Some Selected Important Points.

Prepared by Bin Han for MATH 209

1. Differential notation: dg(x) := g 0 (x)dx, and Rules for derivatives:
The Constant/Sum/Difference Rule
[cf (x) dg(x)]0 = cf 0 (x) dg 0 (x)
The Product Rule
[f (x)g(x)]0 = f 0 (x)g(x) + f (x)g 0 (x)
h
i0
0
f (x)
(x)g 0 (x)
The Quotient Rule
= f (x)g(x)f
g(x)
[g(x)]2
The Chain Rule
[f (g(x))]0 = f 0 (g(x))g 0 (x)
R
2. Antiderivative and indefinite integrals: f (x)dx = F (x) + C means F 0 (x) = f (x) or dF (x) = f (x)dx.
1
xn , n 6= 1
ex ax , a 6= 1
sin(x)
cos(x) sec2 (x) csc2 x sec(x) tan(x) csc(x) cot(x)
x
R f (x) =
1
ax
n+1
x
f (x)dx =
ln |x| e
cos(x) sin(x) tan(x) cot x
sec(x)
csc(x)
n+1 x
ln a
1
sech2 (x)
sec x
tan(x)
cot(x)
2 +x2
a
1
x
2
2
tanh(x) ln(x + a + x ) ln | sec x + tan x| ln | sec(x)| ln | sin(x)|
a arctan( a )
Rb
b
3. Fundamental Theorem of Calculus: Part 1. a f (x)dx = F (x) = F (b) F (a), where F is an antiderivative
a
R g(x)
d
0
of f , that is, F 0 (x) = f (x) on [a, b].
Part 2. dx
f
(t)dt
=
f
(g(x))g
(x) f (h(x))h0 (x).
h(x)

f= a21x2
R
f arcsin( xa )

1
a2 +x2

sinh(x)
cosh(x)

cosh(x)
sinh(x)

f (x) type 0 or
f 0 (x)
== lim 0
. Must rewrite the function as a fraction.
xa g(x)
xa g (x)
LH

4. LHospital Rule: lim

1/2

3/2

5/2

4x x+1
4x
x
+x
5. Dominating term: EX: limx+ 2x
= 0, divide every term by the domi5/2 +x2 = limx+
2+x1/2
5/2
nating term x
in the denominator. Sometimes also use limxa f (x) = L limxa+ f (x) = L = limxa f (x).
R
R
R
Rb
R g(b)
6. Substitution: By u = g(x), f (g(x))g 0 (x)dx = f (g(x))dg(x) = f (u)du and a f (g(x))g 0 (x)dx = g(a) f (u)du.

7. ax2 +bx+c = 0 x = b

b2 4ac
.
2a

b 2
b 2
Square Trick: ax2 +bx+c = a(x2 + ab x + ( 2a
) )+ca( 2a
) = a(x +

b 2
b2
2a ) +c 4a

8. sin2 (x) = 1cos(2x)

, cos2 (x) = 1+cos(2x)
. sin2 (x) + cos2 (x) = 1, 1 + tan2 (x) = sec2 (x), 1 + cot2 (x) = csc2 (x).
2
2
sin x
cos x
1
1
sin(2x)=2 sin(x) cos(x), cos(2x)=2 cos2 (x) 1=1 2 sin2 (x). tan x = cos
x , cot x = sin x , sec x = cos x , csc x = sin x .
R
9. How to evaluate f (x)dx step by step:
1. Whenever possible, simplify
your function
andR break one
R
R
R integral intoRseveral integrals. EX: f (x) = (x + 1)(x +
cos(x)). Then consider f (x)dx = x2 dx + xdx + x cos(x)dx + cos(x)dx (get rid of the brackets).
2. Use substitution to get rid of trouble terms. EX: f (x) = x cos(1 x2 ). Then 1 x2 is a trouble term. So
3
set u = 1 x2 . The denominator of a fraction is generally a trouble term. EX: f (x) = xx2 +1 . Then x2 + 1

or more ambitiously x2 + 1 in the denominator is a trouble term. So let u = x2 + 1 or w = x2 + 1.

3. Classify the integral and try to solve it by known techniques [See Items 1215 for more detail].
try to rewrite the function in a different way, then try the above procedure again.
4. If not successful,

EX: write p x as x1/p . EX: f (x) = sin2 (x). Then write sin2 (x) = 12 12 cos(2x) to get rid of exponents.
2

b
b 2
10. How to plot y = ax2 + bx + c: rewrite it as y (c 4a
) = a(x + 2a
) by completing square, plot Y = aX 2 , then
b
b2
b
b2
move this curve by shifting (0, 0) to ( 2a , c 4a ). This point is obtained by X := x+ 2a
= 0 and Y := y(c 4a
) = 0.

11. Some basic curves and facts:

R
Rb
Rb
f dg = f g gdf . a f dg = [f g]|ba a gdf . [Take derivative on f to make it simpler.]

13. Trigonometric substitution: For

a2 x2 , use x = a sin and 1 sin2 = cos2 . For x2 a2 , use

x = a sec and sec2 1 = tan2 . For a2 + x2 , use x = a tan and 1 + tan2 = sec2 . [Get rid of square roots.]
12. Integration by parts:

14. Trigonometric integral: cos xdx = d sin x, sin xdx = d( cos x), sec2 xdx = d tan x, sec x tan xdx = d sec x,
csc2 xdx = d( cot x), csc x cot xdx = d( csc x). [Use these and 8 to reduce the number of functions by substitution.]
R P (x)
15. Integration of rational functions Q(x)
dx: Use long division if deg(P ) > deg(Q). Factorize Q as a product
P
of linear terms (ax r)m and irreducible quadratic terms (ax2 + px + q)n . Write Q
as a sum of partial fractions.
16. How to find lim(x,y)(0,0) f (x, y): Try direct evaluation first, or try y = kx, or try y = kx or x = ky . e.g.
for y = kx, calculate limx0 f (x, kx) = L, limit does not exist if L depends on k; otherwise, limit may be L.
17. How to solve a system of equations:
1. Try to pick one simple equation to factorize it. Solve it into several cases. [For nonlinear systems only!] Or try
to pick one (or n) simple equation(s) and solve it for one chosen variable (or for n chosen variables).
2. Plug the result in steps 1 or 2 into the rest of equations, and repeat the procedure, until the system is solved.
3. Plug in the back order to find the solution. Plug solutions back to the original equations to double check.
(a,b)
(a,b)

18. Derivative: fx (a, b) := lim f (a+h,b)f

= x
[f (x, b)]|x=a , fy (a, b) := lim f (a,b+h)f
= y
[f (a, y)]|y=b .
h
h
h0

h0

19. Key to partial derivatives:R treat all independent variables other than the derivative/changing variable as

constants. EX: For x

f (x, y, z) or f dx, regard x as the changing variable and all other variables as constants.
20. Implicit differentiation: Method 1: identify the dependent variable and regard it as a function of other
F
z
z
variables! Method 2: dependent variable z is given by F (x, y, z) = 0. Use x
= FFxz and y
= Fyz .
21. Chain rule:

s f (x(s, t), y(s, t))

f x
x s

f y
y s .

Differential for z = f (x, y), dz = df = f hdx, dyi.

22. Gradient f = hfx , fy i. Linearization: f (x, y) L(x, y) := f (a, b) + f (a, b) hx a, y bi.

23. Importance of gradient f (P ) at (base) point P (a, b, c):
1. Du f (P ) = f (P )u with |u| = 1. Definition of directional derivative: Du f (x, y) := limh0

f (x+u1 h,y+u2 h)f (x,y)

.
h

2. |f (P )| 6 Du f (P ) 6 |f (P )| for all directions u:

f (P )
|f (P )| ,
f
= |f
|,

(a) Du f (P ) = |f (P )| (the maximum value) when u =

in which f increases most-rapidly at P ;

(b) Du f (P ) = |f (P )| (the minimum value) when u

in which f decreases most rapidly at P .

(c) Du f (P ) = 0 whenever u f (P ). i.e., direction from P to Q, Q lies on the tangent plane in item 3.
3. To the level surface f = k at P (a, b, c), the tangent plane: f (P ) hx a, y b, z ci = 0 by f (P )
hx a, y b, z ci; the normal line: hx a, y b, z ci = f (P ), R by f (P ) k hx a, y b, z ci.

4. The change in f from P to any point Pe is f (Pe) f (P ) =: f df = Du f (P )|P Pe|, where u = P Pe/|P Pe|.
24. Critical points P of f : P in the domain of f such that fx (P ) = fy (P ) = 0 or fx (P ), fy (P ) does not exist.
25. Second derivative test to check whether a critical point P is a local minimum/maximum, or a
saddle point: Suppose P is a critical point of f . A local minimum if D(P ) > 0 and fxx (P ) > 0; A local maximum
if D(P ) > 0 and fxx (P ) < 0; a saddle point if D(P ) < 0; inclusive if D(P ) = 0, where D(P ) := fxx fyy (fxy )2 |P .
26. How to find the absolute maximum/minimum values of f : [Often used when inequalities are involved]:
1. Sketch D. 2. Find all critical points of f in D.

3. Find the values of f at all the critical points in step 2.

4. Find the extreme values of f on the boundary of D (by repeating steps 1-5 or by method of Lagrange multipliers
if the boundary is described by equations).
5. The largest of the values from steps 3 and 4 is the absolute
maximum value. The smallest of the values from steps 3 and 4 is the absolute minimum value.
27. Method
To find the extreme values of f (x, y, z) with one constraint g(x, y, z) = k
( of Lagrange Multipliers:
(
f = g,
fx = gx , fy = gy , fz = gz
1) Solve
i.e.,
for x, y, z and .
Double check your solug = k,
g=k
tions to make sure that they are indeed on the constraint surface g(x, y, z) = k!
2) Evaluate f at all the points (x, y, z) from step 1). The largest of these values is the maximum value of f . The
smallest of these values is the minimum value of f .
28. Method(of Lagrange Multipliers:
( Target function f with two constraints g(x, y, z) = k, h(x, y, z) = c:
f = g + h,
fx = gx + hx , fy = gy + hy , fz = gz + hz
Use 1) Solve
i.e.,
for x, y, z and , .
g = k, h = c
g = k, h = c
2

Some important formulas for Chapters 15 and 16:

1. Dot and cross products:

For u = ha, b, ci, v = h`, m, ni, and scalar number , u := ha, b, ci, u v =
i j k

b c

i a c j + a b k. The direction of the vector u v is from u to v

a` + bm + cn, u v := a b c =

m n
` n
` m
` m n
by right-hand rule.
u v u v = 0,
u k v u v = ~0 u = v or v = u for some scalar .
RR
RRR
2. D dA = A(D),
dV = V (E). No need to evaluate the integral if A(D) or V (E) can be found easily.
E
3. Polar coordinates: x = r cos , y = r sin . dA = rdrd . Also note x2 + y 2 = r2 and tan = xy .
4. Generalized polar coordinates with center (x0 , y0 ): x = x0 +ar cos , y = y0 +br sin , dA = | (x,y)
(r,) |drd = abrdrd.
5. Cylindrical coordinates: x = r cos , y = r sin , z = z.

dV = rdzdrd.

6. Spherical coordinates: x = sin cos , y = sin sin , z = cos ,

dV = 2 sin ddd . Also note
y
z
x2 + y 2 + z 2 = 2 , cos = , tan = x . Plotting the solid or surface to double check the ranges of and .
p
p
7. Cones: z = d x2 + y 2 = arctan d (0 6 6 ), since tan = zr with auxiliary variable r := x2 + y 2 = sin .
p
z = x2 + y 2 = 4 . The xy-plane z = 0 = 2 . In the first octant 0 6 6 2 and 6 2 .
RR
RRR
1
1
8. Average of f over D: faverage := A(D)
f dA. Average of f over E is faverage := V (E)
f dV .
D
E
RRR
RR
R top surface
9. Triple integral:
f (x, y, z)dV = projected region D bottom surface f (x, y, z)d(projection variable)dA.
E
RRR
RRR
RRR
RRR
10. Density . 1. first moments: Myz= E x(x, y, z)dV, Mxz= E ydV, Mxy= E zdV . 2. Mass: m =
dV
E
RRR
RRR
Myz
Mxy
Mxz
1
2
2
Center of mass: x
= m = m
x(x, y, z)dV, y = m , z = m . 3. Inertia: Ix =
(y + z )dV ,
E
E
q
q
q
RRR
RRR
Iy
Ix
Iz
2
2
2
2
2
Iy =
(x
+
z
)dV
,
I
=
(x
+
y
+
z
)dV
.
4.
Radii
of
gyration:
x
=
,
y
=
,
z
=
0
m
m
m.
E
E
RRR
R
RR
RR
Similar definitions: replace
f unction dV with C f unction ds, or S f unction dS, or D f unction dA.
E
RR
11. A joint probability
density function f satisfies f > 0 and RR R2 f dA = 1. Probability of RR
(X, Y ) lies in D:
RR
P ((X, Y ) D) = D f dA. X-mean (expected value of X) 1 := R2 xf (x, y)dA. Y -mean 2 := R2 yf (x, y)dA.
q
p
dy 2
dz 2
2
12. ds = |r0 (t)|dt = ( dx
(dx)2 + (dy)2 + (dz)2 for the increasing direction of the paramedt ) + ( dt ) + ( dt ) dt =
ter t so that dt > 0. That is, small 6 t 6 large. The direction of the curve does not matter for ds, since ds > 0.
R
13. Arc length: L(C) := C ds. Find a parametric equation for C and use the above formula for ds to evaluate it.
R
R
R
14. For F = P i + Qj, C F dr = C hP, Qi hdx, dyi = C P dx + Qdy. That is, r = hx, yi and dr = hdx, dyi .
R
R
R
15. When C has positive orientation with outward normal n, C F nds = C hP, Qi hdy, dxi = C P dy Qdx.
That is, nds = hdy, dxi for positive orientation with outward normal.
~ = ndS = (ru rv )dA . The direction of normals can be obtained by the right-hand rule for ru rv .
16. dS
~ = h z , z , 1idA = h y , 1, y idA = h1, x , x idA.
17. For projecting along z, y or x direction: dS
x
y
x
z
y
z
~ = r(, )a sin dd
18. For a surface S which is part of the sphere = a (otherwise, do not use this formula!) dS
with r(, ) = ha sin cos , a sin sin , a cos i (by simply plugging = a into the spherical coordinates).
q
q
q
~ = |ru rv |dA = 1 + ( z )2 + ( z )2 dAxy = 1 + ( y )2 + ( y )2 dAxz = 1 + ( x )2 + ( x )2 dAyz .
19. dS = |dS|
x
y
x
z
y
z
20. dS = a2 sin dd , since |r(, )| = |ha sin cos , a sin sin , a cos i| = a is the radius of the sphere = a.
RR
21. Surface area: A(S) := S dS. Find a parametric equation for S and use the above formula dS to evaluate it.

j
k
i
R P
Q
Q
P

22. For F = P i + Qj + Rk, curl F = F = x y z = R

i

j
+

y
z
x
z
x
y k.
P
Q
R
23. For F = P i + Qj + Rk, div F = F = Px + Qy + Rz .

For 3D, r = hx, y, zi and dr = hdx, dy, dzi.

24. Identities: curl (f ) = (f ) = 0,

div (curl F) = ( F) = 0. curl hg1 (x), g2 (y), g3 (z)i = h0, 0, 0i.

Q
25. For simply-connected E, F = hP, Q, Ri is conservative curl F = ~0 (it becomes P
y = x if F(x, y) = P i+Qj).
26. F is irrotational if curl(F) = ~0.

F is incompressible if div(F) = 0.
R
R
f dr = C df = f (r(b)) f (r(a)).
C:r(t),a6t6b

27. Fundamental Theorem for Line Integrals:

~ ~n for n.
28. Other equivalent notations: F~ for F, ~r for r, d for dS, ndS or dS or d~ for S,
3

Summary for techniques in Chapter 16:

1. How to find a parametric equation for a curve C:
2D: For C given by H(x, y) = 0, try to solve for y (or x) to get y = g(x). Otherwise, convert H(x, y) = 0 into
generalized polar coordinates H(x0 + ar cos , y0 + br sin ) = 0 and solve for r (or ) to get r = r().
e by projecting along x, y or z
3D: For C given by g(x, y, z) = 0 and h(x, y, z) = 0, find the projected curve C
e
direction, parameterize projected curve C by the above 2D procedure to obtain a parametric equation for C.
Line: For the line segment from point A to point B: r(t) = (1 t)A + tB, 0 6 t 6 1.
2. How to find a parametric equation for a surface S given by H(x, y, z) = 0:
1. If possible, solve H(x, y, z) = 0 for one variable of x, y, z [This is used as the projection direction], say z:
H(x, y, z) = 0 z = g(x, y). Then a parametric equation for S is x = x, y = y, z = g(x, y), (x, y) D. The
parameter region D is found by projecting along z direction.
2. Otherwise, try other techniques, e.g., spherical coordinates: Solve H( sin cos , sin sin , cos ) = 0 for
: = (, ). A parametric equation for S is: x = (, ) sin cos , y = (, ) sin sin , z = (, ) cos ,
(, ) D. D is often a rectangle found by plotting S to find the ranges of and . This step is used for
surface integrals often/only if = a, a constant. i.e., it is part of a sphere with a constant radius.

Plane: For triangular surface through points A, B, C: r(u, v) = A+uAB +v AC, (u, v) D = {0 6 u, v 6 1, u+v 6 1}.
Rotate: For surface by rotating y = f (x), a 6 x 6 b along x-axis: x = x, y = f (x) cos , z = f (x) sin , a 6 x 6 b, 0 6 6 2.
3. A parametric equation
can be converted into Cartesian equation by solving
for parameters and eliminating them.
R
R
4. Line integrals: RC f ds (line
integral
of
f
along
C
or
wrt
arc
length),
F

dr (work, line integral of F along C)

C
R
R
R
1. Direct evaluate C f dx, C f ds, C F dr, C F nds: Find a parametric equation of C and the parameter values
for the initial and terminal points,
using the parametric equation of C. If
R
Rthen replace
R x, y, z, ds in the integral,
R
C = C1 Cn , then use C = C1 + + Cn and evaluate all Cj by parameterizing each Cj , j = 1, . . . , n.
R
2. For C F dr, if C is a closed boundary curve of a surface S and C consists of several pieces of
segments. Also curl F is not very complicated, instead of direct evaluation, use Stokes Theorem
Z
ZZ
~ . Pay attention to the orientation of C:
to convert it into a surface integral:
F dr =
curl F dS
S

C = S or S. You may have several choices of surfaces S1 and S2 for S with the same boundary curve
S1 = S2 = S, if so, use the one RR
whose parametricR equation can be easily found.
~=
Try (inverse) Stokes Theorem S curl F dS
F dr if the line integral is easier than surface integral.
S
R
R
2. (special case of 2 in 2D): For F(x, y) = P i+Qj, C Fdr = C P dx+Qdy. If C is a closed boundary curve of
a region D and C has several pieces of segments, instead of direct evaluation, use Greens Theorem to

I
ZZ
ZZ

Q P
x
y

convert it into a double integral:

P dx + Qdy =

dA . Orientation of
dA =

Q
x
y
D
D P
D
I
I
I
1
C: C = S or S. Area by (inverse) Greens Theorem: A(D) =
xdy =
ydx =
xdy ydx
2
D
D
if the region D is complicated but its boundary curve is relatively simple.
R
3. For C F dr with F = P i + Qj + Rk, if C with initial point P1 and terminal point P2 [often P1 6= P2 ] consists
of several pieces of segments, instead of direct evaluation, you may first check whether F is conservative
by checking curl F = 0 [This checking may be skipped, in particular for multiple choice questions, if you can
successfully find a potential function f such that f = F!]. If it is conservative (that is, P dx + Qdy + Rdz is
exact: P dx + Qdy + Rdz = df for some scalar function f , which is a potential function of hP, Q, Ri), find a
potential function f of F by solving the equations in f = F one by one, then use fundamental theorem for
line integrals: P1 is the initial point of the curve C and P2 is the terminal point of C.
Z
Z
Z
Z
F dr =
P dx + Qdy + Rdz =
f dr =
df = f (P2 ) f (P1 ) .
C

If F is not conservative (that is, curl F 6 0 or you cannot successfully solve f = F for a scalar function f ),
you have to directly evaluate it by step 1!
RR
RR
~ (Flux or surface integral of F over S)
5. Surface integrals: S f dS (surface integral of f over S), S F dS
RR
RR
RR
~
1. Direct evaluate S dS, S f dS, S F dS: Find a parametric equation for surface S with given orientation
~ in the integral, using the parametric equation of S. If
and the parameter region
then replaceRR
x, y, z, dS, dS
RR D, RR
RR
S = S1 Sn , use S = S1 + + Sn and evaluate all Sj by parameterizing each surface Sj .
RR
~ if S is a closed boundary surface of a solid E and S consists of several pieces of segment
2. For S FdS,
surface. Also div F is not very complicated, instead of direct evaluation, you may consider Divergence
ZZ
ZZZ
~
Theorem:
F dS =
div FdV . Orientation of S: S = E (outward) or E (inward).
E