HL AA Maths: Integration and Differential Equations

Notation

• ∫ is the integral sign

• 𝑑𝑥 tells us we are integrating (or differentiating) with respect to ‘𝑥′

∴ ∫ 𝑓(𝑥 )𝑑𝑥 is integrating wrt 𝑥, ∫ 𝑓(𝑡)𝑑𝑡 is integrating wrt 𝑡

• When we differentiate:
𝑑𝐹 (𝑥 ) 𝑑𝑓(𝑥 ) 𝑑𝑓′(𝑥 )
= 𝑓 (𝑥 ); = 𝑓 / (𝑥 ); = 𝑓 // (𝑥 ) … ..
𝑑𝑥 𝑑𝑥 𝑑𝑥
• When we integrate:
2 𝑓 (𝑥 )𝑑𝑥 = 𝐹(𝑥 )[+𝐶 ]; 2 𝑓′(𝑥 )𝑑𝑥 = 𝑓(𝑥 )[+𝐶 ] ….

Integration as the reverse of differentiation

• If 𝑓 (𝑥 ) = 3𝑥 8 + 5, then 𝑓′(𝑥 ) = 6𝑥

We could ‘Undo’ this by integrating:

∫ 6𝑥 𝑑𝑥 = 3𝑥 8 + 𝐶

Note that the ‘+𝐶′ is there as we couldn’t actually know that the constant was 6
[For instance, if 𝑓 (𝑥 ) = 3𝑥 8 + 34, then 𝑓′(𝑥) 𝑠𝑡𝑖𝑙𝑙 𝑒𝑞𝑢𝑎𝑙𝑠 6𝑥].

As such these are called INDEFINITE INTEGRALS, as we are not sure what the
value of the ‘C’ is.

• When we integrate, we do ‘the opposite operation in the opposite order’ to

differentiation.

For example with a polynomial,

Differentiation:
If 𝑓(𝑥) = 𝑎𝑥 C , then 𝑓 ′(𝑥) = 𝑎𝑛𝑥 CEF :
We multiplied by the power first, then decreased it by 1.

Integration
G
If 𝑓(𝑥) = 𝑎𝑥 C , then 𝐹 (𝑥 ) = CHF 𝑥 CHF + 𝐶
We increased the power by 1 first, then divided by the new power.

For this case, and others such as trig and exponents, the integrals are given in our
formula booklet.

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Topic 5: Calculus – SL and HL

Formula
SL Booklet
Derivative of x n f ( x) = x n ⇒ f ′( x) = nx n −1
5.3
p.11
SL
5.5 x n +1
Integral of x n
∫ x dx = + C , n ≠ −1
n

n +1
p.12
SL Area of region
Standard enclosed by
integrals 1 b
5.10 a curve y = f ( x) and the
∫ x= d∫ax y=dlnx x + C
A
x-axis, where f ( x) > 0

SL ∫ sin x dx 1= − cos x + C
b
5.8 The trapezoidal rule
∫ y dx ≈ 2 h ( ( y + y ) + 2( y
a 0 n 1 + y2 + ... + yn −1 ) ) ,
∫ cos x dx =bsin
where h =
− ax + C
n
∫ e dx = e + C
x x

p.13
SL
AHL Standard integrals
Area of region enclosed b 1
Topicby5: Calculus ∫Aa=d∫only
and x-axis – HL
x =y dx a +C
x x
5.11
5.15 a curve ln a a

1 1 x
∫a dx = arctan +C
f ( x)+=xsin x ⇒
2 2
AHL a f ′( x) =acos x
Derivative of sin x
5.9

f ( x) = cos dxx ⇒ f ′( x) = − sin 1 x

∫
Derivative of cos x
Topic 5: Calculus – HL only
a −x
= arcsin
a
+ Cx,
2 2
x <a

1
AHL
• Derivative of tan x
As with differentiation, it isfu(important d′(ux) = the2 equation into one of these
xd)v= tan x ⇒to f‘force’
5.16 Integration
forms
by parts
before
∫ d x
dx = uv − ∫ v dx or
d x
cos∫ uxdv = uv − ∫ v du
AHL Derivative of ftrying
( x) to
from integrate. dy f ( x + h) − f ( x )
5.12 first principles
y = f ( x) ⇒ = f ′( x) = lim
Derivative of e x f ( x) L= e x ⇒ dfx′( x) = Le x h →0 hL
AHL 8 E FH(E ) F
For
Areaexample: ∫ 𝑑𝑥 = 2 ∫A𝑥= b
𝑑𝑥
x d=
y 2𝑥 ÷ 8 + 𝐶 = 4𝑥 M + 𝐶
∫
M M
of region enclosed √J
5.17 a
AHL by and y-axis
a curvederivatives
Standard 1
5.15 Derivative of ln x f ( x) = ln x ⇒ f ′( x) =
tan x f ( x) = tan x ⇒ f ′( x) =xsec 2 x
b b
Volume of revolution V = ∫ πy 2 dx or V = ∫ πx 2 dy dy dy du
sec x the
about
Chain rulex or y-axes ( xg)a=
yf = (usec x ⇒ uf ′(=x)af =( xsec
) , where ) ⇒ x tan x= ×
dx du dx
cosec x f ( x) = cosec x ⇒ f ′( x) = −cosec x cot x
AHL Euler’s method yn +1 = yn + hd×y f ( xnd,vyn ) ; dxun +1 = xn + h , where h is a constant
5.18 Product rule y = uv ⇒ =u +v
(step length)dx
cot x f ( x) = cot x ⇒ fd′x( x) = d−xcosec 2 x

Integrating factor for du dv

ef∫ ( xu) = a d⇒ v′ − u x a )
P ( x )dx
ax y f (dxx) = a d(ln
x
y ′ + P ( x)rule
Quotient y = Q ( x) y= ⇒ = x
v dx v2
1
log a x f ( x) = log a x ⇒ f ′( x) =2
AHL x x ln a
5.19 Maclaurin series f ( x) = f (0) + x f ′(0) + f ′′(0) +
2!
1
arcsin x f ( x) = arcsin x ⇒ f ′( x) =
Maclaurin series for x 2
1 − x2
Mathematics: applications and interpretation formulaxbooklet 11
special functions e = 1 + x + + ...
2!
1
arccos x f ( x) = arccos x ⇒ f ′( x) = −
x 2
x 3
1 − x2
ln (1 + x) = x − + − ...
2 3
1
arctan x f ( x) = arctan x ⇒ f ′( x) =
x 2x
3 5
1 + x2 RMS 2020
sin x = x − + − ...
3! 5!
Linear Functions

• If you differentiate 𝑓(𝑎𝑥 + 𝑏), then you use the chain rule.

QR(J)
For example, 𝑓(𝑥) = (2𝑥 + 4)P , QJ
= 2 × 6(2𝑥 + 4)PEF

• If you integrate 𝑓(𝑎𝑥 + 𝑏), then you again do the ‘opposite thing in the opposite
order’. So you DIVIDE by 𝑎, rather than multiplying.
F
For example, 𝑓(𝑥) = (2𝑥 + 4)P , 𝐹(𝑥) = 8×T (2𝑥 + 4)PHF

𝟏
• As a rule: ∫ 𝒇(𝒂𝒙 + 𝒃)𝒅𝒙 = 𝒂 𝑭(𝒂𝒙 + 𝒃) + 𝑪

For example:
F
∫ 𝑒 ]JH^ 𝑑𝑥 = ] 𝑒 ]JH^ + 𝐶

F
∫ cos(5 − 4𝑥 ) 𝑑𝑥 = − c cos (5 − 4𝑥) + 𝐶

F F
∫(2𝑥 − 7)^ 𝑑𝑥 = 8 × P (2𝑥 − 7)P + 𝐶

F F F F
∫ sin(2𝑥) cos(2𝑥) 𝑑𝑥 = 8 ∫ sin 4𝑥 𝑑𝑥 = 8 × (− c) cos(4𝑥) + 𝐶 = − g cos 4𝑥 + 𝐶

Note well: You can only do this with LINEAR functions of 𝑥.

• Variation using Partial Fractions

G
If you have an expression in the form ∫ hJ MHiJHQ 𝑑𝑥, this is not a linear function of 𝑥,
so we can’t use the technique above. Using partial fractions, however, we can form:
𝑎𝑥 + 𝑚 𝑒 ℎ 𝑒 ℎ
2 8 𝑑𝑥 = 2 + 𝑑𝑥 = ln(𝑓𝑥 + 𝑔) + ln(𝑗𝑥 + 𝑘) + 𝐶
𝑏𝑥 + 𝑐𝑥 + 𝑑 𝑓𝑥 + 𝑔 𝑗𝑥 + 𝑘 𝑓 𝑘

For example:
qJHF qJHF
∫ 8J M HJE] 𝑑𝑥 = ∫ (8JH])(JEF) 𝑑𝑥

G h GJEGH8hJH]h (GH8h)JH(]hEG) qJHF

Partial Fractions: 8JH] + JEF = (8JH])(JEF)
= 8J MHJE]
= 8J M HJE]
Hence, 𝑎 + 2𝑏 = 9, 3𝑏 − 𝑎 = 1 → 𝑏 = 2, 𝑎 = 5

qJHF ^ 8
∫ (8JH])(JEF) 𝑑𝑥 = ∫ 8JH] + JEF 𝑑𝑥
^
= 8 ln(2𝑥 + 3) + 2 ln(𝑥 − 1) + 𝐶

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Non-Linear Functions

Option 1: Substitution Method

If you have the case where you can see that you have something in the form
Qu Qu
∫ 𝑎 QJ 𝑓 (𝑢)𝑑𝑥, then ∫ 𝑎 QJ 𝑓(𝑢)𝑑𝑥 = 𝑎𝐹(𝑢) + 𝐶

Steps;

1. Locate 𝑢.
Qu Qu
2. Then calculate QJ
= 𝑢′(𝑥) and rearrange so you get 𝑑𝑥 = u/(J)
3. Substitute for 𝑑𝑥, and 𝑢
4. Integrate with respect to 𝑢
5. Change the answer back to being in terms of 𝑥

For example:

∫ 𝑥 8 (2𝑥 ] − 7)^ 𝑑𝑥

1. We can see that 𝑢 = 2𝑥 ] − 7

Qu Qu
2. Hence QJ = 6𝑥 8 → 𝑑𝑥 = PJ M

Qu
3. ∫ 𝑥 8 (2𝑥 ] − 7)^ 𝑑𝑥 = ∫ 𝑥 8 (𝑢)^ PJ M

F
= P ∫ 𝑢^ 𝑑𝑢
F
= ]P 𝑢P + 𝐶

F
4. ∫ 𝑥 8 (2𝑥 ] − 7)^ 𝑑𝑥 = ]P (2𝑥 ] − 7)P + 𝐶

Option 2: Integration by Parts

The product rule for integration has

Qv Qw Qu
QJ
= 𝑢 QJ + 𝑣 QJ where 𝑦 = 𝑢𝑣
If we integrate both sides,
AHL 𝑑𝑦 𝑑𝑣 𝑑𝑢 1
5.15 ∫Standard
𝑑𝑥
𝑑𝑥 =integrals
∫ 𝑢 𝑑𝑥 𝑑𝑥 + ∫ 𝑣∫ a𝑑𝑥d𝑑𝑥
x=
ln a
x
a x
+C
𝑑𝑣 𝑑𝑢
→ 𝑦 = 𝑢𝑣 = ∫ 𝑢 𝑑𝑥 +
1 ∫ 𝑣1 𝑑𝑥 𝑑𝑥
x
𝑑𝑥
∫a
arctan +C dx =
Which we can rearrange: ∫ 𝒖 𝒅𝒙 =+𝒖𝒗
𝒅𝒗 2 2
a 𝒅𝒖 𝒅𝒙 a
x − ∫𝒗
𝒅𝒙 𝒅𝒙

1 x
Formula Booklet ∫ a −x
2 2
dx = arcsin
a
+C, x <a
p.13
AHL dv du
5.16 Integration by parts ∫ u dx dx = uv − ∫ v dx dx or ∫ u dv = uv − ∫ v du

AHL b

5.17
Area of region enclosed A = ∫ x dy 4 RMS 2020
a
by a curve and y-axis
 For example:

∫ 5𝑥 𝑠𝑖𝑛(𝑥) 𝑑𝑥

Qw Qu
∫ 𝑢 QJ 𝑑𝑥 = 𝑢𝑣 − ∫ 𝑣 QJ 𝑑𝑥

Qu Qw
Let 𝑢 = 5𝑥 → QJ = 5 QJ
= 𝑠𝑖𝑛(𝑥) → 𝑣 = −cos 𝑥

Substituting into formula: ∫ 5𝑥 𝑠𝑖𝑛(𝑥) 𝑑𝑥 = 5𝑥(−𝑐𝑜𝑠𝑥 ) − ∫(−𝑐𝑜𝑠𝑥) × 5𝑑𝑥

= −5𝑥𝑠𝑖𝑛𝑥 + 5 sin 𝑥 + 𝐶

Points to Note
• If function is in the form ∫ 𝑥 𝑓(𝑥) 𝑑𝑥, generally let 𝑢 = 𝑥
• If function is in the form∫ 𝑏𝑒 J sin (𝑎𝑥) 𝑑𝑥 or ∫ 𝑏𝑒 J cos (𝑎𝑥) 𝑑𝑥, you can let 𝑒 J be
Qw
either 𝑢 or QJ , but you will need to do multiple iterations and you must be
consistent with which one you use.

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Definite Integrals
• If we know a pair of coordinates (𝑥, 𝑓 (𝑥 )) then we can evaluate the ‘C’ and hence
move from an ‘indefinite’ to a ‘definite’ integral.

For example:
Q}
The volume of water in a puddle is increasing such that Q~ = 3𝑡 8 , where volume, V,
is in cm3, and time, t, is in minutes. Given that when t=2, V=48. Find an expression
for V in terms of t.

Q}
V=∫ Q~ 𝑑𝑡
V=∫ 3𝑡 8 𝑑𝑡
F
V=] 3𝑡 ] + 𝐶
V=𝑡 ] + 𝐶
t=2, V=48 -> 48=2] + 𝐶 → 𝐶 = 40
V=𝑡 ] + 40

• Limits

We can also evaluate an integral between particular limits:

h
2 𝑓 (𝑥 )𝑑𝑥 = [𝐹(𝑥 )]𝑏 = 𝐹(𝑏) − 𝐹(𝑎)
G 𝑎

c JM 4 cM 8M
For example: ∫8 𝑥 𝑑𝑥 = € 8 • = 8 − 8 = 6
2

Or using GDC (which you should always do unless asked otherwise)

GDC Option 1

c
[math] ∫8 𝑥 𝑑𝑥 = 6

GDC Option 2

c
Y1= Set window 2nd Calc 9 ∫8 𝑥 𝑑𝑥 = 6
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 • Areas under curve

Qv h
Just as QJ is the gradient of the function, ∫G |𝑓(𝑥)|𝑑𝑥 is the area under the curve of
𝑓(𝑥 ) from 𝑎 to 𝑏 (or more correctly, the area bound by the curve and the 𝑥- axis
between 𝑎 and 𝑏). We can see this in the GDC example on the previous page.

A way of thinking about this is that, if we take a tiny rectangular strip of area, 𝑑𝐴,
which has a height of 𝑓(𝑥) and a width of 𝑑𝑥, such that
𝑑𝐴 = 𝑓 (𝑥 )𝑑𝑥 as shown below. If we add up all those tiny (approaching 0) little
areas, we will get the area under the curve. The way we write this is:
h h
𝐴 = ∫G 𝑑𝐴 = ∫G |𝑓(𝑥 )|𝑑𝑥

Note that in the diagram, we have 𝑓(𝑥 ). As such, if 𝑓(𝑥 ) is negative, the equation will
effectively give us a negative area, which doesn’t really make sense. If we are after area,
therefore, we must be very careful to use the ABSOLUTE value.

For example, if we wanted the area bounded by the

curve and the 𝑥 −axis between 0 and 2 in the
following diagram, we could do:
8 F 8
2 |𝑓(𝑥)|𝑑𝑥 = − 2 𝑓(𝑥 )𝑑𝑥 + 2 𝑓(𝑥)𝑑𝑥
„ „ F
SL Standard integrals 1
5.10 ∫ x dx = ln x + C
AHL (If we1have our calculator, we can just use absolute
Standard integrals
∫ value.
dx = Ifawe + don’t
x x
5.15 a C have a calculator, we must first find
ln a
∫ which areas are positive and which will give a
the location of the zeros so we knowsin x d x = − cos x + C
negative). 1 1 x
∫ a 2 + x 2 dx = a arctan a + C
The same approach can be taken ∫with areas bound by the 𝑦- axis.
cos x dx = sin x + C

1 x
Formula Booklet ∫ e adx−=xe d+xC= arcsin
x
2 2
x
a
+C, x <a
p.12
AHL
SL dv b du
5.16
5.11
Integration by parts
Area of region enclosed ∫Au=dx∫ dxy=duvx − ∫ v dx dx or ∫ u dv = uv − ∫ v du
by a curve and x-axis a

p.13
AHL b

5.17
Area of region enclosed A = ∫ x dy
a
by a curve and y-axis

TopicVolume
5: Calculus
of revolution – HL
V =only
b
∫ πy dx or V = ∫ πx dy
a
2
b

a
2

about the x or y-axes

AHL Derivative of f ( x) from f ( x + h) − f ( x )

AHL
5.12
Euler’s method h × dfy( x=n ,fy′n( )x); =xnlim
yyn +=1 =f (yxn) +⇒ +1 = xn + h , where h is a constant
5.18 first principles
(step length) dx h →0 h

AHL Standard derivatives

Integrating factor for
e∫
P ( x )dx
5.15
′ +xP ( x) y = Q ( x)
ytan 7 f ′( x) = sec 2 x
f ( x) = tan x ⇒ RMS 2020

sec x f ( x) = sec x ⇒ f ′( x) = sec x tan x

AHL 2
 For example: For the function 𝑓(𝑥 ) = 𝑥 8 − 4,
]
a)Evaluate ∫E8 𝑓 (𝑥)𝑑𝑥

b) Find the area bound by 𝑓 (𝑥 ), the 𝑥- axis and the lines 𝑥 = −2 and 𝑥 = 3

Option 1: (Not preference) Do algebrically

] ]
a) ∫E8 𝑓(𝑥 )𝑑𝑥 = ∫E8 𝑥 8 − 4𝑑𝑥
J… 3
= € ] − 4𝑥•
−2
]… (E8) …
= † ] − 12‡ − ( ] + 8)

E8^
= ]
(= −8.33̇)

b) First need to find where the area is positive and where it is negative.

Solve the quadratic equation: 𝑓(𝑥 ) = 𝑥 8 − 4 = 0 = (𝑥 − 2)(𝑥 + 2) → 𝑥 = 2, −2

Sketch:

So the area will be negative (below the 𝑥-axis) from −2 to 2,

and positive (above the 𝑥-axis) from 2 to 3. So we need to split
them up and make them both positive, as they both have area.

Area bound by 𝑓 (𝑥 ), the 𝑥- axis and the lines 𝑥 = −2 and 𝑥 = 3

8 ]
= Š∫E8 𝑥 8 − 4𝑑𝑥Š + ∫8 𝑥 8 − 4𝑑𝑥 (we are using the absolute value sign to make positive)

J… 2 J… 3
= Š€ ] − 4𝑥• Š + € − 4𝑥•
−2 ] 2
]8 T
= Š− ] Š + ]

]8 T
= ]
+]

= 13

Option 2: (Preference) Use GDC

]
a) Evaluate ∫E8 𝑓 (𝑥 )𝑑𝑥

OR

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b) Find the area bound by 𝑓 (𝑥 ), the 𝑥- axis and the lines 𝑥 = −2 and 𝑥 = 3

By graphing or using the ABSOLUTE VALUE of 𝑓 (𝑥 ), we are making all of the area ABOVE
the 𝑥- axis.

OR
GDC- to get absolute value: [math], NUM, 1:abs(

Note that 12.99999989 from the GDC is actually 13 (just its small errors)

Note that the difference between doing the integral and finding the area was that for the
integral we used 𝑦1 = 𝑓(𝑥) and for the area we used 𝑦1 = |𝑓(𝑥 )| , ABSOLUTE VALUE of
the function in the GDC.

• Area between 2 curves

In this case we can see that ‘𝑑𝐴′ is the height of

the strip multiplied by the width 𝑑𝑥. The height
can be found be the top function minus the
bottom function. In this case: 𝑑𝐴 = ‹𝑓(𝑥) −
𝑔(𝑥 )Œ𝑑𝑥.
𝒃
Therefore the area: 𝑨 = ∫𝒂 ‹𝒇(𝒙) − 𝒈(𝒙)Œ𝒅𝒙

If, however, the function switched which was on top or bottom, we would need to switch
the which one comes first, OR we can again use ABSOLUTE VALUE with the GDC.

8J
For example: Find the shaded area in the sketch above, where ℎ(𝑥 ) = 𝑠𝑖𝑛𝑥 and 𝑝(𝑥) = •
.

Step 1:
Find the bounds, and the points where functions change position. These are where ℎ( 𝑥) =
𝑝(𝑥).
If using GDC, put in 𝑦1 = |𝑝(𝑥 ) − 𝑔(𝑥 )| and find the zeros. There will not be a value where
the functions change position as we are using the absolute value of the difference.

Step2:
§ If doing algebraically, work out each area separately between the bounds and
intersections so that you are always using the height as the top function minus the
bottom function (so that all areas are positive).

§ If doing with GDC, use absolute value so you do not need to worry.
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GCD:

10 RMS 2020
HL Integration Notes 15

7 • Volumes
Volume of Revolution
of solids under revolution
7.1 Revolved around the x-axis
Consider the area under the curve y = f ( x) for a ≤ x ≤ b . If the shaded area below the
o
curve is revolved about the x-axis, through 360 or 2 π radians, a 3D solid of revolution
would be formed. HL Integration Notes 15

7 Volume of solids under revolution

7.1 Revolved around the x-axis
Consider the area under the curve y = f ( x) for a ≤ x ≤ b . If the shaded area below the
o
curve is revolved about the x-axis, through 360 or 2 π radians, a 3D solid of revolution
would be formed.

b
Volume = π ∫a [ f ( x) ] d x
2

2
Example: Find the volume generated when the curve y = x is rotated 2 π radians about
the x-axis between the lines x = 1 and x = 3 b.
Volume = π ∫a [ f ( x) ] d x
2

2
Example: Find the volume generated when the curve y = x is rotated 2 π radians about
the x-axis between the lines x = 1 and x = 3 .

GCD: 3 Algebraic:
2
Volume = π ∫1 [ x 2 ] d x 3 2
Volume = π ∫1 [ x 2 ] d x
3
= π ∫1 ( x 4 ) d x= 3
π ∫1 ( x ) d x
4

[ ] [ ]
3 3
1 5 1 5
= π x
= π x 5
5 1
1

1 [( ) ( )]
1 5 1

[( ) ( ) ]
π ( 3) − (1)5
1 5 = 55 5
= π ( 3) − (1)
5 5242
= π mu 3
5
242
= π mu 3
5
CdK - OFS HS - October 2014

CdK - OFS HS - October 2014

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 HL
HLIntegration
IntegrationNotes
Notes 16
16

7.2
7.2 Revolved
Revolvedaround
aroundthe
they-axis
y-axis
o
IfIfaashaded
shadedarea between a curve and the x-axis is revolved about the y-axis, through 360
areabetween
HL Integration Notesa curve and the x-axis is revolved about the y-axis, through16
360o
or 2 π radians,
or 2 π radians, a 3D
7.2 a Revolvedsolid
3D solid of of revolution
revolution
around would
would also be formed. The volume of this solidof
the y-axis also be formed. The volume of this solid of
revolution would be found using the following
revolution would be found using the following formula. formula.
o
If a shaded area between a curve and the x-axis is revolved about the y-axis, through 360
or 2 π radians, a 3D solid of revolution
dd would also be formed. The volume of this solid of
Volume = π cc f ((y)
Volume
revolution would =
be found π
using f∫∫ [ [
the following
22
ddyy
y)formula. ]]
d
Volume = π ∫c [ f ( y) ] d y
2

Example:
Example: The
Thegraph
graphofof yy==lnlnxx where
where 11≤≤xx≤≤ee isisrotated
rotated 22ππ radians
radiansabout
about
the y-axis. Find the volume y =of
ln revolution.
x
the y-axis. Find the volume of revolution.
Example: The graph of where 1 ≤ x ≤ e is rotated 2 π radians about
the y-axis. Find the volume of revolution.
Solution:
Solution: When xx==11, , yWhen
WhenSolution: y==00x and
1 , when
=and = 0 andxxwhen
ywhen ==ee,x, y=ye==, 1.
y1.
= 1.
First need to find the limits: (the 𝑦 values when 𝑥 = 1 and 𝑥 = 𝑒)

𝑦 = ln 𝑥 → 𝑥 = 1, 𝑦 = 0; 𝑥 = 𝑒, 𝑦 = 1

We also need to use 𝑓(𝑦), so we need to rearrange our equation to ′𝑥 = ′

𝑦 = 𝑙𝑛𝑥 → 𝑥 = 𝑒 v
F
AHL So we want
Standard 𝑉𝑜𝑙𝑢𝑚𝑒 = 𝜋 ∫„1( 𝑒 v )8 𝑑𝑦
integrals y = ln x
5.11 ∫ x dx = lnGives,
x + Cx
= ey
GCD: Algebraic:
∫ sin x dyxy==−=Volume
lnlnxxx+ =C π ∫1 [ e y ]2 d y
cos
0

Gives, x = eey y = 1
cos x dxx = =
Gives,
∫ π ∫0 [ e ]
2y
sin x + C dy

[ ]
1
1 2y
e = π
1 1 2
∫
2
= tan ∫∫ [ [ ] ]
== xππ+ C0 ee y ddyy
y 2 0
1
Volume
Volume
[( ) ( )]
2
cos x 0 π 1 2 1 0
= e − e
1 2 2
x = πx [ e 2 y] d y
∫ e dx = e =+ Cπ∫∫00= [ eπ2 (e] −d 1)y units
1 2y
2

[[ ]]
1
1 b 1
AHL ππ A =1ee22y yx dy
b
A=∫ y d=x= or
5.12 Area of region enclosed
a 22∫a 0
Formula Booklet
by a curve and x or y-axes 0

p.13
Volume of revolution
about x or y-axes
b

a
1 2

a
[[(( ∫ )) (( ))]]
1 0
== ππ 1ee 2 −− 1ee 0
2 b 2
V = ∫ πy 2 dx or V =2 πx 2 dy 2
π 22− 1) units
== 2π(e (e − 1) units
AHL 2 2 CdK - OFS HS - October 2014
Note well that if you are dv the
finding d svolumedv between two curves that are rotated about the
5.13 Acceleration a= = 2 =v
axis, you must take the volume dt of the
dt outer ds (𝑓(𝑥)) minus the volume of the inner, (𝑔(𝑥))
h 8 8
i.e. 𝑉 = 𝜋 ∫G ( 𝑓(𝑥 )) − (𝑔(𝑥 )) 𝑑𝑦 NOT 𝜋 ∫(𝑓(𝑥 ) − 𝑔(𝑥))8 𝑑𝑥
Distance travelled from t
distance = ∫
2
v(t ) dt
t1 to t2 t1

Displacement from t2

t1 to t2
displacement = ∫t1
v(t ) dt

AHL Euler’s method yn +1 = yn + h × f ( xn , yn ) ; xn +1 = xn + h , whereCdK

h is-aOFS
constant
HS - October 2014
5.16 CdK - OFS HS - October 2014
(step length)

Euler’s method for xn +1 = xn + h × f1 ( xn , yn , tn )

coupled systems
yn +1 = yn + h × f 2 ( xn , 12
yn , t n ) RMS 2020
tn +1 = tn + h
 • Kinematics

Topic 5: Calculus – SL and HL

SL Derivative of x n f ( x) = x n ⇒ f ′( x) = nx n −1
5.3

SL
5.5 x n +1
Integral of x n ∫ x dx = + C , n ≠ −1
n

n +1

Area between a curve

b
y = f ( x) and the x-axis, A = ∫ y dx
Useful: where f ( x) > 0 a

• Maximum velocity in a velocity-time graph is always the

maximum
SL Derivative of sin x f ( x) = sin x ⇒ f ′( x) = cos x
5.6
• Maximum SPEED in a velocity-time graph is either the
Derivative of cos x f ( x) = cos x ⇒ f ′( x) = − sin x
maximum OR the minimum (if it is negative), as it is the
magnitude so the sign is irrelevant.
Derivative of e x f ( x) = e ⇒ f ′( x) = e
x x

• The time when velocity is zero is the maximum or

minimum 1
Derivative of ln x f ( xof
) =alndisplacement-time
x ⇒ f ′( x) = graph.
x
• The maximum or minimumddisplacement y dy du is the ‘zero’ on a
Chain rule y = g (ugraph
velocity-time = f ( x) it⇒cuts the
(i.e.u when
) , where = 𝑥×−axis.
dx du dx

• The time when acceleration is zero disy the dmaximum

v du or minimum of a velocity-time
Product rule y = uv ⇒ =u +v
graph. dx dx dx

du dv
v −u
u dy
Formula Booklet
Quotient rule y= ⇒ = dx 2 dx
v dx v
p.11
SL dv d 2 s
5.9 Acceleration a= =
dt dt 2

Distance travelled from t2

t1 to t 2
distance = ∫t1
v(t ) dt

Displacement from t2

t1 to t 2
displacement = ∫t1
v (t )dt

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HL Integration Notes 17
HL Integration Notes 17

8 Probability Density Functions

8 Probability Density Functions
For a continuous random variable X , the probability density function is a function f (x )
For athat
such continuous
f (x ) ≥random variable
0 on its X , the probability density function is a function f (x )
entire domain.
such that f (x ) ≥ 0 on its entire domain.
If the domain of the function is a ≤ x ≤ b then
If the domain of the function is a ≤ x ≤ b then
b
∫ b
∫aa
f (x ) d x = 1 .
f (x ) d x = 1 .
The probability that X lies in the interval c ≤ x ≤ d is
The probability that X lies in the interval c ≤ x ≤ d is
d
P( c ≤ X ≤ d ) = ∫dc f ( x) d x .
P( c ≤ X ≤ d ) = ∫c f ( x) d x .

8.1
8.1 Properties of Probability
Properties of Probability Density
DensityFunctions
Functions
Topic 4: Statistics and probability – HL only
For a continuous probability density function:
For a continuous probability density function:
•• The mode
The mode is
is the
the value
value of of xx atatthe
themaximum
maximumvalue valueofof f f(x(x) )over
overthetheinterval
interval
AHL a ≤ x ≤ b .
a ≤ xtheorem
≤b. P ( B) P ( A | B)
Bayes’ P ( B | A) =
4.13
Topic 4: Statistics and probability – HL only
•• The
The median,
median, mm ,, isis the
the solution
solutionof
P ( B ) P ( A | Bm)m+ P ( B′) P ( A |1B′)
of mm ofofthe equation ∫∫a f f( x)
theequation ( x)d dx x==1 . .
a 22
P( Bi ) P( A | Bi )
A) μ= = b x f ( x) d x .
P ( Bi | as b
AHL The mean, μμ or
•• The or E( X ) , is defined
theorem E( X ) , is defined as μ =P(
Bayes’mean, ∫∫Ba a1x) P(
P ( B | A) =
f (PA d)1x)P+
x)(|BB P(| BB2)) P( A | B2 ) + P( B3 ) P( A | B3 )
.( A
4.13
P ( B ) P (b A | B) + P ( B′) P ( A | B′)
)}2 2==∫∫a2xx2 2f f(k (x)x)ddx x−−μμ
b
AHL •• The variance
The variance Var
Var((XX ))= E(XX22))−−{E(
= E( {E(
k XX)} 2 2 .
.
4.14 ∑ fi ( xi − µ ) ∑
a 2
f i xi
P( Bi ) P( A | Bi )
Variance σ 2 σ (2B=i | iA=1) =
P = i =1 − µ2
n B1 ) P( A | B1 ) n+ P( B2 ) P( A | B2 ) + P( B3 ) P( A | B3 )
P(
8.2 Comparison between
between the
the Properties
Propertiesof
ofaaDiscrete
Discreteand
andContinuous
Continuous
Random Variable
Variable
AHL kk k

∑∑Continuous
f f ((xx −−µµ)) ∑ f x
22 2
4.14 ii ii i i
Discrete Random 2Variable
Random Variable ContinuousRandomRandomVariable
Variable
Standard σ
Variance deviation σ σ ==
2 i =i1=1
= i =1
− µ2
μ = E( X ) == ΣΣ xx ppxx μμnn== E(
E(XX) ) =n= ∫∫x xf f(x(x) )d dx x

σ = Var ( X ) == E(
2
2
E(XX − −μμ))2 σσ 2 == Var
2
Var( (XX) ) == E(
E(XX−−μμ) )2
2

Linear transformation of a E ( aX +k b ) = aE ( X 2) + b
== variable
single random ΣΣ (x
(x −−μ)
2
μ)2 ppxx ∑
f i ( xi − µ ) == ∫∫(x(x−−μμ) )2f (f x)
2
( x)d dx x
Standard deviation22σ Var
σ = ( i =1 + b ) = a Var ( X )
aX 2

== ∫∫x x 2f f( x( )x )d dx x−−μ μ 2
22 2 2
== ΣΣ xx ppxx −
−μμ n
Expected value ofXXa22))−
== E(
E( {E(XX)}
−{E(
2
)}2 ∞ == E( 2
E(XX )2−
2
) −{E{E( X( X)})}2
Linear transformation
continuous random of a E ( X ) = µ = x f ( x
E ( aX + b ) = a−∞E ( X ) + b) dx ∫
single random
variable X variable
Formula Booklet: Var ( aX + b ) = a Var ( X )
2

p.10
∞ − µ ) = E ( X ) − [ E (X ) ]
2
Variance
Expected value of a Var ( X ) = E ( X 2 2

continuous random E ( X ) = µ = ∫ x f ( x) dx
−∞ CdK
CdK- OFS
- OFSHS
HS- October 2014
- October 2014
VarianceXof a discrete
variable Var ( X ) = ∑ ( x − µ ) 2 P ( X = x) = ∑ x 2 P ( X = x) − µ 2
random variable X
Var ( X ) = E ( X − µ ) 2 = E ( X 2 ) − [ E (X ) ]
2
Variance
Variance of a continuous ∞ ∞
Var ( X ) = ∫ ( x − µ ) 2 f ( x) dx = ∫ x 2 f ( x) dx − µ 2
random variable X −∞ −∞
Variance of a discrete Var ( X ) = ∑ ( x − µ ) 2 P ( X = x) = ∑ x 2 P ( X = x) − µ 2
random variable X

Variance of a continuous ∞ ∞
Var ( X ) = ∫ ( x − µ ) 2 f ( x) dx = ∫ x 2 f ( x) dx − µ 2
random variable X −∞ −∞

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HL Integration Notes 18

HL Integration Notes 1 18
Example: Consider the probability density function f (x ) = x , 0≤ x ≤ 2 .
2
1
Example: Consider the probability density function f (x ) = x , 0≤ x ≤ 2 .
(a) Show that f (x ) is a probability density2 function.
(a)
(b) Show f (x ) is a probability density function.
that distribution:
For this
(b) For
(i)this Find
distribution:
the mode.
(i)(ii) Find thethe
Find mode.
median.
(ii) Find the median.
(iii) Find the mean.
(iii) Find the mean.
(iv) Find Var ( X ) and σ .
(iv) Find Var ( X ) and σ .
Solutions:
Solutions:
(a) f (x) ≥ 0 , 0 ≤ x ≤ 2 
(a) f (x) ≥ 0 , 0 ≤ x ≤ 2 

Area = = 11 × 2× 1
Area × 2× 1
22
== 1 1  

11
2 2
Or, area = = ∫∫
Or,area 22
0 0
x xd xd x

[[ ] ]
2
1 12 2 2
== x
4 4 x0
0
= 1 
= 1 

(b) (i) The maximum value of f ( x ) is when x = 2.

(b) (i) The maximum value of f ( x ) is when x = 2.
Therefore, the mode = 2.
Therefore, the mode = 2.
m 1 1 2
(ii) ∫0 m 21x dx =
2 1
(iii) μ = ∫0 x f ( x) d x
2
(ii) ∫0 x dx = (iii) μ = ∫0 x f ( x) d x
12 2 1 2
[ x]
m 2 1 2
x = = ∫0 x dx

[ ]
41 m 2 1 2 2 1
20
= = ∫0 x2 d x
4 m2 1 2 2
[ ]1
2
0 1 3
= = x
4 2 6
[ ]
2 2
m 1 0
= =
1
x3
2 6
m24 = 2 Mean = 1 0
3
1
2
mm = =± 2√ 2 Mean = 1
3
HL Integration Notes
Median =
m = ± √2
√ 2 since 0 ≤ m ≤ 2 19

Median =2 √ 2 since 0 ≤ m ≤ 2 1 2
(iv) E( X 2 ) = ∫0 x 2 f ( x) d x Var ( X ) = 2 − (1 )
3
2 1 3 2 CdK - OFS HS - October 2014
= ∫0 2
x dx =
9

[ ]
2
1 4
=
8
x σ = √ Var ( XCdK
) - OFS HS - October 2014
0

= 2 =
√2
3

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Solving Differential Equations

Case 1: Variables Separable

If you have an equation in the form

Qv
QJ
= 𝑓 (𝑥 )𝑔(𝑦)

We can rearrange this to

Qv
“(v)
= 𝑓(𝑥 )𝑑𝑥

Then by integrating both sides, we can find the solution to the original equation.
F
∫ “(v) 𝑑𝑦 = ∫ 𝑓(𝑥) 𝑑𝑥

Note well that this will give us the GENERAL SOLUTION (with +C, which is a group of
curves that solve the problem). If we know a point on the line, we can evaluate ‘C’ and
hence get a PARTICULAR SOLUTION.

Qv
For example: Given QJ = 3𝑥 8 𝑦 and when 𝑦 = 1, 𝑥 = 1, find an equation for 𝑦.
Qv
QJ
= 3𝑥 8 𝑦
Qv
v
= 3𝑥 8 𝑑𝑥
F
∫ v 𝑑𝑦 = ∫ 3𝑥 8 𝑑𝑥
ln 𝑦 = 𝑥 ] + 𝐶
(1,1) ln 1 = 1] + 𝐶 → 𝐶 = −1
ln 𝑦 = 𝑥 ] − 1
…
𝑦 = 𝑒 J EF

Modelling Population growth, Logistic Models and Newtons Law of Cooling are common
practical uses of this approach.

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Case 2: Homogeneous Differential Equations

If you have an equation in the form

Qv v
QJ
= 𝑓 †J ‡

v
In this case, you make the substitution 𝑣 = J

For example:

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 a −x a

AHL dv du
5.16 Integration by parts ∫ u dx dx = uv − ∫ v dx dx or ∫ u dv = uv − ∫ v du
Case 3: Standard Differential Equations needing Integrating Factor
AHL b

5.17
Area of region enclosed A = ∫ x dy
a
by a curve and y-axis

b b
Volume of revolution V = ∫ πy 2 dx or V = ∫ πx 2 dy
a a
about the x or y-axes

AHL Euler’s method yn +1 = yn + h × f ( xn , yn ) ; xn +1 = xn + h , where h is a constant

Formula
5.18 Booklet (step length)
p.13
Integrating factor for
e∫
P ( x )dx

y ′ + P ( x) y = Q ( x)

AHL x 2
Steps:
5.19 Maclaurin series f ( x) = f (0) + x f ′(0) + f ′′(0) +
Qv 2!
1. Rearrange equation into the format QJ + 𝑃 𝑥 𝑦 = 𝑄 (𝑥 )
( ) (as in formula booklet)
Maclaurin series for x2
Calculate the integrating factor, 𝐼(𝑥) =+𝑒...∫ —(J)QJ
= + +
x
2. special functions e 1 x (as in formula booklet)
2!

3. The general solution comes from: 𝑦𝐼 (𝑥x)2 = x∫3 𝐼 (𝑥 )𝑄(𝑥 )𝑑𝑥 + 𝑐 (need to remember)
ln (1 + x) = x − + − ...
2 3

For Example:
x3 x5
sin x = x − + − ...
3! 5! Qv
Solve the first order differential equation (𝑥 + 1) QJ − 3𝑦 = (𝑥 + 1)^
x2 x4
cos x = 1 −
+ − ...
Qv
Step 1: Rearrange equation into the2!format
4! + 𝑃 (𝑥 )𝑦 = 𝑄 (𝑥) QJ
Qv ]v (JHF)˜ E]
− (JHF) = = (𝑥 + 1 )c → 𝑃(𝑥 ) = (JHF) , 𝑄(𝑥 ) = (𝑥 + 1)c
QJ (JHF) x3 x5
arctan x = x − + − ...
3 5
Step 2: Calculate the integrating factor, 𝐼(𝑥) = 𝑒 ∫ —(J)QJ
E] 1
∫ QJ
𝐼 (𝑥 ) = 𝑒 (JHF) = 𝑒 E]™š (JHF) = (𝑥 + 1)E] =
(𝑥 + 1)]

Step 3: The general solution comes from: 𝑦𝐼 (𝑥 ) = ∫ 𝐼 (𝑥 )𝑄(𝑥)𝑑𝑥 + 𝑐

𝑦 1 c
𝑥8
𝑦𝐼 (𝑥 ) = = 2 ( 𝑥 + 1 ) 𝑑𝑥 + 𝑐 = 2(𝑥 + 1 ) 𝑑𝑥 + 𝑐 = +𝑥+𝑐
(𝑥 + 1)] (𝑥 + 1)] 2
Mathematics: analysis and approaches formula booklet 13

JM
Therefore. 𝑦 = (𝑥 + 1)] ( 8 + 𝑥 + 𝑐)

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Numerical (Approximate) Solution: Euler’s Method
We know that the gradient between two points, (𝑥› , 𝑦„ ), (𝑥F , 𝑦F ) is
𝑦F − 𝑦„ 𝑑𝑦
𝑚= ≈ 𝑎𝑡 𝑥„
𝑥F − 𝑥› 𝑑𝑥

If we are moving from point (𝑥› , 𝑦„ ) to a new point (𝑥F , 𝑦F ), where 𝑥F = 𝑥„ + ℎ (that is ℎ is
the interval between the 𝑥′𝑠), the equation above can be rearranged:

𝑦F − 𝑦„ 𝑑𝑦
𝑚= ≈ 𝑎𝑡 𝑥„
AHL 𝑥Standard
F − 𝑥›integrals
𝑑𝑥 1 x
∫a dx = a +C
x
5.15
ln a
Qv
Let QJ 𝑎𝑡 𝑥› =𝑓(𝑥› , 𝑦„ ); ℎ = 𝑥F − 𝑥2 1› 1 x
∫a + x2
dx =
a
arctan
a
+C

1 x
𝑦F − 𝑦„ ∫ dx = arcsin
a
+C, x <a
𝑚= ≈ 𝑓(𝑥› , 𝑦„ ) a −x
2 2

ℎ
AHL dv du
5.16 Integration by parts ∫ u dx dx = uv − ∫ v dx dx or ∫ u dv = uv − ∫ v du
𝑦F = 𝑦„ + ℎ 𝑓 (𝑥› , 𝑦„ )
AHL b
This can be extended to move in intervals
5.17
Area from the
of region = ∫ x to
starting Apoint
enclosed dy where we want to
a
by a curve and y-axis
evaluate 𝑦. The smaller the interval, the better the estimate.
b b
Volume of revolution V = ∫ πy 2 dx or V = ∫ πx 2 dy
Formula
aboutBooklet
the x or y-axes
a a

P.13
AHL Euler’s method yn +1 = yn + h × f ( xn , yn ) ; xn +1 = xn + h , where h is a consta
5.18 (step length)

Integrating factor for

e∫
P ( x )dx
For Example:
y ′ + P ( x) y = Q ( x)

Using
AHL Euler’s method with step size ℎ = 0.1, x 2 approximate
5.19 Maclaurin series f ( x) = f (0) + x f ′(0) + f ′′(0) + Qv
the solution at 𝑥 = 0.5 to the intial value problem 2!
QJ
=
J
sin(𝑥 + 𝑦) − 𝑒series
Maclaurin (0) = 4. x
, 𝑦for x2
special functions e =1+ x + + ...
2!

x 2 x3
ln (1 + x) = x − + − ...
2 3

x3 x5
sin x = x − + − ...
3! 5!

x2 x4
cos x = 1 − + − ...
2! 4!

x3 x5
arctan x = x − + − ...
3 5

Solution: 𝑥 = 0.5, 𝑦 ≈ 3.06

Mathematics: analysis and approaches formula booklet

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Maclaurin Series
If we know the Maclaurin Series for a particular function, we can integrate each term to
find the integral of the function. This may be useful in cases where the exact integral
cannot be found.

We can also solve for a differential equation using the definition of the Maclaurin series
and finding progressive derivatives of y.

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