1.

Functions and limits

Theorem 1 (Sandwich Theorem). Let f(x), g(x)
and h(x) be real valued functions dened on an
interval I containing x
0
, which satisfy
f(x) g(x) h(x) for all x I
and suppose that lim
xx
0
f(x) = L = lim
xx
0
h(x).
Then lim
xx
0
g(x) = L also.
2. Dierentiation
Proposition 1 (Quotient Rule).
_
f
g
_

(x) =
f

(x)g(x) f(x)g

(x)
g(x)
2
Proposition 2 (Derivation of trigonometric func-
tions).
d
dx
(sin x) = cos x
d
dx
cos x = sin x
d
dx
(tan x) = sec
2
x
d
dx
cot x = csc
2
x
d
dx
(sec x) = sec xtan x
d
dx
csc x = csc xcot x
d
dx
sin
1
x =
1

1 x
2
d
dx
cos
1
x =
1

1 x
2
d
dx
tan
1
x =
1
1 +x
2
Theorem 2 (LHospitals Rule). Suppose that
(a) f and g are dierentiable in the neighbour-
hood of a;
(b) f(a) = g(a) = 0;
(c) g

(x) = 0 except possibly at a Then

lim
xa
f(x)
g(x)
= lim
xa
f

(x)
g

(x)
3. Integration
Theorem 3 (Fundamental Theorem of Calculus).
If f is continuous an [a, b], then the function
F(x) =
_
x
a
f(t) dt
is dierentiable on [a, b], and
d
dx
F(x) =
d
dx
_
x
a
f(t) dt = f(x)
4. Series
Denition 1 (Radius of convergence). Suppose
there is a positive number h such that the series

c
n
(xa)
n
converges in the interval (ah, a+h)
but diverges for all x < ah and x > a+h. Then
h is known as the radius of convergence.
Denition 2 (Taylors Series). The Taylor Series
of a polynomial f(x) at a is

k=0
f
(k)
(a)
k!
(x a)
k
Theorem 4 (Taylors Theorem). Let P
n
(x) be the
nth order Taylor polynomial of f(x) at x = a.
Then
f(x) = P
n
(x) +R
n
(x)
where
R
n
(x) =
f
(
n + 1)(c)
(n + 1)!
(x a)
n+1
for some c between a and x.
5. Three dimensional space
Theorem 5. The shortest distance from a point
S(x
0
, y
0
, z
o
) to a plane

: ax + by + cz = d is
given by
|ax
0
+by
0
+cz
0
d|

a
2
+b
2
+c
2
Theorem 6. Given a curve r(t), if the curve is
traversed exactly once as t increases from a to b,
then its arc length is
L =
_
b
a
||r

(t)|| dt
6. Fourier Series
Denition 3 (Fourier Series). Assume that f(x)
is a periodic function of period 2 and that it can
be represented by the trigonometric series
f(x) = a
0
+

n=1
(a
n
cos nx +b
n
sin nx).
We say that the right hand side of the above equa-
tion is the Fourier series of f(x)
Theorem 7 (Eulers formulas). Given a periodic
function f(x) of period 2 with Fourier series
f(x) = a
0
+

n=1
(a
n
cos nx +b
n
sin nx).
Its coecients are given by
a
0
=
1
2
_

f(x) dx
a
n
=
1

f(x) cos nx dx, n = 1, 2,

b
n
=
1

f(x) sin nx dx, n = 1, 2,

Corollary 1. Given a function f(x) with period
2L, we can write
f(x) = a
0
+

n=1
(a
n
cos
n
L
x +b
n
sin
n
L
x).
where
a
0
=
1
2L
_
L
L
f(x) dx
a
n
=
1
L
_
L
L
f(x) cos
n
L
x dx, n = 1, 2,
b
n
=
1
L
_
L
L
f(x) sin
n
L
x dx, n = 1, 2,
Denition 4 (Half-range expansions). Given a
function on the interval 0 x L, the sine half
range expansion is
f(x) =

n=1
b
n
sin
n
L
x
while the cosine half range expansion is
f(x) = a
0
+

n=1
a
n
cos
n
L
x.
with
a
0
=
1
L
_
L
0
f(x) dx
a
n
=
2
L
_
L
0
f(x) cos
n
L
x dx, n = 1, 2,
b
n
=
2
L
_
L
0
f(x) sin
n
L
x dx, n = 1, 2,
7. Functions of several variables
Theorem 8 (Chain rule). Suppose y =
f(x
1
, x
2
, , x
n
) is a function of n variables
x
1
, x
2
, , x
n
, and x
i
= x
i
(t) are all functions of
t for 1 i n, then y is a function of t and
dy
dt
=
n

i=1
f
x
i
dx
i
dt
Corollary 2. Suppose z = f(x, y), and x =
x(t), y = y(t) are functions of t, then
dz
dt
=
z
x
dx
dt
+
z
y
dy
dt
Denition 5 (Del notation).
= i

x
+ j

y
+ k

z
Denition 6 (Gradient eld of a scalar function).
The gradient eld of a function f(x, y, z) is dened
as
f = i
f
x
+ j
f
y
+ k
f
z
Denition 7 (Directional derivative). The direc-
tional derivative of f at (a, b, c) in the direction of
u = u
1
i +u
2
j +u
3
k,
D
u
f(a, b, c) = u f
Proposition 3. The function f increases most
rapidly in the direction of f at a.
Proposition 4 (Second Derivative Test). Given
a function of two variables f, suppose f
x
(a, b) = 0
and f
y
(a, b) = 0. Let D = f
xx
(a, b)f
yy
(a, b)
f
xy
(a, b)
2
.
(a) If D > 0 and f
xx
(a, b) > 0, then f has a local
minimum at (a, b);
(b) if D > 0 and f
xx
(a, b) < 0, then f has a local
maximum at (a, b);
(c) if D < 0, then f has a saddle point at (a, b);
(d) if D = 0, then no conclusion can be drawn.
8. Multiple integrals
Denition 8 (Double Integral). Let R be a plane
region in the xy-plane. Subdivide R into subrect-
angles R
i
i = 1, 2, 3, , n. Let A
i
be the area
of R
i
and (x
i
, y
i
) be a point in R
i
. Let f(x, y) be a
function of two variables. Then the double integral
of f over R is
__
R
f(x, y) dA = lim
n
n

i=1
f(x
i
, y
i
)A
i
.
Corollary 3. If R is dened by the inequalities
a x b and c y d, then
__
R
f(x, y) dA =
_
d
c
__
b
a
f(x, y) dx
_
dy
Corollary 4. If f(x, y) = g(x)h(y), and if R is
dened by the inequalities a x b and c y
z, then
__
R
f(x, y) dA =
__
b
a
g(x) dx
___
d
c
h(y) dy
_
Corollary 5. If R is dened by the inequalities
a r b and , then
__
R
f(x, y) dA =
_

_
b
a
f(r cos , r sin ) rdrd
Corollary 6. If f has continuous partial deriva-
tives on a closed region R of the xy-plane, then
the area S of the portion z = f(x, y) that projects
onto R is
S =
__
R

_
z
x
_
2
+
_
z
y
_
2
+ 1
Denition 9 (Triple Integral). Let D be a solid
region in the xyz space. Subdivide D into smaller
cubic regions D
i
i = 1, 2, 3, , n. Let V
i
be the
volume of D
i
and (x
i
, y
i
, z
i
) be a point in D
i
. Let
f(x, y, z) be a function of two variables. Then the
triple integral of f over D is
___
D
f(x, y, z) dV = lim
n
n

i=1
f(x
i
, y
i
, z
i
)V
i
.
9. Line Integrals
Denition 10 (Vector eld). Let D be a solid
region in xyz-space. A vector eld on D is a vector
function F that assigns every point in D a three
dimensional vector F(x, y, z) That is, F(x, y, z) =
P(x, y, z)i +Q(x, y, z)j +R(x, y, z)k.
Denition 11 (Conservative eld). A vector eld
is called a conservative eld if it is a gradient eld
of some scalar function, i.e. there exist a function
f such that F = f.
Proposition 5. The vector eld F(x, y, z) =
P(x, y, z)i+Q(x, y, z)j+R(x, y, z)k is conservative
i
P
y
=
Q
x
,
P
z
=
R
x
,
Q
z
=
R
y
Denition 12 (Line integral of scalar functions).
The line integral of a scalar function f(x, y, z)
along a space curve C is dened as
_
C
f(x, y, z) ds =
_
b
a
f(x(t), y(t), z(t))||C

(t)|| dt
Denition 13 (Line integral of vector functions).
The line integral of a vector function F along a
space curve C given by a vector function r(t) is
dened as
_
C
F dr =
_
b
a
F(r(t)) r

(t) dt
Alternatively, given F(x, y, z) = P(x, y, z)i +
Q(x, y, z)j +R(x, y, z)k, we have
_
C
F dr =
_
C
Pdx +Qdy +Rdz
Theorem 9 (Fundamental Theorem of Line Inte-
gral). Let C be a smooth curve with vector func-
tion r(t), t [a, b], if f is a scalar function whose
gradient f is continuous, then
_
C
f dr = f(r(b)) f(r(a))
Corollary 7. (a) If F is a conservative vector
eld, then
_
C
F dr is independent of path.
(b) If F is a conservative vector eld, then
_
l
F dr = 0
Theorem 10 (Greens theorem). Let D be a
bounded region in the xy-plane and D the bound-
ary of D in positive orientation. Suppose P(x, y)
and Q(x, y) has continuous partial derivatives on
D. Then
_
D
Pdx +Qdy =
__
D
(
Q
x

P
y
)dA
10. Surface Integrals
Denition 14 (Parametric representation of a
surface). The parametric representation of a sur-
face is given by the two variable vector function
r(u, v) = x(u, v)i +y(u, v)j +z(u, v)k
Proposition 6. The tangent plane of a surface
S with parametric equation r(u, v) = x(u, v)i +
y(u, v)j + z(u, v)k at r
0
= r(u
0
, v
0
) is given by
(r r
0
) (r
u
(u
0
, v
0
) r
v
(u
0
, v
0
)) = 0.
Denition 15 (Surface integral of a scalar func-
tion). The surface integral of a scalar function f
over S is
__
S
f(x, y, z) dS =
__
D
f(r(u, v))||r
u
r
v
|| dA
Denition 16 (Flux). Let F be a continuous vec-
tor eld dened on a surface S with a unit normal
vector n. The surface integral of F over S is de-
noted as __
S
F dS.
Also, if S is given by the parametric representation
r = r(u, v) with domain D, then
__
S
F dS =
__
D
F(r(u, v)) (r
u
r
v
) dA
Denition 17 (Curl). Let F = P(i) + Qj + Rk
be a vector eld in the xyz-space. The curl of F
is dened by
curl F = F = (
R
y

Q
z
)i+(
P
z

R
x
)j+(
Q
x

P
y
)k
Denition 18 (Divergence). Let F = P(i)+Qj+
Rk be a vector eld in the xyz-space. The diver-
gence of F is dened by
div F = F =
P
x
+
Q
y
+
R
z
Corollary 8. Let F be a vector eld in the xyz-
space. F is a conservative eld if and only if
F = 0.
Theorem 11 (Stokes Theorem). Let S be an ori-
ented piecewise-smooth surface which is bounded
by a closed, piecewise-smooth boundary curve C.
Let F be a vector eld whose components have con-
tinuous partial derivatives on S. The
_
C
F dr =
__
S
(curl F) dS
Theorem 12 (Divergence Theorem). Let E be a
solid region and let S be the boundary of E, given
with the outward orientation. Let F be a vector
eld whose component functions have continuous
partial derivatives in E. Then
__
S
F dS =
___
E
div F dV