Calculus · Course 03

Calendar

Single- and multivariable calculus with rigorous foundations, optimization and dynamics for economics and statistics.

One lecture session per week. Problem sets are due one week after the sessions they cover; see Assignments and Exams.

Ses #TopicMain output
Part I · Single-variable analysis
1Limits, Continuity, and the Logic of AnalysisEpsilon-delta proof
2Sequences, Convergence, and Infinite SeriesConvergence analysis
3Differentiation, Mean Value Theorems, and Comparative RatesDerivative derivations
4Taylor Approximation, Convexity, and Single-Variable OptimizationSingle-variable optimization
5Integration, Riemann Sums, and the Fundamental TheoremIntegration assignment
Part II · Multivariable calculus
6Multivariable Functions, Limits, and ContinuitySurface and level-set analysis
7Partial Derivatives, Total Differentials, and the Chain RuleGradient/Jacobian exercises
8Hessians and Unconstrained Multivariable OptimizationMidterm examination
Part III · Optimization and implicit functions
9Equality Constraints and Lagrange MultipliersEquality-constrained application
10Inequality Constraints and Karush–Kuhn–Tucker ConditionsInequality-constrained application
11Implicit and Inverse Function TheoremsComparative statics
Part IV · Multiple integration
12Multiple Integrals, Change of Variables, and ProbabilityProbability integration
Part V · Dynamic systems
13Differential Equations and Continuous-Time DynamicsContinuous-time dynamics
14Difference Equations and Discrete-Time DynamicsDiscrete-time stability project