4 个星期速通微积分。总的学习内容被分成了 20 个模块,通过跳过部分内容,可以按照两种难度(入门/进阶),三种强度(每周 5 小时/ 10 小时/ 15 小时)定出 6 种学习方案。
隔壁生物医学工程系有一个成像科学的博士专业,招来的学生本科专业很杂,医学、生物、物理、数学、计算机……数学水平参差不齐。
为了让科研牛马们能尽快出活儿,他们在正规课程之外加开了一个数学速成班 (math crash course)。
计划用 2 个月的时间让没学过的人速通/学过的人复习线性代数和微积分,其中微积分 4 个星期。
总的学习内容被分成了 20 个模块,通过跳过部分内容,可以按照两种难度(入门/进阶),三种强度(每周 5 小时/ 10 小时/ 15 小时)定出 6 种学习方案。
本文把 calculus 翻译成了“微积分”,国内对这部分内容进行教学的课程,在偏数学的专业叫做“数学分析”,偏自然科学的专业叫做“高等数学”。
我觉得“高等数学”是比“微积分”更信达雅的翻译~~,数分是什么,真不熟~~。
翻译成“微积分”,这部分内容显然不止微分和积分,串联起两者的极限概念更基本,却没出现在名字里;
翻译成“高等数学”,”calcul-” 词根表示算术,”-us” 词尾是拉丁语中的名词后缀,两者一结合,显示了当时的英国精英面对百姓甚至同侪时,想要/需要/能够用拉丁语为自己的成果抬身价,“高等”二字精准挑明了这种自卑与自负一体两面的心态~
最终还是选择了前者,无非是不想在标题这种没有上下文的地方,无意中认领这种价值取向和心态。
模块
| 模块 | 初学 | 进阶 |
|---|---|---|
| M1 | 三角函数、简介 | 简介、函数的导数 |
| M2 | 极限连续性、函数的导数 | 求导法则 1 |
| M3 | 求导法则 1 | 求导法则 2 |
| M4 | 线性近似、中值定理 | 偏导数、切平面 |
| M5 | 求导法则 2 | 积分思想、定积分 |
| M6 | 函数的极值 | 微积分基本原理、不定积分 |
| M7 | 洛必达法则、最优化 | 反常积分、概率密度 |
| M8 | 偏导数 | 分部积分、概率分布的高阶矩 |
| M9 | 链式法则、多元函数的极值 | 多元积分、联合概率分布 |
| M10 | 极坐标和复数 | 变坐标系积分、随机变量变换 |
| M11 | 积分思想 | Delta 函数、复指数函数 |
| M12 | 定积分 | 采样与 Delta 函数 |
| M13 | 微积分基本原理 | 卷积 |
| M14 | 不定积分 | 单点散布函数 (point spread) |
| M15 | 三角积分、三角代换 | 傅里叶变换 1 |
| M16 | 反常积分、概率密度 | 傅里叶变换 2 |
| M17 | 分部积分、概率期望 | 周期信号的傅里叶变换 |
| M18 | 分部积分、概率分布的高阶矩 | 傅里叶变换的性质 1 |
| M19 | 多元积分、联合概率分布 | 傅里叶变换的性质 2 |
| M20 | 变坐标系积分、随机变量变换 | 奈奎斯特-香农采样定理 |
学习方案
| 难度 | 精力 | 第 1 周 | 第 2 周 | 第 3 周 | 第 4 周 |
|---|---|---|---|---|---|
| 入门 | 每周 5 小时 | M2, M3 | M5, M8 | M9, M11 | M12, M13 |
| 每周 10 小时 | M2, M3, M5 | M6, M8, M9 | M11, M12, M13 | M16, M17, M19, M20 | |
| 每周 15 小时 | M1 — M5 | M6 — M10 | M11 — M15 | M16 — M20 | |
| 选学 | 进阶难度的各章 | ||||
| 进阶 | 每周 5 小时 | M2, M3 | M4, M5 | M6, M7 | M10, M11 |
| 每周 10 小时 | M3, M4, M5 | M7, M8, M9 | M10, M12, M13 | M14, M15, M17, M18 | |
| 每周 15 小时 | M1 — M5 | M6 — M10 | M11 — M15 | M16 — M20 |
教材
课程使用的课本有三个:
Stewart J., Clegg D.K., Watson S. (2021). Calculus (9th ed.). Cengage.
Oppenheim A.V., Willsky A.S. (2016). Signals and Systems (2nd edition). Pearson
Prince J.L., Links J.M. (2022). Medical Imaging Signals and Systems (2nd edition). Pearson.
笔记
Introduction to Differentiation and Integration
- [M1] Introduction and Derivative of a function
- Tangent and Velocity:
- Read Chapter 2.1: The Tangent and Velocity Problems (p. 78–81)
- Complete the following exercises: 3, 7, 9 (p. 82)
- Limit of a function:
- Read Chapter 2.2: The Limit of a Function (p. 83-91)
- Complete the following exercises: 7, 8, 23, 25,28 (p. 92-94) ****
- Video: Limits
- Continuity:
- Read Chapter 2.5: Continuity (p.115-123).
- Complete the following exercises: 12, 17, 20, 43, 47 (p. 124-126)
- Derivative of a Function:
- Read Chapter 2.7: Derivatives and Rates of Change (pg. 140-148).
- Complete the following **exercises: 5, 6, 7, 8, 12 (**p.149-152)
- Video: Derivatives
- Powers and Polynomials:
- Read Chapter 3.1: Derivatives of Polynomials and Exponential Functions (p. 174-181).
- Complete the following **exercises: 6, 13, 16, 35 (**p. 181-184)
- Tangent and Velocity:
- [M2] Derivative Rules: Power, Sine/Cosine, Product/Quotient, MVT, and L'Hopital Rule
- Product Rule & Quotient Rule:
- Read Chapter 3.2: The Product Rule and Quotient Rule (p. 185-189).
- Complete the following exercises: 7, 13, 17, 34 (p. 189-191)
- Video: Product Rule
- Video: Quotient Rule
- Video: Product Rule, Quotient & Chain Rule
- Derivatives of the Trigonometric Functions:
- Read Chapter 3.3: Derivative of Trigonometric Functions (p. 191-197).
- Complete the following exercises: 30, 38, 39, 40 (p. 197-199)
- Video: Derivatives of Trigonometric Functions
- Linear Approximation using Derivative of a Function:
- Read Chapter 3.10: Linear Approximations and Differentials (p.254-258).
- Complete the following exercises: 4, 5, 17, 51 (p.258-260)
- Video: Linear Approximation
- Mean Value Theorem (MVT):
- Read Chapter 4.2: The Mean Value Theorem (p.290-305).
- Complete the following exercises: 5, 13, 25, 34 (p.305-309)
- Video: Mean Value Theorem
- L’Hôpital’s Rule:
- Read Chapter 4.4: Indeterminate Forms and l’Hospital’s Rule (p. 309-319).
- Complete the following exercises: 2, 5, 14, 45 (p.316-319)
- Video: l’Hospital’s Rule
- Product Rule & Quotient Rule:
- [M3] Derivative Rules: Chain and Inverse
- The Chain Rule:
- Read Chapter 3.4: The Chain Rule (p. 199-205).
- Complete the following **exercises: 9, 13, 35, 43, 67 (**p. 206-209).
- Video: Chain Rule With Partial Derivatives
- Inverse Functions and Their Derivatives:
- Read Chapter 1.5: **Inverse Functions and Logarithms (**p.54-64) and
- complete the following **exercises: 13, 14, 20, 29, 30 (**p. 64-66)
- Video: Derivative of Inverse Functions
- Derivatives of Logarithmic and Inverse Trigonometric Functions:
- Read the Chapter 3.6: Derivatives of Logarithmic and Inverse Trigonometric Functions (p. 217-223) and
- complete the following exercises: 11, 18, 28, 62, 71 (p. 224-225)
- Video: Derivative of Logarithmic Functions
- The Chain Rule:
- [M4] Partial Derivatives and Tangent Planes
- Partial Derivatives
- Read Chapter 13.2 (p.475-p.479).
- Complete the following exercises: 6, 16, 28, 45, 50 (pg. 479-480)
- Video: Partial Derivatives
- Tangent Planes and Linear Approximations
- Read Chapter 13.3 (p.480-p.488).
- Complete the following exercises: 4, 13 (pg. 488-489)
- Video: Tangent Planes
- Video: Linear Approximation
- Partial Derivatives
- [M5] Idea of the Integral and Definite Integrals
- Idea of the Integral
- Read Chapter 5.1 (p.371-p.381), which introduces the integral and relates it to the problems of finding the area under a smooth curve and computing total distance traveled from velocity.
- Complete the following exercises: 5, 11, 15 (p.381-p.383)
- Challenge problems: 17, 25, 34 (p.383-p.384)
- The Definite Integral
- Read Chapter 5.2 (p. 384-394), which formally introduces the definite integral and describes it properties and techniques on how to compute it.
- Complete the following exercises: 3, 7, 11, 35, 41, 43, 65, 67 (p.394-397)
- Challenge problems: 23, 29, 47 (p.395-p.396)
- Idea of the Integral
Application of Integration
- [M6] The Fundamental Theorem of Calculus and Indefinite Integrals
- The Fundamental Theorem of Calculus
- Read Chapter 5.3 (p. 399-405) about the fundamental theorem of calculus, which relates integration to differentiation, and presents integration as the inverse process of differentiation.
- Complete the following exercises: 5, 9, 25, 29, 43 (p.406-p.407)
- Challenge problems: 13, 15, 57, 75 (p.406-p.408)
- Fundamental theorem of calculus (Part 1)
- Antiderivatives and the fundamental theorem of calculus
- Antiderivative
- Indefinite Integrals
- Read Chapter 5.4 (p. 409-415), which introduces the indefinite integral and its properties.
- Complete the following exercises: 5, 9, 15, 27, 31 (p.415)
- Challenge problems: 49, 53, 57 (p.415-p.416)
- The Fundamental Theorem of Calculus
- [M7] Improper Integrals & Probability Densities
- Improper Integrals
- Read Chapter 7.5 (pg. 305-309).
- Complete the following exercises: 1, 9, 10, 15 (pg. 309)
- Calculus 2: Improper Integrals (Video #7)
- Probability Density Functions (PDFs)
- Read Chapter 8.5 (pg. 592)
- How To Calculate Expected Value
- Improper Integrals
- [M8] Integration by Parts & Expectation Values
- Integration by Parts
- Read Chapter 7.1 (pg. 486).
- Complete the following exercises: 1, 5, 9, 17, 25 (pg. 490)
- Integration By Parts
- Integration By Parts
- Expectation Value of a Distribution
- Integration by Parts
- [M9] Integration of Multiple Variables & Joint Probability Distributions
- Integrals of Multiple Variables
- Double Integrals
- Read Chapter 14.1 (p.521-p.526)
- Complete the following exercises: 4, 29, 31 (pg. 526-527)
- Triple Integrals
- Read Chapter 14.3 (p.536-p.539).
- Complete the following exercises: 3, 15 (pg. 540)
- Double Integrals
- Joint Probability Distributions
- Reference Chapter 8.4 (pg. 328-334) or Chapter 14.1 (pg. 521-526) of Strang's Calculus book).
- Joint Probability Distributions for Continuous Random Variables - Worked Example
- Integrals of Multiple Variables
- [M10] Integral Change of Coordinates and Transformations of Random Variables
- Change to Better Coordinates
- Read Chapter 14.2 (pg. 527-534).
- Complete the following exercises: 15, 19, 22, 23 (pg. 334)
- Change of Variables & The Jacobian | Multi-variable Integration
- Transformations of Random Variables
- Refer to Chapter 8.4 and Chapters 14.1-14.3 of Strang)).
- Change to Better Coordinates
Introduction to Signals and Systems
- [M11] Introduction to Delta Functions and Complex Exponentials
- TOPICS/COMPLEMENTARY
- Delta functions: https://www.youtube.com/watch?v=ruhN_Y_Cpug&list=PL2uXHjNuf12a6HqT9qCS5J9eK_K5s7F8S
- Complex exponentials: https://www.youtube.com/watch?v=4-gVIRgZi2U
- READING: Oppenheim & Willsky: Chapter 1 “Mathematical Review” (p. 71)
- EXERCISE: Solve the problems Oppenheim & Willsky: 1.1, 1.2, 1.36, 1.37
- TOPICS/COMPLEMENTARY
- [M12] Sampling and the Delta Function
- TOPICS/COMPLEMENTARY
- Delta functions: https://www.youtube.com/watch?v=ruhN_Y_Cpug&list=PL2uXHjNuf12a6HqT9qCS5J9eK_K5s7F8S
- Unit impulse: https://www.youtube.com/watch?v=suFh1FTETRI
- Unit step function: https://www.youtube.com/watch?v=SWt2PYiGgKQ
- READ: Oppenheim & Willsky: Section 1.4.2 (p. 32-37)
- EXERCISE: Oppenheim & Willsky: 1.21, 1.32, 1.38, 1.39 (p. 59-68)*
- TOPICS/COMPLEMENTARY
- [M13] Convolution
- READ: Oppenheim & Willsky: Section 2.2.2 (p. 95-102, but feel free to skip the first part of the 2.2.2 and start at p. 97)
- EXERCISES: Oppenheim & Willsky: 2.8, 2.11, 2.42, 2.43(a), 2.45, 2.72**
- COMPLEMENTARY: https://www.youtube.com/watch?v=KuXjwB4LzSA
- [M14] The Point-Spread Function
- TOPICS
- Convolution with a delta function
- Point-Spread Function
- EXERCISES: Oppenheim & Willsky: 2.3, 2.4, 2.21a/c, 2.22b
- COMPLEMENTARY:
- TOPICS
- [M15] The Fourier Transform (Part 1)
- TOPICS
- cover its definition in the general case
- examine the conditions of its defining integral’s convergence
- consider a few important examples
- READ:
- Oppenheim & Willsky: Section 4.1.1 (p. 288 only, from “Equations (4.8) and (4.9) are referred to as…”)
- Oppenheim & Willsky: Section 4.1.2-3 (p. 288-296)
- EXERCISE: Oppenheim & Willsky: 4.1(a)*, 4.2 (p. 334)
- SUPPLEMENTARY: What is Fourier Transform
- TOPICS
Properties of Fourier Transform
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