Contents

1 Complete Calculus Formula Compendium 6

1.0.1 Every Formula in Calculus — From Limits to Advanced Analysis . 6
1.1 PART 1: LIMITS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.1.1 Basic Limit Laws . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.1.2 Special Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.1.3 Squeeze Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.1.4 L’Hopital’s Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.1.5 Indeterminate Forms and Conversions . . . . . . . . . . . . . . . . . 7
1.2 PART 2: DERIVATIVES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.2 Basic Differentiation Rules . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.3 Product Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.4 Quotient Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.5 Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.6 Power Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.7 Exponential Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.8 Logarithmic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.2.9 Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.2.10Inverse Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . 9
1.2.11Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.2.12Inverse Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . 10
1.2.13Logarithmic Differentiation . . . . . . . . . . . . . . . . . . . . . . . . 10
1.2.14Implicit Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.2.15Higher Order Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2.16Parametric Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2.17Polar Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3 PART 3: APPLICATIONS OF DERIVATIVES . . . . . . . . . . . . . . . . . . 11
1.3.1 Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.2 Rolle’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.3 Extreme Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.4 Critical Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

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 1.3.5 First Derivative Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.3.6 Second Derivative Test . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.3.7 Concavity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.3.8 Linear Approximation (Tangent Line Approximation) . . . . . . . . 12
1.3.9 Differentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.3.10Newton’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.3.11Related Rates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.3.12Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.4 PART 4: INTEGRALS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.4.1 Definite Integral (Riemann Sum) . . . . . . . . . . . . . . . . . . . . . 13
1.4.2 Fundamental Theorem of Calculus . . . . . . . . . . . . . . . . . . . . 13
1.4.3 Properties of Definite Integrals . . . . . . . . . . . . . . . . . . . . . . 13
1.4.4 Average Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.4.5 Leibniz Rule (Differentiation Under Integral Sign) . . . . . . . . . . 14
1.5 PART 5: BASIC INTEGRATION FORMULAS . . . . . . . . . . . . . . . . . . 14
1.5.1 Power Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.5.2 Exponential and Logarithmic . . . . . . . . . . . . . . . . . . . . . . . 14
1.5.3 Trigonometric Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.5.4 Inverse Trig Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.5.5 Hyperbolic Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.5.6 Algebraic Forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.6 PART 6: INTEGRATION TECHNIQUES . . . . . . . . . . . . . . . . . . . . . 17
1.6.1 Substitution (u-Substitution) . . . . . . . . . . . . . . . . . . . . . . . 17
1.6.2 Integration by Parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.6.3 Trigonometric Substitution . . . . . . . . . . . . . . . . . . . . . . . . 17
1.6.4 Partial Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.6.5 Trigonometric Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.6.6 Weierstrass Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.7 PART 7: IMPROPER INTEGRALS . . . . . . . . . . . . . . . . . . . . . . . . 18
1.7.1 Type I — Infinite Limits . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.7.2 Type II — Discontinuous Integrands . . . . . . . . . . . . . . . . . . . 18
1.7.3 Comparison Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.7.4 p-Integral Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

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 1.7.5 Important Improper Integrals . . . . . . . . . . . . . . . . . . . . . . 19
1.8 PART 8: APPLICATIONS OF INTEGRATION . . . . . . . . . . . . . . . . . . 19
1.8.1 Area Between Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.8.2 Area in Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.8.3 Arc Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.8.4 Surface Area of Revolution . . . . . . . . . . . . . . . . . . . . . . . . 20
1.8.5 Volumes — Disk/Washer Method . . . . . . . . . . . . . . . . . . . . . 20
1.8.6 Volumes — Shell Method . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.8.7 Work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.8.8 Hydrostatic Pressure and Force . . . . . . . . . . . . . . . . . . . . . 21
1.8.9 Center of Mass and Moments . . . . . . . . . . . . . . . . . . . . . . . 21
1.8.10Pappus’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.9 PART 9: SEQUENCES AND SERIES . . . . . . . . . . . . . . . . . . . . . . 21
1.9.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.9.2 Series — Convergence Tests . . . . . . . . . . . . . . . . . . . . . . . 21
1.9.3 Important Series Sums . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.9.4 Telescoping Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.10PART 10: POWER SERIES AND TAYLOR SERIES . . . . . . . . . . . . . . 23
1.10.1Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.10.2Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.10.3Standard Maclaurin Series . . . . . . . . . . . . . . . . . . . . . . . . 24
1.10.4Binomial Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.11PART 11: MULTIVARIABLE CALCULUS . . . . . . . . . . . . . . . . . . . . 25
1.11.1Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.11.2Gradient . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.11.3Second Derivative Test for Functions of Two Variables . . . . . . . 25
1.11.4Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.11.5Multiple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.11.6Change of Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.11.7Applications of Multiple Integrals . . . . . . . . . . . . . . . . . . . . 27
1.12PART 12: VECTOR CALCULUS . . . . . . . . . . . . . . . . . . . . . . . . . . 27
1.12.1Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
1.12.2Fundamental Theorem for Line Integrals . . . . . . . . . . . . . . . . 27

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 1.12.3Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
1.12.4Curl and Divergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
1.12.5Surface Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
1.12.6Stokes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
1.12.7Divergence Theorem (Gauss’s Theorem) . . . . . . . . . . . . . . . . 29
1.13PART 13: DIFFERENTIAL EQUATIONS . . . . . . . . . . . . . . . . . . . . 29
1.13.1First Order ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
1.13.2Second Order Linear ODEs with Constant Coefficients . . . . . . . 29
1.13.3Higher Order ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.13.4Euler-Cauchy Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.13.5Systems of ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.13.6Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
1.14PART 14: SPECIAL FUNCTIONS . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.14.1Gamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.14.2Beta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.14.3Error Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.14.4Wallis Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
1.14.5Stirling’s Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . 33
1.15PART 15: FOURIER SERIES AND TRANSFORMS . . . . . . . . . . . . . . 33
1.15.1Fourier Series on [−π, π] . . . . . . . . . . . . . . . . . . . . . . . . . . 33
1.15.2Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
1.16PART 16: ADVANCED INTEGRATION FORMULAS . . . . . . . . . . . . . . 34
1.16.1Gaussian Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
1.16.2Frullani’s Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
1.16.3Dirichlet Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
1.16.4Differentiation Under the Integral Sign (Feynman’s Technique) . . 34
1.16.5Integration by Parts — Repeated (Tabular) . . . . . . . . . . . . . . . 35
1.17PART 17: NUMERICAL METHODS . . . . . . . . . . . . . . . . . . . . . . . 35
1.17.1Numerical Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
1.18PART 18: KEY THEOREMS IN CALCULUS . . . . . . . . . . . . . . . . . . 35
1.18.1Intermediate Value Theorem . . . . . . . . . . . . . . . . . . . . . . . 35
1.18.2Extreme Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 35
1.18.3Mean Value Theorem for Integrals . . . . . . . . . . . . . . . . . . . . 35

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 1.18.4Cauchy Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . 36
1.18.5Green’s, Stokes’, Divergence Theorems . . . . . . . . . . . . . . . . 36
1.18.6Implicit Function Theorem . . . . . . . . . . . . . . . . . . . . . . . . 36
1.19APPENDIX: Useful Algebraic Identities . . . . . . . . . . . . . . . . . . . . . 36

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1 Complete Calculus Formula Compendium

1.0.1 Every Formula in Calculus — From Limits to Advanced Analysis

1.1 PART 1: LIMITS

1.1.1 Basic Limit Laws

lim[f (x) + g(x)] = lim f (x) + lim g(x)

x→a x→a x→a

lim[f (x) · g(x)] = lim f (x) · lim g(x)

x→a x→a x→a

f (x) limx→a f (x)

lim = , lim g(x) ̸= 0
x→a g(x) limx→a g(x) x→a

lim[cf (x)] = c lim f (x)

x→a x→a
h in
lim[f (x)]n = lim f (x)
x→a x→a

1.1.2 Special Limits

sin x
lim =1
x→0x
1 − cos x
lim =0
x→0 x
1 − cos x 1
lim =
x→0 x2 2
tan x
lim =1
x→0 x
lim(1 + x)1/x = e
x→0
 
1 n
lim 1 + =e
n→∞ n
ex − 1
lim =1
x→0 x
ln(1 + x)
lim =1
x→0 x
ax − 1
lim = ln a
x→0 x
lim x1/x = 1
x→∞

ln x
lim =0
x→∞ x

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 lim xn e−x = 0 for all n
x→∞

lim x ln x = 0
x→0+
 a x
lim 1 + = ea
x→∞ x

1.1.3 Squeeze Theorem

If g(x) ≤ f (x) ≤ h(x) near a and limx→a g(x) = limx→a h(x) = L, then limx→a f (x) = L.

1.1.4 L’Hopital’s Rule

f (x) 0 ∞
If limx→a g(x) gives 0 or ∞:
f (x) f ′ (x)
lim = lim ′
x→a g(x) x→a g (x)

1.1.5 Indeterminate Forms and Conversions

∞
• 0 · ∞: write as 1/∞0
or 1/0
• ∞ − ∞: combine, factor, rationalize
• 1∞ , 00 , ∞0 : take ln, use eln f , apply L’Hopital

1.2 PART 2: DERIVATIVES

1.2.1 Definition

f (x + h) − f (x)
f ′ (x) = lim
h→0 h
f (x) − f (a)
f ′ (a) = lim
x→a x−a

1.2.2 Basic Differentiation Rules

d
[c] = 0
dx
d n
[x ] = nxn−1
dx
d
[cf (x)] = cf ′ (x)
dx
d
[f (x) + g(x)] = f ′ (x) + g ′ (x)
dx

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1.2.3 Product Rule

d
[f (x)g(x)] = f ′ (x)g(x) + f (x)g ′ (x)
dx

1.2.4 Quotient Rule

 
d f (x) f ′ (x)g(x) − f (x)g ′ (x)
=
dx g(x) [g(x)]2

1.2.5 Chain Rule

d
[f (g(x))] = f ′ (g(x)) · g ′ (x)
dx
dy dy du
= ·
dx du dx

1.2.6 Power Functions

d n
[x ] = nxn−1
dx
d √ 1
[ x] = √
dx 2 x
 
d 1 1
=− 2
dx x x
 
d 1 −n
n
= n+1
dx x x
d m/n m
[x ] = xm/n−1
dx n

1.2.7 Exponential Functions

d x
[e ] = ex
dx
d f (x)
[e ] = ef (x) · f ′ (x)
dx
d x
[a ] = ax ln a
dx
d f (x)
[a ] = af (x) ln a · f ′ (x)
dx

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1.2.8 Logarithmic Functions

d 1
[ln x] =
dx x
d 1
[ln |x|] =
dx x
d f ′ (x)
[ln f (x)] =
dx f (x)
d 1
[loga x] =
dx x ln a
d f ′ (x)
[loga f (x)] =
dx f (x) ln a

1.2.9 Trigonometric Functions

d
[sin x] = cos x
dx
d
[cos x] = − sin x
dx
d 2
[tan x] = sec x
dx
d 2
[cot x] = − csc x
dx
d
[sec x] = sec x tan x
dx
d
[csc x] = − csc x cot x
dx

1.2.10 Inverse Trigonometric Functions

d −1 1
[sin x] = √
dx 1 − x2
d −1 −1
[cos x] = √
dx 1 − x2
d −1 1
[tan x] =
dx 1 + x2
d −1 −1
[cot x] =
dx 1 + x2
d −1 1
[sec x] = √
dx |x| x2 − 1
d −1 −1
[csc x] = √
dx |x| x2 − 1

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1.2.11 Hyperbolic Functions

d
[sinh x] = cosh x
dx
d
[cosh x] = sinh x
dx
d
[tanh x] = sech2 x
dx
d
[coth x] = −csch2 x
dx
d
[sech x] = −sech x tanh x
dx
d
[csch x] = −csch x coth x
dx

1.2.12 Inverse Hyperbolic Functions

d −1 1
[sinh x] = √
dx x2 + 1
d −1 1
[cosh x] = √ , x>1
dx x −1
2

d −1 1
[tanh x] = , |x| < 1
dx 1 − x2
d −1 1
[coth x] = , |x| > 1
dx 1 − x2
d −1
[sech−1 x] = √
dx x 1 − x2
d −1
[csch−1 x] = √
dx |x| 1 + x2

1.2.13 Logarithmic Differentiation

For y = f (x)g(x) : take ln both sides, differentiate implicitly:

ln y = g(x) ln f (x)

y′ f ′ (x)
= g ′ (x) ln f (x) + g(x)
y f (x)

1.2.14 Implicit Differentiation

Differentiate both sides with respect to x, treating y as a function of x, then solve for
dy
dx .

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1.2.15 Higher Order Derivatives

d2 y d3 y dn y
f ′′ (x) = , f ′′′ (x) = , f (n) (x) =
dx2 dx3 dxn
Leibniz Rule for n-th derivative of a product:
n  
X
(n) n
(f g) = f (k) g (n−k)
k
k=0

1.2.16 Parametric Derivatives

If x = x(t), y = y(t):
dy dy/dt ẏ
= =
dx dx/dt ẋ
 
d2 y d dy dx
= ÷
dx2 dt dx dt

1.2.17 Polar Derivatives

dr
dy dθ sin θ + r cos θ
=
dx dr
dθ cos θ − r sin θ

1.3 PART 3: APPLICATIONS OF DERIVATIVES

1.3.1 Mean Value Theorem

If f is continuous on [a, b] and differentiable on (a, b):

f (b) − f (a)
f ′ (c) = for some c ∈ (a, b)
b−a

1.3.2 Rolle’s Theorem

If f (a) = f (b), then f ′ (c) = 0 for some c ∈ (a, b).

1.3.3 Extreme Value Theorem

A continuous function on a closed interval [a, b] attains its absolute maximum and
minimum.

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1.3.4 Critical Points

f ′ (c) = 0 or f ′ (c) undefined.

1.3.5 First Derivative Test

• f ′ changes + → − at c: local maximum

• f ′ changes − → + at c: local minimum

1.3.6 Second Derivative Test

• f ′′ (c) > 0: local minimum

• f ′′ (c) < 0: local maximum
• f ′′ (c) = 0: inconclusive

1.3.7 Concavity

• f ′′ > 0: concave up
• f ′′ < 0: concave down
• Inflection point: f ′′ changes sign

1.3.8 Linear Approximation (Tangent Line Approximation)

f (x) ≈ f (a) + f ′ (a)(x − a) = L(x)

1.3.9 Differentials

dy = f ′ (x) dx
∆y ≈ dy = f ′ (x)∆x

1.3.10 Newton’s Method

f (xn )
xn+1 = xn −
f ′ (xn )

1.3.11 Related Rates

Differentiate both sides of an equation with respect to time t:

d
[f (x, y, . . .)] → use chain rule
dt

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1.3.12 Optimization

1. Identify objective function f and constraint g

2. Find critical points of f on domain
3. Check endpoints and critical points
4. Lagrange Multipliers: maximize f (x, y) subject to g(x, y) = k:

∇f = λ∇g

1.4 PART 4: INTEGRALS

1.4.1 Definite Integral (Riemann Sum)

Z X
n
b
b−a
f (x) dx = lim f (x∗i )∆x, ∆x =
a n→∞ n
i=1

1.4.2 Fundamental Theorem of Calculus

Part 1: Z x
F (x) = f (t) dt =⇒ F ′ (x) = f (x)
a

Part 2: Z b
f (x) dx = F (b) − F (a) where F ′ = f
a

1.4.3 Properties of Definite Integrals

Z a
f (x) dx = 0
a
Z b Z a
f (x) dx = − f (x) dx
a b
Z b Z b Z b
[f (x) + g(x)] dx = f dx + g dx
a a a
Z b Z b
cf (x) dx = c f (x) dx
a a
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx
a a c

13
1.4.4 Average Value
Z b
1
favg = f (x) dx
b−a a

1.4.5 Leibniz Rule (Differentiation Under Integral Sign)

Z h(x)
d
f (t) dt = f (h(x))h′ (x) − f (g(x))g ′ (x)
dx g(x)

1.5 PART 5: BASIC INTEGRATION FORMULAS

1.5.1 Power Rule

Z
xn+1
xn dx = + C, n ̸= −1
n+1
Z
1
dx = ln |x| + C
x
Z
1 ln |ax + b|
dx = +C
ax + b a

1.5.2 Exponential and Logarithmic

Z
ex dx = ex + C
Z
eax
eax dx = +C
a
Z
ax
ax dx = +C
ln a
Z
ln x dx = x ln x − x + C
Z
x ln x − x
loga x dx = +C
ln a
Z
xex dx = (x − 1)ex + C
Z X
n
n x x n!
x e dx = e (−1)k xn−k + C
(n − k)!
k=0

14
1.5.3 Trigonometric Integrals
Z
sin x dx = − cos x + C
Z
cos x dx = sin x + C
Z
tan x dx = − ln | cos x| + C = ln | sec x| + C
Z
cot x dx = ln | sin x| + C
Z
sec x dx = ln | sec x + tan x| + C
Z
csc x dx = ln | csc x − cot x| + C = − ln | csc x + cot x| + C
Z
2
sec x dx = tan x + C
Z
2
csc x dx = − cot x + C
Z
sec x tan x dx = sec x + C
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
3 sec x tan x ln | sec x + tan x|
sec x dx = + +C
2 2

1.5.4 Inverse Trig Integrals

Z
1 −1
√ dx = sin x + C
1−x 2
Z
−1 −1
√ dx = cos x + C
1−x 2
Z
1 −1
dx = tan x + C
1 + x2
Z
−1 −1
2
dx = cot x + C
1+x

15
 Z
1 −1
√ dx = sec |x| + C
x x2 − 1
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

1.5.5 Hyperbolic Integrals

Z
sinh x dx = cosh x + C
Z
cosh x dx = sinh x + C
Z
tanh x dx = ln cosh x + C
Z
coth x dx = ln | sinh x| + C
Z
sech2 x dx = tanh x + C
Z
csch2 x dx = − coth x + C
Z  p 
1 −1 x
√ dx = sinh + C = ln x + x2 + a2 + C
x2 + a2 a
Z p
1 −1 x
√ dx = cosh + C = ln x + x2 − a2 + C
x2 − a2 a
Z
1 1 a+x 1 −1 x
dx = ln + C = tanh + C, |x| < a
a2 − x2 2a a−x a a

1.5.6 Algebraic Forms

Z p
xp 2 a2 −1 x
a2 − x2 dx = a − x2 + sin +C
2 2 a
Z p
xp 2 a2  p 
x2 + a2 dx = x + a2 + ln x + x2 + a2 + C
2 2
Z p
xp 2 a2 p
x2 − a2 dx = x − a2 − ln x + x2 − a2 + C
2 2
Z
1 1 x−a
dx = ln +C
x −a
2 2 2a x+a

16
1.6 PART 6: INTEGRATION TECHNIQUES

1.6.1 Substitution (u-Substitution)

Z Z
f (g(x))g ′ (x) dx = f (u) du, u = g(x)

For definite integrals: change limits: if u = g(x), then u(a) and u(b) are new limits.

1.6.2 Integration by Parts

Z Z
u dv = uv − v du
Z b Z b
u dv = [uv]ba − v du
a a

LIATE priority for u: Logarithmic, Inverse trig, Algebraic, Trig, Exponential

Tabular integration (repeated IBP):

D I
u v′
u′ v
u′′ …

Alternate signs: +, −, +, −, . . .

1.6.3 Trigonometric Substitution

Expression Substitution Identity

√ 2 2
a2 − x2 x = a sin θ 1 − sin θ = cos θ
√ 2 2
a2 + x2 x = a tan θ 1 + tan θ = sec θ
√ 2 2
x2 − a2 x = a sec θ sec θ − 1 = tan θ

1.6.4 Partial Fractions

P (x) A B
Distinct linear factors: (x−a)(x−b) = x−a + x−b
P (x)
Repeated linear factors: (x−a)n = A1
x−a + A2
(x−a)2
+ ··· + An
(x−a)n
P (x) Ax+B
Irreducible quadratic: x2 +bx+c
= x2 +bx+c
P (x)
Repeated quadratic: (x2 +bx+c)n
= A1 x+B1
x2 +bx+c
+ ··· + An x+Bn
(x2 +bx+c)n

If degree of numerator ≥ degree of denominator: do polynomial long division first.

17
1.6.5 Trigonometric Integrals

2 2
Powers of sine and cosine: - m or n odd: save one factor, use sin + cos = 1 - Both
even: use half-angle formulas
2 2
Powers of tangent and secant: - m even: substitute tan = sec −1 - n odd: integrate
by parts or use reduction
Reduction Formulas:
Z n−1 Z
n sin x cos x n − 1 n−2
sin x dx = − + sin x dx
n n
Z Zn−1
n x sin x n − 1
cos 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−2 Z
n sec x tan x n − 2 n−2
sec x dx = + sec x dx
n−1 n−1

1.6.6 Weierstrass Substitution

t = tan(x/2):
2t 1 − t2 2 dt
sin x = , cos x = , dx =
1 + t2 1 + t2 1 + t2

1.7 PART 7: IMPROPER INTEGRALS

1.7.1 Type I — Infinite Limits

Z ∞ Z t
f (x) dx = lim f (x) dx
a t→∞ a
Z b Z b
f (x) dx = lim f (x) dx
−∞ t→−∞ t
Z ∞ Z c Z ∞
f (x) dx = f dx + f dx
−∞ −∞ c

1.7.2 Type II — Discontinuous Integrands

If f has discontinuity at b:
Z b Z t
f (x) dx = lim f (x) dx
a t→b− a

18
1.7.3 Comparison Test
R∞ R∞ R∞
If 0 ≤ f (x) R≤ g(x) for all x ≥ a: - a g dx converges ⇒ a f dx converges - a f dx
∞
diverges ⇒ a g dx diverges

1.7.4 p-Integral Test

Z ∞
1
dx converges iff p > 1
1 xp
Z 1
1
dx converges iff p < 1
0 xp

1.7.5 Important Improper Integrals

Z ∞
1
e−ax dx = , a > 0
0 a
Z ∞
√
e−x dx = π
2

−∞
Z ∞
n−1 −x
x e dx = Γ(n)
0
Z ∞
sin x π
dx =
x 2
Z 0∞
1 π
2
dx =
0 1+x 2
Z ∞
xp−1 e−x dx = Γ(p)
0

1.8 PART 8: APPLICATIONS OF INTEGRATION

1.8.1 Area Between Curves

Z b
A= [f (x) − g(x)] dx, f (x) ≥ g(x)
a
Z d
A= [h(y) − k(y)] dy (horizontal strips)
c

1.8.2 Area in Polar Coordinates

Z β
1
A= r2 dθ
2 α
Z β
1
A= [r12 − r22 ] dθ (between two curves)
2 α

19
1.8.3 Arc Length
Z bp
L= 1 + [f ′ (x)]2 dx
a
 s
 2
Z
dx 2 b
dy
L= + dt (parametric)
a dt dt
s  2
Z β
2
dr
L= r + dθ (polar)
α dθ

1.8.4 Surface Area of Revolution

Z b p
S = 2π f (x) 1 + [f ′ (x)]2 dx (about x-axis)
a
Z b p
S = 2π x 1 + [f ′ (x)]2 dx (about y-axis)
a
s 2  2
Z b
dx dy
S = 2π y + dt (parametric, about x-axis)
a dt dt

1.8.5 Volumes — Disk/Washer Method

Z b
V =π [f (x)]2 dx (disk, about x-axis)
a
Z b
V =π {[f (x)]2 − [g(x)]2 } dx (washer)
a

1.8.6 Volumes — Shell Method

Z b
V = 2π xf (x) dx (about y-axis)
a
Z b
V = 2π (x − h)f (x) dx (about x = h)
a

1.8.7 Work
Z b
W = F (x) dx
a

Spring (Hooke’s Law): F = kx, W = 12 kx2

Rb
Pumping liquid: W = a ρgA(y)(h − y) dy
GM m
Gravitational: W = r

20
1.8.8 Hydrostatic Pressure and Force
Z b
F = ρgw(y)d(y) dy
a

where w(y) = width at depth d(y).

1.8.9 Center of Mass and Moments

Rb 1
Rb
a xf (x) dx 2 [f (x)]2 dx
x̄ = R b , ȳ = Rab
a f (x) dx a f (x) dx

Centroid of region:
Z b Z b
1
My = x[f (x) − g(x)] dx, Mx = {[f (x)]2 − [g(x)]2 } dx
a 2 a

1.8.10 Pappus’s Theorem

Volume = 2π ȳ · A (about x-axis)

1.9 PART 9: SEQUENCES AND SERIES

1.9.1 Sequences

lim an = L
n→∞

Monotone Convergence Theorem: A bounded monotone sequence converges.

Squeeze Theorem for sequences: If an ≤ bn ≤ cn and lim an = lim cn = L, then
lim bn = L.
Useful limits: 
ln n x n
lim = 0, lim n1/n = 1, lim 1 + = ex
n→∞ n n→∞ n→∞ n
xn
lim xn = 0 if |x| < 1, lim =0
n→∞ n→∞ n!

1.9.2 Series — Convergence Tests

n-th Term Test (Divergence Test): If limn→∞ an ̸= 0, series diverges.

21
Geometric Series:
∞
X a
arn = , |r| < 1 (diverges if |r| ≥ 1)
1−r
n=0

∞
X a
arn−1 =
1−r
n=1

p-Series:
∞
X 1
converges iff p > 1
np
n=1
P R∞
Integral Test: If f is continuous, positive, decreasing: an and 1 f (x) dx both con-
verge or both diverge.
P P P
Comparison
P Test: If 0 ≤ an ≤ bn : bn converges ⇒ an converges; an diverges ⇒
bn diverges.
an
Limit Comparison Test: If limn→∞ bn = L (positive finite): both converge or both
diverge.
P
Alternating Series Test (Leibniz): (−1)n bn converges if bn ≥ 0, bn+1 ≤ bn , and
lim bn = 0.
Alternating Series Estimation: |S − Sn | ≤ bn+1
Ratio Test: 

L < 1 converges absolutely
an+1
lim = L : L > 1 diverges
n→∞ an 

L = 1 inconclusive

Root Test: 

L < 1 converges absolutely
p
lim n
|an | = L : L > 1 diverges
n→∞ 

L = 1 inconclusive
P P
Absolute Convergence: |an | converges ⇒ an converges.

1.9.3 Important Series Sums

∞
X 1 π2
=
n2 6
n=1
∞
X 1 π4
4
=
n 90
n=1
∞
X (−1)n π
=
2n + 1 4
n=0

22
 ∞
X (−1)n+1
= ln 2
n
n=1
∞
X 1
=e
n!
n=0

1.9.4 Telescoping Series

X
N
(an − an+1 ) = a1 − aN +1
n=1

1.10 PART 10: POWER SERIES AND TAYLOR SERIES

1.10.1 Power Series

∞
X
cn (x − a)n
n=0

Radius of Convergence R:
1 cn
R= = lim
lim supn→∞ |cn |1/n n→∞ cn+1

Converges absolutely for |x − a| < R, diverges for |x − a| > R.

Operations on Power Series:
d X X
cn xn = ncn xn−1
dx
Z X X cn xn+1
cn xn dx = +C
n+1

1.10.2 Taylor Series

∞
X f (n) (a) f ′′ (a)
f (x) = (x − a)n = f (a) + f ′ (a)(x − a) + (x − a)2 + · · ·
n! 2!
n=0

Maclaurin Series (a = 0):

∞
X f (n) (0)
f (x) = xn
n!
n=0

Taylor’s Remainder:
f (n+1) (c)
Rn (x) = (x − a)n+1 for some c between a and x
(n + 1)!

23
 M |x − a|n+1
|Rn (x)| ≤ where |f (n+1) | ≤ M
(n + 1)!

1.10.3 Standard Maclaurin Series

∞
X xn x2 x3
ex = =1+x+ + + ··· , R=∞
n! 2! 3!
n=0

∞
X (−1)n x2n+1 x3 x5
sin x = =x− + − ··· , R=∞
(2n + 1)! 6 120
n=0

∞
X (−1)n x2n x2 x4
cos x = =1− + − ··· , R=∞
(2n)! 2 24
n=0

X ∞
1
= xn = 1 + x + x2 + x3 + · · · , |x| < 1
1−x
n=0

X ∞
1
= (−1)n xn = 1 − x + x2 − x3 + · · · , |x| < 1
1+x
n=0

∞
X (−1)n+1 xn x2 x3
ln(1 + x) = =x− + − ··· , −1 < x ≤ 1
n 2 3
n=1

∞
X xn x2 x3
ln(1 − x) = − = −x − − − ··· , −1 ≤ x < 1
n 2 3
n=1

∞  
X k k(k − 1) 2
(1 + x) = k
xn = 1 + kx + x + ··· , |x| < 1
n 2!
n=0

∞
X
−1 (−1)n x2n+1 x3 x5
tan x= =x− + − ··· , |x| ≤ 1
2n + 1 3 5
n=0

∞
X x2n+1 x3 x5
sinh x = =x+ + + ··· , R=∞
(2n + 1)! 6 120
n=0

∞
X x2n x2 x4
cosh x = =1+ + + ··· , R=∞
(2n)! 2 24
n=0

∞
X
−1 x2n+1 x3 x5
tanh x= =x+ + + ··· , |x| < 1
2n + 1 3 5
n=0

∞
X
−1 (2n)! x3 3x5
sin x= x2n+1 = x + + + ··· , |x| ≤ 1
4n (n!)2 (2n + 1) 6 40
n=0

24
 eix = cos x + i sin x (Euler’s formula)

1.10.4 Binomial Series

∞  
X  
α α n α α(α − 1) · · · (α − n + 1)
(1 + x) = x , =
n n n!
n=0

1.11 PART 11: MULTIVARIABLE CALCULUS

1.11.1 Partial Derivatives

∂f f (x + h, y) − f (x, y)
fx = = lim
∂x h→0 h

Clairaut’s Theorem: fxy = fyx (when continuous)

Chain Rule:
dz ∂z dx ∂z dy
= +
dt ∂x dt ∂y dt
∂z ∂z ∂x ∂z ∂y
= +
∂s ∂x ∂s ∂y ∂s

1.11.2 Gradient

∂f ∂f ∂f
∇f = ⟨fx , fy , fz ⟩ = i+ j+ k
∂x ∂y ∂z

Directional Derivative:
Du f = ∇f · u, |u| = 1

Maximum rate of increase = |∇f |, in direction of ∇f .

Tangent plane to surface F (x, y, z) = 0:

Fx (x0 , y0 , z0 )(x − x0 ) + Fy (y − y0 ) + Fz (z − z0 ) = 0

Normal line: direction ∇F .

1.11.3 Second Derivative Test for Functions of Two Variables

Discriminant:
D = fxx fyy − (fxy )2

• D > 0 and fxx > 0: local minimum

25
 • D > 0 and fxx < 0: local maximum
• D < 0: saddle point
• D = 0: inconclusive

1.11.4 Lagrange Multipliers

Optimize f (x, y, z) subject to g(x, y, z) = k:



 fx = λgx


f = λg
y y
∇f = λ∇g ⇒
fz = λgz



g = k

Two constraints g = k, h = c: ∇f = λ∇g + µ∇h

1.11.5 Multiple Integrals

Double Integral — Rectangular:

ZZ Z bZ d
f (x, y) dA = f (x, y) dy dx
R a c

Double Integral — Polar:

ZZ Z β Z r2 (θ)
f (x, y) dA = f (r cos θ, r sin θ) r dr dθ
α r1 (θ)

Triple Integral — Rectangular:

ZZZ Z bZ dZ f
f dV = f dz dy dx
E a c e

Triple Integral — Cylindrical:

ZZZ Z Z Z
f dV = f (r cos θ, r sin θ, z) r dz dr dθ

Triple Integral — Spherical:

ZZZ Z Z Z
f dV = f (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ) ρ2 sin ϕ dρ dϕ dθ

1.11.6 Change of Variables

ZZ ZZ
∂(x, y)
f (x, y) dA = f (x(u, v), y(u, v)) du dv
R S ∂(u, v)

26
Jacobian:
∂x ∂x
∂(x, y) ∂x ∂y ∂x ∂y
= ∂u
∂y
∂v
∂y = −
∂(u, v) ∂u ∂v ∂u ∂v ∂v ∂u

Jacobians for coordinate systems: - Polar: |J| = r - Cylindrical: |J| = r - Spherical:

|J| = ρ2 sin ϕ

1.11.7 Applications of Multiple Integrals

RR
Area: A = D dA
RRR
Volume: V = E dV
RR
Mass: m = D ρ(x, y) dA
Center of mass: RR RR
My xρ dA Mx yρ dA
x̄ = = RR , ȳ = = RR
m ρ dA m ρ dA

Moments of inertia:
ZZ ZZ ZZ
Ix = y 2 ρ dA, Iy = x2 ρ dA, I0 = (x2 + y 2 )ρ dA

Surface area: ZZ q
S= 1 + (zx )2 + (zy )2 dA
D

1.12 PART 12: VECTOR CALCULUS

1.12.1 Line Integrals

Scalar field: Z Z b
f ds = f (r(t))|r′ (t)| dt
C a

Vector field: Z Z Z
b
′
F · dr = F(r(t)) · r (t) dt = P dx + Q dy + R dz
C a C
R
Work: W = C F · dr

1.12.2 Fundamental Theorem for Line Integrals

If F = ∇f (conservative): Z
F · dr = f (B) − f (A)
C

27
 H
Path independence iff F is conservative iff C F · dr = 0 for all closed curves.
∂P ∂Q
Conservative test in 2D: ∂y = ∂x

Conservative test in 3D: curl F = 0

1.12.3 Green’s Theorem

I ZZ  
∂Q ∂P
P dx + Q dy = − dA
C D ∂x ∂y

Area via Green’s Theorem:

I I I
1
A= x dy = − y dx = (x dy − y dx)
C C 2 C

1.12.4 Curl and Divergence

Curl:
i j k
curl F = ∇ × F = ∂x ∂y ∂z
P Q R
= (Ry − Qz ) i − (Rx − Pz ) j + (Qx − Py ) k

Divergence:
∂P ∂Q ∂R
div F = ∇ · F = + +
∂x ∂y ∂z

Laplacian:
∇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

1.12.5 Surface Integrals

Scalar field: ZZ ZZ
f dS = f (r(u, v))|ru × rv | dA
S D

For z = g(x, y): ZZ ZZ q

f dS = f (x, y, g) 1 + gx2 + gy2 dA
S D

28
Vector field (flux):
ZZ ZZ ZZ
F · dS = F · n dS = F · (ru × rv ) dA
S S D

For z = g(x, y): ZZ ZZ

F · dS = (−P gx − Qgy + R) dA
S D

1.12.6 Stokes’ Theorem

I ZZ
F · dr = curl F · dS
C S

1.12.7 Divergence Theorem (Gauss’s Theorem)

ZZ ZZZ
F · dS = div F dV
S E

1.13 PART 13: DIFFERENTIAL EQUATIONS

1.13.1 First Order ODEs

Separable: Z Z
dy dy
= f (x)g(y) ⇒ = f (x) dx
dx g(y)

Linear: y ′ + P (x)y = Q(x)

∫
Integrating factor: µ = e P dx
R
Solution: y = µ1 µQ dx
Bernoulli: y ′ + P (x)y = Q(x)y n
Substitution v = y 1−n reduces to linear.
Exact: M dx + N dy = 0 where My = Nx
Solution: Fx = M , Fy = N , then F (x, y) = C
Homogeneous: y ′ = f (y/x), substitution v = y/x
Euler-Cauchy: x2 y ′′ + xy ′ + y = 0, try y = xr

1.13.2 Second Order Linear ODEs with Constant Coefficients

ay ′′ + by ′ + cy = g(x)

29
Characteristic equation: ar2 + br + c = 0
Homogeneous solutions: - Two real roots r1 ̸= r2 : yh = c1 er1 x + c2 er2 x - Repeated root
r: yh = (c1 + c2 x)erx - Complex r = α ± βi: yh = eαx (c1 cos βx + c2 sin βx)
Particular solutions (Method of Undetermined Coefficients):

g(x) Trial yp
Pn (x) (polynomial degree n) xs (An xn + · · · + A0 )
eax xs Aeax
eax cos βx or eax sin βx xs eax (A cos βx + B sin βx)

s = smallest non-negative integer making yp independent of yh .

Variation of Parameters:
Z Z
−y2 g y1 g
yp = y1 dx + y2 dx
W W

y 1 y2
where W = = y1 y2′ − y2 y1′ is the Wronskian.
y1′ y2′
Reduction of Order: Given y1 , try y2 = v(x)y1 to find second solution.

1.13.3 Higher Order ODEs

For y (n) + pn−1 y (n−1) + · · · + p0 y = g:

Characteristic equation: rn + pn−1 rn−1 + · · · + p0 = 0

1.13.4 Euler-Cauchy Equation

xn y (n) + an−1 xn−1 y (n−1) + · · · + a0 y = g(x)

Substitution x = et or try y = xr .

1.13.5 Systems of ODEs

x′ = Ax

Solution: x(t) = eAt x0

Eigenvalue method: find λ and v such that Av = λv:

x(t) = c1 eλ1 t v1 + c2 eλ2 t v2 + · · ·

Matrix exponential:
∞
X (At)n
eAt =
n!
n=0

30
1.13.6 Laplace Transform

Definition: Z ∞
L{f (t)} = F (s) = e−st f (t) dt
0

Standard transforms:

f (t) F (s)
1
1
s
1
t
s2
n!
tn n+1
s
1
eat
s−a
b
sin(bt)
s + b2
2
s
cos(bt)
s + b2
2
b
eat sin(bt)
(s − a)2 + b2
s−a
eat cos(bt)
(s − a)2 + b2
b
sinh(bt)
s − b2
2
s
cosh(bt)
s − b2
2
2bs
t sin(bt)
(s + b2 )2
2
s 2 − b2
t cos(bt)
(s2 + b2 )2
n!
tn eat
(s − a)n+1
e−as
u(t − a) (unit step)
s
δ(t − a) (Dirac delta) e−as

Properties:
L{f ′ } = sF (s) − f (0)
L{f ′′ } = s2 F (s) − sf (0) − f ′ (0)
L{f (n) } = sn F (s) − sn−1 f (0) − · · · − f (n−1) (0)
L{eat f (t)} = F (s − a)
L{u(t − a)f (t − a)} = e−as F (s)
L{tn f (t)} = (−1)n F (n) (s)
  Z ∞
f (t)
L = F (σ) dσ
t s

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 L{f ∗ g} = F (s) · G(s) (convolution)

Convolution: Z t
(f ∗ g)(t) = f (τ )g(t − τ ) dτ
0

1.14 PART 14: SPECIAL FUNCTIONS

1.14.1 Gamma Function

Z ∞
Γ(n) = xn−1 e−x dx
0
Γ(n + 1) = nΓ(n), Γ(n + 1) = n! for integer n
√
Γ(1/2) = π
√
(2n)! π
Γ(n + 1/2) =
4n n!

1.14.2 Beta Function

Z 1
Γ(m)Γ(n)
B(m, n) = xm−1 (1 − x)n−1 dx =
0 Γ(m + n)
Z π/2
2m−1 2n−1
B(m, n) = 2 sin θ cos θ dθ
0

1.14.3 Error Function

Z x
2
e−t dt
2
erf(x) = √
π 0
Z ∞
2
e−t dt
2
erfc(x) = 1 − erf(x) = √
π x
Z ∞
√
e−x dx = π
2

−∞
Z ∞
r
π
−ax2 1
e dx =
0 a 2
Z ∞ √
π
x2 e−ax dx = 3/2
2

0 4a

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1.14.4 Wallis Formula

Y∞
π 2 · 2 · 4 · 4 · 6 · 6··· 4n2
= =
2 1 · 3 · 3 · 5 · 5 · 7··· 4n2 − 1
n=1
Z π/2 Z π/2 (
(n−1)!! π
n n n!! · 2 n even
sin x dx = cos x dx = (n−1)!!
0 0 n!! n odd

1.14.5 Stirling’s Approximation

√  n n
n! ≈ 2πn
e
1
ln(n!) ≈ n ln n − n + ln(2πn)
2

1.15 PART 15: FOURIER SERIES AND TRANSFORMS

1.15.1 Fourier Series on [−π, π]

a0 X  nπx 
∞
nπx
f (x) = + an cos + bn sin
2 L L
n=1

Z L
1 nπx
an = f (x) cos dx
L −L L
Z L
1 nπx
bn = f (x) sin dx
L −L L
Z L
1
a0 = f (x) dx
L −L

Parseval’s Identity:
Z ∞
1 L
a2 X 2
|f (x)| dx = 0 +
2
(an + b2n )
L −L 2
n=1

1.15.2 Fourier Transform

Z ∞
fˆ(ξ) = F{f }(ξ) = f (x)e−2πixξ dx
−∞

Inverse: Z ∞
f (x) = fˆ(ξ)e2πixξ dξ
−∞

33
Properties:
F{f ′ }(ξ) = 2πiξ fˆ(ξ)
F{f ∗ g} = fˆ · ĝ
F{f · g} = fˆ ∗ ĝ

Parseval’s Theorem: Z ∞ Z ∞
|f (x)| dx = 2
|fˆ(ξ)|2 dξ
−∞ −∞

1.16 PART 16: ADVANCED INTEGRATION FORMULAS

1.16.1 Gaussian Integrals

Z ∞
r
−ax2 π
e dx =
−∞ a
Z ∞
r
1 π
x2 e−ax dx =
2

−∞ 2 a3
Z ∞ n+1


Γ 2
xn e−ax dx =
2

0 2a(n+1)/2
Z ∞ r
−ax2 +bx π b2 /4a
e dx = e
−∞ a

1.16.2 Frullani’s Integral

Z ∞
f (ax) − f (bx) b
dx = [f (0) − f (∞)] ln
0 x a

1.16.3 Dirichlet Integral

Z ∞
sin x π
dx =
0 x 2

1.16.4 Differentiation Under the Integral Sign (Feynman’s Technique)

Z b Z b
d ∂f
f (x, α) dx = dx
dα a a ∂α

34
1.16.5 Integration by Parts — Repeated (Tabular)
Z Z
u v (n) dx = uv (n−1) − u′ v (n−2) + u′′ v (n−3) − · · · + (−1)n u(n) v dx

1.17 PART 17: NUMERICAL METHODS

1.17.1 Numerical Integration

Midpoint Rule:
Z b X
n
xi−1 + xi
f dx ≈ f (x̄i )∆x, x̄i =
a 2
i=1
K(b−a)3
Error: |EM | ≤ 24n2
Trapezoidal Rule:
Z b
∆x
f dx ≈ [f (x0 ) + 2f (x1 ) + 2f (x2 ) + · · · + 2f (xn−1 ) + f (xn )]
a 2
K(b−a)3
Error: |ET | ≤ 12n2
Simpson’s Rule:
Z b
∆x
f dx ≈ [f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + · · · + 4f (xn−1 ) + f (xn )]
a 3
K(b−a)5
Error: |ES | ≤ 180n4

1.18 PART 18: KEY THEOREMS IN CALCULUS

1.18.1 Intermediate Value Theorem

If f is continuous on [a, b] and f (a) < N < f (b), there exists c ∈ (a, b) with f (c) = N .

1.18.2 Extreme Value Theorem

If f continuous on [a, b]: attains absolute max and min.

1.18.3 Mean Value Theorem for Integrals

Z b
1
f (x) dx = f (c)
b−a a
for some c ∈ (a, b).

35
1.18.4 Cauchy Mean Value Theorem

f (b) − f (a) f ′ (c)

= ′
g(b) − g(a) g (c)

1.18.5 Green’s, Stokes’, Divergence Theorems

(stated in Part 12 above)

1.18.6 Implicit Function Theorem

If F (x0 , y0 ) = 0 and Fy (x0 , y0 ) ̸= 0, then y is a function of x near (x0 , y0 ):

dy Fx
=−
dx Fy

1.19 APPENDIX: Useful Algebraic Identities

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
xn+1 − 1
xk = , x ̸= 1
x−1
k=0
n  
X
n n
(a + b) = an−k bk
k
k=0

a − b = (a − b)(a
n n n−1
+ an−2 b + · · · + bn−1 )

Complete Calculus Formula Compendium Limits through Differential Equations, Fourier

Analysis, and Numerical Methods

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