This site is devoted to mathematics and its applications. Created and run by Peter Saveliev.

Calculus Illustrated

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This is a page of Calculus Illustrated by Peter Saveliev, a textbook for undergraduates. Its major feature is an introduction to discrete calculus, which is something everybody should be familiar with.

Below is an early but complete draft. It is about 1000 pages long with about 1300 illustrations.

If you have any questions, please email me or use the facebook page (until it moves elsewhere). Related lectures are posted on this YouTube channel. The channel also shows some physics simulations for Part IV Differential equations.

1 Part 0: Precalculus

1 What is calculus about? 2 The real number line 3 Sequences 4 Repeated addition and repeated multiplication 5 Exponential models 6 The sequence of differences 7 How to compute slopes using differences 8 The sequence of the sums 9 How to compute areas as sums 10 The fundamental relation between differences and sums

1 Sets and relations 2 Functions 3 Sequences as functions 4 How numerical functions emerge: optimization 5 How numerical functions emerge: motion 6 Set building 7 The xy-plane: where graphs live... 8 Relations and curves 9 A function as a black box 10 Give the function a domain... 11 The graph of a function 12 Algebra creates functions 13 Algebra creates functions, continued 14 The arithmetic operations on functions 15 The image: the range of values of a function

1 Operations on sets 2 Piece-wise defined functions 3 Numerical functions are transformations of the real number line 4 Functions with regularities: one-to-one and onto 5 Compositions of functions 6 The inverse of a function 7 Transforming the axes transforms the plane 8 Change of variables 9 Changing variables transforms the graphs of functions 10 The graph of a quadratic polynomial is a parabola 11 The algebra of compositions 12 Solving equations

1 The simplest functions 2 Monotonicity and extreme values 3 Functions with symmetries 4 Quadratic polynomials 5 Polynomial functions 6 Rational functions 7 The algebra of exponents 8 The root functions 9 The exponential function 10 The logarithmic function 11 Algebra of logarithms 12 The Euclidean plane: distances 13 Trigonometric functions 14 The Euclidean plane: angles 15 A very brief history of functions

2 Part I: Differential calculus

1 What is calculus about? 2 Sequences 3 Limits of sequences: long-term trends 4 The definition of limit 5 Algebra of sequences and limits 6 Can we add infinities? Or subtract? 7 More properties of limits of sequences 8 Theorems of Introductory Analysis 9 Famous limits 10 The exponential function and the logarithm

1 Limits of functions: small scale trends 2 Limits under algebraic operations 3 Discontinuity: what to avoid 4 Continuity under algebraic operations 5 Limits and continuity under compositions 6 Continuity of the inverse 7 More on limits and continuity 8 Global properties of continuous functions 9 Large-scale behavior and asymptotes 10 Limits and infinity 11 Continuity and accuracy 12 The ε-δ definition of limit 13 Flowchart for limit computation

1 Location - velocity - acceleration 2 The Tangent Problem 3 The rate of change: the difference quotient of a function 4 The limit of the difference quotient: the derivative 5 The derivative is the instantaneous rate of change 6 Differentiability 7 The derivative as a function 8 Notation 9 Differentiation of the trigonometric and exponential functions 10 Differentiation of the power functions 11 A ball is thrown...

1 Differentiation over addition and constant multiple 2 Differentiation over multiplication and division 3 The rate of change of the rate of change 4 Repeated differentiation 5 Differentiation over compositions: the Chain Rule 6 Change of variables and the derivative 7 Implicit differentiation and related rates 8 Radar gun: the math 9 Differentiation of the inverse function 10 Examples of differentiation 11 Reversing differentiation 12 Newton's Laws

1 Extreme points and the derivative 2 Maximum and minimum values of functions 3 What the derivative says about the difference quotient: the Mean Value Theorem 4 Monotonicity and the sign of the derivative 5 Concavity and the sign of the second derivative 6 Derivatives and extrema 7 Anti-differentiation 8 Antiderivatives 9 Using differentiation to compute limits: L'Hopital's Rule 10 The limit of the difference quotient is the derivative

1 Optimization examples 2 Solving equations numerically: bisection and Newton's method 3 Linearization 4 The accuracy of the best linear approximation 5 Flows: a discrete model 6 Motion under forces: a discrete model 7 Exponential models: discrete and continuous 8 Functions of several variables

3 Part II: Integral calculus

1 The Area Problem 2 The geometry of the coordinate system 3 The total value: the Riemann sum of a function 4 The Fundamental Theorem of Calculus 5 How to approximate the displacement from the velocity 6 The limit of the Riemann sum: the Riemann integral 7 The Fundamental Theorem of Calculus continued 8 Properties of Riemann sums and Riemann integrals 9 Properties of Riemann sums and Riemann integrals continued

1 Linear change of variables in integral 2 Integration by substitution: compositions 3 Change of variables in integrals 4 Change of variables in definite integrals 5 Trigonometric substitutions 6 Integration by parts: products 7 Integration methods 8 The areas of infinite regions: improper integrals 9 Properties of proper and improper integrals

1 The area between two graphs 2 Volumes via cross-sections 3 The linear density and the mass 4 The center of mass 5 The coordinate system for dimension 3 6 Volumes of solids of revolution 7 The radial density and the mass 8 Flow rate 9 Work 10 The average value of a function 11 Numerical integration 12 Lengths of curves

1 A ball is thrown... 2 Introduction to parametric curves 3 Introduction to functions of several variables 4 Introduction to calculus of several variables 5 Differential equations 6 The centroid of a flat object 7 Alternative coordinate systems 8 Discrete forms 9 Differential forms

1 From linear to quadratic approximations 2 Taylor polynomials 3 Sequences of functions 4 Infinite series 5 Examples of series 6 Comparison of series 7 Algebraic properties of series 8 Divergence 9 Series with non-negative terms 10 Comparison of series, continued 11 Absolute convergence 12 The Ratio Test and the Root Test 13 Power series 14 Calculus of power series

4 Part III: Calculus in higher dimensions

1 Multiple variables, multiple dimensions 2 Euclidean spaces and Cartesian systems of dimensions 1, 2, 3,... 3 Geometry of distances 4 Sequences and topology in ${\bf R}^n$ 5 The coordinate-wise treatment of sequences 6 Vectors 7 Algebra of vectors 8 Components of vectors 9 Lengths of vectors 10 Parametric curves 11 Partitions of the Euclidean space 12 Discrete forms 13 Angles between vectors and the dot product 14 Projections and decompositions of vectors 15 Sequences of vectors and their limits

1 Parametric curves 2 Limits 3 Continuity 4 Location - velocity - acceleration 5 The change and the rate of change: the difference and the difference quotient 6 The instantaneous rate of change: derivative 7 Computing derivatives 8 Properties of difference quotients and derivatives 9 Compositions and the Chain Rule 10 What the derivative says about the difference quotient: the Mean Value Theorem 11 Sums and integrals 12 The Fundamental Theorem of Calculus 13 Algebraic properties of sums and integrals 14 The rate of change of the rate of change: the second difference quotient and the second derivative 15 Reversing differentiation: antiderivatives 16 The speed 17 Curves vs. parametric curves 18 The curvature 19 The arc-length parametrization 20 Re-parametrization 21 Lengths of curves 22 Arc-length integrals: weight 23 The helix

1 Overview of functions 2 Linear functions and planes in ${\bf R}^3$ 3 An example of a non-linear function 4 Graphs 5 Limits 6 Continuity 7 The partial differences and difference quotients 8 The average and the instantaneous rates of change 9 Linear approximations and differentiability 10 Partial differentiation and optimization 11 The second difference quotient with respect to a repeated variable 12 The second difference and the difference quotient with respect to mixed variables 13 The second partial derivatives

1 Overview of differentiation 2 Gradients vs. vector fields 3 The change of a function of several variables: the difference 4 The rate of change of a function of several variables: the gradient 5 Algebraic properties of the difference quotients and the gradients 6 Compositions and the Chain Rule 7 The gradient is perpendicular to the level curves 8 Monotonicity of functions of several variables 9 Differentiation and anti-differentiation 10 When is anti-differentiation possible? 11 When is a vector field a gradient?

1 Volumes and the Riemann sums 2 Properties of the Riemann sums 3 The Riemann integral over rectangles 4 The weight as the 3d Riemann sum 5 The weight as the 3d Riemann integral 6 Lengths, areas, volumes, and beyond 7 Outside the sandbox 8 Triple integrals 9 The n-dimensional case 10 The center of mass 11 The expected value 12 Gravity

1 What are vector fields? 2 Motion under forces: a discrete model 3 The algebra and geometry of vector fields 4 Summation along a curve: flow and work 5 Line integrals: work 6 Sums along closed curves reveal exactness 7 Path-independence of integrals 8 How a ball is spun by the stream 9 The Fundamental Theorem of Discrete Calculus of degree 2 10 Green's Theorem: the Fundamental Theorem of Calculus for vector fields in dimension

5 Part IV: Differential equations

1 Discrete models: how to set up differential equations 2 Solution sets of ODEs 3 Change of variables in ODEs 4 Separation of variables in ODEs 5 The method of integrating factors 6 Euler's method: back to discrete 7 Qualitative analysis of ODEs 8 How large is the difference between discrete and continuous? 9 Linearization of ODEs 10 Motion under forces: ODEs of second order

1 Where do matrices come from? 2 Transformations of the plane 3 Linear operators 4 Examples of linear operators 5 The determinant of a matrix 6 It's a stretch: eigenvalues and eigenvectors 7 Linear operators with real eigenvalues 8 How complex numbers emerge 9 Classification of quadratic polynomials 10 The complex plane ${\bf C}$ is the Euclidean space ${\bf R}^2$ 11 Multiplication of complex numbers: ${\bf C}$ isn't just ${\bf R}^2$ 12 Complex functions 13 Complex linear operators 14 Linear operators with complex eigenvalues 15 Complex calculus 16 Series and power series 17 Solving ODEs with power series

1 The predator-prey model 2 Qualitative analysis of the predator-prey model 3 Solving the Lotka–Volterra equations 4 Vector fields and systems of ODEs 5 Discrete systems of ODEs 6 Qualitative analysis of systems of ODEs 7 The vector notation and linear systems 8 Classification of linear systems 9 Classification of linear systems, continued

1 Pursuit curves 2 ODEs of second order as systems 3 Vector ODEs of second order: a double spring 4 A pendulum 5 Planetary motion 6 The two- and three-body problems 7 A cannon is fired... 8 Boundary value problems

1 Heat transfer in dimension $1$: a rod 2 The heat equation with respect to difference quotients 3 The heat equation with respect to derivatives 4 Heat transfer in dimension $2$: a plate 5 Wave propagation in dimension $1$: springs and strings 6 The wave equation with respect to derivatives 7 Wave propagation in dimension $2$: a membrane