Advanced Calculus: Differentiation, Limits, Integration, and Differential Equations, Cheat Sheet of Finance

A comprehensive guide to advanced calculus, covering key concepts such as differentiation rules, limit calculations using l'hopital's rule, integration techniques, and solving differential equations. it provides a detailed explanation of various methods and formulas, making it a valuable resource for students studying advanced mathematics. Examples and exercises to aid in understanding.

Typology: Cheat Sheet

2024/2025

Uploaded on 05/08/2025

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Hμm mét biÕn
1. C«ng thøc tÝnh ®¹o hµm
(u
α
)’ =
α
.u’.u
α
-1 (
α
: H»ng sè, U: Hµm
sè)
(aU)’ = u’.ln a.aU (a: H»ng sè, U: Hµm
sè)
(eU)’ = u’.eU
(Sin u)’ = u’.cos u
Cos u)’ = - u’.sin u
(Tg u)’= uCos
u
2
' ;
(Cotg u)’= uSin
u
2
'
(Logau)’ = au
u
ln.
'
(arcsin u)’ = 2
1
'
u
u
;
(arccos u)’ = 2
1
'
u
u
(arctg u)’ = 2
1
'
u
u
+ ;
(arccotg u)’ = 2
1
'
u
u
+
(u ± v)’=u’ ± v’
(u.v)’= u’v+v’u
(v
u)’ = 2
''
v
uvvu
2. Vi ph©n du = u’.dx
3. Giíi h¹n
- V« cïng bÐ t¬ng ®¬ng :
0)( =
xLim
ax
α
=> α(x) ®îcgäi lµ v« cïng bÐ khi x->a
1
)(
)( =
x
x
Lim
ax
β
α
--> α(x) vµ β(x) lµ hai v« cïng bÐ t¬ng ®¬ng khi x->a
hiÖu : α(x) ∼β(x) khi x->a
§Þnh lý : NÕu α(x) ∼α1(x) vµ β (x) ∼β1(x)khi x->a th× )(
)(
)(
)(
1
1
x
x
Lim
x
x
Lim axax
β
α
β
α
=
Sin x x khi x->0
ArcSin x x khi x->0
Tg x x khi x->0
ArcTg x x khi x->0
ex-1 x khi x->0
ln(1+x) x khi x->0
- C«ng thøc Lopital khö d¹ng 0
0;
:
1
)('
)('
)(
)(
xg
xf
Lim
xg
xf
Lim axax =
4. TÝnh liªn tôc cña hµm sè
Hµm sè: y = f(x) liªn tôc t¹i x = x0 nÕu : + f(x0) x¸c ®Þnh vµ h÷u h¹n
+ )()( 0
0
xfxfLim
xx
=
(NÕu hµm sè kh«ng liªn tôc t¹i x0 th× x0 ®c gäi lµ ®iÓm gi¸m ®o¹n)
Hµm sè s¬ cÊp y = f(x) sÏ liªn tôc t¹i mäi ®iÓm mµ hµm sè x¸c ®Þnh
5. TÝch ph©n
a. C«ng thøc nguyªn hµm
Cxdxx +
+
=+
1
.
)1(
1
αα
α
(
α
>0)
Ca
a
dxa xx +=
.
ln
1
Cedxe xx +=
Cxdxx +=
cos.sin
=dx
x.
sin
1
2-cotg x + C
Cxdxx +=
sin.cos
=dx
x.
cos
1
2 tg u + C
C
a
x
dx
xa
+=
arcsin.
1
22
+dx
xa .
1
22 =a
1.arctg a
x +C
Cxdx
x+=
ln.
1
pf3
pf4
pf5

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Hμm mét biÕn

1. C«ng thøc tÝnh ®¹o hμm

• (u

α

)’ = α .u’.u

α -

( α : H»ng sè, U: Hμm

sè)

• (a

U

)’ = u’. ln a.a

U

(a: H»ng sè, U: Hμm

sè)

• (e

U

)’ = u’.e

U

• (Sin u)’ = u’.cos u

• Cos u)’ = - u’.sin u

• (Tg u)’=

Cosu

u 2

• (Cotg u)’=

Sinu

u 2

• (Logau)’ =

u a

u

. ln

• (arcsin u)’ =

2 1

u

u

• (arccos u)’ =

2 1

u

u

• (arctg u)’ = 2

u

u

• (arccotg u)’ = 2

u

u

• (u ± v)’=u’ ± v’

• (u.v)’= u’v+v’u

v

u

v

u v−vu

2. Vi ph©n du = u’.dx

3. Giíi h¹n

- V« cïng bÐ t−¬ng ®−¬ng :

Lim x x a

α => α(x) ®−îcgäi lμ v« cïng bÐ khi x->a

→ (^) x

x Lim

x a β

--> α(x) vμ β(x) lμ hai v« cïng bÐ t−¬ng ®−¬ng khi x->a

Ký hiÖu : α(x) ∼β(x) khi x->a

§Þnh lý : NÕu α(x) ∼α 1 (x) vμ β (x) ∼β 1 (x)khi x->a th×

1

1

x

x Lim x

x Lim

x a x a β

→ →

ƒ Sin x ∼ x khi x->

ƒ ArcSin x ∼ x khi x->

ƒ Tg x ∼ x khi x->

ƒ ArcTg x ∼ x khi x->

ƒ e

x

-1 ∼ x khi x->

ƒ ln(1+x) ∼ x khi x->

- C«ng thøc Lopital khö d¹ng

g x

f x Lim g x

f x Lim x →a x→a

4. TÝnh liªn tôc cña hμm sè

Hμm sè: y = f(x) liªn tôc t¹i x = x 0 nÕu : + f(x 0 ) x¸c ®Þnh vμ h÷u h¹n

0

Limf x f x x x

(NÕu hμm sè kh«ng liªn tôc t¹i x 0 th× x 0 ®c gäi lμ ®iÓm gi¸m ®o¹n)

Hμm sè s¬ cÊp y = f(x) sÏ liªn tôc t¹i mäi ®iÓm mμ hμm sè x¸c ®Þnh

5. TÝch ph©n

a. C«ng thøc nguyªn hμm

• x dx x +C

1 . ( 1 )

α 1 α

α

• a C

a

a dx

x x

ln

• e dx e C

x x

• ∫ sinx .dx=cosx+C

• ∫ dx=

x

sin

2 - cotg^ x^ + C

• ∫ cosx .dx=−sinx+C

• ∫ dx=

x

cos

2 tg^ u^ + C

• C

a

x dx a x

∫. arcsin

2 2

dx a x

2 2 =^

a

. arctg

a

x

+C

• dx x C

x

∫. =ln +

b. TÝch ph©n tõng phÇn: ∫ u .dv= u.v−∫vdu

Hμm nhiÒu biÕn

7. §¹o hμm riªng vμ vi ph©n toμn phÇn

x

f x x y f x y Lim x

f x y f x y x (^) x Δ

Δ→

0 0 0 0 0

0 0 0 0

'

y

f x y y f x y Lim y

f x y f x y y (^) y Δ

Δ→

0 0 0 0 0

0 0 0 0

'

• Vi ph©n toμn phÇn cÊp 1: df (x ,y) fx (x,y)dx fy(x,y)dy

' ' = +

• Vi ph©n toμn phÇn cÊp 2:

2 2 2 2 2 2 d f( x,y)=fxx (x,y)dx + 2 fxy(x,y)dxdy+fyy(x,y)dy

• C«ng thøc tÝnh gÇn ®óng: f(x+Δx, y+Δy) = f(x,y) + fx’(x,y). Δx + fy’(x,y). Δy

• §¹o hμm cña hμm hîp: F(u,v), trong ®ã u =u(x,y); v=v(x,y) :

y

v

v

F

y

u

u

F

y

F

x

v

v

F

x

u

u

F

x

F

• §¹o hμm cña hμm Èn :

*NÕu F(x,y) = 0 ; y= y(x): =>

'

F x y

F x y y x y

x = −

*NÕu F(x,y,z) = 0 ; z= z(x,y): =>

'

F x y z

F x y z z x x

x

'

F x y z

F x y z z y y

x = −

8. Cù trÞ hμm nhiÒu biÕn

B−íc1: T×m ®iÓm c¸c ®iÓm dõng M(xi,yi) lμ nghiÖm cña hÖ PT:

'

'

f x y

f x y

y

x

B−íc2: KiÓm tra ®iÓm M(xi,yi) cã lμ cùc trÞ

A=fxx”(xi,yi); B=fxy”(xi,yi); C=fyy”(xi,yi);

B

2

-AC < 0

A<0: M(xi,yi)--- Cùc ®¹i

A>0: M(xi,yi)--- Cùc tiÓu

B

2

-AC > 0 M(xi,yi)--- kh«ng lμ cùc trÞ

B

2

-AC = 0 M(xi,yi)--- Ch−a kÕt luËn ®−îc

Cùc trÞ cã ®iÒu kiÖn: T×m cùc trÞ hμm: u=f(x,y,z) víi ®k: g(x,y,z)=

Gi¶i hÖ PT:

'

'

'

'

'

'

g x y z

g

f

g

f

g

f

z

z

y

y

x

x

=> NghiÖm M(x,y,z)

9. TÝch ph©n kÐp

a. Trong hÖ täa ®é ®Ò c¸c:

- NÕu miÒn D lμ h×nh ch÷ nhËt x¸c ®Þnh bëi: a ≤ x ≤b vμ c ≤ y ≤d th×:

d

c

b

D a

f (x,y)dxdy dx f(x,y)dy

- NÕu miÒn D lμ h×nh ch÷ nhËt x¸c ®Þnh bëi: a ≤ x ≤b vμ y 1 (x) ≤ y ≤y 2 (x) th×:

( )

()

2

1

y x

y x

b

D a

f x y dxdy dx f x ydy

Ph−¬ng tr×nh vi ph©n

12. Ph−¬ng tr×nh vi ph©n cÊp 1: F(x,y,y’) = 0 hoÆc y’= f(x,y)

(1) Ph−¬ng tr×nh ph©n ly:

f x y g y

dy f x

dx g y

= ⇔ f ( )x dx + g y dy( ) = 0

- TÝch ph©n 2 vÕ: ∫ f ( )x dx +∫ f ( y dy) = C⇔ F(x)+ G(x) = C

(2) Ph−¬ng tr×nh ®¼ng cÊp: '

y y f x

- §Æt u(x) =

y

x

⇒ y = u(x).x ⇒ y’= u(x)+ u’(x).x Thay vμo PT ta cã:

u+u’.x= f(u) ⇔ x.u’ = f(u) – u hay. ( )

du x f u u dx

* NÕu f(u) – u = 0: x.u’= 0 ⇒ u’= 0 ⇒ u= C ⇒ y = C.x - lμ 1 hä nghiÖm

* NÕu f(u) – u ≠ 0:

dx du

x f u u

(®©y lμ mét PT ph©n ly). TÝch ph©n hai vÕ :

dx du

x f u u

∫ ∫ ⇒^ ln |^ x^ |^ =^ φ( )u^ +^ ln |^ C|⇒^

( ) .

y

x C e^ x

φ

( Φ (u) lμ mét nguyªn hμm cña

f ( )u − u

(3) Ph−¬ng tr×nh tuyÕn tÝnh: y’+p(x).y=q(x)

Ph−¬ng tr×nh thuÇn nhÊt: y’+p(x).y=

C«ng thøc nghiÖm tæng qu¸t:

( ) ( ) .( ( ). )

P x dx P x dx y e C Q x e dx

(4) Ph−¬ng tr×nh Becnuly: y ' p x( ). y q x( ). y

α

(Ph−¬ng ph¸p gi¶i: ®−a vÒ ph−¬ng tr×nh tuyÕn tÝnh)

• α>0: y= 0 lμ 1 nghiÖm cña ph−¬ng tr×nh

• Víi y ≠ 0 chia c¶ 2 vÕ cho y

α

vμ ®Æt z(x) = y

1-α^

⇒ z’(x) = (1-α).y’.y

α

thay vμo PT

z'+(1-α).p(x).z=(1-α).q(x) --- Lμ mét ph−¬ng tr×nh vi ph©n tuyÕn tÝnh

(5) Ph−¬ng tr×nh vi ph©n toμn phÇn: P(x,y)dx + Q(x,y)dy = 0 (trong ®ã:

P Q

y x

NghiÖm tæng qu¸t:

0 0

x y

x y

u x y = ∫ P x y dx + ∫Q x y dy =C

Hay :

0 0

x y

x y

u x y = ∫ P x y dx + ∫Q x y dy =C

( trong ®ã (x 0 ,y 0 ) bÊt kú ∈ D ). §Ó ®¬n gi¶n chän x 0 = 0, y 0 = 0, nÕu (0,0) ∈ D

* Trong tr−êng hîp

P Q

y x

®−a vÒ ph−¬ng tr×nh vi ph©n toμn phÇn b»ng c¸ch

nh©n hai vÕ víi μ (x,y): μ(x,y). P(x,y)dx + μ(x,y). Q(x,y)dy = 0.

- NÕu ( )

P Q

y x x Q

= th×

( ). ( , ) ( )

x dx x y x e

ϕ

- NÕu ( )

P Q

y x y P

ϕ

= th×

( ). ( , ) ( )

y dy x y y e

ϕ μ μ

13. Ph−¬ng tr×nh vi ph©n cÊp 2: F(x,y,y’,y’’) = 0 hoÆc y’= f(x,y,y’)

(1) Ph−¬ng tr×nh khuyÕt (ph−¬ng ph¸p gi¶i: H¹ cÊp => ph−¬ng tr×nh vi ph©n cÊp 1):

• KhuyÕt y vμ y’: f(x,y’’) = 0 hay y’’= f(x) -> tÝch ph©n 2 lÇn

NghiÖm tæng qu¸t: y = ∫ ( ∫f ( ).x dx dx ) + C x 1 +C 2

• KhuyÕt y: f(x,y’,y’’) = 0. §Æt z(x) = y’ ⇒ y’’ = z’(x).

Ph−¬ng tr×nh trë thμnh: f(x,z,z’) = 0 => PTVP cÊp 1 víi z(x)

• KhuyÕt x: f(y,y’,y’’) = 0. §Æt z(y) = y’ =>

dy dz y dz dy dz dz y y dx dx dy dx dy dy

= = = = = z

Ph−¬ng tr×nh trë thμnh: ( , ,. ) 0

dz f y z z dy

= => PTVP cÊp 1 víi z(y)

(2) Ph−¬ng tr×nh vi ph©n tuyÕn tÝnh cÊp 2 cã hÖ sè h»ng :

a.y’’+b.y’+c.y= f(x) (1) ( Trong ®ã a,b,c lμ c¸c h»ng sè)

PT thuÇn nhÊt: a.y’’+b.y’+c.y= 0 (2)

NghiÖm tæng qu¸t cña (1) lμ: y = y + y* trong ®ã : y* - lμ nghiÖm riªng cña (1)

y - lμ nghiÖm TQ cña (2)

B−íc 1 : T×m nghiÖm tæng qu¸t cña PTTN(2)

Ph−¬ng tr×nh thuÇn nhÊt : a.y’’+b.y’+c.y= 0 (2)

NghiÖm TQ: y= C 1 .y 1 (x)+ C 2 .y 2 (x) (C 1 , C 2 : H.sè)

PT ®Æc tr−ng : a.k

2

+ b.k+ c = 0 (3)

Δ=b

2

- 4ac

PT (3) cã 2 n

o

: k 1 , k 2

k x y x =e

k x y x =e

y = C 1 .e

k1.x

+ C 2 .e

k2.x

PT (3) cã n

o

kÐp: k 1 = k 2 =k

kx y x =e

kx y x =x e

y = C 1 .e

k.x

+ C 2 .x.e

k.x

PT (3) cã 2 n

o

phøc: k1,2= α ± β.i

+ 1 ( ) .cos

x y x e x

α

+ 1 ( ) .sin

x y x e x

α

y = e

α.x

(C 1 .cosβx+ C 2 .sinβx)

B−íc 2 : T×m nghiÖm riªng cña PTKTN(1)

Ph−¬ng tr×nh vi ph©n tuyÕn tÝnh: a.y’’+b.y’+c.y= f(x) (1) ( Trong ®ã a,b,c lμ c¸c h»ng sè)

T×m nghiÖm riªng : y*

Ph−¬ng ph¸p biÕn thiªn h»ng sè

Lagrange

NghiÖm riªng cña (1) cã d¹ng:

y*= C 1 (x).y 1 (x)+ C 2 (x).y 2 (x)

( y 1 (x), y 2 (x) lμ 2 nghiÖm riªng ®éc lËp

cña PT thuÇn nhÊt (2) ë trªn )

Trong ®ã C 1 (x), C 2 (x) lμ c¸c hμm tho¶

m·n hÖ:

' ' 1 1 2 2 ' ' ' ' 1 1 2 2

C x y x C x y x

C x y x C x y x f x

⎪⎩ +^ =

C¨n cø d¹ng ®Æc biÖt cña vÕ tr¸i

D¹ng 1 : f(x)=Pn(x).e

α x

(Pn(x) lμ ®a thøc bËc n)

XÐt: α D¹ng cÇn tÝnh cña nghiÖm riªng

Ko lμ n

o

cña

PT§T(3)

y* = Qn(x). e

α x

( Qn(x) cïng bËc víi Pn(x) )

L lμ n

o

®¬n

cña PT§T(3)

y* = x.Qn(x). e

α x

L lμ n

o

kÐp

cña PT§T(3)

y* = x

2

. Qn(x). e

α x

D¹ng 2 : f(x)=e

α x

.(Pn(x).cos β x+Qm(x).sin β x)

XÐt: α±β.i D¹ng cÇn tÝnh cña nghiÖm riªng

Ko lμ n

o

cña

PT§T(3)

y*= e

α x

.(Kt(x).cos β x+Qt(x).sin β x)

(t=max(m,n))

Lμ n

o

cña

PT§T(3)

y*=x.e

α x

.(Kt(x).cos β x+Qt(x).sin β x)

(t=max(m,n))