MTH4101 CALCULUS II REVISION NOTES. 1. COMPLEX NUMBERS (Thomas Appendix 7 + lecture notes) ax 2 + bx + c = 0. x = b ± b 2 4ac 2a. i = 1.
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1 MTH4101 CALCULUS II REVISION NOTES 1. COMPLEX NUMBERS (Thomas Appendix 7 + lecture notes) 1.1 Introduction Types of numbers (natural, integers, rationals, reals) The need to solve quadratic equations: ax 2 + bx + c = 0 Solution x = b ± b 2 4ac 2a What happens if b 2 < 4ac? The need for complex numbers. 1.2 Complex Numbers i = 1 x is the real part, y is the imaginary part. z = x + iy x = Re(z) y = Im(z) i 2 = 1, i 3 = i, i 4 = 1, etc. i 1 = i, i 2 = 1, i 3 = i, etc. Argand diagram
2 Connection with polar coordinates (x = r cos θ, y = r sin θ). z = x + iy = r(cos θ + i sin θ) z = r = x 2 + y 2 is the modulus arg z = θ = tan 1 (y/x) is the argument Complex conjugate: if z = x + iy then z = x iy 1.3 Operations with Complex Numbers Addition: z 1 = x 1 + iy 1 z 2 = x 2 + iy 2 z 1 + z 2 = (x 1 + x 2 ) + i(y 1 + y 2 ) Geometric interpretation (addition of vectors in parallelogram in Argand diagram) Subtraction: z 2 z 1 = (x 2 x 1 ) + i(y 2 y 1 ) Geometric interpretation (completion of parallelogram in Argand diagram) Multiplication: (i.e. multiply moduli and add arguments) Division: z 1 z 2 = (x 1 x 2 y 1 y 2 ) + i(x 1 y 2 + x 2 y 1 ) z 1 z 2 = r 1 r 2 {cos(θ 1 + θ 2 ) + i sin(θ 1 + θ 2 )} z 2 z 1 = x 1x 2 + y 1 y 2 x y2 1 (i.e. divide moduli and subtract arguments) + i x 1y 2 x 2 y 1 x y2 1 z 2 z 1 = r 2 r 1 {cos(θ 2 θ 1 ) + i sin(θ 2 θ 1 )}
3 1.4 Loci and Regions Recognise circles (including displaced ones), lines, regions defined by inequalities; use of modulus and argument to define loci, regions. 1.5 Trigonometric Functions and Hyperbolic Functions Recognise power series for e z, sin z, cos z. e iθ = cos θ + i sin θ (Euler s relation) Other hyperbolic functions and identities. z = r e i(θ+2kπ) cos θ = eiθ + e iθ 2 sin θ = eiθ e iθ 2i e iπ/2 = i, e iπ = 1, e 3iπ/2 = i, e 2iπ = 1 cosh x = e x + e x 2 sinh x = e x e x de Moivre s Theorem z n = (cos θ + i sin θ) n = cos nθ + i sin nθ Applications: Expansion of cos n θ, sin n θ, cos nθ, sin nθ Solution of equations (e.g. n complex roots of z n 1 = 0) Evaluation of integrals
4 2. PARTIAL DERIVATIVES 2.1 Functions of Several Variables (Thomas 14.1) Domain and range Sketch surfaces defined by z = f(x, y) Draw and label curves in the domain in which f has a constant value Level curves Level contours 2.2 Limits and Continuity in Higher Dimensions (Thomas 14.2) Definition of limit for f(x, y) Calculate limts of polynomials and rational function by evaluating the function at the limit point Definition of continuous function Two-Path Test for non-existence of a limit (if a function has different limits along two different paths then the limit does not exist); use of polar coordinates if necessary 2.3 Partial Derivatives (Thomas 14.3) Definition of partial derivative Notation (difference between, e.g. d/dx and / x; meaning of f x, f y etc.) Higher derivatives Mixed Derivatives Theorem: f xy (a, b) = f yx (a, b) etc. Definition of differentiability
5 2.4 The Chain Rule (Thomas 14.4) Chain Rule: If w = f(x, y) then If w = f(x, y, z) then If w = f(x, y), x = g(r, s), y = h(r, s) then If w = f(x), x = g(r, s) then dw dt = f dx x dt + f dy y dt dw dt = f dx x dt + f dy y dt + f dz z dt w r = w x x r + w y y r w s = w x x s + w y y s w r = dw x dx r and w s = dw x dx s Tree diagrams Formula for implicit differentiation of F (x, y): dy dx = F x F y 2.5 Directional Derivatives and Gradient Vectors (Thomas 14.5) Definition of directional derivative, (D u f) P0. Definition of gradient vector, f = ( f x, f y, f ). z Relationship with directional derivative: D u f = f u
6 The gradient of f is normal to the level curve. 2.6 Tangent Planes and Differentials (Thomas 14.6) The tangent plane at P 0 (x 0, y 0, z 0 ) on the level surface f(x, y, z) = c is the plane through P 0 normal to f P0. Equation is f x (P 0 )(x x 0 ) + f y (P 0 )(y y 0 ) + f z (P 0 )(z z 0 ) = 0 The normal line of the surface at P 0 is line through P 0 parallel to f P0. Equation is x = x 0 + f x (P 0 )t, y = y 0 + f y (P 0 )t, z = z 0 + f z (P 0 )t. Linearisation L(x, y, z) = f(x 0, y 0, z 0 )+ +f x (x 0, y 0, z 0 )(x x 0 ) + f y (x 0, y 0, z 0 )(y y 0 ) + f z (x 0, y 0, z 0 )(z z 0 ) Total differential resulting from change (dx, dy, dz) is: df = f x (x 0, y 0, z 0 )dx + f y (x 0, y 0, z 0 )dy + f z (x 0, y 0, z 0 )dz 2.7 Extreme Values and Saddle Points (Thomas 14.7) Definitions of local minimum, local maximum, critical point, saddle point. Second derivatives test for local maximum, local minimum, saddle point; when is test inconclusive. Use of second derivatives and discriminant, f xx f yy fxy Lagrange Multipliers (Thomas 14.8)
7 Method of Lagrange Multipliers: To find the local maximum and minimum values of f(x, y, z) subject to the constraint g(x, y, z) = 0 we find the values of x, y and z that simultaneously satisfy f = λ g and g(x, y, z) = MULTIPLE INTEGRALS 3.1 Double Integrals (Thomas 15.1, lecture notes) Definition of double integral of function f(x, y) over region R: f(x, y) dx dy. R Connection with calculation of volume beneath surface using z = f(x, y). Iterated or repeated integral. Importance of order of integration; Fubini s theorem (two forms). Method for double integrals: (i) sketch, (ii) find y-limits of integration, (iii) find x-limits of integration. Bounded rectangular regions; bounded non-rectangular regions; unbounded regions. Reversing order of integration; importance of finding new limits. 3.2 Area (Thomas lecture notes) Area enclosed by a region R is the double integral, R dx dy. Average value of a function f(x, y) over a region R is 1 f(x, y) dx dy. area of R R
8 3.3 Change of Variables in Double Integrals (Thomas 15.8, lecture notes) Change of variables from (x, y) to, say (u, v). Definition of Jacobian matrix: ( ) x/ u x/ v y/ u y/ v Definition of Jacobian (or Jacobian determinant): (x, y) (u, v) = x/ u y/ u x/ v y/ v = ( x/ u)( y/ v) ( y/ u)( x/ v). Using Jacobian of transformation from Cartesian to polar coordinates to get dx dy = r dr dθ Use of (x, y) (u, v) = ( ) 1 (u, v). (x, y) Evaluation of e x2 /2 dx by making it a double integral and then transforming to polar coordinates; connection with normal distribution and error function. 3.4 Triple Integrals (Thomas lecture notes) Definition of triple integral of function f(x, y, z) over volume V : f(x, y, z) dx dy dz. Volume enclosed by a volume V is the triple integral, dx dy dz. V V
9 Average value of a function f(x, y, z) over a volume V is 1 volume of V V f(x, y, z) dx dy dz. 3.5 Change of Variables in Triple Integrals (Thomas lecture notes) Change of variables from (x, y, z) to, say (u, v, w). Definition of Jacobian matrix: x/ u x/ v x/ w y/ u y/ v y/ w. z/ u z/ v z/ w Definition of Jacobian (or Jacobian determinant): (x, y, z) (u, v, w) = x/ u x/ v x/ w y/ u y/ v y/ w z/ u z/ v z/ w. 4. INFINITE SEQUENCES AND SERIES 4.1 Sequences (Thomas 10.1) Lists of numbers {a n } Convergence and divergence of sequences Limit of a sequence Sandwich Theorem for sequences Continuous Function Theorem for sequences Non-decreasing sequences Sequences bounded from above Upper bound Least upper bound
10 4.2 Infinite Series (Thomas 10.2) Sequence of partial sums Convergent series and their sum; divergent series Geometric series: (ratio r) a r n = a + ar + ar ar n 1 + = n=0 a r n 1 = n=1 a 1 r a r n 1 n-th Term Test for Divergence: n=1 a n diverges if lim n a n fails to exist or is different from zero. n=1 4.3 The Integral Test (Thomas 10.3) Divergence of the harmonic series, n=1 1/n Convergence of the series, n=1 1/n2 Integral test: If a n = f(n) then n=n a n and f(x) dx both converge or both diverge N (proof using graphs for the case n = 1). 4.4 Ratio Tests (Thomas 10.5) Ratio Test: If a n+1 lim n a n then (i) the series converges if ρ < 1, (ii) the series diverges if ρ > 1 or ρ is infinite and (iii) the test is inconclusive if ρ = 1. = ρ 4.5 Power Series (Thomas 10.7)
11 Power series about x = 0: c n x n = c 0 + c 1 x + c 2 x c n x n + n=0 Power series about x = a: c n (x a) n = c 0 + c 1 (x a) + c 2 (x a) c n (x a) n + n=0 Radius of convergence, interval of convergence. Alternating Series Test: ( 1) n+1 u n = u 1 u 2 + u 3 u 4 + n=1 converges if the following hold: The u n s are all positive u n u n+1 for all n N, for some integer N u n 0 Absolute convergence Conditional convergence 4.6 Taylor and Maclaurin Series (Thomas 10.8) Taylor series generated by function f at x = a: k=0 f(a) + f (a)(x a) + f (a) 2! f (k) (a) (x a) k = k! Maclaurin series generated by function f at x = 0: k=0 (x a) f (n) (a) (x a) n + n! f (k) (0) x k = k!
12 Taylor polynomial of order n f(0) + f (0)x + f (0) x f (n) (0) x n + 2! n! 4.7 Convergence of Taylor Series; Error Estimates (Thomas 10.9) Taylor s formula Remainder R of order n (error term) Remainder Estimation Theorem: R n (x) M x a n+1 (n + 1)! 4.8 Applications of Power Series (Thomas 10.10) Binomial series: (1 + x) m = 1 + mx + Solving differential equations: m(m 1) x 2 + 2! (1 + x) m = 1 + Assume a power series solution of the form, k=1 m(m 1)(m 2) x 3 + 3! ( ) m x k k y = a 0 + a 1 x + a 2 x a n x n + substitute in the differential equation and solve for the coefficients. Evaluating non-elementary integrals Evaluating indeterminate forms
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