1
Integration by Parts

Key Formula

$$\int u\,dv = uv - \int v\,du$$

LIATE rule — choose $u$ in this priority order: Logarithmic · Inverse trig · Algebraic · Trigonometric · Exponential.

Example

Evaluate $\displaystyle\int x e^x\,dx$.

Let $u=x$, $dv=e^x dx$ → $du=dx$, $v=e^x$
$$= xe^x - \int e^x\,dx = xe^x - e^x + C = e^x(x-1)+C$$
⭐ Memorize: $\int x e^x dx = e^x(x-1)+C$ · $\int x\sin x\,dx = \sin x - x\cos x + C$
2
Trigonometric Integrals

Key Identities

$\sin^2 x = \frac{1-\cos 2x}{2}$, $\cos^2 x = \frac{1+\cos 2x}{2}$
$\sin^2x+\cos^2x=1$, $\sec^2x=1+\tan^2x$

For $\int \sin^m x\cos^n x\,dx$: if $m$ or $n$ is odd, factor one out and substitute; if both even, use half-angle identities.

$\displaystyle\int \sin^3 x\,dx = \int (1-\cos^2 x)\sin x\,dx$
Let $u=\cos x$ → $-\cos x + \frac{\cos^3 x}{3}+C$
3
Trigonometric Substitution
$\sqrt{a^2-x^2}$: let $x=a\sin\theta$
$\sqrt{a^2+x^2}$: let $x=a\tan\theta$
$\sqrt{x^2-a^2}$: let $x=a\sec\theta$
$\displaystyle\int \frac{dx}{\sqrt{4-x^2}}$: let $x=2\sin\theta$ → $dx=2\cos\theta\,d\theta$, $\sqrt{4-x^2}=2\cos\theta$
$$=\int d\theta = \theta+C = \arcsin\!\tfrac{x}{2}+C$$
4
Partial Fractions
$\dfrac{P(x)}{Q(x)}$: factor $Q(x)$, then decompose.
Linear: $\dfrac{A}{x-a}$; Repeated: $\dfrac{A}{x-a}+\dfrac{B}{(x-a)^2}$;
Irreducible quad: $\dfrac{Ax+B}{x^2+bx+c}$
$\displaystyle\int \frac{1}{x^2-1}dx = \int\!\left(\frac{1/2}{x-1}-\frac{1/2}{x+1}\right)\!dx = \frac{1}{2}\ln\left|\frac{x-1}{x+1}\right|+C$
5
Improper Integrals
$\displaystyle\int_a^\infty f(x)\,dx = \lim_{t\to\infty}\int_a^t f(x)\,dx$
p-integral: $\displaystyle\int_1^\infty \frac{1}{x^p}dx$ converges iff $p>1$
$\displaystyle\int_1^\infty \frac{1}{x^2}dx = \lim_{t\to\infty}\!\left[-\frac{1}{x}\right]_1^t = 0-(-1) = 1$
⭐ $\int_1^\infty 1/x^p$: converges $p>1$. $\int_0^1 1/x^p$: converges $p<1$.
6
Sequences & Series
Geometric series: $\displaystyle\sum_{n=0}^\infty ar^n = \frac{a}{1-r}$, $|r|<1$
Telescoping: partial fractions then cancel

Divergence Test

If $\lim_{n\to\infty}a_n \neq 0$, the series diverges. (If limit = 0, test is inconclusive.)

$\displaystyle\sum_{n=0}^\infty \left(\frac{2}{3}\right)^n = \frac{1}{1-2/3} = 3$
7
Convergence Tests
Ratio Test: $L=\lim\left|\frac{a_{n+1}}{a_n}\right|$; converges if $L<1$, diverges if $L>1$
Root Test: $L=\lim \sqrt[n]{|a_n|}$; same rule
Integral Test: $\sum a_n$ behaves like $\int f(x)dx$ (need $f$ dec., pos.)
Comparison & Limit Comparison also key
⭐ p-series $\sum 1/n^p$: converges iff $p>1$
8
Power Series & Radius of Convergence
$\displaystyle\sum_{n=0}^\infty c_n(x-a)^n$; Radius $R = \frac{1}{\limsup\sqrt[n]{|c_n|}}$
Use Ratio Test: $R=\lim\left|\frac{c_n}{c_{n+1}}\right|$
$\displaystyle\sum_{n=0}^\infty \frac{x^n}{n!}$: $\lim \frac{|x|^{n+1}/(n+1)!}{|x|^n/n!}=\frac{|x|}{n+1}\to 0$ for all $x$ → $R=\infty$
9
Taylor & Maclaurin Series
$f(x)=\displaystyle\sum_{n=0}^\infty \frac{f^{(n)}(a)}{n!}(x-a)^n$

Key Series (Memorize)

$e^x = \sum_{n=0}^\infty \frac{x^n}{n!}$  (all $x$)
$\sin x = \sum_{n=0}^\infty \frac{(-1)^n x^{2n+1}}{(2n+1)!}$
$\cos x = \sum_{n=0}^\infty \frac{(-1)^n x^{2n}}{(2n)!}$
$\frac{1}{1-x} = \sum_{n=0}^\infty x^n$  ($|x|<1$)
$\ln(1+x)=\sum_{n=1}^\infty \frac{(-1)^{n+1}x^n}{n}$  ($|x|\le1, x\neq-1$)
10
Parametric Equations & Arc Length
$\dfrac{dy}{dx}=\dfrac{dy/dt}{dx/dt}$  (tangent slope)
Arc length: $L=\displaystyle\int_a^b\!\sqrt{\!\left(\tfrac{dx}{dt}\right)^2\!+\!\left(\tfrac{dy}{dt}\right)^2}\,dt$
$x=\cos t$, $y=\sin t$ ($0\le t\le 2\pi$)
$L=\int_0^{2\pi}\!\sqrt{\sin^2 t+\cos^2 t}\,dt=2\pi$
11
Polar Coordinates
$x=r\cos\theta$, $y=r\sin\theta$, $r^2=x^2+y^2$
Area: $A=\dfrac{1}{2}\displaystyle\int_\alpha^\beta r^2\,d\theta$
Arc length: $L=\displaystyle\int_\alpha^\beta\!\sqrt{r^2+\left(\tfrac{dr}{d\theta}\right)^2}\,d\theta$
Area enclosed by $r=2\cos\theta$:
$A=\frac{1}{2}\int_0^\pi (2\cos\theta)^2 d\theta = 2\int_0^\pi \cos^2\theta\,d\theta = \pi$
12
First-Order ODE (Separable & Linear)

Separable

$\dfrac{dy}{dx}=g(x)h(y)$ → $\displaystyle\int\frac{dy}{h(y)}=\int g(x)\,dx$

Linear ($y'+P(x)y=Q(x)$)

Integrating factor: $\mu=e^{\int P(x)dx}$
Solution: $y=\dfrac{1}{\mu}\int \mu Q(x)\,dx$
$\dfrac{dy}{dx}=xy$: separate → $\dfrac{dy}{y}=x\,dx$ → $\ln|y|=\frac{x^2}{2}+C$ → $y=Ae^{x^2/2}$