VFR, January 04

CY1B2: Analysis of Cybernetic Systems

Rate of change of a function at a point

Differentiation

The rate of change of a function at a point A on the

curve is the gradient of the tangent to the curve at point
A.
y(t)

INTRODUCTION
Differentiation is a mathematical technique for
analysing the way in which functions change. In
particular it determines how rapidly a function is
changing at any specific point. As a function in question
may represent the magnetic field of a motor, the voltage
across a capacitor, the temperature of a chemical mix,
etc, it is often important to know how quickly these
quantities change.

A
Tangent at A
t

Rate of change at a general point

GRAPHICAL APPROACH TO
DIFFERENTIATION, RATE OF CHANGE

We need a general terminology for the method.

Differentiation is concerned with the rate at which a

function is changing.
y(t)

t
5 7 8
There are different regions to the above curve
corresponding to different interval of t. From 0 to 5 the
function does not change and so the rate of change of y
is zero. From 5 to 7 the function increases slightly.
Thus, the rate of change of y as t increases is small.
Since y is increasing, the rate of change is positive.
From 7 to 8 there is a rapid rise. The rate of change is
large and positive. From 8, the function decreases very
rapidly. The rate of change is large and negative...

Suppose we have a function of x, y (x) . We want to

find the rate of change of y a general point of value x.
We begin by finding the rate of change across an
interval and then shrink the interval to a single point.
Consider the interval [x, x + x ] . At the beginning of the
interval the function has a value y (x) and at the end a
value y ( x + x) . Hence, the change in y is
y ( x + x) y (t ) , which we denote y (see figure
bellow).
y
y(x+x)

y = y(x+x) - y(x)
y(x)

Rate of change of a function across an

interval
y(t2)

y ( x + x ) y ( x )
x
y
=
x

Now let x tend to 0, so that the interval shrinks to a

point

C
t2 t1

t1

t2

The rate of change of a function between two points A

and B equals the gradient (or slope) of the chord AB
gradient =

change in y
change in x

x
rate of change of y =

y(t2)y(t1)
y(t1)

x+x

The aim of differentiation calculus is to specify the rate

of change of a function precisely.

y ( x + x ) y ( x )
rate of change of y = lim

x 0
x

y

= lim
x 0 x

change in y BC
y (t2 ) y (t1 )
=
=
change in t
AC
t2 t1

Notes on Differentiation

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CY1B2: Analysis of Cybernetic Systems

DEFINITION OF A DERIVATIVE
The rate of change of y is called the derivative of y:
rate of change of y =

dy
y
= lim
dx x 0 x

There are two kinds of notation for the derivative of a

function y (x) with respect to x:
dy
, and
dx

one uses a composite symbol

the other uses a prime y ' .

A derivative with respect to time is often denoted

y& .

Interpretation:
If y = f ( x) then, by definition, the derivative of f ( x)
can be interpreted as

the rate of change of the function f ( x) with

respect to x, or

the slope of the tangent at a point (x,y) on the graph

of y = f ( x) .

no sharp corners. We frequently refer to such functions

as being well behaved.

SPEED, VELOCITY AND ACCELERATION

v(t)
x-axis
v(t)
Considering the motion of an object along dashed line
enables us to distinguish between speed and velocity.
The velocity v(t ) a vector quantity and has a direction
associated with it, while speed is a scalar quantity, being
the magnitude or modulus of the velocity.
Since the displacement and velocity are measured
horizontally, the object has a positive velocity when
travelling to the right and a negative velocity when
travelling to the left. Throughout its motion the speed of
the object will be positive or zero.
Likewise, the acceleration a being the rate of change of
the velocity with respect to time, is a vector quantity
dv d 2 x
and is determined by a(t ) =
= 2 .
dt
dt

TECHNIQUES OF DIFFERENTIATION
WORK EXERCISE 1
Using the above definition find the derivative f ' ( x)
when the function f ( x) is defined as,
(a) x 2
(b)

1
x

(c) mx + c (m, c constants)

WORK EXAMPLE 2

As it is time consuming to find the derivative of a

function from first principles. We usually use a table of
derivatives (see Standard Derivatives and Integrals
sheet). This table is useful to memorise the most
common derivatives listed bellow:
d n
( x ) = nx n1
dx
d
1
(ln x) =
dx
x

Given f ( x) = 25 x 5 x 2 , find the following

d x
(e ) = e x
dx

(a) The derivative of f (x ) from first principle (i.e.

using the shrinking interval method).

d kx
(e ) = ke kx
dx

(b) The rate of change at x = 1 .

d
(cos x) = sin x
dx

(c) The equation of the tangent to the graph of f (x ) at

the point (1,20).

d
(sin x) = cos x
dx

Differentiable function
The formal definition of the derivative of a function
implies that the right-hand and left hand limits are
equal. In some cases this does not happen.
We say that a function is differentiable if it is
differentiable at all points in its domain. For practical
purposes, it is sufficient to interpret a differentiable
function as one having a smooth continuous graph with

Notes on Differentiation

d
1
(tan x) =
dx
cos 2 x

In practice, we use a very few basic derivatives,

together with the elementary rules, which enable the
differentiation of a large variety of functions.

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CY1B2: Analysis of Cybernetic Systems

dy dy dz
=
= f ' ( z ) g ' ( x)
dx dz dx

Rules of differentiation
The rules of differentiation should be learnt and
practice.

Constant multiplication rule

If y = f ( x) and k is a constant then
d
dy
(ky ) = k
= kf ' ( x)
dx
dx

Example: Differentiate y ( x) = 5 x (worked during

lecture).

Example: Differentiate (worked during lecture)

(a) y ( x) = ln 3x 2 + 5 x + 7
(b) y ( x) = e 2 x cos 3 x

Derivative of common functions

Derivative of a power functions
If y ( x) = x n then

( )

dy
d n
=
x = nx n 1
dx dx

Sum rule
If y ( x) = u ( x) + v( x) then
dy
d
du dv
=
(u + v ) =
+
= u '+ v'
dx dx
dx dx

Example: Differentiate y ( x) = 3 x + 5 x 2 (worked

during lecture).

WORK EXERCISE 3
Differentiate the following,
(a) 2x 3

(b)

(c)

1
x

(d)

1
3

Product rule
If y ( x) = u ( x)v ( x) then
dy
d
dv
du
(uv) = v + u + = u ' v + uv'
=
dx dx
dx
dx

Example: Differentiate (worked during lecture)

(a) y ( x) = x sin x
(b) y ( x) = x 2e x

Quotient rule
If y ( x) =

u ( x)
then
v( x)

dv
du
v u
dy
d u dx
dx = u ' v uv'
=
=
2
dx dx v
v
v2

Example: Differentiate (worked during lecture)

(a) y ( x) =

sin x
x

x2
(b) y ( x) =
2x + 1

(c) y ( x) =

e2 x
x2 + 1

Derivative of polynomial functions

Differentiate any polynomial function of the form
f ( x) = a0 + a1 x + a 2 x 2 + a3 x 3 + L + a n x n

is only a matter of using of the constant multiplication

rule together with the sum rule and differentiate term by
term to give
f ' ( x) = a1 + 2a2 x + L + (n 1)an 1x n 2 + nan x n 1

WORK EXERCISE 4
(a) y = 2 x 4 2 x 3 x 2 + 3x 1
(b) The distance s, in metres, travelled by a body in t
seconds is given by s = 2t 3 1.5t 2 6t + 12 . Determine
the velocity and the acceleration after 2 seconds.
(c) After expansion differentiate f ( x) = ( x + 3)(2 x 1) ,
and then differentiate f (x) by using the product rule.

Rational function
The general form of rational function is
f ( x) =

N ( x)
D( x)

where the numerator N (x ) and the denominator D(x)

are polynomials. To differentiate such function we use
the constant multiplication, sum and quotient rules.

Chain rule or composite function

If y = f (z ) and z = g (x ) , i.e. y ( x) = f (g ( x) ) then

WORK EXERCISE 5
Find the derivative of the following function of x:

Notes on Differentiation

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VFR, January 04

(a)

CY1B2: Analysis of Cybernetic Systems

3x + 2

(b)

2x + 1
2

(c) x 3 + 2 x 2

2x + 3

d
(cos x) = sin x
dx

x + x +1
2

Since tan x = sin x / cos x , we can use the quotient rule.

Thus, setting

1 1
+
+3
x x2

Other algebraic functions

When dealing with more elaborated functions, we make
intensive use of the chain rule.
For example consider
dy
derivative
dx

y = 5 x 2 + 11

and find its

and

v = cos x

du
= cos x
dx

and

dv
= sin x
dx

and applying the rule gives the derivative of a tangent

function,
d
1
(tan x) =
= sec 2 x
2
dx
cos x

In this case we could expand out y and treat it as a

polynomial of degree 18. However, it is easier to see it
as a composite function. Introduce an intermediate (or
auxiliary) variable z as follows
Set y = z 9 and z = 5 x 2 + 11
Thus,

giving

u = sin x

The derivatives of other circular functions can be

derived in the same manner.

WORK EXERCISE 7

dy
dz
= 9z 8 and
= 10 x
dz
dx

Find the derivative with respect to x when y is defined

by

and the chain rule gives

dy dy dz
=

dx dz dx
= 9 z 8 .10 x
= 9(5 x 2 + 11)8 (10 x)

(b) x 2 cos x

(c)

(d) sec 6 x

(e) x tan 2 x

(f) sin 1 6 x

(g) x 2 cos 1 x

(h) tan 1

= 90 x(5 x 2 + 11)8

Note: Sometime there are more than two component

functions in a composite function. In that case the chain
rule can be extended to the number of composite
function required, e.g.

From the first principle, you could find that the

derivative of the exponential function e x (to the base e)
is its own derivative

Note: when the exponent of the exponential function is a

more elaborate function of x, use the rules to determine
the derivative of the composite function.

Differentiate the following function y

(c) x 2 + 1

x 1

(b)

(d)

(5x

1
2

Derivative of a logarithmic function

d
1
(ln x) = , x > 0
x
dx

2x + 1

(x + 1)
2

2x
1 x2

d x
(e ) = e x
dx

WORK EXERCISE 6

x2 + 2

Derivative of the exponential function

dy dy dw dz
=
dx dw dz dx

(a) 3 x 3 2 x 2 + 1

sin 2 x

(a) sin(3x + 3)

Note when y ( x) = ln f ( x) then

dy
f ( x)
=
dx
f ( x)

Differentiation of circular functions

Consider the sine function, f ( x) = sin x , and with the
formal definition of a derivative, we would find that the
derivative of a sine function is
d
(sin x) = cos x
dx

Likewise, the derivative of a cosine function is

Notes on Differentiation

WORK EXERCISE 8
Find the derivative

(b) 3e 2 x

(a) x 2 e x

dy
when y is,
dx

(d) ln x 2 + 1

(c)

ln x
x2

(e) e x (sin x + cos x)

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CY1B2: Analysis of Cybernetic Systems

Differentiation of parametric functions

If a function is defined by y = f (x) , when the variables
x and y are themselves function of another parameter,
x = g (t ) and y = h(t ) , t being a parameter, then the
chain rule yields:
dy dy
=
dx dt

dx
dt

dy dy dt
=
dx dt dx

or

Application to Optimal value

OPTIMAL VALUES
A basic idea is that the optimal value of a differentiable
function f ( x ) (that is, its maximum and minimum
values) generally occurs where its first derivative is
zero; that is where
f ( x ) = 0

HIGHER DERIVATIVES
The derivative

df
of a function f (x) may be itself
dx

differentiable.
The derivative of a derivative is called second
derivative, and it is written as
d2 f

or

dx 2

This is a necessary condition since at a maximum or

minimum value of the function, its graph has a
horizontal tangent.
A

f ( 2) ( x)

f ' ' ( x) or

This may be differentiated, yielding the third derivative

and so on.

In general, the nth derivative is written as

dn f
dx n

or

(n)

The figure shows that these extremal values are

generally on local maximum or minimum values,
corresponding to the turning points on the graph.

( x)

represents the rate of

In seeking the extremal value of a function it is also

necessary to check the end-points (if any) of the domain
of the function.

df
; geometrically, this gives us information
dx
on how the slope of the tangent to the graph of
y = f (x) is changing with increasing x.

At some points of inflexion, that is points where the

graph crosses its own tangent - the tangent may be
horizontal.

The second derivative

d2 f
dx 2

change of

If the second derivative is positive the first

derivative is increasing as x increases, and the
tangent to the curve rotates in an anticlockwise
direction as we move along the horizontal axis.

If the second derivative is negative the first

derivative is decreasing as x increases, and the
tangent to the curve rotates in an clockwise
direction as we move along the horizontal axis.

WORK EXERCISE 10
Give the second derivative when y is
(a) y = x 4 + 2 x

1
x

(b) e x sin 2 x

(c)

ln x
x

Once the critical or stationary points where f ( x ) = 0

are known, we often need to determine their character or
nature. That is, whether they correspond to a local
maximum, a local minimum or a point of inflexion of
the function f ( x ) .
We can do this by examining value of f ( x ) close to
either side of the critical point.
If the value of f ( x ) changes from positive to
negative as we pass from left to right through a
stationary point then the latter corresponds to a local
maximum.
If the value of f ( x ) changes from negative to
positive as we pass from left to right through a
stationary point then the latter corresponds to a local
minimum.

Notes on Differentiation

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CY1B2: Analysis of Cybernetic Systems

If the value of f ( x ) does not changes sign as we

pass through a stationary point then the latter
corresponds to a point of inflexion.

WORK EXERCISE 11:

Determine the stationary points of the function,
f ( x ) = 4 x 3 21x 2 + 18 x + 6

and examine their nature.

An alternative approach to determine the nature of a

stationary point is to calculate the value of the second
derivative f ( x ) at the point. Suppose f ( x ) has a
stationary point at x = a so that f (a ) = 0 . Then,
provided f (a ) is defined, either f (a ) < 0 ,
f (a ) = 0 or f (a ) > 0 .
A function f ( x ) has a local maximum at x = a
provided f (a ) = 0 and f (a ) < 0 .
A function f ( x ) has a local minimum at x = a
provided f (a ) = 0 and f (a ) > 0 .
A function f ( x ) has a point of inflexion at x = a
provided f (a ) = 0 and f ( x ) changes sign as we
pass through that point. If in addition, f (a ) = 0
then the point of inflexion is a stationary point of
inflexion.

WORK EXERCISE 12
Using the second derivative confirm the nature of the
stationary points of the function,
f ( x ) = 4 x 3 21x 2 + 18 x + 6

Notes on Differentiation

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