The Mathematics Handbook v4

The Mathematics Handbook
Alexander Spartalis
http://mathscheats.weebly.com/
V4.1: 2nd of June, 2019

Contents
1 Introduction to Differential Calculus 4

1.1 Slope of a Line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2 Notation for Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Definition of the Univariate Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4 Rules of Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5 Generalised Rules of Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.6 Logarithmic Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.7 Tangent of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.8 Normal of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.9 Angles Between Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.10 Concavity Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.11 Univariate Critical Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.12 Fundamental Theorem of Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.13 Intermediate Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.14 Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.15 Cauchy’s Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.16 Rolle’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.17 Small Change . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2 Multivariate Calculus 17
2.1 Definition of the Multivariate Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.2 Rules of Partial Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.3 Bivariate Critical Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
3 Tables of Derivatives 20
3.1 Table of Polynomial Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3.2 Table of Index Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3.3 Table of Exponential Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.4 Table of Logarithmic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.5 Table of Simple Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.6 Table of Combined Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.7 Table of Powers of Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.8 Table of Simple Inverse Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.9 Table of Simple Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.10 Table of Simple Inverse Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
4 Vector Calculus 27
4.1 Notation for Vector Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
4.2 Gradient of a Scalar Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
4.3 Divergence of a Vector Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
4.4 Curl of a Vector Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
4.5 Scalar Laplacian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
4.6 Vector Laplacian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
4.7 Directional Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1
The Mathematics Handbook CONTENTS
5 Introduction to Integral Calculus 32

5.1 Definition of the Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.2 Rules of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
5.3 Rules of Definite Evaluation of the Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
5.4 Riemann Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
5.5 Integration by Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
5.6 Integration by Parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5.7 Leibniz Integral Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.8 Integration by Partial Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.9 Integration by Complex Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5.10 Quadratic Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5.11 Trigonometric Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
5.12 Exponential Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
5.13 Logarithmic Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
5.14 Riemann Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
6 Applications of Integral Calculus 42

6.1 Area Under The Curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
6.2 Area Between Two Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
6.3 Volume of Solids of Revolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
6.4 Surface Area of Solids of Revolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
6.5 Gabriel’s Horn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
6.6 Length of a Curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
6.7 Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
6.8 Applications of Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
6.9 Triple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
6.10 Applications of Triple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
6.11 Center of Mass . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
6.12 Line Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
6.13 Path Independence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
6.14 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
6.15 Stoke’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
6.16 Surface Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
6.17 Applications of Surface Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
6.18 Leibnitz’s Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
7 Tables of Integrals 57
7.1 Quick Reference Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
7.2 Table of Rational Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
7.3 Table of Irrational Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
7.4 Table of Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
7.5 Table of Inverse Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
7.6 Table of Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
7.7 Table of Inverse Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
7.8 Table of Exponential Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
7.9 Table of Logarithmic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
7.10 Table of Gaussian Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
7.11 Table of Absolute Value Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
2
Calculus
3
Chapter 1
Introduction to Differential Calculus
Differential calculus is a subfield of calculus concerned with the study of the rates at which quantities change. It is one of
the two traditional divisions of calculus, the other being integral calculus. Differential calculus and integral calculus are
connected by the fundamental theorem of calculus, which states that differentiation is the reverse process to integration.
The primary objects of study in differential calculus are the derivative of a function, related notions such as the differential,
and their applications. The derivative of a function at a chosen input value describes the rate of change of the function
near that input value. The process of finding a derivative is called differentiation. Geometrically, the derivative at a
point is the slope of the tangent line to the graph of the function at that point, provided that the derivative exists and is
defined at that point. For a real-valued function of a single real variable, the derivative of a function at a point generally
determines the best linear approximation to the function at that point. Derivatives are frequently used to find the
maxima and minima of a function. Equations involving derivatives are called differential equations and are fundamental
in describing natural phenomena.
1.1 Slope of a Line

The slope, or gradient, of a line is a number, usually denoted m, that describes both the direction and the steepness of
the line.
1.1.1 Direction:
1. A positive, increasing line has m > 0.
2. A negative, decreasing line has m < 0.
3. A constant, horizontal line has m = 0.
4. A vertical line has m undefined.
1.1.2 Identities: Slope is calculated by finding the ratio of the vertical change to the horizontal change between any
two distinct points on a line. The ratio can also be expressed as a quotient, rise over run, giving the same number for
every two distinct points on the same line. The rise is taken to be negative when the slope is decreasing.
vertical change rise
1. m = = .
horizontal change run
∆y
2. m = where ∆x, ∆y represent the change between x and y respectively.
∆x
y2 − y1
3. m = where (x1 , y1 ) and (x2 , y2 ) are two distinct points on the line.
x2 − x1
4. m = tan (θ) where θ is the angle of intersection between the line and the x-axis.
4
The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
1.2 Notation for Differentiation

In differential calculus, there is no single uniform notation for differentiation. Instead, several different notations for the
derivative of a function or variable have been proposed by different mathematicians. The usefulness of each notation
varies with the context, and it is sometimes advantageous to use more than one notation in a given context.
1.2.1 Leibniz’s Notation: The function y = f (x) is regarded as a functional relationship between dependent
variable Y and independent variable x.
dy d (f (x)) d
1. = = (f (x)) denotes the derivative of y = f (x).
dx dx dx
d2 y d2 (f (x)) d2
2. = = (f (x)) denotes the second derivative of y = f (x).
dx2 dx2 dx2
d3 y d3 (f (x)) d3
3. = = (f (x)) denotes the third derivative of y = f (x).
dx3 dx3 dx3
dn y dn (f (x)) dn
4. = = (f (x)) denotes the nth derivative of y = f (x) where n ∈ N1 .
dxn dxn dxn

dy dy
5. = (a) denotes the value of the derivative of y = f (x) at the point x = k ∈ C.
dx x=k
dx
dn y

dy
6. n
= (a) denotes the value of the nth derivative of y = f (x) at the point x = k ∈ C where n ∈ N1 .
dx x=k dx
∂U ∂ (U (x, y)) ∂
7. = = (U (x, y)) denotes the partial derivative of U (x, y) with respect to x.
∂x ∂x ∂x
∂U ∂ (U (x, y)) ∂
8. = = (U (x, y)) denotes the partial derivative of U (x, y) with respect to y.
∂y ∂y ∂y
5
∂nU ∂ n (U (x, y)) ∂n

9. = = (U (x, y)) denotes the nth partial derivative of U (x, y) with respect to x where n ∈ N1 .
∂xn ∂xn ∂xn
∂nU ∂ n (U (x, y)) ∂n
10. n
= n
= n (U (x, y)) denotes the nth partial derivative of U (x, y) with respect to y where n ∈ N1 .
∂y ∂y ∂y
∂2U ∂2U
11. = denotes the partial derivative of U (x, y) with respect to x and then y.
∂x∂y ∂y∂x
1.2.2 Lagrange’s Notation:

1. f 0 (x) denotes the first derivative of f (x).
2. f 00 (x) denotes the second derivative of f (x).
3. f 000 (x) denotes the third derivative of f (x).
4. f (n) (x) denotes the nth derivative of f (x) where n ∈ N1 .
5. f (n) (a) denotes the value of the nth derivative of f (x) at the point x = k ∈ C where n ∈ N1 .
6. fx0 (x, y) denotes the first derivative of f (x, y) with respect to x.
7. fy0 (x, y) denotes the first derivative of f (x, y) with respect to y.
8. fx(n) (x, y) denotes the nth derivative of f (x, y) with respect to x where n ∈ N1 .
9. fy(n) (x, y) denotes the nth derivative of f (x, y) with respect to y where n ∈ N1 .
1.2.3 Euler’s Notation: Euler’s notation uses a differential operator, denoted as D. When taking the derivative of
a dependent variable y = f (x) it is common to add the independent variable x as a subscript to the D notation.
1. Df denotes the first derivative of the function f .
2. D2 f denotes the second derivative of the function f .
3. D3 f denotes the third derivative of the function f .
4. D(n) f denotes the nth derivative of the function f where n ∈ N1 .
5. Dx f denotes the first derivative of f (x).
6. Dx2 f denotes the second derivative of f (x).
7. Dx3 f denotes the third derivative of f (x).
8. Dx(n) f denotes the nth derivative of f (x) where n ∈ N1 .
9. Dx f denotes the first partial derivative of f (x, y) with respect to x.
10. Dy f denotes the first partial derivative of f (x, y) with respect to y.
11. Dx2 f denotes the second partial derivative of f (x, y) with respect to x.
12. Dy2 f denotes the second partial derivative of f (x, y) with respect to y.
13. Dx(n) f denotes the nth partial derivative of f (x, y) with respect to x where n ∈ N1 .
14. Dy(n) f denotes the nth partial derivative of f (x, y) with respect to y where n ∈ N1 .
6
1.2.4 Newton’s Notation: Newton’s notation for differentiation requires placing a dot over the dependent variable.
This is commonly used for time derivatives.
1. ẏ denotes the first derivative of y = f (x).
2. ÿ denotes the second derivative of y = f (x).
1.3 Definition of the Univariate Derivative

Differentiation is the action of computing a derivative. The derivative of a function y = f (x) of a variable x is a measure
of the rate at which the value of the function changes with respect to the change of the variable. It is called the derivative
of y with respect to x. If x and y are real numbers, and if the graph of y = f (x) is plotted against x, the derivative is the
tangent slope of this graph at each point.
1.3.1 Differentiability of a Function:

1. f (x) is
said to be differentiable
atx0 if it is continuous
at x0 and
f (x + h) − f (x) f (x + h) − f (x)
lim = lim exists.
h→0− h h→0+ h

f (x + h) − f (x)
2. f (x) is said to be left differentiable at x0 if it is continuous at x0 and lim exists.
h→0− h

f (x + h) − f (x)
3. f (x) is said to be right differentiable at x0 if it is continuous at x0 and lim exists.
h→0+ h
1.3.2 Linear Function: For the linear function y = f (x) = mx + c where m, x, c ∈ R, the tangent slope is the
gradient of the function.
rise change in y ∆y dy
1. m = = = =
run change in x ∆x dx
2. y + ∆y = f (x + ∆x) = m(x + ∆x) + c = mx + m∆x + c = y + m∆x where m ∈ R is the gradient, c ∈ R is the
y-intercept and x ∈ R.
3. ∆y = m∆x where m ∈ R is the gradient and x ∈ R.
1.3.3 First Principles: The derivative at the point (x, y) can be found if the derivative at that point exists.

dy f (x + h) − f (x)
1. = lim
dx h→0 h

dy f (k + h) − f (k)
2. = lim for the value of the derivative of y = f (x) at the point x = k ∈ C.
dx x=k h→0 h
d2 y

f (x + h) − 2f (x) + f (x − h)
3. = lim
dx2 h→0 h2
d2 y

f (k + h) − 2f (k) + f (k − h)
4. = lim for the value of the second derivative of y = f (x) at the point
dx2 x=k h→0 h2
x = k ∈ C.
1.3.4 Identities:
f (x + h) − f (x) − hf 0 (x)

1. lim =0
h→0 h
1
 
f (x + h) − f (x) − hf 0 (x) − h2 f 00 (x)
2. lim 
 2 =0

h→0 h
7
1.4 Rules of Differentiation

1.4.1 Linearity of Differentiation:
1. y = f (x) = λ1 g(x) + λ2 h(x) where g(x), h(x) are some differentiable functions of x ∈ C and λ1 , λ2 ∈ C.
dy
2. y 0 = = f 0 (x) = (λ1 g(x) + λ2 h(x))0 = λ1 g 0 (x) + λ2 h0 (x) where g(x), h(x) are some differentiable functions of x ∈
dx
C and λ1 λ2 ∈ C.
1.4.2 Constant Factor Rule:

1. y = λf (x) where f (x) is a differentiable function of x ∈ C and λ ∈ C.
dy
2. y 0 = = λf 0 (x) where f (x) is a differentiable function of x ∈ C and λ ∈ C.
dx
1.4.3 Plus or Minus Rule:

1. y = f (x) ± g(x) ± h(x) ± · · · = f ± g ± h ± . . . where f (x), g(x), h(x) are some differentiable functions of x ∈ C.
dy
2. y 0 = = f 0 (x) ± g 0 (x) ± h0 (x) ± · · · = f 0 ± g 0 ± h0 ± . . . where f (x), g(x), h(x) are some differentiable functions of
dx
x ∈ C.
1.4.4 Product Rule:

1. y = u(x)v(x) = uv where u(x), v(x) are some differentiable functions of x ∈ C.
dy
2. y 0 = = u0 (x)v(x) + u(x)v 0 (x) = u0 v + uv 0 where u(x), v(x) are some differentiable functions of x ∈ C.
dx
1.4.5 Quotient Rule:

u(x) u
1. y = = where u(x), v(x) are some differentiable functions of x ∈ C.
v(x) v
dy u0 (x)v(x) − u(x)v 0 (x) u0 v − uv 0
2. y 0 = = 2 = where u(x), v(x) are some differentiable functions of x ∈ C.
dx v(x) v2
1.4.6 Power Rule:

λ λ
1. y = f (x) = f where f (x) is a differentiable function of x ∈ C and λ 6= 0 ∈ R.
dy λ−1 0
2. y 0 = = λ f (x) f (x) = λ (f )λ−1 f 0 where f (x) is a differentiable function of x ∈ C and λ 6= 0 ∈ R.
dx
1.4.7 Chain Rule:

1. y = f (u) where f (u) is a differentiable function of u ∈ C, u = g(v) where g(v) is a differentiable function of v ∈ C
and v = h(x) where h(x) is a differentiable function of x ∈ C.
dy dy du dv
2. y 0 = = where the functions are defined as above.
dx dy dv dx
3. The chain rule can be extended and generalised to more functions.
1.4.8 Blob Rule:

1. y = ef (x) = ef where f (x) is a differentiable function of x ∈ C.
dy
2. y 0 = = f 0 (x)ef (x) = f 0 ef where f (x) is a differentiable function of x ∈ C.
dx
8
1.4.9 General Exponential:

1. y = bx where b, x ∈ C
dy
2. y 0 = = ln (b) bx where b, x ∈ C
dx
1.4.10 Natural Logarithm:

1. y = λln (f (x)) where f (x) is a differentiable function of x ∈ C and λ ∈ C.
dy λf 0 (x) λf 0
2. y 0 = = = where f (x) is a differentiable function of x ∈ C and λ ∈ C.
dx f (x) f
1.4.11 General Logarithm:

1. y = λlogb (f (x)) where b ∈ R is the base of the logarithm, f (x) is a differentiable function of x ∈ C and λ ∈ C.
dy λf 0 (x) λf 0
2. y 0 = = = where b ∈ R is the base of the logarithm, f (x) is a differentiable function of x ∈ C
dx ln (b) f (x) ln (b) f
and λ ∈ C.
1.5 Generalised Rules of Differentiation

1.5.1 Generalised Product Rule:
1. y = u(x)v(x)w(x) = uvw where u(x), v(x), w(x) are some differentiable functions of x ∈ C.
dy
2. y 0 = = u0 (x)v(x)w(x) + u(x)v 0 (x)w(x) + u(x)v(x)w0 (x) = u0 vw + uv 0 w + uvw0 where u(x), v(x), w(x) are some
dx
differentiable functions of x ∈ C.
3. y = f1 (x)f2 (x) . . . fn (x) where f1 (x), f2 (x), . . . , fn (x) are some differentiable functions of x ∈ C and n ∈ N1 .
n
! n !
dy Y X f 0 (x)
0 k
4. y = = fk (x) where f1 (x), f2 (x), . . . , fn (x) are some differentiable functions of x ∈ C and
dx fk (x)
k=1 k=1
n ∈ N1 .

n n−k n n−k
dn y X n d dk X n d u dk v
6. y (n) = = u(x) v(x) = where u(x), v(x) are some differentiable functions
dxn k dxn−k dxk k dxn−k dxk
k=0 k=0
of x ∈ C and n ∈ N1 .
1.5.2 Faà di Bruno’s formula: The Faà di Bruno’s formula generalises the chain rule to higher derivatives.
1. y = f (u) where f (u) is a differentiable function of u ∈ C, u = g(x) where g(x) is a differentiable function of x ∈ C.
dy dy du
2. = .
dx du dx
d2 y d2 y du 2 dy d2 u

3. = + .
dx2 du2 dx du dx2
d3 y d3 y du 3 d2 y du d2 u dy d3 u

4. = + 3 +
dx3 du3 dx du2 dx dx2 du dx3
4 2 2 !
d4 y d4 y d3 y d2 u d2 y du d3 u d2 u dy d4 u

du du
5. = +6 3 + 4 +3 +
dx4 du4 dx du dx dx2 du2 dx dx3 dx2 du dx4
9
1.6 Logarithmic Differentiation

The power of this method is when functions are of the form y = u(x)v(x) .
1.6.1 Fundamental Theory:
1. y = (u(x))v(x) = uv where u(x), v(x) are some differentiable functions of x ∈ C.

2. ln (|y|) = ln (u(x))v(x) = ln (|uv |) where u(x), v(x) are some differentiable functions of x ∈ C.

3. ln (|y|) = v(x)ln (|u(x)|) = vln (|u|) where u(x), v(x) are some differentiable functions of x ∈ C.
0 0
0 dy v(x) u (x)v(x) 0 v uv 0
4. y = = (u(x)) + v (x)ln (u(x)) = u + v ln (u) where u(x), v(x) are some differentiable
dx u(x) u
functions of x ∈ C.
1.6.2 General Case:
1. y = u1 (x)v1 (x) u2 (x)v2 (x) . . . un (x)vn (x) = uv11 uv22 . . . uvnn where u1 (x), u2 (x), . . . , un (x), v1 (x), v2 (x), . . . , vn (x) are some
differentiable functions of x ∈ C.
n
Y n
Y
2. y = uk (x) vk (x)
= uvkk where u1 (x), u2 (x), . . . , un (x), v1 (x), v2 (x), . . . , vn (x) are some differentiable functions
k=1 k=1
of x ∈ C.
n
X n
X
3. ln (y) = vk (x)ln (uk (x)) = vk ln (uk ) where u1 (x), u2 (x), . . . , un (x), v1 (x), v2 (x), . . . , vn (x) are some differen-
k=1 k=1
tiable functions of x ∈ C.
n n
! !
v (x)u 0 (x) v u0
dy X k
X k
4. y 0 = =y vk0 (x)ln (uk (x)) + k
=y vk0 ln (uk ) + k
where
dx uk (x) uk
k=1 k=1
u1 (x), u2 (x), . . . , un (x), v1 (x), v2 (x), . . . , vn (x) are some differentiable functions of x ∈ C.
n
! n ! n
! n !
0 dy Y
vk (x)
X
0 vk (x)u0k (x) Y vk
X
0 vk u0k
5. y = = uk (x) vk (x)ln (uk (x)) + = uk vk ln (uk ) + where
dx uk (x) uk
k=1 k=1 k=1 k=1
u1 (x), u2 (x), . . . , un (x), v1 (x), v2 (x), . . . , vn (x) are some differentiable functions of x ∈ C.
1.6.3 Identities: These identities are similar to the common rules of differentiation, but are derived from logarithmic
differentiation. They are useful when trying to find the value of the derivative at a given point.

0
u (x) v 0 (x)
0
v0

0 dy u
2. y = = u(x)v(x) + = uv + where u(x), v(x) are some differentiable functions of x ∈ C.
dx u(x) v(x) u v
0
u (x) v 0 (x)
0
v 0

0
dy u
3. y x=x0 = = u(x)v(x) + = uv + where u(x), v(x) are some differentiable
dx x=x0 u(x) v(x) x=x0 u v x=x0
functions of x ∈ C and x0 ∈ C.
u(x) u
4. y = = where u(x), v(x) are some differentiable functions of x ∈ C.
v(x) v
u(x) u0 (x) v 0 (x) u u0 v 0

dy
5. y 0 = = + = + where u(x), v(x) are some differentiable functions of x ∈ C.
dx v(x) u(x) v(x) v u v
u(x) u0 (x) v 0 (x) u u0 v 0

dy
6. y 0 x=x0 =

= − = − where u(x), v(x) are some differentiable func-
dx x=x0 v(x) u(x) v(x) x=x0 v u v x=x0
tions of x ∈ C and x0 ∈ C.
10
1.7 Tangent of a Function

The tangent line is a line through a pair of infinitely close points on the function. More precisely, a straight line is said
to be a tangent of a function y = f (x) at a point x = x0 on the curve if the line passes through the point (x0 , f (x0 )) on
the curve and has slope f 0 (x0 ). The tangent line is best straight-line approximation to the curve at that point.
1.7.1 Identities:
1. The tangent line of a function y = f (x) at a point x = x0 is y = f (x0 ) + f 0 (x0 )(x − x0 ) if the derivative of f (x)
exists at the point x0 .
1.7.2 Parametric Form: For the tangent line of a parametric function x = x(t) and y = y(t) at the point t0 where
x0 = x(t0 ) and y0 = y(t0 ).

dy
dt t=t0

dy dy
1. m = = =
dx t=t0 dx x=x0 ,y=y0 dx
dt t=t0

dx dy
2. The tangent line is found from the equation (y − y0 ) = (x − x0 ) if the derivative exists at the point
dt t=t0 dt t=t0

dx dy
t0 . Where = 0 or = 0, the tangent line is not defined by this method but may be computed from
dt t=t0 dt t=t0
an implicit equation.
1.8 Normal of a Function

The normal line is a line perpendicular to the tangent line of a function y = f (x) at a point x = x0 on the curve if the
line passes through the point (x0 , f (x0 )) on the curve.
1.8.1 Identities: Where mn is the slope of the normal line.

−1
1. mn = where m is the slope of the tangent line.
m
2. mn m = −1 where m is the slope of the tangent line.
x0 − x
3. The normal line of a function y = f (x) at a point x = x0 is y = f (x0 ) + if the derivative of f (x) exists at
m
the point x0 where m is the slope of the tangent line.
1.8.2 Parametric Form: For the normal line of a parametric function x = x(t) and y = y(t) at the point t0 where
x0 = x(t0 ) and y0 = y(t0 ).

dy dx
1. The normal line is found from the equation (y0 − y) = − (x0 − x) if the derivative exists at the point
dt t=t0 dt t=t0

dx dy
dt
t=t0 dt t=t0

dy dx
2. The normal line is found from the equation (y0 − y) = (x − x0 ) if the derivative exists at the point
dt t=t0 dt t=t0

dx dy
dt t=t0
dt t=t0
11
1.9 Angles Between Curves

The angle between two intersecting curves is defined to be the angle between the tangents at the point of intersection.
Two curves are said to be tangent at a point if they have the same tangent at a point, and orthogonal if their tangent
lines are orthogonal.
1.9.1 Identities:
f20 (x0 ) − f10 (x0 )

1. θ = arctan for two curves y = f1 (x) and y = f2 (x) that intersect at the point x = x0 .
1 + f10 (x0 )f20 (x0 )
2. θ = 0◦ where the two curves are tangent at the point x0 .
3. |θ| = 90◦ where the two curves are orthogonal at the point x0 .
1.10 Concavity Test

If the second derivative of a function f (x) exists, it is used to determine whether a function is concave up or concave
down at a point.
1.10.1 Identities:
1. The function f (x) at the point x0 is concave up if f 00 (x0 ) > 0.
2. The function f (x) at the point x0 is concave down if f 00 (x0 ) < 0.
3. The test fails when f 00 (x0 ) = 0.
1.11 Univariate Critical Points

A critical point, or stationary point, of a differentiable function of a real or complex variable is any value in its domain
where its derivative is 0 or does not exist. For a differentiable function of several variables, a critical point is a value in
its domain where all partial derivatives are zero. The value of the function at a critical point is a critical value. Critical
points are the locations of local maximum or minimum of a function.
1.11.1 Finding Critical Points:
function y = f (x) correspond to x1 , x2 , . . . , xn where n ∈ N1 such that these are are all values
1. Critical points of the
dy
of xk such that = 0 or does not exist.
dx x=xk
2. The set of critical points of the function y = f (x) are {(x1 , f (x1 )) , (x2 , f (x2 )) , . . . , (xn , f (xn ))} where n ∈ N1 .
3. If the derivative does not exist, the 2nd derivative test does not apply at that point.
1.11.2 Local Maximum Points: Checking the nature of a critical point (x0 , y0 ).
d2 y

1. By the 2ndderivative test, the critical point (x0 , y0 ) is a local maximum if < 0.
dx2 x=x0

dy dy
2. By the sign test, the critical point (x0 , y0 ) is a local maximum if, for small λ ∈ R, > 0 and < 0.
dx x=x0 −λ dx x=x0 +λ
This test assumes there are no critical points in the region x0 − λ ≤ x0 ≤ x0 + λ.
12
1.11.3 Local Minimum Points: Checking the nature of a critical point (x0 , y0 ).
d2 y

1. By the 2nd derivative test, the critical point (x0 , y0 ) is a local minimum if > 0.
dx2 x=x0

dy dy
2. By the sign test, the critical point (x0 , y0 ) is a local minimum if, for small λ ∈ R, < 0 and > 0.
dx x=x0 −λ dx x=x0 +λ
This test assumes there are no critical points in the region x0 − λ ≤ x0 ≤ x0 + λ.
1.11.4 Points of Inflection: Checking the nature of a critical point (x0 , y0 ).

1. The 2nd derivative test can not be used to determine whether the critical point (x0 , y0 ) is a point of inflection. If
d2 y
= 0, then (x0 , y0 ) is either a point of local minimum, local maximum or a point of inflection.
dx2 x=x0

dy
2. By the sign test, the critical point (x0 , y0 ) is a point of inflection if, for small λ ∈ R, < 0 and
dx x=x0 −λ

dy
< 0.This test assumes there are no critical points in the region x0 − λ ≤ x0 ≤ x0 + λ.
dx x=x0 +λ

dy
3. By the sign test, the critical point (x0 , y0 ) is a point of inflection if, for small λ ∈ R, > 0 and
dx x=x0 −λ

dy
> 0. This test assumes there are no critical points in the region x0 − λ ≤ x0 ≤ x0 + λ.
dx x=x0 +λ
1.11.5 1st Derivative Test: The 1st derivative test is a formal statement of the sign test.
1. For the function y = f (x) and the critical point (x0 , y0 ), if there exists a positive number λ > 0 ∈ R such that for
every x in x0 − λ < x ≤ x0 , f 0 (x) ≥ 0, and for every x in x0 ≤ x < x0 + λ, f 0 (x) ≤ 0, then (x0 , y0 ) is a local
maximum.
every x in x0 − λ < x ≤ x0 , f 0 (x) ≤ 0, and for every x in x0 ≤ x < x0 + λ, f 0 (x) ≥ 0, then (x0 , y0 ) is a local
minimum.
every x in x0 − λ < x < x0 + λ, f 0 (x) ≥ 0, then (x0 , y0 ) is a neither a local maximum nor a local minimum.
every x in x0 − λ < x < x0 + λ, f 0 (x) ≤ 0, then (x0 , y0 ) is a neither a local maximum nor a local minimum.
1.11.6 2nd Derivative Test:

1. For the function y = f (x) and the point (x0 , y0 ), if f 0 (x0 ) = 0 and f 00 (x0 ) < 0, then (x0 , y0 ) is a local maximum.
2. For the function y = f (x) and the point (x0 , y0 ), if f 0 (x0 ) = 0 and f 00 (x0 ) > 0, then (x0 , y0 ) is a local minimum.
3. For the function y = f (x) and the point (x0 , y0 ), if f 0 (x0 ) = 0 and f 00 (x0 ) = 0, then the test has failed and no
conclusion can be made.
1.11.7 Higher Derivative Test: For the sufficiently differentiable function y = f (x) and the point (x0 , y0 ), if
f (x0 ) = f 00 (x0 ) = · · · = f (n) (x0 ) = 0 where n ∈ N1 and f (n+1) (x0 ) 6= 0.
0
1. If n is odd and f (n+1) (x0 ) < 0, then (x0 , y0 ) is a local maximum.

2. If n is odd and f (n+1) (x0 ) > 0, then (x0 , y0 ) is a local minimum.
3. If n is even and f (n+1) (x0 ) < 0, then (x0 , y0 ) is a strictly decreasing horizontal point of inflection.
4. If n is even and f (n+1) (x0 ) > 0, then (x0 , y0 ) is a strictly increasing horizontal point of inflection.
13
1.11.8 Global Maximum: The global maximum is the maximum value the function takes over its domain.
1. The global maximum for a function y = f (x), where the domain of x is defined as a ≤ x ≤ b, can be found by
finding the maximum of all local maximum points {(x1 , f (x1 )) (x2 , f (x2 )) , . . . , (xn , f (xn ))} for n ∈ N0 and also
testing the end points. That is, max (f (x)) = max (f (a), f (b), f (x1 ) , f (x2 ) , . . . , f (xn ))
a≤x≤b
1.11.9 Global Minimum: The global minimum is the minimum value the function takes over its domain.
1. The global minimum for a function y = f (x), where the domain of x is defined as a ≤ x ≤ b, can be found by finding
the minimum of all local minimum points {(x1 , f (x1 )) (x2 , f (x2 )) , . . . , (xn , f (xn ))} for n ∈ N0 and also testing the
end points. That is, min (f (x)) = min (f (a), f (b), f (x1 ) , f (x2 ) , . . . , f (xn ))
a≤x≤b
1.12 Fundamental Theorem of Calculus

The fundamental theorem of calculus is a theorem that links the concept of the derivative of a function with the concept
of the integral.
1.12.1 First Part:

1. Where f (x) is a continuous real-valued function defined on the closed interval x ∈ [a, b]. F (x) is defined for all
Zx
x ∈ [a, b] by F (x) = f (t)dt. Then, F (x) is continuous on the closed interval x ∈ [a, b] and differentiable on the
a
open interval x ∈ (a, b). Thus F 0 (x) = f (x) for all x ∈ (a, b).
Zx
d
2. f (t)dt = f (x) where a ∈ R.
dx
a
1.12.2 Second Part:

1. The fundamental theorem is often used to compute the definite integral of a function, f (x), for which an antideriva-
tive, F (x), is known. Where f (x) and F (x) are real-valued functions on the closed interval x ∈ [a, b] such that for
Zb
0
all x ∈ [a, b], F (x) = f (x). Then, for the Riemann integration, f (t)dt = F (b) − F (a). This does not assume
a
the f (x) is continuous. When an antiderivative F (x) exists, then there are infinitely many antiderivatives for f (x),
obtained by adding to F (x) an arbitrary constant. Also, by the first part of the theorem, antiderivatives of f (x)
always exist when f (x) is continuous.
1.12.3 Differentiation Under the Integral Sign

β(x)
Z
d
1. f (t)dt = f (β(x)) β 0 (x) − f (α(x)) α0 (x) where f (x) is a continuous function with continuous derivative with
dx
α(x)
respect to x in the domain x ∈ [a, b], α(x), β(x) are some continuous differentiable functions of x within the domain
x ∈ [a, b].
β(x)
Z
d d d
2. f (t)dt = f (t)
t=β(x)
β(x) − f (t) t=α(x)
α(x) where f (x) is a continuous function with continu-
dx dx dx
α(x)
ous derivative with respect to x in the domain x ∈ [a, b], α(x), β(x) are some continuous differentiable functions of
x within the domain x ∈ [a, b].
14
1.13 Intermediate Value Theorem

1. If a continuous function f (x) within the domain a ≤ x ≤ b takes values f (a) and f (b) at each endpoint of the
interval, then it also takes any value between f (a) and f (b) at some point within the interval.
2. If u is a value between f (a) and f (b), that is f (a) ≤ u ≤ f (b) or f (a) ≥ u ≥ f (b), then there exists some λ in the
domain a ≤ λ ≤ b such that f (λ) = u.
1.14 Mean Value Theorem

1. Given two points a, b on a continuous function f (x), there exists a tangent line to f (x) such that the tangent line
is parallel to the secant joining a and b.
f (b) − f (a)
2. There exists some λ such that f 0 (λ) = where the function f (x) is continuous on the closed interval
b−a
a ≤ x ≤ b, differentiable on the open interval a < x < b and a < λ < b.
1.15 Cauchy’s Mean Value Theorem

This is a generalisation of the mean value theorem.

1. If functions f (x) and g(x) are both continuous on the closed interval a ≤ x ≤ b and differentiable on the open
interval a < x < b then there exists some λ where a < λ < b such that (f (b) − f (a)) g 0 (λ) = (g(b) − g(a)) f 0 (λ).
f 0 (λ) f (b) − f (a)
2. For the special case if g(a) 6= g(b) and g 0 (λ) 6= 0, then = .
g 0 (λ) g(b) − g(a)
15
1.16 Rolle’s Theorem

1. That any real-valued differentiable function that attains equal values at two distinct points must have a stationary
point somewhere between them.
2. If a real-valued function f (x) is continuous on a closed interval a ≤ x ≤ b, differentiable on the open interval
a < x < b, and f (a) = f (b), then there exists at least one λ where a < λ < b such that f 0 (λ) = 0.
1.17 Small Change

1. For a differentiable function y = f (x), the change in the function ∆y can be approximated from the first derivative
when there is a small change in x.
dy ∆y
2. ≈ for small ∆x.
dx ∆x
1.17.2 Identities:
1. As x changes from x0 to x0 + ∆x, y changes from y0 to y0 + ∆y. ∆y can be approximated from the small change
dy
formula ∆y = ∆x
dx x=x0
2. As x changes from x0 to x0 + ∆x, y changes from y0 to y0 + ∆y. ∆x can be approximated from the small change
∆y
formula ∆x =
dy
dx x=x0
16
Chapter 2
Multivariate Calculus
2.1 Definition of the Multivariate Derivative

A partial derivative of a function of several variables is its derivative with respect to one of those variables, with the
others held constant
2.1.1 First Principles for Two Variables: The derivative of the function f (x, y) at the point (x0 , y0 ) can be
found if the derivative at that point exists.

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

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

∂f d (f (x, y0 )) f (x0 + h, y0 ) − f (x0 , y0 )
3. = = lim for the value of the derivative in the x-direction of
∂x x=x0 dx
x=x0 h→0 h
f (x) at the point (x0 , y0 ). y is assumed to be held constant.

∂f d (f (x0 , y)) f (x0 , y0 + h) − f (x0 , y0 )
4. = = lim for the value of the derivative in the y-direction of
∂y y=y0 dx
y=y0 h→0 h
f (x) at the point (x0 , y0 ). x is assumed to be held constant.
2.1.2 General First Principles: The derivative of the function f (x1 , x2 , . . . , xn ) at the point (a1 , a2 , . . . , an ) can
be found if the derivative at that point exists.

∂f f (x1 + h, x2 , . . . , xn ) − f (x1 , x2 , . . . , xn )
1. = lim for the value of the derivative in the x1 -direction of
∂x1 h→0 h
f (x1 , x2 , . . . , xn ) at the point (a1 , a2 , . . . , an ). All other variables are assumed to be held constant.

∂f f (x1 , x2 , . . . , xk + h, . . . , xn ) − f (x1 , x2 , . . . , xk , . . . , xn )
2. = lim for the value of the derivative in the
∂xk h→0 h
xk -direction of f (x1 , x2 , . . . , xn ) at the point (a1 , a2 , . . . , an ) where 1 ≤ k ≤ n. All other variables are assumed to
be held constant.

∂f f (a1 , a2 , . . . , ak + h, . . . , an ) − f (a1 , a2 , . . . , ak , . . . , an )
3. = lim for the value of the derivative in the
∂xk x1 =a1 h→0 h
xk -direction of f (x1 , x2 , . . . , xn ) at the point (a1 , a2 , . . . , an ) where 1 ≤ k ≤ n. All other variables are assumed to
be held constant.
2.1.3 Gradient Vector: The gradient vector defines the derivatives in the direction of each variable of f .

∂f ∂f
1. For the case of two variables, f (x, y), then ∇f = ,
∂x ∂y
17
The Mathematics Handbook Chapter 2 – Multivariate Calculus

∂f ∂f ∂f
2. For the case of three variables, f (x, y, z), then ∇f = , ,
∂x ∂y ∂z

∂f ∂f ∂f
3. For the case of n variables, f (x1 , x2 , . . . , xn ), then ∇f = , ,...,
∂x1 ∂x2 ∂xn
2.1.4 Total Differential: The total differential determines the total rate of change with respect to all variables.
∂f ∂f
1. For the case of two variables, f (x, y), then df = dx + dy
∂x ∂y
∂f ∂f ∂f
2. For the case of three variables, f (x, y, z), then df = dx + dy + dz
∂x ∂y ∂z
∂f ∂f ∂f
3. For the case of n variables, f (x1 , x2 , . . . , xn ), then df = dx1 + dx2 + · · · + dxn
∂x1 ∂x2 ∂xn
2.2 Rules of Partial Differentiation

2.2.1 Chain Rule:
∂f ∂f ∂u ∂f ∂v ∂f ∂f ∂u ∂f ∂v
1. Where f = f (u, v) and u = u(x, y), v = v(x, y). = + and = + as f is also a
∂x ∂u ∂x ∂v ∂x ∂y ∂u ∂y ∂v ∂y
function of x and y.
df ∂f du ∂f dv
2. Where f = f (u, v) and u = u(x), v = v(x). = + as f is also a function of x only.
dx ∂u dx ∂v dx
∂f df ∂u ∂f df ∂u
3. Where f = f (u) and u = u(x, y). = and = as f is also a function of x and y.
∂x du ∂x ∂y du ∂y
dy
2.2.2 Implicit Differentiation: Implicitly differentiating a function in the form z = f (x, y) = 0 to find
dx
dz ∂f dx ∂f dy ∂f ∂f dy
1. = + = + = 0 where f (x, y) is a multivariate function such that the derivatives exist.
dx ∂x dx ∂y dx ∂x ∂y dx
dy ∂f ∂f fx (x, y)
2. =− ÷ =− where f (x, y) is a multivariate function such that the derivatives exist.
dx ∂x ∂y fy (x, y)
2.2.3 Higher Order Derivatives:

∂2f

∂ ∂f
1. = = fxx (x, y) where f (x, y) is a multivariate function such that the derivatives exist.
∂x ∂x ∂x2
∂2f

∂ ∂f
2. = = fyy (x, y) where f (x, y) is a multivariate function such that the derivatives exist.
∂y ∂y ∂y 2
∂2f

∂ ∂f
3. = = fyx (x, y) where f (x, y) is a multivariate function such that the derivatives exist.
∂x ∂y ∂x∂y
∂2f

∂ ∂f
4. = = fxy (x, y) where f (x, y) is a multivariate function such that the derivatives exist.
∂x ∂y ∂y∂x
2.3 Bivariate Critical Points

A critical point, or stationary point, of a differentiable function of a real or complex variable is any value in its domain
where its derivative is 0 or does not exist. For a differentiable function of several variables, a critical point is a value in
its domain where all partial derivatives are zero. The value of the function at a critical point is a critical value. Critical
points are the locations of local maximum or minimum of a function.
18
The Mathematics Handbook Chapter 2 – Multivariate Calculus
2.3.1 Finding Critical Points:

1. Critical points of the function z = f (x, y) correspond
to (x1 , y1 ) , (x2 , y2 ) , . . . , (xn , yn ) where n ∈ N1 such that these
df df
are are all values of (xk , yk ) such that = 0 or does not exist and = 0 or does not exist.
dx x=xk
dy y=yk
2. The set of critical points of the function z = f (x, y) are {(x1 , y1 , f (x1 , y1 )) , (x2 , y2 , f (x2 , y2 )) , . . . , (xn , yn , f (xn , yn ))}
where n ∈ N1 .
3. If the derivative does not exist, the descrimant test does not apply at that point.
2.3.2 Descrimant Test: The descrimant test extends the 2nd derivative test to the bivariate case.
1. For the function z = f (x, y) and the critical point (x0 , y0 , z0 ), the descimant D (x0 , y0 ) is found by
2 2
2 2
∂ f∂ f ∂ f
D (x0 , y0 ) = −

2
∂x ∂y 2 ∂x∂y

x=x0 ,y=y0

∂f ∂f
2. For the function z = f (x, y) and the point (x0 , y0 , z0 ), if = 0, = 0 and D (x0 , y0 ) < 0, then
∂x x=x0 ∂y y=y0
(x0 , y0 , z0 ) is a saddle point.
∂ 2 f

∂f ∂f
3. For the function z = f (x, y) and the point (x0 , y0 , z0 ), if = 0, = 0, 2 < 0 and
∂x x=x0 ∂y y=y0 ∂ x x=x0 ,y=y0
D (x0 , y0 ) > 0, then (x0 , y0 , z0 ) is a local maximum.
∂ 2 f

∂f ∂f
4. For the function z = f (x, y) and the point (x0 , y0 , z0 ), if = 0, = 0, 2 > 0 and
∂x x=x0 ∂y y=y0 ∂ x x=x0 ,y=y0
D (x0 , y0 ) > 0, then (x0 , y0 , z0 ) is a local minimum.

∂f ∂f
5. For the function z = f (x, y) and the point (x0 , y0 , z0 ), if = 0, = 0 and D (x0 , y0 ) = 0, then the
∂x x=x0 ∂y y=y0
test has failed and no conclusion can be made.
2.3.3 Local Maximum Points: Checking the nature of a critical point (x0 , y0 , z0 ).
1. By the descrimant test, the critical
point (x0 , y0 , z0 ) is a local maximum if
∂f ∂f ∂ 2 f
= 0, = 0, 2 < 0 and D (x0 , y0 ) > 0.
∂x x=x0 ∂y y=y0 ∂ x x=x0 ,y=y0
2.3.4 Local Minimum Points: Checking the nature of a critical point (x0 , y0 ).
1. By the descrimant test, the critical
point (x0 , y0 , z0 ) is a local minimum if
∂f ∂f ∂ 2 f
= 0, = 0, 2 > 0 and D (x0 , y0 ) > 0.
∂x x=x0 ∂y y=y0 ∂ x x=x0 ,y=y0
2.3.5 Saddle Point: Checking the nature of a critical point (x0 , y0 ).

1. By the descrimant test, the critical point (x0 , y0 , z0 ) is a saddle point if
∂f ∂f
= 0, = 0 and D (x0 , y0 ) < 0.
∂x x=x0
∂y y=y0
19
Chapter 3
Tables of Derivatives
In general, these rules extend from the real domain to the complex domain.
3.1 Table of Polynomial Functions

dy
1. y = k =⇒ = 0 where k, x ∈ R.
dx
dy
2. y = x =⇒ = 1 where x ∈ R.
dx
dy
3. y = kx =⇒ = k where k, x ∈ R.
dx
dy
4. y = x2 =⇒ = 2x where x ∈ R.
dx
2 dy
5. y = k (λx) =⇒ = 2kλ2 x where k, x, λ ∈ R.
dx
dy
6. y = x3 =⇒ = 3x2 where x ∈ R.
dx
3 dy
7. y = k (λx) =⇒ = 3kλ3 x2 where k, x, λ ∈ R.
dx
dy
8. y = xn =⇒ = nxn−1 where x ∈ R and n ∈ N1 .
dx
3.2 Table of Index Functions

dy
1. y = xλ =⇒ = λxλ−1 where x, λ ∈ R.
dx
√ dy 1
2. y = x =⇒ = √ where x ∈ R.
dx 2 x
√ dy kλ
3. y = k λx =⇒ = √ where k, x, λ ∈ R.
dx 2 λx
1 dy 1
4. y = √ =⇒ = − 3 where x ∈ R.
x dx 2x 2
k dy kλ
5. y = √ =⇒ =− 3 where k, x, λ ∈ R.
λx dx 2 (λx) 2
20
The Mathematics Handbook Chapter 3 – Tables of Derivatives
3.3 Table of Exponential Functions

dy
1. y = ex =⇒ = ex where x ∈ R.
dx
dy
2. y = eλx =⇒ = λeλx where x, λ ∈ R.
dx
dy
3. y = keλx =⇒ = kλeλx where k, x, λ ∈ R.
dx
dy
4. y = bx =⇒ = bx ln (b) where b > 0 and x ∈ R.
dx
dy
5. y = bλx =⇒ = bλx λln (b) where b > 0 and x, λ ∈ R.
dx
dy
6. y = kbλx =⇒ = kbλx λln (b) where b > 0 and k, x, λ ∈ R.
dx
x dy x
7. y = ee =⇒ = ex ee where x ∈ R.
dx
λx dy λx
8. y = kee =⇒ = kλeλx ee where k, x, λ ∈ R.
dx
dy
9. y = ex bx =⇒ = ex bx + ex bx ln (b) where b > 0 and x ∈ R.
dx
dy
10. y = keλ1 x bλ2 x =⇒ = kλ1 eλ1 x bλ2 x + keλ1 x bλ2 x λ2 ln (b) where b > 0 and k, x, λ1 , λ2 ∈ R.
dx
3.4 Table of Logarithmic Functions

dy 1
1. y = ln (x) =⇒ = where x ∈ R.
dx x
dy 1
2. y = ln (λx) =⇒ = where x, λ ∈ R.
dx x
dy
3. y = xln (x) =⇒ = ln (x) + 1 where x ∈ R.
dx
dy k
4. y = kln (λx) =⇒ = where k, x, λ ∈ R.
dx x
dy 1
5. y = logb (x) =⇒ = where b > 0, b 6= 1 and x ∈ R.
dx xln (b)
dy logb (e)
6. y = logb (x) =⇒ = where b > 0 and x ∈ R.
dx x
dy k
7. y = klogb (λx) =⇒ = where b > 0, b 6= 1 and k, x, λ ∈ R.
dx xln (b)
3.5 Table of Simple Trigonometric Functions

dy
1. y = sin (x) =⇒ = cos (x) where x ∈ R.
dx
dy
2. y = cos (x) =⇒ = −sin (x) where x ∈ R.
dx
21
dy
3. y = tan (x) =⇒ = 1 + tan2 (x) = sec2 (x) where x ∈ R.
dx
dy
4. y = cot (x) =⇒ = −1 − cot2 (x) = −csc2 (x) where x ∈ R.
dx
dy
5. y = sec (x) =⇒ = sec (x) tan (x) where x ∈ R.
dx
dy
6. y = csc (x) =⇒ = −csc (x) cot (x) where x ∈ R.
dx
dy
7. y = ksin (λx) =⇒ = kλcos (λx) where k, x, λ ∈ R.
dx
dy
8. y = kcos (λx) =⇒ = −kλsin (λx) where k, x, λ ∈ R.
dx
dy
= kλ 1 + tan2 (λx) = kλsec2 (λx) where k, x, λ ∈ R.

9. y = ktan (λx) =⇒
dx
dy
= kλ −1 − cot2 (λx) = −kλcsc2 (λx) where k, x, λ ∈ R.

10. y = kcot (λx) =⇒
dx
dy
11. y = ksec (λx) =⇒ = kλsec (λx) tan (λx) where k, x, λ ∈ R.
dx
dy
12. y = kcsc (λx) =⇒ = −kλcsc (λx) cot (λx) where k, x, λ ∈ R.
dx
3.6 Table of Combined Trigonometric Functions

dy
1. y = sin (x) cos (x) =⇒ = cos2 (x) − sin2 (x) where x ∈ R.
dx
dy
2. y = ksin (λx) cos (µx) =⇒ = kλcos (λx) cos (µx) − kµsin (λx) sin (µx) where k, x, λ, µ ∈ R.
dx
dy
3. y = sin2 (x) cos (x) =⇒ = 2sin (x) cos2 (x) − sin3 (x) where x ∈ R.
dx
dy
4. y = sin (x) cos2 (x) =⇒ = cos3 (x) − 2sin2 (x) cos (x) where x ∈ R.
dx
3.7 Table of Powers of Trigonometric Functions

dy
1. y = sin2 (x) =⇒ = 2sin (x) cos (x) where x ∈ R.
dx
dy
2. y = sin3 (x) =⇒ = 3sin2 (x) cos (x) where x ∈ R.
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
22
dy
dx
dy
dx
dy
10. y = cos2 (x) =⇒ = −2sin (x) cos (x) where x ∈ R.
dx
dy
11. y = cos3 (x) =⇒ = −3sin (x) cos2 (x) where x ∈ R.
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
19. y = tan2 (x) =⇒ = 2tan (x) sec2 (x) where x ∈ R.
dx
dy
20. y = tan3 (x) =⇒ = 3tan2 (x) sec2 (x) where x ∈ R.
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
28. y = cot2 (x) =⇒ = −2cot (x) csc2 (x) where x ∈ R.
dx
dy
29. y = cot3 (x) =⇒ = −3cot2 (x) csc2 (x) where x ∈ R.
dx
dy
dx
23
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
37. y = sec2 (x) =⇒ = 2sec2 (x) tan (x) where x ∈ R.
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
46. y = csc2 (x) =⇒ = −2csc2 (x) cot (x) where x ∈ R.
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
dy
dx
24
3.8 Table of Simple Inverse Trigonometric Functions

dy 1
1. y = arcsin (x) =⇒ =√ where x ∈ R.
dx 1 − x2
dy 1
2. y = arccos (x) =⇒ = −√ where x ∈ R.
dx 1 − x2
dy 1
3. y = arctan (x) =⇒ = where x ∈ R.
dx 1 + x2
dy 1
4. y = arccot (x) =⇒ =− where x ∈ R.
dx 1 + x2
dy 1
5. y = arcsec (x) =⇒ = r where x ∈ R.
dx 1
x2 1− 2
x
dy 1
6. y = arccsc (x) =⇒ =− r where x ∈ R.
dx 1
x2 1− 2
x
dy kλ
7. y = karcsin (λx) =⇒ =√ where k, x, λ ∈ R.
dx 1 − λ 2 x2
dy kλ
8. y = karccos (λx) =⇒ = −√ where k, x, λ ∈ R.
dx 1 − λ2 x2
dy kλ
9. y = karctan (λx) =⇒ = where k, x, λ ∈ R.
dx 1 + λ 2 x2
dy kλ
10. y = karccot (λx) =⇒ =− where k, x, λ ∈ R.
dx 1 + λ 2 x2
dy k
11. y = karcsec (λx) =⇒ = r where k, x, λ ∈ R.
dx 1
λx2 1− 2 2
λx
dy k
12. y = karccsc (λx) =⇒ =− r where k, x, λ ∈ R.
dx 1
λx2 1− 2 2
λx
3.9 Table of Simple Hyperbolic Functions

dy
1. y = sinh (x) =⇒ = cosh (x) where x ∈ R.
dx
dy
2. y = cosh (x) =⇒ = sinh (x) where x ∈ R.
dx
dy
3. y = tanh (x) =⇒ = 1 − tanh2 (x) = sech2 (x) where x ∈ R.
dx
dy
4. y = coth (x) =⇒ = 1 − coth2 (x) = −csch2 (x) where x ∈ R.
dx
dy
5. y = sech (x) =⇒ = −tanh (x) sech (x) where x ∈ R.
dx
25
dy
6. y = csch (x) =⇒ = −coth (x) csch (x) where x ∈ R.
dx
dy
7. y = ksinh (λx) =⇒ = kλcosh (λx) where k, x, λ ∈ R.
dx
dy
8. y = kcosh (λx) =⇒ = kλsinh (λx) where k, x, λ ∈ R.
dx
dy
9. y = ktanh (λx) =⇒ = kλsech2 (λx) where k, x, λ ∈ R.
dx
3.10 Table of Simple Inverse Hyperbolic Functions

dy 1
1. y = arcsinh (x) =⇒ =√ where x ∈ R.
dx 2
x +1
dy 1
2. y = arccosh (x) =⇒ =√ where x ∈ R.
dx x2 − 1
dy 1
3. y = arctanh (x) =⇒ = where x ∈ R.
dx 1 − x2
dy 1
4. y = arccoth (x) =⇒ =− 2 where x ∈ R.
dx x −1
dy 1 1
5. y = arcsech (x) =⇒ =− r = −√ where x ∈ R.
dx 1 x − x4
2
x2 −1
x2
dy 1 1
6. y = arccsch (x) =⇒ =− r = −√ where x ∈ R.
dx 1 x 2 + x4
x2 +1
x2
dy kλ
7. y = karcsinh (λx) =⇒ =√ where k, x, λ ∈ R.
dx λ x2 + 1
2
dy kλ
8. y = karccosh (λx) =⇒ =√ where k, x, λ ∈ R.
dx λ2 x2 − 1
dy kλ
9. y = karctanh (λx) =⇒ = where k, x, λ ∈ R.
dx 1 − λ 2 x2
dy kλ
10. y = karccoth (λx) =⇒ =− 2 2 where k, x, λ ∈ R.
dx λ x −1
26
Chapter 4
Vector Calculus
Vector calculus is a branch of mathematics concerned with differentiation and integration of vector fields, primarily in
3-dimensional Euclidean space R3 .
4.1 Notation for Vector Calculus

4.1.1 Terminology:
1. f : R → R is a scalar function.
2. f : R → R3 is a vector function.
3. f : R3 → R is a scalar field function.
4. f : R3 → R3 is a vector field function.
4.1.2 Hamilton Operator ∇: A differential operator which is called del is symbolically defined in the form of a
vector. ∇ is treated as an ordinary vector.

∂ ∂ ∂
1. ∇ = , ,
∂x ∂y ∂z
4.1.3 Laplace Operator ∆: ∆ is treated as an ordinary vector.

∂2 ∂2 ∂2

2
1. ∆ = ∇ = , ,
∂x2 ∂y 2 ∂z 2
4.1.4 Scalar Field:

1. A scalar field f ∈ R3 is a scalar function f (x, y, z).
4.1.5 Vector Field:

h i
1. A vector field F is a vector function Fx , Fy , Fz .
˜ ˜ ˜ ˜
4.2 Gradient of a Scalar Field

1. Grad (f ) = ∇f where f is a scalar field.
2. Measures the rate and direction of change in a scalar field.
3. Maps scalar fields to vector fields.
27
The Mathematics Handbook Chapter 4 – Vector Calculus
4.2.2 Identities:

∂f ∂f ∂f
1. Grad (f ) = , , where f (x, y, z) is a scalar field function.
∂x ∂y ∂z

∂f ∂f ∂f
2. ∇f = , , where f (x, y, z) is a scalar field function.
∂x ∂y ∂z
3. ∇ (λ1 f + λ2 g) = λ1 ∇f + λ2 ∇g where f (x, y, z), g(x, y, z) are scalar field functions and λ1 , λ2 ∈ R.
4. ∇ (f g) = g∇f + f ∇g where f (x, y, z), g(x, y, z) are scalar field functions.

f g∇f − f ∇g
5. ∇ = where f (x, y, z), g(x, y, z) are scalar field functions.
g g2
6. ∇ (f (g)) = f 0 (g) ∇f where f (x, y, z), g(x, y, z) are scalar field functions.
7. ∇ (f (F )) = (∇f (F )) ∇F where f (x, y, z) is a scalar field function and F ∈ R3 is a vector field.

˜ ˜ ˜ ˜
T T 3
8. ∇ (F • G) = JF G + JG F where F , G ∈ R are vector fields and JF , JG are the Jacobian Matrix of F and G
˜ ˜
respectively. ˜ ˜ ˜ ˜ ˜ ˜
9. ∇ (F • G) = (F • ∇) G + (G • ∇) F + F × (∇ × G) + G × (∇ × F ) where F , G ∈ R3 are vector fields.

˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜
∇ (F • F ) T
10. ˜ ˜ = JF F where F ∈ R3 is a vector field and JF is the Jacobian Matrix of F .
2 ˜ ˜ ˜
∇ (F • F )
11. ˜ ˜ = (F • ∇) F + F × (∇ × F ) where F ∈ R3 is a vector field.
2 ˜ ˜ ˜ ˜ ˜
12. ∇ (f (F )) = (∇f (F )) ∇F where f (x, y, z) is a scalar field function and F ∈ R3 is a vector field.
˜ ˜ ˜ ˜
4.3 Divergence of a Vector Field

1. Div (F ) = ∇ • F where F is a vector field.
˜ ˜ ˜
2. F = F (x, y, z) = [P (x, y, z), Q(x, y, z), R(x, y, z)]
˜ ˜
3. Measures the scalar of a source or sink at a given point in a vector field.
4. Maps vector fields to scalar fields.
4.3.2 Identities:
1. Div (F ) = ∇ • F where F ∈ R3 is a vector field.
˜ ˜ ˜
∂P ∂Q ∂R
2. Div (F ) = + + where F ∈ R3 is a vector field.
˜ ∂x ∂y ∂z ˜
3. ∇ • ∇f = ∆f where f (x, y, z) is a scalar field function.
4. ∇ • (F + G) = ∇ • F + ∇ • G where F , G ∈ R3 are vector fields.

˜ ˜ ˜ ˜ ˜ ˜
5. ∇ • (f F ) = F • ∇f + f ∇ • F where f (x, y, z) is a scalar field function and F ∈ R3 is a vector field.
˜ ˜ ˜ ˜
F (∇ • F ) f + F × ∇f
6. ∇ • ˜ = ˜ ˜ where f (x, y, z) is a scalar field function and F ∈ R3 is a vector field.
f f2 ˜
7. ∇ • (F (f )) = F 0 (f ) • ∇f where f (x, y, z) is a scalar field function and F ∈ R3 is a vector field.
˜ ˜ ˜
3
8. ∇ • (F × G) = G • (∇ × F ) − F • (∇ × G) where F , G ∈ R are vector fields.
˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜
28
9. ∇ • GF T − F GT = ∇ × (F × G) where F , G ∈ R3 are vector fields.

˜˜ ˜˜ ˜ ˜ ˜ ˜
10. ∇ • (∇ × F ) = 0 for all F where F ∈ R3 is a vector field.
˜ ˜ ˜
11. ∇ • (∇f ) = ∇2 f for all F where f (x, y, z) is a scalar field function.
˜
2
12. ∇ • (f ∇g) = f ∇ g + ∇f ∇g where f (x, y, z), g(x, y, z) are scalar field functions.
4.4 Curl of a Vector Field

1. Curl (F ) = ∇ × F where F is a vector field.
˜ ˜ ˜
2. F = F (x, y, z) = [P (x, y, z), Q(x, y, z), R(x, y, z)]
˜ ˜
3. Measures the tendency to rotate about a point in a vector field.
4. Maps vector fields to vector fields.
5. Curl (∇f ) = 0 for all x, y, z ∈ R, the vector field ∇f is conservative where f (x, y, z) is a scalar field.
˜
4.4.2 Identities:
1. Curl (F ) = ∇ × F where F ∈ R3 is a vector field.
˜  ˜ ˜ 
i j k
˜ ˜ ˜
∂ ∂ ∂
 
2. Curl (F ) =   where F ∈ R3 is a vector field.
 
˜  ∂x ∂y ∂z  ˜

P (x, y, z) Q(x, y, z) R(x, y, z)

∂R ∂Q ∂P ∂R ∂Q ∂P
3. Curl (F ) = − i+ − j+ − k where F ∈ R3 is a vector field.
˜ ∂y ∂z ˜ ∂z ∂x ˜ ∂x ∂y ˜ ˜

∂R ∂Q ∂P ∂R ∂Q ∂P
4. Curl (F ) = − , − , − where F ∈ R3 is a vector field.
˜ ∂y ∂z ∂z ∂x ∂x ∂y ˜
5. ∇ × (F + G) = ∇ × F + ∇ × G where F , G ∈ R3 are vector fields.
˜ ˜ ˜ ˜ ˜ ˜
6. ∇ × (f F ) = f (∇ × F ) + (∇f ) × F where f (x, y, z) is a scalar field function and F ∈ R3 is a vector field.
˜ ˜ ˜ ˜
F (∇ × F ) f + F × ∇f
7. ∇ × ˜ = ˜ ˜ where f (x, y, z) is a scalar field function and F ∈ R3 is a vector field.
f f2 ˜
8. ∇ × (F (f )) = − F 0 (f ) × ∇f where f (x, y, z) is a scalar field function and F ∈ R3 is a vector field.

˜ ˜ ˜
9. ∇ × (F × G) = F (∇ • G) − G (∇ • A) + (G • ∇) F − (F • ∇) G where F , G ∈ R3 are vector fields.
˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜
10. ∇ × (F × G) = ∇ • GF T − F GT where F , G ∈ R3 are vector fields.
˜ ˜ ˜˜ ˜˜ ˜ ˜
11. ∇ × (∇ × F ) = ∇ (∇ • F ) − ∇2 F where F ∈ R3 is a vector field.
˜ ˜ ˜ ˜
4.5 Scalar Laplacian

1. ∆f = ∇2 f = ∇ • ∇f where f is a scalar field.
2. Measures the difference between the value of the scalar field with its mean.
3. Maps between scalar fields.
29
4.5.2 Identities:
1. ∇2 f = ∇ • (∇f ) where f (x, y, z) is a scalar field function.
2. f ∇2 g − g∇2 f = ∇ • (f ∇g − g∇f ) where f (x, y, z), g(x, y, z) are scalar field functions.
3. ∇2 (f g) = f ∇2 g + 2∇f • ∇g + g∇2 f where f (x, y, z), g(x, y, z) are scalar field functions.
4. ∇2 (F • G) = F • ∇2 G − G • ∇2 F + 2∇ • ((G • ∇) F + G × ∇ × F ) where F , G ∈ R3 are vector fields.

˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜ ˜
5. ∇2 (∇f ) = ∇ (∇ • (∇f )) = ∇ ∇2 f where f (x, y, z) is a scalar field function.
4.6 Vector Laplacian

1. ∆F = ∇2 F = ∇ (∇ • F ) − ∇ × (∇ × F ) where F is a vector field.
˜ ˜ ˜ ˜ ˜
2. Measures the difference between the value of the vector field with its mean.
3. Maps between vector fields.
4.6.2 Identities:
1. ∇2 F = ∇ (∇ • F ) − ∇ × (∇ × F ) where F ∈ R3 is a vector field.
˜ ˜ ˜ ˜
2 2 2
2. ∇ (f F ) = F ∇ f + 2 (∇f • ∇) F + f ∇ F where f (x, y, z) is a scalar field function and F ∈ R3 is a vector field.
˜ ˜ ˜ ˜ ˜
3. ∇2 (∇ • F ) = ∇ • (∇ (∇ • F )) = ∇ • ∇2 F where F ∈ R3 is a vector field.
˜ ˜ ˜ ˜
4. ∇2 (∇ × F ) = −∇ × (∇ × (∇ × F )) = ∇ × ∇2 F where F ∈ R3 is a vector field.
˜ ˜ ˜ ˜
4.7 Directional Derivative

4.7.1 2D Case:
1. For a function f (x, y) and unit vector û = [ux , uy ] ∈ R2 where |û| = 1, the directional derivative at the point
P0 = (x0 , y0 ) in the domain of the function˜ f (x, y) and in the direction
˜ of û is denoted by Du f (x0 , y0 ).
˜
f (x0 + hux , y0 + huy ) − f (x0 , y0 )
2. Du f (x0 , y0 ) = lim
h→0 h
3. Du f (x0 , y0 ) = û • ∇f (x, y)|x=x0 ,y=y0
˜

∂f ∂f
4. Du f (x0 , y0 ) = ux + uy
∂x x=x0 ,y=y0 ∂y x=x0 ,y=y0
4.7.2 3D Case:
1. For a function f (x, y, z) and unit vector û = [ux , uy , uz ] ∈ R2 where |û| = 1, the directional derivative at the point
˜
P0 = (x0 , y0 , z0 ) in the domain of the function ˜
f (x, y, z) and in the direction of û is denoted by Du f (x0 , y0 , z0 ).
˜
f (x0 + hux , y0 + huy , z0 + huz ) − f (x0 , y0 , z0 )
2. Du f (x0 , y0 , z0 ) = lim
h→0 h
3. Du f (x0 , y0 , z0 ) = û • ∇f (x, y, z)|x=x0 ,y=y0 ,z=z0
˜

∂f ∂f ∂f
4. Du f (x0 , y0 , z0 ) = ux + uy + uz
∂x x=x0 ,y=y0 ,z=z0 ∂y x=x0 ,y=y0 ,z=z0 ∂z x=x0 ,y=y0 ,z=z0
30
4.7.3 Optimising the Directional Derivative:

1. The function f (x, y, z) at any general point P0 = (x0 , y0 , z0 ) increases most rapidly in the direction of the gradient
vector at the point ∇f (x, y, z)|x=x0 ,y=y0 ,z=z0 . The magnitude of the directional derivative is equal to the magnitude

of the gradient vector at the point |Du f (x0 , y0 , z0 )| = ∇f (x, y, z)|x=x0 ,y=y0 ,z=z0 . Therefore, the gradient vector

∇f (x, y, z) always points in the direction of the most rapid increase of the function, which is referred to as the
steepest ascent direction. Thus, if we want to maximize a function, it is important to move as close as possible in
the gradient direction.
2. The function f (x, y, z) at any general point P0 = (x0 , y0 , z0 ) decreases most rapidly in the negative direction of the
gradient vector at the point ∇f (x, y, z)|x=x0 ,y=y0 ,z=z0 . The magnitude of the directional derivative is equal to the

negative magnitude of the gradient vector at the point |Du f (x0 , y0 , z0 )| = − ∇f (x, y, z)|x=x0 ,y=y0 ,z=z0 . Therefore,

the antigradient vector −∇f (x, y, z) always points in the direction of the most rapid decrease of the function, which
is referred to as the steepest descent direction. Thus, if we want to minimize a function, it is important to move as
close as possible in the negative gradient direction.
3. The rate of change of the directional derivative at any general point P0 = (x0 , y0 , z0 ) is zero in the direction
perpendicular to ∇f (x0 , y0 , z0 ).
31
Chapter 5
Introduction to Integral Calculus
In calculus, an antiderivative, or indefinite integral, of a function f (x) is a differentiable function F (x) whose derivative
is equal to f (x). That is F 0 (x) = f (x). The process of solving for antiderivatives is called antidifferentiation and is the
opposite operation of differentiation, which is the process of finding a derivative. Antiderivatives are related to definite
integrals through the fundamental theorem of calculus. The definite integral of a function over an interval is equal to the
difference between the values of an antiderivative evaluated at the endpoints of the interval. Every continuous function
f (x) has an antiderivative.
5.1 Definition of the Integral

5.1.1 Existence of the Antiderivative: Every continuous function f (x) has an antiderivative, and one antideriva-
tive F (x) is given by the definite integral of f (x) with variable upper boundary
Zx
1. F (x) = f (t)dt
0
5.1.2 Constant of Integration: The indefinite integral of a given function is only defined up to an additive
constant, the constant of integration. This constant expresses an ambiguity inherent in the construction of antiderivatives.
If a function f (x) is defined on an interval and F (x) is an antiderivative of f (x), then the set of all antiderivatives of f (x)
is given by the functions F (x) + C, where C is an arbitrary constant.
Z
1. f (x)dx = F (x) + C where f (x) is a continuous function of x ∈ C.
d d
2. F (x) = (F (x) + C) = f (x) where f (x) is a continuous function of x ∈ C.
dx dx
5.1.3 Definite Integration:

Zb Z b Z Z

1. f (x)dx = f (x)dx = f (x)dx − f (x)dx = F (b) − F (a) where f (x) is a continuous function of
a x=b x=a
a
x ∈ C and a, b ∈ C.
5.1.4 Improper Integrals:

Zb
 b 
Z
1. f (x)dx = lim  f (x)dx where f (x) is a continuous function of x ∈ C and b ∈ C.
a→−∞
−∞ a
Z∞ Zb
 
2. f (x)dx = lim  f (x)dx where f (x) is a continuous function of x ∈ C and a ∈ C.

b→∞
a a
32
The Mathematics Handbook Chapter 5 – Introduction to Integral Calculus
Z∞
 b
 
Z
3. f (x)dx = lim  lim  f (x)dx where f (x) is a continuous function of x ∈ C.
a→−∞ b→∞
−∞ a
5.2 Rules of Integration

Finding antiderivatives of elementary functions is often considerably harder than finding their derivatives. For some
elementary functions, it is impossible to find an antiderivative in terms of other elementary functions. Nevertheless, every
continuous function f (x) has an antiderivative.
5.2.1 Linearity of Integration:

Z Z Z
1. (λ1 f (x) + λ2 f (x)) dx = λ1 f (x)dx + λ2 g(x)dx where f (x), g(x) are continuous functions of x ∈ C and
λ1 , λ2 ∈ C.
Zb Zb Zb
2. (λ1 f (x) + λ2 g(x)) dx = λ1 f (x)dx + λ2 g(x)dx where f (x), g(x) are continuous functions of x ∈ C,
a a a
λ1 , λ2 ∈ C and a, b ∈ C.
5.2.2 Constant Factor Rule:

Z Z
1. λf (x)dx = λ f (x)dx where f (x) is a continuous function of x ∈ C and λ ∈ C.
Zb Zb
2. λf (x)dx = λ f (x)dx where f (x) is a continuous function of x ∈ C, λ ∈ C and a, b ∈ C.
a a
5.2.3 Plus or Minus Rule:

Z Z Z Z
1. (f (x) ± g(x) ± h(x) ± . . . ) dx = f (x)dx ± g(x)dx ± h(x)dx ± . . . where f (x), g(x), h(x), . . . are continu-
ous functions of x ∈ C.
Z X n Xn Z
2. fk (x)dx = fk (x)dx where f1 (x), f2 (x), . . . , fn (x) are continuous functions of x ∈ C and n ∈ N1 .
k=1 k=1
Zb Zb Zb Zb
3. (f (x) ± g(x) ± h(x) ± . . . ) dx = f (x)dx ± g(x)dx ± h(x)dx ± . . . where f (x), g(x), h(x), . . . are continu-
a a a a
ous functions of x ∈ C and a, b ∈ C.
Zb X
n n Z
X
b
4. fk (x)dx = fk (x)dx where f1 (x), f2 (x), . . . , fn (x) are continuous functions of x ∈ C, n ∈ N1 and a, b ∈ C.
a k=1 k=1 a
5.2.4 Power Rule:
(f (x))n+1
Z
1. f 0 (x) (f (x))n dx = + C where f (x) is a continuous and differentiable function of x ∈ C.
n+1
5.2.5 Blob Rule:

Z
1. f 0 (x)ef (x) dx = ef (x) + C where f (x) is a continuous and differentiable function of x ∈ C.
33
5.2.6 Natural Logarithm:

f 0 (x)
Z
1. dx = ln (|f (x)|) + C where f (x) is a continuous and differentiable function of x ∈ C.
f (x)
5.3 Rules of Definite Evaluation of the Integral

5.3.1 Zero Rule:
Za
1. f (x)dx = 0 where f (x) is a continuous function of x ∈ C and a ∈ C.
a
5.3.2 Inverting the Bounds Rule:

Zb Zb
1. f (x)dx = − f (x)dx where f (x) is a continuous function of x ∈ C and a, b ∈ C.
a a
5.3.3 Splitting the Bounds Rule:

Zb Zc Zb
1. f (x)dx = f (x)dx + f (x)dx where f (x) is a continuous function of x ∈ C and a, b, c ∈ C.
a a c
5.3.4 Constant Definite Rule:

fZ(x)
1. λdt = kf (x) where f (x) is a continuous function of x ∈ C and λ ∈ C.

0
5.4 Riemann Inequalities

The following identities hold for Riemann integrable functions f (x) on the closed interval a ≤ x ≤ b.
5.4.1 Interval Bounds:

Zb
1. (b − a) min (f (x)) ≤ f (x)dx ≤ (b − a) max (f (x)) where f (x) is a continuous function of x ∈ R and a, b ∈ R.
a≤x≤b a≤x≤b
a
5.4.2 Bound Between Functions:

Za Zb
1. If f (x) ≤ g(x) for all x in a ≤ x ≤ b, then f (x)dx ≤ g(x)dx where f (x), g(x) are continuous functions of x ∈ R
b a
and a, b ∈ R.
Za Zb
2. If f (x) < g(x) for all x in a ≤ x ≤ b, then f (x)dx < g(x)dx where f (x), g(x) are continuous functions of x ∈ R
b a
and a, b ∈ R.
34
5.4.3 Subinterval Bounds:

Zd Zb
1. If f (x) ≥ 0 for all x in a ≤ x ≤ b and the subinterval a < c ≤ x ≤ d < b, then f (x)dx ≤ f (x)dx where f (x) is
c a
a continuous function of x ∈ R and a, b, c, d ∈ R.
5.4.4 Absolute Value Bounds:

b
Z Zb

1. f (x)dx ≤ |f (x)| dx where f (x) is a continuous function of x ∈ R and a, b ∈ R.

a a
5.4.5 Hölder’s Inequality:

1 1
1. For two real numbers p, q such that p, q ≥ 1 where + =, then
p q
Z Z 1 Z 1
p q
p q

f (x)g(x)dx ≤ |f (x)| dx |g(x)| dx where f (x), g(x) are continuous functions of x ∈ R.

5.4.6 Minkowski Inequality:

Z 1 Z 1 Z 1
p p p
p p p
1. For the real number p such that p ≥ 1, then |f (x) + g(x)| dx ≤ |f (x)| dx + |g(x)| dx where
f (x), g(x) are continuous functions of x ∈ R.
Z Z Z
2. |f (x) + g(x)| dx ≤ |f (x)| dx + |g(x)| dx where f (x), g(x) are continuous functions of x ∈ R. This is the
special case where p = 1.
5.5 Integration by Substitution

Integration by substitution is a method for finding integrals. Using the fundamental theorem of calculus often requires
finding an antiderivative. It is the counterpart to the chain rule of differentiation.

Z
1. The integral f (x)dx can be simplified to an integral in u.
2. Let u = g(x) where g(x) is a continuous and differentiable function of x ∈ C. g(x) is usually chosen such that the
integral appears to be simplified.
du 1
3. = g 0 (x) =⇒ dx = 0 du
dx g (x)
4. x = g −1 (u) where x = g −1 (u) is the inverse function of u = g(x).

Z Z
1
5. f (x)dx = f g −1 (u) 0 du
g (x)
x=b
Z u=g(b)
Z
1
f g −1 (u)

6. f (x)dx = du where a, b ∈ C.
g 0 (x)
x=a u=g(a)
7. The substitution u = g(x) may result in some canceling and simplifying of the integral, allowing it to be solved
more easily.
35
5.5.2 Trigonometric Substitution:

Z x
1. Where the integral f (x)dx contains a2 − x2 , let u = g(x) = arcsin . Therefore, x = g −1 (u) = asin (u) and
a
dx = acos (u) du as 1 − sin2 (u) = cos2 (u).
Z x
2. Where the integral f (x)dx contains a2 + x2 , let u = g(x) = arctan . Therefore, x = g −1 (u) = atan (u) and
a
dx = asec2 (u) du as 1 + tan2 (u) = sec2 (u).
Z
x
3. Where the integral f (x)dx contains x2 − a2 , let u = g(x) = arcsec . Therefore, x = g −1 (u) = asec (u) and
a
dx = asec (u) tan (u) du as sec2 (u) − 1 = tan2 (u).
5.5.3 Trigonometric Elimination: The following substitutions in a function f (sin (x) , cos (x)) only will eliminate
sin (x) and cos (x).
Z Z
1 p
1. f (sin (x) , cos (x)) dx = √ f u, ± 1 − u2 du by the substitution u = g(x) = sin (x).
± 1 − u2
Z Z
1 p
2. f (sin (x) , cos (x)) dx = √ f ± 1 − u2 , u du by the substitution u = g(x) = cos (x).
∓ 1 − u2
2u 1 − u2
Z Z
2 x
3. f (sin (x) , cos (x)) dx = f , du by the substitution u = g(x) = tan . This is the
1 + u2 1 + u2 1 + u2 2
Euler and Weierstrass substitution.
5.6 Integration by Parts

integration by parts is a theorem that relates the integral of a product of functions to the integral of their derivative and
antiderivative. It is frequently used to transform the antiderivative of a product of functions into an antiderivative for
which a solution can be more easily found.

Z Z
0
1. u(x)v (x)dx = u(x)v(x) − u0 (x)v(x)dx where u(x), v(x) are some differentiable functions of x ∈ C.
Z Z
2. udv = uv − vdu where u(x), v(x) are some differentiable functions of x ∈ C.
5.6.2 LIATE Rule: In general, u(x) is determined by whichever function in the following list comes first.
1. Logarithmic Functions: ln (x) , logb (x) , . . .
2. Inverse Trigonometric Functions: arctan (x) , arcsin (x) , . . .

1 xn
3. Algebraic Functions: xn , , λ ,...
xm xm
4. Trigonometric Functions: sin (x) , tan (x) , sec (x) , . . .
5. Exponential Functions: ex , bx , . . .
5.6.3 Tabular Integration by Parts:

Z Z
1. udv = uv − vdu where u(x), v(x) are some differentiable functions of x ∈ C. For tabular integration u(x) is
taken as a polynomial of degree n where n ∈ N1 . As u(x) is a polynomial of degree n, the (n + 1)th derivative will
be 0. That is u(n+1) (x) = 0. This vanishing property allows tabular integration to terminate.
36
Sign Derivatives of u Integrals of v

+ u(x) & Z v(x)
d
− u(x) & v(x)dx
dx
d2 Z Z
+ u(x) & v(x)dxdx
dx2
d3
Z Z Z
− u(x) & v(x)dxdxdx
dx3
.. .. .. ..
. . . .
d(n+1)
Z Z Z
± u(x) & ... v(x)dxdx . . . dx
dx(n+1)
d(n)
Z Z Z Z Z Z Z
d
2. u(x)v(x)dx = + u(x) v(x)dx − u(x) v(x)dxdx + · · · ∓ (n) u(x) ... v(x)dxdx . . . dx where u(x),
dx dx
are some differentiable functions of x ∈ C
5.6.4 Generalised Identities:

Z Z Z
1. uvdw = uvw − uwdv − vwdu where u(x), v(x), w(x) are some differentiable functions of x ∈ C.
n
Y n Z Y
X n
2. uk (x) = ui (x)duj (x) where u1 (x), u2 (x), . . . , un (x) are some differentiable functions of x ∈ C and n ∈
k=1 j=1 i6=j
N1 .
5.7 Leibniz Integral Rule

This rule is for differentiation under the integral sign.

 b
Zb

Z
d  d
1. f (x, t)dt =
 f (x, t) dt where f is continuous and differentiable on a ≤ t ≤ b.
dx dx
a a
5.7.2 Generalised Identities:

 
b(x)
Z b(x)
Z
d  d d d
1. f (x, t)dt = f (x, b(x)) b(x) − f (x, a(x)) a(x) + f (x, t) dt where f is continuous and dif-

dx dx dx dx

a(x) a(x)
ferentiable on a(x) ≤ t ≤ b(x) for the domain of x and a(x), b(x) are continuous functions for for the domain of
x.
5.8 Integration by Partial Fractions

p(x)
For the integration of a rational fraction, that is a fraction f (x) = such that the numerator and the denominator are
q(x)
both polynomials. The outcome of a full partial fraction expansion expresses that fraction as a sum of fractions, where
the denominator of each term is a power of an irreducible polynomial and the numerator is a polynomial of smaller degree
than that irreducible polynomial. To decrease the degree of the numerator directly, the Euclidean division can be used.
If p already has lower degree than q this is not necessary.
37
5.8.1 Partial Fraction Decomposition:

1. Given two polynomials p(x) and q(x) = (x − x1 ) (x − x2 ) . . . (x − xn ) where deg (p(x)) < deg (q(x)) = n and
x1 , x2 , . . . , xn ∈ C are distinct roots of q(x) then for some constants c1 , c2 , . . . , cn ∈ C the rational function f (x)
n
p(x) X ck c1 c2 cn
can be expressed as f (x) = = = + + ··· + . The constants ck can be found
q(x) x − xk x − x1 x − x2 x − xn
k=1
p(xk )
by substitution, equating coefficients of the like powers of x or by the Lagrange interpolation formula ck = 0 .
q (xk )
This method does not consider all cases, but is modified slightly to cover some other cases.
p(x) p(x)
2. For the rational function f (x) = where deg (p(x)) ≥ deg (q(x)), then polynomial long division on will
q(x) q(x)
r(x) r(x)
give an equation in the form f (x) = m(x) + . Then, perform partial fraction decomposition on such that
q(x) q(x)
deg (r(x)) < deg (q(x)).
3. For a factor of q(x) that is irreducible, that is it is not expressed in the form x − xk but rather in a polynomial of
a higher degree, then the numerator must be sought as a polynomial where deg (numerator) < deg (denominator).
αx + β
For the irreducible quadratic factor ax2 + bx + c, then the partial fraction would be of the form for
ax2 + bx + c
some α, β ∈ C.
4. For a root (x − x1 ) of q(x) that is repeated. That is, it has a multiplicity r > 1. For the factor (x − x1 )r , then the
λ1 λ2 λr
partial fraction would be of the form + + ··· + for some λ1 , λ2 , . . . , λr ∈ C.
x − x1 (x − x1 ) 2 (x − x1 )r

Z Z Z
p(x)
1. f (x)dx = dx = PFD (f (x)) dx where p(x), q(x) are polynomial and PFD (f (x)) is the partial fraction
q(x)
decomposition of f (x).
5.9 Integration by Complex Substitution

Integration by complex substitution is a special case of substitution that is usually used when functions are in the form
of cos (f (x)) and sin (g(x))
eix + e−ix eix − e−ix
1. Let cos (x) = and sin (x) = where x ∈ C.
2 2
eif (x) + e−if (x) eig(x) − e−ig(x)
2. Let cos (f (x)) = and sin (g(x)) = where f (x), g(x) are some function of x ∈ C
2 2
5.10 Quadratic Integral

Z Z
1 1 1
1. 2
dx = 2 dx
ax + bx + c a b2

b c
x+ + −
2a a 4a2
5.10.2 Identities:
√
2ax + b − q
Z
1 1
1. 2
dx = √ ln √ + C where q = b2 − 4ac > 0
ax + bx + c q 2ax + b + q
Z
1 2 2ax + b
2. dx = √ arctan √ where q = b2 − 4ac < 0
ax2 + bx + c −q −q
38
5.11 Trigonometric Integrals

The trigonometric integrals are a family of integrals involving trigonometric functions.
5.11.1 Sine Integral:

Zx
sin (t)
1. Si (x) = dt where x > 0.
t
0
Z∞ Z∞
π sin (t) cos (t)
2. Si (x) = − cos (x) dt − sin (x) dt where x > 0.
2 t+x t+x
0 0
Z∞
sin (t)
3. si (x) = − dt where x > 0.
t
x
Z∞
sin (t) π
4. Si (x) − si (x) = dt =
t 2
0
Z
5. Si(x)dx = x Si(x) + cos (x) where x > 0.
5.11.2 Cosine Integral:

Z∞ Zx
cos (t) cos (t) − 1
1. Ci (x) = − dt = γ + ln (x) + dt where x > 0 and γ is the Euler-Mascheroni constant.
t t
x 0
Z∞ Z∞
sin (t) cos (t)
2. Ci (x) = sin (x) dt − cos (x) dt where x > 0.
t+x t+x
0 0
Zx
1 − cos (t)
3. Cin (x) = − dt where x > 0.
t
0
4. Ci (x) + Cin (x) = γ + ln (x) where x > 0 and γ is the Euler-Mascheroni constant.
Z
5. Ci(x)dx = x Ci(x) − sin (x) where x > 0.
5.11.3 Combined Integral:

Z∞ Z∞
sin (t) e−xt π
1. dt = dt = Ci (x) sin (x) + − Si (x) cos (x) where x > 0.
t+x t2 + 1 2
0 0
Z∞ Z∞
cos (t) te−xt π
2. dt = dt = − Ci (x) cos (x) + − Si (x) sin (x) where x > 0.
t+x t2 + 1 2
0 0
5.11.4 Hyperbolic Sine Integral:

Z x
sinh (t)
1. Shi(x) = shi(x) = dt = where x > 0.
0 t
∞
X x2k+1 x3 x5 x7
2. Shi(x) = 2
=x+ + + + . . . where x > 0.
(2k + 1) (2k)! 3! · 3 5! · 5 7! · 7
k=0
39
5.11.5 Hyperbolic Cosine Integral:

x
cosh (t) − 1
Z
1. Chi(x) = chi(x) = γ + ln (x) + dt where x > 0 and γ is the Euler-Mascheroni constant.
0 t
5.12 Exponential Integral

The exponential integral is a special function on the complex plane. It is defined as one particular definite integral of the
ratio between an exponential function and its argument.
5.12.1 Real Exponential Integral:

Z∞ −t


 e
− dt x<0


t



 −x



1. Ei (x) = Does not exist x = 0 where γ is the Euler-Mascheroni constant.

Z0


1 − e−t



 γ + ln (x) +
 dt x > 0
t



−x
Z
2. Ei(z)dx = z Ei(z) − e−z where z ∈ C. This is from a complex extension of Ei (x).
5.12.2 Entire Integral:

Zz
1 − e−t
1. Ein (z) = dt where z ∈ C.
t
0
5.12.3 Complex Exponential Integral:

Z∞
e−t
1. E1 (z) = dt where z ∈ C and |Arg (z)| < π.
t
z
Z∞
e−zt
2. E1 (z) = dt where z ∈ C and Re (z) ≥ 0.
t
1
Z1 z
e− t
3. E1 (z) = dt where z ∈ C and Re (z) ≥ 0.
t
0
4. E1 (z) = −γ − ln (z) + Ein (z) where z ∈ C and γ is the Euler-Mascheroni constant.

π
5. E1 (ix) = i − + Si (x) − Ci (x) where Si(x) is the sine integral, Ci(x) is the cosine integral and x > 0.
2
5.12.4 Generalised Exponential Integral

Z∞
e−xt
1. En (x) = dt where n ∈ N1 and x > 0.
tn
1
2. En (x) = xn−1 Γ (1 − n, x) where Γ(x, y) is the incomplete Gamma function, n ∈ N1 and x > 0.
e−z
Z
3. En (z) = − En−1 (z) dz, E0 (z) = where n ∈ N1 and z ∈ C.
z
40
5.13 Logarithmic Integral

The logarithmic integral function or integral logarithm is a special function. It is relevant in problems of physics and has
number theoretic significance, occurring in the prime number theorem as an estimate of the number of prime numbers
less than a given value.
5.13.1 Real Logarithmic Integral:

Zx
1
1. li (x) = dt where x > 0 and x 6= 1.
ln (t)
0
 1−ε
Zx

Z
1 1
2. li (x) = lim  dt + dt where x > 1. This is the formal definition given the singularity at x = 1.
ε→0+ ln (t) ln (t)
0 1+ε
3. li (x) = Ei (ln (x)) where Ei (x) is the Real Exponential Integral and x > 0.
Z
4. li(x)dx = x li(x) − Ei (2ln (x)) where Ei (x) is the Real Exponential Integral and x > 0.
Z
li(x)
5. dx = ln (x) li(x) − x where x > 0.
x
5.13.2 Offset Logarithmic Integral: This is also known as the Eulerian Logarithmic Integral.
1. Li (x) = li (x) − li (2) where x > 2.
Zx
1
2. Li (x) = dt
ln (t)
2
5.14 Riemann Integral

The Riemann integral was the first rigorous definition of the integral of a function on an interval. For many functions and
practical applications, the Riemann integral can be evaluated by the fundamental theorem of calculus or approximated
by numerical integration.

1. For a non-negative real function f (x) defined on the interval a ≤ x ≤ b, then let the region
S = {(x, y) : a ≤ x ≤ b, 0 < y < f (x)} be the region of the plane under the graph of f (x) and the x-axis.
Zb
2. The area of S is denoted by f (x)dx.
a
3. The basic idea of the Riemann integral is to use very simple approximations for the area of S. By taking better
and better approximations the limit tends to the exact area of S under the curve.
4. Where f (x) is both positive and negative, the definition of S is modified so that the integral corresponds to the
signed area under the graph of f (x). That is, the area above the x-axis minus the area below the x-axis.
41
Chapter 6
Applications of Integral Calculus
6.1 Area Under The Curve

The area under the curve is the fundamental application behind integral calculus. The definite integral from a to b will
find the net signed area of the function between these points.
6.1.1 Area entirely above the x-axis:
b
!
X
1. T = lim f (x)∆x where a, b, x ∈ R.
∆x→0
x=a
Zb
2. T = f (x)dx where a, b, x ∈ R.
a
6.1.2 Area entirely below the x-axis:
42
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
Zb
1. T = − f (x)dx where a, b, x ∈ R.
a
6.1.3 Identities:
Zb
1. T = |f (x)| dx where a, b, x ∈ R.
a
Zc Zb
2. T = |f (x)| dx + |f (x)| dx where a, b, c, x ∈ R and a < c < b.
a c
Zc Zb
3. For the above case, T = − f (x)dx + f (x)dx where a, b, c, x ∈ R and a < c < b.
a c
6.1.4 Parametric Identities: The signed area between the x-axis and the parametric function (x = x(t), y = y(t))
for ta ≤ t ≤ tb .
Ztb
dx
1. T = y(t) (t)dt where ta , tb , t, x, y ∈ R
dt
ta
6.2 Area Between Two Curves

6.2.1 x-axis Identities:
1. For a region bounded above and below by y = f (x) and y = g(x), and on the left and right by x = a and x = b,
Zb
T = |f (x) − g(x)| dx where a, b, x ∈ R. Note that to evaluate the integral, split the integral into signed parts.
a
6.2.2 y-axis Identities:

1. For a region bounded left and right by x = f (y) and x = g(y), and above and below by y = c and y = d,
Zd
T = |f (y) − g(y)| dy where c, d, y ∈ R. Note that to evaluate the integral, split the integral into signed parts.
c
43
6.3 Volume of Solids of Revolution

A solid of revolution is a solid figure obtained by rotating a plane curve around some straight line (the axis) that lies on
the same plane. Assuming that the curve does not cross the axis, the solid’s volume is equal to the length of the circle
described by the figure’s centroid multiplied by the figure’s area.
6.3.1 Disk Revolution About the x-axis:

1. For the volume of a function y = f (x) rotated around the x-axis, and on the left and right by x = a and x = b.
Zb Zb
V = π [y] dx = π [f (x)]2 dx where a, b, x ∈ R.
2
a a
2. For the volume of a function y = f (x) rotated around the line y = λ, and on the left and right by x = a and x = b.
Zb Zb
V = π [y − λ] dx = π [f (x) − λ]2 dx where a, b, x, λ ∈ R.
2
a a
6.3.2 Disk Revolution About the y-axis:

1. For the volume of a function x = f (y) rotated around y-axis, and above and below by y = c and y = d.
Zd Zd
V = π [x] dy = π [f (y)]2 dy where c, d, y ∈ R.
2
c c
2. For the volume of a function x = f (y) rotated around the line x = λ, and above and below by y = c and y = d.
Zd Zd
V = π [x − λ] dy = π [f (y) − λ]2 dy where c, d, y, λ ∈ R.
2
c c
44
6.3.3 Washer Revolution About the x-axis:

1. For the volume between two functions y = f (x) and y = g(x) rotated around the x-axis, and on the left and right
by x = a and x = b.
Zb
V =π [f (x)]2 − [g(x)]2 dx where |f (x)| ≥ |g(x)| for a ≤ x ≤ b and a, b, x ∈ R.
a
2. For the volume between two functions y = f (x) and y = g(x) rotated around the line y = λ, and on the left and
right by x = a and x = b.
Zb
2 2
V =π [f (x) − λ] − [g(x) − λ] dx where |f (x) − λ| ≥ |g(x) − λ| for a ≤ x ≤ b and a, b, x, λ ∈ R.
a
6.3.4 Shell Revolution About the x-axis:

1. For the volume of a function x = f (y) rotated around the x-axis, and on the left and right by x = a and x = b.
Zb
V = 2π yf (y)dy where a, b, y ∈ R. The formula is derived by computing the double integral in polar coordinates.
a
6.3.5 Shell Revolution About the y-axis:

1. For the volume of a function y = f (x) rotated around the y-axis, and above and below by y = c and y = d.
Zd
V = 2π xf (x)dx where c, d, x ∈ R. The formula is derived by computing the double integral in polar coordinates.
c
6.3.6 Parametric Form About the x-axis:

1. For the volume of a parametric function x = x(t) and y = y(t) rotated around the x-axis, and on the left and right
Zb
dx
by x = a and x = b. V = π [y(t)]2 dt where a, b, t, x, y ∈ R.
dt
a
6.3.7 Parametric Form About the y-axis:

1. For the volume of a parametric function x = x(t) and y = y(t) rotated around the t-axis, and above and below by
Zd
dy
y = c and y = d. V = π [x(t)]2 dt where c, d, t, x, y ∈ R.
dt
c
45
6.4 Surface Area of Solids of Revolution

6.4.1 Disk Revolution About the x-axis:
1. For the surface area of a function y = f (x) rotated around the x-axis, and on the left and right by x = a and x = b.
Zb Zb
s 2
dy
q
SA = 2π y 1 + dx = 2π f (x) 1 + (f 0 (x))2 dx where a, b, y ∈ R.
dx
a a
6.4.2 Disk Revolution About the y-axis:

1. For the surface area of a function x = f (y) rotated around y-axis, and above and below by y = c and y = d.
Zb Zb
s 2
dx
q
SA = 2π x 1 + dy = 2π f (y) 1 + (f 0 (y))2 dy where c, d, x ∈ R.
dy
a a
6.4.3 Parametric Form About the x-axis:

1. For the surface area of a parametric function x = x(t) and y = y(t) rotated around the x-axis, and on the left and
Zb
s
dx 2
2
dy
right by x = a and x = b. SA = 2π y + dt where a, b, t, x, y ∈ R.
dt dt
a
6.4.4 Parametric Form About the y-axis:

1. For the surface area of a parametric function x = x(t) and y = y(t) rotated around the t-axis, and above and below
Zd
s
dx 2
2
dy
by y = c and y = d. SA = 2π x + dt where a, b, t, x, y ∈ R.
dt dt
c
6.5 Gabriel’s Horn

Gabriel’s Horn, also called Torricelli’s trumpet, is a geometric figure, which has infinite surface area but finite volume.
The converse phenomenon of Gabriel’s horn, a surface of revolution that has a finite surface area but an infinite volume,
cannot occur.
1
The horn is formed by taking the function y = where x ≥ 1 and rotating it about the x-axis. Since the Horn has finite
x
volume but infinite surface area, it seems that it could be filled with a finite quantity of paint, and yet that paint would
not be sufficient to coat its inner surface.
46
6.5.1 Volume of Gabriel’s Horn: To calculate the volume between x = 1 and x = b where b > 1.
Zb 2
1 1
1. V = π dx = π 1 −
x b
1

1
2. lim (V ) = lim π 1 − =π
b→∞ b→∞ b
6.5.2 Surface Area of Gabriel’s Horn: To calculate the surface area between x = 1 and x = b where b > 1.
Zb Zb
s s
0 2 0 2
1 1 1 1
1. SA = 2π 1+ dx > 2π dx = 2πln (b) as 1+ > 1 for x > 1.
x x x x
1 1
2. lim (SA) = lim (2πln (b)) = ∞ = Does not exist.

b→∞ b→∞
6.6 Length of a Curve

6.6.1 Length With Respect To x-ordinates: To calculate the length of the arc of a curve y = f (x) where
a≤x≤b
Zb
s 2
dy
1. L = 1+ dx where a, b, x ∈ R.
dx
a
6.6.2 Length With Respect To y-ordinates: To calculate the length of the arc of a curve x = f (y) where
c≤y≤d
Zd
s 2
dx
1. L = 1+ dx where f (y) is continually increasing and a, b, x ∈ R.
dy
c
6.6.3 Length Parametrically: To calculate the length of the arc of a parametric function x = x(t) and y = y(t)
where t1 ≤ t ≤ t2
Zt2 2 2
s
dx dy
1. L = + dt where t1 , t2 , t, x, y ∈ R.
dt dt
t1
6.6.4 Length With Respect To Polar Coordinates: To calculate the length of the arc of a curve r = f (θ)
where θ1 ≤ θ ≤ θ2
Zθ2
s 2
dr
1. L = r2 + dθ where θ1 , θ2 , θ, r ∈ R.
dθ
θ1
6.7 Double Integrals

6.7.1 Establishing the Correct Limits With Respect to the Domain:
1. If f (x, y) is continuous on the rectangle, D = {(x, y)|a ≤ x ≤ b, c ≤ y ≤ d}, then
Z Z Zb Zd
I= f (x, y)dA = f (x, y)dydx .
D
a c
47
2. If f (x, y) is continuous on the region, D = {(x, y)|a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}, then

Z Z Zb gZ2 (x)
I= f (x, y)dA = f (x, y)dydx .
D
a g1 (x)
3. If f (x, y) is continuous on the region, D = {(x, y)|h1 (y) ≤ x ≤ h2 (y), c ≤ y ≤ d}, then
Z Z Zd hZ2 (y)
I= f (x, y)dA = f (x, y)dxdy .
D
c h1 (y)
48
4. If f (x, y) is continuous on the polar region, D = {(r, θ)|a ≤ r ≤ b, α ≤ θ ≤ β}, then

Z Z Zβ Zb
I= f (x, y)dA = f (rcos (θ) , rsin (θ))rdrdθ .
D
α a
6.7.2 Identities:
  
Z Z Xm X
n
1. f (x, y)dA = lim  lim  f (xi,j , yi,j ) ∆A where ∆A is a small area around (xi,j , yi,j ) and x, y ∈ C.
D m→∞ n→∞
i=1 j=1
Z Z Z Z Z Z
2. (f (x, y) ± g(x, y)) dA = f (x, y)dA ± g(x, y)dA where x, y ∈ C.
D D D
Z Z Z Z
3. λf (x, y)dA = λ f (x, y)dA where λ, x, y ∈ C.
D D
Z Z Z Z
4. f (x, y)dA ≤ g(x, y)dA if f (x, y) ≤ g(x, y) for all (x, y) ∈ D where x, y ∈ C.
D D
Z Z Z Z
5. f (x, y)dA ≤ f (x, y)dA if f (x, y) ≥ 0 for all (x, y) ∈ D where x, y ∈ C and S is a subset of D.
S D
6.8 Applications of Double Integrals

6.8.1 Identities:
Z Z
1. Where f (x, y) = 1, T = f (x, y)dA = area of the domain D where x, y ∈ R.
D
Z Z
2. Where z = f (x, y) ≥ 0 is the height of the surface, V = f (x, y)dA = volume of the are below the surface and
D
the x, y-plane in the domain D where x, y, z ∈ R.
Z Z
3. Where z = f (x, y) ≥ 0 is the pressure on the x, y-plane, F = f (x, y)dA = the total force acting on the plane
D
on the domain D where x, y, z ∈ R.
49
6.9 Triple Integrals

6.9.1 Establishing the Correct Limits With Respect to the Domain:
1. If f (x, y, z) is continuous on the box, B = {(x, y, z)|a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}, then
Z Z Z Zb Zd Zs
I= f (x, y, z)dV = f (x, y, z)dzdydx .
B
a c r
2. If f (x, y, z) is continuous on the region,

 B = {(x, y, z)|(x,
 y) ∈ D, u1 (x, y) ≤ z ≤ u2 (x, y)}, then
Z Z Z Z Z u2Z(x,y)
I= f (x, y, z)dV = f (x, y, z)dz  dA .

 

B D
u1 (x,y)
3. If f (x, y, z) is continuous on the region, B = {(x, y, z)|a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x), u1 (x, y) ≤ z ≤ u2 (x, y)}, then
Z Z Z Zb gZ2 (x) u2Z(x,y)
I= f (x, y, z)dV = f (x, y, z)dzdydx .
B
a g1 (x) u1 (x,y)
4. If f (x, y, z) is continuous on the cylindrical region, B = {(r, θ, z)|α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ), u1 (x, y) ≤ z ≤ u2 (x, y)},
then
Z Z Z Zβ hZ2 (θ) u2 (rcos(θ),rsin(θ))
Z
I= f (x, y, z)dV = f (rcos (θ) , rsin (θ) , z)rdzdrdθ .
B
α h1 (θ) u1 (rcos(θ),rsin(θ))
50
5. If f (x, y, z) is continuous on the spherical region,

B = {(ρ, φ, θ)|θ1 ≤ θ ≤ θ2 , h1 (θ) ≤ φ ≤ h2 (θ), g1 (φ, θ) ≤ ρ ≤ g2 (φ, θ)}, then
Z Z Z Zθ2 hZ2 (θ) g2Z(φ,θ)
I= f (x, y, z)dV = f0 (ρ, φ, θ)ρ2 sin (φ) dρdφdθ where
B
θ1 h1 (θ) g1 (φ,θ)
f0 (ρ, φ, θ) = f (ρsin (φ) cos (θ) , ρsin (φ) sin (θ) , ρcos (φ)).
6.9.2 Identities:
   
Z Z Z Xl X n
m X
1. f (x, y, z)dV = lim  lim  lim  f (xi,j,k , yi,j,k , zi,j,k ) ∆V  where ∆V is a small volume
B l→∞ m→∞ n→∞
i=1 j=1 k=1
around (xi,j,k , yi,j,k , zi,j,k ) and x, y, z ∈ C.
6.10 Applications of Triple Integrals

6.10.1 Identities:
Z Z Z
1. Where f (x, y, z) = 1, V = f (x, y, z)dV = the volume of the shape B where x, y, z ∈ R.
B
Z Z Z
2. Where z = f (x, y, z) ≥ 0 is the density of the shape, M = f (x, y, z)dV = the mass of the shape B where
B
x, y, z ∈ R.
Z Z Z Z Z Z
1 1
3. The mean value of a function f (x, y, z) is = fave = f (x, y, z)dV = R R R f (x, y, z)dV where
VB B B dV B
VB is the volume of the shape B and x, y, z ∈ R.
6.11 Center of Mass

6.11.1 2D Identities:
1. Within the domain, R, the density is given as ρ(x, y)
Z Z
2. M = ρ(x, y)dA
R
51
Z Z
1
3. x̄ = xρ(x, y)dA
M R
Z Z
1
4. ȳ = yρ(x, y)dA
M R
5. The center of mass is: (x̄, ȳ).
6.11.2 3D Identities:
1. Within the domain, B, the density is given as ρ(x, y, z)
Z Z Z
2. M = ρ(x, y, z)dV
B
Z Z Z
1
3. x̄ = xρ(x, y, z)dV
M B
Z Z Z
1
4. ȳ = yρ(x, y, z)dV
M B
Z Z Z
1
5. z̄ = zρ(x, y, z)dV
M B
6. The center of mass is: (x̄, ȳ, z̄).
6.12 Line Integral

A line integral is an integral where the function to be integrated is evaluated along a curve. The function to be integrated
may be a scalar field or a vector field. The value of the line integral is the sum of values of the field at all points on the
curve, weighted by some scalar function on the curve, commonly arc length or, for a vector field, the scalar product of the
vector field with a differential vector in the curve. This weighting distinguishes the line integral from simpler integrals
defined on intervals.
6.12.1 Fundamental Theory for a Scalar Field:

n
!
X
1. I = lim f (r (tk )) ∆sk where the curve C ⊂ Rn is partitioned on the interval a ≤ t ≤ b by n sub-intervals
∆sk →0
k=1
˜
b−a
[tk−1 , tk ] of length ∆t = and ∆sk is the distance between sample points on the curve.
n
n
!
0 X 0
2. By the mean value theorem, ∆sk = |r (tk + ∆t) − r (tk )| ≈ r (tk )∆t. Thus I = lim f (r (tk )) r (tk )∆t .
˜ ˜ ˜ ∆t→0
k=1
˜ ˜
Z Zb
f (r (t)) r 0 (t) dt where C ⊂ Rn is a piecewise smooth curve r (t) for a ≤ t ≤ b such that r (a) and

3. f (x) ds =
C ˜ ˜ ˜ ˜ ˜
a
r (b) are the endpoints of the curve C, ds is the differential arc length and x ∈ Rn .
˜ ˜
52
6.12.2 Line Integral of a Scalar Field With Respect To Arc Length:

n
Z !
X
1. L = f (x, y, z)ds = lim f (xk , yk , zk )∆sk where the curve C ⊂ R3 is a smooth curve on the interval a ≤
c n→∞
k=1
b−a
t ≤ b by n sub-intervals [tk−1 , tk ] of length ∆t = and ∆sk is the distance between sample points on the curve.
n
2. The function f (x, y, z) is parametrized with respect to t such that x = x(t), y = y(t), z = z(t) for a ≤ t ≤ b
s
dx 2
2 2
dy dz
3. ds = + + dt
dt dt dt
Zb
s 2 2 2
Z
dx dy dz
4. L = f (x, y, z)ds = f (x(t), y(t), z(t)) + + dt
c dt dt dt
a
Z
5. Note that the length of a curve in C ⊂ R3 is found when f (x, y, z) = 1. Thus L = ds.
c
6.12.3 Fundamental Theory for a Vector Field:

n
!
X
1. I = lim F (r (tk )) • ∆r (tk ) where the curve C ⊂ Rn → Rn is partitioned on the interval a ≤ t ≤ b by n
∆t→0
k=1
˜ ˜
|r (tb ) − r (ta )|
sub-intervals [r (tk−1 ), r (tk )] of length ∆t = ˜ ˜ . ∆t is the distance between sample points on the curve.
˜ ˜ n
n
!
0 X
F (r (tk )) • r 0 (tk )∆t .

2. By the mean value theorem, ∆r (tk ) = |r (tk + ∆t) − r (tk )| ≈ r (tk )∆t. Thus I = lim
˜ ˜ ˜ ˜ ∆t→0
k=1
˜ ˜
Zb Zb
r 0 (t) 0
Z
3. F (r (t)) • dr = F (r (t)) • ˜0 r (t) dt = F (r (t)) • r 0 (t)dt where C ⊂ Rn → Rn is a piecewise smooth
C ˜ ˜ ˜ |r (t)| ˜ ˜ ˜
a ˜ a
curve r (t) for a ≤ t ≤ b such that r (a) and r (b) are the endpoints of the curve C, ds is the differential arc length
and x ˜∈ Rn . ˜ ˜
˜
6.12.4 Line Integral With Respect To Coordinates: This is a different notation to the vector field, but
mathematically the same.
n
Z !
X
1. f (x, y, z)dx = lim f (xk , yk , zk ) ∆xk ,
C n→∞
k=1
n
Z !
X
f (x, y, z)dy = lim f (xk , yk , zk ) ∆yk ,
C n→∞
k=1
n
Z !
X
f (x, y, z)dz = lim f (xk , yk , zk ) ∆zk where the curve C ⊂ R3 → R3 is partitioned on the interval a ≤ t ≤ b
C n→∞
k=1
by n sub-intervals.
2. If F (x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k for some functions P, Q, R and the curve C, r (t) = x(t)i +
˜ + z(t)k where a ≤ ˜t ≤ b.
y(t)j ˜ ˜ ˜ ˜
˜Z ˜ Z
3. Then F (x, y, z) • dr = P (x, y, z)dx + Q(x, y, z)dy + R(x, y, z)dz
Z C ˜ Z ˜ C Z
= P (x, y, z)dx + Q(x, y, z)dy + R(x, y, z)dz.
C C C
53
Z Z
dx
4. P (x, y, z)dx = P (x(t), y(t), z(t))
dt,
ZC ZC dt
dy
Q(x, y, z)dy = Q (x(t), y(t), z(t)) dt,
ZC ZC dt
dz
R(x, y, z)dz = R (x(t), y(t), z(t)) dt
C C dt
6.12.5 Line Integral of a Vector Field:

Z
1. W = F (x, y, z) • T (x, y, z)ds where x = x(t), y = y(t), z = z(t) for a ≤ t ≤ b and the curve C, r (t) = x(t)i +
C ˜ ˜
y(t)j + z(t)k.
˜ ˜
0
r (t)
2. T (t) = ˜0
|r (t)|
s ˜
dx 2
2 2
dy dz
dt = r 0 (t) dt

3. ds = + +
dt dt dt ˜
Z Zb Zb
0
4. W = F (x, y, z) • T (x, y, z)ds = F (r (t)) • r (t)dt = F (x(t), y(t), z(t)) • r 0 (t)dt
C ˜ ˜ ˜
a a
6.13 Path Independence

1. For a line integral of a vector field, the path between two points will usually result in a different value. However, if
the function is conservative, the line integral is independent of path.
2. For the line integral of the vector field F (x, y, z) parameterized as F (P (t), Q(t), R(t)) for some functions P (t), Q(t), R(t)
along the curve C, r (t) = x(t)i + y(t)j + z(t)k.
˜ ˜ ˜ ˜
3. If F (x, y, z) is conservative,
there exists some other function Φ(x, y, z) such that
∂Φ ∂Φ ∂Φ
Grad (Φ(x, y, z)) = , , = F (x, y, z)
∂x ∂y ∂z
Z Z Z
∂Φ ∂Φ ∂Φ ∂x ∂y ∂z
4. Therefore, F (P (t), Q(t), R(t)) • dr = Grad (Φ(x, y, z)) • dr = , , • , , dt
C ˜ C ˜ C ∂x ∂y ∂z ∂t ∂t ∂t
Z Zb Zt=b
∂Φ ∂x ∂Φ ∂y ∂Φ ∂z dΦ
= + + dt = dt = dΦ = Φ (r (a)) − Φ (r (b)).
C ∂x ∂t ∂y ∂t ∂z ∂t dt ˜ ˜
a t=a
6.14 Green’s Theorem

Green’s Theorem gives the relationship between a line integral around a simple closed curve C and a double integral over
the plane region D bounded by C. It is the two-dimensional special case of the more general Stokes Theorem.
6.14.1 Scalar Field Identities:

I I I Z Z
∂Q ∂P
1. f • dr = P (x, y)dx + Q(x, y)dy = − dA where f (x, y) = P (x, y)i + Q(x, y)j for some
C ˜ ˜ C C D ∂x ∂y ˜ ˜ ˜
functions P (x, y), Q(x, y) and r is a simple closed curve C around a region D ∈ R2 .
˜
54
6.14.2 Vector Field Identities:

I Z Z

1. f • dr = Curl f • n̂dA where f (x, y) = P (x, y)i + Q(x, y)j for some functions P (x, y), Q(x, y), r is a
C ˜ ˜ D ˜ ˜ ˜ ˜ ˜ ˜
simple closed curve C around a region D ∈ R2 and n̂ is a unit normal vector to the surface.
I Z Z ˜

2. f • n̂ds = Div f dA where f (x, y) = P (x, y)i + Q(x, y)j for some functions P (x, y), Q(x, y), r is a simple
C ˜ ˜ D ˜ ˜ ˜ ˜ ˜
closed curve C around a region D ∈ R2 , n̂ is a unit normal vector to the surface and ds is the arc length.
˜
6.15 Stoke’s Theorem

Stoke’s Theorem states that for a simple closed curve enclosing a simple connected region in a positive (clockwise)
orientation, the closed contour line integral can be converted into a surface integral over the domain bounded by the
curve. The surface integral can be taken arbitrarily if not given.

I Z Z

1. f • dr = Curl f • dS where f (x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k for some functions
C ˜ ˜ S ˜ ˜ ˜ ˜ ˜ ˜
P (x, y, z), Q(x, y, z), R(x, y, z) and r is a simple closed curve C around a surface S ∈ R3 .
I Z Z ˜

2. f • dr = Curl f • n̂dA where f (x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k for some functions
C ˜ ˜ D ˜ ˜ ˜ ˜ ˜ ˜
P (x, y, z), Q(x, y, z), R(x, y, z), r is a simple closed curve C around a surface S ∈ R3 projected onto the domain
D ∈ R2 and n̂ is an outward unit ˜ normal vector to the surface.
˜
6.16 Surface Integrals

1. A surface can be regarded as S = r (u, v) = x(u, v)i + y(u, v)j + z(u, v)k for some functions x(u, v), y(u, v), z(u, v).
˜ ˜ ˜ ˜
2. By rearranging to express z(u, v) in terms of x(u, v) and y(u, v), S = r (x, y) = xi + yj + f (x, y)k
˜ ˜ ˜ ˜
6.16.2 Evaluating the Unit Normal Vector:
r ×r rx × ry
1. n̂ = ± ˜u ˜v = ± ˜ ˜ . For the purposes of evaluating surface integrals, the outward facing unit normal
˜ |r u × r v | rx × ry
vector is˜ needed.
˜ ˜ ˜

dr (u, v0 ) ∂x ∂y ∂z dr (u0 , v) ∂x ∂y ∂z
2. r u = ˜ = , , ,r = ˜ = , , .
˜ du ∂u ∂u ∂u (u0 ,v0 ) ˜v dv ∂v ∂v ∂v (u0 ,v0 )
(−fx , −fy , 1)
3. r x = (1, 0, fx ), r y = (0, 1, fy ), n̂ = ± .
˜ ˜ ˜ |(−fx , −fy , 1)|
6.16.3 Scalar Field Identities:

Z Z
1. I = f (x, y, z)dS where S ∈ R3 is a surface.
S
s
∂z 2
Z Z Z Z Z Z 2
∂z
2. I = f (x, y, z)dS = f (x, y, g(x, y)) |n| dA = f (x, y, g(x, y)) + + 1dA where S ∈
S D ˜ D ∂x ∂y
R3 is a surface, D ∈ R2 is the projection of that surface to the plane, z = g(x, y) and n is the normal vector of the
surface. ˜
55

Z Z
r ×r
Z Z Z Z Z Z
1. I = f • dS = f • n̂dS = f • ˜u ˜v |r u × r v | dudv = f • (r u × r v ) dudv
S ˜ ˜ S ˜ ˜ D ˜ |r u × r v | ˜ ˜ D˜ ˜ ˜
˜ y, z)k
where f (x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, ˜ for some functions P (x, y, z), Q(x, y, z), R(x, y, z), r (u, v)
bounds˜the surface S around˜a region D ∈˜ R2 , n̂ is a unit˜ normal vector outwards to the surface. ˜
˜
6.16.5 Divergence Theorem:
Z Z Z Z Z Z Z Z Z Z
∂P (x, y, z) ∂Q(x, y, z) ∂R(x, y, z)
1. I = f • dS = f • n̂dS = Div f dV = + + dV
S ˜ ˜ S ˜ ˜ B ˜ B ∂x ∂y ∂z
where f (x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k for some functions P (x, y, z), Q(x, y, z), R(x, y, z), S ∈ R3
˜
is a bounded ˜ solid B with
surface of a simple ˜
˜ positive (outward) orientation and n̂ is a unit normal vector outwards
to the surface. ˜
6.17 Applications of Surface Integrals

6.17.1 Identities:
Z Z
1. Where f (x, y, z) = 1, f (x, y, z)dS is the surface area of the surface S ∈ R3 .
S
Z Z
2. Where f (x, y, z) = the pressure acting on the surface, f (x, y, z)dS is the total force on the surface S ∈ R3
S
where x, y, z ∈ R.
Z Z
3. Where f (x, y, z) = the density of the surface, f (x, y, z)dS is the weight of the surface S ∈ R3 where x, y, z ∈ R.
S
6.18 Leibnitz’s Rule

6.18.1 Identities:
v(α)
Z
1. I(α) = f (x, α)dx where a ≤ α ≤ b and u(α) ≤ x ≤ v(α).
u(α)
v(α)
Z
dI ∂f (x, α) dv du
2. = dx + f (v(α), α) − f (u(α), α)
dα ∂α dα dα
u(α)
Z
dI
3. I(α) = dα
dα
56
Chapter 7
Tables of Integrals
Unless stated or within the context of the integral, take the domain of variables to be all real numbers. Most formulas
can be generalised into the complex domain.
7.1 Quick Reference Table

7.1.1 General Functions:
n+1
f (x)
Z
0
n
1. f (x) f (x) dx = +C
n+1
f 0 (x)
Z
2. dx = ln (|f (x)|) + C
f (x)
Z
3. f 0 (x)ef (x) dx = ef (x) + C
7.1.2 Trigonometric Identities:

Z
1. sin (x) dx = −cos (x) + C
Z
2. cos (x) dx = sin (x) + C
Z Z
2 1
3. sec (x) dx = dx = tan (x) + C
cos2 (x)
Z
4. tan (x) dx = ln (|sec (x)|) + C
Z
5. cot (x) dx = ln (|sin (x)|) + C
Z
6. sec (x) dx = ln (|sec (x) + tan (x)|) + C
Z
7. csc (x) dx = ln (|csc (x) − cot (x)|) + C
7.1.3 Hyperbolic Identities:

Z
1. sinh (x) dx = cosh (x) + C
Z
2. cosh (x) dx = sinh (x) + C
57
The Mathematics Handbook Chapter 7 – Tables of Integrals
Z Z
2 1
3. sech (x) dx = dx = tanh (x) + C
cosh2 (x)
Z
4. tanh (x) dx = ln (cosh (x)) + C
Z
5. coth (x) dx = ln (|sinh (x)|) + C
Z
6. sech (x) dx = arctan (|sinh (x)|) + C
Z x
7. csch (x) dx = ln tanh +C

2
7.1.4 Simple Identities:


Z  ln (|x|) + C n = −1

1. xn dx = n+1
 x

+C n 6= −1
n+1
Z
1 ax
2. eax dx = e +C
a
7.1.5 Other Identities:

Z
1 1 x + a
1. dx = ln +C
a2 − x2 2a x − a

x − a
Z
1 1
2. dx = ln x + a + C

x2 − a2 2a
Z
1 x
3. √ dx = arcsin +C
a2 − x2 a
−1
Z x
4. √ dx = arccos +C
a2 − x2 a
Z
1 1 x
5. dx = arctan +C
a2 + x2 a a
−1
Z
1 x
6. dx = arctan +C
a2 + x2 a a
Z
1 1 x
7. √ dx = arcsec +C
x x2 − a2 a a
−1
Z
1 x
8. √ dx = arcsec +C
x x2 − a2 a a
Z
1 x p
9. √ dx = arcsinh + C = ln x + x2 + a2 + C

2
x +a 2 a
Z
1 x p
10. √ dx = arccosh + C = ln x + x2 − a2 + C

x2 − a2 a
a + √a2 − x2
Z !
1 1 x 1
11. √ dx = − arcsech + C = − ln

a a a x
2 2

x a −x
58
7.1.6 Definite Integral:

Zb ∞ 2X
X
k
−1
1. f (x)dx = (b − a) (−1)h+1 2−k f a + h (b − a) 2−k
a k=1 h=1
7.2 Table of Rational Functions

7.2.1 Indefinite Identities:

Z  aln (|x|) + C n = −1

1. axn dx = n+1
 ax

+C n 6= −1
n+1
(ax + b)n+1
Z
2. (ax + b)n dx = + C where n 6= 1 ∈ Z
a(n + 1)
Z
1 1 x
3. dx = arctan +C
x2 + a2 a a
Z
1 1 a
4. dx = − arctan +C
x2 + a2 a x

1 x 1 a−x

 − a arccoth a = 2a ln a + x + C |x| < |a|
Z 

1
5. dx =
x2 − a2

 1 x 1 x−a
 − arccoth
 = ln + C |x| > |a|
a a 2a x+a
2Xn−1
(2k − 1)π (2k − 1)π (2k − 1)π
Z
1 1
6. dx = sin arctan x − cos csc
x2 n + 1 k=1
2n−1 2n 2n 2n

1 (2k − 1)π 2 (2k − 1)π
− n cos ln x − 2xcos + 1 + C where n ∈ Z.
2 2n 2n
Z
1 1
7. dx = ln (|ax + b|) + C
ax + b a
Z
x x b
8. dx = − 2 ln (|ax + b|) + C
ax + b a a
Z
x b 1
9. dx = 2 + ln (|ax + b|) + C
(ax + b)2 a (ax + b) a2
a(1 − n)x − b
Z
x
10. dx = 2 + C where n 6= 1, 2 ∈ Z
(ax + b)n a (n − 1)(n − 2)(ax + b)n−1
a(n + 1)x − b
Z
11. x(ax + b)n dx = (ax + b)n+1 + C where n 6= −1, −2 ∈ Z
a2 (n + 1)(n + 2)
x2 b2 ln (|ax + b|) ax2 − 2bx
Z
12. dx = + +C
ax + b a3 2a2
x2 b2
Z
1
13. dx = 3 ax − 2bln (|ax + b|) − +C
(ax + b)2 a ax + b
x2 b2
Z
1 2b
14. dx = 3 ln (|ax + b|) + − +C
(ax + b)3 a ax + b 2(ax + b)2
59
x2 (ax + b)3−n 2b(ax + b)2−n b2 (ax + b)1−n

Z
1
15. n
dx = 3 − + − + C where n 6= 1, 2, 3 ∈ Z
(ax + b) a (n − 3) (n − 2) (n − 1)
Z
1 1 ax + b
16. dx = − ln +C
x(ax + b) b x
Z
1 1 a ax + b
17. dx = − + 2 ln +C
x2 (ax + b) bx b x
Z
1 1 1 2 ax + b
18. dx = −a 2 + − ln +C
x2 (ax + b)2 b (ax + b) ab2 x b3 x

2 2ax + b
√ arctan √ +C 4ac − b2 > 0




 4ac − b 2 4ac − b 2


Z 
1

2 2ax + b

19. dx = −√ arctan √ + C 4ac − b2 < 0 where a 6= 0
ax2 + bx + c 
 b2 − 4ac b2 − 4ac


2


 − 4ac − b2 = 0

 +C
2ax + b

2 2ax + b

 √ arctan √ +C 4ac − b2 > 0


 4ac − b 2 4ac − b 2

2ax + b − √b2 − 4ac
Z 
 !
1 
1
20. dx = √ ln √ + C 4ac − b2 < 0 where a 6= 0

ax2 + bx + c 
 b 2 − 4ac 2ax + b + b 2 − 4ac



 − 2


+C 4ac − b2 = 0

2ax + b
Z Z
x 1 2 b dx
21. 2
dx = ln ax + bx + c −

2
+ C where a 6= 0
ax + bx + c 2a 2a ax + bx + c

2an − bm

m 2 2ax + b

 ln ax + bx + c + √ arctan √ +C 4ac − b2 > 0
2a a 4ac − b 2 4ac − b 2




Z 

mx + n m 2an − bm 2ax + b
 2
22. dx = ln ax + bx + c − √
arctanh √ + C 4ac − b2 < 0
ax2 + bx + c  2a
 a b2 − 4ac b2 − 4ac


 m 2an − bm

ln ax2 + bx + c −

+C 4ac − b2 = 0



2a a(2ax + b)
where a 6= 0
(2n − 3)2a
Z Z
1 2ax + b 1
23. 2 n
dx = 2 2 n−1
+ 2
dx + C
(ax + bx + c) (n − 1)(4ac − b )(ax + bx + c) (n − 1)(4ac − b ) (ax + bx + c)n−1
2
where a 6= 0
b(2n − 3)
Z Z
x bx + 2c 1
24. dx = − − dx + C
(ax2 + bx + c)n (n − 1)(4ac − b2 )(ax2 + bx + c)n−1 (n − 1)(4ac − b2 ) (ax2 + bx + c)n−1
where a 6= 0
2
Z Z
1 1 x − b
1
25. 2
dx = ln
2 2
dx + C where a 6= 0
x(ax + bx + c) 2c ax + bx + c 2c ax + bx + c
xm+1 (a + bxn )p
Z Z
anp
26. xm (a + bxn )p dx = + xm (a + bxn )p−1 dx
m + np + 1 m + np + 1
xm+1 (a + bxn )p+1 m + n(p + 1) + 1

Z Z
n p
27. m
x (a + bx ) dx = − + xm (a + bxn )p+1 dx
an(p + 1) an(p + 1)
xm+1 (a + bxn )p
Z Z
bnp
28. xm (a + bxn )p dx = − xm+n (a + bxn )p−1 dx
m+1 m+1
60
xm−n+1 (a + bxn )p+1 m − n + 1

Z Z
n p
29. m
x (a + bx ) dx = − xm−n (a + bxn )p+1 dx
bn(p + 1) bn(p + 1)
xm−n+1 (a + bxn )p+1 a(m − n + 1)

Z Z
n p
30. m
x (a + bx ) dx = − xm−n (a + bxn )p dx
b(m + np + 1) b(m + np + 1)
xm+1 (a + bxn )p+1 b(m + n(p + 1) + 1)

Z Z
31. xm (a + bxn )p dx = − xm+n (a + bxn )p dx
a(m + 1) a(m + 1)
(Ab − aB) (a + bx)m+1 (c + dx)n (e + f x)p+1

Z
32. (A + Bx) (a + bx)m (c + dx)n (e + f x)p dx = −
b (m + 1) (af − be)
Z
1
+ (bc (m + 1) (Af − Be) + (Ab − aB) (nde + cf (p + 1))
b (m + 1) (af − be)

m+1 n−1 p
+d (b (m + 1) (Af − Be) + f (n + p + 1) (Ab − aB)) x) (a + bx) (c + dx) (e + f x) dx
B (a + bx)m (c + dx)n+1 (e + f x)p+1

Z
m n p
33. (A + Bx) (a + bx) (c + dx) (e + f x) dx =
df (m + n + p + 2)
Z
1
+ (Aadf (m + n + p + 2) − B (bcem + a (de (n + 1) + cf (p + 1)))
df (m + n + p + 2)
+ (Abdf (m + n + p + 2) + B (adf m − b (de (m + n + 1)

m−1 n p
+ cf (m + p + 1)))) x) (a + bx) (c + dx) (e + f x) dx
(Ab − aB) (a + bx)m+1 (c + dx)n+1 (e + f x)p+1

Z
34. (A + Bx) (a + bx)m (c + dx)n (e + f x)p dx =
(m + 1) (ad − bc) (af − be)
Z
1
+ ((m + 1) (A (adf − b (cf + de)) + Bbce)
(m + 1) (ad − bc) (af − be)
− (Ab − aB) (de (n + 1) + cf (p + 1))

m+1 n p
−df (m + n + p + 3) (Ab − aB) x) (a + bx) (c + dx) (e + f x) dx
(Ab − aB)xm+1 (a + bxn )p+1 (c + dxn )q

Z
35. xm (A + Bxn ) (a + bxn )p (c + dxn )q dx = −
abn(p + 1)
Z
1
+ xm (c(Abn(p + 1) + (Ab − aB)(m + 1)) + d(Abn(p + 1)
abn(p + 1)

n n p+1 n q−1
+(Ab − aB)(m + nq + 1))x ) (a + bx ) (c + dx ) dx
Bxm+1 (a + bxn )p+1 (c + dxn )q

Z
m n n p n q
36. x (A + Bx ) (a + bx ) (c + dx ) dx =
b(m + n(p + q + 1) + 1)
Z
1
+ xm (c((Ab − aB)(1 + m) + Abn(1 + p + q))
b(m + n(p + q + 1) + 1)

n n p n q−1
+(d(Ab − aB)(1 + m) + Bnq(bc − ad) + Abdn(1 + p + q))x ) (a + bx ) (c + dx ) dx
61
(Ab − aB)xm+1 (a + bxn )p+1 (c + dxn )q+1

Z
m n n p n q
37. x (A + Bx ) (a + bx ) (c + dx ) dx = −
an(bc − ad)(p + 1)
Z
1
+ xm (c(Ab − aB)(m + 1) + An(bc − ad)(p + 1)
an(bc − ad)(p + 1)

n n p+1 n q
+d(Ab − aB)(m + n(p + q + 2) + 1)x ) (a + bx ) (c + dx ) dx
Bxm−n+1 (a + bxn )p+1 (c + dxn )q+1

Z
38. xm (A + Bxn ) (a + bxn )p (c + dxn )q dx =
bd(m + n(p + q + 1) + 1)
Z
1
− xm−n (aBc(m − n + 1) + (aBd(m + nq + 1)
bd(m + n(p + q + 1) + 1)

n n p n q
−b(−Bc(m + np + 1) + Ad(m + n(p + q + 1) + 1)))x ) (a + bx ) (c + dx ) dx
Axm+1 (a + bxn )p+1 (c + dxn )q+1

Z
m n n p n q
39. x (A + Bx ) (a + bx ) (c + dx ) dx =
ac(m + 1)
Z
1
+ xm+n (aBc(m + 1) − A(bc + ad)(m + n + 1) − An(bcp + adq)
ac(m + 1)

n n p n q
−Abd(m + n(p + q + 2) + 1)x ) (a + bx ) (c + dx ) dx
Axm+1 (a + bxn )p+1 (c + dxn )q

Z
40. xm (A + Bxn ) (a + bxn )p (c + dxn )q dx =
a(m + 1)
Z
1
− xm+n (c(Ab − aB)(m + 1) + An(bc(p + 1) + adq) + d((Ab − aB)(m + 1)
a(m + 1)

n n p n q−1
+Abn(p + q + 1))x ) (a + bx ) (c + dx ) dx
(Ab − aB)xm−n+1 (a + bxn )p+1 (c + dxn )q+1

Z
m n n p n q
41. x (A + Bx ) (a + bx ) (c + dx ) dx =
bn(bc − ad)(p + 1)
Z
1
− xm−n (c(Ab − aB)(m − n + 1) + (d(Ab − aB)(m + nq + 1)
bn(bc − ad)(p + 1)

n n p+1 n q
−bn(Bc − Ad)(p + 1))x ) (a + bx ) (c + dx ) dx
Z
p
42. (d + ex)m (A + Bx) a + bx + cx2 dx
p
(d + ex)m+1 (Ae(m + 2p + 2) − Bd(2p + 1) + eB(m + 1)x) (a + bx + cx2 )
=
e2 (m + 1)(m + 2p + 2)
Z
1
+ 2 p (d + ex)m+1 (B(bd + 2ae + 2aem + 2bdp) − Abe(m + 2p + 2)
e (m + 1)(m + 2p + 2)

2 p−1

+(B(2cd + be + bem + 4cdp) − 2Ace(m + 2p + 2))x) a + bx + cx dx
62
p+1
(d + ex)m (Ab − 2aB − (bB − 2Ac)x) (a + bx + cx2 )
Z
m 2 p

43. (d + ex) (A + Bx) a + bx + cx dx =
(p + 1) (b2 − 4ac)
Z
1
+ (d + ex)m−1 (B(2aem + bd(2p + 3))
(p + 1) (b2 − 4ac)

2 p+1

−A(bem + 2cd(2p + 3)) + e(bB − 2Ac)(m + 2p + 3)x) a + bx + cx dx
Z
p
44. (d + ex)m (A + Bx) a + bx + cx2 dx
p
(d + ex)m+1 (Ace(m + 2p + 2) − B(cd + 2cdp − bep) + Bce(m + 2p + 1)x) (a + bx + cx2 )
=
ce2 (m + 2p + 1)(m + 2p + 2)
Z
p
− 2 (d + ex)m (Ace(bd − 2ae)(m + 2p + 2)
ce (m + 2p + 1)(m + 2p + 2)
+B(ae(be − 2cdm + bem) + bd(bep − cd − 2cdp)) + (Ace(2cd − be)(m + 2p + 2)
−B −b2 e2 (m + p + 1) + 2c2 d2 (1 + 2p) + ce(bd(m − 2p) + 2ae(m + 2p + 1)) x)

2 p−1

× a + bx + cx dx
Z
p
45. (d + ex)m (A + Bx) a + bx + cx2 dx
p+1
(d + ex)m+1 (A (bcd − b2 e + 2ace) − aB(2cd − be) + c(A(2cd − be) − B(bd − 2ae))x) (a + bx + cx2 )
=
(p + 1) (b2 − 4ac) (cd2 − bde + ae2 )
Z
1
+ 2 2 2
(d + ex)m (A bcde(2p − m + 2) + b2 e2 (m + p + 2)
(p + 1) (b − 4ac) (cd − bde + ae )
−2c2 d2 (3 + 2p) − 2ace2 (m + 2p + 3) − B(ae(be − 2cdm + bem) + bd(−3cd + be − 2cdp + bep))

2 p+1

+ce(B(bd − 2ae) − A(2cd − be))(m + 2p + 4)x) a + bx + cx dx
p+1
B(d + ex)m (a + bx + cx2 )
Z
m 2 p

46. (d + ex) (A + Bx) a + bx + cx dx =
c(m + 2p + 2)
Z
1
+ (d + ex)m−1 (m(Acd − aBe) − d(bB − 2Ac)(p + 1)
c(m + 2p + 2)

2 p

+((Bcd − bBe + Ace)m − e(bB − 2Ac)(p + 1))x) a + bx + cx dx
p+1
(Bd − Ae)(d + ex)m+1 (a + bx + cx2 )
Z
p
47. (d + ex)m (A + Bx) a + bx + cx2 dx = −
(m + 1) (cd2 − bde + ae2 )
Z
1
+ (d + ex)m+1 ((Acd − Abe + aBe)(m + 1) + b(Bd − Ae)(p + 1)
(m + 1) (cd − bde + ae2 )
2

2 p

+c(Bd − Ae)(m + 2p + 3)x) a + bx + cx dx
p p−1
xm+1 (a + bxn + cx2n ) npxm+1 (2a + bxn ) (a + bxn + cx2n )
Z
m n 2n p

48. x a + bx + cx dx = +
m + 2np + 1 (m + 1)(m + 2np + 1)
2
bn p(2p − 1)
Z
p−1
xm+n a + bxn + cx2n

− dx
(m + 1)(m + 2np + 1)
63
p
(m + n(2p − 1) + 1)xm+1 (a + bxn + cx2n )
Z
m n 2n p

49. x a + bx + cx dx =
(m + 1)(m + n + 1)
m+1 n n 2n p−1
2cpn2 (2p − 1)
Z
npx (2a + bx ) (a + bx + cx ) p−1
+ + xm+2n a + bxn + cx2n dx
(m + 1)(m + n + 1) (m + 1)(m + n + 1)
p+1
(m + n(2p + 1) + 1)xm−n+1 (a + bxn + cx2n )
Z
m n 2n p

50. x a + bx + cx dx =
bn2 (p + 1)(2p + 1)
p
xm+1 (b + 2cxn ) (a + bxn + cx2n ) (m − n + 1)(m + n(2p + 1) + 1)
Z
m−n n 2n p+1

− − x a + bx + cx dx
bn(2p + 1) bn2 (p + 1)(2p + 1)
p+1
(m − 3n − 2np + 1)xm−2n+1 (a + bxn + cx2n )
Z
m n 2n p

51. x a + bx + cx dx = −
2cn2 (p + 1)(2p + 1)
p
xm−2n+1 (2a + bxn ) (a + bxn + cx2n ) (m − n + 1)(m − 2n + 1)
Z
p+1
− + 2
xm−2n a + bxn + cx2n dx
2cn(2p + 1) 2cn (p + 1)(2p + 1)
p p−1
xm+1 (a + bxn + cx2n ) npxm+1 (2a + bxn ) (a + bxn + cx2n )
Z
p
52. xm a + bxn + cx2n dx = +
m + 2np + 1 (m + 2np + 1)(m + n(2p − 1) + 1)
2
2an p(2p − 1)
Z
p−1
+ xm a + bxn + cx2n dx
(m + 2np + 1)(m + n(2p − 1) + 1)
p+1
(m + n + 2np + 1)xm+1 (a + bxn + cx2n )
Z
m n 2n p

53. x a + bx + cx dx = −
2an2 (p + 1)(2p + 1)
p
xm+1 (2a + bxn ) (a + bxn + cx2n )
−
2an(2p + 1)
Z
(m + n(2p + 1) + 1)(m + 2n(p + 1) + 1) p+1
+ 2
xm a + bxn + cx2n dx
2an (p + 1)(2p + 1)
p
xm−n+1 (b + 2cxn ) (a + bxn + cx2n )
Z
m n 2n p

54. x a + bx + cx dx =
2c(m + 2np + 1)
b(m − n + 1)
Z
p
− xm−n a + bxn + cx2n dx
2c(m + 2np + 1)
p
xm+1 (b + 2cxn ) (a + bxn + cx2n )
Z
m n 2n p

55. x a + bx + cx dx =
b(m + 1)
Z
2c(m + n(2p + 1) + 1) p
− xm+n a + bxn + cx2n dx
b(m + 1)
p
xm+1 (A(m + n(2p + 1) + 1) + B(m + 1)xn ) (a + bxn + cx2n )
Z
p
56. xm (A + Bxn ) a + bxn + cx2n dx =
(m + 1)(m + n(2p + 1) + 1)
Z
np
+ xm+n (2aB(m + 1) − Ab(m + n(2p + 1) + 1)
(m + 1)(m + n(2p + 1) + 1)

n n 2n p−1

+(bB(m + 1) − 2Ac(m + n(2p + 1) + 1))x ) a + bx + cx dx
p+1
xm−n+1 (Ab − 2aB − (bB − 2Ac)xn ) (a + bxn + cx2n )
Z
m n n 2n p

57. x (A + Bx ) a + bx + cx dx =
n(p + 1) (b2 − 4ac)
Z
1
+ xm−n ((m − n + 1)(2aB − Ab) + (m + 2n(p + 1) + 1)(bB − 2Ac)xn )
n(p + 1) (b2 − 4ac)

n 2n p+1

× a + bx + cx dx
64
Z
p
58. xm (A + Bxn ) a + bxn + cx2n dx
p
xm+1 (bBnp + Ac(m + n(2p + 1) + 1) + Bc(m + 2np + 1)xn ) (a + bxn + cx2n )
=
c(m + 2np + 1)(m + n(2p + 1) + 1)
Z
np
+ xm (2aAc(m + n(2p + 1) + 1) − abB(m + 1)
c(m + 2np + 1)(m + n(2p + 1) + 1)

2 2n p−1
n n

+ 2aBc(m + 2np + 1) + Abc(m + n(2p + 1) + 1) − b B(m + np + 1) x a + bx + cx dx
Z
p
59. xm (A + Bxn ) a + bxn + cx2n dx
p+1
xm+1 (Ab2 − abB − 2aAc + (Ab − 2aB)cxn ) (a + bxn + cx2n )
=−
an(p + 1) (b2 − 4ac)
Z
1
+ 2
xm (m + n(p + 1) + 1)Ab2 − abB(m + 1) − 2(m + 2n(p + 1) + 1)aAc
an(p + 1) (b − 4ac)

n n 2n p+1

+(m + n(2p + 3) + 1)(Ab − 2aB)cx ) a + bx + cx dx
p+1
Bxm−n+1 (a + bxn + cx2n )
Z
m n n 2n p

60. x (A + Bx ) a + bx + cx dx =
c(m + n(2p + 1) + 1)
Z
1
− xm−n (aB(m − n + 1) + (bB(m + np + 1)
c(m + n(2p + 1) + 1)

n n 2n p

−Ac(m + n(2p + 1) + 1))x ) a + bx + cx dx
p+1
Axm+1 (a + bxn + cx2n )
Z
p
61. xm (A + Bxn ) a + bxn + cx2n dx =
a(m + 1)
Z
1
+ xm+n (aB(m + 1) − Ab(m + n(p + 1) + 1)
a(m + 1)

n n 2n p

−Ac(m + 2n(p + 1) + 1)x ) a + bx + cx dx
7.2.2 Definite Identities:

Z1 ∞
X
1. x−x dx = k −k ≈ 1.291285997
0 k=1
Z1 ∞
X
2. xx dx = − (−k)−k ≈ 0.7834305107
0 k=1
7.3 Table of Irrational Functions

Z p
1 p 2 p
1. x2 + a2 dx = x x + a2 + a2 ln x + x2 + a2
2
Z p
2 2
3 1 p 2 2
3 3
2
p
2 2
3 4 p
2 2

2. x +a dx = x x +a + a x x + a + a ln x + x + a
4 8 8
65
Z p 5 1 p 2 5 5 p 3 5 p 5 p
3. x2 + a2 dx = x x + a2 + a2 x x2 + a2 + a4 x x2 + a2 + a6 ln x + x2 + a2
6 24 16 16
√ 3
Z p x2 + a2
4. x x2 + a2 dx =
3
√ 5
Z p 3 x2 + a2
5. x x2 + a2 dx =
5
√ 2n+3
Z p 2n+1 x2 + a2
6. x x2 + a2 dx =
2n + 3
√ 3
x x2 + a2 √
a2 x x2 + a2 a4
Z p p
2 2 2
7. x x + a dx = − − ln x + x2 + a2
4 8 8
√ 5 √ 3
x x2 + a2 a2 x x2 + a2 √
4 x x2 + a2 a6
Z
2
p 3 a p
8. x x2 + a2 dx = − − − ln x + x2 + a2
6 24 16 16
√ 5 √ 3
Z p x2 + a2 a2 x2 + a2
9. x3 x2 + a2 dx = −
5 3
√ 7 √ 5
Z p 3 x2 + a2 a2 x2 + a2
10. x3 x2 + a2 dx = −
7 5
√ 2n+5 √ 2n+3
Z p 2n+1 x2 + a2 a2 x2 + a2
11. x3 x2 + a2 dx = −
2n + 5 2n + 3
√ 3 √ 3
x3 x2 + a2 a2 x x2 + a2 √
a4 x x2 + a2 a6
Z p p
4 2 2
12. x x + a dx = − + + ln x + x2 + a2
6 8 16 16
√ 3
√ 5 2
√ 5 4
√ 3 √
x x 2 + a2 a x x 2 + a2 a x x 2 + a2 6
x 2 + a2
Z 3 3a x
13. x4 x2 + a2 dx = − + +
8 16 64 128
3a 8 √
+ ln x + x2 + a2
128
√ 7 √ 5 √ 3
Z p x2 + a2 2a2 x2 + a2 a4 x2 + a2
14. x5 x2 + a2 dx = − +
7 5 3
√ 9 √ 7 √ 5
Z p 3 x2 + a2 2a2 x2 + a2 a4 x2 + a2
15. x5 x2 + a2 dx = − +
9 7 5
√ 2n+7 √ 2n+5 √ 2n+3
Z p 2n+1 x2 + a2 2a2 x2 + a2 a4 x2 + a2
5 2 2
16. x x +a dx = − +
2n + 7 2n + 5 2n + 3
Z √ 2 a + √x2 + a2
!
x + a2 p
2 2
p a
17. dx = x + a − aln = x2 + a2 − aarcsinh

x x x
√ 3 √ 3
x2 + a2 x2 + a2 a + √x2 + a2
Z !
p
2 3
18. dx = + a x2 + a2 − a ln

x 3 x

66
√ 5 √ 5 √ 3
x2 + a2 x2 + a2 a2 x2 + a2 a + √x2 + a2
Z !
p
19. dx = + + a4 x2 + a2 − a5 ln

x 5 3 x

√ 7 √ 7 √ 5 √ 3
x2 + a2 x2 + a2 a2 x2 + a2 a4 x2 + a2 a + √x2 + a2
Z !
p
20. dx = + + + a6 x2 + a2 − a7 ln

x 7 5 3 x

√ !
x2 + a2
Z
1 x x+
21. √ dx = arcsinh = ln
x2 + a2 a a
Z
1 x
22. √ 3 dx = √
x2 + a2 a2 x2 + a2
Z
x p
23. √ dx = x2 + a2
x2 + a2
Z
x 1
24. √ 3 dx = − √
x2 + a2 x2 + a2
√ !
x2 a2 a2 x2 + a2
Z
xp 2 x xp x+
25. √ dx = x + a2 − arcsinh = x2 + a2 − ln
x2 + a2 2 2 a 2 2 a
a + √x2 + a2
Z !
1 1 a 1
26. √ dx = − arcsinh = − ln

a x a x
2 2

x x +a
Z p
1 p 2 p
27. x2 − a2 dx = x x − a2 − a2 ln x + x2 − a2
2
Z p
1 p 2 3
28. x x2 − a2 dx = x − a2
3
√
x2 − a2
Z p a
29. dx = x2 − a2 − aarccos

x x
x + √x2 − a2 √
! !
x + x2 − a2
Z
1 1
30. √ dx = ln = ln √

x2 − a2 a 2 x − x2 − a2
Z
x p
31. √ dx = x2 − a2
x2 − a2
Z
x 1
32. √ 3 dx = − √ 2
x2 − a2 x − a2
Z
x 1
33. √ 5 dx = − √ 3
x2 − a2 3 x2 − a2
Z
x 1
34. √ 7 dx = − √ 5
x2 − a2 5 x2 − a2
Z
x 1
35. √ 2n+1 dx = − √ 2n−1
x2 − a2 (2n − 1) x2 − a2
x2m x2m−1 2m − 1 x2m−2

Z Z
1
36. √ 2n+1 dx = − √ 2n−1 + √ 2n−1 dx
2n − 1 2n − 1
x2 − a2 x2 − a2 x2 − a2
67
√ x + √x2 − a2
!
x2 x x2 − a2 a2
Z
37. √ dx = + ln

2 2 a

x2 − a2
x + √x2 − a2
!
x2
Z
x
38. 3 dx = − √ 2 + ln

√
a
2

x2 − a2 x −a
√ x + √x2 − a2
!
x4 x3 x2 − a2 3 2 p 2
Z
3
39. √ dx = + a x x − a2 + a4 ln

4 8 8 a
2 2

x −a
√ x + √x2 − a2
!
x4 x x2 − a2 a2 x
Z
3 2
40. 3 dx = −√ + a ln

√
2 2 a
2 − a2

2
x −a 2 x
x + √x2 − a2
!
x4 x3
Z
x 1
41. 5 dx = − √ 2 − √ 3 + ln

√
x − a2 3 a

x2 − a2 x2 − a2

n−m−1
x2m x2(m+k)+1

n−m−1
Z
n−m 1 X 1
42. √ 2n+1 dx = (−1) √ 2(m+k)+1 where n > m ≥ 0
a2(n−m) 2(m + i) + 1 i
x2 − a2 k=0 x2 − a2
Z
1 1 x
43. √ 3 dx = − 2
√
a x2 − a2
x2 − a2
 
x3
Z
1 1  x 1
44. 5 dx = √ 2 − √

√ 4 3 
a x − a2 3
x2 − a2 x2 − a2
 
x3 x5
Z
1 1  x 2 1
45. 7 dx = − √ 2 − √ 3 + √

√ 6 5 
a x −a2 3 5
x2 − a2 x2 − a2 x2 − a2
 
x3 x5 x7
Z
1 1  x 3 3 1
46. 9 dx = √ 2 − √ 3 + √ 5 − √

√ 8 7 
a x −a2 3 5 7
x2 − a2 x2 − a2 x2 − a2 x2 − a2
x2 x3
Z
1
47. √ 5 dx = − √ 3
a2

x2 − a2 3 x2 − a2
 
x2 x3 x5
Z
1 1 1
48. 7 dx = 3 − √

√ 4  √ 5 
a 3 5
x2 − a2 x2 − a2 x2 − a2
 
x2 x3 x5 x7
Z
1 1 2 1
49. 9 dx = − 3 − 5 +

√
a6 3 √ 5 √ 7 √ 2
 7 
x2 − a2 x2 − a2 x2 − a2 x − a2
Z p
1 p 2 x
50. a2 − x2 dx = x a − x2 + a2 arcsin where |x| ≤ |a|
2 a
Z p
1 p 2 3
51. x a2 − x2 dx = − a − x2 where |x| ≤ |a|
3
Z p x p 2 3 a2 p x
52. x2 a2 − x2 dx = − a − x2 + (x a2 − x2 + a2 arcsin ) where |x| ≤ |a|
4 8 a
68
Z √ a + √a2 − x2
!
a2 − x2 p
53. dx = a2 − x2 − aln where |x| ≤ |a|

x x

Z
1 x
54. √ dx = arcsin where |x| ≤ |a|
a2 − x2 a
x2
Z
1 p 2 x
55. √ dx = −x a − x2 + a2 arcsin where |x| ≤ |a|
a2 − x2 2 a
Z p 1 p 2 x
56. a2 − x2 dx = x a − x2 − sgn (x) arccosh where sgn (x) is the sign of x function and |x| ≥ |a|

2 a
Z
x p
57. √ dx = − a2 − x2 where |x| ≤ |a|
a2 − x2
Z
1 1 √ p
58. √ dx = √ ln 2 a a2 − x2 + 2ax + b where a > 0.

a2 − x2 a
Z
1 1 2ax + b
59. √ dx = √ arcsinh √ where a > 0 and 4ac − b2 > 0.
a2 − x2 a 4ac − b2
Z
1 1
60. √ dx = √ ln (|2ax + b|) where a > 0 and 4ac − b2 = 0.
−x a2
2 a
√
Z
1 1 2ax + b
61. √ dx = − √ arcsin √ where a < 0, 4ac − b2 < 0 and |2ax + b| < b2 − 4ac.
a2 − x2 −a b2 − 4ac
Z
1 4ax + 2b
62. √ 3 dx = √
a2 − x2 (4ac − b2 ) a2 − x2
 
Z
1 4ax + 2b 1 8a 
63. 5 dx = √ 2 +

√  √
2 2 2 4ac − b2

a2 − x2 3(4ac − b ) a − x a2 − x2
 
Z Z
1 2 2ax + b 1
64. 2n+1 dx = 2n−1 + 4a(n − 1) 2n−1 dx
 
√ 2  √ √
(2n − 1)(4ac − b )
a2 − x2 a2 − x2 a2 − x2
√
a2 − x2
Z Z
x b 1
65. √ dx = − √ dx
a − x2
2 a 2a a2 − x2
Z
x 2bx + 4c
66. √ 3 dx = − √
a2 − x2 (4ac − b2 ) a2 − x2
Z Z
x 1 b 1
67. √ 2n+1 dx = − √ 2n−1 − √ 2n+1 dx
2a
a2 − x2 (2n − 1)a a2 − x2 a2 − x2
√ √ !
Z
1 1 2 c a2 − x2 + bx + 2c
68. √ dx = − √ ln where c > 0.

c x
2 2

x a −x
Z
1 1 bx + 2c
69. √ dx = − √ arcsinh √ where c > 0.
x a2 − x2 c |x| 4ac − b2
Z
1 1 bx + 2c
70. √ dx = √ arcsin √ where c < 0 and b2 − 4ac > 0.
2
x a −x 2 −c 2
|x| b − 4ac
Z
1 2 p 2

71. √ dx = − ax + bx where c = 0
x a2 − x2 bx
69
x2 2ax − 3b p 2 3b2 − 4ac

Z Z
2+
1
72. √ dx = 2
a − x 2
√ dx
a2 − x2 4a 8a a2 − x2
√
a2 − x2
Z Z
1 b 1
73. √ dx = − − √ dx
2
x a −x 2 2 cx 2c x a − x2
2
4ac − b2
Z p Z
2 2
2ax + b p 2 2
1
74. a − x dx = a −x + √ dx
4a 8a a − x2
2
√ 3
2
a −x 2
b(4ac − b2 )
Z p Z
b(2ax + b) p 2 1
75. x a2 − x2 dx = − a − x 2− √ dx
3a 8a2 16a2 a − x2
2
Z p 6ax − 5b p 2 3 5b2 − 4ac Z p

76. x2 a2 − x2 dx = a − x 2 + a2 − x2 dx
24a2 16a2
Z √ 2
a − x2
Z Z
p
2 2
b 1 1
77. dx = a − x + √ dx + c √ dx
x 2 2
a −x 2 x a − x2
2
Z √ 2 √
a − x2 a2 − x2
Z Z
1 b 1
78. 2
dx = − + a √ 2 dx + √ dx
x x 2 a2 − x2
a2 − x2
x2 dx (2b2 − 4ac)x + 2bc

Z Z
1 1
79. √ 3 = √ + √ dx
2 2
a(4ac − b ) a − x 2 a a2 − x2
a2 − x2
√ 3
√ 2 ax + b
Z
80. ax + bdx =
3a
Z √
1 2 ax + b
81. √ dx =
ax + b a
 √
2 ax + b
− √ arccoth √ b > 0, ax > 0






 b √ b
Z
1 
2 ax + b
82. √ dx = − √ arctanh √ b > 0, ax < 0
x ax + b  b b

 √
2 ax + b


 √ arctan √

 b<0
−b −b
√
√ √

ax + b


 2 ax + b − barcoth √ b > 0, ax > 0
√
 b
√


 √ √
Z 
ax + b ax + b
83. dx = 2 ax + b − bartanh √ b > 0, ax < 0
x  b

 √
√ √

ax + b


√

 2
 ax + b − −barctan b<0
−b
xn √ xn−1
Z Z
2 n
84. √ dx = x ax + b − bn √ dx
ax + b a(2n + 1) ax + b
√ √ √
Z Z
n 2 n
3
n−1
85. x ax + bdx = x ax + b − nb x ax + bdx
a(2n + 3)
Z √ Z
1 1 ax + b 3 1
86. √ dx = − + n− a √ dx
xn ax + b b(n − 1) xn−1 2 xn−1 ax + b
70

Z1
Γ(α)Γ(β)
1. xα−1 (1 − x)β−1 dx = where Γ(x) is the Gamma function and a, b > 0.
Γ(α + β)
0
Z∞ − ν+1 √
νπ Γ ν2

x2 2
2. 1+ dx = where Γ(x) is the Gamma function and ν > 0.
ν Γ ν+1
2
−∞
7.4 Table of Trigonometric Functions

7.4.1 Simple Indefinite Identities:
Z
1
1. sin (ax) dx = − cos (ax) + C
a
Z
x 1 x 1
2. sin2 (ax) dx = − sin (2ax) + C = − sin (ax) cos (ax) + C
2 4a 2 2a
Z
cos (3ax) 3 cos (ax)
3. sin3 (ax) dx = − +C
12a 4a
x2
Z
x 1
4. x sin2 (ax) dx = − sin (2ax) − 2 cos (2ax) + C
4 4a 8a
x3 x2
Z
1 x
5. x2 sin2 (ax) dx = − − 3 sin (2ax) − 2 cos (2ax) + C
6 4a 8a 4a
sin ((b2 − b1 )x) sin ((b1 + b2 )x)
Z
6. sin (b1 x) sin (b2 x) dx = − + C where |b1 | =
6 |b2 |.
2(b2 − b1 ) 2(b1 + b2 )
sinn−1 (ax) cos (ax) n − 1

Z Z
n
7. sin (ax) dx = − + sinn−2 (ax) dx where n > 0.
na n
Z
1 1 ax
8. dx = ln tan +C

sin (ax) a 2
n−2
Z Z
1 cos (ax) 1
9. dx = + dx where n > 1.
sinn (ax) a(1 − n) sinn−1 (ax) n − 1 sinn−2 (ax)
Z
sin (ax) x cos (ax)
10. x sin (ax) dx = − +C
a2 a
xn
Z Z
n n
11. x sin (ax) dx = − cos (ax) + xn−1 cos (ax) dx where n > 0.
a a
2k≤n 2k+1≤n
xn−2k xn−1−2k
Z
n
X n! X n!
12. x sin (ax) dx = (−1)k+1 1+2k cos (ax) + (−1)k 2+2k sin (ax) where n > 0.
a (n − 2k)! a (n − 2k − 1)!
k=0 k=0
∞
(ax)2k+1
Z
sin (ax) X
13. dx = (−1)k +C
x (2k + 1)(2k + 1)!
k=0
Z Z
sin (ax) sin (ax) a cos (ax)
14. dx = − + dx
xn (n − 1)xn−1 n − 1 xn−1
Z
1 1 ax π
15. dx = tan ∓ +C
1 ± sin (ax) a 2 4
71
Z
x x ax π 2 ax π
16. dx = tan − + 2 ln cos − +C

1 + sin (ax) a 2 4 a 2 4
Z
x x π ax 2 π ax
17. dx = cot − + 2 ln sin − +C
1 − sin (ax) a 4 2 a 4 2
Z
sin (ax) 1 π ax
18. dx = ±x + tan ∓ +C
1 ± sin (ax) a 4 2
Z
1
19. cos (ax) dx = sin (ax) + C
a
Z
x 1 x 1
20. cos2 (ax)dx = + sin (2ax) + C = + sin (ax) cos (ax) + C
2 4a 2 2a
cosn−1 (ax) sin (ax) n − 1
Z Z
n
21. cos (ax) dx = + cosn−2 (ax) dx where n > 0.
na n
Z
cos (ax) x sin (ax)
22. x cos (ax) dx = + +C
a2 a
x3
Z 2
2 2 x 1 x
23. x cos (ax)dx = + − 3 sin (2ax) + 2 cos (2ax) + C
6 4a 8a 4a
xn sin (ax) n
Z Z
24. xn cos (ax) dx = − xn−1 sin (ax) dx
a a
2k+1≤n 2k≤n
xn−2k−1 xn−2k
Z
n
X n! X n!
25. x cos (ax) dx = (−1)k 2+2k cos (ax) + (−1)k 1+2k sin (ax)
a (n − 2k − 1)! a (n − 2k)!
k=0 k=0
∞
(ax)2k
Z
cos (ax) X
26. dx = ln (|ax|) + (−1)k +C
x 2k(2k)!
k=1
Z Z
cos (ax) cos (ax) a sin (ax)
27. dx = − − dx where n 6= 1.
xn (n − 1)xn−1 n − 1 xn−1
Z
1 1 ax π
28. dx = ln tan + +C

cos (ax) a 2 4
n−2
Z Z
1 sin (ax) dx
29. n
dx = n−1
+ n−2
where n > 1.
cos (ax) a(n − 1) cos (ax) n − 1 cos (ax)
Z
1 1 ax
30. dx = tan +C
1 + cos (ax) a 2
Z
1 1 ax
31. dx = − cot +C
1 − cos (ax) a 2
Z
x x ax 2 ax
32. dx = tan + 2 ln cos +C

1 + cos (ax) a 2 a 2
Z
x x ax 2 ax
33. dx = − cot + 2 ln sin +C
1 − cos (ax) a 2 a 2
Z
cos (ax) 1 ax
34. dx = x − tan +C
1 + cos (ax) a 2
Z
cos (ax) 1 ax
35. dx = −x − cot +C
1 − cos (ax) a 2
sin ((b2 − b1 )x) sin ((b1 + b2 )x)
Z
36. cos (b1 x) cos (b2 x) dx = + + C where |b1 | =
6 |b2 |.
2(b2 − b1 ) 2(b1 + b2 )
72
Z
1 1
37. tan (ax) dx = − ln (|cos (ax)|) + C = ln (|sec (ax)|) + C
a a
Z
38. tan2 xdx = tan x − x + C
Z Z
n 1 n−1
39. tan (ax) dx = tan (ax) − tann−2 (ax) dx where n 6= 1.
a(n − 1)
Z
1 1 q
40. dx = 2 px + ln (|q sin (ax) + p cos (ax)|) + C where p2 + q 2 6= 0.
q tan (ax) + p p + q2 a
Z
1 x 1
41. dx = + ln (|sin (ax) + cos (ax)|) + C
tan (ax) + 1 2 2a
Z
1 x 1
42. dx = − + ln (|sin (ax) − cos (ax)|) + C
tan (ax) − 1 2 2a
Z
tan (ax) x 1
43. dx = − ln (|sin (ax) + cos (ax)|) + C
tan (ax) + 1 2 2a
Z
tan (ax) x 1
44. dx = + ln (|sin (ax) − cos (ax)|) + C
tan (ax) − 1 2 2a
Z
1
45. cot (ax) dx = ln (|sin (ax)|) + C
a
Z Z
1
46. cotn (ax) dx = − cotn−1 (ax) − cotn−2 (ax) dx where n 6= 1.
a(n − 1)
Z Z
1 tan (ax)
47. dx = dx
1 + cot (ax) tan (ax) + 1
Z Z
1 tan (ax)
48. dx = dx
1 − cot (ax) tan (ax) − 1
Z
1
49. sec (ax)dx = ln (|sec (ax) + tan (ax)|) + C
a
Z
50. sec2 (x)dx = tan (x) + C
Z
1 1
51. sec3 (x) dx =
sec (x) tan (x) + ln (|sec (x) + tan (x)|) + C
2 2
secn−2 (ax) tan (ax) n − 2
Z Z
n
52. sec (ax)dx = + secn−2 (ax)dx where n 6= 1.
a(n − 1) n−1
Z
1 x
53. dx = x − tan +C
sec (x) + 1 2
Z
1
54. csc (ax) dx = − ln|csc (ax) + cot (ax)| + C
a
Z
55. csc2 (x) dx = − cot (x) + C
cscn−1 (ax) cos (ax) n − 2

Z Z
n
56. csc (ax) dx = − + cscn−2 (ax) dx where n 6= 1.
a(n − 1) n−1
x
Z
1 2 sin
57. dx = x − x 2 x + C
csc (x) + 1 cos + sin
2 2
73
x
Z
1 2 sin
58. dx = x 2 x − x + C
csc (x) − 1 cos − sin
2 2
7.4.2 Combined Indefinite Identities:

Z
1 1 ax π
1. dx = √ ln tan ± +C

cos (ax) ± sin (ax) a 2 2 8
Z
1 1 π
2. dx = tan ax ∓ +C
(cos (ax) ± sin (ax))2 2a 4

sin (x) − cos (x)
Z Z
1 1 1
3. dx = − 2(n − 2) dx
(cos (x) + sin (x))n n − 1 (cos (x) + sin (x))n−1 (cos (x) + sin (x))n−2
Z
cos (ax) x 1
4. dx = + ln (|sin (ax) + cos (ax)|) + C
cos (ax) + sin (ax) 2 2a
Z
cos (ax) x 1
5. dx = − ln (|sin (ax) − cos (ax)|) + C
cos (ax) − sin (ax) 2 2a
Z
sin (ax) x 1
6. dx = − ln (|sin (ax) + cos (ax)|) + C
cos (ax) + sin (ax) 2 2a
Z
sin (ax) x 1
7. dx = − − ln (|sin (ax) − cos (ax)|) + C
cos (ax) − sin (ax) 2 2a
Z
cos (ax) 1 ax 1 ax
8. dx = − tan2 + ln tan +C

sin (ax) (1 + cos (ax)) 4a 2 2a 2
Z
cos (ax) 1 ax 1 ax
9. dx = − cot2 − ln tan +C
sin (ax) (1 − cos (ax)) 4a 2 2a 2
Z
sin (ax) 1 ax π 1 ax π
10. dx = cot2 + + ln tan + +C

cos (ax) (1 + sin (ax)) 4a 2 4 2a 2 4
Z
sin (ax) 1 ax π 1 ax π
11. dx = tan2 + − ln tan + +C

cos (ax) (1 − sin (ax)) 4a 2 4 2a 2 4
Z
1
12. sin (ax) cos (ax) dx = − cos2 (ax) + C
2a
cos((b1 − b2 )x) cos((b1 + b2 )x)
Z
13. sin (b1 x) cos (b2 x) dx = − − + C where |b1 | = 6 |b2 |.
2(b1 − b2 ) 2(b1 + b2 )
Z
1
14. sinn (ax) cos (ax) dx = sinn+1 (ax) + C where n 6= −1.
a(n + 1)
Z
1
15. sin (ax) cosn (ax) dx = − cosn+1 (ax) + C where n 6= −1.
a(n + 1)
sinn−1 (ax) cosm+1 (ax) n−1
Z Z
n m
16. sin (ax) cos (ax) dx = − + sinn−2 (ax) cosm (ax) dx where m, n > 0.
a(n + m) n+m
sinn+1 (ax) cosm−1 (ax) m − 1
Z Z
n m
17. sin (ax) cos (ax) dx = + sinn (ax) cosm−2 (ax) dx where m, n > 0.
a(n + m) n+m
Z
1 1
18. dx = ln (|tan (ax)|) + C
sin (ax) cos (ax) a
Z Z
1 1 1
19. dx = + dx where n 6= 1.
sin (ax) cosn (ax) a(n − 1) cosn−1 (ax) sin (ax) cosn−2 (ax)
74
Z Z
1 1 1
20. n dx = − + dx where n 6= 1.
sin (ax) cos (ax) a(n − 1) sinn−1 (ax) sin n−2
(ax) cos (ax)
Z
sin (ax) 1
21. n
dx = + C where n 6= 1.
cos (ax) a(n − 1) cosn−1 (ax)
sin2 (ax)
Z
1 1 π ax
22. dx = − sin (ax) + ln tan + +C

cos (ax) a a 4 2
sin2 (ax)
Z Z
sin (ax) 1 1
23. dx = − dx where n 6= 1.
cosn (ax) a(n − 1) cosn−1 (ax) n − 1 cosn−2 (ax)
sinn (ax) sinn−1 (ax) sinn−2 (ax)

Z Z
24. dx = − + dx where n 6= 1.
cos (ax) a(n − 1) cos (ax)
sinn (ax) sinn+1 (ax) n−m+2 sinn (ax)

Z Z
25. dx = − dx where m 6= 1.
cosm (ax) a(m − 1) cosm−1 (ax) m−1 cosm−2 (ax)
sinn (ax) sinn−1 (ax) n−1 sinn−2 (ax)

Z Z
26. dx = − + dx where m 6= n.
cosm (ax) a(n − m) cosm−1 (ax) n − m cosm (ax)
sinn (ax) sinn−1 (ax) n−1 sinn−2 (ax)

Z Z
27. dx = − dx where m 6= 1.
cosm (ax) a(m − 1) cosm−1 (ax) m − 1 cosm−2 (ax)
Z
cos (ax) 1
28. n dx = − + C where n 6= 1.
sin (ax) a(n − 1) sinn−1 (ax)
cos2 (ax)
Z
1 ax
29. dx = cos (ax) + ln tan +C

sin (ax) a 2
cos2 (ax)
Z Z
1 cos (ax) 1
30. dx = − + dx where n 6= 1.
sinn (ax) n − 1 a sinn−1 (ax) sinn−2 (ax)
cosn (ax) cosn+1 (ax) n−m+2 cosn (ax)
Z Z
31. dx = − − dx where m 6= 1.
sinm (ax) a(m − 1) sinm−1 (ax) m−1 sinm−2 (ax)
cosn (ax) cosn−1 (ax) n−1 cosn−2 (ax)
Z Z
32. dx = + dx where m 6= n.
sinm (ax) a(n − m) sinm−1 (ax) n − m sinm (ax)
cosn (ax) cosn−1 (ax) n−1 cosn−2 (ax)

Z Z
33. m dx = − − dx where m 6= 1.
sin (ax) a(m − 1) sinm−1 (ax) m − 1 sinm−2 (ax)
Z
1
34. sin (ax) tan (ax) dx = (ln (| sec (ax) + tan (ax) |) − sin (ax)) + C
a
tann (ax) dx
Z
1
35. 2 = tann−1 (ax) + C where n 6= 1
sin (ax) a(n − 1)
tann (ax) dx
Z
1
36. 2
= tann+1 (ax) + C where n 6= −1
cos (ax) a(n + 1)
cotn (ax) dx
Z
1
37. 2 =− cotn+1 (ax) + C where n 6= −1
sin (ax) a(n + 1)
cotn (ax) dx
Z
1
38. 2
= tan1−n (ax) ax + C where n 6= 1
cos (ax) a(1 − n)
Z
39. sec(x) tan(x)dx = sec(x) + C
75

a
Z2 nπx a3 (n2 π 2 − 6)
1. x2 cos2 dx = where n = 1, 3, 5, . . . .
a 24n2 π 2
− a2
a
Z2
a3 (n2 π 2 − 6(−1)n ) a3 (−1)n
nπx
2 2
2. x sin dx = 2 2
= 1−6 2 2 where n ∈ N1
a 24n π 24 n π
−a
2
Z2π
3. sin2m+1 (x) cos2n+1 (x)dx = 0 where m, n ∈ Z.
0
Z∞
sin (x) π
4. dx =
x 2
0
Z∞
sin2 (x) π
5. 2
dx =
x 2
0
π π
Z2 Z2
(n − 1)!! π
6. sinn (x)dx = cosn (x)dx = where n ≥ 2 is an even integer.
n!! 2
0 0
π π
Z2 Z2
(n − 1)!!
7. sinn (x)dx = cosn (x)dx = where n ≥ 3 is an odd integer.
n!!
0 0

 2π n

Zπ
|α| = |β(2m − n)|
8. cos(αx) cosn (βx)dx = 2n m where α ∈ Z, β 6= 0 ∈ Z and m, n ∈ N0 .

−π 0 otherwise
Zπ
9. sin(αx) cosn (βx)dx = 0 where α, β ∈ R and n ∈ N0 .
−π
7.5 Table of Inverse Trigonometric Functions

Z p
1. arcsin(x)dx = x arcsin(x) + 1 − x2 + C
√
1 − a2 x2
Z
2. arcsin(ax)dx = x arcsin(ax) + +C
a
√
x2 arcsin(ax) arcsin(ax) x 1 − a2 x2
Z
3. x arcsin(ax)dx = − + +C
2 4a2 4a
2 x2 + 2
√
Z
x 3 arcsin(ax) a 1 − a2 x2
4. x2 arcsin(ax)dx = + +C
3 9a3
xm+1 arcsin(ax) xm+1
Z Z
m a
5. x arcsin(ax)dx = − √ dx where m 6= −1.
m+1 m+1 1 − a2 x2
76
√
2 1 − a2 x2 arcsin(ax)
Z
2 2
6. arcsin (ax)dx = −2x + x arcsin (ax) + +C
a
√
n 1 − a2 x2 arcsinn−1 (ax)
Z Z
n n
7. arcsin (ax)dx = x arcsin (ax) + − n(n − 1) arcsinn−2 (ax)dx
a
√
x arcsinn+2 (ax) 1 − a2 x2 arcsinn+1 (ax)
Z Z
n 1
8. arcsin (ax)dx = + − arcsinn+2 (ax)dx
(n + 1)(n + 2) a(n + 1) (n + 1)(n + 2)
where n 6= −1, −2.
Z p
9. arccos(x)dx = x arccos(x) − 1 − x2 + C
√
1 − a2 x2
Z
10. arccos(ax)dx = x arccos(ax) − +C
a
√
x2 arccos(ax) arccos(ax) x 1 − a2 x2
Z
11. x arccos(ax)dx = − − +C
2 4a2 4a
√
x3 arccos(ax) a2 x2 + 2 1 − a2 x2
Z
2
12. x arccos(ax)dx = − +C
3 9a3
xm+1 arccos(ax) xm+1
Z Z
m a
13. x arccos(ax)dx = + √ dx where m 6= −1.
m+1 m+1 1 − a2 x2
√
2 1 − a2 x2 arccos(ax)
Z
2 2
14. arccos (ax)dx = −2x + x arccos (ax) − +C
a
√
n 1 − a2 x2 arccosn−1 (ax)
Z Z
n n
15. arccos (ax)dx = x arccos (ax) − − n(n − 1) arccosn−2 (ax)dx
a
√
x arccosn+2 (ax) 1 − a2 x2 arccosn+1 (ax)
Z Z
n 1
16. arccos (ax)dx = − − arccosn+2 (ax)dx
(n + 1)(n + 2) a(n + 1) (n + 1)(n + 2)
where n 6= −1, −2.
ln x2 + 1
Z
17. arctan(x)dx = x arctan(x) − +C
2
ln a2 x2 + 1
Z
18. arctan(ax)dx = x arctan(ax) − +C
2a
x2 arctan(ax) arctan(ax)
Z
x
19. x arctan(ax)dx = + 2
− +C
2 2a 2a
x3 arctan(ax) ln a2 x2 + 1

x2
Z
2
20. x arctan(ax)dx = + − +C
3 6a3 6a
xm+1 arctan(ax) xm+1
Z Z
m a
21. x arctan(ax)dx = − dx where m 6= −1.
m+1 m+1 a2 x2 + 1
ln x2 + 1
Z
22. arccot(x)dx = xarccot(x) + +C
2
ln a2 x2 + 1
Z
23. arccot(ax)dx = xarccot(ax) + +C
2a
x2 arccot(ax) arccot(ax)
Z
x
24. xarccot(ax)dx = + + +C
2 2a2 2a
x3 arccot(ax) ln a2 x2 + 1

x2
Z
2
25. x arccot(ax)dx = − + +C
3 6a3 6a
77
xm+1 arccot(ax) xm+1

Z Z
a
26. xm arccot(ax)dx = + dx where m 6= −1.
m+1 m+1 a2 x2 + 1
Z r !
1
27. arcsec(x)dx = xarcsec(x) − arctan 1− 2 +C
x
Z r !
1 1
28. arcsec(ax)dx = xarcsec(ax) − arctanh 1− 2 2 +C
a a x
r
x2 arcsec(ax)
Z
x 1
29. xarcsec(ax)dx = − 1− +C
2 2a a2 x2
r ! r
x3 arcsec(ax) x2
Z
1 1 1
30. x2 arcsec(ax)dx = − 3 arctanh 1− 2 2 − 1− +C
3 6a a x 6a a2 x2
xm+1 arcsec(ax) xm−1

Z Z
m 1
31. x arcsec(ax)dx = − r dx where m 6= −1.
m+1 a(m + 1) 1
1− 2 2
a x
Z p
32. arccsc(x)dx = xarccsc(x) + ln x + x2 − 1 + C = xarccsc(x) + arccosh (x) + C

Z r !
1 1
33. arccsc(ax)dx = xarccsc(ax) + arctanh 1− 2 2 +C
a a x
r
x2 arccsc(ax)
Z
x 1
34. xarccsc(ax)dx = + 1− +C
2 2a a2 x2
r ! r
x3 arccsc(ax) x2
Z
2 1 1 1
35. x arccsc(ax)dx = + 3 arctanh 1− 2 2 + 1− +C
3 6a a x 6a a2 x2
xm+1 arccsc(ax) xm−1

Z Z
1
36. xm arccsc(ax)dx = + r dx where m 6= −1.
m+1 a(m + 1) 1
1− 2 2
a x
7.6 Table of Hyperbolic Functions

Z
1
1. sinh (ax) dx = cosh (ax) + C
a
Z
1
2. cosh (ax) dx = sinh (ax) + C
a
Z
1 x
3. sinh2 (ax) dx = sinh (2ax) − + C
4a 2
Z
1 x
4. cosh2 (ax) dx = sinh (2ax) + + C
4a 2
Z
tanh (ax)
5. tanh2 (ax) dx = x − +C
a
n−1
Z Z
n 1
6. sinh (ax) dx = sinhn−1 (ax) cosh (ax) − sinhn−2 (ax) dx where n > 0.
an n
Z Z
1 n+2
7. sinhn (ax) dx = sinhn+1 (ax) cosh (ax) − sinhn+2 (ax) dx where n < 0 and n 6= −1.
a(n + 1) n+1
78
n−1
Z Z
n 1
8. cosh (ax) dx = sinh (ax) coshn−1 (ax) + coshn−2 (ax) dx where n > 0.
an n
Z Z
1 n+2
9. coshn (ax) dx = − sinh (ax) coshn+1 (ax) + coshn+2 (ax) dx where n < 0 and n 6= −1.
a(n + 1) n+1
Z
1 1 ax
10. dx = ln tanh +C

sinh (ax) a 2

cosh (ax) − 1
Z
1 1
11. dx = ln +C
sinh (ax) a sinh (ax)
Z
1 1 sinh (ax)
12. dx = ln +C
sinh (ax) a cosh (ax) + 1

cosh (ax) − 1
Z
1 1
13. dx = ln +C
sinh (ax) 2a cosh (ax) + 1
Z
1 2
14. dx = arctan (eax ) + C
cosh (ax) a
Z
1 1
15. dx = arctan(sinh (ax)) + C
cosh (ax) a
n−2
Z Z
1 cosh (ax) 1
16. n dx = − n−1 − n−2 dx where n 6= 1.
sinh (ax) a(n − 1) sinh (ax) n − 1 sinh (ax)
n−2
Z Z
1 sinh (ax) 1
17. dx = + dx where n 6= 1.
coshn (ax) a(n − 1) cosh n−1
(ax) n − 1 cosh n−2
(ax)
coshn (ax) coshn−1 (ax) n−1 coshn−2 (ax)

Z Z
sinhm (ax) a(n − m) sinhm−1 (ax) n − m sinhm (ax)
coshn (ax) coshn+1 (ax) n−m+2 coshn (ax)

Z Z
19. dx = − + dx where m 6= 1.
sinhm (ax) a(m − 1) sinhm−1 (ax) m−1 sinhm−2 (ax)
coshn (ax) coshn−1 (ax) n−1 coshn−2 (ax)

Z Z
20. dx = − + dx where m 6= 1.
sinhm (ax) a(m − 1) sinhm−1 (ax) m − 1 sinhm−2 (ax)
sinhm (ax) sinhm−1 (ax) m−1 sinhm−2 (ax)

Z Z
coshn (ax) a(m − n) coshn−1 (ax) n − m coshn (ax)
sinhm (ax) sinhm+1 (ax) m−n+2 sinhm (ax)

Z Z
22. n dx = + dx where n 6= 1.
cosh (ax) a(n − 1) coshn−1 (ax) n−1 coshn−2 (ax)
sinhm (ax) sinhm−1 (ax) m−1 sinhm−2 (ax)

Z Z
23. dx = − + dx where n 6= 1.
coshn (ax) a(n − 1) coshn−1 (ax) n−1 coshn−2 (ax)
Z
1 1
24. x sinh (ax) dx = x cosh (ax) − 2 sinh (ax) + C
a a
Z
1 1
25. x cosh (ax) dx =x sinh (ax) − 2 cosh (ax) ax + C
a a
Z 2
2x cosh (ax) x 2
26. x2 cosh (ax) dx = − + + sinh (ax) + C
a2 a a3
Z
1
27. tanh (ax) dx = ln (cosh (ax)) + C
a
Z
1
28. coth (ax) dx = ln (|sinh (ax)|) + C
a
79
Z Z
n 1
29. tanh (ax) dx = − tanhn−1 (ax) + tanhn−2 (ax) dx where n 6= 1.
a(n − 1)
Z Z
n 1
30. coth (ax) dx = − cothn−1 (ax) + cothn−2 (ax) dx where n 6= 1.
a(n − 1)
Z
1
31. sinh (ax) sinh (bx) dx = (a sinh (bx) cosh (ax) − b cosh (bx) sinh (ax)) + C where a2 6= b2 .
a2 − b2
Z
1
32. cosh (ax) cosh (bx) dx = (a sinh (ax) cosh (bx) − b sinh (bx) cosh (ax)) + C where a2 6= b2 .
a2 − b2
Z
1
33. cosh (ax) sinh (bx) dx = (a sinh (ax) ax sinh (bx) − b cosh (ax) cosh (bx)) + C where a2 6= b2 .
a2 − b2
Z
a c
34. sinh(ax + b) sin(cx + d)dx = cosh(ax + b) sin(cx + d) − 2 sinh(ax + b) cos(cx + d) + C
a2 +c2 a + c2
Z
a c
35. sinh(ax + b) cos(cx + d)dx = cosh(ax + b) cos(cx + d) + 2 sinh(ax + b) sin(cx + d) + C
a2 + c2 a + c2
Z
a c
36. cosh(ax + b) sin(cx + d)dx = sinh(ax + b) sin(cx + d) − 2 cosh(ax + b) cos(cx + d) + C
a2 +c2 a + c2
Z
a c
37. cosh(ax + b) cos(cx + d)dx = sinh(ax + b) cos(cx + d) + 2 cosh(ax + b) sin(cx + d) + C
a2 +c2 a + c2
7.7 Table of Inverse Hyperbolic Functions

√
a2 x2 + 1
Z
1. arcsinh(ax)dx = x arsinh(ax) − +C
a
√
x2 arsinh(ax) arsinh(ax) x a2 x2 + 1
Z
2. x arsinh(ax)dx = + − +C
2 4a2 4a
2 x2 − 2
√
Z
x 3 arsinh(ax) a a2 x2 + 1
3. x2 arsinh(ax)dx = − +C
3 9a3
xm+1 arsinh(ax) xm+1
Z Z
m a
4. x arsinh(ax)dx = − √ dx where m 6= −1.
m+1 m+1 a2 x2 + 1
√
2 a2 x2 + 1 arsinh(ax)
Z
2 2
5. arsinh (ax)dx = 2x + x arsinh (ax) − +C
a
√
n a2 x2 + 1 arsinhn−1 (ax)
Z Z
n n
6. arsinh (ax)dx = x arsinh (ax) − + n(n − 1) arsinhn−2 (ax)dx
a
√
x arsinhn+2 (ax) a2 x2 + 1 arsinhn+1 (ax)
Z Z
n 1
7. arsinh (ax)dx = − + + arsinh(ax)n+2 dx
(n + 1)(n + 2) a(n + 1) (n + 1)(n + 2)
where n 6= −1, −2.
√ √
ax + 1 ax − 1
Z
8. arccosh(ax)dx = x arccosh(ax) − +C
a
√ √
x2 arccosh(ax) arccosh(ax) x ax + 1 ax − 1
Z
9. x arccosh(ax)dx = − − +C
2 4a2 4a
2 x2 + 2
√ √
Z
x 3 arccosh(ax) a ax + 1 ax − 1
2
10. x arccosh(ax)dx = − +C
3 9a3
80
xm+1 arccosh(ax) xm+1

Z Z
a
11. xm arccosh(ax)dx = − √ √ dx where m 6= −1.
m+1 m+1 ax + 1 ax − 1
√ √
2 ax + 1 ax − 1 arccosh(ax)
Z
2 2
12. arccosh (ax)dx = 2x + x arccosh (ax) − +C
a
√ √
n ax + 1 ax − 1 arccoshn−1 (ax)
Z Z
n n
13. arccosh (ax)dx = x arccosh (ax) − + n(n − 1) arccoshn−2 (ax)dx
a
√ √
x arccoshn+2 (ax) ax + 1 ax − 1 arccoshn+1 (ax)
Z Z
n 1
14. arccosh (ax)dx = − + + arccoshn+2 (ax)dx
(n + 1)(n + 2) a(n + 1) (n + 1)(n + 2)
where n 6= −1, −2.
ln 1 − a2 x2
Z
15. arctanh(ax)dx = x arctanh(ax) + +C
2a
x2 arctanh(ax) arctanh(ax)
Z
x
16. x arctanh(ax)dx = − 2
+ +C
2 2a 2a
x3 arctanh(ax) ln 1 − a2 x2

x2
Z
2
17. x arctanh(ax)dx = + + +C
3 6a3 6a
xm+1 arctanh(ax) xm+1
Z Z
m a
18. x arctanh(ax)dx = − dx where m 6= −1.
m+1 m+1 1 − a2 x2
ln a2 x2 − 1
Z
19. arccoth(ax)dx = x arccoth(ax) + +C
2a
x2 arccoth(ax) arccoth(ax)
Z
x
20. x arccoth(ax)dx = − 2
+ +C
2 2a 2a
x3 arccoth(ax) ln a2 x2 − 1

x2
Z
2
21. x arccoth(ax)dx = + + +C
3 6a3 6a
xm+1 arccoth(ax) xm+1
Z Z
m a
22. x arccoth(ax)dx = + dx where m 6= −1.
m+1 m+1 a2 x2 − 1
r !
1 − ax
Z
2
23. arcsech(ax)dx = x arcsech(ax) − arctan +C
a 1 + ax
r
x2 arcsech(ax) (1 + ax)
1 − ax
Z
24. x arcsech(ax)dx = − +C
2 2a21 + ax
r ! r
x3 arcsech(ax) 1 − ax x(1 + ax) 1 − ax
Z
2 1
25. x arcsech(ax)dx = − 3 arctan − +C
3 3a 1 + ax 6a2 1 + ax
xm+1 arcsech(ax) xm
Z Z
m 1
26. x arcsech(ax)dx = + r dx where m 6= −1.
m+1 m+1 1 − ax
(1 + ax)
1 + ax
Z r !
1 1
27. arccsch(ax)dx = x arccsch(ax) + arccoth +1 +C
a a2 x2
r
x2 arccsch(ax)
Z
x 1
28. x arccsch(ax)dx = + +1+C
2 2a a2 x2
r ! r
x3 arccsch(ax) x2
Z
2 1 1 1
29. x arccsch(ax)dx = − 3 arccoth +1 + +1+C
3 6a a x2
2 6a a2 x2
81
xm+1 arccsch(ax) xm−1

Z Z
1
30. xm arccsch(ax)dx = + r dx where m 6= −1.
m+1 a(m + 1) 1
+1
a2 x2
7.8 Table of Exponential Functions

Z
1. ex dx = ex
Z
1
2. ecx dx = ecx
c
Z
1
3. acx dx = acx where a > 0 and a 6= 1.
cln(a)
ecx
Z
4. xecx dx =(cx − 1)
c2
Z 2
2 cx cx x 2x 2
5. x e dx = e − 2 + 3
c c c
n
∂ n ecx
Z Z
n cx 1 n cx n n−1 cx cx
X n!
6. x e dx = x e − x e dx = n =e (−1)k xn−k
c c ∂c c (n − k)!ck+1
k=0
∞
ecx X 1 (cx)k
Z
7. dx = ln(|x|) +
x k k!
k=1
ecx ecx ecx

Z Z
1
8. dx = − n−1 + c dx where n 6= 1.
xn n−1 x xn−1
Z∞ −t
 
Z
1 e
9. ecx ln(x)dx = ecx ln(|x|) − dt
c t
−cx
ecx ecx
Z
cx c
10. e sin (bx) dx = 2 (c sin (bx) − b cos (bx)) = √ sin(bx − φ) where φ = arccos √ .
c + b2 c2 + b2 c2 + b2
ecx ecx
Z
cx c
11. e cos (bx) dx = 2 (c cos (bx) + b sin (bx)) = √ cos(bx − φ) where φ = arccos √ .
c + b2 c2 + b2 c2 + b2
ecx sinn−1 (x) n(n − 1)
Z Z
cx n
12. e sin (x)dx = (c sin(x) − n cos(x)) + 2 ecx sinn−2 (x)dx
c2 + n2 c + n2
ecx cosn−1 (x) n(n − 1)
Z Z
cx n
13. e cos (x)dx = (c cos(x) + n sin(x)) + 2 ecx cosn−2 (x)dx
c2 + n2 c + n2
Z
2 1 2
14. xecx dx = ecx
2c
√
Z r
2 π
15. e−cx dx = erf( cx) where erf(x) is the error function of x.
4c
Z
2 1 2
16. xe−cx dx = − e−cx
2c
Z −x2 2
e e−x √
17. 2
dx = − − πerf(x) where erf(x) is the error function of x.
x x
82

1 x−µ
!2 x−µ
Z − erf √
1 σ 2
18. √ e 2 σ dx = where erf(x) is the error function of x.
σ 2π 2
n−1
! 2
(2n − 2)! ex
Z Z
x2 x2
X (2k)! 1
19. e dx = e 2k+1 2k+1
+ (2n − 1) dx where n > 0.
k!2 x (n − 1)22n−1 x2n
k=0
m ∞
x
(−1)k (k + 1)k−1
Z
··
X X
x
20. x
|{z} dx = Γ (k + 1, −ln(x)) + (−1)k amk Γ (k + 1, −ln(x))
k!
m k=0
 k=m+1

 1 k=0

 1


m=1

where amk = k! , Γ(x, y) is the gamma function and x > 0.
k
1

 X
jam,k−j am−1,j−1 otherwise



 k

j=1
Z
1
x 1 λx
21. − dx =
ln ae + b where b 6= 0, λ 6= 0 and aeλx + b > 0.
aeλx + b b bλ
e2λx
Z
1 λx
λx

22. dx = ae + b − bln ae + b where a 6= 0, λ 6= 0 and aeλx + b > 0 .
aeλx + b a2 λ

Z1 Z1 Z1
xln(a)+(1−x)ln(b) a x a−b
1. e dx = b dx = ax b1−x dx = where a, b > 0 and a 6= b.
b ln(a) − ln(b)
0 0 0
Z∞
−1
2. eax dx = where a < 0.
a
0
Z∞ r
−ax2 1 π
3. e dx = where a > 0.
2 a
0
Z∞ r
−ax2 π
4. e dx = where a > 0.
a
−∞
Z∞ r
−ax2 −2bx π b2
5. e e dx = e a where a > 0.
a
−∞
Z∞
√ 1√
6. xe−x dx = π
2
0
Z∞ r
−(ax2 +bx+c) π b2 −4ac
7. e dx = e 4a where a > 0.
a
−∞
Z∞ r
−a(x−b)2 π
8. xe dx = b where a > 0.
a
−∞
Z∞ √ b2
−ax2 +bx πbe 4a
9. xe dx = 3 where a > 0.
2a 2
−∞
83
Z∞ r
2 −ax2 1 π
10. x e dx = where a > 0.
2 a3
−∞
Z∞ √
2 −ax2 −bx π(2a + b2 ) b2
11. x e dx = 5 e 4a where a > 0.
4a 2
−∞
Z∞
2 1
12. x3 e−ax dx = where a > 0.
2a2
0
Z∞ √
2 +bx π(6a + b2 )b b2
13. x3 e−ax dx = 7 e 4a where a > 0.
8a 2
−∞
1 n+1

2Γ 2
n > −1


n+1


 a 2
Z∞



 r
14. x e n −ax2
dx = (2k − 1)!! π
k+1 ak
n is even integer where Γ(x) is the Gamma function and a > 0.

 2 a
0 


 k!


n is odd integer

2ak+1

∞ n!
n ∈ N0
Z 

 n+1
a
15. xn e−ax dx = where Γ(x) is the Gamma function and a > 0.
 Γ(n + 1)
0

 n > −1
an+1
Z1 n
!
n −ax n! −a
X ak
16. x e dx = n+1 1 − e
a k!
0 k=0
Z∞
−axb 1 1 1
17. e dx = a− b Γ where Γ(x) is the Gamma function.
b b
0
Z∞
n −axb 1 n+1 n+1
18. x e dx = a− b Γ where Γ(x) is the Gamma function.
b b
0
Z∞ Z∞ r r
2n −ax2 2n − 1 2(n−1) −ax2 (2n − 1)!! π (2n)! π
19. x e dx = x e dx = = where a > 0 and n ∈ N1 .
2a 2n+1 a2n+1 n!22n+1 a2n+1
0 0
Z∞ Z∞
2n+1 −ax2 n 2 n!
20. x e dx = x2n−1 e−ax dx = where a > 0 and n ∈ N0 .
a 2an+1
0 0
Z∞
21. xz−1 e−x dx = Γ(z) where Γ(z) is the Gamma function.
0
Z∞
b
22. e−ax sin(bx)dx = where a > 0.
a2 + b2
0
Z∞
a
23. e−ax cos(bx)dx = where a > 0.
a2 + b2
0
84
Z∞
2ab
24. xe−ax sin(bx)dx = where a > 0.
(a2 + b2 )2
0
Z∞
a2 − b2
25. xe−ax cos(bx)dx = where a > 0.
(a2 + b2 )2
0
Z2π
26. ea cos(x) dx = 2πI0 (a) where I0 is the modified Bessel function of the first kind.
0
Z2π p
27. ea cos(x)+b sin(x) dx = 2πI0 a2 + b2 where I0 is the modified Bessel function of the first kind.
0
Z∞
x π2
28. dx =
ex −1 6
0
Z∞ ∞
x2 X 1
29. dx = 2
ex − 1 k3
0 k=1
Z∞
x3 π4
30. dx =
ex − 1 15
0
7.9 Table of Logarithmic Functions

7.9.1 Indefinite Identities: Where x > 0
Z
1. ln(ax)dx = xln(ax) − x
(ax + b)ln(ax + b) − ax
Z
2. ln(ax + b)dx =
a
Z
3. (ln(x))2 dx = x (ln(x))2 − 2xln(x) + 2x
Z n
X n!
4. (ln(x))n dx = x (−1)n−k (ln(x))k
k!
k=0
Z ∞
X 1 (ln(x))k
1
5. dx = ln (|ln(x)|) + ln(x) +
ln(x) k k!
k=2
Z Z
1 x 1 1
6. n dx = − n−1 + dx where n 6= 1.
(ln(x)) (n − 1) (ln(x)) n−1 (ln(x))n−1
Z
m m+1 ln(x) 1
7. x ln(x)dx = x − where m 6= −1.
m + 1 (m + 1)2
xm+1 (ln(x))n
Z Z
n
8. xm (ln(x))n dx = − xm (ln(x))n−1 dx where m 6= −1.
m+1 m+1
(ln(x))n (ln(x))n+1
Z
9. dx = where n 6= −1.
x n+1
85
ln (xn ) (ln (xn ))2

Z
10. dx = where n 6= 0.
x 2n
Z
ln(x) ln(x) 1
11. m
dx = − m−1
− where m 6= 1.
x (m − 1)x (m − 1)2 xm−1
(ln(x))n (ln(x))n (ln(x))n−1
Z Z
n
12. dx = − + dx where m 6= 1.
xm (m − 1)xm−1 m − 1 xm
xm xm+1 xm
Z Z
m+1
13. dx = − + dx where n 6= 1.
(ln(x))n (n − 1) (ln(x))n−1 n−1 (ln(x))n−1
Z
1
14. dx = ln (|ln(x)|)
xln(x)
∞ k k
k 1 (n − 1) (ln(x))
Z
1 X
15. dx = ln (|ln(x)|) + (−1)
xn ln(x) k k!
k=1
Z
1 1
16. dx = − where n 6= 1.
x (ln(x))n (n − 1) (ln(x))n−1
Z x
17. ln(x2 + a2 )dx = xln(x2 + a2 ) − 2x + 2a arctan
a
Z
x 2 2 1 2 2

18. ln(x + a )dx = ln ln(x + a )
x2 + a2 4
Z
x
19. sin (ln(x)) dx = (sin (ln(x)) − cos (ln(x)))
2
Z
x
20. cos (ln(x)) dx = (sin (ln(x)) + cos (ln(x)))
2
Z
1
21. ex xln(x) − x − dx = ex (xln(x) − x − ln(x))
x
Z
1 1 ln(x)
22. x
− ln(x) dx = x
e x e
ex
Z
1 1
23. ex − dx =
ln(x) xln (ln(x)) ln(x)
n
! n−1
xn X xk
Z Z Z X 1
24. · · · ln(x)dxdx . . . dx = ln(x) − + Ck
n! k k!
| {z } k=1 k=0
n

Z1 n
1
1. ln dx = n! where n ∈ N1 .
x
0
7.10 Table of Gaussian Functions

x2
e− 2
7.10.1 Indefinite Identities: Where φ(x) = √ is the standard normal probability density function,
2π
Zx
1 x
Φ(x) = φ(t)dt = 1 + erf √ is the corresponding cumulative distribution function and erf(x) is the error
2 2
−∞
function of x.
86
Z
1. φ(x)dx = Φ(x) + C
Z
2. xφ(x)dx = −φ(x) + C
Z
3. x2 φ(x)dx = Φ(x) − xφ(x) + C
Z n
X (2n)!!
4. x2n+1 φ(x)dx = −φ(x) x2k + C
(2k)!!
k=0
Z n
X (2n + 1)!!
5. x2n+2 φ(x)dx = −φ(x) x2k+1 + (2n + 1)!!Φ(x) + C
(2k + 1)!!
k=0
Z
1 √
6. (φ(x))2 dx = √ Φ x 2 + C
2 π
Z p
1 a 2
ab
7. φ(x)φ(a + bx)dx = √ φ √ Φ x 1+b + √ +C
1 + b2 1 + b2 1 + b2
Z
φ (a + bx) + aΦ (a + bx)
8. xφ(a + bx)dx = − +C
b2
(a2 + 1)Φ(a + bx) + (a − bx)φ(a + bx)
Z
9. x2 φ(a + bx)dx = +C
b3
√
Z
1
(φ(a + bx))n dx = p

10. Φ n(a + bx) + C
b n(2π)n−1
Z
(a + bx)Φ(a + bx) + φ(a + bx)
11. Φ(a + bx)dx = +C
b
(b2 x2 − a2 − 1)Φ(a + bx) + (bx − a)φ(a + bx)
Z
12. xΦ(a + bx)dx = +C
2b2
(b3 x3 + a3 + 3a)Φ(a + bx) + (b2 x2 − abx + a2 + 2)φ(a + bx)
Z
13. x2 Φ(a + bx)dx = +C
3b3
Z Z
1
xn Φ(x)dx = xn+1 − nxn−1 Φ(x) + xn φ(x) + n(n − 1) xn−2 Φ(x)dx + C

14.
n+1
Z p
b a 2
ab
15. xφ(x)Φ(a + bx)dx = √ φ √ Φ x 1+b + √ − φ(x)Φ (a + bx) + C
1 + b2 1 + b2 1 + b2
1 √
Z
16. (Φ(x))2 dx = x (Φ(x))2 + 2Φ(x)φ(x) − √ Φ x 2 + C
π
c2
b2 xn − c
Z
cx n e 2nb2
17. e (φ(bx)) dx = p Φ √ + C where b 6= 0 and n > 0.
b n(2π)n−1 b n
x2
e− 2
7.10.2 Definite Identities: Where φ(x) = √ is the standard normal probability density function,
2π
Zx
1 x
Φ(x) = φ(t)dt = 1 + erf √ is the corresponding cumulative distribution function and erf(x) is the error
2 2
−∞
function of x.
87
Z∞
1
1. x2 (φ(x))n dx = p
n (2π)n−1
3
−∞

π b
Z0 − arctan
2 |a|
2. φ(ax)Φ(bx)dx =
2π |a|
−∞

π b
Z∞ + arctan
2 |a|
3. φ(ax)Φ(bx)dx =
2π |a|
0
Z∞
1 b
4. xφ(x)Φ(bx)dx = √ 1+ √
2 2π 1 + b2
0
Z∞
2 1 1 b
5. x φ(x)Φ(bx)dx = + + arctan(b)
4 2π 1 + b2
0
Z
1
6. x (φ(x))2 Φ(x)dx = √
4π 3
√
Z∞ arctan(b) + arctan 1 + 2b2
7. (Φ(bx))2 φ(x)dx =
2π
0
1

√ ax
Z∞ Z 1+2b2 φ √
2 a a 1 + b2
8. (Φ(a + bx)) φ(x)dx = Φ √ − 2φ √ dx
1 + b2 1 + b2 1 + x2
−∞ 0
Z∞
2 2b a a
9. x (Φ(a + bx)) φ(x)dx = √ φ √ Φ √ √
1 + b2 1 + b2 1 + b2 1 + 2b2
−∞
√
Z∞ arctan 1 + 2b2
10. (Φ(bx))2 φ(x)dx =
π
−∞
Z∞ Z∞
b
11. xφ(x)Φ(bx)dx = xφ(x) (Φ(bx))2 dx = p
2π(1 + b2 )
−∞ −∞
Z∞
a
12. Φ(a + bx)φ(x)dx = Φ √
1 + b2
−∞
Z∞
b a
13. xΦ(a + bx)φ(x)dx = √ φ √
1 + b2 1 + b2
−∞
Z∞
b a ab Φ(a)
14. xΦ(a + bx)φ(x)dx = √ φ √ Φ −√ +√
1 + b2 1 + b2 1 + b2 2π
0
Z∞
ln x2 x

dx = ln σ 2 − γ − ln(2) ≈ ln(σ 2 ) − 1.27036 where γ is the Euler-Mascheroni constant.

15. φ
σ σ
−∞
88
7.11 Table of Absolute Value Functions

(ax + b)n+1
Z
1. |(ax + b)n | dx = sgn (ax + b) + C where sgn (x) is the sign function of x, n is odd and n 6= −1.
a(n + 1)
Z
2 j ax k 1 j ax k
2. |sin (ax)| dx = − cos ax − π +C
a π a π
Z
2 ax 1 1 ax 1
3. |cos (ax)| dx = + + sin ax − + π +C
a π 2 a π 2
−1
Z
4. |tan (ax)| dx = sgn (tan (ax)) ln(|cos (ax)|) + C
a
Z
1
5. |cot (ax)| dx = sgn (cot (ax)) ln(|sin (ax)|) + C
a
Z
1
6. |sec (ax)| dx = sgn (sec (ax)) ln(|sec (ax) + tan (ax)|) + C
a
−1
Z
7. |csc (ax)| dx = sgn (csc (ax)) ln(|csc (ax) + cot (ax)|) + C
a
89
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The Mathematics Handbook

V4.1: 2nd of June, 2019

1 Introduction to Differential Calculus 4

5 Introduction to Integral Calculus 32

6 Applications of Integral Calculus 42

Introduction to Differential Calculus

1.1 Slope of a Line

2. A negative, decreasing line has m < 0.

3. A constant, horizontal line has m = 0.

4. A vertical line has m undefined.

1.2 Notation for Differentiation

∂nU ∂ n (U (x, y)) ∂n

1.2.2 Lagrange’s Notation:

2. f 00 (x) denotes the second derivative of f (x).

3. f 000 (x) denotes the third derivative of f (x).

4. f (n) (x) denotes the nth derivative of f (x) where n ∈ N1 .

6. fx0 (x, y) denotes the first derivative of f (x, y) with respect to x.

7. fy0 (x, y) denotes the first derivative of f (x, y) with respect to y.

1. Df denotes the first derivative of the function f .

2. D2 f denotes the second derivative of the function f .

3. D3 f denotes the third derivative of the function f .

4. D(n) f denotes the nth derivative of the function f where n ∈ N1 .

5. Dx f denotes the first derivative of f (x).

6. Dx2 f denotes the second derivative of f (x).

7. Dx3 f denotes the third derivative of f (x).

8. Dx(n) f denotes the nth derivative of f (x) where n ∈ N1 .

9. Dx f denotes the first partial derivative of f (x, y) with respect to x.

10. Dy f denotes the first partial derivative of f (x, y) with respect to y.

1.3 Definition of the Univariate Derivative

1.3.1 Differentiability of a Function:

1.4 Rules of Differentiation

1.4.2 Constant Factor Rule:

1.4.3 Plus or Minus Rule:

1.4.4 Product Rule:

1.4.5 Quotient Rule:

1.4.6 Power Rule:

1.4.7 Chain Rule:

1.4.8 Blob Rule:

1.4.9 General Exponential:

1.4.10 Natural Logarithm:

1.4.11 General Logarithm:

1.5 Generalised Rules of Differentiation

5. y = u(x)v(x) = uv where u(x), v(x) are some differentiable functions of x ∈ C.

1.6 Logarithmic Differentiation

1.6.1 Fundamental Theory:

1. y = (u(x))v(x) = uv where u(x), v(x) are some differentiable functions of x ∈ C.

1.6.2 General Case:

1. y = u(x)v(x) = uv where u(x), v(x) are some differentiable functions of x ∈ C.

1.7 Tangent of a Function

1.8 Normal of a Function

1.8.1 Identities: Where mn is the slope of the normal line.

1.9 Angles Between Curves

1.10 Concavity Test

2. The function f (x) at the point x0 is concave down if f 00 (x0 ) < 0.

3. The test fails when f 00 (x0 ) = 0.

1.11 Univariate Critical Points

1.11.1 Finding Critical Points:

1.11.4 Points of Inflection: Checking the nature of a critical point (x0 , y0 ).

1.11.6 2nd Derivative Test:

1. If n is odd and f (n+1) (x0 ) < 0, then (x0 , y0 ) is a local maximum.

1.12 Fundamental Theorem of Calculus

1.12.1 First Part:

1.12.2 Second Part: