangent lines on I
⇔ f ′ is increasing (resp. decreasing) on I .
◦ Concavity test:
• f ′′ (x) > 0 on I ⇒ f is concave up on I .
• f (x) < 0 on I ⇒ f is concave down on I .
′′

• First derivative test: Let f be continuous at a critical pt c.

◦ f ′ changes from + to −: local max at c;
◦ f ′ changes from − to +: local min at c;
◦ f ′ does not change sign: neither at c.
• Second derivative test: (see Chapter 5).
◦ f ′′ (c) = 0 and f ′ (c) > 0 ⇒ local min at c;
◦ f ′′ (c) = 0 and f ′ (c) < 0 ⇒ local max at c.

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6
3: Sequences and Series
• Power series representation:
∞ 1 ∞
cn xn . xn , |x| < 1.
P P
◦ f (x) = =
e.g.,
n=0 1 − x n=0
◦ Radius of convergence: R = L−1 .
cn+1 p
• L = lim or L = lim n |cn |.
n→∞ cn n→∞
∞
cn xn converges if |x| < R and diverges if |x| > R.
P
n=0
• Taylor’s theorem:
∞ f (n) (0)
cn xn , then cn =
P
◦ If f (x) = .
n=0 n!
∴ f (n) (0) = n! cn .
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3: Sequences and Series

∞
P
• How to determine whether an converges or diverges?
n=0
◦ Suppose an ≥ 0 for all n.
• If lim an 6= 0, then it diverges.
n→∞
• If lim an = 0, use (limit) comparison test.
n→∞
Compare with a known series, such as geometric series or p-series.
◦ Suppose an are not always positive.
• If lim an 6= 0, then it diverges.
n→∞
• Suppose lim an = 0.
n→∞
∞
P
If an is an alternating series, use alternating series test.
n=0
Otherwise, use absolute convergence test.

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4: Partial Derivatives
• Multi-variable function z = f (x, y).
∂z ∂z
◦ Partial derivatives: fx (x, y) = , fy (x, y) = .
∂x ∂y
• Gradient vector: ∇f (x, y) = (fx (x, y), fy (x, y)).
◦ Directional derivative along unit vector u: (|u| = 1)
• Du f (x, y) = ∇f (x, y) • u.
◦ Tangent plane at (x0 , y0 , z0 ):
• z − z0 = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ).
◦ Linearization of f at (x0 , y0 ):
• f (x, y) ≈ f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ).
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4: Partial Derivatives
• Chain rule: z = f (x, y) and x = x(t), y = y(t).
dz ∂z dx ∂z dy
◦ = + .
dt ∂x dt ∂y dt
Suppose z = f (x, y) and x = x(s, t), y = y(s, t).
∂z ∂z ∂x ∂z ∂y
◦ = + .
∂s ∂x ∂s ∂y ∂s
∂z ∂z ∂x ∂z ∂y
◦ = + .
∂t ∂x ∂t ∂y ∂t
• Implicit differentiation (Revisited):
dy fx (x, y)
◦ f (x, y) = 0 ⇒ =− .
dx fy (x, y)
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4: Partial Derivatives
• Second Partial Derivatives. z = f (x, y).
∂2z ∂2z ∂2z
◦ fxx = , fyy = , fxy = fyx = .
∂x2 ∂y 2 ∂x∂y
• Functions of three variables: w = f (x, y, z).
◦ Partial and second partial derivatives,
• fx , fy , fz , fxx , fyy , fzz , fxy , fyz , fzx .
◦ Gradient ∇f (x, y, z) = (fx , fy , fz ),
◦ Directional derivative Du f (x, y, z) = ∇f (x, y, z) • u.
◦ Chain rule: Suppose x = x(t), y = y(t), z = z(t).
dw ∂w dx ∂w dy ∂w dz
• = + + .
dt ∂x dt ∂y dt ∂z dt
◦ Tangent plane to f (x, y, z) = c at P (x0 , y0 , z0 ):
fx (P )(x − x0 ) + fy (P )(y − y0 ) + fz (P )(z − z0 ) = 0.
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5: Optimization
• Definition of extreme values:
◦ Global maximum/minimum, local maximum/minimum.
• First derivative test for local extreme values:
◦ Suppose f (x, y) has local extreme value at (a, b).
• If fx and fy exist, then fx (a, b) = fy (a, b) = 0.
◦ A point (a, b) in the domain is a critical point if
• fx (a, b) = fy (a, b) = 0, or
• at least one of fx (a, b) and fy (a, b) does not exist.
◦ If f (x, y) has local extreme value at (a, b),
• then (a, b) is a critical point of f .
◦ (a, b) is said to be a saddle point of f if
• (a, b) is a critical point of f , but f does not have local extreme value at (a, b).
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5: Optimization
• Second derivative test for two-variable functions.
◦ Let H(x, y) = fxx fyy − (fxy )2 .
Suppose fx (a, b) = fy (a, b) = 0.
◦ H(a, b) < 0 ⇒ saddle point at (a, b).
◦ H(a, b) > 0 & fxx (a, b) > 0 ⇒ local min at (a, b).
◦ H(a, b) > 0 & fxx (a, b) < 0 ⇒ local max at (a, b).
• Lagrange multiplier: Find the local maximum and minimum of z = f (x, y) subject to the restriction
g(x, y) = 0.
◦ Solve fx = λgx , fy = λgy and g(x, y) = 0.
• Lagrange multiplier: Find the local maximum/minimum of w = f (x, y, z) subject to
g(x, y, z) = h(x, y, z) = 0.
◦ Solve fx = λgx + µhx , fy = λgy + µhy , fz = λgz + µhz , g(x, y, z) = 0, h(x, y, z) = 0.

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6: Integrals
• Definite integral defined using Riemann sum
Z b n
X
◦ f (x) dx = lim f (x∗i )∆x.
a n→∞
i=1

It represents the net area bounded between the curve y = f (x), and the x-axis from a to b.
• Basic properties of definite integrals.
Z b Z b Z b
◦ (αf (x) + βg(x)) dx = α f (x) dx + β g(x) dx.
Za b Z c Za c a

◦ f (x) dx + f (x) dx = f (x) dx.

a b a
• Fundamental Theorem of Calculus (Part I).
Z x
◦ Let f be continuous on [a, b], g(x) = f (t) dt.
a
• g is continuous on [a, b] and g ′ (x) = f (x) on (a, b).
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6: Integrals
• Fundamental Theorem of Calculus (Part II).
◦ Let f be a continuous function. If F is continuous on [a, b] and F ′ (x) = f (x) on (a, b), then
Z b x=b
• f (x) dx = F (b) − F (a) = F (x) .
a x=a

• Indefinite integral:
Z
◦ f (x) dx = F (x) + C ⇔ f (x) = F ′ (x).
• Substitution rule (I).
Z Z
′
◦ Let u = g(x). f (g(x))g (x) dx = f (u) du.
Z Z
Examples: tan x dx, sec x dx, . . .

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6: Integrals
• Improper integrals.
Z b Z t
◦ f (x) dx = lim− f (x) dx.
t→b
Za ∞ Za t
◦ f (x) dx = lim f (x) dx.
a t→∞ a
• Substitution rule (II).
Z Z
◦ Let x = g(t). f (x) dx = f (g(t))g ′(t) dt.

Note: x = g(t) must be a 1-1 function.

◦ t = x1/n , t = ln x, t = ex , . . .
x
◦ t = sin−1 x, t = tan−1 x, t = sec−1 x, t = tan , . . .
2
• Integral by parts:
Z Z
◦ u dv = uv − v du.

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6: Integrals
A(x)
Z
• Integration of rational functions dx.
B(x)
1. If deg A ≥ deg B , write A(x) = B(x)Q(x) + R(x).
A(x) R(x)
◦ = Q(x) + , deg R < deg B .
B(x) B(x)
2. Factorize B(x) into linear and quadratic factors.
A(x)
3. Convert into its partial fraction form.
B(x)
◦ Note that the number of terms of the partial fraction form equals the degree of B .

4. Integrate term by term.

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6: Applications of Integration
• Washer method: Suppose the solid is formed by rotating the region bounded between y = f (x)
and the x-axis from a to b about the x-axis. Then
Z b Z b
2
◦ V = π(radius) dx = π(f (x))2 dx.
a a
Suppose the solid is formed by rotating the region bounded between y = f (x) and y = g(x),
f (x) ≥ g(x), from a to b about the x-axis. Then
Z b
◦ V = π[(outer radius)2 − (inner radius)2 ] dx.
a
• Cylindrical shell method: Suppose the solid is formed by rotating the region bounded between
y = f (x) an the x-axis from a to b about the y -axis. (f (x) ≥ 0, a ≥ 0)
Z b Z b
◦ V = 2π(radius)(height) dx = 2πxf (x) dx.
a a

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6: Applications of Integration
• Arc length: Suppose f is smooth (i.e., f ′ is continuous). Then the arc length of y = f (x),
a ≤ x ≤ b, is
Z bp
◦ L= 1 + (f ′ (x))2 dx.
a

• Surface of revolution: Suppose f is smooth. Then the surface formed by rotating the arc y = f (x),
a ≤ x ≤ b, about the x-axis is
Z b p
◦ A= 2πf (x) 1 + (f ′ (x))2 dx.
a

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7: Ordinary Differential Equations

dy
• Separable equation: = f (x)g(y).
dx
1
Z Z
◦ dy = f (x) dx.
g(y)
dy
• Homogeneous of degree zero: = F (x, y),
dx
F (tx, ty) = F (x, y) for all t 6= 0.
y
Let z = . Then the equation becomes
x
dz dz F (1, z) − z
◦ x + z = F (1, z) ⇒ = ,
dx dx x
which is separable in x and z .

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7: Ordinary Differential Equations
dy
• First order linear equation: + p(x)y = q(x).
dx
Z 
◦ Find an integrating factor v(x) = exp p(x) dx .
1
Z
◦ y= v(x)q(x) dx.
v(x)
dy
• Bernoulli’s equation: + p(x)y = q(x)y n , (n 6= 0, 1).
dx
◦ Let z = y 1−n . Then the equation becomes
dz
• + (1 − n)p(x)z = (1 − n)q(x).
dx
This is a linear equation in y .

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7: Ordinary Differential Equations

d2 y dy
• Second Order linear equation: 2
+ p + qy = r(x).
dx dx
2
1. Characteristic equation λ + pλ + q = 0.

◦ λ1 6= λ2 are real: y1 = eλ1 x , y2 = eλ2 x .

◦ λ1 = λ2 = λ: y1 = eλx , y2 = xeλx .
◦ λ1,2 = a ± bi: y1 = eax cos bx, y2 = eax sin bx.

y1 y2
2. W (y1 , y2 ) = = y1 y2′ − y2 y1′ .
y1′ y2′
−y2 r(x) y1 r(x)
Z Z
3. v1 = dx, v2 = dx.
W (y1, y2 ) W (y1 , y2)
4. y = C1 y1 + C2 y2 + v1 y1 + v2 y2 .
5. Determine C1 and C2 using initial conditions.

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