Calculus

UPSC Mathematics Optional · Paper I · Key Theorems & Formulae

↗ Taylor / Euler — video + σ notation (extra reference) 1. Limits & Continuity 2. Differentiation & MVTs 3. Taylor & Maclaurin 4. Maxima, Minima & Extrema 5. Asymptotes & Curve Tracing 6. Curvature 7. Integration Techniques 8. Beta & Gamma Functions 9. Multiple Integrals 10. Areas, Volumes & Surfaces 11. Functions of Several Variables

§1 · Limits & Continuity

Standard Limits memorise
Indeterminate Forms → L'Hôpital

Forms: \(\frac{0}{0},\;\frac{\infty}{\infty},\; 0\cdot\infty,\; \infty-\infty,\; 0^0,\; 1^\infty,\; \infty^0\).

Convert \(0\cdot\infty\) to \(\frac{0}{1/\infty}\). For \(1^\infty\): take \(\ln\), use \(\lim e^{f\ln g}\).

§2 · Differentiation & Mean Value Theorems

Differentiation Formulae foundation
Rolle's Theorem

\(f\) continuous on \([a,b]\), differentiable on \((a,b)\), \(f(a)=f(b)\) ⟹ \(\exists\,c\in(a,b)\) with \(f'(c)=0\).

Lagrange MVT ★★★

\(f'(c) = \dfrac{f(b)-f(a)}{b-a}\) for some \(c\in(a,b)\).

Corollaries: (i) \(f'=0\) on \((a,b)\) ⟹ \(f\) is constant.  (ii) \(f'>0\) ⟹ \(f\) strictly increasing.

Cauchy's MVT

\(\dfrac{f(b)-f(a)}{g(b)-g(a)} = \dfrac{f'(c)}{g'(c)}\)  (derivation of L'Hôpital).

Leibniz Rule — nth Derivative of a Product ★★

\[(uv)^{(n)} = \sum_{k=0}^n \binom{n}{k} u^{(k)}\, v^{(n-k)}\]

Analogue of binomial expansion. Useful for \((x^m e^{ax})\), \((x^m \sin bx)\), etc.

§3 · Taylor & Maclaurin Series

Taylor's Theorem ★★★

\[f(x) = \sum_{k=0}^{n} \frac{f^{(k)}(a)}{k!}(x-a)^k + R_n\]

Lagrange Remainder: \(R_n = \dfrac{f^{(n+1)}(c)}{(n+1)!}(x-a)^{n+1}\),   \(c\) between \(a\) and \(x\).

Key Maclaurin Expansions memorise exactly

Σ form & video: Taylor & Euler reference

Compact σ notation series
Euler’s formula & identity ★★

From Maclaurin with \(x\to ix\): \(e^{ix}=\cos x+i\sin x\).

At \(x=\pi\): \(e^{i\pi}+1=0\).

▶ Videos: Taylor proof + Mathologer (\(e^{\pi i}\))

§4 · Maxima, Minima & Extrema

First Derivative Test ★★

At critical point \(c\) (where \(f'(c)=0\) or undefined):

Second Derivative Test (1 variable)

At \(f'(c)=0\): if \(f''(c)>0\) → local min; if \(f''(c)<0\) → local max; if \(f''(c)=0\) → inconclusive.

Second Derivative Test (2 variables) ★★★

At critical point \((a,b)\) where \(f_x=f_y=0\). Let \(D = f_{xx}f_{yy} - f_{xy}^2\):

Lagrange Multipliers ★★★

To extremize \(f(x,y,z)\) subject to \(g(x,y,z)=0\):

\[\nabla f = \lambda \nabla g\]

i.e. \(f_x = \lambda g_x\), \(f_y = \lambda g_y\), \(f_z = \lambda g_z\), and \(g=0\). Solve simultaneously.

For two constraints \(g=0,\, h=0\): \(\nabla f = \lambda\nabla g + \mu\nabla h\).

§5 · Asymptotes & Curve Tracing

Types of Asymptotes ★★

Vertical: \(x=a\) if \(\lim_{x\to a} f(x) = \pm\infty\).

Horizontal: \(y=L\) if \(\lim_{x\to\pm\infty} f(x) = L\).

Oblique (slant): \(y=mx+c\) where \(m=\lim_{x\to\infty}\dfrac{f(x)}{x}\),   \(c=\lim_{x\to\infty}[f(x)-mx]\).

Asymptotes of Algebraic Curves \(f(x,y)=0\) ★★

Parallel to x-axis: equate coefficient of highest power of \(x\) to zero.

Parallel to y-axis: equate coefficient of highest power of \(y\) to zero.

Oblique \(y=mx+c\): Put \(y=mx+c\) in \(f(x,y)=0\), equate leading coefficients to 0 to find \(m\), then \(c\).

\[\phi_n(m)=0 \text{ gives slopes};\quad c = -\frac{\phi_{n-1}(m)}{\phi_n'(m)}\]

Curve Tracing Checklist

§6 · Curvature

Curvature Formulae ★★

Cartesian \(y=f(x)\):

\[\kappa = \frac{|y''|}{(1+y'^2)^{3/2}}, \qquad R = \frac{(1+y'^2)^{3/2}}{|y''|}\]

Parametric \(x=x(t),\, y=y(t)\):

\[\kappa = \frac{|\dot x\ddot y - \dot y\ddot x|}{(\dot x^2+\dot y^2)^{3/2}}\]

Polar \(r=f(\theta)\):

\[R = \frac{(r^2+r'^2)^{3/2}}{|r^2+2r'^2-rr''|}\]

Centre of Curvature (Evolute)

\[\bar x = x - \frac{y'(1+y'^2)}{y''}, \qquad \bar y = y + \frac{1+y'^2}{y''}\]

The locus of centres of curvature is the evolute; the original curve is an involute.

Envelope of a Family of Curves ★★

Family \(F(x,y,c)=0\). Envelope: eliminate \(c\) from:

\[F(x,y,c)=0 \quad\text{and}\quad \frac{\partial F}{\partial c}=0\]

§7 · Integration Techniques

Standard Integrals ★★★ must know
Reduction Formulae ★★

where \(n!! = n(n-2)(n-4)\cdots\) (double factorial).

Walli's Formula ★

\[\int_0^{\pi/2}\sin^m x\cos^n x\,dx = \frac{(m-1)!!(n-1)!!}{(m+n)!!}\cdot\begin{cases}\pi/2 & m,n \text{ both even}\\1 & \text{otherwise}\end{cases}\]

§8 · Beta & Gamma Functions

Gamma Function ★★★

\[\Gamma(n) = \int_0^\infty x^{n-1}e^{-x}\,dx, \quad n > 0\]

Beta Function ★★★

\[B(m,n) = \int_0^1 x^{m-1}(1-x)^{n-1}\,dx = \frac{\Gamma(m)\,\Gamma(n)}{\Gamma(m+n)}\]

Key Beta-Gamma Results ★★

§9 · Multiple Integrals

Fubini's Theorem ★★

For continuous \(f\) on a rectangle \([a,b]\times[c,d]\):

\[\iint_R f\,dA = \int_a^b\!\!\int_c^d f(x,y)\,dy\,dx = \int_c^d\!\!\int_a^b f(x,y)\,dx\,dy\]

Order of integration can be exchanged. Useful when one order is easier.

Change of Variables — Jacobian ★★★

\[\iint f(x,y)\,dx\,dy = \iint f(x(u,v),\,y(u,v))\,|J|\,du\,dv\]

where \(J = \dfrac{\partial(x,y)}{\partial(u,v)} = \begin{vmatrix}x_u & x_v\\ y_u & y_v\end{vmatrix}\)

Polar: \(x=r\cos\theta,\,y=r\sin\theta\),  \(|J|=r\). So \(dx\,dy = r\,dr\,d\theta\).

Spherical: \(|J|=\rho^2\sin\phi\). So \(dV = \rho^2\sin\phi\,d\rho\,d\phi\,d\theta\).

Cylindrical: \(|J|=r\). So \(dV = r\,dr\,d\theta\,dz\).

Change of Order of Integration ★★★

Sketch the region. Identify limits for both orders. Rewrite with swapped order.

Typical: \(\int_0^1\!\!\int_x^1 f(x,y)\,dy\,dx = \int_0^1\!\!\int_0^y f(x,y)\,dx\,dy\)

§10 · Areas, Volumes & Surfaces

Arc Length ★★
Area Formulae ★★
Volume of Solids of Revolution
Surface Area of Revolution ★

§11 · Functions of Several Variables

Partial Derivatives & Clairaut's Theorem

If \(f_{xy}\) and \(f_{yx}\) are both continuous, then \(f_{xy} = f_{yx}\).

Chain Rule (several variables) ★★

If \(z=f(x,y)\), \(x=x(t)\), \(y=y(t)\):

\[\frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} + \frac{\partial z}{\partial y}\frac{dy}{dt}\]

If \(z=f(x,y)\), \(x=x(u,v)\), \(y=y(u,v)\):

\[\frac{\partial z}{\partial u} = \frac{\partial z}{\partial x}\frac{\partial x}{\partial u} + \frac{\partial z}{\partial y}\frac{\partial y}{\partial u}\]

Euler's Theorem on Homogeneous Functions ★★★

If \(f(x,y)\) is homogeneous of degree \(n\), then:

\[x\frac{\partial f}{\partial x} + y\frac{\partial f}{\partial y} = nf\]

Second-order extension: \(x^2 f_{xx} + 2xy f_{xy} + y^2 f_{yy} = n(n-1)f\)

Test for homogeneity: \(f(tx,ty) = t^n f(x,y)\).

Implicit Differentiation

If \(F(x,y)=0\), then \(\dfrac{dy}{dx} = -\dfrac{F_x}{F_y}\).

If \(F(x,y,z)=0\), then \(\dfrac{\partial z}{\partial x} = -\dfrac{F_x}{F_z}\),   \(\dfrac{\partial z}{\partial y} = -\dfrac{F_y}{F_z}\).

Taylor's Theorem for \(f(x,y)\) ★★

\[f(a+h,b+k) = f(a,b) + \left(h\frac{\partial}{\partial x}+k\frac{\partial}{\partial y}\right)f\Big|_{(a,b)} + \frac{1}{2!}\left(h\frac{\partial}{\partial x}+k\frac{\partial}{\partial y}\right)^2 f\Big|_{(a,b)} + \cdots\]

Jacobian — Functional Dependence ★★

Functions \(u(x,y)\) and \(v(x,y)\) are functionally dependent iff \(\dfrac{\partial(u,v)}{\partial(x,y)}=0\).

Jacobian: \(J = \begin{vmatrix}u_x & u_y\\v_x & v_y\end{vmatrix}\).   If \(J\ne 0\) at a point, transformation is locally invertible.

\(J(u,v)\cdot J(x,y) = 1\)  (for inverse transformation).

Quick Reference: Coordinate Transformations