MATH6103 Differential & Integral Calculus

Notes in Brief

Department of Mathematics,
University College London

Matthew Scroggs
web: www.mscroggs.co.uk/6103
e-mail: [email protected]

Spring 2016
Contents

1 Functions 2

1.1 Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

1.1.1 Some polynomial degrees . . . . . . . . . . . . . . . . . . . . . . . . 3

1.2 Exponentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.3 Trigonometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.3.1 Measuring angles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.3.2 Properties of sin, cos and tan . . . . . . . . . . . . . . . . . . . . . . 5

1.4 Polar co-ordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

2 Differentiation 7

2.1 Finding the gradient . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

2.2 Some common derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

2.3 Rules for differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

2.4 Polar co-ordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

2.5 Uses of differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

2.5.1 Finding the gradient at a point . . . . . . . . . . . . . . . . . . . . . 9

2.5.2 Finding the maximum and minimum points . . . . . . . . . . . . . . 9

2.6 Differentiating inverse functions . . . . . . . . . . . . . . . . . . . . . . . . . 9

3 Exponentials and Logarithms 10

3.1 Exponentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

3.2 Logarithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

i
CONTENTS ii

3.2.1 The natural logarithm . . . . . . . . . . . . . . . . . . . . . . . . . . 11

3.2.2 Differentiation of other logarithms . . . . . . . . . . . . . . . . . . . 11

3.3 Differentiation of other exponentials . . . . . . . . . . . . . . . . . . . . . . 12

4 Integration 13

4.1 Finding integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

4.2 Rules for integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

4.2.1 Partial fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

4.2.2 Trapezium method . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

5 Differential Equations 16

5.1 First order differential equations . . . . . . . . . . . . . . . . . . . . . . . . 16

5.1.1 Integrating factors . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

5.2 Complementary functions and particular integrals . . . . . . . . . . . . . . . 18

5.2.1 Finding complementary functions . . . . . . . . . . . . . . . . . . . . 18

5.2.2 Finding a particular integral . . . . . . . . . . . . . . . . . . . . . . 19

5.2.3 Euler’s method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

Using These Notes

These notes are intended as a revision aid. I started with the full lecture notes of the
course and taken out all unnecessary detail, examples, etc. to leave a minimal outline of
the course. If you need more detail on a topic, look at the relevant section in the full
notes!

Throughout these notes in brief, you will find boxes that look like this:

A-level C1 Differentiation

These boxes contain references to the parts of GCSE and A-level maths that are relevant
to the section. These may be useful as there is a great range of GCSE and A-level revision
material online. These are all based on the syllabus of the EdExcel exam board, as this
is the one I am familiar with. Other exam boards are mostly the same.

1
Chapter 1

Functions

A-level C1 functions

Z = {all whole numbers} = {. . . , −2, −1, 0, 1, 2, . . . }

N = {all positive whole numbers} = {0, 1, 2, 3, . . . }
R = {all real numbers}
f :A→B
A is the domain of f . B 1 is the range of f .

If x ̸= y implies f (x) ̸= f (y), the function is one-to-one.

Otherwise, the function is many-to-one.

If f (−x) = f (x), f is even.

If f (−x) = −f (x), f is odd.

If f (x + T ) = f (x) for all x, then f (x) is a periodic function with period T .

Vertical/horizontal asymptotes are vertical/horizontal lines that the function ap-

proached but never reaches.

1.1 Polynomials

A polynomial is a function P with a general form

P (x) = a0 + a1 x + a2 x2 + · · · + an xn

1
or a subset of B

2
CHAPTER 1. FUNCTIONS 3

1.1.1 Some polynomial degrees

Degree 0

This polynomial is simply a constant.

Degree 1

P1 (x) = ax + b (a ̸= 0). a is the gradient. b is the y-intercept

Degree 2

P2 (x) = ax2 + bx + c, a ̸= 0 are called quadratics.

GCSE quadratics
A-level C1 quadratics

1. Factorising

Example

P (x) = x2 − 3x + 2 = (x − 2)(x − 1)

The solutions of P (x) = 0 are x = 2 and x = 1.

2. Completing the square

Example

P (x) = x2 − 3x + 2
( )2 ( )2
= x − 32 − −3 2 +2

( )
3 2
( −3 )2
x− 2 − 2 +2=0
( )2
x − 32 = 14
x− 3
2 = ± 12
x = 1 or 2

3. The quadratic formula

CHAPTER 1. FUNCTIONS 4

√
−b ± b2 − 4ac
x= .
2a

Degree ≥ 3

A-level C2 Remainder theorem

Theorem: Factor theorem

P (a) = 0 if and only if P (x) = (x − a)Q(x)

1.2 Exponentials

GCSE Indices and powers

ax+y = ax · ay
(ax )y = axy
ax · bx = (ab)x
a0 = 1
1
a−x = x
a
1 √
a = na
n

m ( √ )m
an = n a

1.3 Trigonometric functions

1.3.1 Measuring angles

GCSE Trigonometry
A-level C3 Radians

1 turn = 360◦ = 2π rad

1 ◦ = π rad
2 turn = 180

“SOH CAH TOA”

CHAPTER 1. FUNCTIONS 5

1.3.2 Properties of sin, cos and tan

A-level C2 Trigonometry
A-level C3 Trigonometry

cos2 θ + sin2 θ = 1

cos and sin are periodic functions with period 2π (i.e. for any x, cos(x + 2π) = cos x,
sin(x + 2π) = sin x).

cos : R → [−1, 1] and sin : R → [−1, 1].

cos is an even function. sin is an odd function.

cos and sin are the same shape but shifted by π/2, which means
( π)
cos θ − = sin θ
2
( π)
sin θ + = cos θ
2

cos(θ + ϕ) = cos θ cos ϕ − sin θ sin ϕ

sin(θ + ϕ) = sin θ cos ϕ + cos θ sin ϕ

sin 2θ = 2 sin θ cos θ

cos 2θ = 1 − 2 sin2 θ
cos 2θ = 2 cos2 θ − 1

(α)1 + cos α
cos2 =
2 2
( α ) 1 − cos α
sin2 =
2 2

tan has vertical asymptotes at θ = π

2 (2N − 1) for N ∈ Z.

tan : R \ { π2 (2N − 1) : N ∈ Z} → R

tan is periodic with period π.

tan θ + tan ϕ
tan(θ + ϕ) =
1 − tan θ tan ϕ

The secant, cosecant and cotangent functions are defined as

1 1 1
sec x = , cosecx = , cotx = .
cos x sin x tan x
CHAPTER 1. FUNCTIONS 6

1 + tan2 x = sec2 x.

Angle (◦ ) Angle (c ) sin cos tan

0 0 0 √
1 0
π 1 3 √3
30 6 2 2 3
π √1 √1
45 4 1
π
√2
3 1
2
√
60 3 2 2 3
90 π
2 1 0 ∞

1.4 Polar co-ordinates

Figure 1.1: Polar co-ordinates are given by r and θ.

x = r cos θ
y = r sin θ
Chapter 2

Differentiation

change in y
gradient =
change in x

2.1 Finding the gradient

A-level C1 Differentiation
A-level C2 Differentiation
A-level C3 Differentiation

Definition
Differentiation by first principles:

f (c + h) − f (c)
f ′ (c) = lim .
h→0 h

2.2 Some common derivatives

IMPORTANT: Always use radians!

f (x) f ′ (x)
xn nxn−1
sin x cos x
cos x − sin x
tan x sec2 x

7
CHAPTER 2. DIFFERENTIATION 8

2.3 Rules for differentiation

A-level C4 Differentiation

The sum rule

d d d
(f (x) + g(x)) = (f (x)) + (g(x))
dx dx dx

The product rule

d d d
(f (x)g(x)) = (f (x)) g(x) + f (x) (g(x))
dx dx dx

The chain rule

d
(f (g(x))) = f ′ (g(x))g ′ (x)
dx

The quotient rule

( )
d f (x) f ′ (x)g(x) − f (x)g ′ (x)
=
dx g(x) (g(x))2

2.4 Polar co-ordinates

The chain rule can be rearranged to give:

dy dy/dt
=
dx dx/dt

Example
x = t2 + 4; y = et

dy dy/dt
=
dx dx/dt
et
=
2t
CHAPTER 2. DIFFERENTIATION 9

2.5 Uses of differentiation

2.5.1 Finding the gradient at a point

The gradient of f at x = k is f (k).

2.5.2 Finding the maximum and minimum points

• Local maximum
f ′ (x) = 0
f ′′ (x) < 0

• Local minimum
f ′ (x) = 0
f ′′ (x) > 0

• Need more information

f ′ (x) = 0
f ′′ (x) = 0

2.6 Differentiating inverse functions

Definition
f −1 is the inverse of f :
f −1 (f (x)) = x

note: Sometimes, arcsin, arccos and arctan are used to represent sin−1 , cos−1 and tan−1 .

Finding the derivative of an inverse

d ( −1 ) 1
f (x) = ′ −1
dx f (f (x))

dy 1
= dx
dx dy
Chapter 3

Exponentials and Logarithms

3.1 Exponentials

A-level C3 Exponentials and Logarithms

f (x) = ax ,

( 1 )x
(a) y = 2x (b) y = 2

e ≈ 2.718281828459 . . .

Definition
f (x) = ex = exp(x) is the exponential function.

Property

d x
(e ) = ex .
dx

10
CHAPTER 3. EXPONENTIALS AND LOGARITHMS 11

3.2 Logarithms

A-level C2 Exponentials and Logarithms

A-level C3 Exponentials and Logarithms

Definition
The inverse of ax is loga x.

Laws of Logs

1. loga (M N ) = loga M + loga N .

2. loga (M p ) = p loga M .

Example
Find x, given 3x = 7.

ln(3x ) = ln 7
x ln 3 = ln 7.
ln 3
x=
ln 7
≈ 1.77

3.2.1 The natural logarithm

A-level C3 Exponentials and Logarithms

Definition
The inverse of f (x) = ex is the natural logarithm, ln x.

Property

d 1
(ln x) = .
dx x

3.2.2 Differentiation of other logarithms

A-level C3 Exponentials and Logarithms

CHAPTER 3. EXPONENTIALS AND LOGARITHMS 12

Property: Change of base

logb x
loga x =
logb a

Property

d 1
(loga x) = .
dx x ln a

3.3 Differentiation of other exponentials

A-level C3 Exponentials and Logarithms

In general, for any positive constant a

d x
(a ) = ax ln a.
dx
Chapter 4

Integration

Integration = Finding the area under the curve.

Theorem: Fundamental Theorem of Calculus

∫ b
g ′ (x) dx = g(a) − g(b)
a

4.1 Finding integrals

A-level C1 integration
A-level C2 integration
A-level C4 integration
∫
f (x) f (x) dx
axb+1
axb b+1 +c
1
x ln |x| + c
ex ex + c
ax
ax ln a + c
cos x sin x + c
sin x − cos x + c

4.2 Rules for integration

Sum Rule
∫ ∫ ∫
(f (x) + g(x)) dx = f (x) dx + g(x) dx (4.1)

13
CHAPTER 4. INTEGRATION 14

Multiplication by a constant
∫ ∫
Kf (x) dx = K f (x) dx (4.2)

A special case
∫
f ′ (x)
dx = ln(f (x)) + c
f (x)

Example: Integration by Substitution

A-level C4 Integration

∫
(2x + 3)100 dx

u = 2x + 3.
du
=2
dx
1
dx = du.
2
∫ ∫
1
(2x + 3) 100
dx = u100 · du
2
∫
1
= u100 du
2
1 1 101
= · u
2 101
1
= (2x + 3)101 + c.
202

Integration by Parts
A-level C4 Integration

∫ ∫
dv du
u dx = uv − v dx.
dx dx

4.2.1 Partial fractions

A-level C4 Integration
CHAPTER 4. INTEGRATION 15

Example
1
x2 − 1
x2 − 1 = (x + 1)(x − 1)
1 A B
= + ,
x2 −1 x−1 x+1
1 = A(x + 1) + B(x − 1)
Substituting in x = 1 gives 1 = 2A.
Substituting in x = −1 gives 1 = −2B.
A = 21 ; B = − 12 .
1 1 1
= −
x2 − 1 2(x − 1) 2(x + 1)

4.2.2 Trapezium method

A-level C2 Integration
A-level C4 Integration

This is a method for approximating an integral.

∫ b
h
f (x) dx ≈ (f (a) + 2f (a + h) + ... + 2f (a + (n − 1)h) + f (b))
a 2
Chapter 5

Differential Equations

5.1 First order differential equations

A-level C4 Integration

Here we will consider different techniques to solve first order ODEs.

Definition
A function f (x, y) is separable if it can be written as

f (x, y) = g(x)h(y).

Example: Separating the variables

dy
= xy,
dx
1
dy = x dx
y
∫ ∫
1
dy = x dx
y
1
ln y = x2 + C
2
1 2 1 2
y = e2x +C
= Ae 2 x , A = eC .

If boundary conditions are given, substitute them in to find the constant(s).

16
CHAPTER 5. DIFFERENTIAL EQUATIONS 17

5.1.1 Integrating factors

A-level FP2 First Order Differential Equations

Definition
The integrating factor of the ODE
dy
+ g(x)y = f (x).
dx
is (∫ )
exp g(x) dx .

Example

dy y
+ = x.
dx x
The integrating factor is:
(∫ )
1
exp dx = exp (ln x)
x
=x

Multiplying through by the integrating factor gives:

dy
x + y = x2
dx
Notice that:
d dy
(xy) = x +y
dx dx
Therefore:
d
(xy) = x2
dx ∫
xy = x2 dx

x3
= +c
3
x2 c
y= +
3 x
CHAPTER 5. DIFFERENTIAL EQUATIONS 18

5.2 Complementary functions and particular integrals

A-level FP2 Second Order Differential Equations

Definition
When y = f (x) + cg(x) is the solution of an ODE, f is called the particular
integral (P.I.) and g is called the complementary function (C.F.).

1. The complementary function (g) is the solution of the homogenous ODE.

2. The particular integral (f ) is any solution of the non-homogenous ODE.

5.2.1 Finding complementary functions

Aim: find two independent solutions to

d2 y dy
+A + By = 0
dx2 dx

Definition

λ2 + Aλ + B = 0
is the characteristic equation or auxiliary equation of

d2 y dy
2
+A + By = 0.
dx dx

Case 1: Two distinct real roots

√ √
−r + A2 − 4B −r − A2 − 4B
λ1 = and λ2 =
2 2
g(x) = c1 eλ1 x + c2 eλ2 x .

Case 2: Repeated root

A
λ1 = .
B
g(x) = (c1 + c2 x)eλ1 x .
CHAPTER 5. DIFFERENTIAL EQUATIONS 19

Case 3: No real roots

g(x) = eαx (c1 cos βx + c2 sin βx) ,

√
4B−A2
where α = − A2 and β = 2 .

5.2.2 Finding a particular integral

The particular integral is found by guessing its form, then finding the constants. It depends
on the right hand side, p(x).

p(x) guess
1 c
x ax + b
x2 ax2 + bx + c
sin or cos a sin x + b sin x
eax and a is not a solution of the characteristic equation Aea x
eax and a is a solution of the characteristic equation Axea x
ax
e and a is a repeated solution of the characteristic equation Ax2 ea x

5.2.3 Euler’s method

Not in GCSE or A-level

This is a method for approximately solving an ODE. Given:

dy
= f (x, y), y(a) = y0 .
dx
We want to find y(b).

Let xk = a + kh. We use:

yk+1 = yk + hf (xk , yk )