################################################################ Single Variable Calculus ################################################################ .. attention:: * All the variables are real and all the functions are real valued functions. * We will be using **points** instead of **elements** since :math:`\mathbb{R}` is a metric space with a distance function defined in terms of the absolute value function :math:`|\cdot|`. * The set :math:`U=\{f(x)\mathop{:}x\in S\}=f(S)` is called the image of :math:`S` under :math:`f`. **************************************************************** Metric Topology **************************************************************** Definitions ================================================================ Open and Closed Balls and Intervals ---------------------------------------------------------------- .. note:: * For any :math:`\epsilon > 0`, we can create an open :math:`\epsilon`-ball around any point :math:`x` as .. math:: B_\epsilon(x)=\{y\mathop{:} |x-y|< \epsilon\} * Closed ball is defined similarly as .. math:: \bar{B}_\epsilon(x)=\{y\mathop{:} |x-y|\leq \epsilon\} * Open interval: :math:`(a,b)=\{x\mathop{:} a < x < b\}` * Closed interval: :math:`[a,b]=\{x\mathop{:} a \leq x \leq b\}` Limit Point and Closure ---------------------------------------------------------------- **************************************************************** Sequence and Convergence **************************************************************** Accumulation Point ================================================================ Limit Point ================================================================ .. note:: * Let :math:`(x_n)_{n=1}^\infty` be a sequence such that :math:`\forall x_n\in S\subset\mathbb{R}`. * The sequence is said to have a limit :math:`\lim\limits_{n\to\infty} x_n=L\in\mathbb{R}` iff * :math:`\forall\epsilon > 0` * :math:`\exists N_\epsilon\in\mathbb{N}^{+}` (depends on how small of a :math:`\epsilon` we're given) such that * if we skip :math:`N_\epsilon` number of terms in that sequence, the remaining values are guaranteed to be inside :math:`B_\epsilon(x)`. * Formally, :math:`n > N_\epsilon\implies |x_n-L|< \epsilon` * A sequence with a limit point :math:`L\in\S\subset\mathbb{R}` is said to be convergent in :math:`S`. Important Theorems ================================================================ .. attention:: * Limit of a sequence is unique. * If a sequence is convergent, it is bounded. * Every limit point is an accumulation point. Converse doesn't hold. * Every open ball around a limit point contains all but a finite number of terms in a convergent sequence. .. seealso:: * Null sequence * Sequence of nested intervals Cauchy convergence ================================================================ .. note:: The sequence is said to be Cauchy convergent iff * :math:`\forall\epsilon > 0` * :math:`\exists N_\epsilon\in\mathbb{N}^{+}` such that * if we skip :math:`N_\epsilon` number of terms in that sequence, any two terms from the rest of it is within a :math:`\epsilon`-ball around one another. * Formally, :math:`m, n> N_\delta\implies |x_m-x_n|< \epsilon` .. attention:: * For a sequence to be Cauchy convergent, the limit value doesn't need to be in :math:`S`. * Example: We can imagine a sequence in rationals .. math:: 1,1.4,1.41,1.414,1.4142,1.41421,1.414213,\cdots * This sequence is Cauchy convergent as it tends to :math:`\sqrt{2}` but it's not convergent in :math:`\mathbb{Q}`. Monotonic Sequences ================================================================ .. attention:: * If a monotonic sequence is bounded, it is convergent. * Term-wise order relationship between two sequences is preserved at limit points. * Squeeze/sandwich theorem **************************************************************** Functional Limit and Continuity **************************************************************** Continuity ================================================================ Let :math:`f:X\subset\mathbb{R}\mapsto Y\subset\mathbb{R}`. .. note:: The function :math:`f:X\mapsto Y` is said to be continuous at a point :math:`p\in X` iff * :math:`\forall\epsilon > 0` * we can create an open ball around :math:`p` with some :math:`\delta_{\epsilon, p} > 0` such that * (note: the size depends on :math:`\epsilon` as well as :math:`p` and can be arbitrarily small) * if we force :math:`x` to be in :math:`B_{\delta_{\epsilon, p}}(p)`, then the image :math:`f(x)` is guaranteed to be in :math:`B_\epsilon(f(p))`. * Formally, :math:`\forall x\in X, |p-x|< \delta_{\epsilon, p}\implies |f(p)-f(x)|< \epsilon` .. seealso:: * If the function varies quite drastically, we'd only able to choose extremely small :math:`\delta_{\epsilon, p}` to push the image inside :math:`B_\epsilon(f(p))`. * If we're allowed to take larger :math:`\delta`, then the function is considered smoother. Sequential Continuity ---------------------------------------------------------------- .. tip:: Under a continuous function :math:`f`, :math:`\lim\limits_{n\to\infty} x_n=x\in X\implies \lim\limits_{n\to\infty} f(x_n)=f(x)\in Y` Properties ---------------------------------------------------------------- .. note:: * If :math:`f` and :math:`g` are continuous at :math:`x`, so is :math:`f\cdot g`. * If :math:`f` and :math:`g` are continuous at :math:`x`, so is :math:`f\circ g`. Continuous Everywhere ---------------------------------------------------------------- .. note:: If the function is continuous :math:`\forall p\in X`, then it is said to be continuous everywhere. Uniform Continuity ---------------------------------------------------------------- This is a stricter form of continuity. .. note:: The function :math:`f:X\mapsto Y` is said to be uniformly continuous in :math:`X` iff * :math:`\forall\epsilon > 0` * we can create an open ball around **any** :math:`p` with some :math:`\exists\delta_\epsilon > 0` such that * (note: a universal one as it doesn't depend on :math:`p` anymore, however can still be arbitrarily small) * if we force :math:`x` to be in :math:`B_{\delta_\epsilon}(p)`, the image :math:`f(x)` is guaranteed to be in :math:`B_\epsilon(f(p))`. * Formally, :math:`\forall p, x\in X, |p-x|< \delta_\epsilon\implies |f(p)-f(x)|< \epsilon` .. tip:: * The same :math:`\delta` works for every point :math:`p\in X`, hence the term **uniform**. Lipschitz Continuity ---------------------------------------------------------------- This is an even stricter form of continuity. .. note:: The function :math:`f:X\mapsto Y` is said to be Lipschitz continuous in :math:`X` with Lipschitz constant :math:`K` iff * :math:`\exists K\geq 0` such that :math:`\forall x,y\in X, \frac{|f(x)-f(x)|}{|x-y|}\leq K` .. seealso:: * For the image to be in a :math:`\epsilon`-ball around any :math:`p`, we can afford to be in a :math:`\epsilon/K`-ball in the domain. * These functions are a lot smoother. **************************************************************** Differentiation **************************************************************** Let :math:`f:(a,b)\subset\mathbb{R}\mapsto \mathbb{R}` be a continuous function at some :math:`x\in(a,b)`. Differentiation as a rate of change ================================================================ .. note:: The derivative of :math:`f` at :math:`x\in(a,b)` is defined to be (assuming that the limit exists), .. math:: f'(x)=\lim\limits_{h\to 0}\frac{f(x+h)-f(x)}{h} .. warning:: We need the point :math:`x` to be inside the open interval because we need to be able to create an open :math:`h`-ball around it and we need the function to be well defined in that region. Differentiation as a linear approximation ================================================================ We can define the derivative as a linear approximation of the function at close proximity of :math:`x`. .. note:: * We consider the **open-ball** :math:`B_h(x)`, and assume that inside this, the function is approximately linear. * Therefore, we introduce a linear transform :math:`\alpha:\mathbb{R}\mapsto\mathbb{R}` to replace our original function :math:`f:\mathbb{R}\mapsto\mathbb{R}`. * The **change in value** as we move from :math:`x` to :math:`x+h` is * :math:`f(x+h)-f(x)` under the actual function. * :math:`\alpha(x+h)-\alpha(x)=\alpha h` under the approximation. * The error in this approximation is .. math:: \epsilon_x(h)=f(x+h)-f(x)-\alpha h * We assume that :math:`\lim\limits_{h\to 0}\frac{|\epsilon_x(h)|}{|h|}=0` and define :math:`f'(x)=\alpha`. .. tip:: If the derivative of a function exists at a point, then the function is continuous at that point. Properties ================================================================ .. note:: * **Sum Rule**: :math:`(f+g)'=f'+g'` * **Product Rule**: :math:`(f\cdot g)'=f\cdot g'+f'\cdot g` * **Chain Rule**: :math:`(f\circ g)'=(f'\circ g)\cdot g'` Important Theorems ================================================================ Boundedness theorem ---------------------------------------------------------------- .. note:: * Let :math:`f:[a,b]\mapsto\mathbb{R}` is continuous :math:`\forall x\in[a,b]`. Then it is bounded. * More formally, here exists :math:`m, M\in\mathbb{R}` such that :math:`m\leq f(x)\leq M`. EVT: Extreme value theorem ---------------------------------------------------------------- .. note:: * Let :math:`f:[a,b]\mapsto\mathbb{R}` is continuous :math:`\forall x\in[a,b]`. Then the function achives a min and a max. * More formally, there exists :math:`c,d\in[a,b]` such that :math:`f(c)\leq f(x)\leq f(d)`. Bolzano's theorem ---------------------------------------------------------------- .. note:: * Let :math:`f:[a,b]\mapsto\mathbb{R}` is continuous :math:`\forall x\in[a,b]`. * Also assume that :math:`f(a)` and :math:`f(b)` have opposite signs. * Then :math:`\exists c\in(a,b)` such that :math:`f(c)=0` IVT: Intermediate value theorem ---------------------------------------------------------------- .. note:: * Let :math:`f:[a,b]\mapsto\mathbb{R}` is continuous :math:`\forall x\in[a,b]`. * Let :math:`a\leq p < q\leq b` be two arbitrary points with :math:`f(p)\neq f(q)`. * Then :math:`f(x)` takes every possible value in :math:`(f(p), f(q))` within the interval :math:`(a,b)`. MVT: Mean value theorem ---------------------------------------------------------------- .. note:: * Let :math:`f:[a,b]\mapsto\mathbb{R}` is continuous :math:`\forall x\in[a,b]`. * Then :math:`\exists c\in[a,b]` such that :math:`f(c)` acts as the mean value of the integral :math:`\int\limits_a^b f(x)\mathop{dx}`. * Formally, :math:`\int\limits_a^b f(x)\mathop{dx}=f(c)\cdot(b-a)` .. seealso:: * This can also be stated using derivatives as :math:`\frac{F(b)-F(a)}{b-a}=f(c)` or :math:`\frac{g(b)-g(a)}{b-a}=g'(c)` Rolle's theorem ---------------------------------------------------------------- .. note:: * Special case of MVT. * Assuming that all the MVT conditions are satisfied, if :math:`f(a)=f(b)`, then :math:`\exists c\in(a,b)` such that :math:`f'(c)=0`. Application: Local extremum ================================================================ Critical Point ---------------------------------------------------------------- .. note:: * Let the function be :math:`f:X\mapsto Y` and let :math:`c\in X`. * :math:`c` is called a relative (local) maximum iff .. math:: \exists\epsilon>0,x\in B_\epsilon(c)\implies f(x)\leq f(c) .. note:: * Relative minimum is defined in the same way. * This is usually defined in terms of an open interval, i.e. :math:`c\in(a,b)`. * Maxima and minimum are jointly called an extremum. First derivative test ---------------------------------------------------------------- For critical points ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ .. attention:: Let :math:`c\in(a,b)` be a local extremum. Then :math:`f'(c)=0`. .. tip:: * The point :math:`c\in(a,b)` is called a **critical point**. * First derivative test doesn't tell us whether it's a maximum or a minimum. For monotonic functions ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ .. attention:: * If :math:`\forall x\in (a,b), f'(x)> 0`, then :math:`f` is strictly increasing in :math:`[a,b]`. * If :math:`\forall x\in (a,b), f'(x)< 0`, then :math:`f` is strictly decreasing in :math:`[a,b]`. * If :math:`\forall x\in (a,b), f'(x)= 0`, then :math:`f` is constant in :math:`[a,b]`. Second derivative test ---------------------------------------------------------------- For critical points ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ .. tip:: Think of the slope of tangent for a convex function as it reaches a minimum. .. attention:: * For a minimum :math:`c\in(a,b)`, the second derivative is a strictly increasing function in :math:`[a,b]`, i.e. :math:`\forall x\in(a,b), f''(x)> 0`. * For a maximum :math:`c\in(a,b)`, the second derivative is a strictly decreasing function in :math:`[a,b]`, i.e. :math:`\forall x\in(a,b), f''(x)< 0`. **************************************************************** Integration **************************************************************** Integration of step functions ================================================================ Let :math:`f:[a,b]\subset\mathbb{R}\mapsto \mathbb{R}` be a step-function defined on a partition :math:`P=\{x_0,\cdots,x_n\}` such that within each open interval :math:`(x_{k-1},x_k)`, the function takes a constant value :math:`s_k`. .. note:: The integral of such function is defined as .. math:: \int\limits_a^b f(x)\mathop{dx}=\sum_{k=1}^n s_k\cdot(x_k-x_{k-1}) Properties ---------------------------------------------------------------- .. note:: * If :math:`f(x) Logarithmic > Algebraic > Trigonometric > Exponential. Choose left of the two as :math:`u`. Feynman's Trick ---------------------------------------------------------------- .. warning:: * [github.io] `Feynman's Trick a.k.a. Differentiation under the Integral Sign & Leibniz Integral Rule `_ * [web.williams.edu] `Differentiation under the Integral Sign `_ * [cantorsparadise.org] `Richard Feynman’s Integral Trick `_ * [math.uconn.edu] `Differentiating under the Integral Sign `_ * [math.stackexchange.com] `Questions tagged [leibniz-integral-rule] `_ Integration Bee ---------------------------------------------------------------- .. warning:: * [sites.google.com] `Integration Bee Training Resource `_ * [youtube.com] `Integration Bee Training Videos `_ **************************************************************** Series **************************************************************** Series with Positive Terms ================================================================ Comparison Tests ---------------------------------------------------------------- Ratio Test ---------------------------------------------------------------- Integral Test ---------------------------------------------------------------- Series with Mixed Terms ================================================================ Absolute Convergence ---------------------------------------------------------------- Convergence of Alternating Series ---------------------------------------------------------------- Power Series ================================================================ Root Test ---------------------------------------------------------------- **************************************************************** Useful Resources **************************************************************** .. important:: * [math.stackexchange.com] `Questions tagged [integration] `_ * [math.stackexchange.com] `Questions tagged [generating-functions] `_ * [math.stackexchange.com] `Advanced calculus book recommendations `_ * Calculus cheatsheet: `Notes at tutorial.math.lamar.edu `_. * [jeeadvancedmocktests.blogspot.com] `Mock tests - JEE Advanced `_ * [personal.math.ubc.ca] `CLP Calculus Textbooks `_ (quite basic to be honest) * [integral-table.com] `Table of Integrals `_ * [reddit.com] `r/learnmath: Difficult/tricky derivates and integrals `_