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Formula & theorem reference

Concept clusters →

Every named result in this course, grouped by chapter. Each one links back to where it's derived.

Integration readiness

Formula

Chain Rule

If y = f(u) and u = g(x), then \frac{dy}{dx} = f'(g(x)) \cdot g'(x).

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Theorem

Fundamental Theorem of Calculus, Part 2

also known as: FTC2, the Evaluation Theorem

Suppose f is continuous on [a, b], and let F be ANY antiderivative of f on [a, b] (that is, F'(x) = f(x) for every x in [a,b]). Then

\int_a^b f(x)\,dx = F(b) - F(a).
Show proof

FTC Part 1 already exhibits ONE particular antiderivative of f: the accumulation function A(x) = \int_a^x f(t)\,dt satisfies A'(x) = f(x) on (a,b). Since F is also given to be an antiderivative of the same f, the General Antiderivative Theorem (a Mean Value Theorem corollary, Chapter 7 Section 1) says F and A differ by a constant: F(x) = A(x) + C \quad\text{for some constant } C. Evaluate this identity at x=a: A(a) = \int_a^a f(t)\,dt = 0 (a degenerate interval of zero width bounds zero signed area), so F(a) = A(a) + C = 0 + C = C -- the constant C is exactly F(a). Evaluate at x=b: F(b) = A(b) + C = A(b) + F(a), so A(b) = F(b) - F(a). But A(b) = \int_a^b f(t)\,dt by A's own definition, which is exactly \int_a^b f(x)\,dx with the dummy variable renamed -- giving \int_a^b f(x)\,dx = F(b)-F(a), the claim.

This is why FTC Part 2 makes definite integrals COMPUTABLE without ever building a Riemann sum: Chapter 7 could only ever approach \int_a^b f as a limit of finite sums, refining n forever without literally reaching it by hand. FTC Part 2 replaces that limit with a single subtraction, F(b)-F(a), PROVIDED an antiderivative F can be written down in closed form -- which every basic antiderivative rule from Chapter 7 Sections 1-4 (power, constant multiple, sum/difference, trig, exponential) now feeds directly into. The theorem does not care WHICH antiderivative F is used: any two antiderivatives of f differ by a constant C, and that same C cancels exactly in F(b)-F(a), so the computation is independent of which member of the antiderivative family gets chosen -- picking C=0 is always a valid, and always the simplest, choice.

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Formula

u-Substitution

also known as: Change of Variables, Reverse Chain Rule

If u = g(x) with g differentiable and f continuous on the range of g, then \int f(g(x))\,g'(x)\,dx = \int f(u)\,du. For a definite integral, the bounds transform along with the variable: \int_a^b f(g(x))\,g'(x)\,dx = \int_{g(a)}^{g(b)} f(u)\,du.

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Suppose f and g are differentiable near a (except possibly at a), g'(x) \neq 0 near a, and \lim_{x\to a}\frac{f(x)}{g(x)} \text{ is of the indeterminate form } \frac{0}{0} \text{ or } \frac{\pm\infty}{\pm\infty}. Then \lim_{x\to a}\frac{f(x)}{g(x)} = \lim_{x\to a}\frac{f'(x)}{g'(x)}, provided the limit on the right exists (or is \pm\infty). The rule also holds for x \to a^+, x \to a^-, or x \to \pm\infty.

Show proof

The \frac{0}{0} case follows from the Generalized (Cauchy) Mean Value Theorem: for x near a, there is a c between a and x with \dfrac{f(x)-f(a)}{g(x)-g(a)} = \dfrac{f'(c)}{g'(c)}. Since f(a)=g(a)=0 in the \frac{0}{0} case, the left side is exactly \frac{f(x)}{g(x)}; letting x \to a forces c \to a too, giving the limit of f'/g'. The \frac{\infty}{\infty} case uses the same idea with a more careful algebraic argument and is not reproduced here.

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The definite integral in depth

Theorem

Fundamental Theorem of Calculus, Part 1

also known as: FTC1, the accumulation-function derivative theorem

Suppose f is continuous on [a, b]. Define A(x) = \int_a^x f(t)\,dt for x in [a, b]. Then A is differentiable on (a, b) and

A'(x) = f(x).
Show proof

Fix x in (a,b) and form the difference quotient defining A'(x): \frac{A(x+h)-A(x)}{h} = \frac{1}{h}\left[\int_a^{x+h}f(t)\,dt -\int_a^x f(t)\,dt\right] = \frac{1}{h}\int_x^{x+h} f(t)\,dt, the last step by additivity of the definite integral over adjacent intervals. The remaining integral is f's net signed area over a sliver of width h -- and by the Mean Value Theorem for Integrals (f continuous on [x,x+h]), that sliver equals f(c)\cdot h for SOME c between x and x+h, so \frac{A(x+h)-A(x)}{h} = f(c) \quad\text{for some $c$ strictly between $x$ and $x+h$.} As h\to0, c is squeezed between x and x+h and is forced to x too, and f's continuity at x then forces f(c)\to f(x). Taking the limit, A'(x) = \lim_{h\to0}\frac{A(x+h)-A(x)}{h} = \lim_{h\to0} f(c) = f(x).

The same conclusion falls out of the Riemann-sum definition directly, without invoking the Mean Value Theorem for Integrals: for small h, \int_x^{x+h} f(t)\,dt is itself approximated by a single thin rectangle of width h and height approximately f(x) (since f barely changes over an interval that short, by continuity), so \frac{1}{h}\int_x^{x+h}f(t)\,dt\approx f(x), with the approximation becoming exact in the limit h\to0 -- the same "thin slice, height \approx f(x)" idea Chapter 7 built Riemann sums from in the first place, just run over a single infinitesimally short interval instead of the whole [a,b].

Continuity of f is load-bearing in both arguments: it is what supplies the Mean Value Theorem for Integrals' own hypothesis, and it is what forces f(c)\to f(x) as the squeezed point c\to x -- a discontinuous f can make A fail to be differentiable exactly at the discontinuity, even though A itself (an accumulated area) still exists there.

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Theorem

Mean Value Theorem for Integrals

If f is continuous on [a, b], there exists at least one c in [a, b] such that f(c) = \frac{1}{b-a}\int_a^b f(x)\,dx, i.e. f actually attains its own average value somewhere on [a,b].

Show proof

Let A(x) = \int_a^x f(t)\,dt. By the ordinary Mean Value Theorem applied to A (differentiable by FTC Part 1, with A'=f), there is a c in (a,b) with A'(c) = \dfrac{A(b)-A(a)}{b-a} = \dfrac{1}{b-a}\int_a^b f(t)\,dt. Since A'(c) = f(c), that's exactly the claim.

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Formula

Net Change Theorem

If F'(x) = f(x) (i.e. f is a rate of change), then \int_a^b f(x)\,dx = F(b) - F(a) is the NET change in F from x=a to x=b. Total distance instead requires \int_a^b |f(x)|\,dx, since a negative rate subtracts from net change but still adds to total distance covered.

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Applications of integration

Formula

Area Between Two Curves

also known as: A = the integral of top minus bottom

For two continuous functions with \text{top}(x)\ge\text{bottom}(x) on [a,b], the area of the region trapped between their graphs is A=\int_a^b\bigl(\text{top}(x)-\text{bottom}(x)\bigr)\,dx.

Show proof

A direct Riemann-sum argument, identical in spirit to a single-curve area. Slice [a,b] into n thin strips of width \Delta x. Each strip is very nearly a rectangle of width \Delta x and height \text{top}(x_i^*)-\text{bottom}(x_i^*), the vertical gap between the two curves at that strip's location. Summing every strip's area and taking the limit as n\to\infty turns the Riemann sum into exactly the integral above. Finding which curve is top and which is bottom on the whole interval is not optional bookkeeping — integrating \text{bottom}-\text{top} instead produces a negative number for a quantity that is, by definition, a positive area.

Formula

Volume by cross-sectional slicing

also known as: the slicing method, V = ∫A(x)dx

If a solid lies between x=a and x=b, and the cross-sectional area of the solid taken perpendicular to the x-axis at position x is A(x), then the solid's volume is V = \int_a^b A(x)\,dx.

Show proof

Slice the solid into n thin slabs, each of thickness \Delta x. The i-th slab is nearly a cylinder of cross-sectional area A(x_i^*) and height \Delta x, so its volume is approximately A(x_i^*)\Delta x. Summing over all n slabs gives a Riemann sum \sum_{i=1}^n A(x_i^*)\Delta x that approximates the total volume, and the approximation only improves as the slabs get thinner. Taking the limit as n\to\infty turns the Riemann sum into the definite integral \int_a^b A(x)\,dx by the same limiting argument that defines any definite integral.

Formula

Disk method

If the region under y=f(x) on [a,b] (with f(x)\ge 0) is revolved about the x-axis, the resulting solid's volume is V = \pi\int_a^b \big[f(x)\big]^2\,dx.

Show proof

This is the cross-sectional slicing formula V=\int_a^b A(x)\,dx applied to a specific shape: revolving the segment from the axis up to f(x) sweeps out a full circle of radius f(x) at each x, so the cross-section there is a disk with area A(x) = \pi\big[f(x)\big]^2. Substituting that area function directly into the slicing formula gives V = \pi\int_a^b [f(x)]^2\,dx; no new idea is needed beyond identifying the disk's area correctly.

Formula

Washer method

If the region between y=f(x) (outer) and y=g(x) (inner), with f(x)\ge g(x)\ge 0 on [a,b], is revolved about the x-axis, the resulting solid's volume is V = \pi\int_a^b \Big(\big[f(x)\big]^2 - \big[g(x)\big]^2\Big)\,dx.

Show proof

Revolving the outer boundary alone would sweep out a solid disk of area \pi[f(x)]^2 at each x, by the disk method. But the inner boundary carves a circular hole of area \pi[g(x)]^2 out of that disk at the same x, leaving a washer — an annulus — of area \pi[f(x)]^2 - \pi[g(x)]^2. Substituting that washer's area into the cross-sectional slicing formula V=\int_a^b A(x)\,dx gives the stated integral.

If the region under y=f(x) on [a,b] (with 0\le a, f(x)\ge 0) is revolved about the y-axis, the resulting solid's volume is V = 2\pi\int_a^b x\,f(x)\,dx.

Show proof

Instead of slicing perpendicular to the axis of revolution, slice parallel to it: a thin vertical strip at position x, of width dx and height f(x), sweeps out a thin cylindrical shell when revolved about the y-axis. That shell has radius x, height f(x), and thickness dx, so unrolling it into a flat rectangular slab gives a volume (\text{circumference})\times(\text{height})\times(\text{thickness}) = (2\pi x)\,f(x)\,dx. Summing infinitely many such shells from x=a to x=b — the same limiting Riemann-sum argument behind every slicing formula — turns the sum into V = 2\pi\int_a^b x f(x)\,dx.

Formula

Arc length of a curve

For a smooth function f with continuous derivative on [a,b], the length of the curve y=f(x) from x=a to x=b is L = \int_a^b \sqrt{1+\big[f'(x)\big]^2}\,dx.

Show proof

Approximate the curve by a polygonal path connecting points at x_0,x_1,\ldots,x_n. Between consecutive points, the path rises \Delta y_i over a run of \Delta x, so that segment's length is \sqrt{(\Delta x)^2+(\Delta y_i)^2} = \sqrt{1+(\Delta y_i/\Delta x)^2}\,\Delta x. By the Mean Value Theorem, \Delta y_i/\Delta x = f'(x_i^*) for some point x_i^* in that subinterval, so the segment's length is \sqrt{1+[f'(x_i^*)]^2}\,\Delta x. Summing over all n segments gives a Riemann sum for \sqrt{1+[f'(x)]^2}, and letting n\to\infty turns that sum into the stated integral, with the polygonal path's total length converging to the true arc length.

Formula

Surface area of revolution

For a smooth, non-negative function f with continuous derivative on [a,b], revolving y=f(x) about the x-axis sweeps out a surface of area S = 2\pi\int_a^b f(x)\sqrt{1+\big[f'(x)\big]^2}\,dx.

Show proof

Approximate the curve by short straight segments, as in the arc length formula. Revolving one segment of length ds=\sqrt{1+[f'(x_i^*)]^2}\,\Delta x about the x-axis, where the segment sits at height \approx f(x_i^*), sweeps out a thin frustum (a truncated cone). A frustum's lateral surface area is 2\pi\,(\text{average radius})\times(\text{slant length}), and for a short enough segment the average radius is well approximated by f(x_i^*) itself, giving area \approx 2\pi f(x_i^*)\,ds. Summing over all segments gives a Riemann sum for 2\pi f(x)\sqrt{1+[f'(x)]^2}, and the limit as the segments shrink turns that sum into the stated integral.

Formula

Work as an integral of a variable force

If a variable force F(x) acts along a straight line as an object moves from x=a to x=b, the total work done is W = \int_a^b F(x)\,dx.

Show proof

Over a short displacement \Delta x, the force is nearly constant at F(x_i^*), so the work done over that piece is approximately F(x_i^*)\,\Delta x — the constant-force formula "work equals force times distance," applied on a small enough scale that the force barely changes. Summing over n such pieces from a to b gives a Riemann sum \sum_{i=1}^n F(x_i^*)\Delta x approximating the total work, and letting the pieces shrink (n\to\infty) turns that sum into \int_a^b F(x)\,dx by the definition of the definite integral.

Formula

Hydrostatic force on a submerged plate

also known as: fluid force integral

A flat plate is submerged vertically in a fluid of weight-density w (weight per unit volume). If, at depth x below the surface, the plate's horizontal width is \ell(x), and the plate spans depths from x=a to x=b, the total fluid force on one face of the plate is F = w\int_a^b x\,\ell(x)\,dx.

Show proof

Slice the plate into thin horizontal strips of thickness \Delta x at depth x. Pressure at depth x is w x (weight-density times depth), and pressure is uniform across a thin horizontal strip since every point on it sits at (nearly) the same depth — unlike a vertical strip, whose depth varies top to bottom. That strip has area \approx \ell(x)\,\Delta x, so the force on it is (\text{pressure})\times(\text{area}) \approx w x\,\ell(x)\,\Delta x. Summing over all strips gives a Riemann sum for w x \ell(x), and the limit as the strips thin out turns that sum into F = w\int_a^b x\,\ell(x)\,dx.

Formula

Centroid of a plane region

also known as: center of mass of a lamina (uniform density)

For the region between y=f(x) (top) and y=g(x) (bottom) on [a,b], with area A = \int_a^b\big[f(x)-g(x)\big]dx, the region's centroid (\bar x,\bar y) has coordinates \bar x = \frac{1}{A}\int_a^b x\big[f(x)-g(x)\big]dx, \qquad \bar y = \frac{1}{A}\int_a^b \frac12\Big(\big[f(x)\big]^2-\big[g(x)\big]^2\Big)dx.

Show proof

Treat the region as built from thin vertical strips of width dx at position x, each with area \big[f(x)-g(x)\big]dx and, being thin, essentially a point mass at x for the purpose of \bar x, and at its own midpoint height \frac{f(x)+g(x)}{2} for the purpose of \bar y. Moments add: the total first moment about the y-axis is \int_a^b x\big[f(x)-g(x)\big]dx, and the total first moment about the x-axis is \int_a^b \frac{f(x)+g(x)}{2}\big[f(x)-g(x)\big]dx = \int_a^b\frac12\big([f(x)]^2-[g(x)]^2\big)dx. Dividing each moment by the total area A — the same "moment over mass" rule used for a system of discrete point masses — gives \bar x and \bar y.

Formula

Probability density function

also known as: PDF

A function f is a probability density function on [a,b] if f(x)\ge 0 for every x in [a,b] and \int_a^b f(x)\,dx = 1. For any c,d with a\le c\le d\le b, the probability that the outcome falls in [c,d] is P(c\le X\le d) = \int_c^d f(x)\,dx.

Show proof

The two conditions are exactly the continuous analogue of a discrete probability distribution: individual probabilities can't be negative, which forces f(x)\ge 0, and the probabilities of all possible outcomes must add to 1, which becomes \int_a^b f(x)\,dx=1 once "adding over all outcomes" is replaced by integrating over the continuum from a to b. The same reasoning that turns a sum into an integral for area turns "sum the probability over every outcome in [c,d]" into \int_c^d f(x)\,dx — each infinitesimal width dx near x carries "probability density f(x) times width dx" worth of probability, and those slivers are added by the integral exactly as area slivers are.

Formula

Expected value of a continuous random variable

also known as: E(X) for a PDF

If X is a continuous random variable with probability density function f on [a,b], its expected value is E(X) = \int_a^b x\,f(x)\,dx.

Show proof

This is the continuous version of the discrete weighted average E(X)=\sum_i x_i p_i. Partition [a,b] into thin slivers of width \Delta x; the sliver at x carries approximately f(x)\Delta x worth of probability (by the definition of a density), so it contributes x\cdot f(x)\Delta x to the weighted sum, the same way a discrete outcome x_i contributes x_i p_i. Summing every sliver's contribution gives a Riemann sum \sum x\,f(x)\Delta x, and letting the slivers shrink turns that sum into \int_a^b x f(x)\,dx.

Techniques of integration

Formula

Integration by Parts

also known as: the product rule run in reverse

For differentiable u=u(x) and v=v(x): \int u\,dv = uv - \int v\,du.

Show proof

Start from the product rule, \dfrac{d}{dx}[uv] = u\,\dfrac{dv}{dx} + v\,\dfrac{du}{dx}, and integrate both sides with respect to x: uv = \int u\,\frac{dv}{dx}\,dx + \int v\,\frac{du}{dx}\,dx = \int u\,dv + \int v\,du. Solving for \int u\,dv gives the formula directly. No information is added or lost — it's the product rule read from right to left, with the two terms it produces separated onto opposite sides of the equation.

Theorem

Tabular Integration

also known as: the D/I table, rapid repeated integration by parts

When u is a polynomial (or anything that reaches zero after finitely many derivatives) and dv is easy to integrate repeatedly, build two columns: D (successive derivatives of u, ending at 0) and I (successive antiderivatives of dv). Read the answer off as the diagonal products, with signs alternating +,-,+,-,\dots, stopping once the D-column hits 0: \int u\,dv = u_0 I_1 - u_1 I_2 + u_2 I_3 - \cdots \pm u_n I_{n+1} + C.

Show proof

Each row is one honest application of integration by parts: \int u\,dv = uv - \int v\,du moves one derivative onto u and one antiderivative onto dv, exactly matching the next D/I row. Repeating this on the leftover integral \int v\,du each time is what produces the alternating sign — every fresh application contributes another minus sign in front of its own leftover integral. The process terminates because u's derivative column reaches 0 after finitely many steps whenever u is a polynomial, at which point the "leftover integral" is \int 0\cdot(\text{anything})\,dx = 0 and nothing remains to integrate by parts again — the table's diagonal products are the whole answer.

Formula

Trigonometric Substitution Recipe

Radical present Substitute Identity used Radical becomes
\sqrt{a^2-x^2} x=a\sin\theta 1-\sin^2\theta=\cos^2\theta a\cos\theta
\sqrt{a^2+x^2} x=a\tan\theta 1+\tan^2\theta=\sec^2\theta a\sec\theta
\sqrt{x^2-a^2} x=a\sec\theta \sec^2\theta-1=\tan^2\theta a\tan\theta

In every row, dx is replaced using the derivative of the substitution (e.g. dx = a\cos\theta\,d\theta in the first row), and once the integral is evaluated in \theta, a right triangle built from the substitution equation converts the result back to a function of x.

Formula

Partial Fractions: Distinct Linear Factors

For q(x) = (x - r_1)(x - r_2)\cdots(x - r_n) with the r_i all distinct: \frac{p(x)}{q(x)} = \frac{A_1}{x - r_1} + \frac{A_2}{x - r_2} + \cdots + \frac{A_n}{x - r_n}

Theorem

Partial Fractions: Repeated Linear Factor

If (x-r)^k divides q(x) and no higher power of (x-r) does, its contribution to the decomposition of \frac{p(x)}{q(x)} is \frac{A_1}{x-r} + \frac{A_2}{(x-r)^2} + \cdots + \frac{A_k}{(x-r)^k}.

Show proof

Write q(x) = (x-r)^k m(x) with m(r) \neq 0 (every other factor of q). The cover-up value A_1 = \dfrac{p(r)}{m(r)} is well-defined since m(r)\neq0, and \frac{p(x)}{q(x)} - \frac{A_1}{(x-r)^k} = \frac{p(x) - A_1\,m(x)}{(x-r)^k m(x)}. The new numerator vanishes at x=r, since p(r) - A_1 m(r) = p(r) - p(r) = 0 by exactly how A_1 was chosen — so by the Factor Theorem, (x-r) divides it: p(x) - A_1 m(x) = (x-r)\,p_1(x) for some polynomial p_1. Substituting back, \frac{p(x)}{q(x)} - \frac{A_1}{(x-r)^k} = \frac{(x-r)\,p_1(x)}{(x-r)^k m(x)} = \frac{p_1(x)}{(x-r)^{k-1}m(x)}, a rational function with the SAME shape as the one just started with, except the power of (x-r) in the denominator dropped from k to k-1. Repeat the identical step on \frac{p_1(x)}{(x-r)^{k-1}m(x)} to peel off A_2 and drop to k-2, and so on. After k repetitions every power of (x-r) has been stripped out, leaving exactly \frac{A_1}{x-r}+\cdots+\frac{A_k}{(x-r)^k} pulled out and a remaining proper fraction over m(x) — the other factors of q(x), handled the same way by the rest of the Partial Fraction Decomposition Recipe.

Formula

Partial Fractions: Irreducible Quadratic Factor

For a distinct irreducible quadratic factor ax^2+bx+c (with b^2-4ac<0): \frac{Ax+B}{ax^2+bx+c}

Formula

Weierstrass Half-Angle Substitution

also known as: the tangent half-angle substitution, t = an(x/2)

For an integrand built from \sin x and \cos x combined only by addition, subtraction, multiplication, and division (a rational function of \sin x and \cos x), the substitution t=\tan\!\left(\dfrac{x}{2}\right) converts the ENTIRE integral into a rational function of t: \sin x = \frac{2t}{1+t^2}, \qquad \cos x = \frac{1-t^2}{1+t^2}, \qquad dx = \frac{2}{1+t^2}\,dt.

For n equal subintervals of width \Delta x = \dfrac{b-a}{n} and grid points x_0=a,x_1,\dots,x_n=b: \int_a^b f(x)\,dx \approx \frac{\Delta x}{2}\Big[f(x_0)+2f(x_1)+2f(x_2)+\cdots+2f(x_{n-1})+f(x_n)\Big].

Each interior grid point is counted twice because it is the shared edge of two neighboring trapezoids; only the two endpoints are counted once.

Formula

Simpson's Rule

For an EVEN number of subintervals n, width \Delta x = \dfrac{b-a}{n}, and grid points x_0=a,\dots,x_n=b: \int_a^b f(x)\,dx \approx \frac{\Delta x}{3}\Big[f(x_0)+4f(x_1)+2f(x_2)+4f(x_3)+\cdots+2f(x_{n-2})+4f(x_{n-1})+f(x_n)\Big].

The coefficient pattern is 1,4,2,4,2,\dots,4,2,4,1: odd-indexed points get weight 4, even interior points get weight 2, and only the two endpoints get weight 1. This comes from fitting a parabola through each consecutive triple of points and adding up the areas under those parabolas exactly, rather than under straight-line segments.

Theorem

Improper Integral Convergence

If f is continuous on [a,\infty), define \int_a^\infty f(x)\,dx = \lim_{t\to\infty}\int_a^t f(x)\,dx, and say the improper integral converges if this limit exists (as a finite number) and diverges otherwise. The same definition applies with -\infty as the lower bound, or with a finite discontinuity: if f is continuous on [a,b) with a discontinuity at b, \int_a^b f(x)\,dx = \lim_{t\to b^-}\int_a^t f(x)\,dx, convergent exactly when that one-sided limit exists.

Theorem

Comparison Test for Improper Integrals

Suppose f and g are continuous on [a,\infty) with 0 \le f(x) \le g(x) for all x\ge a.

  • If \displaystyle\int_a^\infty g(x)\,dx converges, then \displaystyle\int_a^\infty f(x)\,dx converges too.
  • If \displaystyle\int_a^\infty f(x)\,dx diverges, then \displaystyle\int_a^\infty g(x)\,dx diverges too.

(An identical statement holds for an improper integral caused by a finite discontinuity instead of an infinite bound.)

Show proof

Let F(t)=\int_a^t f(x)\,dx. Since f\ge0, F is nondecreasing in t, so F(t) either grows without bound or approaches a finite limit — there is no other option for a nondecreasing function. If \int_a^\infty g\,dx converges to some value L, then for every t\ge a, F(t)=\int_a^t f\,dx \le \int_a^t g\,dx \le L, since f\le g pointwise and g\ge 0 makes \int_a^t g\,dx itself nondecreasing in t with limit L. A nondecreasing function bounded above by L must converge to some limit at most L — it cannot grow without bound — so \int_a^\infty f\,dx converges. The second bullet is the direct contrapositive: if f's integral grew without bound, the same inequality F(t)\le\int_a^t g\,dx would force g's integral to grow without bound as well.

Differential equations

Formula

Euler's Method

also known as: the tangent-line-stepping numerical method

For an initial value problem \dfrac{dy}{dx} = f(x,y), y(x_0)=y_0, and a chosen step size h, Euler's method builds an approximate solution one step at a time by x_{n+1} = x_n + h, \qquad y_{n+1} = y_n + h\cdot f(x_n, y_n).

Show proof

The construction is exactly the tangent-line approximation, applied repeatedly instead of once. At (x_n, y_n) the differential equation itself hands over the slope, f(x_n,y_n), since that's what \frac{dy}{dx} evaluates to there. Walking a horizontal distance h along the line through (x_n,y_n) with that slope lands at height y_n + h\cdot f(x_n,y_n) — the linear approximation formula y \approx y_n + f'(x_n)(x-x_n) with x - x_n = h. Treating that new point as the start of the next step and repeating is the entire method; no higher-order information is ever used, which is exactly why the approximation drifts from the true solution as the curve bends away from each step's tangent line.

Formula

Separation of Variables

also known as: solving a separable differential equation

If a first-order equation can be written as \frac{dy}{dx} = g(x)\,h(y), with h(y) \neq 0, divide both sides by h(y) and integrate each side with respect to its own variable. This produces \int \frac{1}{h(y)}\,dy = \int g(x)\,dx, an equation relating y and x (implicitly or explicitly) that solves the original equation.

Show proof

Treat \frac{dy}{dx} as a genuine ratio for a moment (this is a shortcut that a full proof by the chain rule justifies rigorously): dividing both sides by h(y) gives \frac{1}{h(y)}\,dy = g(x)\,dx. Integrate the left side with respect to y and the right side with respect to x — the two sides need not share a variable of integration at all, since each is being integrated on its own. The chain rule confirms this is legitimate: if H(y) is an antiderivative of \frac{1}{h(y)}, differentiating H(y(x)) = \int g(x)\,dx + C implicitly with respect to x gives H'(y)\cdot\frac{dy}{dx} = g(x), i.e. \frac{1}{h(y)}\cdot\frac{dy}{dx} = g(x) — exactly the original equation, recovered.

Formula

The Exponential Growth-Decay Differential Equation

also known as: dy/dx = ky and its solution

A quantity whose instantaneous rate of change is proportional to its own current size satisfies \frac{dy}{dx} = ky, for some constant k, and every solution has the form y = y_0 e^{kx}, where y_0 = y(0). Growth corresponds to k>0, decay to k<0.

Show proof

Separate variables: \frac{1}{y}\,dy = k\,dx (valid wherever y \neq 0). Integrating both sides, \ln|y| = kx + C_1. Exponentiating, |y| = e^{kx+C_1} = e^{C_1}e^{kx}, and absorbing the sign together with e^{C_1} into a single constant C gives y = Ce^{kx} for any real C (including C=0, the constant solution y\equiv0, which the division step above had to set aside). Setting x=0 pins down C = y(0) = y_0 exactly, giving the stated formula.

Formula

Newton's Law of Cooling (Differential Equation Form)

also known as: dT/dt = -k(T - T_s)

An object's temperature T(t) in a surrounding medium held at constant temperature T_s changes at a rate proportional to the gap between them: \frac{dT}{dt} = -k(T - T_s), \qquad k>0, with solution T(t) = T_s + (T_0 - T_s)e^{-kt}, where T_0 = T(0).

Show proof

Let u = T - T_s, the object's temperature gap above (or below) the medium. Since T_s is constant, \frac{du}{dt} = \frac{dT}{dt} = -k(T-T_s) = -ku — the same \frac{dy}{dx}=ky pattern as ordinary exponential decay, with rate constant -k. Its solution is u = u_0 e^{-kt} where u_0 = T_0 - T_s. Substituting back T = T_s + u gives the stated formula. The sign is what forces the object toward T_s regardless of whether it starts above or below it: if T>T_s the right side is negative and T falls; if T<T_s the right side is positive and T rises — both cases push T toward T_s, never away from it.

Formula

The Logistic Differential Equation

also known as: growth with a carrying capacity

A population growing at a rate proportional to itself AND to its remaining room to grow satisfies \frac{dP}{dt} = rP\left(1 - \frac{P}{K}\right), where r>0 is the intrinsic growth rate and K>0 is the carrying capacity. Its solution, given P(0) = P_0, is P(t) = \frac{K}{1 + Ae^{-rt}}, \qquad A = \frac{K - P_0}{P_0}.

Show proof

Separate variables: \dfrac{dP}{P(1-P/K)} = r\,dt. Rewrite the left side by partial fractions: \dfrac{1}{P(1-P/K)} = \dfrac{1}{P} + \dfrac{1/K}{1-P/K} (verified by combining the right side back over a common denominator). Integrating, \ln|P| - \ln|1 - P/K| = rt + C_1, i.e. \ln\left|\dfrac{P}{1-P/K}\right| = rt+C_1. Exponentiating and solving for P eventually isolates P = \dfrac{K}{1+Ae^{-rt}} for a constant A absorbing C_1 and the sign. Evaluating at t=0, P_0 = \dfrac{K}{1+A}, which rearranges to A = \dfrac{K-P_0}{P_0}.

Formula

Equilibrium Solutions of an Autonomous Equation

also known as: constant solutions and stability classification

For an autonomous equation \dfrac{dy}{dx} = f(y) (the right side depends on y alone, never on x), a value y=c with f(c)=0 gives the constant solution y(x) = c for all x: an equilibrium solution. Sort each equilibrium by the sign of f immediately on either side of c:

  • stable: f>0 just below c and f<0 just above it. Nearby solutions run toward c.
  • unstable: f<0 just below c and f>0 just above it. Nearby solutions run away from c.
  • semi-stable: f has the same sign on both sides of c. Solutions approach from one side and retreat on the other.
Show proof

y(x)=c solves \dfrac{dy}{dx}=f(y) exactly when its derivative, which is identically 0, matches f(c) — hence the requirement f(c)=0. The stability classification follows from the sign of \frac{dy}{dx}=f(y) alone, without solving the equation: wherever f(y)>0, any solution curve is increasing, so a solution starting just below c climbs toward it; wherever f(y)<0, a solution is decreasing, so one starting just above c falls toward it. Stable means both of those hold at once; unstable means both directions point away from c instead; semi-stable mixes the two, one side attracting and the other repelling.

Formula

The Integrating Factor for a First-Order Linear Equation

also known as: solving dy/dx + P(x)y = Q(x)

Every first-order linear equation can be written in standard form \frac{dy}{dx} + P(x)y = Q(x). Multiplying both sides by the integrating factor \mu(x) = e^{\int P(x)\,dx} collapses the left side into the derivative of a single product: \dfrac{d}{dx}\big[\mu(x)y\big] = \mu(x)Q(x). That gives y = \frac{1}{\mu(x)}\int \mu(x)Q(x)\,dx.

Show proof

By the product rule, \dfrac{d}{dx}\big[\mu(x)y\big] = \mu(x)y' + \mu'(x)y. Choosing \mu(x) = e^{\int P(x)\,dx} gives \mu'(x) = P(x)e^{\int P(x)\,dx} = P(x)\mu(x) by the chain rule, so \dfrac{d}{dx}\big[\mu(x)y\big] = \mu(x)y' + P(x)\mu(x)y = \mu(x)\big(y'+P(x)y\big) — exactly \mu(x) times the left side of the standard-form equation. Multiplying the whole equation by \mu(x) therefore turns it into \dfrac{d}{dx}\big[\mu(x)y\big] = \mu(x)Q(x), which integrates directly to \mu(x)y = \int \mu(x)Q(x)\,dx + C, and dividing by \mu(x) (never zero, since it's an exponential) isolates y.

Parametric equations

Formula

Parametric Equations of a Line Segment

For the segment from (x_1,y_1) to (x_2,y_2), x = x_1 + t(x_2-x_1), \qquad y = y_1 + t(y_2-y_1), \qquad 0 \le t \le 1. t measures fraction of the way along the segment: t=0 gives the start, t=1 gives the end.

Formula

Derivative of a Parametric Curve

If x=x(t) and y=y(t) are both differentiable and x'(t) \neq 0, the curve's slope at that value of t is \frac{dy}{dx} = \frac{dy/dt}{dx/dt} = \frac{y'(t)}{x'(t)}.

Show proof

Near a value t_0 where x'(t_0)\neq 0, the Inverse Function Theorem guarantees x=x(t) has a differentiable inverse t=t(x) on some interval around x_0=x(t_0), so y can locally be viewed as the composite function y(t(x)). The chain rule gives \dfrac{dy}{dx} = \dfrac{dy}{dt}\cdot\dfrac{dt}{dx}, and the inverse function rule gives \dfrac{dt}{dx} = 1/\dfrac{dx}{dt}. Substituting recovers \dfrac{dy}{dx} = \dfrac{dy/dt}{dx/dt}.

Formula

Concavity of a Parametric Curve

For x=x(t), y=y(t) with x'(t)\neq 0, the second derivative is NOT found by differentiating dy/dx with respect to t directly. Instead, \frac{d^2y}{dx^2} = \frac{\dfrac{d}{dt}\!\left(\dfrac{dy}{dx}\right)}{x'(t)}.

Show proof

Write g(t) = \dfrac{dy}{dx}, itself a function of t once dy/dx has been computed as y'(t)/x'(t). The curve's second derivative \dfrac{d^2y}{dx^2} means \dfrac{d}{dx}\big[g(t)\big], and by the same chain-rule argument used for the first derivative, \dfrac{d}{dx}\big[g(t)\big] = \dfrac{dg/dt}{dx/dt} — differentiate g(t) with respect to t, then divide by x'(t) again, never by x''(t).

Formula

Arc Length of a Parametric Curve

For x=x(t), y=y(t) with continuous derivatives on [a,b], and the curve traced exactly once as t runs from a to b, the arc length is L = \int_a^b \sqrt{\big[x'(t)\big]^2+\big[y'(t)\big]^2}\,dt.

Show proof

Approximate the curve by a polygonal path through the points at t_0,t_1,\ldots,t_n. The segment from t_{i-1} to t_i runs \Delta x_i across and \Delta y_i up, so its length is \sqrt{(\Delta x_i)^2+(\Delta y_i)^2}. Factoring out \Delta t gives \sqrt{(\Delta x_i/\Delta t)^2+(\Delta y_i/\Delta t)^2}\,\Delta t, and the Mean Value Theorem replaces each difference quotient with x'(t_i^*) and y'(t_i^*) at (possibly different) points in the subinterval. Summing over all n segments produces a Riemann sum for \sqrt{[x'(t)]^2+[y'(t)]^2}, and letting n\to\infty turns that sum into the stated integral, with the polygonal path's length converging to the curve's true arc length.

Formula

Area Under a Parametric Curve

If x=x(t), y=y(t) trace a curve exactly once, with y(t)\ge 0, as t runs from \alpha to \beta with x(\alpha)\le x(\beta), the area between the curve and the x-axis is A = \int_\alpha^\beta y(t)\,x'(t)\,dt.

Show proof

The ordinary area formula A=\int_a^b y\,dx still applies once x is recognized as a function of t: substituting x=x(t) turns dx into x'(t)\,dt, and the bounds x=a,\,x=b become t=\alpha,\,t=\beta through a=x(\alpha), b=x(\beta). No new geometry is involved — this is u-substitution run on the area integral itself, with the parameter t playing the role of u.

Formula

Surface Area of a Parametric Revolution

For x=x(t), y=y(t)\ge 0 with continuous derivatives on [a,b], traced exactly once, revolving the curve about the x-axis sweeps out a surface of area S = 2\pi\int_a^b y(t)\,\sqrt{\big[x'(t)\big]^2+\big[y'(t)\big]^2}\,dt.

Show proof

Approximate the curve by short segments, as in the parametric arc length derivation. Revolving one segment about the x-axis, where the segment sits at height \approx y(t_i^*) and has length ds\approx\sqrt{[x'(t_i^*)]^2+[y'(t_i^*)]^2}\,\Delta t, sweeps out a thin frustum of lateral area \approx 2\pi\,y(t_i^*)\,ds. Summing over all segments gives a Riemann sum for 2\pi\,y(t)\sqrt{[x'(t)]^2+[y'(t)]^2}, and the limit as the segments shrink turns that sum into the stated integral.

Formula

Speed Along a Parametric Curve

If t represents time and a particle's position is (x(t), y(t)), its velocity vector is \big(x'(t), y'(t)\big). Its speed, the magnitude of that vector, is \text{speed}(t) = \sqrt{\big[x'(t)\big]^2+\big[y'(t)\big]^2}. Distance traveled from t=a to t=b is \displaystyle\int_a^b \text{speed}(t)\,dt, the same integral as the parametric arc length formula, read as "distance = \int speed."

Polar coordinates

Theorem

Equivalent Polar Representations

Every point (r, \theta) in the polar plane is also named by: (r,\ \theta + 2\pi k) \quad \text{for any integer } k, (-r,\ \theta + \pi). The two rules combine freely: adding a full-turn multiple of 2\pi never moves the point, and flipping the sign of r while adding \pi to \theta never moves it either. So a single point has infinitely many valid (r,\theta) names. The standard representation (r \ge 0, 0 \le \theta < 2\pi) is the one preferred convention among all of them.

Show proof

A polar pair (r, \theta) names a point by facing the direction \theta from the origin and walking a signed distance r along that ray — positive r forward, negative r backward along the same line.

Adding 2\pi k. Turning through a full extra 2\pi (or several) returns to facing exactly the same direction — \theta and \theta+2\pi k are coterminal angles, sharing one terminal ray. Walking the same signed distance r along the same ray lands on the same point.

Flipping the sign and adding \pi. Turning through an extra \pi reverses the facing direction to point exactly the opposite way. Walking distance -r backward along that reversed ray retraces the same path as walking distance r forward along the original ray — same point, reached from the opposite facing.

This last claim can be checked algebraically using the reduction formulas \cos(\theta+\pi) = -\cos\theta and \sin(\theta+\pi) = -\sin\theta: rectangular coordinates built from (-r, \theta+\pi) come out to (-r)\cos(\theta+\pi) = (-r)(-\cos\theta) = r\cos\theta, \qquad (-r)\sin(\theta+\pi) = (-r)(-\sin\theta) = r\sin\theta, exactly matching the coordinates built from (r, \theta) — confirming both name the same point.

Since either move alone leaves the point unchanged, applying both in any combination still leaves it unchanged, which is why the two rules combine freely.

Formula

Polar to Rectangular Conversion

For a point with polar coordinates (r, \theta), x = r\cos\theta, \qquad y = r\sin\theta.

Show proof

This is nothing but the unit-circle definitions of cosine and sine — \cos\theta and \sin\theta are the x- and y-coordinates on a circle of radius 1 — stretched from radius 1 out to radius r.

Formula

Rectangular to Polar Conversion

For a point with rectangular coordinates (x, y), not the pole, r = \sqrt{x^2 + y^2}, \qquad \tan\theta = \frac{y}{x}.

Show proof

r = \sqrt{x^2+y^2} is just the distance formula from the origin to (x,y). Dividing the two conversion equations above, \frac{y}{x} = \frac{r\sin\theta}{r\cos\theta} = \tan\theta, whenever x \neq 0.

Formula

Slope of a Polar Curve

For a polar curve r=r(\theta), treated as the parametric pair x=r(\theta)\cos\theta, y=r(\theta)\sin\theta, the slope of the tangent line at a given \theta is \frac{dy}{dx} = \frac{\dfrac{dr}{d\theta}\sin\theta + r\cos\theta} {\dfrac{dr}{d\theta}\cos\theta - r\sin\theta}, wherever the denominator is nonzero.

Show proof

Differentiate x and y with respect to \theta using the product rule on each: \frac{dx}{d\theta} = \frac{dr}{d\theta}\cos\theta - r\sin\theta, \qquad \frac{dy}{d\theta} = \frac{dr}{d\theta}\sin\theta + r\cos\theta. Since x and y are both functions of the single parameter \theta, the parametric-curve slope formula applies directly: \frac{dy}{dx} = \frac{dy/d\theta}{dx/d\theta}, which is exactly the ratio above once both derivatives are substituted in.

For a circle of radius r, the area of a sector with central angle \theta (in radians) is A = \frac{1}{2} r^2 \theta, \qquad \theta \text{ in radians.}

Show proof

A sector with angle \theta is one particular fraction of the whole circle — specifically, the fraction \frac{\theta}{2\pi}, since 2\pi is the angle of the complete circle. The whole circle has area \pi r^2, so the sector's area is that same fraction of the total: A = \frac{\theta}{2\pi} \cdot \pi r^2 = \frac{\theta \pi r^2}{2\pi} = \frac{1}{2}r^2\theta. The \pi in the numerator and denominator cancel, leaving a formula with no \pi in it at all — it's already baked into \theta being in radians.

Formula

Area Enclosed by a Polar Curve

For a curve r=r(\theta) with r(\theta)\ge0 and continuous on [\alpha,\beta], where the ray at \theta=\alpha to the ray at \theta=\beta sweeps out the region exactly once, the enclosed area is A = \frac{1}{2}\int_\alpha^\beta \big[r(\theta)\big]^2\,d\theta.

Show proof

Partition [\alpha,\beta] into n subintervals of width \Delta\theta. On each subinterval, approximate the thin polar region by a circular SECTOR of radius r(\theta_i^*) (for some sample angle \theta_i^* in that subinterval) and central angle \Delta\theta. By the sector area formula, that one sector has area \tfrac12\big[r(\theta_i^*)\big]^2\Delta\theta. Summing all n sectors gives \sum_{i=1}^n \frac12\big[r(\theta_i^*)\big]^2\,\Delta\theta, a Riemann sum for \tfrac12\big[r(\theta)\big]^2. As n\to\infty and \Delta\theta\to0, the sector approximation's error shrinks to zero and the sum converges to the stated integral.

Formula

Arc Length of a Polar Curve

For a curve r=r(\theta) with continuous derivative on [\alpha,\beta], traced exactly once, the arc length is L = \int_\alpha^\beta \sqrt{\big[r(\theta)\big]^2 + \left[\frac{dr}{d\theta}\right]^2}\;d\theta.

Show proof

Write the curve parametrically as x=r(\theta)\cos\theta, y=r(\theta)\sin\theta, and apply the parametric arc-length integral L=\int_\alpha^\beta\sqrt{(dx/d\theta)^2+(dy/d\theta)^2}\,d\theta. Using \dfrac{dx}{d\theta}=r'\cos\theta-r\sin\theta and \dfrac{dy}{d\theta}=r'\sin\theta+r\cos\theta (product rule on each, writing r' for dr/d\theta), \left(\frac{dx}{d\theta}\right)^2+\left(\frac{dy}{d\theta}\right)^2 = (r'\cos\theta-r\sin\theta)^2 + (r'\sin\theta+r\cos\theta)^2. Expanding both squares, the cross terms -2rr'\sin\theta\cos\theta and +2rr'\sin\theta\cos\theta cancel exactly, leaving (r')^2\cos^2\theta + r^2\sin^2\theta + (r')^2\sin^2\theta + r^2\cos^2\theta = (r')^2\big(\cos^2\theta+\sin^2\theta\big) + r^2\big(\sin^2\theta+\cos^2\theta\big) = (r')^2 + r^2, by the Pythagorean identity. Substituting this simplified sum under the square root gives the stated formula.

Formula

Polar Equation of a Conic

also known as: the focus-directrix polar form

With the focus at the pole and d>0 the distance from the pole to the directrix, r = \frac{ed}{1 + e\cos\theta} \ (\text{directrix } x=d), \qquad r = \frac{ed}{1 - e\cos\theta} \ (\text{directrix } x=-d), r = \frac{ed}{1 + e\sin\theta} \ (\text{directrix } y=d), \qquad r = \frac{ed}{1 - e\sin\theta} \ (\text{directrix } y=-d). The eccentricity e alone classifies the curve: 0<e<1 an ellipse, e=1 a parabola, e>1 a hyperbola.

Sequences and the idea of a series

Theorem

Limit Laws for Sequences

also known as: algebra of sequence limits

Suppose \displaystyle\lim_{n \to \infty} a_n = L and \displaystyle\lim_{n \to \infty} b_n = M, both real numbers, and c is a constant. Then:

  • Sum/difference: \displaystyle\lim_{n \to \infty} (a_n \pm b_n) = L \pm M
  • Constant multiple: \displaystyle\lim_{n \to \infty} (c \cdot a_n) = cL
  • Product: \displaystyle\lim_{n \to \infty} (a_n \cdot b_n) = LM
  • Quotient: \displaystyle\lim_{n \to \infty} \frac{a_n}{b_n} = \frac{L}{M}, provided M \neq 0
Show proof

These are the ordinary limit laws for functions, transported to sequences through one observation: a sequence \{a_n\} is a function of n whose domain happens to be the positive integers instead of the real line, and "n \to \infty" is exactly the same kind of limit-at-infinity statement already proved for functions. Every argument used there — bounding |a_n + b_n - (L+M)| by the triangle inequality, controlling a product by first bounding one factor near its limit — carries over verbatim with n restricted to integers.

Theorem

Squeeze Theorem for Sequences

also known as: Sandwich Theorem for sequences

Suppose b_n \leq a_n \leq c_n for every n beyond some starting index, and

\lim_{n \to \infty} b_n = \lim_{n \to \infty} c_n = L.

Then \displaystyle\lim_{n \to \infty} a_n = L too.

Show proof

Identical in spirit to the function version, with n \to \infty playing the role of x \to a: past whatever index makes both outer sequences land within a given tolerance of L, a_n is trapped between them and has nowhere else to land either. The only difference is that "near \infty" means "past some index N" instead of "inside some window around a" — the trapping argument itself doesn't change.

Theorem

Monotone Convergence Theorem

also known as: bounded monotone sequence theorem

Every sequence that is monotonic (always non-decreasing, or always non-increasing) AND bounded converges to some finite limit L.

Show proof

Take the non-decreasing, bounded-above case (the other case is the same argument flipped). The set of all terms \{a_n\} is bounded above, so by the completeness of the real numbers it has a least upper bound L. Given any tolerance around L, L minus that tolerance is no longer an upper bound (it's smaller than the least one), so some term a_N exceeds it. Because the sequence is non-decreasing, every later term a_n for n \geq N is at least a_N — and still can't exceed L, since L IS an upper bound. So every term from a_N onward is squeezed inside that tolerance of L, which is exactly what a_n \to L means.

Formula

Sum of an Infinite Geometric Series

also known as: the convergence formula S = a_1/(1-r)

For |r| < 1, S = \sum_{k=1}^{\infty} a_1 r^{\,k-1} = \frac{a_1}{1 - r}. The series diverges (has no finite sum) when |r| \ge 1.

Theorem

The Divergence Test

also known as: the nth-term test

If \displaystyle\lim_{n \to \infty} a_n \neq 0 (including the case where the limit doesn't exist at all), then \displaystyle\sum_{n=1}^{\infty} a_n diverges.

Equivalently: if a series converges, its terms must shrink to 0. The converse is FALSE: terms shrinking to 0 does not guarantee convergence.

Show proof

If \sum a_n converged to a sum S, its partial sums S_n would converge to S, and so would S_{n-1} (the same sequence, shifted one index — a shift by one term can't change what a sequence converges to). But a_n = S_n - S_{n-1} for n \geq 2, so by the sequence limit laws, a_n \to S - S = 0. Contrapositive: a_n \not\to 0 forces \sum a_n to diverge.

Theorem

Algebra of Convergent Series

also known as: term-by-term addition and scaling of series

If \displaystyle\sum_{n=1}^{\infty} a_n = A and \displaystyle\sum_{n=1}^{\infty} b_n = B both converge, and c is a constant, then:

  • \displaystyle\sum_{n=1}^{\infty} (a_n \pm b_n) = A \pm B
  • \displaystyle\sum_{n=1}^{\infty} c \cdot a_n = c A

A convergent series plus a DIVERGENT one always diverges. Two divergent series added together can do anything, including converge.

Show proof

Each partial sum of the combined series splits as \sum_{k=1}^n (a_k \pm b_k) = \sum_{k=1}^n a_k \pm \sum_{k=1}^n b_k, a finite sum being rearranged, which is always legal. Taking n \to \infty on both sides and applying the sequence limit laws to the two partial-sum sequences (which converge to A and B by hypothesis) gives the result directly. The constant-multiple case is the same argument with the constant-multiple limit law instead of the sum law.

Convergence tests

Theorem

The Integral Test

Suppose f is continuous, positive, and decreasing on [N,\infty) for some integer N, and a_n = f(n) for every integer n \ge N. Then

\sum_{n=N}^{\infty} a_n \quad\text{and}\quad \int_N^{\infty} f(x)\,dx

either both converge or both diverge.

Show proof

Because f is decreasing, on each unit interval [k,k+1] the function never exceeds its left value: f(x) \le f(k) = a_k for x in [k,k+1], so \int_k^{k+1} f(x)\,dx \le a_k. Summing from k=N to k=M-1 gives \int_N^{M} f(x)\,dx \le \sum_{n=N}^{M-1} a_n. The same decreasing property also gives f(x) \ge f(k+1) = a_{k+1} on [k,k+1], so a_{k+1} \le \int_k^{k+1} f(x)\,dx, and summing that from k=N to M-1 gives \sum_{n=N+1}^{M} a_n \le \int_N^{M} f(x)\,dx. Together, the partial sums and the running integral are trapped against each other closely enough that one grows without bound exactly when the other does — since f\ge 0 makes both \int_N^t f(x)\,dx and the partial sums nondecreasing in the first place, "trapped and nondecreasing" forces them to converge or diverge together as M\to\infty.

Theorem

p-Series Convergence

For a real number p,

\sum_{n=1}^{\infty} \frac{1}{n^p}

converges if p>1 and diverges if p\le 1.

Show proof

For p\le 0 the terms 1/n^p don't even shrink to zero (they're constant or growing), so the series diverges by the divergence test alone. For p>0, f(x)=1/x^p is continuous, positive, and decreasing on [1,\infty), so the Integral Test applies: \int_1^{\infty} x^{-p}\,dx converges exactly when p>1 (a direct antiderivative computation — for p=1 the antiderivative is \ln x, unbounded as x\to\infty; for p\ne 1 it's \frac{x^{1-p}}{1-p}, which has a finite limit at infinity only when the exponent 1-p is negative, i.e. p>1). The series and the integral share that same threshold.

Theorem

Integral Test Remainder Bound

Under the same hypotheses as the Integral Test (f continuous, positive, decreasing on [N,\infty), a_n=f(n)), let S=\sum_{n=N}^{\infty} a_n and let S_n be the nth partial sum. Then the remainder R_n = S - S_n satisfies

\int_{n+1}^{\infty} f(x)\,dx \;\le\; R_n \;\le\; \int_{n}^{\infty} f(x)\,dx.
Show proof

R_n = \sum_{k=n+1}^{\infty} a_k is itself a tail series with the same integral-test bounding argument applied starting at N=n+1: the same inequalities used to prove the Integral Test give \int_{n+1}^{\infty} f(x)\,dx \le \sum_{k=n+1}^{\infty} a_k (the lower integral bound on each unit strip) and \sum_{k=n+1}^{\infty} a_k \le \int_{n}^{\infty} f(x)\,dx (the upper bound, re-indexed one step earlier since a_{n+1}\le\int_n^{n+1}f). Both tail integrals converge whenever the original one does, since a convergent improper integral's tail beyond any finite point is itself a convergent improper integral.

Theorem

Direct Comparison Test for Series

Suppose 0 \le a_n \le b_n for all n beyond some fixed index.

  • If \displaystyle\sum b_n converges, then \displaystyle\sum a_n converges too.
  • If \displaystyle\sum a_n diverges, then \displaystyle\sum b_n diverges too.
Show proof

Since every term is nonnegative, both series' partial sums are nondecreasing sequences, so each either converges or grows without bound — there's no third option. If \sum b_n converges to L, every partial sum of \sum a_n satisfies \sum_{n=1}^{N} a_n \le \sum_{n=1}^{N} b_n \le L, so \sum a_n's partial sums are nondecreasing and bounded above, forcing convergence. The second bullet is the contrapositive of the first.

Theorem

Limit Comparison Test

Suppose a_n>0 and b_n>0 for all n beyond some fixed index, and

\lim_{n\to\infty} \frac{a_n}{b_n} = L

for some finite L>0. Then \displaystyle\sum a_n and \displaystyle\sum b_n either both converge or both diverge.

Show proof

Since the ratio a_n/b_n\to L>0, eventually \frac{L}{2} < \frac{a_n}{b_n} < \frac{3L}{2}, which rearranges to \frac{L}{2}\,b_n < a_n < \frac{3L}{2}\,b_n for all large enough n. If \sum b_n converges, the right inequality and the Direct Comparison Test give \sum a_n converges too (comparing against \frac{3L}{2}b_n, itself a convergent series since it's a constant multiple of one). If \sum b_n diverges, the left inequality and Direct Comparison give \sum a_n diverges too (comparing \frac{L}{2}b_n \le a_n, and a constant multiple of a divergent nonnegative series still diverges). Swapping the roles of a_n and b_n (using 1/L as the limiting ratio the other way) gives the same conclusion starting from either series, so the two series stand or fall together.

Theorem

The Alternating Series Test

Suppose b_n>0 for every n, b_n is eventually decreasing, and \lim_{n\to\infty} b_n = 0. Then both alternating series

\sum_{n=1}^{\infty}(-1)^n b_n \quad\text{and}\quad \sum_{n=1}^{\infty}(-1)^{n+1} b_n

converge.

Show proof

Consider the even partial sums S_{2n} of \sum(-1)^{n+1}b_n. Grouping consecutive pairs, S_{2n} = (b_1-b_2)+(b_3-b_4)+\cdots+(b_{2n-1}-b_{2n}) — every grouped pair is nonnegative since b_n is decreasing, so S_{2n} is nondecreasing in n. Regrouping the same sum as S_{2n}=b_1-(b_2-b_3)-(b_4-b_5)-\cdots-b_{2n} shows S_{2n}\le b_1 for every n, since each parenthesized pair is again nonnegative and is being subtracted. A nondecreasing sequence bounded above converges, so S_{2n}\to S for some S. The odd partial sums satisfy S_{2n+1}=S_{2n}+b_{2n+1}, and b_{2n+1}\to 0, so S_{2n+1}\to S as well — both subsequences converge to the same limit, which forces the whole sequence of partial sums to converge to S. The other sign pattern is the same series multiplied by -1, which converges whenever the original one does.

Theorem

Alternating Series Error Bound

Suppose an alternating series \sum (-1)^{n+1} b_n satisfies the hypotheses of the Alternating Series Test (b_n>0, eventually decreasing, b_n\to 0), with sum S. Then for every n, the partial sum S_n satisfies

|S - S_n| \le b_{n+1},

the size of the first OMITTED term.

Show proof

From the proof of the Alternating Series Test, S lies between any two consecutive partial sums: S_n and S_{n+1}=S_n+(-1)^{n+2}b_{n+1} straddle S, since the even partial sums increase to S from below while the odd ones decrease to S from above (or vice versa, depending on parity). Being trapped between S_n and S_{n+1} means |S-S_n| is at most the gap between those two consecutive partial sums, which is exactly |S_{n+1}-S_n| = b_{n+1}.

Theorem

Absolute Convergence Implies Convergence

If \displaystyle\sum |a_n| converges, then \displaystyle\sum a_n converges too.

Show proof

For every n, 0 \le a_n + |a_n| \le 2|a_n| (this holds whether a_n is positive, negative, or zero: if a_n\ge 0 the middle expression is 2a_n; if a_n<0 it's 0). Since \sum|a_n| converges, so does \sum 2|a_n|, and the Direct Comparison Test then gives that \sum (a_n+|a_n|) converges too. Writing a_n = (a_n+|a_n|) - |a_n| expresses the original series as a difference of two convergent series, and a difference of convergent series converges (term-by-term subtraction of two convergent partial sums converges to the difference of their limits).

Theorem

The Ratio Test

Suppose a_n \ne 0 for all large n, and

\lim_{n\to\infty} \left|\frac{a_{n+1}}{a_n}\right| = L

(where L may be \infty). Then:

  • If L<1, \displaystyle\sum a_n converges absolutely.
  • If L>1 (including L=\infty), \displaystyle\sum a_n diverges.
  • If L=1, the test gives no information.
Show proof

Suppose L<1. Pick r with L<r<1. Since the ratio's limit is L, eventually (say for n\ge N) |a_{n+1}/a_n| < r, so |a_{n+1}| < r|a_n|. Applying this repeatedly from n=N gives |a_{N+k}| < r^k|a_N| for every k\ge 0 — the tail is dominated term by term by a convergent geometric series (ratio r<1) scaled by |a_N|. The Direct Comparison Test then gives \sum|a_n| converges, i.e. absolute convergence. If L>1, the same argument with r between 1 and L shows |a_{n+1}|>|a_n| eventually, so the terms are eventually increasing in magnitude and cannot shrink to 0 — the Divergence Test then rules out convergence. L=1 is inconclusive because both a convergent p-series (p=2) and the divergent harmonic series (p=1) produce a ratio limit of exactly 1, so the test alone cannot distinguish them.

Theorem

The Root Test

Suppose

\lim_{n\to\infty} \sqrt[n]{|a_n|} = L

(where L may be \infty). Then:

  • If L<1, \displaystyle\sum a_n converges absolutely.
  • If L>1 (including L=\infty), \displaystyle\sum a_n diverges.
  • If L=1, the test gives no information.
Show proof

Suppose L<1. Pick r with L<r<1. Eventually \sqrt[n]{|a_n|}<r, so |a_n|<r^n for all large n — the tail is dominated term by term by a convergent geometric series with ratio r<1. The Direct Comparison Test then gives \sum|a_n| converges. If L>1, eventually \sqrt[n]{|a_n|}>1, so |a_n|>1 infinitely often (in fact eventually always), meaning the terms cannot shrink to 0 — the Divergence Test then rules out convergence. L=1 is inconclusive for the same reason as the Ratio Test: both a convergent p-series and the divergent harmonic series give a root limit of exactly 1.

Theorem

The Riemann Rearrangement Theorem

If \displaystyle\sum a_n converges CONDITIONALLY (it converges, but \sum |a_n| diverges), pick any target: a real number M, +\infty, -\infty, or no limit at all. Some rearrangement of the terms a_n sums to exactly that target, or diverges to it.

Show proof

Split the terms into their positive part p_n (the nonnegative terms, in order) and negative part q_n (the negative terms, in order, as positive magnitudes). Since \sum a_n converges but \sum|a_n| diverges, both \sum p_n and \sum q_n must diverge to +\infty — if either were finite, the other would have to be finite too (their difference converges and their sum is \sum|a_n|), contradicting \sum|a_n|=\infty. With both piles individually unbounded, a rearrangement can always take just enough positive terms to push the running total just past M, then just enough negative terms to pull it back just under M, and repeat forever. Because a_n\to 0 (convergence of the original series forces this), each overshoot and undershoot shrinks toward 0, so the running total is forced to converge to M exactly. The same construction with "past M" replaced by "past n" for every n produces a rearrangement diverging to +\infty instead.

Power series and Taylor series

Theorem

Radius of Convergence (Ratio Test Form)

also known as: the radius-of-convergence test

For a power series \displaystyle\sum_{n=0}^{\infty} a_n (x-c)^n, let L(x) = \lim_{n\to\infty} \left|\frac{a_{n+1}(x-c)^{n+1}}{a_n(x-c)^n}\right| = |x-c|\lim_{n\to\infty}\left|\frac{a_{n+1}}{a_n}\right|. Exactly one of three things happens:

  • The series converges only at x=c (radius R=0).
  • The series converges absolutely for every real x (radius R=\infty).
  • There is a finite R>0 such that the series converges absolutely when |x-c|<R and diverges when |x-c|>R.

When 0<R<\infty, R = \displaystyle\lim_{n\to\infty}\left|\frac{a_n}{a_{n+1}}\right| (whenever that limit exists), obtained by solving L(x)<1 for |x-c|. The two endpoints x = c\pm R are NOT decided by this test and must be checked individually.

Formula

The Geometric Power Series

also known as: \frac{1}{1-x} as a power series

For |x| < 1, \frac{1}{1-x} = \sum_{n=0}^{\infty} x^n = 1 + x + x^2 + x^3 + \cdots, with radius of convergence R=1. Replacing x by any expression u(x) gives a power series for \dfrac{1}{1-u(x)} wherever |u(x)|<1, and multiplying both sides by a fixed function of x produces a power series for that product.

Theorem

Term-by-Term Differentiation and Integration of Power Series

also known as: differentiating or integrating a power series inside its interval

If \displaystyle f(x) = \sum_{n=0}^{\infty} a_n(x-c)^n has radius of convergence R>0, then for every x with |x-c|<R:

f'(x) = \sum_{n=1}^{\infty} n\,a_n(x-c)^{n-1}, \qquad \int f(x)\,dx = C + \sum_{n=0}^{\infty} \frac{a_n}{n+1}(x-c)^{n+1}.

Both new series have the SAME radius of convergence R as the original (though the behavior at the two endpoints can change). Differentiating or integrating a power series is legal term by term anywhere strictly inside the interval of convergence. No extra hypothesis is required beyond convergence itself.

Formula

The Taylor Polynomial of Degree n

also known as: T_n(x) centered at c

If f has n derivatives at x=c, the degree-n Taylor polynomial of f centered at c is T_n(x) = \sum_{k=0}^{n} \frac{f^{(k)}(c)}{k!}(x-c)^k = f(c) + f'(c)(x-c) + \frac{f''(c)}{2!}(x-c)^2 + \cdots + \frac{f^{(n)}(c)}{n!}(x-c)^n. T_n is the UNIQUE degree-n polynomial that matches f and all of f's first n derivatives at c itself: T_n(c)=f(c), T_n'(c)=f'(c), ..., T_n^{(n)}(c)=f^{(n)}(c).

Formula

The Taylor Series of f at c

also known as: the Maclaurin series when c=0

If f has derivatives of every order at x=c, its Taylor series centered at c is \sum_{n=0}^{\infty} \frac{f^{(n)}(c)}{n!}(x-c)^n. When c=0 this is called the Maclaurin series of f. The Taylor series is a power series built entirely from the values of f and its derivatives AT the single point c. Nothing about f away from c is used to generate the coefficients, even though the series may converge to f(x) over a whole interval.

Theorem

Taylor's Theorem with Lagrange Remainder

also known as: the Lagrange remainder bound

Let f have n+1 derivatives on an interval containing c and x. Then f(x) = T_n(x) + R_n(x), \qquad R_n(x) = \frac{f^{(n+1)}(z)}{(n+1)!}(x-c)^{n+1} for some number z strictly between c and x (the exact value of z is generally unknown and depends on x). Consequently, if M bounds \left|f^{(n+1)}(t)\right| for every t between c and x, then |R_n(x)| \le \frac{M}{(n+1)!}|x-c|^{n+1}. This turns "how well does T_n approximate f" into a concrete, computable bound, without ever needing to know z itself.

Formula

The Binomial Series

also known as: the generalized binomial expansion

For any real number k and |x|<1, (1+x)^k = \sum_{n=0}^{\infty} \binom{k}{n} x^n, \qquad \binom{k}{n} = \frac{k(k-1)(k-2)\cdots(k-n+1)}{n!}, \quad \binom{k}{0}=1. This is the Maclaurin series of (1+x)^k. When k is a nonnegative integer, \binom{k}{n}=0 for n>k and the series terminates, recovering the ordinary Binomial Theorem for integer powers; for any other k (negative, or non-integer) the series never terminates and has radius of convergence R=1.

Applications of Taylor series

Formula

The Standard Maclaurin Series Library

Six series, each centered at 0, that every other series in this chapter is built from by substitution, combination, or term-by-term calculus: e^x = \sum_{n=0}^{\infty}\frac{x^n}{n!}, \qquad (-\infty < x < \infty) \sin x = \sum_{n=0}^{\infty}\frac{(-1)^n x^{2n+1}}{(2n+1)!}, \qquad (-\infty < x < \infty) \cos x = \sum_{n=0}^{\infty}\frac{(-1)^n x^{2n}}{(2n)!}, \qquad (-\infty < x < \infty) \frac{1}{1-x} = \sum_{n=0}^{\infty} x^n, \qquad (-1 < x < 1) \ln(1+x) = \sum_{n=1}^{\infty}\frac{(-1)^{n+1}x^n}{n}, \qquad (-1 < x \le 1) \arctan x = \sum_{n=0}^{\infty}\frac{(-1)^n x^{2n+1}}{2n+1}, \qquad (-1 \le x \le 1)

Theorem

Euler's Formula

also known as: e^{i\theta} = \cos\theta + i\sin\theta

For every real number \theta, e^{i\theta} = \cos\theta + i\sin\theta.

Show proof

Substitute x = i\theta into the Maclaurin series for e^x and use i^2=-1, i^3=-i, i^4=1 (the pattern repeats every four powers): e^{i\theta} = \sum_{n=0}^{\infty}\frac{(i\theta)^n}{n!} = 1 + i\theta - \frac{\theta^2}{2!} - i\frac{\theta^3}{3!} + \frac{\theta^4}{4!} + i\frac{\theta^5}{5!} - \cdots Collecting the terms with no factor of i and the terms with one factor of i into two separate sums gives e^{i\theta} = \underbrace{\left(1 - \frac{\theta^2}{2!} + \frac{\theta^4}{4!} - \cdots\right)}_{\cos\theta} + i\underbrace{\left(\theta - \frac{\theta^3}{3!} + \frac{\theta^5}{5!} - \cdots\right)}_{\sin\theta}. The first parenthesis is exactly the Maclaurin series for \cos\theta and the second is exactly the Maclaurin series for \sin\theta, so e^{i\theta} = \cos\theta + i\sin\theta.

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