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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
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
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.
1.1.1 Direction:
1. A positive, increasing line has m > 0.
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.
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
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
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
5. f (n) (a) denotes the value of the nth derivative of f (x) at the point x = k ∈ C where n ∈ N1 .
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.
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 .
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
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).
1.3.2 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
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
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 .
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
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
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. 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.
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
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.
1.8.2 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
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.
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
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.
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
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 .
1.10.1 Identities:
1. The function f (x) at the point x0 is concave up if f 00 (x0 ) > 0.
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.
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
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.
1.11.5 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.
2. 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
minimum.
3. 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 + λ, f 0 (x) ≥ 0, then (x0 , y0 ) is a neither a local maximum nor a local minimum.
4. 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 + λ, f 0 (x) ≤ 0, then (x0 , y0 ) is a neither a local maximum nor a local minimum.
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
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
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
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
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.
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The Mathematics Handbook Chapter 1 – Introduction to Differential Calculus
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.
1.17.2 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
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Chapter 2
Multivariate Calculus
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
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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
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)
18
The Mathematics Handbook Chapter 2 – Multivariate Calculus
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
19
Chapter 3
Tables of Derivatives
In general, these rules extend from the real domain to the complex domain.
20
The Mathematics Handbook Chapter 3 – Tables of Derivatives
21
The Mathematics Handbook Chapter 3 – Tables of Derivatives
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
22
The Mathematics Handbook Chapter 3 – Tables of Derivatives
dy
8. y = sin9 (x) =⇒ = 9sin8 (x) cos (x) where x ∈ R.
dx
dy
9. y = sin10 (x) =⇒ = 10sin9 (x) cos (x) where x ∈ R.
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
12. y = cos4 (x) =⇒ = −4sin (x) cos3 (x) where x ∈ R.
dx
dy
13. y = cos5 (x) =⇒ = −5sin (x) cos4 (x) where x ∈ R.
dx
dy
14. y = cos6 (x) =⇒ = −6sin (x) cos5 (x) where x ∈ R.
dx
dy
15. y = cos7 (x) =⇒ = −7sin (x) cos6 (x) where x ∈ R.
dx
dy
16. y = cos8 (x) =⇒ = −8sin (x) cos7 (x) where x ∈ R.
dx
dy
17. y = cos9 (x) =⇒ = −9sin (x) cos8 (x) where x ∈ R.
dx
dy
18. y = cos10 (x) =⇒ = −10sin (x) cos9 (x) where x ∈ R.
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
21. y = tan4 (x) =⇒ = 4tan3 (x) sec2 (x) where x ∈ R.
dx
dy
22. y = tan5 (x) =⇒ = 5tan4 (x) sec2 (x) where x ∈ R.
dx
dy
23. y = tan6 (x) =⇒ = 6tan5 (x) sec2 (x) where x ∈ R.
dx
dy
24. y = tan7 (x) =⇒ = 7tan6 (x) sec2 (x) where x ∈ R.
dx
dy
25. y = tan8 (x) =⇒ = 8tan7 (x) sec2 (x) where x ∈ R.
dx
dy
26. y = tan9 (x) =⇒ = 9tan7 (x) sec2 (x) where x ∈ R.
dx
dy
27. y = tan10 (x) =⇒ = 10tan9 (x) sec2 (x) where x ∈ R.
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
30. y = cot4 (x) =⇒ = −4cot3 (x) csc2 (x) where x ∈ R.
dx
23
The Mathematics Handbook Chapter 3 – Tables of Derivatives
dy
31. y = cot5 (x) =⇒ = −5cot4 (x) csc2 (x) where x ∈ R.
dx
dy
32. y = cot6 (x) =⇒ = −6cot5 (x) csc2 (x) where x ∈ R.
dx
dy
33. y = cot7 (x) =⇒ = −7cot6 (x) csc2 (x) where x ∈ R.
dx
dy
34. y = cot8 (x) =⇒ = −8cot7 (x) csc2 (x) where x ∈ R.
dx
dy
35. y = cot9 (x) =⇒ = −9cot8 (x) csc2 (x) where x ∈ R.
dx
dy
36. y = cot10 (x) =⇒ = −10cot9 (x) csc2 (x) where x ∈ R.
dx
dy
37. y = sec2 (x) =⇒ = 2sec2 (x) tan (x) where x ∈ R.
dx
dy
38. y = sec3 (x) =⇒ = 3sec3 (x) tan (x) where x ∈ R.
dx
dy
39. y = sec4 (x) =⇒ = 4sec4 (x) tan (x) where x ∈ R.
dx
dy
40. y = sec5 (x) =⇒ = 5sec5 (x) tan (x) where x ∈ R.
dx
dy
41. y = sec6 (x) =⇒ = 6sec6 (x) tan (x) where x ∈ R.
dx
dy
42. y = sec7 (x) =⇒ = 7sec7 (x) tan (x) where x ∈ R.
dx
dy
43. y = sec8 (x) =⇒ = 8sec8 (x) tan (x) where x ∈ R.
dx
dy
44. y = sec9 (x) =⇒ = 9sec9 (x) tan (x) where x ∈ R.
dx
dy
45. y = sec10 (x) =⇒ = 10sec10 (x) tan (x) where x ∈ R.
dx
dy
46. y = csc2 (x) =⇒ = −2csc2 (x) cot (x) where x ∈ R.
dx
dy
47. y = csc3 (x) =⇒ = −3csc3 (x) cot (x) where x ∈ R.
dx
dy
48. y = csc4 (x) =⇒ = −4csc4 (x) cot (x) where x ∈ R.
dx
dy
49. y = csc5 (x) =⇒ = −5csc5 (x) cot (x) where x ∈ R.
dx
dy
50. y = csc6 (x) =⇒ = −6csc6 (x) cot (x) where x ∈ R.
dx
dy
51. y = csc7 (x) =⇒ = −7csc7 (x) cot (x) where x ∈ R.
dx
dy
52. y = csc8 (x) =⇒ = −8csc8 (x) cot (x) where x ∈ R.
dx
dy
53. y = csc9 (x) =⇒ = −9csc9 (x) cot (x) where x ∈ R.
dx
dy
54. y = csc10 (x) =⇒ = −10csc10 (x) cot (x) where x ∈ R.
dx
24
The Mathematics Handbook Chapter 3 – Tables of Derivatives
25
The Mathematics Handbook Chapter 3 – Tables of Derivatives
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
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 .
2. f : R → R3 is a vector 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
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.
4.3.2 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.
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.
˜ ˜ ˜ ˜
2. Measures the difference between the value of the scalar field with its mean.
29
The Mathematics Handbook Chapter 4 – Vector Calculus
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.
4.6.2 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.
˜ ˜ ˜ ˜
4.7.2 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
The Mathematics Handbook Chapter 4 – Vector Calculus
∇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
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.
5.1.2 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
Z∞ Zb
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
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
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
(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
33
The Mathematics Handbook Chapter 5 – Introduction to Integral Calculus
34
The Mathematics Handbook Chapter 5 – Introduction to Integral Calculus
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)
7. The substitution u = g(x) may result in some canceling and simplifying of the integral, allowing it to be solved
more easily.
35
The Mathematics Handbook Chapter 5 – Introduction to Integral Calculus
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.
5.6.2 LIATE Rule: In general, u(x) is determined by whichever function in the following list comes first.
1. Logarithmic Functions: ln (x) , logb (x) , . . .
5. Exponential Functions: ex , bx , . . .
36
The Mathematics Handbook Chapter 5 – Introduction to Integral Calculus
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
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 .
37
The Mathematics Handbook Chapter 5 – Introduction to Integral Calculus
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
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
The Mathematics Handbook Chapter 5 – Introduction to Integral Calculus
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.
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.
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
39
The Mathematics Handbook Chapter 5 – Introduction to Integral Calculus
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
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
The Mathematics Handbook Chapter 5 – Introduction to Integral Calculus
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
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
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
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
43
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
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
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
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
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
45
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
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
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
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
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
47
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
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
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
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
49
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
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
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
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.
51
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
Z Z
1
3. x̄ = xρ(x, y)dA
M R
Z Z
1
4. ȳ = yρ(x, y)dA
M R
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
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
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
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
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
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
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
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
54
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
(−fx , −fy , 1)
3. r x = (1, 0, fx ), r y = (0, 1, fy ), n̂ = ± .
˜ ˜ ˜ |(−fx , −fy , 1)|
55
The Mathematics Handbook Chapter 6 – Applications of Integral Calculus
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.
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
58
The Mathematics Handbook Chapter 7 – Tables of Integrals
x2 b2
Z
1 2b
14. dx = 3 ln (|ax + b|) + − +C
(ax + b)3 a ax + b 2(ax + b)2
59
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
60
The Mathematics Handbook Chapter 7 – Tables of Integrals
61
The Mathematics Handbook Chapter 7 – Tables of Integrals
62
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
Z1 ∞
X
2. xx dx = − (−k)−k ≈ 0.7834305107
0 k=1
65
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
The Mathematics Handbook Chapter 7 – Tables of Integrals
√ 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
67
The Mathematics Handbook Chapter 7 – Tables of Integrals
√ 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
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
The Mathematics Handbook Chapter 7 – Tables of Integrals
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 √ 2 √
a − x2 a2 − x2
Z Z
1 b 1
78. 2
dx = − + a √ 2 dx + √ dx
x x 2 a2 − x2
a2 − x2
70
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
−∞
71
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
73
The Mathematics Handbook Chapter 7 – Tables of Integrals
x
Z
1 2 sin
58. dx = x 2 x − x + C
csc (x) − 1 cos − sin
2 2
74
The Mathematics Handbook Chapter 7 – Tables of Integrals
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)
75
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
76
The Mathematics Handbook Chapter 7 – Tables of Integrals
√
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
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
78
The Mathematics Handbook Chapter 7 – Tables of Integrals
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)
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The Mathematics Handbook Chapter 7 – Tables of Integrals
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
80
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
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
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
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The Mathematics Handbook Chapter 7 – Tables of Integrals
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
(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
The Mathematics Handbook Chapter 7 – Tables of Integrals
86
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
The Mathematics Handbook Chapter 7 – Tables of Integrals
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
The Mathematics Handbook Chapter 7 – Tables of Integrals
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The Mathematics Handbook Chapter 7 – Tables of Integrals
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