Ultimate Complete Calculus Formulas
Ultimate Complete Calculus Formulas
1
4.8 3.8 Related Rates Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
4.9 3.9 Asymptotes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2
9.5 8.5 Volume — Shell Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
9.6 8.6 Volume by Cross-Sections . . . . . . . . . . . . . . . . . . . . . . . . . . 30
9.7 8.7 Work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
9.8 8.8 Hydrostatic Force . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
9.9 8.9 Moments and Center of Mass . . . . . . . . . . . . . . . . . . . . . . . . 30
9.108.10 Pappus’s Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
3
14.513.5 Surface Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
14.613.6 Stokes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
14.713.7 Divergence Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
14.813.8 Green’s Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4
19 CHAPTER 18: KEY THEOREMS OF CALCULUS 49
5
1 The Ultimate Complete Calculus Formula Bible
f (x) L
lim = , M ̸= 0
x→a g(x) M
lim[f (x)]n = Ln
x→a
p √n
lim n f (x) = L, L > 0 if n even
x→a
lim c = c
x→a
lim x = a
x→a
lim xn = an
x→a
6
2.4 1.4 Special Trigonometric Limits
sin x
lim =1
x→0 x
cos x − 1
lim =0
x→0 x
cos x − 1 1
lim 2
=−
x→0 x 2
tan x
lim =1
x→0 x
sin(ax)
lim =a
x→0 x
sin(ax) a
lim =
x→0 sin(bx) b
arcsin x
lim =1
x→0 x
arctan x
lim =1
x→0 x
1 − cos x 1
lim =
x→0 x2 2
π
lim n sin = π
n→∞ n
lim(1 + x)1/x = e
x→0
1 n
lim 1 + =e
n→∞ n
a x
lim 1 + = ea
x→∞ x
ex − 1
lim =1
x→0 x
eax − 1
lim =a
x→0 x
ax − 1
lim = ln a
x→0 x
ln(1 + x)
lim =1
x→0 x
loga (1 + x) 1
lim =
x→0 x ln a
ln x
lim =0
x→∞ x
7
xn
lim = 0, ∀n
x→∞ ex
lim x1/x = 1
x→∞
lim x ln x = 0
x→0+
lim xx = 1
x→0+
(ln x)n
lim = 0, ∀n
x→∞ x
xa
lim bx = 0, b > 0
x→∞ e
If g(x) ≤ f (x) ≤ h(x) near a and lim g(x) = lim h(x) = L, then lim f (x) = L.
x→a x→a x→a
8
3.2 2.2 Basic Rules
d
[c] = 0
dx
d
[x] = 1
dx
d
[cf (x)] = cf ′ (x)
dx
d
[f ± g] = f ′ ± g ′
dx
d
[f g] = f ′ g + f g ′ (Product Rule)
dx
d f f ′g − f g′
= (Quotient Rule)
dx g g2
d
[f (g(x))] = f ′ (g(x)) · g ′ (x) (Chain Rule)
dx
9
d x
[a ] = ax ln a
dx
d f (x)
[a ] = af (x) f ′ (x) ln a
dx
d g(x)h(x)
[a ] = ag(x)h(x) ln a · [g ′ (x)h(x) + g(x)h′ (x)]
dx
d p 1
[ln(x + x2 − a2 )] = √
dx x − a2
2
10
d
[cos(f (x))] = − sin(f (x)) · f ′ (x)
dx
d
[tan(f (x))] = sec (f (x)) · f ′ (x)
2
dx
d n n−1
[sin x] = n sin x cos x
dx
d n n−1
[cos x] = −n cos x sin x
dx
d m n m−1 n−1 2 2
[sin x cos x] = sin x cos x(m cos x − n sin x)
dx
Composed forms:
d h −1 x i 1
sin =√
dx a a − x2
2
d h −1 x
i a
tan = 2
dx a a + x2
d h −1 i f ′ (x)
sin (f (x)) = p
dx 1 − [f (x)]2
d h −1
i f ′ (x)
tan (f (x)) =
dx 1 + [f (x)]2
11
3.8 2.8 Hyperbolic Function Derivatives
d
[sinh x] = cosh x
dx
d
[cosh x] = sinh x
dx
d 2
[tanh x] = sech2 x = 1 − tanh x
dx
d
[coth x] = −csch2 x
dx
d
[sech x] = −sech x tanh x
dx
d
[csch x] = −csch x coth x
dx
Alternative forms: p
−1
sinh x2 + 1)
x = ln(x +
−1
p
cosh x = ln(x + x2 − 1)
1−1 1+x
tanh ln x=
2 1−x
−1 1 x+1
coth x = ln
2 x−1
12
3.10 2.10 Higher Order Derivatives
d2 y d3 y
f ′′ (x) = , f ′′′ (x) =
dx2 dx3
n-th derivatives of standard functions:
dn ax
[e ] = an eax
dxn
dn m m!
[x ] = xm−n , m≥n
dxn (m − n)!
dn (−1)n−1 (n − 1)!
[ln x] =
dxn xn
dn nπ
[sin x] = sin x +
dxn 2
d n nπ
[cos x] = cos x +
dxn 2
d n nπ
n
[sin(ax)] = a sin ax +
dxn 2
d n
[ax ] = ax (ln a)n
dxn
dn 1 (−1)n n!
=
dxn x + a (x + a)n+1
x = r cos θ, y = r sin θ
dy r′ sin θ
+ r cos θ dr
= ′ , r′ =
dx r cos θ − r sin θ dθ
13
3.13 2.13 Implicit Differentiation
dy
Differentiate both sides with respect to x, then solve for dx .
Formula: If F (x, y) = 0:
dy Fx
=−
dx Fy
d2 y Fxx Fy2 − 2Fxy Fx Fy + Fyy Fx2
= −
dx2 Fy3
For y = f (x)g(x) :
ln y = g(x) ln f (x)
y′ f ′ (x)
= g ′ (x) ln f (x) + g(x)
y f (x)
g(x)f ′ (x)
y ′ = f (x)g(x) g ′ (x) ln f (x) +
f (x)
ex ≈ 1 + x
(1 + x)n ≈ 1 + nx
sin x ≈ x
x2
cos x ≈ 1 −
2
14
ln(1 + x) ≈ x
tan x ≈ x
√ x
1+x≈1+
2
15
4.8 3.8 Related Rates Formulas
Sphere: V = 43 πr3 ⇒ dV 2 dr
dt = 4πr dt
Cylinder: V = πr2 h ⇒ dVdt = 2πrh dt
dr
+ πr2 dh
dt
Cone: V = 13 πr2 h
dy
Pythagorean: z 2 = x2 + y 2 ⇒ z dz dx
dt = x dt + y dt
X
n X
n X
n
Ln = f (xi−1 )∆x, Rn = f (xi )∆x, Mn = f (x̄i ) ∆x
i=1 i=1 i=1
FTC Part 1: Z x
F (x) = f (t) dt ⇒ F ′ (x) = f (x)
a
FTC Part 2: Z b
f (x) dx = F (b) − F (a), F′ = f
a
16
5.3 4.3 Properties of Definite Integrals
Z a
f =0
a
Z b Z a
f =− f
a b
Z b Z b
cf = c f
a a
Z b Z b Z b
(f ± g) = f± g
a a a
Z b Z c Z b
f= f+ f
a a c
Z b
If f ≥ 0 : f ≥0
a
Z b Z b
If f ≥ g : f≥ g
a a
Z b Z b
f ≤ |f |
a a
Z b
m(b − a) ≤ f ≤ M (b − a), m≤f ≤M
a
Average value:
Z b
1
favg = f (x) dx
b−a a
17
Z
1 x1−n
dx = + C, n ̸= 1
xn 1−n
Z
2
x1/2 dx = x3/2 + C
3
Z
√
x−1/2 dx = 2 x + C
Z
1 √
√ dx = 2 x + C
x
Z
√ n
n
x dx = x(n+1)/n + C
n+1
Z
1 (ax + b)1−n
dx = +C
(ax + b)n a(1 − n)
Z
1 ln |ax + b|
dx = +C
ax + b a
18
6.3 5.3 Logarithmic Functions
Z
ln x dx = x ln x − x + C
Z
ln(ax) dx = x ln(ax) − x + C
Z
(ln x)2 dx = x(ln x)2 − 2x ln x + 2x + C
Z
ln x (ln x)2
dx = +C
x 2
Z
x2 x2
x ln x dx = ln x − +C
2 4
Z
xn+1 ln x xn+1
xn ln x dx = − +C
n+1 (n + 1)2
Z
1
dx = ln | ln x| + C
x ln x
Z
x ln x − x
loga x dx = +C
ln a
Z
ln x ln x 1
2
dx = − − +C
x x x
19
Z
csc x cot x dx = − csc x + C
Z
2 x sin 2x
sin x dx = − +C
2 4
Z
2 x sin 2x
cos x dx = + +C
2 4
Z
2
tan x dx = tan x − x + C
Z
2
cot x dx = − cot x − x + C
Z 3
3 cos x
sin x dx = − cos x + +C
3
Z 3
3 sin x
cos x dx = sin x − +C
3
Z
4 3x sin 2x sin 4x
sin x dx = − + +C
8 4 32
Z
4 3x sin 2x sin 4x
cos x dx = + + +C
8 4 32
Z
cos(m + n)x cos(m − n)x
sin mx cos nx dx = − − + C, m ̸= n
2(m + n) 2(m − n)
Z
sin(m − n)x sin(m + n)x
sin mx sin nx dx = − + C, m ̸= n
2(m − n) 2(m + n)
Z
sin(m − n)x sin(m + n)x
cos mx cos nx dx = + + C, m ̸= n
2(m − n) 2(m + n)
Z
x sin x dx = sin x − x cos x + C
Z
x cos x dx = cos x + x sin x + C
Z
x2 sin x dx = 2x sin x − (x2 − 2) cos x + C
Z
x2 cos x dx = 2x cos x + (x2 − 2) sin x + C
Z
eax (a sin bx − b cos bx)
eax sin(bx) dx = +C
a 2 + b2
Z
eax (a cos bx + b sin bx)
eax cos(bx) dx = +C
a 2 + b2
Z
x(sin ln x − cos ln x)
sin(ln x) dx = +C
2
Z
x(sin ln x + cos ln x)
cos(ln x) dx = +C
2
20
6.5 5.5 Trigonometric Reduction Formulas
Z n−1 Z
n sin x cos x n − 1 n−2
sin x dx = − + sin x dx
n n
Z n−1 Z
n cos x sin x n − 1 n−2
cos x dx = + cos x dx
n n
Z n−1 Z
n tan x n−2
tan x dx = − tan x dx
n−1
Z n−1 Z
n cot x n−2
cot x dx = − − cot x dx
n−1
Z n−2 Z
n sec x tan x n − 2 n−2
sec x dx = + sec x dx
n−1 n−1
Z n−2 Z
n csc x cot x n − 2 n−2
csc x dx = − + csc x dx
n−1 n−1
Z Z
x sin x dx = −x cos x + n xn−1 cos x dx
n n
Z Z
x cos x dx = x sin x − n xn−1 sin x dx
n n
Z Z
(ln x) dx = x(ln x) − n (ln x)n−1 dx
n n
Z Z
xn eax n
xn eax dx = − xn−1 eax dx
a a
Wallis integrals:
Z Z (
(n−1)!!
π/2
n
π/2
n n!! · π
2 n even
sin x dx = cos x dx = (n−1)!!
0 0 n!! n odd
21
Z
1 −1 x
√ dx = sin +C
a2 − x2 a
Z
1 1 −1 x
2 2
dx = tan +C
a +x a a
Z
1 1 −1 |x|
√ dx = sec +C
x x2 − a2 a a
Z
1 1 a+x
dx = ln + C, |x| < a
−x
a2 2 2a a−x
Z
1 1 x−a
dx = ln +C
x −a
2 2 2a x+a
Z p
−1 −1
sin x dx = x sin x + 1 − x2 + C
Z p
−1 −1
cos x dx = x cos x− 1 − x2 + C
Z
−1 −1 1
tan x dx = x tan x− ln(1 + x2 ) + C
2
Z
−1 1 −1
cot ln(1 + x2 ) + C
x dx = x cot x+
2
Z p
−1 −1
sec x dx = x sec x − ln |x + x2 − 1| + C
Z p
−1 −1
csc x dx = x csc x + ln |x + x2 − 1| + C
22
Z
sech x tanh x dx = −sech x + C
Z
csch x coth x dx = −csch x + C
Z
2 sinh 2x x
sinh x dx = − +C
4 2
Z
2 sinh 2x x
cosh x dx = + +C
4 2
Z
2
tanh x dx = x − tanh x + C
23
Z p 1
x x2 + a2 dx = (x2 + a2 )3/2 + C
3
Z p
x
√ dx = x2 + a2 + C
x2 + a2
Z
x2 xp 2 a2 p
√ dx = x + a2 − ln x + x2 + a2 + C
x2 + a2 2 2
Z √
1 x2 + a2
√ dx = − +C
x2 x2 + a 2 a2 x
Z p
1 −1 x
√ dx = ln x + x2 − a2 + C = cosh +C
x −a
2 2 a
Z p
xp 2 a2 p
x2 − a2 dx = x − a2 − ln x + x2 − a2 + C
2 2
Z p
1
x x2 − a2 dx = (x2 − a2 )3/2 + C
3
Z p
x
√ dx = x2 − a2 + C
x2 − a2
Z
1 1 x−a
dx = ln +C
x −a
2 2 2a x+a
Z
1 1 −1 x
2 2
dx = tan +C
x +a a a
Z
x 1
dx = ln |x2 ± a2 | + C
x ±a
2 2 2
Z
1 x 1 −1 x
2 2 2
dx = 2 2 2
+ 3 tan +C
(x + a ) 2a (x + a ) 2a a
Z
1 −x 1 x−a
dx = 2 2 + 3 ln +C
(x − a )
2 2 2 2a (x − a ) 4a
2 x+a
24
Z
1
dx = complete the square, then arctan or log
x2 + bx + c
Z
Ax + B A 2B − Ab −1 2x + b
dx = ln |x2 + bx + c| + √ tan √ +C
x2 + bx + c 2 4c − b2 4c − b2
Standard substitutions:
LIATE rule for choosing u: Logs, Inverse trig, Algebraic, Trig, Exponential.
25
Integrand Substitution Result
2
a2 − x2 x = a sin θ a2 cos θ
2
a2 + x2 x = a tan θ a2 sec θ
2
x2 − a2 x = a sec θ a2 tan θ
t = tan(x/2):
2t 1 − t2 2 dt
sin x = , cos x = , dx =
1 + t2 1 + t2 1 + t2
26
8 CHAPTER 7: IMPROPER INTEGRALS
p-integral: Z
∞
−p 1
x dx : converges iff p > 1 =
1 p−1
Z 1
−p 1
x dx : converges iff p < 1 =
0 1−p
0 2 a
Z ∞ r
π
e−ax dx =
2
, a>0
−∞ a
Z ∞ r
−ax2 +bx π b2 /(4a)
e dx = e
−∞ a
Z ∞
sin x π
dx =
0 x 2
Z ∞
cos x π
2
dx =
0 1+x 2e
Z ∞
xp−1 π
dx = , 0<p<1
0 1+x sin(pπ)
27
Z ∞
xn−1 e−x dx = Γ(n)
0
Z ∞
xp−1
dx = Γ(p)ζ(p), p>1
0 ex − 1
Z ∞
1 π
dx =
0 xp (1 q
+x ) q sin(π(1 − p)/q)
Z ∞
xa−1 ln x d cos(πa)
dx = π csc(πa) = −π 2 2
0 1+x da sin (πa)
Z ∞
ln x
dx = 0
0 1 + x2
Z ∞
(ln x)2 π3
dx =
0 1 + x2 8
Z 1
ln x π
√ dx = (ln 2 − 1)
0 1 − x2 2
28
9.3 8.3 Surface Area of Revolution
About x-axis: Z b p
S = 2π f (x) 1 + [f ′ (x)]2 dx
a
Z b p
S = 2π y ẋ2 + ẏ 2 dt parametric
a
About y-axis:
Z b p
S = 2π x 1 + [f ′ (x)]2 dx
a
About line y = k:
Z b p
S = 2π |f (x) − k| 1 + [f ′ (x)]2 dx
a
Washer: Z b
V =π [f (x)]2 − [g(x)]2 dx
a
About y-axis:
Z b
V = 2π x · f (x) dx
a
About x-axis: Z d
V = 2π y · g(y) dy
c
About line x = h: Z b
V = 2π |x − h|f (x) dx
a
About line y = k:
Z d
V = 2π |y − k|g(y) dy
c
29
9.6 8.6 Volume by Cross-Sections
Z b
V = A(x) dx
a
Gravitational work:
Mm 1 1
W =G 2 , Wa→b = GM m −
r a b
RL µgL2
Lifting chain: W = 0 µgx dx = 2 (where µ = linear density)
Single region:
Z b Z b
1
My = x[f (x) − g(x)] dx, Mx = [f (x)]2 − [g(x)]2 dx
a 2 a
My Mx
x̄ = , ȳ =
A A
Variable density ρ(x, y):
ZZ RR RR
xρ dA yρ dA
m= ρ dA, x̄ = , ȳ =
D m m
Moments of inertia:
Z b Z b
Ix = y 2 ρ dA, Iy = x2 ρ dA, I 0 = Ix + Iy
a a
30
9.10 8.10 Pappus’s Theorems
lim n1/n = 1
n→∞
cn
lim =0
n→∞ n!
n!
lim n = 0
n→∞ n
x n
lim 1 + = ex
n→∞ n
ln n
lim =0
n→∞ n
31
10.3 9.3 Famous Series Values
∞
X 1 π2
=
n2 6
n=1
∞
X 1 π4
=
n4 90
n=1
∞
X 1 π6
=
n6 945
n=1
∞
X (−1)n+1
= ln 2
n
n=1
∞
X (−1)n π
=
2n + 1 4
n=0
∞
X 1
=e
n!
n=0
∞
X (−1)n+1 π2
=
n2 12
n=1
∞
X 1 π2
=
(2n − 1)2 8
n=1
∞
X (−1)n π3
=
(2n + 1)3 32
n=0
∞
X 1 π 2 (ln 2)2
= −
n 2 2n 12 2
n=1
d X X
cn xn = ncn xn−1
dx
Z X X cn xn+1
cn xn dx = +C
n+1
32
11.2 10.2 All Standard Maclaurin Series
∞
X xn x2 x3
ex = =1+x+ + + ··· R=∞
n! 2 6
n=0
∞
X (−1)n xn
e−x = R=∞
n!
n=0
∞
X
x2 x2n
e = R=∞
n!
n=0
∞
X (−1)n x2n+1
sin x = R=∞
(2n + 1)!
n=0
∞
X (−1)n x2n
cos x = R=∞
(2n)!
n=0
x3 2x5 17x7 π
tan x = x + + + + ··· |x| <
3 15 315 2
x2 5x4 61x6
sec x = 1 + + + + ···
2 24 720
X ∞
1
= xn = 1 + x + x2 + x3 + · · · |x| < 1
1−x
n=0
X ∞
1
= (−1)n xn |x| < 1
1+x
n=0
X ∞
1
= nxn−1 |x| < 1
(1 − x)2
n=1
X n(n − 1)∞
1
= xn−2 |x| < 1
(1 − x) 3 2
n=2
∞
X (−1)n+1 xn x2 x3
ln(1 + x) = =x− + − ··· −1<x≤1
n 2 3
n=1
∞
X xn
ln(1 − x) = − −1≤x<1
n
n=1
X x2n+1 ∞
1+x 2x3 2x5
ln =2 = 2x + + + ··· |x| < 1
1−x 2n + 1 3 5
n=0
33
∞
X α α(α − 1) 2
(1 + x) = α
xn = 1 + αx + x + ··· |x| < 1
n 2!
n=0
√ x x2 x3
1+x=1+ − + − ···
2 8 16
∞
X (2n)!
1 x 3x2
√ = x n
= 1 + + + ···
1 − x n=0 4n (n!)2 2 8
∞
X
−1 (−1)n x2n+1 x3 x5
tan x= =x− + − ··· |x| ≤ 1
2n + 1 3 5
n=0
∞
X
−1 (2n)! x3 3x5
sin x= x 2n+1
= x + + + ··· |x| ≤ 1
4n (n!)2 (2n + 1) 6 40
n=0
∞
X
−1 x2n+1
tanh x= |x| < 1
2n + 1
n=0
∞
X x2n+1
sinh x = R=∞
(2n + 1)!
n=0
∞
X x2n
cosh x = R=∞
(2n)!
n=0
∞
X
−1 (−1)n (2n)!
sinh x= x2n+1 |x| ≤ 1
4n (n!)2 (2n + 1)
n=0
X Bn xn ∞
x x x2 x4
= = 1 − + − + ···
ex − 1 n! 2 12 720
n=0
∞
sin x X (−1)n x2n x2 x4
= =1− + − ···
x (2n + 1)! 6 120
n=0
∞
1 − cos x X (−1)n+1 x2n−1
=
x (2n)!
n=1
34
11.3 10.3 Taylor’s Theorem
X
N
f (n) (a)
f (x) = (x − a)n + RN (x)
n!
n=0
Lagrange form:
f (N +1) (c)
RN (x) = (x − a)N +1
(N + 1)!
Cauchy form:
Z
(x − a)N +1 1
RN (x) = (1 − t)N f (N +1) (a + t(x − a)) dt
N! 0
Integral form: Z x
(x − t)N (N +1)
RN (x) = f (t) dt
a N!
Error bound:
M |x − a|N +1
|RN (x)| ≤ , M = max |f (N +1) |
(N + 1)!
∇f = ⟨fx , fy , fz ⟩
∇(f g) = f ∇g + g∇f
g∇f − f ∇g
∇(f /g) =
g2
∇(f ◦ g) = f ′ (g)∇g
∇(f n ) = nf n−1 ∇f
35
12.3 11.3 Directional Derivative
Du f = ∇f · û, |û| = 1
∂z ∂z ∂x ∂z ∂y
= +
∂s ∂x ∂s ∂y ∂s
Implicit differentiation:
dy Fx ∂z Fx ∂z Fy
=− , =− , =−
dx Fy ∂x Fz ∂y Fz
Fx (x − x0 ) + Fy (y − y0 ) + Fz (z − z0 ) = 0
dz = fx dx + fy dy
df = ∇f · dr = fx dx + fy dy + fz dz
fxx fxy
D = fxx fyy − (fxy )2 =
fyx fyy
36
12.8 11.8 Lagrange Multipliers
∇f = λ∇g
Polar coordinates:
ZZ Z β Z r2
f dA = f (r cos θ, r sin θ) r dr dθ
α r1
Rectangular:
ZZZ Z bZ dZ f
f dV = f dz dy dx
E a c e
Jacobian determinant:
∂(x, y) x xv
J= = u
∂(u, v) yu y v
37
3D Jacobian:
xu xv xw
∂(x, y, z)
J= = y u yv yw
∂(u, v, w)
zu z v z w
38
14.2 13.2 Curl and Divergence
i j k
curl F = ∇ × F = ∂x ∂y ∂z
P Q R
div F = ∇ · F = Px + Qy + Rz
∇2 f = ∆f = fxx + fyy + fzz
Identities:
div(curl F) = 0
curl(∇f ) = 0
curl(curl F) = ∇(∇ · F) − ∇2 F
∇ · (f F) = f ∇ · F + ∇f · F
∇ × (f F) = f ∇ × F + ∇f × F
∇(f · g) = f ∇g + g∇f
∇(F · G) = F × (∇ × G) + G × (∇ × F) + (F · ∇)G + (G · ∇)F
∇ × (F × G) = F(∇ · G) − G(∇ · F) + (G · ∇)F − (F · ∇)G
∇ · (F × G) = G · (∇ × F) − F · (∇ × G)
Area formulas: I I I
1
A= x dy = − y dx = (x dy − y dx)
C C 2 C
39
14.5 13.5 Surface Integrals
ZZ ZZ
f dS = f (r(u, v))|ru × rv | dA
S D
q
For z = g(x, y): dS = 1 + gx2 + gy2 dA
Flux: ZZ ZZ ZZ
F · dS = F · (ru × rv ) dA = (−P gx − Qgy + R) dA
S D D
40
15.2 14.2 Second Order — Homogeneous with Constant Coefficients
Undetermined Coefficients:
g(x) Form of yp
Pn (x) xs Qn (x)
eax Pn (x) xs eax Qn (x)
eαx cos βx · Pn xs eαx (Qn cos βx + Rn sin βx)
y1 y 2
W =
y1′ y2′
41
15.6 14.6 Laplace Transform — Complete Table
R∞
Definition: L{f }(s) = 0 e−st f (t) dt
42
f (t) L{f }(s)
eat f (t) F (s − a)
f (t − a)u(t − a) e−as F (s)
(f ∗ g)(t) F (s)G(s)
1 s
f (ct) F
c c
Rt
Convolution: (f ∗ g)(t) = 0 f (τ )g(t − τ ) dτ
Periodic functions (f (t + T ) = f (t)):
Z T
1
L{f } = e−st f (t) dt
1 − e−sT 0
Complex form:
∞
X Z L
1
f (x) = cn e inπx/L
, cn = f (x)e−inπx/L dx
n=−∞
2L −L
Parseval’s Identity:
Z ∞
1 L
a20 X 2
|f |2 dx = + (an + b2n )
L −L 2
n=1
43
Properties:
fb′ (ω) = iω fˆ(ω)
fd
(n) (ω) = (iω)n fˆ(ω)
\ d
xf (x)(ω) = i fˆ(ω)
dω
\
f (x − a) = e−iaω fˆ(ω)
\
eiax f (x) = fˆ(ω − a)
f[∗ g = fˆ · ĝ
1 ˆ
fd·g = f ∗ ĝ
2π
Parseval’s Theorem: Z ∞ Z ∞
1
|f |2 dx = |fˆ|2 dω
−∞ 2π −∞
Standard transforms:
f (x) fˆ(ω)
2a
e−a|x|
r + ω2
a2
π −ω2 /(4a)
e−ax
2
e
a
rect(x/T ) T sinc(ωT /2)
δ(x − a) e−iaω
sin(ax) iπ[δ(ω + a) − δ(ω − a)]
cos(ax) π[δ(ω + a) + δ(ω − a)]
44
π
Γ(x)Γ(1 − x) = (Reflection formula)
sin(πx)
22x−1
Γ(2x) = √ Γ(x)Γ(x + 21 ) (Duplication)
π
ln Γ(x) ≈ (x − 12 ) ln x − x + 12 ln(2π) (Stirling)
dx π
Z ∞ √
−x2 π
e dx =
0 2
Z ∞ √
2n −x2 (2n − 1)!! π
x e dx =
0 2n+1
Z ∞
n!
x2n+1 e−x dx =
2
0 2
45
16.5 15.5 Frullani Integral
Z ∞
f (ax) − f (bx) b
dx = [f (0) − f (∞)] ln
0 x a
Y∞
π 4n2 2 · 2 · 4 · 4 · 6 · 6···
= =
2 4n2 − 1 1 · 3 · 3 · 5 · 5 · 7···
n=1
Z π/2 Z π/2 (
n n (n − 1)!! π/2 n even
sin x dx = cos x dx = ·
0 0 n!! 1 n odd
46
16.10 15.10 Bessel Function Integrals
Z
1 π
Jn (x) = cos(nθ − x sin θ) dθ
π 0
Z ∞
Jn (x) dx = 1 (n ≥ 0)
0
Z ∞
1
J0 (ax)e−bx dx = √
0 a 2 + b2
Forward difference:
f (x + h) − f (x)
f ′ (x) ≈
h
Backward difference:
f (x) − f (x − h)
f ′ (x) ≈
h
Central difference:
f (x + h) − f (x − h)
f ′ (x) ≈
2h
Second derivative:
f (x + h) − 2f (x) + f (x − h)
f ′′ (x) ≈
h2
Richardson extrapolation:
4D(h/2) − D(h) f (x + h) − f (x − h)
f ′ (x) ≈ , D(h) =
3 2h
Midpoint Rule:
Z b
a+b
f dx ≈ (b − a)f
a 2
X
n
b−a K2 (b − a)3
Mn = h f (x̄i ) , h= , |EM | ≤
n 24n2
i=1
Trapezoidal Rule:
h K2 (b − a)3
Tn = [f (x0 ) + 2f (x1 ) + · · · + 2f (xn−1 ) + f (xn )], |ET | ≤
2 12n2
47
Simpson’s Rule:
h K4 (b − a)5
Sn = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + · · · + 4f (xn−1 ) + f (xn )], |ES | ≤
3 180n4
Boole’s Rule:
2h
Bn = [7f (x0 ) + 32f (x1 ) + 12f (x2 ) + 32f (x3 ) + 7f (x4 )]
45
Gaussian Quadrature (n points):
Z 1 X
n
f (x) dx ≈ wi f (xi )
−1 i=1
48
18.4 17.4 Ahmed’s Integral
Z −1 √ 2
1 tan x +2 5π 2
√ dx =
0 x2 + 2(x2 + 1) 96
Intermediate Value Theorem: f continuous on [a, b], f (a) < N < f (b) ⇒ ∃c ∈ (a, b) :
f (c) = N .
Extreme Value Theorem: f continuous on [a, b] ⇒ f attains its max and min.
Mean Value Theorem: f ′ (c) = f (b)−f b−a
(a)
1
Rb
MVT for Integrals: b−a a f = f (c) for some c.
Rx
FTC Part 1: F (x) = a f (t) dt ⇒ F ′ (x) = f (x)
Rb
FTC Part 2: a f = F (b) − F (a)
H RR
Green’s Theorem: C P dx + Q dy = (Qx − Py ) dA
H RR
Stokes’ Theorem: C F · dr = S ∇ × F · dS
RRRR RRR
Divergence Theorem: S F · dS = ∇ · F dV
dy
Implicit Function Theorem: F (x, y) = 0, Fy ̸= 0 ⇒ y = y(x), dx = − FFxy
49
20 APPENDIX: Algebraic Summation Formulas
X
n
1=n
k=1
X
n
n(n + 1)
k=
2
k=1
X
n
n(n + 1)(2n + 1)
k2 =
6
k=1
X
n 2
3 n(n + 1)
k =
2
k=1
X
n
n(n + 1)(2n + 1)(3n2 + 3n − 1)
k4 =
30
k=1
X
n
a(1 − rn+1 )
ark =
1−r
k=0
∞
X a
ark = , |r| < 1
1−r
k=0
n
X
n n
(a + b) = an−k bk
k
k=0
X
n−1
a − b = (a − b)
n n
ak bn−1−k
k=0
X
n−1
an + bn = (a + b) (−1)k ak bn−1−k (n odd)
k=0
50