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MA221 Complete Mastery Guide: Weeks 2-10 - Further Mathematical Methods

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MA221 Complete Guide: Weeks 2-10 Combined Document Overview: Total Pages: 166 pages Coverage: 9 complete weeks (Weeks 2-10) Format: Professional LaTeX-compiled PDF with color-coded theorem boxes File Size: 4.1 MB Creation Date: January 18, 2026 Content Structure: Core theory with intuitive explanations Rigorous ε-δ definitions Complete formula sheets 6 exam-style questions with full solutions 6 common examiner traps One-page cheat sheet Complete Week-by-Week Breakdown: Week 2: Continuity, Taylor Expansion & L'Hôpital's Rule (Pages 1-23, 23 pages) Topics Covered: ε-δ definition of continuity Properties of continuous functions (sum, product, composition) Taylor's Theorem with Lagrange remainder L'Hôpital's Rule for indeterminate forms (0/0, ∞/∞, and others) Taylor expansions for standard functions (e^x, sin x, cos x, ln(1+x)) Week 3: Riemann Integral & Fundamental Theorem of Calculus (Pages 24-42, 19 pages) Topics Covered: Riemann integral definition (upper/lower sums, partitions) Fundamental Theorem of Calculus (FTC Parts 1 & 2) Properties of Riemann integrals Mean Value Theorem for Integrals Integration techniques (recognition, substitution) Content Structure: Definition via partitions and supremum/infimum Both parts of FTC with proofs Integration technique examples 6 exam-style questions 6 common traps Quick reference sheet Week 4: Double Integrals, Fubini & Change of Variables (Pages 43-62, 20 pages) Topics Covered: Double integrals over rectangular regions Fubini's Theorem (reducing to iterated integrals) Joint continuity requirement Non-rectangular regions (Type I and Type II) Change of variables with Jacobian Polar coordinates (special case) Content Structure: Volume under surfaces interpretation Fubini for all region types Complete Jacobian calculations When to use polar coordinates 6 fully worked examples 6 critical traps (especially: forgetting r in polar!) Week 5: Differentiation Under the Integral & Leibniz Rule (Pages 63-79, 17 pages) Topics Covered: Differentiation under the integral sign (fixed limits) Leibniz Rule (variable limits - 3 terms) Joint continuity requirement Feynman's trick for evaluating difficult integrals Swapping limits and integrals Content Structure: When you can move d/dt inside integral Complete 3-term Leibniz formula Parameter techniques 6 exam questions including Feynman trick 6 common mistakes (especially negative sign on lower limit!) Week 6: Improper Integrals & Convergence Tests (Pages 80-97, 18 pages) Topics Covered: Improper integrals of 1st kind (infinite intervals) Improper integrals of 2nd kind (unbounded integrands) Direct Comparison Test (DCT) Limit Comparison Test (LCT with 3 rules) Standard test functions Absolute convergence Content Structure: Complete convergence test framework CRITICAL: Test function criteria (1st kind: k1 converges; 2nd kind: k1 converges - OPPOSITE!) LCT three rules with examples 6 exam-style questions 6 traps (especially: wrong criteria for 1st vs 2nd kind!) Week 7: Advanced Improper Integrals (Pages 98-114, 17 pages) Topics Covered: DCT/LCT extended to 2nd kind Multiple problem points (splitting strategy) Variable sign integrals (conditional vs absolute convergence) Integration by parts for oscillating integrals Dominated convergence for parameters Content Structure: Extending tests to 2nd kind integrals Divide-and-conquer for multiple problems Integration by parts for ∫(sin t)/t type integrals Dominated convergence verification 6 worked examples 6 traps (especially: using wrong limit for 2nd kind!) Week 8: Laplace Transforms & Solving ODEs (Pages 115-131, 17 pages) Topics Covered: Laplace transform definition and existence Exponential growth condition Standard transforms (MUST MEMORIZE TABLE) Properties (linearity, derivative, shift, multiplication by t) Solving ODEs using Laplace method Partial fractions technique Content Structure: Complete standard transform table All 6 key properties 5-step ODE solving method 6 exam questions including proofs 6 traps (especially: forgetting initial conditions!) Memorization-optimized formula sheets Week 9: Convolution, Gamma/Beta & Riemann-Stieltjes (Pages 132-149, 18 pages) Topics Covered: Convolution definition and Convolution Theorem Gamma function (generalized factorial) Beta function and Beta-Gamma relationship Riemann-Stieltjes integral introduction Applications to probability and finance Content Structure: Convolution Theorem (product in s-domain = convolution in t-domain) Gamma function properties and half-integer values Beta function evaluation via Gamma formula R-S integral definition 6 worked examples 6 traps (especially: Γ(n+1) = n!, not Γ(n) = n!) Week 10: Riemann-Stieltjes Integral -- Advanced Calculations (Pages 150-166, 17 pages) Topics Covered: R-S integral calculation methods Step functions and jump formula Smoothness formula (when α' exists) Integration by parts for R-S integrals Integration by substitution Bounded variation functions Greatest integer function [x] Content Structure: General calculation strategy (smooth + jumps) Integration by parts technique Greatest integer applications Mixed smooth/jump examples 6 fully worked calculations 6 traps (especially: jumps at left endpoint don't count!) Document Features Throughout: Consistent Structure for Each Week: Title Page - Week number, topic, and features checklist Table of Contents - Easy navigation A. Core Theory - Intuitive explanations with "What/Why/How" framework B. Rigorous Definitions - Formal mathematical definitions with proper notation C. Key Theorems - Exam-critical results highlighted D. Formula Sheets - Complete reference tables E. Exam-Style Questions - 6 questions per week with mark allocations F. Fully Worked Solutions - Step-by-step with examiner notes G. Common Mistakes - 6 examiner traps per week with corrections H. One-Page Cheat Sheet - Condensed quick reference Additional Practice - Extra problems with solutions Visual Design: Color-Coded Boxes:

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MA221
Week 2 Complete Mastery Guide

Continuity, Taylor Expansion & L’Hôpital’s Rule

HIGH EXAM WEIGHT TOPIC!



↭ Detailed Theory & Rigorous Definitions

↭ Continuity (ω-ε) & Properties

↭ Taylor’s Theorem & Approximations

↭ L’Hôpital’s Rule for Indeterminate Forms

↭ Exam-Optimized Formula Sheets

↭ Fully Worked Past Paper Questions

↭ Common Mistakes & Examiner Traps

↭ One-Page Quick Reference



Based on LSE Course Materials 2024–25
Course Notes Chapter 1
Lecture Slides Week 2
Past Exam Papers 2023–2025




London School of Economics
Department of Mathematics
Academic Year 2025–26

,MA221 Week 2 Complete Guide 1


Contents

1 Week 2: Continuity, Taylor Expansion & L’Hôpital’s Rule 2
1.1 A. Core Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.1 What is Continuity? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.2 Why Does Continuity Matter? . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.3 What is Taylor’s Theorem? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.4 What is L’Hôpital’s Rule? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 B. Rigorous Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 C. Key Theorems (Exam-Critical) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.4 D. Formula & Identity Sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.4.1 Continuity Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.4.2 Taylor’s Theorem Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.4.3 L’Hôpital’s Rule Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.5 E. Exam-Style Questions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.6 F. Fully Worked Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.7 G. Common Mistakes (Examiner Traps) . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.8 H. One-Page Cheat Sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

2 Additional Practice Problems 21
2.1 Quick Practice Questions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.2 Solutions to Practice Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

,MA221 Week 2 Complete Guide 2


1 Week 2: Continuity, Taylor Expansion & L’Hôpital’s Rule
1.1 A. Core Theory
1.1.1 What is Continuity?
Informally, a function is continuous if you can draw its graph without lifting your pen. More rigorously,
continuity means the limit equals the function value.

KEY INSIGHT
Continuity combines two concepts:

1. The limit lim f (x) exists
x→c

2. The function value f (c) exists

3. They are equal: lim f (x) = f (c)
x→c

No abrupt jumps, breaks, or holes!


1.1.2 Why Does Continuity Matter?
Continuous functions have special properties:

Intermediate Value Theorem (IVT): If f is continuous on [a, b], then f takes every value between
f (a) and f (b)

Extreme Value Theorem (EVT): Continuous functions on closed intervals attain maximum and
minimum values

We can swap limits and function evaluations

Integrals are well-defined (Week 3)

1.1.3 What is Taylor’s Theorem?
Taylor’s Theorem provides polynomial approximations to functions. Instead of working with compli-
cated functions like ex or sin(x), we can approximate them with polynomials!
Why polynomials?

Easy to evaluate (just arithmetic)

Easy to di!erentiate and integrate

Easy to analyze

Can approximate any smooth function arbitrarily well

INTUITION: Taylor Approximation

Think of Taylor polynomials as building increasingly accurate approximations:
0th degree: P0 (x) = f (c) (constant, just the function value)
1st degree: P1 (x) = f (c) + f ↑ (c)(x → c) (tangent line)
→→
2nd degree: P2 (x) = f (c) + f ↑ (c)(x → c) + f 2(c) (x → c)2 (parabola matching curvature)
Each degree adds more accuracy by matching another derivative!

, MA221 Week 2 Complete Guide 3


WHY TAYLOR WORKS: Approximating ex

The Taylor polynomial for ex about x = 0 is:

x2 x3 xn
Pn (x) = 1 + x + + + ··· +
2! 3! n!
Let’s see how accurate this is at x = 1 (approximating e ↑ 2.71828):

P0 (1) = 1 (o! by 63%)

P1 (1) = 2 (o! by 26%)

P2 (1) = 2.5 (o! by 8%)

P3 (1) = 2.667 (o! by 2%)

P5 (1) = 2.7167 (o! by 0.06%!)

Higher degree ↓ better approximation!


1.1.4 What is L’Hôpital’s Rule?
L’Hôpital’s Rule is a powerful tool for evaluating indeterminate forms like 00 or ↓
↓ . Instead of algebraic
manipulation, you di!erentiate the numerator and denominator separately!
Why it works: When both f (x) and g(x) approach 0, the ratio fg(x) (x)
behaves like the ratio of their
f → (x)
rates of change, which is g → (x) .

QUICK EXAMPLE: L’Hôpital in Action

sin(x)
Evaluate lim
x→0 x
Without L’Hôpital: Would need Taylor series or geometric arguments (messy!)
With L’Hôpital:

Check form: As x ↔ 0, both sin(x) ↔ 0 and x ↔ 0 ↓ Form is 0
0 ↭

sin(x) cos(x)
Apply rule: lim = lim =1
x→0 x x→0 1
Done! Much easier than other methods.

When NOT to use L’Hôpital:
When the form is NOT indeterminate (direct substitution works)
When algebraic simplification is easier (factoring, rationalizing)
When you’re asked to use a specific method (Taylor, definition, etc.)


1.2 B. Rigorous Definitions

Definition 2.1: Continuity at a Point

A function f is continuous at x = c if:

lim f (x) = f (c)
x→c

Equivalently, using the ω-ε definition:

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