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MATH 1432 (CALCULUS II) LECTURE NOTES INVITATION-ONLY SECTION VAUGHNCLIMENHAGA Contents I Integration 1 1 Review of integration and the substitution rule 1 2 Integration by parts 3 3 Trigonometric integrals 6 4 More trigonometric integrals 10 5 Trigonometric substitutions 14 6 Complicated quadratics 18 7 Rational functions 19 8 General partial fraction decompositions 23 9 Numerical integration 29 10 Improper integrals 31 II Applications of integration 40 11 Arc length and the catenary 40 12 Surface area 44 13 Physical applications 49 14 Two- and three-dimensional objects 52 15 *Probability 55 III Differential equations 59 16 Ideas and examples 59 17 *Separable differential equations 63 18 *Other population models 67 19 *Linear differential equations 69 20 Coupled differential equations 73 IV Parametric curves and polar coordinates 77 21 Parametric curves 77 22 Calculus with parametrizations 80 23 Geometry of parametric curves 82 24 Polar coordinates 85 25 Calculus with polar coordinates 88 V Sequences and series 93 Date: July 15, 2020. i ii VAUGHNCLIMENHAGA 26 Sequences 93 27 Summing an infinite series 98 28 The integral test 101 29 Comparison tests and alternating series 105 30 Absolute convergence, ratio and root tests 107 31 Power series 110 32 Calculus with power series 113 33 Taylor and Maclaurin series 117 VI Conic sections, planetary motion 126 34 Parabolas 126 35 Ellipses (and hyperbolas) 131 36 Kepler and Newton 136 1 Part I. Integration Lecture 1 Review of integration and the substitution rule Stewart §5.5, Spivak Ch. 19 1.1. Definite and indefinite integrals Last semester, we motivated the introduction of integrals by considering the question of how to determine areas. This led us to two definitions: (1) the definite integral Rb f(x)dx is a number obtained as a limit of Riemann sums, a which depends on the interval [a,b] and can be interpreted as an area; (2) the indefinite integral R f(x)dx is a function whose derivative is f(x). The two are related by the Fundamental Theorem of Calculus, which has two halves. The first half says that definite integrals can be used to find indefinite integrals (an- tiderivatives), since d Rx f(t)dt = f(x). dx a The second half goes in the opposite direction, and says that indefinite integrals can be used to find definite integrals: if F(x) = R f(x)dx is an indefinite integral of f, so that F′(x) = f(x) at every x, then Rbf(x)dx = F(b)−F(a). a Although the first half guarantees that every continuous function has an indefinite integral, it does not give a general procedure for writing down an elementary formula for R f(x)dx. Our emphasis for the next little while will be on this process, which is essential if we are to use the second half of the FTC effectively. By “elementary formula”, we mean a formula that can be written down in terms of constants, polynomials, rational functions, exponentials, trigonometric functions, and logarithms using addition, subtraction, multiplication, and division. For exam- ple, F(x) = tan−1(x) is an elementary formula, but F(x) = Rx 1 2 dt is not elementary 0 1+t because it involves an integral, even though it represents the same function. Given an integral R f(x)dx, then, our goal will be to find an elementary formula for it. Bear the following warning in mind, though: not every integral admits an elemen- 1 R 2 tary formula. For example, it is possible to show that sin(x )dx does not have an elementary formula, and in fact there is a sense in which most indefinite integrals do not have elementary formulas. Nevertheless, a great many of them do, including some of the most important ones, and so we will turn our attention now to finding them. 1.2. Substitution rule The first method of integration is by direct inspection: we have a list of functions F(x) whose derivatives f(x) = F′(x) are known, and if f happens to appear on the corresponding list of derivatives, then we can simply read off the indefinite integral R f(x)dx = F(x)+C. 1 The proof involves tools that go beyond the scope of this course, and we will not discuss it. 2 The second method, which we encountered briefly last semester, is the substitution rule. This is a consequence of the chain rule for differentiation, which says that if F,g are ′ ′ ′ differentiable functions, then F ◦g is differentiable and has (F ◦g) (x) = F (g(x))g (x). In particular, if F′(x) = f(x) so that F gives the indefinite integral of f, then we have (F ◦g)′ = (f ◦g)·(g′); this can be written in the form Z f(g(x))g′(x)dx = F(g(x)). It is usually easier to remember and apply this rule if we introduce a new variable u=g(x), and observe that d F(u) = f(u), so that the above formula becomes du (1.1) Z f(g(x))g′(x)dx = Z f(u)du. It is common to rewrite the formula g′(x) = du as du = g′(x)dx, in which case (1.1) dx appears to become almost trivial: Z f(g(x))g′(x)dx = Z f(u)du. |{z} | {z } u du We emphasize, though, that the formula du = g′(x)dx is purely a bookkeeping device rather than a valid part of a proof, because we have not yet given du and dx any independent meaning of their own. We will continue to use it because it simplifies the appearance of various computation, but please remember the logical order of things: (1.1) justifies this formula, rather than the other way round. R √ 2 2 Example1.1. Wecancompute x 1+x dxbyputtingu=1+x sothatdu=2xdx, and we obtain Z √ 2 Z √ 2 Z 1 1/2 1 2 3/2 1 2 3/2 x 1+x dx= 1+x ·xdx= u du = · u +C= (1+x) +C. | {z } |{z} 2 2 3 3 √ 1du u 2 Example 1.2. To find R tanxdx, we can write tanx = sinx and notice that the deriva- cosx tive of cosx appears in the numerator (up to a negative sign), so putting u = cosx gives du = −sinxdx and Z tanxdx=Z sinx dx=Z −du =−ln|u|+C =−ln|cosx|+C =ln|1/cosx|+C cosx u =ln|secx|+C. There is no universal procedure telling us how to make the change of variables u = g(x), but these examples illustrate some guidelines that are helpful to keep in mind: it is reasonable to try setting u as the input of some function in the integrand (the square root function in Example 1.1), or as an expression whose derivative also appears in the integrand (the cosine function in Example 1.2). Sometimes it even works to let u be the entire integrand: for example, in R √2x+1dx we can take u = √2x+1 so that u2 = 2x+1 and 2udu = 2dx, and we get Z √ Z 1 3 1 3/2 2x+1 dx = u·udu= u +C= (2x+1) +C. | {z } |{z} 3 3 u udu
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