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

Calculus Illustrated

Calculus Illustrated by Peter Saveliev

This is an early draft, work in progress. If you have any questions, please email me or use the facebook page. The lectures are on this YouTube channel.

1 Part R: Review of functions

1 Sets, relations, and functions 2 How numerical sets emerge... 3 How numerical relations and functions emerge... 4 The Cartesian plane: where graphs live... 5 Implicit relations and curves 6 Functions: explicit relations 7 The graph of a function 8 Elementary functions 9 Monotonicity 10 Sequences

1 The two main classes of functions 2 Compositions and inverses 3 Algebra of functions 4 Functions are transformations of the line 5 Transformations of the axes produce new functions 6 Compositions of numerical functions 7 Inverses

1 Some specific functions 2 The roots of quadratic polynomials 3 The algebra of integers and the algebra of polynomials 4 Polynomials as functions 5 Rational functions 6 Algebraic functions 7 Trigonometric functions 8 Concavity 9 Boundedness 10 Symmetries 11 The exponent 12 The logarithm 13 Change of variables 14 Functions of functions 15 History of functions 16 Systems of linear equations 17 The Euclidean spaces of dimensions 1 and 2

2 Part I: Differential calculus

1 Limits of sequences: long-term trends 2 The definition of limit 3 Algebra of sequences and limits 4 Adding infinities, dividing by zero, etc. 5 More properties of limits of sequences 6 Useful theorems* 7 Famous limits 8 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 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 The sigma notation 6 How to approximate the displacement from the velocity 7 The limit of the Riemann sum: the Riemann integral 8 The Fundamental Theorem of Calculus continued 9 Properties of Riemann sums and Riemann integrals 10 Properties of Riemann sums and Riemann integrals continued 11 Integrability*

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 New functions via integration 9 The areas of infinite regions: improper integrals 10 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 expected value 6 The coordinate system for dimension 3 7 Volumes of solids of revolution 8 The radial density and the mass 9 Flow rate 10 Work 11 The average value of a function 12 Numerical integration 13 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 Rn 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 R3 3 An example of a non-linear function 4 Graphs 5 Limits 6 Continuity 7 The partial difference quotients 8 The average 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 quotient with respect to mixed variables 13 The second partial derivatives 14 The Mean Value Theorem*

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 2

5 Part IV: Differential equations

1 Ordinary differential equations 2 Discrete models and setting up ODEs 3 Solution sets of ODEs 4 Change of variables in ODEs 5 Separation of variables in ODEs 6 The method of integrating factors 7 Solving ODEs numerically: Euler's method 8 Qualitative analysis of ODEs 9 The accuracy of Euler's method 10 Exactness* 11 Linearization of ODEs 12 Solving ODEs with series 13 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 Lotka–Volterra equations 4 Vector fields and systems of ODEs 5 Euler's method on the plane 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 Linearization 3 Discrete models and setting up vector ODEs 4 Motion under forces: ODEs of second order 5 Motion under forces: vector ODE of second order 6 Planetary motion 7 The two- and three-body problems 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