MTHA4008A Calculus

Lecture Notebook

Joseph Connolly

November 29, 2024

Course Code: MTHA4008A

Course Name: Calculus
Lecturer: Prof. Mark Blyth and Dr Lorna Gregory
Date: November 29, 2024

1
MTHA4008A Calculus 2

Contents
1 Complex Numbers 6
1.1 Notation of Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2 Algebra of Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.1 Addition and Subtraction . . . . . . . . . . . . . . . . . . . . . . 6
1.2.2 Multiplication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.3 Division . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.4 Formal Laws of Addition and Multiplication of Complex Numbers 6
1.3 The Argand Diagram . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3.1 Properties of Modulus . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3.2 Calculating Argument of a Complex Number . . . . . . . . . . . . 7
1.4 Complex Exponential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5 Manipulation of Complex Numbers in Exponential Form . . . . . . . . . 7
1.5.1 Operations using Exponential Form . . . . . . . . . . . . . . . . . 7
1.5.2 Trigonometric (or Circular) and Hyperbolic Functions . . . . . . . 7
1.5.3 De Moivre’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.6 Roots of Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.6.1 Roots of Unity . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.6.2 Roots of a General Complex Number . . . . . . . . . . . . . . . . 8

2 Vectors 9
2.1 Introduction to Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.1.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2 Vector Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.3 Vector Operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.3.1 Vector Addition . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.3.2 Scalar Multiplication . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.4 Vector Lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.4.1 Example: Line Passing Through Two Points . . . . . . . . . . . . 10
2.5 Vector Planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.5.1 Equation of a Plane . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.5.2 Parametric Form of a Plane . . . . . . . . . . . . . . . . . . . . . 11
2.6 Properties of Vectors, Lines, and Planes . . . . . . . . . . . . . . . . . . 11
2.6.1 Distance from a Point to a Line . . . . . . . . . . . . . . . . . . . 11
2.6.2 Distance from a Point to a Plane . . . . . . . . . . . . . . . . . . 11
2.7 Dot Product and Cross Product . . . . . . . . . . . . . . . . . . . . . . . 12
2.7.1 Dot Product (Scalar Product) . . . . . . . . . . . . . . . . . . . . 12
2.7.2 Properties of the Dot Product . . . . . . . . . . . . . . . . . . . . 12
2.7.3 Example of Dot Product Calculation . . . . . . . . . . . . . . . . 12
2.7.4 Cross Product (Vector Product) . . . . . . . . . . . . . . . . . . . 12
2.7.5 Volume of a Parallelepiped . . . . . . . . . . . . . . . . . . . . . . 13
2.7.6 Calculation of Volume . . . . . . . . . . . . . . . . . . . . . . . . 13
2.7.7 Properties of the Cross Product . . . . . . . . . . . . . . . . . . . 13
MTHA4008A Calculus 3

3 Differentiation 14
3.1 Formal Definition of the Derivative . . . . . . . . . . . . . . . . . . . . . 14
3.2 Calculating the Derivatives of Functions . . . . . . . . . . . . . . . . . . 14
3.2.1 First Principles (Using the Definition) . . . . . . . . . . . . . . . 14
3.2.2 Standard Derivatives of Elementary Functions . . . . . . . . . . . 14
3.2.3 Properties and Rules for Differentiation . . . . . . . . . . . . . . . 14
3.2.4 Linearity and the Product Rule . . . . . . . . . . . . . . . . . . . 14
3.2.5 The Chain Rule (Function-of-a-Function Rule) . . . . . . . . . . . 14
3.2.6 The Quotient Rule . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.2.7 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.3 The Derivative as the Gradient of a Curve . . . . . . . . . . . . . . . . . 15
3.3.1 Gradients and Tangent Lines . . . . . . . . . . . . . . . . . . . . 15
3.3.2 Stationary Points, Maxima, and Minima . . . . . . . . . . . . . . 15
3.3.3 Classification of Stationary Points . . . . . . . . . . . . . . . . . . 15
3.4 Implicit Differentiation and Associated Techniques . . . . . . . . . . . . . 15
3.4.1 Implicit Differentiation . . . . . . . . . . . . . . . . . . . . . . . . 15
3.4.2 Parametric Relations . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.4.3 Differentiation of Inverse Functions . . . . . . . . . . . . . . . . . 16
3.5 Further Techniques for Differentiation . . . . . . . . . . . . . . . . . . . . 16
3.5.1 Logarithms and Powers . . . . . . . . . . . . . . . . . . . . . . . . 16
3.5.2 Leibniz’ Rule for Higher Derivatives of Products . . . . . . . . . . 16
3.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

4 Power series 18
4.1 Introduction and definitions . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.1.1 Series and convergence . . . . . . . . . . . . . . . . . . . . . . . . 18
4.1.2 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.1.3 Radius of Convergence for Power Series . . . . . . . . . . . . . . . 19
4.2 Properties of Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.2.1 Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.2.2 Scaling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.2.3 Addition and Subtraction . . . . . . . . . . . . . . . . . . . . . . 20
4.2.4 Multiplication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.2.5 Division . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.2.6 Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.2.7 Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.3 Maclaurin series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.3.2 Key Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.3.3 Common Maclaurin Series . . . . . . . . . . . . . . . . . . . . . . 23
4.4 Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
4.4.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
4.4.2 Terms in the Series . . . . . . . . . . . . . . . . . . . . . . . . . . 24
4.4.3 Taylor Polynomial of Order n . . . . . . . . . . . . . . . . . . . . 24
4.4.4 Remainder Term . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
4.4.5 Convergence of Taylor Series . . . . . . . . . . . . . . . . . . . . . 25
4.4.6 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
4.5 L’Hôpital’s Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
MTHA4008A Calculus 4

4.5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
4.5.2 Statement of L’Hôpital’s Rule . . . . . . . . . . . . . . . . . . . . 26
4.5.3 Conditions for L’Hôpital’s Rule . . . . . . . . . . . . . . . . . . . 26

5 Integration 27
5.1 The Definite Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
5.1.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
5.1.2 Geometric Interpretation . . . . . . . . . . . . . . . . . . . . . . . 27
5.1.3 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
5.1.4 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 28
5.1.5 Evaluation of Improper Integrals . . . . . . . . . . . . . . . . . . 28
5.1.6 Numerical Approximation . . . . . . . . . . . . . . . . . . . . . . 29
5.2 The fundamental theorems of calculus . . . . . . . . . . . . . . . . . . . 31
5.2.1 The First Fundamental Theorem of Calculus . . . . . . . . . . . . 31
5.2.2 The Second Fundamental Theorem of Calculus . . . . . . . . . . . 31
5.2.3 Applications and Remarks . . . . . . . . . . . . . . . . . . . . . . 31
5.3 The Indefinite Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.3.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.3.2 Key Properties of Indefinite Integrals . . . . . . . . . . . . . . . . 32
5.3.3 Interpretation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.3.4 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.3.5 Table of Standard Integrals . . . . . . . . . . . . . . . . . . . . . 33
5.4 General Methods of Integration . . . . . . . . . . . . . . . . . . . . . . . 33
5.4.1 Integration by Parts . . . . . . . . . . . . . . . . . . . . . . . . . 33
5.4.2 Partial Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
5.4.3 Trigonometric Integrals . . . . . . . . . . . . . . . . . . . . . . . . 34
5.4.4 Trigonometric Substitution . . . . . . . . . . . . . . . . . . . . . . 34
5.4.5 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 35
5.5 Reduction Formulae in Integration . . . . . . . . . . . . . . . . . . . . . 35
5.5.1 General Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
5.5.2 Key Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
5.5.3 Steps to Derive a Reduction Formula . . . . . . . . . . . . . . . . 35
5.6 Integrals Involving Trigonometric Functions . . . . . . . . . . . . . . . . 36
5.6.1 Integrals of sin(mx) sin(nx), etc. . . . . . . . . . . . . . . . . . . . 36
5.6.2 Integrals of sinN θ cosM θ . . . . . . . . . . . . . . . . . . . . . . . 36
5.7 Rational Functions of x . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5.7.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5.7.2 Key Indefinite Integrals from Previous Sections . . . . . . . . . . 36
5.7.3 Partial Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5.7.4 Polynomial Division . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.8 Tan Substitution for Integrands of Form f (cos θ, sin θ) . . . . . . . . . . . 37
5.8.1 Further Applications of Integration . . . . . . . . . . . . . . . . . 37
5.8.2 Surface Area of Solid of Revolution . . . . . . . . . . . . . . . . . 37

6 Ordinary differential Equations 38

6.1 First Order Ordinary Differential Equations (ODEs) . . . . . . . . . . . . 38
6.1.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
6.1.2 Types of First-Order ODEs . . . . . . . . . . . . . . . . . . . . . 38
MTHA4008A Calculus 5

6.1.3 Applications of First-Order ODEs . . . . . . . . . . . . . . . . . . 39

6.1.4 Direction Fields and Qualitative Analysis . . . . . . . . . . . . . . 40
6.1.5 Existence and Uniqueness of Solutions . . . . . . . . . . . . . . . 40
MTHA4008A Calculus 6

1 Complex Numbers
1.1 Notation of Complex Numbers
Complex numbers are typically represented in the form z = a + bi, where:

• a and b are real numbers,

• i is the imaginary unit, defined by i2 = −1.

1.2 Algebra of Complex Numbers

1.2.1 Addition and Subtraction
To add or subtract two complex numbers z1 = a + bi and z2 = c + di:

z1 + z2 = (a + c) + (b + d)i

z1 − z2 = (a − c) + (b − d)i

1.2.2 Multiplication
To multiply z1 = a + bi and z2 = c + di:

z1 · z2 = (ac − bd) + (ad + bc)i

1.2.3 Division
To divide z1 = a + bi by z2 = c + di:

z1 (a + bi)(c − di) ac + bd bc − ad
= 2 2
= 2 + 2 i
z2 c +d c + d2 c + d2

1.2.4 Formal Laws of Addition and Multiplication of Complex Numbers

Complex numbers satisfy the following formal properties:

• Commutative and associative properties for addition and multiplication.

• Distributive property: z1 (z2 + z3 ) = z1 z2 + z1 z3 .

MTHA4008A Calculus 7

1.3 The Argand Diagram

An Argand diagram is a graphical representation of complex numbers in the complex
plane.

1.3.1 Properties of Modulus

√
The modulus (or absolute value) of z = a + bi is |z| = a2 + b 2 .

1.3.2 Calculating Argument of a Complex Number

The argument arg(z) of z = a + bi is defined as the angle θ between z and the positive
real axis:  
−1 b
θ = tan
a

1.4 Complex Exponential

The complex exponential function is defined as:

eiθ = cos θ + i sin θ

This leads to Euler’s formula: z = reiθ , where r = |z| and θ = arg(z).

1.5 Manipulation of Complex Numbers in Exponential Form

1.5.1 Operations using Exponential Form
For two complex numbers z1 = r1 eiθ1 and z2 = r2 eiθ2 :

z1 · z2 = r1 r2 ei(θ1 +θ2 )
z1 r1
= ei(θ1 −θ2 )
z2 r2

1.5.2 Trigonometric (or Circular) and Hyperbolic Functions

eiz + e−iz
cos z =
2
eiz − e−iz
sin z =
2i
e − e−z
z
sinh z =
2
ez + e−z
cosh z =
2

1.5.3 De Moivre’s Theorem

For any integer n:
n
reiθ = rn einθ
This implies (cos θ + i sin θ)n = cos(nθ) + i sin(nθ).
MTHA4008A Calculus 8

1.6 Roots of Complex Numbers

1.6.1 Roots of Unity
The n-th roots of unity are given by ei2πk/n for k = 0, 1, . . . , n − 1.

1.6.2 Roots of a General Complex Number

To find the n-th roots of a complex number z = reiθ :

z 1/n = r1/n ei(θ+2πk)/n for k = 0, 1, . . . , n − 1

MTHA4008A Calculus 9

2 Vectors
2.1 Introduction to Vectors
A vector is a mathematical object that has both magnitude and direction. Vectors are
used to represent quantities such as velocity, force, and displacement.

2.1.1 Notation
Vectors are represented as bold letters, such as a, b, or v, or by arrows above letters, like
⃗a or ⃗v .

2.2 Vector Representation

A vector in a 2D or 3D space can be represented as:
 
vx
v = vy 
vz

where vx , vy , and vz are the components along the x, y, and z axes, respectively.

2.3 Vector Operations

2.3.1 Vector Addition
   
ax bx
If a = ay and b = by , then the sum a + b is:
  
az bz
 
ax + b x
a + b =  ay + b y 
az + b z

2.3.2 Scalar Multiplication

 
ax
For a scalar k and vector a = ay , the scalar multiplication ka is:

az
 
k · ax
ka = k · ay 
k · az
MTHA4008A Calculus 10

2.4 Vector Lines

In 3D space, the equationof aline passing through a point P0 = (x0 , y0 , z0 ) and parallel
dx
to a direction vector d = dy  can be written in parametric form as:
dz
   
x0 dx
r(t) = P0 + td =  y0  + t dy 
z0 dz

where t is a scalar parameter.

This expands to: 

x = x0 + tdx

y = y0 + tdy

z = z0 + tdz


2.4.1 Example: Line Passing Through Two Points

If the line passes through two points P0 = (x0 , y0 , z0 ) and P1 = (x1 , y1 , z1 ), the direction
vector d can be found as:  
x1 − x0
d =  y1 − y0 
z1 − z0
Then the line equation is:
   
x0 x1 − x0
r(t) =  y0  + t  y1 − y0 
z0 z1 − z0
MTHA4008A Calculus 11

2.5 Vector Planes

A plane
 in 3D space can be defined by a point P0 = (x0 , y0 , z0 ) and a normal vector
a
n =  b , which is perpendicular to the plane.
c

2.5.1 Equation of a Plane

The equation of a plane can be derived from the point-normal form:

a(x − x0 ) + b(y − y0 ) + c(z − z0 ) = 0

which simplifies to:

ax + by + cz = d
where d = ax0 + by0 + cz0 .

2.5.2 Parametric Form of a Plane

A plane can also be expressed in parametric form. If P0 is a point on the plane, and u
and v are two non-parallel vectors lying on the plane, then any point P on the plane can
be written as:
P = P0 + su + tv
where s and t are scalar parameters.

2.6 Properties of Vectors, Lines, and Planes

2.6.1 Distance from a Point to a Line
The shortest distance D from a point P to a line defined by point P0 and direction vector
d is:
|d × (P − P0 )|
D=
|d|

2.6.2 Distance from a Point to a Plane

The distance D from a point P = (x1 , y1 , z1 ) to a plane defined by ax + by + cz = d is:

|ax1 + by1 + cz1 − d|

D= √
a2 + b 2 + c 2
MTHA4008A Calculus 12

2.7 Dot Product and Cross Product

2.7.1 Dot Product (Scalar Product)
The dot product (or scalar product) of two vectors a and b is defined as:

a · b = ax b x + ay b y + az b z
   
ax bx
where a = ay and b = by .
  
az bz
Alternatively, the dot product can be expressed in terms of the magnitudes of the
vectors and the cosine of the angle θ between them:

a · b = |a||b| cos θ

where |a| and |b| denote the magnitudes of a and b, respectively.

2.7.2 Properties of the Dot Product

• Commutative Property: a · b = b · a

• Distributive Property: a · (b + c) = a · b + a · c

• Scalar Multiplication: (ka) · b = k(a · b) for a scalar k

• Orthogonal Vectors: If a · b = 0, then a and b are perpendicular.

2.7.3 Example of Dot Product Calculation

   
2 5
Let a = 3 and b = 6. Then:
4 7

a · b = (2)(5) + (3)(6) + (4)(7) = 10 + 18 + 28 = 56

2.7.4 Cross Product (Vector Product)

The cross product (or vector product) of two vectors a and b is a vector perpendicular
to both a and b, given by:
î ĵ k̂
a × b = ax ay az
bx by bz
where î, ĵ, and k̂ are the unit vectors along the x, y, and z axes. Expanding this
determinant yields:  
ay b z − az b y
a × b =  az b x − ax b z 
ax b y − ay b x
The magnitude of a × b is:
|a × b| = |a||b| sin θn̂
where θ is the angle between a and b.
MTHA4008A Calculus 13

2.7.5 Volume of a Parallelepiped

The volume V of a parallelepiped formed by three vectors a, b, and c can be calculated
using the scalar triple product:

V = |a · (b × c)|
This represents the absolute value of the dot product of one vector with the cross
product of the other two.

2.7.6 Calculation of Volume

To calculate the volume, follow these steps:

1. Compute the cross product b × c.

2. Take the dot product of a with the result from step 1.

3. Take the absolute value of the result.

2.7.7 Properties of the Cross Product

• Anti-commutative Property: a × b = −(b × a)

• Distributive Property: a × (b + c) = a × b + a × c

• Parallel Vectors: If a ∥ b, then a × b = 0 (zero vector).

• Right-Hand Rule: The direction of a × b follows the right-hand rule, where

curling the fingers from a to b results in the thumb pointing in the direction of
a × b.
MTHA4008A Calculus 14

3 Differentiation
3.1 Formal Definition of the Derivative
The derivative of a function f (x) at a point x = a is defined as:
f (a + h) − f (a)
f ′ (a) = lim
h→0 h
where h represents a small increment in x. This definition is based on the concept of the
limit.

3.2 Calculating the Derivatives of Functions

3.2.1 First Principles (Using the Definition)
The derivative of f (x) can be calculated from first principles using:
f (x + h) − f (x)
f ′ (x) = lim
h→0 h

3.2.2 Standard Derivatives of Elementary Functions

Here are some standard derivatives:
• d
dx
(c) = 0 where c is a constant.

• d
dx
(xn ) = nxn−1 .

• d
dx
(sin x) = cos x.

• d
dx
(cos x) = − sin x.

• d
dx
(ex ) = ex .

3.2.3 Properties and Rules for Differentiation

Some useful properties for differentiation include:
• Linearity: d
dx
(af (x) + bg(x)) = af ′ (x) + bg ′ (x).

• Product Rule: (f · g)′ = f ′ g + f g ′ .

3.2.4 Linearity and the Product Rule

The linearity property allows us to differentiate sums of functions, while the product rule
states:
d
(f (x) · g(x)) = f ′ (x)g(x) + f (x)g ′ (x)
dx

3.2.5 The Chain Rule (Function-of-a-Function Rule)

The chain rule is used when differentiating a composition of functions:
d
f (g(x)) = f ′ (g(x)) · g ′ (x)
dx
MTHA4008A Calculus 15

3.2.6 The Quotient Rule

For two functions f (x) and g(x), the quotient rule is given by:

f ′ (x)g(x) − f (x)g ′ (x)

 
d f (x)
=
dx g(x) (g(x))2

3.2.7 Examples
Consider finding the derivative of f (x) = x3 + 3x2 + 2x. By applying the power rule, we
get:
f ′ (x) = 3x2 + 6x + 2

3.3 The Derivative as the Gradient of a Curve

3.3.1 Gradients and Tangent Lines
The derivative at a point gives the gradient of the tangent line to the curve at that point.
If y = f (x), then the equation of the tangent line at x = a is:

y − f (a) = f ′ (a)(x − a)

3.3.2 Stationary Points, Maxima, and Minima

Stationary points occur where f ′ (x) = 0. At these points, f (x) may have a local maxi-
mum, local minimum, or a saddle point.

3.3.3 Classification of Stationary Points

To classify stationary points:

• If f ′′ (x) > 0, it is a local minimum.

• If f ′′ (x) < 0, it is a local maximum.

• If f ′′ (x) = 0, the test is inconclusive.

3.4 Implicit Differentiation and Associated Techniques

3.4.1 Implicit Differentiation
When y is defined implicitly in terms of x, we differentiate both sides of the equation
dy
with respect to x and solve for dx .

3.4.2 Parametric Relations

dy
For functions defined parametrically as x = f (t) and y = g(t), the derivative dx
can be
found as:
dy
dy dt
= dx
dx dt
MTHA4008A Calculus 16

3.4.3 Differentiation of Inverse Functions

If we have a functional relationship y = f (x), which can also be expressed in the form
x = F (y), then the function F is said to be an inverse of the original function f and
vice-versa. We often write this as

F (y) = f −1 (y) or f (x) = F −1 (x). (1)

Now suppose that we want to differentiate f , but only know how to differentiate its
inverse F . We write
y = f (x) =⇒ x = F (y). (2)
Then we differentiate both sides of the second equation with respect to x, using
implicit differentiation:
dF dy
1= . (3)
dy dx
Hence,
dy 1 1
= dF = ′ . (4)
dx dy
F (y)
dy
This gives us an expression for f ′ (x) = dx , however, it is in terms of y rather than x.
We should use the expression y = f (x) to convert it back. This yields:

dy 1
f ′ (x) = = ′ . (5)
dx F (f (x))

3.5 Further Techniques for Differentiation

3.5.1 Logarithms and Powers
To differentiate functions of the form xx , logarithmic differentiation can be used:

y = xx ⇒ ln y = x ln x

3.5.2 Leibniz’ Rule for Higher Derivatives of Products

For higher derivatives of a product of some function f (x) and g(x), Leibniz’s rule is:
n  
dn X n (k) (n−k)
f (g)g(x) = f g
dxn k=0
k
MTHA4008A Calculus 17

3.6 Summary
Elementary Functions
You should know all the standard results below, which may be freely quoted in your work
(unless you are asked to derive one from first principles).

f (x) f ′ (x)
xn nxn−1
kx
e kekx
1
log kx x
sin(kx) k cos(kx)
cos(kx) −k sin(kx)
sinh(kx) cosh(kx)
cosh(kx) sinh(kx)

In the table above, n and k are constants.

Rules of Differentiation
You should know the following rules and be able to apply them:

• Linearity

• Product Rule

• Chain Rule

• Leibniz’ Rule

You do not need to know the proofs / derivations of these rules.

Techniques of Differentiation
You should understand and be able to use the following techniques:

1. Finding and characterising stationary points, and using this information to sketch
curves.

2. Implicit differentiation (including computing derivatives of inverse functions and

gradients of parametric curves)

3. Use of mathematical induction to prove relations involving derivatives.

MTHA4008A Calculus 18

4 Power series
4.1 Introduction and definitions
4.1.1 Series and convergence
Given a sequence of numbers, c0 , c1 , c2 , . . ., we define the infinite series
∞
X
S= cn = c0 + c1 + c2 + . . . , (5.1)
n=0

and the N th partial sum

N
X
SN = cn = c0 + c1 + c2 + · · · + cN . (5.2)
n=0

We say that the series converges if the partial sums SN converge as N tends to
infinity. The series is then equal to the limit of the partial sums:

S = lim SN . (5.3)
N →∞

4.1.2 Power Series

We now consider sums where the nth term is of the form an xn , where the an for
n = 0, 1, 2, . . . are numerical coefficients. Partial sums with terms of this form are poly-
nomials:
XN
SN (x) = an x n . (5.4)
n=0

The infinite sum

∞
X
an x n (5.5)
n=0

is known as a power series.

P∞
A more general form of power series is r=0 br (x − x0 )r , sometimes known as a power
series about the point x = x0 .
MTHA4008A Calculus 19

4.1.3 Radius of Convergence for Power Series

Depending on the values of the coefficients an , the power series
∞
X
an x n (5.6)
n=0

may converge for all values of x, or only for certain values of x.

Theorem: Every power series ∞ r

P
r=0 ar x has a radius of convergence R, which is
either zero, a positive real number, or infinity.

1. If R = 0, then the series converges for x = 0, but not for any other x.

2. If R ∈ R+ , then the series converges for all x ∈ C such that |x| < R, and does not
converge for |x| > R.

3. If R = ∞, then the series converges for all x ∈ C.

If the limit limr→∞ |ar+1 /ar | exists, then the radius of convergence is given by
1
R= (5.7)
limr→∞ ar+1
ar

Note that the theorem does not say anything about whether the power series converges
when |x| = R, and nothing about the numerical value of the infinite sum when it does
converge.
MTHA4008A Calculus 20

4.2 Properties of Power Series

4.2.1 Uniqueness
Each power series expansion of a function around a point a is unique. If two power series
∞
X ∞
X
cn (x − a)n and dn (x − a)n
n=0 n=0

are equal for all x within their radius of convergence, then cn = dn for all n.

4.2.2 Scaling
If f (x) = ∞ n
P
n=0 cn (x − a) , then for any constant α,

∞
X
αf (x) = αcn (x − a)n .
n=0

Thus, multiplying a power series by a constant scales each term by that constant.

4.2.3 Addition and Subtraction

If f (x) = ∞
P n
P∞ n
n=0 cn (x − a) and g(x) = n=0 dn (x − a) , then:

∞
X
f (x) ± g(x) = (cn ± dn )(x − a)n .
n=0

Addition and subtraction of power series is done term by term.

4.2.4 Multiplication
If f (x) = ∞
P n
P∞ n
n=0 cn (x−a) and g(x) = n=0 dn (x−a) , then the product h(x) = f (x)·g(x)
is:
∞ n
!
X X
h(x) = ck dn−k (x − a)n .
n=0 k=0

Each term in h(x) is a sum of products of terms from f (x) and g(x) whose indices add
up to n.

4.2.5 Division
For division, if f (x) = ∞
P n
P∞ n
n=0 cn (x − a) and g(x) = n=0 dn (x − a) with d0 ̸= 0, we can
express the quotient h(x) = fg(x)
(x)
as a power series:
∞
X
h(x) = en (x − a)n .
n=0

The coefficients en can be determined recursively, but this process is more complex and
often requires the use of the convolution of series.
MTHA4008A Calculus 21

4.2.6 Differentiation
If f (x) = ∞ n ′
P
n=0 cn (x − a) , then the derivative f (x) is:

∞
X
′
f (x) = ncn (x − a)n−1 .
n=1

Differentiation of a power series is done term by term and reduces the power of each term
by 1 while multiplying by its index.

4.2.7 Integration
If f (x) = ∞ n
P
n=0 cn (x − a) , then an antiderivative of f (x) is:

Z ∞
X cn
f (x) dx = (x − a)n+1 + C,
n=0
n + 1

where C is the constant of integration. Integration of a power series is done term by

term, increasing the power of each term by 1 and dividing by the new power.
MTHA4008A Calculus 22

4.3 Maclaurin series

4.3.1 Introduction
A Maclaurin series is a special case of a Taylor series, centered at x = 0. It provides a
way to represent a function as an infinite sum of powers of x:
∞
X f (n) (0)
f (x) = xn
n=0
n!
where:

• f (n) (0) is the n-th derivative of f (x) evaluated at x = 0.

• n! is the factorial of n.

4.3.2 Key Concepts

• Convergence:

– A Maclaurin series converges to a function f (x) within a certain interval of

convergence.
– The interval of convergence can be determined using various tests, such as the
ratio test or the root test.

• Radius of Convergence:

– The radius of convergence, R, is the distance from the center of the series
(x = 0) to the nearest point where the series diverges.
– The series converges absolutely for |x| < R and diverges for |x| > R.

• Remainder Term:

– The remainder term, Rn (x), represents the difference between the actual func-
tion value and the n-th partial sum of the series.
– Taylor’s theorem provides bounds for the remainder term, which can be used
to estimate the error in approximations.
MTHA4008A Calculus 23

4.3.3 Common Maclaurin Series

Here are some common functions and their corresponding Maclaurin series:

∞
x
X xn x2 x3
e = =1+x+ + + ···
n=0
n! 2! 3!
∞
X (−1)n 2n+1 x3 x5
sin(x) = x =x− + − ···
n=0
(2n + 1)! 3! 5!
∞
X (−1)n x2 x4
cos(x) = x2n = 1 − + − ···
n=0
(2n)! 2! 4!
∞
1 X
= xn = 1 + x + x2 + x3 + · · · (for |x| < 1)
1−x n=0
∞
X (−1)n+1 n x2 x3
ln(1 + x) = x =x− + − ··· (for |x| < 1)
n=1
n 2 3
MTHA4008A Calculus 24

4.4 Taylor Series

The Taylor series is an infinite series that represents a function as a sum of its derivatives
at a specific point. It provides a way to approximate functions using polynomials.

4.4.1 Definition
Let f (x) be a function that is infinitely differentiable at x = a. The Taylor series of
f (x) about x = a is given by:
∞
X f (n) (a)
f (x) = (x − a)n
n=0
n!

where:
• f (n) (a) is the n-th derivative of f (x) evaluated at x = a.
• n! is the factorial of n.
• (x − a)n represents the n-th power of (x − a).

4.4.2 Terms in the Series

Expanding the series up to the first few terms, we get:

f ′′ (a) f ′′′ (a)

f (x) = f (a) + f ′ (a)(x − a) + (x − a)2 + (x − a)3 + . . .
2! 3!

4.4.3 Taylor Polynomial of Order n

The Taylor polynomial of order n, also known as the n-th degree Taylor approximation
of f (x) about x = a, is:
n
X f (k) (a)
Pn (x) = (x − a)k
k=0
k!

This polynomial can be used as an approximation for f (x) near x = a.

4.4.4 Remainder Term

The remainder term Rn (x) represents the error between the Taylor polynomial Pn (x)
and the actual function f (x). The remainder after n terms is given by:

Rn (x) = f (x) − Pn (x)

One common form for the remainder, known as the Lagrange form of the remainder,
is:

f (n+1) (c)
Rn (x) = (x − a)n+1
(n + 1)!

where c is some point between a and x.

MTHA4008A Calculus 25

4.4.5 Convergence of Taylor Series

A Taylor series converges to f (x) if:

lim Rn (x) = 0
n→∞

This means that as we take more terms in the series, the approximation becomes more
accurate.

4.4.6 Examples
• Taylor Series for ex about x = a:
∞
x
X ea
e = (x − a)n
n=0
n!

• Taylor Series for sin(x) about x = a:

∞
X (−1)n
sin(x) = (x − a)2n+1
n=0
(2n + 1)!

• Taylor Series for cos(x) about x = a:

∞
X (−1)n
cos(x) = (x − a)2n
n=0
(2n)!
MTHA4008A Calculus 26

4.5 L’Hôpital’s Rule

4.5.1 Introduction
L’Hôpital’s Rule is a method for finding limits of indeterminate forms. It is particularly
useful when evaluating limits that result in the forms 00 or ∞
∞
.

4.5.2 Statement of L’Hôpital’s Rule

If f (x) and g(x) are functions such that:

• limx→c f (x) = 0 and limx→c g(x) = 0 (or both limits approach ∞),

• g ′ (x) ̸= 0 for x near c,

• f and g are differentiable near c,

then:
f (x) f ′ (x)
lim = lim ′
x→c g(x) x→c g (x)

provided the limit on the right side exists.

4.5.3 Conditions for L’Hôpital’s Rule

The following conditions must be satisfied to apply L’Hôpital’s Rule:
0 ∞
1. The limit must be of the form 0
or ∞
.

2. The functions f and g must be differentiable in an open interval around c, except

possibly at c itself.

3. The derivative g ′ (x) must not be zero in the interval around c.

f ′ (x)
4. The limit limx→c g ′ (x)
must exist or be ±∞.
MTHA4008A Calculus 27

5 Integration
5.1 The Definite Integral
5.1.1 Definition
The definite integral of a function f (x) from a to b is defined as:
Z b
f (x) dx = F (b) − F (a)
a

where F (x) is an antiderivative of f (x).

5.1.2 Geometric Interpretation

The definite integral represents the net area under the curve of f (x) from x = a to
x = b.
MTHA4008A Calculus 28

5.1.3 Properties
• Linearity: Z b Z b Z b
[c · f (x) + g(x)] dx = c f (x) dx + g(x) dx
a a a
where c is a constant.

• Consecutive Limits:
Z b Z c Z c
f (x) dx + f (x) dx = f (x) dx
a b a

for any c between a and b.

• Antisymmety in Limits:
Z b Z a
f (x) dx = − f (x) dx
a b

5.1.4 Improper Integrals

An improper integral is an integral that has one or more of the following characteristics:

• The interval of integration is infinite, such as:

Z ∞
f (x) dx
a

• The integrand has an infinite discontinuity at some point in the interval, such as:
Z b
f (x) dx where f (x) is undefined at c ∈ [a, b]
a

5.1.5 Evaluation of Improper Integrals

To evaluate an improper integral, we take the limit of a proper integral:

• For an infinite interval:

Z ∞ Z b
f (x) dx = lim f (x) dx
a b→∞ a

• For an infinite discontinuity:

Z b Z c Z b
f (x) dx = lim f (x) dx + lim f (x) dx
a c→c0 a d→c0 d

where c0 is the point of discontinuity.

MTHA4008A Calculus 29

5.1.6 Numerical Approximation

When an integral cannot be evaluated analytically, we can use numerical approxima-
tion methods. Two common methods are:

Riemann integral
Let f : [a, b] → R be a bounded function. A partition P of the interval [a, b] is a finite
sequence of points:
P = {x0 , x1 , . . . , xn }
where a = x0 < x1 < . . . < xn = b.

The Riemann sum S(P, f ) for the partition P is given by:

n
X
S(P, f ) = f (ci )∆xi
i=1

where ci ∈ [xi−1 , xi ] and ∆xi = xi − xi−1 .

The Riemann integral of f from a to b is defined as:

Z b
f (x) dx = lim S(P, f )
a ||P ||→0

if this limit exists.

Trapezoidal Rule
The Trapezoidal Rule approximates the area under the curve by dividing it into trape-
zoids: Z b
b−a
f (x) dx ≈ (f (a) + f (b))
a 2
For multiple intervals, the formula becomes:
n−1
!
Z b
h X
f (x) dx ≈ f (x0 ) + 2 f (xi ) + f (xn )
a 2 i=1

b−a
where h = n
and xi = a + ih.
MTHA4008A Calculus 30

Simpson’s Rule
The Simpson’s Rule provides a more accurate approximation by using parabolic seg-
ments: Z b    
b−a a+b
f (x) dx ≈ f (a) + 4f + f (b)
a 6 2
For multiple intervals (even n), the formula is:
n−1 n−2
!
Z b
h X X
f (x) dx ≈ f (x0 ) + 4 f (xi ) + 2 f (xi ) + f (xn )
a 3 i=1, odd i=2, even

b−a
where h = n
.
MTHA4008A Calculus 31

5.2 The fundamental theorems of calculus

The Fundamental Theorems of Calculus link the concept of differentiation and inte-
gration, two core ideas in calculus. There are two primary theorems, which are stated
as follows:

5.2.1 The First Fundamental Theorem of Calculus

Let f be a continuous function on the interval [a, b], and let F be defined as:
Z x
F (x) = f (t) dt, for x ∈ [a, b].
a

Then F is continuous on [a, b], differentiable on (a, b), and its derivative is given by:

F ′ (x) = f (x), for all x ∈ (a, b).

Interpretation: The first theorem states that the derivative of the integral of a
function is the original function. In other words, integration and differentiation are
inverse operations.

5.2.2 The Second Fundamental Theorem of Calculus

Let f be a continuous function on [a, b] and let F be any antiderivative of f on [a, b]
(i.e., F ′ (x) = f (x) for all x ∈ [a, b]). Then:
Z b
f (x) dx = F (b) − F (a).
a

Interpretation: The second theorem allows us to evaluate the definite integral of

a function using any of its antiderivatives. It provides a practical way to compute
definite integrals without directly calculating the limit of Riemann sums.

5.2.3 Applications and Remarks

• The First Fundamental Theorem establishes the connection between differentia-
tion and integration.

• The Second Fundamental Theorem simplifies the computation of definite inte-

grals by finding an antiderivative.

• These theorems are essential in solving real-world problems involving rates of

change and accumulation, such as in physics, engineering, and economics.
MTHA4008A Calculus 32

5.3 The Indefinite Integral

The indefinite integral represents a family of functions whose derivative is the given
function. It is the reverse process of differentiation and is also called antidifferentia-
tion.

5.3.1 Definition
Let F (x) be a function such that:

F ′ (x) = f (x),

for all x in the domain of f . The indefinite integral of f (x) is written as:
Z
f (x) dx = F (x) + C,

where C is the constant of integration.

5.3.2 Key Properties of Indefinite Integrals

1. Linearity: Z Z Z
[af (x) + bg(x)] dx = a f (x) dx + b g(x) dx,

where a and b are constants.

2. Power Rule:
xn+1
Z
xn dx = + C, for n ̸= −1.
n+1
3. Constant Rule:
Z
c dx = cx + C, where c is a constant.

5.3.3 Interpretation
The indefinite integral represents all possible antiderivatives of a function. The
constant of integration C accounts for the fact that differentiation of a constant is
zero.

5.3.4 Applications
• Finding the general solution of differential equations.

• Solving problems involving motion and accumulation.

• Deriving functions from known rates of change.

MTHA4008A Calculus 33

5.3.5 Table of Standard Integrals

Function
R Integral
k dx kx + C
xn+1
R n
R x1 dx n+1
+ C (n ̸= −1)
R xx dx ln |x| + C
R e x dx ex + C
ax

R a dx ln a
+ C (a > 0, a ̸= 1)
R sin x dx − cos x + C
R cos2 x dx sin x + C
R sec2 x dx tan x + C
R csc x dx − cot x + C
R sec x tan x dx sec x + C
csc
R x1cot x dx − csc x + C
2 dx arcsin x + C
√
R 1−x−1
2 dx arccos x + C
√
R 1−x1
1+x2
dx arctan x + C

5.4 General Methods of Integration

Substitution
¸ Method Used when an integral contains a composite function. If u =
g(x), then du = g ′ (x)dx and:
Z Z
′
f (g(x))g (x) dx = f (u) du

Example: Z
2x cos(x2 ) dx

Let u = x2 , so du = 2x dx. The integral becomes:

Z
cos(u) du = sin(u) + C = sin(x2 ) + C

5.4.1 Integration by Parts

Based on the product rule for differentiation. For functions u(x) and v(x):
Z Z
u dv = uv − v du

Example: Z
xex dx

Let u = x and dv = ex dx, so du = dx and v = ex . Then:

Z Z
xe dx = xe − ex dx = xex − ex + C = ex (x − 1) + C
x x
MTHA4008A Calculus 34

5.4.2 Partial Fractions

P (x)
Used when integrating rational functions. Decompose a fraction Q(x)
into simpler
fractions if deg(P ) < deg(Q):

P (x) A B
= + + ···
Q(x) (x − a) (x − b)
Example: Z
1
dx
x2 −1
1 1 A B
Decompose: x2 −1
= (x−1)(x+1)
= x−1
+ x+1
. Solve for A and B:

1 1/2 1/2
= −
x2 − 1 x−1 x+1
Integrate: Z
1 1 1
dx = ln |x − 1| − ln |x + 1| + C
x2 −1 2 2

5.4.3 Trigonometric Integrals

Used for integrals involving trigonometric functions. Some standard formulas include:
Z Z Z
n n
sin (x) dx, cos (x) dx, sinm (x) cosn (x) dx

Reduction Example:
1 − cos(2x)
Z Z
2 x sin(2x)
sin (x) dx = dx = − +C
2 2 4

5.4.4 Trigonometric Substitution

√ √ √
Used for integrals involving square roots such as a2 − x2 , a2 + x2 , or x2 − a2 :
√
• Substitute x = a sin θ for a2 − x2
√
• Substitute x = a tan θ for a2 + x2
√
• Substitute x = a sec θ for x2 − a2
Example: Z
dx
√
4 − x2
Substitute x = 2 sin θ, so dx = 2 cos θ dθ:
Z Z Z
dx 2 cos θ dθ
√ = = dθ = θ + C
4 − x2 2 cos θ

Back-substitute: θ = arcsin x2 , so:

Z
dx x
√ = arcsin +C
4 − x2 2
MTHA4008A Calculus 35

5.4.5 Improper Integrals

Used for integrals with infinite limits or discontinuities. Compute as a limit:
Z ∞ Z b
f (x) dx = lim f (x) dx
a b→∞ a

Example:
Z ∞ Z b  b  
1 −2 1 1 1
dx = lim x dx = lim − = − + =1
1 x2 b→∞ 1 b→∞ x 1 b 1

5.5 Reduction Formulae in Integration

Reduction formulae are a powerful tool in calculus that allow us to express an integral in
terms of another integral with a lower parameter. These formulae are particularly useful
for solving recursive integrals. Below are key concepts and examples:

5.5.1 General Form

A reduction formula typically takes the form:
In = f (n) + g(n) · In−1
where In represents the integral dependent on a parameter n, and f (n), g(n) are functions
of n.

5.5.2 Key Examples

1. Reduction Formula for sinn (x) dx:
R

sinn−1 (x) cos(x) n − 1

Z Z
n
In = sin (x) dx = − + sinn−2 (x) dx
n n
R
2. Reduction Formula for cosn (x) dx:
cosn−1 (x) sin(x) n − 1
Z Z
n
In = cos (x) dx = + cosn−2 (x) dx
n n
R
3. Reduction Formula for xn ex dx:
Z Z
n x n x
In = x e dx = x e − n xn−1 ex dx

5.5.3 Steps to Derive a Reduction Formula

1. Express the integral: Begin by expressing the integral in terms of the given
function and its derivatives.
R R
2. Apply integration by parts: Use the formula u dv = uv − v du to split the
integral into simpler components.
3. Simplify and relate: Relate the resulting integral back to the original integral
with a lower parameter.
MTHA4008A Calculus 36

5.6 Integrals Involving Trigonometric Functions

5.6.1 Integrals of sin(mx) sin(nx), etc.
When dealing with products of trigonometric functions such as sin(mx) sin(nx) or
cos(mx) cos(nx), use trigonometric identities to simplify expressions. Identities like:
1
sin(mx) sin(nx) = [cos((m − n)x) − cos((m + n)x)]
2
are helpful for rewriting products into sums or differences.

5.6.2 Integrals of sinN θ cosM θ

For powers of sine and cosine, the following strategies apply:

• If one power is odd: Use the Pythagorean identity sin2 θ + cos2 θ = 1.

• If both powers are even: Apply half-angle identities like sin2 θ = 21 (1−cos(2θ)).

5.7 Rational Functions of x

5.7.1 Definitions
A rational function is expressed as:

P (x)
R(x) = ,
Q(x)

where P (x) and Q(x) are polynomials.

5.7.2 Key Indefinite Integrals from Previous Sections

Useful integrals include:

• x1 dx = ln |x| + C,
R

n+1
• xn dx = xn+1 + C (n ̸= −1),
R

• x2 +a
R 1 1 x


2 dx = a arctan a + C.

5.7.3 Partial Fractions

For proper fractions, partial fraction decomposition simplifies integration. Steps
include:

1. Factorizing the denominator.

2. Expressing the function as a sum of simpler fractions.

3. Solving for constants.

MTHA4008A Calculus 37

5.7.4 Polynomial Division

For improper fractions, use polynomial division to rewrite:
P (x) R(x)
= T (x) + ,
Q(x) Q(x)
R(x)
where T (x) is the quotient and Q(x)
is a proper fraction.

5.8 Tan Substitution for Integrands of Form f (cos θ, sin θ)

For integrals involving cos θ and sin θ, substitute:
1 − t2
 
θ 2t
t = tan , cos θ = , sin θ = .
2 1 + t2 1 + t2
This reduces the integrand to a rational function of t.

5.8.1 Further Applications of Integration

Length of a Curve
The arc length of a curve y = f (x) is given by:
s  2
Z b
dy
L= 1+ dx.
a dx
For parametric equations, it becomes:
s
Z t2  2  2
dx dy
L= + dt.
t1 dt dt

Volume of Solid of Revolution

The volume of a solid formed by rotating y = f (x) around the x-axis:
Z b
V =π [f (x)]2 dx.
a

For rotation around the y-axis:

Z d
V =π [g(y)]2 dy.
c

5.8.2 Surface Area of Solid of Revolution

The surface area for rotation around the x-axis is:
s  2
Z b
dy
A = 2π f (x) 1 + dx.
a dx
For rotation around the y-axis:
s 2
Z d 
dx
A = 2π g(y) 1 + dy.
c dy
MTHA4008A Calculus 38

6 Ordinary differential Equations

6.1 First Order Ordinary Differential Equations (ODEs)
6.1.1 Definition
A first-order ODE is an equation of the form:
dy
= f (x, y),
dx
where f (x, y) is a given function of x and y. The solution is a function y(x) that satisfies
the equation.

6.1.2 Types of First-Order ODEs

Separable Equations
An ODE is separable if it can be written as:
dy
= g(x)h(y),
dx
or equivalently:
1
dy = g(x) dx.
h(y)
Steps to solve:

1. Rewrite the equation to separate x and y.

2. Integrate both sides: Z Z

1
dy = g(x) dx.
h(y)

3. Solve for y(x), if possible.

Homogeneous Equations
A homogeneous ODE has the form:
dy y
=F .
dx x
Substitution: Let v = xy , hence y = vx and dy
dx
dv
= v + x dx . Steps:
y
1. Substitute v = x
into the equation.

2. Solve the resulting separable equation for v.

y
3. Back-substitute v = x
to find y(x).
MTHA4008A Calculus 39

Exact Equations
An ODE is exact if it can be written as:

M (x, y) dx + N (x, y) dy = 0,

where M and N satisfy the exactness condition:

∂M ∂N
= .
∂y ∂x
Steps to solve:

1. Find a potential function Φ(x, y) such that:

∂Φ ∂Φ
= M, = N.
∂x ∂y

2. Solve for Φ(x, y) = C, where C is a constant.

Linear Equations
A linear ODE has the standard form:
dy
+ P (x)y = Q(x).
dx
Solution:

1. Multiply through by the integrating factor:

R
P (x) dx
µ(x) = e .

2. Rewrite the equation as:

d
[µ(x)y] = µ(x)Q(x).
dx
3. Integrate both sides: Z
µ(x)y = µ(x)Q(x) dx.

4. Solve for y(x).

6.1.3 Applications of First-Order ODEs

First-order ODEs arise in various applications:

• Population growth and decay ( dx

dy
= ky).

• Newton’s law of cooling ( dT

dt
= −k(T − Tambient )).

• Mixing problems: Concentration of substances in a tank over time.

• RL circuits in electrical engineering.

MTHA4008A Calculus 40

6.1.4 Direction Fields and Qualitative Analysis

dy
The direction field of an ODE is a graphical representation of the slopes dx = f (x, y) at
various points in the (x, y)-plane. It provides a qualitative understanding of the solution
behavior.
To sketch:

• Plot small line segments at sample points (x, y), with slopes given by f (x, y).

• Observe how the segments form a trajectory, showing the solution curves.

6.1.5 Existence and Uniqueness of Solutions

The existence and uniqueness theorem states:

• If f (x, y) and ∂f
∂y
are continuous in a region around a point (x0 , y0 ), then there
exists a unique solution passing through (x0 , y0 ).