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Further calculus A. Ostaszewski, J.M. Ward MT2 176 , 2790 176 2012 Undergraduate study in

Further calculus

A. Ostaszewski, J.M. Ward

MT2 176 , 2790 176

2012

Undergraduate study in Economics, Management, Finance and the Social Sciences

This is an extract from a subject guide for an undergraduate course offered as part of the University of London International Programmes in Economics, Management, Finance and the Social Sciences. Materials for these programmes are developed by academics at the London School of Economics and Political Science (LSE).

For more information, see: www.londoninternational.ac.uk

at the London School of Economics and Political Science (LSE). For more information, see: www.londoninternational.ac.uk

This guide was prepared for the University of London International Programmes by:

A. Ostaszewski, Department of Mathematics, The London School of Economics and Political Science.

J.M. Ward, Department of Mathematics, The London School of Economics and Political Science.

This is one of a series of subject guides published by the University. We regret that due to pressure of work the authors are unable to enter into any correspondence relating to, or aris- ing from, the guide. If you have any comments on this subject guide, favourable or unfavour- able, please use the form at the back of this guide.

University of London International Programmes Publications Office Stewart House 32 Russell Square London WC1B 5DN United Kingdom

www.londoninternational.ac.uk

Published by: University of London

© University of London 2012

The University of London asserts copyright over all material in this subject guide except where otherwise indicated. All rights reserved. No part of this work may be reproduced in any form, or by any means, without permission in writing from the publisher.

We make every effort to contact copyright holders. If you think we have inadvertently used your copyright material, please let us know.

Contents

Contents

1 Introduction

1

1.1 This subject .

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1.2 Reading

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2

1.3 Online study resources

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3

1.3.1 The VLE

 

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4

1.3.2 Making use of the Online Library

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5

1.4 Using this subject guide

 

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5

1.5 Examination advice .

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1.6 The use of calculators .

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2 Limits

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2.1

Limits

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2.1.1 Limits at infinity

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2.1.2 Limits at a point

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19

2.2

Some useful results that involve limits

 

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28

2.2.1 Continuity .

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28

2.2.2 Differentiability

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29

2.2.3 Taylor series and Taylor’s theorem

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31

2.2.4 L’Hˆopital’s rule

 

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34

Learning outcomes

 

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38

Solutions to activities .

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38

. Solutions to exercises

Exercises .

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46

47

3 The Riemann integral

 

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3.1

The Riemann integral .

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53

3.1.1 Lower and upper estimates of an area

 

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54

3.1.2 Getting better lower and upper estimates .

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60

3.1.3 The definition of the Riemann integral

 

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63

3.1.4 What happens if the integrand isn’t continuous? .

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66

3.1.5 Some properties of the Riemann integral

 

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71

Contents

3.2

The Fundamental Theorem of Calculus

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72

3.2.1 Motivating the FTC

 

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72

3.2.2 Notation: Dummy variables

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75

3.2.3 The relationship between integration and differentiation

 

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3.2.4 Some applications of the FTC

 

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77

3.2.5 An extension of the FTC .

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82

. Solutions to activities .

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82

. Solutions to exercises

Exercises .

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93

94

4 Improper integrals

 

99

4.1

Improper integrals

 

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99

4.1.1 Improper integrals of two kinds, and a third kind

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100

4.1.2 Some further thoughts on improper integrals .

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102

4.2

Tests for convergence and divergence

 

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106

4.2.1 The Direct Comparison Test .

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107

4.2.2 The Limit Comparison Test

 

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111

4.2.3 Variable sign integrands

 

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121

Learning outcomes

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123

Solutions to activities .

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123

. Solutions to exercises

Exercises .

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129

130

5 Double integrals

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5.1

Double integrals

 

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135

5.1.1 Volumes over rectangular bases

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136

5.1.2 Defining double integrals in terms of volumes

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137

5.1.3 Motivating Fubini’s theorem .

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139

5.1.4 Fubini’s theorem

 

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141

5.1.5 Volumes over other bases .

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143

5.2 Change of variable techniques

 

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152

5.3 Improper double integrals

 

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162

Learning outcomes

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165

Solutions to activities .

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165

Exercises .

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179

Contents

Solutions to exercises .

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180

6 Manipulation of integrals

 

187

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The manipulation of proper integrals

 

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187

6.1.1 Joint continuity

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188

6.1.2 The manipulation rules for proper integrals .

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191

6.1.3 Applications of the rules for manipulating proper integrals

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194

6.2

The manipulation of improper integrals

 

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197

6.2.1 Dominated convergence

 

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198

6.2.2 The manipulation rules for improper integrals

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205

6.2.3 Using the rules for manipulating improper integrals

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206

Learning outcomes

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210

Solutions to activities

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. Solutions to exercises .

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216

217

7 Laplace transforms

 

221

7.1

What is a Laplace transform?

 

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221

7.1.1 Some properties of the Laplace transform .

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223

7.1.2 Extending our view of Laplace transforms

 

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230

7.2

Using Laplace transforms .

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233

7.2.1 Solving ODEs with constant coefficients

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233

7.2.2 Convolutions

 

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