CALCULUS REFERENCE 3/18/03 10:49 AM Page 1

CALCULUS REFERENCE
THEORY
DERIVATIVES AND DIFFERENTIATION
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antiderivatives:

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Definition: f (x) = lim

f (x + h ) f (x ) h h 0

f (x) dx = F (x) + C if F (x) = f (x) .

FUNDAMENTAL THEOREM OF CALCULUS

Part 1: If f (x) is continuous on the interval [a, b], then the area function F (x) =

DERIVATIVE RULES
d f (x ) g (x ) = f (x ) g (x ) 1. Sum and Difference: dx d cf (x) = cf (x) 2. Scalar Multiple: dx d f (x )g (x ) = f (x )g (x ) + f (x )g (x ) 3. Product: dx

is continuous and differentiable on the interval and F (x) = f (x) .

f (t) dt
a

4. Quotient:

Mnemonic: If f is hi and g is ho, then the product rule is ho d hi plus hi d ho. ) f (x )g (x ) f (x ) d = f (x)g ((x g (x)) 2 g (x ) dx

Part 2: If f (x) is continuous on the interval [a, b] and F (x) is any antiderivative of f (x), b f (x) dx = F (b) F (a) . then
a

APPROXIMATING DEFINITE INTEGRALS

1. Left-hand rectangle approximation: n 1 Ln = x f (x k )
k =0

Mnemonic: Ho d hi minus hi d ho over ho ho.

5. The Chain Rule

First formulation: (f g ) (x) = f (g (x)) g (x) dy du dy = du Second formulation: dx dx

6. Implicit differentiation: Used for curves when it is difficult to express y as a function of x. Differentiate both sides of the equation with respect to x. Use the chain rule carefully whenever y appears. Then, rewrite
dy dx

Rn = x

2. Right-hand rectangle approximation: n f (x k )

k =1

3. Midpoint Rule:

Mn = x
x 2

n 1 k =0

xk + xk +1 2

= y and solve for y .

dx dx

4. Trapezoidal Rule: Tn =

Ex: x cos y y 2 = 3x . Differentiate to first obtain

and then cos y x(sin y )y 2yy = 3 . Finally, solve for y =

d (c) dx

y) dy = 3 dx 2y dx cos y + x d(cos , dx dx

cos y 3 . x sin y +2 y

5. Simpsons Rule: Sn =

COMMON DERIVATIVES
1. Constants:

TECHNIQUES OF INTEGRATION
1. Properties of Integrals Sums and differences: f (x) g (x) dx = f (x) dx g (x) dx

x
3

f (x0 )+4f (x1 )+2f (x2 )+ +2f (xn2 )+4f (xn1 )+ f (xn )

f (x 0 ) + 2 f (x 1 ) + 2 f (x 2 ) + + 2 f (x n 1 ) + f (x n )

=0

2. Linear:

d (mx dx

+ b) = m

Constant multiples: cf (x) dx = c f (x) dx

2 n1

3. Powers:

d (x n ) dx

= nx n1 (true for all real n = 0 )

4. Polynomials:

d (a n x n dx

+ + a2 x + a1 x + a0 ) = an nx

+ + 2a2 x + a1
d (a x ) dx

Definite integrals: reversing the limits:

b a

f (x) dx =

f (x) dx
b

5. Exponential Base e:

Definite integrals: concatenation:

d (ex ) dx

=e

Arbitrary base:

= a ln a
x

f (x) dx +
a

f (x) dx =
p

f (x) dx
a

6. Logarithmic Base e:

Definite integrals: comparison:

If f (x) g (x) on the interval [a, b], then

d (ln x) dx

1 x

Arbitrary base:

d (log a dx

x) =

1 x ln a

b a

f (x) dx

g (x) dx.
a

7. Trigonometric Sine:

d (sin dx

x) = cos x

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Tangent: Secant:

d (tan dx

x) = sec 2 x

d (sec dx

x) = sec x tan x

Cosine: Cotangent: Cosecant:

d (cos dx

d (cot dx

d (csc dx

8. Inverse Trigonometric

x) = csc x cot x
1 x) = 1 x2

x) = csc 2 x

x) = sin x

2. Substitution Rulea.k.a. u-substitutions: f g (x) g (x) dx = f (u) du f g (x) g (x) dx = F (g (x)) + C if f (x) dx = F (x) + C .

Arcsine:

d (sin 1 dx

x) =

ISBN 1-58663-896-3

Arctangent:

9 781586 638962

d (tan 1 dx

x) =

1 1 x2

Arccosine:

d (cos 1 dx

3. Integration by Parts Best used to integrate a product when one factor (u = f (x) ) has a simple derivative and the other factor (dv = g (x) dx ) is easy to integrate.

1 1+ x2

Arccotangent:

d (cot 1 dx

Arcsecant:

d (sec 1 dx

x) =

1 x x2 1

Arccosecant:

1 x) = 1+ x2

d (csc 1 dx

1 x) = x x 2 1

Indefinite Integrals: f (x)g (x) dx = f (x)g (x) f (x)g (x) dx or u dv = uv v du

INTEGRALS AND INTEGRATION

DEFINITE INTEGRAL
The definite integral x-axis from x = a to x = b .
b

Definite Integrals:

b a

f (x)g (x) dx = f (x)g (x)]a

f (x)g (x) dx
a

4. Trigonometric Substitutions: Used to integrate expressions of the form

a2 x2 .

f (x) dx is the signed area between the function y = f (x) and the
a

Expression
b a . n

Trig substitution

Formal definition: Let n be an integer and x =

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INDEFINITE INTEGRAL

For each k = 0, 2, . . . , n 1 , n 1 f (x pick point x k) k in the interval [a + k x, a + (k + 1) x] . The expression x k =0 b n 1 f (x) dx is defined as lim x f (x k ) . is a Riemann sum. The definite integral
a n k =0

Expression becomes

Range of

Pythagorean identity used

a2 x2

x = a sin dx = a cos d

a cos

2 2 (a x a )

1 sin 2 = cos 2

x2 a2

x = a sec dx = a sec tan d

a tan

0< <

2 3 2

sec 2 1 = tan 2
2

of f (x) if F (x) = f (x) . Antiderivative: The function F (x) is an antiderivative Indefinite integral: The indefinite integral f (x) dx represents a family of

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x2 + a2

x = a tan dx = a sec 2 d

a sec

<< 2

1 + tan 2 = sec 2

Printed the USA

APPLICATIONS
GEOMETRY
Area: if f (x) g (x) on [a, b].
a b

Volume of revolved solid (shell method):

f (x) g (x) dx is the area bounded by y = f (x), y = g (x) , x = a and x = b

obtained by revolving the region under the curve y = f (x) between x = a and x = b around the y -axis. b 2 1 + f (x) dx is the length of the curve y = f (x) from x = a Arc length:

2xf (x) dx is the volume of the solid

a

Volume of revolved solid (disk method):

out by the curve y = f (x) as it revolves around the x-axis on the interval [a, b]. b 2 2 f (x) g (x) dx is the volume of Volume of revolved solid (washer method):
a

f (x )

dx is the volume of the solid swept

to x = b .

the solid swept out between y = f (x) and y = g (x) as they revolve around the x-axis on the interval [a, b] if f (x) g (x) .

Surface area:

revolving the function y = f (x) about the x-axis between x = a and x = b .

2f (x)
a

1 + (f (x)) dx is the area of the surface swept out by

CONTINUED ON OTHER SIDE

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CALCULUS REFERENCE 3/18/03 10:49 AM Page 2

MOTION
1. Position s(t) vs. time t graph: The slope of the graph is the velocity: s (t) = v (t) . The concavity of the graph is the acceleration: s (t) = a(t) . 2. Velocity v (t) vs. time t graph: The slope of the graph is the accleration: v (t) = a(t) . The (signed) area under the graph gives the displacement (change in position):
t
POSITION

x (p) Price elasticity of demand: E (p) = px (p) Demand is elastic if E (p) > 1 . Percentage change in p leads to larger percentage

Demand is unitary if E (p) = 1 . Percentage change in p leads to similar percentage

+

change in x(p). Increasing p leads to decrease in revenue.

Demand is inelastic if E (p) < 1 . Percentage change in p leads to smaller Formula relating elasticity and revenue: R (p) = x(p) 1 E (p)
percentage change in x(p). Increasing p leads to increase in revenue.

change in x(p). Small change in p will not change revenue.

VELOCITY

s(t) s(0) =

v ( ) d

ACCELERATION

3. Acceleration a(t) vs. time t graph: The (signed) area under the graph gives the change t in velocity: a( ) d v (t) v (0) =
0

Demand function: p = D (x) gives price per unit Supply function: p = S (x) gives price per unit
units at price p . Market equilibrium is x (p) when x units available. = D ( x) = S ( x) .) (So p Consumer surplus: x x x = 0 (D (x ) p ) dx CS = 0 D (x) dx p PS = p x x
0

(p) when x units demanded.

p = S(x)

PROBABILITY AND STATISTICS b

Average value of f (x) between a and b is f
X and Y are random variables.
=

p
0

consumer surplus producer surplus

( x, p)

p = D(x) x

CONTINUOUS DISTRIBUTION FORMULAS

1 ba

f (x) dx .

Producer surplus:

S (x) dx =

LORENTZ CURVE

x
0

( p S (x)) dx

Probability density function f (x) of the random variable X satisfies:

1. f (x) 0 for all x; 2. f (x) dx = 1 .

Probability that X is between a and b: P (a X b) = ab f (x) dx xf (x) dx Expected value (a.k.a. expectation or mean) of X : E (X ) = X = 2 2 2 2 Variance: Var(X ) = X = x E (x) f (x) dx = E (X ) E (X ) Standard deviation: Var(X ) = X m f (x) dx = 1 . Median m satisfies f (x) dx = m 2 Cumulative density function (F (x) is the probability that X is at most x):

The Lorentz Curve L(x) is the fraction of income received by the poorest x fraction of the population. 1. Domain and range of L(x) is the interval [0, 1] . 2. Endpoints: L(0) = 0 and L(1) = 1 3. Curve is nondecreasing: L (x) 0 for all x 4. L(x) x for all x Coefficient of Inequality (a.k.a. Gini Index): 1 L=2 x f (x) dx . The quantity L is between 0 and 1. The closer L is to 1, the more equitable the income distribution.
0

y 1

y = L ( x)
completely equitable distribution

Joint probability density function g (x, y ) chronicles distribution of X and Y . Then

f (x ) =

F (x ) = P (X x ) =

f (y ) dy

SUBSTITUTE AND COMPLEMENTATRY COMMODITIES

X and Y are two commodities with unit price p and q , respectively. The amount of X demanded is given by f (p, q ). The amount of Y demanded is given by g (p, q ). > 0 and 1. X and Y are substitute commodites (Ex: pet mice and pet rats) if f q 2. X and Y are complementary commodities (Ex: pet mice and mouse feed) g f if q < 0 and p < 0 .

Covariance: Cov(X, Y ) = X Y =

COMMON DISTRIBUTIONS

Cov(X, Y ) Correlation: (X, Y ) = X Y = X Y Var(X )Var(Y )

g (x, y ) dy .

x E (X ) y E (Y ) f (x, y ) dx dy

g p

> 0.

MICROECONOMICS
COST

EFFECTIVE INTEREST RATES

The effective (or true) interest rate, re , is a rate which, if applied simply (without compounding) to a principal, will yield the same end amount after the same amount of time. r m 1 Interest compounded m times a year: re = 1 + m Interest compounded continuously: re = er 1

Cost function C (x): cost of producing x units. Marginal cost: C (x) x) : cost per unit when x units produced. Average cost function C (x) = C ( x Marginal average cost: C (x)
If the average cost is minimized, then average cost = marginal cost.

for x in

C (x ) x

= C (x ) .

REVENUE, PROFIT

If profit is maximal, then marginal revenue = marginal cost.

The number of units x maximizes profit if R (x) = C (x) and R (x) < C (x) .
PRICE ELASTICITY OF DEMAND

Demand curve: x = x(p) is the number of units demanded at price p.

Perpetuity: PV =

P reff

P er 1

BIOLOGY
In all the following models P (t): size of the population at time t; P0 = P (0) , the size of the population at time t = 0; r : coefficient of rate of growth.

EXPONENTIAL (MALTHUSIAN) GROWTH /

RESTRICTED GROWTH (A.K.A. LEARNING

LOGISTIC GROWTH MODEL

dP dt

EXPONENTIAL DECAY MODEL

dP dt

CURVE) MODEL
dP dt

= rP
P r>0 P0 r<0
0 t

Solution:
P (t) = P0 ert If r > 0 , this is exponential growth; if r < 0 , exponential decay.

A: long-term

= r (A P )

P P0 > A P0 < A
t

K : the carrying
capacity

= rP 1

P K

P P0 > k

asymptotic value of P Solution: P (t) = A+(P0 A)ert

k < P0 < k 2

P0 <

k 2
t

Solution:
P (t) = K

1+

K P0 P0

ert

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Demand (or price) function p(x): price charged per unit if x units sold. Revenue (or sales) function: R(x) = xp(x) Marginal revenue: R (x) Profit function: P (x) = R(x) C (x) Marginal profit function: P (x)

The present value (PV ) of an amount (A ) t years in the future is the amount of principal that, if invested at r yearly interest, will yield A after t years. r mt Interest compounded m times a year: PV = A 1 + m Interest compounded continuously: PV = Aert

PRESENT VALUE OF ANNUITIES AND PERPETUITIES

Present value of amount P paid yearly (starting next year) for t years or in perpetuity: 1. Interest compounded yearly 1 1 (1+ Annuity paid for t years: PV = P r )t r Perpetuity: PV = P r 2. Interest compounded continuously (1 ert ) (1 ert ) = erP Annuity paid for t years: PV = rP 1 eff

20593 38963

If C (x) > 0 , then to find the number of units (x) that minimizes average cost, solve

PRESENT VALUE OF FUTURE AMOUNT

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2. -square distribution: with mean and variance 2 : x 1 f (x ) = x 2 1 e 2 22 2 Gamma function: (x) = 0 tx1 et dt

P ( 2 X + 2 ) = 95.5%

INTEREST
-2 -1 0 1 2

Simple interest: P (t) = P0 (1 + r )t Compound interest r mt Interest compounded m times a year: P (t) = P0 1 + m Interest compounded continuously: P (t) = P0 ert

Writer: Anna Medvedovsky Design: Dan O. Williams Illustration: Matt Daniels, Dan O. Williams Series Editor: Sarah Friedberg

1. Normal distribution (or Bell curve) with mean and (x )2 1 variance : f (x ) = e 2 2 2 P ( X ) = 68.3%

95% 68%

FINANCE
P (t): the amount after t years. P0 = P (0) : the original amount invested (the principal). r : the yearly interest rate (the yearly percentage is 100 r % ).

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CONSUMER AND PRODUCER SURPLUS

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