Differential Calculus
Derivatives and Their Applications
What Is Differential Calculus?
Differential calculus is the branch of mathematics that studies rates of change of functions. It is a fundamental concept used throughout science and engineering, from instantaneous velocity to optimization problems.
This series covers differential calculus systematically in four stages, from high-school introductory level to graduate-level advanced topics.
Content by Level
Introductory
Foundations and applications of derivatives
- Limits and the definition of the derivative
- Basic differentiation formulas
- Product, quotient, and chain rules
- Trigonometric, exponential, and logarithmic functions
- Taylor expansion
- Function analysis and optimization
Basic
Extension to multivariable calculus
- Partial and total derivatives
- Multivariable chain rule
- Multivariable extrema
- Lagrange multipliers
- Introduction to differential equations
- Rigorous treatment with epsilon-delta
Intermediate
Vector analysis and differential equations
- Gradient, divergence, and curl
- Differential geometry of curves and surfaces
- Second-order linear differential equations
- Series solutions
- Systems of differential equations
- Fundamentals of dynamical systems
Advanced
Deepening and generalizing analysis
- Differential forms
- Partial differential equations
- Sobolev spaces and weak solutions
- Calculus of variations
- Introduction to Riemannian geometry
- Connections to modern analysis
Key Related Topics
Basic Formulas Covered in the Introductory Level
Basic Definition
$$f'(a) = \lim_{h \to 0} \frac{f(a+h) - f(a)}{h}$$
Power Function
$$(x^n)' = nx^{n-1}$$
Exponential & Logarithmic
$$(e^x)' = e^x$$
$$(\ln x)' = \frac{1}{x}$$
Trigonometric Functions
$$(\sin x)' = \cos x$$
$$(\cos x)' = -\sin x$$
Product Rule
$$(fg)' = f'g + fg'$$
Chain Rule
$$(f \circ g)' = (f' \circ g) \cdot g'$$
Reference
Vector Analysis Formula Sheet
Differential operators and integral theorems for 3D vector fields
- Gradient, divergence, and curl
- Vector identities (50+ formulas)
- Formulas in cylindrical and spherical coordinates
- Divergence theorem and Stokes' theorem
Vector and Matrix Calculus
Differentiation of functions with vector and matrix variables
- Gradient, Jacobian, and Hessian matrices
- Derivatives of trace, determinant, and inverse
- Denominator and numerator layout conventions
- Automatic differentiation and applications
Interactive Demos
Columns
Prerequisites
- Introductory: Basic middle-school mathematics, concept of functions
- Basic: Introductory content, basics of linear algebra
- Intermediate: Basic content, linear algebra (matrices, eigenvalues)
- Advanced: Intermediate content, real analysis, linear algebra