Much of our work with differential equations asks us to recognize calculus
we already know. Checking a proposed solution means differentiating it;
finding one often means recognizing a chain rule or a product rule waiting
to be undone. This appendix reviews those rules and the functions we most
often use them on.
We will move briskly. Rather than collect a long table of derivatives,
we will recover the familiar formulas from a few algebraic and geometric
facts. The integration techniques will then follow by reversing those
derivative calculations. Short questions along the way give you a chance
to try the ideas; answers are collected at the end.
A.1Differentiation Rules
The derivative records the first-order change of a function:
𝑓′(𝑥)=limℎ→0𝑓(𝑥+ℎ)−𝑓(𝑥)ℎ.
When this limit exists, a small input change ℎ produces the change
𝑓′(𝑥)ℎ, with an error whose ratio to ℎ tends to zero. This is the
local linear approximation behind tangent lines and Euler's method.
The limit definition immediately gives the derivative of a constant as
zero and the derivative of 𝑥 as 1. It also gives linearity:
(𝑎𝑓+𝑏𝑔)′=𝑎𝑓′+𝑏𝑔′
for constant scalars 𝑎,𝑏. The derivative of a product requires more
care. Both factors change, and we can separate those changes by writing
Divide by ℎ and take the limit. Differentiability implies continuity,
so 𝑔(𝑥+ℎ)→𝑔(𝑥), giving the product rule:
(𝑓𝑔)′=𝑓′𝑔+𝑓𝑔′.
Composition combines changes in a different way. An input change first
passes through 𝑔, then through 𝑓. Their local scaling factors
multiply, giving the chain rule:
𝑑𝑑𝑥𝑓(𝑔(𝑥))=𝑓′(𝑔(𝑥))𝑔′(𝑥).
The derivative of 𝑓 is evaluated at the intermediate value 𝑔(𝑥),
not at the original input 𝑥.
This also tells us how to differentiate an inverse. Suppose 𝑔=𝑓−1,
so 𝑓(𝑔(𝑥))=𝑥. Differentiating gives
𝑓′(𝑔(𝑥))𝑔′(𝑥)=1,𝑔′(𝑥)=1𝑓′(𝑔(𝑥)).
The inverse-function theorem justifies the differentiability used here:
if 𝑓 is continuously differentiable near 𝑎 and 𝑓′(𝑎)≠0, then
𝑓 has a differentiable local inverse near 𝑓(𝑎), with
(𝑓−1)′(𝑓(𝑎))=1𝑓′(𝑎).
Geometrically, exchanging input and output exchanges the roles of rise and
run. The nonzero derivative matters: the inverse of 𝑥3 has a vertical
tangent at zero rather than a finite derivative there.
Try this 1. Differentiate 𝑓(𝑥)𝑓(𝑥)𝑔(𝑥) using only the product
rule, and then differentiate 𝑓(𝑔(𝑥))𝑔(𝑥).
Try this 2. A continuously differentiable, invertible function
satisfies 𝑓(1)=2 and 𝑓′(1)=4. What is (𝑓−1)′(2)? Why does
the formula ask for 𝑓′(1) rather than 𝑓′(2)?
A.2Elementary Functions
A.2.1Powers, reciprocals, and roots
The product rule produces every positive-integer power derivative. The
case 𝑛=1 is already known. If (𝑥𝑛)′=𝑛𝑥𝑛−1, then
(𝑥𝑛+1)′=(𝑥𝑛𝑥)′=𝑛𝑥𝑛−1𝑥+𝑥𝑛=(𝑛+1)𝑥𝑛.
Induction therefore proves the rule for all positive integers 𝑛.
Linearity now differentiates any polynomial.
We can find other derivatives by differentiating identities. Let
𝑟(𝑥)=1/𝑥 for 𝑥≠0. Since 𝑥𝑟(𝑥)=1, the product rule gives
𝑟(𝑥)+𝑥𝑟′(𝑥)=0,𝑟′(𝑥)=−1𝑥2.
The chain rule consequently gives (1/𝑔)′=−𝑔′/𝑔2 wherever 𝑔≠0.
Applying the product rule to 𝑓/𝑔=𝑓(1/𝑔) yields the quotient rule:
(𝑓𝑔)′=𝑓′𝑔−𝑓𝑔′𝑔2.
For the square root, set 𝑠(𝑥)=√𝑥 on 𝑥>0. It is the inverse
of squaring on the positive half-line, so the inverse rule ensures it
is differentiable. Differentiate 𝑠(𝑥)𝑠(𝑥)=𝑥:
2𝑠(𝑥)𝑠′(𝑥)=1,𝑠′(𝑥)=12√𝑥.
These identities give formulas on their stated domains. Neither dividing
by 𝑥 at zero nor dividing by √𝑥 at zero is allowed. With the
chain rule, however, we immediately obtain such calculations as
𝑑𝑑𝑡√𝑡2+4=2𝑡2√𝑡2+4=𝑡√𝑡2+4,
which is valid for every real 𝑡.
A.2.2Sine and cosine
The derivative formulas for sine and cosine come from the geometry of a
small angle. Measure angles in radians. For 0<ℎ<𝜋/2, draw the unit
circle with center 𝑂, the point 𝐴=(1,0), and
𝑃=(cosℎ,sinℎ). Extend the ray 𝑂𝑃 to meet the tangent line
𝑥=1 at 𝑇=(1,tanℎ).
The triangle 𝑂𝐴𝑃 lies inside the circular sector 𝑂𝐴𝑃, which lies
inside the triangle 𝑂𝐴𝑇. Comparing their areas gives
12sinℎ<12ℎ<12tanℎ.
The sector has area ℎ/2 because its angle is the fraction ℎ/(2𝜋)
of a full circle of area 𝜋. This is where radian measure enters.
Figure A.1 The inscribed triangle lies inside the sector, and the sector inside the
tangent triangle. Their common base 𝑂𝐴 has length one; the triangle
heights are sinℎ and tanℎ. Vary the angle to compare the three
areas as ℎ decreases. The area inequalities, rather than the appearance
of the picture, establish the limit.
Rearranging the inequalities gives
cosℎ<sinℎℎ<1.
As ℎ→0+, the point 𝑃 approaches 𝐴, so cosℎ→1.
The squeeze theorem gives the limit 1; because sinℎ/ℎ is even,
the same limit holds from the left. Using the circle identity
sin2ℎ+cos2ℎ=1 then gives
cosℎ−1ℎ=−sinℎℎsinℎ1+cosℎ⟶0.
Now the angle-addition identity supplies the derivative:
sin(𝑥+ℎ)−sin𝑥ℎ=sin𝑥cosℎ−1ℎ+cos𝑥sinℎℎ⟶cos𝑥.
The cosine addition identity similarly gives −sin𝑥. Thus
(sin𝑥)′=cos𝑥,(cos𝑥)′=−sin𝑥.
The quotient rule gives (tan𝑥)′=1/cos2𝑥 wherever cos𝑥≠0.
On (−𝜋/2,𝜋/2), tangent has the inverse arctan, so the
inverse derivative rule gives
(arctan𝑥)′=cos2(arctan𝑥)=11+𝑥2.
Here the last equality uses 1+tan2𝜃=1/cos2𝜃.
A.2.3Exponentials and logarithms
Begin with a familiar exponential 𝑎𝑥, where 𝑎>0. We take the
ordinary exponent laws and differentiability of these functions as known
from calculus. The addition law separates the difference quotient:
𝑎𝑥+ℎ−𝑎𝑥ℎ=𝑎𝑥𝑎ℎ−1ℎ.
Since 𝑎0=1, the limit of the last factor is exactly the slope of
𝑎𝑥 at zero. So the derivative of an exponential is the exponential
itself, multiplied by its slope at zero.
Which base makes that extra factor equal to 1? That base is 𝑒:
the number 𝑒≈2.71828 is characterized by
limℎ→0𝑒ℎ−1ℎ=1.
We take the existence of this base as known from calculus. The
difference-quotient calculation above now gives
𝑑𝑑𝑥𝑒𝑥=𝑒𝑥.
The natural exponential𝑒𝑥 has both value 1 and slope 1 at
zero, and its derivative equals its value everywhere.
The natural logarithm, written log𝑥 or ln𝑥, is the inverse
of this exponential. Its domain is 𝑥>0, and
𝑒log𝑥=𝑥,log(𝑒𝑡)=𝑡.
The inverse rule now does the work:
(log𝑥)′=1𝑒log𝑥=1𝑥.
The exponential addition law also gives
log(𝑎𝑏)=log𝑎+log𝑏 for positive 𝑎,𝑏. For another positive
base 𝑎, write 𝑎=𝑒log𝑎 and use the chain rule:
𝑎𝑥=𝑒𝑥log𝑎,𝑑𝑑𝑥𝑎𝑥=(log𝑎)𝑎𝑥.
Likewise, for a real exponent 𝛼 and 𝑥>0,
𝑥𝛼=𝑒𝛼log𝑥,𝑑𝑑𝑥𝑥𝛼=𝑒𝛼log𝑥𝛼𝑥=𝛼𝑥𝛼−1.
This extends the power rule beyond the integer case proved earlier.
For integer powers we also have the larger domains already allowed
by their algebraic definitions.
One form of the logarithm derivative is particularly useful when
integrating. For 𝑥<0, the chain rule gives
(log(−𝑥))′=(−1)/(−𝑥)=1/𝑥. Together with the positive case, this says
Try this 3. Differentiate 𝑒−𝑡sin(2𝑡) and (log𝑡)/𝑡,
stating where each formula is valid.
Try this 4. Differentiate log|1−𝑡2|. On which intervals is
this function differentiable? Does a negative value of 1−𝑡2
prevent us from using the formula?
A.3Integration and the Fundamental Theorem
An integral adds up a rate over an interval. For continuous 𝑓, the
definite integral ∫𝑏𝑎𝑓(𝑠)𝑑𝑠 is the limit of sums of values of
𝑓 times small interval widths. Contributions below zero carry a
negative sign. Reversing the bounds reverses the sign, and an interval
of zero length gives zero.
Fix 𝑎 and let the other endpoint vary:
𝐹𝑎(𝑡)=∫𝑡𝑎𝑓(𝑠)𝑑𝑠.
We have defined a function of 𝑡. The letter 𝑠 is a dummy variable
which runs through the integral; renaming it does not change the answer.
The subscript on 𝐹𝑎 records the base point, which stays fixed.
Theorem A.1 (Fundamental Theorem of Calculus). Let 𝑓 be continuous on an interval 𝐼 and let 𝑎∈𝐼. Then
𝐹𝑎(𝑡)=∫𝑡𝑎𝑓(𝑠)𝑑𝑠 satisfies 𝐹′𝑎(𝑡)=𝑓(𝑡) at interior
points of 𝐼. If 𝐺′=𝑓 on 𝐼, then for 𝑎,𝑏∈𝐼,
∫𝑏𝑎𝑓(𝑠)𝑑𝑠=𝐺(𝑏)−𝐺(𝑎).
The first statement comes from
𝐹𝑎(𝑡+ℎ)−𝐹𝑎(𝑡)ℎ=1ℎ∫𝑡+ℎ𝑡𝑓(𝑠)𝑑𝑠.
This is the average value of 𝑓 over a shrinking interval, so continuity
makes its limit 𝑓(𝑡). For the second statement, 𝐺−𝐹𝑎 has derivative
zero and hence is constant by the mean value theorem. Evaluating that
constant at 𝑎 gives 𝐺(𝑡)−𝐹𝑎(𝑡)=𝐺(𝑎).
A.3.1Which integral are we writing?
An antiderivative of 𝑓 is a function 𝐺 with 𝐺′=𝑓. Any two
antiderivatives differ by a constant on an interval, since their difference
has derivative zero. The indefinite integral notation records the
whole family:
∫𝑓(𝑡)𝑑𝑡=𝐺(𝑡)+𝐶.
There are no bounds because no value or base point has yet been selected.
By contrast, a definite integral with fixed bounds gives a number, while
a variable bound gives a particular function. For the same integrand,
∫2𝑡𝑑𝑡=𝑡2+𝐶,∫202𝑠𝑑𝑠=4,∫𝑡02𝑠𝑑𝑠=𝑡2.
The last expression selects the antiderivative which is zero at 𝑡=0.
There is no missing +𝐶 in a definite integral: its bounds have already
fixed its value. To describe every antiderivative, we add a constant
outside the definite integral:
𝑦(𝑡)=𝐶+∫𝑡0𝑓(𝑠)𝑑𝑠.
This will be our default form when zero belongs to the interval under
consideration. In this form 𝐶=𝑦(0). There is nothing mandatory about
zero, however. We can choose any base point 𝑎 in the interval and write
𝑦(𝑡)=𝐶+∫𝑡𝑎𝑓(𝑠)𝑑𝑠,𝐶=𝑦(𝑎).
Changing the base point changes the constant needed to describe the same
function. An initial condition 𝑦(𝑡0)=𝑦0 suggests an especially
convenient choice:
𝑦(𝑡)=𝑦0+∫𝑡𝑡0𝑓(𝑠)𝑑𝑠.
If we keep another base point 𝑎, then
𝐶=𝑦0−∫𝑡0𝑎𝑓(𝑠)𝑑𝑠. If instead we start from an arbitrary
antiderivative 𝐺, the formula 𝑦=𝐺+𝐶 requires
𝐶=𝑦0−𝐺(𝑡0). The symbol 𝐶 does not have a fixed numerical meaning
independent of how we write the antiderivative.
For example, the problem 𝑦′=2𝑡, 𝑦(1)=3 from Chapter 2 can be written
in all three ways:
𝑦(𝑡)=𝑡2+2=2+∫𝑡02𝑠𝑑𝑠=3+∫𝑡12𝑠𝑑𝑠.
The constants 2 and 3 differ because the integrals have different
base points. Both expressions describe the same function.
An integral also defines an explicit function when no elementary
antiderivative is available. For instance,
𝐻(𝑡)=∫𝑡0𝑒−𝑠2𝑑𝑠
is a particular function with 𝐻(0)=0 and 𝐻′(𝑡)=𝑒−𝑡2. The
integral specifies its value at every 𝑡; an elementary formula is not
required. Numerical integration approximates those values, while the
Fundamental Theorem gives its derivative exactly.
A.3.2Logarithms and variable endpoints
We defined the logarithm as an inverse function and proved that its
derivative is 1/𝑥. The Fundamental Theorem now identifies its integral
representation:
∫𝑥1𝑑𝑢𝑢=log𝑥−log1=log𝑥,𝑥>0.
Thus the inverse of the exponential also measures accumulated area under
1/𝑥. Notice the base point 1. We could not replace it by zero here:
the integrand is undefined there and the integral diverges. Base points
must respect the interval on which the calculation makes sense.
Finally, combine the Fundamental Theorem with the chain rule. If 𝑢(𝑡)
and 𝑣(𝑡) are differentiable and their values lie in the interval of
continuity of 𝑓, then
𝑑𝑑𝑡∫𝑣(𝑡)𝑢(𝑡)𝑓(𝑠)𝑑𝑠=𝑓(𝑣(𝑡))𝑣′(𝑡)−𝑓(𝑢(𝑡))𝑢′(𝑡).
One way to see both terms is to write the integral as
𝐹𝑎(𝑣(𝑡))−𝐹𝑎(𝑢(𝑡)). No antiderivative formula for 𝑓 is needed.
Try this 5. Solve 𝑦′=cos𝑡, 𝑦(𝜋/2)=3. Write the answer
as an elementary antiderivative plus a constant, as a constant plus an
integral from 0 to 𝑡, and as an integral based at the initial time.
Try this 6. Differentiate ∫𝑡2𝑡𝑒−𝑠2𝑑𝑠 without
evaluating the integral.
A.4Substitution and Integration by Parts
The chain rule says that if 𝐹′=𝑓, then
(𝐹(𝑔(𝑡)))′=𝑓(𝑔(𝑡))𝑔′(𝑡). Read backward, it gives
∫𝑓(𝑔(𝑡))𝑔′(𝑡)𝑑𝑡=𝐹(𝑔(𝑡))+𝐶.
The substitution notation 𝑢=𝑔(𝑡), 𝑑𝑢=𝑔′(𝑡)𝑑𝑡 records this same
calculation. Its purpose is to recognize an outer function together
with the derivative of its input. For example,
∫2𝑡1+𝑡2𝑑𝑡=∫𝑑𝑢𝑢=log𝑢+𝐶=log(1+𝑡2)+𝐶,𝑢=1+𝑡2.
We do not need an absolute value in the final expression because
1+𝑡2>0. A substitution in a definite integral also changes its bounds:
∫𝑏𝑎𝑓(𝑔(𝑡))𝑔′(𝑡)𝑑𝑡=∫𝑔(𝑏)𝑔(𝑎)𝑓(𝑢)𝑑𝑢.
For this form of substitution, 𝑓 continuous and 𝑔 continuously
differentiable suffice; 𝑔 need not be one-to-one. The identity follows
by evaluating 𝐹(𝑔(𝑏))−𝐹(𝑔(𝑎)) on both sides. Reversals in direction
are already accounted for by the signed derivative and bounds.
For a product, (𝑢𝑣)′=𝑢′𝑣+𝑢𝑣′. Integrating and rearranging gives
integration by parts:
∫𝑢(𝑡)𝑣′(𝑡)𝑑𝑡=𝑢(𝑡)𝑣(𝑡)−∫𝑢′(𝑡)𝑣(𝑡)𝑑𝑡.
Indefinite integrals here represent antiderivative families; one arbitrary
constant in the final answer accounts for the freedom on both sides.
With fixed bounds the precise evaluation is
∫𝑏𝑎𝑢𝑣′𝑑𝑡=𝑢(𝑏)𝑣(𝑏)−𝑢(𝑎)𝑣(𝑎)−∫𝑏𝑎𝑢′𝑣𝑑𝑡.
The useful choice is one for which differentiating 𝑢 simplifies it,
while integrating 𝑣′ is possible. For ∫𝑡𝑒𝑡𝑑𝑡, choose
𝑢=𝑡 and 𝑣′=𝑒𝑡. Then
∫𝑡𝑒𝑡𝑑𝑡=𝑡𝑒𝑡−∫𝑒𝑡𝑑𝑡=(𝑡−1)𝑒𝑡+𝐶.
Sometimes both techniques are needed in one calculation. Assignment 2
led to
∫2𝑡3𝑒𝑡2𝑑𝑡.
The exponential suggests 𝑢=𝑡2, but we must transform the entire
integrand: 2𝑡3𝑑𝑡=𝑡2(2𝑡𝑑𝑡)=𝑢𝑑𝑢. Thus
∫2𝑡3𝑒𝑡2𝑑𝑡=∫𝑢𝑒𝑢𝑑𝑢=(𝑢−1)𝑒𝑢+𝐶=(𝑡2−1)𝑒𝑡2+𝐶.
The substitution exposes the product which integration by parts can
simplify. Differentiating the final answer checks both steps at once.
Try this 7. Use integration by parts to find
∫𝑡log𝑡𝑑𝑡 on 𝑡>0.
Try this 8. Evaluate ∫10𝑡/(1+𝑡2)𝑑𝑡 by substitution,
changing the bounds when you change variables.
A.5Partial Fractions
Sometimes the calculus becomes easy after an algebraic rearrangement.
For the logistic equation in Chapter 4 we needed to integrate
1𝑥(1−𝑥/𝐾),𝐾>0.
Its denominator has two distinct linear factors. Try expressing it as
a sum with one factor in each denominator:
1𝑥(1−𝑥/𝐾)=𝐴𝑥+𝐵𝐾−𝑥.
Multiplying by 𝑥(𝐾−𝑥) turns the rational identity into a polynomial
identity:
𝐾=𝐴(𝐾−𝑥)+𝐵𝑥=𝐴𝐾+(𝐵−𝐴)𝑥.
Matching the constant and linear coefficients gives 𝐴=𝐵=1. We have
therefore reduced the integral to
∫𝑑𝑥𝑥(1−𝑥/𝐾)=log|𝑥|−log|𝐾−𝑥|+𝐶.
The minus sign in the second logarithm comes from the derivative of
𝐾−𝑥. Differentiation verifies the decomposition and its integral.
The answer applies on each interval avoiding 0 and 𝐾; constants
on different intervals need not agree.
The general method follows the factorization of the denominator. First
use polynomial division if the numerator's degree is at least the
denominator's. For the remaining proper fraction, each linear factor
𝑥−𝑎 contributes a term 𝐴/(𝑥−𝑎). A repeated factor (𝑥−𝑎)𝑚
requires all powers through 𝑚:
𝐴1𝑥−𝑎+𝐴2(𝑥−𝑎)2+⋯+𝐴𝑚(𝑥−𝑎)𝑚.
A quadratic factor 𝑞(𝑥) with no real root requires a linear numerator
(𝐵𝑥+𝐶)/𝑞(𝑥); if it is repeated, include such a numerator over each
power of 𝑞. Multiply by the common denominator and match coefficients
to find the unknown constants.
Linear-factor terms integrate using powers and logarithms. For a single
irreducible quadratic, split its numerator into a multiple of 𝑞′ and
a constant. The first part integrates to a logarithm; completing the
square in the remaining part leads to arctangent. The basic identity is
∫𝑑𝑥(𝑥−𝑏)2+𝑎2=1𝑎arctan𝑥−𝑏𝑎+𝐶,𝑎>0,
which follows by substitution and the arctangent derivative. More
elaborate repeated-quadratic integrals need further reductions; the
linear factors and single quadratics cover the calculations we need here.
Partial fractions does not introduce a new differentiation rule. It
rewrites a rational function until the derivatives we already understand
become visible.
Try this 9. Decompose and integrate 1/[𝑥(𝑥+1)]. State the
intervals on which your antiderivative formulas apply.
Try this 10. Find an antiderivative of
(2𝑥+3)/(𝑥2+2𝑥+5) by separating a derivative-of-the-denominator
term and then completing the square.
Answers to the Review Questions
1. The derivatives are 2𝑓𝑓′𝑔+𝑓2𝑔′ and
𝑓′(𝑔(𝑥))𝑔′(𝑥)𝑔(𝑥)+𝑓(𝑔(𝑥))𝑔′(𝑥).
2.(𝑓−1)′(2)=1/4. The inverse takes input 2 back to 1,
so we use the derivative of 𝑓 at that recovered input.
3. The first derivative is
𝑒−𝑡(2cos(2𝑡)−sin(2𝑡)), valid for every real 𝑡.
The second is (1−log𝑡)/𝑡2, valid on 𝑡>0.
4. The derivative is −2𝑡/(1−𝑡2) on
(−∞,−1), (−1,1), and (1,∞). The absolute value
allows negative values of 1−𝑡2; only its zeros are excluded.
5. All three expressions are
𝑦(𝑡)=sin𝑡+2=2+∫𝑡0cos𝑠𝑑𝑠=3+∫𝑡𝜋/2cos𝑠𝑑𝑠.
6. The derivative is 2𝑡𝑒−𝑡4−𝑒−𝑡2. Both endpoint
derivatives are needed.
7. Choose 𝑢=log𝑡 and 𝑣′=𝑡, so 𝑢′=1/𝑡 and 𝑣=𝑡2/2.
Then
∫𝑡log𝑡𝑑𝑡=𝑡22log𝑡−∫𝑡2𝑑𝑡=𝑡22log𝑡−𝑡24+𝐶.
8. Set 𝑢=1+𝑡2, so 𝑑𝑢=2𝑡𝑑𝑡. The new bounds are 1
and 2, giving 12∫21𝑑𝑢/𝑢=12log2.
9.1/[𝑥(𝑥+1)]=1/𝑥−1/(𝑥+1), so an antiderivative is
log|𝑥|−log|𝑥+1|+𝐶. The intervals are
(−∞,−1), (−1,0), and (0,∞).
10. The numerator is (2𝑥+2)+1 and the denominator is
(𝑥+1)2+4. Thus an antiderivative, valid on all of ℝ, is
log(𝑥2+2𝑥+5)+12arctan𝑥+12+𝐶.
Further Reading
OpenStax's freely available Calculus gives additional worked practice:
Volume 1, Chapter 3
reviews differentiation, and
Volume 1, Chapter 5
develops integration and the Fundamental Theorem.
Volume 2, Chapter 3
extends the integration techniques, including integration by parts and
partial fractions.