∫ Recover university calculus

The classic first-year sequence, from functions to several variables, for anyone who wants the foundations back.

0/15
  1. 01

    Functions

    A rule ff that assigns to each input xx of a set AA exactly one output f(x)f(x) in a set BB. Calculus studies how outputs change when inputs change; computing is, quite literally, evaluating functions.

    FundamentalFoundations
  2. 02

    Limit of a function

    lim⁡x→af(x)=L\lim_{x\to a} f(x) = L: the values f(x)f(x) can be made as close to LL as we like by taking xx close enough to aa (but not equal). Derivatives, integrals and continuity are all defined as limits.

    FundamentalSequences and limits
  3. 03

    Continuity

    ff is continuous at aa if lim⁡x→af(x)=f(a)\lim_{x\to a} f(x) = f(a): small changes in the input produce small changes in the output. Continuous on an interval means you can draw the graph without lifting the pen.

    FundamentalContinuity
  4. 04

    Derivative

    f′(a)f'(a) is the instantaneous rate of change of ff at aa: the slope of the tangent line to the graph, defined as the limit of slopes of secant lines.

    FundamentalDerivatives
  5. 05

    Chain rule

    The derivative of a composition is the product of the derivatives: (g∘f)′(x)=g′(f(x)) f′(x)(g\circ f)'(x) = g'(f(x))\,f'(x). Rates of change multiply along a chain — and backpropagation is this rule applied, very efficiently, to a neural network.

    FundamentalDerivatives
  6. 06

    Mean value theorem

    Somewhere on (a,b)(a, b) the instantaneous rate of change equals the average rate: f′(c)=f(b)−f(a)b−af'(c) = \frac{f(b) - f(a)}{b - a}. It is the bridge from derivatives to inequalities — and therefore to every error bound in numerical analysis.

    UniversityFundamental theorems
  7. 07

    Taylor polynomial

    The polynomial of degree nn that matches ff and its first nn derivatives at a point aa. Degree 1 is the tangent line, degree 2 adds curvature; the higher the degree, the wider the region where it is a good approximation. At a=0a = 0 it is called a Maclaurin polynomial.

    UniversityTaylor series
  8. 08

    Antiderivatives and indefinite integrals

    FF is an antiderivative of ff if F′=fF' = f; all of them differ by a constant, written ∫f(x) dx=F(x)+C\int f(x)\,\dd x = F(x) + C. Many elementary functions, such as e−x2e^{-x^2}, have no elementary antiderivative.

    FundamentalIntegrals
  9. 09

    Definite integral

    ∫abf(x) dx\int_a^b f(x)\,\dd x is the limit of Riemann sums: the signed area between the graph and the axis, or, more generally, the total accumulated by a rate ff over [a,b][a, b].

    FundamentalIntegrals
  10. 10

    Fundamental theorem of calculus

    Differentiation and integration are inverse operations. Accumulating a rate of change recovers the total change: ∫abf′(x) dx=f(b)−f(a)\int_a^b f'(x)\,\dd x = f(b) - f(a), and the derivative of an accumulated quantity is the rate.

    FundamentalFundamental theorems
  11. 11

    Numerical series

    ∑k=1∞ak\sum_{k=1}^\infty a_k is the limit of the partial sums Sn=a1+⋯+anS_n = a_1 + \dots + a_n. Terms going to zero is necessary but not sufficient: the harmonic series ∑1/k\sum 1/k diverges, while ∑1/k2=π2/6\sum 1/k^2 = \pi^2/6.

    FundamentalSeries
  12. 12

    Taylor and Maclaurin series

    Let the order go to infinity: f(x)=∑k≥0f(k)(a)k!(x−a)kf(x) = \sum_{k\ge0}\frac{f^{(k)}(a)}{k!}(x - a)^k whenever the remainder tends to 0. Functions equal to their Taylor series are called analytic; exe^x, sin⁡\sin, cos⁡\cos are, on all of ℝ\R.

    UniversityTaylor series
  13. 13

    Functions of several variables

    f:ℝn→ℝf : \R^n \to \R (or ℝm\R^m): many inputs, one (or many) outputs. With two inputs the graph is a surface over the plane; with a million inputs — the weights of a model — we reason with its level sets and its gradient.

    UniversityMultivariable calculus
  14. 14

    Partial derivatives

    ∂f∂xi\frac{\partial f}{\partial x_i}: the derivative with respect to one variable, holding the others fixed. Each answers "how sensitive is the output to this input?" — for a neural network, to this weight.

    UniversityMultivariable calculus
  15. 15

    Gradient

    ∇f=(∂f∂x1,…,∂f∂xn)\nabla f = \left(\frac{\partial f}{\partial x_1}, \dots, \frac{\partial f}{\partial x_n}\right): the vector of all partial derivatives. It points in the direction of steepest ascent, its length is that steepest slope, and it is perpendicular to the level sets. Walk against it and you go downhill fastest.

    UniversityMultivariable calculus
↑ ↓ to navigate · ↵ · Esc