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The whole Calculus and Optimization formula sheet, to print

44 formulas in 3 topics, each with when to use it. Each is explained in the topic notes.

Limits, continuity and differentiability

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LIMIT EXISTS IFF BOTH ONE-SIDED LIMITS AGREE

Use one-sided limits for , floor, piecewise functions and any function that changes formula at .

STANDARD TRIGONOMETRIC LIMITS

Only for in radians and . For , instead.

STANDARD EXPONENTIAL AND LOGARITHMIC LIMITS

Each is a form that equals a derivative at (of , and respectively).

LIMITS DEFINING E AND THE BINOMIAL LIMIT

Here is any real number. More generally for any real .

THE $1^\INFTY$ FORM

Applies when near , , , and the limit inside the exponential exists.

EXPANSIONS NEAR $X=0$: EXPONENTIAL AND LOGARITHM

The series holds for all real ; the series holds for .

EXPANSIONS NEAR $X=0$: TRIGONOMETRIC

The and series hold for all real ; the series for . In a limit at , replace each function by enough terms and compare the lowest powers: for example .

L'HOPITAL'S RULE

Needs: of the form or as ; differentiable with on a punctured neighbourhood of ; and the limit of (the limit on the right of the equation) to exist, finite or infinite. It also holds for one-sided limits and for . Differentiate numerator and denominator separately; do not use the quotient rule.

GROWTH ORDER

Exponentials beat powers and powers beat logarithms as .

CONTINUITY AT A POINT

Three things must hold: is defined, the limit exists and is finite, and the two are equal. Equivalently, left limit = right limit = .

INTERMEDIATE VALUE THEOREM

Used to show a root exists, for example gives a root of in .

EXTREME VALUE THEOREM

Both conditions matter: on the open interval , is continuous but has no maximum.

DERIVATIVE FROM FIRST PRINCIPLES

is differentiable at when this limit exists and is finite.

LEFT AND RIGHT DERIVATIVES

is differentiable at if and only if both exist, are finite and .

DIFFERENTIABILITY IMPLIES CONTINUITY

The converse is false. Hence a function that is not continuous at cannot be differentiable at .

PRODUCT AND QUOTIENT RULES

For differentiable at the point.

CHAIN RULE

For differentiable at and differentiable at .

LOGARITHMIC DIFFERENTIATION

For and differentiable. For example for .

ROLLE'S THEOREM

All three conditions are needed. Typical use: if is continuous on the closed interval between two roots and differentiable inside it, then has a root strictly between them.

LAGRANGE'S MEAN VALUE THEOREM

Some point has tangent slope equal to the average slope over . Rolle's theorem is the special case .

CAUCHY'S MEAN VALUE THEOREM

The condition ensures (by Rolle's theorem). Taking gives Lagrange's theorem.

Taylor series

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TAYLOR SERIES ABOUT X = A

Valid for those where the series converges to ; convergence is not automatic, so state the range of .

MACLAURIN SERIES (A = 0)

The coefficient of is , so .

EXPONENTIAL

Converges for all real .

SINE

Converges for all real ; only odd powers appear.

COSINE

Converges for all real ; only even powers appear.

NATURAL LOGARITHM

Valid for . At it gives ; at it diverges.

BINOMIAL SERIES

For any real it is valid for and diverges for (radius 1) unless is a non-negative integer, in which case the series stops and is exact for all . At convergence depends on (for example, for it also converges at both endpoints).

GEOMETRIC SERIES

Valid for . Replace by for .

INVERSE TANGENT

Valid for ; obtained by integrating from to . At it gives .

TANGENT (FIRST TERMS)

Valid for ; only odd powers appear. The first two terms are usually enough for limits as .

RADIUS OF CONVERGENCE (RATIO TEST)

When this limit exists (it may be ), the series converges absolutely for and diverges for ; the endpoints must be checked separately. For a series with only odd or only even powers, apply the ratio test to consecutive non-zero terms instead.

TAYLOR'S THEOREM WITH LAGRANGE REMAINDER

Needs continuous on the closed interval between and and to exist on the open interval (having continuous derivatives is enough). Hence , where is the largest value of on that interval.

ALTERNATING SERIES ERROR BOUND

Applies when, from the first omitted term on, the terms alternate in sign and decrease in magnitude to 0; the error then has the same sign as the first omitted term. Examples: for ; , and for .

HIGHER-ORDER DERIVATIVE TEST

Assume is continuous near . If is even: local minimum when , local maximum when . If is odd: no local extremum at . For this is the second-derivative test.

Maxima, minima and single-variable optimisation

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CRITICAL POINT

Necessary condition: if has a local extremum at an interior point and exists, then . So every interior local extremum is a critical point. The converse is false: has but no extremum at .

MONOTONICITY FROM THE SIGN OF THE DERIVATIVE

is an interval, is continuous on and differentiable at its interior points. on gives non-decreasing; if in addition only at isolated points, is still strictly increasing. The converse of the first implication fails: is strictly increasing on although .

SECOND-DERIVATIVE TEST

Needs and to exist, so it cannot be used at a critical point where does not exist. If the test is inconclusive and you must use the first-derivative test or higher derivatives.

EXTREME VALUE THEOREM

Both conditions matter: continuity, and a closed bounded interval. On an open interval an extremum may not exist, for example on has neither. A discontinuous function on a closed interval may also fail, for example for with has no maximum on .

CONVEX AND CONCAVE FUNCTIONS (TWICE DIFFERENTIABLE ON AN INTERVAL $I$)

Convex (also called concave up) means for all and . For differentiable this is equivalent to the graph lying on or above every tangent line: for all . on makes strictly convex, but not conversely: is strictly convex although .

POINT OF INFLECTION

A point of inflection is a point where is continuous and the graph changes from convex to concave or the reverse. If exists at an inflection point then . The converse is false: has but on both sides, so is not an inflection point. An inflection point can also occur where does not exist: has for and for , with undefined.

SINGLE CRITICAL POINT ON AN INTERVAL

The same holds with min in place of max. Reason: if some had , would have a local minimum strictly between and , which would be a second critical point.

GRADIENT DESCENT UPDATE (ONE VARIABLE)

The iterate stays put exactly when , that is at a critical point. That point need not be a minimum if the iterate lands on it exactly. On a non-convex the iteration can settle at a local minimum that is not global; which one depends on and .

GRADIENT DESCENT ON A QUADRATIC

Converges to from every starting point if and only if , that is . With it reaches in one step. For the iterates alternate sides of while converging. At they bounce between and forever, and for they diverge (whenever ). Here , the constant curvature.