chain rule with multiple independent variables: use the tree diagram
example: for z=f(x,y),x=g(s,t),y=h(s,t) > ∂t∂z=∂x∂z⋅dtdx+∂y∂z⋅dtdy
z |*>x | *-s | *>t | |*>y *-s *>t
directional derivatives: Duf(a,b)=∇f(a,b)⋅u (u must be a unit vector)
we can first normalize the direction vector if it isn’t a unit vector
∇f is called the gradient vector of f
local maximum & minimum ⇒∇f(a,b)=(0,0)⇔critical point
※ Derivative Test for Nature of Critical Points
discriminant: D=fxxfyy−fxy2
D>0:
fxx<0: maximum
fxx>0: minimum
D<0: saddle point
D=0: inconclusive
method of Lagrange Multipliers: solve the equations:{∇fg=λ∇g(∇f∥∇g)=0while f is the target function to be optimized and g is the constraint function, the constant/factor λ is called a Lagrange Multipliers
W2 Multiple Integrals
Fubini’s theorem: exchange the order of integration: for continuous function f we have ∫ab∫cdf(x,y)dydx=∫cd∫abf(x,y)dxdy
∬D1dA=areaofD
∫ab∫cdp(x)q(y)dydx=(∫abp(x)dx)(∫cdq(y)dy)
type 1 domain (bound by x-coord x型区域): two curve intersect with two vertical | | lines: ∫ab∫g(x)h(x)fdydx
type 2 domain (bound by y-coord y型区域): two curve intersect with two horizonal === lines: ∫ab∫g(y)h(y)fdxdy
polar coordinates: (r,θ)→(x=rcosθ,y=rsinθ)
counter-clockwise: positive, clockwise: negative
domain: bounded by two polar curves: ∬Df(x,y)dA=∫αβ∫g(θ)h(θ)f(rcosθ,rsinθ)dArdrdθ
※ reason for the r factor is the Jacobian determinant of change of integrating variable (out of MA1511’s scope)
(Tut 4) for circle not centered at origin, to use polar coordinate, we can first write the eq (e.g. x2−2x+y2=0) then we substitude the variables with corresponded r,θ expressions using x=rcosθ,y=rsinθ then we have r2−2rcosθ=0, which can be further simplify to r=cosθ
W3 Vector-Valued Functions
vector function (parametric curve) of circles
r(t)=(acostasint)a>0t∈[0,2π]
vector function (parametric curve) of straight lines
r(t)=a+mtb+ntc+pt=abc+tmnpt∈R
orientation of curves: the direction of the movement along the curve corresponding to t+ gives “positive orientation”
differentiation of a vector function is component-wise
r′(x)=dtdr(t)=f′(t)h′(t)g′(t)
magnitude of the v vector ∣r′(x)∣ measures the speed
tangent lines to parametric curve: p=r(T0)+tr′(T0)
differentiation rules
(u⋅v)′=(u′⋅v)+(u⋅v′)
(u×v)′=(u′×v)+(u×v′)
vector function (parametric curve) of segments: r(t)=(1−t)A+tBt∈[0,1]
※ line integral (the first type, scalar) : ∫Cf(x,y)ds=∫abf(r(t)…)ds∣r′(t)∣dt : geometric meaning: the surface area of the curtain
gradient vector of a scalar function f : ∇f=(∂x∂f,∂y∂f,…)
line integral of the vector field F along C (the second type, vector) :
∫CF⋅dr=∫abF(r(t))⋅r′(t)dt
if there exists a scalar function f s.t. F=∇f then F is said to be conservative
f is called the potential function for F
to find f, solve the pair of differential equation: ∂x∂f=Fx∂y∂f=Fy the 3D case is the same
Fundamental theorem of line integrals (FTLI): for conservative vector field F and smooth curve C:
∫CF⋅dr=f(r(t1))−f(r(t0))
aka the integral is path independent
for closed curve C we write ∮CF⋅dr (contour intergral) and if F is conservative the integral will be 0
※4.4C 2D F is conservative if and only if∂y∂Fx=∂x∂Fy
※4.4C 3D F is conservative if and only if∂y∂Fx=∂x∂Fy,∂z∂Fx=∂x∂Fz,∂z∂Fy=∂y∂Fz
Path Independence & Conservative Fields: if component functions of F are continuous and F is defined on an open connected and simply connected region then:
Fisconservative⟺∫CF⋅drispathindependent
simple closed curve in 2D is the one that doesn’t cross itself (not like "8"-shaped)
counter clockwise is the positive orientation
inner boundary: clockwise is the positive orientation instead (e.g. for donut region)
Green’s theorem - D is a region enclosed by a simple, closed and positively oriented curve C, then - add a negative sign if C is negatively oriented - F should have continuous partial derivative on the entirely of the region D - P,Q should be well-defined in the region D (not have undefined points - singularities) - look out for SINGULARITIES - use by-definition if there exists singularities
∮CF⋅dr=∮CPdx+Qdy=∬D(∂x∂Q−∂y∂P)dA
two important quantities associated with 3D vector fields
the vector differential operator or del operator∇ defined as
(∂x∂,∂y∂,∂z∂)
so the gradient field of scalar function f can be written as ∇f
The curl vector : the curl of F (denoted by "curlF") is:
(∂y∂Fz−∂z∂Fy,∂z∂Fx−∂x∂Fz,∂x∂Fy−∂y∂Fx)
MNEMONIC: ∇×F (cross product or vector product)
using 4.4C we get curlF=0 if F is conservative
The divergence of F is a scalar (denoted by "divF") is:
∂x∂Fx+∂y∂Fy+∂z∂Fz
MNEMONIC: ∇⋅F (dot product or scalar product)
Laplacian of scalar function f:R3→R is ∇2f=∇⋅∇f=fxx+fyy+fzz
W5 Infinite Series
two common types of Sequence
arithmetic sequence (等差数列)
d : common difference
geometric sequence (等比数列)
r : common radio
- Limit of a Sequence
limn→∞an=0 or an→0
divergent to infinity
{an} is convergent. It converges to 0
- poly / poly : indet. form (inf/inf)
eval method: div the numer and denom by the highest power of variable
the covergence or divergence is unaffected by removing/adding finite terms
Limit of geometric series
geometric series ∑ark−1 converges iff its common ratio r∈(−1,1) and if so the limit is 1−ra
Two Convergence / divergence Tests
nth Term Test / Divergence Test
if limn→∞an=0 then its sum series is divergent
but if the limit is indeed 0 the latter isn’t necessarily convergence (counterexample: harmonic series)
only meant to test divergence
p-series Test
The series ζ(p)=∑kp1 is convergent if p>1 and is divergent if p≤1
Power Series
(regard as functions)
k=0∑∞ck(x−a)k
c0,c1,… are the coeffients and a is the center
covergence or divergence behaves exactly one of the following ways:
diverges for all x=a (R=0)
converges for all x (R=∞)
converges if x∈(a−R,a+R) and diverges otherwise, the maximumR is the radius of convergence
Ratio / Root Test for Power Series
let ak=ck(x−a)k
Ratio Test: L=limk→∞∣ak+1/ak∣
Root Test: L=limk→∞∣ak1/k∣
L<1 : converge / L>1 : diverge
L=1 or L does not exist: inconclusive
Taylor Series & Maclaurin Series
(special form of power series) (for a function f )
f(x)=k=0∑∞k!f(k)(a)(x−a)k
coefficients: k!f(k)(a)
Maclaurin Series: Taylor Series centered at a=0, hence:
f(x)=k=0∑∞k!f(k)(0)xk
Taylor series converges to the function it represents. These functions are known as analytic functions
Taylor polynomials Pn(x)=∑nTaylor provides an approx imation to f1−x1exsinxcosxln(1+x)arctanx(1+x)p=k=0∑∞xk=1+x+x2+x3+…=k=0∑∞k!1xk=1+x+2!x2+3!x3+…=k=0∑∞(2k+1)!(−1)kx2k+1=x−3!x3+5!x5+…=k=0∑∞(2k)!(−1)kx2k=1−2!x2+4!x4+…=k=1∑∞k(−1)k+1xk=x−2x2+3x3+…=k=0∑∞2k+1(−1)kx2k+1=n=0∑∞Cnpxnforx∈(−1,1)forallxforallxforallxforx∈(−1,1)forallx1+x=1+1!21x+2!21⋅−21x2+…