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Contents
CHAPTER
1
Introduction to Calculus
Velocity and Distance Calculus Without Limits The Velocity at an Instant Circular Motion A Review of Trigonometry A Thousand Points of Light Computing in Calculus
1.1 1.2 1.3 1.4 1.5 1.6 1.7
CHAPTER
2
Derivatives
The Derivative of a Function Powers and Polynomials The Slope and the Tangent Line Derivative of the Sine and Cosine The Product and Quotient and Power Rules Limits Continuous Functions
CHAPTER
3
3.1 3.2 3.3 3.4 3.5 3.6 3.7 3.8
Applications of the Derivative Linear Approximation Maximum and Minimum Problems Second Derivatives: Minimum vs. Maximum Graphs Ellipses, Parabolas, and Hyperbolas Iterations x,+ = F(x,) Newton's Method and Chaos The Mean Value Theorem and l'H8pital's Rule
,
Contents
CHAPTER 4
The Chain Rule
Derivatives by the Chain Rule Implicit Differentiation and Related Rates Inverse Functions and Their Derivatives Inverses of Trigonometric Functions
4.1 4.2 4.3 4.4
CHAPTER
5
Integrals
The Idea of the Integral Antiderivatives Summation vs. Integration Indefinite Integrals and Substitutions The Definite Integral Properties of the Integral and the Average Value The Fundamental Theorem and Its Consequences Numerical Integration 177 182 187 195 201 206 213 220
5.1 5.2 5.3 5.4 5.5 5.6 5.7 5.8
CHAPTER
6
Exponentials and Logarithms
An Overview The Exponential ex Growth and Decay in Science and Economics Logarithms Separable Equations Including the Logistic Equation Powers Instead of Exponentials Hyperbolic Functions 228 236 242 252 259 267 277
6.1 6.2 6.3 6.4 6.5 6.6 6.7
CHAPTER 7
Techniques of Integration
Integration by Parts Trigonometric Integrals Trigonometric Substitutions Partial Fractions Improper Integrals
7.1 7.2 7.3 7.4 7.5
CHAPTER 8
8.1 8.2 8.3 8.4 8.5 8.6
Applications of the Integral Areas and Volumes by Slices Length of a Plane Curve Area of a Surface of Revolution Probability and Calculus Masses and Moments Force, Work, and Energy
Contents
CHAPTER 9
9.1 9.2 9.3 9.4
Polar Coordinates and Complex Numbers Polar Coordinates Polar Equations and Graphs Slope, Length, and Area for Polar Curves Complex Numbers
348 351 356 360
CHAPTER 10
10.1 10.2 10.3 10.4 10.5
Infinite Series The Geometric Series Convergence Tests: Positive Series Convergence Tests: All Series The Taylor Series for ex, sin x, and cos x Power Series
CHAPTER 11
11.1 11.2 11.3 11.4 11.5
Vectors and Matrices Vectors and Dot Products Planes and Projections Cross Products and Determinants Matrices and Linear Equations Linear Algebra in Three Dimensions
CHAPTER 12
12.1 12.2 12.3 12.4
Motion along a Curve The Position Vector Plane Motion: Projectiles and Cycloids Tangent Vector and Normal Vector Polar Coordinates and Planetary Motion
446 453 459 464
CHAPTER 13
13.1 13.2 13.3 13.4 13.5 13.6 13.7
Partial Derivatives Surfaces and Level Curves Partial Derivatives Tangent Planes and Linear Approximations Directional Derivatives and Gradients The Chain Rule Maxima, Minima, and Saddle Points Constraints and Lagrange Multipliers
472 475 480 490 497 504 514
Contents
CHAPTER 14
Multiple Integrals
Double Integrals Changing to Better Coordinates Triple Integrals Cylindrical and Spherical Coordinates
14.1 14.2 14.3 14.4
CHAPTER 15
Vector Calculus
Vector Fields Line Integrals Green's Theorem Surface Integrals The Divergence Theorem Stokes' Theorem and the Curl of F
15.1 15.2 15.3 15.4 15.5 15.6
CHAPTER 16
Mathematics after Calculus
16.1 Linear Algebra 16.2 Differential Equations 16.3 Discrete Mathematics
Study Guide For Chapter 1 Answers to OddNumbered Problems Index Table of Integrals
Contents
CHAPTER
1
Introduction to Calculus
Velocity and Distance Calculus Without Limits The Velocity at an Instant Circular Motion A Review of Trigonometry A Thousand Points of Light Computing in Calculus
1.1 1.2 1.3 1.4 1.5 1.6 1.7
CHAPTER
2
Derivatives
The Derivative of a Function Powers and Polynomials The Slope and the Tangent Line Derivative of the Sine and Cosine The Product and Quotient and Power Rules Limits Continuous Functions
CHAPTER
3
3.1 3.2 3.3 3.4 3.5 3.6 3.7 3.8
Applications of the Derivative Linear Approximation Maximum and Minimum Problems Second Derivatives: Minimum vs. Maximum Graphs Ellipses, Parabolas, and Hyperbolas Iterations x,+ = F(x,) Newton's Method and Chaos The Mean Value Theorem and l'H8pital's Rule
,
CHAPTER 1
Introduction to Calculus
1.4 Velocity and Distance
The right way to begin a calculus book is with calculus. This chapter will jump directly into the two problems that the subject was invented to solve. You will see what the questions are, and you will see an important part of the answer. There are plenty of good things left for the other chapters, so why not get started? The book begins with an example that is familiar to everybody who drives a car. It is calculus in actionthe driver sees it happening. The example is the relation between the speedometer and the odometer. One measures the speed (or velocity); the other measures the distance traveled. We will write v for the velocity, and f for how far the car has gone. The two instruments sit together on the dashboard:
Fig. 1.1 Velocity v and total distance f (at one instant of time).
Notice that the units of measurement are different for v and f.The distance f is measured in kilometers or miles (it is easier to say miles). The velocity v is measured in km/hr or miles per hour. A unit of time enters the velocity but not the distance. Every formula to compute v from f will have f divided by time.
The central question of calculus is the relation between v and f.
1 Introduction to Calculus
Can you find v if you know f , and vice versa, and how? If we know the velocity over the whole history of the car, we should be able to compute the total distance traveled. In other words, if the speedometer record is complete but the odometer is missing, its information could be recovered. One way to do it (without calculus) is to put in a new odometer and drive the car all over again at the right speeds. That seems like a hard way; calculus may be easier. But the point is that the information is there. If we know everything about v, there must be a method to find f . What happens in the opposite direction, when f is known? If you have a complete record of distance, could you recover the complete velocity? In principle you could drive the car, repeat the history, and read off the speed. Again there must be a better way.
The whole subject of calculus is built on the relation between u and f . The question we are raising here is not some kind of joke, after which the book will get serious and the mathematics will get started. On the contrary, I am serious nowand the mathematics has already started. We need to know how to find the velocity from a record of the distance. (That is called &@erentiation, and it is the central idea of dflerential calculus.) We also want to compute the distance from a history of the velocity. (That is integration, and it is the goal of integral calculus.) Differentiation goes from f to v; integration goes from v to f . We look first at examples in which these pairs can be computed and understood.
CONSTANT VELOCITY
Suppose the velocity is fixed at v = 60 (miles per hour). Then f increases at this constant rate. After two hours the distance is f = 120 (miles). After four hours f = 240 and after t hours f = 60t. We say that f increases linearly with timeits graph is a straight line.
4 velocity v ( t )
4 distance f ( t )
2 4 0 ~ ~ s 1 ~ =4 " = 6 0
v
Area 240
:
time t
I
time t
Fig. 1.2 Constant velocity v = 60 and linearly increasing distance f = 60t.
Notice that this example starts the car at full velocity. No time is spent picking up speed. (The velocity is a "step function.") Notice also that the distance starts at zero; the car is new. Those decisions make the graphs of v and f as neat as possible. One is the horizontal line v = 60. The other is the sloping line f = 60t. This v, f , t relation needs algebra but not calculus:
if v is constant and f starts at zero then f = vt.
The opposite is also true. When f increases linearly, v is constant. The division by time gives the slope. The distance is fl = 120 miles when the time is t 1 = 2 hours. Later f' = 240 at t , = 4. At both points, the ratio f / t is 60 miles/hour. Geometrically, the velocity is the slope o the distance graph: f slope = change in distance    vt  v. change in time t
1.1 Velocity and Distance
Fig. 1.3 Straight lines f = 20
+ 60t (slope 60) and f =  30t (slope  30).
The slope of the fgraph gives the vgraph. Figure 1.3 shows two more possibilities:
1. The distance starts at 20 instead of 0. The distance formula changes from 60t to 20 + 60t. The number 20 cancels when we compute change in distanceso the slope is still 60. 2. When v is negative, the graph off goes downward. The car goes backward and the slope o f f =  30t is v =  30. I don't think speedometers go below zero. But driving backwards, it's not that safe to watch. If you go fast enough, Toyota says they measure "absolute valueswthe speedometer reads + 30 when the velocity is  30. For the odometer, as far as I know it just stops. It should go backward.?
VELOCITY vs. DISTANCE: SLOPE vs. AREA
How do you compute f' from v? The point of the question is to see f = ut on the graphs. We want to start with the graph of v and discover the graph off. Amazingly, the opposite of slope is area. The distance f is the area under the vgraph. When v is constant, the region under the graph is a rectangle. Its height is v, its width is t , and its area is v times t. This is integration, to go from v to f by computing the area. We are glimpsing two of the central facts of calculus.
1A The slope of the fgraph gives the velocity v. The area under the vgraph gives the distance f.
That is certainly not obvious, and I hesitated a long time before I wrote it down in this first section. The best way to understand it is to look first at more examples. The whole point of calculus is to deal with velocities that are not constant, and from now on v has several values.
EXAMPLE (Forward and back) There is a motion that you will understand right away. The car goes forward with velocity V, and comes back at the same speed. To say it
more correctly, the velocity in the second part is  V. If the forward part lasts until t = 3, and the backward part continues to t = 6, the car will come back where it started. The total distance after both parts will be f = 0.

+This actually happened in Ferris Bueller's Day 0 , 8 when the hero borrowed his father's sports car and ran up the mileage. At home he raised the car and drove in reverse. I forget if it worked.
1 Introduction to Calculus
1
u(r) = slope of f ( t )
Fig. 1.4
Velocities
+ V and  V give motion forward and back, ending at f (6)= 0.
The vgraph shows velocities + V and  V. The distance starts up with slope V and reaches f = 3 V. Then the car starts backward. The distance goes down with slope  V and returns to f = 0 at t = 6 . Notice what that means. The total area "under" the vgraph is zero! A negative velocity makes the distance graph go downward (negative slope). The car is moving backward. Area below the axis in the vgraph is counted as negative.
FUNCTIONS
+
This forwardback example gives practice with a crucially important ideathe cept of a "jiunction." We seize this golden opportunity to explain functions: The number v(t) is the value of the function
t. at
con
the time t.
The time t is the input to the function. The velocity v(t) at that time is the output. Most people say "v oft" when they read v(t). The number "v of 2" is the velocity when t = 2. The forwardback example has v(2) = + V and v(4) =  V. The function contains the whole history, like a memory bank that has a record of v at each t. It is simple to convert forwardback motion into a formula. Here is v(t):
The ,right side contains the instructions for finding v(t). The input t is converted into the output V or  V. The velocity v(t) depends on t. In this case the function is "di~continuo~s,~' because the needle jumps at t = 3. The velocity is not dejined at that instant. There is no v(3). (You might argue that v is zero at the jump, but that leads to trouble.) The graph off' has a corner, and we can't give its slope. The problem also involves a second function, namely the distance. The principle behind f(t) is the same: f (t) is the distance at time t. It is the net distance forward, and again the instructions change at t = 3. In the forward motion, f(t) equals Vt as before. In the backward half, a calculation is built into the formula for f(t):
+
At the switching time the right side gives two instructions (one on each line). This would be bad except that they agree: f (3) = 3 V . v h e distance function is "con?A function is only allowed one ~:alue,f'(r) ~ ( tat each time or )
r
1.1 Velocity and Distance
tinuous." There is no jump in f, even when there is a jump in v. After t = 3 the distance decreases because of  Vt. At t = 6 the second instruction correctly gives f (6) = 0. Notice something more. The functions were given by graphs before they were given by formulas. The graphs tell you f and v at every time tsometimes more clearly than the formulas. The values f (t) and v(t) can also be given by tables or equations or a set of instructions. (In some way all functions are instructionsthe function tells how to find f at time t.) Part of knowing f is knowing all its inputs and outputsits domain and range:
The domain of a function is the set of inputs. The range is the set of outputs.
The domain of f consists of all times 0 < t < 6. The range consists of all distances 0 <f(t) < 3V. (The range of v contains only the two velocities + V and  V.) We mention now, and repeat later, that every "linear" function has a formula f (t) = vt + C. Its graph is a line and v is the slope. The constant C moves the line up and down. It adjusts the line to go through any desired starting point.
SUMMARY: MORE A O T FUNCTIONS B U
May I collect together the ideas brought out by this example? We had two functions v and f. One was velocity, the other was distance. Each function had a domain, and a range, and most important a graph. For the fgraph we studied the slope (which agreed with v). For the vgraph we studied the area (which agreed with f). Calculus produces functions in pairs, and the best thing a book can do early is to show you more of them.
domain
"{
input t input 2 input 7
+
+
+
function f function u f (t) = 2t + 6
,
+
+
output f (t) output v(2) f (7) = 20
1
the range in
Note about the definition of a function. The idea behind the symbol f (t) is absolutely crucial to mathematics. Words don't do it justice! By definition, a function is a "rule" that assigns one member of the range to each member of the domain. Or, a function is a set of pairs (t, f (t))with no t appearing twice. (These are "ordered pairs" because we write t before f (t).) Both of those definitions are correctbut somehow they are too passive. In practice what matters is the active part. The number f (t) is produced from the number t. We read a graph, plug into a formula, solve an equation, run a computer program. The input t is "mapped" to the output f(t), which changes as t changes. Calculus is about the rate of change. This rate is our other function v.
Fig. 1.5 Subtracting 2 from f affects the range. Subtracting 2 from t affects the domain.
1 Introduction to Calculus
It is quite hard at the beginning, and not automatic, to see the difference between f (t)  2 and f (t  2). Those are both new functions, created out of the original f (t). In f (t)  2, we subtract 2 from all the distances. That moves the whole graph down. In f ( t  2), we subtract 2 from the time. That moves the graph over to the right. Figure 1.5 shows both movements, starting from f (t) = 2t + 1. The formula to find f (t  2) is 2(t  2) + 1, which is 2t  3. A graphing calculator also moves the graph, when you change the viewing window. You can pick any rectangle A < t < B, C <f(t) < D. The screen shows that part of the graph. But on the calculator, the function f ( t )remains the same. It is the axes that get renumbered. In our figures the axes stay the same and the function is changed. There are two more basic ways to change a function. (We are always creating new functionsthat is what mathematics is all about.) Instead of subtracting or adding, we can multiply the distance by 2. Figure 1.6 shows 2f (t). And instead of shifting the time, we can speed it up. The function becomes f(2t). Everything happens twice as fast (and takes half as long). On the calculator those changes correspond to a "zoom"on the f axis or the t axis. We soon come back to zooms.
0
I
t
domain 1
0
I
t
1
0
112
Fig. 1.6 Doubling the distance or speeding up the time doubles the slope.
1.1 EXERCISES
Each section of the book contains readthrough questions. They allow you to outline the section yourselfmore actively than reading a summary. This is probably the best way to remember the important ideas.
Starting from f(0) = 0 at constant velocity v, the distance function is f (t)= a . When f ( t ) = 55t the velocity is v = b . When f(t) = 55t + 1000 the velocity is still c and the starting value is f (0) = d . In each case v is the e of the graph off. When f is negative, the graph of s goes downward. In that case area in the t.graph counts as h . Forward motion from f (0) = 0 to f (2) = 10 has v = i . Then backward motion to f (4) = 0 has v = i . The distance function is f (t)= 5t for 0 < t < 2 and then f (t) = k (not  5t). The slopes are I and m . The distance f(3) = n . The area under the vgraph up to time 1.5 is o . The domain o f f is the time interval P , and the range is the distance interval q . The range of v(t) is only
1 . 
The value off (t) = 3t + 1 at t = 2 is f (2) = s . The value 19 equals f ( t ). The difference f (4)f (1) = u . That is the change in distance, when 4  1 is the change in v . The ratio of those changes equals w , which is the x of the graph. The formula for f (t) + 2 is 3t + 3 whereas f (t + 2) equals Y . Those functions have the same z and f (t 2) is as f : the graph of f (t) + 2 is shifted A shifted B . The formula for f (5t) is C . The formula for 5f ( t )is D . The slope has jumped from 3 to E .
+
1.1 Velocity and Distance
7
The set of inputs to a function is its F . The set of outputs is its G . The functions f (t) = 7 + 3(t  2) and f (t) = vt + C are t~ . Their graphs are I with slopes equal to J and K . They are the same function, if v= L andC= M . Draw the velocity graph that goes with each distance graph.
Draw the distance graph that goes with each velocity graph. Start from f = 0 at t = 0 and mark the distance.
1
If
If
13a
13b
3 Write down threepart formulas for the velocities u(t) in Problem 2, starting from v(t) = 2 for 0 < t < 10. 4 The distance in l b starts with f (t) = 10  lot for 0 < t < 1. Give a formula for the second part. 5 In the middle of graph 2a find f (15) and f (12) and f (t).
15 Write down formulas for v(t) in Problem 14, starting with v =  40 for 0 < t < 1. Find the average velocities to t = 2.5 and t = 3T. 16 Give 3part formulas for the areas f (t) under v(t) in 13. 17 The distance in 14a starts with f (t) = 40t for 0 < t < 1. Find f (t)in the other part, which passes through f = 0 at t = 2. 18 Draw the velocity and distance graphs if v(t) = 8 for O < t < 2 , f ( t ) = 2 0 + t for 2 < t < 3 . 19 Draw rough graphs of y = and y = , = / and y=  4. They are "halfparabolas" with infinite slope at the start.
6 In graph 2b find f(1.4T). If T= 3 what is f(4)?
7 Find the average speed between t = 0 and t = 5 in graph
la. What is the speed at t = 5?
8 What is the average speed between t = 0 and t = 2 in graph 1b? The average speed is zero between t = 3 and t = . 9 (recommended) A car goes at speed u = 20 into a brick
fi
20 What is the breakeven point if x yearbooks cost
wall at distance f 4. Give twopart formulas for v(t) and f (t) (before and after), and draw the graphs.
10 Draw any reasonable graphs of v(t) and f(t) when

$1200 + 30x to produce and the income is 40x? The slope of the cost line is (cost per additional book). If it goes above you can't break even.
21 What are the domains and ranges of the distance functions in 14a and 14ball values of t and f (t) if f (0) = O ? 22 What is the range of u(t) in 14b? Why is t = 1 not in the domain of v(t) in 14a?
(a) (b) (c) (d)
the driver backs up, stops to shift gear, then goes fast; the driver slows to 55 for a police car; in a rough gear change, the car accelerates in jumps; the driver waits for a light that turns green.
11 Your bank account earns simple interest on the opening balance f (0). What are the interest rates per year?
Problems 2328 involve linear functions f (t) = vt + C. Find the constants v and C.
23 What linear function has f (0) = 3 and f (2) = 1 l?
24 Find two linear functions whose domain is 0 < t d 2 and whose range is 1 d f (t) < 9.
25 Find the linear function with f(1) = 4 and slope 6. 26 What functions have f (t
+ 1)=f (t) + 2?
+6
and
27 Find the linear function with f (t + 2) =f (t)
f (1)= lo.
12 The earth's population is growing at v = 100 million a year, starting from f = 5.2 billion in 1990. Graph f (t) and find f (2000). 28 Find the only f = vt that has f (2t) = 4f (t). Show that every f = +at2 has this property. To go times as far in twice the time, you must accelerate.
0 = 2 and 6 . (b) 2f ( 0 ( 4 f (t . I Introduction to Calculus 45 (a) Draw the graph of f (t) = t 29 Sketch the graph of f(t) = 15 . What new velocity will lead to f (7) = 30 if f (0) = O Give formulas for u(t) and f (t). First try t = 1.3) 46 If f (t) = t . 34 What function C(F) converts Fahrenheit to Celsius (or Centigrade). Blood alcohol is eliminated at .t) 53 (hardest) The forwardback function is f (t) = 2t for O < t ~ 3f ( . 44 (a) Draw the graph of U(t) = step function = (0 for t < 0. and after that v = 2.04 (the maximum set by the Coast Guard)? The usual limit on drivers is . 36 (Newspaper of March 1989) Ten hours after the accident number 1 and the input called t.8 It( < 2 and find its slopes and range. The crucial point is to look at their differences: Suppose the numbers are f = 0 2 6 7 4 9 Their differences are v = 2 4 1 .2 Calculus Without Limits The next page is going to reveal one of the key ideas behind calculus. Graph f(f(t)) and find its fourpart formula. Then draw and find the slopes of these six functions: ( 4 2f ( 0 (b) f ( t ) + 2 (a) f (t + 2) (f) f ( f (t)). The discussion is just about numbersfunctions and slopes can wait.4 (absolute value) 1 43 (a) Draw the graph off (t) = i t + 3 with domain 0 Q t d 2. and what is its slope? 35 What function converts the weight w in grams to the weight f (w) in kilograms? Interpret the slope of f (w). Starting with the . give a list of instructions to lead to these outputs: f 1 ( t ) = t 2 + t f2(t)=fdfdt)) f3(t)=f1(t+l)50 In fifty words or less explain what a function is./= 38 f (t) = I/40 f (t) = l/(t . Find the domain.5 and 3.10 percent. Starting from zero. 54 (a) Why is the letter X not the graph of a function? (b) Which capital letters are the graphs of functions? (c) Draw graphs of their slopes. to show 2 .4. when does f return to zero? Give formulas for v(t) and f (t).1 for 0 6 t Q 2 give formulas (with domain) . slope. the alcohol reading was . 31 Suppose v = 8 up to time T.t . they can be any numbers.015 per hour. Verify that those agree with the areas "under" the vgraph in Figure 1. . 32 Suppose v = 3 up to time T= 4. 1. Then give a formula and graph for (c) f ( t + 1) (b) f ( t ) + 1 (e) f (40.6 = 1. (el f ( 0 f (0) (dl f (.4).t) and f (t .14 .t) ( 4 f (2t) 52 For f (t) = ut + C find the formulas and slopes of (c) 2f(4t) (b) f (3t + 1) (a) 3f (0 + 1 (f) f ( f (t)). whish is Fahrenheit temperature F? The slope is the number of Fahrenheit degrees equivalent to 1°C. 48 Find formulas for the outputs fl(t) and fi(t) which come from the input t: (1) inside = input * 3 (2) inside + input + 6 output = inside + 3 output t inside * 3 Note BASIC and FORTRAN (and calculus itself) use = instead of t.I)? 47 In the forwardback example find f (* T )and f (3T). (e) f (. 37 f(t) = 51 If f (t) = 3t .2 = 4 and 7 .1 what are 2f (3t) and f (1 .3 5 The differences are printed in between. The last questions are challenging but possible. and formula for (d) f (0 (el f k t ) . range. ? 33 What function F(C) converts Celsius temperature C to + 1 for 1 Q t 6 1.061.2tl (absolute value) for 30 Sketch the graph off (t) = 4 . (dl 4f ( 0 (b) U(t) + 2 ( 4 3UW ( 4 U(t + 2) (e) U(3t). The equation t = t + 6 is not intended.t ) = 122t for 3 6 t d 6 . 49 Your computer can add and multiply. 1 for t > 0).t( for 2 < t 6 5 and find its slope and range. But The instruction t + t + 6 produces a new t equal to the old t plus six. the symbol t or := is in some ways better. What was the reading at the time of the accident? How much later would it drop to . The numbers are not even special.? 39 f (t) = ( t. Which points between t = 0 and t = 5 can be in the domain of f (t)? With this domain find the range in 3742.
1. The first v is the first odd number v. What happens when we change the f's in the middle? Suppose the numbers are f= 1 5 12 7 10 Their differences are v = 4 7 5 3 The differences add to 4 + 7 . there must be a clear reason why the middle f's cancel out.1. But the last f is now 10. the last f minus the first f. This is the last number on the top line (in f). The important point is that the sum of the v's equals flast first. . That prediction is not right.1)+ (12 .1. We can also use j to tell which difference we are looking at. The jth difference is the jth odd number vj = 2j. The sum of differences is still 9.I = 7.) It is better to start the differences with j = 1. we don't always get the last f. and the 7's cancel. after 2 + 4 + 1. This agrees with 7 . EXAMPLE 2 The numbers are squares: f= 0 1 4 9 16 Their differences grow linearly: v = 1 3 5 7 1 + 3 + 5 + 7 agrees with 42 = 16.2 Calculus Without Limits Notice how 4 .2 =fast ffirst.7) = 10 . With this notation the jth difference is vj =fj f 1. This example has v = 1 and the f's start at 2. Is this an accident. We now connect the v's to slopes and the f's to areas. (Thus v4 is 8 .1 that doesn't cancel. but it can be later. The straight line would come from f= t + 2. Note The letter j is sometimes useful to tell which number in f we are looking at.= 1. The first f is now 1. The idea behind calculus comes when you add up those differences: 2+4+13+5=9 The sum of differences is 9. to give a formula for the f's instead of a list of numbers.12) + (10 . The v's are the odd numbers. we get the 7 in f. The 5's cancel. Test any prediction on a second example: Suppose the numbers are f= 1 3 7 8 5 10 Their differences are v = 2 4 1 3 5 The f's are increased by 1. It is a beautiful fact that the first j odd numbers always add up to j2. The sum of differences is (5 . the 12's cancel. the differences in v can be positive or negative. It is only 10 . The answer 9 (the sum of differences) is 10 . since there is no zeroth odd number vo. the sum of differences is controlled by the first f and last f.1.7 gives a negative answer 3.5 + 3 = 9. For this example the zeroth number is fo = 0 and the jth number is fj =j2. This is a part of algebra.5)+ (7 . Sooner or later you will get comfortable with subscripts like j and j . This is still 10 . The numbers in f remind us of a straight line f= vt + C. or is this always true? If we stop earlier. The differences are exactly the sameno change.1. The numbers in f can go up or down. the f's are perfect squares.1. This is the key to calculus! EXAMPLE 1 The numbers grow linearly: f= 2 3 4 5 6 7 Their differences are constant: v = 1 1 1 1 1 The sum of differences is certainly 5. The numbers in v remind us of constant velocity. No matter what f's we choose or how many. If this is always true.
The area of the triangle is ½. 1. The heights of the rectangles are the v's. The graph of f is "piecewise linear. 3.j. Suppose we stop at t = 3.5. 16. = 1 1 Fig. underneath the staircase in Figure 1. with the odd numbers in v and the squares in f. This reminds us of the distancevelocity graphs. 5. . At this new ending time t = 3. The base of every rectangle is 1. Halfway between 9 and 16 is 12." We plotted the numbers in f and connected them by straight lines.7 2 3 4 1 2 3 4 t Linear increase in v = 1. 1." We plotted the differences as constant over each piece. Notice an important difference between the vgraph and the fgraph. For now the Theorem is restricted to piecewise linear f(t) and piecewise constant v(t). This area is flast first.5. 2.. Only half of the last rectangular area (under v = 7) will be counted. the slope of f(t) is v(t). 3. So the areas also equal the v's.7 shows a natural way to graph Example 2. The slope makes a sudden change at the breakpoints t = 1. The main idea is that between the breakpoints.5.7a. Squares in the distances f= 0. Even more is true. The total area is 1 + 3 + 5 + 2(7) = 12. is composed of rectangles. we are only halfway up the last step in the fgraph. we get . But we have only used algebra (no curved graphs and no calculations involving limits). The change in f (upward) is the difference that we are calling v.. 2j =j2 for the area.5. Notice that a proof of 1 + 3 + 5 + 7 = 42 is suggested by Figure 1. Figure 1. height = 4 8. The ratio is the slope v/1l or just v. which is the perfect 9quare 42 When there are j rectangles instead of 4. 3. The graph of v is "piecewise constant. 9.5 . 4.4. At those special points the slope of the fgraph is not definedwe connected the v's by vertical lines but this is very debatable. 7.base . Now make the connection to slopes: The slope of the fgraph is distance distance across distance up change in f change in change in t Over each piece. when the distance f(t) is a straight line and the velocity v(t) is a horizontal line.7. This still agrees with flast first = 12. We could start at any time and end at any later time not necessarily at the special times t = 0. The triangle under the dotted line has the same area as the four rectangles under the staircase. . 1.0. 2.. the change in t (across) is 1. This is nothing less than the Fundamental Theorem of Calculus. Now make the connection to areas: The total area under the vgraph is flast ffirst This area. and the total area is the sum of the v's.10 0~~~~~~~ 4= 7 v4 v3 = 5 1 Introduction to Calculus 1 nrdcin oCluu f4= 1 f 3 =9 v2 = 3 f2=4 1 =I t f. In Chapter 5 that restriction will be overcome.
8 use the same numbers but they look different. .2. The numbers in f are now 0. 1. velocity V followed by . The crucial step for curves is working with limits. Remark The function 2' is trickier than t2.) Problem 37 estimates c with a calculatorthe important thing is that it's constant.4. where f and v increase exponentially or oscillate around zero.9 shows another oscillation that returns to zero.. which is 2' = 1. Then Section 1.4. because f is piecewise linear and v is piecewise constant.2. Calculus is needed for a steadily changing velocity. The differences off = 1.8. 1. the numbers 2' grow exponentially. 1. EXPONENTIAL VELOCITY AND DISTANCE Start with the numbers f = 1.1.. These are "powers of 2. When the f's are powers o 2. The numbers 2j grow linearly. until Chapter 6.2. For f = 2' the slope is v = c2'.. . 16 are exactly v = 1. but the path is more interesting.V. and & equals 2j.8.693 ." They start with the zeroth power. Since f6 = 0 the motion brings us back to the start. They are like the special functions 2' and sin t and cos texcept they go in steps. It is proportional to t and not t2.2 Calculus Wnhout Limits The next examples show other patterns. and we won't find the constant c = .0. but you only need algebra. the numbers j2grow quadratically. The exponential 2' quickly becomes much larger than the others. You get a first look at the important functions of calculus. We get the same beautif ful numbers. OSCILLATING VELOCITY AND DISTANCE We have seen a forwardback motion. in steps. You can spot it by the following test: v(t) is proportional to f (t).4. (The number c is the natural logarithm of 2. 4 Where will calculus come in? It works with the smooth curve f (t) = 2'. when the graph off is curved. After j steps there are j factors of 2. = 2' = 1. 16. At j = 10 these are 20 and 100 and 1024. For f = t2 the slope is v = 2t.3 will introduce the slope of a curve. The whole oscillation can be repeated. That is oscillation of the simplest kind. so are the v's. because the first v is numbered v. The last example will be income taxwhich really does go.8.1. That will take us from algebra to calculus. (Then v. The graph o f f goes linearly up and linearly down.8 The velocity and distance grow exponentially (powers of 2). The formula vj = 2"' is slightly different from & = 2j.) The two graphs in Figure 1. The zeroth power of every number is 1. I hope you like them but I don't think you have to learn them. except that 0' is meaningless. l. This exponential growth is critically important for population and money in a bank and the national debt.. The exponential starts at 1 and not 0. Please recognize the diflerence between 2j and j2 and 2j.O. 1 2 3 4 1 2 3 Fig. Figure 1.
T. The fgraph resembles (roughly) a sine curve. 1.= 1. This is the unit step U(t). The rectangles have height V and base T = 1/ V. If the dial shows AM and PM. 1. The waveforms in nature are smooth curves. So the areas under the vgraphs are all 1. . which means steeper slopes. (With t in degrees the period is 360a full circle. The distance is f (t). 1.9 Piecewise constant "cosine" and piecewise linear "sine.) A watch . You recognize that the change from analog to digital brought the computer revolution.10 Bursts of speed with V. and then across with slope zero: v(t) = V upto t = T 0 after t =T f (0= Vt up to t = T 1 after t=T This is another example of "function notation. We virtually always use radianswhich are degrees times 2n/360. when the car suddenly stops. when the graph of f goes straight up. Step function has infinite slope. v~ EQUAL AREAS Maserati 1 EQUAL DISTANCES II delta II function II vc . but shifted in time.7 I Corvette v~ I I II steD Jeep T~ I T~ Fig. 1.. Optional remark It is natural to think about faster and faster speeds. the period is Fig. The domain off (the inputs) includes all times t 3 0. The extreme case is a step function. A SHORT BURST O F SPEED The next example is a car that is driven fast for a short time.0. The period becomes 2n when angles are measured in radians." They both repeat.. The fgraph reaches 1 in shorter times. Digital signals (off or on. The vgraph resembles (even more roughly) a cosine curve." Notice the general time t and the particular stopping time T. The ordinary sine and cosine repeat at t = 2n.1 lnhoductlon to Calculus Jast The differences in v are 1. They add up to zero.10 allows us to compare three carsa Jeep and a Corvette and a Maserati.0. 1. has a period of 12 hours.which is zero up to t = 0 and jumps immediately to U = 1 for t > 0. The speed is V until the distance reaches f = 1. 0 or 1 ) seem to win every time. They have different speeds but they all reach f = 1. The range of f (the outputs) includes all distances 0 f f < 1. It is the same oscillation as in f (and also repeatable). A repeating motion is periodichere the "period" is 6 or 2n. The same revolution is coming in CD players.. which agrees with Airst. The graph of f goes up linearly with slope V . The piecewise v and f start again at t = 6. while these are "digitized"the way a digital watch goes forward in jumps. TM = Vc Tc = 'V. Figure 1..
The first bracket is 0 < x < $20..3 presents this "pointslope equation" for any straight line.300 Fig. the total tax is f. A• 1 on IO '.2 Calculus Without Limits What is the slope of the step function? It is zero except at the jump.350. Those are not average rates. We know what it means. Our last example is a realworld application of slopes ands ratesto explain "how taxes work.) The second bracket is $20. The rates are v. (The IRS never uses this symbol <." Note especially the difference between tax rates and tax brackets and total tax. the total tax is f. The graph is a spike over the single point t = 0. Suppose you are single with taxable income of x dollars (Form 1040. Tax brackets end at breakpoints. You are absolutely not responsible for the theory of delta functions! Calculus is about curves.. not jumps.1.300.300. The marginal rate of.31. If $20.300. But only the income in that bracket is taxed at that rate. Tax rate is like slope or velocityit depends where you are.350 < x < $49. Where does the number $11.31.158. the tax is $11.350. so it is the tax at the start of the top bracket. 1. This is often unclear in the news media.31 gives the tax on each additionaldollar of incomeit is the slope at the point x.158. the tax is 15% of x. they are marginal rates.158.350 < x < $49.300.350. and it is often denoted by 6so the slope of the step function is called a "delta function.15. If x is over $49.50 come from? It is the tax at the end of the middle bracket. the slope is infinite. we know the equation.28. line 37after all deductions).28 15% 31% ov = 20 S• slpe 20 2 3. Question What is the equation for the straight line in the top bracket? Answer The bracket begins at x = $49. When we know a point on the line and the slope.300 when the tax is f(x) = $11. This is important enough to be highlighted. The top bracket x > $49. EXAMPLE 3 Income tax is piecewise linear. .50 + 31% of the amount over $49. Tax is like area or distanceit adds up.28 or . At that moment. The slopes are the tax rates . but I think it is OK here. The slope of the line is the tax rate .50. the brackets are on x.158 v 2 = 60 across 3 f(2)= 40 2 5 180 =slope60 sup tax rate = slope .U ktax to pay f(x) 11. We don't have an ordinary velocity v(t)instead we have an impulse that makes the car jump. 13 which is t = 0.0525 I 20.11 The tax rate is v.50 + 28% of the amount over $20. These are the 1991 instructions from the Internal Revenue Service: If x is not over $20. Section 2. Here you see it for one specific example.11 shows the rates and the brackets and the tax due. Total tax divided by total income would be the average rate.300 pays tax at the top rate of 31%." The area under the infinite spike is 1.350 taxable income I Y 49. Figure 1. the tax is $3052.
3.8. 6 If f (t) = 5 + 3(t . Functions Connect the f's to be piecewise linear. We now review this section. and h.2.The sum of those differences is b .2... After a burst of speed V to time T.u2. the velocities are g .4.9 the velocities are I . equals f (ten. which is concentrated at t = 0 but has area B under its graph. For distances 0. Units Distance in miles and velocity in miles per hour..2.1 find the f's starting at fo = 3. When V approaches infinity.)f (t. f (t) approaches a function. Then the sum of those differences is ha. which means that f (t + 6) = s for every t.1) what is h(t) =f (t) .1. Tax in dollars and tax rate in (dollars paid)/(dollars earned). all f's in the middle (like f. 7 find the differences vl .2.8. c. because in (6 . Subscript notation The numbers are f. with no units. 7.2.4 draw the fgraph (linear pieces) and the vgraph. With distances 1. minus c .2). What are the areas "under" the ugraph that add to 4 . to any ten...4.4. Then vj = 1 (constant) or 2j . After that time the velocity is 60 miles per hour.This is equal to f. The equation of that line is f (t) = f . The sum of 1. ..2) the numbers 6 and 2 d .). the distance is x .2. b.. have vj = t .. Those form a piecewise q cosine.. Where is the maximum f when u = 1. b..6. 5.7.10 the sum of the u's is still . l? 4 For f = 1.lt (b) f ( t ) = 1 2t (c) f ( t ) = 4 + 5(t 6).3.. These are the h of the fgraph. The maximum value of f occurs when v= . The velocities v = 1.10 find the differences u and the sum of the three v's. The velocities approach a A function. what is the area under the next v? 3 From v = 1. 1.28.. and add them up. b. Graph v and f.. Problems 511 are about linear functions and constant slopes. If f(T) = 1 and V increases.6) + (5 . Tax rate is a percentage like . v.1) + (2 . . So the line with slope 60 on the fgraph has the equation f (t) = starting distance + extra distance = 40 + 60(t . Their differences go in v. 2 Starting from f = 1. The numbers 6 and 2 have no effect on this answer. fl. =fl f. c. 16 is v . g.1 Introduction t Calculus o Figure 1. 1'0..ffirst. Do the same for f = a. 1. Central idea Start with any numbers in f. 5 Write down the slopes of these linear functions: (a) f ( t ) = 1. When those differences are added. The sum of the first j odd numbers is fi = m .12. The piecewise linear sine has slopes P .. the burst lasts only to T = Y . The pointslope equation makes sense. j = u . The distance at t = 2 is f (2) = 40 miles... The slope of a step function is c . 25 at unit times. Then flo is n and the velocity ulo is 0 . The slope of the line between f(0) = 1 and f (1) = 6 is e .1 (odd numbers) or 2' '.1 1 also shows a distancevelocity example. .5 + 2S(t .2. The new speed 60 multiplies the extra time t . In that case fo = 1 and j. If f(t) is the postage cost for t ounces or t grams.. the slope is the i per k . and the first difference is v.g(t)? Find the slopes of f. The slope of the tax graph is the tax i . Write down another f that leads to the same v's. The starting point is (2'40).) cancel out: Examples fi =j or j2 or 2'. Their differences are v = a .' equals w .2 EXERCISES Readthrough questions Start with the numbers f = 1.1) and g(t) = 1.5. c. 1 From the numbers f = 0. d.2'. Both functions have r equal to 6. Do the same for f = a. The area under the vgraph from any t. A typical number is fi and the jth difference is vj =fi fi. with comments. Then the slope v is piecewise constant. Compute f (6) and f (7) for each function and confirm that f (7) f (6) equals the slope..l? If the next number in f is 11. Problems 14 are about numbers f and differences v. For f = 0.2. . The difference 2J .
Divide are increasing so are the 0's. . &= . 28 Suppose the 0's increase by 4 at every step. 17 The difference between a tax credit and a deduction from income is the difference between f (x) . If v is velocity then a stands for .. If v has period 4 find f(12).l . Show by example and then by algebra that the "second difference" &+ .... . ) (a) If f (0) = 0 find a twopart formula for f (t).. v2 + w2. 4.. ..j. .15 and .. Between those times.2f1 +.? Draw a rough graph of a(x).) 15 In the 15% bracket. 1. 1..fo and a2 =f. They give practice with subscripts 0.$. a credit of c = $1000 or a deduction of d = $1000.2j. define f beyond t = 1 so it is (a) continuous (b) discontinuous. Confirm that the slopes v agree with 20 Find f. 21 The areas of these nested squares are 12.3. (This is not done. f (x))..equals 4. 1. f(l3).6.. 1.28 so you would lose by earning an extra dollar beyond the breakpoint.300? How is the number 11. What (a) v = l . what is the increase in f divided by the increase in t? 27 If & =j2 j + + + 1 find a formula for vj.2fj +fj. w...5 . How is the slope of f (g(t)) related to the slopes of f and g? 10 For the same functions.2 CalculusWithout Llmits Suppose ~ ( t= 2 for t < 5 and v(t) = 3 for t > 5. 4. 3. (b) f=0. Find g(3) and f (g(3)) and f (g(t)).. 1. Think about the tax on an extra $100. (c) f=O. Problems 1930 involve numbers fo. ..2f2 +fl and a3.. are increasing so are the f's. . If f (t) = 5t up to t = 1 and v(t) = 2 for t > 1.. the combined rate is not 20% but . 23 If v=1. For 30 Show that aj =&+ . If v = I..I . v3 and formulas for vj and &: (a) f = l .1. . are periodic so are the f 's. compute f (99) and f (101). 4 . what are f (3) and g(f (3)) and g(f (t))?When t is changed to 4t. Find 1 + 2 + . .. what is the period of v.50 connected with the other numbers in the tax instructions? 14 Write the tax function F(x) for a married couple if the IRS treats them as two single taxpayers each with taxable income x/2. 8 .1.l). 29 Suppose fo = 0 and the v's are 1.. l .. with 5% state tax as a deduction.change in f slope = 86 change in t ' Problems 1218 are based on Example 3 about income taxes... Between those times.350 < x < $49. Problems 3134 involve periodic f's and v's (like sin t and cos t). Suppose u(t) = 10 for t < 1/10. 7 . ... + 19 Find the velocities v. are the areas of the Lshaped bands (the differences between squares)? How does the figure show that I + 3 + 5 + 7 = 42? f (8) f (6) . Compare aj with &. 16 A piecewise linear function is continuous when f (t) at the end of each interval equals f (t) at the start of the following interval.. .158. f.. .3. Which is more desirable.. . v2. 2 .This is the slope between (0.22.) 24 True (with reason) or false (with example). are periodic so are the 0's. . 32 If the sequence v.000? 22 From the area under the staircase (by rectangles and then by triangles) show that the first j whole numbers 1 to j add up to G2+ &. . 18 The average tax rate on the taxable income x is a(x) = f (x)/x. 1. (c) Define a tax function f(x) with rates ..2. f2.. and their differences vj =& &.j..4.15x. 3 . 1. . (Compare Problem 22.0.d).+ 100.. ... 13 What is the equation for income tax f(x) in the second (a) When the f's (b) When the v's (c) When the f's (d) When the v's 25 If f (t) = t2. 1.O) and the point (x... 9 Suppose g(t) = 2t + 1 and f (t) = 4t. Starting from f (0) = 1 find f (t) in two pieces.f2.i ..c and f (x .. has period 6 and wl...2& +&.. which j does & = 5? 4. (b) Check that f (10) equals the area under the graph of v(t) (two rectangles) up to t = 10. 12 What are the income taxes on x=$10. distance increases . 33 Draw the graph of f (t) starting from fo = 0 when v = 1. 5 . $.$. 1. w2. compute f (99) and f (101).0. . then by 2 to find the sum of 1.. 32. (b) u = . Add those to find the sum of 2.O find the second differencesal =f2 . f3 and a formula for fi with fo = 0: . t h e n & = j 2 . . what is the increase in f divided by the increase in t? 26 If f (t) = t2 t.000 and x = $30. l . has period 10. The average rate a is below the marginal rate v because .l . 4.. v(t) = 0 for t > 1/10. v2. bracket $20. 31 For the discrete sine f=O. times as fast and the velocity is' multiplied by 11 Compute f (6) and f (8) for the functions in Problem 5..always equals vj+ .. f(lOO.vj. and why? Sketch the tax graphs when f (x) = .. .000 and x = $50.
fi 39 (a) From f = 1. f.3. j . 45 Two bursts of speed lead to the same distance f = 10: to f 4 = 4 when v = 1.16 34 Graph f(t) from f o = O 1 lntroductlonto Calculus 44 Graph the square wave U(t) .78) to compute f(t)f(0) e.2).. graph the velocity. 43 Graph the four functions U(t . 37 Estimate the slope of f (t) = 2' at t = 0.. find v. There are two questions.1 2.. . With zr= 2t. Use a calculator that knows e (or else take e = 2.3j.. and vj. +32 and also 1 + j + d + .1 e.l . find f (12) and f (14) and f (16). and I hope you could see them coming.1) . . Then graph f (t) = 4U(3t . = uj. what .I . 36 Find 1 + 2 + 4 + v= tot=.. The first step is to let the velocity change in the steadiest possible way. Use a calculator 46 Draw the staircase function U(t) + U(t . 51 Arrange 2j and j2 and 2' and in increasing order (a) when j is large: j = 9 (b) when j is small: j = &.o 1 .a  +&. After 10 seconds the speed is 20 feet per second.1 2..l)/(r .. 48 Write a subroutine FINDV whose input is a sequence fo. the car accelerates. Its slope is a sum of three functions. If the velocity is changing. .and t 1 .I . v2 v3 and A. and fo.. (b) Check f3 fo = v. how can you compute the distance traveled? 2. v. Algebra gives 3j . f.O' .. in opposite directions.1)3j. the distance f comes out in feet.1) + U(t . 1. 52 The average age of your family since 1970 is a piecewise linear function A(t). b .01 Problems 4347 are about U(t) = step from 0 to 1 at t = 0.001 v=vtot= As V+ c the limit of the f (t)'s is o . What is v. The acceleration is clear. Graph the slopes of the others. If this is the distance f (t). and whose output is v..O. find the velocity from the distance. + v2 + + vj? 42 Estimate the slope of f (t) = et at t = 0.1 eO1. 47 Which capital letters like L are the graphs of functions when steps are allowed? The slope of L is minus a delta func to compute (increase in f )/(increase in t) when t is small: f (t) f (0) 2 . If we measure t in seconds and v in feet per second. Calculus may be a good course. l.2 and U(3t) and 4U(t). Include graphical output if possible.f. Test vj =j. 35 Find the v's for f = 1.= vj.2.1 and and . Test on fi = 2j and j2 and 2j. a physicist would say that the acceleration is constant (it equals 2). If the graph of f(t) is not a straight line... v.3 The Velocity at an Instant We have arrived at the central problems that calculus was invented to solve.= (3 . Show that fi = (rj' ' . but how far has the car gone? . 49 Write a subroutine FINDF whose input is v. . and whose output is fo..1) starts from fo = 1 and has fj fi. graph the distance f(t). v. Why doesn't f have period 4? Problems 3542 are about exponential v's and f 's..9. Include graphical output if possible.. sequence is returned? If FINDF is applied to the output of FINDV.2. Question 1 Suppose the velocity at each time t is v(t) = 2t.0°1 .... (Then this is the correct fi = 1 + r + + r j = sum of a geometric series. and the speedometer goes steadily up. If v has period 4.. f.) 41 From fi = ( 1)' compute vj.' .001 . Predict v. Find f (t). If this is the velocity v(t).. The distance goes up toofaster and faster. v. The default value of fo is zero.U(t . v. 38 Suppose fo = I and vj = 2fi  tion. Our goal is to do bothbut not in one section. what sequence is returned? Watch fo. + + 40 Suppose vj = rj..1 and and 1 t . The driver steps on the gas.'.1). and predict vj.1 2.. but it is not magic.27. Find f. what is its slope? Find the distance from the velocity. 50 If FINDV is applied to the output of FINDF. Is it continuous or does it jump? What is its slope? Graph it the best you can. 4 1. After 44 seconds the speed is 88 feetlsecond (which is 60 miles/hour)..1) and U(t) .
1. It is a parabola. the velocity at the beginning of that second was below 21. If you exit 150 miles away at 3 :00. By t = 10.12 The velocity v = 2t is linear. It only requires a division of distance by time: change in f average velocity = change in t ' Calculus and the Law You enter a highway at 1 : 00.1. "When was I doing 75?" The police would have . when the car is new. I'm not sure if the police can give you a ticket. The average velocity is the slope of a straight line. 1 The car covered 21 feet in that 1 second. The line goes between two points on the curve in Figure 1. I hope you see the problem. f reaches 100.12. When we compute an average. Averages are easy to find: average velocity is f (11)f (10) 11.12. The distance f = t2 is quadratic. The curve starts at zero. Geometrically. Its average speed was 21 feetlsecond.10 121 . Find the velocity v(t). Dividing f = 121 by t = 11 gives the average speed over 11 seconds. what is the average? It is a slope. but not the slope of the curve. At t = 5 the distance is f = 25. You could say to the judge.3 The Velocity at an Instant Question 2 The distance traveled by time t is f ( t )= t2. The average velocity between t = 10 and t = 11 is a good approximationbut only an approximationto the speed at the moment t = 10. the graph of t 2 gets steeperbecause more distance is covered in each second. your average speed is 75 miles per hour. As the car goes faster.100 = 21. Since it was gaining speed. we pretend the velocity is constantso we go back to the easiest case. The graph off ( t )= t 2 is on the right of Figure 1. Velocity is distance divided by time. But how do we find the instantaneous velocitythe reading on the speedometer at the exact instant when t = lo? change in distance ( t + h)2  time t t t+h t Fig. but what happens when the speed is changing? Dividing f = 100 by t = 10 gives v = 10the average veEocity over the first ten seconds.
we have to let time be a "variable.100 = 20. If we want the whole vgraph. you are dead.0) .25 .the average was 20 + 4= 20. which also has v(10) = 20.0 and t = 10. + Conclusion: The velocity at t = 10 is v = 20. Algebra gives the average velocity between t = 10 and any later time t = 10 + h. the average velooity 2t + h approaches v(t) = 2t.5 .(10.? they would have a definite feeling that you We return to the central problemcomputing v(10) at the instant t = 10. and we can put it into words before equations. +This is our first encounter with the much despised "Mean Value Theorem.5. The change in time is h. I Note The computation (3) shows how calculus needs algebra. 10.1 Introduction to Calculus to admit that they have no ideabut must have been doing 75 sometime. The "limit" is the slope at a single point. Find the slope between points that are closer and closer on the curve. Over a millionth of a second the average will be 20 plus 1/1.5)2. This is the basis for Chapter 2. The distance increases from lo2 to (10 + h)l. The average is closer and closer to the speedometer reading of 2t. Divide the change in distance by the change in time: f (10. It is still not exact. subtract the distance at time t. It depends on the time step h. You are seeing the key computation of calculus.000which is very near 20. . and the average was 20 h = 21.5. where t was 10. We now show that the two graphs match at all times.5 is closer to the speed at t = 10.0)2.(10. Now the average is 2t + h.5. That gives the average velocity: This fits the previous calculation. The way to find v(10) is to keep reducing the time interval.5) f (10. Numbers are enough at the specific time t = 10 and the specific step h = 1but algebra gets beyond that. We can also find the average over the halfsecond between t = 10. The interval from t = 10 to t = 11 had h = 1. The average was 20 h. The average velocity over the next second is 21. When the time step was h = i.0 . The average between any t and any t + h is 2t + h. That is the slope of the curve. But we can see what happens as h approaches zero. because the velocity is changing. A few ugraphs and fgraphs will confuse the situation (possibly also a delta function).5 . If f (t) = t 2 then v(t) = 2t.10. and divide by h. at the exact moment when the clock shows time t: + I 1E As h approaches zero." If the judge can prove the theorem.12.5 That average of 20. and the key to differential calculus. Compute the distance at time t + h.000. It agrees with the vgraph on the left side of Figure 1." It is represented by the letter t.110. Please don't hesitate to put back numbers for the lettersthat checks the algebra. So divide: This formula fits our previous calculations.
it is the area of a triangle. . what is the distance? This goes in the opposite direction (it is integration). If a equals 1. If a equals the gravitational constant g. After the car starts we have v = 2(t . 1. Pisa).1) and f = (t You see how the time delay of 1 enters the formulas. The area agrees with f (t): area = i(base)(height)= f (t)(2t)= t2. The acceleration is the slope ofthe velocity curve! The distance is also proportional to a. so it is better to be safeby actually computing the area. The Fundamental Theorem of Calculus says that no new work is necessary. The pairs v = at + b and f = $at2 + bt. (It isn't particularly hard either. (4) EXAMPLE 1 The graphs are shifted in time. The car doesn't start until t = 1. then v = t and f = f t2. The odometer readings f = t2 produced speedometer readings v = 2t. "Average over an interval" becomes "velocity at an instant. If v(t) = 2t increases linearly with time. Maybe he saw the distance f = >2 this is the most famous pair in physics. Figure 1. then the area under that vgraph leads back to the fgraph. By the Fundamental Theorem. Therefore v = 0 and f = O up to that time.3 The VelocHy at an Instant There is also a step beyond algebra! Calculus requires the limit of the average. . Fig. The average 2t + h approaches 2t. The speed doesn't depend on the mass (tested by Galileo at the Leaning Tower of more easily than the speed v = gt. The base of the triangle is t and the height is v = 2t. As h shrinks to zero. but here we don't need it. The velocity changes from v = 2t to v = at.1. But we have certainly not proved any fundamental theorems. That is one of the most famous pairs in calculus. Fortunately.'' The general theory of limits is not particularly simple.) In this example the limiting value is easy to identify. We have not answered Question 1. the area under 2t should be t2. EXAMPLE 2 The acceleration changes from 2 to another constant a.13 Delayed velocity and distance.0. Zfthe slope o f f (t) leads to v(t). then v = gt is the velocity of a falling body. the points on the graph come closer. Anyway. but notice the factor 3: acceleration a 9 velocity v = at 9 distance f = f at2. What remains to do in this section? We answered Question 2to find velocity from distance. as h .13 shows how it affects the graphs.
3t . not the distance. This question was created by Steve Monk at the University of Washingtonwhere 57% of the class gave the right answer.l4a shows the line between points A and B on the curve. The average velocity from t to t + h is = f (t + h) f (t) . In Chapter 2.t2 h h The change in distance has an extra 3h (coming from 3(t + h) minus 3t). Question I What happens to the "change in f "the height of B above A? Answer The change in f decreases to zero. . So does the change in t. This is a "secant line." Its slope is an average velocity. do the cars get closer or further apart? Answer This time more than half the class got it wrong. Figure 1. slope of curve. What calculus does is to bring that point B down the curve toward A. Divide the change in f by the change in t.14b shows the opposite problem. divide the change in y by the change in x. Question 2 As B approaches A.3(t + h) + (t + h)2 .14 Slope of line. Probably 97% would have found the right slope from a formula. Draw another secant line with B closer to A. We know the velocity. is D catching up to C at the end? Between t = $ and t = 1. Two velocity graphs. Figure 1. Question 4 If the cars start together. When car C is going faster. When 3t is added to the distance. FUNCTIONS ACROSS TIME The idea of slope is not difficultfor one straight line. The velocity contains an additional 3 (coming from 3h divided by h). You have to look at the speed graph and imagine the distance graph. the starting velocity vo would have added vot to the distance. Question 3 Which car is going faster at time t = 3/4? Answer Car C has higher speed. 3 is added to the velocity. 1 speed Fig. does the slope of the line increase or decrease? Answer I am not going to answer that question. 1. If Galileo had thrown a weight instead of dropping it. But calculus answers questions about both functions. the distance between them . Compare the slopes. You won't but you can see why they did. It is too important.1 Introductionto Calculus EXAMPLE 3 Suppose f (t) = 3t Vave + t2. Which is which? . Car D has greater acceleration. Experience shows that the hard part is to see what happens to the slope as the line moves.
The average velocity in between is d . The problem of slope is localthe speed is completely decided by f (t) near point A. the average a . 4 For the same f (t) = t2 + t. When the velocity is increasing. to see how they bend. Point B moves toward point A.. From geometry find the area under it from 0 to t. 1. h ' (b) The area under v(t) = at from t . To find the slope of the fgraph at a'particular time t. Find the slope of that area function f (t).3 EXERCISES Readthrough questions Between the distances f (2) = 100 and f (6) = 200. To find the area under the vgraph up to a particular time t. f (t) is increasing. If the distance is f (t) = +at2 then the velocity is u(t) = k and the acceleration is 1 . If f (t) is positive. These problems help to emphasize one more point. t in hours). you do have to know the whole history. the distance is P . In contrast.. Also if f (1) = 12. find the average speed between (a) t = l and t = 2 (b) t = 1 and t = 1.. This depends on t and h. The velocity at B is found by 0 . The instantaneous velocity is the I of u. 2. From t = l to t = 1. The slope of the ugraph is the 11 Iff (t) = t 2 what is the average velocity between t = . Car C went faster.3 The VelocHy at an Instant To repeat: The cars start together. A short record of distance is enough to recover v(t). What does that limit tell us? 6 Set h = 0 in your answer to 4(c). not the same distance. v(t) is increasing. The velocity at A is found by n . the car is q .1.l) + the base 2h times 13 Find f (t) from u(t) = 20t iff (0) = 12. We have to know what the mileage was earlier. If the distance f (t) is increasing.1 the average is 1 .2t and the area f (t). Finding the speed (or slope) is entirely different from finding the distance (or area): 1. for any distance curves. so is u(t). . If f(t) = i t 2 then f (6) = b and velocity is f(8) = c . 3 If the odometer reads f (t) = t2 + t (f in miles or kilometers. 14 True or false. not the total. The instantaneous velocities at t = 6 and t = 8 are e and f . the average velocity between A and B is the slope of m ..h to t h is exactly (f) u(t) = 2t ( 4 f ( t )= 6 2 For the same functions compute [f (t + h) f (t)]/h. (a) The slope of the line from A to B is the average velocity between those points. If f ( t ) = t 2 then o.9 (note h = . If v(t) is positive. . Find the limit as h . 5 In the answer to 3(c). find the limit as h + 0.1? What is the average between t . On the graph of f(t). Otherwise we can only know the increase in mileage. The average velocity is computed from f (t) and f (t + h) by uave= g . Draw the graph of f (t) = t2 + t and show its slope at t = 0.h and t + h? 12 (a) Show that for f (t) = *at2 the average velocity between t .= h ..9 and t = 1. (a) f (0 = 6t (c) f(t) =+at2 (b) f (t) = 6t 2 (d) f(t)='tt2 + 10 If f(t) = 6t2 find the slope of the fgraph and also the vgraph. When the velocity is positive. you don't have to know the whole history. You really should draw their distance graphs.h and t + is exactly the velocity at t. a short record of speed is not enough to recover the total distance. 9 True or false (a) (b) (c) (d) If the distance f (t) is positive. 8 Draw the graphs of v(t) = 3 .1 (c) t = l a n d t = l + h (d) t = 1 and t = . They reach the same speed at t = 1. so is v(t). but they don't finish together..0. find the average speed between (a) t = O a n d l (b) t = O a n d + (c) t = O a n d h . 1 Compute the average velocity between t = 5 and t = 8: 7 Draw the graph of v(t) = 1 + 2t.
8 it was the distance. . and v(t). I ask myself how much trigonometry it is essential to know.. Does the slope of f (3t) equal v(3t) or 3v(t) or 3v(3t)? 27 For f (t) = t Z find vaVe(t) between 0 and t. which is Pythagoras' law a' + b2 = c2.2. 19 Draw f (t) up to t = 4 when u(t) increases linearly from (a) 0 to 2 (b) .) 1. how complicated can a triangle be? Remark You might think trigonometry is only for surveyors and navigators (people with triangles).4 Circular Motion This section introduces completely new distances and velocitiesthe sines and cosines from trigonometry. what is v(t)? What is the slope of v(t)? When does f (t) equal 41.? And anyway. Graph vave(t) 17 (Recommended) An up and down velocity is v(t) = 2t for 18 Suppose v(t) = t for t < 2 and v(t) = 2 for t 2 2.4.t) + 1 1 . W e intend to Jind the slopes of those graphs. the increases in distance are equal.3t reach lo? Find the average velocity up to that time and the instantaneous velocity at that time. 24 If f (t) = *at2 + bt + c. v(t) = 12 .tl ) (c) ~ ( t= (1 . There will be the basic picture of a right triangle.3. Plot those points f (1). (d) If v(t) and V(t) start together and finish together. Draw the graph off (t) out to t = 3. You will recognize the wavy graphs of the sine and cosine. Find a threepart formula for u(t).. 28 If you know the average velocity uaVe(t). can you find how the distance f (t)? Start from f (0) = 0.t2 find v(t) and f (3t).5. with sides cos t and sin t and 1.f (6) and draw the complete piecewise parabola f (t).I t 0 1 (c) 2 to 0. 22 Draw the graphs of f (t) for these velocities (to t = 2): (b) Secant lines have smaller slopes than the curve. There will also be the crucial equation (cos t)2+ (sin t)2 = 1. (c) If f (t) and F(t) start together and finish together. If you don't know trigonometry. Basketball players "hang" in the air partly because of (c). . (In Figure 1. Check that f (6) = area under the graph of u(t).22 1 lntroductlonto Calculus Find the area under u(t) between t = 0 and t = 1.t2 in the right units.6. ) 23 When does f (t) = t2 . Nothing else is needed immediately. It is fantastic that sines and cosines are so perfect for "repeating motionwaround a circle or up and down.5.2t for t 2 3. The squares of two sides add to the square of the hypotenuse (and the 1 is really 12).t 1. (c) Prove: Half the time you are above y = 2.2 and h(t) =f (2t). 16 Graph f (t) = t2 and g(t) =f (t) .. 21 Draw the graph of f (t) = (1. t < 3. Here it is only basic things that are needed. all from t = 0 to t = 1. the average velocities are equal. Draw the piecewise parabola f (t). 20 (Recommended) Suppose v(t) is the piecewise linear sine function of Section 1. Find the velocities.2. don't stopan important part can be learned now. if a = b = c = I? 25 If f (t) = t2 then v(t) = 2t. Not at all! By far the biggest applications are to rotation and vibration and oscillation.t (b) ~ ( t= 11 . 15 When you jump up and fall back your height is y = 2t . ?Sines and cosines are so important that I added a review of trigonometry in Section 1. As I write that last word. (b) Find the time in the air and maximum height. (a) Graph this parabola and its slope. (a) v(t) = 1 . Does the speededup function f(4t) have velocity v(4t) or 4u(t) or 4v(4t)? 26 If f (t) = t . But the concepts in this section can be more valuable than formulas.t2( for 0 < t < 2. That can be done without using the formulas for sin(x + y) and cos (x + y)which later give the same slopes in a more algebraic way.
The x and y coordinates satisfy x 2 y 2 = 12. angle t. The cosine is zero and the ball reaches the top point x = 0.16 Circular motion with speed 1. We start with circular motion. upward velocity cos t. as the ball goes from far right to far left and back again. The new example also involves realistic motion. The center is at x = 0.1. At time 7112 the sine (the height) increases to one. The straight line f = v t was easy and the parabola f = +at2 was harder. y = 0 (the origin). The ball starts on the x axis. At time 71 the cosine is . y = sin 271 = 0. The ball goes counterclockwise. starting from sin 0 = 0.1. height sin t. Now find it at time t: + The ball is at the point where x = cos t and y = sin t. seen every day.1. y = 1. to keep the ball on the circle. We specify its position in Figure 1.1 and the sine is back to zerothe coordinates are (. vertical velocity vertical distance Fig.15 As the angle t changes. and x = cos 27~ 1. where the angle is zero.16a by giving its angle with the horizontal. We will find the slope of the sine curve.4 Circular Motion 1 f = sin t sin t COS 1 1 t Fig. so a full circle is completed at t = 271 instead of t = 360. 1. At time 1 it reaches the point where the angle equals 1. the graphs show the sides of the right triangle. Our underlying goal is to offer one more example in which the velocity can be computed by common sense. . The angle is measured in radians rather than degrees.1. Calculus is mainly an extension of common sense. The sine also oscillates between 1 and .O). At t = 271 the circle = is complete (the angle is also 271). And we make the ball travel with constant speed. 1. The cosine oscillates between 1 and . in which the position is given and the velocity will be found. A ball goes around a circle of radius one. This is where trigonometry is useful. by requiring that the angle is equal to the time t. but here that extension is not needed.
At the starting time t = 0. reaching t radians at time t. but now it is the angle with the vertical. radians A full circle is 360 degrees and 271 radians. based on a figure rather than a formula.01745 radians 1 radian = 36012~ degrees Radians were invented to avoid those numbers! The speed is exactly 1. which involves not only speed but direction. That is because the three angles at the ball add to 180". To check degree mode vs. The speed would be . The hypotenuse is tangent to the circle. If the ball is the moon. The ball would complete the circle at time T = 360. which produces these numbers. For a ball on a string. The height is sin 0 = 0 and the upward velocity is cos 0 = 1. We cannot accept the division of the circle into 360 pieces (by whom?). verify that sin l o z . VELOCITY O T E B L F H AL At time t. It is the same as the position triangle. Therefore = 57.) Calculus will find that same tangent direction. at every time. Half of trigonometry is in that figure (the good half).017 and sin 1 = 34.16 are the same size and shape. which direction is the ball going? Calculus watches the motion between t and t + h. The upward component of velocity is cos t. When the thrower lets go.sin t. The mass is the "shadow of the ball. but rotated through 90". It remains to find the velocity.1. At that instant the ball is not moving up or down. The direction of motion is tangent to the circle. The height is . the hammer takes offand it is an art to pick the right moment. (I once saw a friend hit by a hammer at MIT. With no force to keep it on the circle. + Application of plane geometry: The right triangles in Figure 1. The ball travels a distance 2n in a time 2n. The angle t still appears. The "velocity triangle" is in Figure 1. The rest of this section depends on itand we check v = cos t at special points. when the upward component of position is sin t. the force is gravity. He survived. Instead of a ball going around a circle.I Introduction to Calculus Important point: The distance around the circle (its circumference) is 2nr = 2n. If it is a hammer swinging around on a chain. but the speed in the x direction is . sin 4 2 = 1 and the upward velocity is cos n/2 = 0. radian mode. They look congruent and they arethe angle t above the ball equals the angle t at the center. That is our common sense calculation. Degrees vs. At time ~ 1 2the ball reaches the top. That line will be the y axis. if the ball only reached t degrees. That equation applies to position and velocity.3 degrees 1 degree = 2711360 radians = . the ball goes oflon a tangent. the movement is all upward. The speed equals 1. a mass will move up and down. the force is from the center. in the direction the ball is moving. ." as we explain in a moment.01745. At first the ball travels to the left. we don't need calculusjust let go. OSCILLATION: UP AND DOWN MOTION We now use circular motion to study straightline motion. The horizontal velocity contains a minus sign. The value of x is cos t. because the radius is 1. Its length equals 1 (the speed). but the thrower quit track. and you see how sin2 t + cos2 t = 1 is so basic. when the points at t and t h come close.16b. It oscillates between y = 1 and y = .
The distance graph is a zigzag (or sawtooth) from Section 1. As the ball goes around the bottom. At t = n. If the distance between the walls is 2. the velocity is v = 1.1 7 Circular motion of the ball and harmonic motion of the mass (its shadow). the slope of the sine curve is v = 1. How do we describe this oscillation? The best way is to match it with the ball on the circle. Instead of velocities that jump between 1 and . The problem is to find the changing velocity u. The velocity triangle yields v at every time t. The height is y =f (t) = sin t. bouncing between two walls without slowing down. when the ball f is going straight up. the The slope at the top and bottom o the sine curve is zero. This height oscillates between f = 1 and f = .17a shows the mass at a typical time t. The speed of the mass is changing although the speed of the ball is always 1 . 1.1. That "bangbang" velocity is like a billiard ball. The time for a full cycle is still 2n. and we know v from circular motion: The upward velocity is v = cos t. when the ball and mass and fgraph are going down.///J fup = sin t ) turn UP down turn Fig. At a maximum or minimum the slope is zero. Figure 1.p=mst. level with the ball. But the mass does not move with constant speed. The velocity drops to zero as the spring is fully stretched. Then v is negative. look at the upward velocity of the ball.1. but within that cycle the mass speeds up and slows down. a real oscillation slows down to zero and gradually builds up speed again. the mass stops and turns back up the y axis. Those velocities are the same! The mass and ball stay level. then at t = 4 the ball is back to the start. The height of the ball will be the height of the mass. As the ball passes the top of the circle. The "shadow of the ball" goes up and down. Halfway up (or down). We prefer a smoother motion.? At time zero. Simple harmonic motion is the most important back and forth motion. The mass goes slowest (in fact it stops) when the height reaches a maximum or minimum. the mass stops at the top and starts down. ?That looks easy but you will see later that it is extremely important. f THE SLOPE OF THE SINE CURVE At the top and bottom (t = n/2 and t = 3~12) ball changes direction and v = 0.2. while f = vt and f = f at2 are the most important oneway motions. Since the distance is f = sin t. level with the ball. the velocity will be the slope o the sine curve.4 Circular Motion There is a jumpy oscillation that we do not want.1. To find the upward velocity of the mass. . as the mass goes the same distance in the opposite direction. + (. which pulls it back.1. the speed is 1. The mass goes fastest at the center. with v = 1 and v = . The curve levels off. The mass is on a spring.
as t2 and 2 t o u r shortcut was to watch the shadow of motion around a circle. From sin 0 = 0 to sin n/2 = 1. No reason to believe that yet. so the area under cos t is the increase in sin t. The slope of sin t is cos t. the velocity is v(t) = cos t . Admission of guilt: The slope of sin t was not computed in the standard way. but we use it anyway. Question 1 What if the ball goes twice as fast.)The sine and cosine fit the same pattern as .oes.I 8 v = cos t when f = sin t (red).sin (t + h) . Fig. For sin t we could have done the same: change in sin t . On the right. Previously we compared (t + h)' with t2. When the distance is f (t) = sin t. The upward velocity is not cos 2t but 2 cos 2t. Notice these 2's! Question 2 What is the area under the cosine curve from t =0 to t = n/2? You can answer that. Somehow the ratio in (1) should approach cosmt h . The time for a full circle is only n. . (It d. Please realize the power of calculus. That velocity is the slope of the fcurve. This is absolutely fantastic.0.2 sin 2t. The height and velocity (red lines) are oscillating together.18 shows the result we want. On the left is the velocity v = cos t. Therefore cos 2t enters the upward velocity and sin 2t enters the horizontal velocity. 1. if you accept the Fundamental Theorem of Calculuscomputing areas is the opposite of computing slopes. The horizontal velocity is . that in calculus the two most famous functions of trigonometry form a pair: The slope of the sine curve is given by the cosine curve. No other method could compute the area under a cosine curve so fast. The difference is that the velocity triangle is twice as big. f = sin t gives the height. The velocity is still tangent to the circlebut the tangent is at angle 2t where the ball is. but they are out of phasejust as the position triangle and velocity triangle were at right angles. This average velocity approached the slope 2t as h became small. the increase is 1.1 Introduction to Calculus Figure 1. The ball's position is x = cos 2t and y = sin 2t.sin t average velocity = (1) change in t h This is where we need the formula for sin (t + h).and divided that distance by h. v = sin t when f = cos t (black). coming soon. to reach angle 2t at time t? Answer The speed is now 2.
You could see that coming. Another and more important part is to put these ideas to use. The sentences are spoken before they are written. .sin t. v = at and f = t a t 2.1. The new vgraph is minus the sine. and I hope readers will approve. and I hope you will see numerically what we derive algebraically.) Modern mathematics is a combination of exact formulas and approximate computations.The dotted lines in Figure 1. v = cos t and f = sin t . One part of our goal is to extend that listfor which we need the tools of calculus.sin t.CURVE H LP H I cannot resist uncovering another distance and velocity (another fv pair) with no f extra work. Neither part can be ignored. One new part of the subject has come with the computer. not an "infinitesimal" limit. may I add a note about the book and the course? The book is more personal than usual. With constant acceleration. Only the computer can account for the atmosphere and the sun's gravity and the changing mass of the spacecraft. Its distance across is f = cos t. The exercises are to help you master both parts. We landed on the moon because f and v were so accurate. The old time t = n/2 is now t = 0. f equals vt. What I write is very close to what I would say. if you were in this room. both with a time shift of 4 2 . The fgraph and vgraph are still correct. We review the ideas: v is the velocity the slope of the distance curve the limit of average velocity over a short time the derivative of f. The same with writing. Before the chapter ends. That twjn pair completes the calculus in Chapter 1 (trigonometry to come). This time f is the cosine. and the mass follows it up and down. (The moon's orbit has sines and cosines. Its velocity across is v = . twins of the first: When the distance is f (t) = cos t. That is another famous pair. The result is an overwhelming growth in the range of problems that can be solved. What it can do. it does quicklyeven if it cannot find exact slopes or areas. With constant velocity. The time clock starts at the top o the circle.4 Circular Motion T E S O E OF T E COSINE. Integral calculus: Compute f from v. Differential calculus: Compute v from f . The slope of the cosine curve follows the negative of the sine curve.18 show the new start. The new fgraph is the cosine. f is the distance the area under the velocity curve the limit of total distance over many short times the integral of v. by watching the ball go left and right (instead of up and down).? Calculus is alive and moving forwardit needs to be taught that way. But the shadow has exactly the same motionthe ball keeps going around the circle. It works with a finite step h. the spacecraft starts with v = at and f = )at2. t o n television you know immediately when the words are live. In harmonic motion. the velocity is v(t) = .
What is the position x =f (t)? Find x and v at t = 4 4 . 20 The distance curve f = 2 cos 3t yields the velocity curve v = . There is a lot to do. When t = n/2 the height is f = I and the velocity is v = m . Draw the velocity triangle and find the x and y velocities. but with the concrete questions that led to those ideas. You have seen a distance function f and a limit v of average velocities. Its speed is d . 4 O n a circle of radius R find the x and y coordinates at time t (and angle t). 1 For a ball going around a unit circle with speed 1. This 11 Draw graphs of f = sin ( 4 2 . its velocity is v = n . find its angle. If a speededup mass reaches f = sin 2t at time t. By computing f check your estimate. This oscillation stays level with a ball going which way starting where? 12 Draw a graph of f (t) = sin t + cos t. At what time would the ball hit the x axis. 5 A ball travels around a unit circle (raalus 1) with speed 3. Estimate its greatest height (maximum f ) and the time it reaches that height. but the course has definitely begun. Plot x and v up to t = n. and its vertical velocity at time t.6 sin 3t.4 EXERCISES Readthrough questions A ball at angle t on the unit circle has coordinates x = a and y = b . At time t. 1. 6 If another ball stays n/2 radians ahead of the ball with speed 3. We will meet more functions and more limits (and their definitions!) but it is crucial to study important examples early. its x and y coordinates. Explain the i. which is f to the radius coming out from the center. How long until each f repeats? 10 Draw graphs of f = sin(t n) and v = cos (t oscillation stays level with what ball? + + n). 21 The velocity curve v = cos 4t yields the distance curve f = $ sin 4t.6. Explain both 4's. Find the area under v = cos t from the change in f = sin t: 15 from t = O to t = n 17 from t = O to t = 2 n j6 from t = 0 to t = n/6 18 from t = n/2 to t = 3x12. v is P = q = r . 13 How fast should you run across the circle to meet the ball again? It travels at speed 1. 22 The velocity v = 5 sin 5t yields what distance? . 14 A mass falls from the top of the unit circle when the ball of speed 1 passes by. The velocity is u(t) = k .t). When f is distance = area = integral. 19 The distance curve f = sin 4t yields the velocity curve v = 4 cos 4t. A shadow traveling under the ball has f = cos t and v = o . The upward velocity is g and the horizontal velocity is h . It completes a full circle at t = c . 7 A mass moves on the x axis under or over the original ball (on the unit circle with speed 1). starting from angle zero. At time t (when it reaches angle t) find (a) its x and y coordinates (b) the speed and the distance traveled (c) the vertical and horizontal velocity. marking the time axes. Explain the .t) and v = .cos (n/2 . 9 Draw graphs of f(t) = cos 3t and cos 2nt and 271 cos t. 8 Does the new mass (under or over the ball) meet the old mass (level with the ball)? What is the distance between the masses at time t? ' f (t) = A mass going up and down level with the ball has height i . if it goes off on the tangent at t = 2n/3? 3 A ball goes around a circle of radius 4.I lntroductlon to Calculus The course has made a quick startnot with an abstract discussion of sets or functions or limits. What acceleration a is necessary to meet the ball at the bottom? (a) how long does it take for 5 revolutions? (b) at time t = 3n/2 where is the ball? (c) at t = 22 where is the ball (approximately)? 2 For the same motion find the exact x and y coordinates at t = 2x13. Its velocity points in the direction of the e . (a) what angle does it reach? (b) what are its x and y coordinates? (c) what are its x and y velocities? This part is harder. This is called simple i motion.
y = 0 ( )at speed 1. y = .5 A Review of Trigonometry Trigonometry begins with a right triangle. Therefore we change now to a circle. We cannot put a 240" angle into a triangle. As the cosine of 8 goes to zero.= r hypo tenuse y opposite side sin 8 = . a balk is called. They are excellent for angles up to 90°. y=2sin(t+O) 35 x=O.= r hypotenuse y opposite side tan 8 = . find its position and speed and upward velocity. The side x becomes zero. the tangent of 8 goes to infinity.19 x 1 cot g = . y = sin 5t 34 x=cost. The ball at x = cos t. which are the basic functions of trigonometry: R Iy X n x near side cos 8 = . Triangles have a serious limitation. y. Find ()2()4 for the oscillations 3136. 24 The slope of f = sin t at t = 0 is cos 0 = 1. .001. The American League decided mathematically that there is always a stop between backward and forward motion. and the triangle is infinitely steep. We focus on one particular anglecall it 8and on the ratios between the three sides x. The size of the triangle is not as important as the angles. . r. The three on the right come directly from the three on the left. . Compute average slopes (sin t)/t for t = 1. Three sides give six ratios. y = sin (.2 c o s i t 32 x = 0.23 Find the slope of the sine curve at t = 4 3 from v = cos t. 1.t) 1. The sine of 90" is y/r = 1.= y tan 8 Of course those six ratios are not independent. y = c o s t 36 x=cos2t.) Is that true? 30 x = cos (. Find the speed and upward velocity. 39 If a pitcher doesn't pause before starting to throw. and they are OK up to 180". y = sin t circles (1) counterclockwise 4 (2)with radius 1 (3)starting from x = 1. And the tangent is the sine divided by the cosine: Note that "tangent of an angle" and "tangent to a circle" and "tangent line to a graph" are different uses of the same word. 1()3() The oscillation x = 0. but after that they fail. y = sin t goes (1)up and down (2)between 1 and 1 (3) starting from x = 0. y = 3 sin 4t 27 x = 5 sin 2t. y=sin2t 25 x=cos3t. y = sin kt completes a rotation at t = 1. y = 0 (4) at velocity v = cos t.sin 4 3 by the time difference 4 2 . 1()3() 31 x=cost.01. even if the time is too short to see it.l. .4 3 . y=O 33 x=O. 8 approaches 90". (Therefore no balk. The ratios don't change if the triangle is scaled to another size. y=sin3t 26 x = 3 cos 4t. y = 5 cos 2t 37 If the ball on the unit circle reaches t degrees at time t. Then find an average slope by dividing sin n/2 . Find ()2()4 for the motions 2530.= x near side set r 1 8= = x cos 8 =1 csc 8 = r y sin 8 Fig.t). 38 Choose the number k so that x = cos kt.
60". The angle . adding 10n or 200n to the angle.2 sin 8 = y/r = &/2 csc e = 2/& tan 8 = y / x = cot & e = i/d Those numbers illustrate basic facts about the sizes of four functions: The tangent and cotangent can fall anywhere. n.Similarly for 1": 360" = 2n radians 1" = 27~1360radians 1 radian = 3601271 degrees. Also x is not changed (see Figure 1. We can go five times or a hundred times around the circle.n / 3 is . 1.60" and takes us of the wrong way around the circle. Thus 90" is straight up. We measure the angle by that multiple 8. The cosine waveform is the same as the sine waveformjust shifted by 90". As the point goes around the circle. so the angle is n radianswhich is 180". (Then 450" is the same as 90°. For a halfcircle the distance is m.8 is below the axis when + 8 is above. Therefore 2 of 2n radians (or 300") gives the same direction as . because . Angles are measured from the positive x axis (counterclockwise). This change in y affects y/r and y / x but not xlr: The cosine is even (no change). A quartercircle is 4 2 radians or 90". the six ratios cos 8..1 Introduction to Calculus Fig. and the six functions repeat themselves.20a (where r = 1). The ratios are cos 8 = x/r = . But y reverses sign. The coordinates x and y of that point can be negative (but never r). What is the effect on the six functions? Certainly the radius r is not changed when we go to . A 45" angle is Q of a circle and 27118 radiansand the length of the circular arc is 27~18. The distance around to angle 8 is r times 8.8. Compare 2 sin 8 with sin 28 and tan 8 (periods 2n. 180" is to the left. 4 This angle is shown in Figure 1. The same point is 2 of the right way around.20a).) Each angle yields a point on the circle of radius r.20 Trigonometry on a circle. r. An angle going clockwise is negative. The distance around to other points is Or.. The sine and tangent are odd (change sign). A diflerence of 2n makes no di$erence to x.1/2 sec e = . . Degrees are out.4 4 3 ) . One more change comes with the move to a circle. sin 9. Radians are in. .n / 3 radians or . and 360" is in the same direction as 0". EXAMPLE Evaluate the six trigonometric functions at 8 = 2n/3 (or 8 = . n). When r = 1 this is the ultimate in simplicity: The distance is 8. as long as cot 8 = l/tan 8. y. trace out six graphs. The distance around the whole circle is 2nr. Thus sin 8 and cos 8 and the other four functions have period 27~. tan 8.
That is cos28 + sin2 8 = 1.cos s t)* + (sin s .5 A Review of Ttlgonometry The numbers reveal more. and d is the distance between them. The distance up the side is ly2 . Dividing by x2 gives the second identity.y1)'. 1.+ (sin (s . 3 + DISTANCES AND ADDITION FORMULAS To compute the distance between points we stay with Pythagoras. Dividing by r2 gives ( ~ / r ) (y/r)2= 1. Whenever ( c o ~ i n e+~ ) (sine)2 appears. ~ )~ ~. (1) x=coss y = sin s Fig. (Subtracting angles is important. we discover the cosine of s . Their squares are 3 and 4 (differing by 1).2 sin s sin t = (COS . Pythagoras immediately gives the distance d: distance between points = d = J(x2 . The same distance squared is d2 = (cos (s .sin t)2.2 cos s cos t . The third point completes a right triangle.t) . so (2) = (3): (2) = 1 + 1 . For the x distance along the bottom we don't need help. but it is. ) ~ + (y2. They are known by their x and y coordinates. (3) Now multiply out the squares in equations (2) and (3).xl (or Ix2 .21b.t))2. The distances are the same. and they are the key identities of trigonometry: Everything flows fvom the Pythagoras formula x2 + y2 = r2. replace it by 1. the distance squared is d2 = (change in x ) + (change in y)* ~ (2) Figure 1 . It is x.21 Distance between points and equal distances in two circles.x . That may not seem remarkable. .y. By applying this distance formula in two identical circles.x1 I since distances can't be negative). The tangent is the ratio of sine to cosine. The points are in Figure 1. The secant 2 is l/cos 8. . 2 1 ~ shows the same circle and triangle (but rotated).21a. 1. which is 1 + ( y / ~= ( r / ~ )Dividing by y2 gives the third.) In Figure 1.1. All three will be needed throughout the bookand the first one has to be unforgettable.t. There are three relationships in the squares of those six numbers.
replace t by . For that we connect sine to cosine.$)2 + (1 .cos 3 3 3 sin . In the special case s = t.sin 6 2 3 2 3 51 7 71 71 71 71 sin . y. 71 71 cos .t) = sin s cos t . The connection goes back to the ratio y/r in our original triangle.sin 6 2 3 2 3 sin 2 .= 112 6 3 71 71 71 71 71 71 71 71 71 + t) 71 (2t) cos 2 = sin . 12 12 By making this connection in Problem 19.sin .0 because the two angles add to 7 1 (a right angle).0) and cos 0 = sin (7112 . rather than (sine)2 to (co~ine)~. we have cos(t + t ) = (COS t)(cos t) .1 = 1 . (4) (5) The easiest is t = 0. This is the sine of the angle 0 and also the cosine of the complementary angle 7 1 .+ sin . The equations reduce to cos s = cos s.= sin .t.cos s sin t (8) sin(s + t) = sin s cos t + cos s sin t sin 2t = sin(t + t) = 2 sin t cos t (9) (10) I want to stop with these ten formulas. The essence o calculus is in that limit.t): The cosine of s .t and s + t and 2t. The x.= sin . Then cos t = 1 and sin t = 0. (7) The complementary angle is 7 1 .12)~.(sin t)(sin t).cos 2t).0). to switch between sines and cosines.cos .cos .t equals cos s cos t + sin s sin t.cos .1 Introduction to Calculus After canceling 1 + 1 and then .cos .= .sin2 t = 2 cos2 t .2 1 6 3 71 (40) tcalculus turns (6) around to cos2 t = i(1 + cos 2t) and sin2 t = i(1 .+ cos .= cos .t They give derivatives in Chapter 2 and integrals in Chapter 5.2. we have the "additionformula" for cos (s .= cos . This is a muchused formula for cos 2t: Double angle: cos 2t = cos2 t . No change in cos t. even if more are possible. We also need addition formulas and doubleangle formulas for the sine of s .sin 6 2 3 2 3 571 71 71 71 71 cos .. but a "minus" appears with the sine.sin 6 2 3 2 3 71 (s . . (6) I am constantly using cos2 t + sin2t = 1.0: 12 sin 0 = cos (7112 .cos .sin s sin t. f Review of the ten formulas 71 71 Figure 1. The cosine of s + t equals cos s cos t .2 sin2 t. r ratios and the equation x2 + y2 = r2 can be rewritten in many ways.t) (s sin . And it is typical of our subject to add something of its owna limit in which an angle approaches zero.= 2 sin . To go from (4) to (5) in all cases. But you have now seen the formulas that are needed by ca1culus..22 shows d2 = (0 . formulas (456) move from cosines to sines: sin (s . Trigonometry is full of identities that connect its six functionsbasically because all those functions come from a single right triangle.= cos .
3 Draw graphs of tan 8 and cot 8 from 0 to 2n.8) = sin 8 12 Simplify sin (n . a formula needed in calculus. All six functions have period k .tan2 8. What is the area of the sector that has angle 8? It is a fraction of the whole area. Two ratios (the cosine x/r and the c ) are below 1. how do you prove (8)? 21 Check the addition formulas (45) and (89) for s = t = n/4. 7114 to degrees and 60°. (4. ~ / 2n. 90°. What is their (shortest) period? 4 Show that cos 28 and cos28 have period n and draw them on the same graph. 270" to radians. the six basic functions are the b of the sides. 22 Use (5) and (9) to find a formula for tan (s + t). the cosine is n . sin (s . 1. 18 Find all angles s and t between 0 and 2n where sin (s + t) = sin s + sin t.9) = cos 8. 2 Convert x.s instead of s.22 compute d2 and (with calculator) 12d. Find all points where cos B = sec 8. The angle 8 is measured in h . 7114. Therefore i ( l + cos 2t) = x . In this way derive the addition formula (9). 8 Find the distance from (1.8).= 1 cos 8 sin 8 sec 8 + csc 8 = sin 8 + cos 8 (b) tan e +cot e (c) cos 8 . by changing from a triangle to a g .O). sin (n/2 + 8). sec20 . Two ratios (the e and the f ) can take any value. 19 Complementary angles have sin 8 = cos (n/2 . A full circle is 8 = i .sec 8 = sin 0 tan 8 (d) sin (2n . 371.t)) leads to the addition formula cos (s . What angles between 0 and 2n correspond to 8 = 480" and 8 = I0? 9 Find the distance d from (1. 1 In a 606060 triangle show why sin 30" = 3. The distance from (1. Write sin@ t) as cos(n/2 . 20 If formula (9) is true.A Review of Ttlgonometry Fig. cos (n.cot28.i). + 6 Prepare a table showing the values of the six basic func. The distance to angle 8 is I .t) and apply formula (4) with n/2 .) The distance from (2. Why is 12d close to and below 2n? 11 Decide whether these equations are true or false: sin 8 1 +cos 8 (a) . 14 From the formula for sin (2t t) find sin 3t in terms of sin t. Two ratios (the secant r/x and the d ) are above 1. (Divide by r2 and q and r .8). 7 The area of a circle is nr2. 0) to (0. Going clockwise changes the sign of 8 and I and m . 4) is d = s . n/3. &/2) and show on 10 In Figure 1. 5 At 8 = 3n/2 compute the six basic functions and check cos28 + sin28. 15 By averaging cos (s . when the distance around is 2nr. Find a similar formula for sin s sin t. 1) along (a) a straight line (b) a quartercircle (c) a semicircle centered at (3.t). Since cos (. if i2 = 1. 13 From the formula for cos(2t + t) find cos 3t in terms of cos t. 0) to (cos (s . The six functions are defined for all angles 8. .O) to a circle why 6d is less than 2n.5 EXERCISES Readthrough questions Starting with a a triangle. cos (n/2 + 8). tions at 8 = 0. 5) to (3. csc28 .22 1. 16 Show that (cos t + + i sin t)2= cos 2t + i sin 2t. Changing the sign of t gives cos (s + t) = u . Coming from x2 + y2 = r2 are the three identities sin28 + cos28 = 1 and 0 and P .t) and cos (s + t) in (45) find a formula for cos s cos t. 17 Draw cos 8 and sec 8 on the same graph. Choosing s = t gives cos 2t = v or w .t) = t .s .
We understand it for maps. Divide to find tan 4 = bla.000/27r times. 0). Square both sides to check. The graph of sin n has picked 10.34 In 2328 find every 8 that satisfies the equation. find A = 31 Draw the base of a triangle from the origin 0 = (0'0) to 37 Which of the six trigonometric functions are infinite at what angles? 38 Draw rough graphs or computer graphs of t sin t and sin 4t sin t from 0 to 2n. Square and add to .1 1. You see "diamonds. Now the first graph appears. but I have learned what to do. Those 1591 oscillations would be so crowded that you couldn't see anything. By the time it reaches x = 10. What our eyes see . The effect of scale is something we don't think of. Tilt the second graph and look from the side at a narrow angle. What are the side lengths OP and OQ? From the distance formula . The graph of sin x is one continuous curve.2ab cos 8 (law of cosines)." The narrow angle compresses the x axisback to the scale of the first graph. 23 sin 8 = 1 25 sin 8 = cos 8 27 sec28 24 sec 8 = 2 26 sin 8 = 8 28 tan 8 = 0 1 Introduction to Calculus (1) show that the side PQ has length d2 = a2 + b2 . the curve has gone up and down 10. Computers can zoom in or zoom outthose are changes of scale. (Make the equation correct at 8 = 0. 33 y = sin 2x 35 y = 3 cos 2xx 34 y = 2 sin xx 36 y=sin x+cos x 30 Match a sin x + b cos x with A sin (x + 4). But they are the same thousand points! It is hard to believe that the graphs are the same. The third corner is at Q = (b cos 8. P = (a.6 A Thousand Points of Light 1 The graphs on the back cover of the book show y = sin n. Find the length squared of ) the other diagonal OR. They don't seem to lie on sine curves. From equation (9) show that a = A cos 4 and b = A sin 4. and mark three points.000.) fi corner at R = (a + b cos 0. 32 Extend the same!riangle to a parallelogram with its fourth + csc28 = 1 29 Rewrite cos 8 +sin 0 as sin(8 + 4) by choosing the correct "phase angle" 4. b sin 8).000 points from the curveand for some reason those points seem to lie on more than 40 separate sine curves. The second graph shows the first 1000 points. This is very different from y = sin x. Draw graphs for equations 3336. b sin 8. Most people see hexagons.
00003. O)? 2. . sin 1. Doug Hardin plotted points on straight lines as well as sine curves.14. The problem is with your eyes.6 A Thousand Points of Light depends on what is "close. Graphs 3 and 4 are on the next page. Next is (88. This is because 44 is just past 14n. Halfway between is n = 7810.14 make us think of n. because I could only find 42 curves. At that point 44N = 7810. Graph 3 shows y = fractional part of n/2x. The sine of 3 equals the sine of n . sin 179). This point (44.. . 22 start upward and 22 start downward. So we multiply . (The numbers 3 and .0177 then 44N=(14n+. Those are so close to the bottom and top that you can't see their curves. going upward from (0. You can see it on graph 1. The first point to come close is sin 22.." We think we see sine curves in the 10. Why does graph 2 have hexagons? I don't know. The equation for the middle sine curve is y = sin (nx/78lO).01) z . when does 44N come very close to a multiple of n? We know that 44 is 14n + . The sine of 11 is near . The sines of 176 and 179 difler only by .0177 until we reach n: if N=n/. Question The fourth point on that middle curve looks the same as the fourth point coming down from sin 3. . The next point to come close is sin 44. and placed it on top. Similarly sin 2 is .. The sine of 7810 is very near zero. sin 5. That is certainly not true of sin 1 (1 is one radian!). at the start of the seventh sine curve. It begins a curve downward. The reason is that sin 11 equals . I was confused at first.l4 is near . Now we know something.02. Which points are near (0..O) really means that sin n is close to zero.5. Then sin . sin 176). at the center of a hexagon.9999. come back to zero? A point near (0.0177. The points on the middle curve are at n = 0 and 44 and 88 and every number 44N. Then he made a second copy.0177)N3 14nN+n. 44 z 14n + . Only a little question remains.) Similarly sin 4. Its period is 15.91 and sin 3 is .3. The second graph spreads out this double point.02.22) z sin (. sin 88).02 so sin 44 z sin . On the curve going up. This is half the period of the sine curve. You can follow the sine curve all the way across graph 2. How many sine curves are there? 3. . with sines just above and below zero. The actual points on that curve have n = 44 177 and n = 44 178. This gives N = 177. turned it over.1. you will see it come back to zero above 7810. That produced graph 4with hexagons.02 z . To understand the hexagons. It is almost impossible to follow a single curve past the topcoming back down it is not the curve you think it is. and they raise several questions: 1.01.14. and more clearly on graph 2. sin 44) starts the middle sine curve. Of these 44 curves. If you follow the middle sine curve.1 because sin 22 is near zero. Look above 176 and 179. whose sine is zero: sin 22 = sin (7n . Where does the middle curve. In fact sin 1 is up the axis at .O) and slightly below.. On the curve coming down it is (179.0. This is because 2217 is near n. That is the first point to the right of (0.. Where does that curve come back to zero? In other words. 0).620beyond our graph. .99999 and sin 33 equals . They begin near the heights sin 0.000 point graph. Then 22 is close to 771.84. sin 21 are not especially close to zero. the point is (176. More exactly 44 is 14n + . There are 44 curves. What is this "double point?" Answer 4 times 44 is 176. sin 43.
For calculus. The discussion will be informal. They come from interference between periodic patternsin our case 4417 and 2514 and 1913 are near 271. the effort to use computing to help learning. This is computerbased graphics. If x3 is always less than 3" we ought to knowthese are among the basic functions of mathematics. and turn it slowly over the original. Do those graphs ever meet again'? At this point we don't know the full meaning of 3". This interference is an enemy of printers. you will see fantastic hexagons. when color screens don't line up. (Neither does the computer.36 1 Introduction to Calculus This is called a Moivt pattevn. There are good applications in engineering and opticsbut we have to get back to calculus. Those statements are not 100% true. It can cause vertical lines on a TV. as everybody learns right awayas soon as a few functions are typed in. It combines numerical computation with gvaphical computation.7 Computing in Calculus Software is available for calculus coursesa lot of it. Then we make a beginning (this is still Chapter 1) on the connection of computing to calculus. f ( x ) reaches a maximum or a minimum or zero. The computer offers the experience of actually working with a function. If you can get a transparent copy of graph 3. except when x is a nice number.) Checking at x = 2 and 4. But the power to see this subject is enormous. The packages keep getting better. Also in making cloth. You choose them. the function x 3 is smaller both times: 23 is below 3* and 43 = 64 is below 34 = 81. . because it is adjustable. operators get dizzy from seeing Moire patterns move. Which program to use (if any) depends on cost and convenience and purpose. 1. You get pictures as well as numbersa powerful combination. These pages identify some of the goals. with examples and information. How to use it is a much harder question. If we don't like the picture we change to a new viewing window. You see the function. The domain and range are not just abstract ideas. As you watch. Our aim is to support. It makes no sense to copy the manual. the gveatest advantage of the computev is to o$er graphics. A separate graph shows its derivative. and also particular packages and calculators. May I give a few examples. not just the formula. EXAMPLE I Certainly x3 equals 3" when x = 3.
That succeeds for quadratics. they must cross againbecause 3" is higher at 2 and 4. EXAMPLE 3 Find the number b for which xb = bx has only one solution(at x = b). The next example was proposed by Don Small. If we move b from 2 to 3. 2. Solve x4 . and then gets extremely hard. to show that we never see whole numbers again. Well. Calculus was created to work with slopes. A crossing point near 2. The screen proves a point of logic (or mathematics) that escaped us. but that means it can fail fast. EXAMPLE 2 (mental computer) Compare x2 with 2X.) Plotting the graph is also fastbut solutions can be outside the viewing window. Both have potential problems! Newton's method is fast. 2. 3. it solves x3 = 3X. Write it differently: We can learn mathematics while doing it.The functions meet at x = 2. Locate its minimum.5 is seen by zooming in. For that particular band only for that one valuethe curve xb never goes above bx. Eventually we discover the slope of bx. For once the machine typed HELP icstead of the user. mathematics is not helpless. At our command. (It is usually terrific. the second solution (4) is above 2.xe. If the graphs cross once. Now we are on a different track." Since the curves touch but don't cross. In many ways it is the "center point of calculus. This particular function is .4. Highlevel programming is not necessary. (Graphics)Plot the function and zoom in. The hardest part of teaching calculus is to turn it from a spectator sport into a workout. (Mathematics)Use the derivative. We can do mathematics without completely understanding it. Solve by Newton's method. They have the same slope at the double point. The computer makes that possible. I asked Mathernatica for a formula. When b is 2.2 = 0.The first tool is algebratry to factor the polynomial. The point is that this number can be discovered first by experiment. In reality we have two good choices: 1. Does an accident like Z4 = 42 ever happen again? Can the machine tell us about integers? Perhaps it can plot the solutions of xb = bx. factoring is seldom the way to go. A supercomputer is not necessary. When b is 3.At another command.1. they are tangent. hoping to discover x as a function of bbut the program just gave back the equation. there must be a special "double point"where the graphs barely touch but don't cross. There is a new exercise at the end of Section 6. it plots both functionsthis shows more. EXAMPLE 4 Graph y(x) = ex . This special point b can be found with computerbased graphics.1 l x 3 5x . Soon comes xb. Where do they meet again? Is it before or after 2? That is mental computing because the answer happens to be a whole number (4). + Both will be done by the computer. I am less interested in the exact number than its positionit comes before x = 3 rather than after. the second solution is below 3. Even if the computer can do algebra better than we can. and we already know the slope of x2. and identify the most important number in calculus. I am proud of calculus. The third point doesn't sound so good. A few conclusions from such a basic example: 1.7 Computing in Calculus The computer will answer numerically or graphically.
and many functions are built in.. We need to think where this fits with learning calculus. and for most computer exercises in this book.2 = 0. D). + E A P E 6 Zoom out and in on the graphs of y = cos 40x and y = x sin (llx). The book and the professor and the computer can join in teaching it. The computer should be nonthreatening (like this book and your professor)you can work at your own pace. The user provides a formula for y(x). The computer does more than substitute numbers into formulasit operates directly on the formulas. answers can be formulas as well as numbers and graphs. I want to say clearly: Mathematics is not formulas. XML Describe what you see. or even proofs. In a way. in the standard window from 10 to 10. but ideas. With a higherlevel language and enough power. This is loo! = XML (100)(99)(98). a menudriven system is entirely adequate. U(AMpLE 7 What does y = (tan x . The viewing window is controlled by four numbers. They are capable of symbolic computationwhich opens up a third avenue of computing in calculus. Can you get close enough to see the limit of y? For these examples. but mathematics again predicts a second crossing point. Your part is to learn by doing. So why learn the chain rule? Because mathematics goes deeper than "algebra with formulas.sin x)/x3 become at x = O? For small x the machine eventually can't separate tan x from sin x. a computer can print the derivative of sin(x2). There is a list of commands to choose from. (Even faster: Use the default factors. C) and (B.1 lntroductlonto Calculus zero only once.. It may give y = 0. So we zoom out before we zoom in." The derivative of sin t is "cos t." The slope of bx is known to the program. we change them. or computations.4 discusses the centering transform and zoom transforma change of picture on the screen and a change of variable within the function. SYMBOLIC COMPUTATION In symbolic computation.) Section 3. Powerful packages are increasing in convenience and decreasing in cost. E A P E 8 A computer algebra system quickly finds 100 factorial. The number has 158 digits (not written out here). Maybe too closethere is some danger that symbolic manipulation is all we do. The use of the zoom is the best part of graphing. EXAMPLE 5 Find all real solutions to x4 . Not only do we choose the domain and range. They can be the center position (a. The graph seems to be leaving zero. The last 24 . The best software for linear algebra is MATLAB. The derivative of y = x2 is seen as "2x. A calculus supplement can be very usefulMicroCalc or True BASIC or Exploring Calculus or MPP (in the public domain). Specific to graphics are Surface Plotter and Master Grapher and Gyrographics (animated). b) and the scale factors c and d. Clicking on opposite corners of the zoom box is the fastest way. unless the center is unchanged and we only need to give scale factors." We deal with ideas. symbolic computing is close to what we ourselves do. The symbols and pictures are the language. (1).1lx3 5x . They can be the limits A < x < B and C d y d D. They can be the coordinates of two opposite corners: (A.
the problem is to get past symbol manipulation and reach ideas. A much tighter bound would be 2N. How many zeros (exactly) are at the end of N!? For Question 1. It builds on MAPLE and is much more accessible for calculus. With trace and zoom their graphs are quite readable. the problem is the position of the eyesince the screen is only 20. The computer algebra system MAPLE is good. Our goal is not to test but to teach and learn. and come back to express it differently at the end. the zeros in lo! can be explained. the computer shows more than N digits when N = 100. I will propose a writing exercise with options. and beyond. These are menudriven (therefore easier at the start) and not expensive. Every teacher. New packages keep coming (Analyzer and EPIC among them). Rewrite it with examples. including y = sin n on the back cover. In workbooks. Its original purpose. knows how hard that is and hopes to help. A onepage report is harder on instructors as well as studentsbut much more valuable. The biggest challenges at this moment are threedimensional graphics and calculus workbooks.7 Computing In Calculus digits are zeros. For the Macintosh. because none of the N terms can have more than N digits. I strongly recommend that students share terminals and work together. and the following pages aim to support and encourage their use. are simple questions that need ideas: 1. follow through on Examples 14 above and report. (n. These are genuinely personal computers. It will never show more than N2 digits. The complete command was List Plot [Table [Sin [n]. A s I write in 1990. By creating the graphs you subconsciously learn about functions. Without a computer. An important alternative is Theorist. pick a paragraph from this book that should be clearer and make it clearer. How many digits (approximately) are in the number N!? 2. Hard question: How many zeros at the end of 200!? The outstanding package for fullscale symbolic computation is Mathematica. It was used to draw graphs for this book. Between 10 and 100. but is it true? Does N! always have fewer than 2N digits? For Question 2. the other from 5 times 2. like MathCAD and MACSYMA and REDUCE. explain it. Identify the key idea at the start. Ideas are like surfacesthey can be seen many ways. Mathematics can be learned by talking and writingit is a human activity. A word processor keeps it neat. including the price. Writing in Calculus May I emphasize the importance of writing? We totally miss it. including this one.1. Two at a terminal and 35 in a working group seems to be optimal. If you have computerbased graphing. was not to teach calculusbut it can. . 10000)]]. For lo! = 3628800 there are seven digits and two zeros. DERIVE is becoming well established for the PC. You can't write sentences without being forced to organize ideasand part of yourself goes into it. (10 is also 5 times 2. This system has rewards and also drawbacks. GRAPHING CALCULATORS The most valuable feature for calculuscomputerbased graphingis available on hand calculators.) Can you explain the 24 zeros in loo!? An idea from the card game blackjack applies here too: Count the$ves. Calculus TIL is a "sleeper" that deserves to be widely known. One comes from 10. when the answer is just a number. In 30. Every reader will understand that in software there is no last word.
More expensive and much more powerful are the HewlettPackard calculatorsthe HP28s and HP48SX. Every line ends with E N T E R . I F . The programs given here are the "greatest common denominator" of computing in calculus. easy to learn. To define y(x) for repeated use. For calculus select radians on the M 0 D E screen. press the item number and E N T E R . use the home screen. Functions A graphing calculator helps you (forces you?) to understand the concept of a function. Texas Instruments produced a new graphing calculator: the TI81. If a program says 3 + C . Edit a command line using D E L(ete) and I N S(ert). A calculator finds crossing points and maximum points to good accuracy. produces 1. We don't count the zeros in 100 factorial (probably we could). I multiplies S . With earlier machines as a starting point. our programs are Jbr the TI81. They use reverse Polish notationnumbers first in the stack. What follows is an introduction to one part of a calculus laboratory.l . using HP's. 1991 for the TI81).1 Introduction to Calculus Programs for a handheld machine tend to be simple and short. moderate price). For Multiplication has priority. A valuable supplement is a guide directed especially at calculusmy absolute favorites are Calculus Activitiesfor Graphic Calculators by Dennis Pence (PWSKent. It also helps you to understand specific functionsespecially when changing the viewing window. For powers use * . To evaluate y = x2 . Important tip: for X on the TI81. with very limited memory but a good screen. x . and 8500 have increasing memory and extra features. The Sharp EL5200 (or 9000 in Canada and Europe) is comparable to the Casio 8000. These machines have algebraic entrythe normal order as in y = x + 3. The Y = edit screen is the same place where the formula is needed for graphing. When you press letters. They require extra time and effort. It is impressive. Use keys for S I N . and other books do justice to their amazing capabilities. . choose F u n c t i o n. It is estimated that those calculators could get 95 on a typical calculus exam.8000. then commands. A few words to start: To select from a menu. and we hope that the experts we asked are right. &. type 3 S T 0 C E N T E R . Then type in the formula. Then you see it. Storage locations are A to Z or Greek 8. the key X I T is faster than two steps A L p h a X. . Most of all it allows you to explore calculus by yourself.. These few pages are no substitute for the manual that comes with a calculator. is being published by Harcourt Brace Jovanovich. and press Y =. While this book was being written. It is closer to the Casio and Sharp (emphasis on graphing. Fortunately the logic is so clear that you can translate the instructions into any languagefor a computer as well as a calculator. Later in the book.2x just once. The range of choices starts with the Casio fx 7000Gthe first and simplest. Anyway. 1990 for the Casio and Sharp and HP28S. many improvements were added. . I S. You set the viewing window and define the function. There is a choice of calculatorswhich one to buy? For this book there was also a choicewhich one to describe? To provide you with listings for useful programs. move to the function edit screen: Press M 0 D E. we supply TI81 programs close to the mathematics and the exercises that they are prepared for. no symbolic algebra. A series of Calculator Enhancements. They are inexpensive and good. There is some risk in a choice that is available only At before this textbook is published. They have large memories and extensive menus (and symbolic algebra). so ()3 + 2 x 2 special powers choose x2. The Casio 7500. we had to choose.
One digerence: Memory is too precious to store comments with the code.7 Computing in Calculus X Example Y I = X ~ . Y 1 E N T E R on the YVARS screen. Press R A N G E to reset." The first column of pixels represents X m i n and the last column is X m a x . "Smart Graph" recalls the graph instantly without redrawing it. To enter the world of programming. with a fairly small set of instructions. This is perfect for our piecewise linear functionsjust connect the breakpoints with lines. The calculator is like a computer. The program title has up to eight characters. Newton's Method. . See a cubic polynomial." Programming This book contains programs that you can type in once and save. T E S T calls the menu of inequalities. When it fails to imagine i.1. press P R G M Each P R G M submenu lists all programs by namea digit. Set the default window by Z 0 0 M Standard.store X by 4 S T 0 X ENTER. The D R A W menu is for points. press (PRGM)(ERASE)G. and execute by (PRGM) (EXEC12 ENTER. With X r e s = 1 the function is evaluated 96 times as it is graphed.6 the lines show an iteration by its "cobweb. To execute. and shaded regions. Practice on this one: : " x ~ + x " ST0 (YVARS) Y1 ENTER :"X1" S T 0 (YVARS) Y2 ENTER :(PRGM)(I/Ol DispGraph The menus to call are in parentheses. or 6 (37 names). Select the E D I T submenu and press G for the edit screen. The screen shows 8. (We should say X domain but we don't. An I F statement only affects the following linewhich is executed when T E S T = 1 (meaning true) and skipped when T E S T = 0 (meaning false).2 8 X ~ + l 5 ~ E N T6 R . if no settings have changed.~ ENTERontheY=screen. a letter. Movetothehomescreen. Example Set the ranges ()2 < X < 3 and () 150 < Y 6 50. X s c L and Y s c L give the spaces between ticks on the axes. I F commands are in the P R G M ( C T L submenu. and Numerical Integration. The formula remains when the calculator is off. Leave the edit screen with Q U I T (not C L E A R that erases the line with the cursor). Type the title G R A P H S and press E N T E R. Secant Method. Graphing You specify the X range and Y range. To erase the program from the home screen. press P R G M ( E X E C G E N T E R. Z 0 0 M S t a n d a r d gives the default 1O<x<10. Also try X = . In Section 3. You will create othersto do calculations or to add features that are not available as single keystrokes.2 n < x < h . ()4000 < Y < 2300. The keystroke G R A P H shows the graphing screen with the current functions. We chose Autoscaling. Press GRAPH. The Z 0 0 M menu is a fast way to set ranges. . Logical tests like " I F X 2 7 " determine which domain the input value X falls into. The definition of a piecewise function includes the domain of each piece.) The screen is a grid of 96 x 64 little rectangles called "pixels.3 < y < 3 . Practice again by creating P r gw 2 : F U N C . 10<y<10. Z O O M T r i g gives . Press Y = and store +3 E Y1 = X (in ~ A T H ) ~ . The program draws the graphs. :TX Piecewise functions and Input (to a running program). You won't see much of the graph! Press R A N G E and reset ()I 0 < X < 30. 4 S T 0 X ENTERonthehome screen. select 1 :G o t o E r r o r . Press G R A P H. which is Y(4). . You have to see the logic by rereading the program. It leaves Y 1 and Y 2 on the Y = screen. Cobweb Iteration.1. Type ST0 Y and : (PRGM) ( I / O ) D i s p Y. lines.
Change those scaling factors with Z 0 0 M S e t F a c t o r s . Rewrite P using Y 1 = . With a small computer and a zoom feature.Toshrink n or stretch by X F a c t or Y F a c t (default values 4). The fast way is to use a Z 0 0 M command. To blow up a figure we can choose new ranges. Choose the center point and press E N T E R. zoom in for more accuracy. To draw the box. The same keys move a second (blinking) square to the opposite cornerthe box grows as you move. the function X sin (l/X) approaches . and zoom in. Execute with P E N T E R after selecting the P R G M ( E X E C > menu. Z o o m I with the factors set to 4 (default).5.x if x < 7. read off x at the point when y is nearest to zero. rerun by pressing E N T E R again. TRACE and ZOOM The best feature is graphing.X)(X < 7) (X)(7 < X) can go on a single line using 1 and 0 from the tests. the calculator evaluates y(x).Toseealargerpicture. Computestoredisplay Y(X) as above. y = x if x > 7. Press E N T E R. The function is y = 14 .PressZOOM T r i g n for a first graph. + Exercise Define a third piece Y = 8 + X if X < 3. Zoom n again by pressing E N T E R .4 will discuss the mathematicshere we concentrate on the graphics. create your own viewing window. A product of tests ( 3 < X > ( X < 7 1 evaluates to 1 if all true and to 0 if any false.use Z O O M S t a n d a r d or Z O O M T r ig. There is also Z 0 0 M 0 U T. Section 3. A computer or calculator will trace along the graph. Press Z 0 0 M B o x . Now return to Z 0 0 M T r i g . The graphs show the same function with a change of scale. A blinking cursor appears. To minimize or maximize y(x). Forapresetrange. You want to focus on one part. this is faster than drawing a zoom box. Move left or rightthe cursor stays on the graph. read off the smallest and largest y. Our eyes work the same waythey put together information on different scales. we can use our eyes to understand functions. and the box is the new viewing window. But a whole graph can be like a whole booktoo much at once. Looking around the room uses an amazingly large part of the human brain. Press T R A C E to locate a point on the graph. use Z 0 0 M I or Z 0 0 M 0 u t .Then Zoom O u t again. Answer ? with 4 and E N T E R. PrgmP: P I E C E S : Di s p " x = " :Input X :14X+Y :If 7<X :X+Y :D i s p Y P G R M (I0 ) Ask for input 1 PGRM ( 1 1 0 ) Screen ? E N T E R X First formula for all X PRGM ( C T L ) T E S T Overwrite if T E S T Display Y(X) = 1 Overwriting is faster than checking both ends A < X < B for each piece. use X F a c t = 10and Y F a c t = 1. Its coordinates appear at the bottom of the screen. After completion. Even faster: a whole formula (14 . The new graph appears. Best of all.1 Introduction to Calculus An input value X = 4 need not be stored in advance. . As X gets large. With a big enough computer we can try to imitate the eyesthis is a key problem in artificial intelligence. Set X F a c t = 1 and Y F a c t = 2.O). move the cursor to one corner. Program P stops while running to request input. EXAMPLE9 Place : Y l = X s i n ( 1 / X I intheY=editscreen. In all these problems. With the center and the factors fixed. to widen the ranges and see more. stop at a point. or define Y 1 on the edit screen. When x changes by a pixel. Press Z 0 0 M I with center at (O. To solve y(x) = 0. Press E N T E R and this point is a small square.
The inputs Xmin. when A < x < B is given. skip G o t o if > L PRGM (CTL) Loop return to L b l 1 Y .7 Computing in Calculus EXAMPLE 10 Repeat for the more erratic function Y = sin (l/X). PrgmA :AUTOSCL :AllOff :Xmin+A :19+L : (XmaxA) / L + H :A+X :Y1 + C :C+D :I K + :Lbl I :AtKH + X :Y1 + Y : I F Y<C :Y+C :IF DcY :Y+D : I S > (K. Set tick spacing X s c l = 4 and Y s c l = 2 5 0 . The loop ends with the command I S > ( K . For a new function it can be tedious.01. Y. Execute with PRGM (EXEC) A E N T E R. L which increases K by 1 and skips a line if the new K exceeds L.L) :Goto 1 :YIOn :C+Ymin :D+Ymax :DispGraph Menu (Submenu) Comment Y V A R S ( 0 F F Turn off functions V A R S (RNG) Store X m i n using ST0 Store number of evaluations (19) Spacing between evaluations Start at x = A Y V A R S ( Y ) Evaluate the function Start C and D with this value Initialize counter K = 1 PR G M ( C T L ) Mark loop start Calculate next x Evaluate function at x PGRM (CTL) New minimum? Update C PRGM (CTL) New maximum? Update D PRGM (CTL) Add 1 to K. Notice the loop with counter K.V A R S ( O N ) Turnon Y1 ST0 V A R S ( R N G ) Set Y m i n = C ST0 V A R S (RNG) Set Ymax=D PR G M ( I 0 1 Generate graph /  . are previously stored on other screens. the program sets the yrange from C = Ymin to D = Ymax and draws the graph. The following program is often more convenient than zooms. The screen shows the short form on the left. . Example: Y l =x3+10x27x+42 with range Xrnin=12 and Xrnax=lO. Xmax. It samples the function L= 19 times across the xrange (every 5 pixels). Otherwise the command G o t o 1 restarts the loop. A formula for y(x) does not easily reveal the range of y's. After Z 0 0 M T r ig . For this program we also list menu locations and comments. The Y range is now Scaling is crucial. create a box to see this function near X = . After sampling.1.
1 3.3 3. Maximum Graphs Ellipses.8 Applications of the Derivative Linear Approximation Maximum and Minimum Problems Second Derivatives: Minimum vs.1 1.4 1.Contents CHAPTER 1 Introduction to Calculus Velocity and Distance Calculus Without Limits The Velocity at an Instant Circular Motion A Review of Trigonometry A Thousand Points of Light Computing in Calculus 1.7 CHAPTER 2 Derivatives The Derivative of a Function Powers and Polynomials The Slope and the Tangent Line Derivative of the Sine and Cosine The Product and Quotient and Power Rules Limits Continuous Functions CHAPTER 3 3.7 3. and Hyperbolas Iterations x.3 1.5 3.6 1.4 3.2 1. Parabolas.2 3.6 3.5 1.) Newton's Method and Chaos The Mean Value Theorem and l'H8pital's Rule . .+ = F(x.
Note that Af is not A times f ! It is the change in f . between those times. This is the derivative dfldt (when At and Af shrink to zero). When the distance is t 2 . if this limit exists: + + df dt At0 Af lim . Two examples were in Chapter 1. is its limit as the step At (delta t ) approaches zero. To have a oneletter symbol we replace At by h. On the graph of f ( t ) . the derivative f ' ( t )or df /dt or v ( t ) is f ' ( t )= lim At+O f Ct t At) f (0 At (1) The ratio on the right is the average velocity over a short time At. Subtraction gives the change in distance. That gives the average slope Af /At. We often write Af for this difference: Af =f (t At) f (t). They give the slope at the instant t. The distance at time t + At is f (t At). 2A At time t . The average velocity is the ratio AflAtchange in distance divided by change in time. Similarly At is not A times t. the velocity is 2t. When f ( t ) = sin t we found v(t)= cos t.CHAPTER 2 Derivatives 2. the distance up is divided by the distance across. The derivative. we use new symbols f' and dfldt for the derivative. At This is the neat notation that Leibniz invented: Af/At approaches df /dt. on the left side. As we move to a more formal definition and new examples. The velocity is now called the derivative o f f (t). It is the time step. The right sides of (1) and (2) contain average speeds. The distance at time t is f(t). Behind the innocent word "limit" is a process that this course will help you understand. Look again . The limit of the average velocity is the derivative. positive or negative and eventually small. The left sides of ( 1 ) and (2)are instantaneous speeds dfldt.1 The Derivative of a Function This chapter begins with the definition of the derivative. G o slowly and look at each piece.
At At dt The derivative of Vt is V. instead of after. the average speed. This will happen in Example 2.1 The Derivative of a Function at the calculation for f(t) = t 2: A f. we learn nothing. Some mathematicians work separately with d and dt. In that case ft(t) is not defined. We can compute the average Af/At over a time interval before the time t. For us dfldt is a single notation (don't f cancel d and don't cancel A). The diference A is V times At: + A . The derivative of 2t is 2. The notation also hides another thing: The derivative might not exist. Some are easy but important. The distance at f time t + At is V times t At. The averages AflAt are always V = 2. The averages AflAt might not approach a limit (it has to be the same limit going forward and backward from time t).V so the limit is .. They are used constantly and you also need to know how to read them aloud: f (t) = "f of t" = the value of the function f at time t At = "delta t" f (t = the time step forward or backward from t + At) = "f of t plus delta t" = the value off at time t + At Af = "delta f" = the change f (t + At) f (t) = "delta Af/At f over delta t" = the average velocity ff(t) = "f prime of t" = the value of the derivative at time t df /dt = "d f d t" = the same as f ' (the instantaneous velocity) At+O lim = "limit as delta t goes to zero" = the process that starts with numbers A /At and produces the number d /dt.VAt f df . use f ' or v. The limit is the derivative 2t. .t2+2tAt+(At)'t2 At At At = 2t + At. The derivative dfldt is the limit of AflAt.= V. f Important point: Those steps are taken before At goes to zero. and df/dt is their ratio. The symbol dt indicates an infinitesimal (even shorter) length of time. The symbol At indicates a nonzero (usually short) length of time. Then and only then can we approach At = 0. and the definition of a limit. But the notations can be discussed right away. At that instant there is no clear reading on the speedometer. + There are several new things in formulas (1) and (2). in this exceptional case of a constant velocity. I we set At = 0 too soon. Here their ratio is f 2t At. To repeat: Success came by writing out (t + At)2 and subtracting t2 and dividing by At. Remark The notation hides one thing we should mention.2. f f From those last words you see what lies behind the notation dfldt. The time step can be negative just as easily as positive.f(t+At)f(t) . others are more profound. This ratio also approaches dfldt. The idea of a function we will come back to. The numbers A and At must approach zero together. The ratio Af/At becomes 010 (which is meaningless). not separately. EXAMPLE 1 (Constant velocity V = 2) The distance f is V times t. When that notation dfldt is awkward.
The first step in line 1 subtracts f ( t ) from t + Atthis makes the algebra possible. THE DERIVATIVE OF 111 Here is a completely different slope.l / t ( t + At).. The big thing is to find the derivative of l / t once and for all.. The graph is flat beyond time 3. The average is A f / A t = . The difference is l / ( t + At) minus l / t .. for the "demand function" f ( t )= lit. A f / A t is 2. It is a step function. Section 2.4 will discuss the first of many cases when substituting At = 0 is not possible.At . on whether At is positive or negative. The velocity falls suddenly from 2 to zero. Please look also at the third figure. But after the stopping time.l / t 2 . 1 1 EXAMPLE3 f ( t ) = . the graph of v has a jump.l / t 2 . approaches . For small times we still have f ( t )= 2t.h a s A f = .t2 At t(t + At) dt f (t + At).. After the stop at t = 3.1 The derivative is 2 then 0 It does not exist at t = 3. Now set At = 0.(t + At) . then stop...f (0 = lim At ato . .t t+At 1 t . It is . A high price t means a low demand l l t . The average velocity before that time is 2. until we have divided by At.2 Derivatives EXAMPLE 2 Constant velocity 2 up to time t = 3. Increasing the price reduces the demand. time u =df/dt=f' distance f'(3) not defined slope undefined slope 2 t 3 3 . The demand is l / t when the price is t . So Af = 0 and df /dt = 0.1 Divide by At and let At . Then f (t + At) =f ( t ) and Af = 0 and the derivative of a constant function is zero: t > 3: f ' ( t )= lim A~+O f ( t + At) . and the idea of a limit has to be made clearer. At the start. The ratio A f / A t depends. 2. at that special moment. line 2 is calculus. One new part of that example is the notation (dfldt or f' instead of v). The derivative is .= 0. the distance is fixed at f ( t )= 6 . We can't set At = 0 in line 2. The common denominator is t times Line 1 is algebra. This equals t(t + At) ' t t(t + At) ' 1 df Af . The calculus question is: How quickly does l / t change when t changes? The "marginal demand" is the slope of the demand curve. It shows how the function takes t (on the left) to f ( t ) .Especially it shows At and A f . all t's go to the same f ( t ) = 6 .0: . The average velocity after time t = 3 is zero. When the graph o f f has a corner. 0 At In this example the derivative is not defined at the instant when t = 3. Fig.
The height changes as we go west. The demand llt drops from 112 to 113. Those are not affected by the passage of time. what happens to the height? Answer The symbols t and x represent independent variablesthey take any value they want to (in the domain).2 Average slope is . Thus f and y represent dependent variablesthey depend on t and x. The slope of l/x is 1/x2. A decreasing f (t) has negative slope. There is nothing sacred about t. f is not the only possibility. Question If we add 1 to the slope. The graph is going downward in Figure 2. y(x) and dyldx. The area of a square changes as the side changes.2. The function llt is decreasing. Question If we add 1 to y(x).true slope is .4.116. Similarly.1/(2)(2)= .114. As the steps Af and At get smaller. The slope is also a function. The next figure makes a small but important point. what happens to the slope? Answer Nothing. A price increase severely cuts demand.&. A quantity can depend on position instead of time. 2. and Af is below zero. You will often see y =f (x).2. and its slope is negative: An increasing f (t) has positive slope. Calculus is about two functions. The distance up is a function of the distance across. f (t) and y(x) are determined. with x across and y upconnected by a function f . The difference is Af = . 1 . The slope . A change At produces a 2 Fig. This relationship "y of x" is allimportant to mathematics.1/(2)(3)in line 1. their ratio approaches . Once they are set. This derivative is negative. and there is no reason to use t. Not every function is named f! That letter is useful because it stands for the word functionbut we are perfectly entitled to write y(x) or y(t) instead off (x) or f (t).1 The Derhrathre of a Function Fig.l/t2 is very negative for small t. Other letters can be usedespecially x. Check the algebra at t = 2 and t + At = 3.3 The derivative of l/t is l/t2. which agrees with . Increase in t produces decrease in f. 2.
b2 into [a + b] times ' Af = (U(X [a . it is the idea: independent variable t or x dependent variable f or g or y or z or u derivative dfldt or dfldx or dyldx or • The derivative dyldx comes from [change in y] divided by [change in x ] . but it was Leibniz who thought of .U ( X ) I du approaches 2u(x). Newton and Leibniz invented calculus independently. He was. You can even say that the function is x2 and its derivative is 2x and its second derivative is 2provided everybody knows what you mean. Now divide by Ax and take the limit: . when x is understood it need not be written in parentheses. EXAMPLE 7 (u = sin x.( u ( x ) =~[u(x+ A X )+ u(x)][ U ( X + A X ).b]. This book will try for a reasonable compromise between logical perfection and ordinary simplicity. We factored a . and out come new derivatives. The time step becomes a space step. The notation dy/dx(x)is not good. The independent variable goes inside the parentheses in f ( t )and y(x). do not square the derivative )~ 2x. In that case u = x2 and f = x4. here it is again with y and x: Ay . Darn it. The derivative of a function is its "rate of change. Notice that we don't have (AM)"We have A f . ) This algebra puts Af in a convenient form. The slope is the rate at which y changes with x.y(x) .distance up Ax distance across = dy dx AX+O AY lim .[u(x Ax) + u(x)][ Af Ax + X + k~.= yl(x). duldx = cos x ) The derivative of u2 = sin2x is 2 sin x cos x.Ax y(x + Ax) . A change Ax produces Ay. Mathematics is really about ideas. XML = EXAMPLE 6 (u = l / x ) The derivative of 1/x2is 2u duldx = (2/x)(. and Newton's friends spent a lot of time proving that he was first. what is the slope off ( x )= ( ~ ( x ) ) ~ ? From the derivative of x2 this will give the derivative of x4.1 / x 2 ) . The notation is created to express those ideas. From the derivatives of x2 and l / x and sin x (all known) the examples give new derivatives. yl(x)is better. It is not the letter that matters. In dyldx that extra precision is omitted. the change in u2. E A P E4 XML If u(x)has slope duldx. You get excellent practice with letters and symbols.~ ( x ) ] .2 Derivatives change Af. Here is an example. = E A P E 5 (u = x 2 ) The derivative of x4 is 2u duldx = 2(x2)(2x) 4x3. To find the "square rule" we start as we have towith Af =f ( x + Ax) f (x): + AX))^ . It is a little early and optional but terrific. dx (5) This is the square rule: The derivative of (u(x))' is 2u(x) times duldx. First point: The derivative of u2is not ( d ~ l d x We.2/x3. forward or backward. Ax The notation yl(x)pins down the point x where the slope is computed. To emphasize the definition of a derivative. You are allowed to say that the function is y = x2 and the derivative is y' = 2xeven if the strict notation requires y(x) = x2 and yl(x)= 2x." I mention that physics books use x(t) for distance.
h). 3 For f (x) = 3x and g(x) = 1 + 3x. Why divide by 2h to obtain the correct derivative? 19 Suppose y = mx + b for negative x and y = Mx + B for x 3 0. slope of y = 4/x is dyldx = n . 1 Which of the following numbers (as is) gives df /dt at time t? If in doubt test on f (t) = t2. + The derivative does not exist where f(t) has a k and v(t) has a I . 10 Find Ay/Ax and dy/dx for y(x) = 1 + 2x + 3x2. and calculus was one of the great inventions of all timebut the notation must help. 20 The slope of y = l / x at x = 114 is y' = 1/x2 h = 1/12. You now can write and speak about the derivative.2. and set At = 0. The P variable is t or x and the a (b) Why doesn't f (t) have a derivative at t = l? q variable is f or y. Which one has the derivative 1/x2? 6 Choose c so that the line y = x is tangent to the parabola y = x2 + C. The slope at x = 0 is (what is possible?). (b) The derivative of (f (t))2is 2 df /dt. what is the average velocity between t = 3 and t = 2? What is the average between t = 3 and t = l? What is the average (to one decimal place) between t = 3 and t = 101/200? ~(x+h)y(x) y(x)y(xh) y(x+h)y(xh) h h 2h 21 Find the average slope of y = x2 between x = x. 9 Find Ay/Ax for y(x) = x divide by At. At 7 Sketch the curve y(x) = 1 . Compute each ratio and set h = 0: (a) If f(t) < 0 then df /dt < 0. sketch the graphs off (x) + 1 and f (x + 1).1 when f(t) = 3 . Iff (x) = 2x + 3 and A x = 4 then Af= g . 11 When f (t) = 4/t.x2 and compute its slope at x=3. which of these ratios is closest to 16? = 16.h). The slope of ) of y = 3x2. 12 Find the derivative of 1/t2 from Af (t) = l/(t + At)2 .1/t2. Then find dyldx. + x2.? 22 Redraw Figure 2. Afterwards f (t) = 7 + 9(t . If A x = . (c) The derivative of 2f (t) is 2 df /dt. and x = x2. f Here A equals c .2t for t < 2 and f (t) = . Write A as a fraction with the denominator t2(t At)2. The 13 Suppose f (t) = 7t to t = 1. (d) The derivative is the limit of A divided by the limit f of At. Subtract by using the common denominator (x + h)(x . For f (t) = l / t the derivative is m . o derivative. Sketch the graphs of f and gwhy they have the same slope? 18 For f (x) = l/x the centered diflerence f (x + h) f (x . The result is f '(t). simplify the difference f (t + At) f (t).l/(x . Include df /dt.1 then Af= h .1 The Derivative of a Function writing dyldxwhich caught on. The graphs meet if . 14 Find the derivative of the derivative (the second derivative) The slope of ( ~ ( x )is ~ r by the square rule. (b) )m + 15 Find numbers A and B so that the straight line y = x fits smoothly with the curve Y = A + Bx + x2 at x = 1. The step At can be positive or d . f Divide the numerator by At to find Af/At.At) f At (t) ato (d) lim f (t + At) f (t) t10 At 2 Suppose f (x) = x2. It is the perfect way to suggest the limit of AylAx. 4 Find three functions with the same slope as f (x) = x2. 5 For f (x) = l/x. 17 True (with reason) or false (with example): f (t + 2h) f 2h (t) 0 (c) lim f (t .1 for t > 2. If Ax = 0 then Af= 1 . A decreasing function has . Readthrough questions The derivative is the a of A /At as At approaches b . The slope is not 010 but dfldx = j . Set At = 0. The slope of y2 (is) (is not) ( d ~ / d x ) ~ . 16 Find numbers A and B so that the horizontal line y = 4 fits smoothly with the curve y = A + Bx + x2 at the point x = 2. Then divide by 2h and set h = 0. (a) Find df /dt at t = 3 and t = . They have the same slope where they touch. Newton was one of the great scientists of all time. Smoothly means that y = Y and dyldx = dY/dx at x = 1. find f (4 + h) and g(4 + h) do and f1(4) and g1(4). 8 Iff (t) = l/t. What is needed is a longer list of functions and derivatives. What does this average approach as x2 approaches x. The two slopes are .h) is l/(x + h) . .1). f The derivative is written v or e or 1 . What is the third derivative? (2x + 3)2 is s .
In using calculus. = 28 Take u = x and find the derivative of x2 (a new way). The power or exponent n is at first a positive integer. 29 Take u = x 4 and find the derivative of x8 (using du/dx = 4x3). 30 If u = 1 then u2 = 1. One is to find the derivatives of f (x) = x3 and x4 and x5 (and more generally f (x) = xn). Find Af /Ax and f '(2). Draw lines that have slope Af /At and f '(t). Our examples come from economics and biology. Include dyldx. f ( 3 ) if it exists? What if x + l? Problems 2831 use the square rule: d(u2)/dx 2 u (duldx). Why is 2x + h the equation for Aflh? If h is cut in half. Together those give g = u4 and dgldx = 36 True or false. draw in the new graphs. 40 For y = ex. The other goal is different. = 0. assuming f (0)= 0: (a) If f ( x )6 x for all x.1 25 Guess the limits by an informal working rule." It is too early to solve those equations. 38 Draw the corresponding graphs for f ( x )= jx. we meet equations with derivatives in them"diflerentialequations. But it is not too early to see the purpose of what we are doing. Set At and .  . Later we allow x" and x2s2 and every xn. 2. show on computer graphs that dyldx = y. by hand with &. + + 37 The graphs show Af and Af /h for f ( x )= x2. If g =f then dg/dx = 2f df /dx. Explain. 39 Draw l l x and l / ( x+ h) and Aflheither h = 5 or by computer to show h + 0.( l / x ) . Deduce that f (0)= 0 and f '(0)= 7. the derivative of &? 32 The left figure shows f ( t )= t2. 35 If f = u2 then df/dx = 2u duldx. 41 Explain the derivative in your own words. Indicate distances f (t + At) and At and Af.2 Powers and Polynomials This section has two main goals.3 for the function y(x)= 1 .0.So what is duldx. 34 Draw f ( x )and Ax so that Af /Ax = 0 but f ' ( x )# 0. While computing these derivatives. Give an example other than f ( x )= 7x.1 and imagine At becoming smaller: *26 Suppose f ( x ) / x 7 as x 0. then f ( x )6 x. Then d l / d x is 2 times d lldx. we look ahead to their applications. (b) If df /dx 6 1 for all x. 0 is not 010. 27 What is lim x0 (3+X . then df /dx 6 1.50 2 Derivatives 23 Redraw Figure 2. 24 The limit of O/At as At + 33 The right figure shows f ( x )and Ax. How is this possible? 31 Take u = The derivative of u2 = x is 1 = 2u(du/dx).
10. 4.. This is n = 4 in detail. there are n places it can come from. which is n(n . let h + 0. this key term was 3x2h. In Example 1 with (x + h)3. (Notice 1. 5.+ hn h h SO df =nxnl. the derivative of x2 is 2x.) After x3 is subtracted. EXAMPLE 1 If f (x) = x3 then A f = (x + h)3 . and the limiting step h .2 Powers and Polynomials 51 With n = 2. The coefficients 1.1) . and if you have forgotten the binomial formula we can recapture its main point. EXAMPLE 2 (x + h)4 = x4 + 4x3h + 6x2h2 + 4xh3 + h4. Division by h left 3x2. Af h + 3xh + h2 That is straightforward. The products that matter . A step of size h leads to f(x + h) = (x + h)".= 3x2. An x or an h comes from each parenthesis. Those are two pieces in a beautiful pattern. Start with n = 4: Multiplying the four x's gives x4. With n = .x4 will remove x4. For (x + h)5 the next row is 1.nxn' h + . and four ways to produce x3h. they still have at least one factor h. Equation (1) has four h's in parentheses. (1). before jumping to xn.0 will wipe out h4 (even after division by h). 3. divide by h.4. Subtract x4.h: ' ' Subtract xnfrom (2).1.h. Thus 5! = 5 4 3 2 1 = 120. We begin with x3 and its derivative 3x2. The binomial coefficient "n choose j" is the number of ways to choose j h's out of n parentheses. dx Step 1: Cancel x3. Divide by h.2. + + + For f(x) = xn the plan is the same.1xp2. The power (x + h)3 yields four separate terms x3 3x2h 3xh2 h3. At the limit (h = 0) we have 3x2. 1.. These are the easy terms. After dividing by h. 1 are in Pascal's triangle below. The key term is nxn'. . df approaches . the slope of x' is .. The derivative is 4x3.x3. and you see the crucial step. Therefore the key term is 4x3h. are those with exactly one h. All those terms vanish as h approaches zero.) In general there are n parentheses and n ways to produce xn. 6.. so the binomial formula contains nxn. 2.(X f Ax + h)" .= 3x2 Step 2: Divide by h. One reason for algebra is to calculate powers like (x + h)". we can divide by h. .x3 = (x3 + 3x2h + 3xh2 + h3) . The rest disappears as h + 0:  A . dx The terms replaced by the dots involve h2 and h3 and higher powers. (Division by h leaves 4x3.xn . Remark The missing terms in the binomial formula (replaced by the dots) contain all the products xnjhj. which it will be a pleasure to discover. With only one h. Step 3: h goes to zero. 3. It involves n factorial. Multiplying the four h's gives h4. but not the crucial ones. The subtraction (x + h)4 .
u2. Negative powers lead to decreasing functions. and we want to multiply by 6 or divide by 2 or add or subtract.~ means l/x2 and x112 means l/&.i x P 3 l 2 . h. The derivative of xn is n times the next lower power xnl.j)! 1 Pascal's triangle 1 1 1 2 1 1 3 3 1 n=3 1 4 6 4 1 n=4 For In the last row.. the odds are 49 48 47 46 45 44/6! to 1.and .x 3x2 4x3 5x4 . 2 ~ ' . It is the coefficient of ~~~h~ in (x + h)49. 3. . DERIVATIVES OF POLYNOMIALS Now we have an infinite list of functions and their derivatives: x x2 x3 x4 x5 . We can add (or subtract) any functions. but the formula stays firm: Afier .2 Derivatives These are numbers that gamblers know and love: bLn c/zoose j*'= (. + That list is a good start. The chance of one winner is Ae'. Do the same to the derivatices: 2C 20 The derivative of c times f (x) is c times f '(x). Florida's lottery in September 1990 (these rules) had six winners out of 109. the coefficient of x3h is 4 ! / 1 ! 3 ! = 4 * 3 * 2 * 1 / 1 * 3 * 2 .2) true but not yet checked (n = i) f = l/x2 has f ' = . ~ The complete binomial formula is in Section 10.. Question What are the derivatives of x10 and x ~and . 2 ~ ' .4. Maybe (x h)2. approaching zero as x gets large.7g1(x). but plenty of functions are left. If i times N tickets are bought. What comes next is really simple.1 (n = .1 (n = . ~ ~ Answer lox9 and 2 . 4.978 tickets. Pascal's triangle can't deal with this fractional power.1 2. Their slopes have minus signs. the x2h2 term.1) Example 6 of Section 2. Each row of Pascal's triangle adds to a power of 2. That number is N = "49 choose 6" = 13. 5 to all powers: f = 1/x has f ' = . The rules allow any combination of f and g : The derivative of 9f (x) .. which is z4.Y .163. That rule extends beyond these integers 1. Choosing 6 numbers out of 49 in a lottery. chance of no winner is e'. with j = 2.816.) = n! j!(n .1/x2 : Example 3 of Section 2.2comes 2 .7g(x) is 9f '(x) .2 is a little unusual. The number c can be any constant. Notice that 1 + 4 + 6 + 4 + 1 equals 16. there are 4 3 2 112 1 2 1 = 6 ways to choose two h's.5.Ii2? . A tremendous number of new functions are "linear combinations" like What are their derivatives? The answers are known for x3 and x2. 2. The derivative of f (x) + g(x) is f '(x) + gf(x).1 = 4 . See Section 8.983.2/x3: f= & has f ' = + x L i 2 : Remember that . the expected number of winners is A The .
. Now reverse that process. It alters the mileage before starting the car. In the f limit as h + 0 we reach f ' + g'because a limit of sums is a sum of limits. the function y is not given. but we have no system to go backward. In most epi emics the number of cases grows exponentially.6). shifted up and down. The peak is quickly reached by e . the starting mileage doesn't matter. Start with the slope andfind the function. The constant in f has no effect on v. The reappearance of those constants is one of the headaches in integral calculus. exponential growth is not happening witb AIDSthe best fit to the data through 1988 is a cubic polynomial (Los Alamos Sciehce. The disappearance of constants is one of the nice things in differential calculus. When you find v from f . We reach dyldx by way of AylAx. xnfor example 9 + 2x . The only f f incomplete step is the last one (the limit). Starting with the function.x5. without changing its slope. so their limit is cf '.6(t . so is f (x + h).) To find distance from velocity..2)3+ 340. You are only entitled to say that y = x3 + C. That particular polynomial has slope 2 . you can go backward to solve a differential equation. With dyldx = (sin x)/x we are lost. When f (x) is multiplied by c. You can now find the derivative of every polynomial. This is what science does all the timeand it seems only reasonable to say so. Adding f + g means adding A + Ag. But there is a lot more to differential equations.5x4. After going from distance f to velocity v. The function y = x2 + x has the slope dyldx = 2x + 1. . Calculus moves from derivatives to integrals to diferential equations. the slope 2x + 1 produces x2 + xand all the other functions x2 + x + C. A "polynomial" is a combination of 1. Differential equations are applied to an epidemic (like AIDS). We still have to say what "limit" means. Then the dzrerential equation dyldx = 3x2 is solved. This discussion of the purpose of calculus should mention a sp~cificexample. Begin with dyldx = 3x2. A LOOK A DIFFERENTIAL EQUATIONS (FIND y FROM dyldx) T We know that y = x3 has the derivative dyldx = 3x2. Rule 2D is similar. All averages A /h contain c. Integral calculus discovers the function from its slope. Note that the derivative of 9 is zero! A constant just raises or lowers the graph. Every time you find a derivative. These equations involve y as well as dyldx. To summarize: Chapters 24 compute and use derivatives. Question Can you go backward to reach y = x3? Answer Almost but not quite. Function and slope are mixed together! This is typical of differential equations. and the epidemic dies down. we found its slope. Amazingly. 1989): 4: The number of cases fits a cubic within 2%: y = 174. What function has this derivative? 2.2 Powers and Polynomials 53 The reasoning is direct. Economics has dyldx = 3ylx. Now divide by h.2. (Af is measured by a trip meter. Then Chapter 6 solves the differential equation dyldt = y. Chapter 5 goes in reverse. At comes from a stopwatch. Any example is easy and so is the proofit is the definition of limit that needs care (Section 2. The constant C is the starting value of y (when x = 0). x. Geometry has dyldx = 3y213. The slope is given. we return to f + C. Many equations have the same solution y = x3. Here are two crucial points: 1.1981. The difference A is also multiplied by c. . you need to know the mileage at the start. x2. . Given dyldx we find y(x). In reverse. function mixed with slope.
Then the word "marginal" says one thing: Take the derivative. the amounts are continuous variables. probably the instructor is not. A third example is the demand y at price x. a 50hour week pays $550. But it is the $8000 cost of the next car that decides whether Ford makes it. Figure 2. The average cost of making automobiles may be $10. ?These paragraphs show how calculus applies to economics. we may know what has been preventing d (fortunately). . which come in smaller units. Divide by Ax. But again the units are arbitrary. possibly the student is not.4 Marginal exceeds average. When $10/hour increases to $15/hour after a 40hour week. the average cost is x2/x = x. The marginal income is $15/hourthe overtime rate. The marginal cost is 2x. The units are arbitrary. Perfectly elastic to perfectly inelastic (rcurve). the number of extra tons. dropped from t to t '.000. Now dyldx is negative." For bank deposits or work hours or wheat. Added in proofi In 1989 the curve for the U. The extra cost is the difference Ay. You do not have to be an economist to understand them." I I fixed supply I I any price E = O any supply E=. The cost of x + Ax tons is y(x + Ax). The average income is $ll/hour. "The average describes the past. An increase of Ax tons is a relative increase of Axlx. Constant elasticity E = +I. Eventually the curve will turn away from a cubicI hope that mathematical models will lead to knowledge that saves lives. the marginal predicts thefuture. The ratio Ay/Ax is the average cost per extra ton.4 has increasing slopean example of "diminishing returns to scale. Concentrate next on cost. but the pay for each additional hour rises fasterpossibly it jumps.S. 2. We can all use dyldx. Instead of dyldt = y we have dyldt = 3y/t. the same in tons/tons or dollars/dollars or yen/yen.2 Derivatives This is dramatically different from other epidemics. we are near the marginal cost dyldx. The way to correct for arbitrary units is to work with percentage change or relative change. When Ax is an ounce instead of a ton. fixed price price x quantity equilibrium price Fig. Certainly the author is not. In yen per kilogram the numbers look different. Example: When the cost is x2. A cost increase Ay is a relative increase of Ayly. We wouldn't work another hour for that! This average is rising. Those are dimensionless.? The average pay over all the hours we ever worked may be low. The demand is in liters or gallons. the price is in dollars or pesos. MARGINAL COST AND ELASTICITY IN ECONOMICS First point about economics: The marginal cost and marginal income are crucially important.. Before this book is printed. This raises another point about economics. Let y(x) be the cost of producing x tons of steel.
2.2 Powen and Polynomials
Relative changes are better. When the price goes up by lo%, the demand may drop by 5%. If that ratio stays the same for small increases, the elasticity of demand is f. Actually this number should be  f.The price rose, the demand dropped. In our definition, the elasticity will be  4.In conversation between economists the minus sign is left out (I hope not forgotten).
DEFINITION The elasticity of the demand function y(x) is
E(x)
=
AXo Axlx
AY/Y  dyldx lim   .
Y/X
Elasticity is "marginal" divided by "average." E(x) is also relative change in y divided by relative change in x . Sometimes E(x) is the same at all pricesthis important case is discussed below.
EXAMPLE 1 Suppose the demand is y = c / x when the price is x. The derivative dy/dx =  c/x2comes from calculus. The division y/x = c / x 2is only algebra. The ratio is E =  1 : For the demand y = c / x , the elasticity is ( c / x 2 ) / ( c / x 2=  1 . )
All demand curves are compared with this one. The demand is inelastic when 1El < 1 . It is elastic when IEl > 1. The demand 20/& is inelastic ( E =  f), while x  is ~ elastic (E =  3). The power y = cxn, whose derivative we know, is the function with constant elasticity n: if y = cxn then dyldx = cnxn ' and E = cnxn l/(cxn/x) n. = It is because y = cxn sets the standard that we could come so early to economics. In the special case when y = clx, consumers spend the same at all prices. Price x times quantity y remains constant at xy = c .
EXAMPLE 2 The supply curve has E > 0supply increases with price. Now the baseline case is y = cx. The slope is c and the average is y / x = c. The elasticity is E = c / c = 1.
Compare E = 1 with E = 0 and E = CQ. A constant supply is "perfectly inelastic." The power n is zero and the slope is zero: y = c . No more is available when the harvest is over. Whatever the price, the farmer cannot suddenly grow more wheat. Lack of elasticity makes farm economics difficult. The other extreme E = a~is "perfectly elastic." The supply is unlimited at a fixed price x. Once this seemed true of water and timber. In reality the steep curve x = constant is leveling off to a flat curve y = constant. Fixed price is changing to fixed supply, E = CQ is becoming E = 0, and the supply of water follows a "gamma curve" shaped like T.
EXAMPLE 3 Demand is an increasing function of incomemore income, more . demand. The income elasticity is E(I) = ( d y / d I ) / ( y / I ) A luxury has E > 1 (elastic). Doubling your income more than doubles the demand for caviar. A necessity has E < 1 (inelastic). The demand for bread does not double. Please recognize how the central ideas of calculus provide a language for the central ideas of economics.
Important note on supply = demand This is the basic equation of microeconomics. Where the supply curve meets the demand curve, the economy finds the equilibrium price. Supply = demand assumes perfect competition. With many suppliers, no one can raise the price. If someone tries, the customers go elsewhere.
2
Derivatives
The opposite case is a monopolyno competition. Instead of many small producers of wheat, there is one producer of electricity. An airport is a monopolist (and maybe the National Football League). If the price is raised, some demand remains. Price fixing occurs when several producers act like a monopolywhich antitrust laws try to prevent. The price is not set by supply = demand. The calculus problem is differentto maximize profit. Section 3.2 locates the maximum where the marginal profit (the slope!) is zero.
Question on income elasticity From an income of $10,000 you save $500. The income elasticity of savings is E = 2. Out of the next dollar what fraction do you save? Answer The savings is y = cx2 because E = 2. The number c must give 500 = ~(10,000)~, c is 5 so Then the slope dyldx is 2cx = 10 lo4 = &. This is the marginal savings, ten cents on the dollar. Average savings is 5%, marginal savings is lo%, and E = 2.
2.2
Readthrough questions
EXERCISES
12 Find the mistake: x2 is x + x + + x (with x terms). Its derivative is 1 + 1 + .. + 1 (also x terms). So the derivative of x2 seems to be x.
0 . .
The derivative of f = x4 is f ' = a . That comes from expanding (x + h)4 into the five terms b . Subtracting x4 f and dividing by h leaves the four terms c . This is A /h, and its limit is d . The derivative o f f = xn is f ' = e . Now (x + h)" comes from the f theorem. The terms to look for are x n  ' h, containing only one g . There are h of those terms, i and so (x + h)" = .un+ i + . After subtracting dividing by h, the limit of Aflh is k . The coefficient of .unJhJ,not needed here, is " n choose j" = I , where n! means m . The derivative of x  is n . The derivative of x1I2 is ~ o . The derivative of 3. + (llx) is u P , which uses the following rules: The derivative of 3f (.u)is CI and the derivative off (.u) + g(x) is r . Integral calculus recovers s from dy/d.u. If dy1d.u = .u4 then y(.u) = t .
1 Starting with f = .u6, write down f ' and then f ". (This is
13 What are the derivatives of 3x'I3 and 3x'I3 (3x'I3) ' ? 14 The slope of . u
and
+ ( 1 1 ~is zero when x = ) does the graph do at that point?
. What
15 Draw a graph of y = x3  x. Where is the slope zero? 16 If df /dx is negative, is f (x) always negative? Is f (x) negative for large x? If you think otherwise, give examples. 17 A rock thrown upward with velocity 16ft/sec reaches height f = 16t  16t2 at time t.
(a) Find its average speed A /At from t = 0 to t = $. f (b) Find its average speed A /At from t = 4 to t = 1. f (c) What is df /dt at t = i?
18 When f is in feet and t is in seconds, what are the units of f ' and its derivative f "? In f = 16t  16t2, the first 16 is . ft/sec but the second 16 is 19 Graph y = x3 + x2  x from x =  2 to x = 2 and estimate where it is decreasing. Check the transition points by solving dyldx = 0. 20 At a point where dyldx = 0, what is special about the
"f double prime," the derivative off '.) After tives of x6 you reach a constant. What constant?
2 Find a function that has .u6 as its derivative.
deriva
Find the derivatives of the functions in 310. Even if n is negative or a fraction, the derivative of xn is nxn '.
graph of y(x)? Test case: y = x2.
21 Find the slope of y =
 
A h
& by algebra (then h 0): JFGJ;  J T h  J ; Jzi+J; h h
=

Jzi+J;.
I/&.
11 Name two functions with df/dx = 1/x2.
22 Imitate Problem 21 to find the slope of y
2.2
Powers and Polynomials
57
23 Complete Pascal's triangle for n = 5 and n = 6. Why do the numbers across each row add to 2"? 24 Complete (x + h)5 = x5 +
mial coefficients and
spent on the car? Compare dy/dx (marginal) with y/x (average).
(:) (:) (i)?
and
. What are the bino
40 Name a product whose price elasticity is (a) high (b) low (c) negative (?) 41 The demand y = c/x has dyldx =  y/x. Show that Ay/Ax is not  y/x. (Use numbers or algebra.) Finite steps miss the special feature of infinitesimal steps. 42 The demand y = xn has E = (price times demand) has elasticity E =
. The revenue xy
25 Compute (x + h)3  (x  h)3, divide by 2h, and set h = 0. Why divide by 2h to Jind this slope? 26 Solve the differential equation y" = x to find y(x). 27 For f (x) = x2 + x3, write out f (x + Ax) and A /Ax. What f is the limit at Ax = 0 and what rule about sums is confirmed? 28 The derivative of ( ~ ( x )is) ~ this rule on u = xn.
from Section 2.1. Test Shift the
.
43 y = 2x + 3 grows with marginal cost 2 from the fixed cost 3. Draw the graph of E(x). 44 From an income I we save S(I). The marginal propensity to save is . Elasticity is not needed because S and I have the same . Applied to the whole economy this is (microeconomics) (macroeconomics). 45 2' is doubled when t increases by . t3 is doubled when t increases to t. The doubling time for AIDS is proportional to t. 46 Biology also leads to dyly = n dxlx, for the relative growth of the head (dyly) and the body (dxlx). Is n > 1 or n < 1 for a child? 47 What functions have df/dx does n =  1 give trouble?
(x + h)3  x3
h
= x9
29 What are the derivatives of x7 + 1 and (x + graph of x7.
(a) 4+) (c) v(x + 1)
30 If df /dx is v(x), what functions have these derivatives?
+1 (b) (d) v(x) v'(x).
+
31 What function f(x) has fourth derivative equal to l? 32 What function f (x) has nth derivative equal to l? 33 Suppose df /dx = 1 + x + x2 + x3. Find f (x). 34 Suppose df /dx = x x
and df/dx
= xn?
Why
3. Find f (x).
35 f (x) can be its own derivative. In the infinite polynomial f = 1 + x + 5x2 + &x3+ , what numbers multiply x4 and x5 if df /dx equals f ? 36 Write down a differential equation dy/dx = that is solved by y = x2. Make the right side involve y (not just 2x). 37 True or false: (a) The derivative of x" is nx". (b) The derivative of axn/bxnis a/b. (c) If df /dx = x4 and dgldx = x4 then f (x) = g(x). (d) (f (x) f (a))/(x a) approaches f '(a) as x a. (e) The slope of y = (x is y' = 3(x +
48 The slope of y = x3 comes from this identity:
=(x
+ h)2 + ( x + h)x + x 2 .
+
(a) Check the algebra. Find dyldx as h (b) Write a similar identity for y = x4.
0.
49 (Computer graphing) Find all the points where y = x4 + 2x3  7x2 + 3 = 0 and where dy/dx = 0. 50 The graphs of y,(x) = x4 + x3 and y,(x) = 7x  5 touch at the point where y3(x)= = 0. Plot y3(x) to see what is special. What does the graph of y(x) do at a point where y = y' = O ? 51 In the Massachusetts lottery you choose 6 numbers out of 36. What is your chance to win? 52 In what circumstances would it pay to buy a lottery ticket for every possible combination, so one of the tickets would win?
Problems 3844 are about calculus in economics.
38 When the cost is y = yo + cx, find E(x) = (dy/dx)/(y/x). It approaches for large x. 39 From an income of x = $10,000 you spend y = $1200 on your car. If E = 3,what fraction of your next dollar will be
58
Fig. 2.5
2 Derivatives
2.3 The Slope and the Tangent Line
Chapter 1 started with straight line graphs. The velocity was constant (at least piecewise). The distance function was linear. Now we are facing polynomials like x3  2 or x4  x2 + 3, with other functions to come soon. Their graphs are definitely curved. Most functions are not close to linearexcept if you focus all your attention near a single point. That is what we will do. Over a very short range a curve looks straight. Look through a microscope, or zoom in with a computer, and there is no doubt. The graph of distance versus time becomes nearly linear. Its slope is the velocity at that moment. We want to find the line that the graph stays closest tothe "tangent linewbefore it curves away. The tangent line is easy to describe. We are at a particular point on the graph of y =f (x). At that point x equals a and y equals f (a) and the slope equals f '(a). The tangent line goes through that point x = a, y =f (a) with that slope m = fl(a). Figure 2.5 shows the line more clearly than any equation, but we have to turn the geometry into algebra. We need the equation of the line.

EXAMPLE 1 Suppose y = x4  x2 + 3. At the point x = a = 1, the height is y =f (a) = 3. The slope is dyldx = 4x3  2x. At x = 1 the slope is 4  2 = 2. That is fl(a):
The numbers x = 1, y = 3, dyldx = 2 determine the tangent line. The equation of the tangent line is y  3 = 2(x  l), and this section explains why.
The tangent line has the same slope 2 as the curve (especially after zoom).
THE EQUATION OF A LINE
A straight line is determined by two conditions. We know the line if we know two of its points. (We still have to write down the equation.) Also, if we know one point and the slope, the line is set. That is the situation for the tangent line, which has a known slope at a known point: 1. The equation of a line has the form y = mx + b 2. The number m is the slope of the line, because dyldx = m 3. The number b adjusts the line to go through the required point. I will take those one at a timefirst y = mx + b, then m, then b. 1. The graph of y = mx + b is not curved. How do we know? For the specific example y = 2x 1, take two points whose coordinates x, y satisfy the equation:
+
x=O, y = 1 and x = 4 , y = 9 both satisfy y = 2 x + 1.
2.3 The Slope and the Tangent Line
Those points (0, 1) and (4,9) lie on the graph. The point halfway between has x = 2 and y = 5. That point also satisfies y = 2x + 1. The halfway point is on the graph. If we subdivide again, the midpoint between (0, 1) and (2, 5) is (1, 3). This also has y = 2x + 1. The graph contains all halfway points and must be straight.
2. What is the correct slope m for the tangent line? In our example it is m =f '(a)= 2. The curve and its tangent line have the same slope at the crucial point: dyldx = 2. Allow me to say in another way why the line y = mx + b has slope m. At x = 0 its height is y = b. At x = 1 its height is y = m + b. The graph has gone one unit across (0 to 1) and m units up (b to m + b). The whole idea is
slope = distance up  m distance across 1
'
Each unit across means m units up, to 2m + b or 3m + b. A straight line keeps a constant slope, whereas the slope of y = x4  x2 + 3 equals 2 only at x = 1.
3. Finally we decide on b. The tangent line y = 2x + b must go through x = 1 , y = 3. Therefore b = 1. With letters instead of numbers, y = mx + b leads to f (a)= ma + b. So we know b:
2E The equation of the tangent line has b =f (a) ma:
y=mx+f(a)ma
or
yf(a)=m(xa).
(2)
I
That last form is the best. You see immediately what happens at x = a. The factor x  a is zero. Therefore y =f (a)as required. This is the pointslope form of the equation, and we use it constantly: y  3  distance up = sbpe 2. y3=2(x1) or x  1 distance across
EXAMPLE 2 The curve y = x3  2 goes through y = 6 when x = 2. At that point dyldx = 3x2 = 12. The pointslope equation of the tangent line uses 2 and 6 and 12:
y  6 = 12(x2),
which is also y = 12x 18.
There is another important line. It is perpendicular to the tangent line and perpendicular to the curve. This is the normal line in Figure 2.6. Its new feature is its slope. When the tangent line has slope m, the normal line has slope  llm. (Rule: Slopes of
tangent line: distance
track
A
:a'
/
+4
.*'
your speed is V
4
T
Fig. 2.6
Tangent line y  yo = m(x  x,). Normal line y  yo =   (x  x,). Leaving a rollerm coaster and catching up to a car.
1
2
Derivatives
 1.)
perpendicular lines multiply to give has slope  1 / 12:
Example 2 has m = 12, so the normal line normal line: y

tangent line: y  6 = 12(x  2)
6 =  & ( x  2).
Light rays travel in the normal direction. So do brush firesthey move perpendicular to the fire line. Use the pointslope form! The tangent is y = 12x  18, the normal is not y =  &x  18.
EXAMPLE 3
You are on a rollercoaster whose track follows y = x 2 + 4. You see a friend at (0,O)and want to get there quickly. Where do you step off?
Solution Your path will be the tangent line (at high speed). The problem is to choose x = a so the tangent line passes through x = 0, y = 0. When you step off at x = a,
the height is y = a2 + 4 and the slope is 2a the equation of the tangent line is y  (a2+ 4) = 2a(x  a) this line goes through (0,O)if
 (a2
+ 4 ) =  2a2 or a = + 2.
The same problem is solved by spacecraft controllers and baseball pitchers. Releasing a ball at the right time to hit a target 60 feet away is an amazing display of calculus. Quarterbacks with a moving target should read Chapter 4 on related rates. Here is a better example than a rollercoaster. Stopping at a red light wastes gas. It is smarter to slow down early, and then accelerate. When a car is waiting in front of you, the timing needs calculus:
EXAMPLE 4
How much must you slow down when a red light is 72 meters away? In 4 seconds it will be green. The waiting car will accelerate at 3 meters/sec2. You cannot pass the car.
Strategy Slow down immediately to the speed V at which you will just catch that
car. (If you wait and brake later, your speed will have to go below V.) At the catchup time T , the cars have the same speed and same distance. Two conditions, so the distance functions in Figure 2.6d are tangent.
Solution At time T, the other car's speed is 3 ( T  4). That shows the delay of 4 seconds. Speeds are equal when 3 ( T  4 ) = V or T = V 4. Now require equal dis
tances. Your distance is V times T . The other car's distance is 72 + $at2: becomes 72+53(~4)~=VT
+
72+ffv2=V(3V+4).
The solution is V = 12 meters/second. This is 43 km/hr or 27 miles per hour. Without the other car, you only slow down to V = 7214 = 18 meters/second. As the light turns green, you go through at 65 km/hr or 40 miles per hour. Try it.
THE SECANT LINE CONNECTING T O POINTS O N A CURVE W
Instead of the tangent line through one point, consider the secant line through two points. For the tangent line the points came together. Now spread them apart. The pointslope form of a linear equation is replaced by the twopoint form. The equation of the curve is still y =f ( ) The first point remains at x = a, y =f (a). x. The other point is at x = c, y =f (c). The secant line goes between them. and we want its equation. This time we don't start with the slopebut rn is easy to find.
2.3
The Slope and the Tangent Line
EXAMPLE 5 The curve y = x3  2 goes through x = 2, y = 6. It also goes through x = 3, y = 25. The slope between those points is
m=
change in y  6  25  19. change in x 3  2
The pointslope form (at the first point) is y  6 = 19(x  2). This line automatically goes through the second point (3,25). Check: 25  6 equals 19(3 2). The secant has the right slope 19 to reach the second point. It is the average slope AylAx.
A look ahead The second point is going to approach the first point. The secant slope AylAx will approach the tangent slope dyldx. We discover the derivative (in the limit). That is the main point nowbut not forever. Soon you will be fast at derivatives. The exact dyldx will be much easier than AylAx. The situation is turned around as soon as you know that x9 has slope 9x8. Near x = 1, the distance up is about 9 times the distance across. To find Ay = l.0019  19,just multiply Ax = .001 by 9. The quick approximation is .009, the calculator gives Ay = .009036. It is easier to follow the tangent line than the curve.
Come back to the secant line, and change numbers to letters. What line connects x = a, y =f (a) to x = c, y =f (c)? A mathematician puts formulas ahead of numbers, and reasoning ahead of formulas, and ideas ahead of reasoning: distance up  f (c) f (a) distance across ca (2) The height is y =f (a) at x = a (3) The height is y =f (c) at x = c (automatic with correct slope). (1) The slope is m
=


The t
f~var
uses the slope between the
f4d f@
ca
(3)
At x = a the right side is zero. So y =f (a) on the left side. At x = c the right side has two factors c  a. They cancel to leave y =f (c). With equation (2) for the tangent line and equation (3) for the secant line, we are ready for the moment of truth.
T E SECANT LlNE APPROACHES T E TANGENT LlNE H H
What comes now is pretty basic. It matches what we did with velocities: average velocity = A distance  f (t + At) f (t) A time At
The limit is d /dt. We now do exactly the same thing with slopes. The secant tine f turns into the tangent line as c approaches a: slope of secant line:
Af  f ( 4 f@) Ax ca
df A slope of tangent line:  = limit of . f dx Ax
There stands the fundamental idea of differential calculus! You have to imagine more secant lines than I can draw in Figure 2.7, as c comes close to a. Everybody recognizes c  a as Ax. Do you recognize f (c) f (a) as f (x + Ax) f (x)? It is Af, the change in height. All lines go through x = a, y =f (a). Their limit is the tangent line.
secant secant
tangent
a c c c
secant
y f (a) =
ca a)
tangent y  f(a)= f'(a)(x
Fig. 2.7
Secants approach tangent as their slopes Af /Ax approach df /dx.
Intuitively, the limit is pretty clear. The two points come together, and the tangent line touches the curve at one point. (It could touch again at faraway points.) Mathematically this limit can be trickyit takes us from algebra to calculus. Algebra stays away from 010, but calculus gets as close as it can. The new limit for df /dx looks different, but it is the same as before:
f '(a) = lim f ( 4 f (a)
c+a
C
9
EXAMPLE 6 Find the secant lines and tangent line for y =f (x) = sin x at x = 0.
The starting point is x = 0, y = sin 0. This is the origin (0,O). The ratio of distance up to distance across is (sin c)/c: sin c secant equation y = x
C
tangent equation y = lx.
As c approaches zero, the secant line becomes the tangent line. The limit of (sin c)/c is not 010, which is meaningless, but 1, which is dyldx.
EXAMPLE 7 The gold you own will be worth million dollars in t years. When does the rate of increase drop to 10% of the current value, so you should sell the gold and buy a bond? At t = 25, how far does that put you ahead of = 5?
&
&
Solution The rate of increase is the derivative of which is 1/2&. That is 10% of the current value when 1/2& = &/lo. Therefore 2t = 10 or t = 5. At that time you sell the gold, leave the curve, and go onto the tangent line:
&
&,
yfi=$(t5)
becomes y  f i = 2 f i
at t=25.
With straight interest on the bond, not compounded, you have reached y = 3 f i = 6.7 million dollars. The gold is worth a measly five million.
2.3 EXERCISES
Readthrough questions
A straight line is determined by
and the
b
points, or one point . The slope of the tangent line equals the slope
a
of the c isyf(a)=
. The pointslope form of the tangent equation
d
. . Its
The tangent line to y = x3 + x at x = 1 has slope
2.3 The Slope and the Tangent Line equation is f . It crosses the y axis at g and the h . The normal line at this point (1, 2) has x axis at slope i . Its equation is y  2 = j . The secant line from (1, 2) to (2, k ) has slope I . Its equation is y2= m . The point (c, f (c)) is on the line y f (a) = m(x  a) provided m = n . As c approaches a, the slope m approaches 0 . The secant line approaches the p line.
1 (a) (b) (c) (d)
63
15 Choose c so that y = 4x is tangent to y = x2 c. Match heights as well as slopes. 16 Choose c so that y = 5x  7 is tangent to y = x2
+
+ cx.
17 For y = x3 + 4x2  3x + 1, find all points where the tangent is horizontal.
18 y = 4x can't be tangent to y = cx2. Try to match heights and slopes, or draw the curves.
19 Determine c so that the straight line joining (0, 3) and (5,  2) is tangent to the curve y = c/(x + 1). 20 Choose b, c, d so that the two parabolas y = x2 + bx and y = dx  x2 are tangent to each other at x = 1, y = 0. 21 The graph o f f (x) = x3 goes through (1, 1). (a) Another point is x = c = 1 + h, y =f (c) = (b) The change in f is Af = . (c) The slope of the secant is m = (d) As h goes to zero, m approaches
Find Find Find Find
the the the the
slope of y = 12/x. equation of the tangent line at (2, 6). equation of the normal line at (2, 6). equation of the secant line to (4, 3).
+c
.
2 For y = x2 x find equations for (a) the tangent line and normal line at (1, 2); (b) the secant line to x = 1 h, y = (1 h)2 (1
+
+
+ + + h).
3 A line goes through (1, 1) and (4, 8). Write its equation in pointslope form. Then write it as y = mx + b. 4 The tangent line to y = x3 + 6x at the origin is Y=. Does it cross the curve again?
5 The tangent line to y = x3  3x2 x at the origin is Y=. It is also the secant line to the point .
22 Construct a function y =f (x) whose tangent line at x = 1 is the same as the secant that meets the curve again at x = 3. 23 Draw two curves bending away from each other. Mark the points P and Q where the curves are closest. At those points, the tangent lines are and the normal lines are . '24 If the parabolas y = x2 + 1 and y = x  x2 come closest at (a, a 2 1) and (c, c  c2), set up two equations for a and c.
+
6 Find the tangent line to x = y2 at x = 4, y = 2.
7 For y = x2 the secant line from (a, a 2 ) to (c, c2) has the equation . Do the division by c  a to find the tangent line as c approaches a.
+
8 Construct a function that has the same slope at x = 1 and x = 2. Then find two points where y = x4  2x2 has the same tangent line (draw the graph). 9 Find a curve that is tangent to y = 2x  3 at x = 5. Find the normal line to that curve at (5, 7).
10 For y = llx the secant line from (a, lla) to (c, llc) has the . Simplify its slope and find the limit as c equation approaches a.
25 A light ray comes down the line x = a. It hits the parabolic reflector y = x2 at P = (a, a2). (a) Find the tangent line at P. Locate the point Q where that line crosses the y axis. (b) Check that P and Q are the same distance from the focus at F = (0, $). (c) Show from (b) that the figure has equal angles. (d) What law of physics makes every ray reflect off the parabola to the focus at F?
vertical ray
11 What are the equations of the tangent line and normal line to y = sin x at x = n/2?
12 If c and a both approach an inbetween value x = b, then the secant slope (f(c) f (a))/(c a) approaches .
13 At x = a on the graph of y = l/x, compute (a) the equation of the tangent line (b) the points where that line crosses the axes. The triangle between the tangent line and the axes always has area . 14 Suppose g(x) =f (x) + 7. The tangent lines to f and g at x = 4 are . True or false: The distance between those lines is 7. 26 In a bad reflector y = 2/x, a ray down one special line x = a is reflected horizontally. What is a?
64
2 Derivatives 36 If u(x)/v(x)= 7 find u'(x)/v'(x). Also find (u(x)/v(x))'. 37 Find f(c) = l.OO110 in two waysby calculator and by .f(c) f (a) xf'(a)(c  a). Choose a = 1 and  . , = xlO. f(x)  . ..
. . . .
27 For the parabola 4py = x2, where is the slope equal to l? At that point a vertical ray will reflect horizontally. So the focus is at (0, 1.
28 Why are these statements wrong? Make them right. (a) If y = 2x is the tangent line at (1, 2) then y =  i x is the normal line. (b) As c approaches a, the secant slope (f (c) f (a))&  a) approaches (f (a) f (a))/(a a). (c) The line through (2, 3) with slope 4 is y  2 = 4(x  3).
29 A ball goes around a circle: x = cos t, y = sin t. At t = 3 4 4
38 At a distance Ax from x = 1, how far is the curve y = l/x above its tangent line?
39 At a distance Ax from x = 2, how far is the curve y = x3 above its tangent line?
40 Based on Problem 38 or 39, the distance between curve
and tangent line grows like what power (Ax)P?
41 The tangent line to f (x) = x2  1 at x, = 2 crosses the x axis at xl = . The tangent line at x, crosses the
the ball flies off on the tangent line. Find the equation of that line and the point where the ball hits the ground (y = 0).
30 If the tangent line to y =f(x) at x = a is the same as the tangent line to y = g(x) at x = b, find two equations that must be satisfied by a and b.
31 Draw a circle of radius 1 resting in the parabola y = x2.
x axis at x2 = . Draw the curve and the two lines, which are the beginning of Newton's method to solve f (x) = 0.
42 (Puzzle) The equation y = mx
At the touching point (a, a2), the equation of the normal line is . That line has x = 0 when y = . The dis. This tance to (a, a2) equals the radius 1 when a = locates the touching point.
32 Follow Problem 31 for the flatter parabola y = 3x2 and
+ b requires two numbers, the pointslope form y f (a) =f '(a)(x  a) requires three, and the twopoint form requires four: a, f (a), c, f (c). How can this be?
43 Find the time T at the tangent point in Example 4, when
you catch the car in front.
44 If the waiting car only accelerates at 2 meters/sec2, what speed V must you slow down to? 45 A thief 40 meters away runs toward you at 8 meters
explain where the circle rests.
33 You are applying for a $1000 scholarship and your time is worth $10 a hour. If the chance of success is 1  (l/x) from x hours of writing, when should you stop?
34 Suppose
(c)f (a)l< Ic  a1 for every pair of points a and c. Prove that Idf /dxl< 1.
If
per second. What is the smallest acceleration so that v = at keeps you in front?
35 From which point x = a does the tangent line to y = 1/x2 hit the x axis at x = 3?
46 With 8 meters to go in a relay race, you slow down badly (f=  8 + 6t  $t2). How fast should the next runner start (choose u in f = vt) so you can just pass the baton?
This section does two things. One is to compute the derivatives of sin x and cos x. The other is to explain why these functions are so important. They describe oscillation, which will be expressed in words and equations. You will see a "di~erential equation." It involves the derivative of an unknown function y(x). The differential equation will say that the second derivativethe derivative o the f derivativeis equal and opposite to y. In symbols this is y" =  y. Distance in one direction leads to acceleration in the other direction. That makes y and y' and y" all oscillate. The solutions to y" =  y are sin x and cos x and all their combinations. We begin with the slope. The derivative of y = sin x is y' = cos x. There is no reason for that to be a mystery, but I still find it beautiful. Chapter 1 followed a ball around a circle; the shadow went up and down. Its height was sin t and its velocity was cos t .
2.4 The Derhrutii of the Sine and Cosine
We now find that derivative by the standard method o limits, when y(x) = sin x: f
 = limit
dy dx
AY of  = lim sin (x + h)  sin x h Ax h + o
The sine is harder to work with than x2 or x3. Where we had (x + h)2 or (x + h)3, we now have sin(x h). This calls for one of the basic "addition formulas" from trigonometry, reviewed in Section 1.5:
+
sin (x + h) = sin x cos h + cos x sin h
(2)
+ h) = cos x cos h  sin x sin h. Equation (2) puts Ay = sin (x + h)  sin x in a new form: Ay   sin x cos h + cos x sin h  sin x = sin x cos h  1 + cos x h Ax
cos(x
(3)
(
)
(T).
sin h
(41
The ratio splits into two simpler pieces on the right. Algebra and trigonometry got ? us this far, and now comes the calculus problem. What happens as h + O It is no longer easy to divide by h. (I will not even mention the unspeakable crime of writing (sin h)/h = sin.) There are two critically important limitsthe first is zero and the second is one: sin h cos h  1 =0 and lim  1. lim h0 h h0 h The careful reader will object that limits have not been defined! You may further object to computing these limits separately, before combining them into equation (4). Neverthelessfollowing the principle of ideas now, rigor laterI would like to proceed. It is entirely true that the limit of (4) comes from the two limits in (5):
  (sin dy 
dx
x)(first limit) (cos x)(second limit) = 0 + cos x.
+
(6)
The secant slope Ay/Ax has approached the tangent slope dyldx.
.995
995
r
We cannot pass over the crucial stepthe two limits in (5). They contain the real ideas. Both ratios become 010 i f we just substitute h = 0. Remember that the cosine of a zero angle is 1, and the sine of a zero angle is 0. Figure 2.8a shows a small angle h (as near to zero as we could reasonably draw). The edge of length sin h is close to zero, and the edge of length cos h is near 1. Figure 2.8b shows how the ratio of sin h to h (both headed for zero) gives the slope of the sine curve at the start. When two functions approach zero, their ratio might do anything. We might have
cOs
.1
Lh
sin h
.loo..
No clue comes from 010. What matters is whether the top or bottom goes to zero more quickly. Roughly speaking, we want to show that (cos h  l)/h is like h2/h and (sin h)/h is like hlh. Time out The graph of sin x is in Figure 2.9 (in black). The graph of sin(x + Ax) sits just beside it (in red). The height difference is A when the shift distance is Ax. f
.
Fig. 2.8
sin h sin (x + h)
Fig. 2.9
sin ( x h) with h = 10" = 11/18 radians. Af/Ax is close to cos x.
+
Now divide by that small number Ax (or h). The second figure shows Af /Ax. It is close to cos x. (Look how it startsit is not quite cos x.) Mathematics will prove , that the limit is cos x exactly, when Ax  0. Curiously, the reasoning concentrates on only one point (x = 0). The slope at that point is cos 0 = 1. We now prove this: sin Ax divided by Ax goes to 1. The sine curve starts with slope 1. By the addition formula for sin (x + h), this answer at one point will lead to the slope cos x at all points. Question Why does the graph of f (x Ax) shift left from f (x) when Ax > O ? Answer When x = 0, the shifted graph is already showing f (Ax). In Figure 2.9a, the red graph is shifted left from the black graph. The red graph shows sin h when the black graph shows sin 0.
THE LIMIT O (sin h ) / h I 4 F S
+
There are several ways to find this limit. The direct approach is to let a computer draw a graph. Figure 2.10a is very convincing. Thefunction (sin h)/h approaches 1 at the key point h = 0. So does (tan h)/h. In practice, the only danger is that you might get a message like "undefined function" and no graph. (The machine may refuse to divide by zero at h = 0. Probably you can get around that.) Because of the importance of this limit, I want to give a mathematical proof that it equals 1.
sin h
n/2
h=O n/2
Fig. 2.40 (sin h)/h squeezed between cos x and 1; (tan h)/h decreases to 1.
Figure 2.10b indicates, but still only graphically, that sin h stays below h. (The first graph shows that too; (sin h)/h is below 1.) We also see that tan h stays above h. Remember that the tangent is the ratio of sine to cosine. Dividing by the cosine is enough to push the tangent above h. The crucial inequalities (to be proved when h is small and positive) are sinh<h and tanh>h.
(7)
2.4
The Derlvcrthre of the Sine and Cosine
Since tan h = (sin h)/(cos h), those are the same as sin h <1 h and sin h > cos h. h
What happens as h goes to zero? The ratio (sin h)/h is squeezed between cos h and 1. But cos h is approaching I! The squeeze as h + 0 leaves only one possibility for (sin h)/h, which is caught in between: The ratio (sin h)/h approaches 1. Figure 2.10 shows that "squeeze play." lf two functions approach the same limit, so does any function caught in between. This is proved at the end of Section 2.6. For negative values of h, which are absolutely allowed, the result is the same. To the left of zero, h reverses sign and sin h reverses sign. The ratio (sin h)/h is unchanged. (The sine is an odd function: sin ( h) =  sin h.) The ratio is an even function, symmetric around zero and approaching 1 from both sides. The proof depends on sin h < h < tan h, which is displayed by the graph but not explained. We go back to right triangles.
Fig. 2.1 1 Line shorter than arc: 2 sin h < 2h. Areas give h < tan h.
Figure 2.11a shows why sin h < h. The straight line PQ has length 2 sin h. The circular arc must be longer, because the shortest distance between two points is a straight line.? The arc PQ has length 2h. (Important: When the radius is 1, the arc length equals the angle. The full circumference is 2n and the full angle is also 2n.) The straight distance 2 sin h is less than the circular distance 2h, so sin h < h. Figure 2.1 1b shows why h < tan h. This time we look at areas. The triangular area is f (base)(height)= i(l)(tan h). Inside that triangle is the shaded sector of the circle. Its area is h/2n times the area of the whole circle (because the angle is that fraction of the whole angle). The circle has area nr2 = n, so multiplication by h/2n gives f h for the area of the sector. Comparing with the triangle around it, f tan h > f h. The inequalities sin h < h < tan h are now proved. The squeeze in equation (8) produces (sin h)/h  1. Q.E.D. Problem 13 shows how to prove sin h < h from areas. ,
Note All angles x and h are being measured in radians. In degrees, cos x is not the derivative of sin x. A degree is much less than a radian, and dyldx is reduced by the factor 2~1360.
T E LIMIT O (COS h  1 ) / h I 0 H F S
This second limit is different. We will show that 1  cos h shrinks to zero more quickly than h. Cosines are connected to sines by (sin h)2 + (cos h)2 = 1. We start from the
+If we try to prove that, we will be here all night. Accept it as true.
$h2 is close to the top of the cosine curve. the signs change but minus zero is still zero.sin x.cos h)(l + cos h) = 1 . The second line took limits.. The slope equals zero when the solid line is level. and we return to it. The slope of sin x is cos x. . reaching 0 and 1 as before.\.(COS dy  .is increasing p> v =.The derivative also shifts by 4 2 (dotted line). A "tangent parabola" 1 .1 )sinx(y) (11) d." The slope tells how quickly the function goes up or down.(sin \)(I)= .sin . This confirms the graphical proof that the slope of cos x is . Our ratio goes to zero. For cos h . Notice how the dotted line (the slope) goes below zero when the solid line turns downward. Remark Equation (10) also shows that 1 .sin r bends down = cos t decrease.(cos h)2 = (sin h)2 < h2.That yields the cosine curve (solid line in Figure 2. Divide through by h and also by 1 + cos h: o< 1 . The quick way to differentiate cos x is to shift the sine curve by xl2. This is another "squeezewthere is no escape. THE DERIVATIVE OF THE COSINE This will be easy. This is a basic purpose of calculusto find simple approximations like $h2.1 or for negative h.sin u.cos h is approximately i h 2 .\. THE SECOND DERIVATIVES OF THE SINE AND COSINE We now introduce the derivative of the derivative. The slope of y = cos x can be computed in the normal way. The derivative of cos x is . It gives the rate of change. y(s) bends up where jl"is positive.2 Derivatives known fact sin h < h and work it into a form involving cosines: (1 .12b).sin x. Note that everything is positive.is negative 1' y" = . v' = . It tells how fast the slope is changing.cos h h < h 1 + cos h ' (9) Our ratio is caught in the middle. / Y = sin . The right side goes to zero because h + 0.( cos h .u x)(O). That is important. Decreasing functions have negative slopes. That is the second derivative of the original function. 2.cos x h =cos Ax .sin t is negative Fig. This confirms equation (6). Increasing functions have positive slopes. not how fast y itself is . There is more information in dyldx than "function rising" or "function falling.12 y(s) increases where y' is positive..cos(x + h) . The 2 comes from 1 + cos h. as the limit of AylAx:  Ay . The first line came from formula (3) for cos(x + h).
y.. tension and compression. At the start of the sine curve. Balls bounce. The arch is "concave down" because y" = . It tells how fast v is changing.low prices . (This is pronounced f double prime or y double prime).sin t and d y/dt2 = . which means that v increases by 32 ftlsec in one second. Sines and cosines give simple harmonic motionup and down. Now the curve bends upward. f " is acceleration. Chapter 3 studies these things properlyhere we get an advance look for sin t. the greater the force pulling back: y = sin t has dy/dt = + cos t and d2y/dt2= ." A straight line has constant slope (constant velocity). Your heart fills and empties. It models oscillation by equation (12). Where df/dt was distanceltime. Its derivative cos t is positive. The lower arch is "concave up. the second derivative is di~tance/(time)~. These motions are controlled by a diyerential equation: All solutions are combinations of the sine and cosine: y = A sin t B cos t. forward and back. In the distancevelocity problem.y. Example: The second derivative of y = x3 is y" = 6x. f The parabola y = x2 has slope 2x (linear) which has slope 2 (constant). It does not mean that the distance increases by 32 feet! The graph of y = sin t increases at the start.2. At t = n the curve reaches zero and goes negative. . A short form is f " or y". high prices + high production .sin t is negative. We can't live without oscillations (or differential equations). It models events by equations. not necessarily y. However the second derivative is sin t. There stands the notation d2f/dt2 (or d2y/dx2)for the second derivative. while v tells how fast f is changing. The remarkable fact about the sine and cosine is that y" = .4 The Derivative of the Sine and Cosine changing. Question Does d2y/dt2< 0 mean that the distance y(t) is decreasing? Answer No.sin t = . The second derivative is the "rate of change of the velocity. and the restoring force pulls it back.y. This is not a course on differential equations." y" > 0 means that y' increases so y bends upward (concave up) y" < 0 means that y' decreases so y bends down (concave down). out and in. That is unusual and special: acceleration = distance. Absolutely not! It means that dy/dt is decreasing.cos t = . The greater the distance. The economy goes up and down: .8 m/sec2.. Current alternates. Stretch a spring. The curve is bending down while going up. y is still increasing but y" < 0. + . But you have to see the purpose of calculus. acceleration due to gravity is about 32 ft/sec2 or The 9. y = cos t has dy/dt = . and gravity brings it down. so its second derivative is zero: f (t) = 5t has df /dt = 5 and d2 /dt2 = 0. Push a swing up. The second derivative becomes positive. Similarly f ( t ) = r a t 2 has df/dt=at and d2f/dt2=a.
Explain why the limit dyldx is 2 cos 2x. (b) Divide Ay = sin (x + 1 + Ax) . 22 For y = sin 2x. 2 (Calculator) Find (sin h)/h at h = 0.11 are P and S. whose second derivative is g . The second derivative (the b of the derivative) is y" = c .02. 24 Draw the graph of y = sin x + at x = value is y = is .0 the limit is . We can replace h by x.302 for + sin 2(x + h) .)02. This combination also solves y" = .sin (x .1 (b) 0 = 0. Thus y = sin x satisfies the differential equations y" = e and y"" = f .70 Readthrough questions 2 ~erhrcrthres 2. Where does (sin h)/h go above .i h 2 and cos . 15 Chapter 10 gives an infinite series for sin x: From the derivative find the series for cos x. The differential equation y" = . . + (a) sin2h (b) sin 5h (c) sin 5h (dl sin h Find the tangent line to y = sin x at (b) x = 1 1 (a) x = 0 (c) x = 1 1 14 4 Where does tan h = 1.y leads to n .h). Use formula to simplify cos (x h) .1) + cos 2x sin 2h (a) 0 = 0. Then let h * 0.cos h is much k than h.x) 13 The unmarked points in Figure 2.O1 is to not . 1 .sin (x + h) . 23 Draw the graph of y = sin ix.cos h)/h2 approaches I .01. find a combination that starts at x = 0 from y = 2 with slope 1. 1 Which of these ratios approach 1 as h . Then draw AylAx as in Figure 2. and 2 1 Does 3 sin x have the same slopes? 1 1. So does y = cos x.01.sin 2x sin 2x(cos 2h . Therefore cos h is close to 1 .i x 2 are sin x and The slopes of sin x and are cos x and 1.Ol x m .sin20. ? 2 a sin 3h 1 . because 1 . the ratio Aylh is 5 y = sin x has period 211. All these derivatives come from one basic limit: (sin h)/h approaches h . Examples of oscillation in real life are s and t . 16 A centered diference for f (x) = sin x is (a) zi h (b) sin2h zzi sin h (a 7 sin (. The slope at that point 25 By combining sin x and cos x.h) f (x + h) f (x . y" is o . 10 Find the limits as h . The fourth derivative is y"" = d . The limit of (sin (211 + h) . Set sin 0 x 0 to find cos20 x 1 . Then y' is r .O1 radians is very close i .0: . Write X instead of x + 1. Mark the height difference Ay. As h .3x2. which means that sin x = .sin (x + 1) by Ax. and the correction term 8 (Calculator) Compare cos 0 with 1 .01h? Where does tan h = h? Where does y = sin x + cos x have zero slope? Find the derivative of sin (x + 1) in two ways: (a) Expand to sin x cos 1 + cos x sin 1. Therefore y' is P .sin 2z)lh is 1 because .cos (x . This gives dyldx at x = 6 Draw cos (x Ax) next to cos x. Reason: Squaring gives cos20 x is very small near 0 = 0.5 (c) 0 = 30" (d) 0 = 3". Show that (tan h)/h is squeezed between 1 and l/cos h. Eventually y goes below zero and y" becomes q . 9 Trigonometry gives cos 0 = 1 . 1112. The cosine of .99.h) = ? 2h 2h Use the addition formula (2). Prove by areas that sin h < h.1 and .9. So is the i of . Let Ax go to zero. . Its maximum . When y is positive.5 and 0. .99? 3 Find the limits as h . 7 The key to trigonometry is cos20 = 1 .30'. 14 The slopes of cos x and 1 . Compute dyldx.cos 2h (b) r+o 1cos h ' lim 12 Compute the slope at x = 0 directly from limits: (a) y = tan x (b) y = sin (. f i cos x. The sine of . The ratio (1 . State its slope at x = 0.O . The approximation sin 30 x leads directly to cos 0 x 1 .0 of .h) .2 sin2$0.4 EXERCISES 11 Find by calculator or calculus: The derivative of y = sin x is y' = a . Then take its derivative to get back to sin x. The square root is cos 0 x 1 . Repeat Problem 16 to find the slope of cos x. Find the height PS and the area of triangle OPR.
4 cos x. At least the easiest rule comes first. The sum rule is a special case of a bigger rule called "linearity. with those five rules to learn. so they can be established once and for all. By linearity the derivative is 3 . where a and b are any real numbers. A linear combination is y(x) = au(x) + bv(x). (d) If y' is increasing then y" is positive. because the professor's maximum speed equals the train speed (= 1).. Occasionally he is standing still with respect to the ground. 29 If h is measured in degrees.+ . 31 By the square rule.. and his velocity (train speed plus walking speed) is 1 + cos t. with reason: 71 (sin h)/h. The rule works for all functions u(x) and v(x).O1 compute that ratio. ) 2u Take the derivative of each term in sin2x + cos2x = 1. So this function satisfies the differential equation y" = What are the derivatives of x + sin x and x sin x and l/sin x and xlsin x and sinnx? Those are made up from the familiar pieces x and sin x. Sum Rule d du dv The derivative of the sum u(x) + v(x) is (u + v) = . Is it simple harmonic motion (one frequency only)? 33 Explain the second derivative in your own words. Actually that example is ridiculous.4 sin x. The interpretation for distances may be more confusing (and more interesting) than the rule itself: Suppose a train moves with velocity 1. the derivative of ( ~ ( x )is ~ duldx. not pacing. containing most of the working tools of differential calculus.25 sin 5x. 28 If y = sin 5x then y' = 5 cos 5x and y" = . find lim. For y = sin x and Ax = . 27 Find solutions to dyldx = sin 3x and dyldx = cos 3x. Then the total distance from his starting point is t + sin t. but we need new rules. His distance from his seat is sin t. If you add distances.2. we add their derivatives. Fortunately they are rules that apply to every function. set your calculator in degree mode. It is also an important section. but it is fundamental." It applies when we add or subtract functions and multiply them by constantsas in 3x . This is a straightforward section. 32 Give an example of oscillation that does not come from physics. 30 Write down a ratio that approaches dyldx at x = z. If we know the separate derivatives of two functions u and v. But I am afraid that five rules and thirteen examples (which we needthe eyes glaze over with formulas alone) make a long list. He is running like mad. You could (a) The derivative of sin2x is cos2x (b) The derivative of cos (. then the derivatives of u + v and uu and llv and u/u and un are immediately available. That is tremendously simple. you add velocities. Then AylAx is . On the train a professor paces back and forth (in simple harmonic motion).x) is sin x (c) A positive function has a negative second derivative. dx dx dx EXAMPLE 1 The derivative of x + sin x is 1 + cos x. When we add functions. The distance at time t is t.5 The Product and Quotient and Power Rules 26 True or false.
We are allowed to take limits separately and add. The result is what we hope for: Rule of Linearity d du dv The derivative of au(x) + bv(x) is . Question Those answers for sin2x and cos2x have opposite signs. but products give something new.2 Derivatives The limit on the left is dyldx.(au + bu) = a . Don't multiply the derivatives of x3 and x2. The limit on the right is a duJdx + b dvldx. dx dx dx The prorluct rule comes next. 2. + uv'w + u'vwone derivative at a time. so the derivative of sin2x + cos2x is zero (sum rule). Fig. Product Rule (the key to this section) The derivative of u(x)v(x) is (uu) = u  d dx dv du + v .) For a product of two functions. The krivative of u times v is not duldx times dvldx. EXAMPLE 4 If u = sin x and v = sin x then uv = sin2x. How do you see that more quickly? EXAMPLE 5 The derivative of uvw is uvw' The derivative of xxx is xx + xx + xx. dx dx This confirms the "square rule" 2u duldx. when u is the same as v. Change in area = u Av + v Au + Au Av. (3x2 times 2x is not 5x4. . It can't be so simpleproducts are not linear.+ b .13 Change in length = Au + Av. We get two equal terms: d d sin x (sin x) + sin x (sin x) = 2 sin x cos x. dx dx EXAMPLE 2 u = x3 times v = x2 is uv = x5. The sum rule is what you would have done anyway. Similarly the slope of cos2x is 2 cos x sin x (minus sign from the slope of the cosine). I don't write dxldx = 1 but it's there: (x sin x) = x d dx cos x + sin x. the derivative has two terms. Example: The derivative of x5 is 5x4. The product rule leads to 5x4: EXAMPLE 3 In the slope of x sin x.
That proves the product ruledefinitely useful.13 explains it best. The right side becomes u(x) times dvldxwe can multiply the two limitsplus v(x) times duldx. If v is in dollars and x is in hours. fits into the same pattern as xn. mass when is converted to energy. Now divide by h (or Ax) and let h + 0.dvldx dollars/hour and also w v dollar^)^ From this test. The left side of equation (4) becomes the derivative of u(x)v(x). The derivative of l/x is . but it prevents bad errors. The important changes in area are the two strips u Av and v Au. the strips v give u Av/Ax and v AulAx. This increase is u(x + h)Av + v(x)Autop plus side. But start with u = 1.Z X . The extra area comes from the whole top strip plus the side strip.dvldx u2 dvldx v2 ' The proof starts with (v)(l/v)= 1. dv/dx is in dollars per hour. .? . Then dimensions agree: hour . When we divide by Ax. . The corner area Au A is much smaller. Apply the product rule: ( dx )v +  d 1 v dx = O 1dv sothat dx "A= () v  It is worth checking the unitsin the reciprocal rule and others.5 The Product and Quotient and Power Rules After those examples we prove the product rule. A test of dimensions is automatic in science and engineering. (7) For negative and positive exponents the derivative of xn is nxnl. +But only Einstein knew that the constant is 1. Figure 2. What is the derivative of l/v(x)? Reciprocal Rule The derivative of  1 44 is . The test ignores constants and plus or minus signs. The rule for uvw would be in three dimensions. Those come from the reciprocal rule with v = x and x2 and any xn: The beautiful thing is that this answer nx"' Multiply by the exponent and reduce it by one. x . .~ . We could go immediately to the quotient rule for u(x)/v(x).~ x" are 1xP2. A similar test shows that Einstein's formula e = mc2 is dimensionally possible. which approaches zero.2. The theory of relativity might be correct! Both sides have the dimension of (mas~)(distance)~/(time)~. By algebra. Notice how the sum rule is in one dimension and the product rule is in two dimensions. The area of the big rectangle is uv. The corner gives Au AvlAx.nx"I. the derivative of l/v cannot be l/(dv/dx). The derivative of 1 is 0. and a good idea in mathematics. EXAMPLE6 The derivatives ofx'.1/x2 (known).
Figure 2. the quotient is sin xlcos x = XML tan x. If v = 1 the result is duldx (of course).sin x(..sec2x.Av)/v2. dx cos2x cos x cos x d cos x 1 cos x (CSCX)===csc x cot x.. We divide by cos x. For u = 1 we have the reciprocal rule.u u(x) vdx v2 v2 You must memorize that last formula. The graphs of sin x and x and tan x all start with this slope (then they separate).1 . The denominator V(V Av) is responsible for v2. Now we have their derivatives: d sin x . Combining the product rule and reciprocal rule gives something new and important: Quotient Rule u(x) 1 du dvldx . because of the square in the denominator. Like most mathematicians.sec x tan x.. The derivative of  + + E A P E 8 (only practice) If u/v = x5/x3 (which is x2) the quotient rule gives 2x: XML E A P E 9 (important) For u = sin x and v = cos x. I have to check them every time before using them (maybe once a year). l/cos x is the secant of the angle x. Use the quotient rule and cos2x + sin2x = 1: f cos x(cos x) . E A P E 10 XML d . 2.Quotient rule from (v Au . but not very new.sin x x2 .14 Reciprocal rule from (..= v +A u v v(v + Av) u+Au .vAuuAv u v+Av v v(v+ Av) AD v Fig.sin x dx(x) x cos x . and l/sin x is the cosecant of x. If you have a good memory they are worth storing. dx sin2x sin x sin x Those formulas are often seen in calculus. It is really the rules that are basic.v duldx . The derivative o tan x is sec2x. c0s2X c0s2X (11) Again to memorize: (tan x)' = sec2x. The v2 is familiar.That is u times llv. The slope of l/x is l/x2. The slope is more sensitive than the function. At x = 0. At x = n/2 the sine curve is flat (cos x = 0) and the tangent curve is vertical (sec2x = co).u dvldx is . Quotient E A P E 7 The derivatives of XML and are . The slope generally blows up faster than the function.14b shows the difference (u + Au)/(v Av) .sin x) . once for the tangent and twice for its slope.u Av)/v2.. and 1 cos x 1 sin x +sinx cos2x cosx sin2x Those come directly from the reciprocal rule.A1 Av Reciprocal 1 1 Av . The rest is new. not the formulas. In trigonometry.(ulv).1 sin x (set x)= . this slope is 1.. The next rule applies to the quotient u(x)/v(x).
We get all positive powers this way. The cube makes the point best. Its derivative is 2&(&)' = 1. Therefore (&)' is 1/2& which fits the formula when n = f. U(AU)* 3 bricks u2 AU 3 slabs u Au u Au u Au Fig.'). We want to allow fractional powers n = p/q. The three thin slabs are u by u by Au. Figure 2. 2.and the true derivative is zero. Figure 2.2. This section is full of rules.cos x. exact change in volume is the 3u2Au + ~ u ( A u+ ~ ) (A~)~whichalso accounts for three narrow boxes and a midget cube in the corner. The derivative of xn is still nxnTo deal with square roots I can write (&)' = x. The best approach is to use mathematical induction.15 Length change = Au. The function is even (symmetric across the y axis) so its derivative can only be zero. dx ' Our last step finally escapes from a very undesirable restrictionthat n must be a whole number.2. For n = 2 we get the square rule 2u duldx. and I hope you will allow one more. Formally it becomes 010. The derivative contains nun' (copying nxn.3.15 shows the power rule for n = 1. Now try n = p/q: ' . A power of x changes to a power of u(x)as in (sin x ) ~ (tan x)' or or (x2 + I)*.10 showed graphically that (sin x)/x is flat at the center point. Next comes u3. It goes beyond xn to (u(x)r. and keep the same formula. going up from n = 1then the negative powers come from the reciprocal rule. Watch that factor in 6(sin x)' cos x and 7(tan x ) sec2x and 8(x2+ l)'(2x): ~ Power Rule du i . This is the binomial formula in a picture. The change in volume is essentially 3u2Au. which goes from each n to the next power n + 1 by the product rule: That is exactly equation (12) for the power n + 1. In reality it is more like 03/02. EXAMPLE 11 d (sin x)" = n(sin x)". but there is an extra factor duldx. For n = 1 this reduces to du/dx = duldx. The derivative of [u(x)In is n[~(x)]~' .5 The Product and dent and Power Rules That one I hesitate to touch at x = 0. From multiplying out ( ~ + A u ) ~ . The extra factor cos x is duldx.4Au. volume change x 3u2Au. area change x 21.
~ I ~ . We list them in one place for convenience. The . slope is infinite at x = 0 and zero at The x = a. Take derivatives. Its slope follows the cube root curve (times j).uv')/v2 (un)'= nu'''u' The power rule applies when n is negative. assuming they exist: qU41 du .csc2 x (csc x)' = . The slope is zero at x = 0 and infinite at x = co.v'/v2 (ulv)' = (vu' . .But the curve in Figure 2. they achieve virtually all the derivatives ever computed by mankind.'. Rule of Linearity Product Rule Reciprocal Rule Quotient Rule Power Rule (au + bv)' = au' + bv' (uv)' = ud + VU' (Ilv)' = .according to Chapter 6.2 Derivatives Fractional powers Write u = xPIqas uq = xP. 2.csc x cot x .16 Infinite slope of xn versus zero slope: the difference between 0 < n < 1 and n > 1. Together with the chain rule that dominates Chapter 4. The graph climbs faster than a line and slower than a parabola (4 is between 1 and 2). It doesn't stay below an "asymptote. or a fraction. The derivative of (sin x)" is And the derivatives of all six trigonometric functions are now established: (sin x)' (COS x)' = cos x (tan x)' (cot x)' = sec2x (sec x)' = sec x tan x = . derivative of x" is zx"." 1.= pxpdx ' (power rule on both sides) (cancel xP with uq) du px' dx qu' .16 keeps climbing.= nxn du dx 1 (replace plq by n and u by xn) EXAMPLE 12 The slope of x'I3 is ~ x . A computer can memorize them all.sin x = . EXAMPLE 13 The slope of x4I3is 4x'I3.s 1 18 1 I Fig. WE STOP NOW! I am sorry there were so many rules. but it doesn't know what they mean and you do. or any real number.
38 Give an example where u(x)/u(x)is increasing but du/dx = dvldx = 1.13 to explain the square rule. 312 t and 30 A cylinder has radius r = . 29 Find the velocity if the distance is f (t) = 5t2 for t < 10. With n = 1 the derivative of (cos x)' is n . 500 + loo. ~ ~ 35 Find the distances f (t). The slope of xn is I and the slope of (~(x))" is m . v. which agrees with the rule for sec x./= for t 2 10. find the twopart function df /dt. The slope of 3 sin x + q . (e) (uv)' = u'u' is true when u(x) = 1.x ) ~ (d) cos2x sin x. d so its landing path y = ax3 + bx2 + cx + d is smooth. (c) The derivative of 1xI3 is 31xI2. c. b. . (b) By linearity the derivative of a(x)u(x) + b(x)u(x) is a(x)du/dx.cot2 x sin x .+ b(x) dvldx. (X. what are the degrees for its derivative? 42 For y = 5x + 3. 34 Find functions y(x) whose derivatives are (a) x3 (b) l/x3 (c) (1 . The product of sin x times cos x has (uv)' = uv' + e = 1 .cos x 20 sin x + cos x + 3x2sinxxcosx+sinx sec2x . The derivative of (3 sin x 4 cos x ) ~ is 4 cos x is r .1 ) 2 (.5 EXERCISES Readthrough questions The derivatives of sin x cos x and l/cos x and sin x/cos x and tan3x come from the a rule. which applies to au(x) + bv(x).2. I . The derivative of s is 4 sin3x cos x.O). 40 The cost of u shares of stock at v dollars per share is uv dollars. and d rule. + Find the derivatives of the functions in 126. and height t.height h = 1 +t3I2 1+ t ' (a) What is the rate of change of its volume? (b) What is the rate of change of its surface area (including top and base)? 31 The height of a model rocket is f (t) = t3/(l + t). to match = these velocities: (a) v(t) = cos t sin t (b) v(t) = tan t sec2t (c) v(t) = Jl+t 36 Apply the quotient rule to ( ~ ( x ) ) ~ / ( u ( x ) ) ~ u'/v2. (a) What is the rate of change of the volume? (b) What is the rate of change of the surface area? 28 With two applications of the product rule show that the derivative of uvw is uvw' + uv'w + u'uw.L to land at (0. The derivative of u/v is 1 .tan2x 1 1 tan x cot x COS 26 x sin x + cos x 41 If u(x)/v(x)is a ratio of polynomials of degree n. 33 Find the second derivative of the product u(x)v(x). Even simpler is the rule of 0 . The derivative is P . Test your formulas on u = u = x. so the slope of sec x is h .1 sinx COS X x1I2 sin2x + (sin x)'I2 x4 cos x + x C O Sx ~ 12 x3I2 sin3x + (sin x ) ~ / ~ 14 &(& l)(& + 2) 16 ( ~ . 37 Draw a figure like 2.) A growing box has length t. Choose a. Find the third derivative. When a box with sides u. 39 True or false. with a good reason: (a) The derivative of x2" is 2nx2"'.2)(x . (To keep d2y/dt2 small.2)2 ~ 8 x'I2(x + sin x) x3 + 1 x+1 cos x sin x lo+ x2+1 x2 . The derivative of tan3 x is so the slope of tan x is k . is ( d y / d ~the same as d 2 y / d ~ 2 ? )~ 43 If you change from f (t) = t cos t to its tangent line at t = 7112. starting from f (0) 0. c rule. 45 A plane starts its descent from height y = h at x = . Av. b rule. a coasttocoast plane starts down L > 100 miles from the airport. and The latter gives the second derivative of . The derivative of l / v is g . With dx/dt = V = constant. width 1/(1+ t). (a) What is the velocity v(t)? (b) What is the acceleration duldt? 32 Apply the product rule to u(x)u2(x)to find the power rule for u3(x).5 The Product and Quotient and Pwer Rules 77 2.6 ) ' ~ + s i n ' ~ x 18 csc2x . Check dimensions of d(uv)/dt and u dv/dt and v duldt. find dyldt and d2y/dt2 at x = 0 and x = L. three slabs are added with volume uu A and w and .1)(x. w grows by Au. (d) tan2 x and sec2x have the same derivative.3) x2 cos x + 2x sin x + 6 (X. Aw. 44 Explain in your own words why the derivative of u(x)v(x) has two terms.
2. They may come back up and go below againthe first million terms make absolutely no difference. approach zero. a.001.. 10~.1. + .lo. < E if n > 6 nonconvergence Fig. No matter what the remaining decimals are... A good starting point is to ask about convergence to zero.. . The condition would be satisfied by 1. To test for convergence to zero. .. a2 = . For any small number you think of. 4. 1.. Neither do the next billion. = fraction of zeros among the first n digits of n (an+ h?) a. but eventually all terms must go below lo''. The problem is to say what the limit symbol + really means. 3. ). The sequence is getting closer to zeroeach a.. 1.17 Convergence means: Only a finite number of a's are outside any strip around L. 1. 1. These up and down numbers eventually stay below any E . That pushes f something toward zero..4.. Ax + 0: 1. but not likely.which does not approach zero.... 1. ignore the 3's and find a. 2. After waiting longer (possibly a lot longer). and I hope the right one will be clear. I want to repeat that. are below 10. .49. Here are five completely different examples. a. i . at least one o the an's is smaller. 4.10~. But this seems a reasonable time to define limits more carefully. When does a sequence ? of positive numbers approach zero? What does it mean to write an+ O The numbers a. but it certainly doesn't make the a. which converges to 1 instead of 0. but not necessarily the whole sequence.. a. For any small number you think of. must become "small. We will propose four definitions of convergence to zero.. = )a. Possibly a. is smaller than the preceding a. approacho? Answer Yes. the a's converge to a limit. and always a. All the numbers a..<~ifn>3 a. This test is met by 1. They involve n + a. It is true that we have survived this far without one.. That may be enough for practical purposes. .. start with a small numbersay 10lo.You have seen enough limits to be ready for a definition. . 2. 3." but that is too vague.. The goal is to achieve rigor without rigor mortis. the an's eventually go below that number and stay below... + 1) a.493.01. a. + 8) an = probability of living to year n (unfortunately an + 0) a. a.3)/(n + 3) (for large n. First you should know that limits of Ay/Ax are by no means the only limits in not mathematics.. = .. . = .493000 .. and we could continue. = (n . The an's must go below that number. f. + 4 (start with any a. Question 1 Doesthesequence lo. This is the correct definition. all terms drop below The tail end of the sequence decides everything.. 5.
L converge to Zero. The sequence 1. f .. . to go inside any strip near zero (and stay there). This sequence goes below There is a recognized symbol for "an arbitrarily small positive number.rn in Example 5 (but a. The distancefrom zero is the absolute value la. . 10lo.17 has N = 3 and then N = 6. or they can come in from both sides.0. f .f .9. = L.. = L or limn. and keep reducing it.4. After some a.$. . . 0.a. 2.f .. is much slowerbut it also converges to zero. Fig. it is the Greek letter E (epsilon). Whatever E he proposes. a.convergesto zero because 1.$.2.. Notice that 1. So N = 2001 for that E...l < E if n > N. Here is the exact statement: for any E there is an N such that a.L( < E i n > N.. But now the strip starts at . f Next we allow the numbers a.. < E if n > N.  4. The choice E = 1 / 1 0 produces the right response: Beyond azoolall terms are below 1/1000.. These a's do not decrease steadily (the mathematical word for steadily is monotonica ally") but still their limit is zero. .0.l..4.f .. Socrates can choose it. . . n .4. lo*. Figure 2. approaches zero..L or lim a.18). . starts upward but goes to zero. Our final test applies to the absolute value la.convergesto zero. EXAMPLE I The sequence EXAMPLE 2 1. . lo'.f . .. the a's must eventually be smaller. 8.. The limit is L if the numbers a..f . 8. 1024.." By worldwide agreement. . EXAMPLE 3 1. The ratio goes below any E.0 means lanl+ 0. . . To emphasize that E comes from outside. ..the tougher the test and the longer we wait. are powers of 2.0 i Example 3. The previous test can be applied to lanl: for any E there is an N such that la.. . It is a short step to limits other than zero. . The test still requires the a. the rest is easy. 100..E.f . Eventually 2" grows faster than n2. . . .6 Limits Question 2 Does lo'. .. Convergence to zero means that the sequence eventually goes below E and stays there.18 a. ... to be negative as well as positive.. n ... all the a's are below the tolerance E. f .. are squares. approach zero? but does not stay below. f This is the definition of convergence! Only a finite number of a's are outside any strip around L (Figure 2.LI: for any E there is an N such that (a. f .a. . as in alo = 100/1024.) . .0. They can converge upward toward zero. The smaller the E. Answer No. a * 1 i Example 4.. Think of E as the tolerance. Once you see that idea. and 2.. Therefore a. We write a..
.L < E. (1) Proof Because the a. is past L = 9). we start with s = 1/20. because the "partial sums" a.t Statement A above implies statement B.a. totaling more than $ + $ + $ + & = 3. If we do have convergence. Here are the five ways that come to mind: A implies B if A then B A is a suflcient condition for B B is true if A is true ?Logical thinking is much more important than E and 6. converges to L] then [a.a. . . But those numbers a. and I . converges to zero]. . It seems excessive to have so many expressions for the same idea.. The lines in Figure 2 . .+ . +. .+. condition is necessary.a. . +. but authors get desperate for a little variety.... The second term is 15..a. Then 2s = 1/10. a. is the sum of a. Statement A is a. a3. 1 < 1/10.. its absolute I value cannot exceed E + E = 2s. then a.a..0 is not suficient for convergence. after proving that [statement A] implies [statement B]: If [a. Eight more terms will add more than 8 times &. That is a good exercise in the logic of convergence. converge. Objection by Socrates: We only got below 2s and he asked for s. goes past 2.a. 2.. The distance between terms is getting smaller. because it is important and not so fami1iar. point: The steps between the a. . . ." That is different! A mathematician might even say "I will come if and only if you call. k. .a. To stay below 2s is just as convincing as to stay below s. approaches zero.L. + . Therefore a.. not are stopping at any L. In ordinary language we might say "I will come if you call. can go to zero while still a. ." Or we might say "I will come only if you call. Those difference are la. there is a number N beyond which (a." Our goal is to think through the logic. . We will come back to infinite series. Thus the condition a. ..+.. Therefore a. ..a. . 1 8 ~ infinitely long. though you might like to see them together. After subtracting 1 the XML differences 3.0.a. The eighth term has four new fractions 4 + &+f $.0. Mathematics has at least five ways of writing down A => B. is beyond 3. But this juggling is not necessary. .L and L .E A P E 4 The numbers 3. . In the language of Chapter 10. the harmonic series 1 + 3 + 3 + does not converge. but this example makes a subtle . + .. . a. go past any proposed limit L. However this .. exceeds 23.+ . + 4.. converge to L = 1. Our reply: If he particularly wants la.a. The sum is infinite. converge to zero. go beyond every limit L (a. statement B is . g." We discuss this logic below.L( < s and also la. THE LOGIC O "IF" AND "ONLY IF" F The following page is inserted to help with the language of mathematics.. . Since a. f .LI. emphasizing the difference between "sufficient" and "necessary. The fourth term adds on 3 + so a. . so a.
(It is called the "converse.) Thus a . b. constant can be brought "outside" the limit. The same is true of the deceptively short phrase "if and only if. Calculus also needs rules for limits.M . (provided M # 0) We check the multiplication rule. to give lim can= c lim a. That means two separate proofs. c. and a. . (The sequence of b's is c. + L and b. + L + M Subtraction: a. + Those are all true. can converge when the separate sequences do not.L)(b. and b. . We started on the definition. Now we go in the other direction. other sequences also converge: Addition: a.L) + L(b. Division: a. RULES FOR LIMITS Calculus needs a definition o limits. + LM. Of course stating the converse does not make it true! B might imply A. Then beyond the larger.of N and N'. but not proved. . A is the hypothesis.E A P E If [positive numbers are decreasing] then [they converge to a limit]. converges].L . This proves that (2) gives a. But they can be stated together for convenience (when both are true): AB A implies B and B implies A A is equivalent to B A is a necessary and suficient condition for B E A P E [a. If [f (x) is the integral of v(x)] then [v(x) is the derivative of f (x)].L+ 01. which uses a convenient identity: (2) Suppose Jan LJ< E beyond some point N.b. + M. .cL. converge] then [the sequence a. . XMLS If [sequences a.  + 1 + L + 11  [a. + b. to prove the sum rule and product rule for derivatives.. a. The converse of the third statement is trueand there are five more ways to state it: A* B A is implied by B i f B then A A is a necessary condition for B B is true only i f A is true Those words "necessary" and "sufficient" are not always easy to master. It is less than E E + ME+ LE./b.. .b. to define dyldx.LM = (a.LM . the right side of (2) is small.M) + M(a. . [a." not the inverse. + b.. B is the conclusion. Given two convergent sequences. . and 1 b.b.) We exchange A and B. + LIM Multiplication: a.M).b. .2L] . In the first two examples the converse was falsethe a. That derivative contains two f limits: Ax + 0 and AylAx + dyldx. .. .MI < E beyond some other point N'. can converge without decreasing. a." The two statements A* B and A e B are completely different and they both require proof. . c. or it might not. c. and now we start on the rules. + L] XMLS  A is true if and only i f B is true [2an . An important special case is can.
for every x near a.19 S chooses height 2. when x gets near a.. (3) The input tolerance is 6 (delta).101 is exactly 5 times Jx. What 6 should 1 he choose? In this case 15x .co). ." or "below any E. then If (x) .We must guarantee that if x is close enough to a. Graph must go out the sides.5.a1 < S then (f(x) . the output tolerance is E. In that case lim. If x .Ll< E. The statement is awkward because it involves two limits. Socrates chooses E. 1 limit L is not f ( o ) f ( x ) = step function I I Fig.L as x . .. As x approaches a = 2. Then somebody else (maybe Plato) replies with a number 6. Plato responds by requiring Ix . but we have to say what they mean.T E LIMIT OF f ( x ) AS x .a. Those statements are fairly obvious. It may be necessary to push x extremely close to a (closer than E). So Plato picks 6 below ~ / 5 (a smaller 6 is always OK).a1 < E produces ) f (x) . We do not and cannot require that Jx. there is a continuum of values f(x)." Plato's goal is to get f(x) within E of L..) But it is wrong to expect the same E in both limits.101 < E. That gives the meaning of "near a. by keeping x within 6 of a: if 0 < lx . then f (x) . Or we write f (x) .L should be small.LI < E .a is small. Somehow it must be this: i f x is close to a then f (x) is close to L. the word small does not say everything. Socrates concedes that the limit is L. It extends above and below L. First. 2.x2 . f (x) = L. We have come to the "epsilondelta definition" of limits. the function f (x) = 4 . the function 5x approaches L = 10. Then If (x) . Whenever J x. Example: As x approaches a = 0.. The limit x + a is forcing f (x) + L." The difference f(x) . approaches L = 4. .LI < E. by the small number E. Plato chooses the width.2 < 45. The final step is to replace sequences by functions.L must become as small as anyone wants.a H .19. He has to be shown that f (x) is within E of L. Second. We really mean "arbitrarily small. In this case a = 2 and L = 10.101< E. then P chooses width 26. The limit is taken as x approaches a specified point a (instead of n . . As before. He must make the box narrow enough for the graph to go out the sides. a2.. When Plato can find a 6 for every E. Instead of a. (Previously n + co forced a.2 < 6.21. Socrates chooses the height of the box. EXAMPLE Prove that lim 5x = 10.LI < E. x+2 Socrates asks for 15x . multiplication by 5 shows that 1 15x . Remark 1 In Figure 2. + L.
The first figure has more: f (a) equals L. Notice the plus sign in the symbol x + 1+ . the last two inequalities hold in some region 0 < Jx. A reasonable choice is to divide E by 2 ff(a)l. We may live a strange life. Values at x = a are not involveduntil we get to continuous functions.) I want to say why this 6 1 workseven if the E6 test is seldom used in practice." Before the section on continuous functions.a). but not that strange. This came from Cauchy in France. Suppose E is 1/10. look for 6. The same is true for other familiar functions: xn+ an and sin x + sin a and (1 . But Example 7 shows that a limit might exist even when the slope is infinite.The left figure shows a continuous function. Therefore Ig(x) . Since negative numbers are not allowed by the square root./x .LI < E if If(x) . with no effect on L. not Socrates in Greece. The correct limit L comes by substituting x = a into the function. EXAMPLE 7 x+1+ lim . That choice barely kept the graph in the boxit goes out the corners. Remark 2 The second figure has f (x) + L.) We also see its bad feature: The test is not convenient. because the square root starts with infinite slope. For any E.a is distance up over distance across.1= 0 (a onesided limit). So the first one also holds.t (1 . Then the response could be 6 = 1/100. The ratio off (x) . This is exactly the property of a "continuousfunction.x). Those examples show the point of the 66 definition. Then a special name applies. We soon come back to continuous functions. A number below 1/100 has a square root below 1/10. This choice solves most exercises. close to the slope f'(a). An ordinary limit x + 1 requires us to accept x on both sides of 1 (the exact value x = 1 is not considered). the box can't hold it.'except at a = 1. The value f (a) can be anything. A little narrower.L and h(x) .L to x . In this case the box must be made extremely narrow.LJ< E . we prove the Squeeze Theorem using E and 6. (We double the slope for safety.f is continuous. After subtracting L. This proves that g(x) + L. It is easier to establish once and for all that 5x approaches its obvious limit 5a. the distance up or down is near 6 ff(a)l. When the distance across is 6. This is Af/Ax. we have a onesided limit. The number x approaches a = 1 only from above. 6 much smaller than E.and the graph goes safely out the sides. That equals ~ / for our "reasonable choice" of 6so we are safely 1 2 below E. ' Proof g(x) is squeezed between f (x) and h(x).L( < E and Ih(x).a1 < 6. the other figures do not. g(x) . the number 5 was the slope. say 6 = ~110. A step function has no limit as x approaches the jump. It is L = 0. (Given E. .L is between f (x) . Remark 3 In the example with f = 5x and 6 = 45. Mathematicians do not go around proposing 8's and replying with 8's. because in taking limits we ignore the Jinalpoint x = a.L. because the graph goes through the top or bottomno matter how thin the box.When f(x) has a jump.
LI < E 0 ~ I . = ..1) xtl x21 25 Choose 6 so that I f(. + 01 B = [lla. . For find a point X beyond which If ( x ) . + 0 is: Only d of the numbers la. (d) A = [a. . 1.6 Readthrough questions EXERCISES "5 If the sequence a.LI < E whenever P .LI must s and eventually go below and u any positive v . la. The limit of a../ can be e . + h..21 < E .M as x t a. are t . . r (f) ~ . =/ .tan x) x+42 + 2 Show by example that these statements are false: .(onesided) x+o x 15 lirn x+l . + + Find the limits 724 if they exist.a 1< 6  27 The definition of "f(x) + L as x + x" is this: For any there is an X such that < E if x > X...a l < G (3) If(x).a.01) 20 lim x42 . . when f(x) + L and g(x) + M as x +a." . E 29 The limit of f(x) =(sin x)/x as x + x is = .isnot i because eventually those sums go past k .a ( < 6 (2) I f ( x ) .2 i s m ..a. +0] B = [a. Then B is true x A is true. Prove from the ..LI < &?(Calculator allowed) (b) 4. + r . and what is the limit L? After which N is la. 3 Which of these statements are equivalent to B = A? (a) If A is true so is B (b) A is true if and only if B is true (c) B is a sufficient condition for A (d) A is a necessary condition for B. prove that we can put those numbers in any order and the new sequence still approaches zero. = n4/2" is b . a. + 1 (b) u. r_ 31 The limit of .O1 30 The limit of f (x)= 2x/(l + x) as x + rx is L = 2.. + .11.b.) . (1 + f ) 3 . (c) i.l+$. when a.~ O f (X+ h) f (4 h sin2h cos2 h h2 2x tan x 12 lirn . = (. n (g) 1 1. + f .L + M as x . The limit of f ( x ) = x / l x l a s x .L l < ~ = O r l x . + 11 B = [a. + q and a.+ .111. .x) + 0 as x . 19 lim x+o JI+x1 Y (test x = ..L l < ~ = O < I x . + 11 lirn h+O 1x1 13 lim+ .. + 0. + The limit of a. The meaning of a. ../n converges] 28 Give a correct definition of ''f(. b u t thelimitasx+Odoes not n . 1. does not exist...n (e) a. x2 + 25 x5 $+a+&. + L then L < 0 (d) If infinitely many an's are inside every strip around zero then a. 4 Decide whether A 26 Which does the definition of a limit require? (1) I f ( x . i. In all limits. (1 +4I2.++$. fails to converge] (f) A = [a. f ( s )= sin s as s + why not. = (sin n)/n is a . . . . 1 What is u./b.f . The meaning of lirn.... *6 Suppose f (x) L and g(x) . < 0 and a. L and b.. (a) 1.O1 find a point X beyond which I f(x)l < E. + 0) (e) A = [a. a. .   sin x x 17 lirn x+5 ..O] B = [sin a. approaches zero. < n] B = [a. Then B is true z A is true..LI or I f (x) . $. 01 (c) A = [a. E + B or B * A or neither or both: (a) A = [a. The corresponding rules for functions... = n] .1. a n = n / 2 " (d) 1. . This function only has o sided limits. The limit of a. A B means that A is a Y condition for B. / ' ~ . x . The meaning of a. The limit of f ( x ) = sin x as x a is I .x'. < n] B = [a. f (x) = L is: For every E there is a 6 such that I f (x). An E6 test is not required.X+O sin x 14 lirn x0 Two rules for limits. Explain .x)l < Aif 0 < x < 6. . + sin x 23 lirn X+O sin x/2 24 lim sin (x . + L is: For every f there is an g such that h ifn> i .. + L if and only if a: L~ (c) If u. Give an example in which f (x) 3 4 as x rrc .... For t: = . .I)" is c ..Thesequencel.l+$+~.(onesided) X IxI A * B means that A is a w condition for B.84 2 Derivatives 2. + L then a.L and h. (a) If a. . t+3 7 lirn t+2 t22 9 lim X . + M. are u.11 (b) A =[a. definitions that f (x) g(x) . J4x 21 lim [f(x)f(a)](?) x+a 22 lim (sec x .
a. Deduce that a.a.a. By way of contrast. the value off at x = a. is lam. using e: If a n + L and c. .+ L and a n 6 b n d c n n > N. 45 Prove the Squeeze Theorem for sequences.. .7 Continuous Functions .." That test is twisted around. then b.+ r"' is a...5x2 + 7x3 find 32 (Calculator) Estimate the limit of 1  ( :r 38 If a. f (x) is continuous at x = a.. May I summarize the usual (good) situation as x approaches a? 1. x 36 If a particular 6 achieves choose a smaller 6? If (x) . is picked at random from 0. It was originally included with limits. The number f (a) exists (f is defined at a) 2. 35 Find the limit as x + co if it exists: + 3x2 + 2 x + 1 3+2x+x2 x4 x3+x2 x2 + 1000 x31000 1 x sin . a2 = . Find a2 and a.494. For a "continuous function. The limit L equals f (a) (f (a) is the right value) In such a case. f (x) = x3 .abcde. . What is the limit of a. 9. ." this final number f (a) must be right. (a) From a. . as n . a. a l = . erty: If n > N and m > N then (a.l < 40 Choose decimals in Problem 39 so the limit is L = . . + L prove that there is a number N with this prop.7 Continuous Functions 85 + as x + a." x approached a but never reached itso f(a) was ignored. (c) lirn f ( 4 xim x3 f( 4 (d) lirn x400 x3 34 For f (x) = 6x3 + l00Ox find f (x) (a) lirn x+m X f( 4 (c) lirn xrm x4 f( 4 (d) lirn x4m x3 + 1 41 If every decimal in . These requirements are often written in a . We are still concerned with the limit off (x) as x . = $an.r). . and a connection between a.LI < e.x + 2 has leading term x3 and g(x) = 5x6 + x + 1 has leading term 5x6.4 and start from al = 10. approaches a limit L. Choose decimals so that your professor can't find L. . g(x)/f (x) behaves like 5x6/x3+ a. The limit of f (x) exists (it was called L) 3.493. onwards we have la. but a new number is involved. Find e when f (x) = cos x.+ L. what is the "average" limit L? 42 If every decimal is 0 or 1(at random). single line: f (x) +f (a) as x ..4. why is it OK to 37 The sum of 1 + r + r2 + . 39 No matter what decimals come later.49. 33 For the polynomial f (x) = 2x . That number is f (a). ( x ) ) ~ / ~ (behaves like (f x) x6/5x6 115.( < 2 ~This is Cauchy's test for convergence. was too long.. for 46 Explain in 110 words the difference between "we will get there if you hurry" and "we will get there only if you hurry" and "we will get there if and only if you hurry.co? For which r does the limit exist? 1 2. 44 "For every 6 there is an E such that If (x)]< e if 1x1 < 6. 1.2.a.8 and a.8. what is the average limit L? 43 Suppose a. .r")/(l . = (1 . start with four functions that are not continuous at x = 0." Important rule As x + co the ratio of polynomials f(x)/g(x) has the same limit as the ratio of their leading terms.aml< (b) After which a..1 This will be a brief section.8. . = . For a "limit. Therefore f (x)/g(x)behaves like x3/5x6 + 0. which does not converge to zero. but the combination .. How do we know (when we can't know L)? Cauchy's test is passed: the a's get closer to each other.
20 Four types of discontinuity (others are possible) at x = 0. Except for l/x2 these poles are "simplewthe functions are completely smooth at x = 0 when we multiply them by x: (x)(!) =1 and (x) 1 and ( ) (A) are continuous at x = 0. + CONTINUOUS FUNCTIONS DEFINITION f is "continuous at x = a" if f (a) is defined and f (x) 4f (a) as x . 4 are more important and more serious. the sine oscillates faster and faster. Similarly llsin x has a pole at every multiple of n (where sin x is zero). Another step function is x/lxl. This function does not blow up. It has onesided limits. In Figure 2. There is no "correct" value for f (0): 2. the sine never exceeds 1. provided any common factors like (X 1)/(x + 1) are removed first. lim x+o . The limit from the left (x + 0) is 0. but others can occur. the problem is gone. After changing f (0) to the right value. The limit from the right (x + 0') is 1. which jumps from . The function l/(x2 . The step function has a jump discontinuity.= . Those numbers are positive and negative and (?). 1 x From the right.1 to 1. But it has f (0) = 1. Jumps and poles are the most basic discontinuities. A ratio of polynomials P(x)/Q(x) has poles where Q = 0. the first function would be continuous if it had f (0) = 0. The discontinuity is removable. Officially. This means that l/x2 goes (and stays) above every L as x + 0. since it needs multiplication by x2 (not just x). At x = 4 and $ and & it equals sin 3 and sin 4 and sin 1000. I cannot go on record as saying that this limit exists. f (x) = sin (1/x) (infinite oscillation as x + 0).a. Examples 2. no matter how narrow the box. 2. the only reasonable limit is L= + co. So has l/x2 (a double pole). The fourth graph shows that sin(l/x) has no limit as x + 0. it is a continuousfunction. f (x) = step function (jump from 0 to 1 at x = 0) 3. Iff is continuous at every point where it is defined. l/x2 has a double pole. Its graph won't stay in a small box of height E . It does not have an ordinary (twosided) limit. 3. lim = 1 x+o+ X + oo. f (x) = 1/x2 (infinite limit as x + 0) 4.20. (1) Remark l/x has a "pole" at x = 0. In each case the denominator goes to zero and the function goes to + oo or .X) has poles at x = 0 and x = 1. In the graph of l/x2. As x gets small and l/x gets large. it doesn'tbut we often write it anyway: l/x2 + m as x + 0.co. from the left and right. In the same unofficial way we write onesided limits for f (x) = l/x: From the left.Fig.oo. . The graphs show how the limit fails to exist. .
The logic requires us to accept this. May 1989). There is a fraction between every pair of nonfractions and vice versa. "A function is continuous if you can draw its graph without lifting up your pen. Its slope jumps (not continuable). but we don't have to like it. Strictly speaking we must give these functions the correct values (1 and 0) at the limiting point x = Owhich of course we do. EXAMPLE sin x and cos x and all polynomials P(x) are continuous functions. (Somehow there are many more nonfractions. or an infinite limit. It is an example of 0/0. The interesting examples are the close oneswe have seen two of them: EXAMPLE 6 sin x and x 1 cos x x are both continuable at x = 0. Certainly there is no f(0) that would make 1lx continuous at x = 0. It is amazing but true that the definition of "continuous function" is still debated (Mathematics Teacher. Those were crucial for the slope of sin x.2. Just set f(0) = 1. The "race to zero" produces almost all interesting problems about limits.7 Continuous FuncHons 87 Objection The definition makes f(x)= 1/x a continuous function! It is not defined at x = 0. We could fill the book with proofs of continuity. This suggestion may not end the debate. dividing by another x gives a function like 1lx. We call a function "continuable'iif its definition can be extended to all x in a way that makes it continuous. The function x" is continuous for n > 0. It is important to know what happens when the denominators change to x2. EXAMPLE 7 sin x blows up but 1 cos x X2 has the limit 1 at x = 0. 2 Since (sin x)/x approaches 1. . You see the reasonwe speak about a discontinuity of l/x. The functions l/x and tan x are not continuable. The definition misses the difference between 1/x and (sin x)/x. EXAMPLE The absolute value Ixl is continuous. The function f(x) = (sin x)/x can be made continuousat all x. So 5 define it as zero and this function is continuous. This time continuity requires 00 = 1." At a jump. The function x0 equals 1 for every x. but I hope it is helpful. except that 00 is not defined. but usually the situation is clear. Thus (sin x)/x and \/. 3 EXAMPLE The function that jumps between 1 at fractions and 0 at nonfractions 4 is discontinuous everywhere. there is no way across the discontinuity except to start again on the other side. and at the same time call it a continuous function. or an infinite oscillation. so its continuity can't fail. But see the next paragraph where 00 has to be 1. except that 00 is not defined.) EXAMPLE The function 02 is zero for every x. in which the zero from x 2 is reached more quickly than the zero from sin x. are continuable. 2 EXAMPLE Any rational function P(x)/Q(x) is continuous except where Q = 0. There is a simple pole. The first approaches 1 and the second approaches 0. It is not continuable for n < 0.
Those go back to E and 6. To most people. A central question of differential calculus is to know how fast the limit is approached. But f (x) can be continuous with no derivative.sin2x x2 x2(1+c0sx) x2 1 + ~ + C O S X 1 as x + 0. like market crashes or wars or discontinuities. b The continuous function x113has no derivative at x = 0. The absolute value 1x1 has no derivative because its slope jumps. Asking for a derivative is more than asking for continuity. or history describes many events. it belongs with spacefilling curves and unmeasurable areasin a box of curiosities. The speed of approach is exactly the information in the derivative. The reason is fundamental. At other points dfldx is the best guide to the function. A goes to zero (maybe slowly). because +xw2I3 lows up. DIFFERENTIABLE FUNCTIONS The absolute value 1x1 is continuous at x = 0 but has no derivative. The remarkable is continuous at all points and has a derivative at function 4cos 3x + cos 9x + no points. That requirement is stronger: 21 At a point where f(x) has a derivative." Here I emphasize not the answer but the problem.cos x . Ax In the first case. Fractals used to go into the same box! They are beautiful shapes.xor s +a) 2 Continuity (at x = a) 3 Derivative (at x = a). The theory of fractals is very alive. A few points may be special.u) f ( x ) +f"(x) as Ax + 0. You can draw its graph without lifting your pen (but not easilyit turns at every point).cos x and x2 the race is almost even. I hope you have a clear idea of these basic definitions of calculus: 1 Limit ( n + . for good mathematical reasons. . These three examples are all continuous at x = 0.1 . 1+1 This answer will be found again (more easily) by "1'HBpital's rule. So f (x + Ax) f (x) + 0.7. . The race is controlled by the slopebecause f (x) f (0) is nearly f '(0) times x: derivative of sin x is 1 derivative of sin2x is 0 derivative of xli3 is C Q  sin x decreases like x sin2x decreases faster than x x1I3decreases more slowly than x.2 Derivatives For 1 . In the second case. with boundaries that have no tangents. A goes to zero f f as fast as Ax (because AflAx has a limit). Proof The limit of Af = (Ax)(Af/Ax) is (O)(df/dx) = 0. Their ratio is 1 to 2: 1 . In the same way that economics describes many transactions.cos2x . and we touch on it in Section 3. a function comes from many values f (x). the function must be continuous. and carries us back to the key definitions: Continuous at x: f (x + Ax) f(x) + 0 as Ax Derivative at x: + 0 f (x + A. The same is true for x113. but it is seldom necessary to follow them so far.
and x in [a. It has no derivative at x = 0 when n is k . b]. f (x) = sin (x)/x approaches I as x . A '. find the numbers c that make f(x) into (A) a continuous function and (B) a differentiable function. The interval is a 6 x < b. The reason that x/lxl is not continuous at x = 0 is c . b]. The power xn is continuous at all x provided n is i . Extreme Value Property A continuous function on the finite interval [a.t At the endpoints a and b we require f (x) to approach f (a) and f (b). The interval (a. b] is closed (endpoints included). M Intermediate Value Property If the number F is between f(a) and f(b). The reason that cos(l/x) is discontinuous at x = 0 is g . 2. so this is a m function pro. Examples show why we require closed intervals and continuous functions. r q 9 f( 4= (sin x)/x2 x # 0 x+c x d c lo f(x)= c x#4 1 c x>c xQO at 11 f(x)= 112 ~ = 4 12 f(x)= sec x x 2 0 x = a.7 Continuous Functions This chapter ends with two essential facts about a continuousfunction on a closed interval. b) is open (a and b left out). Iff has a derivative at x = a then f is necessarily approaches f has the s It reaches its value w . where it reaches those values: f(xmax)= 3 f(x) 3 f(xmin)=m for all x in [a.f (a) at every point. Because of the jump. t~ M and its v m. On a closed interval [a. vided we define f (0) = n . in the other case Af /Ax . and it takes on every (tan x)/x x # 0 c x=o x2 x d c 2x x > c In Problems 120. the intermediate value F = 2 is also not reached. If we close the interval by defining f (0) = 3 (discontinuous)the minimum is still not reached. Thus if F is between the minimum m and the maximum M.a and . A "continuous function" must be continuous at all 0 . . where f (c) = F.'continuable function" can be extended to every point x so that P . The idea of continuity was inescapable. b] . where f has a i pole. This function does have d limits.. The function f (x) = h has a simple pole at x = 3. has a limit at every point.2. written simply as [a. The infinite interval [0. In one case f (x) . The derivative controls the speed at which f(x) .7 Readthrough questions EXERCISES Continuity requires the a of f (x) to exist as x . to agree with b . ao) contains all x 3 0. b1. after Cauchy defined the idea of a limit. There are points x. 1 f (4= 15 f(x)= { 16 f(x)= i sin x x < 1 c x2l 2 f (x) = i cos3x C X#7r x=n +The interval [a. a continuous value property and the t value property.0. b] has a maximum value M and a minimum value m.. The reason that l/cos x is discontinuous at e is f . there is a point c between a and b where f (c) = F. there is a point c between xmin and x. For 0 < x < 1 the function f (x) = x never reaches its minimum (zero).
lim (a) Draw a typical f (x). 44 In the E8 definition of a limit. Are continuous functions always continuable? "41 f (x) is any continuous function with f (0) =f (1).a1 c 6 to 34 Create a discontinuous function f(x) for which f 2(x) is continuous.1)f (x) = 0 xr 1 xr 1 lim (X. then there is a point where f (x*) = x*. then somewhere on that interval f (x) = 0. . 43 If f (x) is continuous and 0 <f (x) < 1 for all x. are continuable (c) f = (sin x)'I2 functions? (a) f = x3I2 sin x x c 0 f l ( ~= ) cos x x > 1 X sin llx x < O f2(4 = cos l/x x > 1 (b) f = x3I2sin x 30 Find onesided limits at points where there is no two sided limit. then somewhere f (x) = 0. (b) If f(x) reaches its maximum and minimum and all values between f (0) and f (1). 38 Explain with words and a graph why f(x) = x sin (llx) is continuous but has no derivative at x = 0.a1 c 6.1) otherwise.1" is . it is continuous at x = 0. Show from the property that cos x = 2x at some point between 0 and 1. Decide whether f is continuous at (b) x = 0 (c) x=1. 35 True or false. change 0 c Ix . f ". (b) sin 1x1 31 Let f (1) = 1 and f (.. 37 Show by example that these statements are false: lirn f (x) = 4 + lim+ f(x) x+ 1 x+ 1 lim f (x) = GO but lim (x . (b) Explain why g(x) =f (x + 3) f (x) has g(4) = . then f reaches its maximum. 29 How many derivatives f '. If the limits f3(x) = when sin x # 0 sin x f4(x) = x0 + 0"' 40 Explain the difference between a continuous function and a continuable function. limit for x + 1A double pole x+1 (b) Iff (x) < 7 for all x. 39 Which of these functions are continuable. Mark where f (x) =f (x + 4).1)f (x) = 5 (a) If a function reaches its maximum and minimum then the function is continuous. 33 If f(0) = 0 and f'(0) = 3.g(0).19 f(x) = i (sin x . with an example to illustrate: Ix . Removable discontinuity Infinite oscillation no Limit for x + 1+. The statement "3x * 3 as x . (c) If f (1) = 1 and f (2) = 2. Give a 3part formula for function (c). Choose an E for which no 6 can be found.1) = 1 and f (x) = (x2.x)/xc x # 0 O x=O 20 f(x)=Ix2+c21 Construct your own f (x) with these discontinuities at x = 1. (c) (mostly for instructors) If f(x) has the intermediate value property between all points a and b. Why is f (x) now continuous at x = a? 45 A function has a (a) If f(x) is continuous at all x. Set flO)= 0. and why? The statement "3x + 7 as x + 1" is false.2 and f is continuous on [I. it must be continuous. 36 The functions cos x and 2x are continuous.x)/(x2. (c) Deduce from (b) that (a)is always possible: There must be a point where g(x) = 0 and f (x) =f (x + 4). 21. (a) x = 1 '32 Let f (x) = x2sin l/x for x # 0 and f (0) = 0.. . true. it has a maximum value M. rank these functions from smallest to largest as x decreases to zero: 42 Create an f (x) that is continuous only at x = 0. For E = 4 choose a suitable 6. exist. Explain with a graph and prove with the intermediate value theorem. find (a) f( 4 (b) d /dx at x = 0 f (c) X + O f '(x). (d) If f (1) = 1 and f (2) = . ( f(x) f (0))lx is at x = 0 if and only if at x = 0.
7 3. Maximum Graphs Ellipses.4 3.1 3.8 Applications of the Derivative Linear Approximation Maximum and Minimum Problems Second Derivatives: Minimum vs.7 CHAPTER 2 Derivatives The Derivative of a Function Powers and Polynomials The Slope and the Tangent Line Derivative of the Sine and Cosine The Product and Quotient and Power Rules Limits Continuous Functions CHAPTER 3 3. and Hyperbolas Iterations x.) Newton's Method and Chaos The Mean Value Theorem and l'H8pital's Rule .+ = F(x.5 3.6 3.3 1.5 1.4 1.2 3.1 1.2 1.3 3. Parabolas.6 1.Contents CHAPTER 1 Introduction to Calculus Velocity and Distance Calculus Without Limits The Velocity at an Instant Circular Motion A Review of Trigonometry A Thousand Points of Light Computing in Calculus 1. .
Now we want to get them back. The distance is linear when the velocity is constant. when v ( t ) is not constant? The solution is to take very short time intervals. The local information explains the larger picture.1 Linear Approximation The book started with a straight line f = v t . It may seem surprising that we learn about y from dyldx. we can answer the questions about y =f(x) that this subject was created for: 1. The problem is to connect the finite to the infinitesimalthe average slope to the instantaneous slope. How does y change when x changes? 2. This chapter concentrates on using them. Ax and Ay went to zero. How can you tell a maximum from a minimum. That's life. Therefore we now find other ways to recover a function from its derivativesor to estimate distance from velocity and acceleration. 3. 91 . to understand one generation from later generations. f = v t falls apart. using derivatives? The information in dyldx is entirely local. Now we use dyldx to study y. and if necessary also the second derivative. Points of equality are assured by the Mean Value Theoremwhich is the localglobal connection at the center of differential calculus. In Chapter 2. All our work has been going the other way! We struggled with y to squeeze out dyldx. Our computations produced dyldx for functions built from xn and sin x and cos x. Knowing the slope. Which velocity do we choose. It tells what is happening close to the point and nowhere else. What is the maximum value of y? Or the minimum? 3. Perhaps it really is life.CHAPTER Applications of the Derivative Chapter 2 concentrated on computing derivatives. As soon as v begins to change. because Ay is approximately dyldx times Ax. But we cannot predict where dyldx equals AylAx. Those slopes are close. and occasionally they are equal.
100). In this example Y is larger than ythe straight line is above the curve. function y = A n d its tangent line at x = a = 100. = vAt df = vdt For a brief moment the functionf(t) is linearand stays near its tangent line. so we used (3). Look again at x = 102.a: Y =f(a) +f '(a)(x a).  (1) We write a capital Y for the line and a small y for the curve. At the point y = @= the slope is 1/2& = 1/20. 3. Such a curve will soon be called "concave downward.1 shows the square root lo. where the approximation is good.3 we found the tangent line to y =f(x). The arrow points to a good approximation at 102. and at 101 it would be even better.urpose linear approximation. For points on the line.3 Applications o the Derivative f in which v is nearly constant: f Af = vt is completely false is nearly true is exactly true. The slope of the line stays constant. the slope of the curve and the slope of the line are f'(a). The table beside the figure compares y(x) with Y(x). Earlier we didn't know dyldx. when we were approaching dyldx. start at y =f(a). and we use (4). In Section 2. Fig. The accuracy gets worse as x departs from 100. (4) You work with what you have. What we don't know is J102: JZ w J5 + (slope)(102 . Now we are experts at dyldx. After computing y' = 1/20 once and for . The tangent line leaves the curve. The whole point of tangents is that they are close (provided we don't move too far from a): That is the all. At x = a. Add the slope times the "increment" x . In Chapter 2. we started with Ay/Ax: slope z JiEm 102. Figure 3. and the slope of the curve is decreasing.100 ' Now that is turned around! The slope is 1/20." and its tangent lines are above it.1 Y ( x )is the linear approximation to f i near x = a = 100.
The basepoint in equation (6)is now 1 or x: (1 +Ax)" x 1 + nAx ( x + Ax)" z xn + nxn'Ax. . notice the error as the approximation is squared: & The desired answer is 100 + Ax. where the Mean Value Theorem in Section 3. This is close to e. it becomes Example 2. Linear approxi= mation gives 1 100Ax = 2.1 and Better than that. Linear approximation. DIFFERENTIALS There is one more notation for this linear approximation. Ax (5) EXAMPLE 1 An important linear approximation: (1 EXAMPLE 2 + x)" x 1 + nx for x near zero.n at x = 0: Here is the same thing with f ( x )= xn. we start from x and go a distance Ax to x Ax. + 1 3A I At any point x. because it is often used.1 Linear Approximation all. and we are off by the last term involving AX)^.8 places c between x and x + Ax.01: Actually that last number is no good. It has to be presented. the allimportant number in Chapter 6. Other points and other functions allow y x Y I would like to express this same idea in different symbols. The whole point of linear approximation is to ignore every term after Ax. The notation is suggestive and confusing at the same time . the tangent line stays near for every number near 100. take Ax = . ( 1 + x)" z 1 + (slope at zero) times ( x . When that nearby number is 100 + Ax. quadratic error. You already see the point: y . By changing n to . The binomial formula shows why the approximation failed: + Linear approximation forgets the AX)^ term. . Instead of starting from a and going to x.3. but a calculator gives (l.7.Y is of order AX)^. The exact error is f"(c). slope at x x f& + h) Ax). For Ax = 1/100 that error is nearly 3. For n = 3 and 100.. It is too big to overlook. here are numbers. The 100th power is too much. and for any smooth betion y =fo. The letters are different but the mathematics is identical. Discussion Those are really the same. except that it has a nice square root.0) = 1 + nx.. There is nothing magic about x = 100.nx for x near zero.O1)'OO 2. A second important approximation: 1/(1 + x)" x 1 .n in Example 1. These are linear approximations using the slopes n and .
They do for the approximation Y(x) exactly what Ax and Ay did for y(x). but this is not as obvious as it seems! It looks like cancellationit is really a definition. The table has basepoint x = 2. .0l and .2 has Ax = dx.09. Where Ay is the true change. The symbols dx and dy measure changes along the tangent line. EmMPLE 3 y = x2 has dyldx = 2x so dy = 2x dx. like x and y but with their own names.7 Until this paragraph. Entirely new symbols could be used. dy is its linear approximation (dy/dx)dx. The other is dy (exact for the tangent line). The prediction dy differs from the true Ay by exactly (Ax)2= ."using its slope v: Increasing the time by At increases the distance by x vAt Increasing the force by Af increases the deflection by x vAf Increasing the production by Ap increases its value by z vAp. The differential dy is equal to AY. the change along the tangent line. Earlier we took great pains to emphasize that dyldx is not an ordinary fraction. Figure 3. Here are three examples and three rules: d(sin x) = cos x dx d(cf) = c d f Science and engineering and virtually all applications of mathematics depend on linear approximation. But the change in y does not equal the change in Y. Now they become separate variables. Thus dx and Ax both measure distance across.04 and . Ay = change in y (along curve) Y Axx=a x+dx=x+Ax dy = change in Y (along tangent) Fig.2 The linear approximation to Ay is dy =f '(x)dx. +Fraction or not. but dx and dy have two advantages: They suggest small steps and they satisfy dy =f'(x)dx. One is Ay (exact for the function). You often see dy written as f'(x)dx.3 Applications o the Derivative f it keeps the same symbols dx and dy that appear in the derivative. We finally have dy = (dy/dx)dx. 3. it is absolutely forbidden to cancel the d's. dx and dy have had no independent meaning. The true function is "linearized. These quantities dx and dy are called dzrerentials. The differential dy =f'(x)dx is consistent with the derivative dyldx =f'(x).
a = 0 2 Ax) = l/x. using linear approximation. The exact law is nonlinearbut Ohm's law and Hooke's law and Newton's law are linear approximations. The multiplier gives a local prediction of the change in the function. At x = a. The approximation is Y = e .4 Readthrough questions EXERCISES In terms of x and Ax.000 miles 70 inches EXAMPLE 4 The radius of the Earth is within 80 miles of r = 4000 miles. The exact AV/V is 3917312/640000%. 300. The error is of order (Ax)P or ( x . The differential d y equals k times the differential r . This is (area of sphere) times (change in radius). A 2% relative variation in r gives a 6% relative variation in V : Without calculus we need the exact volume at r = 4000 + 80 (also at r = 3920): One comment on dV = 4nr2dr.3. On the graph.a)P with p = i . It is the volume of a thin shell around the sphere. one inch is closer than three miles. 3.001%< 1. Near x = a = 10.4%. linear approximation is f(x + Ax) x f ( x ) + i .  Find the linear approximation Y to y =f(x) near x = a: 1 f(x) =x + x4. Absolutely. In this case Ay = f and dy = g . but calculus just calls it 6%. that is more impressive than knowing our own height within one inch. (b) Compute the relative variations dr/r and dV/V and AV/K Solution The job of calculus is to produce the derivative. three miles is much closer: 3 miles 1 inch < or . a =2 . If we know sin x. its work is done. Those movements are along the m line. If we know the distance to the moon within three miles. RELATIVE CHANGE. (a) Find the variation dV in the volume V = jnr3. After dV/dr = 4nr2. where Ay is along the n . then to estimate sin(x + Ax) we add h .1 Linear Approximation The goal of dynamics or statics or economics is to predict this multiplier vthe derivative that equals the slope of the tangent line. Relatively. So can Ax: f Absolute change Relative change Percentage change f ! Ax df f(4 Relative change is often more realistic than absolute change. the equation for that line is Y =f(a) + b . the linear approximation to y = x3 is Y = 1000 + c . The shell is added when the radius grows by dr. PERCENTAGE CHANGE The change Ay or A can be measured in three ways. ABSOLUTE CHANGE. The variation in volume is dV = 4n(4000)'(80) cubic miles. a linear approximation is given by the a line. At x = 11 the exact value is ( 1 1)3 = ' d .
. This slope is positive when x > 1 and negative when x < 1.96 3 f(x) = tan x.05 (recall V = nr2h).1 24 d A if the sides of a cube change from x to x + dx.a). By Problem 20 this is near mo + for small v.05. and evaluating f(a) +f'(a)(x . / J w at velocity u.h ( 0 . You now have the root of 0. 3B If dfldx > 0 then f(x) is increasing.9 on your calculator and press the square root key 4 times.01) 16 ( 1 . Take the easy questions first.98 Calculate the numerical error in these linear approximations and compare with +(Ax)2 "(x): f 13 (1. Compute 712 within .. We begin with two quick questions. .9. 0 1 ) . . Our goal is to learn about f(x) from dfldx.025.Ol) z Confirm the approximations 1921 by computingf'(0): 19 J K z 1 . Extra credit: What is d V i f r and h both change (dr and dh)? 28 In relativity the mass is m . To define increasing and decreasing. A calculator shows the error. a = n/2 6 f(x) = sin2x.3(. . If dfldx < 0 then f(x) is decreasing.I)? 8 sin(. All tangent lines slope upward.14) 9 cos(. 31 Enter 0.01)3z 1 + 3(. choosing the basepoint a. a = 2n 3 Applications of the Derivative 4 f(x) = sin x. is so the 1. then put u = x2) . The function itself can be positive or negative. Press the square root key 5 times (slowly).x2+ I)'. Predict what will appear the fifth time and press again.Ol) z 1 + 0(.O3) 11 11. "Increasing" requires f(x) <f ( X ) .01)2z 0 + 0(."u'c+ zI + +x2 (use f = I 1JIu. to reach df1d.$ (usef ( u ) = j = . The second derivative of Jlfr linear approximation is higher than the curve.1 on your calculator. What happens each time to the number after . look at any two points x < X . how is that reflected in the function? Then the third question is the critical one: How do you identify a maximum or minimum? Normal answer: The slope is zero. EXAMPLE 1 f(x) = x2 . then put u = r 2 ) 22 Write down the differentials d f for f(x) = cos x and (x + l)/(x . 7 (2. "Decreasing" requires j(x) >f ( X ) . If dfldx is positive. the decimal point? This is because JGz 30 In Problem 29 the numbers you see are less than 1.01) 14 cos(.2. a = 0 In 2327 find the linear change dV in the volume or d A in the surface area.O1 by deciding on f(x).f x 20 I IJ= 21 J.1) and (. Suppose dfldx is positive for every x between a and b.9.99)'14 12 sin(3. 25 d A if the radius of a sphere changes by dr. This may be the most important application of calculus. a = n/4 5 f(x) = x sin x.2x has slope 2x . 29 Enter 1.~ 1 .02) 10 ( 1 5. . what does that say about f ? If the slope is negative. 26 d V if a circular cylinder with r = 2 changes height from 3 to 3.001)(j 23 d V if the sides of a cube change from 10 to 10. A positive slope does not mean a positive function. How many decimals agree with 1 .01) 15 (sin . 27 dV if a cylinder of height 3 changes from r = 2 to r = 1. The function f(x) is increasing a s x goes from n to b. The function increases after x = 1 and decreases before x = 1. Show that the kinetic energy fmv2 and the change in mass satisfy Einstein's equation e = (Am)c2.x = 0.
Here f ( x ) is a fifthdegree polynomial. When complex numbers are allowed. The parabolas in Figure 3. Its graph is shifted up by 5.4). It has a "double zero. so f ( X ) exceeds f(x). we have to deduce f ( X ) >f ( x ) at pairs of points. It must cross at least once (like this one)." where f ( x ) = dfldx = 0. And dfldx is positive again between 2 and 3. 3.2x + 1 = ( x . It might cross the x axis five times. . At this crucial point the slope is zero. EXAMPLE 3 Suppose dfldx = (x. The slope changes from negative to positive. this slope is zero and f ( x ) changes direction. it must be zero.4. 3. shifted up or down according to C. the information is in dfldx. That is a "local to global" question. The solutions to x2 . But ifdfldx exists.+ so f is updownupdownup. to be handled by the Mean Value Theorem. All functions with slope 2x . That area is positive. The graph of f goes updownupdownup.3. because f ' ( x ) is fourthdegree. Suppose the maximum or minimum is at a particular point x.3 Slopes are  +.3 change from decreasing to increasing.2 are parabolas x 2 . MAXIMA AND MINIMA Which x makes f ( x ) as large as possible? Where is the smallest f(x)? Without calculus we are reduced to computing values of f ( x ) and comparing.2x + 5 = 0 are complex numbers and we don't see them. every fifthdegree polynomial has five roots. a number that disappears in dfldx.3 goes down to its minimum at x = 1 and up again. It is possible that the graph has a cornerand no derivative. Slope is + .+ . The special parabola x2 .2x + C.2x + 5 has the same slope. EXAMPLE 2 x2 . Other parabolas stay above the axis. The tangent line is level. We say that without computing f ( x ) at any point! The parabola in Figure 3. You may feel that "positive slope implies increasing function" is obviousperhaps it is. This slope is positive beyond x = 4 and up to x = 1 (dfldx = 24 at x = 0).2 Maximum and Minimum Problems Fig.1)2 grazes the axis at x = 1. Some parabolas cross the x axis (those crossings are solutions to f ( x ) = 0).3)(x .l ) ( x . With calculus.2)(x . But there is still something delicate. It could also wait for the Fundamental Theorem of Calculus: The diflerence f ( X ) f ( x ) equals the area under the graph of dfldx. At x = 1. Starting from dfldx > 0 at every single point. 2.
The step Ax can be forward or backward: if Ax > 0: if Ax < 0: f(x + AX)f(x) . f(x) goes higher or lower. The word "local" allows the possibility that in other intervals. Surely You're Joking. . the first step is to evaluate f(x) at these stationary points. We find f(0) = 0 and f(1) = 1.3x4 dominates 4x3. None of them are absolute maxima or minima.12x3. Thus Maybe Richard Feynman said it best. 3. EXAMPLE 4 f(x) = 4x3 .12x3. That derivative is zero when x2 equals x3.3x4 has slope 12x2 . EXAMPLE 3 (continued) Look back at Figure 3. where dfldx = 0. from its double factor x2. and we use the definition of dfldx.4 The graphs of 4x3 . < 0 and dfldx 2 0 are correct. at the two points x = 0 and x = 1. If f(x) is the maximum. this difference is negative or zero. It was true. Mr.3 Applications o the Derivative f 3C Local Maximum or Minimum Suppose the maximum or minimum occurs at a point x inside an interval where f(x) and df[dx are defined. We have to recognize this exceptional possibility. Feynman! is a good book (but rough on mathematicians)."no matter how you turn it. dx f(x+Ax)f(x) df . the tangent at the lowest point is horizontal. Start with f(x + Ax) f(x). Now look at large x." Those are stationary points." They checked it out. He showed his friends a plastic curve that was made in a special way .co and ends at + co. (You can mentally substitute x = 1000 and x = . f = 0 is not a maximum or minimum (local or absolute).3 0. We see two maxima and two minima.negative 2 0 and in the limit .1000). We only look near x. Then f '(x) = 0. Both conclusions dfldx dfldx = 0. Ax negative dx Both arguments apply. because f(x) starts at .co in both directions. Conclusion f = 1 is an absolute maximum. For large x. Check rough points and endpoints.3b. .3x4 and x + x'. that a curve (or a car) can pause for an instant (f' = 0) and continue in the same direction. The reason is the "double zero" in 12x2 .6 0. The function goes down to . absolute max Y ! h local max  3 rough point 2 Fig. To decide between minimum and maximum (local or absolute). The points that stand out are not the "ups" or "downs" but the "turns.negative < 0 Ax positive df and in the limit .
Question Could the minimum be zero when the function never reaches f(x) = O? Answer Yes. Figure 3. ~ Remark 1 x + f oo and f(x) . The example x + x. Its derivative 1 . You test x + c . Instead of two entrances (a discrete problem) ?A good word is approach when f (x) + a.had the minimum point x = 1 and the minimum value f(1) = 2.2].is + oo. The slope is zero at the top and bottom of the graph. We will allow the expressway to be entered at any point x (Figure 3. But I still say "the maximum is XI. MAXIMUM AND MINIMUM IN APPLICATIONS + To find a maximum or minimum.4 shows that the maximum of x + x. 2. Remark 2 Note the difference between critical points (specified by x) and critical values (specified by f(x)). But to be honest. The Mass Pike goes to MIT and I have to join it somewhere. rough point. The idea is clearand then check rough points and endpoints. now I take the first. Infinity is not reached. f(x) = 1/(1+ x ) approaches but never reaches zero as x + oo. Most models are simplified. There is an entrance near Route 128 and another entrance further in. In a real 'application. solve f'(x) = 0. that is not where the problem starts. to focus on the key idea.oo and f(x) + oo are too important to rule out. This is typical of piecewise linear functions. The equation dfldx = 0 comes in the middle of the problem. Compute f(x) at every critical pointstationary point. All maxima and minima occur at critical points! At every other point df/dx > 0 or df/dx < 0. I used to take the second one.3. Mathematics should decide which is fastersome mornings I think they are maxima." .? + ' Important The maximum always occurs at a stationarypoint (where dfldx = 0) or a rough point (no derivative) or an endpoint of the domain. These are the three types of critical points. Here is the procedure: 1. Figure 3. the first step (often the hardest) is to choose the unknown and find the function. You recognizef(x) + oo by going above every finite value. interval a < x < b. 3. Every combination like f + 3 or 4 + is larger than fmin = 2. E A P E 6 (Absolute value f(x) = 1x1) The minimum is zero at a rough point. XML At that point f(1) = 2 is the minimum value. E A P E 7 Where should you get onto an expressway for minimum driving time. The derivative of y = 1 1 is never zero.1/x2 is zero at x = 1. There are no stationary points. Solve df/dx = 0 to find the stationary points f(x).oo are avoided when f is continuous on a closed . Then f(x) reaches its maximum and its minimum (Extreme Value Theorem). But x . endpoint. with a question instead of a function.3. I will start on a new example.2 Maximum and Minimum Problems E A P E 5 Define f(x) = x xI for x > 0. not at the beginning.4 shows the maximum and minix mum on the interval [. Take the maximum and minimum of those critical values of f(x). a by considering large x.5). The XML maximum is at an endpoint. XML if the expressway speed is 60 mph and ordinary driving speed is 30 mph? I know this problem wellit comes up every morning. It is we ourselves who decide on x and f(x).
lI2(2x) 30 2 60 To solve f '(x) = 0 . at speeds 30 and 60: a distance .5 Join the freeway at xminimize the driving time f (x). in (b . enter at s = 0 : travel time is ni30 enter at x = h: travel time is J o L + hi60 =f ' * * + h2/30= f * * * .\ driving time f(.r) when h < u / f i (L t** / f *** f * * (\/ enter freeway \ f*** P * h h '1 /o * y Fig. We have the function f(x). Those are the other critical points off. The minimum might occur at a rough point or an endpoint. Compute the driving time f(. Certainly we expect x 6 b. The total time includes the constant b/60. The first term uses the power rule: The derivative of u1I2is ~ ~ ' ~ ~ d Here ux=.a2 + x2 has duldx = 2x: u / d 1 1 1 f ' ( x )= . The stationary point x = a/& does not depend on b. The trip has two parts.. That false root entered when we squared 2x. x = a/& and x = . In fact f' is not zero at x = . and this is a warning to go carefully.x on the expressway. .(a2+ x 2 ). 3./ up to the expressway.'I2(2x) 1 = gives 2x = (a2+ x2)'I2 and 4x2 = a2 + x2. or we are entering the expressway beyond MIT. But a negative x would mean useless driving on the expressway.1/60 = 3/60 and divided by Is this stationary value f * a minimum? You must look also at endpoints: $. C o n t i n ~ ewith calculus. multiply by 60 and square both sides: (a2+ x 2 ) .a/&. I notice something surprising.x)/60 hours Problem Minimize f(x) = total time = 1 1 Jm+ (b 30 60  x). in 4 7 T 3 3 0 hours a distance b .u) for an entrance at The s uare root of 4a2/3 is 2a/&. Now comes calculus. and our drawing may not be realistic. which disappeared in dfldx. (2) Thus 3x2 = a2. Somehow b must enter the answer. We combined 2/30 .a/&.3 Applications of the Derivative we have a continuous choice (a calculus problem). driving time f ( s ) when h > u / f i h . This yields two candidates.
The derivative is not zero at x = 0. check critical points for fmin and fmax. 5 ~ a corner at x = b. Compute f '(x). enter at x = a l f i . It is not smart to go perpendicular to the expressway. and multiply by 30 cos2x: (5) This answer is beautiful. where the derivative jumps. A picture of the problem (and the graph of f(x)) makes all the difference. if a/& < b: stationary point wins. Now set dfldx = 0.a tan x. This choice x = b can arise mathematically in two ways. In fact it is optimal when b is small or a is large. solve f '(x) = 0. the driving time has a nice form: a sec x b .. (c) Profit = income cost.t i b energy energy . Figure 3. If all entrances are between 0 and b. 2." All the calculus is in a few lines. The angle x is 30°! That optimal angle (n/6 radians) has sin x = i. The has reason is that distance on the expressway is the absolute value Ib . Dividing by the speeds 30 and 60. EXAMPLE 7 (continued) Choose x as an angle instead of a distance.ci tan .The triangle with side a and hy otenuse a/& is a 306090 right triangle. The graph in Figure 3 . drive directly to MIT. If we can enter beyond MIT. total time f * if a / f i 2 b: no stationary point. The variable x has to be selected. (b) Energies of spring and mass. Entering at x = 0 was a candidate and calculus didn't choose it.a tan x f(x) = total time = (3) 30 60 + The derivatives of sec x and tan x go into dfldx: .. .3. The distance on the expressway is b . computing f ' and solving f '(x) = 0.6 (a) Driving at angle x. The driving distance to the expressway is a sec x. then b is a rough point. Step 1 usually does: 1.XInever negative. This option has to be taken seriously.sec2x. We drive directly to MIT at speed 30. The minimum is exactly as beforeeither at 30" or going directly to MIT. The second comparison has x = b. I don't know whether you prefer or trigonometry. then b is an endpoint. divide by a.2 Maximum and Minimum Problems The comparison f * <f ** should be automatic. J T h .6 shows the triangle with angle x and side a. The optimal x is the smaller of a/& and b. time f *** The heart of this subject is in "word problems. 3. 60 sin x = +. Express the quantity to be minimized or maximized as a function f(x).ntl Fig. Either way x = b is a critical point. The formulation took longer.a df  dx 30 a sec x tan x .
the equilibrium equation dfldx = 0 is linear. the energy is f(x). At the high point on the profit curve. Marginal cost is in dollars per book. kx = m is a balance of forcesthe spring force against the weight. In most cases P increases to a maximum and falls back.12x or x = 20 profit = income  cost = 9600 . and we give an example: C(x) = cost of x advertisements = 900 + 400x . the cost C increases by $3. . A spring is pulled down by a mass. Graphically. EXAMPLE 9 Derivative of cost = marginal cost (our first management example).8500 = 1 100. The energy has two termsfor the spring and the mass. The spring energy is +kx2positive in stretching (x > 0 is downward) and also positive in compression (x < 0). The marginal cost is like the velocity and the total cost is like the distance. Suppose the number of books increases by dx. This is the marginal cost of paper for each additional book.x2 setup cost 900. The derivative is dCldx = 3. Physically. This basic rule of economics comes directly from calculus. subtract 6x2 for diminishing returns optimal decision dCldx = dI/dx or 400 . If we skip all other costs. To apply calculus.mxdecreasing as the mass goes down. the marginal profit is zero: Profit is maximized when marginal income I' equals marginal cost C ' .2x = 600 . we overlook the restriction to whole numbers. The balance is at the minimum of f(x) = 4 kx2 .? The cost goes up by (dCldx) dx. On the plus side. nature chooses minimum energy. Hooke's law for the spring force is elastic constant k times displacement x. x = m/k is at the bottom of the parabola. I apologize for giving you such a small problem.3 Applications of the Derivative EXAMPLE 8 In mechanics. It is a philosophical question why so many laws of physics involve minimum energy or minimum timewhich makes the mathematics easy. The next section shows how to verify that this profit is a maximum not a minimum. The potential energy of the mass is taken as . The income goes up by (dlldx) dx. volume savings x2 I(x) = income due to x advertisements = 600x .6x2 sales 600 per advertisement. I apologize for that. +Maybe dx is a differential calculus book. When f(x) is quadratic. but it makes a crucial point. and dfldx = 0 gives equilibrium. Total cost is in dollars. the income is I(x) and the marginal income is dlldx. Later exercises also look for f(x).cost C(x). The paper to print x copies of this book might cost C = 1000 + 3x dollars. If x increases by one book. print cost 400x. then profit P(x) = income I(x) . The first exercises ask you to solve dfldx = 0.mx.
Show that 8 = 45" is best (Jabbar sky hook).120)2? If the patient got nervous. 0 < 8 < 2 1 7 22 f(x)=(x2+1 for x < 1 .~ ~ ) ~ . Avoid line drives and rainbows. 1 < x < 4 5 f ( x ) = ( x . Choose h to maximize K The box with greatest volume is a 23 The airlines accept a box if length 24 If a patient's pulse measures 70.O) with the basket at (a. m < x < m 8 f(x)= {x24x for O < x < 1.x) 2 J Z i 7 . Q. Maximize the number of miles per gallon.3 cos 8. 1< x < 9 10 f(x) = x + sin x. 00 12 f(x)=x/(l +x). If h is fixed show that the maximum volume (62wh)wh is V= h(31. The minima of 11 and 5x for 2<x<?areatx= h andx= 1 .m < x < m 3 f(x)=x2+3. .b cos28). The length of Y is L(x) = (b .x3I2.70)2 + (x (x .2 Maximum and Mlnimum Problems 103 3. (a) Choose x to minimize L (not allowing x > b). 28 On the longest and shortest days. when does the forward motion end? How far have you traveled? Extra credit: Graph At) and dfldt. How many miles per gallon at speed v? Minimize .7 < 8 < 71 21 f(8) = 4 sin 8 .2 EXERCISES Readthrough questions If dfldx > 0 in an interval then f(x) is a . m < x < m 2 f(x)=x312x.4 x + 5 f o r x > l ) . The same angle allows the largest margin of error (Sports Science by Peter Brancazio). . x 2 . minimize A@)= l/(a sin 8 cos 8 . O<x < 100 29 Find the shortest Y connecting P.1 < x < 4 4 f(x) = x2 (2/x).x ) ~ . Points where f '(x) = 0 are called c points. assign 120 a lower weight and minimize (x . 30 If the distance function is f(t) = (1 + 3t)/(l + 3t2). then 80. The chauffeur costs $10/hour.bx is I In applied problems. choose metric units if you prefer. at x = m . 0 < x < 2n 20 f(8) = cos28 sin 8. A all x near x*. Extreme values can also occur where f is not defined x or at the g of the domain. The functionflx) = 3x2 . (c) Estimate the best angle for a free throw. Shooting from (0. Section 12. The minimum of +ax2.eventhough dfldx is not zero. (a) Find the cost per mile at speed v.3 < x < 2 16 f(x)=x Jm. 26 A limousine gets (120 .3. b). and B in the figure.120)~. x* is an absolute I whenflx*) aflx) k minimum occurs when f(x*) <fix) for for all x. 27 You should shoot a basketball at the angle 8 requiring minimum speed. + width + height = 1 + w + h < 62" or 158 cm. Solve when a = b. then 120.< x < 1 1 6 f(x) = l/(x . O<X< 1 hs 17 f(x)=x1I2. (b)Show that the center of the Y has 120" angles. / G . a truck uses av + (blu) gallons of fuel per mile. If a maximum or minimum occurs at x then fl(x) = b .x2).the fuel consumption.2 gives the flight path.2v)/5 miles per gallon. (b) Find the cheapest driving speed.a/b.x has a (minimum)(maximum)at x = d . (b) Reduce df/d8 = 0 to tan 28 = . . (a) If b = O you are level with the basket. x2 4 for 1 < x < 2) 9 f ( x ) = m + . Decide whether each point is a local or absolute minimum or maximum. .70)2 (x + &c . A stationary point that is not a maximum or minimum occurs forflx) = e . . 0 < x < 1 + 7 f(x)=3x4+8x318x2. 1 f(x)=x2+4x+5. in June and December. (c) The best Y becomes a V when a/b = + 13 f(x) = distance from x 3 0 to nearest whole number 14 f(x) = distance from x 3 0 to nearest prime number 15 f(x)=Ix+lI+I~11.O<x < 4 18 f(x) = sin x + cos x. + + 25 At speed v. Originally B was a birdfeeder. o < x < 271 cx<m 11 f(x) = x71 . what least squares value minimizes (x . why does the length of day change the least? Find the stationary points and rough points and endpoints.ih)2. the gas costs $l/gallon.
45 The distance around the rectangle in Problem 43 is P = 2x + 2y. The marginal profit per additional pizza pizza is = . 38 For a box with no top.= 12? 46 Find the right circular cylinder of largest volume that fits in a sphere of radius 1. and x/4 + y/6 = I? Find the point on this third side that maximizes the area xy. 41 With no fixed wall. + 31 The profit is n ( x ) = . 48 The cylinder in Problem 47 has side area A Maximize A instead of V . Extra credit: Show that Vma. Fold up the sides so the height is x. the best plan is . Maximize the area. the sides of the rectangle satisfy 2x + 2y = 200. At that x the marginal profit is d n/dx = 34 Figure B shows R(x) = 3x . Maximize the area A in 4 steps: 1 Draw a picture of the situation. 37 A highclass chocolate box adds a strip of width x down across the front of the cookie box. *50 A wall 8 feet high is 1 foot from a house. The cookie box and popcorn box were created by Kay Dundas from a 12" x 12" square. Put one side along x/4 + y/6 = 1 and maximize the area. Show that dfldx = 0 leads to sin a = sin c.104 3 Applications of the Derivative In 3134. Compare with the area of a circle using the same fencing. Maximize the volume. The income is R(x) = ax bx2 and the cost is C(x) = c + dx + ex2. 2. 47 How large a cylinder fits in a cone that has base radius R and height H? For the cylinder. Then choose r to maximize. which sales x makes a profit? Which x makes the most profit? With higher fixed cost in C2. Find the length L of the shortest ladder over the wall to the house. cut four squares of side x from the corners of the 12" square. x and y are nonnegative numbers with x + y = 10. 43 How large a rectangle fits into the triangle with sides x = 0. 53 xy 54 x2 + y2 55 y(llx) 56 sin x sin y 57 Find the total distance f(x) from A to X to C. 52 Draw a kite that has a triangle with sides 1. to make a rectangle of maximum area (invented by Professor Klee). . We expect b < 0 because 33 Find x to maximize the profit n(x). One piece forms a circle of radius r. choose r and h on the sloping surface r/R + h/H = 1 to maximize the volume V = nr2h. Geometry provides many problems. Maximize A when H > R. 44 The largest rectangle in Problem 43 may not sit straight up.is reduced by more than 20%. 2x next to a triangle with sides 2x. 32 We receive R(x) = ax + bx2 when the price per pizza is P(X)= . We should maximize the is d n l d x = (profit) (average profit) (marginal profit). Which rectangle has Pma. 36 Choose x to maximize the volume of the popcorn box. base 1 + x. 35 Choose x to find the maximum volume of the cookie box. 1. The average profit per . 4 Solve dA/dx = 0 and check endpoints. . In pizzas (a function of p). Substitute for y to find P(x).x2 and C.(x) = 1 + x2 and C2(x)= 2 + x2. 40 A fixed wall makes one side of a rectangle. Maximize A when R > H. more applied than they seem. y = 0. the other forms a square of side x. 2. the cylinder has area = 2nrh. A box with no top is a calculus classic. Find the area A and the x that maximizes it. Draw a triangle with height y. Maximize and minimize: 39 A wire four feet long is cut in two pieces. 42 Add 200 meters of fence to an existing straight 100meter fence. Hint: In dA/dx simplify x 2 / . 49 Including top and bottom. Choose r to minimize the sum of their areas. and hypotenuse L. Light reflects at an equal angle to minimize travel time.reverse: When the price is p we sell x = . With cost C . 51 Find the closed cylinder of volume V = nr2h = 16n that has the least surface area. Find the new volume V(x) and the x that maximizes it. 3 Find all other quantities in terms of x. We have 200 feet of fence for the other three sides. 2 Select one unknown quantity as x (but not A!). / m Jm In 5356. we make and sell x pizzas.
with a reason: Between two local minima of a smooth function f(x) there is a local maximum. What is f(x)? 70 y = x + 2x2 sin(l/x) has slope 1 at x = 0.2 cos(l/x) + 4x sin(1lx) is negative. Choose the slope m so the line y = mx goes between the submarines but stays as far as possible from the nearest one. 66 To find where the graph of fix) has greatest slope. Find the maximum of m(y). 1). We have to go to curves. The slope of y = mx + b is m (a constant). l). + X x reflection SX 65 Submarines are located at (2.mx occurs at x = m. by finding points where dyldx = 1 .2x closest to (0. and (3. The minimum of x2 + xy . O)? 61 What point on y = x2 is closest to what point on y = 5 . y = 2? 60 Where is the line y = 5 . (a) Find the time T(x) from A to X to B. The second derivative is zero. tion of x) is m(y) = Now x is fixed. f)? Minimizing x2 + (y . "Closest point problems" are models for many applications. 62 Where is y = x2 closest to (0. Its velocity above the x axis is v and below the x axis is w. solve . 71 True or false. time = distancelvelocity = J ~ / v . Y) to the line y = mx b is IY . Find its maximum area for x between 1 and 3. (b) Find the equation for the minimizing x.y2 (a func. can you decide the sign off "(x) or d2y/dx2?The answer is yes and the key is in the bending.$)2gives y < 0. 68 Suppose y is fixed.3. to see a changing slope.bl/JW.3 When f '(x) is positive. I).f)2 y + (y . y(x) is decreasing. 1 Second Derivatives: Bending and Acceleration 3. f(x) is increasing. 1). Hint: The distance from (X. 9) on the parabola y = x2. A straight line doesn't bend. That is clear. 3). 58 Fermat's principle says that light travels from A to B on the quickest path. For y = 1/(1+ x2) this point is . (x. x2). choose 8 to minimize and maximize the arrival time. The maximum of x2 + xy .sin x (the sine bends down) . For a least squares fit. Find the minimum of M(x).2x? At the nearest points. But show that y is not increasing on an interval around x = 0. Changes in the herivative show up in fv(x): f = x2 has f' = 2x and f " = 2 (this parabola bends up) y = sin x has dyldx = cos x and d 'y/dx2 = . 72 Create a function y(x) that has its maximum at a rough point and its minimum at an endpoint. and (. 67 When the difference between f(x) and g(x) is smallest. On AX.mX . 69 For each m the minimum value of f(x) .O) and (1.y2 (a function of y) is M(x) = . The lifeguard swims with velocity v and runs around the rest of the pool with velocity w = lOv. Sketch $he graphs. the graphs have the same slope.1. (1. Problems 6672 go back to the theory. When dyldx is negative. If the swim direction is at angle 8 with the direct line. 59 Where is the parabola y = x2 closest to x = 0. their . but what about the second derivative? From looking at the curve. Show this point on the graphs of slopes are f = 2 + x 2 andg=2xx2. (c) Deduce Jnell's law (sin a)/v = (sin b)/w. What went wrong? + 63 Draw the l b y = mx passing near (2. minimize 73 Draw a circular pool with a lifeguard on one side and a drowner on the opposite side.3 Second Derivatives: Bending and Acceleration 105 64 A triangle has corners (1.
3. . An increasing growth rate means f " > 0.7 Increasing slope = concave up (f" > 0).there is a local maximrcm at x. An example is x3. tangent below Fig. However x4 pauses and goes down (with a very flat graph). A function with f "(x) > 0 is concave up. The second derivative decides! Instead of computing f(x) at many points. there is a local minimum at x. we need information over the whole domain. Those are different. AcceleraIn physical motion. the opposite happensthe tangent lines are above the curve. It is also called convex. A function with decreasing slopethis means f "(x) < 0is concave down. the curve is falling. Watch the tangent lines.4 sin 2t (maximum acceleration 4). At a maximum the slope drops from positive to negative. Concave down is f" < 0. When the curve is concave up. In the exceptional case. The graph bends upward and f "(x)> 0. which pauses at x = 0 and continues up (its slope is 3x2 2 0). We emphasize that the information from fr(x) and f "(x) is only "local .cos x changes from negative to positive. we compute f "(x) at one pointthe stationary point. anything can happen. the tangent stays below it. To the left of a minimum." To be certain of an absolute minimum or maximum. Note how cos x and 1 + cos x and even 1 + $x + cos x change from concave down to concave up at x = 7~12. After the minimum. f "(t) is the accelerationin units of di~tance/(time)~. when f '(x) = 0 and also f "(x) = 0. The sign off or f ' is not revealed by f ". Here is another way to see the sign off ". It is a minimum iff "(x) > 0.3 Applications of the Derivative The slope 2x gets larger even when the parabola is falling. The rate can slow down while the growth continues. This section computes a quadratic approximationwhich includes the term with f " > 0. An increasing population means f ' > 0. The oscillation sin 2t has v = 2 cos 2t (maximum speed 2) and a = . The linear approximation is too high. That may be a minimum or a maximum. The slope has changed from negative to positive. MINIMUM Remember that f '(x) = 0 locates a stationary point.At that point f " = . MAXIMUM VS. The second derivative tells about change in slope. It bends upward as the slope increases. 3D When f '(x) = 0 and f "(x) > 0. Inflection point f" = 0. A linear approximation is too low. When f '(x) = 0 and f "(x) < 0. the curve rises. The extra 1 + $x tilts the graph but the bending is the same. When the curve bends down (f" < O). tion is rate of change of velocity. and f " lowers it.
12x2. We know the world population will keep rising.3 billion.2.2x = 0. becausef " is linear. The graph is concave down on one side of an inflection point and concave up on the other side. Notice that a parabola y = ax2 + bx + c has no inflection points: y" is constant. For an instant the graph is straight (straight lines have f " = 0). When the function isf. Between zeros off '(x) come zeros off "(x) (inflection points). now 5.x2 has f '(x) = 3x2 . The stationary points are x = 0 and x = f . Very few people can recognize where f "'= 0 or f '" = 0. When the function is f'. The line stays below the graphso no inflection point.? The tangents are above the curve on one side and below it on the other side. This example has f "(x) = 6x . solve 3x2 .2x and f "(x) = 6x . The direction of bending changes at an inflection point. The population. It is f "(0) = . E A P E 2 x4 . its graph crosses the axis. It is easy to see crossing points and stationary points and inflection points.3. XML The table shows the signs at the important values of x: x Jz 1 lid o I / 1 fi Between zeros of f(x) come zeros off '(x) (stationary points). In this examplef(x) has a double zero at the origin. I am not sure if those points have names. A fourthdegree curve might or might not have inflection pointsthe quadratic fM(x) might or might not cross the axis. XML To find the maximum and/or minimum. The curve changes from concave down to concave up. When f " goes through zero. A cubic curve has one inflection point.3 Second Derhmthres: Bending and Acceleration E A P E I f(x) = x3 . Between the maximum and minimum is the inflection point. At an inflection point.2x2 is Wshaped. Remember: The rate of growth stops growing at the inflection point. At those points we need the second derivative. It is a local maximum. That is where f "(x) = 0.2 (local maximum) and f "(4)= + 2 (local minimum). Your eye picks that out in a graph. Inflection points are importantnot just for mathematics. Its tangent line is the x axis. 4x3 . the tangent line is horizontal. We don't know if the rate of growth will slow down. Between 90 and 100 million people will be added every year ?That rules out f (x) = x4. Similarly. so the inflection point is at x = 4. there is a genuine inflection point when f "(x) changes sign. since f "(0) < 0. is increasing by a quarter of a million every day.2.4 is Ushaped. we have an injection point. The next ten years will decide whether the world population trebles or merely doubles before it finally stops growing. which has f" = 12x2 > 0 on both sides of zero. Here is the 1990 report of the UN Population Fund.7b). This may decide the future of the earth as a habitation for humans. . INFLECTION POINTS In mathematics it is a special event when a function passes through zero. There is a genuine maximum or minimum when f '(x) changes sign. the tangent line crosses the curve (Figure 3.4x has two bumps. so a single zero off' is caught there.
A natural idea is to take diflerences of diferences. which brings us to "second differences": f(x+Ax)f(x) Ax (4f(xAx) Ax f(x + Ax) . the mark could be missed again. the UN follows each age group in each country." But centering leaves no error. But we want a ratio involving f itself.A x . CENTERED DIFFERENCES AND SECOND DIFFERENCES Calculus begins with average velocities. When it's finished we will know if the inflection point is still ahead. only the centered difference correctly gives f' = 2x. a billion peoplea whole Chinaover the decade. Today.Y) d 2 f . You now understand the meaning off "(x). In some courses they are optionalthe main points are highlighted.A x ) .2 billion towards the end of the next century. The onesided ratio gave 2.2j'(x)+. It assumes we are now at the inflection point. the situation looks less promising. In that case the world could be headed towards a total of up to 14 billion people. We find quadratic approximations based on fl'(x). But China's second census just started on July 1 .Its sign gives the direction of bendingthe change in the slope. Thus the centered difference is "secondorder accurate. This produces a centered difference. This report is saying that we are not on track with the estimate. We are averaging 2x + Ax with 2x . For f ( x ) = x 2 .f(x . Certainly Af'lAx approaches f ". The world has overshot the marker points of the 1984 "most likely" medium projection. computed on either side of x: We never mentioned it. 2Ax (2) We claim this is better. Section 6.A. If fertility reductions continue to be slower than projected.x + Ax (in Chapter 1 it was 2t + h). The fastest growth will come in the poorest countries. They estimate the death rate and fertility ratethe medium estimates are published. It is only "firstorder accurate. It divides by 2 A x : f f ( x )z  1 . which is based on x + A x and x . Ax ds2 f (3) tThe United Nations watches the second derivative! . 1990.A x .f(s A x ) f ( x ) Y + + 2 Ax [ ) f  A ) ' Ax 1 = f(Y + A X )f'(x .5 will come back to population. with an equation that predicts 10 billion. The test is to try it on powers of x. A few years ago it seemed as if the rate of population growth was slowing? everywhere except in Africa and parts of South Asia. Starting with a census. It is now on course for an eventual total that will be closer to 11 billion than to 10 billion. The world's population seemed set to stabilize around 10. but a better approximation to J"(x)comes from averaging those two averages. The rest of this section computes how much the curve bendsusing the size off" and not just its sign." I ask now: What ratio converges to the second derivative? One answer is to take differences of the first derivative.3 Applications of the Derivative during the 1990s. For f ( x ) = x these ratios all give f' = 1 (exactly).
Approximations at points spaced by Ax are a very large part of scientific computing. dfis not squaredas in distance/(time) 2. (2).0158 centered errors .. The "big 0" notation When the errors are of order Ax.0650 . the second derivative at x = a is f"(a). I would replace f"(x) by the second difference in equation (3). .a) and so on. A typical case is f"(x) = . Furthermore the second derivatives agree. It is the extra cancellation in the second difference A2fthat allows the limit to exist. because there is a cubic term f"'(a)(x . we write E = O(Ax).sinf(x) (the pendulum equation).0052 . The table shows the errors at x = 0 from formulas (1). The derivatives also agree at x = a. A tangent line starts out close to the curve. here is an experiment on f(x)= sin x + cos x.0026 . It is not the absolutely final word. The errorsfrom onesided differences are O(Ax) and the errorsfrom centered differences are O(Ax) 2. when the tangent is the x axis and the parabola curves upward. The whole infinite sum is a "Taylor series. The model function x 2 hasf" = 2. That limit is f"(x). the difference of the difference is A(Af)= A2 f. The other columns decrease like (Ax) 2 . This means that E < CAx for some constant C. To say it differently: dx is squared. (3): step length Ax 1/4 1/8 1/16 1/32 onesided errors .. On both sides of (4). the ratio blows up. To compute a solution. It corresponds to d 2f. It should involve f". You will see that in numerical experiments. On the bottom.a)3 and a fourthdegree term 4 N f""(a)(x . The quadratic approximation bends with the function. To test the accuracy of these differences." Equation (4) carries that series through the quadratic termwhich for practical purposes gives a terrific approximation.0104 . If we divide Af by (Ax) 2. QUADRATIC APPROXIMATION The second derivative gives a tremendous improvement over linear approximation f(a) +f'(a)(x .0001 The onesided errors are cut in half when Ax is cut in half.8). Note that (Ax)2 becomes much smaller than Ax..a). Application The great majority of differential equations can't be solved exactly. You can almost guess the term with bending. The statement "onesided errors are Oh of delta x" captures what is important. This explains the way we place the 2's in d 2f/dx 2.1347 . That is especially clear for the model f(x) = x 2. Each reduction divides those errors by 4. (Ax)2 corresponds to dx 2 .0013 . The main point of the other columns is E = O(Ax) 2 .3 Second Derivatives: Bending and Acceleration 109 On the top. LINEAR APPROXIMATION VS. There must be a factor 1 to cancel that 2: At the basepoint this is f(a) =f(a). After a while it overshoots or undershoots the true function (see Figure 3.0003 . We don't compute Cin fact we don't want to deal with it.0007 . and also (Ax) 2.3.0002 second difference errors ..0319 . but the line has no way to bend. It might be exactly f"(x) times (Ax) 2 but it is not.
when f(x) is a 9th degree polynomial with f '(1) = 0 and f '(3) = 0. the function has a s .x ) ~Its second derivative is 2/(1 ." Sketch a graph with f "(x) > 0 that would not hold water. 4 Find a function with f"(2) = 0 and no other inflection point. Here are the errors at x = &.f x.0194 . The linear part gives the line.centered differences give the quadratic: + from (2): f(x + Ax) a f(x . + Fig. With that term the error is O( 0 ).8 Numerical experiment i/Ji% a 1 . the function has a maximum.l)(n . Where onesided differences give f(x A x ) x f(x) +f '(x)Ax. Dividing x by 2 almost divides the error by 8. 2 Find a function that is concave down for x < 0 and concave up for 0 < x < 1 and concave down for x > 1. At a point where f '(x) = 0 and f "(x) > 0.OOOSS 3..The direction of bending is given by the sign of a . At x = 0 those .A x ) + 2 f f ( x )Ax from (3): f ( x + A x ) a 2f(x)f(xA~)+f"(x)(Ax)~.5 . the function is concave up (or convex). The graph bends c . Iff "(x) c 0 then the graph is concave e . The cubic term would be $n(n . This explains 1 + x + x2. This is EXAMPLE4 ( 1 + x)" x 1 +nx+fn(n l)x2. . 5 f(x) = 0 somewhere between x = 1 and x = 3. The next terms are x3 and x4. The tangent lines are d the graph. The factor f cancels the 2. 3.. and the slope is f . equation (4) comes from (2) and (3). the error is only divided by 4.00401 ): .a 1 can't bend I .1). provided f " A point where f "(x) = 0 is an changes sign.Y 1 / ( 1 . The whole series is 1 / ( 1 . The secondorder approximation to f(x + Ax) is f(x) +f '(x)Ax + m . At a point where h . We are just producing the binomial expansion! EXAMPLE 5 . near I . and + linear approximation error ( 3 x2 : a. without that extra term this is just the n approximation. The centered approximation to fl(x) is 6 k ]/2Ax. The second derivative is n(n . 3 Can a function be always concave down and never cross zero? Can it be always concave down and positive? Explain. 1 A graph that is concave upward is inaccurately said to "hold water. If the second derivative is b in an interval.i x ax2 is tested for accuracy.x)'.5 I + r + x2 1 1 1x + x + x2 = start of a geometric series.OOOO? 5 quadratic approximation error = K ~ 3.0053 . 1 +.x ) has derivative 1 / ( 1 . 6 f "(x) = 0 somewhere between x = 1 and x = 3. equal 1. Give (or draw) a reason. which leaves 1.2. If we only keep the linear part 1 . Second. A: . i point. Add and divide by 2.. as examples show: AX)^. The tangent line i the graph. The result is f(x + A x ) xf(x) + r ( x ) A x +4 f correct through (Ax)2 and misses by (Ax)'.1.1. equation (4)shows whyf" > 0 brings the curve above the tangent line.3 Applications of the Derivative Two things to mention.2)x3..0014 . The 3point approximation to f "(x) is 6 1 ]/(Ax)*.Y The first derivative at x = 0 is n. while the quadratic part is positive and bends upward.1.3 EXERCISES Readthrough questions .x) = 1 + x x2 + x3 + . True or false. First.
what is the centered difference [f(3) f(1)]/2. If derivatives 2 don't exist. x3 . What is the error to at x = 0. 8. The plane is landing smoothly.1)2around a = 1. Also compute cos 1.6xl0 16 Ax) = x 36 Example 5 was 1/(1. The rate of acceleration is slowing down. 45 What do these sentences say about f or f ' or f " or f "'? In 26. centered differences.4)2 ~ + tan x 20 f(x) = sin x + (sin x ) ~ 18 f(x) = sin x at x = 0. 10 If Ax) has seven inflection points. .to find 11. .a)2.Ax)~l(Ax)~ exactly equalsf "(0)= 0. and what is the exact f "(2)? in f(a) +f '(a)(x . x 28 Find A and B in 1/(1. second differences. what is the second difference [f(3) . 2. 30 What is the quadratic approximation at x = 0 to f(Ax)? 31 Substitute for f (x Ax) and f (x . the centered difference [f(Ax) f(Ax)]l2Ax exactly equals f '(0) = 0. 47 Repeat Problem 46 on a printout showing y(x) = f '(0)Ax + 4~"(O)(AX)~ + 32 Guess a thirdorder approximation f(Ax) x f(0) + . This course is going downhill. Define 25 f(x) = (sin x)/x "concave up" without using the test d 2 y / d ~2 0. the quadratic approximation into [fix + Ax) f(x)]/Ax. the second difference + x2 + x3. by calculator take three. and what is the true slope f '(2)? x2 + x3.Ol and x = .Ax)]/2Ax. to estimate the error in this onesided approximation to f '(x). a new definition is needed.4x2 + x + 2 and dyldx and d2yldx2on the same graph. 9 If Ax) has nine zeros.1) + 4f "(l)(x. Mark the same points on all curvesthe maximum. Then the tangent line is error 42 For f(x) = x 43 The + AX) . and quadratic approximations. 46 (Recommended) Draw a curve that goes updownup.cos x 12 f(x)=x3 6x2 14 f(x) = xl' . By hand take two values of Ax. showing the actual errors at x = 0 in onesided differences. 3.6x3 15 f(x) = sin x . it has nine zeros.2f(0) f(. minimum. Test it on f(x) = x3. 35 f(x) = x2 sin x 111 Construct a table as in the text.x) = 1 + x + x2 + . 6.0.1? What is the error at x = 2? 1/(1. A bike accelerates faster but a car goes faster.3 Second DerhKlthres: Bending and Acceleration 7 There is no absolute maximum at x = 3. Stock prices have peaked. What is the equation of the tangent line? 41 For f(x) = x 21 If f(x) is an even function. a quadratic approximation? x = 0 is an 40 Ifflx) is an even function. + + + Below it draw its derivative. find its quadratic approximation Locate the inflection points and the regions where f(x) is concave up or down. The population is growing more slowly. f'(x) error.a) is approximately is positive when the function is the curve. This error Write down the quadraticf(0)+f '(0)x + 4f "(0)x2in 2326. 27 Find A and B in JG' 1 + Ax + BX'. + In 1116 decide which stationary points are maxima or minima.3.2 ) 2 (. find f(1) +f '(l)(x . 23 f(x) = cos x + sin x 24 f(x) = tan x 26 f(x) = 1 + x + x2 44 Draw a piecewise linear y(x) that is concave up.x) x 1 + x + x2. The economy is picking up speed. 5. Why so far off! 37 Substitute x = . OK to check 39 Why is sin x = x not only a linear approximation but also point. 17 f(x)=x+x2x3 19 f(x) = (X. Then draw its second derivative. 8 There are seven points of inflection. Why? + 4f"(a)(x . on a calculator. The tax rate is constant. to get 1.x ) x 1 Ax ~ 29 Substitute + +B X ~ .Ax) in the centered approximation [f (x Ax) f (x . Test on f(x)=x3 at x = 0 .1 in the geometric series + sin 2x 38 Compute cos l o by equation (4) with a = 0. Why? 22 If f(x) is an odd function. Find the Ax and (Ax)2terms in this error. it has seven inflection points. and inflection points of the first curve. 7. 11 f(x)=x26x 13 f(x) = x4 .99 and 111. by computer take four.1first four decimals and then to all decimals. 4.2f(2) +f(1)]/12.
We introduce the centering transform and zoom transform. There are twelve graphssix from leads attached to the chest. but everybody is nervous. and six from leads to the arms and left leg. To create good graphs you have to know a few of them personally. 150. One textbook emphasizes that "Where the next wave falls determines the rate. where special derivatives and integrals are done by hand and daytoday applications are by computer. If the heart beats every f second First of all the graphs show the heart rate. For a resting the rate is athlete that is normal. A rate below 60 is bradycardia. Those correspond to 1. 60.4 Graphs Reading a graph is like appreciating a painting. 100. One is to study actual machineproduced graphs (especially electrocardiograms). Both are essentialthe machine can do experiments that we could never do. 60 per minute). Doctors memorize the six rates 300. You have to lie still. and in the past that was almost the only way. because contraction of other muscles will mask the reading from the heart. In this figure . The dark vertical lines are by convention k a I E UV) 0 45 9 Y 0 k Lf W @ 40 a l  4 = 35 (one dark line) the rate is 5 beats per second or 300 per minute. concavity. REFERENCE 500400300 READING A ELECTROCARDIOGRAM (ECG or E G N K ) . The light lines are & second apart. Many doctors put a printed scale next to the chart. but you have to know what to look for. since a curve displays a tremendous amount of information. This section combines two approaches. Note the P wave. 3. But without the mathematics our instructions miss the point. over 100 per minute. The other is to understand the mathematics of graphsslope. $ ) 10095850070 a 90 2 & 75a 3 s 2 Lf W I 65605550 y W W f second apart. not in itself dangerous. 50. shifts. 2. The distance is easiest to measure between spikes (the peaks of the R wave). One way to learn is by sketching graphs yourself. asymptotes. The normal rate is between three dark lines per beat (2 second. 4. A baby has a faster rate. as the cells depolarize and the heart contracts. What can I explain in two pages? The graph shows the fundamental pattern of the ECG. Those patterns.) The graphs record electrical impulses. seen differently in the twelve graphs. That doesn't remove the need to appreciate a graph (or a painting)." But you see where those numbers come from.175v Y fi 200  140130ro 120N 110 8 150 The graphs of an ECG show the electrical potential during a heartbeat.112 3 Applicutions of the Derivative 1 1 3. or 100 beats per minute) and five dark lines (one second between beats. and the T wave. These two approaches are like the rest of calculus. the Q R S complex. . 6 dark lines between heartbeats. Everything is there. 5. 75. No mathematical computation is necessary. and scaling. (It doesn't hurt. Now it is obsolete to spend weeks drawing curvesa computer or graphing calculator does it faster and better. That is extreme tachycardianot compatible with life. tell whether the heart is normal or out of rhythmor suffering an infarction (a heart attack).
The time between peaks is changing. . Sometimes the pacemaker fires irregularly. forward and back. It depolarizes all the heart cells. That needs uectors. The ECG shows when the pacemaker goes wrong. Look ahead at Section 11. Also the pacemaker can suddenly speed up (paroxysmal tachycardia is 150250/minute).4 Graphs The next thing to look for is heart rhythm. An MI occurs when part of an artery to the heart is blocked (a coronary occlusion). This discussion has not used all twelve graphs to locate the problem. A hospital applies a defibrillator. The P wave comes with contraction of the atria. ectrodes D  ground Fig. I should have pointed out the main parts. followed by a long pause. The SA node should be the pacemaker. Cardiopulmonary resuscitation is a combination of chest pressure and air pressure (hand and mouth) to restart the rhythm. But the most critical danger is fibrillation.10 shows sinus arrythmia (fairly normal). The cells switch back to negative charge and the heart cycle is complete. The stimulus spreads from the atria to the ventricles.9 Happy person with a heart and a normal electrocardiogram. left and right. CPR can be done on the street. Figure 3. Then the big QRS wave starts contraction of the ventricles. A "heart attack" is a myocardial infarction (MI). The ECG indicates irregular contractionsno normal PQRST sequence at all. The impulses travel by a slow path. Figure 3. The regular rhythm is set by the pacemaker.3. there are potential pacemakers in all parts of the heart. An early firing in the ventricle can give a wide V spike in the QRS complex. The pumping action is nearly gone.2 for its twelve projections. which shocks the heart back to life. Then the charge spreads normally from SA node to atria to AV node to ventricles. which produces the P wave.from the small chambers that "prime the pump" to the powerful chambers that drive blood through the body. so the timing can be reset. it shows as a delay in the graph. an atriumventricle pair on the left and right. 3.1for the heart vector.10b shows a dying heart. When there is a block in the pathway. and the T wave is when the ventricles relax. This information is of vital importance in the event of a heart attack. What kind of heart would generate such a rhythm? The muscles are quivering or "fibrillating" independently. A constant distance between waves is goodand then each beat is examined. The patient needs immediate CPRsomeone to do the pumping that the heart can't do. which means emergency care. In disease or emergency. and especially at Section 11. We have four chambers. Other pacemakers take overthe A node will pace at 60/minute. There is a pause of & second at the AV node. Those readings distinguish between atrium and ventricle.
and finally infarcted (dead). The cells are first ischemic.x2.oo. The graph + . The horizontal asymptote is the line y = . Their ratio is x2/x2 = . An area is without blood supplytherefore without oxygen or glucose. Small movements in the graph may go unnoticed. Often the attack is in the thick left ventricle. Our job is to apply calculus. There are no inflection points. since f " is never zero.1. You can find all three I's in Figure 3. The vertical asymptotes are the lines x = 1 and x = 1. 3. Infarction: The Q wave. Here are the main tests: (above or below axis: f = 0 at crossing point) 1.. then injured.10 Doubtful rhythm. Signals of a heart attack.oo . is as wide as a small square (& second).. but the important properties come through. upsidedown T wave in the chest leads. It may occupy a third of the entire QRS complex. occur when 1 . The classical ECG signals involve those three 1's: Ischemia: Reduced blood supply.oo .1which is the limit as x .x2 is zero.or. A formula is now given forf(x).10~. A computer has a much better idea of a parabola than an artist (who tends to make it asymptotic to a straight line). and still others that you and I knowbecause we understand derivatives. The problem is to create the graph. The behavior of f(x) as x + oo and x . Even or odd? Periodic? Jumps in f o r f '? Endpoints? f(O)? The sign of f(x) depends on 1 . Serious fibrillation. The sign off (x) (increasing or decreasing:f ' = 0 at stationary point) 2. That happens at x = 1 and x = . Injury: An elevated segment between S and T means a recent attack. It would be too oldfashioned to evaluate Ax) by hand and draw a curve through a dozen points. where f blows up. For large x the important .1. The guidelines (or asymptotes) meet the graph at infinity. The other infinities. THE MECHANICS O GRAPHS F From the meaning of graphs we descend to the mechanics. Thus f(x) > 0 in the inner interval where x2 < 1. We extract information from f ' and f " as well asf. normally a tiny dip or absent. The points at which f(x) + oo or f(x) . 6.x2. terms are x2 and . The graph bends upwards (f"(x) > 0) in that same interval. There are some things a computer knows. which needs the most blood. The sign of f(x) 3.3 Applications o the Derivative f Infarction Rg. 5.. The stationary point where f' vanishes is x = 0. The Q wave gives the diagnosis. The sign of f"(x) (concave up or down: f" = 0 at injection point) 4. We have a local minimum at x = 0. It is absolutely amazing how much a good graph can do. and other things an artist knows. . and x .
This function is not odd or even.1. the line x = a is a vertical asymptote .$ sin3x f'(x) = . Fig. the line y = b is a horizontal asymptote . you get the left half.n to n. Look beyond x = 1. It grows linearlywe expect a sloping asymptote.oo. The slope is zero at x = 2. Vertical asymptotes come mostly from zero denominators.2x f '(x)= ( x . What happens as x + oo? Dividing x2 by x . The graph is symmetric across the y axis. The function becomes large.a . 3. x E U P L E2 f(x) = . where f(x) becomes infinite. The function approaches y = x + 1 as the asymptote.I)2 2 f "(x)= ( X . If x increases by 2n. Both f(x) and f"(x) are positive for x > 1.x) because squaring x obliterates the sign. do the division properly: The last term goes to zero.4 Graphs in Figure 3. The sine functions satisfy f(.1 l a approaches those lines.1 from zero in the denominator.11 The graphs of x2/(1 .113 This example divides by x . The function approaches 1 as 11 + oo.+ oo or . if f(x) + b as x . Above all these functions are periodic. and 7 Figure 3. Any interval of length 2c will show a complete picture. In contrast. if f(x) + GO or .1. Therefore x = 1 is a vertical asymptote. By reflecting the right half through the origin. Thus f(x + 2 4 =f(x) and the period is 2n.10 sin x + 12 sin3x.x2) and x2/(x . To find the zeros of f(x) and f'(x) and f "(x).2 cos x + 4 cos3x f"(x) = .(mx + b) + 0 as x + oo or . That must be a local minimum. nothing changes.1) and sin x + 3 sin 3x. Its graph is in Figure 3. EXAMPLE 3 f(x) = sin x + sin 3x has the slope f '(x) = cos x + cos 3x._. The second outstanding property is that f is odd. To find it. the line y = mx b is a sloping asymptote. Blowup at 1 and .x) = f(x). x2 x2 . Zoom in for f = 0 or f' = 0 or f" = 0. With zoom out you see the asymptotes. To summarize the eflect of dividing by 1 . the leading term is x. . The graph is symmetric through the origin.3. + + + Finally comes the vital fact that this function is even:f(x) =f(.rewrite those functions as f(x) = 2 sin x . ifflx) . The graphs from 2n to 47c are repetitions of the graphs from 0 to 271.1 1c picks the interval from .11b.x2: No effect near x = 0.GO as x . the cosines in f f ( x ) are even.a.
it is common. f If nothing is known about y(x). The slope cos x + cos 3x + . The speeds in Section 3. On the contrary. you can bring calculus to life.7. Now find the zerosthe crossing points. we only go up by C(AX)~ .2 were 30 and 60. / 30 1 + (6 60 . 3 4 4 are evenly spaced.0001 C. . The length of the fast road will be b = 6. Unless C is a large number. More precisely it is a "square wave.12 is a = 3. If we don't stop.4 sin3x.) These sums of sines and cosines are Fourier series. It may seem unusual for the graph to be so level. How do you find the point x* where y(x) is smallest? First.01. There is no need to tell you a hundred applications. Information that is buried in the formula is clear on the graph. We drive a distance . We work on a crucial problem of applied mathematicsto find where y(x) reaches its minimum. 3I / (maximum). stationary points.x). If you have graphing software for a computer. But don't throw away y(x) and dyldx. Figure 3. We should see (roughly) where x* lies. Somehow x* can be observed on the screen. GRAPHS BY COMPUTERS AND CALCULATORS We have come to a topic of prime importance. AJat graph is the whole point o dyldx = 0. d l 3 (maximum).. It jumps from . the range is hard to choose. fn 5 sin x = 6 sin3x x=O. I would like to mention a beautiful continuation of this same pattern: f(x) = sin x + 3 sin 3x + sin 5x + .3 Applications of the Derivative We changed sin 3x to 3 sin x . These pages discuss how calculus and graphs go together. A graph presents y(x) in a new waydifferent from the formula. Its graph is extremely flat. But what we see depends on a decision that is ours to makethe range o x and y in the viewing window. It is a parabola sitting on a = horizontal tangent.. The distance to the road in Figure 3. +66". If we stop after ten terms. We can accept a default range. f(x) is extremely close to a step function." because the graph jumps back down at n and repeats.x at speed 60: / at speed 1 driving time y(x) = . f n That is more than enough information to sketch the gra h. +114". The derivative is far from obsolete. The range o reasonable valuesfor the entering f point is 0 < x < 6. I would like to work with a specific example. and inflection points: f=O f"=O 2 sin x = $ sin3x * sin x = O or sin2x=$ sin x = O or sin2x=2 * x=O. the exact step function contains infinitely many sines. this Ay can hardly be seen.also has period 2n. Begin with the formula.. There may be several minima. We solved it by calculusto find the best point x* to enter an expressway. Infinitely many cosines add up to a delta function! (The slope at the jump is an infinite spike.11c shows the graph. 213 (local minimum). The stationary points n/4. (2) This is the function to be minimized. For the derivatives use sin2x = 1 . Then the problem is to compute it. or possibly none. At those points f(x)! is . We can use the autoscaling program in Section 1.. draw the graph. At a distance of Ax = .. n/2. or if you have a graphing calculator.cos2x. That shows the main features. : f'(x) = cos x + cos 3x + cos 5x + .4 4 to + 4 4 as x goes past zero. f The graph near the minimum looks like y = cx2. = 30 and the remaining distance 6 . and zoom in or out.
From the display of y values.02 to .0 1. and the box becomes the new viewing window (Figure 3.00000001. to work with the slope instead of the function. we have been taking the derivative for granted. The screen shows an order of magnitude improvement. But the bending from C is increased. and Newton's method takes account of it. you direct a cursor along the graph. because it stretches the axeseach pixel represents a smaller Ax and Ay. High accuracy does not come quickly. since dyldx is still zero. Sections 3. A calculator has one or more ways to find x*.12). Zoom boxes locate x*. A zoom gives better accuracy. if all boxes are square (equal scaling)? Answer The picture gets flatter and flatter. Another infinite zoom went into the formula for dfldx.the convergence is even faster.02. That derivative was produced by an infinite zoom! The limit of Ay/Ax came by brainpower alone: dy = dx X I Call this f(x). The graph of y(x) goes flatthis is harder to pinpoint.. It is natural to get blask about dyldx = 0. The solution is to change scale. + zero slope at minimum Fig. Question 1 What happens as we zoom in. To see any bending. which is dZy/dx2. We are zooming in to the tangent line. It lies between x = 1 and x = 3. The graph of f(x) crosses the x axis. It takes time to create the box and execute the zoom. the parabola y = x2 flattens to Y = X2/4. Pick two opposite corners.O1 to . and x* to the nearest pixel. We forget how intelligent it is.13 Question 2 How do you get another order of magnitude improvement? Answer Use the next derivative! With a formula for dfldx. I want to change to a totally different approach. Even better. .5 < x* < 2.12 Enter at x.6 and 3. The slope f = 2x changes from . Suppose we have a formula for dyldx. 3 o J m 60' This function is zero at x*. With a TRACE mode. The TI81 stretches by 4 as default. 3. The value of x2 moves only by . read y. let the whole process be graphicaldraw the actual ZOOM BOX on the screen. Changing x to X/4 and y to Y/4. press ENTER. In two steps the error goes from . It is easier to find a root o f(x) than a minimum o y(x). The tangent line stays flat. 3. Take the model function y = x2 for 1x1 c . The graph of driving time y(x). when we trace or zoom on f(x) = 0.0001its minimum point is hard to see.7 study f(x) = 0. The computing problem is completely changed: Solve f f Ax) = 0.Graphs driving time y (x) *0 ! 3 E3 OO 6 Fig.0001 to . we must use a long thin zoom box. In calculus. We build a new ZOOM BOX and zoom in again. Zoom in on x*. Figure 3.12 shows the zoom box blown up into a new graph of y(x). To repeat: Minimization is easier with dyldx. Reasonable accuracy comes quickly. Now 1. The first zoom narrows the search for x*.
. to move that point from (a.3 Applications of the Derhmtive The expressway example allows perfect accuracy. Ever since zero was invented.x. the calculator still shows that point as (1. 4x2 = 32 + x2. This final step is the job of the zoom. For good graphs those are necessary too. those numbers disappear. But we do prefer Y = mX and y = x2.O). 2). It doesn't change coordinates.. if the picture looks like a pancake or a skyscraper. and the graph is re&.44 is The new parabola Y = 2X2 has its bottom at (0. Rescaling to x/c and y/d puts the desired section of the curve into the rectangle. The difference in driving and x = 2 is one second. with one big difference. The equation simplifies to 60x = 30= 1. We may want a big picture (zoom out to check asymptotes). We may want more detail (zoom in to see the tangent line).4x as easily as x2.). A good photographer does more (like an artist). We might stretch one axis more than the other. Then the new equation is Y = mX. b) to (0. This will be confusing unless x and y also change. Move this bottom point to the center: y = 2x2 . Then 3x2 = 3'.. partly because their graphs go through (0. The new coordinates are X = x .2. The new x and y are boldface letten. But an everyday calculator or computer or camera is built to operate without an artistjust aim and shoot. y = . .4x has its minimum when dyldx = 4x .4 = 0. It is the same curve. / Dividing by 30 and squaring yields bra. I want to explain how to aim at y =f(x). It also displays what we never appreciatedthe extreme flatness of the graph. The exact solution is x* = A model like this is a benchmark. It accepts 2x2 . First we pick the new center point. Then take the picture. The graph is shifted.1 and Y = y + 2. mathematicians have liked that number best.I). The main point (for humans) is to make the algebra simpler. The only simpler parabola is y = x2. to test competing methods. We can solve dyjdx = 0 by alge. shifted across and up. 3 A z m m tram@rna scdes the X and Y axes by c and d : 6 X= EX and y = HY change Y= F ( X ) to y = dF(x/c).O). Often c = d.2 moves to the center of the viewing window. + EXAMPLE 4 The parabola y = 2x2.O). just like the photograph. We do.yo = m(x . We are doing exactly what a calculator does. Then we decide how far the graph should reach. Next comes scaling. time between entering at x* = & & T E CENTERING TRANSFORM AND ZOOM TRANSFORM H For a photograph we do two thingspoint the right way and stand at the right distance. Those steps are the same for a graph. It fits in a rectangle. The computer has no preference for Y = mX over y . The subjects are placed and the camera is focused. Thus x = 1 and y = .73205. When x = 1. When the centering transform acts on y 2 = m(x .
1 < d(y . b.b < 1. and bending of y =f(x) are decided by a b and c . With the right centering and the right zoom. For the model y = cx2. y). The frequency 8 has dimension l/time.a < 1 and .b) < 1.IfIf(x)l+ooasx+a. The point (1. This I function is even because y(x) = h .+ a [ (: ) . The amplitude f is a distance. shift the variables to X = and Y = r . coordinates. Apply a square zoom with c = d. d + b) is now in the corner.3. The original slope at (a. May I mention one transform that does change the slope? It is a rotation. 3.1 < c(x . the graph is extremely I . A box around the graph looks long and I .m + b for large x. The whole plane is turned. Start between . The point (c' + a. . To stretch the axes by c and d. If f(x) . The slope of dyldx is 0 . Apply the chain rule to y = dF(x/c). every parabola that opens upward is y = x2. d are chosen to produce a simpler function (like y = x2). In the new xy ~. This s transform changes y =Ax) to Y = t . Y .4 EXERCISES Readthrough questions 9 The position. To move (a. The second derivative is multiplied by d/c2. which changes the bending. Question 3 What happens to the derivatives (slope and bending) after a zoom? Answer The slope (first derivative) is multiplied by d/c. Fig. then y = m + b is a x x f . Each derivative is like an p zoom. c. A square zoom has d/c = 1lines keep their slope.1 < x ." An example is y = f cos 8t. The asymptotes of y = x2/(x2.4) are $ . 3. set x = cX and v . so the big picture is more.1 and 1. then y = b is a e . 1) was originally in the corner. A photographer might use itbut normally people are supposed to be upright. But solving dyldx = 0 is more accurate. The window after zoom is . A zoom out divides by small numbers c = d. because its graph n the x axis. You use rotation when you turn a map or straighten a picture. The function sin kx has period i .14 Change of coordinates by centering and zoom. In the next section. the equation is y/c = ~ ( x / c )The number 2 disappears if c = d = 2. an unrecognizable hyperbola is turned into Y = 1/X.1 gives y = k .4 Graphs EXAMPLE 5 Start with Y = 2X2. Calculators still show (x. as we do in practice. Question 4 Find x and y ranges after two transforms. Or elsethis is important in applied mathematicsthey are chosen to make x and y "dimensionless. gives y in terms of x: y =f(x) becomes Y=f(X+a)b andthen y = d f .x = .1 < y . Second derivatives are Slopes are multiplied by multiplied by .a) < 1 and . The numbers a. curved. Near a point where dy/dx = 0. b) to (0. 0).thelinex= b a is a vertical d . With d = 2 cm and c = 8 sec. b) equals the new slope at u . We m in to that box for another digit of x*. Combining the centering and zoom transforms. The w transformchanges Y = F ( X )to y = x . slope. Answer The window after centering is . the units are removed and y = cos t. for large x. If f(x) +.bl.
Choose an xy range or use the default. (a) Every ratio of polynomials has asymptotes (b) If f(x) is even so is f "(x) (c) Iff "(x) is even so is f(x) (d) Between vertical asymptotes. the degrees of . 19 x = 1 and y = 2 21 y = x a n d x = 4 20 x = l . 35 y(x) = sin(x/3) sin(x/5) 36 y(x)=(2x)/(~+x). 47 Find x* using only the graph of y(x). using the next derivative. (a) How many dark lines in 6 seconds? (b) With 8 beats per interval. 48 Find x* using also the graph of dyldx. 2 Another way to compute the heart rate uses marks for 6second intervals. 43 Zoom in by c = d = 4. .12? They give the stretching of the x and y axes.x)/60.7320508? 44 Ask your program for the minimum of y(x) and the solution of dyldx = 0. This is Newton's method.1/60 and d 2 y / d ~= 1/90 at x = 0. 3 Applications of the Derivative second or two 30 True (with reason) or false (with example). Doctors count the cycles in an interval. (c) Rule: Heart rate = cycles per interval times .9.14? . 3.15 16 f(x)= sin x + cos x sin x . y = O 22 y = 2 x + 3 and x = O 42 Trace along the graph of y(x) to estimate x*. 46 Show that dy/dx = . x = 3 . Which functions in 318 are even or odd or periodic? Find all asymptotes: y = b or x = a or y = mx + b." 32 Construct g(x) to be "odd around x = n" . x = 2 . 23 y = x ( x + m ) .11 38 100[sin(x + 1 5 f(x)= 1 x2 x + . How many zooms until you reach x* = 1.1) and l/(x have x = 1 and y = 0 as asymptotes. Same answer? 45 What are the scaling factors c and d for the two zooms in Figure 3.cos x + 41 Rescale y = sin x so X is in degrees. 31 and C2. 28 Both l/(x .120 1 Find the pulse rate when heartbeats are dark lines or x seconds apart. f '(x) touches zero. P and Q must be 27 For P(x)/Q(x) to have the asymptote y = 0. The most obvious difference in the graphs is 29 If f '(x) has asymptotes x = 1 and y = 3 then f (x) has asymptotes 49 What are the xy and X Y and xy equations for the line in Figure 3. In 1924 constructf(x) with exactly these asymptotes.1 12 f(x) = sin x X x3+8x15 x22 x22 x3 8x.2 sin x + sin(x .I)] x4 6x3 + 1 (b) Y = 2X4+ X 2 x2x+2 (b) y = X 2 . and Y changes from meters to centimeters. y = x 25 For P(x)/Q(x)to have y = 2 as asymptote. the degrees of .1/60 + x/90. the polynomials P and Q must be 26 For P(x)/Q(x)to have a sloping asymptote.73205 or 1. Problems 4246 minimize the driving time y(x) in the text. not radians. y = x(x+ a) 24 x = l .x2 Create graphs of 3338 on a computer or calculator. The graph of x4/(l x2) has what P and Q must asymptotes? + Change the function to y(x) = d l 5 + x2/30 + (10 . 2 Linear approximation gives dyldx z .12x + 5 on [3. 39 (a) y = 40 (a) y = x sin x 11 f(x)= x2.3 ~ ~ 6 3 37 y(x) = 2x3 + 3x2 . 31 Construct an f(x) that is "even around x = 3.(9/x) 4 f (x) = xn (any integer n) 6 f(x)= 4 .. Draw roughly by hand or smoothly by computer. So the slope is zero near x = . 3 f(x) = x .l) .zx + 1 9 f (x) = (sin x)(sin 2x) 10 f (x) = cos x + cos 3x + cos 5x In 3940 show the asymptotes on largescale computer graphs. find the rate. Some questions may not fit your software.
37x2 21x 52 y = x 5 .O1 (x . from .J W . Descartes wrote down y = x. Together they produce "analytic geometry." You already know about functions and graphs. so you can tell what is coming. Hint: Suppose y = . and hyperbolas (using 1. Straight lines use 1.O1 at x* = 1.4) or inflection point? First derivative or second derivative? Here is a list of the most important curves in mathematics.5 Parabolas. This section connects two great parts of mathematicsanalysis of the equation and geometry of the curve. Second degree curves include x2. .~ 4 . the Greeks would have written first.1 + error). Fig. Zoom in and describe the Gibbs phenomenon at x = 0.1 .2)(x . 0.2 + + + 683 57 A 10digit computer shows y = 0 and dy/dx = . The curves that I wrote last. y. Even more basic: Numbers correspond to points. It is so natural to go from linear equations to quadratic equations. and the curves they produce. 3. y. x2.x to 71. ellipses.<x<5 56 y = x sin (llx).x. What errors don't show in 10 digits of y? 58 Which is harder to compute accurately: Maximum point 53 y = x(x .< x Q 1 On the graphs of 5156. Ellipses. We speak about "the point (5. Where Euclid drew a 45" line through the origin. 54 y = 7 sin 2x + 5 cos 3x 55 y=(x32x+1)/(x43x215). parabolas.3.. and Hyperbolas (n terms).15 The cutting plane gets steeper: circle to ellipse to parabola to hyperbola. straight lines 2. 51 y = 2x5 . xy. It is quite important to see both the equations and the curves.(x) = sin x + 4 sin 3x + f sin 5x + Graph f5 and f. y2). sines and cosines (oscillation) 3. xy.2). zoom in to all maxima and minima (3 significant digits). 3. y2. 50 Define f. We now study equations of second degree. Estimate inflection points. If we go on to x3 and y3." Euclid might not have understood. the mathematics gets complicated. exponentials (growth and decay) 4. Analytic geometry has become central to mathematicswe now look at one part of it. It is not easy to rank the top four: 1.l)(x . This root should be correct to about (8 digits) (10 digits) (12 digits). x.16x4 5x3 .
The x coordinate is 8 = f . A steep cut gives the two pieces of a hyperbola (Figure 3. At the borderline.) For an equation AX^ + Bxy + Cy2 + Dx + Ey + F = 0. That simplifies to the original equation y = 3x2. It has one branch like an ellipse. parabolas are on the border between ellipses and hyperbolas. but it opens to infinity like a hyperbola. (1) Check the algebra. aiming for an equation like y = x2. It is the minimum point. The other important point is found by calculus.16aat the bottom of the parabola. The Greeks discovered that all these curves come from slicing a cone by a plane.4 doesn't approach a constant. Y = 3X2 is the same as y f = 3(x . So introduce the new variables and Y = y + f ." A level cut gives a circle. when the slicing angle matches the cone angle. With a = 3 we find y = x2the graph is magnified by 3. The quadratic formula solves y = 3x2 . The crossing points x = 1 and x = f come from algebra. The second graph shows the centered parabola Y = 3X2.3)2. x=x$ To center the vertex Shift left by 3 and up by f . Throughout mathematics. The final equation has x and y in boldface.15d).i.4x + 1. Rays reflect to focus. and a moderate angle produces an ellipse. . In two steps we have reached the model parabola opening upward. the plane carves out a parabola.3 Appllcatlonr of the Derhrathre CONIC SECTIONS The parabola and ellipse and hyperbola have absolutely remarkable properties. I directrix at y = . For a cone of light. hen x = f and y = . The graph crosses the x axis when y = 0. rescaled in (c). with the vertex moved to the origin. A parabola has no asymptotes. T E PARABOLA y = m2 bx H + +c You knew this function long before calculus. The graph will be centered and rescaled (and rotated if necessary). we will work to make it simpler. Eccentricity and polar coordinates are left for Chapter 9.16 Parabola with minimum at V. To repeat: We can slice through cones or we can look for equations.4x + 1 = 0.4 = 0. (The wall cuts into the light cone. The slope 6x . Centered in (b).4x + 1 becomes Y = 3X 2. and so does factoring into (x . we see an ellipse on the wall. halfway between the crossing points. + To zoom in on the vertex Rescale X and Y by the zoom factor a: Y = 3 x 2 becomes y/a = 3 ( ~ / a ) ~ . where dyldx = 6x .4 Fig.3 correspond to X = Y=Owhich is the new vertex: y = 3x2. is the vertex V in Figure 3. 3. The curves are "conic sections.1).1)(3x . = This The height is ymin .
and x stays between . No extra centering or rotation is needed.17 and at x = . 3. when a = b. This circle is centered at (0. The equation also shows that x2/a2 and y2/b2 cannot exceed one.a on the far left. A circle is a special case o an ellipse. The maximum y = b and minimum y = .= 1 (CIRCLES HAVE a= b ) a 2 b2 This equation makes the ellipse symmetric about (0. where it belongs.(b2/4a)is the height of the vertex. plot them together. You magnify by a factor a to get y = x2. rescale it to y = x2.p below the vertex (so the vertex is halfway between focus and directrix). Center the curve to remove any linear terms Dx and Ey. Changing x to x or y to y leaves the same equation. Problem 2.b/2a. Here C = c .b are at the top and bottom of the ellipse. and Hyperbolas A parabola has another important pointthe focus.a and a. The beautiful property of a parabola is that every ray coming straight down is reflected to the focus. at x = a on the far right of Figure 3.3. With p = 4.this is the square root below.O). Out comes the special parabola y = x2: y +4 =  (square both sides)  y = x2. They concentrate sun rays and TV signals onto a pointa heat cell or a receiver collects them at the focus. Its distance from the vertex is called p. The ellipse is inside a rectangle. Y = y . A solar collector and a TV dish are parabolic. Ellipses. It moves the vertex to (0.+ . 0). Locate each focus and discover the reflection property. and send the light outward. 0)the center. The centering transform X = x + (b/2a). Car headlights turn the idea around.b. the distance down from any (x." The directrix is the line y = . Similarly y stays between b and . 2.a). where we bump into the enclosing rectangle. (2) The exercises give practice with all the steps we have takencenter the parabola to Y = a x 2 .5 Parabolas.C produces Y = a x 2 . Rotate to remove Bxy if the equation contains it. The 1982 UMAP Journal explains how radar and sonar use the same idea. Match that with the distance to the focus at (0. the distance to the focus equals the distance to the "directrix. Summary for other parabolas y = ax2 + bx + c has its vertex where dy/dx is zero. other circles are .) Therefore x2 < a2. To draw the ellipse. Shifting across to that point is "completing the square": ax2 + bx + e equals a x + :l)i ( + C. By solving for y we get a function (or two functions!) of x: The graphs are the top half (+) and bottom half () of the ellipse. (They add to one and can't be negative. Thus 2ax + b = 0 and x = . They meet when y = 0. locate the vertex and focus and directrix. y) is y + 4. Here is a classical fact about parabolas.25 located the focus Fhere we mention two applications.3. The special parabola y = x2 has p = 114. our plan of attack is the same: 1. For the ellipse and hyperbola. x2 y2 ELLIPSES . and other parabolas Y = a x 2 have p = 1/4a. The circle equation x2 + y2 = r2 f is the ellipse equation with a = b = r. From each point on the curve.
6x + y2 . They have two foci (pronounced fosigh). Centered ellipse ~ ~ + y1 / 2 2 = 1 ~ The distance from center to 2 3 . plus the distance to F2 is constant (always 2a).54. . The right triangle in Figure 3.14y to (y .17 Uncentered circle. Adding (a + c) + (a .7)2= 4the same circle as in Example 1. The change to X = x .k moves the center of the circle from (h. The circle is determined by its radius r and its center (h. both foci are at the center. From the top of the ellipse.O).3 Applications of the Derivative centered at x = h. the distances to the foci are a + c and a . Complete y2 . k) to (0.7)2= 22.6x to the square (x .14y = .b ~ and F2isatx=c. c. a2 b2 When we rescale by x = Xja and y = Ylb. b.2ky + k2 = r2.k)2 = r2.6x + y2 .h and Y= y . This is equally true for an ellipse: x2 +=y 2 1. k = 7.3)2+ (y . k): (4) In words.h)' f + (y . 7). So r = 2 and (x . y = k.17 has sides a. As you go around the ellipse. The distance around an ellipse does not rescaleit has no simple formula. the distance to F . The equation has linear terms . EXAMPLE2 Find the center and radius of the circle x2 .54 must agree with x2 . (~h)~ The ellipse . Solution Complete x2 . The ellipse has area nab (proved later in the book). the distance to each focus is a. Now we leave circles and concentrate on ellipses.2hx + h2 + y2 . the second focus is at infinity. i s a t x = e = J a ~ . one focus on each side of the center: ~ .3)2 by adding 9. the distance from (x. Fig. + Quicker Solution Match the given equation with (4). Adding 9 and 49 to both sides of the equation leaves (x . k) at the center is r. For a parabola.14y = . For a circle. 3. y) on the circle to (h. Solution The center is halfway at (3.c.2hx and . we get the unit circle x2 + y2 = 1.7)2 by adding 49.7). and r = 2: x2 .2kythey disappear when the center is (0. The foci of an ellipse are on its longer axis (its major axis).O). The distance around the circle is 2n.c) gives 2a. EXAMPLE 1 Equation o circle: (x . All rays from F 2 reflect to F .7) to (5. Find the circle that has a diameter from (1. ..3)2 (y . From the endpoint at x = a.1 becomes + (yk)l a b2 The unit circle has area n. Then h = 3. far right is also a = 3.
Exception: straight path is 2c. So  a is close to b or  b .1.3. The most important focus is the Sun. 0). . x and y can both be large. you can be heard at the other focus (and nowhere else).5 Parabolas. HYPERBOLAS y2 a2 X 2 b2 . Solving for y again yields two functions (+ and ): a =1 gives =+ or y= 2 . Question 2 Locate the ellipse with equation 4x 2 + 9y 2 = 36. Unlike an ellipse. on England's last pound note.x and y to . Answer Change x to x .1)2/9 + (y + 5)2/4 = 1. Ellipses. y = .4 for a terrible printing mistake by the Royal Mint. (6) The hyperbola has two branches that never meet. Much 1 further out. the hyperbola climbs up beside its sloping asymptotes: x2 2 if . At the other focus a lithotripter sends out hundreds of small shocks. The ellipse is the orbit of the Earth. Now identify a and b: + 9 2  2 1 so a= and b= /. The equation becomes (x . The patient sits inside an ellipse with the kidney stone at one focus. They put the Sun at the center.y): (X )2 +y 2 + /(x 2= 2a. That makes all the difference.= I1 Notice the minus sign for a hyperbola.=1000 then b 2 1001. when x is large. The vertex V is at x = 0. Question 1 Why do the whispers (and shock waves) arrive together at the second focus? Answer Whichever way they go. (5) To draw an ellipse. Change y to y + 5. For a parabola the rays come in to the focus from infinitywhere the second focus is. In practice we start with this uncentered ellipse and go the other way to center it. Your voice is reflected off the walls to the other focusfollowing the path of the string. See Section 12. The curve goes out to infinity. If you stand at one focus and speak quietly. A hospital uses this reflection property to split up kidney stones. tie a string of length 2a to the foci. Answer Divide by 36 to change the constant to 1.5. the distance is 2a. The center is at (0. This is another equation for the ellipse: from F1 and F 2 to (X. has y > a. This description uses a and cthe other form uses a and b (remember b2 + c 2 = a2 ). The upper branch.y. since x can change to . 4 Question 3 Shift the center of that ellipse across and down to x = 1. The "whispering gallery" of the United States Senate is an ellipse. You get a spinal anesthetic (I mean the patient) and the stones break into tiny pieces. the sum of distances from the foci is2a. y = athe lowest point on the branch. and Hyperbolas 3H At all points on the ellipse. Keep the string taut and your moving pencil will create the ellipse. Foci at 94 = + . with a plus sign. Problem 24 asks you to simplify equation (5) until you reach x 2/a2 + y 2/b 2 = 1. It is still symmetric.
18y . Where is the ship? Answer: It is on a hyperbola with foci at the transmitters.X 2 = 1.except its center is (. . The hyperbola has a natural rescaling.1.x2/9 = 1.. = is larger than a and b. Question 4 How do hyperbolas differ from parabolas.y 2 = lthe hyperbola opens to the sides. far from the center? Answer Hyperbolas have asymptotes.) When the xy coefficient increases past 2. + Answer Question 5 Locate the hyperbola with equation 9y2 . Radio signals leave two fixed transmitters at the same time. + + . Parabolas don't. The vertex is a distance c . c = /. This is the hyperbola in Question 5 . For a hyperbola.I). x2 + y2 no longer indicates an ellipse.4x2 .a) = 2a.4x2 = 36.1)2 by adding 9. Then the ship is located exactly. Divide by 36. Complete 4x2 + 4x to 4(x $)2 by adding 4(3)2= 1.18y to 9(y . so 186 = 2a.18.(c . A 90" turn gives X 2 .4x = 28. Complete 9~~. The diflerence (not the sum) is (c + a) .18 The hyperbola iy2 &x2= 1 has a = 2. But now c = .3 Applications of the Derivative 7 reach curve fixed time apart light waves reflect to F2 Fig. In Long Range Navigation (LORAN) a third transmitter gives another hyperbola. and we have a standard hyperbola: y2/a2. All points on the hyperbola have this property: The diflerence between distances to the foci is constantly 2a. (They are not circles because of the xy term. Their slopes are a/b and . The reflection is on the outside of the hyperbola. Their distance from the / which . Here is an application to navigation. center is still called c. 3.4(x + $)2 = 28 9 . Recognize a = and b = & fi. The distances to F 1 and The asymptotes are the lines yla = x/b and yla = . Then Y = 1 at the vertex. Answer Question 6 Locate the uncentered hyperbola 9y2 .x2/b2= 1 becomes Y 2 . You can't miss them in Figure 3. F .$. Then y2/4 . The equation is rewritten as 9(y . Radio signals travel 186 miles in a millisecond.x/b. A ray coming in to one focus is reflected toward the other.a from one focus and c + a from the other. Similarly yla becomes Y.a/b. A 45" turn produces 2X Y = 1. A ship receives the signals a millisecond apart. and the inside of the ellipse. The appearance of x/b is a signal to change to X . This determines the curve. the foci are inside the two branches. b = 3. We show below how to recognize x2 + x y + y2 = 1 as an ellipse and x2 3xy + y2 = 1 as a hyperbola. differ by 2a = 4.
C' are painful so I go to the key point: B' is zero + if the rotation angle a has tan 2a = B/(A . and Hyperbolas To summarize: Find the center by completing squares. x2 = 0. This also changes A and Cbut the combination B~ .3. A parabola has B2 = 4AC. we deal with x and yby centering. the cone is still cut by a plane. Another example is x2 + y2 = 1. The hyperbola becomes y2 ?. The equation shrinks to x2 + y 2 = 0.x2 = 1. leaving only its asymptotes y = x.4AC = 4. as in x2 = 0. Ellipses.4AC is not changed (proof omitted). we remove Bxy by rotating the plane. + With B' = 0. It is a circle (a special ellipse).4A1C' is positive. An example is 2xy = 1. Galileo discovered that projectiles go along parabolas (Chapter 12). I I The equation Ax2 Bxy cyZ 1 produces a hyperbola if B~ > 4AC and = an ellipse if B2 < 4AC. change x and y to new variables x' and y': x = X' cos a . That positive number 4 signals a hyperbolasince A = . The degenerate case F = 0 occurs when the plane cuts right through the sharp point of the cone. because this special combination stays constant during rotation. That is in four dimensions. the equation stays the same. Finally Einstein discovered that light travels on hyperbolas.x2 = 1. rescale to one of the model equations y = x2 or x2 + y2 = 1 or y2 .1 and C = 1 have opposite signs. as predicted for ellipses.y sin a + x cos a. It is a hyperbola if A' and C' have opposite signs. After the xy term is gone. hyperbola. The combination B~ . A steep cut gives two lines. a circle with radius zero. + = The formulas for A'. y. To rotate by an angle a. Then read off a and b. B'.C). The beauty of the geometry. But if the Greeks were right. y2. However we rotate.4AC = 0 . Is the curve a parabola or ellipse or hyperbola? Start with the most important case Ax2 + Bxy + Cy2 = 1. What is the graph of AX? + Bxy + c y 2 = O? The ellipsehyperbolaparabola have disappeared. with . A level cut hits only that one point (0. It rotates to y2 . x2. Kepler discovered that the Earth travels on an ellipse (also Chapter 12). For total perfection. + + I To recognize the curve. containing any and all of 1. + All these "conic sections" come from planes and cones.y' sin a y = x' sin a + y' cos a and x cos a + y sin a y' = . A cut at the exact angle of the cone gives only one line. = (7) Substituting for x and y changes AX^ Bxy + c y 2 = 1 to A ' x ' ~ B'xly' + Cryf2 1. complete squares as in Questions 3 and 6. and one line are very extreme cases of an ellipse. two lines. x. . is matched by the importance of the equations. A plane is cutting through a cone. A single point. with B~ = 4.4AC ~ was also positive. xy.O).5 Parabolas. the curve is easily recognized from A ' x ' ~ C'yr2= 1. The remaining question is about F = 0. and not in Chapter 12. The original B~ . THE GENERAL EQUATION Ax2+ Bxy + Cy2 Dx + Ey + +F=0 This equation is of second degree.4 1 1 is negative. To find the center. which Archimedes saw. Then B ' . and parabola.
b/2a. 21 Find the equation of the ellipse with extreme points at (+2. 0) and sum of distances= 2a = 10. The area is nab = I . and an xy equation for the path. The graph of y2 . a) and (0. 2134 are about ellipses. 3541 are about hyperbolas. . If we rescale to X = x/4 and Y = y/2 the equation becomes 0 and the graph becomes a p . y = t . Draw the curves 314 by hand or calculator or computer.O). Centering by X = x 1 and Y = c moves the vertex to (0. 20 A projectile is at x = t.c): c = . 0) with foci at (+4. (b) Locate the focus and directrix of Y = 3x2. the maximum height..x2 = 9 is a q . The general equation is AX^ + C + F = 0. 0) set X = The graph of x2 + 4~~= 16 is an a . Then Y = X2. Then shift the center to (1. Which points are a distance 1 from the directrix and focus? 18 The parabola y = 9 . The equation becomes Y = d . What is special about this x? Show that it gives y = c . If D = E = 0 the center of the graph is at D . Centering by Y = y . 0) (b) with sum of distances to (1. To move the vertex to . The graph lies in the rectangle whose sides are k . 19 Find equations for all parabolas which (a) open to the right with vertex at (0. Dividing by h leaves x2/a2+ y2/b2= 1 with a = i and b = i . + All these curves are conic sectionsthe intersection of a Y and a . The equation Ax2 + Bxy Cy2 = 1 gives an ellipse when E . 23 Find equations for the ellipses with these properties: (a) through (5.. At this minimum.3 Applications of the Derivative equation vertices foci .2 and Y = y + 12 centers the equation to 22 On the ellipse x2/a2+ y2/b2= 1.x has vertex at and Y = (0.9 yields Y = x2. 24 Move a square root to the right side of equation (5) and square both sides. y) = ( b ). Find dxldt and dyldt at the start.x2/b2= 1 with a = r and b = s . 1) and (2. 1) equal to 12 (c) with both foci at (0. Square and simplify. Dividing by 9 leaves y2/a2. The sum of distances from the foci to a point on this ellipse is always n . Its lowest point (the vertex) is (x. 17 (a) In equation (2) change $ to p. A steep cutting angle yields a A .O) and (0. c) and (0.O) (b) open upwards with focus at (0. Then isolate the remaining square root and square again. The graph of 4x2 + 5xy + 6y2= 1 is a F .x2 opens with vertex at . 12). + . The w of distances from the foci to a point on this hyperbola is x .. On the upper branch y 3 t .t2 at time t.O). 2 The parabola y = 3x2 . Simplify to reach the equation of an ellipse. _+ 1).12x has xmin = .above vertex. 16 y = x2 . . All to the focus. = /.=x2 a2 b2 (0. The asymptotes are the lines ./= 3. X = x . Locate the vertices and foci.O) and (1. solve for y when x =c = This height above the focus will be valuable in proving Kepler's third law. + 1 The vertex of y = ax2 + bx + c is at x y '. . 1) and find the new equation.a) (0. The foci are at x = c = m . 15 Find the parabola y = ax2 + hx + c that goes through (0. also P y=ax2+bx+c 1 infinity y2 I H .5 Readthrough questions EXERCISES The graph of y = x2 2x + 5 is a a . The foci are at y = c = v . At the borderline angle we get a B .O) and (1. 1) and (5.(b2/4a). 3x2 is as large as 12x.O) (c) open downwards and go through (0. rays coming straight down are f + + Problems 1520 are about parabolas. Introducing .. The focus of this centered parabola is e .
4 from 1.l/(slope of tangent) = .2x . 34 What are a. 0) and (8.4y is part of (y . b.xx. what hyperbola contains (x. 31 The ellipse (x .2x . = r2 is tangent to the 10.x 2 = 1 at (xO. R is the mirror image of F . a seconddegree goes through those points. and C equal to . 41 Draw the hyperbola x2 .2x + Y2 + 6y = 6 (b) ~ ~ . Rewrite in the form Ax2 + Bxy + Cy2 + Dx + Ey + F = 0.1)2/4= 1 is really a with center at and radius .1 and Y = y + 3. This quadratic equation has two real roots if and no real roots if .12x = 0 gives the hyperbola (y .2 x . Y. .3. The roots come together when b2 = 4ac.2 x + 212y=6 + ~ ~ (d) x2 . Q is outside) PR + P F 2 < QR + QF2 P is on the straight line from F 2 to R a = .~ ~ . 2. 45 (a) When the plane z = ax +by + c meets the cone z2 = x2 + y2.4ac. ~ Show that the water surface at z = 0 is an ellipse.5 Parabolas. yo). Problems 4246 are about seconddegree curves (conics).2(x 3)2= . Show that yy. foci (0. (c) Show that the plane meets the cone in an ellipse if a2 + b2 < 1 and a hyperbola if a 2 + b2 > 1 (steeper).4AC? 36 Find the slope of y 2 . + 40 Following Problem 39 turn y2 + 2y = x2 + lox into y 2 = x2+ C with X. which is the borderline case like a parabola. Its center is and it opens to the .4y2 = 1 and find its foci and asymptotes. yo). 32 Compute the area of a square that just fits inside the ellipse x2/a2+ y2/b2= 1.y = 6. 915) is above the focus on the ellipse x2/25 + y2/9 = 1. Choose X and Y to produce X 2 + Y2 = 1. ' 29 The slope of the normal line in Figure A is s = .2 ~+) ~ (c) (2.6 ~ = 6 (c) ~ ~ .. in the tangent line. Q is any other point on the line.2 ~=)1. The x'y' equation should show an ellipse. 44 Given any curve AX^ + . + PF2 < QF1 + QF2 (left side = 2a. C. (b) Compute B2 . 33 Rotate the axes of x2 + xy + y2 = 1 by using equation (7) with sin a = cos a = l / f i . asymptotes y = 2x 26 A tilted cylinder has equation (x . + + and 2x2 + 12x 39 y2 . & I). F does AX^ tion (empty graph)? + cy2 F = 0 have no solu+ Test your numbers s and S against this equation. What is its equation and what is B~ . By the reflection property. 3.4y is part of 2(x + 3)2 = 2x2 . 4..8: the reflecting property is proved. 46 The roots of ax2 + bx + c = 0 also involve the special combination b2 . Find dyldx at that point and the equation of the tangent line. (Check the slope. 3) on the curve. c for the Earth's orbit around the sun? 35 Find an equation for the hyperbola with (a) vertices (0. Deduce steps 2. has to be the tangent line).. 37 If the distances from (x. y) to (8. the cannon was somewhere on a equation is xxo/a2+ yyo/b2= 1. & 3). y)? circle x2 + Y2 = r2 at (x. 3. = 1 goes through this point with the right slope (it 27 (4. 38 If a cannon was heard by Napoleon and one second later (b) For the ellipse x2/a2+ y2/b2= 1 show that the tangent by the Duke of Wellington. Ellipses. asymptotes y = x (y .3)2!4 + (y . (a) x2 .2y . + F =0 30 Figure B proves the reflecting property of an ellipse. points in the plane. 2. . 42 For which A. The slope of the line from F 2 is S= .2)2 = . 3: 1.2)2 . eliminate z by squaring the plane equation. P F . based on the XY equation with X = x . a n d Hyperbolas 129 25 Decide between circleellipseparabolahyperbola. 43 Show that x2 + 2xy + y2 + 2x + 2y + 1 = 0 is the equation (squared) of a single line. Therefore y2 . 0) differ by 28 (a) Check that the line xxo + yy. & 2) (b) vertices (0.) with foci at .4AC in terms of a and b.
= xi has two fixed points: 0 = 0' and 1 = 12. the sequence is 8. + 4. To explain why the x's converge (or why they don't) is the job of calculus. Suppose the function is F(x) = cos x.. To repeat: 8 is special because it equals 4 8 + 4. . then x* = F(x*). EXAMPLE 2 x.. x2 is the input and out comes x. ~ 3 = . = 4 cos x. x2. say x. It uses the cos button. the sequence goes back toward 8: Equation for limit: If the iterations x. .+. Sometimes there is no limit. goes quickly to x* = 0. seem to be approaching x* = 8. + = cos x. 73. The early numbers are not important. Starting from x. = . and x2 = cos x.7931)? Let me slow down to understand these questions. Every starting value x. The only Starting from x. x14 = . .1.54. Sometimes x* also depends on the starting value x.) = i x . that lead to x*. I am in radian mode on a calculator. is the input that leads to x. That produces x2 = cos . The graphs of y = x and y = F(x) intersect at x*. 7. 16. 8. = 1.75. which does not need a calculator. Take its cosine: x. It is thefixedpoint. This output x. The x's may approach a limit x*. . . Those numbers 0. + . and the sequence diverges to + m.7391.. depending on the function F.. Look at a second example. A. . mean that x. and it produces the sequence x . Starting from x. . What limit do the x's approach? Is it 3(... = 3 the sequence approaches to x* = 1 are from x. . x29 = . = cos x. A computer would convince us. The iteration is x.. x 3 = L . = F(x. = ix. when we see what is special about 8: When the x's approach x*.) converge to x*. .= F(x.54 = .As soon as you can. . The basins were a. . For Examples 1 and 2..... .? Absolutely not! Iteration creates a new and different function cos (cos x). Substituting xo into F gives x... 6 + 4 = 7 9 x 4 = 1 . The central idea is expressed by the equation x. Here F(x) = x2..7391. = 1 (of course) and from x..6 Iterations X n + 1 = F ( x n ) Iteration means repeating the same function. +.. 6. = cos2x. . EXAMPLE 1 x12 = . = . iterate with x.739085 . In its turn. The number . Then take the cosine of x. 8. Choose any starting value. 7 + 4 = 7 L2. what is important is the output after 12 or 30 or 100 steps: . .7391 and 8. . ." The basin contains all starting points x.7391. If we start at x.86.7391.. Each limit x* has a "basin of attraction. 4.+ = F(x.. led to .. .x + 8 is the "steady state" where input equals output: 8 = F(8).. So will mathematics.74. = 0 the sequence is 2 2 x . .).This is iteration. This limiting equation yields x* = 8. The third step creates F(F(F(x))).73. the limit of x. = 12.. x 2 = i * 4 + 4 = 6 . When we start at x.. every x. . &. . x. leads to this same number x*. .+. is special because it equals cos .. 256. EXAMPLE 3 x n + . The goal is to explain why the x's approach x* = . What is special about . = 2 we get 4. = 4 * 0 + 4 = 4 . not the squaring button.130 3 Applications of the Derivative 3. pressing "cos" each time. + 4 is X*= I * 4. x13 = .. = 8.. = F(x2).7391? Note on iterations Do x1 = cos x.
which solve the equation x* = F(x*) or f(x) = 0. Example 3 had three basinsthe interval 1 < x.). The difference x.. I challenge you to find the limits and the basins of attraction (by calculator) for F(x) = x . It may never be finished. x. = F(xJ 131 the whole line (that is still to be proved).): From (x.7391. F(x) is cos x and F1(x) is sin x... x*) = (.. by "cobwebs. < 1. First I will give a calculus proof. . . In Example 2.) go across to (x. This is the crossing point of the two graphs y = F(x) and y = x.7391 because lsin x* I < 1. x. One is the graph of y = F(x).tan x. which x* do we reach? This section starts with good iterations. From (x. The iteration x. = F(x.7391).).F(x*) z F1(x*)(xn x*)..) on the 45" line.x* is multiplied by the slope dF/dx.. x* = 0 is attracting. = cos x. There is repulsion from x* = 1 (where F' = 2)..19 shows the graph of cos x and the "cobweb. This is AF. x. The next error x.). (1) The "error" x.Its size controls the speed of convergence. The iteration jumps back and forth between these graphs. is far away. There is attraction to . Then comes a picture of convergence. The outer basin Ixo(> 1 led to co.. based on I F'I < 1 or I F'I > 1 at x*. = F(x.) on the curve. x. They lead to "fractals" and "Cantor sets" and "chaos.. . It is a very convenient way to see the whole process. . In Example 3. . The basic idea of calculus is that AF is close to F'Ax: x. We now find the rule that decides whether x* is attracting or repelling... Figure 3. At the end we discover Newton's method. not converging and not blowing up." Both methods throw light on this crucial test for attraction: IdF/dxl< 1. In Example 1.x* is the same as F(x. If x. x* is attracting if IdF/dxf is below 1 at x* x* is repelling if IdFldxl is above 1 at x*. .+ .. = F(x. The key is the slope dF/dx at x*. The iterations are aiming for (x*." The mathematics of iterations is not finished. The approximation in equation (1) only holds near x*. . Points near x* move toward x*. F is x2 and F' is 2x. + + 3J Start from any x near a fixed point x* = F(x*): . The fixed point x* = 1 is repelling. First proof: Subtract x* = F(x*) from x.) . go up to the curve at F(x.F(x*).) on the 45" line.3 6 Iterations x.x* is smaller or larger. Points near 1 move away.. There is attraction to 8. There is superattraction to x* = 0 (where F' = 0).) go up or down to (x. That height is x.. Please choose a function and join in. These steps are repeated forever. and all the rest. the two points xo = 1." Starting at (x.) involves two graphs at the same time. Now cross to the 45" line at (x. the rule is based on x. THE GRAPH OF AN ITERATION: COBWEBS .) . The next section produces crazy but wonderful iterations. F is f x + 4 and F' is i. Example 1 was x. does the sequence still approach x*? When there are several attracting points.+ . but we are converging on the answers. x. Every step multiplies approximately by F1(x*).x* = F(x.. . I admit one major difficulty. From x. x. The other is the graph of y = x (the 45" line). In Example 3.
n 2. The slope of F(x) is 4.so the distance to 8 is multiplied by f at every step. > 1 diverges to infinity. which separates the basins of attraction. Y followed by E X E. On a Casio. The path from x.O) to (0. one way is to plot (x. . Each step draws a line.20a starts the iteration close to 1. Now move the cursor vertically to y = F(x) and press E X E. The graph of y = x2 crosses the 45" line at two fixed points: O2 = 0 and l 2 = 1.xl) to ( x l . The iterations and cobwebs converge quickly. This fixed point is repelling because F'(1) = 2. Cobwebs diverge from this unstable point.3 Applicafions of the Derivative Fig. Example 3 was xn+. the graph of F(x) must cross the 45" line from below. The fixed point x = n: is in a basin by itself! Note 1 To draw cobwebs on a calculator. Figure 3.20b shows two crossings with slope zero.n Fig.xo)to (xo. 349 Cobwebs go from (xo. x.4) to (4. One path moves down to x* = 0which is superattractive because F' = 0. Continue. Then move horizontally to y = x and press E X E.. Example 2 was xn+. EXAMPLE 4 F(x) has two attracting points x* (a repelling x* is always between).= f xn + 4. Figure 3.6) to (6. Both graphs are straight lines.= xz. 3.4) to (4.6).) and give the command L I N E : P L 0 T X . That requires a slope greater than one. The cobweb is onesided. from (0. Distance from x* = 1 is doubled (at the start). but it quickly goes away.sin x. In between. graph y = F(x) on top of y = x. .20 Converging and diverging cobwebs: F(x)= x2 and F(x)= x . Notice how y changes (vertical line) and then x changes (horizontal line).xl)line to curve to line.
+ .x*). This "error equation" is . + c(ax. (4) . if it changes from f step to step) is absolutely critical. What is a good choice of c (or c. x. which is at our disposal. diverge)? 2. and f (x.) into an optimal formula for x. Suppose the x. . It is the outstanding algorithm to solve equations." THE ITERATION xn+.ca)(error). The starting guess xo is also importantbut its accuracy is not always under our control. .c(ax. Then the limit of equation (2) is (3) That gives f (x*) = 0.c~(x. : . . There are two key questions. I emphasize that iteration is by no means a new and peculiar idea. We will see how quickly Newton's method works (when it works). It is a fixed point of F (we can assume cn+ c # 0 and f (x.'s (basins can come in infinitely many pieces). If the x. Replace b by ax*. The iteration xn+ = xn.7 for "cycles" and "chaos... .) and f '(x.x*(error). Set the range (square window or autoscaling).) Subtracting x* from both sides leaves an equation for the error: f x* = x* . and it is totally built on tangent approximations..b).+~x*=x. (I write x* for the solution.) A good algorithm may switch to Newton as it gets close.: Note 2 The x's approach x* from one side when 0 < dF/dx < 1.b is zero at x* = bla. see Section 3.b) intends to find bla without actually dividing. This makes the problem interesting. and both of them are answered by the slope Ft(x*): 1. . converge to x*. The choice o c (or c. approach x* (or do the x. We start by recognizing that there are many ways to reach f (x*) = 0.'s have a limit.) +f (x*)). it solves the right equation.= X..) to decide on the next point x.) At this point we offer the reader a choice.= (1 . The function F(x) combines x." That method is an iteration to solve f (x) = 0. One possibility is to jump ahead to the next section on "Newton's Method. The other possibility is to understand (through calculus) a whole family of iterations. This family depends on a number c. (Early computers could not divide. If no fixed points are attracting. Note 3 A basin of attraction can include faraway x. The right side is (1 . Notice how F(x) is constructedfrom f (x)they are different! We move f to the right side and multiply by a "preconditioner" c. The iterations use f (x.ca)(x.3. Run the program and answer the prompt with x.6 Iterations xn+ = F(xn) . 133 For the TI81 (and also the Casio) a short program produces a cobweb. It is a fundamental technique in scientiJic computing.c (x*).. The best choice of c produces Newton's method. they used iteration.)? D W P L E 5 f (x) = ax . How quickly does x. Store F(x) in the Y = function slot Y 1 .
+ = x. They go quickly to zero. where A stands for the slope df /dx at x*: x. 3. Linear equations never do.+ .cal decides everything: x. It depends on the slope A =f ' ( x * )at the unknown solution. Newton has c = l /f '(x. By building dfldx into F(x). which turns the multiplier 1 .(l/a)(axo b) = bla. 2 h) : fail xo Fig. subtract the equation x* = x* . This is Newton's method.cA)(x. But look at the other lines. by using the slope at x. = xo .c(f (x. if the multiplier is small.x*).: Choose c. .cA is as near to zero as we can make it.) and m + 0.1 < 1 .x* = x.. Now calculus enters. You are seeing how calculus is used.) f ( x * )by A(x. When you see a &Terence off's think of dfldx.cf (x. Replace .21 The error multiplier is m = 1 . We apply the tangent approximation. However we can come close. (7) This is the error equation.f(x.x*). Then one iteration gives the exact answer: x . This example did not need calculus. Then x.x* .).ca).cf (x*): x.. . To understand x.c ( a s .ca < 1. T E BEST CHOICE O c H F The immediate goal is to study the errors x. (6) . converges to x* if and only if .. which is F'. Therefore we don't know the perfect c.cf '(x*). if (5) The perfect choice (if we knew it) is c = l/a. = l /f '(x.) = F(x.cA.) f (x*)). The absolute value ( 1 .x*. The multiplier m = 1 . = x.Newton speeded up the convergence of the iteration. This corresponds to m = 1 . f ( x J f '(x.). The error goes to zero IF' I is less than 1.ca into zero.21a.h ) : good 1 x (ax b) : best Y (ax .+ .3 Applications of the Derivative At every step the error is multiplied by ( 1 . . The key idea is that close to x* the nonlinear equation f ( x )= 0 is nearly linear.ca in the linear example.x* z ( 1 . converging in one step. . . That is the horizontal line in Figure 3. in a problem that doesn't start by asking for a derivative. We keep returning to the basic test Iml= I Ff(x*)l< 1: There is only one difficulty: W e don't know x*.). F(x) F( x ) F '(x* ) Y . The new error at step n + 1 is approximately the old error multiplied by m = 1 . .
are multiplied by the predicted m below that column: c= 1 x0 . . The third column (Newton's method) approaches x* so quickly that . . Then m x 0. Look to see whether the actual errors x. The line y = 2x crosses the cosine curve somewhere near x = f. Take c = 1 or c = l/f '(x.1.4 m = .x*.38 c = l /f '(x. then c is fixed.435.c(2xn. EXAMPLE 6 Solve f (x) = 2x . Problem 3.45063 c.98 10 multiplier m = ..x* = 0. The second column shows convergence (attracted to x*). < error):. .018.8. is substituted back to produce x. + = 4cos x.): x0 = S O XI c=1 . The errors grow at every step. After n steps the error is closely proportional to mn= (. We start from xo = f and iterate x. = 1/(2 + sin x. not f .+.. The second column shows convergence with m = .) = .4501836 and seven more digits are exact for x3. In fact m itself is proportional to the error. Note 2 Newton's method is successive substitution for f /f '. because m + 0. How does this convergence match the prediction? Note that f '(x) = 2 + sin x so A = 2. Multiplying the error by m is more attractive than ever. We asked earlier if its limit is $(. This squaring carries us from to to lo' to "machine E" in three steps... so at each step the error is squared.018 m +0 (Newton) The first column shows a multiplier below .) with three diflerent choices of c.45062669 The column with c = 1 is diverging (repelled from x*).05 c = 1/(2 + sin 4) c. The number of correct digits is doubled at every step as Newton converges.3 6 Iterations Xn+ q = F(xn) . which has IF' I = 14 sin XI< 1.cos x = 0 with different iterations (different c's).).98 4.cos x. But they cleverly wrote it as x. it is x* = .7391). The third column shows the "quadratic convergence" of Newton's method. . Iteration with c = 1 does not always fail! . = l/f '(x. .) 4. = x. It takes one genuine Newton step.. The intersection point where 2x* = cos x* has no simple formula. f (x.. This iteration fits into our family with c = i . No. Because m is negative the errors change signthe cobweb goes outward.1. Note 3 Edwards and Penney happened to choose the same example 2x = cos x." The equation f (x) = 0 is rewritten as x = x f (x). Note 1 The choice c = 1 produces x. and it succeeds.) . = l /f '(x. going down each column.) or update c by Newton's rule c.45O. This is "successive substitution. and each x. .31 will show that (error).018)"that is "linear convergence'' with a good multiplier.+ = X.
1. + = 4(xn. (2) find the fixed points x* and test IdF/dxl< 1 (3)draw cobwebs.  c (x. The errors approach zero if s . dF/dx is 12 Draw the cobweb for x. the cobweb with its "cycle. =x. + = x.6 EXERCISES Readthrough questions x. = x. then x* is a e point.x* x m( q ). Compute X. .+..+ = ax. .. f ( x )= 0 is the central problem of computing..3 are repelling. in which case F'(x*) = P .x.l? . 21 (important) Find the fixed point for F(x) = ax + s. .) .+I 3 &+I =& fi.1.1 starting from the .. =.+ = X describes. approach x* = $? 20 One fixed point of F(x) = x2 .1 = Ixnl 9 Check dFldx at all fixed points in Problems 16. What is the steady state debt x*? 25 xn+ = b/xn has the fixed point x* = Show that IdF/dx( = 1 at that pointwhat is the sequence starting from xo? 26 Show that both fixed points of x. .1 compute the sequence x. f (x) = 0 can be solved iteratively by x. The point is called I . x* = O?18 For which numbers a does x. ) and converges to (x*..3 Applications of the Derivative Note 4 The choice c = l /f ' ( x o )is "modified Newton. After one step xl = b . + 4 when 23 Starting with $1000. at x* = 9 . . : which has the fixed points 11 Draw the cobwebs for x.). = F(x.3 is attracting. = x i + x.cf (x. When is it attracting? 22 What happens in the linear case x.. so speed is important. Why don't the x." After one step of Newton's method. .F(x*) z I ..x: Draw .1 and x. + = tan x.) 4 xn+l= l / f i 6 x. This is an intersection of y = x3 and y = n .. Convergence to x* is w certain. : After two steps x2 = F(xl) = c .. 17 For which numbers a does x. . = t "successive u "and c = v is modified Newton. h < 1. starting from xo = 2. the other is repelling. In both cases dF/dx = 1 at x* = 0. What is your steady state balance x*? What is x* if you start with a million dollars? 24 The US national debt was once $1 trillion.. x2. For F = x3 the fixed I . The x. The choice produces Newton's method. because they don't require a new ff(x.+. or x* = d . from different x. 3..l)/a? . an a .. periodic point xo = 0. + ~ 3xn(1x. to f . We have three ways to study iterations x. xo) to points have F ' = ( . will converge to it if x.): (1) compute x l .. Are they attracting or repelling? 10 From xo = . are repelled if k .= a(x. x*) = m . x* = (a .). What do the iterations do? 27 A $5 calculator takes square roots but not cube roots. 5 x . The choice c = 1 is c. find the basin of xo's that go to the attractor. . c is fixed. F = x3 has f fixed points. you spend half your money each year and a rich but foolish aunt gives you a new $1000. ..x i ) converge to 19 Iterate x. The steps are quicker.x* = F(x. l to see if the iterations are attracted too. + = sin x. . Starting near a fixed point. .95).+ .2 8 .x:) converge to . and it is superattracting because 0 . But we need more steps. The multiplier is m = r . Solve equations 1316 within 1% by iteration. The cobweb goes from (x. .x i ) to see chaos. .+ = x i .+.0..+ = . Millions of dollars are spent on Newton's method. to test convergence: 1 Xn+l =xi 3 2 x. but overspending adds another $100 billion. . .+ = x. converges to $. .x..6 and xo = 2. and x. Solve f (x) = 0 in 2932 by the iteration x.) = 7 x. Explain why xn+ = In Problems 18 start from xo = . . x.= a(x. . In all its forms." Two steps produce x.). Rule: Cobwebs are twosided when .+ 1 = 2xn(1. = 1 )x.. That is because the x. If it happens that input = output..cf(x*). Subtracting x* = x* . By experiment or cobwebs. Inflation reduces its real value by 5% each year (so multiply by a = .+~ =4xn.%. ) to ( . a = 1 and when a = .+. 28 Start the cobwebs for x. . the error equation is x. Another periodic point is Start nearby at x o = . . find a c that succeeds and a c that fails.+x. (a) Do the iterations converge? (b) Propose a theory based on F" for cases when F' = 1.
.9 to find basins of attraction to n. The new guess .5x + 4. 4n. + ~ = x. We know where we are.? The graph has height f (xo) and slope ft(x0). From xo = 2.7 < xo < 1. the formula for x. comes from f (x.). We now do that directly. are these graphs approaching? ~~ 43 Graph sin x and sin(sin x) and (sin)%.9 (in color?). .)(x. 39 In the iteration for x2 .) = 0 is step 1 of Newton's method: At this new point.tan x has fixed points where tan x* = 0.7 Newton's Method (and Chaos) The equation to be solved is f (x) = 0. We don't know if the curve bends (we don't have f "). 37r..7 Newton's Method (and Chaos) 137 33 Newton's method computes a new c = l/f '(x.) at each step.8 and 1. 34 Apply Problem 33 to find the first six decimals of and n/6. we settle for f (x. compute f (x. . 36 Test Newton's method on x2 .1 = 0. Also ( ~ 0 s )What. which crosses at x2. Section 3.2 = 0 and f(x)=sinx+=O. 40 What are the solutions of f (x) = x2 + 2 = 0 and why is Newton's method sure to fail? But carry out the iteration to see whether x. Mark them on the line from 0 to n. (the next guess). 41 Computer project F(x) = x .22 shows x* and a starting guess x. + a. )the height and slope at x.0 and 1. while the curve crosses at x*.x. Its solution x* is the point where the graph crosses the x axis. + is Newton's method. The best plan is to follow the tangent line. ) and f'(x. Newton replaces f (x) by its linear approximation (= tangent approximation): We want the left side to be zero. (b) Newton's iteration has F(x) = x f (x)/f '(x). The multiplier for Newton is m = 0.+ . which uses all the information we have.). and which direction the curve is going.). What do we see at x. 37 Find the multiplier m at each fixed point of x . They give a new tangent line. Write out the iteration formulas for f (x) = x3 .x. 2n. At every step we want f (x.C(X:. which multiple do you reach? Test points in 1. @ 35 By experiment find each x* and its basin of attraction. And more basins between these (afractal).9. . So x* is any multiple of n. Predict the convergence for different c (to which x*?). when Newton's method is applied to f (x) = x2 .x.this x.) = 0 After dividing by f '(x.. The best we can do is to make the right side zero! The tangent line crosses the axis at x.) +f '(xo)(xl . 42 Graph cos x and cos(cos x) and cos(cos(cosx)). Our goal is to come as close as possible to x*. starting far out at xo = lo6. What are these graphs approaching? Why so slow? 38 Make a table of iterations for c = 1 and c = l /f '(xo) and c = l/f'(x. Magnify the picture around xo = 1. Show that F' = 0 when f (x) = 0. based on the information f (x.Dividing by f '(xo) and solving for x. . .2 = 0. when f(x) = x2 4 and xo = 1.) and f '(xo).6 reached Newton's formula for x. Near x* = 1 the multiplier approaches m = 0. find dF/dx at x*: 3. At first the error is reduced by about m = 3. Between any two basins there are basins for every multiple of n.3.) +f '(x. . Figure 3. + ) = 0 and .
EXAMPLE 1 (Square roots) f(x)= x 2 . That makes Newton's method converge at high speed. Guess the square root. = F(x. + b/x. (4) This simplifies to x.).22 Newton's method along tangent lines from xo to x. Formula (3) is exactly Ax = f(x.. They are Ax (across) and Af (up) and the slope f'(x). .)/f'(x. we can estimate the third. when x 2 = b. Estimate the change Af from f'(x) Ax 3. and formula (3) for the new guess becomes Xn + 1 = Xn x2 b 2x.). It is remarkable to realize that calculus has now used all three calculationsthey are the key to this subject: 1. The slope is f'(x..) (3) F(x.138 3 Applications of the Derivative 31.). Newton's method is a quick way to find square rootsprobably built into your calculator.b is zero at x* = b and also at b. They iterated xn. 3. The ancient Babylonians had this same idea.21 tangent line Fig.5 . +. = xn+ x  (X.): F(x) = 2 x+  x and F'(x) = 2 17 1 The Babylonians did exactly the right thing.1) (Section 3. +1 = ½(x. b 2x.) = 2x. and average the two numbers.1) (Newton's method) The desired Af is f(x. Estimate the change Ax from Af/f'(x) (Section 2.  1 2 X. The slope F' is zero at the solution. Newton achieves F'(x*)= 0which is superconvergence.) converges quickly to x*. Estimate the slope f'(x) from Af/Ax 2. 5 . crosses the axis at xn+ 1 : Newton's method Usually this iteration x. to x 2. Linear approximation involves three numbers. If we know two of those numbers. divide into b.5 1. The convergence test is IF'(x*)I < 1. =. without knowing functions or slopes. The tangent line from x.
It will never cross the axis. E $(error):.2x2.. Subtracting = x* = 2 from both sides of x . Example 2 has F(x) = 2x . + ~ F(xn) gives an error equation which displays that square: This is (error). x a fi fi Here f (x) = (llx) . Finding basins of attraction was one of the problems that led to fractals. After that Figure 3.2 is not good: The algebra in Problem 18 confirrhs those experiments." but other parts of the basin may be far away.1. The tangent line goes to a negative x. Newton converges to instead of + That is the other x*. The first step computes 410 and blows up.. Then x. = . with many starts x. we don't divide: Do these iterations converge? I will take a = 2 and aim for x* = f. (8) At each step the error is squared.= F(xn)converged to the 45" line. This is terrific if (and only if) you are close to x* = ).a = 0 to find x* = . start the iteration xn+ .. Figure 3. Newton uses f '(x) = . Now x* is the point on the axis where f (x*) = 0. The fixed points are x* = f (our solution) and x* = 0 (not attractive). . 1 1 EXAMPLE 2 Solve . It explains the speed of Newton's method. In this section we are drawing f (x).3.is f f '(x) (f'w2 "(x). is negative or xo > 1. . Around every solution is a "basin of attraction. = f (1 + 4): The wrong decimal is twice as far out at each step.i=2(x..without dividing by a. The slopes F' (x*) are zero (typical Newton) and 2 (typical repeller).1/x2. Remark 1 You can't start this iteration at xo = 0. To repeat: It is f(x*) = 0 that we aim for. Remark 2 Starting at x. In the previous section we drew F(x).= f (xn+ 4/xn)at xo = 1. Often it is difficult to predict which x* Newton's method will choose. .Subtracting 4from both sides of (7) changes the iteration into the error equation: X ~ + ~ = ~ X . Numerical experiments are needed. . There is divergence if x.22 shows a long trip backwards. Then Ff(x)= 0 when f (x) = 0.7 Newton's Method (and Chaos) To find a. The error is squared.i)~. But it is the slope Ff(x*)that decides whether we get there.22a shows whythe tangent line at zero is horizontal.a. The key to Newton's method is Ff= 0 at the solution: The slope o F(x) = x . The iteration xn+.becomes ~ X ~ ~~+. There is fast convergence if 0 < xo < 1. Otherwise squaring a large error and multiplying by . Surprisingly. where x* = F(x*).
x. and every iteration doubles the angle. x. We will now discover x. and maybe not so important. = i(10 . Then x2 = cot 48. a number near zero eventually appears.." It is tempting to retreat to ordinary examples..) bounces around.3 Applications of the Derfvative The examples x2 = b and l/x = a show fast convergence or failure. Figure 3. its convergence is overwhelming. E A P E3 XML What happens to Newton's method ifyou ask it to solvef (x) = x2 + 1 = O ? The only solutions are the imaginary numbers x* = i and x* = . But the experiments showed something different (and mystifying).... = cot 2" 8. and n. The iteration for 2x = cos x was in the previous section. The results are absolutely amazing. . . That has to be the main point of this section: Follow the tangent line. Then x. There is no real square root of 1.i (nothing is imaginary). The function can be much more complicated than x2 .1. . I expected other sequences to go to infinity. In Chapter 13. Here I am going to choose a third example that came from pure curiosity about what might happen. Instead of those good functions. is less than half as large. even if the curve y = x2 + 1 never crosses. and Newton's method x. The equation is x2 = . and in reality. where Newton's method is a big success.): In the left equation.i. Then the next guess divides by that small number and goes far out again. O The key is an exercise from trigonometry books. After x. This is the formula. Example A The sequence xo = 1.llx. the common denominator is 2 sin 8 cos 8 (which is sin 28).23 starts from xo = 2 = cot 8.. and the error was squared at every step.&)= 4. . . + A FORMULA F R x..n/4. Newton's method might as well give up. It is followed by x. but somehow it is more interesting.sin2 8 (which is cos 28). If Newton's method starts close to x*. Then x2 divides by zero and blows up.. By trying exercises from the book or equations of your own. Our points are on the cotangent curve.95. Newton's method solves much harder equations. The numerator is cos2 0 . Most of those problems just give practice with sines and cosines. x2 = m matches the cotangents of . = cot 28. After much indecision and a long wait.4 (in practice it certainly is). and the identity says this: If xo = cot 8 then x. This sequence blows up because x. Equation (5) still gives the iteration for b = . = 0. = 0.llx. This reminded me of "chaos. has a division by xl = 0. = +(x. Replace cosinelsine by cotangent. But it has no way to know that! The tangent line still crosses the axis at a new point x. is large. So what do they do? The starting guess xo = 1 is interesting. When x. = 10 comes x. There is no real solution x*..1: The x's cannot approach i or . you will see that the fast convergence to $ is very typical. but this one exactly fits +(x. may I stay with this strange example x2 1 = O ? It is not so predictable.n/2.
and 4~13. each new z turns out to involve only the old z and z2: + . = . Then x. = cot 2"O.2  + 1  1 (11) . This sequence cycles forever because xo = x2 = x. that a simple rule can lead to answers that are too sensitive to compute.1 +(cot 2n8)2= (sin 2n0)2. By switching from x to z = l/(l x2).6 and 14.) into one that is even simpler. CHAOS FROM A PARABOLA /fi.7 Newton's Method (and Chaos) X2 X.: zn= . 1 x. After ten steps 0 is multiplied by 2'' = 1024. is about half as large (at 20).. We are accustomed to complicated formulas (or no formulas). the cotangents would still be close. Eventually one of the angles 4 8. The headline "Forecasting Pushed Too Far" appeared in Science (1989). X3 x0=2 Fig. This chaos in mathematics is also seen in nature. Example B The sequence I/&. Example C Start with a large xo (a small 8). when 8/n was or 3.23 Newton's method for x2 + 1 = 0 Iteration gives x. This is typical. This is a revolutionary idea.. . The most familiar example is the weather. hits on a large cotangent.2n/3. which is much more delicate than you might think. What we have here is chaos. but now they are different by 1024". 1 I /& matches the cotangents of n/3. . and Problem 28 shows where it comes from. 3.+ = 4(xn. and the x's go far out again. leads to z.. They are also extremely sensitive to the value of 8. The article said that the snowballing of small errors destroys the forecast after six days. Our formula for x. Examples A and B were special. They are strongly repelled by all points. The starting angles 60" and 61" look close. which are absolutely hopeless after 100 steps.8 8. There are books about it.. This is the most famous quadratic iteration in the world. In fact the xlo's are 0. We are not accustomed to innocentlooking formulas like cot 2" 8. We can't follow the weather equations for a monththe flight of a plane can change everything.. If that were a multiple of 18W. First I will change the iteration x. The x's can't converge.3. Now I get to tell you about new mathematics.llx.
Here F = az . But it also becomes unstable as a increases.. .6692. Our case is a = 4. I start with a random number zo.5 you see a "4cycle" in the tableit repeats after four steps. approach z* = 0 for 1 < a < 3 the z. you . That happens when a is small: for 0 < a < 1 the z.z2. Those stability windows are reduced by the Feigenbaum shrinking factor 4. and there are at least three possibilities: The z. x and y are fixed points of the double iteration z . They are the fixed points where z* = az* .452. At that point the period doublesfrom 2 to 4. It is easy to check IF'I < 1 at the limits predicted above. z3.55. Those satisfy y = F(x) and x = F(y) = F(F(x)). This cycle must be attractive or we would not see it. With a = 3. . But remember the test for approaching a limit: The slope at z* cannot be larger than one." It alternates between x = 342 and y = . approach z* = (a . I don't know why. converging to ). Down each line of Figure 3. The hard problemsometimes impossibleis to predict what happens above a = 3. The z's cannot approach a limit when IFt(z*)l> 1. In the window for period 3.. for different a's.383 to 327 to SO1 and back to 375. but they are all unstable before a = 3. The new thing is to locate this quadratic as the last member (when a = 4) of the family Example 2 happened to be the middle member a = 2. the computer has plotted the values of zlool to z2000omitting the first thousand points to let a stable period (or chaos) become established. Something has to happen.3 Applicaiions of the DerhrcrHve The sine is just as unpredictable as the cotangent.2az. All numbers stay between 0 and 1 and they may approach a limit.)).'s can cycle or Jill the whole interval (0.l) or approach a Cantor set. and compute z. If we look at a double step = when a = 3.4. You can see it on your own computer.45. No points appeared in the big white wedge.57..a(z*)'. When a increases past 3.24..l)/a Those limit points are the solutions of z = F(z). Cycles of length 16 and 32 and 64 can be seen in physical experiments. when 2"8gets large. Next comes an 8cycle. What happens then? The new and unexpected behavior is between 3. and write down steps 101 to 105: The first column is converging to a "2cycle.az2 has F' = a . Here we describe some things to look for. It is fascinating to watch the behavior change as a increases. which is stable in a little window (you could compute it) around a = 3. The sequence bounces from 375 to . The cycles are stable for shorter and shorter intervals of a's. + ~ F(F(z. this cycle becomes unstable..57 and 4. .The general principle is to start with a number zo between 0 and 1. . I would like to give a brief and very optional report on this iteration. take 100 steps.
.. are in the set. which looks like the famous Cantor set: To construct the Cantor set. take out the middle thirds. when blown up.8. All the endpoints 3. Every section. The snowflake boundary has dimension larger than 1 and smaller than 2. . scaled down by 9. like an infinitely long coastline. a=4 see only three 2's. Fractals That selfsimilarity is typical of a fractal. divide [O. So is $ (Problem 42). The Cantor set has dimension larger than 0 and smaller than 1. f. . CANTOR SETS AND FRACIALS I can't tell what happens at a = 3. . The z's may come close to every point between 0 and 1. 3. There may be a stable cycle of some long period. 4 Fig. WellesleyCambridge Press). 12. The final boundary is selfsimilar. At every step the bumps lengthen the sides by 413. .7 Newton's Method (and Chaos) 143 c The ~eriod 2. 5) and (&#) from what remains.4. From 0 to 6 the Cantor set is there again." What is especially striking is its selfsimilarity: Between 0 and you see the same Cantor set three times smaller. There is an infinite sequence of scales. Covering an ordinary line segment with circles of radius r would take clr circles. 4. .. . A mathematical snowflake starts with a triangle and adds a bump in the middle of each side.l] into three pieces and remove the open interval (4. The word "fractal" comes from fractional dimension.24 Period doubling and chaos from iterating F(z) (stolen by special permission from Introduction t.azz from any zo and plotting the results... 6. Then remove (&. Period 3 is followed by 6. You can reproduce this figure by iterating zn+ = azn.24. The points that are left form the Cantor set.. A third possibility is to approach a very thin limit set. is the number of z's in a cycle. There is period doubling at the end of every window (including all the windows that are too small to see).3. For fractals it takes c/rD circlesand D is the dimension. copies the larger picture. Nevertheless the lengths of the removed intervals add to 1 and the Cantor set has "measure zero. At each step 3)..o Applied Mathematics by Gilbert Strang.
Its equation is y f (x.+. and statistical tests find no pattern. I don't know what that does for astronomy (or astrology). goes everywhere and nowhere. . = X 8. if)G( Secant: x. Both should .x. The most original books are Mandelbrot's Fractals and Fractal Geometry. We return to friendlier problems in which calculus is not helpless. at the end of Figure 3.. f (x.25 Cantor set (middle thirds removed).) = 0.). Our cover has a fractal from Figure 13. (Af/Ax)n The secant line connects the two latest points on the graph of f(x). Its behavior is chaotic. .11. The newspapers report that Pluto's orbit is chaoticeven though it obeys the law of gravity.3 Applications of the Derivative Fig. But calculus can approximate by AflAxusing the values of f(x) . Fractal snowflake (infinite boundary). 3.). Place the formula for f (x) in slot Y 1 and the formula for f '(x) in slot Y 2 on the Y = function edit screen.42: has a = 4. The most readable book on this subject is Gleick's bestseller Chaos: Making a New Science.24. The secant method follows the secant line instead of the tangent line: . Prediction: Three secant steps are about as good as two Newton steps. where Af f(xn)f(xn1) xnxn1 (13) . The programs pause to display each approximation x. If f (x. The sequence z. Think what this means in an experiment (or the stock market). . . z. there is absolutely no way to predict the results. No measurement can ever be sufficiently accurate.) = (Af /Ax)(x . The motion is totally unpredictable over long times... ~. Answer the prompt with the initial x. If simple rules produce chaos. and the difference x. SECANT METHOD: CALCULATOR PROGRAMS .. The hard part of Newton's method is to find df ldx.. These Newton and secant programs are for the TI8 1.. The most dazzling books are The Beauty o Fractals and The Science f of Fractal Images. give four times as many correct decimals: (error) . Set y = 0 to find equation (13) for the new x = xn+ . NEWTON'S METHOD VS. Press E N T E R to continue or press 0N and select item 2 : Q u i t to break.=x. Our iteration zn+ = 42. where the line crosses the axis... . the value f (x. . We need it for the slope of the tangent line. For all practical purposes the numbers are random. already computed at x.( e r r ~ r ) Probably the secant method is also chaotic for x2 + 1 = 0. in which Peitgen and Richter and Saupe show photographs that have been in art museums around the world. the programs display R 00 T A T and the root x.x. and x .
. (b) f '(xo)= 0. are normally related by 4 convergence. Raphson carried the idea forward but got partial credit at best.. and 1.2 x o ( < 1 or O < x o < 1. .5 = 0..3..)2.) = (1 . .. .+ .2x .. converge to h if xo > 0 and to f (x) = x2 + 1. while the c crosses at x*. 19 With a = 3 in Example 2. converges to a single m .. 1 .7 Newton's Method (and Chaos) 145 :Y+T :Yl+Y : D i s p "ENTER F O R M O R E " :D i s p " X N F X N XNXNMI" :D i s p X :Disp Y :Disp D :Pause :If Y#O :Goto 1 : D i s p "ROOT A T " :Disp X PrgmN:NEWTON :Disp "x@" :Input X :X+S : Y p Y :LbL 1 :XY/Y2+X :XS+D :X + S : Y p Y :DispWENTERF O R M O R E " : D i s p "ON2TOBREAK" :Disp " " :D i s p " X N F X N XNXNMI " :Disp X :Disp Y :Disp D :Pause : I f Y#g.2xo1 > 1. This is number of correct decimals f at every step.ax.az. = i ..b = 0. crosses the axis at x. For a d 3..3x. The errors at x.. which is a onedimensional example o f a 0 . the The b to the curve solution x = a is Newton's x.) = 0. . Draw a graph to show which xo lead to which root. = g . From which side? . to decide which xo lead to x* = 5. = az. After two steps from xo = 2. 10 x4 .. approach zero (so x. in Example 2 is the same as (1 .'s approach? 3 I believe that Newton only applied his method in public to one equation x3 .1 (5 decimals). What . = F(xn)= Solve x* = F(x*) and find F1(x*).) +f '(x.ax. 20 Rewrite x. EXERCISES 7 Solve x2 . Run Newton's method starting from 0. This cannot converge to k . 5 Find x. 18 (a) Show that x. 1. For f (x) = x2 .. Later the limit is a Cantor set. For which xo does the sequence 1 ax.Thecantorsetisself. The (error). + tan x = 0 (find two roots) (are there more?) . 8 If f (x) is increasing and concave up (f' > 0 and f "> 0) show by a graph that Newton's method converges.) = 2x. Choose any xo except x*. (b) Prove divergence if 11 ... .5.1 and estimate its roots x*.x = 0 (which xo to which root?) 13 x + 5 cos x = 0 (this has three roots) 14 x . 1 To solve f (x) = x3 . . 6 Graph f (x) = x3 . z. . = 2x. experiment with the Newton iteration x. The i if xo < 0. fi 22 Find all solutions of x3 = 4x . Instead it leads to chaos.. Experiment to decide which xo converge to which root.2x. Prove convergence if 1 . After a = 3 the limit is a 2cycle.x = 0 (which xo to which root?) 12 x3 .. and x.2 ~ ~ ) ~ . which means n . For x.09455148 are correct? 4 Show that Newton's method for f(x) = x1I3 gives the . how many decimals in x* = 2. if (a) f (x. . the iteration becomes x.3x .l)/(x + 1) Newton's formula is x. x A d .ax: as (1 . :Goto 1 : D i s p "ROOT AT" :Disp X PrgmS: SECANT :Disp "X@" :Input X :X + S :Yl+T :D i s p " X I = " :Input X :Yq+Y :LbL I :XS+D :X + S :XYD/(YT)+X 3.b.) = (1 .5 and 3. Changing to z = 1/(x2+ 1) yields the parabolic iteration z. + lla)? 21 What is Newton's method to find the kth root of 7? Calculate to 7 places. strange formula x. . = 2xn. .x.. limit do the x. = I .2x. Solve 917 to four decimal places by Newton's method with a computer or calculator. Draw a graph to show the = 0.1.)(x .. Newton's iteration is x. what iteration comes from Newton's method? 2 For f (x) = (x .7 Readthrough questions When f (x) = 0 is linearized to f (x.100 = 0 (faster or slower than Problem 9?) 11 x2 .6x + 5 = 0 by Newton's method with xo = 2. + = 2x. iterations.P . .
which finds fractals.1).6.452.1. Extra credit: Which xo's give convergence? 44 Apply the secant method to solve cos x = 0 from x0 = . + 4 + & + .4 is negative at x = 1. Test on f ( x )= x2 . Switch to a faster method when the interval is small enough. and 1. 41 If the zoom factor is 10. take three steps for f ( x )= x2 . The cycle is from 342 to .9 and test.75. Stop if f ( x 0 ) and f ( x . 1).+ = 4(yn. Solve lox3 . Try Newton's method from x. find its sign at the midpoint x2 = $(xo+ x . 39 Three bisection steps reduce the interval by what factor? Starting from xo = 0 and x . show that 2 . Repeat on that halflength (bisected) interval.y) < (1. The inputs are xo and x.5.3O8 16907 1 does Newton's method ever stop? 43 The solution to f ( x )= ( x .95. From which xo does it converge? The distance to method solves x / ( l . 38 Write a code for the bisection method. and Problem 35 and the point x2 where it crosses the axis.tan x... . = 1/(1+ xi).O) (x..05.308. .+ = .42: equals sin228. find the step Ax from f "(x. = 1. never returns to xo =cot 1. . Then graph Y3(x) < = Y2(Y1(x)) Y. ) have the same sign. Continue.8. x* = 0 is exactly squared.4 changed to 2 or 3. =cot 2"0 blow up? For 8 = 4 7 when does cot 2"8 = cot 8? (The angles 2"8 and 0 differ by a multiple of 7c. )= 5 to reach x2 = 2. This leads to the computer project in Problem 3. Also find a pair of points for which y = F(z) and z = F(y).2/4(yn. = 42. Problems 3341 are about competitors of Newton.. Which is closer to x* = 2? 46 Use the Newton and secant programs to solve x3 .1 and x. Newton uses f ' ( x . What is the iteration to solve x2 = O ? 33 To speed up Newton's method.2. + 34 Halley's method uses S. 42 The number 2 equals $(1 .1 f (x. 29 If F(z)= 42 . Graph sin x and three iterations from xo = 2 and xo = 1. Show that this equals y.1. 45 Try Newton's method on cos x = 0 from xo = . and negative at the midpoint x = 1./f A) f: = 0 .lox2 + 22x + 6 = 0 from xo = 2 and 1. 31 Newton's . So x* lies in what interval? Take a second step to cut the interval in half again. 23 For 8 =n/16 when does x. 48 Graph Yl(x)= 3 . show that x . show that x l = 1 + O ( 2 ) which is cubic convergence. 37 f ( x )= x2 . = xo + 7c (and x2 = x . positive at x = 2.x ) = 0 by x. find the quadratic iteration (10)for z = lly. = xo. .4z2 what is F(F(z))?How many solutions to z = F(F(z))?How many are not solutions to z = F(z)? 30 Apply Newton's method to x3 . 32 At a double root. to . l/y. 40 A direct method is to zoom in where the graph crosses the axis.308. 47 Newton's method for sin x = 0 is xn+ = x. Decide whether f ( x ) changes sign between xo and x2 or x2 and x. Newton only converges linearly.36 = 0 to find the basin of attraction for x* = 1. 28 Turn Problem 27 upside down. At each step print Problems 2329 are about x% 1 = 0 and chaos.For f ( x )= x2 . and 1 never differ by a multiple of n because 26 If zo equals sin20. The angles 2. starting from xo = 1 and x = 2.l)/y:. Predict the result for xo = 1. 27 If y = x 2 + 1. the code calls f(x).0) = 0 is x* = 1....) Axf '(x...) + from xo = 0 and explain. It connects the local pictu.) = 0. 2. ).39. + Axf + *AX(S.64x . each new y is out an interval that contains x*.21141 = 0 by several zooms. 49 Repeat Problem 48 with 3.e (slope at a point) to the global picture (average slope across an interval)..3x2 + 2.146 3 Applications o the Derivative f Bisection method If f ( x )changes sign between xo and x .5.9)/(x. 3. Calculus depends on this connec . + 71).x2) and Y2(x) Yl(Yl(x))in the ~ = 36 Draw a graph of f ( x ) = x2 . = 1 + E. In other words it relates df / d x to Af / A x . x. q .) 24 For 8 = 7c/9 follow the sequence until x. Compare with Newton.8 T e Mean Value Theorem and IgH6pital's h Rule Now comes one of the cornerstones of calculus: the Mean Value Theorem. then the number of correct decimals for every zoom. From xo = . .5 or 4.Show that it is in the Cantor set..4 = 0. 25 For 8 = 1.295~ . It survives when middle thirds are removed. .4 to show the secant line in square window (0. In this example Newton does not always find a root. Y. Find Af /Ax and the next point x2 by hand.9.10.).41.5. = 8. 35 Apply the secant method to f ( x )= x2 .8. If cot xo is exactly n.
It equals df/dx at c. This special case (keeping the assumptions on f(x)) is called Rolle's theorem. we just claim (with proof) that such a point exists.26 (a) vjumps over (b) v equals tion. Suppose the function starts at zero and returns to zero. At that moment the velocity does not exist. is there a moment when the instantaneous velocity is 75? Without more information. In Figure 3. The average velocity is Af _ f(2) f(0) 150 75. 3M Mean Value Theorem Suppose f(x) is continuous in the closed interval a < x < b and has a derivative everywhere in the open interval a < x < b. 3. This is not a constructive theorem. Then f'(c) =0 at some point with a < c < b. 3N Rolle's theorem Suppose f(a) =f(b)= 0 (zero at the ends). The velocity could be 100 and then 50averaging 75 but never equal to 75. f .26a has no derivative at x = 1. We don't find c. the answer to that question is no. Thus f' is defined in (a. b). We have to prove that f'(c)= 0 at a point in between. (The distance function in Figure 3.3. which we saw first for velocities. Geometrically. If we allow a jump in velocity.8 The Mean Value Theorem and I'H8pital's Rule 13U 1JU  147 100 50 100vt7 75 I I f(t). b). Figure 3. it can jump right over its average. The value of c is not known. Then at .27a shows the difference between f= 0 (assumed at a and b) and f' = 0 (proved at c). then f' = 0 at the turn. t=2 Fig.(1) The left side is the average slope Af/Ax. The notation for a closed interval [with endpoints] is [a. if f goes away from zero and comes back. The average slope or velocity is zero. and f remains continuous at a and b. At 20 2 The conclusion of the theorem is that df/dt = 75 at some point inside the interval. Proof At a point inside the interval where f(x) reaches its maximum or minimum. b]. For an open interval (without endpoints) we write (a.I ave = 7575 75 I  50  1 t=2 Vaverage.26b the distance increases by 150 when t increases by 2. df/dx must be zero. There is a derivative df/dt at all interior points (but an infinite slope at t = 0). The proof is based on a special casewhen f(a) = 0 and f(b) = 0. .) We will take away this cheap escape by requiring a derivative at all points inside the interval. That is an acceptable point c. c 1 vaverage. A derivative is allowed at those endpoints toobut the theorem doesn't require it. If the average velocity is 75. There is at least one point where f'(c) = 75.f(b) f:: f(a) '(c) at some point a<c<b.
a). Close becomes exact ( z becomes = ) when f ' is computed at c instead of a: 6 + ?If f ( x ) doesn't reach its maximum M. EXAMPLE 1 The function f (x) = goes from zero at x = 0 to ten at x = 100. At those endpoints dfldx might not be zero. He may not have believed his own theorem! Probably he didn't know what it meantthe language of "evanescent quantities" (Newton) and "infinitesimals" (Leibniz)was exciting but frustrating. not Newton and Leibniz). and what was really serious. So he went back to number theory. Proof of the Mean Value Theorem We are looking for a point where dfldx equals AflAx. 3.? It is ironic that Rolle himself did not believe the logic behind calculus. But in that case the minimum is reached at an interior point c. Curves had infinitely many flat sides. The truth is that nobody cares about the exact value of c. Rolle's theorem applies to F(x).27b. The desired point c is found. then 1/(Mf ( x ) ) would be continuous but also approach infinity. slope df/dx  / ' Fmax f (c) = 0 Fig. Its average slope is Af/Ax = 10/100. The Acadkmie des Sciences had to stop his battles (he fought against ordinary mathematicians. iff (x) < 0 in between. this distance is F(a) = F(b) = 0.3 Applications of the Derivative Small problem: The maximum could be reached at the ends a and b. Limits were close but never reached. b] reaches its maximum and minimum. the distance F(x) between the curve and the dotted secant line comes from subtraction: At a and b. This is the Extreme Value Theorem. Its existence is what matters. which was basic to this chapter. Essential fact: A continuousfunction on [a. proving the theorem. f In Figure 3. loo). but his special case when f (a) =f (b) = 0 leads directly to the big one. even though it blows up at the end x = 0. The derivative ff(x)= 1 / 2 6 exists in the open interval (0. he didn't accept the conclusions. b] cannot approach infinity. By the Mean Value Theorem there must be a point where 10/100 =f '(c) = 1/2& That point is c = 25. Rolle didn't accept that reasoning. which is equally acceptable. The key to our proof is that a continuous function on [a. At that point take the derivative of equation (2): 0 =f '(c) . .27 Rolle's theorem is when f(a) =f(b) = 0 in the Mean Value Theorem. Notice how it affects the linear approximation f (x) zf (a) f ' (a)(x . The idea is to tilt the graph back to Rolle's special case (when A was zero).(Af /Ax). There is an interior point where Ff(c)= 0.
a. with g' = 1.a). It is the derivative! Af/Ax automatically builds in a race toward zero. I'H6pital is saying that when functions go to zero their slopes control their size. The goal is to connect derivatives (local) to differences (global). The derivative is the special case g(x) = x . The problem is to find the limit of f(x)/g(x).cos x all become  0 0 at x = 0. (4) The approximation is useful. we cannot work separately with f(x) and g(x). xa xa (5) The idea of I'H6pital is to use f'/g' to handle f/g. Proof When f' is everywhere zero. The exact prediction uses the slope cos c at an unknown point between 0 and x: (approximate)sin x e x (exact) sin x = (cos c)x.8 The Mean Value Theorem and l'H6pital's Rule EXAMPLE 2 The function f(x)= sin x starts from f(0)= 0. the theorem gives Af= 0. so the sine graph stays below the 450 line. because everything is computed at x = a = 0. They end up with another theorem (like this one).a. . The graph is a horizontal line. This is not the quotient rule! The derivatives of f(x) and g(x) are taken separately. Most applications of Af=f'(c)Ax do not end up with a number. The exact formula is interesting. Geometrically. The ratio f/g is exactly 6/2.3. because cos c < 1 proves again that sin x < x. The linear prediction (tangent line) uses the slope cos 0 = 1. The Rule is followed by examples and proofs.a) and g = 2(x . whose limit is df/dx: f(x) f(a) 0 x . But the next applicationl'HOpital's Rulemanages to produce a number out of 0/0. EXAMPLE 3 If f'(c) = 0 at allpoints in an interval then f(x) is constant. The slope is below 1." in which two functions become small while their ratio might do anything. An easy case is f= 6(x . Every pair of points has f(b) =f(a). Since 0/0 is meaningless. One such limit is already studied. This is a "race toward zero.sin x 1 . L'H6PITAL'S RULE When f(x) and g(x) both approach zero.0 but lim f(f(a)f'(a). That deceptively simple case is a key to the Fundamental Theorem of Calculus. what happens to their ratio f(x)/g(x)? f(x) g(x) _ x2 x or sin x x or x.
g 1 x f ' . Now take the limit on the right side of (7) as x approaches a.1. the limit hasn't happened yet.3 Applications o the Derivative f Fig. What normally happens is that one part approaches f ' at x = a.cos x X equals lim x+O sin . when the curves are tangent to the lines.28 shows these straight lines dropping to zero. 1 The reason behind l'H6pital's Rule is that the following fractions are the same: That is just algebra.sin f = x ..cos x 0 leads to . 3.cos x .a cancel.. The next figure shows the same limit 612.leads to 7.1 . 1 x This equals zero. We hope gl(a) is not zero.4 gM(x) cosx g 0 g' 0 0 = 0.At x = 0 the limit is .) The one absolute requirement is that f (x) and g(x) must separately approach zerowe insist on 010.then compute . With f (x) = x and g(x) = x . 7 g(x) s (4 the ratio of their slopes. We keep it finite. That picture is the key to 1'Hdpital's rule.oo. In this case we can divide one limit by .sec2x EXAMPLE 5 .(Also the limit point x = a can represent a finite number or + oo or . (b) f ( x ) approaches f'(4 = 3. EXAMPLE 4 (an old friend) lim xro 1 . Figure 3.28 (a) f (4 is exactly g(x) fo (4 g = 3.oo. don't use l'H6pital: Ordinary ratios approach lim f (x) divided by lim g(x).= . controlled by 6 and 2. Generally the limit off /g can be a finite number L or + oo or . g sin x g cos x 1' EXAMPLE 6 . Otherwise there is no reason why equation (6) should be true. 1 f tan x f ' . and the numbers f (a) and g(a) are zero by assumption. The other part approaches g'(a). It has the same limit as f "lg": ' 0 fW(x) sinx if f + 0 and f + . At x = 0 this is still g' sin x 0' Solution Apply the Rule to f 'lg'. The factors x . lYH6pital enters only for 010.
But logarithms and e have to wait for Chapter 6. apply the 0/0 rule to f(x)/(1/g(x)).g(x). When f(x) . Therefore f(b) g(b) f'(c) g'(c) (10) As b approaches a. (That was in 1696the limit was actually discovered by his teacher Bernoulli. when f'/g' might approach a limit even if the separate parts do not.0 and g(x) + co.) Three hundred years later we apply his name to other cases permitted in (6).g(a)Jf'(c).3. He published this rule in the first textbook ever written on differential calculus. We could have x2 . we need a more general Mean Value Theorem. take logarithms.00 and 2. To find the limit in these cases.[g(b) . This function is actually a constant! It equals e. To go back down a level. I regard the discussion below as optional in a calculus course (but required in a calculus book). The proof comes by constructing a new function that has F(a)=F(b): F(x) = [f(b) f(a)]g(x) .oo. The ordinary Mean Value Theorem leads to F'(c)=0which is equation (9).8 The Mean Value Theorem and l'H8pltal's Rule the other limit. we need more information. THE GENERALIZED MEAN VALUE THEOREM The MVT can be extended to two functions. You will recognize the special case g = x as the ordinary Mean Value Theorem. who cleared up the whole idea of limits. . At the next level are 0/0 and co/co and 0 oo. The extension is due to Cauchy.g'(a).g(a)]f(x). 3Q differentiable on (a. See Problem 24 when f(x)/g(x) approaches oo/oo. The limit of equation (10) as b +a and c +a is l'H6pital's Rule. try l'H6pital's Rule. oo. Then g(x) In f(x) returns to 0/0 and 0 . or cc while g(x) approaches 0.f'(a) (x) '(a) xa g(x) g'(a) (8) This is also l'H6pital's answer. If f(x) approaches 0. Their limits are oo and . so does c. A really curious example is x l/In . The important idea already came in equation (8). That gives the "normal" answer lim f(x) = limit of (7).x or x . there isa point a <c<bwhere b). Inserting those zeros into equation (9)leaves f(b)g'(c) = g(b)f'(c). which shows all three possibilities 00 and 1" and 00o. The next level has 00 and 1" and oo. or 0. b] and (9) [f(b) f(a)]g'(c) = [g(b) . anything is possible for f(x) . Generalized MVT If f(x) and g(x) are continuous on [a. The point c is squeezed between a and b. his overall limit is f'(a)/g'(a). If f(x) and g(x) approach infinity. To prove this more general form of l'H6pital's Rule. Application 1 (Proof of l'H6pital's Rule) The rule deals with f(a)/g(a) = 0/0. Those come from limits of f(x)9(x).x2 or (x + 2) . Remark The basic "indeterminate" is oo .cc and l'H6pital's Rule. 1.x. When f'(x) +f'(a) and separately g'(x) .
10.0005. Find all points 0 < c < 2 where f (2)f (0)=f '(c)(2.tan2x. The proof chooses c as the point where f reaches its h . A chief consequence is I'Hdpital's Rule. Explain why the Mean Value Theorem fails to apply.a)'.This is equation (10) with different letters.8 EXERCISES Readthrough questions The Mean Value Theorem equates the average slope AflAx over an a [a. In that case the limit of f (x)/g(x) equals the limit of n . and draw a conclusion about f ( x )= sec2x.g(x) gt'(c)' equation on the right is e(x)= A very good approximation is J. The key example f = x2 shows the need for a factor (to cancel f" = 2). ( 1 1) The pattern suggests an error involving f " ( x )and ( x .a)'. b].a ) is exact for some c between a and x..a) is less than $ M ( x where M is the maximum of I .a)2.a)2 is exact for another c..1 = .E + 10 (A) + 1(&) 2 2'. The statement is c .2 stated that the distance between a curve and its tangent line grows like ( x . The error formula is proved.a) + error e(x).et'(c) . 4f "(a)(x.f(x) and g(x) + m as x + a. The prediction f ( x ) =f ( a ) + I ( x . The error in f (a)+f '(a)(x. Both are zero at x el=fl(x)ft(a) g' = 2(x .eM(c) and therefore gl(C) g"(4 With g = ( x . EXAMPLE 7 f ( x ) = e(x) . and the point c satisfies g . 1 f(x)=x3 3 f ( x )= tan 2nx 2 f ( x )= sin n x 4 f(x)= 1+ x + x 2 5 f ( x ) = ( x . this is also 0/0.1)1° 6 f ( x )= ( x .a)' with a<c<x.near a = 100: JE. Consequences of the Mean Value Theorem include: If f l ( x ) = 0 everywhere in an interval then f ( x ) = i . Linear approximation is f ( x )=f (a)+f'(a)(x .a)'.000496. The quadratic prediction f ( x )=f (a)+f '(a)@. b). Evaluate the limits in 1322 by l'H6pital's Rule. 12 Show that csc2x and cot2x have the same derivative and find f ( x )= csc2x . = a: (12) etl=f"(x) gn = 2 Key idea Compare the error e(x) to ( x . Normally this limit is f '(a)/gl(a).a)' and g" = 2 and e" =f ". apply the same theorem to et(x) and gt(x).a) The Generalized Mean Value Theorem finds a point C between a and x where e(x)/g(x) el(C)/g'(C). the 9f "(c)(x. After checking = el(a)= gl(a)= 0. 3. 7 f(x)=Ix$1 9 f ( x )= 11'I2 x 8 f ( x )= unit step function lo f ( x ) = 1/x2 11 Show that sec2x and tanZx have the same derivative.a)'. That last term predicts e = . 13 lim x+3 29 x3 14 lim x3 x+ 3 29 .a) + k ( x .cot2x.3 Applications of the Derlvathre Application 2 (Error in linear approximation) Section 3. and find out more. provided this limit exists.. go on to If the limit of 0 . Now we can prove this. b] to the slope df ldx at an unknown b . The actual error is J102 . It requires f ( x ) to be d on the e interval [a.0). It produces a point c between a and Ccertainly between a and xwhere el(C) .1)' In 710 show that no point c yields f (1) f (1) =f '(cX2). The e m in linear approximation is e(x)=if"(c)(xa)' e=f(x)f(a)fl(a)(xa) g = ( x . which applies when . with a f on the open interval (a. Rolle's theorem is the special case when f (a)=f (b)= 0.
) + 4f (c)(x*. Where did we use the rule for 0/0? What other limit rule was used? 25 Compute lim . if it exists.sin x cos x) and g(x) is i(x . agrees with fl(0). .). If f (x)/x has a limit as x + 0.x. (b) From the formula f '(x) = sin (llx) + 2x cos (llx) show that f '/g' has no limit as x + 0.if that limit exists. (c) Compute the true limit of f (x)/g(x). . prove this fact: 31 The error in Newton's method is squared at each step: Ix.x* 1. then f(b) >f(a) at all pairs o points b > a. and estimate M.' The proof starts from 0 =f (x*) = f(x)/g(x) equals the limit of f1(x)/g'." (a) Find L as x .1 X 16 lim xro J Gxi . Remember that cosines are below 1. CSC X x+O 28 Compute lirn by common sense or trickery. Divide by f'(x.X*1 < Mlx.. Are there necessarily two points around c where f (a) =f (b)? 33 SupposeflO)= 0. 35 Stein's calculus book asks for the limiting ratio of f (x) = triangular area ABC to g(x) = curved area ABC. 38 Prove that f(x) is increasing when its slope is positive: If f f'(c) > 0 at all points c.(11~).i i x1 s~n x 32 (Rolle's theorem backward) Suppose fl(c) = 0. in 100 hours (sleeping and eating and going backwards are allowed) then at some moment your speed is 37 As x + m l'H6pital's Rule still applies. The limit of 30 If Idf/dxl< 1 at all points. .x. Show that by X+Q x+cos x x + sin x l'H6pital gives no answer. that limit 17 lirn X+Z XX sln x 18 lirn Xi 19 lirn x+o (l+x)"1 x 20 lim xro (l+x)"1nx x2 . 36 If you drive 3000 miles from New York to L.+ . .r o lim JGJlx X 34 It is possible that f '(x)/gl(x)has no limit but f (x)/g(x)+ L.3. Say what the property is and find c. .)(x*.(x).)'. What is the limit off (x)/g(x)?What goes wrong in l'H6pital's Rule? 24 l'H6pital's Rule still holds for f (x)/g(x)+ m/m: L is = lirn f ( 4 = lim. + 2.common sense. Thus f '(x) cannot have a "removable 3' sin x .tan x 21 lim x0 x 23 For f = x2 .A.4 and g = x 22 x .26 Compute lim ('/') x+o ' 1 (a) Guess the limit of f/g as the angle x goes to zero. Then L equals lim [f '(x)/gl(x)] if this limit exists.8 The Mean W u e Theorem and IgH8pital's Rule 15 lim x+O 153 (1 + x)2 . + x+co x2 + X 2x2 ' 27 Compute lim . the ratio f '/gl approaches 4 as x + 2.jllg(x) = lim g1(~)/g2b)~2 lip g'(4 g(x) l l l f (x) f '(Wf ( 4 f'(4 ' This is why l'H6pital included an "if. + ..0 when f (x) = x2cos (l/x)'and g(x) = x. cot X 29 The Mean Value Theorem applied to f (x) = x3 guarantees that some number c between 1 and 4 has a certain property.) +f '(x. L'H6pital's Rule looks is better known to us as instead at the limit of Conclusion from l'H6pital: The limit of f '(x). recognize x.sin x cos x). (b) Explain why f (x) is $(sin x . What is the limit as the graphs become parallel in Figure B? f (x.
6 6.6 5.2 6.7 5.2 7. Integration Indefinite Integrals and Substitutions The Definite Integral Properties of the Integral and the Average Value The Fundamental Theorem and Its Consequences Numerical Integration 177 182 187 195 201 206 213 220 5.4 CHAPTER 5 Integrals The Idea of the Integral Antiderivatives Summation vs.2 8.1 5.Contents CHAPTER 4 The Chain Rule Derivatives by the Chain Rule Implicit Differentiation and Related Rates Inverse Functions and Their Derivatives Inverses of Trigonometric Functions 4.6 Applications of the Integral Areas and Volumes by Slices Length of a Plane Curve Area of a Surface of Revolution Probability and Calculus Masses and Moments Force.3 6.5 6.8 CHAPTER 6 Exponentials and Logarithms An Overview The Exponential ex Growth and Decay in Science and Economics Logarithms Separable Equations Including the Logistic Equation Powers Instead of Exponentials Hyperbolic Functions 228 236 242 252 259 267 277 6.2 5.1 7. Work. and Energy .4 6.1 6.2 4.5 CHAPTER 8 8.3 8.4 5.3 5.5 8.1 4.3 7.5 5.1 8.4 8.7 CHAPTER 7 Techniques of Integration Integration by Parts Trigonometric Integrals Trigonometric Substitutions Partial Fractions Improper Integrals 7.4 7.3 4.
The product rule gave two terms.) When f and g are added and multiplied. More often you will see f(g(x)): Other examples are cos 2x and ( 2 ~ )with g = 2x. There is not a button for every function! But the squaring function and sine function are on most calculators. then find g(x). May I say here that the chain rule is important. (So far the old functions are xn. The derivative of that new function does involve the cosine times 2x (but with a certain twist).This is f(g(x)). combining sin x and x2 into the composite function sin(x2). Figure 4. But there is another way of combining the sine function f and the squaring function g into a single function. There is a "chain" of functions. .la shows how squaring will stretch and squeeze the sine function. The composite function is sometimes written fog (the circle shows the difference from an ordinary product fg). That is called composition.CHAPTER 4 Derivatives by the Chain Rule 1 1 4. and then find the "chain rule" for its derivative. and you will use it often.1 The Chain Rule 1  You remember that the derivative of f(x)g(x) is not (df/dx)(dg/dx). On a calculator you input x. The "inside function" g(x) gives y. Still ahead are ex and log x. This section combines f and g in a third way. then Jindf (g(x)): The squaring function gives y = x2. derivatives come from the sum rule and product rule. The sine function produces z = sin y = sin(x2). You start with x. I see it as the third basic way to find derivatives of new functions from derivatives of old functions. This is g(x). The derivative of sin x times x2 is not cos x times 2x. and cos x. This is the input to the "outside function" f(y). then ~. It is created out of the two original functions: if x = 3 then x2 = 9 and sin(x2)= sin 9. not one term. We will first explain the new function. and they are used in that order. The new function is sin(x2)the sine of x2. sin x. It is easy to learn. then push the "f" button: From x compute y = g(x) From y compute z =f(y). It starts with x and ends with z. push the "g" button.
EXAMPLE I The composite functionfig can be deceptive. Remark f(g(x)) is usually different from g(f(x)). The derivative of F(x) is t .The example F(x) = f x + 4 has F(F(x)) = f($x 4) + 4. That produces z = &x+ 6. 4.1 The Chaln Rule That graph of sin x2 is a crazy FM signal (the Frequency is Modulated). which is an AM signal (the Amplitude is Modulated). This is a special case of the chain rule. We multiply derivatives. the chain in the opposite order g f(x)) gives something different: First apply the sine function: y = sin x Then apply the squaring function: z = (sin x ) ~ . This is iteration. and then z = y4 = x12. to find xn+ = F(xn). y3 2Y Y5 Jn (COS ) ~ x 22x X 2" x+5 The last one adds 5 to get y. Compare them in Figure 4.1. . The wave goes up and down like sin x. The ordinary product is x2.or f then g. EXAMPLE 2 In Newton's method. The derivative of z = F(F(x)) is which is f times f . The composition of 2t3 and y4 gives f(g(x)) = x12. That result is often written sin2x. but not at the same places. The order off and g is usually ( important.t When the second identity function operates on x it produces x again. Apply g then f. which is totally different. 1 + 1 2 n: y = (sin x ) ~ Fig. I can give more composite functions in a table: Y=gM 1 COS X z=f(y) z=f(g(x)) J. It is never written sin x2.A calculator has no button for the identity function. So z = x.1 f(g(x)) is different from g(f(x)). Here output f. If g(x) = x3 and fly) = y4. An extremely special case is f (x) = x and g(x) = x. For f(x) = sin x and g(x) = x2. how does f(g(x)) differ from the ordinary product f(x)g(x)? The ordinary product is x7. a. Then it subtracts 5 to reach z. to save on parentheses. Every output xn is fed back as input. F(x) is composed with itself. The chain starts with y = x3. The derivative is 1 times 1.4. . Compare with a product g(x) sin x. Changing to sin g(x) moves the peaks left and right. It wouldn't do anything. The chain f(g(x)) produces only x! The output from the "identity function" is g(x) = x.
we want dfldy at y = x2: The derivative of sin x2 is (cos x2) times (2x).= . the ratio AylAx approaches dyldx.approaches .3. EXAMPLE 3 If z = (sin x ) ~ then dzldx = (2 sin x)(cos x). cos y is the derivative of sin y. We have not yet found the function whose derivative is 2x cos x. True.= . The other examples create new functions z(x) and we want their derivatives. AyAx dz dz dy Az . We do not want dfldx at x. dzldx is given by the "chain rule": Ax.= Ax Ay Ax dx d y dx' .AzAy becomes the chain rule . Here y = sin x is inside. It is a "domino effect. These "inverse functions" are in Section 4.= 3 cos 3x.. That change in x produces a change in y = x2which moves to y + Ay = (x + AX)^. (4) In this order. dz dx dzdy =f'(gf4) sf(*. z = y2 leads to dzldy = 2y.4 Derivatives by the Chaln Rule equals input: f(g(x)) = x. We multiply derivatiues: 4A Chah Raze Suppose gCx) has a derivative at x df(y) has a derivative Then the derivative of z =f(g(x)) is . dydx I The slope at x is dfldy (at y) times dg/dx (at x). there is a change in z =f(y). Therefore Ay must be going to zero. Therefore we look at a nearby point x + Ax. 4. The inside function sin x produces dyldx = cos x.2 The chain rule: . From this change in y. Then let Ax approach zero. The answer is 2y cos x. The point is that cos y must be evaluated at y (not at x)." in which each changed input yields a changed output: Ax produces Ay produces Az. It does not lead to 2x. Caution The chain rule does not say that the derivative of sin x2 is (cos x)(2x). We have to connect the final Az to the original Ax. dx dydx (2) As Ax goes to zero. The limit of a product is the product of the separate limits (end of quick proof). In the limit. and AzlAy approaches dzldy. dz dz dy EXAMPLE 4 The derivative of z = sin 3x is . THE DERIVATIVE O f(g(x)) F What is the derivative of z = sin x2? It is the limit of AzlAx.5 1  at y = g(x).= . The key is to write AzlAx as AzlAy times AylAx. dx dydx Az Az Ay dz d z d y Fig.
You drive at 60 miles per hour. it is theoretically possible that Ay might hit zero.x) times 3x2 times cos x times . Very often it is called y. (I have to mention that when Ax is approaching zero. Find the derivative of f(g(x)) = [g(x)ln. Az/Ay becomes 010. and the inside function is called u: dy du The derivative o y = sin u(x) is . His notation practically tells you what to do: Take the limit of each term.which is the chain rule (dz/dy)(dy/dx). Then dzldy = cos ythis is cos 3x.dzdy dx dydx' It was here.1 Important All kinds of letters are used for the chain rule. I can explain that factor 3. over the chain rule.= cos u .4. which is dzldy. The chain rule multiplies by dyldx: This is the power rule! It was already discovered in Section 2. + AY Ax g'(x) and  Az AY+f '( y) =f '(g(x)). What never changes is the key ideaderivative of outside function times derivative of inside function. Then AzlAx approaches f '(y) times gf(x). Naturally the velocity contains the extra factor 3 from the chain rule. EXAMPLE 5 Let z =f(y) = yn. The inside function is y = 3x. If that happens. In this case dzldy is nyn'.x ) ~ dz/dx = 5(x3 + dzldx = 3 sin2x dz/dx = 2(1 . that the "battle of notation" was won by Leibniz. Proof of the chain rule The discussion above was correctly based on Az Ax  AzAy AyAx and dz . Square roots (when n = 112) are frequent and important. The distance is z = sin 3t. That oscillates like sin t except three times as fast.) As Ax + 0.n). We have to assign it the correct meaning. Remember the other factor dy/dx = 3.5. I have to ask you to accept whatever letters may come. especially if x is switched to t. The answer is (1/20)(60) = 3 gallons/hour. Suppose y= x2 . not cos x. The chain rule is (dy/d t) = (dy/dx)(dx/dt). z = (x3 + 1)5 z = (sin x ) ~ z = (1 .1 The Chain Rule The outside function is z = sin y. .1: Question A Buick uses 1/20 of a gallon of gas per mile. the derivative of (sin x ) is 3(sin x ) cos x.1 in the last example. The speededup function sin 3t completes a wave at time 2n/3 (instead of 2. We named the output z. How many gallons per hour? Answer (Gallons/hour) = (gallons/mile)(mileslhour). That extra factor cos x is easy to forget. f dx dx Examples with duldx are extremely common.In the ~ ~ table below. It is even easier to forget the .
1). Changing letters. Strictly speaking the XML inside function is u = x .~ ) ~ dz  The proof of the chain rule begins with Az/Ax= ( I ) k ) and ends with I . Then the product rule gives XML d2z/dx2= 2 cos x2 . The slope of 5g(x) is 0 and the slope of g(5x) is P .sin u)(2) = . ( + In 110 identify f(y) and g(x).1).2 sin (2x + 1). cos u(x) has dyldx = m .equals b . The first factor is evaluated at y = f (not at y = x).sin(2x + I).1). The power rule for y = [u(x)Inis the chain rule dyldx = n . Its inside function is y = c . The quick way is to keep in your mind "the derivative of what's inside. Then you see it as us. Then duldx is just 1 (not .1 and not at the unshifted x. You look at it for a second. y = 3 z = cos(x3) 5z=. The chain rule gives dzldx as a product.x (threefunctions)./G 4 z = t a n 2x 6 z = sin & . With practice this decomposition (the opposite of composition) gets easy: x sin x is .3)2 1Z = ( X ~ . For z = sin(x4. x. (2&) ( With that triple chain you will have the hang of the chain rule: The derivative of sin f i is (cos J K ) This is (dz/dy)(dy/du)(du/dx). the chain (x2. At x = 2.dx dydx leadsto +. its outside function is z = d ..d2y d2z . In this case ytt= 2 and (yt)2= 4x2. u." The slope of cos(2x + 1) is . Finally there is the question of second derivatives.dy dx dy dx' That last term needs the chain rule again. Notice especially: The cosine is computed at x .1) the derivative is g . Then dzldx = 1 . When f = cosine and g = sine and x = 0. If y = sin(x .u = 1 . The triple chain z = cos(x 1)' has a shift and a h and a cosine.. times 2 from the chain rule. Readthrough questions z =f(g(x)) comes from z =f(y) and y = a . so d 2 z / d ~needs the product rule: 2 dz .1) then dyldx = cos(x . The graph is shifted and the slope shifts too. It becomes d2z/dy2times ( d ~ / d x ) ~ .4 Derivatives by the Chain Rule E A P E 6 The chain rule is barely needed for sin(x .dz dy . The table started with (x3 + 1)'. the careful way is to write down all the functions: cos (2x + 1) is cos u & z = cos u u = 2x + 1 dzldx = (.Evaluate them at the right places y. E A P E 8 The derivative of sin x2 is 2x cos x2. (product rule!) is In calculations.1. RECOGNIZING f( y) A D g(x) N A big part of the chain rule is recognizing the chain. y = XML &.4x2 sin x2. dx 2 z = (x3.. Then dzldx equals e . From their derivatives find . The derivative of 2x + 1 is rememberedwithout z or u or f or g.dz dx2 dydx2 d (dz) . the numbers f(g(x)) and g f(x)) and f (x)g(x)are s . E A P E 7 sin J& is a chain of z = sin y. The inside function is u = x3 + 1.
there is a 6 such that Ig(x) .(1 .7 < 6. 29 If f(y) = y . 40 True or false (a) If f(x) =f(x) then fl(x) =f1(x). How many minutes per section? 35 Suppose g(x) = 3x + 1 and f(y) = i(y . 27 If f(x) = x2 + 1 what is f(f(x))? If U(x) is the unit step function (from 0 to 1 at x = 0) draw the graphs of sin U(x) and U(sin x).. 32 If f(3) = 3 and g(3) = 5 and f '(3) = 2 and g'(3) = 4. g(x) so that f(g(x)) =  ((") ($) (2) . but f(y) is not always zero. Then find k(x) so that f(k(x)) = 1. Find the x or t derivative of z or y. say g(4) = 7. 36 Suppose g(x) is continuous at x = 4. Then find h(x) so that f(h(x)) = x2.draw the graphs of R(x) and R(sin x). In 1116 write down dzldx. 31 The derivative of f(f(x)) is your formula on f(x) = l/x.x) = x. Proof E is given. 15 z = x2 sin x 16 z = (9x + 4)312 Problems 1722 involve three functions z(y).4) < 6 1 f then . Is it ( d f l d ~ ) ~ ? Test Final practice with the chain rule and other rules (and other letters!). . find the other four. The chain rule multiplies derivatives to get 12x5. . 30 Find two different pairs f(y). derivative The of F( 4 ) ( ~ ) is . Because is continuous. J'm (c) cos 4 in equation (8). Find dzldx from (dz/dy)(dy/du)(du/dx). So you read pages per minute. Then find k(y) so that k(g(x))= 1. 34 In Problem 33 the limit of F("'(x) is a constant C = . If R(x) is the ramp function i(x + [XI). Then f(g(x)) = and g ( f ( ~ ) ) = . From any start (try x = 0) the iterations x.1). Starting at x = n/4 find z = (sin x ) on the graph. say f(7) = 9. These are inversefunctions. y(u). find the derivative at x = 3 if possible for (a)f(xlg(x) (b)f(g(x)) ( 4 g(f(x)) ( 4 f (f(x)) 33 For F(x) = i x + 8. (e) The second derivative of f(g(x)) is f "(g(x))gW(x). 38 If g(x) = 1 .2 find g(x) so that f(g(x)) = x. . Conclusion: I Ix . But f(g(x)) = x12 and its derivative is not 12x5. Jrn. (d)The derivative of f ( l + x) is f '(1 + x). (b) You read 200 words per minute.4. Don't write down f and g. If g(x) = llx then g(g(x)) = l/(l/x) = x. Then 1 1 . 41 On the same graph draw the parabola y = x2 and the curve z = sin y (keep y upwards. (c) The derivative of f(l/x) is . y = x3. Check this when z = y2. 42 On the same graph draw y = sin x and z = y2 (y upwards for both). = F(x. with x and z across).x and f(x) = llx. Find two more g's with this special property. show how iteration gives F(F(x))= dx + 12. 17 z=sin J3 18 z = d w ) 20 z = sin($ 19 z = .l/(f ( ~ ) ) ~ . This shows that f(g(x)) approaches f(g(4)). So there are words per section.. Find F(F(F(x)))also called F(~)(x). / m 21 z = sin(l/sin x) + 1) 22 z = (sin x ~ ) ~ In 2326 find dzldx by the chain rule and also by rewriting z.1 The Chain Rule 159 because is continuous. and u(x).71 < 6 whenever Ix . There are 9 pages per section. Starting with g and f. Suppose f ( y ) is continuous at y = 7. Then find h(y) so that h(g(x))= x. 55 Iff = x4 and g = x3 then f ' = 4x3 and g' = 3x2. (b) The derivative of the identity function is zero. ~ 43 Find the second derivative of (b) (a) sin(x2+ I) 44 Explain why dx .x then g(g(x))= 1 .) converge to C. there is a 6 such that I f(g(x)) .9 < E whenever Ig(x) . 39 Construct functions so that f(g(x)) is always zero. 28 (Recommended) If g(x) = x3 find f(y) so that f(g(x)) = x3 + 1. Draw graphs of those g's and explain from the graphs why g(g(x))= x. Where is the flaw? 56 The derivative of y = sin(sin x) is dyldx = 57 (a) A book has 400 words per page. Then f(g(x)) is con tinuous at x = 4 and f(g(4)) = 9. .4 < 8.dy . Starting at x = 3 find your way to z = sin 9. 37 Only six functions can be constructed by compositions (in any sequence) of g(x) = 1 . .
Your speed across the screen is inches per hour. At x = 2 the slope is .? The function y(x) cannot be given explicitly. y = 1 satisfies the equation and lies on the curve. and you see the idea: Include dyldx from the chain rule. and solve for dyldx: dy 5 dy 2 . The problem with y5 + xy = 3 is that it can't be solved for y. That includes the constant term 3.Then plot F"(x) and G"(x) to see where the difference shows up. even if y is not known explicitly as a function of x.2/x2. In the first case.+ sin ydy dx dx 1 Knowing the slope makes it easier to draw the curve. y) that satisfy the equation. Galois proved that there is no solution formula for fifthdegree equations.160 4 Derivatives by the Chain Rule 58 (a) You walk in a train at 3 miles per hour. Find the x derivative of every term in y5 + xy = 3.1 dx 7' This is implicit differentiation (ID). but how to find dyldx? This section answers that question. The way out is implicit differentiation. The train is shown on TV (1 mile train = 20 inches on TV screen). We still need points (x. Your ground speed is miles per hour. The point x = 2.2 Implicit Differentiation and Related Rates We start with the equations xy = 2 and y5 + xy = 3. We want to know dy/dx at a typical point. these y's will changeto keep (x. solve for y = 2/x and take its derivative: dy/dx = . 4. EXAMPLE I The power rule for y5 and the product rule for xy yield Now substitute the typical point x = 2 and y = 1..112. Do the same for F1(x)and G1(x). . Equations like sin y + sin x = 1 or y sin y = x (maybe even sin y = x) are difficult or impossible to solve directly for y.= . The train moves at 50 miles per hour. whose derivative is zero.+ cos x = 0 dx = dy EXAMPLE 3 y sin y = x leads to y cos y . The buyer gets bottles per dollar. but the slope of y5 + xy = 3 requires a new idea.+ 1 = 0 + dx dx dy produces . y) on the curve. as a solution to y5 + xy = 3. As x changes. 60 (Computer) Graph F(x) = sin x and G(x) = sin (sin x)not much difference. and met his end. The curve is a hyperbola.214 = . For xy = 2 that is no trouble. EXAMPLE 2 sin y dy + sin x = 1 leads to cos y . Work with the equation as it stands. Nevertheless we can find dyldx at any point. All we have is the implicit definition of y. Fourthdegree equations do have a solution formula. It is a situation that often occurs. 59 Coke costs 113 dollar per bottle. Sometimes we can solve for x. Dividing y5 + xy = 3 by y  +That was before he went to the famous duel. but it is practically never used. If dyldx = 113 then dxldy = . (b)You walk in a train at 3 miles per hour.
what is the additional length of the rope? Answer: Only 147r feet. We can solve for y = + 25 . If the distance is 24. More realistically. done implicitly. we need a relation between f and g. They seem to fit hereas applications of the chain rule.1/7. so d 2y/dx 2 is negative." EXAMPLE 4 Find the tangent direction to the circle dy =0 dx dy dx x 2 + y 2 = 25. who wins? See Problem 14. if two lanes on a circular track are separated by 5 feet. and examples will make the point. The top of the circle is concave down. Suppose you want to put a rope around the earth that any 7footer can walk under. Examples 68 are from the 1988 Advanced Placement Exams (copyright 1989 by the College Entrance Examination Board).x2 . To find df/dt.000 miles. To emphasize implicit differentiation. but the odd thing is that we are given another derivative dg/dt. The tangent goes across . gives x dy/dx + y = 0. EXAMPLE 5 The radius of a circle is growing by dr/dt = 7. go on to the second derivative. That is pretty basic. The radius goes across x and up y.x/y)(y/x) = .1. but its implications are amazing. All these examples confirm the main point of the section: 4B (Implicit differentiation) An equation F(x. The essential theory can be boiled down to one idea: "Go ahead and differentiate.y and up x.x dy/dx y2 /y) y + (x 2 y2 + x 2 =. The slope dy/dx is . Use the quotient rule on . which has slope y/x. (3) Again dy/dx = . This is the problem of related rates.y/x. The slopes multiply to give (. Now the derivative (the x derivative!) is 14y3 y2 d dx 77 dx at y=l. The problem is to compute df/dt. That agrees with the explicit slope . Solution dC d(2)(7) dt dr dt dCdr = 14ir. The chain rule is df/dt = (df/dg)(dg/dt).x/y: dy x dx s y o d2 y 2 dx y dx/dx . Their questions are carefully prepared. If your speed around a turn is 55 and the car in the next lane goes 56. How fast is the circumference growing? Remember that C = 27rr (this relates C to r). y2 y3 (5) RELATED RATES There is a group of problems that has never found a perfect place in calculus. Here the variable is t because that is typical in applications. ID is explained better by examples than theory (maybe everything is). or operate directly on x 2 + y 2 = 25: 2x + 2y or x y (4) Compare with the radius.4. without solving for y in terms of x. From the rate of change of g we find the rate of change off.2/x 2.2 Implicit Differentiation and Related Rates 161 gives x = 3/y . . y) = 0 can be differentiated directly by the chain rule. how much head start should the outside runner get? Only 10i feet.y4 . The example xy = 2.
= .3 Rectangle for Example 6. If the person's shadow is lengthening at the rate of 419 meters per second. ( T h e y want dzldt..5003 . EXAMPLE 7 A person 2 meters tall walks directly away from a streetlight that is 8 meters above the ground. what is the value of dxldt? Solution The key relation is x 2 + y2 = z2. The problem gives dsldt = 419 and asks for dxldt: x s d x 6 ds By similar triangles .) z= dz J S K i i % P = ~ o f i= .= . 4.4 Derhrathres by the Chain Rule Fig.so .= dt 2.(3) 6 2 dt 2 dt (.= dt 100 di z =(3) i66125 dB 2 2 3 . EXAMPLE 6 The sides of the rectangle increase in such a way that dzldt = 1 and dxldt = 3dyldt.) = j. The term 6dyldt equals 2dx/dt. (a) Find the rate of change in z at the instant when y = 50. (c) Find the rate of change in 8 when y = 50. at what rate in meters per second is the person walking? Solution Draw a figure! You must relate the shadow length s to the distance x from the streetlight. It is interesting that we never knew x or s or the angle. except for dxldt = 3dyldt. ( T h e Jigure is given. shadow for Example 7.. 4 Note This problem was hard.3 . 2x+2y=2zdt dt dt dt dt We used all information.3 f i 2050fi7' (b) Find the rate of change in the area of right triangle BCA when y = 50. ( T h e y want dB/dt. Answer: dx!& = 1. balloon for Example 8.) The balloon is rising at a constant rate of 3 meters per second (this means dyldt = 3) and the observer is 100 meters from point C. EXAMPLE 8 An observer at point A is watching balloon B as it rises from point C . so we have l0dxldt = 10.+ 6 . I drew three figures before catching on to x and s.= l o . Take its derivative (implicitly): dx dy dz dx dy produces 8 .) tan I!?= Y 100 = dB 1dy sec28 . including z = 5. At the instant when x = 4 and y = 3.
) "Candidates are advised to show their work in order to minimize the risk of not receiving credit for it. then (dfldt) = k (dgldt). Paradox When 8 approaches a right angle. So does dy/dt. If you walk around a light at A. does your car turn faster or slower than a car traveling 5 meters further out at 26 meters/second? Your radius is (a) 50 meters (b) 100 meters. Then I substituted known information. Solvingfor dyldx gives d . sec 8 approaches infinity.1 out of 9. In related rates. The paradox is resolved (I hope) in Problem 18. Therefore y' . At x = y = 1 this slope is e . then ID and related rates hold no terrors. We need a relation between f and I . Directly by ID reach d2y/dx2in equation (5). 15 (Small paradox first) The right triangle has z2 = y2 + 1W2. 16 (Even smaller paradox) As B moves up the line. the exact opposite is true: dzldt = (dyldt) sin 9. the average on Example 8 (free response) was 6. (Perpendicular means that the product of slopes is 1." 50% solved Example 6 and 21% solved Example 7. Iff = g2. A second example is y2 = x. 11 Show that the hyperbolas xy = C are perpendicular to the hyperbolas x2 . If the sides of a cube grow by dsldt = 2. We don't have to solve for b .000 candidates. (The substitution is after taking the derivative of tan 8 = y/100. 13 At 25 meterslsecond. you also need to know n .2)2 = 2 are tangent at the point (1. Smaller paradox (not destroying the theory of relativity). How quickly does 1 the receiving point B move up the shoreline? Solution The figure shows y = 100 tan 8. The equation of the tangent line is y . so B speeds up as sec 8 increases. Take the t derivative to show that z' = y' sin 0. your shadow at B seems to go faster than light. If we substitute y = 50 too soon.2)2 + y2 = 2 and x2 + (y . Term by term the derivativeis 3x2 + c = 0. The light at A turns once a second (d8ldt = 2 1 radianslsecond). The x derivative of this equation is a . This speed is impossiblesomething has been forgotten. Not only is it wrong. B moves faster than light! This contradicts Einstein's theory of relativity. The speed dyldt is 100 sec28d8/dt. Replacing y by this is dyldx = I . From 12. 14 Equation (4) is 2x 2y dyldx = 0 (on a circle). By implicit differentiation find dyldx in 110. the derivative of 50/100 is useless. Then I took its derivative. To find a number (8 is wrong).1 = f . &. If f 2 + g 2 = 1 . Therefore dyldx = h .y2 = D. Same problem. then df/dt= I . then its volume grows by dV/dt = m . Apparently dyldt = (dzldt) sin 8. If you can explain that (Problem IS). why is dyldt larger than dzldt? Certainly z is larger than y. 1).2 Implicit Differentiation and Related Rates In all problems Ifivst wrote down a relationfrom the figure. we are given dgldt and we want dfldt. But as 0 increases they become 7 x2y = y2x 8 x = sin y 17 (Faster than light) The derivative of y = 100 tan 0 in Example 9 is y' = 100 sec208' = 2OOn sec20. + Problems 1518 resolve the speed of light paradox in Example 9. The figure shows y = z sin 8. This is totally wrong. D U P L E 9 A is a lighthouse and BC is the shoreline (same figure as the balloon). 4.4. This is 200n sec28.2 EXERCISES Readthrough questions For x3 + y3 = 2 the derivative dyldx comes from a differentiation.) 12 Show that the circles (x .
and the answer must be 5.3). distance over speed. this speed approaches . How fast is it approaching you when (a) it is 16 miles from you. (c) Relate d28/dt2to d2y/dt2and dyldt. the inverse function . the short sides increase by 2 meters/second but the angle between them decreases by 1 radianlsecond. say y = 3. It occurs when f(y) and g(x) are "inverse functions. (b) Relate dO/dt to dyldt based on y = 10 tan 8. (a) Relate dzldt to dyldt when y = 10.3). Its arrival time is t = 8/2n+ Z/C SO 8'/2n = 1 . 29 Starting from P = V = 5 and maintaining PV = T.164 4 Derivatives by the Chain Rule passes c (the speed of light) when sec28 passes . The thief runs on that side at 7 meters/ second. find dV/dt if dP/dt = 2 and dT/dt = 3. (b) you run toward the thief. 8 increases by 27t in 1 second ~(t) A t is arrival time of light 8 is different from 2nt 100 18 (Explanation by ID) Light travels from A to B in time z/c." 19 If a plane follows the curve y =f(x). Then z' = y' sin 8 and y' = 100 sec28 8' (all these are ID) lead to y' = 20hc/(c cos28+ 20071 sin 8) As 8 approaches n/2. Compute y = g(x). How fast are you approaching if (a) you follow on your side. At what height y does dyldt = . A shadow is 8 miles from you (the sun is overhead). "Things that go faster than light. Here is what that means. There is a remarkable special case of the chain rule. That is for Einstein to explain. The ball thrown at t = 3 is at x = c(t . say x = 5. Such a speed is impossiblewe forget that light takes time to reach B. How fast is the top going down the wall? Draw the right triangle to find dy/dt when the height y is (a) 6 feet (b) 5 feet (c) zero. y = 8t. (c) the plane is 8 miles from you (exactly above)? 25 Starting from a 345 right triangle. how fast is the plane going up? How fast is the plane going? 20 Why can't we differentiate x = 7 and reach 1 = O ? Problems 2129 are applications of related rates. 21 (Calculus classic) The bottom of a 10foot ladder is going away from the wall at dx/dt = 2 feet per second. Note: y' still exceeds c for some negative angle. Then compute f(y). Inverse functions: Start with any input.z1/c. (b) its (b) Differentiate the cosine law 62 = 32 + x2 . 24 A jet flies at 8 miles up and 560 miles per hour. Find drldt.c? 23 How fast does the level of a Coke go down if you drink a cubic inch a second? The cup is a cylinder of radius 2 inchesfirst write down the volume. See the 1985 College Math Journal. (c) you run away on your side? 28 A spherical raindrop evaporates at a rate equal to twice its surface area. and its ground speed (a) Choose c so the ball meets the receiver. What one function does. 30 (a) The crankshaft AB turns twice a second so dO/dt = is dxldt = 500 mph. across a street 6 meters wide). *(b) At that instant the distance D between them is changing at what rate? 27 A thief is 10 meters away (8 meters ahead of you. How fast does the area increase or decrease? 26 A pass receiver is at x = 4.2 (3x cos 8) 12 to find the piston speed dxldt when 0 = 7 1 and 0 = n. 31 A camera turns at C to follow a rocket at K. 22 The top of the 10foot ladder can go faster than light." That idea is expressed by a very short and powerful equation: f(g(x)) = x. you run at 9 meters/second. y = 10c(t. page 186. and the 1960 ScientiJic American.
That brings back x = 5. Caution That example does not allow x to be negative. The square of f(g(x)) = x. The loop in the figure goes from x to y to x.'. Their derivatives obey a fundamental rule: dyldx times dxldy equals 1. dyldx is 519 and dxldy is 915.4 shows how x = 50°F matches y = 10°C. You might think we could square anything. 4. the equation x = (&)2 is possible and true. In the same way g multiplies last by $ while f multiplies first by 3.'(g(x)) is the "identity function. The inverse gy + 32 adds 32 last.'(y). The inputs to g' are the outputs from g. The chain g(f(y)) = (y + 2) . The inverse gives 32 = 9. The inverse function takes y = 0 back to x = 32.32) and x =f(y) = : + 32 are inverse functions (for XML y temperature). I f x = g . = 5. In this example y is also nonnegative. then g subtracts 2. That produces y = 3. Iffis the inverse of g then g is the inverse off. This matches the range of g . The composition g . XML the function g subtracts 2. The outputs y2 are nonnegative. When f and g are applied in the opposite order. With domain of g = range of g'. In Example 2. but y must come back as the square root of y2.3 Inverse Functions and Their Derhrathres undoes. the square root of y 2 is g(f(y)) = y. If the demand y is a function of the price x. they still come back to the start. The domain of gthe set of numbers with square rootsis restricted to x 2 0. domain off = range of g 5 y = (x9 32) x20 y=G range 0f. The relation is completely symmetric. The nonnegative x goes into g and comes out of g'. E A P E 3 y = g(x) = XML f i and x =f(y) = y2 are inverse functions. There is another important point. If g(5) = 3 then f(3) input x. To summarize: The domain of a function matches the range of its inverse.f= domain of g Fig. E A P E 2 y = g(x) = $(x . The inverse function f takes the output y back to the E A P E 1 g(x) = x . Figure 4. Then the function f adds 2. Iff = g. f i is Starting from x = 9 we find y = 3. Here x is degrees Fahrenheit and y is degrees Celsius. So y 2 0. Always g.'(Ax)) = x and g(g=g  = y. The inverse function is written f ' and pronounced "g inverse." Instead of a new point z it returns to the original x. Those are inverse functions. From x = 32 (freezing in Fahrenheit) you find y = 0 (freezing in Celsius).4 "F to "C to O F . First f adds 2.2 is x = y + 2. This will make the chain rule particularly easyleading to (dy/dx)(dx/dy) = 1.2 brings back y. The inputs to g are the outputs from g'. ." It is not l/g(x). Starting with x = 5. Notice that $(x . then the price is a function of the demand. In the opposite direction. and so is the definition: Inverse function: If y = g(x) then x = g .'(y) then y = g(x). To say it directly: The inverse of y = x .4.then g =f  ' '.32) subtracts 32 first.2 and f(y) = y + 2 are inverse functions.
4.) = g(x2). Every time we solve an equation we are computing a value of g Not all equations have one solution. the inverse of y = sin x is not a function. even if their slopes are not constant. That rule will be tested on a familiar example. Write x = sin.'y. That solution is x = g. Figure 4. If there is a second solution. '. Forgive me for this very humble example. No inverse function (two x's for one y). Not all functions have inverses. There must be only one x for each y. For each y.6 then x = +(y + 6) (this is g'(y)) ify=x3+1 thenx=13 (thisisg'(y)) In practice that is how g' is computed: Solve g(x) = y. This is the reason inverses are important. EXAMPLE 4 There is more than one solution to sin x = f. the derivative o both f sides is 1.5 Inverse exists (one x for each y). In the next section it leads to totally new derivatives. Since f(g(x)) = x. If we know g' we now know f'. To be invertible over an interval. Many angles have the same sine. It is a crucial application of the chain rule to the derivative of f(g(x)) = x.5 shows how two x's give the same y. g'(y) cannot equal both xl and x2. No function can do that. This shows with special clarity the rule for derivatives: The slopes dyldx = 3 and dxldy = 5 multiply to give 1. g must be steadily increasing or steadily decreasing. The function g has no inverse if two points x1 and x2 give Ax. the equation g(x) = y is only allowed to produce one x. EXAMPLE 5 (ordinary multiplication) The inverse of y = g(x) = 3x is x =f(y) = iy. THE DERWNE O g' F It is time for calculus. This rule holds for all inverse functions.l(y): f if y = 3x . then gl will not be a functionbecause a function cannot produce two x's from the same y. I x = sin ' y x I XI y = sin x nl2 n12 x2 n Fig. Its inverse would have to bring the same y back to x1 and x2.'(y). .4 DerhroHves by the Chaln Rule Z g(x) = y then solving that equation for x gives x = g . On the interval 0 < x < n. This is the chain rule with a special feature. Prevent x from passing n/2 and the sine has an inverse.
The inverse of y = $is x.4. The point (2. He thinks it's crazy but it's not . Both examples involve the exponential and the logarithm. We can find dxldy two ways: The equation (dx/dy)(dy/dx)= 1 is not ordinary algebra. 4. 8... at those special points. . The only problem is. So are the heights y at the start of each piece. Fig... To change the slope from 3 to f .= y2. The y axis becomes horizontal and x goes upward.4. The logarithm of 1 is 0.2. The logarithm of 2j is the exponent j. because dxldy = l/(dy/dx).6 Graphs of inverse functions: x = i y is the mirror image of y = 3x.) To keep the book in position. If y = sin x then x = sin'y. which is not yet definedand it' is not going to be defined here. Thus the model gives the correct x = log2y at the breakpoints y = 1.'(2).4. it appeared in Chapter 1. For me that is wrong: it has to be . But you have to see the graphs. 2. The other is the true function 2"..6~).because 2' = 1.. The inverse is a discrete model for the logarithm (to base 2).3 Inverse Functlons and Their Derhrathres EXAMPLE 6 The inverse of y = x3 is x = y1I3. I want to draw graphs. The logarithm of 2 is 1. The special properties of The g and g' allow us to know two functionsand draw two graphsat the same time. . EXPONENTIALS AND LOGARITHMS fi I would like to add two more examples of inverse functions.2) on the line x = fy. The slopes are I. The slopes in the linear model are powers of 2. TI have seen graphs with y=g(x) and also y=g'(x). Those derivatives are limits of fractions.4.. What is s ecial is that the same graphs also show the inverse functions. The graph of x = i y comes from turning the picture across the 45" line. Before going to new functions. The slopes 1.. The pair x = 4. you would have to turn the figure. . Notice that the graphs go steadily up. the graph of x = g'(y) is on its side. The fractions are (Ax/Ay)(Ay/Ax)= 1 and we let Ax + 0. You also have to look in a mirror! (The typesetter refused to print the letters backward.6 shows y = and y = 3x. . because 2' = 2. but it is true. equal the heights 1. Figure 4.2. x =g'(y). $. 4.. That is the whole point of inverse functionsif 2 = g(4) then 4 = g .:.? The graph of x = g'(y) is the mirror image of the graph of y = g(x). y = 2 is the same for both. mathematics sees the same pairs x and y.6) on the line y = 3x goes into the point (6. The eyes see a reflection across the 45" line (Figure 4. because they are so important. One is made up of linear pieces that imitate 2". we need a better idea. After that turn there is another problemthe axes don't point to the right and up. The functions bx and logby are so overwhelmingly important that they deserve and will get a whole chapter of the book (at least). and the typesetter in position.
Together with xn and sin x and cos x. they are the backbone of calculus. . but the real thing is better. and for h' we divided by 3. The logarithm of 2" is the exponent x.7 Piecewise linear models and smooth curves: y = 2" and x = log. It is the "natural logarithm" of 2.2 and h(y) = 3y were easy to invert.07 then log. Check that numerically. the heights y are the same as before.. 1.'y and x = tan'y can be done quickly.10/. which is tenth root 2'/1° = 1.7) that we are not yet prepared to reveal.O7 1/10.07/. which is .= . Since the exponential starts with slope c. 4. The right choice is to use "natural logarithms" throughout. enters the slope of log. 10. The logarithm of 1. the logarithm undoesand vice versa. They solve dyldx = cythe key to applied calculus. Integrals have applications of all kinds.07. they are based on the special number e: (2) The derivatives of those functions are sensationalthey are saved for Chapter 6 .and = who wants that? Also 11.. . The slope at x = 0 is no longer 1it is closer to Ay/Ax = .693147. At x = 0. In place of 2. But do not lose sight of 2" and ex..10 is the now the height at x = is the number 2'12. 1. The slope is proportional to the function. The slope is near . I have to mention that calculus avoids logarithms to base 2. Base b = 2.. Note It is almost possible to go directly to Chapter 6 . y. Now look at the inverse functionthe logarithm. y. I y = ZX then x = log. The figure on the right shows the true exponential y = 2".. The special property of y = 2" is that the slope at all points is cy. I 2'/1° f f 1. what is its inverse? .or z = 3(x .07.4 Derlwthres by the Chain Rule The model is good. For g' we added 2..07 is near 1/10. The reason for including integrals first (Chapter 5) is that they solve differential equations with no guesswork: y dy  y = ex is the inverse of x = In y. THE INVERSE O A CHAIN h(g(x)) F The functions g(x) = x . The reason lies in that mysterious number c..y.2). The inverse functions x = sin. The beautiful property is that dxldy = llcy. the logarithm must start with slope l/c. 1 2 4 1 2 4 Fig. But The height at x = . spread through the rest of the book.. dx dx 1 or . What the exponential does.leads to j d x = j $ dy Y or x = l n y + C. Now the question is: If we create the composite function z = h(g(x)).693147.2. The exact slope is a number c (near . Then (dx/dy)(dy/dx) 1. Its graph is the mirror image: fi. The exponential solves dyldx = cy.
' divides by 3.o h'. Taking the square brings back y 3 0. First h.is applied first because h was applied last: g .8 The chain g . The product B .' ( z ) ) = i z + 2. The problem is to recover x from z.' and h.' A . I had better not wander too far from calculus. The correct order is z2 + 2. 4.' z .' adds 2. In the middle you see h. A chain of inverses is like writing in prosewe do it without knowing it. =x EXAMPLE 9 Inverse matrices (AB)' = B'A' (this linear algebra is optional).4. The problem is to invert a chain using the inverse of each piece. The domains and ranges are explained by Figure 4.2) and x = g . Fig. Taking the square root gives z 3 0. Subtracting 2 gives y 2 0. But that is x . Now suppose a second function multiplies by another matrix A: z = h(g(x))= ABx. because that came last: Bx = A .'(h. The next section introduces the inverses of the sine and cosine and tangent. except that x and y are vectors.' ( y )= B . Adding 2 brings back x 3 2which is in the original domain of g. The first step is to invert A.' ( h .(h(g(x)))) x .8. The inverse adds 2 and takes the squarebut not in that order.2 and then x = z2 + 2. to leave g'(g(x)). The inverse function multiplies by the inverse matrix: x = g . which is wrong. h. That part of the chain does nothing! The inverse functions cancel. and finds their derivatives. We start with x 2 2.' inverts the product AB. The answer is one of the fundamental rules of mathematics: 40 The inverse of z = h(g(x))is a chain of inverses in the opposite order: x =gl(hf(z)).'(hK1(h(g(x)))) is onetoone at every step. The whole chain collapses. when g' and h' are in the correct orderwhich is opposite to the order of h(g(x)). Then g .' = 113. but it holds the key. . from chains of simpler functions.' z . EXAMPLE 8 Invert z =Jx 2 ' by writing z2 = x . Suppose a vector x is multiplied by a square matrix B: y = g(x) = Bx.' y . The inverse of h 0 g is g .'A . It is like multiplication by B = 3 and B .3 Inverse Functions and Their Derivatives Virtually all known functions are created in this way.2). The rule for matrix inverses is like the rule for function inversesin fact it is a special case. Then the second step multiplies by B' and brings back x = B . I t can be found directly by solving z = 3(x . Remember that the ultimate source is the chain rule. = (3) ' That last equation looks like a mess. That would give ( z + 2)2. EXAMPLE 7 z = h(g(x))= 3 ( x .
x2. y3. f ( 4 + &x) fwd4 f (dx)) f . Those particular points satisfy 8 = 23 and 3 = A . The slope of g .y.1. 12 Solving y = givesxy. 23 y = x3 . ~ G x < l 38 y = I/. which is the composition of E and F . What can you say about f . The ( notation is f = g.'(4)? 14 Supposef(2) = 3 and f(3) = 5 and fl5) = 5.l/x are x2 and l/x2. Also g f(y)) = c . The graphs are their own mirror images in the 45" line. Draw its graph starting from y(0) = 0 The mirror image is piecewise constant with jumps at the points to the heights . because = b . Now Y In 3138 draw the graph of y = g(x). write g"no inverse. y2.'? What is g. The inverse of the chain n = h(g(x)) is the chain x = B .4 andfly) = y + 4 are a functions. How do you know that there is no function f . For y = 2x + 1 and x = %y . Why isn't this the inverse function? 5 y=l+x' 7 Y=X~I 9 y = sin x 1 xa solve that equation for y. If y = 1 .8) is on the graph of g. Substituting x2 for y gives dx/dy = v ./. 30 At the points x.are the same.'(y).1 0 33 y = l/(x+ 1) 35 y = 10" 37 y = 2 32 y=cos x. More directly dxldy = 11 P . For an ordinary graph of g .I). which two of these might not be increasing? I . ' 18 If y = l/x then x = lly.')' 1. 31 y = 5 x .y = x] 6 Y = 11 x 8 y=2x+Ixl 10 y = x1IS[draw graph] 28 If dxldy = Ily then dyldx = (these functions are Y = ex and x = In soon to be honored properly). The composition e is the identity function.and g = d ." 1 y=3x6 3 y=x21 2 y=Ax+B 4 y = x/(x .) i g(x2) at any two points. The function g must be steadily k or steadily ' 17 Ifflx) and g(x) are increasing. 39 y = sin x at x = n/6 41 y = sin x2 at x = 3 40 y = tan x at x = n/4 42 y = x .'(4 l/f(x) The chain rule applied tof(g(x))= x gives (df/dy)( m ) = n . jumps to yl.'. x+l raw x1 Y1 the graph to see why f and f . the slopes are dy/dx = q and dx/dy = r . Then (dx/dy)(dy/dx)= w . and also if c < . ' 19 For which numbers m are these functions invertible? (a) y = mx + b (b) y = mx + x3 (c) y = mx + sin x 20 From its graph show that y = 1 1 cx is invertible if c > 1 x + The graph of y = g(x) is also the graph of x = x . = Why isn't f = g. The inverse of a piecewise linear function is piecewise . Similarly x is in the h of g when it is in the I of g'. but with x across and y up.s i n x at x = O . the slopes are dyldx = t and dx/dy = u . Horizontal line test: If no horizontal line touches its graph twice then f(x) is invertible because ' The functions g(x) = x .or f f(x)) = x. Its inverse is x = D . to find the inverse function x = When more than one x gives the same y.'? Show that gl(g.. x3 a piecewise constant function .1) [solve xy . then its mirror image ( ) is on the graph of g'. If (3.y = x + 1 orx=*.'? 16 Vertical line test: If no vertical line touches its graph twice then flx) is a function (one y for each x). If g(x) = 3x and h(y) = y3 then z = c . take the reflection in the line Y . Y9 29 The slopes of&) = 3x3 and g(x) = . If g has an inverse then Ax. O S x G n 34 y=Ixl2x 36 y = J ~ .dy/dx and dxldy.170 4 Derlwthres by the Chain Rule 4.times the slope of g equals 0 . x OSx<l 13 Supposef is increasing and f(2) = 3 and f(3) = 5.'? In 3942 find dxldy at the given point.1 25 y=X x1 and x = 27 If dyldx = lly then dxldy = . When y is in the range of g. 11 Solving y = gives x y . By definition x =g'(y) if and only if f . What can you say about f . it is in the g of Y=g'. Solve equations 110 for x. Compute. Construct ( two more functions with this property f =f . In 2126 find dyldx in terms of x and dxldy in terms of y. Separately draw its mirror image x = g.x then x = 1 . For y = x2 and x = s .3 Readthrough questions EXERCISES 15 Suppose f(2) = 3 and f(3) = 5 and f(5) = 0.a y = 1 or x= 1 +ay .
4. 57 For each number y find the maximum value of yx . Prove by graphs and by the chain rule. like 8x3 in Problem 57. since the sine goes up and down infinitely often. so each y comesfvom exactly one angle x. (c)f .ly.7r/2and + n/2. with example: 171 54 Newton's method solves Ax*) = 0 by applying a linear approximation to f . then d2y/dx2is in and d2x/dy2is in . Therefore it is totally natural to invert the sine function. The sine Fig.4. 45 True or false. then x is a function of y. The angle x lies between . If the range of prices is p 2 0. 44 If f(x) > x for all x. infinitely many angles would have sin x = 0.F(x).': x* = . show that f '(y) c y. ' . This is a case where we pay close attention to the domains. This maximum is a function G(y). 53 (a) Show by example that d 2 ~ / d yis not l/(d 2y/d~2). 46 z=5(x4) 47 z = (xm)" 49 z = 6 + x 3 51 z = log(l0") 56 If dF/dx =f(x) show that the derivative of G(y) = yf YY).'(2)). Express the solution x* in terms off .'(y) has a derivative at every y. prove that F(x) is the maximum value of xy . 48 Z = ( ~ + X ) ~ 50 z = # x + 4 ) + 4 52 Solvingflx) = 0 is a large part of applied mathematics.9. We only want one piece of that curve. In the ehains 4651 write down g(x) andfly) and their inverses.F(f .G(y). in Figure 4. On that interval the sine is increasing.'(~1)isf . Then y percent of the wealth is held by percent of the people./. For the bold line the domain is restricted.4 Inverses of Trigonometric Functlons 43 If y is a decreasing function of x. The graph of x = sin'y is a mirror image of y = sin x.2x4.YY).9 Graphs of sin x and sin. 4. Then find x = g.'( f . Verify that the derivatives of G(y) and 2x4 are inverse functions. Assume that f(x)=dF/dx is increasing. 59 Suppose the richest x percent of people in the world have (b)If y is in meters and x is in seconds. Their slopes are cos x and I/. what is the range of demands? (a) If flx) is invertible so is h(x) = (b)If f(x) is invertible so is h(x) =f(flx)). then the demand is y when the price is . If the whole sine curve is allowed. 2 58 (for professors only) If G(y) is the maximum value of yx . and on basic ideas like the inverse. 10& percent of the wealth.': For y =Ax) this is Newton's equation x* x x + 55 If the demand is l/(p + when the price is p.4 Inverses of Trigonometric Functions Mathematics is built on basic functions like the sine.
1 to 1 should be the cosine of only one angle x. It produces an angle x = sin .1 and 1. The slope is zero. velocity v(t) = 1/. The inverse function brings y back to x. 2 2 4 EXAMPLE 1 (important) If sin x = y find a formula for cos x. we make the function invertible. The table at the end lists all the essential facts.'y) = y.. We use it immediately. THE DERIVATIVE OF THE INVERSE SINE ' (2) The calculus problem is to find the slope of the inverse function f(y) = sin'y. So its mirror image is vertical. Solution We are given the sine.'(cos x) = x and cos(cos. That puts x between 0 and n.'(g(x)) = x: n 71 sin'(sin x)= x for . The angle x is between . But the domain and range have to be watched.t. EXAMPLE 2 The slope of sin . and arcsin is used in computing.sin2x. Its sine is y = 4. (4) . I just changed letters. use equation (2): 1 dy dx 1 y = sin x gives . from the derivatives of tan'y and sec. with the required sine. Historically x was called the "arc sine" of y. The key to this problem must be cos2x = 1 . To switch from x to y.1 < y < 1.'y. cos(sin l cos x = " y . Each y from . It is x = sin'y (the inverse sine): x = sin.4 Derivatives by the Chain Rule function could not have an inverse.x2. Explain. x (1) The inverse starts with a number y between .= . The figure shows the 30" angle x = 7116.y) = J This formula is crucial for computing derivatives. The graph cannot be allowed to go up and down. This has nothing to do with l/sin x./1 . f Certainly the slope of sin x is cos x./1 . The chain rule gives (slope of inverse function) = l/(slope o original function).y2: . We are seeing g. the cosine is the square root of 1 .lythe angle whose sine is y.s/2 and 7112.d x < sin(sin'y) = for . The slope 110 is an extreme case of the chain rule.'y when y = sin x and 1 1 < 7112. Again: The symbol sin'(1) stands for the angle whose sine is 1 (this angle is x = n/2). By restricting to an interval where sin x is increasing.t2 ' Inverse functions will soon produce two more pairs. When the sine is y. we want the cosine.dx dy cos x This derivative 11 Jm a new vf gives pair that is extremely valuable in calculus: 'distance f(t) = sin . THE INVERSE COSINE AND ITS DERIVATIVE Whatever is done for the sine can be done for the cosine. Then the cosine is steadily decreasing and y = cos x has an inverse: cos . Question What is dldx (sin'x)? Answer 1/.The inverse sine of is 7116. The mathematical notation is sin'. At y = 1 the graph of y = sin x is horizontal.'y at y = 1 is infinite: l / J W = 110.= cos x so that .
y is df = dy +I y.= dx dy sec 1 I2 x I 1 + tan2x 1 1 +y 2 4E The derivative off(y) = tan.( (8) .ly and sin'y must add to zero. THE INVERSE TANGENT AND ITS DERIVATIVE The tangent is sin x/cos x. we could copy the calculation that succeeded for sin y. Those derivatives have opposite sign. The chain rule could be applied as in (3).'y and sin.ly + sin.cos.11 shows that angle. So the derivatives of cos. Notice the domain 0 < x < 7n. The slope of y = tan x is dy/dx = sec 2x. 1) (0.7r/2 < x < rn/2. The tangent can be any number. But there is a faster way.10 The graphs of y = cos x and x = cos.ly + C. and its derivative is zero. There is a minus for the inverse cosine. For the slope of cos. x= cosly1 (0. What is the slope of x = tan'y? By the chain rule d. Those angles always add to a right angle: cos.'y.1 . 4.4. Question How can two functions x = sinly and x =. and its graph goes downward: The derivative of x = cos'y is dx/dy = .y have the same derivative? Answer sin y must be the same as . (The interval is "open" because its endpoints are not included. because of a special relation between cos. 10c shows the graphs. 173 Figure 4.y.'y = ~n/2.'y.7r/2 are not defined.) The tangents of nr/2 and . Equation (5) gives C = 7E/2. Tc/2) iny = 2 T 1  (1.9c shows the angles and Figure 4. The sum is nT/2 (the dotted line). but the inverse tangent is in the open interval .0) (.cos.1/ 1y (1.'y.7t/2 and 7r/2. that cos 0 = 1.4 Inverses of Trigonometric Functions The cosine of the angle x = 0 is the number y = 1. ) 2 . The inverse tangent is not sin'y/cos. Figure 4. which is between . The inverse cosine of y = 1 is the angle x = 0. The inverse function produces the angle whose tangent is y. 'r) 11 Fig. Those both express the same fact.
This choice makes sec'y = cos'(lly). . At z/4 the secant squared equals 2. We check slopes. where cos.'y an increasing function. Zmportant Soon will come the following question. + INVERSE COTANGENT. INVERSE COSECANT There is no way we can avoid completing this miserable list! But it can be painless.1. 4. so its secant is negative. which matches sec x = l/cos x.y) = I Y I J ~ d~ IYIJ ' . That gives the middle equation in (10): The derivatives of cot .'x that has sfope 1/(1+ x2). We selected the angle in the second quadrant (between 4 2 and z). The slopes dx/dy = f and dy/dx = 2 multiply to give 1. The idea is to use l/(dy/dx) for y = cot x and y = sec x and y = csc x: dx 1 dx 1 dx .= dy csc2x dy sec x tan x dy csc x cot x ' (9) In the middle equation. COS X 1 cot x Fig. Its cosine is negative. x = sec'y has slope l / l y l . EXAMPLE 3 The tangent of x = z/4 is y = 1. What function has the derivative 1/(1+ x2)? One reason for reading this section is to learn the answer. It also makes sec. So we needed the absolute value lyl in the derivative. It is f(x) = tan. Choose the sign for positive slope (compare Figure 4.= and . On the inverse tangent curve. replace sec x by y and tan x by Jy2 .4 Derivatives by the Chain Rule slope = slope = 1 Y slope = I Y I Jy2I Fig. The function is in equation (8)if we change letters. dx/dy = 1/(1+ y2)= 1. dy/dx = sec2x.1 and . / m .y IVC d (cotly)=dy ' ' 1 1 + y2 (setly)= d dy 1 d 1 (csc .y and CSC.11). 4. On the tangent curve.'y and sec.11 x = tanly has slope 1/(1 + y2).12 cos2x sin2x = 1 and 1+ tan2x = sec2x and 1+ cot2x = csc2x. INVERSE SECANT. (10) Note about the inverse secant When y is negative there is a choice for x = secly.'y is a decreasing function.
.'y and x = cos'y and x = tan'y.'y)/dy = 11 1 . Also.'y in radians.'y and tan. + ' The relation x = tan'y means that y = t . 9 If y = cos x find a formula for sin x. find the slope dxldy of x = sin'y and x = COS'y and x = tan'y.'y is dxldy = r . The asterisks in the table are to remove those points x = n/2 and x = 0.n and . The angle x lies between f and g . Summary For the six inverse functions it is only necessary to learn three derivatives. 12 Take the y derivative of cos(cos' = y by the chain rule.n/2).'y is The relation x = cos. The derivative is dxldy = Y . I . Check that d(sin'y)/dy = 11V 1 .4. The number y lies between u and v . The relation x = sec. 1y=o 2y=1 3y=l 4y=J3 5 We know that sin . Here are the six functions for quick reference. ? .4 Inverses of Trigonometric Functions Some mathematical tables make a different choice. The graph of secly misses all the points . First draw a right triangle with angle x and far side ywhat are the other sides? 11 Take the x derivative of sin. The number y never lies between C and D . In 14.ly misses x = 0. find the slope dx/dy of x = sin. with the three new derivatives.ly? 7 Sketch the graph of x = sin. The secant of n/2 would be 110 (impossible).'O? 6 Suppose sin x = y. and they add to a q angle. The angle x lies between w and x .y2 gives a correct result. The angle x could be in the third quadrant (between . The sum sin. First draw a right triangle with angle x and near side ywhat are the other two sides? 10 If y = sin x find a formula for tan x. The number y lies between d and e . (If we want the inverse to exist. Readthrough questions The relation x = sin'y means that a is the sine of b . The column of derivatives is what we need and use in calculus. because y = csc 0 cannot be l/sin 0. The other three just have minus signs. Again the number y lies between k and . 13 At y = 0 and y = 1.'y and cos. For y = sec x and y = csc x the opposite is true. that graph misses x = n/2where the cosine is zero. (The angles are called P .'y is dxldy = H . 14 At x = 0 and x = 1. the same as for sin'y except for a s sign. but never at x = G .'y is . Under what restriction is x = sin. Each inverse function and its "cofunction" add to n/2. Since tan. ' 8 Find dxldy if x = sin' iy. the derivative of cot . Thus x is the angle whose sine is c .n = sin.y and locate the points with slope dxldy = 2. function f(y) inputs y outputs x slope dxldy If y = cos x or y = sin x then lyJ< 1. Similarly csc. Why isn't .'y = 0 . as we saw for sin'y and cos'y. The derivative of x = sec.'y + cot.' sin x) = x by the chain rule.l y means that B .y + cos .'y = z . find the angles sin.'y is the same except for a A sign. there cannot be two angles with the same sine. Check that d(cos. /? The derivative of x = sin . so their derivatives add to zero.n = 0.1 < y < 1.y2 gives a correct result. Then the slope omits the absolute value. This time the angle x lies between m and n (so that each y comes from only one angle x). Draw the graph.'y means that y equals i .) The cosine of the angle sin.) Therefore the derivative of x = cos. The angle x lies between E and F . we must have lyl> 1.
y has no solution (c) sin.u(x) . If dujdx = 21J1_X2 find u(1) . the number ' ' ' 52 Find u(x) and tan. find the deriv. Draw the graphs of y = cot x and x = cot .is an odd function (e) sin .'u(x) and tan.y have the same slopeso the same. ' 20 z = sin.'(xn) 41 tan y = (x .'y)2 + (cos ./1 .176 4 Derhratiies by the Chain Rule 15 True or false.'x z = sin .y and cos. (a) y = . 50 (recommended)With u(x) = (x .x) .' Y )= 1 (b) sin.y2.' x ) ~ z= '/ .'(cos x) 22 z=(sin'x)' 24 z = ( 1 +x2)tan'x 26 u = sec'(sec x2) The domain and range of x = cscly are Find a function u(y) such that du/dy = 4/ .'x equals . with reason: ~ (a) (sin . Something has happened to tan'u(x). d m sin'y ly/cos x = ~ e c .'u(x) . u = sin.u(O).l)/(x + 1) 43 y = sec  16 Find tan(cos'(sin x)) by drawing a triangle with sides sin x.' ( ~1) + u = sin Jm u=~in'~+cos'y+ tanply Draw a right triangle to show why tan.'(lly) to find the slope of sec.tan.y = cos.'(sin 3x) z = (sin.3 Find the slope dx/dy of x = tan'y at (c) x = .'x as x + .l)/(x + I). Conclusion based on Problem 50: tan.tan.= ' ' 18 u = tan'2x 45 Differentiate cos. (f) sin(cos x) = cos(sin x) 34 Find a function u(t) whose slope satisfies u' + t2u' = 1. 51 Find u(x) and tan'u(x) and tan'x at x = O and x = m.l y is an increasing function (d)sin.y in a new way. Draw a right triangle to show why tan'y If y = tan x find sec x in terms of y. Compute the derivatives in 1728 (using the letters as given). Solve the differential equation du/dx = 1/(1+ 4x2). cos x. 1. 37 y = sec 3x 38 x=sec'2y 40 u=sec'(tan x) 42 z = (sin $(sin'x) 44 z = sin(cos. At what x do u(x) and tan'u(x) change instantly? .y. Now tan.x equals .y? ' ' ' ' ' ' they are Find the derivatives in 3744.cos(sin.4 4 (b) x = 0 = cot'(lly). This is also the derivative of the difference between the two functions is a .'y + cot.x) 39 u = sec .co. So ative of tan'u(x).l y = 4 2 . 35 What is the second derivative d2x/dy2of x = sinly? 36 What is d'u/dy2 for u = tan. .
2 7.6 Applications of the Integral Areas and Volumes by Slices Length of a Plane Curve Area of a Surface of Revolution Probability and Calculus Masses and Moments Force.4 CHAPTER 5 Integrals The Idea of the Integral Antiderivatives Summation vs.3 6.4 7.6 6.3 8.3 7.2 5.7 CHAPTER 7 Techniques of Integration Integration by Parts Trigonometric Integrals Trigonometric Substitutions Partial Fractions Improper Integrals 7.5 6. and Energy .4 6. Integration Indefinite Integrals and Substitutions The Definite Integral Properties of the Integral and the Average Value The Fundamental Theorem and Its Consequences Numerical Integration 177 182 187 195 201 206 213 220 5.1 4.3 4.7 5.1 8.1 5.5 CHAPTER 8 8.Contents CHAPTER 4 The Chain Rule Derivatives by the Chain Rule Implicit Differentiation and Related Rates Inverse Functions and Their Derivatives Inverses of Trigonometric Functions 4.2 6.1 7. Work.1 6.4 8.6 5.5 5.4 5.5 8.3 5.8 CHAPTER 6 Exponentials and Logarithms An Overview The Exponential ex Growth and Decay in Science and Economics Logarithms Separable Equations Including the Logistic Equation Powers Instead of Exponentials Hyperbolic Functions 228 236 242 252 259 267 277 6.2 8.2 4.
The key idea is nothing more than a basic fact of algebra. Instead of functions. You might think d would be a better symbol for distance. I could go directly to the formulas for integrals.. where suggests velocity. and also about the technique of integration. The integral of v = cos x is f = sin x.4 is crucial). The problem of integration is to find a limit of sums. .. We explain how it is done in principle. Newton and Leibniz had an absolutely brilliant intuition. Integration is a problem of adding up infinitely many things. f(x) is an "antiderivative". The second set of numbers will be f. If we don't find a suitablef(x). Doing the addition is not recommended. we need two sets of n numbers... SUMS A N D DIFFERENCES Integrals and derivatives can be mostly explained by working (very briefly) with sums and differences. ..it becomes the basic fact of calculus. numerical integration can still give an excellent answer... in order to add up infinitely many infinitesimalsbut we start out this side of it. It is certainly not the only problem that integral calculus can solve. we have n ordinary numbers.) But I am really unwilling just to write down formulas. They started with something simple. The integral of v = x is f = $x2. each of which is infinitesimally small. where f recalls the idea of distance. To see what happens before the limiting step. We will do the same. The first set will be v. which allow you to compute areas under the most amazing curves. In the limit as n + co. We can integrate v(x) ifit turns up as the derivative of another function f(x). . and then how it is done in practice. . A selection is inside the cover of this book. v. The whole point of calculus is to offer a better way. so it always comes first.. The list of j ' s will grow much longer (Section 5.1 T e Idea of the Integral h This chapter is about the idea of integration. The key is to work backward from a limit of differences (which is the derivative).f. Basically. The step of "going to the limit" is the essential difference between algebra and calculus! It has to be taken. and skip over all the ideas. but that is needed for the dx and dy of calculus.. v. ..CHAPTER Integrals 5. and there is no reason why we can't share it. (Area is the clearest example of adding up infinitely many infinitely thin rectangles.f.
Our next step is to understand how the integral is a limit of sums. 6. 3. please keep reading. leaving only the last fn and the starting foe The sum "telescopes": + U2 + 03 + . 10.and $ million dollars. how do you produce 1.. The difference between 10 and 6 is 4. 2.3 is 3. the sum of 50 odd numbers is (50)2. $.9. From v = 1. Eventually fn and fo are left. The relation between the v's and f's is seen in that example. Taking sums is the opposite of taking di$erences. Subtracting 6 . 3 .1)The number fl is canceled by fl .la. When fo is zero. 2 2 v3. Its derivative must produce v(x). The first two v's add to 3.. from the fact that there is no fo. The first v should be fl fo. 01. I admit to a small difficulty at j = 1. but your company is an exception. After million dollars. Similarly f2 cancels f2 and f. The difference vj involves only the two numbers f i . Thesef's are squares.f2. 4? By taking drerences.4 how do you produce f = 1.6. This need for a starting point will come back to haunt us (or help us) in calculus. + v n = (fl fo) + (f2 f1) + (f3 f2) + .1 is v2 = 2. 1.3. SUMS APPROACH INTEGRALS Suppose you start a successful company. We add the v's by finding the f 's.4. The sum& involves all the numbers v. 01 Question How do you add the odd numbers 1 + 3 + 5 + . That completes the algebra. If the example is too good to be true. 10. fo .. This is the discrete form of the derivative.5 Integrals A first example has n = 4: f1. + (fn fn. The differencef2 fl = 3 .. . I realize that most startup companies make losses.f4= 1. The sum of all four v's is 1 + 2 + 3 + 4 = 10. for investors). By the Fundamental Theorem.f3. cancels f3.3. It is remarkable how often f can be foundmore often for integrals than for sums. In calculus... 3.. In the first four years you reach x years. That idea from algebra is the key to calculus. v2 + + vj. the income per year is $. . The rate of income is increasing. 6." Calculus will change sums to integrals and differences to derivativesbut why not let the key idea come through now? + The differences of the f's add up to f. & .+ 99 (the v's)? Answer They are the differences between 0. The fact that one reverses the other is the "Fundamental Theorem. the tricky part is to find the right f(x). The first three v's add to f3 = 6. Now look again at those same numbersbut start with v. 4 1. All f's in between are canceled. fi. Those numbers are displayed in a bar graph (Figure S.. the sum is the finalf.. Each v is the difference between two f 's: vj is the dierencefi . When you are given 1.2.f i . and the natural idea is to agree that fo is zero. lo? By taking sums. which is f2. v 4 = L 2 . The tricky part is to discover the right f's! Their differences must produce the v's. 3.
After one week the rate is only J1/52. The bar graph showed = 1 for the whole year. At that point there are 4 x 365 = 1460 rectangles. so that factor enters each area. After three months. We are emphasizing the correspondence between athiition and area. That is the height of the first rectangleits base is Ax = 1/52. h Since the base of each rectangle is one year. One investor. and I will give both. Figure 5. vj. f i fi f i + + Here is the problem.2a is closer to reality.1 Total income = total area of rectangles = 6. but it becomes important when a second investor (smarter than the first) asks a harder question.1 T m Idea o the Integral h f * Year Fig.fi. Addition gives 6.15 million dollars. /64 Again there are two ways to find the total. . when x was 114. The total area is now 5. The area approach is better because the 114 is automatic.5. The incomes as stated are false.56 million dollars. This is exactly like velocities and distances. The graph shows four rectangles. closer to the truth.1/. possibly weak in arithmetic. or 1461 because of leap year.15. asks a simple question: What is the total income for all four years? There are two ways to answer. + + + $. with a total area below 5) & fi a+ + fi . but now v is the incomeper year andf is the totalincome. of heights . 5. There is a rectangle for every week.fi. The income in three months was not more than 112 times 114. That point may seem obvious. The next step divides time into weeks. It gives a new estimate for total income. You see what is coming. the . fi is still v l The second answer comes from geometry. The company did not make a million dollars the first year. fi.lb shows this totalwhich is reached at year 4. . All other quarters and years were also overstated. Then a hardworking investor divides time into days. The total income is the total area of the rectangles. This is also the area of the 16 rectangles. We add remembering to multiply them all by 114 (because each rate applies to 114 year). those numbers are also the areas of the rectangles. + . rate multiplied by the time. The first answer is Figure 5. with 4 years divided into 16 quarters. and the base of each rectangle is Ax = 11365. the rate of income was only = 112.Algebraically. Each rectangle has base 114. but that was an overstatement.
4. + + + e f The differences between 0. Then v... a  .d. This is the k of a triangle with base x and height lox. + v.. by finding f's. + v. For n rectangles covering the triangle the area is the sum of .f j ./ .. Key idea: If v(x)= dfldx then area = integral to be explained next. = From this pattern 1 + 3 + 5 + .I. 20. v. equals b . That question cannot be answered by arithmetic. + . (f. . in fact the best way.. This limiting area is the "integral. ) . If the derivative of f ( x ) is v(x). .. There has to be a better way. is calculus. . then the sum isf. As n + cc this sum should approach the number P . + + v.. Key idea: If vj =fj . and f. 0 0 0 I I I I I I I I I I I Year Fig.f.) (f2 f . The better way.) leaves only c .. The area is the limit of the sum as A x + 0. each multiplied by A x from the base. 30.1 Readthrough questions EXERCISES For functions. + 19 equals g . 5. is v. Taking sums is the d of taking differences. o.. It is better approximated by eight rectangles of heights n and area o . Integrals begin with sums. finding the integral is the reverse of h . The whole idea is to allow for continuous change. 40 and area m . then the If V ( X ) = l o x then f ( x ) = i . That is the integral of v = lOxfrom 0 to 4. . " " " . because it involves a limit.. i of v(x) is f(x). + .. 9 are v.% There are 4/Ax rectanglesmore and more terms from thinner and thinner rectangles. The calculation is elementary but depressingadding up thousands of square roots... . It is approximated by four rectangles of heights 10. It is solved if we find f ' s such that vj = a . Calculus (area under curve): Compute the limit of Ax[v(Ax)+ v(2Ax) + . CI The problem of summation is to add v .768 .. 5. 0 .. = For jj =j the difference between f l .04  .. The triangle under v = l o x out to x = 4 has area I .5 Integrals Total income = area of rectangles 1 = (sum of heights) I I I I 2. ." We are looking for a number below 54. f. 1. . Algebra (area of n rectangles): Compute v. The geometry problem is to find the area under the square root curve. The rectangles have base A x and heights &..2 Income = sum of areas (not heights) million dollars. The cancellation in ( f l f. . . ... ..
1 With v = 1. . . 2 The same v = 1. (b) What is 1 + 2 + 4 + 8 + l6? 3 The differences between f = 1. . (Two pieces.x above the interval from 2 to x? What is the derivative of this f(x)? 22 What is the area f(x) under the line v(x) = 6 .f. 2. 5. Find formulas for vj andfj when j is odd and j is even. As Ax + 0 we suspect that dfldx = . These 15 (Important) Let f(x) be the area under the curve. the area under v = x2 is AJ: This . 13 At every step from years to weeks to days to hours. write down the f's starting from fo = 0. + v.. 24 Draw graphs of v = and v = x2 from 0 to 1.). The difference between them is the area of the last & from . are the differences between f = 1. . What is her estimate. . starting from fo = 0. . (a) Check that 2 5 . . 19 How many rectangles (enclosing the triangle) would you need before their areas are within 1 of the correct triangular area? 20 The accountant uses 2year intervals and computes v = 5. This is the area 7 Suppose v(x)= 3 for x < 1 and v(x) = 7 for x > 1.u is close to . 1 at the midpoints (the oddnumbered years). + rj' adds up to (remember to subtract f.l)/(r . What is the height of the last rectangle? How much does this change reduce the total rectangular area 5.1) also have f j fj. because the between the f's is not changed.2. So is almost a rectangle with base Ax and height Af1A...x is decreasing. What is f.. 8. Redraw Figure 5. hours. Write down the first area. . is the estimate of total income? & 4.+rnequals . Problems 916 are about the company earning 18 The rectangles of heights 6.118.4. Which .h . 4. 118 are v = negative v's do not add up to these positive f's.56? m... seconds. 6 The sums h = (rj . f. . In the limit we find dfldx = x2 and f(x) = . under the graph of v(x). fi 12 The same pessimist would redraw Figure 5.2 4 e q u a l ~v. + rj' adds up to f.x above the interval from x to 6? What is the derivative of this f(x)? 23 With Ax = 113. the pessimist's area goes and the optimist's area goes .. Therefore 1 + r + . days. 2. 4. 3.2 with heights 0. Therefore the geometric series 1 + r + .5. fi fi Problems 1722 are about a company whose expense rate v(x) = 6 . 4. above the interval from 0 to x. . 4 Any constant C can be added to the antiderivative f(x) because the of a constant is zero. 9 When time is divided into weeks there are 4 x 52 = 208 rectangles. Look left and right from the point where = 1.. 8.. 17 The expenses drop to zero at x = expense during those years equals of .8. = rjNow fo = .Thesuml+r+.. .112.. find the area of the three rectangles that enclose the graph of v(x)= x2. .. . 2. . 4. 26 Compute the area of 208 rectangles under v(x) = x=Otox=4. Now fo = 1 and f j = 2j. 112.1 The Idea of the Integral 181 Problems 16 are about sumsfj and differences vj.1) hash f. the formula for vj is Find f. how accurate is it. . 5 Show thath = rj/(r . the 208th area. f. 16. fi &..) 8 If v = 1. 114.? (not 2j). The extra area is A = f . The total . 1 give a total estimated expense of .f 2 .. . . 16 Draw the curve from x = 0 to 4 and put triangles below to prove that the area under it is more than 5.1 (both parts) using heights .114. . 4. fo is still true.2. & per year. and why? 21 What is the area f(x) under the line v(x) = 6 . Verify that u. Draw them enclosing the triangle to show why this total is too high.. and the jth area. The area to x + Ax is f(x + Ax).b .. This is almost a rectangle with base and height So Af/Ax is close to . areas add to l? The same is true for 11 = x3 and v = 25 From x to x +Ax. Find the area f(x) from 0 to x. 3. . + 11.= rj'. 10 How do you know that the sum over 208 weeks is smaller than the sum over 16 quarters? 11 A pessimist would use at the beginning of each time period as the income rate for that period. Any C can be added to fo... =f. '. & 14 The optimist and pessimist arrive at the same limit as years are divided into weeks. How much lower . 3. Draw the curve between the rectangles to show why the pessimist is always too low and the optimist is too high..
integration) laAe integral of 4 x ) ib the wnence iir fix): rfdfldx = fi then area = &. by following that analogy. In calculus the derivative of f(x) is v(x). involving and and dxbut we don't have a number. since we stop after four years. addition vs. To cancel that factor. I.) The upper limit is x = 4." We have It is the opposite of Chapters 24. But then the derivative is (3/2)x1I2. the antiderivative raises it. Solution Since the derivative lowers the exponent. We now find the area under the square root curve. but the key idea was shared by Newton and Leibniz. They understood the parallels between sums and integrals. &. (The Jinish could be any point x = b. (The start could be any point x = a. (3) I1 What is f(x)? Instead of the derivative of we need its "antiderivative. curved areas. The outstanding problem of integral calculus is still to be solved. fo. Our problem asks for the area out to x = 4: &. What is this limiting area? We have a symbol for the answer. That l i d is the integral of &porn 0 to 4: 5fi &. curved area = l v(x) dx = (1) The rectangles of base Ax lead to this limitthe integral of The "dx" indicates that Ax approaches zero. The answer was available earlier. The "limits of integration" are 0 and 4. S approaches approaches curved area:  &. I can't give the proof (yet)it is the Fundamental Theorem of Calculus. dx.2 Antiderivatives The symbol was invented by Leibniz to represent the integral. I & THE ANTIDERIVATIVE I wish I knew who discovered the area under the graph of It may have been Newton. When we add. from the Latin word for sum. This symbol is a powerful reminder of the whole and rectangular area construction: Sum approaches integral. instead of ordinary rectangles above special points. The derivative of xn is nxn'now we need the antiderivative. I can give the answer.. The heights vj of the rectangles are the heights v(x) of the f curve. where the area begins. rectangles vs. the area under the v(x) curve is f(x) minus f(0). put 213 into the antiderivative: f(x) = 3x3I2has the required derivative V(X) x 'I2 = = &.It contains an unwanted factor 312. When we integrate. f. dx =f(4) fo. the sum of the v's isf.. is vj. and to find a functionf(x) whose derivative is requires us to work backwards.) The area of the rectangles is a sum of base Ax times heights The curved area is the limit of this sum. We go from x'I2 to x3I2. In algebra the differencef.. The lower limit is x = 0. The sum of vj times Ax approaches "the integral of v o x dx. .5. It is a stretchedout S . The quick formula is f(x) = xn+'/(n + 1)we aim to understand it." You can imagine an infinitely thin rectangle above every point. continuous. and between differences and derivatives. II 50 (Discrete vs.
The base is 4. and x2 The 213 from and the 113 from x2 add to 1. The functions y = The areas for these inverse functions add to a square of area 1. ' EXAMPLE 1 The antiderivative of x2 is ix3. Multiply by 213 to get 1613.) The total income after x years is 3x3I2. Other antiderivatives The derivative of x5 is 5x4. The region is below the diagonal line v = x in Figure 5. The rectangle goes out to x and up to rectangle is below the curve. Integration is . At x = 4 we find x3I2= 8.2 Total income = . The square root curve covers 213 o the overall rectangle f with area x3I2. (113 is above. Divide by 5 (or n + 1) to cancel the 5 (or n + 1) from the derivative. c 1 2 3 : Year 4 I Fig. I 2 3 Year . the height is 4. The sum from thousands of rectangles was slowly approaching this exact area 5f.4 3 / 2 = 1 6 3 3 T 1 I Rate of income = a= e .) &. There you see the key to integrals: Work backward from derivatives (and adjust). Therefore the antiderivative of x4 is x5/5.and 213 of that it sits in. = 3 million dollars. 5. is (The false income was 1 million dollars. If you turn the the areas below and above the and x = y2 are inverses! curve by 90°. or 113. it becomes the parabola. which is the antiderivativef(x). in the corner of Figure 5.3 The integral of v(x) = & is the exact area 1613 under the curve. .3.f (0)3. Those are Remark on curve. Then subtract f(0) = 0: The total income over four years is 1613 = 53 million dollars. Now comes a numberthe exact area. & & & & AREA UNDER A STRAIGHT LINE You already know the area of a triangle. And don't allow n + 1 = 0: The derivative v(x) = xn has the antiderivative f(x) = xn+ / ( n+ 1). and the area is g4)(4) = 8. This is the area under the parabola v(x) = x2.4. The area out to x = 1 is . This is f(4) f(0). Other areas The income in the first year. at x = 1.
and to improve it we need more rectangles. Answer With base A x = $ the area is $($+++ +4)=8$. That limit is independent of the particular widths and heightsas we absolutely insist it should be. . There will be eight rectangles instead of four. We only impose two rules: 1. 1. must approach zero. We are carrying out a Iimiting process. That is greater than 8. 3.Yes. the limit does exist and equals 8.4b is the sum of the base Ax = 112 times those heights: area = $($ + 1 + $ + 2 + + 4) = 9 (which is closer to 8). A formula for the sums is needed. and it will be the area under the curve. 5.. 2. so the answer is still too high. (The next answer would be 84. even if the widths Ax are unequal and the rectangles fit inside the triangle or across it. of width Ax = 112 instead of the original Ax = 1. in which the region is much more complicated. The question will be the sameDoes the limit exist? The answer will be the same. 4. The next rectangles will be thinner. .4 Triangular area 8 as the limit of rectangular areas 10. and build up the integral f(x) = +x2 as the limiting area of many rectangles.) But more important than the formula is the idea. The area under the graph is defined to be the limit of these rectangular areas. if that limit exists. The total area in Figure 5. The top of each rectangle must touch or cross the curve. as Ax decreases. The largest width Ax. not required! But if you allow calculus to repeat that answer. . 312. And it is not required that they cover the triangle completely. The rectangles could lie below the curve. The new heights are 112.5 allows any continuous v(x). 512. They extend above the line. It will be f(x). because the triangle is inside. 10 is a first approximation to the triangular area 8. The area of the rectangles is approaching the area of the triangle. 4. The four rectangles have area 1 + 2 + 3 + 4 = 10. 2. Area Under a Curve What requirements are imposed on those thinner and thinner rectangles? It is not essential that they all have the same width. 83.... The same limiting process will apply to other areas. Section 5.. The limiting answer will still be 8.. 712. one step at a time. That limit will be the integral of v(x). . For the straight line. you will have the beginning of something important. Therefore we pause to comment on what is important.. and will be established soon. 3. Question What is the area of 16 rectangles? Their heights are $. 9. The effort of doing the addition is increasing.5 Integrals Exact area = 8 u (x) = S Area under v (x) = x Fig.
and eight rectangles with base 4 come closer: f 0) = 7. + EXAMPLE 3 Suppose the velocity is decreasing: v(x) = 4 . 1 2 3 4 Fig. the indefinite one doesn't: The indefinite integral is a function f(x) = 4x .x will give the area.5. Because v is decreasing. The definite one involves the limits 0 and 4. rectangular area = f(3f + 3 + + + Sixteen rectangles would have area 7f. Calculus skips past the rectangles and computes f(3) = 7f. No new area is being added..i x 2 . which is wiped out in its derivative v(x). Any antiderivative of 4 .5 The area is Af Since v(x) decreases. But notice that fx2 + 1 has the same derivative. We repeat that the rectangles need not have the same widths Ax. but it makes these calculations easier. They both use the antiderivative f(x). We lookfor afunction whose derivative is 4 . That is f(x) = f x2. So does f = f x2 C. 5.2. But the indefinite integral is not necessarily 4x .4. INDEFINITE INTEGRALS AND DEFINITE INTEGRALS We have to distinguish two different kinds of integrals. The definite integral from x = 0 to x = 4 is the number f(4) f(0). There is a "constant of integration" in f(x).f x2. the rectangles lie under the graph. The rectangles are inside the triangle. The area between x = 1 and x = 3 is the dference 77:. but the Fundamental Theorem offers a faster way. If we sample v at x = 1. Its derivative is v(x) = x. the derivative of fx2 is x. In Figure 5.EXAMPLE 2 The triangular area from 0 to x is f(base)(height) = f(x)(x). The fcurve flattens out when the vcurve touches zero.f ( x ) bends down.3f = 4. 1 2 3 4 = 74 . the right end of Then the rectangular area 3 + 2 + 1 + 0 = 6 is less than the each interval gives v.x.3..$x2.34 = 4.x. We can change f(x) by a constant without changing its derivative (since the . The definite integral is definitely 8. The derivative of 4x is 4. so work backward: to achieve dfldx = 4 . exact area 8.x choose f(x) = 4x . this is the area of the trapezoid. What is the area out to an arbitrary point (like x = 3 or x = l)? We could insert rectangles. for any constant C.
" Section 5. More that that. = * Find an antiderivative f(x) for v(x) in 114. It also has f(x) = " The area under from to is The 'Onstant is canceled in computing the difference P minus q . + + v. + . answer this question: What is the definite integral between x = 1 and x = 3? The indefinite integral gives f(3) = 74 + C and f(1) = 3f + C.1 (find all f ) 13 0 (find all f ) 15 If dfldx is v3 = v(x) then z. To find the area between the limits. and 5. to give all functions with the required derivative. The limits of integration are i . The example v(x) = x has f(x) = m . the definite integral of v(x) from a to = uj then the definite sum of The sum v.4 computes many more from antiderivatives. C disappears in the subtraction. It is the area under the graph between those endpoints. 1: 16 The areas include a factor Ax. The indefinite integral is the most general antiderivative (with no limits): indefinite integral f(x) = J v(x) dx = 4x . It contains no arbitrary constant C. The differencef(3) f(l) is like fn f. The problem of integration is solved if we find f(x) such that f .derivative of a constant is zero). subtract f at one limit from f at the other limit: The constant cancels itself! The definite integral is the diflerence between the values of the indefinite integral.3 computes other areas from sums. . The difference of f's is divided by to approach the derivative. it contains no variable x. . As Ax + 0 the area v. Finding the v under the vgraph is the opposite of finding the w of thefgraph. The sum of v j from 1 to n has become "the integral of v(x) from 1 to 3.$ x 2 + C. The the LJ integral is f(b) f(a). The definite integral is determined by the function v(x) and the limits of integration (also known as the endpoints). To see the relation of indefinite to definite. It starts from rectangles with base b and heights v(x) and areas c . Then f is the g of v. the definite integral is a number. the base of each rectangle. u(x) dx =f(1) f(0). =f. If V(X) x8 then f(x) = r .Ax becomes the d of ~ ( x )The symbol for the indefinite integral of v(x) is .2 EXERCISES Readthrough questions Integration yields the a under a curve y = v(x). . The theory of calculus will show that there are no others.l") (or x3I2) 7 2 sin COS +sin cos zx 8 sec2x + 1 lo sin (by experiment) 11 sin 12 sin2x cos x 14 . and S:v(x) dx equals h minus i . fj.+ u7 is . So the sum of v's is multiplied by to approach the integral. The following functions are also antiderivatives: The first two are particular examples.. which is a I and not a function f(x). The constant C can be anything (including zero). If f. (5) By contrast. Then we come back to the definite integral and the Fundamental Theorem: 5. Then compute the definite integral 1. The last is the general case. This is a k integral. 1 5x4 + 4 x 5 2 x + 12x2 4 (&)3 3 I/& (or x .Ax + + v. fo leads to the Fundamental t integral is f(x) and Theorem v(x) dx = s .
and 83. when f is spotted directly. and what is the area for four rectangles? Guess the limit. The time t* when the population increased fastest.) Given a successful f. . the limits produce the area f(x) under a curve. m3)have less area than two rectangles. The change in population from t = 0 to t = 10. 32 Suppose u(x) increases from 40) = 0 to v(3) = 4.. 2. Find the areas and guess the limit. According to the Fundamental Theorem.16)contain an arch of the sine function. with no extra effort. + + u. Do the areas increase? Increase then decrease? . 22 Repeat Problem 21 for y = llx. Find a formula for the area AN of N rectangles and test it for N = 3 and N = 6. The area under y = v(x) plus the area on the left side of x = v'(y) equals . 20 Draw an example where three lower rectangles under a curve (heights m. and 16 rectangles were 10. The next section.. &. What is their area. 29 The graph of B(t) shows the birth rate: births per unit time at time t. which explains how to look for f(x). ) an 5. / 10 0 26 Draw y = v(x) so that the area Ax) increases until x = 1. Relate it to the area 1613 below Start with f(0) = 0. 8. Find Ax) and verify that f(1) f(0) = 2.13) and six rectangles (base 11.5. and find the total area. (a) 2f(x) is an antiderivative of 2v(x) (try examples) (b) f(2x) is an antiderivative of v(2x) (c) f(x) + 1 is an antiderivative of v(x) + 1 (d)f(x + 1) is an antiderivative of v(x + I).  . 31 If v2(x)is an antiderivative of y2(x). will displace this one. We find explicit formulas for f. 3. 18 Draw four rectangles with base 1 below the y = x line. May I recall that there is sometimes an easier way? If we can find an f(x) whose derivative is u(x). = u. stays constant to x = 2. 33 True or false. (If we can't find an antiderivative we fall back on summation. dfldx should return us to v(x)and we verify in each case that it does. containing the triangle out to x = 4. 27 Describe the indefinite integrals of vl and u2. (e) ( f ( ~ )is ~ antiderivative of ( 4 ~ ) ) ~ . then the integral of u is$ Sums and limits are not required. D(t) is the death rate. m2.3 Summation versus Integration 17 The areas of 4. In what way do these numbers appear on the graph? 1. x = 4. 30 Draw the graph of a function y4(x) whose area function is v4(x). draw y2(x). Draw f4(x). 24 Find the area under the parabola v = x2 from x = 0 to pv\. 21 Draw y = l/x2 for 0 < x < 1 with two rectangles under it (base 112). and decreases to f(3) = 1. whenflx) is an antiderivative of u(x). The right constant achievesf(0) = 0. 9.3 Summation versus Integration This section does integration the hard way. Three rectangles (base 11. 23 (with calculator) For v(x) = I/& take enough rectangles over 0 < x < 1 to convince any reasonable professor that the area is 2. adding any constant produces another fsince the derivative of the constant is zero. From areas of rectangles. What is the area with N rectangles? 19 Draw y = sin x from 0 to 11. The time T when the population was largest. 25 For vl and v2 in the figure estimate the areasf(2) and f(4).. 28 For v4(x)find the areaf(4) f(1).
Consider l 2 + 2 + 32 + 42. The limits on j (written below and above C) indicate where to start and stop: The k at the end of ( 1 ) makes an additional point. However the i was probably intended to be j. T E SIGMA NOTATION H In a section about sums. and we now look for special cases when . . The next section searches for antiderivatives.t A sum like Z:=. A SPECIAL SUMMATION FORMULA How do you add the first 100 whole numbers? The problem is to compute tZeno the Greek believed it was impossible to get anywhere. That is a "dummy variable. Here are six sums: k=O 1 1 'f 7= I + 2 + 41 + .. there has to be a decent way to express them. 6 looks meaningless. The upper limit n is on both sides. We will come back to it in Chapter 10. In fact C:=. Their sum can be written in sum' mation notation. = 2 [infinite series] 2  The numbers 1 and n or 1 and 4 (or 0 and K ) are the lower limit and upper limit. The dummy variable i or j or k is the index of summation. There is nothing special about the letter j.5 Integrals This section constructs f(x) from sums. j 2 is not meaningless either.f(. A formula is required (when possible). Then the sum is 1 + 4 + 9 + 16 = 30. It follows the rules.u. Question What happens to these sums when the upper limits are changed to n? Answer The sum depends on the stopping point n. Infinite series would have changed his whole life. + 6 = 6n.and they have no effect on the sum. Dummy variables are only on one side (the side with C). but it is actually 6 + 6 + . using the capital Greek letter C (pronounced sigma): 1' + 2' + 32 + 42 is written j=1 x 4 j2." no better and no worse than k (or i)." It equals 30.. Every term is j 2 and by the same rules. that sum is 4j2. Spoken aloud.u) or *f. since he would only go halfway and then half again and half again..can be found.. sums stop at n. that becomes "the sum of j 2 from j = 1 to 4. The individual terms are vj = j2. Integrals stop at . I hope it seems reasonable that the infinite series 1 + 3 + $ + adds to 2.
The first and last terms add to n + 1. 100 is added to each of those 100 terms.3 Summation versus Integration If you were Gauss. but the exact sum is i n 2 + i n . then k =j . Bothsums are v 3 + . There are fifty of those combinations. because the middle term (which is 50) has nothing to combine with. First solution This is the sum from 1 to 200 minus the sum from 1 to 100: The middle sum is $(200)(201) and the last is i(100)(101). If j ends at 200. k ends at 100. it is replaced by k + 100 (and if j2 appeared it would become (k + From equation (4) you see why the answer is 15050.= v. for convenience. It is there. Thus 1 + 2 + + 99 equals 493 times 100. If n is even (as 100 was) then there are i n parts. has turned up again! EXAMPLE Find the sum 101 + 102 + . Note! I left out '7 = "in the limits.100. (He solved this problem at a ridiculous age.. Believing that a number like 10000 can never turn up by accident. Often the lower limit is moved to zero or one. They are related by j = k + 100 or equivalently by k =j . Second solution The answer 15050 is exactly the sum of the first hundred numbers (which was 5050) plus an additional 10000. 3 4 (here i = j . you would see the answer at once. and 2 + 99. + v n . The sum up to 99 equals the sum up to 100 with the last term removed.. Thus the sum is (50)(101)= 5050. EXAMPLES OF CHANGING THE VARIABLE (and the limits) 1 2' equals 1 2 ' ' i =0 j= 1 . If j starts at 101. or 4950.1 and 2 also add to n + 1. + 100 is 5050 as before. always adding to 101. Both sums have 100 terms (that doesn't change). and 3 + 98. Both sums are 1 + 2 + 4 + 8 (here i = j + 3 a n d j = i . we look for a reason.) His solution was to combine 1 + 100. k=l This is important. That gives 10000.1).5. It is found through changing the limits of summation: 200 j is the same sum as j = 101 (k + 100). Remark That sum had to be 4950. What happens if n is an odd number (like n = 99)? Formula (2) remains true. because it is 5050 minus 100. If j appears in the sum.3 ) . The dummy variable j is replaced by another dummy variable k. The next terms n . j=O . but not written. The sum 1 + 2 + . Therefore the sum is i n times n + 1: The important term is i n 2 . Their difference is 15050. which gave his friends the idea of getting him into another class. The combinations 1 + 99 and 2 + 98 still add to n + 1 = 100... The sum from 1 to n uses the same idea.100 starts at 1. 1 viequals i=3  uj+. The variable must change everywherein the lower limit and the upper limit as well as inside the sum. There are 399) = 493 such pairs. Our key formula fn fn. + 200 of the second hundred numbers. to be able to shift limits around...
There is absolutely no excitement. skipping the temporary letter j. And also the problem. The good thing is that Gauss found the sum f n(n + 1). should be the last term n in the sum: This is the one term v. and it is proved correct by some lower power (like us).' equals 2 zi.'.3. Calculus looks for an f(x) whose derivative is v(x). f. Note about 1 2 + . Dummy variables have no meaning of their own. is f (n .. Integration is parallel to summation. but at first the result looks surprising: i =0 C 2' equals 2 2'. with fl = 1 and f2 = 5 and f. his formula for&.. It is much better when we lower powers find the answer for ourse1ves... = n that is included inf. The goal is to find the pattern in that sequence. which is the sum of squares.. so its area is a sum of n pieces. Check f. It is the area in Figure 5.6. This is the guess f. but soon we will be changing the limits on integrals instead of sums. thenf.. = 1' + 22 + 32 + + n2. . f. For any sum f.+ n.) This may seem a minor point. Then i = 0. The f's must begin correctly and they must change correctly.(it equals n). to show that the change in f's agrees with v. The new variable j can be changed back to i. we are copying what will soon be done for integrals. = 14. T E SUM O j2 H F AND THE INTEGRAL O x2 F An important calculation comes next.I . It cannot be divided into rectangles. Proof by induction: Check fl (it equals 1). there are two things to check. and it is better to see a "change of variable" here first.. By trying to guessf. . and you will often see it. n = f n(n + 1). but I am not happy with most of the exercises that use it. The answer is given by some higher power (like Gauss).3? Because the upper limit is i = n. The dference f. and calculus is needed.. A final step is possible. Every i on the left becomes i ..1)n. j= 1 5 6 i= 1 With practice you might do that in one step. One region is made up of rectangles.1 on the right. 5 changes to i = 1. So j + 3 = n and j = n . The other region lies under the parabola v = x2. The bad thing is that his method looked too much like a trick. . . (At first two steps are safer. For n = 1 the answer fn(n + 1) = f 1 2 is correct.. 6 . The first problem is to find f. There is a deeper point here. This is a sum of squares. That is the logic behind mathematical induction. The underlying idea is mathematical induction: Assume the statement is true below n. But that separate test is not necessary! Iffl is right. I would like to show how this fits the fundamental rule connecting sums and differences: Gauss says thatf. must be right.Why change n to n . is right for every n.. Goat + + To prove that 1 + 2 + . .t Therefore I will try to do that for the second problem. Equation (6) was the key test. For n = 2 this formula f 2 3 agrees with 1 + 2.f. Reducing n by 1. and i f the changef. but not inf. Prove it for n. is f n(n + 1). There f is an antiderivative (or +The goal of real teaching is for the student to find the answer.
we get an absolutely clean answer: The integral of v = x2 from x = 0 to x = n is exactly in3. I add 1 + 2 + . Here f...5. or a third of a million. The idea is to approach an infinite number of infinitely thin rectangles. We have to explain why. with many rectangles. To test if it is right.n + f. because the curve is v = x2. check whether f. What you have left is l 2 + 22 + + 10002.J($) ($&) * m e (FJ(k).350. an integral).833. . When the sum is replaced by the integral (the area). = n2. To put back n in the difference.n. For calculus the important term is in3: n The sum j= 1 j2 of the first n squares is  1 1 1 n3 plus corrections . 5. What is fascinating is the contrast with calculus.. To be certain. If we need the exact answer.6 Rectangles enclosing v = x2 have area (4n3+ in2 + AX)^ z I 2 3 AX)^ = 3x3. Their heights are (&)2. Many applications (example: the number of steps to solve 100 linear equations) can settle for in3. Factor out (&)3. Algebra looks for f. The sum of the first 100 squares is approximately f(100)3.333. we might try fn = fn3. I subtract f n from the sum. and we add heights times base: + + + area of rectangles = (.I produces on = n2: We see n2.+ n = qn(n 1) to the sum. The area under the parabola.3 Summation versus Integration 191 1 2 3=n Ax 1 2 3 = nAx Fig. which fits the sum of squares formula. but also . verify that fn f.350.5. To cancel f in the difference.333. is precisely a third of a million. The guess f n 3 needs correction terms.. But the calculations are getting worse. The new guess (which should be right) is + To check this answer. Main point: The area is approaching 333. A hundred rectangles gave an area of 338. f n . (&)2. The exact area of the thousand rectangles is 333.n2 and . Copying directly from integrals. could be called an antidiflerence (better to call it a sum). verify first that f l = 1. ... Calculus has no correction terms! They get washed away in the limit of thin rectangles. . The best start is a good guess. The base of every rectangle is Ax = &. I could try to guess ten thousand rectangles but I won't. 3 2 6 In practice f n 3 is an excellent estimate.'s whose differences produce v. Now take a thousand rectangles. out to the point x = 100.. Also f2 = 5 and f3 = 14. It is time for algebrawhich means that we keep "Ax" and avoid numbers. equation (7) is available: the sum is 338.
(8) 100 Factor out AX)^. and cj is true in the limit for u(x) and.. gles of width Ax approach the limiting area = f The exact area is j V(X) In the limit Z becomes j and vj becomes v(x) and AX dx. the bases are Ax. he reverse of slope is area. Now v(s) can vary continuously. It used the formula for a sum of squares. That completes the calculation for a parabola. Starting from sums of differences. The limit of the sums agrees with the antiderivative: The antiderivative of v(x) = x2 isf(x) = i x 3 . The sum of 1 + 2 + + n is i n 2 + i n . and Section 5. But the underlying idea is much more general. Proved or not. But it can be done. which was special. and as the rectangles get thinner they disappear. The other terms are approaching zero! They contain Ax. I am not quite sure. but it is T still the slope of f'(s). According to the Fundamental Theorem. the difficulty is that we have too many limits at once. The area under the curve came from the central idea of integration: 100/Ax rectanThe rectangular area is Z vj Ax. the area under v(x) is f(x): That Fundamental Theorem is not yet proved! I mean it is not proved by us. The heights are jAx.f(x).. going out to x = 4.) The jth rectangle meets the curve v = x2. so its height is AX)^. you are seeing the main point. and we add areas: area = (AX)~(AX)(2Ax)'(Ax) + + .5 Integrals The interval of length 100 is divided into n pieces of length Ax. This gives the area of n = 4/Ax rectangles. The leading term is a third of a million. The differences Af/Ax approach the derivative. (1 + 2 + 3 + 412= 13 + 23 + 33 + 43 Proof without words by Roger Nelsen (Matlzenmtics Finally we review the area under r. as predicted. = x. The vanishing of those corners will eventually be proved for any continuous functionsthe area from the correction terms goes to zerobut here in equation (9) you see it explicitly. A real proof has to separate those steps. The area is (Ax)3 timesf. They only account for the small corners of rectangles that lie above the curve. What was true for the numbersf. leaving a sum of n squares..7 will do it. Its base is Ax. + (nAx)'(Ax) = n j= 1 (jAx)'(Ax). Whether Leibniz or Newton managed to prove it. and n = : Ax This equation shows what is happening. (Thus n = 100/Ax. becomes dx. The sums of cjAx are approaching the integral. and we add areas: .
and AX)^ disappears faster. If the correction is AX)^ instead of A x . The exact area is 8. Important note There you see a question in applied mathematics. The difference is Dn= f n. when the sum and + integral are easy: Sn= 1 + .9.3 Summation versus Integration 193 With A x = 1 the area is 1 + 2 + 3 + 4 = 10. but their left sides are much too high. The error is proportional to A x .6. The sum of pth powers is 1 1~ + 2~ + . Their right sides touch the graph of v. But to get an error of we need eight million rectangles: 2A x = 2 4/8. + nP = n P + l plus ~0wection terms. It takes twice as much work to get one more binary digit in the answerwhich is absolutely unacceptable. 1 + + n is f n2 plus i n . and it doesn't care if the power p is an integer..7 Endpoint rules: error  l/(work)  lln.. Finally we try the quick way. Here are actual numbers for p = 1. If there is an error. what size is it? How does it behave as Ax + O? The A x term disappears in the limit. then a thousand rectangles will reach an accuracy of The problem is that the rectangles are unbalanced. We only need p + 1 > 0 to be sure nP+ is genuinely the leading term. The thing to watch is the relative error En= Dn/In: + . That is horrifying! The numbers 10. The area out to x = 4 is 3(4)2= 8. 5. Midpoint rule is better: error  l/(~ork)~. Section 5.000. The correction terms disappear and the sum approaches the integral.. Then the rectangle sits halfway across the line v = x. and you know what is coming. seem to approach the area 8 in a satisfactory way. and the error is zero. because dfldx is v. n and In= x dx = i n 2 . Sixteen rectangles of width i brought the correction 2Ax down to f . The sum of squares is i n 3 plus correction terms. First. 83. The area under v = x is f = f x 2 ..8 comes back to this ruleand to Simpson's rule that fits parabolas and removes the S AX)^ term and is built into many calculators. The area under v = xP from 0 to n is n/Ax x p d x = lim Ax+O j = 1 1 ( ~ A x ) ~ ( A xnP? )= ~ + l Calculus doesn't care if the upper limit n is an integer. The antiderivative of v = xP is f = xP+' / ( p 1 ) . 8 i . The best is to cross the graph in the middle of the intervalthis is the midpoint rule. Somehow the A x term must be removed. Those corrections disappear in calculus. Fig.5. With eight rectangles and Ax = f. the area was 8 + 2Ax = 9. Optional: pth powers Our sums are following a pattern. ( 1 1) p+l The correction involves lower powers of n.000 = 10. We are close to interesting experiments. . but the convergence is much too slow. Done.
= r . = m and equals n . . 2 Compute j=O x 3 ( j 2j) and 1 112'.0072 In this and future tables we don't expect exact values. It came from integrating x2 from 0 to 100..= t . The sum Z f = .3). j= 1 n x 10 0 (l)'/i! times 0 lo! . The last entries are rounded off. 5 Write these sums in sigma notation and compute them: 6 Express these sums in sigma notation: 7 Convert these sums to sigma notation: 8 The binomial formula uses coefficients 1 Compute the numbers n= 1 l/n and 1 (2i . The limits are c . You can guess En from the table. Theformulafor 1 2 + 2 2 + . The leading term equals the integral of v = x from 0 to 100.. The correction term is the area between the k and the I . check f l = s and check f. Readthrough questions The Greek letter a indicates summation. + n 2 i s f . More important.7963 0. and please jind a formula for En.S.=. Please write down the next line n = 400. In uj the dummy variable is b .The number 20100 is f (200)(201). vi is the same as 0 u i + . and the goal is to see the pattern. so the first .. i=2 5 100 9 With electronic help compute 10 On a computer find 1 l/j 1 1000 and 10 x 1 l/j. One more numbera third of a millionwas mentioned earlier. This is close to the area of v rectangles of base Ax. The sum is the total i of 100 rectangles. which is written i . For& = Z. The area under the parabola v = x2 from x = 0 to x = 9 is u . i2 is the same as 2. . it should show how quick (or slow) that convergence will be. The computer can find sums without a formula! With its help we go to fourth powers and square roots: lo0 $ 67 1A629 3(100)~'~ 4. The errors En. The correction terms approach zero very w . I hope you can push the experiments far enough to discover C(p).. The formula should show that En goes to zero. and equals P .= vj the differencefn f. to keep njixed and change p. The correction term is h . This is not an exercise with an answer in the back of the bookit is mathematics. or you can derive it from knowing Snand I. 4 Evaluate 1 (i= 1 6 1)'i and 1 (j= 1 n 1)'j. For n = 100 the leading term is g . The sum z: . are sure to obey a systematic rulethey are proportional to l/n and to an unknown number C(p) that depends on p.Toprove it by mathematical induction. which compares to the sum Sloe of 100 squares: These numbers suggest a new idea. When uj = j this term is d and the last term is sum equals f .equals 4 . 4 6 n 3 Evaluate the sum i=O 2' and i =0 2'.
• . . by looking for antiderivatives. b. Vl. 25 Add p = 3 and p = 3 to the table for SloO. .j) 17 The antiderivative of d2fldx2 is dfldx. The i = 1 wi.) express the total area in sigma notation.nAx.. c.1) h .~21 . 23 Add n = 400 to the table for Sn= 1 + + n and findthe • Compute both sides if al = 2. a.. 14 Simplify the sums j= 1 v2 = ( 5 5. + unless 26 Guess C(p) in the formula E n . Compute vl and v2 and the double sum. Guess an approximate formula for E1OO.2. ... In practice. Prove that Z (ui. 1.1)Ax) AX 5. wi. and their limits as Ax + 0. b. The solutions a = 4. Then compute both sides for any a. .. Ax. Guess and prove a formula for En. Compare.Find an approximate formula for En.. What is the sum (f2 ... + (2n . For n = 0 we have 2 = 1. b2 = 4. f3 = 14.p. We leave aside sums of rectangular areas. turn those into three equations for a. bl = 1. 35 Suppose n rectangles with base Ax touch the graph of v(x) at the points x = Ax. The text has a proof without words. 2Ax. a2 = 3. Express the total rectangular area in sigma notation. 11. Always Ivl 1 1 1 + v21 < lvll + lv21 In the limit this becomes 1 . b. + + a) : 21 Suppose f.. i= 1 1 f(jAx) f((j . fi = 5. is the same as S minus .2' ') and 29 The doubik sum J All but two terms cancel. b = 3.5.z C(p)/n... And also. + n8 = qn9+ correction. The proof in Section 11.p = 1 + P + 1 W .Instead we search for an f (x) with the required derivative u(x).4 Indefinite Integrals and Substitutions This section integrates the easy way.l = n2.1) and j= 3 x n x (h+ 12 j= 1 (2 +j).j) (j1 is ( ~ 1 .l + ~2. 36 If l/Ax rectangles with base Ax touch the graph of u(x) at the left end of each interval (thus at x = 0. If 2" = 1 for every n e N. 24 Add n = 50 to the table for Sn= l 2 + + n2 and compute ESo. then 2N=2N192N1/2N2= 1*1/1=1. 4 is I7 = 3(6 11 4). Then (6@+(11@+(4fl= . has the form an bn2 + cn3.5 < 11 151. and fn f.. 3+ ) double sum i (i is j=l x[ ] x (1 +j) plus 1 5) 30 he double sum . j=1 28 Let S be the sum 1 + x + x2 series.f. 1 + ~ 1+.= n(n + 1)(2n+ 1)/6 by checking that fl is correct and f.2f2 +fl) + "' + (f9 . vn 1s v = . The average of .4 Indefinite Integrals and Substitutions 11 Simplify 195 i= 1 x n (ai bil2 + + i= 1 x n (ai . 27 Show that 1 .bi)2 to a: and i= 1 x n i= 1 i aibi# f aj i bk. + + (wl.. 2 + ~2. . = in2(n+ 33 The average of 6. . Therefore S = if x = 2 because + + of the (infinite)geometric + . the equals dx = .17)= 0. this approach is more or less independent of the approach through sumsbut it gives the same answer.. 2Ax.2) 31 Find the flaw in the proof that 2" = 1 for every ' n = 0. If you know fl = 1. Then xS = x x2 + x3 .1 uses vectors..2f8 +f7)? 18 Induction: Verify that l2+ 22 + + n2 is f. c = $ give what formula? 22 Find q in the formula l8+ + 34 The S ~ I W inequality is ~ ~ Z ($ aibiJ < ($ ($ bf).. 37 The sum Ax 'IAx relative error En. + 23 + + n3 is f. . None of this makes sense (i +j) is vl = k=1 13 "Telescope" the sums k= 1 x n (2' .2fl+f0) + (f3 ..1)= n2.. 32 Write out all terms to see why the following are true: 19 Prove by induction: 1 + 3 + 20 Verify that 1 by checking f.
and the chain rule. or a reasonably nice v(x). the product rule. Trigonometricfunctions cos x sin x sec2x sin x + C cos x + C tan x + C sec x + C . In the t W e will soon meet ex.T The other possibility is to use rules for derivatives to find rules for integrals. Then f goes in one column and v = df/dx goes in the other co1umn. For emphasis we list three derivatives above three integrals: .5 Integrals search for an antiderivative may not succeed.1 is not included. or both. That requires a symbolic integration code like MACSYMA or Mathematica or MAPLE. An expression for f (x) can have tremendous advantages over a list of numbers. We may not find f. It integrates between specified limits. On each line. which goes in both columns. or on to something better in Section 5.8. f (x) is an antiderivative of v(x) because df /dx = v(x). enormously and easily. to obtain a number (the definite integral). . RULES FOR INTEGRALS Among the rules for derivatives. It is f ( x ) and also ~ ( x ) . because n + 1 would be zero. v = x' will lead us to f = In x. They were linearity. because the derivative of the sine is the cosine./1/(1 + x2) sin' x tan' +C x+C You recognize that each integration formula came directly from a differentiation formula. Thus our goal is to find antiderivatives and use them. That is the way to extend the list. First we write down what we know.csc sec x tan x csc x cot x x +C Inverse functions I/. Known pairs Powers of x Function v(x) xn Antiderivative f (x) xn+'/(n + 1) + C n = . Everything flowed from those three. three were of supreme importance. In that case we go back to rectangles. A computer is ready to integrate v.(constant) = 0 d dx  d (x) = 1 dx There are two ways to make this list longer. Here we hope to find a function (the indefinite integral). The techniques will be further developed in Chapter 7this section is short but good. One is to find the derivative of a new f (x). but not by discovering f . The integral of the cosine is the sine.
so most people check that df ldx = v(x). The rules can be restated with integral signs: sum rule: constant rule: linearity: J [ ~ ( x+) w ( x ) ]d x = J V(X) dx + J dx W ( X ) dx J CV(X) dx = c J V(X) ~[av(x)+bw(x)]dx=a~t. The three basic methods of differential calculus also dominate integral calculus: linearity of derivatives . EXAMPLE 3 Rewrite 1 1 .1.')I(. The antiderivative is tan x .5. LINEARITY O INTEGRALS F What is the integral of v(x) w(x)? Add the two separate integrals. The proofs come from the linearity of derivatives: (af + bg)' equals af' + bg' which equals av + bw. reversing the chain rule to make an integral simpler. so logically the last rule is enough.linearity of integrals .sin x as 1 + sin x 1 . All antiderivatives allow the addition of a constant. product rule for derivatives + integration by parts chain rule for derivatives + integrals by substitution The easiest is linearity.4 Indefinite Integrals and Substitutions 197 reverse direction (from v to f )this is still true. Integration by parts will be left for Section 7.1.1 .sec x + C.sin2x cos2x = sec2x . That rewriting is done by a symbolic algebra code (or by you). The real problem is to find that one antiderivative. The graph of + w has two regions below it. Question How to integrate tan2 x? Method Write it as sec2x . To give all possible antiderivatives of a function. the antiderivative is af ( x )+ bg(x)+ C.7 cos t + C.1) + C. The first two rules are special cases of the third. Differentiation is often simple. Answer tan x  x +C . which comes first. + sum rule: constant rule: linearity : f +g cf is an antiderivative of is an antiderivative of v+w cv af + bg is an antiderivative of av + bw This is a case of overkill. EXAMPLE 2 The antiderivative of 6 cos t + 7 sin t is 6 sin t . the area under v and the area from v to v + w. just remember to write "+ C" after one of them. This section starts on substitutions. EXAMPLE 1 The antiderivative of v = x2 + x  is f = x3/3 + ( x . For a combination like av(x)+ bw(x).(x)dx+b~w(x)dx Note about the constant in f ( x )+ C.sin x . The constants for each part combine into a single constant. Adding areas gives the sum rule. Suppose f and g are antiderivatives of v and w: t.sec x tan x . However it is so important to deal quickly with constantsjust "factor them outvthat the rule cvcf is stated separately.
/n = JFi+ C j x J F T dx = $(x2.1)3'2+ C j cos 2x dx = f sin 2x + C A ship of x (to x + 2) or a multiple of x (rescaling to 2x) is particularly easy: EXAMPLES 940 5 (x + 2)) dx = $(x + 2)4 + C You will soon be able to do those in your sleep. Choosing the insid?function g (or u) commits us to its derivative: the integral of 2x cos x2 is sin x2 + C (g = x2. Constants are no problemthey can always be jixed. The trick is to spot an inside function whose derivative is present. But the inside function u = x + 2 has duldx = 1. This . Its derivative is duldx = 2. the function on the left is its antiderivative! There are two points to emphasize right away: 1. we need its derivative.5 Integrals INTEGRALS BY SUBSTITUTION We now present the most valuable technique in this sectionsubstitution. you have to remember the chain rule: f (g(x)) has derivative f '(g(x))(dg/dx) sin x2 has derivative (cos x2)(2x) (x3 + 1)' has derivative 5(x3+ ll4(3x2) To see the If the function on the right is given.f (cos x ) + C ~ u = sin x (compare Example 6) u = sin x u = cos x (compare Example 4) The next example has u = x2 . We use that letter to state the substitution rule.1 and duldx = 2x. when f is the integral of v : EXAMPLE 4 EXAMPLE 5 EXAMPLE 6 1sin x cos x dx = &(sinx)' + C 1sin2x cos x dx = $(sin x ) + C ~ j cos x sin x dx = . and the 3 from x3. 2. The "1" is there automatically.8b. but otherwise dgldx has to be there. The key step is choosing u: EXAMPLE 8 xdx/. Divide by 2 or 15: Notice the 2 from x2. dgldx = 2x) the integral of cos x2 is (failure) the integral of x2 cos x2 is (failure) (no dgldx) (wrong dgldx) To substitute g for x2. and the graph shifts overas in Figure 5. the 5 from the fifth power. For Example 10 the inside function is u = 2x. We can fix constants like 2 or 15. idea. Officially the derivative of (x + 2)4 uses the chain rule. Very often the insidefunction g is written u.
The functions cos x 2 and 1/ 4 . EXAMPLE 12 J(cos Vx) dxl 2/: = f cos u du= sin u + C = sin (put in u) x+ C (integrate) (put back x) The choice of u must be right. Here are the four steps to substitute u for x: 1. The change of variables (dummy variables anyway!) leaves an easy integral. (2) Squeezing the graph by c divides the area by c. or v(u) times du 3. and then u turns back into 3x 2 + 1. required factor 2 is missing in J cos 2x dx. Substitute u(x) back into this antiderivative f. 5 (3) Check the derivative at the end. The exponent 5 cancels 5 in the denominator. The last graph has half of du/dx = 2x. and 7x is what we started with.4 Indefinite Integrals and Substitutions V(X  199 xV (x 2) area lf (x2) 0 Fig. Integrate J v(u) du to find f(u) + C 4. Here 3x2 + 1 needs 6x: 7x(3x 2 + dx 6 7 us (3x2 + 1)46x dx u4 dx Now integrate: . 6x from the chain rule cancels 6. 5.+ C(3 65 6 7 (3X 2 + 1)5 5 + C. The rule for any nonzero constant is similar: Sv(x + c) dx =f(x EXAMPLE 14 + c) and v(cx) dx= f (cx). to change everything from x to u. Check the derivative of ½ sin 2x: the 2 from the chain rule cancels the ½.5. but we put it there by multiplying and dividing by 2. it is a good idea to get du/dx where you need it.. (4) This really shows how substitution works. many people just write du: S(3X 2 + 1) 4 6x dx = u4 du = u5 + C. and we also switch from dx to du. Now 3x + 7 rescales and shifts: f cos(3x+7) dx= ' sin(3x+7)+ C (3x+7)2 dx= 3 (3x+7) + C Remark on writing down the steps When the substitution is complicated. Remark on differentials In place of (du/dx) dx. The most common mistake is to confuse dx with du. some remarkable integrals are possible. But most will remain impossible forever. Choose u(x) and compute du/dx 2.8 2 0 1 0 1 0 1 Substituting u = x + 1 and u = 2x and u = x 2. to reach du. Locate v(u) times du/dx times dx. The factor du/dx from the chain rule is absolutely needed. With ingenuity. We switch from x to u. Those integrals are well defined and they come up in applicationsthe latter gives the distance .sin 2 x have no "elementary" antiderivative.
In terms of u the integral is Returning to x gives the final answer. Therefore the antide~ ~ rivative of c is d . when f is an antiderivative of v: ( 4 1v ( W ) dx =f (u(x))+ C (b) J v2(x) dx = ff 3(x) C (c) j v(x)(du/dx)dx =f ( ~ ( x ) ) C (d) J v(x)(dv/dx)dx = 4 2(x)+ C f The best substitutions for 1tan (x + 3) sec2(x + 3)dx and J ( ~ ~ + l ) ' ~ xarex u = I d and u = k . u = x2 1 does not work. 1 1J2$x. = / dx (always C) + True or false.8 gives f (t) = f integration constants). so substitute substitute u = e . The integral J dx/(l + x2) is known immediately as r . which we don't yet know.y d 2 ~ / d x= 2 26 dyldx = x/y 28 d y/dx5 = 1 30 dy/dx = 5 fi 32 (dyldx)' = & True or false. We give a nonexample1 (x2 + dx does not equal i ( x 2 + l)3to emphasize the need for duldx.. 1cos x tan x dx 20 J sin3x dx 40 Show that 12x3dx/(l +x ~= j (U~ 1) du/u3 = )  In 2132 find a function y(x) that solves the differential equation. The exercises concentrate on substitutions. + J. The derivative of (sin x ) is b . find antiderivatives of 23 dyldx = J1Zx (a) v(t + 3) (b) v(t) 3 (c) 3v(t) (d) v(3t). (two 17 19 J sec x tan x dx j sec2x tan2x dx J 2x dx/(x2+ 1) is J du which will soon be In u. / g dt 14 1 t 3 & 7 dt 16 J (1 + x312)& dx 12 18 38 j (x2 + 1)'dx is not &(x2 1)) but 39 + . Since 2x is missing. P . To compute (1 + sin x ) cos x dx.5 Integrals around an ellipse. 42 The solution to d 4 ~ / d x= 0 is 4 (four constants). Readthrough questions Finding integrals by substitution is the reverse of the a rule. + + 5 Find the indefinite integrals in 120.cos nx n 1 + C. but not to perfect accuracy.I) dx = 11 13 15 1t3 d t / J g J (I + &) dx/& 1t . 2x dx/(l + x2) The antiderivative of v dv/dx is leads to J q . when f is an antiderivative of v: 2(x) C (a) J f(x)(dv/dx) dx =if (b) j v(v(x))(dvIdx)dx =f(V(X)) C + (c) Integral is inverse to derivative so f (v(x))= x (d) Integral is inverse to derivative so J (df /dx) dx =f (x) + If 7 d /dx = v(x) then f v(x . which need and deserve practice. 21 dyldx = x2 41 The acceleration d2 /dt2 = 9. But we can fix up n: + n cos u + C = . The answers are n and 0 . That can be computed to tremendous accuracy. du = g .I) dx = and and 1cos3x sin x dx 9 1cos3 2x sin 2x dx Jd t / J s 8 1cos x dx/sin3x 36 If 10 J cos3x sin 2x dx df /dx = v(x) then . v(x2)xdx = 1v(2x . 22 dyldx = y 2 (try y = cxn) 24 dyldx = l / J n 43 If f(t) is an antiderivative of v(t). . Then du= I and m . dx (add + C) 2 1. Then duldx = f h = I . dyldx = lly d2y/dx2= 1 d2y/dx2= . + .
the area between a and b.f(a) x31: = 8 . C makes no difference. This section does the same for area. Viewpoint 2: When f is not known. the equation gives the area from a to b. check that d /dx is v.1. First. The upper limit in the second step gives plus f (b). we construct f (x). When the goal is a numbera definite integralC can be assigned a definite value at the starting point. For a typical v(x). You may think we should have defined integrals before computing themwhich is logically true." The constant is not settled because f (x) + C has the same slope for every C. we choose C. Second. But still v(x) has an "area" under its graphand this yields the desired integral f (x). This section takes two steps. Now we go much further. leading to the definition of the integral. Distance is f(t) and area is f(x)while the definite integral is f (b) f (a). d Viewpoint 1: When f is known. The indefinite integral contains " + C. Every continuous function v(x) has an integral (also some discontinuous functions). f the lower limit gives minus f(a).1 gives an equally good antiderivative . Notice the brackets (or the vertical bar): f(x)]: =f(b). The object is to define the integralin the most frequent case when a suitable f (x) is not directly known. For mileage traveled. we subtract the reading at the start. After the first step. then substitute b and a. Most of this section is theoretical. the area from a to x is 1 v(t) dt =f (x) f (a) (indefinite integral) the a m a f r o a to b is EXAMPLE I v(x) dx =f (b) f (a) (definite integral) The area under the graph of 5(x + 1)4 from a to b has f (x) = (x + 1)': The calculation has two separate stepsfirst find f (x). we can't find f (x) by guessing or substitution. indefinite integral). use t as the dummy variable: . pay attention to the great formula of integral calculus: lab Iab ~ ( tdt = ) V(X) ~ =f (b) f (a). Don't pay attention to t or x. the equation defines f from the area. Then the Fundamental Theorem completes the circle: The integral leads back to dfldx = u(x). The area up to x is the antiderivative that we couldn't otherwise discover. The first requirement is to have area = zero at the start: f (a) + C = starting area = 0 so C = f (a). When we care only about the derivative. (2) For the area up to x (moving endpoint.1 [cos XI:'=cos 2t .5. But the idea of area (and the use of rectangles) was already pretty clear in our first examples. THE CONSTANT OF INTEGRATION Our goal is to turn f (x) + C into a definite integral. Changing the example to f (x) = (x + .5 The Deflnlte Integral 201 T e Definite lntearal h The integral of v(x) is an antiderivative f(x) plus a constant C.
Does sin x2 still have an antiderivative? Yes! Every continuous v(x) has an f (x). the chain rule produces an extra 2xno adjustment will work. which is + cos 0.(. INTEGRALS AS LIMITS O "RIEMANN SUMS" F We have come to the definition of the integral.b]. Set u = x2.+ n2.. We need new limits when u replaces x2... That limit is the integral. (In this case ' a = O2 and b2 = 32 = 9. That example shows the right form for solving exercises on dejkite integrals. .1 disappears: [ ( x + 1)' .. x. = b.+ n and l 2 + . x2.cos x2. x 2 ] . The limits on u = x2 + 5 are u(0)= O2 + 5 and u(1)= 1 + 5..cos x2. . + EXAMPLE 4 1 sin x2 dx = ?? (no elementaryfunction gives this integral). The integral is Qu4. [xn. We have to account for the missing 2.. divide up the interval from a to b. The "meshpoints" x. the rectangular areas also approach a limit. EXAMPLE 2 When v = 2x sin x2 we recognize f = . : If we try cos x2. The endpoints are xo = a and x. [x. This definition is a major step in the theory of calculus. To define that integral.11: = ((b+ 1)' . from formulas for 1 + . because the . Split [a.dx = dx sin u du. We will not go back to those formulas.The maximum is M. But for other functions. we now take the limit of rectangular areas. The lower limit gives .. the minimum of v(x) is mk. But most problems involving the chain rule go more slowlyby substitution. Step 1 Problem Integrate the continuousfunction v(x)over the interval [a. It can be studied in detail.l .and now f (0)= 0. But f (b)f (a)stays the same. = xk .xk.cos 0). or understood in principle.Whether f ( x ) has an algebraic formula or not. Those limits on u are a and b2. too irregular to find exact sums. we can write it as J v(x)dx.) Z f x goes from a to b.. The length of subinterval k is Ax. Example 2 jumped directly to f ( x )= . m e area from 0 to 3 is + The upper limit copies the minus sign.((a+ 1)' . In that smaller interval.. The truth is that the definition is not so painfulyou virtually know it already..1)= (b + 1)' .1) . . The ' alternative is to find f ( x )= Q(x2 5)4 in one jump (and check it)..].. with duldx = 2x: IO3 2x sin x2 dx = lo3 du sin u . then u goesfrom ~ ( ato u(b).(a 1)'. The chapter started with the integrals of x and x2. Therefore duldx = 2x (or du = 2x dx for differentials). b] into n subintervals [a. That is why the uintegral goes from 5 to 6. b]. ' ) In this case u = x2 + 5.
x a r.9 Area of lower rectangles = s. Important: The area under v(x) contains the area "s" of the lower rectangles: 203 fb v(x) dx > m fbv(x) dx Ax1 + m2Ax 2 + + m. The "upper rectangle" reaches to Mk. The graph of v(x) is in between.5 The Definite Integral Now construct rectangles. Similarly the upper sum decreases. those sums close in on a single number A. Now add more and more meshpoints in such a way that Axmax + 0. so for integrals: The definition involves a limit. < (7) I have left space in between for the curved areathe integral of v(x). there are points Xmin and Xmax where v = mk and v = Mk (extreme value theorem).9a shows why s < area < S. A standard example has V(x) = 1 at all fractions x = p/q. Since v is continuous. The minimum in one piece can be greater (see second figure) than the original mk. = s. The maximum in one piece can be below the overall maximum. Remark 1 The sums s and S may fail to approach the same limit. Notice an important fact. So the sums come closer together: s < s' < IS' S. 5. Figure 5.. They never pass each other. A•v v(x (X)1 )V (1 m 3. Fig. "L·rl k Mk p. nx. If v(x) is continuous. Every ." That is the delicate point. s goes up and S comes down. h X r. and also for some discontinuous functions. As new points are added. That number is the definite integralthe area under the graph. A is the "Riemann integral" of v(x) from a to b.5. DEFINITION The area A is the common limit of the lower and upper sums: s . (8) This limit A exists for all continuous v(x). (6) The lower sum s and the upper sum S were computed earlier in special caseswhen v was x or x 2 and the spacings Ax were equal. Upper sum S includes top pieces. When it exists. The lower sums increase and the upper sums decrease. "I· r. When a new dividing point x' is added. I hope the next five remarks (increasingly technical) will help to distinguish functions that are Riemann integrable from functions that are not. X . (5) The area under v(x) is contained in the area "S" of the upper rectangles: MAx + M2 Ax 2 + + MAxn= S. LI nl. the lower sum increases. The "lower rectangle" over interval k has height mk.A and S + A as Axmax + 0. and V(x) = 0 at all other points. REMARKS ON THE INTEGRAL As for derivatives. and we always add "if the limit exists. Riemann sum S* is in between. Calculus is built on limits.
the upper and lower sums differ by less than 2e(Ax 1 + Ax 2 + . the areas differ by less than 2e(AXk). The gap must close. The gap in equation (7) stays open. " When the rectangles sit between x* . The lower sum is always s = 0. As e + 0 we conclude that S comes arbitrarily close to s. the upper bound of all possible sprovided those bounds are equal. Combining all rectangles. The extreme sums s and S are used in the definition while S* is used in computation. The area under a step function is clearthe rectangles fit exactly.. the bounds Mk and mk differ by less than 2e.. So A exists. It starts with continuity at x*: "For any e there is a 6 . Multiplying by the base Axk. and require Axmax + 0. + v(x*)Ax. Therefore mk = 0 and Mk = 1.a). See Figures 5. the difference between s and S goes to zero.8 will establish its extra accuracy. We have to know that the line of real numbers has no "holes. converges to the same limit. Every continuous function is Riemann integrable. The decreasing sequence S. Then the total rectangular area is a "Riemann sum" between s and S: S= v(x )Ax 1 + v(x*)Ax 2 + .204 5 Integrals interval contains rational points (fractions) and irrational points (nonrepeating decimals). approaches a limit. The proof is optional (in my class). Any increasingsequence. This function V(x) is not Riemann integrable. The other problem is about continuity. The midpoint rule takes x * in the middle of its interval (Figure 5. Remark 2 The step function U(x) is discontinuous but still integrable. The integral is the lower bound of all upper sums S." The height v(x*) can be computed at any point x* in subinterval k.)= 2e(b . 5. One is at the end.10. and Section 5...." so there is a number A to which these sequences converge. That is true. We assumed without saying so that the . but it belongs here for reference. Very often A is closer to S* than to s or S./I min max mid any x k Fig. Remark 3 With patience another key step could be proved: If s + A and S + A for one sequence of meshpoints. The same limit A is approached by "inbetween rectangles. bounded below. The rectangles have height v(x*). That jump interval has mk = 0 and Mk = 1. The upper sum is always S = b .a (the sum of 1's times Ax's). Two problems are hidden by that reasoning. then this limit A is approached by every choice of meshpoints with Axmax 0..9c and 5. On every interval the minimum mk equals the maximum Mkexcept on the interval containing the jump. (9) We cannot tell whether the true area is above or below S*. and it is .6 and x* + 6. V)/ (X 0 right /4"" .10 Remark 4 Various positions for x*' in the base. The area under its graph is not defined (at least by Riemannsee Remark 5). if it is bounded above. to define the integral. ifv is continuous. The Riemann sums approach the Riemann integral. where S and s come together.. + Ax. They squeeze in on a single number A.10). But when we multiply by Axk.
even if we can't find a simple i .. (Amazing. Therefore the next section turns from definition to properties. b] into subintervals of length Axk= k . even v = x2 is not uniformly continuous. Modern mathematics needs to integrate the zeroone function V(x) in the first remark. We did not allow for the possibility that 6 might approach zero where v(x) is rapidly changingin which case an infinite number of rectangles could be needed. the upper sum S is only E.the total ~. The fractions (where V(x) = 1) can be put in a list. u3du..) The idea is to cover 1/q. The o is between s and S. .5. use rectangles of height v(x. what constants C make 110 true? 1 Jn Jb. Substituting u = 2x . Our reasoning requires that v(x) is unifomly continuous: 6 depends on E but not on the position of x*. Thus cos x]: equals e . Somehow V has more 0's than 1's.. V(X) =f (b) + C dx 2 j.. approach the same r . S P and s q . The notation f ($1: means d . again to allow more functions). divide [a. Lebesgue discovered a major improvement. b]." The integral ought to be zero.5 EXERCISES Readthrough questions In J v(t) dt =f (x) + C. 5. First the meshpoints xl.6)2= 4x*6.5 The Definite Integral width 26 is the same around every point x*.1 changes J: dx into h (with limits on u)... 1.quals t . this one is totally at your discretion. named after s . He allowed infinitely many subintervals (smaller and smaller).b U(X) x can be defined for any I funcd tion v(x). By contrast.*).(x* . It changes across )~ a subinterval by (x* + ~ 5. No single 6 succeeds at all x*. 2/q. and S* = u approaches the area. Here X$ is any point between t . If u(x) = dfldx. The upper sum S is equal to m . And since E was arbitrary. w the choice 6 = ~ / 4 b orks everywhereso v = x2 is uniformly continuous. collecting the rules that are needed in applications.that defines the integral. For each E there is a 6 that works at all points in the interval. possibly more than you want or needbut it is satisfying to get things straight. If S and s 3 4 5 1 v(t) dt = f (x) + C : J:.q/q by narrow intervals of total width ~ 1 2Combining all q = 1. Then : at x = a the integral is b . has height Mk= 1 . That completes a fair amount of theory. They are very straightforward. Also [cos x + 3]".. The definition of the integral is still being studied by experts (and so is the derivative. (x2l)j2x . which shows why the antiderivative includes an arbitrary Q . Remark 5 If those four remarks were fairly optional. At x = b the integral becomes c . the "Lebesgue integral" is zero as desired. This fact (proof omitted) makes the reasoning correct. v(sin x) cos x dx =f (sin b) + C v(t) dt =f (t) + C (careful) 6 dfldx = v(x) 7 +C dx=j:. but Riemann's upper sums all involve M . and v(x) is integrable. On an infinite interval. + width to cover all fractions is no more than E(& $ + $ + . the constant C equals a . 6 must get smallerto keep 4x*6 below E. but the irrational numbers (where V(x) = 0) are "uncountable. when the fractions are packed so densely. As x* gets larger. = 1. A continuousfunction on a closed interval is uniformly continuous. As more meshpoints are added. Since V(x) = 0 everywhere else. But on a finite interval [O.. The intermediate sums S*.)= E. 3.2. . The upper rectangle with base Ax. v(x) dx =f (4) + C The integral J. The lower sum s is n . Then all fractions can be covered with intervals of total width E. the properties of the integral are used by everybody. . x2.
So every increasing function on [a. Ax = l/n and each xf is the midpoint. . With Ax = 5 find S and s. 24 The difference S . find f (x). Compute the integral iis in 1116. then all Riemann sums S* in equation (9) also approach A. Those areas approach zero.&. The integralfrom a to b is added to its neighborfrom b to c.s in 21 is the area 23Ax of the far right rectangle. 4. at the points x = +. 25 If v(x) is increasing for a . The average of n numbers is clear. and elsewhere W(x) = 0.. Draw a rough graph with 4.8 9 I' v(t) dt =f (x2)+ C : 26 Find the Riemann sum S* for V(x) in Remark 1. 18 1 x3(1 . ~ 12 29 For M(x) in Problem 28 find the difference S .< x . We now collect together seven basic properties of defirrite integrals.4.s is the + + area of the rectangle minus the area of the rectangle. One direct application is to the average value of v(x). Their sum is the integral from a to c. 23 Repeat 19 and 20 with Ax = 4 and compare with the cor rect answer. explain f (x) = a 31 (a) If df /dx = 1 v(t) dt. but now there are two intervals. 13 El4tan x sec2x dx 11 15 sec2'xtan x dx 17 1 dx/x : (take u = l/x) 1 sin8x cos x dx " : 14 1 x2"+' dx (take u = x2) .X)dx = C (change x to t. and the integral extends that ideait produces the average of a whole continuum of numbers v(x). (g) One xf in Figure 5..< b. The definition was chosen so that the integral has properties that make the applications possible. .s (which approaches zero as Ax * 0). f (a) Every continuous v(x) has an antiderivative f (x). the difference S .O1 find the upper sum S. b] is Riemann integrable. x3 dx 20 22 sin 2nx dx x dx. their Riemann sums at the midpoints xf satisfy Sf + S t = ST. (f) The midpoint sum is the average of S and s. We start instead with a different kind of addition. (e) If vl(x) v2(x)= u3(x). The integral was defined in order to be used. 33 True or false. (c) If S and s approach A as Ax + 0. For Ax = . their upper sums satisfy S1 +S2 =S3.V(X) nd f(I) = 0.6 Properties of the Integral and Average Value m The previous section reached the definition of 1 v(x) dx. . find the maximum Mk and minimum mk and upper and lower sums S and s. 1 (x' + 114dx . Its properties are important.. 16 1 x d x / J m ' . S and s approach different limits. : + v(x) and f (0) = 3. M(0) = 0 and M(1) = 1. Is W(x) integrable? 28 Suppose M(x) is a multistep function with jumps of 3.4. find f (x). That is the first (not surprising) property in the list. when 1 v(. and its applications are even more important... 19 21 32 In your own words define the integral of v(x) from a to b... . also dx and limits) : 10 1 v(x) dx = C v(2t) dt. 27 W(x) equals S at x = 3.001. . This S* is wellbehaved but still V(x) is not Riemann integrable. The addition rule for [v(x) + w(x)] dx will not be repeatedeven though this property of linearity is the most fundamental. ' 1 5. f . (d) If vl(x) v2(x)= u3(x). But the subject cannot stop : there.x ) dx (u = 1 . (b) If v(x) is not continuous. Choose u(x) in 1118 and change lmt. Find Ax so that S < 4. What is the area under the graph? 30 If dfldx = . (b) If d /dx = + v(x) and f (3) = 0. There is only one function v(x)..x) . 1 (x2+ l)lOxdx . This develops from the last rule in the following list (Property 7). with reason or example.10 gives the exact area With Ax = 3 in 1922.
x 2. It is. That justifies a minus sign on the rectangular areas. This is an important family of functions. What happens when an integralgoes backward? The "lower limit" is now the larger number b.1 1b). Rectangular areas obey (1)with a meshpoint at x = b to make sure.v(x)..a to a equals zero. Curious fact: Odd function times even function is odd. are odd. If x changes sign. That comes from Property 1 when c = b.x) = . c.x) = + v(x). these powers change sign.sin(. their limits also obey (1).. are even functions. 5.5.a)6 = 0. The functions sin x and tan x are also odd.11 Properties 14: Add areas. The "upper limit" a is smaller. Then the integrals on the left side must cancel. The integral "from b to b" is the area over a point. "Even" means that v(. In goingfrom b to a the steps Ax are negative. It also comes from the formal definition of the integral. v(x) = . EXAMPLES t2 dt = . Next we see what happens if c = awhich makes the second integral go from b to a. even adds. x 5.1 la). dt = 1 _=0 "Odd" means that v(. . Going backward reverses the sign: Property 3 fa v(x) dx =  f~ v(x) dx =f(a)f(b). For even functions. odd cancels. areas add: J"a cos x dx = sin a . and a minus sign on the integral (Figure 5. . which we expect to be zero. a6 (.v(x) a o _ c a 1 o x x x I Fig. v(x) dx = O0. For even functions •a v(x) dx = 2 fo v(x) dx.. x3 . It indicates how to define the integral when a = b. which is Property 3. change sign to go backward. together with their inverses. Property 4 For odd functions Ja. Conclusion: Property 1 holds for any ordering of a. When Axmax approaches zero. and the integralof an odd function from . b. x4 . Proof When c = a the right side of (1) is zero. so the one from b to b must be zero.. but odd number times even number is even.. Property 1 is worth pursuing.a) = 2 sin a. Equation (1) has two identical integrals. The functions x. All the normal rules for rectangularareas are obeyed in the limit by integrals. If v(x) is odd then f(x) is even! All powers 1. (1) 207 J This sum of areas is graphically obvious (Figure 5. Areas cancel: j•a 6x d= x]'.6 Properties of the Integral and Average Value Property 1 Areas over neighboring intervals add to the area over the combined interval: v(x) dx + I' v(x) dx = J v(x) dx. Property 2 fb v(x) dx = 0.
5 Integrals The next properties involve inequalities. A more general statement is true. equals the curved area Jf v(x) dx. If v(x) is positive. 5.12 Properties 57: v above zero. We need the Fundamental Theorem of Calculus to guarantee that f(x) = f v(t) dt really gives f'= v. Examples 12 seem to give new and shorter proofs. which is (b .x < x. A positive velocity means a positive distance. All those examples are for x > 0. So the integral is positive: Property 5 If v(x) > 0 for a < x < b then J v(x) dx > 0. . Suppose v(x) stays between a lower function 1(x) and an upper function u(x). Property 7 (Mean Value Theorem for Integrals) If v(x) is continuous. A direct proof of (3)places one rectangle across the interval trom a to b. But honesty makes me admit to a flaw in the logic. average value (+ balances ). Now raise the top of that rectangle. (3) and (4) are the same equation. starting at Vmin (the bottom of the curve) and moving up to vmax (the top of the curve). This is equation (3). the area under v (Figure 5.a) times v(c). Then the rectangular area. But I think the reasoning is doubtful. v between 1and u." (4) With f' = v. Then the rectangles for v stay between the rectangles for 1 and u. Now we have a proof: The lower sums s are positive and they increase toward the area integral.4 used geometry to prove sin h < h < tan h." (3) This is the same as the ordinary Mean Value Theorem (for the derivative of f(x)): f'(c) f(b) f(a) ba (a) average slope of f. the area under its graph is positive (not surprising). there is a point c between a and b where v(c) equals the average value of v(x): (cv(c)ba I a v(x) dx = "average value of v(x).12) is between the areas under I and u: Property 6 If 1(x) < v(x) < u(x) for a < x < b then 1(x) II dx EXAMPLE 1 cos t<1 =~ a ~ v(x) dx ~ u(x) dx. You may remember that Section 2. At some height the area will be just rightequal to the area under the curve. a = (2) x cosC dt I t 1 dt sin x EXAMPLE 2 1 sec 2 t =• 1 dt <• sec 2 tdtdt 1 2 x <tanx EXAMPLE 3 Integrating 1 1 leads to tan. Vave Fig. The inequalities were needed to compute the derivatives (therefore the integrals) in the first place. A positive v lies above a positive area. In the limit.
a. + v.4 cos 2x. where v(c) = vav. The graph of sin2x oscillates around its average value f .i sin x cos x. The steady term is f .8 will show.12~) function v(x) equals its own average value. That direct proof uses the intermediate value theorem: A continuous function v(x) takes on every height between v. the Figure 5.1/J? in Figure 5. It is a major application of the integral. = 0. which is the same as f x .13 Mean Value Theorem for integrals: area/(b .13 shows equal areas above and below the average height v(c) = vaVe. 5.(vl + v2 + n 1 . EXAMPLE 6 The average value of sin2 x over a period (zero to n) is i : (note . EXAMPLE 4 The average value of an odd function is zero (between  1 and 1): For once we know c.. Please verify that df /dx = sin2x. the oscillation is .7 . so c can be either of the points I/& and .. At some point (at two points in Figure 5..).6 Properties o the Integral and Average Value f / u(x)=x u(x>= x2 u(x) = sin2x = v(c) Fig.f cos 2x. This integral of sin2 x will be seen again.1): (note . Integration is parallel to summation! Sums approach integrals. which are terrific for numerical integration as Section 5.sin 2x.5.a) = average height at some c. See the figure or the formula: sin2 x = f .. The integral is f (x) = i x .13b.. It is the center point x = 0. and v. Discrete averages . but not explained. Those are the Gauss points. This was computed for x and x2 and sin2 x. EXAMPLE 5 The average value of x2 is f (between 1 and . 7 (5) The point c is n/4 or 344. where sin2 c = $. THE AVERAGE VALUE AND EXPECTED VALUE The "average value" from a to b is the integral divided by the length b ..  Where does this function x2 equal its average value f? That happens when c2 = f . and it is guided by the ordinary average of n numbers: Vave = V(X) x d comes from uave = .
The outcome is between 2 and 12.oo the sum approaches an integral (do you see the rectangles?). 4.3.9 and 7..$. The average value of the squares of those numbers is (x2). This expected value is found by adding the products in that line above: Expected value: multiply (outcome)times (probability o outcome) and add: f I you throw the dice 1000 times. Use the random number generator on a computer and round off to integers.5 Integrals approach continuous averages. all possibilities are covered. Ifyou pick a number randomly between 0 and 1. we are adding two numbers between 1 and 6. Otherwise why throw them? But the average over more and more throws is totally predictable. one roll is unpredictable.) The total from a million rolls is even more unpredictableit can be anywhere between 2. First. and the average is not between 6. is 3. As n . Suppose all numbers between 2 and 12 are equally probable.. Or we can do the addition. PREDlClABLE AVERAGES F O RANDOM EVENTS R M Suppose you throw a pair of dice. you get f an A. Only the probabilities are known. Now comes continuous probability. but we know its probability. To me that sentence is a puzzle. Beside each outcome we can write its probability: To repeat. The average of 4. We don't know what will happen. = x2dx/(b .000. its expected value is 5 and its expected square is 3. The probability of 2 is the chance of two ones: (1/6)(1/6)= 1/36." Second. What is the probability of hitting the particular number x = n? It is zero! By any reasonable measure.000. The ordinary .000. and calculus is leading us to continuous probability. n has . average of numbers becomes the continuous average of v(x) = x: 1 n + l +2n 2 and Iol x dx = (note bo 1 ) In ordinary language: "The average value of the numbers between 0 and 1 is 4. The average of f . The outcome is not predictable. and come back to it in Chapter 8. why is the expected square equal to 3 instead of i? The ideas come from probability theory. (Those fractions add to 36/36. %. The average of n numbers from l/n to n/n is The middle term gives the average. We introduce it briefly here." Since a whole continuum of numbers lies between 0 and 1. when n is odd. This means all numbersnot just integers.000 and 12. and they add to 1.a) = 4. that statement is meaningless until we have integration.1. For dice. we don't expect the number to be exactly &so we need to define "expected value. 3 3 is 3. Nevertheless the average of those million outcomes is almost completely predictable. if the expected value is 9.
The total enrollment in 100 classes is 1900 + 1000 = 2900. A random professor has expected class size 29. From the point of view of integration. Similarly. The probability is 1900/2900 of being in a small class and 1000/2900 of being in a large class. If you came at a random time it would be 10. the average is 63: Here all outcomes are integers (as with dice). and you see what is coming. the average waiting time at a restaurant seems like 40 minutes (to the customer). First divide 2 to 12 into intervals of length Ax = 1 and probability p = 1/10.5. Part of the problem is the . The second step comes after more calculus. I will show quickly how that happens. but the average is predictable. for a random choice between 0 and 1 (so p(x) = 1): A CONFUSION A O T "EXPECTED" CLASS SIZE BU A college can advertise an average class size of 29. The average is 6$. But a random student sees it differently. or even 2. Traffic problems could be eliminated by raising the average number of people per car to 2. As Ax + 0 they approach an integral. It is more accurate to use 20 intervals of length 112 and probability 1/20. From the point of view of probability. while most students are in large classes most of the time. it is 10 minutes. Suppose there are 95 classes of 20 students and 5 classes of 200 students. every x has probability zero. To the hostess. the expected value. but if you are a random customer it is 40. because some outcome must happen. Decaying probabilities use e" and e"'then the chance of a large x is very small. That is a big jump. and this problem has p(x) = 1/10..6 Properties of the Integral and Average Value no chance to occur. Here we end with the expected values of xn and I/& and l/x. But an interval of x's has a nonzero probability: the probability of an outcome between 2 and 3 is 1/10 the probability of an outcome between x and x + Ax is Ax110 To find the average. = 7. The average outcome in the continuous case is not a sum but an integral: expected value E(x) = dx x2 xp(x) dx = S212 x 10= 20]2 l2 = 7. who averages over the whole day. The probability of an outcome between x and x + dx is p(x) dx. Adding class size times probability gives the expected class size for the student: (20) (E)(200) (IWO) + 2900 2900 = 82 students in the class. But that is virtually impossible.5. In the continuous case. This completes a first step in probability theory. If we round off x. Each choice of x is random. add up each outcome times the probability of that outcome. The integral of p(x) is 1. the chance of each outcome is zero but the probability density at x is p(x) = 1/10. These are rectangular areas (Riemann sums).. The integral of xp(x) is x. it is a limit of sums.
.v. (b) The average of the numbers v.. If < V(X) x then v(x) dx < d . 14 If l(x) < v(x) < u(x) then dlldx < dvldx < duldx. The average of V(x) = approaches x2/(1+ x2) approaches . 15 The average of v(x) from 0 to 2 plus the average from 2 to 4 equals the average from 0 to 4. The rectangle across this interval with height v(c) has the same area as g . . 3.. Is the formula different if a < 2? 26 (Computer experiment) Choose random numbers x Are 916 true or false? Give a reason or an example. The expected value of x2 is 1 . It equals 0 . ona<x<b. (b) Squares of odd functions are odd functions.v(x) d x l 6 Iv(x)l dx.l. b] as b + co. x=2tox=6is 19 (a) The averages of cos x and lcos xl from 0 to n are 1. In 16 find the average value of v(x) between a and b.8) dx = O j ? 18 If f (2) = 6 and f (6) = 2 then the average of df /dx from . 1: v(x) dx < j: Iv(x)l dx? Together these are Property 8: 11. 24 If the positive numbers v. 9 The minimum of 10 The value of S". 5. its expected value (average) is 1 . v(t) dt is at x = 4.. Readthrough questions The integrals v(x) dx and v(x) dx add to a .(t) dt < xv(x) for x > 0. 13 On the symmetric interval 1 < x < 1. See Problems 3738. If x is chosen from 1 < x < 9. 2. It is equal to u(c) at a point x = c which is f .5 Integrals difference between (a) the percentage of cars with one person and (b) the percentage of people alone in a car. its expected value is k .on 1 < x < 3).(x... The average value of u(x) = x + 1 on the interval 1 < x < 9 is h 17 What number 8 gives ! (v(x).I dx? : (b) Which property proves j".vave is an (a) What is the average distance Y up to the semicircle? (b) Why is this different from Problem 27? Buffon needle odd function. . 23 The average of v(x) = 1/(1+ x 2 ) on the interval [0. The reason is c . Percentage (b) is smaller. approach zero as n + co prove that their average (vl + . v(t) dt does not depend on x. o 12 The ratio (f (b) f (a))/(b.. 25 Find the average distance from x = a to points in the interval 0 < x < 2. In practice. the chance of hitting an integer is I .. 7 with equal probabilities $. The average value of v(x) on the interval 1 < x < 9 is defined by . 8 with probabilities i. How many values of x2 are above and below? If possible repeat ten times. The expected value E(x) is the integral n .. most people would be in crowded cars. is than 20 (a) Which property of integrals proves ji v(x) dx < If x is chosen from 1. v(x) . explain from Property 6 why j I. What is the average distance y from the x axis? The radius is 1.333 and . The chance of falling between x and x + dx is p(x) dx = m . . between 0 and 1 until the average value of x2 is between .a) is the average value of f (x) figure: equal probability for equal arcs).. and find all points c where vave = v(c). lu..334.+ vJn also approaches zero... 16 (a) Antiderivatives of even functions are odd functions. (b) Take derivatives of both sides for a second proof. 28 A point Q is chosen randomly between 1 and 1. If x is chosen from 1. The integral v(x) dx equals b . 27 A point P is chosen randomly along a semicircle (see 11 The average value from x = 0 to x = 3 equals $(vaVe n 0 < x < 1) + 3(vav. the average of Ivll. 21 What function has vave (from 0 to x) equal to $ v(x) at all x? What functions have vave = v(x) at all x? 22 (a) If v(x) is increasing.
shade the part where cos 8 > y and find the fraction of area that is shaded. The expected size of his or her group is E(x) = x. beyond the standard problem of area under a curve. The derivative df ldx equals the original v(x). Part 2 of the Fundamental Theorem reverses the order: Integral ofderivative o f f equals f C .O < y 6 1. we have an indefinite integral..v(x)) is always odd.10.. + and l/(x + 1) v(x) dx =f (4) f (0) = . (xl /G) + . this integral f(x) is a number. (c) xv(x) is odd if v(x) is even. averag.+ x. 41 If v(x) = Ix . Integrals can add up rings and triangles and shellsnot just rectangles./G). the integral is a function of x.. what are the probabilities of each outcome between 3 and 18? What is the expected value? 32 If you choose a random point in the square 0 6 x < 1. find the probability P(x) of falling across the same cracks. 35 By Problem 34 or otherwise. True or false. More generally: When the endpoints depend in any way on x. Correct the mistake. = (b) Show that vOdd(x) $(v(x). 0 < y 6 1.) 30 If Buffon's needle has length 2x instead of 2. The expected class size (for the student) is 38 With groups of sizes xl . After the proofs we go to new applications.7 T e Fundamental Theorem and Its Applications h When the endpoints are fixed at a and b.(x)= $(v(x) + u(x)) is always even. write (x as an even function plus an odd function. We also compute the derivative when the integral goes from a(x) to b(x)both limits variable. P R 1 H U D MNA AT Start with a continuous function v . the average . (This happens when cos 8> y = distance from midpoint of needle to nearest crack. .  + T E F N A E T L THEOREM. since integrals are harder than derivatives.2) find f (x). If v(x) = Thus x2 for x < 3 2x for x < 3 then f(x) = 2x for x > 3 x2 for x > 3 ' u(x) dx.7 The Fundamental Theorem and Its Applications 29 (A classic way to compute n. Therefore we can find its derivative.5. Integrate it from a fixed point a to a variable point x. 213 37 Suppose four classes have 6.8. Find Kvefrom 0 to t. and 40 students. Compute 42 Why are there equal areas above and below vave? 5. The essence of the Theorem is: Derivative of integral of v equals v.(x. The chance of being in the first class is ing . .. The chance of an individual belonging to size is group 1 is .. We do not require or expect a formula for f (x)it is the area out to the point x. 34 (a) Show that veve. When the upper limit is a variable point x. (d) If v. adding to G. *Prove Z: X?/G 2 G/n. In the rectangle 0 6 8 < 7r/2. we have a definite integral. 31 If you roll three dice at once. It is a function of x! The Fundamental Theorem says that this area function has a derivative (another limiting process). It is Part 2 that we use most.t/60 has frequency 60 hertz and amplitude 220 volts.16. For each x. what is the chance that its coordinates have yZ < x? 33 The voltage V(t) = 220 cos 2n. This requires the Fundamental Theorem of Calculus. That will follow quickly from Part 1. The answer can be a volume or a probabilitynot just an area. (b) If df /dx 6 dgldx then f (x) < g(x). d waveon all intervals then u(x) 6 w(x) at all points.) A 2" needle is tossed onto a floor with boards 2" wide.x. 36 Prove from the definition of dfldx that it is an odd function if f (x) is even. 15 seconds each: (a) If f (x) < g(x) then df ldx 6 dgldx. with help from the Mean Value Theorem. Find the probability of falling across a crack.
DERIVATIVES WITH VARIABLE ENDPOINTS When the upper limit is x. and we let Ax approach zero." Then df ldx is the height at v(x). When Ax * 0 and the strip becomes infinitely thin."+Ax ( tdt . The thin strip in Figure 5. This point c is somewhere between x and x + Ax (exact position not known). As Ax .r = x X+AK x . the lower limit moves.= v(x). Graphical meaning The fgraph gives the area under the vgraph. not on t. 5. In the limit dfldx again equals v(x). The limit of equation (2) is the Fundamental Theorem: + d f Af Ax dx and v(c) + u(x) SO . Why assume that v(x) is continuous? Because if v is a step function. When x moves. df dx If Ax is negative the reasoning still holds. v(t) dt = ~ ) v(t) dt. That squeezes c toward x. Ax Ax I This is Property 7.\+AX Fig.u)A.d tp Af * u(.f(. (1) Officially. has area Af. AflAx is close to the height v(x). the Mean Value Theorem for integrals. To find df ldx. then f (x) has a corner where dfldx is not v(x). Now divide by Ax: 1 x+Ax A fv(t) dt = average value = v(c). The val of the integral depends on the limits a and x. Dividing by its base. this is Property 1. so we can concentrate on the limits. That area is approximately v(x) times Ax.0. j ( \+ A. . The area out to x + Ax minus the area out to x equals ~f= the small part from x to x + Ax.14 Fundamental Theorem. Part 1: (thin area Af)/(base length Ax) + height u(x). Suppose the lower limit is x.instead of a to x..v) . We could skip the Mean Value Theorem and simply bound v above and below: for t between x and x + Ax: integrate over that interval: umin 6 ~ ( t )G Vmax G vmaxAx vminAx A Q f (4) . the derivative is v(x). The integral goes from x to 6.14. the expression "close to" converges to "equals. start with A =f (x + Ax) f (x) = diflerence of areas: f I. umin and vmax approach v(x). The average value on this short interval equals v(c). so v(c) approaches u(x)remember that v is continuous.5 Integrals The dummy variable is written as t.1.
The derivative according to (6) is v(x) times 1the Fundamental Theorem.15. which reverses the sign (Property 3): g(x) =  1' v(t) dt so by part I .dt t has .= dA dx ( ) (&) (3)  (2) = 0. So there is a minus sign in the derivative of area: The derivative of g(x) = dg v(t) dt is .: cos t dt = sin x3 . When the integral goes from a = 2x to b = x3. equation (6) is proved. its derivative is new: E A PE1 XML A = 5. because dbldx is 3x2 and daldx is 2 (with minus sign). The area A between those limits changes as x changes.= . As x goesforward. When a = 0 and b = x. Note that v(t) = l/t so v(3x) = 1/3x.sin 2x dAjdx = (cos x3)(3x2). First check the two cases we know. Then the lower limit in (6) produces . dx The quickest proof is to reverse b and x. The lower limit a(x) can also depend on x (Figure 5.v(x). although it seems to depend on x. EXAMPLE2 A=[: . we have daldx = 0 and dbldx = 1. 5.v(x).v(a(x)) . dg dx Fig. In the next example the area turns out to be constant.v(x).15 Area from x to b has dgldx = . The other case has a = x and b = constant.= .5.(cos 2x)(2). area is removed. Area v(b)db is added. and we want dAldx: v(t) dt then = dA dx db da v(b(x)) . . The upper limit b(x) is not necessarily x.. Suppose both limits are changing. That fits with (6). It also looks like the chain rulewhich it is! To prove (6) we use the letters v and f: A= ~ ( t dt =j(h(x)) f (a(x)) ) (by Part 2 below) (by the chain rule) Since f ' = v.7 The Fundamental Theorem and Its Applications The change in area is on the left side of Figure 5. one added to the area and one subtracted. but it depends on x.u(x). area v(a)da is lost The general case is messier but not much harder (it is quite useful). dx dx The figure shows two thin strips.15b).
The problem is to prove that there are no other possibilities: f ' must be constant. there are points where f (a) # f (b). Why does v(. Therefore f (x) must be constant. At the lower limit the area integral is A = 0. Part 2) If u(x) = Proof dx u(x) dx =f (b) f (a). So f (a) + C = 0. Note the crucial role of the Mean Value Theorem. A local hypothesis (dfldx = 0 at each point) yields a global conclusion (f = constant in the whole interval). PART 2 We have used a hundred times the Theorem that is now to be proved. Iff (x) is not constant. (7) Reason: The derivative of A(x) f (x) is zero." The application starts with v(x). dx Since A' = v and f ' = v. We easily find f (x) = constant. By the Mean Value Theorem. This special case (the zero function) applies when A(x) and f(x) have the same derivative: IfdAldx = dfldx on an interval.= u(x) dA dx + v( x). But Part 1gave another antiderivative for the same v(x). So A(x) f (x) must be constant. u(t) dt has . local to global. but intuition is not the same as proof. When the slope is zero. The Mean Value Theorem connects instantaneous to average. and integrates using f (x): 5D (Fu~tdamental Theorem. The proof rests on one extremely special case: dfldx is the zero function. the integral widens it. The derivative narrows the field of view. It is the key f to integration.5 Integrals Question A = I . then A(x) =f(x) + C. Now comes the big theorem. there is a point c where f '(c) = (b) f ba (this is not zero because f (a) # f (b)). That is the essential point: The integral from rectangles equals f (x) + C. Assume that df ldx = 0 in an interval. the Theorem says that We can't rely on knowing formulas for v and fonly the definitions of and dldx. points to intervals. the definite integral: Calculus is beautifulits Fundamental Theorem is also its most useful theorem. It assumes that v(x) is continuous. We search for an f (x) with this derivative. "The integral o dfldx is f (x) + C. Subtract to find A(b). Everybody knows this is true. .x) have a plus sign? THE FUNDAMENTAL THEOREM. the graph must be flat. The antiderivative is f (x). At the upper limit j'(b) + C = A(b). But f '(c) # 0 directly contradicts df ldx = 0. the special case in equation (7) states that A(x) =f (x) + C. It was the integralconstructed from rectangles and now called A(x): v(t)dt dA alsohas =v(x). If dfldx = v(x).
J C(r) dr? shell volume = 4ntr 2Ar Fig. 217 The left sides add to f(b) f(a). All those will come. but their heights would have nothing to do with C. EXAMPLE 3 (for circles) The area A and circumference C are related by dA/dr = C. The area is 7r2.*)(b . By the Fundamental Theorem. quite different from areas." we have integralsinstead of sums. The goal here is to take a first step away from rectangles.x. _) (by the Mean Value Theorem) (by the Mean Value Theorem) (by the Mean Value Theorem).7 The Fundamental Theorem and Its Applications Another proof of Part 2 starts with f' = v and looks at subintervals: f(xi) . Its derivative 27nr is the circumference. but what is the real explanation for A = My point is that the pieces are not rectangles. The integral adds ring areasjust as it added rectangular areas: A= C dr = 2nr dr = Ir 2 .f(x . because its error is of higher order (Ar)2. Our intuition has to take a completely different direction. as Ax . We could squeeze rectangles under a circular curve.5. This is precisely the kind of approximation we need.Xi) f(b) .) = v(x. The question is why. the integral of C is A. away from rectangles to rings. Chapter 8 has space to develop more applications. rather than launching into physics or engineering or biology or economics.a) f(x 2) f(x 1)= V(X2)(X2 . and add up the thin rings in Figure 5.0. We stay with geometric problems. Suppose the ring thickness is Ar. That is our first step toward freedom. Then the ring area is close to C times Ar. What is missing is the geometrical reason.16 Area of circle = integral over rings. The sum on the right. Certainly rr2 is the integral of 2nrr. Whenever additionbecomes "continuous. Up to now the integral has been the area under a curve. There are many other applications. .16. but four examples can be given immediatelywhich will make the point. 5. Volume of sphere = integral over shells. is APPLICATIONS OF INTEGRATION J v(x) dx.f(a) = v(x*)(xi .
The thin rings become thin shells.trr2 = 2rr Ar + 7r(Ar)2 . but we don't need it exactly. Figure 5. and find one. EXAMPLE 4 For a sphere. What worked for circles will work for spheres. We are integrating J upward. Normally this works. The bell is ringing so I leave this as an exercise.x.0 leaves dA/dr = C. Main point: Integration is not restrictedto rectangles. Success with horizontal strips and triangles. That is close enough! Again we are correct except for (Ar)2 .218 5 Integrals The ring area AA can be checked exactlyit is the difference of circles: AA = ir(r + Ar) 2 . Archimedes used triangles instead of rings to find the area of a circle. The inside and outside circles have different perimeters. and the shells explain why. EXAMPLE6 Find the area under v(x)= cosx from x= 0 to x= 1. . Why does the area have dAlds = 2s? The side is s and the area is s2. We could look harder. However there is another solutionunconventional but correct. Finally there is a geometrical reason. the total area becomes x dv. As the thickness Av approaches zero. The ring unwinds into a thin strip. This is the volume of a sphere. The surface area is 47rr 2 . surface area and volume satisfy A = dV/dr. Its derivative 2s goes only half way aroundthe square. but we have no antiderivative for cos.  t S OSlX OS V s S s do T AA = 4sAs? dx 1 Fig. Its width is Ar and its length is close to C. but in the figure dAlds looks like 4s. That is a conventional problem. Infinitesimally speaking dV= A dr: V= A dr = 2 4rr dr = rr3 . The region can be filled with horizontal rectangles (not vertical rectangles). 5. so its thickness is Ar.17b shows a typical strip of length x = cos v (the curve has v = cos'x). The exercises ask you to set up other integralsnot always with rectangles. EXAMPLE 5 The distance around a square is 4s. A shell goes from radius r to radius r + Ar. so the limits are on v not on x: area = O2 cos v dv = sin v]' 2 = 1. The derivative of V is A. so the volume is about 47rr 2 Ar. Dividing both sides by Ar .17 Trouble with a square. I tried to understand that by drawing a figure. We want the volume of the shell. Something is wrong. so this is not a true rectanglebut the area is near CAr. This is CAr plus a correction.
7 The Fundamental Theorem and its Applications 219 5. y. If d2 f/dx2 = d2 g/dx2 then f(x) = g(x) + C. We know that d(x 2)/dx = 2x. Draw a figure with horizontal strips and integrate. then automatically 1Sbdx/x = o The square 0< x < s. One reason: It is 2 a fraction dO/2n of the total area .7 Readthrough questions The area f(x) = J v(t) dt is a function of a . z = s. . Start from fo v(t) dt = x cos x. z. its derivative is b .In the example X" t dt. That area AA is approximately r . EXERCISES 24 Suppose df/dx = 2x. If 3 > x then the derivative of fJ v(t) dt is . So dA/ds = s Find the derivatives of the following functions F(x). Where is F(Ax). then v(x) is an . locate F(n + Ax) . 29 o v(t) dt 28 dx = v(x) o x x+2" 30 What is wrong with Figure 5. Therefore the area (volume?) of its threedimensional surface x 2 +y2 + Z2 + t2 = r2 is_ 14 Sx v(. So dH/ds = So v(u) du] dt [fo Jo v(t) dt + Sl v(t) dt fXX 19 12 jx (df/dt)2 dt 33 The hypervolume of a fourdimensional sphere is H = 2 4 1 r . xfCoS t dt 1 2 2 2 prove it. with reason: (a) All continuous functions have derivatives. Take derivatives to zero). How do we prove that f(x) = x 2 + C? 25 If JSx v(t) dt = Sx v(t) dt (equal areas left and right of function.. t < s has hypervolume H= . (c) All antiderivatives have derivatives. a small change Ax produces the area of a thin c This area Af is approximately d times o . In the special case when df/dx = 0. So dV/ds = 2 1Scos 3t dt t" dt 3 x"dt 4 JS fX U du 1 o 6 Sfx v(u) du 7 jx+1 v(t) dt (a "running average" of v) 8  32 The fourdimensional cube 0 < x. 2 36 A = So . The total volume of . Find f~ v(t) dt from the facts in 2829. Calculate this integral by substituting x = r sin 0 and dx = r cos 0 dO.5. 31 The cube 0 < x. with a graph and thin rectangles. From this special case we conclude: If dA/dx = dB/dx then A(x) = n . the integral of df/dx is I . (d) A(x) = J~ dt/t 2 has dA/dx = 0.v(x). 21 True or false If df/dx = dg/dx then f(x) = g(x). The three square faces with x = s or y = s or z = s have total area A = . Substitute xu for t and watch the limits on u. use product rule) sin 2 t dt When s is increased by As. the extra volume has the shape of . (b) All continuous functions have antiderivatives.. The derivative of J1 v(x) dx is zero.t) dt sin t 2 dt 17 Sx u(t)v(t) dt 16 Ix sin t dt 18 J(x) 5 dt f(x) 0o sin x sin. the extra hypervolume is 9 x o 10 1 0x 2 x x +2 t 3 dt AH . 0 < y < s has area A = p. If an antiderivative of 1/x is Inx (whatever that is). y.17? It seems to show that dA = 4s ds.. The face with x= s is really a . x 22 For F(x) = 1S sin t dt. If s is increased by As. 35 The wedge in Figure (a) has area ½r2 dO. Show why.x dx is also the area of a quartercircle. 26 Example 2 said that 2x dt/t does not really depend on x (or t!). By Part 1 of the Fundamental Theorem. Another reason: It is close to a triangle with small base rdO and height Integrating ½r2 dO from 0 = 0 to 0 = gives the area of a quartercircle. z s has volume V= .F(0)? (c) (b) Sr x 23 Find the function v(x) whose average value between 0 and x is cos x. which would mean A = J 4s ds = 2s2. the formula for df/dx becomes I minus __j_. Its volume is V = the four faces with x = s. the extra area has the shape of .F(Xi) on a sine graph. 27 True or false. . the derivative is k By Part 2 of the Fundamental Theorem. or t = s is tX x v(t) dt (the average of v.. That volume AV is approximately .7r . The minus sign is because h .t dt 20 x)dfdt dt 34 The area above the parabola y = x 2 from x = 0 to x = 1 is 4. So the derivative of J t 2 dt is f The integral Sb t 2 dt has derivative . this says that m . If s is increased by As. When both limits a(x) and b(x) depend on x. y = s. In the proof.
Our goal is to find that number 1 y(x) d x = I. Each improvement cuts down the error. accurately and in a short time. 44 The integral of the derivative of f (x) is f (x) + C. and Chapter 7 extends that rangebut generally f ( x ) is not available. Our two approaches so far have weaknesses. This section goes from slow methods (rectangles) to better methods (trapezoidal and midpoint) to good methods (Simpson and Gauss). Draw an xy graph of the mountain at t = 1. The inputs are y ( x ) and two endpoints a and b.8 Numerical Integration This section concentrates on definite integrals. You could discover the formulas without the book. So the area up to y = 2 is . Otherwise the sums are the samesimple to compute.a)/n. soon as we have a good method for computing integrals. . 41 The length of the strip in Figure (e) is approximately . What is the corresponding statement for sums of differences of f. corresponding statement for sums and differencesof the numbers vj? Prove that statement. Without integrating explain why 39 The horizontal strip at height y in Figure (d) has width dy and length x = . The extreme left value yo = y(a) enters L.x2 + t has an area A(t) above the x axis. The height is set by y(x) at the right and left end of each small interval.=(Ax)(y. Therefore the triangle has area da (do you get i?).. r cos 0 + r sin 0 = 38 The x and y coordinates in Figure (c) add to . But this is not the correct perimeter. 42 The area of the ellipse in Figure (f) is 2zr2.+y. The search for an antiderivative succeeds in important cases. The other approach (by rectangles) is in the right direction but too crude. What line gives dA/dt? Show with words or derivatives that d 2 ~ / d t> 0.. the extreme right value is y. It enters R. . + y . but very inaccurate. The width is .5 Integrals 37 The distance r in Figure (b) is related to 0 by r = Therefore the area of the thin triangle is i r 2d0 = Integration to 0 = gives the total area 4. easy to visualize. Its derivative is 4zr. 45 Does d2f /dx2 = a(x)lead to (It a(t) dt) dx =f ( I ) f(O)? 46 The mountain y = . As t increases so does the area. 2 5. Where does the usual reasoning go wrong? 43 The derivative of the integral of v(x) is ~ ( x )What is the . The right and left rectangle rules add the areas ( A x times y): R.+ . = y(b).+y. Draw a picture to show why thin rectangles would be extra difficult.. ) and L n = ( A x ) ( y o + y l + .? Prove that statement. The output is the integral I. The value of y(x) at the end of interval j is yj.). by integrating x and . What length are the vertical strips that give the same area? 40 Use thin rings to find the area between the circles r = 2 and r = 3. With n equal intervals of length A x = ( b . Normally this goal is achievableas .
but that many rectangles is unacceptable. The book can emphasize one key point: The quality of a formula depends on how many integrals 1dx. The rule R. would be on the other side. so the error L . .. (1) All y's between Yo and y.. are the areas of triangles.y(a)]. the graph is almost straight in each intervalthis is linear approximation. x 2.I= 1 . x. . If f x Pdx is the first to be wrong.yj. and the only difference is a minus sign.. As Ax + 0.00049 .) The total error in R.0048 . to come closer to the exact integral. . The prediction is the "leading term" in the actual error. It takes 500.1. A larger p in (Ax) P means a smaller error. But the ratio of predicted error to actual error approaches 1. The computed errors in the table come closer and closer to ½Ax = . since here y(1) = 1 and y(O) = 0. To integrate y = x from a = 0 to b = 1.. When the graph is curved. it computes exactly. cancel. When the graph of y(x) is a straight line. and L.½Ax(Yn . 5. the error is ½Ax(1 . is the sum of the E's: R. Figure 5. would come out on one side of the answer. n Yn E= E= • Ax(yj+1 2 yj) Yj+ ¥ e=E Yn.+ ½Ax(y ..000.044 .33 . Formulas (1) and (2) are nicebut those errors are large. .I= error L.005. Similarly for the sum of the e's: L. . the integral I is known.000.I is negative. and L.Yo)  Ax[y(b .5. and L. .5. . (L is too low. we decide how accurate the formulas are. 0052 1000 .yo). f x dx.000 rectangles to reduce this error to 1/1. The beauty of the error formulas is that they are "asymptotically correct" for all functions. 00051 The error decreases along each row. f By testing the integrals of 1.. The error prediction ½Ax[y(b). The error is nearly proportional to Axtypical of firstorder methods... the order of accuracy is p. The error is also divided by 10 (almost). . Multiplying n by 10 divides Ax by 10.0001..0). The errors involve the first power of Axwhere we would much prefer a higher power. f x 2 dx.05. 056 100 . These methods are firstorder: p = 1.01. Their heights are the differences yj+ 1 . . So does Ax = .y(a)] is so simple that we test it on y(x) = x: I= o dx n error R .1 Y1 Yj+1 Yj ·· U I Ax Ii Ax Ax I Ax Ax Ax I Fig. The areas are '(base)(height). This accuracy is reasonable. the errors don't fit exactly into triangles.I .Yo) + . The error triangles E and e have base Ax.18 Errors E and e in R. .8 Numerical Integration 221 x 2 and x 4 . You would figure out what to do next. . (2) The greater the slope of y(x). the greater the errorsince rectangles have zero slope.yn_1)= = Ax(y.I = ½Ax(y .001. .18 shows the rectangle rules R. They are already wrong when y = x. 67 10 . The predicted error is ½Ax.0005.
The leading term in the error is zero. The formulas give the correct area under straight lines. is zero. dropping from 101 to 10. . and .x the prediction explains why: y(O) equals y(l). take the average !(R. Its height is 1 and its area is 1. and L.5 to 10.19 Secondorder accuracy: The error prediction is based on v = x 2. because y'(0) = y'(1). with y(b) minus y(a).n1 + yn).01.1.001. .7 10. almost cancel. We will see these ((Ax) 2 errors in the trapezoidal rule. Tn =Ax I(Yo + )++ ." First we give the rectangle prediction two final tests: n= l errors J (x 2 . which is R.001.). .. The predicted error is a multiple of (Ax) 2. and verified the area 1/99.. because the end rectangles are the same. because y(O) = y(l). It shows practically no error. Subtracting the last row from the row above gives exact numbers 1.I). (and also to T. The exact errors are '(Ax) 2 . Finally I found the antiderivative (quite complicated) in a handbook of integrals.7 105 "0" 2 . The method was a special trick using complex numbers.7*10 "0" 7 1. when we integrate over a complete period.(L.19a. which applies over an exact period. (3) Another way to find T. included in R.01. The average T. The last row in the table is more unusual. They have secondorder accuracy... 10'4 Those errors are falling faster than Ax.x) dx: J dx/(l0 + cos 2nx): errors 1.L. In these examples L. + y. To cancel as much error as possible.' 1 103 n= 10 1.3 to 10.7 . This is (R.). So the errors go to zero exponentially fast. Also the next term will be zero. That multiple is found by testing y = x 2 for which the answers are not exact.) has less errorit is the "trapezoidal rule.222 5 Integrals The table also shows a curious fact. The Ax error term disappears. . This yields the trapezoidal rule. but not L. which approximates Sy(x) dx by Tn: + ULn= RT.1. is identical to R. The errors in R. . . . Why do the rectangle rules suddenly achieve such an outstanding success? The reason is that y(x) = 1/(10 + cos 2nrx) is periodic. 5. + L.I) . The leading term. + L.I(Y1 + Y2) + 2 2 "' Yn 1 E= 12 (Ax)2 ( V. Personalnote I tried to integrate 1/(10 + cos 27rx) by hand and failed. For y = x . . = ½(R.= Ax(½yo + yl + Y2 + .7 102 n = 100 3 n= 1000 1. ) "J+ 1J e=I E 2 yi YO I Ax Ax Ax Ax j+l j Ax j+ 1 Fig. It comes from an extra rectangle at the right. and L. THE TRAPEZOIDAL AND MIDPOINT RULES We move to integration formulas that are exact when y = x. Then I was embarrassed to discover the answer in my book on applied mathematics.is from the area of the "trapezoid" below y = x in Figure 5. The first formula combines R. .. Every power of Ax is multiplied by zero.
I = 1 116 1112 10 l/600 1/1200 100 1/60000 1/120000 The errors fall by 100 when n is multiplied by 10. AX. By evaluating y(x) at the halfway points f Ax. so the rule has f yo and f y. The endpoint values are multiplied by .. the leading errors come from Figure 5.8 Numerical Intqrdon The base is Ax and the sides have heights yjl and yj. On a straight line graph that is achieved at the midpoint of the interval. while calling for a minimum number o values o y. . + R.yt(a) to (b . Try both secondorder rules on x2: I= 1 x dx.... again correct. Since all smooth functions are close to parabolas (quadratic approximation in each interval). .) in formula (3)the coefficients of yj combine into f + f = 1.+yo. . is no longer the average of yo and y.. as T. is exactly the leading error f y. Secondorder rules need about a thousand values for f f a typical tolerance of The next methods are better. So a good combination will have twice as much of M.and yj . x2 dx n= error T. The midpoint rule is twice as good (. is exact when y = x. The midpoint rule gives .. In practice these formulas are not much usedthey involve the pth derivative at an unknown location c. we get much better rectangles. The rules become different when y = x2. Every time a formula asks for yj.. . Another important formula is exact for y(x) = x. Adding those areas gives +(L.1/12 vs. Only the first and last intervals are missing a neighbor.T..5. The rectangle rule R. T. The main point about the error is the factor AX)^. Because trapezoids (unlike rectangles) fit under a sloping line. One crucial fact is easy to overlook in our tests.The change to T.. That is Simpson's rule: Multiply the midpoint values by 213 = 416.R E R L : SIMPSON O R HO D R U E The trapezoidal error is nearly twice the midpoint error (116 vs.19. The goal of numerical integration is to get below the error tolerance. R. AX. 116). if the height of the rectangle is halfway between yj. . The trapezoidal error is exactly when y(x) is x2 (the 12 in the formula divides the 2 in y'): For exact error formulas. trapezoids give f (0)+ 1 + 2 + 3 + f(4) = 8.. What is the difference from rectangles? The trapezoidal rule gives weight f Ax to yo and y. location of c is The unknown (as in the Mean Value Theorem). because y. change yt(b). This leads to the midpoint rule M n : For 4 + 4 +3 + 3 = 8. gives full weight Ax to y (and no weight to yo).1/12). . A rectangle has the same area as a trapezoid. knocks out that error.a)yM(c). Each value o y(x) can be extremely f hard to compute. F U T .I = error M .. . a computer calls a subroutine.
The odd function x3 has zero integral. When a parabola goes through yo. They are not as convenient as Simpson's (which hand calculators prefer). which are better than flat pieces.33 107 0 0 8. x 3. But the zero errors for x3 were not expected.3). . It comes from a parabolic approximation to y(x) in each interval. except at the far ends a and b (with heights Yo and y. look at the interval [1. Simpson's rule goes deeper than a combination of T and M. The Gauss points are (1 ± 1/ •) Ax/2.1011 error if y = x3 error if y = Exact answers for x 2 are no surprise. To understand why x3 is integrated exactly.1/.I Ax Ax j+1I Ax j Ax/f j+1 Simpson versus Gauss: E = c(Ax)4 (yj'i 1 .xG)2 (X )2 . . All our rules are constructed this way: Integrate correctly as many powers 1. and Simpson agrees by symmetry: Sx= dx 3 x 4 2 =0 6 yn and [(1)3 +4(0)3+ 13 =0. which beats R. and discovered that two points are enough for a fourthorder method. x. 1]..33 . From 1 to 1 (a single interval) his rule is I_ y(x) dx ?% 1//3) + y(1/.20c shifts to the interval from 0 to Ax. was selected to get parabolas right. with Ax = 1/n: n= 1 n= 10 n= 100 error if y= x2 x4 0 0 8.33.(. the area under it is !Ax(yo + 4 yl/2+ YI).x.. are correctly integrated. The accuracy has jumped to fourth order. This 1424241 pattern has become famous. with errors proportional to (Ax)4 . x 2.).103 0 0 8. (8) 1 4 6 1 2 Y( 2 G Ax Fig. 3 SO x = 3 and x. He calculated integrals in astronomy.. whose integral is 2/3.3 and x = 1/. S beats M. Check Simpson's rule on powers of x. and + XG get this integral right: 2 1 . Gauss is good for thousands of integrations over one interval. This is S over the first interval. y((9) Those "Gauss points" x = . as possible. Yl/2. By placing them symmetrically.. THE GAUSS RULE (OPTIONAL) We need a competitor for Simpson. = + 1 Figure 5. Simpson is . Parabolas are better than straight lines.yj") with cs = 1/2880 and c. yl. all odd powers x. 5. and Gauss can compete with anybody.1/4320. The Gauss points . The key is in y = x 2 .224 5 Integrals 2/6. S. = .20 .3 can be found directly. That explains the popularity of Simpson's rule.
00001 The machine estimates accuracy based on its experience in sampling y(x).7E5 are the requested integral ex dx and the estimated error bound.56 lop7 DEFINITE INTEGRALS ON A CALCULATOR It is fascinating to know how numerical integration is actually done. The machine remembers to change dx.00001 guarantees 3: ( ( E X P I ) 3: ' E X P ( X 1 ' true y . The last paragraphs are based on Kahan's work. .00001. since 1/(10+ cos 2nx) was integrated above to enormous accuracy.. But there is a danger called aliasing. The calculator stops when answers are close. break the interval in two pieces. In the u variable the integration points are equally spacedtherefore in x they are not. The variable x can be named or not (see the margin). I thought equal spacing was good.33 l o p 7 . 7.computed y relative error in y = < .the answer depends on cancellation of highs and lows. That also returns the answer zero (now wrong). We don't need y(x) at the endpointswhere infinity is most common. Simpson error Gauss error 8. 15. . A high frequency 8 is confused with a low frequency 0 (its "alias" which agrees at the sample points). If you guarantee ex within .67077 and 4. The outputs 4.5. William Kahan chose formulas using 1. you see both errors drop by l o p 4 in comparing n = I to n = 10: I = 1 x4 dx . (It is bad to go too far. The change from x to u affects periodic functions..2u3 (the limits on u are also 0 and 1). ) ~ . With unequal spacing the problem disappears.) Then integrate Y(x) = (x . the x's may be displayed. and the calculator requires many integration points. Each new formula uses the samples in the previous formula.5.x . The points are not equally spaced! For an integral from 0 to 1. On the HP28s you enter the function. and the accuracy.x . The integral of e p x 2should be stopped by x = 10. sample points.) Rapid oscillations are among the toughest. If sin 8nx is sampled with Ax = 118.56 8.00000000001. .. And chop off integrals that go out to infinity. 3.5. HewlettPackard machines might internally replace x by 3u2 . it is always zero.33 l o p 3 . the endpoints. For y = x4. it thinks you want high accuracy and takes longer. since the tail is so thin. :5 1 becomes Algebraically that looks worsebut the infinite value of l/& at x = 0 disappears at u = 0.. . The calculator samples y at x.. 2: € 1 23 2 : € X 1 2) computed y 1 : . x. The differential 6(u . When a difficult point is inside [a.8 Numerical Integration good when intervals go back to backthen Simpson also uses two y's per interval. . ) ~ (x . In consulting for HP. For example.u2) du was chosen to vanish at u = 0 and u = 1. (With a PAUSE key.00001 1 : . b]. Notice how any integration method can be deceived: Ask for the integral of y = 0 and specify the accuracy. Your input accuracy . because the calculator follows the same steps.
For y = cos 2nx the error is very small because [0.A ) /N+D :D/2+H :A+X : Y p L :l+J :@+R :8 + M :LbL I :X+H+X : M + Y l +M :A+JD.yj)/12 is the correct error for j+. (b) Optional: Pick the other two and find a x 3. The program never terminates (only pauses). 6 Compute n to six places as 4 rule. Gauss uses x points in each interval. Over three coefficients of yo. A much better method is T. Press ENTER to continue by choosing a different N. yIl2. These are e R.w . It is t order.. is by averaging i(L. = Ax[ r 1. using M. u are integrated correctly. divide [a. ! and test large and small A.. Draw a figure to show why the rectan+ gle M has the same area as any trapezoid through the midpoint (including the trapezoid tangent to y(x)). 11 In principle sin2x dx/x2 = n.T. With a symbolic algebra code or an HP28S.5 Integrals TI81 Program to Test the Integration Methods L. S" L R M T S R. G o t o. Ax = a . separated by ~ x / f i For a method of order p the error is nearly proportional to Y . + R. 1 What is the difference L. For y = cos ax this leading term is h . 5. 12 These four integrals all equal n: 10 Repeat error reduced (approximately)?By what factor is the error in Simpson's rule reduced? 3 Compute Rn and Ln for x3dx and n = l. = Ax(yl + order methods.1416. and L. Execute this program. 9 Check that ( A ~ ) ~ ( y . The error rule is twice as for y = x2 from a to b is P . The CI accurate. are on menus. how many decimal places do you get? Cut off the integral to I .yl are v intervals the weights are Ax16 times 14. :Goto N Place the integrand y(x) in the Y 1 position on the Y = function edit screen. Either verify (with computer) or use (without computer) the formula l 3 + 23 + + n3 = tn2(n+ LJ& Irn m =dx x 1' . b] into n pieces of length b over each piece. by what factor is the trapezoidal 4 One way to compute T. 1.? Compare with the leading error term in (2). y = 1 and y = x and y = x2 from the first trapezoid ( j= 0). Don't forget that I . The total error on [0. using any + + 4y ) in each 7 Change Simpson's rule to Ax($yo 4 yllz interval and find the order of accuracy p. . This m rule is n order because the error for y = x is o . Which is more efficient? Compare the number of operations. Then it is correct for every parabola over every interval.N) :Goto 1 :(L+RYl)D+L :R D + R :MD+M : ( L + R ) /2+T :( 2 M t T ) / 3 + S :Disp T. The because the powers times Ax. R. + 8 Demonstrate superdecay of the error when 1/(3+ sin x) is integrated from 0 to 2a. because they are incorrect for y = f . 8.1] is approximately Q . Simpson's method is S. T.) and L. 1) is a complete i . ..). B ] and the number of subintervals N. 2 If you cut Ax in half.. :Disp :Disp :Disp :Disp :Disp :Pause "L.8 EXERCISES Readthrough questions To integrate y(x).=$Rn i = Ax[iyo + k y1 + + L y . Rules L and R and M use N evaluations of y(x). S Prgm1:NUM I N T : D i s p "A=" :Input A :D iS P IIB=~I :Input B :Lbl N : D i s p "N=" :Input N : ( B . 5 Test three different rules on I = x4dx for n = 2 4 .X :R+Yl+R :IS>(J. indicating the interval [A. M.( A ~ ) ~ ( y j . Problem 9 for the midpoint error .yj)/24. = d .112 dx l+x (a) Apply the midpoint rule to two of them until n x 3. M . dx/(l + x2). ] . . place a using the height at the right or c endpoint: + y. Another way is to add iyo + yl + + iy. The program pauses to display the results. = $Mn+ s . The trapezoidal rule uses N + 1 and Simpson's rule uses 2N + 1. S You break out by pressing ON.2.10. R.
10. Show from a picture that the trapezoidal answer is too high and the midpoint answer is too low. and repeat T on j.1)] by taking y = x4. + 24 Compute Jx. need? Its leading error is AX)^ [yt(b). 14 Compare T. and compare with the divide and conquer method of separating lx . for the integral y(x) dx? 29 Suppose y(x) is concave up. 3. 1 (three equations).100. the change to O? 19 Write down the three equations Ay(0)+ By($) + Cy(1)= I for the three integrals I = 1 dx. C and name the rule.3.yt(a)]/12. x2 dx. How does y" > 0 make equation (5) positive and (6) negative? + 2 Show that T.n( dx from Ix .5. Try n = 2. I. x dx. 17 For I = dal rule is 22 Calculate 1ex2 dx with ten intervals from 0 to 5 and 0 What to 20 and 0 to 400.I = ~(Ax)~[y"'(l) y"'(. 1. dx = cos 8 dB. The integral from 0 to m is f is the best point to chop off the infinite integral? &. 1. . Ey. 1 . 23 The graph of y(x) = 1/(x2 10.y(0)Ax is exactly f (AX)~Y'(C) some point c.8 Numerical Intogrotion 13 To compute in 2 = dx/x = . What is the predicted error after . with M nfor dx and n = 1.4.tan 8. Estimate y dx from Tlo and Tloo(don't expect sec28 d0 much). is the only combination of L.I = AX)^ [yftt(l) yt"(0)] by taking y = x4 and Ax = 1. 25 Find a. and R. and G = (. dx = and integrate lo5 from 0 to 44. how many intervals should T. for 16 For the periodic function y(x) = 1/(2+ cos 6zx) from 1 to 1. + Byll4 + CyIl2+ Dy3/. : I 1. / = cos 8. compare T and S and G for n = 2. + + 26 Find c in S . Solve for A. .8 to defy the prediction. = T. 15 Take f(x) = y(x) dx in error formula 3R to prove that y(x) dx .= R.l o ) has a sharp spike and a long tail. & 1. Test the actual error with y = llx. the leading error in the trapezoi.69315 with error less than . 27 Find c in G . The error prediction breaks down because yt(0)= oo. that 1 has secondorder accuracy. ~ 1. Then substitute x = 10.nl dx from T.nl dx. 18 Change to x = sin 8. to reach higher accuracy than Simpson's? 28 What condition on y(x) makes L.l ~ f l )+ (l/fi14. Check that 4 1 8 3 4 7 equals y dx. b. 1.l2 cos28 dB. 20 Can you invent a rule using Ay.001. Ax = 2. c so that y = ax2 + bx + c equals 1.7 at x = 0. B. dx.
1 7.6 6.7 CHAPTER 7 Techniques of Integration Integration by Parts Trigonometric Integrals Trigonometric Substitutions Partial Fractions Improper Integrals 7.3 8.2 5.4 7.2 6.4 6.5 8.3 5.Contents CHAPTER 4 The Chain Rule Derivatives by the Chain Rule Implicit Differentiation and Related Rates Inverse Functions and Their Derivatives Inverses of Trigonometric Functions 4.3 4.5 5. Integration Indefinite Integrals and Substitutions The Definite Integral Properties of the Integral and the Average Value The Fundamental Theorem and Its Consequences Numerical Integration 177 182 187 195 201 206 213 220 5.6 5.4 CHAPTER 5 Integrals The Idea of the Integral Antiderivatives Summation vs.6 Applications of the Integral Areas and Volumes by Slices Length of a Plane Curve Area of a Surface of Revolution Probability and Calculus Masses and Moments Force.8 CHAPTER 6 Exponentials and Logarithms An Overview The Exponential ex Growth and Decay in Science and Economics Logarithms Separable Equations Including the Logistic Equation Powers Instead of Exponentials Hyperbolic Functions 228 236 242 252 259 267 277 6.2 8.1 6.5 CHAPTER 8 8.4 5.3 7. and Energy .4 8.7 5.5 6.1 4. Work.1 8.1 5.2 4.3 6.2 7.
solve equations with them. the logarithm of bn is n. The numbers 10 and lo2 and lo3 are basic to the decimal system. They are the basis for slide rules (not so important) and for graphs on log paper (very important). The model produces a differential equation and I want to show what calculus can do. which is "ten to the zeroth power" or 1. The overwhelming importance of ex makes this a crucial chapter in pure and applied mathematics.CHAPTER 6 Exponentials and Logarithms This chapter is devoted to exponentials like 2" and 10" and above all ex. The key is always bm+" (bm)(b3. 3. I believe that the equation dyldx = y has to be emphasized above techniques of integration. hAn Overview 6. Start with exponentials. Answer . which is a lot simpler. To base b. to find derivatives. to understand the logarithm as the exponent. what is the logarithm of l ? Since b0 = 1. to draw graphs on ordinary and semilog and loglog paper. For completeness I also include lo0. ex waits until other applications of the integral are complete. They turn multiplication into addition. The laws of nature are expressed by drflerential equations. Logarithms are mirror images of exponentialsand those I know you have met. logJ is always zero. The logarithms of those numbers are the exponents. = . = Section 6. Its applications are to life sciences and physical sciences and economics and engineering (and morewherever change is influenced by the present state). and at the center is ex. The slope of b" will use bX+*" (bx)(bh"). In the traditional order of calculus books.1 applies that rule in three ways: 1. The goal is to understand them. differentiate them. and invert them (to reach the logarithm). 2. The logarithms of 1 and 10 and 100 and 1000 are 0 and 1 and 2 and 3. I would like to explain why it is placed earlier here. integrate them. because 0" the powers are powers of 10. These are logarithms "to base 1 . Question When the base changes from 10 to b.1 There is a good chance you have met logarithms.
6 times 10'.2 and 1.lOgbz. but look ahead to calculuswhich doesn't stay with whole numbers. If ax Ax = A then 2" 1. The law for b" times b" extends to all exponents. Adding to x multiplies y.2 and reading the answer under 1. 4. Then y is multiplied by 2ax.3) = 0. The number 10x is positive.1). so logarithms (exponents) subtract logb(yZ) = lOgby + lOgbz and logb(Y/Z) = lOgby . 1.3.56.2.In particular 103 times 102 produces five tens: (10)(10)(10) times (10)(10) equals (10)(10)(10)(10)(10) = 105.so logarithms (exponents) add b' divided by b" equals b". When x increases by 1. Adding logarithms gives 3 + (. Furthermore the law applies to all bases (we restrict the base to b > 0 and b .3. In every case multiplication of numbers is addition of exponents. The distance from 1 to 2 equals the distance from 2 to 4 and from 4 to 8. 6. 2> ^ ^ 1 1+1 1+1+1 Fig. but the exact number will take time. 1/1000 = 10 and Multiplying 1000 times 1/1000 gives 1 = 100. powers 2x multiply. Its photograph shows the numbers on a log scale.3. (1) Historical note In the days of slide rules. This rule easily gives y = 1. as in 104. 2. but its exponent x can be negative.07the tenth root of 2.56 by 1. which are the same as 10' and 10. Division goes the other way. By sliding the edges.1 = 2. is the important one.1)/.07 .7. This number is near 1.3 were multiplied by sliding one edge across to 1.6. To find the slope. 6A bm times b" equals b'". A slide rule made in Germany would give the third digit in 1. . though smaller. When exponents x add. To divide 1.1 An Overview 229 Negative powers are also needed. Calculus will add Ax. The first examples are 1/10 and 1/100. The logarithms are the exponents 1 and 2: 1000 = 103 and 3 log 1000 = 3 log 1/1000 = . 2 x is multiplied by 2. The second figure.= . 8. you add distances and multiply numbers.2 .1)/Ax.1 An ancient relic (the slide rule). look back along line D for the answer 1. The limit is near (1. m " Always 10 times 10" equals 10 +" . we have to consider (2 ax . Notice how 1000/10 = 100 matches 3 .
This makes y = 2" into a continuous function.b)x. The population of the world x years from now is predicted to grow by a factor close to 1. the exponent is multipliedas we now see. And certainly the base 1.02 to 10.. Its logarithm to base a is the exponent on the right hand side: logay = (log..Its logarithm to base b is x. The third is the logarithm of the second (remember y is bx). As the fractions r approach .02" is the same as 10('Og . y ). start with base b and change to base a. b)(logba) = 1 so log. The second is the xth power of the first. But the E'S and 6's of continuity are not attractive. This prediction will be refined as we study the differential equations for growth. We still need to deJine b" and ax for all real numbers x. . The square root of a8 is a4 (m = 8 times x = 112). Now replace x by logby: base change for logarithms: log. The rule behind base changes is (am)"= am". and we eventually choose (in Section 6.02 should not be 10 (or we are in real trouble). Certainly x does not need to be a whole number of years.3. You see the change in the exponent: . y = (log. For practice. An example with a = 2 is b = 8 = Z3 g2 = (z3). b = 1/log. the exponents multiply.2. b) (log. the powers 2' approach 2".Ix. Then (10g28)(l0g82) (3)(1/3) = 1. .02". . Now raise both sides to the power x.The multiplication rule 68 came from (am)"= am". We could defne 2" as the limit of 23..02)". EXAMPLE (3) 8 = 23 means 8lI3 = 2.. the definition is easy. as in 2".=a6. are needed for applications. 231110.4) a smoother approach based on integrals. a. When x is a fraction. It can be rewritten to base 10 if that is preferred (but look at the exponent): 1. 7t. The addition rules 6A came from = (bm)(b") bm+". We absolutely need this ability to change the base. The square of the cube is the sixth power: (a)(a)(a)times (a)(a)(a) equals (a)(a)(a)(a)(a)(a): (a3). When the mth power is raised to the xth power." Everything comes from the rule that logarithm = exponent: base change for numbers: b = d o g b . = 26 log. Another base will soon be more important than 10here changes: are the rules for base The first is the definition. 23141100. 64 = 3 2 = (log28)(log864). An important case is y = a: log. The logarithm to base a will be written "log. the graph suggests one way to fill in the hole. = This completes the algebra of logarithms. base change for exponentials: bx = a('0g Finally set y = bX. with the m and n and x are intedesired properties (2")(2") = 2"'" and (2")" = 2""whether gers or not. When x is not a fraction.6 Exponentials and Logarithms Base Change Bases other than 10 and exponents other than 1. When the base changes from 1. a = (log.
The number log. Their mirror images in the 45" line give the logarithms to base 2 and base 4. In many problems we don't know the function y = f(x). Different scales for x and y. we want to discover f(x). On ordinary graphs. But there are two practical difficulties with those graphs: 1. Also extend the second graph down. The logarithm of g(x) = bXis x: In the opposite direction. 10 is between 3 and 4.GRAPHS O b" AND logby F It is time to draw graphs. In principle one graph should do the job for both functions.2a shows y = 2" and y = 4". Fig. (Roughly speaking 2" is zero. 2. At the height y = 16. All exponentials start at 1. The graphs go down to . because 10 is between 23 and 24. it stays above the x axis. Don't cross the vertical axis. each unit upward adds a fixed amount to y. Why does 4" in one graph equal 2.) Again x in one graph corresponds to 2x in the other (base change for logarithms).2 Exponentials and mirror images (logarithms). When x is negative. its inverse undoes.. Both logarithms climb slowly. If the first graph is extended to the left. We are looking for it! All we have are measured values of y (with errors mixed in). the exponential of the logarithm of y is y: g(g = b('08b~) = Y. There are interesting relations within the left figure. because b0 is always 1. Fortunately there is a solution. These are inverse functions. since 4 = 2. The other graph is above x = 4 (because 24 = 16). which are in the right graph. since the exponentials climb so fast. The slope of 2" is proportional to 2"which never happened for xn. 6. All logarithms start from zero at y = 1. y = bx is still positive." in the other? This is the base change for powers. Figure 6. The curves turn virtually straight up. to be the mirror image. Sketch it in with your pencil. When the values are plotted on a graph. The most important fact about Ab" is the value of 6and the base doesn't stand out in the graph. because y = bx means the same as x = logby. and it is valuable to see b = 2 and b = 4 on the same graph. What one function does.co at y = 0. one graph is above x = 2 (because 4' = 16). The figure on the right shows the mirror imagethe logarithm. On a log scale each unit multiplies y by . 2" and 4" increase too fast. There is also another point. Scale the y axis dfferently. (9 This holds for every base b.
4 Graphs of AX^ on loglog paper.3 is more typical of actual practice. 6. take logarithms of that equation: log y = log A + x log b. which also never reaches zero. The second graph in Figure 6. The graph of y = Abx is a straight line. Figure 6. 6. This is completely satisfactory for Abx. Fig.It goes upward with slope 1. On a log scale. The step from y = 1 to y = 2 is the same length as the step from 3 to 6 or 10 to 20. The points lie close to a line with negative slopeindicating log b < 0 and b < 1. To see why. Each step down divides by a fixed amountwe never reach zero.3 2 = 10" and 4 10"I2 on semilog paper. And y = 0 is not there at all. Fig. Here are the data points: We don't know in advance whether these values fit the model y = Abx. The graph is strong evidence that they do. (6) The relation between x and log y is linear. lox has slope 1 and 10("gb)" (which is bx) will have slope log b. so the . so the graph is straight. with an ordinary x axis.3 shows two examples. The crucial number log b can be measured directly as the slope. in which we start with measurements and look for f(x).6 Exponentials and Logarithms aJixed amount. One graph is an exact plot of y = 2 loX. because a unit across has the same length as multiplication by 10 going up.3 is on semilog paper (also known as loglinear). Figure 6. It is really log y that is plotted. y = 11 is not halfway between 10 and 12. The markings on the y axis allow you to enter y without looking up its logarithmyou get an ordinary graph of log y against x. The slope down is half of the earlier slope up.
The algebra of exponents is done. y drops by a factor of 10. 4 THE DERIVATIVES OF y = bxAND x= log.1. I think it is worth separating out the part that can be done immediately. There is a multiplying factor c which needs more time. A typical example is money in a bank. and the exponential comes first.2 discovers c by studying the special number called e (but c # e). the rules are set. You will now see that those questions have quick (and beautiful) answers. with both axes scaled. so adjust the A's to make this happen: The functions are x3/8 and 4& and 32/x. the other is known from dxldy = l/(dy/dx). and on log paper the graphs are straight.1 An Overview model is consistent with y = AdoX12 or log y = l o g A . I 6C The derivative of bX is a multiple ebx. the limit of AylAx: Key idea: Split bx+hinto bXtimes bh. is the number c that we don't yet know: This equation is central to the whole chapter: dyldx equals cbx which equals cy. At x = 0 we see A z 4. We are pushed all the way back to the original definition. Another modela power y = Axk instead of an exponentialalso stands out with logarithmic scaling. where . The graphs in Figure 6.f x . The number c depends on the base b. The problem is to find one of them. Then the crucial quantity bx factors out. More than that. Now come limits. look at one point on the line. The base b makes no difference. We have to ask about slopes. inside the brackets. The remaining limit. The slope increases in the same way that bx increases (except for the factor c). To find the A's. They represent Ax3 and A& and Alx.y This is a calculus book. (7) When x reaches 2. because bx and logby are inverse functions. leaving c in dyldx and llc in dxldy.6. The logarithm of y = Axk gives a linear relation between log y and log x: log y = log A + k log x. We just measure the slope. This time we use loglog paper. If one slope can be found. The central question is the derivative. What is dyldx when y = bx? What is dxldy when x is the logarithm logby? Thpse questions are closely related. The rate of change of y is proportional to y. On semilog paper those graphs would not be straight! You can buy log paper or create it with computer graphics. bx comes outside the limit because it does not depend on h. I The product and power and chain rules do not yield this derivative. (8) The exponent k becomes the slope on loglog paper. and a straight line is a lot more attractive than a power curve. except for a mysterious constant. At x = 4 the height is 8. Then Section 6.4 have slopes 3 and and .
On loglog paper the graph of y = p is a straight line. Its slope is 9 . From its slope we can discover l/c. At last the " . On semilog paper the graph of y = n is a straight line. The base is b = b . dt ct The base b can be chosen so that c = 1. the slope of log. 1 0 1 Fig. The inverse function is x = logby. In other words log2y is i y = 2 it follows that log28 times log82 equals k . If dy/dx = cbx then dxldy = l/cbx = llcy.000" is e . powerful but too quick! We go more carefully: f(bx) = x f '(bx)(cbx)= 1 (logarithm of exponential) (x derivative by chain rule) f '(bx) = l/cbx (divide by cbx) f '(y) = l/cy (identify bx as y) The logarithm gives another way to find c. the exponent 4 is the a of 10. The slope of log2y is about 11. and the logarithm fills that gap.0 of s . In lo4 = 10.000. and identify b and c. I (11) That proof was like a Russian toast. Substituting b" for y. With a change of letters. Since x = logby is the inverse. k . Its slope is m . where c depends on . We will come back to compound interest.5 The slope of 2" is about .1 power" has an antiderivative. and y is always s . The slope of y = b" is dyldx = r . The derivative of x0 (a constant) does not produce x'. The logarithm of 10. b. We had no integral for x .7 2".1.. The number c is the limit as h . Then the derivative is llx. Remember that j'xndx = xn+'/(n 1) is a failure when n = . Here x is any number.6 Exponentials and Logarithms interest is proportional to the principal. Then times log8y. Knowing dyldx = cb" yields dxldy = u . This final touch comes from the magic choice b = ethe highlight of Section 6. Now the unknown factor is l/c: I 6D Proof The slope of logby is llcy with the same e (depending on b).000. If y = bX then x = f .t=.?.7~.2. The logarithm of 10m/lOn is d .x=dx cx and d 1 log. Its slope is 0 . 6. is v .1 Readthrough questions EXERCISES On ordinary paper the graph of y = I is a straight line. and the poor get slightly richer. If y is replaced by x or t (all dummy variables) then + ' d 1 log. (dx/dy)(dy/dx)= t . When 8' is 2".x is w . A base change gives b = a and b" = a . the slope of log. The logarithm of 10" times 10" is c . Final remark It is extremely satisfying to meet an f(y) whose derivative is llcy. 6. This is the way that finally works (next section). The rich get richer.
) 29 In 28.010040 (e) 223/(22)3 (b) log2(i)10 ( 4 (log1 0 4(loge10) (f logdlle) (b) log 4x . = . 18 Sketch loglog graphs of y = x2 and y = &. 20 g(x) = bx has slope g' = cg. find the slopes of log (2x) and log (x2)and log (2").lXand y = lq1. (a)log10(10")= 7 (c) logXlO 2 = (e) log x + log x = log 8 7 The logarithm of y = xn is logby= *8 Prove that (1ogba)(logdc) (logda)(logbc). 21.log 4 = log 3 .? If the 1989 San Francisco earthquake measured R = 7. Apply the chain rule to g f (y))= y to prove that dfldy = llcy.l)/h is twice as large as c = lim (10" . amplifying by a factor A increases the decibel level by 10 log A. 22 What is the equation (including c) for the tangent line to ? y = 10" at x = O Find also the equation at x = 1. 28 Show that C = lim (lWh. 23 What is the equation for the tangent line to x = log. the limit for b = 100 is twice as large as for b = 10. 11. 24 With b = 10. printed or homemade. Since 2'/l2 x 1. how did its intensity I compare to I. 26 Find a base b for which (bh. The record quake was four times as intense with R= . Put their mirror images x = .y at y = l? Find also the equation at y = 10.l)/h x 1.l)/h. and a shout is 70db then 10 log A = 50 and A = So c probably involves the of b. If a whisper is 20db .l)" is L =lim (. 32. 3. 10 The number 21°00has approximately how many (decimal) digits? Questions 1119 are about the graphs of y = bx and x = logby.1 An Overview Problems 110 use the rules for logarithms. dl0) (f) log2(l0g216) 2 Without a calculator find the values of (a)310g35 (b) 3210835 (c) log. (Replace the last h's by 2h. 11 By hand draw the axes for semilog paper and the graphs (b) Change h to h to show that L = .= (d) 10g2(l/x) 2 (f) logx(xx) 5 = 19 On loglog paper. If they were equal .c from Problem 24. . Estimate A and k in y = AX^. What other equations give straight lines on those axes? 13 When noise is measured in decibels. 16 The frequency of A above middle C is 440/second. l h. plot y = 4. 05 + log1o2 (d) (l0g3~)(logbg) (e) 105104103 (f) log256.6. 45 at x = 1. 1 Find these logarithms (or exponents): 14 Draw semilog graphs of y = lo1' and y = ~fi)".1)".5. 2. Use a calculator for small h to estimate c = lim (loh. Also logl02 would be then log. 9 2'' is close to lo3 (1024 versus 1000).? The 1906 San Francisco quake had R = 8. 4.3. 6 Solve the following equations for x: Questions 2029 are about the derivative dyldx = cbx. ( 21 If the slope of log x is llcx. .log27 3 Sketch y = 2" and y = g4") from 1 to 1 on the same graph.301. What is R for the standard earthquake of intensity I. 4 Following Figure 6. 12 Display a set of axes on which the graph of y = loglox is a straight line.log2y and x = log42y on a second graph.l)/h.lO would be instead of 0. (a)log232 (b) logz(1/32) ( 4 log32(1/32) (d) (e) log. 5. 27 Find the second derivative of y = bx and also of x = logby. (a) Estimate L by choosing a small h.What are loglI22and loglI24? 5 Compute without a computer: 15 The Richter scale measures earthquakes by loglo(I/Io)= R. the note with frequency 660/sec is 17 Draw your own semilog paper and plot the data Estimate A and b in y = Abx. Use h = 114 by hand or h = 1/10 and 1/100 by calculator. the slope of 10" is c10".2 sketch the graphs of y = (iy and x = logl12y. of y = l.l)/h. The frequency of the next higher A is . (a)log23 + log2 3 (c) log. 25 The unknown constant in the slope of y = (.
the number 1 h is approaching 1.7. With the right choice of the base b those slopes will equal 1 (because c will equal 1). 1/100." This balance produces the extraordinary number e: + DEFINITION The number e is equal to lim (1 +'h)'lh. In the limit we have 1".236 6 Exponentials and Logarithms 6. Realistically there are two leading candidates for b. to put it mildly.y is 1 my' 1 (4) This is why the base e is allimportant in calculus. Euler also chose 7c to stand for perimeteranyway. The fraction in the middle is logb(l + h) times the number l/h. The logarithm has slope llc. We already tried Ax = .2 T e Exponential eX h The last section discussed bx and logby.logbl] = hlim logb[(l + h)'lh]. At y = 1. Then the exponents l/h are n = 1. look again at the slope llc.) The table shows (1 + h)lih approaching e as h . It makes c = 1.3 or any positive number except 1. 1/10.4.0 and n . In calculus it comes into its own. 0 Always logbl = 0. . The number is e.1 and found Ay z 07. That symbol was chosen by Euler (initially in a fit of selfishness.logby = d d~ 1 . which is much more important than In x. (All limits and derivatives will become official . For y = 2" the slope c is near . for a starting slope of c = 1.. But in practice. That base e has c = 1 as desired The derivative of ex is 1 ex and the derivative of log. in Section 6. where it looks totally clumsy and out of place.. the graph of logby starts from logbl = 0. To compute the actual number e from (1 + h)'lh. This number is not seen in arithmetic or algebra or geometry. but he was a wonderful mathematician). The base has to be larger than 2. We begin with a direct computation of the slope of logby at y = 1: .ween "nearly 1" and "nearly GO. This section is about the other one. . . 100. . It is the base of the natural logarithm.oo: . only a few bases are used. This number can go up into the exponent. 10. and it did. But that expression is meaningless (like 010). The slope is c.. l/h is approaching infinity. and 10 is one of them. the slope is logee = 1. CY (1) At x = 0. our first goal is to find e. At the end of equation (2) is the logarithm of e: When the base is b = e. Equations (10) and (1 1) in the previous section were b" = cb" d dx and . choose h = 1. As h + 0.. I have never met a logarithm to base 6 or 9. Remember that the derivatives of bx and logby include a constant c that depends on b. The quantity (1 + h)'Ih is unusual. the graph of bx starts from b0 = 1. The base b was arbitraryit could be 2 or 6 or 9. It also controls the exponential ex. Equivalently e = lim h+O n+ c o Before computing e.[logb(l h+O h + h) .3..= slope C 1 1 at 1 = lim . At the same time. Everything depends on the balance bet. which is an extremely remarkable number.
7 1828 1828 45 90 45 . to the base e. not the variable) is standard in calculus courses. For other bases d . The slope of ex is In e times ex (but In e = 1). The notation In y (or In xit is the function that matters. although you might think so from the first sixteen digits: e = 2.. The derivative of bx is cbx. Base e is understood even without the letters In. But in any case of doubton a calculator key for examplethe symbol "ln x" emphasizes that the base is e. There is an infinite series that converges much faster. For all bases. We know 125.y.6 2 The Exponential eX . After calculus. we are close to y = 10 and 150. In most of science and engineering. The logarithm is the inversefunction. If b = e then c = 1 . equation (3) is llc = logbe. and the derivative of log. the natural logarithm is the automatic choice.3 and 5. At x = 2. The last column is converging to e (not quickly). We have the derivatives on which this chapter depends: 6F The derivatives of ex and In y are ex and 1fy. x dx . are close to x = 5 and x = 2. The natural logarithm is the exponent in ex = y. There is a special name for this logarithmthe natural logarithm. There are no definite patterns. the base is generally assumed to be e.3.bx = (In b)bx dx and d d~ .000 digits of e (and a billion digits of n). The slope of 2" is In 2 times 2". This gives cthe slope of bx at x = 0: c = In b is the mysterious constant that was not available earlier. we rewrite them using t and x: d e'=ef dt and d 1 lnx=. (and lle z . y is llcy. The symbol "exp (x)" means ex. THE DERIVATIVES OF ex AND In x Come back to derivatives and slopes. The powers of e produce y = ex.logby=  1 (in b ) ~ ' (6) To make clear that those derivatives come from the functions (and not at all from the dummy variables). The logarithms of 150 and 10. There is also a special notation "ln" to show that the base is e: In y means the same as log.37). and the truth is that the symbol "log x" generally means In x.
4. Their product is eXe" = 1. fi.co. About two thirds of the area under this curve is between x = . 2. Somewhere between 2" and 4" is ex. and a fifth definition through integrals which is written here for the record: 1. After dividing by many averages and so many experiments. Its slope at the beginning is smaller than average. Figure 6.y has slope 1 at y = 1 3. Where ex grows exponentially. The other curve is y = e"'I2. .. and 3 have been made. ( :r 5. On the other hand 4" rises from at x = . Their growth and decay are faster than any power of x. Fig. On that interval its average slope is 1. which starts out with slope 1.6. the slope of 4" at that point exceeds 1. Again the average slope is L/L = 1. which applies to so theory.6b shows the graph of e". e is the number such that ex has slope 1 at x = 0 2. the infinite series in Section 6. Since x = 0 comes at the end of this new interval. faster decay of e"'I2. If you pick points at random below the graph. The official definition of in x comes from 1dxlx.as n .co .6 Exponentials and Logarithms Remark on slopes at x = 0: It would be satisfying to see directly that the slope of 2" is below 1. Exponential growth is more rapid than polynomial growth. and then 5 says that in e = 1. It is the fact that ex has slope ex which keeps the function climbing so fast. e is the base for which In y = log. The slopes are 1 when e is the limit of (1 + lln)". and the slope of 4" is above 1. which is fun to solve but can be skipped. 2" rises from 1 at x = 0 to 2 at x = 1. e" decays exponentiallyor it grows as x approaches . 213 of all samples are expected in that interval. so that e"/xn goes to infinity (Problem 59).2 and x = 2 are "two standard deviations" from the center. It is the mirror image of ex across the vertical axis. This is the famous "bellshaped curve" of probability it gives the normal distribution.4) seems less intuitive than the others. so it must be less than 1as desired. This is a small puzzle. The curve is symmetric around its mean value x = 0.x has no effect on x2. This approach to e (Section 6. Decay of e". But the idea is to see the slopes graphically.to 1 at x = 0. .6 ex grows between 2" and 4". There is also the infinite series. The Gallup Poll will be an example in Section 8. Multiplying this out wlll lead to 4. x . 6.1 and x = 1. : This is the graphical approach to e. since changing x to . The points x = . e is the limit of 1 + . The connections between 1. Quick proof: e is between 2 and 4.l dx equals 1. the area 5.
The chain rule 2)x 2 rediscovers our constant c = In 2.1 comes from In and exp and the chain rule. There is only a 5% chance of landing beyond. THE DERIVATIVES OF eX AND eu x) The slope of ex is ex. EXAMPLE 6 An extreme case is xx = (eInx)x. The derivative just brings down the constant c. = f" (1) x e. The derivative of esinx is esin x cos x (here u = sin x). The derivative multiplies by c so the integral divides by c. In the slope of bx it rediscovers the factor c = In b. The second derivative off= e .x). Its derivative is In times 2x. "n EXAMPLE 5 (u = n Inx). Since en is x"in disguise.x 2/2 so du/dx= . Special case u = cx: The derivative of e" is cecx. its slope must be nx 1: slope = e""nx (n In x)= x(n) = nx (11) This slope is correctfor all n. The integralof ecx is ecx/c (plus a constant).6.2 The Exponential ex enclosing 95% of the area. where the bellshaped curve hasf" = 0 in equation (10). The second derivative of ecx is c2ecx. The chain rule gives the slope of e3 x and esinx and every e"(x): 6G 239 The derivative of euix) is eu(x) times du/dx. The derivative of f(u(x)) is df/du times du/dx. The integral of ecx is not ecx. are x = 1 and x = . by the chain rule and product rule. It is better to agree on e as the base. EXAMPLE 2 e(In 2 is the same as 2x. Chapter 2 produced 3x2 and 4x 3 from the binomial theorem. and put all complications (like c = Inb) up in the exponent.e2x + C 2 f bxdx = + C Inb . This opens up a whole world of functions that calculus can deal with. EXAMPLE 3 The derivative of ex2/2 is . With every derivative it is multiplied by more factors. EXAMPLES e2xdx .2/2 + ( 2 2 x) 2 ex / = ( 2 . . but it is still there to dominate growth or decay.x2/2.l)e x (10) Notice how the exponential survives. (8) (9) 3 3 EXAMPLE 1 The derivative of e x is 3e x (here c = 3).1.2/2 . Generally ecx is preferred to the original bx. integer or not.xe x EXAMPLE 4 is 2/ 2 (here u = . The chain rule demands that secondfactor du/dx. Here u = x In and we need du/dx: x dx d (x) = exnxIn x+ x x) = xx(ln x + 1). The points of inflection. because ix2 has replaced x. INTEGRALS OF e" AND e" du/dx The integral of ex is ex. Now nx". Here f= e"so df/du = e". The decay is even faster than an ordinary exponential.
Or more likely we see e3'"+'I as eu. I don't know any way to tell you which substitution is bestexcept that the complicated part is 1 + ex and it is natural to substitute u. But u = 1 + ex is still worth trying. e3("+')is e3" times the number e3 and that number is carried along. The second has c = In bremember again that bx = e('nb)x. The missing du/dx = 3 is fixed by dividing by 3.4) and we integrate each piece. For a power f = x3 that is true. (It is just as impossible. The third has u = and du/dx = l/2&. the integral dx/(l + looks bad. there is a natural tendency to expect f(0) = 0in which case the lower limit contributes nothing. not the integral of eudu. 5 5 Warning about dejinite integrals When the lower limit is x = 0. In the third one. Here are three other integrals: The first can change to . It is the integral of du/u2. We cannot integrate without duldx: Here are three examples with du/dx and one without it: The first is a pure eudu.) w The second is actually J u d u . Without an extra ex for duldx. The exercises offer practice in reaching eudu/dx .'' The integral splits into simpler pieces (explained in Section 7. good.ready to be integrated. So is the second. which also separates. so only the factor 2 had to be fixed. The last example fails because duldx is not there.6 Exponentiais and Logarithms The first one has c = 2. For an exponential f = e3" it is definitely not true. but I prefer a split: 54ex and 5e2" are safer to do separately.1)dx: 5 That last step is "partial fractions. because f(0) = 1: . The integral divides by In b.eudu/u2. The fourth example does not belong with the others. The third is (4e" + l)dx. It has du = exdx = (u . If it works. hich is not much better.
Approximate this equation by A Y A x = Y.y is I . offiis # Find antiderivatives for the functions in 2736. + 35 @ (ex)' + 33 xeX2 xex2 34 (sin x)ecO" + (cos x)e"'"" 36 xe" (trial and error) Find the derivatives of the functions in 118. The function bx can be rewritten as I . (100/101)100. and and Which power n would give all the decimals in 2. The derivative of ednX is is 0 . From which point on the graph does the tangent line pass through the origin? 40 By comparing slopes. If h = what is Y(h)after one step and what is Y ( l ) after four steps? + 25 Invent three functions f. 0. Its derivative is m .Y(x)= at x = 0 is . So the limit of (lO/ll)ll .71828? 23 The function y = ex solves dyldx = y. The integral of ex is q . dx dx 48 50 Sl J. The notation for log. 20 By algebra or a calculator find the limits of ( 1 (1 l / n ) 4 + + l/n)2n and 44 Prove that xe = ex has only one positive solution.. Check d2y/dx2to show that the maximum of xllx is 43 If dyldx = y find the derivative of e"y by the product rule. This gives l. is e. .Y(x)= h Y(x).Show from dZy/dx2 that the curve is concave upward.. An equivalent form is e = lim ( d )". In general the integral of is eU(") itself is t to find. The derivative of ecxbrings down a factor P ...(101/100)100. 17 esinx + sin ex 18 x 'Ix (which is e) 42 Find the slope of y = x1lXand the point where dy/dx = 0.y starting from y = 1 .. It is the limit of (1 + h) to the power b . the constant c in Section 6.OO1)lOOO (l. The last sequence is (1 . When the base is b = e.OOOO1)lOOOOO. which is Y(x+ h) .2. 4950 are "improper. The derivative of x = logey is dxldy = g . The integral of eU(")du/dx s .hY(x). is . g.1 is e . 2. 241 6. . . which is the I logarithm of y. 37 Compare e" with eX2. What is Y ( l )after ten steps? Jb" sin x ecoSx dx 2. 1000 from 2.O1lOO when h = c . The slopes at x = 0 and y = 1 are both h . prove that if x > 0 then (a)ex> 1 + x (b)e"> 1 . 19 The difference between e and (1 + l/n)" is approximately Celn. h such that for x > 10 (1 llx)" <f ( x )< e" < g(x)< e2" < h(x)< xx.Which one decreases faster near x = O Where do the graphs meet again? When is the ratio of ? ex2 to eX less than 1/100? 38 Compare ex with xX:Where do the graphs meet? What are their slopes at that point? Divide xx by ex and show that the ratio approaches infinity.OOO1)lOOOO if possible (l. So the limit of . Approximate by Y(x h) .x . xe. With infinite limits." 46 21 The limit of (11/10)1°.6 2 The Exponential eX . The constant c in the slope of bx is c = k . The integral of ecxis r . 1.l/ny.. 100. Therefore the derivative of y = ex is dyldx = f . Another form . 22 Compare the number of correct decimals of e for (l. Subtract the calculated values for n = 10. The derivative of eU(") n . 39 Find the tangent line to y = ex at x = a. (10111)1°. + 26 Graph ex and at x = . Evaluate the integrals in 4554. is .2 EXERCISES Readthrough questions The number e is approximately a . With h = & find Y(h) after one step starting from Y(0)= 1.. by 24 The function that solves dyldx = . Deduce that y(x) = Cex for some constant C. (100/101)101. 41 Find the minimum value of y = xx for x >0.7183 to discover the number C. 1.
The result was y' = cecx. Compare y' = x with y' = y. . .242 53 6 Exponentials and Logarithms 1 : 2sinx x dx cos 54 1'' (1 ex)'' ex dx 55 Integrate the integrals that can be integrated: 59 This exercise shows that F(x) = x"/ex . at x = n. 61 Stirling's formula says that n! z @JZn.7 shows "tangent arrows. 58 With electronic help graph the function (1 + llx)". which means that y' = cy. Thus F(x) + 0. Figure 6. The maximum of xn/e". Estimate x when you reach F(x) = 1.7 The slopes are y' and y' = y. There is a way to graph slope x versus slope y. Is it correct? How many decimal digits in lo!? 62 x6/ex .0 as x + m. The integral is in y = x + C. Notice that F(x) decreases for x > n > 0. Then y itself is exec. What are its asymptotes? Why? lim x6/ex= lim 6xs/ex = fill this in = 0. it to estiUse mate 66/e6 to the nearest whole number. 56 Find a function that solves yl(x) = 5y(x) with y(0) = 2. The second has dyldx equal to y itselfwhich we rewrite as dy/y = d x . Notice that the first solution is $x2 plus a constant. (a) Find dF/dx.3 Growth and Decay in Science and Economics The derivative of y = e" has taken time and effort. We quickly find y = i x 2 + C. graph F(x) = x6/ex on a calculator or computer. 6. Estimate its maximum. I want to stay with y' = cywhich is the most But important differential equatibn in applied mathematics. virtually for freethe derivatives of bx and x x and eu(x). Deduce that F(2x) + 0 as x + bo. Estimate x when you reach F(x) = 4. The first only asks for an antiderivative of x . For parabolas. (b) F(2x) = (2x)"/ezx= 2"xn/eXex < 2"n"/en ex. is nn/en. That computation brought others with it." which give the slope at each x and y. 60 With n = 6. The solution curves fit those slopes. the arrows grow steeper as x 1 2 =x 1 Fig. and the second solution is ex times a constant. 57 Find a function that solves yl(x) = l/y(x) with y(0) = 2. 6.0 is also proved by l'H6pital's rule (at x = m): .
plus one additional piece of information.7 . it takes about . Now the arrows are connected by y = Aex. T has the units of time. 1. For exponentials. c.1/c. By choosing A = Yo.7 is close to In 2. Find the decay constant c for carbon14 if y = ½yo in T= 5568 years." Main point: The doubling time is (In 2)/c. Then cT is its logarithm. The time to multiply by 10 is (In 10)/c. c ecr = 4 yields cT= In I so that c (In 5)/5568. put c into the exponent. c has the units of "1/time. The constant of integration is needed nowthe solutions are y = Ae". (Note that . the third is determined. From y' = y it is a short step to y' = cy. because cT= In 2. Now c is negative (In = . The time to divide by e is . To understand the equation we start from many yoon the left the parabolas stay parallel.In 2). (2) The question asks for an exponent T The answer involves logarithms. we match the initial condition and solve equation (1). t. the arrows grow steeper as y growsthe equation is y'= slope = y. it doubles in 7 years. 61 The exponential law y = yoec' solves y' = cy starting from yo. Its solution is a curve that stays tangent to the arrows . The formula to remember is yoec'. The factor c becomes the "growth rate" or "decay rate"and ecx converts to ect.1 = 7 days to double in size.6. Many applications have one of these three forms: find t. To make c appear in the derivative. (1) A small change: x has switched to t. Our ec' starts from ecO = 1. Both answers found ecT as the ratio y(T)/y(O). We have reached the key equation. Question 1 was about growth.then the curve has the right slope. (3) After the halflife T= 5568. when a negative c brings decay. The time to multiply by e is 1/c. In the next problem we know T 2. Question 2 was about decay. rather than space. The problem requires y = Yo at t = 0. which is c times y.3 Growth and Decay in Science and Economics growsbecause y' = slope = x. For y' = . The rate of growth or decay is c. If a cell grows at a continuous rate of c = 10% per day. In most applications time is the natural variable.1 243 . The derivative of y = ecx is cecx. the factor e T equals 4. on the right the heights stay proportional. A field of arrows can show many solutions at once (this comes in a differential equations course). In this problem we knew c. find c. Note how c sticks to T.c = 5e2 . Usually a single Yo is not sacred. If two of them are given. Find the initial value Yo if c = 2 and y(l) = 5: y(t) = yoec' yields Yo = y(t)e . The last step is to match the initial condition. 3. find yo. At that time yoecT equals 2yo: e T = 2 yields cT= In 2 so that T= I In 2 c . May I call your attention to a basic fact? The formula yoec' contains three quantities Yo. A differential equation gives afield of arrows (slopes). which comes with an initial conditiona starting value yo: dy/dt = cy with y = Yo at t = 0.) If a savings account earns 10% continuous interest.y all solution curves go to zero.7/. Find the doubling time T if c = 1/10.
In living wood this amount is still yo.97 disintegrations per minute. simple interest f cT=ln2 5 10 15 20 years All we do is run the process backward. c. Section 6. d are "l/time.It grows when b > d (which makes c > 0).= 35 years. at the start or later. A gram of living wood gives 6.d). You may prefer to think of bacteria instead of people. multiplies by the same ect. c .6 Exponentials and Logarithms (1. with a competition term . Future value at 5%. that eT+'= eTet. The amount has decayed to yoect. Go forward to time Tand go on to T + t: y(T+ t) is yoec(T+t) which is (yoecT)ect.dy = cy (the net rate is c = b . The charcoal stopped adding radiocarbon when it was burned (at t = 0). Third comment: The dimensions of b.02 First comment: We predict the future based on c. Second comment: yoectis not a whole number.8 Growth (c > 0) and decay (c < 0. The product ct is dimensionless and ectmakes sense (also dimensionless). To use calculus we go from discrete to continuous. Doubling time T = (In 2)lc. Equally important is T + t. The product of e2 and e2 is 1growth forward and decay backward.This uses the fundamental property of exponentials.05 13)20 (1 .by2 to slow the growth. We count the past population to find c. It is a relative ratepeople divided by people and time.02/year: In2 . (4) Every step t. ) .5 introduces the logistic equation y' = cy .7 The earth's population doubles in about T = x . The population in this model is yoect= yoebtedt. (This section begins a major application of mathematics to economics and the life sciences. EXAMPLE 2 Radioactive dating A gram of charcoal from the cave paintings in France gives 0. Find the age of those Lascaux paintings.05l2O 2 Fig. ect becomes e". since populations cannot grow exponentially forever. because cosmic . The theory must fail when t is very large. Start from 5 and go back to yo. EXAMPLE 1 Population growth from birth rate b and death rate d (both constant): dyldt = by .) Malthus based his theory of human population on this equation y' = cyand with large numbers a fraction of a person doesn't matter so much. One estimate of the growth rate is c = 0. Then 1/A is the growth time or decay time or drug elimination time or diffusion time.by2. 6. With time reversed.68 disintegrations per minute. Changes in c are a serious problem for this model. Some texts replace c by 1 (lambda)." The dictionary gives birth rate = number of births per person in a unit of time.
08'.13%. with halflives of (4.6 returns to compound interest. Present value A dollar in T years has the same value as eOSTdollars now.7 (6. cC EXAMPLE 3 Calculus in Economics: price inflation and the value o money f We begin with two inflation rates .7)109: ect/ect=140 In 140 ct . Dividing by dt.Ct = In 140 =.Set t = 1.7)109 years.05 x 14 years.a continuous rate and an annual rate.0833.6. After t = 365 years the multiplier is e29. Nearly equal amounts were created.)/(0. we know the present time t: ct = ln (~3 * 5568 0. every dt brings an increase of dyand eeo8is near 1.97/6. Doubling time Prices double (emosT= 2) in T= In 21. to be invested for 200 years. Right now there is 140 times as much f U238 as U235." It comes from compounding (and depends how often they do it).68) = 14. The higher one they call the "effective rate. and in the limit to e.5)109 and (0. With that much money they could buy back the land and pay off the national debt. Their ratio is ect= 0.400 years. In 1990 it yielded millions (not trillions.3 Growth and ÿ gay in Science and Economics rays maintain the balance.5)109and C = (ln . t = .0513 and the annual rate is 5.2and the $24 has grown to 115 trillion dollars. Question: How long since uranium was created? Answer: Find t by sybstituting c = (In $)/(4.68. that takes longer). EXAMPLE 4 In 1626 the Indians sold Manhattan for $24. the original $24 is multiplied by e. Simple interest adds on 20 times 5% = 100%. Section 6. the doubling time is 20 years.6(109) years. That leads to (1 + lln)". Here is a related problemthe age o uranium. they give both rates: 8% and 8. Knowing the decay rate c from Question 2 above. For the price change Ay over a year. If the compounding is continuous.97 yields t = in . Our calculations indicate that they knew what they were doing.33%. . Here we compute the effect of 5% continuous interest: Future value A dollar now has the same value as esoST dollars in T years. use the annual rate: Ay = (annual rate) times (y) times (At). Possibly there is a big flaw in the model. The interval drops from a month to a day to a second. With no compounding. Then emo5= 1. It is absolutely true that Ben Franklin left money to Boston and Philadelphia. Calculus applies the continuous rate to each instant dt. regardless of the interest rate. The price change is dy: k (5) (6) dy = (continuous rate) times (y) times (dt). When you ask a bank what interest they pay.05y. The solution is yoe.05'. This seems farfetched. this is a differential equation for the price: dyldt = (continuous rate) times (y) = . With continuous compounding the time is reduced by the factor In 2 z 7. Our next step is a new model. Assuming 8% compound interest.
The other term yoe' decays to zero.2 by loglo e = . . Notice y on both sides! My first guess y = et+' failed completely. Finally we thought o y = Aet . 0 5e'+5 1 Rgm dm9 the equation y' = cy + s gives cAect= c(Aect+ B) + s the initial value at t = 0 gives A + B = yo.$200/year. The investment grew by itselfa pure exponential. Up to now. GROWTH OR DECAY WlTH A SOURCE TERM The equation y' = y will be given a new term. Sometimes I cave in and write down the formula: y is y.1. They just want the answer. We tried other ways to produce 5 in dyldt. Its derivative is et+' again.5)e' + 5. The combinais tion y = ect+ s is also not a solution (but closer). Set t = 0 to find yo = A . Its derivative is (c + sly. Note again that y = e(c+s)t not a solution. we can find y for any c and s. all growth or decay has started from yo. That has y' = Aet = y + 5 as required. Based on these examples with c = 1 and c = .e'). EQUATION WlTH SOURCE Oet 5 5e&+5 2 = cy + s starts from y = yo at t = 0. we have or more than a trillion. Or we can withdraw funds at s = .5: + The solution is (yo+ 5)e' . There is no point in preparing for real problems if we don't solve them. Solution by Method 1 (fast way) Substitute the combination y = Aec' + B. This is y0e' + 5(1 . The source s = 5 adds 5dt.y + 5 has y = (yo. That is the same as yOef 5(et. + s = 5 multiplies the growth term ef .1).. From two facts we find A and B: 5 =Y. The equation is not restricted to financefar from itbut that produces excellent examples. The source contributes 5et . But its derivative et + 5 is still not y + 5. The units are "dollars per year" to match dyldt. which is not y + 5. yoefgrows as before. tMy class says one way is more than enough. This is the exponent to base 10.5. proportional to dt but not to y: Constant source: dyldt = y + 5 starting from y = yo.1 that starts at zero. The new term s allows you to add or subtract from the account. A negative c leads to a steady state y. The equation feeds in $1000 or removes $200 continuouslynot all at once. No deposit or withdrawal was made later. This idea is doomed to failure.5.434 to get 12. After that base change. The solution has this formexponential plus constant. 7 . EXAMPLE 5 dyldt = .ect plus s(e" .lOet5 That final term from the soulce is still positive. You may feel that one way is enough.? The first way is the fastestonly three linesbut please give the others a chance. The limit as t + is y. = 5 . The analysis of y' = cy + s will be our main achievement for dzrerential equations (in this section). dt (7) The source could be a deposit of s = $1000/year.7.l)/c from the source term. It is a "source"or a "sink" if s is negative.6 Exponentlals and Logarithms Question How can you estimate e2'm2 with a $24 calculator (log but not In)? Answer Multiply 29. I propose to find y in four ways. f Important: A is not yo. after an initial investment of yo = $8000.5. The class suggested y = et 5t.
T E MATHEMATICS OF FINANCE (AT A CONTINUOUS RATE) H The question from finance is this: What inputs give what outputs? The inputs can come at the start by yo. We fix the continuous .C t .C f ..SIC. two of which are already answered. There are six basic questions.1 ) S C The integrating factor produced a perfect derivative in line 1. or continuously by s.6.yo = . The output can be paid at the end or continuously. that all inputs yo and s grow the same way. not the input. Then multiply by a magic factor that makes integration possible: ( y r .~ t $ C S ye . Method 1 was easier.T Therefore the multiplying factor is only ec(t This growth factor applies to the small  deposit (amount s d T ) made between time T and T + dT.(e. at the end of equation (8).1)." Method 2 is more complete. Then the second line becomes A = yo .5 starts from scratch. It succeeded because we knew the form A&'+ Bwith "undetermined coefficients.B = yo + (slc): KEY FORMULA y = or y = yoect+ (ect . This principle of Duhamel would still apply when the source s varies with time. S C With s = 0 this is the old solution yoect (no source). The future value is yoect from a deposit of yo. Section 6. all growing separately. and the integral divides by c: That agrees with the source term from Method 1.1) integrate both sides substitute 0 and t isolate y to reach formula (8) C y = ectyo+ . The example with c = 1 and s = 5 produced ( y o + 5)ef . That also applies to deposits made after the account is opened." here we added up outputs. deposit the present value ye". The form for y is part of the output. by directly integrating y' = cy + s. First write the equation as y' .1). Remark Method 2 is often described in terms of an integrating factor..e . After t years any deposit is multiplied by ea. If the deposit enters at time 'IS the growing time is only t . There we looked for "exponential plus constant. The output from yo is yoea. The source s is a continuous supply of new deposits.(ect. Subtraction leaves cB + s = 0 or B = . Questions 36 involve the source term s.5.cy = s. To produce y in the future.cy)ect = sec' multiply by the factor e" S ye"]: = . Separating the source term gives yo& + 5(et . The small deposit s dTnear time T grows to ec('T)s The total is an integral: dT. I prefer Duhamel's idea. Now add up all outputs at time t. Here s is constant. Solution by Method 2 (slow way) The input yo produces the output yo@.3 Growth and Decay in Science and Economics The first line has cAect on both sides. . Either method gives formula (8) for y.
We are absolutely sure that depositing $1000/year with no interest produces $20. how large is y after 20 years? One big deposit yields 20.05). Questions 3 and 4 had yo = 0 (no initial deposit).000 at the end. Substituting in the formula for s. our formula s(ec'. This is like Question 5 (also y = O). This is (1000)(20)= 20. the lottery only has to put in $12.(ec' . Question 5 What deposit yo provides $1000/year for 20 years? End with y = 0. Question 6 What payments s will clear a loan of yo = $20. After t = 20 years you are even and your debt is y = 0. In 5.= st.640.400.000 in 20 years? Unfortunately.582. A single deposit of yo = 20.1). Question 3 With deposits of s = $1000/year. your payments are $1582 per year.000 after 20 years. S S C C Substituting s = . S C The loan is yo = $20. Instead you repay at a constant rate for 20 years. The bank gives up more than the $20. It also gives up the interest on that money. If you win $20.05/year. Questions 1and 2 had s = 0 (no source).1)= 0 requires s = .000 to buy your car (and pay tuition).360 produces the same $20. By l'H6pital's rule we take cderivatives in the fraction: s(ec'. Notice a small byproduct (for mathematicians).640. The same 20. You pay that back too.1) steC' lim = lim .cyoec'/(ec'.00O/e = $7.6 Exponentlab and Logarithms rate at 5% per year (c = .000. and it is paid over 20 years. Now we come to y = 0. s exceeds $1000 per year. and start the account from yo = 0. C cro 1 (11) c+O Question 4 What continuous deposit of s per year yields $20. but now we know yo and we want s: y = yoec'+ .1) = 0 requires yo = (1 . c = .e").000 and $20. everything is paid up on a loan.000. Even less if the interest rate is above 5%. .0"(20) 1) requires s = .000 after 20 years? S 1000 20.05.1  Deposits of $582 over 20 years total $11. but you don't have to stay even at every moment. t = 20 gives yo x 12. y = yoec' + .000 in a lottery. The answers come fast from equation (8). the rate is c = . Puzzle How is s = $1582 for loan payments related to s = $582 for deposits? 0 + $582 per year + $20.(ec'.1000. When the interest rate is c = 0.000e z $54.000 + .000. But this is not obvious from 010. .05 e. the time is t = 20 years. everything is paid out by an annuity.000 = (e(. Better to be rich at t = 0.$1582 per year + 0.640. Your payments mostly cover interest at the start and principal at the end.000 via s yields $34.l)/c turns into 010. In 6.
Questions 56 repay loan or annuity. in formula (8).000 (including interest as in Question 4). The population grows to 120. There is also immigration from outside. of s = 1200/year. = . following Newton's rule: The rate is proportionalto y .1 +2 6 2 20 Fig. That is why y. Yearly compounding differs by a few dollars.03. At this steady state. Or use this new method: . y.6 deals with daily compoundingwhich differs from continuous compounding by only a few cents. What is left is the "steady state. depends on the source and on cbut not on yo.3 Growth and Decay in Science and Economics That difference of exactly 1000 cannot be an accident.y. replace s by . 1582 and 582 came from 1000 • e 1 e1 and 1000 with difference 1000 e1 e1 e1 249 1000. EXAMPLE 6 Suppose Bermuda has a birth rate b = .when ec *0. is zero (total decay).s/c: 6J The solution y = Yo + . Without a source. this means dy/dt = 0. The equation has .. 34400 20000  s = 1000 20000 12640 s= 582 + y'= .01.01 = 120. The steady state is independent of yo. The other 582 goes into a separate account. = . That is the "transient" term.s/c = 1200/.s/c.6.000). Instead of repaying 1582 we can pay only 1000 (to keep even with the interest on 20.000 if Yo is larger. TRANSIENTS VS. There is no change. y. The net decay rate is c = . EXAMPLE 7 Newton's Law of Cooling: dy/dt = c(y .10 Questions 34 deposit s. the faster heat flows. After 20 years the continuous 582 has built up to 20. The initial population might be Yo = 5 thousand or Yo = 5 million. The temperature around it is y. For the solution.cy." We denote that limit by y.000.e" . Steady state s/c. the source s exactly balances the decay cy... Then y starts at Yo and approaches y. = .approaches y.000 if Yo is smaller. The bigger the difference.. That fits with y. where before we had s. but that number has no effect on yo.). It decays to 120. Section 6.02 and death rate d = .3y + 6 s =1582 s =1000 20 Yoo . The constant c is negative and yoec" dies out. STEADY STATE Suppose there is decay instead of growth.cy. When s is present. 6. From that account we pay back the loan. Why? Here is the real reason.y. is steady. Notice that y. In this case y. which disappears as t + co. = . The temperature of a body is y. (12) This is back to physics. In other words cy + s = 0.3 . From the left side of the differential equation.
11 If a culture of bacteria doubles in two hours. = y. In a differential equations course. When c is negative. The output from the source s is i . From y' = cy find c. it's time to stop.6. the interest in time dt is dy = 1 . a continuous deposit of s = 4000/year yields y = n after 10 years.. If y' = 3y and y(1) = 9 then yo was e .1. is constant.3y + s approaches y. The rate of cooling is c = In ). An income of 4000/year forever (!) comes from yo = P . We repeat Method 3 using the letters s and c: (y + :) = c(y + :) has the solution (y + f) = (yo + :)ect. The solution to y' = Solve 58 starting from yo = 10. when will they be equal? .)=(yoy. with the solu = y . The deposit to give 4OOOIyear for 20 years is yo = 9 .y. If dyldt = 7y and yo = 4 then y(t) = b .6")? Solution Here y.43/ln ) = half a day earlier. The constant solution to dyldt = y + 6 is y = g .000 in 10 years is s = 0 (exactly or approximately). They ask for c or t or yo. (13). The solution of dyldt = cy + s starting from yo is y = Ae" + B = i . Death occurred when 2 0 8 70 = 98. = s . (14) Moving s/c to the right side recovers formula (8). could it come from the time of Christ? . When was y = 8 million? 16 The populations of New York and Los Angeles are growing at 1% and 1. . Solve 14 starting from yo = 1 and from yo = . At c = lo%. Its derivative is dy/dt. Draw both solutions on the same graph. This solution reaches 8 at t = c . The time was t = In 1.)e". The general solution is y = Aet .43. Then y = 80 at t = 1 gives 206 = 10. those are the "particularsolution" and the "homogeneous solution. since y." In a calculus course. = 70 and yo = 90.y. If yo = 4 then A = h .)=c(yy. The deposit required to produce 10.4% a year. Newton's equation (13) is y = 20ec' 70. and grows or decays as a pure exponential: d (yy. This solves the law of cooling. how many hours to multiply by lo? First find c.6 or ect= 1. 12 If bacteria increase by factor of ten in ten hours. Newton's corpse is found with a temperature of 90".1. At what time does y increase to 100 or drop to l? 9 Draw a field of "tangent arrows" for y' solution curves y = e" and y = .000 in 10 years is r . When did he stop integrating (at 98. An input at time T grows by the factor k at time t.3 EXERCISES Readthrough exercises If y' = cy then At) = a . 10 Draw a direction field of arrows for y' tion curves y = eX + 1 and y = 1. with Problems 1127 involve yoect.this is our equation. The difference starts from yo .).6 Exponentlab and bgariihms Solution by Method 3 The new idea is to look at the dzrerence y . This equation yields At) = m .y. The payment rate s to clear a loan of 10.) dt hasthesolution (yy. EXAMPLE 8 In a 70" room. If the doubling time is Tthen c = d . A day later the body registers 80". Starting from 8 million (NY) and 6 million (LA).e". the solution approaches f astjoo. how many hours to increase by 100? What is c? 13 How old is a skull that contains 3 as much radiocarbon as a modern skull? 14 If a relic contains 90% as much radiocarbon as new material. There is a constant term and an exponential term. But dy/dt is c(y . With a source term instead of yo. 15 The population of Cairo grew from 5 million to 10 million in 20 years. + + 6.
d ~ = check y' = y + et. 28 A rocket has velocity u. How could you find y(3t) from y(t) and y(2t)? 23 Most drugs in the bloodstream decay by y' = cy @st + + order kinetics). what is the decrease in dt years? At what rate s should you print money to keep even? 43 If a bank offers annual interest of 74% or continuous interest of 74%.6.? 26 The actual elimination of nicotine is multiexponential:y = Aect ~ e ~The firstorder equation (dldt . (c) What solutions start from yo = 0 and yo = lo? (d) What is the steady state y.y? Show that y(t) = Ae' 4 is also a solution. when will 1 dollar equal 1 yen? 18 The effect of advertising decays exponentially. Starting from $1 = Y240. + et as y' . starting from vo = 20 and mo = 4.y starting from yo and y = Ae' + B. and integrating both sides. u What differential equation connects m to v? Solve for v(m) not v(t). the left side is the derivative of .GO 37 What value y = constant solves dyldt = 4 . if yo = 3. + Problems 2936 are about solutions of y' = cy + s. remember a new product after three days. . After a sixhour flight what fraction remains? 24 How often should a drug be taken if its dose is 3 mg. (a) The time for y = ec' to double is (In 2)/(ln c). 39 Rewrite y' = y 40 Solve y' = . Burnt fuel of mass A leaves at m velocity v .04 per year because of inflation. and 1 mg is required in the bloodstream at all times? (The doctor decides this level based on body size.7.) y' = . Multiplying by e'. multiplying by et. When does y reach y. What continuous deposit should a parent make during 20 years? If the parent saves s = $1000 per year. what was yo at t = O ? 20 If y = 100 at t = 4 and y = 10 at t = 8 (exponential decay) when will y = l? What was yo? 21 Atmospheric pressure decreases with height according to dpldh = cp. Find c. If 40% 251 30 Solve y' = 8 . The pressures at h = 0 (sea level) and h = 20 km are 1013 and 50 millibars. 27 True or false.. halfway up at h = 10. (a) y increases to GO (b) y increases to 2 (c) y decreases to 2 (d) y decreases to . Problems 4257 are about the mathematics of finance.3 Growth and Decay in Sclenco and Economics 17 Suppose the value of $1 in Japanese yen decreases at 2% per year. Integrate both sides from yo = 0 to find y(t).Ol/hour. it is + cleared at c =.y + 1 from yo = 0 by rewriting as y' + y = 1. 41 Solve y' = y + to the secondorder equation (dldt .c)(d/dt . The total output ' .2y + 12? (b) Find the solution with an arbitrary constant A. Write out this equation starting with y". 42 Dollar bills decrease in value at c = . Find its decay constant c (with units). Substitute back to at time t is y(t) = j eTe' . where the deposit eT at time Tis multiplied by e'T. Solve for y(t) in two pieces from yo. How long will 20% remember it? 19 If y = 1000 at t = 3 and y = 3000 at t = 4 (exponential growth). (b) The halflife of nicotine is 2 hours. when does he or she reach $50.000 arid retire? (b) If y' = cy and z' = cz then (y + 2)' = 2c(y + z). say what's true. what gift yo should a grandparent make now? Assume c = 10%. find c.? signs in dyldt = 3y f 6 to achieve the 36 Choose following results starting from yo = 1. Solve 3134 with yo = 0 and graph the solution.7). 45 At 100% interest (c = 1)how much is a continuous deposit of s per year worth after one year? What initial deposit yo would have produced the same output? 46 To have $50. + t from yo = 0 by assuming y = Aet + Bt + C. Find y(1) and y. If you hold $1000.ayly . 29 Solve y' = 3y .c)y = 0 changes ' . If false. (c) If y' = cy and z' = cz then (ylz)' = 0. and show that it is satisfied by the given y.000 for college tuition in 20 years. Draw graphs. Total momentum is constant: m = (m .y = et. (a) The halflife of morphine is 3 hours.Am)(v Av) + Am(u . 25 The antiseizure drug dilantin has constant clearance rate 38 Solve y' = y e' from yo = 0 by Method 2. Explain why p = 35 (a) What value y = constant solves dy/dt = .C)y = 0. + . + 1 with yo = 0 by assuming y = Ae3' + B and determining A and B. which is better? 44 What continuous interest rate is equivalent to an annual rate of 9%? Extra credit: Telephone a bank for both rates and check their calculation. Then y' = .a until y = yl . (d)If y' = cy and z' = Cz then (yz)' = (c + C)yz. 22 For exponential decay show that y(t) is the square root of y(0) times y(2t).
(a) Adding 1 part milk to 5 parts coffee makes it 60".(t) = .y 5 change? How does y .1 power" which is llx: Note the dummy variables. Answer if these are (a) annual rates (b) continuous rates. The advantage is that the derivative of In x is l/x.400 after 20 60 The solutions to dyldt years (Question 3). the total income grows . Your expenses are Eoect per year. We can't define ex as its own integral.y. 61 Suppose the time unit in dyldt = cy changes from minutes depositing yo = $5000 at 8%. (a) At what future time are they equal? (b) If you borrow the difference until then. without circular reasoning. y . + y. = 20". what was the effective interest rate? 56 Is a variable rate mortgage with c = .y + 7 what is y.252 6 Exponentials and Logarithms Problems 5865 approach a steady state y. But we can and do define In x (the natural logarithm) as the integral of the " . the room is at 20". (b)The average y = $(yl + y2) satisfies the same equation. . first x then y. which is 1 and not 0. the milk is at lo0.(t) = (5yc + y J 6 = + .y .001t for 20 years better or worse than a fixed rate of lo%? 57 At 10% instead of 8%. change? + days.09 The coffee is at 70°C. How does the equation change? How does dyldt = . as t + m.? What is the derivative of . and y. what is y. if a loan shark charges 1% per day continuously? 52 You are the loan shark. the population grows 2%. Note also the live variables. 58 If dyldt = . With . first x then u. Especially note the lower limit of integration. When was the coffee at 100G? 64 If yo = 100 and y(1) = 90 and y(2) = 84. 63 If Newton's coffee cools from 80" to 60" in 12 minutes (room temperature 20G).y. y. times 47 Income per person grows 3%. = (a)below 4 (b) equal to 4 = c(y  49 Depositing s = $1000 per year leads to $34. both satisfy y' = cy + s. what is yr? 66 To cool down coffee. The logarithm is the area measured from 1. In applications that is absolutely correct. when y. (c) The derivative y = y.? Then y .12 and yo is (c) above 4 12) converge to y . find c. What is $1 worth after a year of continuous compounding at 1% per day? 53 You can afford payments of s = $100 per month for 48 62 True or false. Mixing at time t gives warms to y.000 all at once? 50 For how long can you withdraw s = $500/year after provided c is . how much can you borrow? 54 Your income is Ioe2" per year. If the dealer charges c = 6%. 6. 48 When dyldt = cy + 4. before you run dry? 51 What continuous payment s clears a $1000 loan in 60 to hours. should you add milk now or later? months. also satisfies this equation. The milk . the $24 paid for Manhattan is worth after 365 years. when should you deposit $20. Therefore In 1 = 0 at that starting pointas required. But logarithms have one important theoretical advantage (plus many applications of their own). the white coffee cools to y(t) = (b)The black coffee cools to y. satisfies the same equation. equals yo . whereas the derivative of ex is ex.4 Logarithms We have given first place to ex and a lower place to In x. (a)The sum y = y. how much is the deposit of 4dT at time T worth at the later time t? What is the value at t = 2 of deposits 4dTfrom T= 0 to T= I? 59 Graph y(t) when y' = 3y . To reach the same result. how much money have you borrowed? 55 If a student loan in your freshman year is repaid plus 20% four years later.? 65 If yo = 100 and y(1) = 90 and y(2) = 81.
The integral does not extend past zero to negative x. 6.11 has height y = 1/xit is a hyperbola. Property2: In b" = n In b. That is because e"'= 1. At x = 0 the height goes to infinity and the area becomes infinite: log 0 = . In x has a direct definition. It is an integral (or an area).dt. and x = b" corresponds to u = b. Equation (3) gives In b.1 = In 10.4 Logarithms 253 Earlier chapters integrated all powers except this "1 power. Solution: In 3x .In x = In In 3. . EXAMPLE 2 Compute 11 . Also definite integrals: EXAMPLE I Compute 3x3x . (4) This comes from the substitution x = u".dx x .In . The logarithm of i is also imaginaryit is ½7i.dx. Neighbors In a + In b = In ab. (Why?) tThe logarithm of 1 is 7ni (an imaginary number)." The logarithm is that missing integral. Substituting x = au and dx = a du yields dx/x = du/u. The differential dx is nu"ldu. x (2) The right side is In ab. Solution: In 1 . The lower limit x = 1 corresponds to u = 1. and equation (2) is In a + In b = In ab. Dividing by x = u" leaves dx/x = n du/u. Then equation (4) becomes In b" = n In b. from definition (1). (3) We need u = 1 when x = a (the lower limit) and u = b when x = ab (the upper limit). logarithms are complex numbers.6.t 1 1 Fig.dx. Equal areas: In = In 2 = In 4. That step is a beautiful application of the theory behind integrals.00. Its two key properties must follow from this definition. The minus sign is because the integral goes backward from 1 to 0. The problem is to show that the second integral (a to ab) is In b: d x du = In b. The areas from 1 to a and from a to ab combine into a single area (1 to ab in the middle figure): Neighboring areas: a 1 x ab fab dx + . The curve in Figure 6. We are defining In x only for x > O. With this new approach. The first term on the left is In a. These are the left and right sides of {b"1 dx (?) n Jdu. Property 1: In ab = In a + In b. Everything comes logically from the definition as an area. The choice u = x/a satisfies these requirements. In general.11 1 I In 2x 1 a ab 1/2 1 2 4 Logarithm as area.
1. Remember that ex goes past every power x". Solution: In e2 = 2. and proves the remarkable formula e"' = . But out at x = e'o the comparison is 10 against e5.12 Area is logarithm of basepoint. The logarithm creeps upwards: In x + oo but Inx x *0. Problems 60 and 61 give two proofs that (In x)/xl"I approaches zero. .12 reaches 1.t Start with e itself: by e is (by definition) the number whose logarithm is 1 e"is (by definition) the number whose logarithm is 7r. its logarithm. 7E. The area from 1 to e2 is 2. Therefore In x is passed by every root x'l". the area is increasing and never comes back to 1.11c..) Since 1/x is positive. do we multiply e by itself i times? One approach (not taken) is to come how closer and closer to it by rational exponents like 22/7. (Actually at e = 2. The area from 1 to 2 is more than 1 (because 1/x is more than . Remark While working on the theory this is a chance to straighten out old debts. go back to Figure 6.. 6. When the area reaches the basepoint is e'. But how do we know that the area reaches 7t or 1000 or 1000 at exactly one point? (The area is 1000 far out at e1000 . The combined area from 1 to 4 is more than 1. x = 10 they are close (2. When the exponent is an irrational number like rt. the basepoint is e. The book has discussed and computed (and even differentiated) the functions ex and bx and x".3 versus 3. without defining them properly. The area is 1000 very near zero at e100ooo0.on that interval of length one). I e e e 1 ex e Fig.. 6. When the area in Figure 6.13 In x grows more slowly than x. (5) The logarithm grows slowly because ex grows so fast (and vice versathey are inverses). and In x loses to x. tChapter 9 goes on to imaginary exponents.1 . At We might compare In x with x/.. We are constructing the inverse function (which is ex). Fig.254 EXAMPLE 3 Compute 6 Exponentials and Logarithms ' du.2). Another approach (taken now) is to determine the number e' = 23. To double the area we have to square the distance.) To define e we have to know that somewhere the area equals 1! For a proof in two steps. We come to area = 1 before reaching 4.718..
The secondorder correction is again a small triangle: ix 2 = . Any reasonable person would expect the slope of In 3x to be 3/x.) The chain rule gives d 1 1 ( !) dIn cx= cdx cx x d d In (x 2 + 1)= 2x/(x 2 + 1) dx dx d In X 3 = 3x dx d in cos x dx 2 /x 3 =3 3 x sin x . S= ex I areax2/2 area x Ox Rg.) The antiderivative of 3/x is not In 3x but 3 In x.1)= . This is close to x = .. which is In x 3.00005. x 1 The derivative of In u(x) is u . Our question is: What is In (1 + x) for x near zero? The exact answer is an area. Between 1 and 1 + x the area under the graph of 1/x is nearly a rectangle..0099503. rectangular area minus triangular area = x . Then In (ex) %In(1 + x) x x. (Keep u > 0 to define In u.01 = .. 6K The derivative of In x is .. More important are logarithms near the starting point In 1 = 0.01)2( .1 + x.2. The inside function is u. To build up a collection of integrals.co and In oo = + co are important.0100502 (actual) instead of 1. Not so. we now differentiate In u(x) by the chain rule.00005. especially the first. (The real reason is that In 3x = In 3 + In x. and In 3x has the same slope as In x. The difference between . ex = 1 + x + x 2/2+ x 3/6 + .01.. The approximate answer is much simpler. DERIVATIVES BASED ON LOGARITHMS Logarithms turn up as antiderivatives very often.1 and 6.4 Logarithms APPROXIMATION OF LOGARITHMS The limiting cases In 0 = . The complete series for In (1 + x) and ex are in Sections 10. If x (positive or negative) is small.01 (approximation). then 255 T x area x minus 1=  area x2/2 1 1+x In (1 +x) x and ex . the slope must be 1/x. For In u(x) the derivative comes from the chain rule. so its linear approximation is 1 + x. So the curved area In (1 + x) is close to the rectangular area x.tan x cos x In ex = exlex = 1 d 11 In (In x)= I dx In x x Those are worth another look..0000003 is close to x (Problem 65). Its base is x and its height is 1. 0 " The calculator gives e 1 as 1. 3 The remaining mistake of . This is the area of the small triangle! In(1 + x) .14 The calculator gives In 1.6. Figure 6.6: In (1+x)= x x 2 /2 + x 3 /3. May I switch to ex? Its slope starts at eo = 1. That is predicted almost exactly by the second derivative: ½ times (Ax)2 times (In x)" is (.:x du The slope of In x was hard work in Section 6. .Ix 2. With its new definition (the integral of 1/x) the work is gone.01 (linear approximation) is . The 3 cancels. 6. 0000497. Two wrongs do make a right: In (ex) = x exactly.0099503 (actual) and . the outside function is In..14 shows how a small triangle is chopped off at the top. By the Fundamental Theorem.
The foremost example is llx. The derivative of In u(x) is uf/u. But there is a catch at the end. Many integrals produce logarithms. the sum has three terms: In p = l n x + x + l n sin x and p l = p L We multiply p times pl/p (the derivative of In p). the sum rule just adds up the derivatives. whose integral is In x. In a certain way that is the only example. with three factors. Do the same for powers: INTEGRALS B S D ON LOGARITHMS AE Now comes an important step. but its range is enormously extended by the chain rule. The product and power rules are always available. 1 ld Take the derivative of In p: p = x . Main idea: The logarithm of a product p(x) is a sum of logarithms. but sometimes there is an easier way. This can't be helpedlogarithmic differentiation contains no magic.+ l n x + pdx x Now multiply by p(x): 1 2(x . here is a new method for derivatives: logarithmic dzrerentiation or LD. . EXAMPLE 4 Find dpldx if p(x) = xxJx  1. Multiplying by p complicates the answer. EXAMPLES . Here ln p(x) = x in x + f ln(x  1). Switching to In p.6 Exponentials and Logarithms Before moving to integrals. as you see in the example. It applies to products and powers.1)' The catch is that last step. Try to choose u(x) so that the integral contains duldx divided by u. so the integral goes from ul/u back to In u: dx = ln u(x) or equivalently = In u. The derivative of p =fg is the same as from the product rule: In p = l n f + In g gives For p = xex sin x.
The integral is In lul. The area J: dxlln x is approximately the number o primes between a and b. can be combined as lnlul. Near eloo0. The logarithm is not defined when u < 0. To remove the extra 1. The ratio dulu leads to important integrals. duldx = sec x tan x sec2 x is above it. When there is a possibility that u < 0. with infinite area on both sides. In u cannot be the integral of llu. But the integral can go forward by switching to . (10) Here u = sec x + tan x is in the denominator. But the ratio (ln x)/& approaches g .u). + I 6. We do not have logarithms of negative numbers. In x approaches f . The derivative of ln(1 + x) ?The integral of llx (odd function) is In 11 (even function). This definition leads The natural logarithm of x is to In xy = b and In xn = c . Every integral that gives a logarithm allows u < 0 by changing to the absolute value lul: The areas are 1 and In 3.4 EXERCISES Readthrough questions a . As x + GO.6. dx U Thus In(. The graphs of llx and l/(x . In contrast. Similarly (10) contains duldx over u = csc x .u). subtract x from the integral: ln x dx = x in x x. Similarly ex is now defined as the number whose natural logarithm is e . on the plus and minus sides of zero.= In(. In closing we integrate In x itself.based on a crazy trick: + 1 1 sec dx = 1 GeC + sec x (CSC tan x tan x) dx = In isec x X) + tan XI. and we will not integrate l/(x .cot x  dx = ln csc x .? The forbidden case is u = 0.4 Logarithms Final remark When u is negative. we are integrating the tangent and cotangent. The integrals In u and In(. When u = cos x or u = sin x. Nevertheless it is the key to the greatest approximation in mathematicsthe prime number theorem.5) are below the x axis. the area under l/(ln x) has no elementary formula. write the integral as In lul. The derivative of x In x is In x + 1.5) from 2 to 6.cot xi. Now we report on the secant and cosecant. The integrals of llcos x and llsin x also surrender to an attack by logarithms . f about 1/1000 of the integers are prime.u: jdu? Idu/dx d x = . Stay clear of x = 0. x . The domain and range of in x are h .u) succeeds when In u fails.cot x. That crosses the forbidden point x = 5. The derivative of In x is I . (9) CSC x dx = csc x j csc x . Then e is the number whose logarithm (area under llx curve) is d .
d dx + tan x) 42 lsec2x sec x tan x dx sec x + tan x + Find the derivative dyldx in 110. after a trick. 59 Dividing by x in Problem 58 gives (In x)/x < 2(& Compute dyldx by differentiating In y.ln(sec x 2 . Similarly Idu/u should be written Evaluate 3742 by any method. 9 Compute lim x xro x + 19 1 cos x dx sin x tan 3x dx 55 Find the area of the "hyperbolic quartercircle" enclosed byx=2andy=2abovey=l/x./m Jn =xllx .0 )Where is its maximum? . The tangent approximation to ln(1 + x) at x = 0 is . The derivative of this equation is r . since this allows Y . + 41 . which give useful antiderivatives: 4 y = (ln x)/x 6 y=loglox 44 In d dx . The integral of l/cos x. The quadratic approximation is m . of (In x)/x? 29 y = esinx 60 Prove that (In x)/xlln also approaches zero.0 as x .(X2 a')  xa 2a Find the indefinite (or definite) integral in 1124. Then use a calculator. Compare the integrals of l/t and 1 1 4 ./m 28 30 Y=. Multiplying by p gives p' = s . 21 I 22 I cot 3x dx 56 Estimate the area under y = l/x from 4 to 8 by four upper rectangles and four lower rectangles. In(' 51 Compute lim .+ . x is x . Thus (ln cos x)' = 0 .1 x. The quadratic approximation to ex is The derivative of In u(x) by the chain rule is n . which is LD or logarithmic differentiation. The product p = x e5" has In p = q . An antiderivative of tan x is P .near In n? Is it above or below? n 25 Graph y = ln (1 x) + 26 Graph y = In (sin x) 58 Prove that ln x < 2(& .l)/x.+ 2 3 1 1 • 1 + . I .1 x 53 Compute lim logdl x+O bX. . The integral of ul(x)/u(x) is t . Estimate 4750 to linear accuracy. This is LD: 27 y=.Where is the maximum .258 is k 6 Exponentials and logarithms I . Deduce that (In x)/x .co. Then average the answers (trapezoidal rule). (Start with .1)for x > 1. We should write In 1 1 for the antiderivative of llx. then quadratic accuracy.x Verify the derivatives 4346. The integral of 2x/(x2+ 4) is u . . by ex x 1 + x + ix2. 3 y=(ln x)' 5 y = x ln x . (In xlln)/xlln. from 1 to x. The integral of llcx is v . The integral of l/(ct s)is w . What is the exact area? 57 Why is .(x + a) .52 Compute lim + x+O x xro ex.
Prove that you have discovered all the integer solutions. 67 An ant crawls at 1foot/second along a rubber band whose original length is 2 feet. What is . *76 Show that (In x)/x = (In y)/y is satisfied by + + with t # 0. ifever. when if ever does the same ant reach the other end? 69 A weaker ant slows down to 2/(t 2) feetlsecond.l)/h. it converges to . 259 70 The slope of p = xx comes two ways from In p = x In x: 1 Logarithmic differentiation (LD): Compute (In p)' and multiply by p. Many important equations. and we will be solving our first nonlinear model.000 66 The x3 correction to ln(1 + x) yields x . 64 We know the integral th' dt = [th/h]Z = (xh. LD gives p' = (p)(lnp)' = and then p' = .x as x + co.I. 74 Estimate l/ln 90.6. 2 Exponential differentiation (ED): Write xX as eXlnX. Its limit as h + 0 is .01 x 0099503and find In 1. and compare with the value on your calculator. 72 Compute In 2 by the trapezoidal rule and/or Simpson's rule. 68 If the rubber band is stretched at 8 feetlsecond.000 numbers are actually prime. separate into a yintegral and a tintegral. Show how to change this equation to (In x)/x = (In y)/y. Problem 6. the fraction of numbers near 90. x > n In x. So look for two points at the same height in Figure 6. 62 Prove that y In y approaches zero as y + 0. It ' . Graph those points to show the curve xY= y.000. when a suggestion "try eC"' has not been made. The logistic equation describes the speedup and slowdown of growth. does the ant reach the other end? One approach: The band's length at time t is t + 2. ED gives p = e .59 proved ex > xnfor large x..5 Separable Equations Including the Logistic Equation 61 For any power n. 65 Find linear approximations near x = 0 for e" and 2". Check that In 1.2. so y' = 2/(t 2)2.02. One particular equation will be emphasized. . where t + co. rises quickly. It is highly important in biology and all life sciences. crosses the line y = x at x = 6.) 75 Find a pair of positive integers for which xY= yx.13. We already know the solutions. Then by logarithms.2. to get five correct decimals. Its solution is an Scurve.i x 2 + ix3. Find the limit of yY(take its logarithm as y + 0). Show that the other end is never reached. and explain (a) y' = 1/(t + 2) (b)y = ln(t + 2) . Since (In x)/x goes below l/n and stays below.cy + s. and levels off. When a differential equation is reduced that farto integrals that we know or can look upit is solved. and put back xx. (879 of the next 10. (The 1990's are near the middle of the S.5 Separable Equations Including the Logistic Equation This section begins with the integrals that solve two basic differential equations: dy . Let y(t) be the fraction of that length which the ant has covered.ln 2 (c) T = 2e ..' on your calculator? 63 Find the limit of In x/log. which starts slowly.) Scurves are solutions to nonlinear equations. The band is being stretched at 1 footlsecond by pulling the other end. by changing y to llx. At what time T. 73 Compute In 10 by either rule with Ax = 1. including these.CY dt and dy dt . if the prediction is correct for the world population. What we don't know is how to discover those solutions. 71 If p = 2" then In p = . that are prime. take its derivative. The answer comes directly from the two separate integrations.
EXAMPLE 2 dyldt = ty separates into dy/y = t dt. It is wise to substitute y back into the differential equation.l/y = t + C.15a) when t reaches lly. the exponent is t2/2. This separation method is so useful that we repeat its main idea.y.. The tintegrals give ct and the yintegrals give logarithms: In y = ct + constant and In (3) The constant is determined by the initial condition. + To solve dyldt = u(y)v(t). Then by integration in y = f t2 + C. you soon have all the money in the world.tYo This solution blows up (Figure 6. They suggest integrals. separate dy/u(y)from v(t)dt and integrate both sides: Then substitute the initial condition to determine C.. and then explain it by using it.. This is our fourth method for y' = cy + s. When the interest rate is c = t. Method 3 solved for y . The exponential of *t2 + In yo gives y = yoe'2'2. The idea is to separate y from t: 9= c dt Y and . Method 4 is separation of variables (and all methods give the same answer). Now solve for y: = 1 Y t 1 Yo and y=. At t = 0 we require y = yo. and the right constant will make that happen: lny=ct+lnyo and In y + . and solve for y(t). as a check. Method 1 assumed from the start that y = Aect B. Method 1 survives by assuming y = .6 Exponeniials and Logarithms SEPARABLE EQUNIONS The equations dyldt = cy and dyldt = cy + s (with constant source s) can be solved by a direct method.c dt. Equation (2) contains differentials. Substitute t = 0 and y = yo to find C = . All t's are on the right side (and c can be on either side). The goal is a formula for y itself.= c t + l n y o + . dy Y + (sld All y's are on the left side. ( Then the final step isolates y. Yo 1 . Substitute t = 0 and y = yo to find C = In yo. Integrate to reach . This separation would not be possible for dyldt = y + t. If the bank pays interest on your deposit squared (y' = y2). EXAMPLE I dyldt = y2 separates into dyly2 = dt.)' and added up outputs.l/yo. EXAMPLE 3 dyldt = y + t is not separable. Method 2 multiplied all inputs by their growth factors ec('. so take the exponential of both sides (elnyis y): y = yoeC' and y = (yo 3 +: + ( 3 :)ec'. not its logarithm.
15 The solutions to separable equations ." For two populations of size y and z. + . .6.2). Then by2 . This equation cannot start from time zero (it divides by t). and y = ectmust slow down. The growth rate c is the birth rate minus the death rate. The growth begins as usual (close to ect). E A P E 4 Separate dyldt = nylt into dyly = n dtlt.by2 goes into the equation. two models are of the greatest importance. It comes first. It is the basic model for interactions and competition. The true rate c depends on the population size y. However y can start from y. Every model looks linear over a small range of y'sbut not forever.by. If c is constant the growth goes on foreverbeyond the point where the model is reasonable. 6. which gives C = In y.or = n. because .dt dt d t t y t Ae' B + Dtwith an extra coefficient D in Problem 23. On loglog paper the graph of In y = n In t + C is a straight line with slope n. The MichaelisMenten equation has c(y) = c/(y + K). The nonlinear effect is from "interaction.5 Separable Equations Including the Logistic Equation I 0 I I blowup times r = l I Yo 1 2 0 1 dy dy Y dy Fig. This was the first differential equation in the book (Section 2. The Law of Mass Action produces a quadratic term byz. at t = 1. Here we have one population competing within itself. These relative changes have units like dollars/dollarsthey are dimensionless. The basic model of growth versus competition is known as the logistic equation: Normally b is very small compared to c.= y2 and . It is a function c(y) not a constant.= n. When the rate drops off. The logistic equation has c(y) = c . and y = tn has constant elasticity n. the number of interactions is proportional to y times z. The ratio of dyly to dtlt is the "elasticity" in economics. until y itselfgets large. XML Substituting t = 0 produces In 0 and disaster. Solve dyldt = c(y)y. The choice of the model is at least half the problem: Problem in biology or ecology: Problem in mathematics: Discover c(y). The competition term by2 is much smaller than cy. The solution is a power function y = y t ". This competition slows down the growth. Method 2 also succeedsbut not the separation method. THE LOGISTIC EQUATION The simplest model of population growth is dyldt = cy. A population can't grow all the way to infinity! Eventually there is competition for food and space. so z is the same as y. By integration In y = n In t + C.
The growth stops at this equilibrium pointthe top of the Scurve: c Y.) It is the inflection point where the Scurve begins to bend down. = clb. It is easier to find this point from the differential equation (which gives dyldt) than from y. Take exponentials of both sides to remove the logarithms: J ) Y In=ct+C c . That difference of 27 millionlyear was by2: )~ 27 millionlyear = b(3 b i l l i ~ n leads to b = 3 10. The second question is whether it is listed in the cover of the book. The first question is whether we recognize this yintegral.4 gives the following integral of equation (9): Yo In=C. What is fascinating is to calculate the steady state.. but the solution can be improved. Notice a special point halfway to y.029 1012= 10 billion people. From present indications we are growing much faster. That is from the model.by2 is zero.by2 becomes dy/(cy . No. 3 According to Verhulst's logistic equation. The loss from competition balances the gain from new growth: cy = by2 and y = c/b. About 1930. When these terms cancel each other.= . The United Nations report in Section 3.which can be reached with considerable manipulation (Problem 21).029)(3billion) = 87 million. Yes. the world population is converging to 10 billion. The slope dyldt is a maximum.12/year.6 Exponentlals and Logarithms (with its minus sign) slows the growth down. because of b. The nearest is Idx/(a2 . Certainly b is a small number (three trillionths) but its effect is not small.=T. The logistic equation is solved by separating variables y and t: dyldt = cy . The third question is whether a general method is available. The cy term predicts a yearly increase of (. dyldt = cy .3 predicts 11 billion to 14 billion. the world population was 3 billion. (In the model this point is at 5 billion. The actual growth was more like dyldt = 60 millionlyear.by2)' = cy' .x2). The logistic equation is integrated.by andthen y .2by)y'. That is not the actual rate. No.2byy' = (c .ect Yo cby cbyo' This contains the same growth factor ec' as in linear equations. The solution follows an Scurve that we can compute exactly.YO That constant C makes the solution correct at t = 0.by2)= dt. when the new term by2 equals the old term cy. halfway up the Scurve. and Section 7. We will very probably go beyond 10 billion. But the logistic . THE SCURVE y" = (cy . Take one more derivative: (8) The factor c .029/year. It reduces 87 to 60.2by is zero at the inflection point y = c/2b. (10) c .by2). The second derivative d2y/dt2is zero. "Partial fractions" is perfectly suited to l/(cy . What are the numbers b and c for human population? Ecologists estimate the natural growth rate as c = .
?Immigration does not enter for the world population model (at least not yet).4 39. it equals 0 when t = .2 62.2 9. because it allows any c. multiply equation (11) by c .1 17.5 = 23. b.1 cz + b is solved by an exponential e" plus a constant: Turned upside down. Certainly their model can be and has been improved. = Surprising observation: z l/y satisjes a linear equation.8 76.16 The standard Scurve y + e . In between.0 107.7 149. the asymptote in Figure 6.0 92.3 7.by and solve for y: When t approaches infinity. 1 2 3 4 1988 = 1/(1 Fig.8 131. it is y/(c . By calculus z' = .16. The growth stops at y = clb. 6. It satisfies y' = y .' ) . Then y approaches its steady state clb. As z approaches blc.2 62. with c = b = 1.2 9. This happens when c . 1850.6 123. So This equation z' = Year 1790 1800 1810 1820 1830 1840 1850 1860 1870 1880 1890 1900 1910 1920 1930 1940 1950 US Population 3. The Sshape comes from the inflection point halfway up.y2. which the US has already passed. the Scurve approaches clb.7 =  Model 3.5 Separable Equations Including the Logistic Equation 263 equation is not linearit is not y that increases so fast.1 # 136. and 1910 to compute c and b.2 30. We still need a formula for y.co. That is the final population of the world (10 billion?).0 105.1 23. It equals 1 when t = oo. For constant immigration s we could still solve y' = cy .7 122. Pearl and Reed used census figures for 1790.9 5.by2 + s by partial fractionsbut in practice the computer has taken over.9 = 92. it equals 4 when t = 0.9 5. the fit is good but not fantastic."fn fact the PearlReed steady state c/b is below 200 million. The 1990 census predicted a stop before 300 million. y = l/z is the Scurve (12).3 7. One reason is waranother is depression.by) that grows to infinity. The table comes from Braun's book DifSerentiaE Equations (Springer 1975). Probably more important is immigration. The perfect Scurve is the graph of y = 1/(1 + e'). According to (ll). Notice that z starts at l/yo. The complicated part of the formula disappears. .6 12.4 50.9 17. The population Scurve (with prediction).8 13.2 31.6 50.9 76.y'/y2.6. EXAMPLE 1 (United States population) The table shows the actual population and the model.7 150. e" approaches zero. The general formula cannot be so beautiful.by approaches zero. and yo.4 38. To find the Scurve.
EXAMPLE 5 y' = cy + by2: y goes to infinity in afinite time.6 Exponentials and Logarithms Remark For good science the y2 term should be explained and justified. = sin y there are several steady states: & falling body: dvldt = g . when the stationary point is unstable. The Law of Mass Action says that the reaction rate is proportional to the product of the concentrations [ A ] and [ B ] . A small population dies out before the cooperation by2 can save it. Arrows go toward stable steady states. but simplicity is not necessarily truth. A population below dlb is an endangered species. y is increasing (itfollows the arrow to the right).7.by2 (this is f(y)) y' = . If those encounters increase the population. When f is negative. When f is zero.dy + by2: y dies to zero if yo < dlb. the equation is y' = 0 and y is stationary: y' = cy . The reaction combines m molecules of A with n molecules of B to produce p molecules of C. n. . the number of encounters is proportional to y2. For f ( y ) = The terminal velocity of a falling body is v.dy + by2 (this is f(y)) The arrows take you left or right. in Problem 6. Similarly [B] drops from b.v2 EXAMPLE 7 dyldt = sin y Kinetics of a chemical reaction mA + nB + pC. as some like to think. The arrows go away. to the steady state or to infinity.54. The logistic equation can't predict oscillationsthose go beyond dyldt =f(y). If those encounters are fights. . + C1. and the population increases very fast. EXAMPLE 6 y' = . The basic justification is this: In a population of size y. There is a cooperation term + by2. 1. The y line Here is a way to understand every nonlinear equation y' =f(y). to b. The y line shows which way y moves and where it stops. the term is . It gave a nonlinear model that could be completely solved. the number of molecules in a unit volume. The numbers m. Forming those y molecules drops the concentration [ A ] from a. the sign is changed.The mass action law (15)contains y2:  d[A]/dt= r [ A ][ B ] and d [Clldt = + k [ A ][ B ] .2 for hydrogen chloride: H. = 2 HCl.(n/p)y. In Example 6 death wins. Draw a " y line. Mathematics solves for [ A ] and [ C ] . Write y for the concentration [ C ] . . When y' =f ( y ) is positive.by2. p are 1.(m/p)y." Add arrows to show the sign of f(y). Then [ A ] decays as [ C ] grows: (15) Chemistry measures r and k. to a. y goes to the left.
with no exact solution. Without them. but nature builds in a nonlinear regulator. It is true that y' = cy is extremely effective in firstorder kinetics (Section 6. Here are examples of catalysts. But by then the first reaction is over. = 2. This is the MichaelisMenten equationbasic to biochemistry. Calculus would take centuries to learn. the enzyme enters the reaction and comes out again. (But platinum also reacts with leadten gallons of leaded gasoline and you can forget the platinum. while biology is quickly nonlinear. The rate dyldt is allimportant in biology.).cylK. and also half of the DNA.6. Blood clotting needs a whole cascade of enzymes." A similar law governs the other reactions (some go backwards). Blood would take years to clot.cy/(y+ K) Biochemical reactions are the keys to life. We now find this same mass action in biology. and you see the product of "enzyme times substrate. The maternal egg contains the material for a cell. The equations are nonlinear.) Spray propellants (CFC's) catalyze the change from ozone (03) into ordinary oxygen (0J. An enzyme in concentration z converts a f substrate in concentration y by dyldt = . The same enzyme (chymopapain) is injected to soften herniated disks. It predigests the steak. Look at the function cy/(y + K): when y is large. We now look at the MichaelisMenten (MM) equation. amplifying the reaction at every step. They take place continually in every living organism. dyldt x . You recognize it whenever there is a product of two concentrations. it takes enzymes to make enzymes. Steaks would take decades to digest. Briefly. The rate constant is 6. K/(y + K). Milk becomes yoghurt and grape juice becomes wine. The fertilized egg contains the full instructions. Later the enzyme reappears (z. Yeast makes bread rise. It is based on the Law o Mass Action. Its combination with the substrate is an unstable intermediate. dyldt x c when y is small. In hemophiliathe "Czar's diseasewthe enzyme called Factor VIII is missing. and we get enzymes and elephants and Isaac Newton. . It is enzymes that speed up a reaction. A small accident is disaster. which breaks up into a new product and the enzyme (which is ready to start over). This wipes out the ozone layerour shield in the atmosphere. What happens is that the enzyme concentration z(t) quickly drops to z.K.byz. the bleeding won't stop. It is the catalyst. Their mathematical description is not easy! Engineering and physics go far with linear models. THE MM EQUATION wdt=. The whole system is awesomely beautifulDNA tells amino acids how to combine into useful proteins. Its law of mass action is effectively with c =. your life would be in slow motion. It is typical of applied mathematics (and nature) that a pattern can still be found. Adolph's Meat Tenderizer is a protein from papayas.bz.3).5 Separable Equations Including the laglttlc Equation This fits our nonlinear model (Problem 3334). some good and some bad. The platinum in a catalytic converter reacts with pollutants from the car engine. Of course. to describe these reactions. The Michaelis constant K depends on the rates (like 6) in the mass action laws. Enzymes put the sour in sourdough.
Then C = yo S+ c dt gives y + K In y =  ct + C.6 Exponentials and Logarithms The start and the finish operate at different rates.by2 represents g when cy represents growth. variables can be made dimensionless and constants become 1.z + 1 with zo = 2. and solve equations 18. At what time does the population explode to y = co. concentrations and rate constants come with units. yo = 1 . yo = 1 8 dyldt = etY. t. i 10 The equation dyjdx = nylx for constant elasticity is the same as d(ln y)/d(ln x) = . A computer can quickly graph y(t)and we see the dynamics of enzymes. The fastest rate is c. K. That is the steady state where cy .by) = ect( i ). Problems 2732 follow up the MichaelisMenten theory. integrate. The M M equation is dyldt = q . 14 (a) What logistic equation is solved by y = 2/(1 + e')? (b) Find c and b in the equation solved by y = 1/(1 + e3t). yo = e 9 Suppose the rate of rowth is proportional to of y. In biology and chemistry. The solution is In y = 11 When c = 0 in the logistic equation. Integration of idyly = c dt gives b .by2. The exponentials of the two sides are We don't have a simple formula for y. 13 Show that y = 1/(1+ e') solves the equation y' Draw the graph of y from starting values 3 and 3. Essential point: Most applications of calculus come through dzrerential equations. suppose y' = + by2. 15 Solve z' = . The new term . Separate. In science. y o = 1 7 dyldt = y sin t.by2. Turned upside down as in (1 3). We are lucky to get this close. Solve dyldt = c&starting from yo. 6.by2)= [ dt. because it has an inflection point at looks like an y= m . The equation dyldx = . starting from yo = 2 (Adam + Eve)? Problems 1326 deal with logistic equations y' = cy . Separating variables yields j r dy = s = . In a model equation dyldt = c(y)y. We solve d v d T = Y/(Y + 1) and then $witch back to y. the rate c depends on P . & instead The logistic equation is dyldt = f . A biochemist solves the MM equation by separating variables: S y d y =  Set t = 0 as usual.5 EXERCISES Readthrough questions 1 The equations dy/dt = cy and dyldt = cy + s and dyldt = u(y)v(t) are called a because we can separate y from t. That is the language of mathematicswith populations and chemicals and epidemics obeying the same equation. This is the Law of a rate proportional to y times o . The graph of y I . Separation gives dy/(cy .y approaches i . concentrations y and z react at n . c. Then y2 + x2 = e and the solution stays on a circle. depending whether y dominates K or K dominates y. What is the steady state y. As t + co. Integration of dy/(y sjc) = i c dt gives c . + 1 6 dy/dx=tan ycos x.y2. Substituting yo at t = 0 and taking exponentials produces y/(c .? How long until y drops from yo to iyo? 12 Reversing signs in Problem 11. = y .ct + C. This idea applies to other equations too. the only term is y' = .by2 = k . and the yintegral is l/c times In h .xly leads to d . what is y = l/z? 3 dyjdx = xly2. K In yo. In mathematics. Running parallel to dyldt = cy are the difference equations that come next.
From the solution erY= e= eroYorecover the y. A better model is y' = by(N .9c/b? 18 Show by differentiating u = y/(c . At what value of y is R = *c? 31 With y = KY and ct = KT. (Take c = 1.. 19 Suppose Pittsburgh grows from yo = 1 million people in aspirin follows the MM equation.x2. The product y(N . to obtain the yintegral in the text: Gy c know. 33 The Law of Mass Action for A + B + C is y' = Solve for fit) if yo = 1. Solve for 22 To solve y' = cy . The graph of y2 is shaped like k(ao. law gives d[A]/dt 35 Solve y' = y Find A.y)(bo.2y'/y3 to find a linear equation for u. substitute in the logistic equation to find c and b. + 27 Most drugs are eliminated acording to y' = .cy/(y K). With c = K = yo = 1. the equation dyldt = cy .e')/(et e') has + those three properties.6.y3. (b)Explain why t = 1 is never reached. 26 Suppose b and c are bcth multiplied by 10.1 and y = 1. As y' Problems 2734 deal with mass action and the MM equation y' = . /2 = c/2b? 20 Suppose c = 1 but b = .6 Powers Instead of Exponential6 267 16 By algebra find the Scurve (12) from y = l/z in (14). 24 In a change to y = rY and t = ST. 39 (a) Solve yl= tan y starting from yo = n / 6 to find middle of the Scurve get steeper or flatter? sin y = $et. Substitute for 34 In addition to the equation for d[C]/dt. Find r and s. giving cooperation y' = y + y2. find the steady state level where d = cy/(y + K). and find the maximum as y * a.y/K). with x = . When does y become infinite? 21 Draw an Scurve through (0. then N . (a) Solve dyldt = y(N .by2 as a2 . was very short. (c) Draw arrows on the yline to show that y approaches 71 . 30 Graph the rate R as a function of y for K = 1 and K = 10. D. the mass action y' in u' = . at x = 0 That led to the great equation of exponential growth: The derivative of ex equals ex.c/2$ and a= .y) starting from yo = 1.by3 change to u = l/y2.y). find the "nondimensional" MM equation for dY/dT. Solve it as in (14) but with uo = ljy. Then y = I/&.it is u = uoect.6 Powers lnstead of Exponentials You may remember our first look at e. But our look at the actual number e = 2. y and find the time when y = 2.y don't know. If the growth rate is y' = 12. t solution (19).) As the Michaelis constant increases. . Find y. B.00O/year in 2000.Y '. Which steady states are approached from which initial values yo? 38 Explain in your own words how the yline works. When does y reach 9 billion = . = = bo = 3.y) measures the number of meetings (to pass on the rumor). the rate . (b) At what time T have N/2 people heard the rumor? as (c) This model is terrible because T goes to N + GO. 1900 to y = 3 million in the year 2000. 29 Show that the rate R = cy/(y + K) in the MM equation increases as y increases.by2 then u' = cu. 36 Rewrite cy . Does the a2x2 In2a a 'x x 1 Y {A=lncyby2 cby 37 (Important) Draw the ylines (with arrows as in the text) for y' = y/(l .1. k = 1. .how are the initial values yo and yb related to Yo and G? 25 A rumor spreads according to y' = y(N . If y people + t from yo = 0 by assuming y = Aet + B + Dt.y) and y' = y .71828 . 32 Graph fit) in (19) for different c and K (by computer).y). y'.00O/year in 1900 and y' = 30.. It is the special base for which ex has slope 1 .O) with horizontal asymptotes y = . 17 How many years to grow from yo = $c/b to y = #c/b? Use equation (10) for the time t since the inflection point in 1988.when does it get there? 12 40 Write the logistic equation as y' = cy(1 .. a. 23 With y = rY and t = ST.by) that if y' = cy .by2 changes to d Y/d T = Y.y). Substitute for a and x in the integral taken from tables. Suppose yo = 0. Then y' = 0. does aspirin decay faster? 28 If you take aspirin at a constant rate d (the maintenance dose). Show that y = (et. y" at the 6.cy but approaches zero. y approaches inflection point. What is the steady state? Extra credit: When does y = y. This explains the logistic solution (11) .
Its derivative is itself: The derivative of each term is the term before it. a DeHaven on her father's side who lives in San Antonio.718 .) It is not even clear why the sum is 2. because the highest power xn drops down to nxnl. May 26More than 200 years ago. (1) This must be the greatest power series ever discovered. The integral of each term is the one after it (so jexdx = ex + C). DeHaven's descendants are taking the United States Government to court to collect what they believe they are owed. has diflerence equations in parallel with differential equations. Then i x 2 is the derivative of Ax3. (Multiplying series is = are hard but interesting.n. The best way is to write the whole series at once: + Infinite series ex = 1 x + + i x 2 + 4x3 + &x4 + . That is where (1 + lln)" will come in. The thousands of family members scattered around the country say they are not being greedy. We turn now to discrete growth. a wealthy Pennsylvania merchant named Jacob DeHaven lent $450.) The applications in science and engineering are equally important. + Knowing that this section will be full of formulas. If compounded yearly.. "It's not the moneyit's the principle of the thing. because 5 from the derivative cancels 5 from the factorial. like accounting.'/(n .. when x = 1. That loan was apparently never repaid." said Carolyn Cokerham. not one. We are forced to consider infinitely many termsa power seriesto achieve "derivative equals function. 1990.'' To produce the derivative 1 + x. and xS is divided by 5! = 120. So Mr. It is an infinite series for ex. The derivative of x5/120 is x4/24. Such a simple function doesn't stand a chance! No polynomial can be its own derivative. The total: $141 billion if the interest is compounded daily at 6 percent.000 to the Continental Congress to rescue the troops at Valley Forge.6 Exponentlals and Logarithms It appeared as the limit of (1 + lln)". (We include extra information about bank rates. the going rate at the time. The only way is to have no highest power. The infinite series adds up to a finite numberwhich is ex. the bill is only $98 billion. . Loans and life insurance and money market funds use the discrete form of yf = cy + s. we need 1 x + ix2. They give discrete growth infinite stepswith applications to compound interest. This seems an unnatural way to write down such an important number. Somehow 1 + 1 + f + & + equals e. I want to show how (1 lln)" and (1 + xln)" arise naturally. The approximation ex = 1 + x appears in the first two terms. 213 Years After Loan. Other properties like (ex)(ex) eZX not so obvious. But y" is zero. Uncle Sam is Dunned San Antonio. Notice that xn is divided by the product 1 2 3 * . What makes the series beautiful is that its derivative is itself: Start with y = 1 + x. This is "n factorial. I would like to jump ahead and tell you the best one." Thus x4 is divided by 1 2 3 4 = 4! = 24.l)! Surprisingly O! is 1. hoping this may be useful some day. which produces the same series in the limit. Chapter 10 emphasizes that xn/n! becomes extremely small as n increases. In general xn/n! has derivative xn. .  . This has y = 1 and yt = 1 at x = 0. which is the derivative of &x4.. This headline was on page one of the New York Times for May 27. Scientific computing.
to add one nth of a year's intereststill quarterly conversion: (1 + 1/4)4x low = 2441. It is unclear how many descendants there are. Texas. DeHaven died penniless in 1812. He had no children.536. Mr.28.6 Powen Instead of Exponentlals "You have to wonder whether there would even be a United States if this man had not made the sacrifice that he did. Very few banks use minutes (525. a lawyer from Stafford.50 after nine months the total is 1562.50)= 1953. Kloecker estimates that based on 10 generations with four children in each generation.600 per year). Many banks use 360 days in a year.25)(1000) = 1250 after two quarters the total is 1250 + (. the interest after a year is another $1000.25 for interest): after one quarter the total is 1000 + (. Suppose you invest $1000 at a rate of 100% (hard to do).25)(1562. But they also note that interest is accumulating at $190 a second.25)(@53. Quick method for (1 + lln)": Take its logarithm. "None of these people have any intention of bankrupting the Government. If this is the annual rate.12) = 2441. Kloecker accepted the case for less than the customary 30 percent contingency. The bank multiplied twice by 1. The initial suit was dismissed on the ground that the statute of limitations is six years for a suit against the Federal Government.12 + (. Compounding quarterly multiplies four times by 1.04 = daily conversion: (1 + 1/365)36% 1000 = 2714." said Jo Beth Kloecker.25)(1250)= 1562. This is the limiting case (n + GO) that produces e: + 1 1. Fresh out of law school. Nobody compounds every second (n = 31.50 + (. .5 (1000 to 1500 to 2250).41 at 100%: monthly conversion: (1 + 1/12)" x 1 Q h 2613.25 (1 for principal. The family's appeal asserts that this violates Article 6 of the Constitution.000). C O M P O U N D INTEREST The idea of compound interest can be applied right away.57. there could be as many as half a million. You receive $2000 in all.6. Ms.12 after a full year the total is 1953. . He gave everything he had. which declares as valid all debts owed by the Government before the Constitution was adopted." The descendants say that they are willing to be flexible about the amount of settlement. although computers have made that obsolete. But some banks offer continuous compounding. Ms.41 Each step multiplies by 1 + (l/n). But if the interest is compounded you receive more: after six months: Interest of $500 is reinvested to give $1500 end of year: New interest of $750 (50% of 1500) gives $2250 total. Use ln(1 + x) x x with x = : n (1 x 1000 approaches e x 1000 = 2718.
l/k! = e. Conclusion: (1 l/n)" approaches the number whose logarithm is 1. Now the binomial theorem produces ex: Please recognize ex on the right side! It is the infinite power series in equation (1). This is a brutal use of the binomial theorem. Practice for n = 3: Binomial theorem for any positive integer n: Typical terms are Each term in equation (4) approaches a limit as n + a. It involves nothing smart like logarithms. as each term in (4) moves up to its limit in (5). + 2."=. Slow method for (1 + l/n)": Multiply out all the terms. Sections 6.6 Exponentlals and Logartthms As l/n gets smaller. All terms in equation (4) are below (or equal to) the corresponding terms in (5). Continuous compounding at 100% yields e. There is a steady increase with n. The limit is 1. A limit is still involved (to add up the whole series).2 and 6. and care is required. . The sum of all those limits in (4) is our new formula for e: In summation notation this is Z. Next comes 111 2 3 4. The factorials give fast convergence: Those nine terms give an accuracy that was not reached by n = 365 compoundings. Then let n + a. Faster compounding yields more interest. Together they show the agreement of all our definitions of e. This is a final formula for ex: The logarithm of that power is n In(1 + x/n) x n(x/n) = x. Remark Change (1 + lln)" to (1 + xln)". You never see e without a limit! It can be defined by derivatives or integrals or powers (1 + l/n)" or by an infinite series. Something goes to zero or infinity. The power approaches ex. The slow method (multiplying out every term) led to the infinite series.4 define the same number (which is e). The power (1 + l/n)" approaches efrom below. but the result is a fantastic new formula for e. To summarize: The quick method proves (1 + lln)" + e by logarithms. The next term is x3/6 (x can be positive or negative). this approximation gets better.
The first deposit is at year t = 1. Now we solve the corresponding difference equations.1)/(1.DIFFERENCE EQUATIONS VS. In that case atyo approaches zerothe starting balance disappears. Above all. Algebra turns the sum into a clean formula by adding the geometric series: y(t)= atyo+ s[at' +at' + + a + 1]= atyo s(at. Not every class will pursue them to the end. everything has been increasing. The solution at discrete times t = 0.08 .08) appears in the denominator.08. The purpose o mathematics is to f understand and explain patterns.1).1.and a3y0. is y(t) = atyo. This is not a course on differential equations. With a > 1. but I cannot fail to show the pattern in a difference equation: Each step multiplies by the same number a. After year t. It is multiplied by powers of a.1). But it is a course with a purposewe aim to use what we know. At t = 3 the first deposit has been multiplied by (1. and money is spent.08' . because 8% is added. decay for la1 < 1.08. What happens if there is also a source? Every year half o the balance y(t) is f .17 Growth for la1 > 1. the powers stop at t .. a2yo. and it cannot become a course on difference equations..08 1)two a .2. The starting value yo is followed by ay. DIFFERENTIAL EQUATIONS We have the chance to see an important part of applied mathematics. and there is another s = 2000. Compare with c < 0. y(t) = 2000(1. deposit or withdrawal) is like y' = cy + s: y(t + 1)= ay(t) + s. This formula atyo replaces the continuous solution ectyoo the differential equation. Our main application of e was to solve y' = cy and y' = cy + s. + (10) deposits. f decaying Fig. so a can be smaller than one.l)/(a. But things die. . the goal is to see the connections.. 6. With t = 2 it is 2000 (1.08)2. 1. Each step multiplies by a and adds s. At the same time a new s = 2000 goes in. Since s enters later than yo. The first outputs are We saw this pattern for differential equationsevery input s becomes a new starting point. With t = 1 this is 2000. Growth factor a compares to ec.the second by 1. A source or sink (birth or death. That corresponds to c > 0 in the differential equation (which is growth). The path from "discrete to continuous" is beautifully illustrated by these equations.1 (the interest rate . In a year it is multiplied by a = 1. + (9) EXAMPLE 1 Interest at 8% from annual IRA deposits of s = $2000 (here yo = 0). Notice how EXAMPLE 2 Approach to steady state when la1 < 1.
S + + y. Demand next time equals supply next time: D(t + 1) = S(t + 1). b = d = 1... Compare with the steady differential equation y' = cy + s = 0: . b = d = 1.. gives s/(l . + Comment on 3: the price sets itself to make demand = supply. Stability depends on the slopecalculus enters. ."" approaching . I supply is less sensitive than demand. The difference equation is . Now a = +: y(t + 1) = $y(t) + 2000 yields y(t) = (f)ty.1. y.05 = 5% and interest is compounded n times a year.(differential equation) c us. For d = 0 (fixed demand regardless of price) the economy is out of control. the economy is stable. 2' 4' 8' 3 Increasing d gives greater stability. = fy. The demand slope . Thus P..P(t) yields 2 1 3 5 2 P = 1' .. The supply slope c is positive. y(t) stabilizes to . From P(0) = 1 the price oscillates as it grows: P = .dP.dP(t + 1) + b. + 2000. = ay.1) = 4000 = steady state. + 2000[((+)' . S 1a (12) EXAMPLE 3 Demand equals supply when the price is right.6 Exponentials and Logartthms spent and a new $2000 is deposited. Solving for y. That is the effect of price supports. I believe the most practical application is to solve the fundamentalproblems offinance. y.I)]. As (fy goes to zero. 3.P(t 1) + 1 = 2P(t). Ztsfied point is where y. not straight lines. the difference equation brings it down.. 2000. There are three assumptions: 1. = ..3 answered six questions about continuous interest. Difference equations are basic to economics. To find the difference equation. In general the steady equation is y. =(difference equation).P(t 1 + 1) + 1 = . the price goes up. it stays there. substitute 1 and 2 into 3: Difference equation: . If below. If the price starts above P.d is negative. s. The limit as t . Demand next time depends on price next time: D(t 1) = .. This is not newseconomic theory depends on approach to a steady state.. 2. Decisions are made every year (by a farmer) or every day (by a bank) or every minute (by the stock market).dP(t 1) b = cP(t) + + Steady state price: .co is an equilibrium point.. The price moves from P(0) = 1 to P(m) = 213: + . Section 6. We now answer the same six questions when the annual rate is x = . The iteration is y. Supply next time depends on price this time: S(t + 1) = cP(t). = 200qO  I)/($ . . = b/(c + d).a). (11) Why is 4000 steady? Because half is lost and the new 2000 makes it up again.. . f Blowup example: c = 2. 11. where supply equals demand. Stable example: c = 112.5. But convergence only occurs if c < d. 3. Those lines intersect at the competitive price.. When the price is P. But we also have to be realistic about class time. T E MATHEMATICS OF FINANCE H It would be a pleasure to make this supplydemand model more realisticwith curves. . + b = cP.I)/(+. = fy.
the other is calculus. Next to the new answer (discrete) we write the old answer (continuous). One is algebra.(20)yo + :F20ny yo = e(05)(20)y Each step multiplies by a = (1 + . If all three are present. go back to f equation (9). This is an annuity. This is the calculation for car loans and mortgages. I t is not calculus because At is not dt. All factors in brackets [ 1 are listed in tables.5. y growing from deposits s: y = s[ . y growing from yo: 2. Time goes backward in Question 2.O513 [effective rate 5. Notice the pattern: There are three numbers y. y = s [e(.05)(20)(yo). where the bank earns interest on your yo while it pays you s (n times a year for 20 years). Questions 1and 2 ask for the future value y and present value yo with compound interest n times a year: 1. Questions 3 and 4 connect y to s (with yo = 0 at the start).05/n).05/n)20n I] 3. Annuity: Deposit yo to receive 20n payments of s: 6. One o themis zero each time. Now come the six questions. It might . higher than . The time period is 20 years. yo. Then y = s + as + a2s + . and s. 6 are the inverses of 1. Therefore your payments have to total more than yo.05 because of compounding: compounded quarterly 1 + .6 Powers Instead of Exponentials First we compute eflective rates.6. 4 . You can earn interest on it as you pay it back.05)(20) I] (1 + . So your deposit in Question 5 is less than 20ns. deposits s to reach y: Questions 5 and 6 connect yo to s. Repay yo with 20n payments of s: Questions 2 . We divide by the growth factor instead of multiplying.05/n . Everything is paid. and the banks keep copies. As n + GO the discrete y on the left approaches the continuous y on the right. Loan:.05 4. The future value is greater than the present value (unless the interest rate is negative!).13%] ( T:.0509 [effective rate . deposit yo to reach y: y = (1 yo = (1 + yonyo y = e(~OS. At the start you borrow yo (instead of giving the bank yo). As soon as each s is deposited. so simple interest on yo would produce (.That equals yo money doubles in 20 years at 5% simple interest. There are 20n steps in 20 years. it starts growing.09%] compounded continuously eno5= 1. The algebra for these lines is in the exercises. 5.3. Question 6 is the oppositea loan.0509 = 5. This time y is zerothere is nothing left at the end.= 1. The deposit yo is just enough to allow payments of s.
Each step multiplies by a = 1 + cAt. the equation is y(t + At) = (1 + cAt)y(t) (with y(0) = 1). I never knew the last two formulas until writing this book. A good example is y' = . ?It's not.05/n and t = N = 20n: future value of yo = $1 (line 1):y(N) = (1 + i)N present value of y = $1 (line 2): yo = (1 + i)N future value of s = $1 (line 3): y(N) = s~~= [(I present value of s = $1 (line 5): yo = a~~= [ l  + i)N. but we might be wrong.07/12. so n steps multiply by an: (14) This is growth or decay.starting from yo = 1. depending on a.? Remark In many loans. in the limit At + 0. time and space are continuous. The question is whether an and eczstay close. Then c = . With discounting you receive $950 (called the proceeds) and you pay back $1000. The mortgage on my home has N = (12)(25) monthly payments with interest rate i = . Multiplying by At.y. SCIENTIFIC COMPUTING: DF E E TA EQUATIONS BY DF E E C EQUATIONS IFRNI L IFRN E In biology and business.l]/i (1 + i)']/i To tell the truth. If a bank has interest rate i per period over N periods. and not well thought of). Its solution is y = ect.000 = amount borrowed. This is called discounting. most events are discrete. but the equations of physics (starting with Newton's law F = ma) are differential equations. A loan of $1000 at 5% for one year costs $50 interest. depending on c. Normally you receive $1000 and pay back $1050. I knew it. We stop earlier. The true interest rate is higher than 5%because the $50 interest is paid on the smaller amount $950. . The correct ectis growth or decay. y = an= (1 + cAt)" at time nAt. s is too big. I am now going to see if the bank is honest. These paragraphs work with dyldt = cy. Maybe at some quantum level it's all the same. In 1972 the present value was $42. it needs to be made digital and discrete. then in our notation a = 1 + i = 1 + .1 and y = e'the true solution decays. The problem is to solve (13).26%. But to solve that model with a computer. In engineering and physics. The great contribution of calculus is to model the rates of change we see in nature.6 Exponenlials and Logartthms also be helpful to know their symbols. In this case the "discount rate" is 501950 = 5. the bank computes interest on the amount paid back instead of the amount received. Can one of them grow while the other decays? We expect the difference equation to copy y' = cy. Here we test Euler's method (nearly ancient. as soon as a new computing method is proposed. when At > 0. It is the test equation that all analysts use. He replaced dyldt by AylAt: The left side is dyldt.
but the error seems close to *At.At) z n[. Final question: How quickly are .Everything comes down to one question: Is that error the same as *At? The answer is yes.10 the error is . If we keep only one digit. We are not keeping enough digits to be sure.10 or .y(t) = ~ ( ~ ( t). with error proportional to Ax. 10. Now take exponentials of the far left and right: The differencebetween an and e.Atr from its logarithm: ln(1.The calculator gives the following answers an for n = 2. + dy Euler's Method for . and I hope it takes longer than At to read.e" in the case x = .ex. Those have the same clock time nAt = 1: ' The main diagonal of the table is executing (1 + xln)" .At .36 converging to e' = . error: proportional to At = l/n. With At = . with x = .f At. For accurate calculations it would have to be even smaller. To test that.1. The numbers blow up when they should decay. They come from n = 10 (with At = 1/10) and n = 20 (with At = 1/20).01. ' '. They are . All good software goes further than that.37. apply the "quick method" and estimate an= (1 . It is completely unacceptable for scientific computing. That is the right thing to do.37? With At = . for integrals or for y' = cy. . the prediction is perfect! That took an hour to work out. approaching e. Euler's firstorder method could not predict the weather before it happens. A quadratic shows the .35 and .At. In the middle of (15) was the key approximation ln(1 + x) z x . At the very end came e"xl+x. Notice the two reasonable numbers. This minimal accuracy was enough to define the integral. The row with At = 1 is equally useless (all zeros). . because e'12 is 115. A linear approximation shows convergence: (1 x/n)" . ~The clock time is nAt = 1.05 the error is . In practice the magnitude of cAt must come down to .20: The big step At = 3 shows total instability (top row). It is like using rectangles for areas.4).35 and . Cutting the time step in half cuts the error in half. The trapezoidal rule. and here it is enough to define e.Atr = n ln(1.02.= F(y.is the last term *Ate. unless we change to a better difference equation. I wanted you to see in use the properties of In x and e". has errors of order (Ax)2and (At)2. t) At .05. The exact property In an= n In a came first.f x2. That x2 term uses the second derivative (Section 6. t): dt Y(' + At) .36.= .+ ( ~ t ) = ] 1 .
P(0) = 0. with a larger series (whose sum is easier) show that e < 3. The error is proportional to A .08 and yo = 0. = ay. $1 grows to n in a year. Which price P is not changed from dP(t + + one year to the next? 30 Find P(t) from the supplydemand equation with c = 1. 13 Take three steps of y(t + Solve the difference equations 1522.1/3! + . which initial value produces y. should be (<0)(> 0). The difference equation y(t + 1) = ay(t) yields fit) = o times yo. 34 Find the present value of $1000 promised in twenty years. inside it has area 12 Show that ln(1 + 1) = 2y(t) from yo = 1.. The limit of (1 . 4 By comparing e = 1 as t + oo and what is the limit? 29 The price P is determined by supply =demand or 1) b = cP(t). + 1) = 2y(t) .1 6 With the quick method ln(1 + x) z x. = s .y(t) + 6 + 1)= . The deposit to produce y(N) = 1 is yo = v .6 EXERCISES Readthrough questions The infinite series for e" is a . What is the steady state as t + co? + 1 + 9 + 4 + + . Thus (1 + xln)" approaches quicker method computes ln(1 xln)" x k (first term only) and takes the exponential. b . (b) The derivative of f(x)= x ln(1 + llx). The deposit to reach y(N) = 1 is s = x .whose derivative is y. What is the sum of this infinite series the exact sum and the sum after five terms?  9 Knowing that (1 + l/n)" + e. estimate ln(1 tive rate? 32 At 10% interest compounded daily. as we compound more often. 5 At 5% interest compute the output from $1000 in a year with 6month and 3month and weekly compounding. start from yo = 2 and take three steps to reach y. what is the effec lln)" and ln(1 + 2/n)". which is . + l/x) > l/(x + 1) by drawing the graph of . approaching y. 31 At 10% interest compounded quarterly. The steady equation y. At x = . Assume 10% interest (so a = 1 + i = 1. annual deposits of s = 6 leave r after t years. The equation y(t + 1) = ay(t) + s is solved by y = atyo+ $1 a + .A agreement with ex. Compound interest (n times in one year at annual rate x) multiplies by ( I )". Each step multiplies y by Y . When i = interest rate per period. d = 2. + s gives y. and what are their limits as n + oo? 8 The slow method leads to 1 . b = 8. multiply out (first three terms). 2 Write down a power series y = 1 + 2x + . = t . Therefore y at t = 1 is (1 + cAt)ll'yo.1) in Problems 3138.x + . what is the effective rate? 33 Find the future value in 20 years of $100 deposited now.$)2 and the five terms of (1 .6 24 y(t + 1) = iy(t) . This is confirmed by Problem 12. What are the first three terms of (1 . If a = 9 and yo = 0. The first three terms of 1 in (1 + xln)" are h .at']. = yo (steady state)? 23 y(t 25 y(t Euler's method replaces y' = cy by Ay = cyAt. which converges to as At + 0. continuous compounding multiplies by m . As n + co those terms (1 + l/n)" = f approach Q in agreement with e. To match the original definition of e.. + l/n2)" and (1 OK to use a calculator to guess these limits. Is this approaching a steady state? 28 For which numbers a does (1 . At x = 10% with continuous compounding. the value of yo = $1 after N periods is y(N) = u .a) approach a limit 1 Write down a power series y = 1 . explain (1 + l/n)2n e2 and + (1 + 2/N)N+e2. In 2326.. The value of s = $1 deposited after each period grows to y(N) = w .6 26 y(t + 1)= .l/n)". The area from t = 1 to 1 + l/x is . Its derivative is denominator n! is called " c " and it equals d 1 the series for e is e .$y(t) + 6 27 In Problems 23 and 24.for the .l/n)".$I4. 7 With the slow method multiply out the three terms of (1 . 10 What are the limits of (1 + l/n)"*? + 11 (a) The power (1 + l/n)" (decreases) (increases) with n. 3 Find two series that are equal to their second derivatives. 14 Take three steps of y(t + 1) = 2y(t) + 1 from yo = 0. + When a = 1. The rectangle llt. The sum in brackets is P . Then take exponentials to find the two limits. As n + co.. which is too B for scientific computing.276 6 Exponentials and Logarithms 6. + 1/2! . As n + co they approach I .at)/(l .whose derivative is 2y. annual deposits of s = 1 produce y = q after t years.
000 over 20 years. 1 1 ex eX+ cosh x = 2 2 \ /I 1 1 1 sinh x = ex 1 2 2 e 2 eX 1 1 2 1 ex Fig.19 Gateway Arch courtesy of the St. The graphs in Figure 6. When x is large and negative.18 show that cosh x > sinh x. The following facts come directly from ((ex + e .x . 6.42% and yearly rate = 17%. how much 41 Euler charges c = 100% interest on his $1 fee for discovering e. Compare Problem 6. 43 My Visa statement says monthly rate = 1. What do you owe (including the $1) after a year with (a) no compounding.7 Hyperbolic Functions do you still owe after one month (and after a year)? 277 35 For a mortgage of $100. The hyperbolic functions combine 'ex and ½e. (c) continuous compounding? 42 Approximate (1 + 1/n)" as in (15) and (16) to show that you owe Euler about e . Louis Visitors Commission. Cosh x still goes up to + 00 while sinh x goes down to . since Visa compounds the interest? Give a formula or a number. For large x both hyperbolic functions come extremely close to ½ex. The second is usually pronounced "cinch". it is e. Fig. (b) compounding every week. 6.co (because sinh x has a minus sign in front of ex).18 Cosh x and sinh x.000 at 9% to buy a house.x) = . What is the true yearly rate.x) = cosh x and cosh 0 = 1 (cosh is even like the cosine) sinh(. and you pay $60 a month. what is the balance in 20 years? 38 If you repay s = $1000 annually on a loan of $8000.7 Hyperbolic Functions This section combines ex with e . Up to now those functions have gone separate waysone increasing.e/2n. what is the monthly payment? 37 With annual compounding of deposits s = $1000.2. 44 You borrow yo = $80.how many are available? 40 If a loan shark charges 5% interest a month on the $1000 you need for blackmail. What is the steady state of the housing market .) 39 Every year two thirds of the available houses are sold.5. and 1000 new houses are built.eX): cosh(.x 2 hyperbolic sine sinh x = ex  ex 2 The first name rhymes with "gosh". But two particular combinations have earned names of their own (cosh x and sinh x): hyperbolic cosine cosh x= ex + e .sinh x and sinh 0 = 0 (sinh is odd like the sine) .x) and ½(ex .x. the other decreasing. when are you paid up? (Remember interest. what is the monthly payment? 36 For a car loan of $10.6. (a) What are your monthly payments s over 30 years? (b) How much do you pay altogether? I 6.000 over 6 years.x that dominates.
to match the Arch. (cosh x)2 .20.x 1 2 sech x cosh x ex + ex csch x sinh x ex . it has the shape of the Gateway Arch in St. sin x) onto a unit circle.sin x 3.20 The unit circle cos 2 t + sin 2 t = 1 and the unit hyperbola cosh 2 t . because gravity does the work.6 Exponentials and Logarithms The graph of cosh x corresponds to a hanging cable (hanging under its weight). sinh x). Property 1 is the connection to hyperbolas. Often the only difference is a minus sign.x 1 2 coth x  cosh x ex + ex sinh x ex . d (cosh x) = sinh x dx instead of d (cos x) dx . Busch Stadium in St. Their . 6. That must be the largest upsidedown cosh function ever built. Turned upside down.(sinh x)2 = 1 Check: ex ex 2 instead of (cos x) 2 + (sin x)2 = 1] x e 2 = e 2 x+2+e2x e2 x+2 e . Here are four properties: 1. sinh t) Fig. The ordinary sine and cosine are "circular functions. Louis has 96 catenary curves. and "sech" is easy. the height of the cable is a stretchedout cosh function called a catenary: y = a cosh (x/a) (cable tension/cable density = a). There are too many properties to memorizeand no reason to do it! One rule is the most fact about important.(sinh x) 2 = 1. Louis. the point goes around the circle. It is responsible for the "h" in cosh and sinh. A cable is easier to construct than an arch." Now look at (cosh x.sinh 2 t = 1.ex cosh x ex + e .ex I think "tanh" is pronounceable.2 x 2. Every fact about sines and cosines is reflected in a corresponding sinh x and cosh x. The properties of the hyperbolic functions come directly from the definitions. With the right axes in Problem 55. so this point travels on the unit hyperbola in Figure 6.e . d (sinh x) = cosh x like d sin x = cos x and f cosh x dx = sinh x + C 4. Property 1 is (cosh x) 2 . Remember that (cos x)2 + (sin x)2 = 1 puts the point (cos x. f sinh x dx = cosh x + C t) t. As x varies. The others are harder. You will guess the definitions of the other four hyperbolic functions: tanh x  sinh x ex .
'x and sech. multiply above and below by cosh y: 1+ .1 + tanh y .4 we differentiated those inverse functions by the chain rule. Remark 2 Logarithms were not seen for sin.'x and tan.. I V R E H P R O I FUNCTIONS N E S Y E B LC You remember the angles sin'x and tan'x and sec'x. it is tan'x + C. If possible do not memorize them.. This is the first equation in (4).'x + C)..x). 1 .x 1.x (meaning x = sech y) has 9= J 21T i dx 1 9= dx 1 .x . We write down the three new derivatives: y = sinh'x (meaning x = sinh y) has y = tanh'x (meaning x = tanh y) has y = sech . and it is the third formula in the following list: Remark 1 Those are listed onlyfor reference. (3) offer a choice of antiderivatives . Divide by cosh2x and sinh2x: 1 . we can express sinh'x and tanh'x and sech'x as logarithms.x2 ' dy = dx 1 X J i 7 Problems 4446 compute dyldx from l/(dx/dy). The main application was to integrals. In Section 4. Since In x is the inverse of ex.'x is the same except for sign changes .1 = csch2x (tanh x)' = sech2x 1 and (sech x)' = sech x tanh x = ln(cosh sinh x tanh x dx = S=dx x) + C.sinh2x = 1. But where did the logarithms come from? In the middle of the following identity.ln(1 . If we happen to meet jdx/(l+ x2). You might .e2y.'x: The last step is an ordinary derivative of 4 ln(1 + x) . Nothing is new except the answer. Here is y = tanh.eY .sinh y ey Then 2y is the logarithm of the left side.'x and tanh.'x.cosh y + sinh y .'x and sec .6. The inside cover of the book has 1% = fln[E] +C (in place of tanh. (2).tanh 2x = sech2x and coth2x .which are expected for hyperbolic functions. The alternative is to use logarithms.tanh y cosh y . The situation for sinh. The derivatives in equations (I).7 Hyperbolic Functions properties come directly from cosh2x.either inverse functions or logarithms (most tables prefer logarithms).
Their derivatives are d and e and f . find their derivatives. from the definitions.sinh x. Fortunately they are very simple and there is no reason to withhold the truth any longer: 1 cosx=(eix+eix) 2 and 1 . The parallel formula for sin x is o . The sine and cosine are far more useful than the sinh and cosh. A cable hangs in the shape of a catenary y = h . 2 From the definitions of cosh x and sinh x. 6 From the derivative of Problem 5 find sinh 2x. 3 Show that both functions satisfy y" = y. / . So we end our record of the main properties. cosh x . when the parallel formula for tanlx was missing? Answer: There must be a parallel formula. The point (x.ex)? With so many analogies (circular vs. 8 Prove sinh(x + y) = sinh x cosh y + cosh x sinh y by changing to exponentials. The secret is one of the great equations of mathematics.12/13. csch x. Multiplying sin x by i and adding to cos x gives Euler's unbelievably beautiful equation cos x + i sin x = eiX. 2i (5) It is the imaginary exponents that kept those identities hidden. = 17 sinh6x 19 Find the minimum value of cosh(1n x) for x > 0.g .sinh2x 16 (1 + tanh x)/(l .6 Exponentials and Logarithms wonder why. sinh x. How does it happen that tanh'x is expressed by logarithms. The formula cos x = $(eix+ ePix)involves n exponents. Find antiderivatives for the functions in 2532: 25 cosh(2x + 1) 27 cosh2x sinh sinh x 29 1 +cosh x ex + e P x 30 ~ 0 t h = ex x . y) = (cosh t .sinh2x = c . Then the xderivative gives cosh(x + y) = 1. 21 Do the same if tanh x = . What formulas for cos x and sin x correspond to &ex + ex) and &ex. with exercises to bring out their applications. The inverse functions sinh'x and t a n h l x are equal to ln[x + . To display it I have to reveal a secret that has been hidden throughout this section.tanh x) 18 ln(sech x + tanh x) . 22 Find the other five values if sinh x = 2. but they involve imaginary numbers. sinh t ) travels on the hyperbola . 24 Compute sinh(1n 5) and tanh(2 In 4). The formulas do exist. (6) That is parallel to the nonbeautiful hyperbolic equation cosh x + sinh x = ex. 4 By the quotient rule. 23 Find the other five values if cosh x = + sinh x. 20 From tanh x = +find sech x.e" 26 x cosh(x2) 31 sinh x + cosh x 32 (sinh x + cosh x)" . Readthrough questions Cosh x = a and sinh x = b and cosh2x . The parallel to cosh x + sinh x = ex is Euler's formula m . and cosh x sinh x. Their derivatives are i and k . So we have two ways to write the anti I . verify (tanh x)' = sech2x. cosh x. coth x./x2 + 11 and 4ln I . sin~=(e'~e'~). 5 Derive cosh2x + sinh2x = cosh 2x. 7 The parallel to (cos x + i sin x r = cos nx + i sin nx is a hyperbolic formula (cosh x + sinh x)" = cosh nx + . 1 Find cosh x Find the derivatives of the functions 918: 9 cosh(3x + 1) 11 l/cosh x 13 cosh2x + sinh2x 15 tanh 10 sinh x2 12 sinh(1n x) 14 cosh2x . I have to say that (6) is infinitely more important than anything hyperbolic will ever be. hyperbolic) you would expect to find something.
L and x = L and find how far it sags down at x = 0." 58 Derive cos ix = cosh x from equation (5). What is the 44 Compute dy/dx = I/. (b) Check W' = 3W2. Multiply the answer by y'. (c) Integrate v(t) to find the distance f(t). Solve for eY. The constant c is the ratio of cable density to tension.2x(e") + 1 = 0.'x.e . if y = coth. 34 y = tanh x (with inflection point) 35 y = coth x (in the limit as x 4 GO) 36 y = sech x 38 y=coshlx for x 3 1 39 y = sech. (2). 55 A cable hanging under its own weight has slope S = dyldx that satisfiesdS/dx = c d m . 45 Compute dy/dx = l/(l . integration gives W' = 3w2. 43 Turn (4) upside down to prove y' = . (a) Show that v(t) = tanh &t satisfies the equation. (a) Integrate once to find y".'x by differentiating x = tanh y and using sech2y+ tanh2y = 1.W)dW/W. by integrating dv/(g . 57 A solitary water wave has a shape satisfying the KdV equation y" = y' .20 has area 3 cosh t sinh t. () (c) Sketch the cable hanging between x = .Y by 2Y gives ) e (eq2.x2) if y = tanh. if y 0 = llc. (b) Integrate again to find y' (all constants of integration are zero).W)=dW/(2.2 4 8 ) .v2)= dt.W.'x for 0 c x d 1 40 = tanh'x = . (b)Integrate dyldx = sinh cx to find the cable height y(x).6yy'.W'.'x and compare with the text. by From formulas (I). (a) Show that S = sinh cx satisfies the equation. (a) Integrate to find the shaded area below the hyperbola (b)For the area A in red verify that dA/dt = 4 (c) Conclude that A = it + C and show C = 0. Solve as a quadratic equation for eY. Sketch graphs of the functions in 3440.v2. 56 The simplest nonlinear wave equation (Burgers' equation) yields a waveform W(x) that satisfies W" = WW' . (b)Derive this v yourself. )~ (b)Take logarithms to find y = cosh. (b)Take logarithms to find y = sinh . What is sin i? 60 The derivative of eix= cos x + i sin x is .7 Hyperbolic Functions 281 33 The triangle in Figure 6. (3) or otherwise.6.sinh2y= 1.1 = 0. for y = sech. find antiderivatives in 4752: cosine of the imaginary angle i = 59 Derive sin ix = i sinh x from (5).'x and compare with the text.x2). 42 (a) Multiplying x = cosh y = i ( 8 + ebY) by 2ey gives ( e ~.for lxlc 1 41 (a) Multiplying x = sinh y = b(ey .In 54 A falling body with friction equal to velocity squared obeys dvldt = g . & : (i':) ./= by differentiating x = sinh y and using cosh2y .'x.W (a) Separate variables and integrate: dx=dw/(3w2. One . (c) Show that y = 4 sech2(x/2) gives the shape of the "soliton.l/(l . 46 Compute dyldx = l / x J E ? differentiating x = sech y.
Work.Contents CHAPTER 4 The Chain Rule Derivatives by the Chain Rule Implicit Differentiation and Related Rates Inverse Functions and Their Derivatives Inverses of Trigonometric Functions 4.1 8.3 8.3 7.3 4.3 6.1 4. Integration Indefinite Integrals and Substitutions The Definite Integral Properties of the Integral and the Average Value The Fundamental Theorem and Its Consequences Numerical Integration 177 182 187 195 201 206 213 220 5.4 CHAPTER 5 Integrals The Idea of the Integral Antiderivatives Summation vs.6 6. and Energy .4 6.7 5.5 6.1 6.2 5.3 5.2 7.6 5.1 5.4 7.5 CHAPTER 8 8.2 6.5 8.8 CHAPTER 6 Exponentials and Logarithms An Overview The Exponential ex Growth and Decay in Science and Economics Logarithms Separable Equations Including the Logistic Equation Powers Instead of Exponentials Hyperbolic Functions 228 236 242 252 259 267 277 6.6 Applications of the Integral Areas and Volumes by Slices Length of a Plane Curve Area of a Surface of Revolution Probability and Calculus Masses and Moments Force.1 7.2 8.7 CHAPTER 7 Techniques of Integration Integration by Parts Trigonometric Integrals Trigonometric Substitutions Partial Fractions Improper Integrals 7.5 5.2 4.4 5.4 8.
If v(x) = sec2x then f(x) = tan x. The solution is f = 1v(x)dx. This short chapter will widen (very much) the range of functions we can integrate. the ideas are for us and their intricate elaboration is for the computer.by2). Then we do new substitutions. and you are learning to speak it.CHAPTER 7 Techniques of Integration Chapter 5 introduced the integral as a limit of sums. A short time ago the symbols dyldx and J'v(x)dx were a mystery. . which we could work on if we had to. These improper integrals are quite common. You might say that all along we have been solving the special differential equation dfldx = v(x). Two examples are j x cos x dx and 5 .. Mathematics has a language.In cos x. they become simple.are techniques for other integrals. The applications are most complete when we know the integral. With reasonable effort (and the help of tables. in looking ahead to what is next.In u = . I!&dx. Chapter 6 opened a different door. immediately recognizable. For integrals there are two steps to takemore functions and more applications. Its new functions ex and In x led to differential equations. Up to now. Our time is too valuablefor that! Like long division. With intense effort you could integrate even more functions.) It is easy to forget how far we have come. I do want to look ahead. which are not we can attack them. The truth is that we are able to do remarkable things. Chapter 8 brings the applications.=1"U .. and a new substitution. In the last section x goes to infinity or y(x) goes to infinitybut the area stays finite. What we need now . Those examples indicate where this chapter starts and stops. A computer with symbolic algebra widens it more. integration depended on recognizing derivatives. The calculation of areas was startedby hand or computer. They had integrals like J(x + l)dx// . In older books that extra exertion was madeit tended to dominate the course. But the step to dyldx = cy was a breakthrough. Integration by parts comes first. By using mathematics we make it live. which is fair) you can integrate important functions. to change them around until / dx. (My own class was not too sure about v(x) itselfthe symbol for a function. With integration by parts. Partial fractions is a useful idea (already applied to the logistic equation y' = cy . To integrate tan x we use a substitution:.
It is integration by parts (u and v are the parts). I used the basic formula (3). (2) That is the key to this sectionnot too impressive at first. we now work with the right hand side. On the contrary. Also Jxe dx is exchanged for Je dx. and more are ahead. The integral of 1 is x.Jv du. Now is the right time to compute x them (plus more examples). The goal of that choice is to make j u dv. . Instead of working with In (searching for an antiderivax tive). integration brings back u(x)v(x).u(a)v(a)  v dx. dx dx dx (1) Integrate both sides. but very powerful.d (u(x)v(x)). is integration by parts.v(x) dx. There x times l/x is 1. We have mentioned Jcos2x dx and JIn dx. We begin with the product rule for the derivative of u(x) times v(x): u(x) dv du d + v(x)d . On the right.1. based on the product rule. Here we present the other method. and there is the "integrated term" u(x)v(x). Substitutions are based on the chain rule.x + C. and one of them moves to the other side (with a minus sign): u(x) dx = u(x)v(x) .2 In 2 + 2.7. One note before starting: Integration by parts is not just a trick with no meaning. EXAMPLE 1 x For f Inx dx choose u = In and dv = dx (so v= x): In xdx = dx u(b)v(b) . (5) For safety. The difference between the harder integral and the easier integral is a known termthat is the point.3 . The area under y = Inx from 2 to 3 is 3 In3 . which are completely optional. (4) 5 v du easier than uv  v du = x ln x  x dx.1 Integration by Parts There are two major ways to manipulate integrals (with the hope of making them easier). It is a foundation for the theory of differential equations (and even delta functions). (3) The problem of integrating u dv/dx is changed into the problem of integrating v du/dx. that product u(x)v(x) is evaluated at the endpoints a and b: Lb u dv du a dx dx The key is in choosing u and v. which is Inx. You will see how J In dx is exchanged for J1 dxa x x x definite improvement. Including the minus sign and the integrated term uv = x In and the constant x C. The product rule gives Inx + x(1/x) . it expresses basic physical laws of equilibrium and force balance. In the definite integral. In practice we write it without x's: 7A The integration by parts formula is j u dv = uv . to find integrals not derivatives. The reverse of the product rule. illustrate those points too. take the derivative. This is best seen by examples. the answer is J Inx dx = x Inx . There is a minus sign to remember. On the left are two integrals.1 Integration by Parts 283 7. The final paragraphs.
'x . .All the familiar inverse functions can be integrated by parts (take v = x.J (cos x)2 dx. E A P E 2 For x cos x dx choose u = x and dv = cos x dx (so v(x) = sin x): XML 5 Again the right side has a simple integral. Integration using those parts give the true but useless result The last integral is harder instead of easier (x2 is worse than x). Question Integrate (cos x)' from 0 to 2n. (7) Note The new integral is not always simpler.J v du = cos x sin x + (sin x ) dx. ~ ~ E A P E 4 Evaluate J tan'x dx by choosing u = tan'x and v = x: XML The last integral has w = 1 + x2 below and almost has dw = 2x dx above: S tan'x d x = uv S v d u = x tan'x Substituting back into (9) gives J tan. So each one is n. We could have chosen u = cos x and dv = x dx. which is definitely not gcos x ) ~Add any C: . {(cos x)' dx = f (cos x sin x + x) + C. J'(cos x ) dx = cos x sin x + J' 1 dx . E A P E 3 For J (cos x ) dx choose u = cos x and dv = cos x dx (so v = sin x): XML ~ ~ ~ ( C O S) ~ = uv . Why should the area be n? Answer The definite integral is gcos x sin x + x)]:".'x dx as x tan. That area can ~ ~ also be found by common sense.v du = x2ex. (8) Dividing by 2 gives the answer. The idea in choosing u and v is this: Try to give u a nice derivative and du a nice integral. E A P E 5 For j x2exdxchoose u = x2 and dv = exdx (so v = ex): XML j x2exdx= uv . The area under 1 is 2n. In the forward direction this is no help. But in the opposite direction it simplifies Sf x2 sin x dx. and J' 1 dx = x: ~ 2 J (cos x ) dx = cos x sin x 1 + x. which completes the solution: J'xcos x d x = x sin x + c o s x + C. Our final example shows how two integrations by parts may be needed. never see (sin x ) without thinking of 1 . This does give n.f ln(1 + x2). starting from (cos x ) + (sin x ) = 1.7 Techniques of Integration To repeat: We exchanged the integral of In x for the integral of 1. ~ The last integral on the right joins its twin on the left.ex(2xdx). The areas under (cos x ) and (sin x ) are the same. Then v = fx2. and add " + C" at the end). when the first one only simplifies the problem half way.(cos x ) ~So substitute for (sin x ) ~ : ~ . x ~ x The integral of (sin x)' is no better and no worse than the integral of (cos x ) ~But we .
The slope dU/dx is zero except at x = 0.A to A. This is better than ex. where the delta function has a "spike. In equation (11). where the step function jumps. (Notice the difference from f x sin x 2 dx. excos x. Figure 7.1 The geometry of integration by parts. U 2 v(x) 8(x) "=v(0) 6(x) red area = large box . f xexdx = uv . x"cos x.small box .2. Thus ex6(x) equals 6(x). The step function U(x) jumps from 0 to 1 at x = 0.v 1 u 1 .fv x"sin x. I spoke to him long after. In some sense v(x) times 6(x) equals v(O) times 6(x)because away from x = 0 the product is always zero. exsin x. In the movie Stand and Deliver.. We now integrate by parts for a crucial purposetofindthe area under v(x)6(x). (13) "The area under the infinitely tall and infinitely thin spike 6(x) equals 1. we reach I exdx. The delta function is the limit of higher and higher spikesfrom the "burst of speed" in Section 1." We cannot give a value for 6 at x = 0. THE DELTA FUNCTION From the most familiar functions we move to the least familiar. They approach an infinite spike concentrated at a single point (where U jumps). recognizing as we do it that there is no genuine derivative at the jump.ex] + C. The delta function is the derivative of a step function. and sin x 6(x) = 0. Finally ex is alone. These five examples are in the list of prime candidatesfor integration by parts: xnex.ex. Substituting back into (10).exdx (now u = x).. After two integrations by parts. but we know its integralacross the jump. the integralof xex is xex ." So far so good. sin'x. His success was through exercisesplus insight in choosing u and v. On every interval from . and he confirms that practice was the key.7. Delta function (area 1) multiplies v(x) at x = 0. . This "nonfunction" may be unconventionalit is certainly optionalbut it is important enough to come back to. but it still needs work: (11) du = xex . .1 Integration by Parts x 2 285 The last integral involves xex. x"ln x. tanx. 7. If you saw the movie.gray area s V(X) U = V U2 . (12) f x 2exdx = x 2ex . the Los Angeles teacher Jaime Escalante computed J x 2sin x dx with two integrations by parts. you remember that the examiner didn't believe it was possible.. The integral of 6(x) is U(x).1a shows how the areas f u dv and I v du fill out the difference between the big area u(b)v(b) and the smaller area u(a)v(a).2[xex . We write 6(x) = dU/dx. This is an ordinary function times the delta function. the integral of dU/dx brings back U: A 6(x) dx=  d= dx U(x)] A = 1. This concludes the presentation of the methodbrief and straightforward. Thus 6(x) = 0 except at that one point.) The class did extremely well on the Advanced Placement Exam. That falls the other wayto a substitution.fvdu 2 1 0 0 vi X v2 0 Fig.
The top of the bar is fixed. (Two times infinity is infinity). When there are several forces or currents or sales. we integrate (probably by parts). When there are infinitely many. A nightmare question occurs to me. Power is voltage times current. Income is price times quantity.Av =fAx or dv/dx =f(x) v = W at x = 1 balances hanging weight W . we can avoid the fact that 6 is not a true function. 7. to say the least. The area is v(0) because the spike is multiplied by v(O)the value of the smooth function v(x) at the spike. so u(0)= 0.286 7 Techniques of Integration The area under v(x)6(x) is v(0)which integration by parts will prove: 7B The integral of v(x) times 6(x) is fA_ v(x)6(x)dx = v(0).(v(A) . (14) Remember that U = 0 or U = 1. I start with differential equations for the displacement u at point x in a bar: dv dx S= f(x) with v(x) = k du dx (16) This describes a hanging bar pulled down by a forcef(x). We give three examples: S2 cos x 6(x) dx = 1 f6 5 (U(x) + 6(x))dx = 7 1_1 (6(x))2dx = c00. What is the derivative of the deltafunction? INTEGRATION BY PARTS IN ENGINEERING Physics and engineering and economics frequently involve products. Work is force times distance. But multiplying infinity is dangerous. The internal force created by stretching is v = k du/dx. We cannot deal directly with the delta function. we add the products. The integral of v(x)6(x)= v(x)dU/dx is computed "by parts:" v(x)6(x) dx A = v(x)U(x)] A  U(x) A dx dx. The right side of (14) is our area v(O): v(A) . (15) When v(x) = 1. 1 A o 1 dv dx dx = v(A) .v(O))= v(O).) Equation (16) is a balance offorces on the small piece of the bar in Figure 7. 0 Fig. (This is Hooke's law. this answer matches f 6dx = 1. It is only known by its integrals!As long as the applications produce integrals (as they do).2 Difference in internal force balances external force .2. The stretching in the bar is du/dx. Each point x moves through a distance u(x).
27 1 ln x dx . the balance of forces dv/dx =f is multiplied by a displacement u(x) and integrated to give a balance of u . The integral from A to A is U(A) . dU/dx = S is the unit q function.'X 20 15 (In ~ ) ~ d x dx 1 19 j x tan'x dx 1x2sin x dx (from the movie) 22 24 21 jx3cos x dx 23 25 j x3 sin x dx j x3exdx 1x sec2x dx 1x sec'lx dx 26 1x cosh x dx 28 Compute the definite integrals 2734. In choosing u and dv. g2 sin x dx. Prime candidates are u = x or x 2 a n d v = s i n x o r I or m . If U is the unit step function. (17) The constants C and D are settled at the endpoints (as usual for integrals). ln(x2)dx 32 34 31 33 x cos 3x dx 1 ln(x2 + 1)dx : . [E x cos x dx 1. the h of u and the i of dvldx should be as simple as possible. Then v(x) and u(x)give force and displacement in the bar. Integration by parts makes physical sense! When .U(. The integrated term has u(0) = 0the fixed support does no work. the choice dv = dx leads to o minus P . It also has u(l)W. multiply . In engineering. At x = 1 we are given v = W so C = W + F. 1 x sin x dx 3 jxe'dx 5 8 2 jxe4"dx 4 5 17 1sin.] 9 11 j eaxsin bx dx 13 J sin(1n x) dx 12 jxe"dx 14 cos(1n x) dx 16 j x 2 1 n x d x 18 cos"(2x) dx .'eXdx . At x = 0 we are given u = O so D = O . x2 x2cos x dx (use Problem 1) In 3540 derive "reduction formulas" from higher to lower powers. usually by parts (sometimes twice). The last term is internal force times stretchingor internal work.7. The balance of forces has been replaced by a balance of work.f FX' + C x + D. & dx (let u = A) xsin x dx 30 j. The integral jLl cos x S(x)dxequals t . It is absolutely basic to mechanics. a constant force per unit length. We can solve (16): V(X) = . 35 j x2 e4xdx (use Problem 2) xnexdx= xnex.Fx + C and ku(x) = . or external work. In case u = x and minus minus e 9 the a rule.'x dx. and here is the main point.it changes xe2'dx to d definite integral ji xeZxdxbecomes f 1 .n j xn. Integrate 116. the work by the hanging weight. This is a touch of engineering mathematics. I think ex can be u or v. 7.1 Integration by Paits EXAMPLE 6 Supposef(x) = F. For 1 sin. It [ and 10 need two integrations.u(x)v(x)]i+ ]o v(x) dx dx.dvldx =f(x) by u(x)and integrate: ] 0 f(x)u(x) dx =  ] 0 dx u(x) dx = . The .dvldx =f is multiplied by other functionscalled test functions or virtual displacementsthen equation (18) becomes the principle of virtual work. To see integration by parts. The left side is force times displacement.1 EXERCISES Readthrough questions 9 leXsinxdx 10 jexcos x dx Integration by parts is the reverse of changes u dv into b minus c dv = eZxdx. W h e n u = x 2 w e n e e d n integrations by parts. 29 1 x e""dx .A) = r . Normally In x goes into i and e" goes into k . The integral of v(x)S(x) equals s .
41 How would you compute x sin x exdx using Problem 9? Not necessary to do it. That looks simpler because the square root is gone. . 1). One uses integration by parts.. 44 For the delta function 6(x) find these integrals: ! (a) J e2xS(x)dx (b) j). Both methods try to make the integral easy (but that may take time). 58 From f(x) f(0) = [t f '(t)dt.the spike shifts to x = f. I 6(x)6(x . Compute (b) ex6(x . and v(. This brief section integrates any product of shes and cosines and secants and tangents. 46 Strange fact: 6(2x) is diflerent from 6(x). 54 Draw the graph of AUlAx = [U(x What is the area under this graph? + Ax) . + u ' ~ ' v ( .3). (a) 6(x . There are two methods to choose from. 1u(dv/dx)dx becomes uv . 0). The ramp R and quadratic spline Q are zero at x = 0.'x dx? Don't do it. ~ dn)s the nth derivative of u.U(x)]/Ax. For example x2 . 61 Find the mistake.288 37 l x n c o s x dx=xnsin x . We follow convention by changing the letter 8 back to x.n 1(ln x)". i Integrate the last term by parts to stretch this formula to n + 1 integrations. I). Integrate by parts in . + I I + + 48 In 6(x . and graph the three u's. eYdy. It is a "dipole" known by its integrals. 42 How would you compute x extan. uw"dx and I.f)dx. (b)f = U(x .dx. I don't believe excosh x = exsinh x: 49 The derivative of 6(x) is extremely singular. Continuing as in Problem 56 produces Taylor's formula: 45 Solve dyldx = 36(x) and dyldx = 36(x) y(x).exsinh x + exsinh x dx. integrate by parts (notice dt not dx) to reach f(x) =f(0) f '(0)x J". 56 After n integrations by parts. In x dx and B = 1. Test this rule on 1x2sin x dx.n 38 7 Techniques of Integration 52 Draw the graph of v(x) if v(1) = 0 and dv/dx =. .Vu' + I Vu"dx.4)dx. (c)f = S(x . Mark them on the rectangle with corners (0. 43 (a) Integrate x3sin x2dx by substitution and parts. Is this easier than integrating eaxcoshx twice by parts? + 7. I uv'dx = uv . 4. The integral of v(x)d(x . = excosh x . v(x)6(x)dx (c) cos x 6(x)dx. ' / dx will become jsin20 cos20 dB. (e. (b) The integral xnsin x2dx is possible if n is ."(t)(x .f(x): 1xn'sin x dx (a)f = x.2 Trigonometric Integrals The next section will put old integrals into new forms.1)" 1u'"'u(. Integrate them both from 1 to 1. 1.. u"w dx? 60 compute the areas A = [. is the nth integral of v. It is the derivative of the shifted step U(x . But still sin20 cos28 has to be integrated. U(x)6(x)dx equal to f? (By parts.U'"V(~. Graph the next integrals R(x) = U(x)dx and Q(x) = R(x)dx. 62 Choose C and D to make the derivative of C eaXcos bx D eaxsinbx equal to eaXcos bx..) 51 Choose limits of integration in v(x)=J f(x)dx so that dv/dx= f(x) and v = O at x = 1. 0).3) equals the value of v at x = 3. 1xnsin x dx = 39 1(ln x)"dx = x(ln x)" . 57 Use Problem 56 to find [ x3exdx.3). the other is based on trigonometric identities. (e. (4 I! 1.+ 2! 59 What is the difference between 1 n! dt.t)dt.. ) f(x)=f(0)+f1(O)x+f"(0)x2+.t)dx. I I Problems 5562 need more than one integration. + (. 55 Two integrations by parts lead to V = integral of v: 1 .(b) and (c): 50 Why is I!. (0. 47 The integral of 6(x) is the unit step U(x).ldx 53 What integral u(x) solves k duldx = v(x) with end condition u(O)=O? Find u(x) for the three v's (not f's) in Problem 52. 4454 are about optional topics at the end of the section.3).
5 sinmxcosnx dx.j (sin x)(. (2) (3) 1sin2x dx equals EXAMPLE 4 1cos4x dx $(x .sin2x gets us nowhere.7. The successful methods are integration by parts and doubleangle formulas. All exponents stay even. Integrating cos2x by parts was Example 3 of Section 7. without du.j v du = cos3x sin x . (m = 0.n = 4.u4)du. Substituting u = sin x won't simplify sin4x dx. It becomes du. when m or n is odd If n is odd.sin x cos x) f x . They give the only integrals you should memorizeeither the integration by parts form. The conversion is always based on sin2x + cos2x = 1: . If m is odd. Replacing sin2x by 1 .& sin 2x (plus C).2 Trigonometric Integrals Notice that sin4x cos x dx is easy to integrate. by double angles. separate out a single cos x dx. If m and n are both odd. both even) There are two good ways to integrate cos2x. Convert them to sines. is based on these formulas from trigonometry: cos2x = f (1 + cos 2x) sin2x = f(1.sin2x: EXAMPLE 2 5 sin5x dx j(l (the exponent 5 is odd) Solution Keep sin x dx and convert everything else to cosines.3 cos2x sin x dx). It is u4du. Then cos x dx is du and the sines are u's. or the result from these double angles: cos2x dx equals )(x + sin x cos x) or or )x + 4 sin 2x (plus C).sin x 2 cos2x + cos4x) sin x dx. First solution Integrate by parts. a new method is needed.1 + 2u2 .1. If u equals cos x. EXAMPLE 3 5 cos2x dx (m = 0. Convert the rest to cosines. EXAMPLE I j sin2xcos3x dx (the exponent 3 is odd) Solution Keep cos x dx as du. The last integral has even powers sin2x and cos2x.cos 2x) (1) The integral of cos 2x is 5 sin 2x. If m and n are both even. Take u = cos3x and dv = cos x dx: 1(cos3x)(cosx dx) = uv . and sin x is u. That leaves an even number of cosines.n = 2. Now cos x is u and General method for dx is du. . but substitution is not one of them. Convert the other cos2x to 1 . Here are two examples. Integrate by parts or switch to 2x. both are even) Changing cos2x to 1 . This is the goal in Example lto separate out cos x dx. Both answers are in equation (2) belowI don't see either one as the obvious winner.cos2x)dx.cos2x produces cos4x on the righthand side also: J cos4x dx = cos3x sin x + 3 5 cos2x(l . We have !(. separate out a single sin x dx as du. The other approach. use either method. then du is not here.c o ~ ~ x ) ~ s dx = !(Ix in . This looks like no progress. So these formulas can be integrated directly.
C O S ~ X dx=8 3 2 ) + C. Still an even power. we have du. or we use a "reduction formula" from n to n .. Do they use double angles or integration by parts? You may prefer the answer from integration by parts (I usually do). INTEGRALS WITH ANGLES px AND qx I Instead of sin8x times cos6x. Symbolic codes like MACSYMA or Mathematica give the answer directly. This includes negative m and nsee tangents and secants below. here we have 2x and 4x.2: Reduction dx. We went from cos4x to cos22x to cos 4x. which was integrated immediately. I don't see a good reason to memorize them. Also 2 cos 2x dx = sin 2x. The exponents drop to m/2 and n/2. EXAMPLE 5 (Double angle) I sin2x cos2x dx = I i ( l . The integral of cos6x goes to cos4x. suppose you have sin 8x times cos 6x. Use it in equation (4): I cos4x dx = $ cos3x sin x + 3 f(x + sin x cos x) + C. sin 4x + C. We can look it up (safest) or remember it (quickest) or use double angles again: (1cos22x)dx=4 'I(:: x sin 4x 1 . Conclusion Every sinmxcosnx can be integrated. That is familiar but not necessarily easy. switch to the "general method" using substitution. but it can't be. There are similar reduction formulas for sinmxand also for sinmxcosnx. Certainly dx = x.7 Techniques of Integration Always even powers in the integrals.cos 2x)(1 + cos 2x)dx. That solution looks different from equation (S).1) COS"~X (7) For n = 2 this is cos2x dxthe integral to learn. For n = 4 the reduction produces cos2x. This leaves 1 . Doubleangle method for I sinmxcosnx dx. But it makes no sense to go through every step every time. Second solution Substitute the doubleangle formula cos2x = 3 + 3 cos 2x: (5) cos4x dx = (f + f cos 2x)'dx 5 = I (1 + 2 cos 2x + cos2 2x)dx. If m/2 or n/2 is odd. repeat the idea (2x goes to 4x). n J cosnx dx = cosn'x sin x + (n . The powers were cut in half as the angle was doubled. Either a computer does the algebra. With an odd power. when m and n are even. How do you integrate? Separately a sine and cosine are easy. There all angles were x. but a lower power. But now move 3 cos4x dx to the left side: Reduction 4 cos4x dx = cos3x sin x + 3 cos2x dx. It avoids 2x and 4x.cos2 2x in the last integral..cos 2x) and cos2x by & I + cos 2x). That leaves the cosine squared: I I I cos22x = I f (1 + cos 4x)dx = f x + The integral of cos4x using double angles is $[x + sin 2x + f x + $sin 4x1 + C. The new question is the integral o f the product: .. If those are even. The integral of cos2x is already known. Replace sin2x by f (1 . 5 (4) Partial successthe problem is reduced from cos4x to cos2x.
7.2 Trigonometric Intagrals
EXAMPLE 6
Find
I:"
sin 8x cos 6x dx.
More generallyfind
I:"
sin px cos qx dx.
This is not for the sake of making up new problems. I believe these are the most important definite integrals in this chapter (p and q are 0, 1,2, ...). They may be the most important in all of mathematics, especially because the question has such a beautiful answer. The integrals are zero. On that fact rests the success of Fourier series, and the whole industry of signal processing. One approach (the slow way) is to replace sin 8x and cos 6x by powers of cosines. That involves cos14x. The integration is not fun. A better approach, which applies to all angles px and qx, is to use the identity sin px cos qx = f sin(p + q)x + f sin(p  q)x. (8) Thus sin 8x cos 6x = f sin 14x + f sin 2x. Separated like that, sines are easy to integrate: 1 cos 14x 1 cos 2x 2" s i n 8 x c o s 6 x d x = =0. [ I 4 2 2 0 lo2"
1
Since cos 14x is periodic, it has the same value at 0 and 2n. Subtraction gives zero. The same is true for cos 2x. The integral of sine times cosine is always zero over a complete period (like 0 to 2n). What about sin px sin qx and cos px cos qx? Their integrals are also zero, provided p is dinerentfrom q. When p = q we have a perfect square. There is no negative area to cancel the positive area. The integral of cos2px or sin2px is n.
EXAMPLE 7
I:"
sin 8x sin 7x dx = 0 and
I:"
sin2 8x dx = n.
With two sines or two cosines (instead of sine times cosine), we go back to the addition formulas of Section 1.5. Problem 24 derives these formulas: sin px sin qx =  4 cos(p + q)x + cos(p  q)x cos px cos qx =
(10) With p = 8 and q = 7, we get cos 15x and cos x. Their definite integrals are zero. With x p = 8 and q = 8, we get cos 16x and cos O (which is 1). Formulas (9) and (10) also give a factor f . The integral of f is n: : " 1 sin 8x sin 7x dx =  f 1 cos 15x dx + $I:" cos x dx = 0 + 0 : " 1 sin 8x sin 8x dx =  )I:" : " coCl6x dx + fI:" cos O dx = 0 + n x The answer zero is memorable. The answer n appears constantly in Fourier series. No ordinary numbers are seen in these integrals. The case p = q = 1 brings back cos2x dx = f + t sin 2x.
SECANTS AND T N E T A GNS
+ cos(p + q)x + 9 cos(p  q)x.
(9)
I sinmxcosnxdx can be expressed by known functions. The novelty for negative powers is that logarithms appear. That happens right at the start, for sin x/cos x and for ljcos x (tangent and secant):
When we allow negative powers m and n, the main fact remains true. All integrals
I tan x dx =  I duju =  lnlcos x J I sec x dx = duju = lnlsec x + tan xl
(here u = cos x) (here u = sec x + tan x).
7 Techniques of Integration
For higher powers there is one key identity: 1 tan2x = sec2x. That is the old identity cos2x + sin2x = 1 in disguise (just divide by cos2x). We switch tangents to secants just as we switched sines to cosines. Since (tan x)' = sec2x and (sec x)' = sec x tan x, nothing else comes in.
EXAMPLE 8 EXAMPLE 9
+
[ tan2x dx = [(sec2x  1)dx = tan x  x + C .
[ tan3x dx = [ tan x(sec2x  1)dx. The first integral on the right is [ u du = iu2, with u = tan x. The last integral is  [ tan x dx. The complete answer is f (tan x ) + lnlcos x I + C. By taking absolute ~
values, a negative cosine is also allowed. Avoid cos x = 0.
EXAMPLE 10 Reduction
Same ideaseparate off (tan x ) ~ sec2x  1. Then integrate (tan x)"'sec2x dx, as which is urn'du. This leaves the integral on the right, with the exponent lowered by 2. Every power (tan x)" is eventually reduced to Example 8 or 9.
EXAMPLE II
I
(tan x)"dx
= ('an
x)"'' m1

I(tan
x)m2dx
[ sec3x dx = uv  [ v du = sec x tan x  [ tan2x sec x dx
This was integration by parts, with u = sec x and v = tan x. In the integral on the right, replace tan2x by sec2x  1 (this identity is basic):
[ sec3x dx = sec x tan x  [ sec3x dx + [ sec x dx.
Bring sec3x dx to the left side. That reduces the problem from sec3x to sec x. I believe those examples make the pointtrigonometric integrals are computable. Every product tanmxsecnx can be reduced to one of these examples. If n is even we substitute u = tan x. If m is odd we set u = sec x. If m is even and n is odd, use a reduction formula (and always use tan2x = sec2x 1). I mention very briefly a completely different substitution u = tan i x . This seems to all students and instructors (quite correctly) to come out of the blue: 2u sin x = 1 + u2 and 1  u2 cos x = 1 + u2 and 2du dx = 1 + u2' (11)
I
The xintegral can involve sums as well as productsnot only sinmxcosnx but also 1/(5 sin x  tan x). (No square roots.) The uintegral is a ratio o ordinary polynomif als. It is done by partial fractions.
+
Application o j sec x dx to distance on a map (Mercator projection) f The strange integral ln(sec x + tan x) has an everyday application. It measures the distance from the equator to latitude x, on a Mercator map of the world. All mapmakers face the impossibility of putting part of a sphere onto a flat page. You can't preserve distances, when an orange peel is flattened. But angles can be preserved, and Mercator found a way to do it. His map came before Newton and Leibniz. Amazingly, and accidentally, somebody matched distances on the map with a table of logarithmsand discovered sec x dx before calculus. You would not be surprised to meet sin x, but who would recognize ln(sec x + tan x)? The map starts with strips at all latitudes x. The heights are dx, the lengths are lines up proportional to cos x. We stretch the strips by l/cos xthen Figure 7 . 3 ~ evenly on the page. When dx is also divided by cos x, angles are preserveda small
Trigonometric Integrals
293
A map width
Rdx
Rdx
map width
Fig. 7.3 Strips at latitude x are scaled by sec x, making Greenland too large.
square becomes a bigger square. The distance north adds up the strip heights dxlcos x. This gives sec x dx. The distance to the North Pole is infinite! Close to the Pole, maps are stretched totally out of shape. When sailors wanted to go from A to B at a constant angle with the North Star, they looked on Mercator's map to find the angle.
I
7.2 EXERCISES
Readthrough questions To integrate sin4x cos3x, replace cos2x by a . Then (sin4x sin6x)cos x dx is b du. In terms of u = sin x the integral is c . This idea works for sinmxcosnx if either m or n is d . If both m and n are , one method is integration by f . For sin4x dx, split off dv = sin x dx. Then v du is g . Replacing cos2x by h creates a new sin4x dx that combines with the original one. The result is a reduction to sin2x dx, which is known to equal I .
10 Find sin2ax cos ax dx and sin ax cos ax dx.
In 1116 use the doubleangle formulas (m, n even).
11 S",in2x
dx
12 J",in4x
dx
13 J cos23x dx 15 sin2x dx
14 sin2x cos2x dx 16 J sin2x cos22x dx
1
I
+ J cos2x dx
17 Use the reduction formula (7) to integrate cos6x. 18 For n > 1 use formula (7) to prove
1
The second method uses the doubleangle formula sin2x = I . Then sin4x involves cos2 k . Another doubling comes from cos22x = I . The integral contains the sine of
m .
19 For n = 2,4, 6, ... deduce from Problem 18 that
To integrate sin 6x cos 4x, rewrite it as isin lox + n . The indefinite integral is 0 . The definite integral from P . The product cos px cos qx is written as 0 to 2 1 is 7 4 cos (p + q)x + q . Its integral is also zero, except if r when the answer is s . With u = tan x, the integral of tangx sec2x is t . Similarly J secgx (sec x tan x dx) = u . For the combination tanmxsecnxwe apply the identity tan2x = v . After reduction we may need j tan x dx = w and J sec x dx = x . Compute 18 by the "general method," when m or n is odd.
4 j cos5x dx 6 j sin3x cos3x dx 8 1sin x cos3x dx r
20 For n = 3, 5, 7,
... deduce from Problem 18 that
21 (a) Separate dv = sin x dx from u = sinn 'x and integrate
1sinnxdx by parts. (b) Substitute 1  sin2x for cosZx to find a reduction formula like equation (7).
3 J sin x cos x dx 5 J sin5x cos2x dx
22 For which n does symmetry give J",osnx dx = O ? 23 Are the integrals (a)(f) positive, negative, or zero?
1
sin x cos x dx 7
9 Repeat Problem 6 starting with sin x cos x = $sin 2x.
(a) J>os 3x sin 3x dx (b) j b o s x sin 2x dx : (c) ! 2n cos x sin x dx (d) J (cos2x sin2x)dx J " ; (e) 5: cos px sin qx dx (f)
5 cos4x dx
294
7 Techniques of Integration
24 Write down equation (9) for p = q = 1, and (10) for p = 2, q = 1. Derive (9) from the addition formulas for cos(s t) and
cos(s  t) in Section 1.5.
+
45
j tan x sec3x dx
46
sec4x dx
49
1cot x dx
50
1csc x dx
In 2532 compute the indefinite integrals first, then the definite integrals.
25
jc cos x sin 2x dx
26 j",in
3x sin 5x dx
53 Choose A so that cos x  sin x = A cos(x ~14). Then integrate l/(cos x  sin x). 54 Choose A so that cos x sin x = A cos(x + n/3). Then integrate l/(cos x sin x)l.
+
29 31
:1
cos 99x cos lOlx dx cos x/2 sin x/2 dx
30 32
5 sin x sin 2x sin 3x dx 2
j^, cos x dx (by parts) x
a
fi
33 Suppose a Fourier sine series A sin x B sin 2x C sin 3x adds up to x on the interval from 0 to n. Find A by multiplying all those functions (including x) by sin x and integrating from 0 to z. (B and C will disappear.)
+
+
+
55 Evaluate
lcos x  sin xl dx. cos (x  a) and
 0 
56 Show that a cos x + b sin x = find the correct phase angle a.
34 Suppose a Fourier sine series A sin x
C sin 3x + adds up to 1 on the interval from 0 to n. Find C by multiplying all functions (including 1) by sin 3x and integrating from 0 to a. (A and B will disappear.)
+ B sin 2x +
57 If a square Mercator map shows 1000 miles at latitude
30", how many miles does it show at latitude 60°?
58 When lengths are scaled by sec x, area is scaled by
. Why is the area from the equator to latitude x proportional to tan x?
59 Use substitution (11) to find dx/(l
35 In 33, the series also equals x from n to 0, because all
functions are odd. Sketch the "sawtooth function," which equals x from n to z and then has period 2n. What is the sum of the sine series at x = n?
36 In 34, the series equals 1 from n to 0, because sines
I
+ cos x).
60 Explain from areas why J^,sin2xdx = J: cos2xdx. These integrals add to I , so they both equal "dx, . 61 What product sin px sin qx is graphed below? Check that (p cos px sin qx  q sin px cos qx)/(q2 p2) has this
are odd functions. Sketch the "square wave," which is alternately 1 and +1, and find A and B.
37 The area under y = sin x from 0 to n is positive. Which
derivative.
62 Finish
frequencies p have
1; sin px dx = O?
38 Which frequencies q have J; cos qx dx = O ? 39 For which p, q is S", sin px cos qx dx = O ? 40 Show that I",in px sin qx dx is always zero.
sec3x dx in Example 11. This is needed for the length of a parabola and a spiral (Problem 7.3.8 and Sections 8.2 and 9.3).
Compute the indefinite integrals 4152.
41 43
sec x tan x dx
42 44
J tan 5x dx
1tan2x sec2x dx
1tan2x sec x dx
Trigonometric Substitutions
The most powerful tool we have, for integrating with pencil and paper and brain, is the method of substitution. To make it work, we have to think of good substitutionswhich make the integral simpler. This section concentrates on the single most valuable collection of substitutions. They are the only ones you should memorize, and two examples are given immediately.
7.3 Trigonometric Substitutions
To integrate J K i ,
substitute x = sin 9. Do not set u = 1  x2  is missing
1J
dx
j
(::
)
(cos 0)(cos 0 40)
cos 0 d0
The expression J1  x2 is awkward as a function of x. It becomes graceful as a function of 8. We are practically invited to use the equation 1  (sin 0)2 = (COS Then the square root is simply cos 9provided this cosine is positive. Notice the change in dx. When x is sin 8, dx is cos 0 dO. Figure 7.4a shows the original area with new letters. Figure 7.4b shows an equal area, after rewriting j (COS B)(COS O dO) as 5 (cos2e)do. Changing from x to 8 gives a new height and a new base. There is no change in areathat is the point of substitution. To put it bluntly: If we go from ,/ ,to cos 0, and forget the difference between dx and dB, and just compute j cos 0 dB, the answer is totally wrong.
Fig. 7.4
Same area for Jl  x2 dx and cos28 dB. Third area is wrong: dx #dB
We still need the integral of cos20. This was Example 3 of integration by parts, and also equation 7.2.6. It is worth memorizing. The example shows this 0 integral, and returns to x:
EXAMPLE 1
5 cos20 dO = & sin O cos 8 + &O is after substitution ,/ dx = i x , , / m + 4 sin 'x is the original problem.
/. , Notice that 0 is sin'x. The answer We changed sin 0 back to x and cos O to is trickier than you might expect for the area under a circular arc. Figure 7.5 shows how the two pieces of the integral are the areas of a pieshaped wedge and a triangle.
EXAMPLE 2
cos 0 d8
0+C=sinlx+C.
was computed in Remember: We already know sin'x. Its derivative l/Jm Section 4.4. That solves the example. But instead of matching this special problem
1 1 e area 8 2 1 = sin'
A
2
x
y=dTZ? 10
area I x 4  7 2
Fig. 7.5
area = ~ 1 2
I
I
J
I
Jm is a sum of simpler areas. Infinite graph but finite area. dx
7 Techniques of Integration
with a memory from Chapter 4, the substitution x = sin 8 makes the solution automatic. From 5 d8 = 8 we go back to sin'x. The rest of this section is about other substitutions. They are more complicated than x = sin 8 (but closely related). A table will display the three main choicessin 8, tan 8, sec 8and their uses.
TRIGONOMETRIC S B TT TO S U SIUI N
After working with ,, / the next step is / ,
. The change x = sin 8 simplified the first, but it does nothing for the second: 4  sin28 is not familiar. Nevertheless a factor of 2 makes everything work. Instead of x = sin 8, the idea is to substitute x = 2 sin 8: JF? JGGG = 2 cos 8 and dx = 2 cos 8 do. = Notice both 2's. The integral is 4 1cos28dB = 2 sin 8 cos 8 + 28. But watch closely. This is not 4 times the previous 1cos28do! Since x is 2 sin 8, 8 is now sin '(~12).
EXAMPLE 3
1,/
dx = 4 1cos28d8 = x , / m
+ 2 sin '(~12).
/ . ,
Substitute
Based on ,/and ,, / here is the general rule for x = a sin 8. Then the a's separate out:
J
~
=
,
/
~
=
a
c
o
s ~ and
dx=acos8d8.
That is the automatic substitution to try, whenever the square root appears.
Here a2 = 16. Then a = 4 and x = 4 sin 8. The integral has 4 cos 8 above and below, so it is 1dB. The antiderivative is just 8. For the definite integral notice that x = 4 means sin 8 = 1, and this means 8 = 7112. A table of integrals would hide that substitution. The table only gives sin'(~14). There is no mention of 1d8 = 8. But what if 16  x2 changes to x2  16?
EXAMPLE 5
1x=4 X ,/F
8
dx
=?
Notice the two changesthe sign in the square root and the limits on x. Example 4 stayed inside the interval 1 1 < 4, where 16  x2 has a square root. Example 5 stays x outside, where x2  16 has a square root. The new problem cannot use x = 4 sin 8, because we don't want the square root of cos28.
The new substitution is x = 4 sec 8. This turns the square root into 4 tan 8:
x = 4 sec 8 gives d x = 4 sec 8 tan 8 d8 and x2  16= 16sec28 16= 16 tan2@. This substitution solves the example, when the limits are changed to 8:
!:I3
4 sec 8 tan do 4 tan 8
Jy3
sec8d8=ln(~ec8+tan8)]~~=ln(2+fi).
I want to emphasize the three steps. First came the substitution x = 4 sec 8. An unrecognizable integral became sec 6 dB. Second came the new limits (8 = 0 when 13 x = 4, 8 = 7 1 when x = 8). Then I integrated sec 8.
7.3 Trigonometric Substitutions Example 6 has the same x 2  16. So the substitution is again x = 4 sec 8:
297
EXAMPLE 6
r
= (x2  16)3/2 8
16 dx
fi,/2 64 sec 0 tan 0 dO 0=,/3 (4 tan )3
i/2 cos 6 dO /3 sin20
Step one substitutes x = 4 sec 0. Step two changes the limits to 0. The upper limit x = oo becomes 0 = in/2, where the secant is infinite. The limit x = 8 again means 0 = 7r/3. To get a grip on the integral, I also changed to sines and cosines. The integral of cos 6/sin20 needs another substitution! (Or else recognize cot 0 csc 0.) With u = sin 0 we have f du/u 2 =  1/u =  1/sin 8: rK/2 cos 6 dO 1 1n/ 2 2 Solution sin sin +
Jn/3 sin28 sin
8n/3
/
Warning With lower limit 0 = 0 (or x = 4) this integral would be a disaster. It divides by sin 0, which is zero. This area is infinite.
2 (Warning) Example 5 also blew up at x = 4, but the area was not infinite. To make the point directly, compare x 1/2 to x 3/ 2 . Both blow up at x = 0, but the first one has finite area:
dx=2
o 2
2
dx
=
= co.
Section 7.5 separates finite areas (slow growth of 1/ x) from infinite areas (fast growth of x3/2). Last substitution Together with 16  x 2 and x 2  16 comes the possibility 16 + x 2. (You might ask about 16  x2 , but for obvious reasons we don't take its square root.) This third form 16 + x 2 requires a third substitution x = 4 tan 0. Then 16 + x 2 = 16 + 16 tan20 = 16 sec 20. Here is an example: EXAMPLE 7 f
x=o
dx
16 +
x
2
f,/2
0=o
4 sec20 dO
16 sec 2 0
1 /2 r =8' 81 t 40
2
2 Table of substitutions for a  x', a2 + X2, x 
x = a sin 0 replaces a2
x=
X2
by a2 cos 0 and dx by a cos 0 dO by a2 tan2 2 and dx by a sec 0 tan 0 dO
x = a tan 0 replaces a2 + X 2 by a2 seC2O and dx by a sec20 dO
a sec 0 replaces
x
2
a
2
Note There is a subtle difference between changing x to sin 0 and changing sin 0 to u: in Example 1, dx was replaced by cos 0 dO (new method) in Example 6, cos 0 dO was already there and became du (old method). The combination cos 0 dO was put into the first and pulled out of the second. My point is that Chapter 5 needed du/dx inside the integral. Then (du/dx)dx became du. Now it is not necessary to see so far ahead. We can try any substitution. If it works, we win. In this section, x = sin 0 or sec 0 or tan 0 is bound to succeed.
dx_
NEW
1+ X2I+X2
=
xdx d
dO by trying x = tan
rdu
OLD
+x
2 u by seeing du
2u
7 Techniques of Integration
We mention the hyperbolic substitutions tanh 8, sinh 8, and cosh 8. The table below shows their use. They give new forms for the same integrals. If you are familiar with hyperbolic functions the new form might look simpleras it does in Example 8. x = a tanh8 replaces a2  x2 by a2 sech28 and dx by a sech28 dB x = a sinh8 replaces a2 + x2 by a2 cosh28 and dx by a cosh 8 d8 x = a cosh 8 replaces x2  a 2 by a2 sinh28 and dx by a sinh 8 d8
EXAMPLE 8
I,/&=+
sinh 8 d8 sinh 0 = 8
C = cosh'x
+ C.
dB is simple. The bad part is cosh 'x at the end. Compare with x = sec 8:
SJ&=j'
sec 8 tan 8 d8 = ln(sec 8 + tan 8) + C = ln(x + tan0
d m )+ C.
This way looks harder, but most tables prefer that final logarithm. It is clearer than cosh'x, even if it takes more space. All answers agree if Problem 35 is correct.
COMPLETING T E SQUARE H
We have not said what to do for or./, Those square roots contain a linear terma multiple of x. The device for removing linear terms is worth knowing. It is called completing the square, and two examples will begin to explain it: x22x+2=(x1=u2+ 1
Jm
The idea has three steps. First, get the x2 and x terms into one square. Here that square was (x  1)2= x2  2x + 1. Second, fix up the constant term. Here we recover the original functions by adding 1. Third, set u = x  1 to leave no linear term. Then the integral goes forward based on the substitutions of this section:
The same idea applies to any quadratic that contains a linear term 2bx: rewrite rewrite
x2

x2 + 2bx + c as x2 + 2bx + c as

(x + b)2 + C , with C = c  b2 (x  b)2 + C , with C = c + b2
To match the quadratic with the square, we fix up the constant:
+ lox + 1 6 =
(x + 5)2+ C leads to C = 16  25 =  9
 x 2 + l o x + 1 6 =  ( x  5)* + C leads to C = 1 6 + 2 5 = 4 1 .
EXAMPLE 9
Here u = x + 5 and du = dx. Now comes a choicestruggle on with u = 3 sec 0 or look for du/(u2 a') inside the front cover. Then set a = 3:
Note If the quadratic starts with 5x2 or 5x2, factor out the 5 first:
+ 25 = 5(x2 2x + 5) = (complete the square) = 5[(x  + 41. Now u = x  1 produces 5[u2 + 41. This is ready for table lookup or u = 2 tan 8:
5x2 lox
EXAMPLE 10
This answer is 8/10 C. Now go backwards: 8/10 = (tan f u)/lO = (tan f(x  ))/lo. Nobody could see that from the start. A double substitution takes practice, from x to u to 8. Then go backwards from 8 to u to x. Final remark For u2 + aZ we substitute u = a tan 8. For u2  a2 we substitute u = a sec 8. This big dividing line depends on whether the constant C (after completing the square) is positive or negative. We either have C = a* or C =  a2. The same dividing line in the original x2 + 2bx + c is between c > b2 and c < b2. In between, c = b2 yields the perfect square (x + b)'and no trigonometric substitution at all.
I +
dx 5x2  lox + 25 
I
du  1 2 sec28d" 5[u2 + 41  5[4 sec28]
1 10
Id8,
'
'
7.3 EXERCISES
Readthrough questions The function ,/ suggests the substitution x = a . The square root becomes b and dx changes to c . The integral j(1  x2)3i2dx becomes J d dB. The interval f . 3 < x < 1 changes to 8 For ,/a2  x2 the substitution is x = P with dx = h . or x2  a2 we use x = I with dx = 1 . Then dx/(l x2) becomes j dB, because 1+ tan28 = k . The answer is 8 = tan'x. We already knew that I is the derivative of tan 'x.
+
The quadratic x2 2bx + c contains a m term 2bx. To remove it we n the square. This gives (x b)2 + C with C = 0 . The example x2 4x + 9 becomes P . Then u = x + 2. In case x2 enters with a minus sign, x2 + 4x + 9 becomes ( q )2 + r . When the quadratic contains 4x2, start by factoring out s .
+
+
+
(Important) This section started with x = sin 8 and
jd x / , / m
=j
dB = 8 = sin 'JC.
Integrate 120 by substitution. Change 8 back to x.
(a)Use x = cos 8 to get a different answer. (b) How can the same integral give two answers? with x = sec 0. Recompute with Compute I dx/x,/= x = csc 8. HOW can both answers be correct? 23 Integrate x/(x2 1) with x = tan 8, and also directly as a logarithm. Show that the results agree.
24 Show that j d x / x , / a =f sec '(x2).
+
Calculate the definite integrals 2532.
& I
8
j,/
dx (see 7.2.62)
25
Fa ,/
dx = area of
300
7 Techniques of Integration
Rewrite 4348 as ( x + b)2 C or the square.
+
 ( x  b)2
+ C by completing
30
1

1
xdx x2+ 1
43 x 2  4 x + 8 45 x2  6x
44  x 2 + 2 x + 8 46  x 2 48 x 2
+ 10
32
jl:2Jm~
d x = area of
.
47 x 2
+ 2x + 1
+ 4x  12
33 Combine the integrals to prove the reduction formula
49 For the three functions f ( x ) in Problems 43, 45, 47 integrate l / f ( x ) . 50 For the three functions g(x) in Problems 44, 46, 48 integrate l / m . 51 For j dx/(x2 2bx c) why does the answer have different forms for b2 > c and b2 < c? What is the answer if b2 = c? 52 What substitution u = x linear term?
( n # 0): d

n
j c d  x . .x2+1
Integrate l/cos x and 1 / ( 1 + cos x ) and
J I + cos x.
+
+
(a) x = gives d x / J x 2  1 = ln(sec 0 + tan 0). (b)From the triangle, this answer is f = In(x + Check that df/dx = l / J m  . (c) Verify that coshf = i (ef + e  I ) = x. Thenf = cosh'x, the answer in Example 8.
i
Jn).
+ b or u = x  b will remove the
(a) . = u gives d x / , / x 2 + 1 = ln(sec B + tan 0). (b)The second triangle converts this answer to g = ln(x + Check that dg/dx = l / J m . (c) Verify that sinh g = +(eg eg) = . so g = sinh ' x . u (d)Substitute x = sinh g directly into i dx/,/+ and integrate.
i
Jm).
53 Find the mistake. With x = sin 0 and substituting dx = cos B dB changes
Jx" = cos 8,
1
1
3742 substitute . = sinh 0. cosh 0. or tanh 0. After inteeu ration change back to x.

dB. 54 (a) If x = tan 0 then J m d x = (b) Convert i[sec 0 tan 0 ln(sec 0 tan 0)] back to x. dx = dB. (c) If x = sinh 0 then (d)Convert i[sinh 0 cosh 0 01 back to x. These answers agree. In Section 8.2 they will give the length of a parabola. Compare with Problem 7.2.62.
1
Jw
+
+
1 + 1
37
1
dx
dx
55 Rescale x and y in Figure 7.5b to produce the equal area y dx in Figure 7 . 5 ~ What happens to y and what happens . to dx? 56 Draw y = l / J c 2 and y = l/J= scale (1" across and up; 4" across and 57 What is wrong, if anything, with
J'X  1
a" up).
to the same
7.4 Partial Fractions
 1
This section is about rational functions P(x)/Q(x).Sometimes their integrals are also rational functions (ratios of polynomials). More often they are not. It is very common for the integral of PIQ to involve logarithms. We meet logarithms immediately in the
7.4
Pattial Fractions
simple case l/(x  2), whose integral is lnlx  2 + C. We meet them again in a sum 1 of simple cases:
Our plan is to split PIQ into a sum like thisand integrate each piece. Which rational function produced that particular sum? It was
This is PIQ. It is a ratio of polynomials, degree 1 over degree 3. The pieces of P are collected into 4x 16. The common denominator (x  2)(x + 2)(x) = x3  4x is Q. But I kept these factors separate, for the following reason. When we start with PIQ, and break it into a sum of pieces, thefirst things we need are the factors of Q.
+
In the standard problem PIQ is given. To integrate it, we break it up. The goal of partial fractions is to find the piecesto prepare for integration. That is the technique to learn in this section, and we start right away with examples.
EXAMPLE 1 Suppose PIQ has the same Q but a different numerator P:
Notice the form of those pieces! They are the "partial fractions" that add to PIQ. Each one is a constant divided by a factor of Q. We know the factors x  2 and x + 2 and x. We don't know the constants A, B, C. In the previous case they were 1,3,  4. In this and other examples, there are two ways to find them. Method 1(slow) Put the right side of (1) over the common denominator Q:
Why is A multiplied by (x + 2)(x)? Because canceling those factors will leave A/(x  2) as in equation (1). Similarly we have B/(x 2) and Clx. Choose the numbers A, B, C so that the numerators match. As soon as they agree, the splitting is correct.
+
Method 2 (quicker) Multiply equation (1) by x  2. That leaves a space:
Now set x = 2 and immediately you have A. The last two terms of (3) are zero, because x  2 is zero when x = 2. On the left side, x = 2 gives
Notice how multiplying by x  2 produced a hole on the left side. Method 2 is the "coverup method." Cover up x  2 and then substitute x = 2. The result is 3 = A + 0 + 0, just what we wanted. In Method 1, the numerators of equation (2) must agree. The factors that multiply B and C are again zero at x = 2. That leads to the same Abut the coverup method avoids the unnecessary step of writing down equation (2).
302
Calculation ofB
7 Techniques of Integration
Multiply equation (1) by x + 2, which covers up the (x + 2):
Now set x =  2, so A and C are multiplied by zero:
This is almost full speed, but (4) was not needed. Just cover up in Q and give x the right value (which makes the covered factor zero). Calculation o C (quickest) In equation (I), cover up the factor (x) and set x = 0: f
To repeat: The same result A = 3, B =  1, C = 1 comes from Method 1.
EXAMPLE 2
First cover up (x  1) on the left and set x = 1. Next cover up (x + 3) and set x =  3:
1 The integral is tlnlx  1 + ilnlx
+ 31 + C.
EXAMPLE 3 This was needed for the logistic equation in Section 6.5:
1 A ~(~by);
+c Bby'
First multiply by y. That covers up y in the first two terms and changes B to By. Then set y = 0. The equation becomes l/c = A. To find B, multiply by c  by. That covers up c  by in the outside terms. In the middle, A times c  by will be zero at y = clb. That leaves B on the right equal to l/y = blc on the left. Then A = llc and B = blc give the integral announced in Equation 6.5.9:
It is time to admit that the general method o partial fractions can be very awkward. f First of all, it requires the factors of the denominator Q. When Q is a quadratic ax2 + bx + c, we can find its roots and its factors. In theory a cubic or a quartic can also be factored, but in practice only a few are possiblefor example x4  1 is (x2  1)(x2+ 1). Even for this good example, two of the roots are imaginary. We can split x2  1 into (x + l)(x  1). We cannot split x2 + 1 without introducing i. The method of partial fractions can work directly with x2 + 1, as we now see.
EXAMPLE 4
dx (a quadratic over a quadratic).
This has another difficulty. The degree of P equals the degree of Q (= 2). Partial
7.4 Partial Fractions
303
jiactions cannot start until P has lower degree. Therefore I divide the leading term x2 into the leading term 3x2. That gives 3, which is separated off by itself:
Note how 3 really used 3x2 + 3 from the original numerator. That left 2x + 4. Partial fractions will accept a linear factor 2x + 4 (or Ax + B, not just A) above a quadratic. This example contains 2x/(x2 + I), which integrates to ln(x2 + 1). The final 4/(x2 + 1) integrates to 4 tan'x. When the denominator is x2 + x + 1 we complete the square before integrating. The point of Sections 7.2 and 7.3 was to make that integration possible. This section gets the fraction readyin parts. The essential point is that we never have to go higher than quadratics. Every denominator Q can be split into linear factors and quadratic factors. There is no magic way to find those factors, and most examples begin by giving them. They go into their own fractions, and they have their own numeratorswhich are the A and B and 2x + 4 we have been computing. The one remaining question is what to do if a factor is repeated. This happens in Example 5.
EXAMPLE 5
The key is the new term B/(x That is the right form to expect. With (x  l)(x  2) this term would have been B/(x  2). But when (x  1) is repeated, something new is and set x = 1: needed. To find B, multiply through by (x 2 x + 3 = A(x 1)+ B becomes 5 = B when x = 1. This coverup method gives B. Then A = 2 is easy, and the integral is 1 2 lnlx  1  5/(x  1). The fraction 5/(x  1)2 has an integral without logarithms.
EXAMPLE 6
This final example has almost everything! It is more of a game than a calculus problem. In fact calculus doesn't enter until we integrate (and nothing is new there). Before computing A, B, C, D, E, we write down the overall rules for partial fractions: The degree of P must be less than the degree of Q. Otherwise divide their leading terms as in equation (8) to lower the degree of P. Here 3 < 5. Expect the fractions illustrated by Example 6. The linear factors x and x + 1 (and the repeated x2) are underneath constants. The quadratic x2 + 4 is under a linear term. A repeated (x2 + 4)2 would be under a new Fx + G. Find the numbers A, B, C, ... by any means, including coverup. Integrate each term separately and add. We could prove that this method always works. It makes better sense to show that it works once, in Example 6. To find E, cover up (x  1) on the left and substitute x = 1. Then E = 3. To find B, cover up x2 on the left and set x = 0. Then B = 4/(0 + 4)(0  1) =  1. The coverup method has done its job, and there are several ways to find A, C, D.
Integrate. C. can move to the left: We can divide through by x and x .5)3. after multiplying through by the common denominator Q: The known terms on the right. Then . Its h in the integral is g . Coverup is the way to start. Cover up x .4 EXERCISES Readthrough questions The idea of a fractions is to express P(x)/Q(x)as a b of simpler terms. 1to give five equations for A. Then integrate.5)2 contributes not only A/(x . Multiply by x + 1 and set x = . That is an invitation to human error.x): 1 16 7 x (x.1.A +. + 4) + (Cx + D)x. To begin.by) ' Match the numerators on the far left and far right. At the same point x = I this matching gives A.1 and set x = 1. This leaves .bA + B = O? What are A and B? . which checks that B and E were correct: C = . Why does Ac = l? Why does . A factor like x . cover up denominator of P/Q. E. Then find A and B again by method 1with numerator A(x + 1) + B(x . A quadratic factor like x2 + x + 1 contributes a fraction n /(x2 + x 1) involving C and D. Then set x = i . The conclusion is that any PIQ can be split into partial o .1)(x2+ 1) + 1 l 3 X(X . and the rest of P/Q becomes A.5 contributes a fraction A/ f . and usually the way to finish.4 = A(x2 7. With repeated factors and quadratic factors. from B = .7 Techniques of Integration Compare the numerators. An equivalent method puts all fractions over I ).1) equal to 1. Then Q is split into d factors like x . You should never have to do such a problem! I never intend to do another one.3x2 .2 and Finally x = 0 D=O.1. A repeated quadratic factor or a triple linear factor would bring in (Ex + F)/(x2+ x + or G/(x .2)(x . B.A(cby)+By cy .1): 1 . which can always be integrated. A repeated linear factor (x .3) 14 (divide first) x2 + 1 x+l 1 Find the numbers A and B to split l/(. Then match the a common denominator (which is k . yields A = . They could also be matched by comparing coefficients of x4.1 and set x = 1 to find B. To compute A. The quadratic factors have two e roots. 17 Apply Method 1 (matching numerators) to Example 3:  2 Find the numbers A and B to split l/(x2.1 and E = 3. match numerators at the end.1)(x. Multiply by x . Express the rational functions 316 as partial fractions: 3x2 9x2+1 (divide first) 1 lo (x .B .2x2 = (Cx + D)x. x2. each one easy to integrate.u2.5 (possibly repeated) and quadratic factors like x2 + x + 1 (possibly repeated).1. It completely depends on expecting the right form and matching the numerators. the degree of P should be c the degree of Q. and do not allow real linear factors.by2 y c by y(c . x3.1) (remember the Cover up x and set x = 0 to find A. D. x.5) but also B/ m .
What to do first? 19 Split  23 A 3x2 3x2 into +x ~ .6 are 1. .m . + C. Problem 23 integrates l/sin 8 with no special trick.1) from the left side. (b) Subtract A/(x . When x = a is a double root this fails because Q'(a) = 1 A 30 Find A in .Use Problem 29. That is the point of this sectionto decide when improper integrals have proper answers. try to match the numerators. then a = . Over a common denominator. Find Bx (c) Integrate all terms.2: Jt Fig.The areas in Figure 7. With yo = 0 the con .1 and set x = 1 to find A. Then Integration gives 31n stant is C = The solution is y = =t . 7.+ . The first examples show finite area when b = oo.oo. 1 . This is the Scurve.6 The shaded areas are finite but the regions go to infinity. Taking exponentials gives . It might be b or a or the function y..oo and y + oo and y .1. 29 Multiply this partial fraction by x . Why do we already know + C.A 20 Solve dyldt = 1.) Nevertheless the integral may "converge.5 Improper Integrals1 . The region under the graph reaches infinitely farto the right or left . then y = I/& at x = 0.y2 = dt. 1.x .y2 by separating idyll .*..a Show that A = l/Q'(a). Then let x + a: 1 ." Just because the region is infinite.(x1)(x2+x+1) X1 Bx+C x2+x+l' IGa sin 0 do (a) Cover up x . (Those come from b = oo and a = . or up or down. it is not automatic that the area is infinite. x81 x1 31 (for instructors only) Which rational functions P/Qare the derivatives of other rational functions (no logarithms)? + .a. Q(x) .1 "Zmp~oper" means that some part of y(x)dx becomes infinite.. L 7.7.5 Improper Integrals 18 What goes wrong if we look for A and B so that 305 By slibstitution change 2128 to integrals of rational functions.
But at x = 0 it is a small p (meaning p < 1) that produces finite area: In ox. but we can cover it with strips cut out of a square! The borderline for finite area is p = 1. The first examples converged to 1.7 Graphs of 1/x on both sides of p = 1. At x = 0. In that case p = ½. But it is not completely precise. But that cutoff is not as sharp as it looks.+ + . I call it the borderline." When the integral is ex. the area .oo gives "e" = 0." I think that is fair. and I know it is successful. Calculus sneaks up on 1/oo and e" just as it sneaks up on 0/0.7a shows a finite area 1/(p . The strict rules involve a limit. Approaching p = 1 the borderline in Figure 7. They go together (slowly to infinity). substituting a = . In fact the sum approximates the integralthe curved area is close to the rectangular area. 2. When the integral is 1/x. but p = 1 is strictly on the side of divergence. The region is still infinite. For p = 1. the area under 1/x is again infinite. The borderline is also p = 1 when the function climbs the y axis. which blows up faster. 1. Instead of swallowing an infinite region all at once." Strictly speaking we integrate from the point x = a near zero. to get dx/x =. substituting b = oo gives ".1/oo = 0.1 p1 The area under 1/x is like 1 + I + . Now come two more examples going out to b = oo: The area under 1/x is infinite: d= In x SX = co (1) (2) The area under 1/xP is finite if p > 1: f XP 1. The conclusion is the same. the area from 0 to 1 is 2. 1 (3) Loosely speaking "In 0 = oo. . A larger p brings the graph more quickly to zero. I drew the same curves! . the graph of y = 1/x P goes to infinity.306 7 Techniques of Integration In practice we substitute the dangerous limits and watch what happens.P "dx. the formal definitions push out to the limit: 00b b b DEFINITION a y(x)dx = lim b f y(x)dx f . 1 P 1 1 Fig.1)= 100.p) = 100.which is also infinite.0 y(x)dx = lim a  y(x)dx.In a. Figure 7. the area shows itself as infinite.7 seems clear.1/x]o is again infinite.x.=lnx 0o=0 ox  1p0 o=p ifp<l. 7. As a approaches zero. For y = 1/x2 . For p = 99/100 the area is 1/(1 .P 0 _' x. For y = 1/ x. f.
= The first integral is (50)(49)(48). When we divide by in x or (ln x ) ~the borderline is somewhere in between.(I). du/u2 with u = In x. The integral ic xOe"dx = 1 is the reason behind "zero factorial" = 1. It is also true that l/ln a . where In x is zero and the area is infinite. *&. the area is infinite. because we are integrating a positive function. Comparison can decide if the area is finite. the logarithm is near 23 and ln(1n x) is near 3." The product recommended).~ d x 50! = but Jr~ . Changing 50 to 3. That is slow! Even slower is ln(ln(1n x)) in Problem 11. The second integral in equation (4) is convergent (to 1).7. but we learn about one function from the other. That seems the most surprising of all.' e .0. XML Jr~ ' O e . One has infinite area (going . E A P E3 XML diverges by comparison with . That gave an answer I couldn't believe: There must be a mistake. The logarithm of in x does eventually make it to infinity. the integral defines "i *(. the other area is finite: The first is dulu with u = In x. we rely on the following comparison test: 7 6 (Cornon test) Suppose that 0 < Nx) < v(x). . goes to zero as a .. out to x = a ) . The area under e"/x is (I)! = oo.i)($).has no way to stop. To integrate e "/x we need a computer. The trouble is at x = 1. but somehow i is ! See Problem 28. But to decide that an improper integral is infinite (in this case) or finite (in other cases). At x = 10l0.. The area can't be zero. E A P E 1 The factor e" overrides any power xP (but only as x . The factor e" is absolutely no help at x = 0. But there is another infinity in this integral. The trick is to construct a simple function (like l/xP)which is on one side of the given functionand stays close to it: E A P E2 XML converges by comparison with [y $ = I.'Then the area under u(x) i smaller than the area under Hx): s j'u(x)dx<ooif~u(x)dx<m iflu(x)dx=mthenjofx)dx=co. It is 1 At first I wrote it with x going from zero to infinity. That is an example (the first of many) in which we do not know an antiderivativebut still we get a decision.a ) . comes from fifty integrations by parts (not It factorial. We don't get the exact area. It is true that l/ln b goes to zero as b + oo.~ d x oo.5 Improper Integrals Narrower borderline Under the graph of llx. No function is exactly on the borderline.
area = oo ~ . We cannot accept oo .8.= o. on on The area under y = x is + oo00 one side of zero.oo00 the other side.6 . 7.8 Comparing u(x) to v(x): Se dx/ln x = oo and fo dx/lx < 4. EXAMPLE 5 dx converges by comparison with dx = 1. In Examples 3 and 4. But oo . By definition. The integrals on the right are smaller. Removing 4x and x/ increased the area.308 EXAMPLE 4 7 Techniques of Integration ri 2 Eo x + 4x dx dx diverges by comparison with dx fo 5x . y(x) dx.2 .8 Fig. ev dx 1 EXAMPLE 7 J. So the integrals on the left diverge. and the separate areas are •. That is split into two parts.area =4 I I 11 2 e . EXAMPLE 6 e exdx is below dxL is above f 1 dx + . we increased the denominators.oo = 0.oo : 0.X _ 7 . Therefore the integrals on the left are somewhere between 0 and 1. . The area is . There are two situations not yet mentioned. + . exdx = 1 + 1. and both are quite common.oo to b = + oo. The two areas must be separately finite. The idea of comparingfunctions is seen in the next examples and Figure 7. . the integral on the right is larger than the integral on the left. 11  1 2 43area = o0  1 2 red .4 . x dx is not defined even though fb bx The region extends But notice: dx = 0 for every b. the limits at (o0 ('c 00 0 and + 00 are kept separate: fb f 0 y(x) dx = y(x) dx + y(x) dx = lim y(x) dx + lim i/). The first is an integral all the way from a = .2 +2. and each part must converge.I .Inx x In x x In x 'dx+ EXAMPLE 8 x isbelow 1 V= J' lo . The bellshaped curve y = e. and in this case they are not. In Examples 2 and 5. 0. but still they diverge.2 covers a finite area (exactly to infinity in both directions.
From . For y = e" the integral from 0 to co integral i . Evaluate " W What escape uelocity at liftoff gives an energy $mvi that equals W? 10 :1 xe. = . The first integral is the definition of p! So the equation is p! = . But the rules say no: co .$x 2]y = f .5 EXERCISES Readthrough questions An improper integral j y(x) dx has lower limit a = a or : upper limit b = b or y becomes c in the interval a < x < b.1) you again deposit yo = . Strictly speaking we split (. mass M ) is W= 1. 0 ). Infinite sums are like improper integrals.1 ' 2e . This integral does not exist.e") gives divergence. 0) and (0. Then apply Problem 27 to find ($)! 29 Integrate 8 9 n xx (by parts) 1 . 28 Compute (. is Suppose 0 < u(x) < v(x) for all x. is In 1726. 33 The work to move a satellite (mass m) infinitely far from the Earth (radius R. Another notation for p! is T(p + 1)using the gamma function emphasizes that p need not be an integer. the integral of l/(ex+ e") converges by comparison with m ... We should study the limit of j. The divergence of u(x) dx I the divergence of v(x) dx.x dx = = & (known).x ) 'dx is finite . because P . when m and n are greater than . For p < 1 the improper improper integral h is finite.) You may feel that the combined integral from 1 to 1 should be zero. 32 In a perpetual annuity that pays once 2 year. dx/x3 as e . (They are mirror images because l l x is an odd function.co is not zero. d x / x .co to co. co) into ( n . its present value is yo = 1 se"dt. The convergence of i implies the convergence of k .co. The example jy dx/x3 is improper because d . 31 A perpetual annuity pays s dollars a year forever. To receive $1000/year at 10% (now a = 1. integrate by parts to show that Decide convergence or divergence in 116. In practice we work directly with . even for the region in Figure 7 . n) = 1 x m1 . In particular O = ! . For p > 1 the g is finite. The regions left and right of zero don't cancel because co .$)! by substituting x = u2: 1 . 1 27 If p > 0. x2e"dx by parts. jYrn sin x dx (by parts) 30 The beta function B(m.co r .7. 7. Also j'Cndxlsin x diverges by comparison with q . the present value is yo = sla + s/a2 + . To receive $1000/year at c = lo%.dx . With continuous interest rate c. EXAMPLE 9 l l x has balancing regions left and right of x Compute j?. find a larger integral that converges or a smaller integral that diverges. x . There is no answer. 8 ~ .5 Improper Integrals = 0. you deposit yo = . . Compute the integrals that converge. GMm dx/x2. Cauchy agreed with thathis "principal value integral" is zero. Changing to l/(ex.
1 f it were compressed to radius R = . 35 Show how the area under y = 112" can be covered (draw a graph) by rectangles of area 1 + 3 + $ + . 6 ~ why the red area is 2. when Figure 7. the Earth would be a black hole. . 39 For which p is [ + xp .~ 40 Explain from Figure 7 . * xdx I x 2 diverges. > 3 lo8 m/sec.= 2. cos x dx = 0 dx :1 cos x2dx = m. 37 Compute the area between y = sec x and y = tan x for 0 < x < 7112. What is the exact area from x = 0 to x = a? 36 Explain this paradox: h + *38 Compute any of these integrals found by geniuses: :1 xe.6a has red area 1. What is improper? S" 1 + x2 .co? x . The Earth has GM = 4 *1014m3/sec2.310 7 Techniques of Integration 34 The escape velocity for a black hole exceeds the speed of light: v.0 for every b but 1.
5 CHAPTER 8 8.5 5.2 6.6 6.7 5.2 7. Integration Indefinite Integrals and Substitutions The Definite Integral Properties of the Integral and the Average Value The Fundamental Theorem and Its Consequences Numerical Integration 177 182 187 195 201 206 213 220 5.2 8.1 7.3 5.3 6.6 5.Contents CHAPTER 4 The Chain Rule Derivatives by the Chain Rule Implicit Differentiation and Related Rates Inverse Functions and Their Derivatives Inverses of Trigonometric Functions 4.4 8. Work.2 5. and Energy .7 CHAPTER 7 Techniques of Integration Integration by Parts Trigonometric Integrals Trigonometric Substitutions Partial Fractions Improper Integrals 7.3 7.1 6.3 4.4 CHAPTER 5 Integrals The Idea of the Integral Antiderivatives Summation vs.6 Applications of the Integral Areas and Volumes by Slices Length of a Plane Curve Area of a Surface of Revolution Probability and Calculus Masses and Moments Force.4 5.1 8.5 8.4 6.1 4.5 6.2 4.4 7.8 CHAPTER 6 Exponentials and Logarithms An Overview The Exponential ex Growth and Decay in Science and Economics Logarithms Separable Equations Including the Logistic Equation Powers Instead of Exponentials Hyperbolic Functions 228 236 242 252 259 267 277 6.3 8.1 5.
At the end we look at a different way of cutting up volumes. The area of a strip is v(x) times dx. I think of that integral in the following way. The curve is the graph of y = v(x). In this chapter.CHAPTER 8 Applications of the Integral We are experts in one application of the integralto find the area under a curve. We know what function to integrate (from the picture). Then it moves to volumes. The area of all the strips is 1 v(x) dx. We are weighing a loaf of bread by adding the weights of the slices. The lower curve is y = 3x2 (parabola). solve u(x) = w(x) or 6x = 3x2. The discussion is dominated by examples and figuresthe theory is minimal. from one curve down to the other. Strictly speaking.1 shows the area between two curves. The new applications to volume and length and surface area cut up the region in new ways. Their width is dx and their height is v(x). The total area is the integral of "top minus bottom": area between two curves = [v(x) . into thin shells. We also know how (from this course or a calculator). (1) EXAMPLE 1 The upper curve is y = 6x (straight line).1 Areas and Volumes by Slices This section starts with areas between curves.w(x). what to integrate is more important than how. 8. The region is made up of thin strips. the area of one strip is : meaninglessgenuine rectangles have width Ax. . Again the small pieces tell the story. My point is that the picture of thin strips gives the correct approach. extending from x = a at the left to x = b at the right. To find the intersection points. where the strips become slices. The lower curve is the graph of y = w(x). The strip height is v(x) . The area lies between the points where those curves intersect. The width is dx (speaking informally again). The upper curve is the graph of y = v(x). All formulas are collected into a j n a l table.w(x)] dx. Figure 8. The area between the curve and the x axis is the definite integral. The real problem is to set up the right integral.
Main point: Integrating from x = I/$ to x = 1 / f i will give the wrong answer. We have a free choice. Vertical slices give x integrals.w. which gave $ of a circle. Area in Example 2 starts with x 2 0. = Thus x2 = f . The figure is essential. z EXAMPLE 2 Find the area between the circle v = Jm the 45" line w and First question: Which area and what limits? Start with the pieshaped wedge in Figure 8.w: The area is n/8 (one eighth of the circle).x 2 = x 2 and then 2x2 = 1. Instead of starting at x = 0.8 Applications of the Integral circle I o = G Fig. 8. Remark Suppose the problem is to find the whole area between the circle and the line. Horizontal slices give y integrals.x 3 ] . convert to cos2 0 d0 = f(0 + sin 0 cos O). One crossing is at x the other is at x = 2. .w) d x = ji ( 6 x . area = j (v . at the far left.1 Area between curves = integral of v .I/$. In that part. At the intersection point we have u(x)= w(x): from =x squaring gives 1 . = 0.w. It misses the part of the circle that bulges out over itself. The figure shows v = w at two points.1b. the strips have height 2v instead of v . = x. The area is an integral from 0 to 2: = 4. for a familiar shape. we now include the area to the left. The endpoint is at x 1/J2. which are x = 1/$ (already used) and also x = . HORIZONTAL STRIPS INSTEAD OF VERTICAL STRIPS There is more than one way to slice a region. The area begins at the y axis and ends where the circle meets the line.3 x 2 )d x = 3x2 . Now integrate the strip height v . and sometimes the y integral is better. to get the correct area of this halfcircle. It is harder than expected. To integrate Jpwe apply the dx techniques of Chapter 7: Set x = sin 0. convert back using 0 = sin' x .
2 shows a unit parallelogram. Instead of the height y of a strip.ey]. You should see why! With horizontal slices of length 1 and thickness dy. with base 1 and height 1. 8.8. The area . in x dx = [x in x  XI'. 8. 2 ~The y integral is in 8. The volume of the whole solid is the integral: (2) Note An actual slice does not have the same area on both sides! Its thickness is Ax (not dx). Figure 8. Ji EXAMPLE 3 Find the area under y = In x (or beyond x = eY) to x = e. : (e. Figure 8. To find its area from vertical slices. like strips in the plane. y. zand many ways to cut up a solid. Figure 8. 1 = or I = eY)dy=[ey . Its volume is approximately A(x) Ax (but not exactly). Fig. The regions are threedimensional solids.3 Crosssections have area A(x).2d. VOLUMES BY SLICES For the first time in this book. out The x integral from vertical slices is in Figure 8 . the area is just dy = 1. . we now look at volumes. The area is a fixed number A.2 Vertical slices (x integrals) vs. Volumes are A(x) dx. so integration is trivial. = 1. The volume is A times h. This area is different for different slices: A depends on x. three separate integrals are necessary. The volume = integral of area times thickness = 1A(x) dx. In the limit. For a cylinder all slices are the same. we now have the area A of a crosssection. the thickness approaches zero and the sum of volumes approaches the integral. horizontal slices (y integrals). is a choice between two equal integrals (I personally would choose y): Jz=.3b shows a cylindernot circular.3 shows one basic wayusing slices. The slices have thickness dx. The volume of the slice is its area times its thickness: dV = A(x) dx.1 Areas and Wumes by Slices dx dxldx 1 1 du e 1 Fig. There are three coordinates x.
The key relation is x2 + r2 = R ~for the right triangle in Figure 8. which stands for height. It is a general rule for pyramids or cones that their volume has an extra factor f (compared to cylinders). Since we have full circles the area is nr2 = n(R2 ." Rotating a horizontal line around the x axis gives a cylinder. rotation produces a torus (a doughnut). . Then the slices are horizontal and the y integral or z integral goes from 0 to h. . For a cone with base area nr2.3c. If a circle is moved away from the axis.4b). The area of the semicircle is A = f n r 2 = $n(R2 .4a. The area is A = 6(1 .ng2. Tapering the area to zero leaves only f of the volume. cally. 8. Notice that this is A(y) not A(x). Rotating a sloping line gives a cone.4 A halfsphere sliced vertically or horizontally. the cylinder has volume nr2h. Its crosssections are semicircles. When the crosssection is a circle. The factor f really comes from integrating r2to get i x 3 : EXAMPLE 6 A halfsphere of radius R has known volume $($nR3). EXAMPLE 5 For the triangular pyramid in Figure 8.x/h) and 4(1 . the area A(x) drops from 6 to 0.y2). ' Fig. Starting from 3 and 4. Why the f ? Triangles sliced from the pyramid have shorter sides. The volume is now 2h instead of 6h. The rotation of any curve y =f (x) produces a solid of revolution. the volume is f nu2h.x 2 ) . The sphere still has radius R. EXAMPLE 4 The triangular wedge in Figure 8. the side lengths 3(1 . The new right triangle gives y 2 + r2 = R ~ .~ / h )Notice: The side lengths go down linearly. The volume is 6h.3b has constant crosssections with area A = f(3)(4) = 6. Washer area nf . reminds us that the cylinder often stands on its end.x/h) drop to zero at x = h. Rotating a semicircle gives a sphere. So we integrate A(u): EXAMPLE 7 Find the volume of the same halfsphere using horizontal slices (Figure 8. But the y integral starts at zero: volume = A(y) dy = n(R2y . the area drops quadrati~.f y3)]. = S ~ R (as before).8 Applications of the Integral letter h. SOLIDS O REVOLUTION F Cones and spheres and circular cylinders are "solids of revolution.
5b). revolution around the y axis: volume = x 2 dy.rx]=17r. Integrating from y = 0 to gives the champagne volume i(x2/)5/5./ and the hole has radius g = 1. it makes a champagne glass./X solid is removed.1 Areas and Volumes by Slices The volume of that solid is made easier because every crosssection is a circle. Volume = ? The hole has radius 1. The disk has radius f= . circle revolved to give torus. 2 Please notice: The washer area is not ir(f. 7rg 2 . up to the point where \/& reaches 1.g)2 . 2 This is the area A(x) in the method of washers. Its integral is the volume: J•A dx dx = •2 (x . It is A = 7rf  1  x  3 x Fig. The slices 2 2 4 are horizontal.5a): volume of headlight = J2 A dx = f2 x dx = I"x2 • = 2tr. The center of the circle stays out at a distance b > a. y = 1 revolved inside it.7r(1) 2 = rx . each crosssection is a disk with a hole.When y = x this area is ry . All slices are pancakes (or pizzas). The slice is a flat ring or a "washer. After that.7. The area of a slice is trxnot try. 8. from x = 1 to x = 2." Its area is the full disk minus the area of the hole: area of washer = cf 2  2 icg= 7r(/x) 2 . EXAMPLE 9 The headlight has a hole down the center (Figure 8. so the area is A = cry 2 = r[f(x)] 2 . We add the slices: 315 volume of solid of revolution = EXAMPLE 8 Rotating y = / with A = ar(iX)2 2 rydx = J f(x) 2dx.5 y = Ix revolved. EXAMPLE 10 (Doughnut sliced into washers) Rotate a circle of radius a around the x axis.8. All of the . .r) = [ x2 . If the same curve is rotated around the y axis. produces a "headlight" (Figure 8. Show that the volume 2 of the doughnut (or torus) is 27E a 2 b. Rotating the curve y =f(x) around the x axis gives disks of radius y.
a. height b) cut into shells. g = b . because a doughnut usually breaks the other way. The volume of the solid comes from putting together the thin shells: solid volume = integral of shell volumes = (4) This is the central formula of the shell method. The inside half gives the hole. A shell is inside it. A short shell at the outside has h near zero. but the integral to be computed might be easier. That integral $nu2 is the area of a semicircle. In between the shell height h decreases linearly. The shell is an outer cylinder minus an inner cylinder: ) ~ ~nx2h. 5 ~ shows a slice (a washer) with area nf . The biggest slice (through the center plane) has outer radius b + a and inner radius b . A tall shell at the center has h near b. Not for the last time do we meet cos2 8. So far it was cut into slices. The shell volume is essentially 2nx (the distance around) times dx (the thickness) times h (the height). Now integrate over the washers to find the volume of the doughnut: 5 a2 cos2 8do. The key is to build the solid out of shellsand to find the area or volume of each piece. Terms of order AX)^ add up to a volume of order Ax (approaching zero). and each piece is a thin cylindrical shell. A better description is a bagel. The slices were perpendicular to the axis of revolution. The inner radius is x and the outer radius is x + dx. Remark on this volume formula It is completely typical of integration that ( d ~and ) ~ AX)^ disappear. EXAMPLE I I Find the volume of a cone (base area nr2. sliced the long way to be buttered. Jn =4 area A = n(b +  n(b  nbJ27. Shifting over by x. The height in Figure 8.6a shows a solid cone. When we set x = a sin 8 the area is The hardest part is visualizing the washers. the outer radius is f = b + and the inner radius is Figure 8 .8 Applications of the Integral The outside half of the circle rotates to give the outside of the doughnut. The reason is this.J.ng2. The linear term involving Ax or dx is the one to get right. Its limit gives the integral 2nxh dx. Now the cuts are parallel to the axis. Figure 8.nx2h = nx2h + 2nx(ds)h + ~ ( d xh)(3) The term that matters is 2nx(dx)h.bxlr. Integrating over all shells gives the volume of the cone (with the expected i): .6a is h = b . The number of shells grows like l/Ax. The rest is examples. reaching zero at x = r. The new formula gives the same volume. shell volume n(x + d ~h . VOLUMES B CYLINDRICAL SHELLS Y Finally we look at a different way of cutting up a solid of revolution.
tgg solid of revolution cut into shells: V = J 2nxh dx. We go out to x = 2/ (and up to y = 2). .x 2 (up) sphere radius b /b2 2 X (down) height . 0 area between curves: A = J (v(x) .2rx Jf du = . Bore a hole of radius a through a sphere of radius b > a. The hole removes all points out to x = a.2)3 /2 If a = b (the hole is as big as the sphere) this volume is zero.w(x)) dx TABLE OF OFAREAS volume cut into slices: V = j A(x) dx or f A(y) dy solid AND VOLUMES solid of revolution: crosssection A = 7y2 or rx solid with hole: washer area A = rf2 .6b. The shells in Figure 8.) Therefore the spherewithhole has volume = fb 27nxh dx = fb 4cxx b2 .1 Areas and Volumes by Slices hole radius a l11 radius x 317 b2 .2x dx is an extra factor . and paraboloid.x2 dx. If a = 0 (no hole) we have 47rb 3/3 for the complete sphere. (The key is the right triangle in Figure 8. Question What if the spherewithhole is cut into slices instead of shells? Answer Horizontal slices are washers (Problem 66). Multiplying du = .2n: volume = .6c have height h = 2 . where the shells begin.x 2 .8.6 EXAMPLE 12 Shells of volume 27rxh dx inside cone.x 2 we almost see du. With u = b2 . but we have shells not slices: S2rx(2 o4 AREAS x 2 ) dx = 2rx 2  27r. The bowl (or paraboloid) is the same as the headlight in Example 8. 8. The height of the shell is h = 2b 2 . EXAMPLE 13 Rotate the parabola y = x 2 around the y axis to form a bowl. sphere with hole.2n(u3/2 2: We can find limits on u. or we can put back u = b2 volume =  3 (b2  23/2 ] = 3 (b2 .x 2this is half the height of the shell. The height upward is b2 .x X 2 2 I  x 4$ Fig. Vertical slices are not good.x 2 .
15 Does the parabola y = 1 . If the region ends where the curves intersect. This is the normal choiceslices through the x axis and shells around the y axis.7b. When y = cos x is rotated around the x axis. draw rough graphs.y in the example. The height is cos x. Revolving the area under y =f (x) around the y axis. For volumes we just integrate 7r cos2x dx (the slice volume) or 27rx cos x dx (the shell volume).and y = 1. From x = 0 to x = 1.y dy. f . Rotating the graph of y =f (x) around the x axis gives a solid volume j m . ' = COS X Fig.1 EXERCISES Readthrough questions The area between y = x3 and y = x4 equals the integral of a . Rotating the area between y =f (x) and y = g(x) around the x axis. This gives the volume i of a circular k . 14 Find the area bounded by y = 12 . The radius is cos x. the crosssections are I . this the volume comes from gives the volume s of a square h . 1 y=x23andy=1 2 y=~22andy=0 4 y2=~andx=y+2 3 y2=xandx=9 5 y=x42x2 and y = 2 x 2 6 x = y 5 and y = x 4 7 y = x 2 andy=x2+18x 8 y = l/x and y = 1/x2 and x = 3 9 y=cos x and y=cos2x 10 y = sin nx and y = 2x and x = 0 11 y = e x and y=e2x1and x=O 12 y = e and y = e x and y=e" 13 Find the area inside the three lines y = 4 .x2 out to x = 1 sit inside or outside the unit circle x2 + y2 = l? Find the area of the "skin" between them.7 for the slice and the shell. and compute the area between them. If the crosssections are squares of side 1 . It is x =f . here are the choices for volume: ' ' (good by slices) j n cos2x dx (bad by shells) 5 2ny cos . . a shell has height s and thickness dx and volume t .7 Slices through x axis and shells around y axis (good). Then the area equals c . Rotating the line around the x axis produces a slice (a circular disk). The total volume is 1 u . If the crosssections are circles of radius 1 x.(y). Their areas are P so the volume is j q . and their radius is x. In three dimensions the volume of a slice is its thickness dx times its e . 8. Rotating the line around the y axis produces a shell (the outside of a cylinder). No problemjust integrate small volumes. The slice is a washer instead of a disk if there is also an inner radius g(x). When the area between y = $ and the y axis is sliced horizontally.'(y) in general. Similarly for shells around the x axis: The length of the shell is x =f . the volume comes from j i . For a solid of revolution. You have to solve y =f (x) to find x in terms of y. See Figure 8. we find the limits on x by solving b . Then y =f (x) gives the disk radius and the shell height. What if you use slices for rotation around the y axis? The disks are in Figure 8.x. This is x = cos. the integral to compute is d . y = &. Find where the curves in 112 intersect. Rotating around the y axis leads to j n . Integrating may be difficult or impossible.x. slices or shells? Start with a vertical line going up to y = cos x. ' 8. Another method is to cut the solid into thin cylindrical r . y = 3x. and y = x. The opposite way needs f . the slices look like 0 .x.8 Applications of the Integral Which to use.(y).
Tilt it so the water just covers the base.9 = 8. *42 Find the area of a slice in Problem 41. 18 What is the volume of the loaf of bread which comes from rotating y = sin x (0 < x < 7r) around the x axis? 19 What is the volume of the flying saucer that comes from rotating y = sin x (0 < x < x7) around the y axis? 20 What is the volume of the galaxy that comes from rotating y = sin x (0 < x < n) around the x axis and then rotating the whole thing around the y axis? Draw the region bounded by the curves in 2128. What is the volume around the y axis? If a = 2 and b = 1. y = 1. Find the volume of the tilted cylinder in the figure. locate a point (x. Draw a parallelogram and a curved region. 35 Cavalieri's principle for areas: If two regions have strips of equal length. Its volume is '(6)(2) 2 . y. the solids have the same volume. (1.2)2 + (y . Slices perpendicular to the x axis are semicircles.y = 9.x=0. also stopping at the x axis. x = 2.8.x=0 24 y=sinx.x .0). The volume is = multiplied by 34 The base is the triangle with corners (0. 1). y = O. x= l. What is the length of a side at height y? (b) Recompute by removing a smaller pyramid from P. 31 The base is a disk of radius a. both with the same strips as the unit square. y= 3 26 x 2 . (b) The height of point P in terms of x is (c) The area A(x) of the triangular slice is (d) The volume of the wedge is . One eighth of the region is shown (axes are perpendicular and horizontal slices are squares). 1. .1 Areas and Volumes by Slices 16 Find the area of the largest triangle with base on the x axis that fits (a) inside the unit circle (b) inside that parabola. (a) The slices are now (triangles) (rectangles) (curved). (c) The volume of the wedge is the integral 1x . (a) Find the volume of water by common sense. (b) Slices perpendicular to the x axis are (rectangles) (trapezoids) (curved). y=cosx. Why are the areas equal? 41 A cylinder of radius r and height h is half full of water.1) = 1 In 2934 find the volume and draw a typical slice. the volumes S are the same. 29 A cap of height h is cut off the top of a sphere of radius R. x + y = 9 (rotate the region where y > 0) 2 27 x = y3.h. Slice the sphere horizontally starting at y = R . 37 Draw another region with the same slice areas as the tilted cylinder. 0). Slices perpendicular to the base are squares. (0. The second cut is at angle 0. x = 0 25 xy= 1.) Integrate to find the volume of water. L 39 A wedge is cut out of a cylindrical tree (see figure). h x x 2 30 A pyramid P has height 6 and square base of side 2. 32 The base is the region under the parabola y Slices perpendicular to the x axis are squares. then the regions have the same area.y=0 22 ye= 4 36 Cavalieri's principle for volumes: If two solids have slices of equal area. 21 x+y=8. When all areas A(x) are the same. (The tilt angle has tan 0 = 2h/r. (a) Find the volume up to height 3 by horizontal slices. 33 The base is the region under the parabola y Slices perpendicular to the y axis are squares.x = 0 23 y=x .x3 = y2 2 2 28 (x . (a) The curve C is part of a (circle) (ellipse) (parabola). I had to tilt an actual glass. 2 2 (d) Change the radius from 1 to r. 17 Rotate the ellipse x 2/a2 + y 2 /b2 = 1 around the x axis to find the volume of a football. z) that is in one football but not the other. (b) The slice area is _ (slice height y tan 0). One cut is along the ground to the x axis. = 40 The same wedge is sliced perpendicular to the y axis. Find the volume when the region is rotated (a) around the x axis (b) around the y axis. 38 Find the volume common to two circular cylinders of radius a.
we break the . 47 Bore a hole of radius a down the axis of a cone and through the base of radius b. 0 < x < 1 (around the x axis) 63 y = In x. Also substitute dy =f '(x) dx. y = 5 is rotated around the x axis. *68 An upright cylinder of radius r is sliced by two parallel planes at angle r . The distance along a curve is the arc length. Compare shells to disks: is 4 4 3 regardless of the radii a and b. Find the slice area and volume. What is the shape of the base? What is its area A? What is the height H of the tilted cylinder? 69 True or false. so the base and top are flat. After rotation around the x axis. 0 < x < 2 (around the x axis) 62 y = ex. 0 < x < 1 (around the y axis) 61 y = x2. show that the volume + y = 0 to y = 8. Write down the volume integral by shells and disks and compute both ways. How long is that curve? A definite integral needs endpoints. approximately how long is the paper when unrolled? 54 Find the approximate volume of your brain. what volume is left? Check a = 0 and a = b.(/  ' ( Y ) )dy.0 < x < f i (around the y axis) 60 y = l/. (b) Integrate the area to verify the volume in Example 12. If it is a 45" cone (height also b). The rotated regions lie between the curve and x axis. 49 (Shells vs. disks) Rotate y = x3 around the y axis from the y axis. 51 Yogurt comes in a solid of revolution. Write down the volume integral by disks and then by shells. Its area is nx2 . (0. 0 < x < 3 (around the y axis) 59 y = sin (x2). The shells have height ume out to x = a is .r)2.y2 .320 8 Applications o the Integral f 56 y = llx. JA Znxf(x) dx = I". It equals the volume of a because the shells are the same. The first problem is to know what "length function" to integrate. 43 The rectangle with sides x = 1.x2. (1. The curve is rotated around the y axis. 67 If the hole in the sphere has length 2. 50 (Shells vs. The volaround the y axis.x2. OK to (a) Draw a picture to show that the volume between the planes is nr2h. x = 3. (b) A cube cannot be cut into cylindrical shells. 48 Find the volume common to two spheres of radius r if < x < 100 (around the y axis) 57 y = . 55 y = 1 . (a) Find the upper limit on y (the top of the hole). /. describe the solid and find its volume. One is a height h above the other. l The slices in 4346 are washers. 44 The same rectangle is rotated around the y axis. Rotate the line y = mx around the y axis to find the volume between y = a and y = b. y = 2. 65 The region between y =f (x) and y = 1 f (x) is rotated .nu2 = n(b2 .h) apart. include everything above your eyes (skull too). 0 < x d 1 (around the y axis) (a) A cube can only be sliced into squares. Use Problem 29 on spherical caps.a2).6b is a washer. disks) Rotate y = 3 . (b) Tilt the picture by r . 53 If a roll of paper with inner radius 2 cm and outer radius 10 cm has about 10 thicknesses per centimeter. 66 A horizontal slice of the spherewithhole in Figure 8. (d) The plane w = $ slices a 3dimensional sphere out of a 4dimensional sphere x2 + y2 + z2 + w2 = 1. Length of a Plane Curve The graph of y = x3I2 is a curve in the xy plane. O). 52 Suppose y =f (x) decreases from f (0) = b to f (1) = 0. with a reason. 45 The same rectangle is rotated around the line y = 1. 1 < x < e (around the x axis) 64 The region between y = x2 and y = x is revolved around their centers are 2(r .x around the x axis from x = 0 to x = 2. 46 Draw the triangle with corners (1. I). ~ Substitute y =f (x) in the second. (a) Find the volume by cutting into shells. 0 < x < 1 (around either axis) 58 y = 1/(1 + x2). Use shells to find the volumes in 5563. 1). (b) Find the volume by slicing into washers. To set up an integral./l. (c) The washer with radii r and R has area n(R . and we specify x = 0 and x = 4. Integrate by parts to reach the first.
Watch out for 3 and $: length = .8 shows how it comes close to a curved piece./I+(dyldX)2 Ax. = &(lO3I2 EXAMPLE 1 Keep y = x3I2 and dyldx = #x112.8. smallpieces of a smooth curve are nearly straight. The Mean Value Theorem applies when the slope is continuousthis is required for a smooth curve. Adding .O) to (4. . This secant slope is close to the slope of the curve. A straight line from (0. 8. We can fix the reasoning. We return briefly to the reasoning. + As z J(AX)~ (dy/dx)'(Ax)' + = .8 Length As of short straight segment./ dx = ($)($)(I $x)~/']: l3I2). 8) has exact length The straight line y = 2x from x = 0 to x = 4 has dyldx = 2: length = 5. and Figure 8. (AylAx) times Ax. ==4 f i / dx = as before (just checking). We know the exact length As of a straight piece. A straight piece Within that right triangle. The straight length As is exactly J(Ax)' + (ft(c)Ax)'. f i . (1) = Now add these pieces and make them smaller. but nothing can be done about the numbers. The infinitesimal triangle has (ds)' (dx)' (dy)'. Note ' You may not approve of those numbers (or the reasoning behind them). (ds)' = (dx)' + (2J(dX)' dx Fig. Roughly speaking. the curve is surprisingly straight. Since f i is just below 9. Length ds of very short curved segment. Each piece contains at least one point where secant slope equals tangent slope: AylAx =ft(c). 4' + 8 = 80. In most cases we integrate numerically. EXAMPLE 2 This answer is just above 9. Thus Ay is approximately (dyldx) Ax. The curve is the graph of y =f (x).2 Length of a Plane Curue problem into small pieces. Here is the unofficial reasoning that gives the length of the curve. the height Ay is the slope has (As)2= (AX)' (AY)~. The length integral is difficult because of the square root. Think of ds as Jl+(dyldx)i dx and integrate: + length of curve = ds = j jd + w dx. This example y = x3/' had to be chosen carefully to make the integration possible at all.
The denominator is zero at x = 1. . One is x2 + y2 = 1.v = cost.8 Applications of the Integral the n pieces gives the length of the broken line (close to the curve): .9 Circle and ellipse./l+o'l+O' So1 Jol.x ~ = So1.. One advantage of the "parameter" t is to give extra informationit tells where the point is and . 8A The length of the curve y =f( x ) from x = a to x = 6 is EXAMPLE 3 Find the length of the first quarter of the circle y = . = 0 to Here dyldx = XI. directly by y =f ( x ) or parametrically by x ( t ) and y(t). so a blind application of the trapezoidal rule or Simpson's rule would give length = co.co and Ax.0 this approaches the integral that gives arc length. The midpoint rule gives length = 1.9a. It equals 7112 at x the full circumference 271. LENGTH OF A CURVE FROM PARAMETRIC EQUATIONS: x(t) AND y(t) We have met the unit circle in two forms. As n ./=. y = sin t .. The equation is y = . Since cos2 t + sin2 t = 1. The other is x = cos t.91 with thousands of intervals. length = From Figure 8. =the slope is dyldx = 2x/. / and So I s is That integral can't be done in closed form.= /. 4' = G s i n t Fig. 8. This length 7112 is a quarter of Compute the distance around a quarter of the ellipse y2 + 2x2 = 2. .= dx I .. . EXAMPLE 4 1.dx x = 1: The antiderivative is sin' x. . this point goes around the correct circle. The length of an ellipse can only be computed numerically./. the integral goes from x dx = x2 dl + .
same length. . we approximate Ax and Ay separately: Ax x (dx/dt) At. curves y =f(x) are limited to one y for each x. Ay . The curve becomes x = t. Here we concentrate on the path lengthwhich allows you to see the idea of a parameter t without too much detail. 0) to (4. If one cannot be done. But instead of using Ay . different speed. y(t)) keeps moving.(dy/dt) At. EXAMPLE Special choice of parameter: t is x. The nonparametric equation y = /2 .8. The square root in (6) is the same as the square root in (4). Same curve. first solve for t = x1 / 2. /(dx/dt) 2 + (dy/dt) 2 At. Thus the nonparametric form y =f(x) is a special case of the parametric formjust take t = x. The curve is still approximated by straight pieces. Stop at t = 2. not the speed along it. The length from the tintegral equals the length from the xintegral. The integral is simpler than 1/ /1. In contrast. The trapezoidal rule gives 1. Compare x = t. EXAMPLE The path x= t2. y = t3/ 2 with x = t 2 . y = t3 goes from (0. In Chapter 1. y = t3/ 2 . the parameter was the time and also the anglebecause we moved around the circle with speed 1. EXAMPLE Find the length of the quarterellipse: x = cos t and y = /2 sin t: 6 On this path y 2 + 2x 2 is 2 sin2 t + 2 cos 2 t = 2 (same ellipse). The nonparametricform (with t eliminated) is the same curve y = x 3/ 2 as in Example 1. and there is one new advantage. neither can the other. 8).2x 2 comes from eliminating t. Parametric equations allow a path to close up or even cross itself. 7 To find this path without the parameter t. Using t is a natural way to give the position of a particle or a spacecraft. As . We keep t: length = 1 /(dx/dt)2 + (dy/dt)2 dt =  /sin 2 t + 2 cos2 t dt. This is Problem 22. We give x as a function of t and y as a function of t.8 mentioned that calculators automatically do a substitution that makes (5) more like (7).9101 with less than 100 intervals. y = t 3 . They are related by x = cos t.(dy/dx) Ax. An equation y =f(x) tells the shape of the path. 8B The length of a parametric curve is an integral with respect to t: J ds = (dsdt)dt = d/dt) 2 + (dy/ 2 t (6) EXAMPLE Find the length of the quartercircle using x = cos t and y = sin t: 5 2 /(dx/dt) 2 + (dy/dt) 2 dt = X/sin 2 t + cos2 t dt = dt = . Section 5. We can recover the velocity if we know x and y at every time t. The time t keeps going and the point (x(t).2 Length of a Plane Curve 323 also when. but (7) does not blow up at the endpoints. 8 If x = t then dx/dt = 1. Then substitute into the equation for y: y = t3 = x 3 /2 . (7) This integral (7) must equal (5). Chapter 12 deals with parametric equations for curves. and each piece has (As)2 = (Ax)2 + (Ay)2. We can x2 integrate around a whole circle with no trouble.
sln t. 3x12. y = t . (b) Why does this path stay on the line x y = l ? (c) Why isn't the path length equal to JI? + . d x / d t is zero. Between two points of the graph of y(x). 28 (a) Find the length of x = cos2 t. Show by substituting x = that these integrals agree. + 10 Find the length from t = 0 to t = z of the curvegiven by x = cos t + sin t.8 Applications of the Integral EXAMPLE 9 Define "speed" by short distance .. 1) is Same curve? 25 Find the length of ~ = i ( e ~ + e from y = 1 to y = 1 ~) 9 The curve given by x = cos3 t. y = cos t . Show that the curve is a circle (of what radius?). 1 y = x3I2from (0. I 17 y = l n x from x = 1 to x=e. ( ~ 1 3 ) (y/4)2 1.O) to (1.2 Readthrough questions EXERCISES 13 Find the distance traveled in the first second (to t = I ) if = i t 2 . For the special case x = t. Ay up) is As = a . Its nonparametric form is x2I3 y2I3= 1. 2 ~ The equation of the curve is . + + When a ball is thrown straight upward. 15 One arch of y = sin x. 20 Which is longer between (1. Find the arc lengths in 1518 by numerical integration. find the limit as n + sc. the hyperbola y = l / x or the graph of x 2y = 3? Find the lengths of the curves in Problems 18. length of a curve given by x(t). length = d m dt. But the speed is not dy/dt. 4 2 . Sketch the curve from t = 0 to t = z/2 and find its length. y = t 3 : length = + 3 y = 3(x2 2)312 from x = 0 to x = 1 + 1 : dx. The speed is positive downward as well as upward. z. 4 y = &x2 . 12 What integral gives the length of Archimedes' spiral x = t cos t.ds short time dt ' It is /($I (%I. 0 d y < z. By is approximately dyldx times b . y = t sin t? 27 Plot the point x = 3 cos t. The dt. The curve x = cos t. The speed is dsldt = I . 24 The ds = 7 y = 3x3I2. Then the arc length integral isj 0 . not a circle but an +~ = .y2)j = 27(x2 . 1) I .x f = g from x=O to x = 3 the arc length is .O) to (1. For y = x3 the arc length integral is h . For y = 4 . = 5(2t The length of a straight segment (Ax across. y = sin3t is an astroid (a hypocycloid).y2)2. It is Idyldt). = Draw x = 5y from y = 0 to y = 1 and find its length.2)3/2 from x = 2 to x = 4 23 Instead of y =f ( x ) a curve can be given as x = g(y). =Compare with Problem 1: Same length? / dy.Find the arc length from t = 0 to x/4. 0) to (1. This curve cannot be written as y =f ( x ) because . 8. 19 Draw a rough picture of y = xl0./F For example x = cos t. I). y = sin t from t = 4 3 to t = 4 2 has length k . An infinitesimal piece of the curve has length ds = d .i x 1 I 2from x = 1 to x = 4 8 y = x2 from (0.O) to (1. 1) and (2. y = sin2t. 0) to (1. The length integral becomes . y = 4 sin t at the five times t = 0.sin t. The length of that piece is approximately J ( A ~ ) ~ c . 26 The length of x = g(y) is a special case of equation (6) with y = t and x = g(t). 22 Examples 1 and 7 were y = x3I2 and x = t2. + 1)3/2. Then ds = Jm Jm dy. and draw the curve. y(t) is . length of x = y 3 I 2 from (0. 1) 2 y = x2I3 from (0. 11 Find the length from t = 0 to t = n/2 of the curve given by x = cos t.3). y =sin t is the same as i .x2 . 1) (compare with Problem 1 or put u = $ x2I3 in the length integral) + 21 Find the speed dsldt on the circle x = 2 cos 3t. Without computing the length of y = xn from (0. + 14 x = (1 3 cos 2t) cos t and y = (1 i c o s 2t) sin t lead to 4(1. y = / ( t ) the length formula goes back to dx. from x = 0 to x = K . y = 2 sin 3t.
find the length of carpet on the staircase. 34 (for professors) Compare the lengths of the parabola y = x2 and the line y = bx from (0. In equation (6). (The length of the 45" line is The staircase can be close when its length is not close. Previously we cut the solid into slices or shells. 8. 8. Find its (b) This particular curve has ds = length from t = 0 to t = 2n.1 computed the volume inside that surface. is close to the bands.nab x n(a + b)A. Each patch is nearly flat. A band is just a belt with a slope. . like a little square. 1). When the line is parallel to the axis we get a cylinder (a pipe). Their slope is Ay/Ax. middle radius x area AS = 2xrAs area AS = 2xxAs Fig. Secti. The sum of those patches leads to a double integral (with dx dy). Surfaces of revolution are specialwe approximatz them by bands that go all the way around.O) to (b. b2). The first step is to compute the surface area of a band. 2) is exactly twice as long. (a) In threedimensional space ( d ~ ) ~ equals ( d ~+ ~ ) . 33 Write down the integral for the length L of y = x2 from (0. A curve y =f (x) is revolved around an f axis.on8. The key idea is to revolve short straight line segments. the result is a cone. 32 Explain in 50 words the difference between a nonparametric equation y=f(x) and two parametric equations x = x(t).) a. The curved surface. . y = y(t). But this distance is impossible to findwhat is wrong? 31 The point x = cos t. Does the difference approach a limit as b + GO? 30 The area of an ellipse is nab.3 Area of a Surface of Revolution This section starts by constructing surfaces. If we revolve a sloping line.10). When revolved.10 Revolving a straight piece and a curve around the y axis and x axis.ds is now dt. The distance around the ellipse seems to be n(a + b). This section computes the surface area.8." which is symmetric around the axis. With 100 pieces of length Ax = 1/100 or Ay = 1/100. If possible give a reason using the graphs. A small comment: Curved surfaces can also be cut into tiny patches.3 Area of a Surface of Revolution 325 29 (important) The line y = x is close to a staircase of pieces that go straight across or straight up. (c) Describe the curve and its shadow in the xy plane. Now we need a good way to cut up the surface. By revolving a curve we might get a lamp or a lamp shade (or even the light bulb). a straight piece produces a "thinban&' (Figure 8. 0) to (1. Here the integral stays onedimensional (dx or dy or dt). They can be the same pieces of length As that were used to find lengthnow we compute area. That produces a "surface o revolution. Show that y = $x2 from (0. and its slope has an effect on its area. y = sin t. z = t moves on a space curve. from revolving y =f (x). The area of a strip around it (width A) is n(a + A)(b + A) . 0) to (2.
f ( )~ For revolution around the y axis. The surface of revolution is a sphere.8 Applications o the Integral f Revolve a small straight piece (length As not Ax). The center of the piece goes f around a circle of radius r. EXAMPLE 3 Revolve the same straight line segment around the y axis./ around the x axis. only a few examples have convenient answers. The limits on x are . The line from (0./(dx/dt)' + (dy[dt)2 dt. Its area (known!) is 4nR2. (t.R and R. Figure 8. For revolution around the x axis.10 shows both bandsthe problem tells us which to use. Rather than stretching out this section. Around the x axis. The sum of band areas 2nr As is close to the area S of the curved surface.2) has length As = Its midpoint is 1). j EXAMPLE 1 Revolve a complete semicircle y = (2) . The slope of y = is dyldx = x/. the radius is r = x. The surface is a cone with (dy/dx)2= 4. The band is a slice o a cone.O) to (l. fi. (3) 1 . ) For the surface of revolution around the x axis./R"X2: d m area S = EXAMPLE 2 jR R 2nd J lR G dx = X R 2nR dx = 4 n ~ ' . the area becomes a tintegral: 1 80 The surface area is 2ny ds = 2ny(t).13) we discover its area. As t varies.' we give a final area formula and show how to use it. The area in Example 2 is cut in half: For surfaces as for arc length. Watermelons and basketballs and light bulbs are in the exercises. When we flatten it out (Problems 11. The formula applies when there is a parameter t. Instead of (x. f (x)) the points on the curve are (x(t). The length formula ) )~ ( d ~= (~d ~ + (~d ~ is expressed in terms oft. Now the radius is x instead of y = 2x. we move along the curve. the radius is the height: r = y =f (x). y(t)). Revolve a piece of the straight line y = 2x around the x axis. The band from x = 0 to x = 1 has area 2nd: This answer must agree with the formula 2nr As (which it came from). the middle radius is r = 1 and the area is 2 n d . In the limit we integrate 2nr ds: 8C The surface area generated by revolving the curve y =f (x) between x = a and x = b is S= 12nyJl+oz : dx around the x axis (r = y) (1) S = : 2nx./l+(dyldx)Zl+OZdx around the y axis (r = x). The area is the side length As times the middle circumference 2nr : The surface area o a band is 2nrAs = 2nr dl+ A ~ / A x Ax.
Show that (a) Rotate y = dS = 2n dx.s' and radii R and R' is laid out flat. . The circle is complete at t = 2n:  j 2ny ds = Sin 2n(5 + sin t) dt = [2n(5t cos t)]:= = 20n2. Its radius is and its center is . Find the surface area of a torus by revolving this circle around the x axis. Its area is AS = e . around the x axis. 17 The base of a lamp is constructed by revolving the quartercircle y = (x = 1 to x = 2) around the y axis. (b) The area between x = a and x = a + h is (c) $ of the Earth's area is above latitude 15 Change the circle in Example 4 to x = a cos t and y = b + a sin t. Revolving that circle around the x axis produces a doughnut. The line from (0. 3 y=7x. Find its surface area. r ~ " ~ .0 6 x 6 1 10 y = .1 6 x 6 1 (watchsign) In 710 find the area of the surface of revolution around the y axis. and revolving it produces area h . 8. When the curve y =f (x) revolves around the x axis. y = 5 sin t travels on a circle with center at (0. Draw the light bulb and find its surface area (ends of the cylinder not included). This section computes the c . Set up the definite integral that gives its surface area. Solution ( d ~ l d t ) ~ (dy/dt)2= sin2 t + + + cos2 t = 1. 0 6 x 6 1 11 A cone with base radius R and slant height s is laid out flat. the surface is a d . For the curve given by x = 2t. For y = x2 the integral to surface area is the integral compute is i . 14 Slices of a basketball all have the same area of cover. the i . The middle radius r is i ( R + R'). the area is S = k . When y = x2 is revolved around the y axis. 20 Compute the area of that lamp shade. 0 6 x 6 2 9 y = x + 1. In that formula (Problem 13) r is the radius of f .nR1s'. Draw the quartercircle. y = R sin t should rotate around the y axis to produce the top half of a sphere? Choose limits on t and verify the area. When the curve is a short straight piece (length As).O) to (1. change ds to I dt. 1 y=&. if they have the same thickness. 7 y=x2. 5). 26x66 13 By similar triangles Rls = R'ls' or Rs' = R's. 0 6 x 6 3 8 y = i ~ 2 + i . 16 What part of the circle x = R cos t. . 19 The lamp shade is constructed by rotating y = l / x around the y axis. Substitute for r and As in the proposed area formula 2nr AS. 18 The light bulb is a sphere of radius 112 with its bottom sliced off to fit onto a cylinder of radius 1/4 and length 113. Explain why the angle (in radians) is 0 = 2nRls. 12 A band with slant height As = s . 1) has length g .nR1s'.3 Area of a Surface of Revolution EXAMPLE 4 The point x = cos t.3 EXERCISES Readthrough questions A surface of revolution comes from revolving a a around b .8. y = t2. find the area integral. to show that this gives the correct area nRs . Explain in one line why its surface area is nRs . and compute the area. Then the surface area is a fraction of a circle: area = 4 ($) (t) ns2 = ns2 = nRs. and keeping the part from y = 1 to y = 2. Find the surface area when curves 16 revolve around the x axis.
22 A disk of radius 1" can be covered by four strips of tape (width y). 3" apart. If a and b are the extreme limits . There is a list of possible outcomes.4 Probability and Calculus Discrete probability usually involves careful counting. and a known probability for each outcome. How many random errors do you make on a quiz? 3. (B) The outcome lies anywhere in an interval of numbers. The number of errors or bumped passengers or lottery winners is a small whole number. But probability is more important than some traditional topics. There is another point. . What is the chance of exactly one winner in a big lottery? Those are important questions and we will set up models to answer them. The real questions are much more practical: 1. calculus deals with results that fall in a range of numbers. Instead we have a probability density p(x)which is a key idea. How long before your car is in an accident? It is not so traditional for a calculus course to study these questions. 8. y = sin t (which means x2 + 2y2= 2). including all possible outcomes. Not many samples are taken and not many experiments are made. fi 24 Estimate the surface area of an egg. Discrete models do not involve calculus. p(x) d x is the chance of falling between x and x + dx. Hint: Change to a unit sphere sliced by planes 14 gives surface area n for each slice. But probabilities go far beyond red cards and black cards. How often will too many passengers arrive for a flight? 2. In studying probability they create no difficultyareas out to infinity are often easier. of hitting a particular value x = n becomes zero. parametrically or not.co and a. Problem cover the disk. Continuous probability comes up in at least two ways: (A) An experiment is repeated many times and we take averages. Calculus enters for continuous probability. If the strips are not parallel. the probability is necessarily one: This is a case where infinite limits of integration are natural and unavoidable. They need extra thought. In the continuous case. beyond computing integrals (so this section is harder than average). Find the surface area. the volume of ) But "Gabriel's horn" is It can't enough paint to paint its surface. the probability p. Here are typical questions involving continuous probability and calculus: 4. Are 16 random football players safe on an elevator with capacity 3600 pounds? 6. How conclusive is a 53%47% poll of 2500 voters? 5. Certainly p(x) 2 0. prove that they can't 23 A watermelon (maybe a football) is the result of rotating half of the ellipse x = cos t . and also more interesting.328 8 Applications of the Integral 21 Explain why the surface area is infinite when y = llx is rotated around the x axis (1 6 x < a . Instead of results that exactly equal 1 or 2 or 3. The chance that a random X falls between a and b is found by integrating the density p(x): Roughly speaking.
and the probability is i that X = 1 (heads on the first toss).4 PlobabllHy and Calculus Drug testing and gene identification and market research are major applications. DISCRETE RANDOM VARIABLES A discrete random variable X has a list of possible values..325.. n. EXAMPLE 1 Toss a fair coin until heads come up.6) for e2: EXAMPLE 3 Suppose on average 3 out of 100 passengers with reservations don't show up for a flight.1 tails followed by heads. If the plane holds 98 passengers.: 2" The probability of more than two errors is 1 ...27 = . . Comparing Questions 13 with 46 brings out the relation of discrete to continuousthe differences between them. what is the probability that someone will be bumped! If the passengers come independently to the airport. The outcome X is the number of tosses. The sum of all probabilities is necessarily 1: a. pl. = probability of n errors = 7 e..3. one error.'. and two errors are po. For coin tosses (see below). The probabilities of no errors. Someone is bumped if X = 0 or X = 1: chance of bumping = po + p1 =e + 3e x 4/20..2. use the Poisson model with 2 changed to 3. = (&"this is the chance of n . . For two dice the outcomes are X = 2.. and the parallels.I35 .. from the infinite series (Section 6.. the list is infinite: X = 1. We will soon define the average or expected value or mean of Xthis model has p = 3. X is the number of noshows. It would be impossible to give here a full treatment of probability theory. Frank Morgan's lectures have been a valuable guide. The probability of tails then heads is p2 = The probability that X = n is p. 12.27 .. A reasonable model for the probability of n errorswhen they are random and independentis the Poisson model (pronounced Pwason): p.. The total probability is again 1. EXAMPLE 2 Suppose a student (not you) makes an average of 2 unforced errors per hour exam. and X = n happens with probability pn: There are 98 seats and 100 reservations. and p.. The value of X is 1 or 2 or 3 or .. I believe you will see the point (and the use of calculus) from our examples.3....8. The number of actual errors on the next exam is X = 0 or 1 or 2 or . .. This Poisson model can be derived theoretically or tested experimentally. A continuous variable lies in an interval a < X d b.
. Its integral from 0 to x is F(x) = 1 . But it is completely impractical to work with 601 discrete possibilities. then 200 < X < 800. If X is a score on the SAT. X is between 0 and 1. Suppose the average SAT score is 500.11 Probabilities add to C p. Fig. A new objection is possible. The graph of p(x) is the famous bellshaped curve in Figure 8. It shows the area up to x = 1.1 1 is the graph for a = 1. while the density p(x) extends all the way from . Instead we take X to be a continuous random variable. 8. If X is the fraction of computer owners in a poll of 600 people. falling anywhere in the range X 2 0 or [200. and the standard deviation (defined belowit measures the spread around the average) is 200.. all numbers X 2 0 are possible. To repeat: The probability that a < X < b is the integral of p(x) from a to b. I think the Educational Testing Service counts all scores over 800 as 800. A reasonable model for breakdown time is an exponential random variable. Then the normal distribution of grades has This is the normal (or Gaussian) distribution with mean 500 and standard deviation 200.95: An exponential distribution has p(x) = ae"".. EXAMPLE 5 We now define the most important density function. Continuous density integrates to p(x) d x = 1. Its probability density is p(x) = ae"I4 for 0 < x < GO. Of course the various values of X are not equally probable. = 1.8 Applications o the Integral f CONTINUOUS RANDOM VARIABLES If X is the lifetime of a VCR.a x . The probability that the VCR will eventually break is 1: The probability of breakdown within 12 years (X from 0 to 12) is .12. You may object that the SAT score is a whole number and the fraction of computer owners must be 0 or 11600 or 21600 or .e .a0 to m.. EXAMPLE 4 The average lifetime of a VCR is 4 years. The actual scores are between 200 and 800. Figure 8. The fraction of such scores is pretty smallin fact the normal distribution gives .800] or 0 < X < 1.
co and x. Thus 68% of the outcomes are less than one deviation a away from the center p. But there is nothing the matter with that! The integral is called the "error function. They are the mean value (in this case p = 500) and the standard deviation (in this case a = 200). AND STANDARD DEVIATION In Example 1. to co is exactly Notice that the normal distribution involves two parameters.co to. fi P(X) = a & .e"'I2.68. We need numerical integration.12 The normal distribution (bellshaped curve) and its cumulative density F(x). The axes are labeled to show the standard case p = 0.84 .co covers all outcomes. = p3 = Q. This integral from .l6 at p . Regrettably. The integral of eX212 from . e"' has no elementary antiderivative. With 95% confidence X is less than two deviations from the mean.4 Probabilily and Calculus Fig.421202 becomes p(x) = . We now give a name to the integral of p(x).a and near . Figure 8. The width of the graph is governed by the second parameter awhich stretches the x axis and shrinks the y axis (leaving total area equal to 1).20 and p + 20.. Those numbers mu and sigma are often given the "normalized" values p = 0 and a = 1: fi.. (7) F(x) accumulates the probabilities given by p(x). so dF/dx = p(x). Note that a = 200 is not the precise value for the SAT! + MEAN. The total probability is F(co) = 1. 8. The chance of falling in between is .8. L Jz." and special tables give its value to great accuracy. The middle point x = p has F = ). Only one sample in 20 is further out (less than one in 40 on each side). By symmetry there is a 5050 chance of an outcome below the mean. = l(pl) + 2(p2)+ 3(p3)+ . To find p.(x . p.. Moving out to p .co Then division by keeps j p(x) dx = 1. VARIANCE. X was the number of coin tosses until the appearance of heads. The cumulative density F(x) is near ..a . a = 1 and also the graph for any other p and a. multiply outcomes by probabilities and add: a.. The limits will be .12b shows the integral of the bellshaped normal distribution. 95% of the area is in between.16 = . where symmetry guarantees that the builtin number p is the mean. The bellshaped graph of p is symmetric around the middle point x = p. . The f probabilities were p1 = $. What is the average number o tosses? We now find the "mean" p of any distribution p(x)not only the normal distribution. so the integral F(x) measures the probability that a random sample is below x: Prob {X < x] = r "_. (8) . p(x) dx = cumulative density function F(x)..... p = mean = np.84 at p a.
The variance 02 is the expected .p = 3 thinks no. 95% of them would be within + 2 of the mean. In the VCR model.p) is at p = f .P ) p ~ n o2 = (discrete) 5" (x . where o = The table shows p and o2 for important probability distributions. Please do the experiment 10 times. the Poisson probabilities are pn = Anevn! Check that the formula p = X np. and in the normal distribution that measured the "width" of the curve. xp(x) dx a2= C (n . Suppose we only ask one person. 1/a2 l/a . 8E The mean p is the expected value of X. The variance is o2 = p(l . integration by parts gives a mean breakdown time of p = 4 years: Together with the mean we introduce the variance. When the average is A = 2 quiz errors or 3. Model P1 =P. At least they have company. When the fraction p is near one or near zero. This series adds up (in Section 10. When a 2 was 2002. the expected value of X is p = p = f. = 3 noshows. When a teacher announces an average grade of 72.8 Applications of the Integral The average number of tosses is l ( f ) 2($) 3(i) + ..P Poisson p. the sum p = X np. does give 3. It is always written 02. changes to p = j xp(x) dx. 4. A fraction p = f of the population thinks yes.p. EXAMPLE 6 (Yesno poll. If the testing service changed to o2 = 12. the remaining fraction 1 .p) = 6: a=O(3)+l(f)=' 3 and 02=(Of~(~)+(1f)2(f)=$. I am almost certain that the average will be near 2.P) 1 Application yesno random occurrence waiting time distribution around mean 3.P ) ~Multiply outcome times probability and add: a = C npn p = j"O. the variance should also be announcedif it is big then those with 60 can relax. as the mean: + + For continuous probability."eA/n! Exponential p(x) = ae"" Mean P 1 " Variance ~ ( . value of (X ./2/9. = E. one person asked) The probabilities are p and 1 . Po= 1 . the spread is smallerand one person is more likely to give the right answer for everybody.~ ) ~ p (dx ) (continuous) x The standard deviation (written o) is the square root of 02. If X = 1 for yes and X = 0 for no. The maximum of o2 = p(l .. We multiply outcome x by probability p(x) and integrate.1) to p = 2.mean)2 = (X . SAT scores spread out pretty far. The standard deviation is o = .the scores would be a disaster.
the unknown mean p = p of the whole population is between 51% and 55%. the poll would have had only a . * Remark 2 The New York Times has better mathematicians than the Globe. The error margin on each side of a poll is amazingly simple. This p~11 is conclusive. The key idea is to repeat an experiment many timespoll many voters. . N = average outcome. Remark 1 The Boston Globe doesn't understand the Law of Averages. the probabilities for R move toward the normal bellshaped curve. Therefore a l p for 2500 voters is no larger than +/. In the Law of Averages. It can happen. That is the reason for the poll. Therefore with 95% confidence. The result of the poll was R = 53%." EXAMPLE 8 Football players at Caltech (if any) have average weight p = 210 pounds and standard deviation a = 30 pounds.645 voters was printed with the following explanation. I quote from September 1988: "What would happen if a giant Red Sox slump arrived? What would happen if the fabled Law of Averages came into play.0013 chance of reaching 53%. and the average from N experiments is R. Is a 53%47% outcome conclusive? The fraction p of "yes" voters in the whole population is not known. "In theory. It is called "X bar": 8 =XI + X. = not known. + . it is always I/*. reversing all those can't miss decisions during the winning streak?" They think the Law of Averages evens everything up. With 95% confidence. Each independent experiment produces an outcome X. favoring heads after a series of tails. If the true mean had been p = 50%.. Are N = 16 players safe on an elevator with capacity 3600 pounds? 16 times 210 is 3360. It is amazing how much information that gives about the average 8 : No matter what the probabilities for X. "almost sure" means that the chance of R not approaching p is zero. + X . Two days after Bush defeated Dukakis./%. The standard deviation is close to a / f i when the experiment is repeated N times. in 19 cases out of 20 [there is 95%] the results should differ by no more than one percentage point [there is 1 / a ] from what would have been obtained by seeking out all voters in the United States.. which is 1%. EXAMPLE 7 Yesno poll of N = 2500 voters. or play considerable poker. All we know about p(x) is its mean p and variance a2.4 ProbabllHy and Calculus T E LAW OF A E A E AND T E C N R L LIMIT THEOREM H VRGS H ETA We come to the center of probability theory (without intending to give proofs). this sample is within two standard deviations (here 2%) of its mean. their poll of N = 11. but it won't. or toss many dice. See Problem 20.8. but for one voter this is / is also never more than (when p = f). The deviation a = .
what is the probability of an outcome X < 4? What are the probabilities of X = 4 and X > 4? The Poisson distribution with mean j. Modern dice are made to compensate for that. Here R is normal. The variance. find the probability that X 3 2 and the approximate probability that 1 < X < 1. The faces with 5 or 6 indentations were lighter than the others. Its square root a is the r . p.e" not acceptable? *4 If p. the mean for one voter is p = O(3)+ l(3) = Y . and a little more likely to come up. Its I curve. Since 16 times 225 is 3600..a is p. Its mean is w and its variance is x . They came up in 33. 5 " In a yesno poll when the voters are 5050. The exponential distribution has p(x) = e" or 2e2" or i . = (i)". This is an example where 98% is not good enoughI wouldn't get on.. The standard Gaussian (or k ) distribution has G p ( x ) = e'*I2. what is the density p(x) and the cumulative density F(x)? ?Joe DiMaggio's 56game hitting streak was much more improbableI the most exceptional record in major sports.. The mean (or expected value) in the continuous case and p = Z np. is p in the continuous case and a 2 = Z q in the a2 = discrete case. The calculus. 7 If you choose x completely at random between 0 and z.8 Applications of the Integral The average weight is approximately a normal random variable with ji = 210 and 5 = 3 0 / p = 3014. ~ ) ~+ (1 . Thus = . = (i)". p3 = &. in is p = S f the g . The Central Limit Theorem says that the distribution for 8 approaches v . If X is the t of N samples from any population with mean p and variance a2.01. think it is statistically .byless than 26.306 times and counted the 5's and 6's. For fair dice.3377 differs from . function. For a poll with N = 100. The normal distribution has p(x) = s .t So the dice were unfair.3333 by more than 55. = $. 1 6 If p(x) = C/x3 is a probability density for x 2 1. the Law of Averages says that X will approach u . a statistician would have 98O/0 confidence that the elevator is safe. The function p(x) is the probability chance that a random variable falls between a and b is c . = 1 comes from the i series. F is the n density o . The variance is (0 .000. The total probability is p(x) dx = d . There is a 95% chance that 8 (the fraction saying yes) will be between B and c .2x . The sum C p. A . There is only a 2% chance that 8 is above ji + 25 = 225 (see Figure 8.p)2pl = z .of 5's and 6's.2x not an acceptable probability density ? for x 2 O Why is p(x) = 4e.. (For Poisson probabilities that is false. there is a 95% chance that 8 will differ from f. 2 With the same p. show that the probability P that X is a prime number satisfies 6116 < P < 7116.77% of the 315. m/ 8. The standard deviation of 8 is 6=ajfi = J315672 z 00084.) But . but Weldon never tried again. = h . a probability uses b .4 EXERCISES Readthrough questions Discrete probability uses counting. is the probability that X is what odd? Why is p.F(x) is about which is the chance that X is between x and x + dx. Were the dice fair? The variance in each roll is a2= p(1. The difference F(x + dx) . The chance that the graph is the wellknown variable falls below x is F(x) = m . . 5 If p(x) = e" for x 2 0. has p.672 separate rolls.p) = 219. = e .12bweights below the mean are no problem on an elevator). 1 If p1 = 3.3377 instead of the expected fraction p = f. which measures the spread around p. In the discrete case C p. The chance of falling 5 standard deviations away from the mean is only about 1 in 10. find the constant C and the probability that X < 2. = (4)" an impossible set of probabilities? What multiple c(4)" is possible? 3 Why is p(x) = e. EXAMPLE 9 (The famous Weldon Dice) Weldon threw 12 dice 26.
by substituting Y: =  What is the area between p ..p2. In terms of F.p2 to find cr2 for the uniform distribution:p(x) = 1 for 0 < x < 1. 12. fraction after 2N tosses is 21 Show that the area between p and p + a under the bellshaped curve is a fixed number (near 1/3). 13..p2 = 113. The expected . 33 Grades have a normal distribution with mean 70 and standard deviation 10. N voters give the "binomial distribution.2xp + p 2 ) ~ ( xdx ) =j = xZp(x)dx .)+ (p2+p3+p4+ " ' ) + ( ~ 3 + P 4 + P 5 + )+ .29 In a poll of 900 Americans. What is the probability of waiting longer than 10 minutes? 18 You make a 3minute telephone call. If 300 students take the test and passing is 55. If the average number of noshows is 2.12b. 4. (Supernovas actually occurred in 1054 (Crab Nebula).) What passing grade will fail 1/10 of the .." is right and all others are wrong? (b) Show that the probability P1 of exactly one winner is also close to lle. (a) What is the chance that the first person fails? (b) What is the chance Po that they all fail? (c) Explain why Po is approximately lle. 1604. What is the probability that the luggage for 64 passengers exceeds 2000 pounds? How does the answer change for 256 passengers and 8000 pounds? 35 A thousand people try independently to guess a number between 1 and 1000. You can have 95% confidence that your bulb will fail between and hours.p1 = 113. Use Z (n . what is the Poisson probability that someone will be bumped? 17 The waiting time for a bus has probability density (l/lO)exllO. What is the probability that you will be alive for the next one? Use a Poisson model with R = . 4. Will heads or tails be more likely on the next toss? (b) The fraction of heads after N tosses is a. .1. What range can you give with 95% confidence for the percentage of peaceful Americans? 30 Sketch rough graphs of p(x) for the fraction x of heads in 4 tosses of a fair coin. 23 Explain the last step in this reorganization of the formula for a 2: a 2 = 1(X. If the waiting time for the next incoming call has p(x) = e". what is the chance that a random sample lies between a and b? 16 CanDo Airlines books 100 passengers when their plane only holds 98.with p = 10 minutes. how many are expected to fail? (Estimate from Figure 8. 30 are in favor of war.4 Pmbabilily and Calculus 335 In 813 find the mean value p = E npn or p = j xp(x) dx.. 36 (a) In Problem 35. explain why Find p and a2. The mean value is 3.p)2pnand also Z n2Pn. and 1987. and in 16 tosses.) 20 (a) A fair coin comes up heads 10 times in a row.a. find the average number p of coin tosses by writing p.8. 25 Find a2if po = 113. 12 p(x) = e" (integrate by parts) 13 p(x) = ae"" (integrate by parts) 14 Show by substitution that 24 Use (x .10) to find a 2 for the exponential distribution p(x) = 2e2x for x 2 0.class? 34 The average weight of luggage is p = 30 pounds with deviation a = 8 pounds.a and p? The area outside (p . (c) Guess the probability Pnof n winners (fishy question). What is p? What is the probability of no accident in the next four years? 28 With p = 3. 31 A judge tosses a coin 2500 times.as (pl+p2+p3+ .. what is the prob ability that your phone will be busy? 19 Supernovas are expected about every 100 years. But the future distribution doesn't depend on the date of the last one. what is the chance that the first person 15 Find the cumulative probability F (the integral of p) in Problems 11. 27 The waiting time to your next car accident has probability density p(x) = 3e"I2. 1572. . p + a)? 22 For a yesno poll of two voters. 26 Use Problem 23 and integration by parts (equation 7.+2p2+3p3+ .p)'p(x) dx and also 1x2p(x)dx .O1 and estimate your lifetime.p)lp(x) dx = 1(x2.2p j xp(x) dx + p2 j p(x) dx x2p(x) dx . which has mean 3. How many heads does it take to prove with 95% confidence that the coin is unfair? 32 Longlife bulbs shine an average of 2000 hours with standard deviation 150 hours. This is like a lottery.p2.
xn  x m. The third step is to evaluate the integrals. 8. The figure has masses 1. The total mass is the sum of the masses. Its distribution is given by a density function p (Greek rho). 2. = (mass of piece)/(length of piece) = AmlAx. Their sum is the total mass or total force.(xn . The masses act like a single mass at 2. Fig. times x. The second step is to move from sums to integrals (discrete to continuous. 3. 3. For that we can use substitution or integration by parts or tables or a computer.u. The masses on the left of 2 = 4 will offset the mass on the right. when mass is spread out along the line.Ax becomes total mass M = j p(x) dx. and leave the children where they are. The total mass is 6. Figure 8.336 8 Applications of the Integral 8. The moments add to zero by equation (1): moment around new axis = x m.2)= 1 m. we recover the total mass: C p. The first step (hardest step?) is to get the physical quantities straight. The total moment is the sum of m.7. .13 shows the onedimensional case: masses along the x axis. Turn now to the continuous case.2 = 0.13 The center of mass is at 2 =(total moment)/(total mass) =average distance.2. Em.  total moment totalmass If all masses are moved to 2. Then the balance point is at 2 = M. The limit of (small mass)/(small length) is the density p(x). Then M = pL = density times length. the total moment (6 times 4) is still 24. the balance point is the center of gravity 2also called the center o mass: f + DEFINITION x=  1m. The new idea is that of momentswhen the mass or force is multiplied by a distance: moment of mass around the y axis = mx = (mass) times (distance to axis). (2) When the mass is spread evenly. Also: If we move the axis to 2. If the masses are children on a seesaw. Each piece of length Ax has an average density p." in which the mass is spread out instead of lumped.5 Masses and Moments This chapter concludes with two sections related to engineering and physics. this approaches dmldxthe density at the point. The total mass is the sum of the m's. The masses have moments 1 and 9 and 14 (since mx is 2 times 7). p is constant. ./M = 2416 = 4. the seesaw balances. By now we hardly stop to think about italthough this is the key idea of integral calculus. lumped to distributed). Reason: The distances to the new axis are x. The "lever arms" or "moment arms" are the distances x = 1. (negative on the other side of x = 0). The total moment is 1 + 9 14 = 24. and the sum changes to an integral. times 2. As the pieces get shorter. Integrating that derivative p = dmldx. Then comes the "continuous case. The moment equals the mass C m. Each application starts with a finite number of masses or forces.
the distance is y and the moment is M. These "double integrals" are for the future (Section 14. I I EXAMPLE 1 With constant density p from 0 to L.5 xp(x) dx center of mass 2 = .1). the moment is 1." = 1. It is halfway along.14): mass M = area of plate moment My = J (distance x) (length of vertical strip) dx moment M. = (6) (7) 5 (height y) (length of horizontal strip) dy.~ ) ~ p (dx )is the variance. Dividing by the total mass M gives "average distance": moment . y. p(x) dx is multiplied by x and we integrate: total moment around y axis = My = xp(x) dx.e"1. MASSES AND MOMENTS IN TWO DIMENSIONS Instead of placing masses along the x axis. The moment x xp(x) dx is like the mean xp(x) dx. Please notice that the x's go into the moment Mybecause the x coordinate gives the distance from the y axis! Around the x axis.8..5 Masses and Moments The moment formula is similar." and J. Mathematics keeps hammering away at the same basic ideas! The only difference is that the total probability is always 1. Around the . In the continuous limit." xe" dx = [xe" . The total mass is JJ p(x.. you will notice how the formulas match up. and 2 is 1: =1 I. The moment The center of mass is 2 = My/M= L/2. To compute its mass and moments. y axis M.) in the plane." e" dx = [e"1. made of material with constant density (say p = 1).mass M J p(x) dx ' (4) Remark If you studied Section 8. when the density is p = mass per unit area. the moment is mass p. Now there are two moments to consider. but in probability we didn't notice the division by p(x) dx = 1.). suppose m.. is at the point (x. The moment of inertia (x . the mass is M = pL. (8) . The mass p(x) dx is like the total probability p(x) dx. . j) at which everything balances: In the continuous case these sums become twodimensional integrals. I (3) Moment is mass times distance.My . The center of mass is the point (2.Here we consider the most important case: p = constant. Similarly m is at (x.. The mean really corresponds to the center of mass 2. Think of a thin plate.Ax multiplied by distance xand we add. = C mnxnand around the x axis M. = C m yn. EXAMPLE 2 With density e" the mass is 1.4 on probability. For each piece. the plate is cut into strips (Figure 8. y. y) dx dy.
Find M. That distance is x. 16 The "center of mass" has 2 = M. (4 . Notice that I. the distance is x../M = 213 and j = M. and the horizontal strips go out to x = f (4 .. for the halfcircle below x2 + y2 = r2. Around the origin.J).x2]. In the continuous case we integrate.14 Plates cut into strips to compute masses and moments and centroids. and Io=Er. With p = 1 these terms all refer to the same balance point (2.2x. My. The mass equals the area because p = 1.Applications o the Integral f Fig. = Jj x2p(x. y) dx dy. or x times length times dxand the integral accounts for all strips. EXAMPLE 3 A plate has sides x = 0 and y = 0 and y = 4 .y): moment M. This is the centroid of the triangle (and also the "center of gravity"). we again keep together the points on a strip.2x) dx = [4x .2x1 dx = 2x2 . My= 0 because the region is symmetricFigure 8. This is less than f r because the bottom of the semicircle is wider than the top. The plate will not tip over. = I. Similarly the xmoment of a horizontal strip is y times strip length times dy.14 balances on the y axis. Around the y axis. M. it is r: I y = E x i m n and I.2x./M = 4r/3n.=Jb yj(4y)dy=[y26Y3]o=i. The moment of inertia around the y axis is I. With a constant density p = 1. 8. For moments. MOMENT OF INERTIA The moment of inertia comes from multiplying each mass by the square of its distance from the axis. + I./M = 413. mass M = area = 1..x3 [ 1:. On a horizontal strip they share y: I. = j (y2)(horizontal strip length) dy. EXAMPLE 4 Find My and M. The vertical strips go up to y = 4 . because xi + yi = r:. = 4.=Eyim. = 1 1 moment M. = Io2 x(4 . y dx = 5. In the xmoment we integrate y times the length of a horizontal strip (notice the factor 2): Divide by the mass (the area :nr2) to find the height of the centroid: j = M. . all points in a vertical strip are the same distance from the y axis.mn. if it rests on that point. The moment is x times area. = (x2)(vertical strip length) dx and 1 I. On a vertical strip they share the same x.
turning is easier because I is smaller: I.. Important fact: v = wr for a rolling cylinder or ball of radius r..5 Masses and Moments In engineering and physics. so a push further out is more effective. w2. MOMENT OF INERTIA EXPERIMENT Experiment: Roll a solid cylinder (a coin). Question 1 What is the order of finish? Record your prediction Jirst! Question 2 Does size make a difference if shape and density are the same? Find formulas for the velocity v and the finish time T. the key is that potential energy plus kinetic energy is practically constant. Since her rotational energy i I o w 2 does not change. x2 dx = i~~ I... To see the physics. The distance x from the end of the rod goes from 0 to L. I measures unwillingness to change rotation. a solid ball (a marble). decreases. x2 Fig. w increases as I.L/2 to L/2.8. Rolling balls beat cylinders.. Around the center. Then she spins faster. If the mass is m and the vertical drop is h. She stays close to the axis of rotation (r is small). = f!'i_'ti2dx = & L ~ . )~ (9) The angular velocity is w (radians per second). it is rotation that leads to the moment of inertia. replace Newton's law F = ma = m dv/dt by its rotational form: T = I dwldt. The energy at the bottom from (all kinetic) has two parts: $mv2 from movement along the plane plus +la2 turning. by putting her arms up instead of out. a hollow cylinder (a ring). Objects that fall together from the tower don't roll together down the table. Look at the energy of a mass m going around a circle of radius r. Where F makes the mass move. It has I. kinetic energy = f mv2 = + m ( r ~= f I.. The speed is v = rw (meters per second). Another example: It takes force to turn a revolving door. the energy at the top (all potential) is mgh. the torque T makes it turn. it takes torque. . = mr2. Galileo dropped things from the Leaning Towerthis experiment requires a Leaning Table. Energy loss from rolling friction is very small. More correctly. Where m measures unwillingness to change speed.15 Moment of inertia for rod and propeller. 8. The force is multiplied by distance from the turning axis: T = Fx. The distance from the center goes from . = 1. EXAMPLE 5 Find the moment of inertia of a rod about (a) its end and (b) its center. Question 3 Does density make a difference if size and shape are the same? Question 4 To compute v. An ice skater reduces I.. and a hollow ball (not a pingpong ball) down a slope.
. O). and (1. The center of mass is at 2 = c . I). then M = J y(x) dx and M y = J 0 dx. y = 0. = a3b/3.m2=4atx2=2 2 m = 3 at x = 0 . = b .y = x A mass m at a distance x from the axis has moment of inertia I = t . at the points (x. The total moment around x = 0 is M . The torque T is w times x . x = 0 = 2 . j) inside i 11 y = d m . y = 0 (halfring). A hollow cylinder has J = 1. should decide the race. y = 0 (quartercircle) 12 y = x. 17 Rectangle bounded I.. y = f a : I . So the hollow cylinder should theoretically come in last. Call it J and solve (11 ) for v2: 2gh v2 = (smaller J means larger velocity).. In a plane. for different shapes and sizes. the moments M y and M. curves 1116. (a. 0). the total mass is M = a . = 1 at (1. Your experiment will show how close this comes to the measured time. and the center of mass 2 = M y / M . 1) 9 p = 7 in the square O < x < 1. This point is the s . The center of mass has X = I and j = m .8 Applications of the Integral Equate energies and set c. because it is a factor in both I and mso it cancels in J = I/mr2. m2 = 4 at (0. with masses m. The center of mass is at (X. 0). Verify these engineering formulas for I. y. b). The total moment is the same if the whole mass M is placed at i . Problems 3537 find the other three J's. (0. For a plate with p = 1 and strips of height y(x). x2 + y2 = 4. = q . the moment around the y axis is k . y) = (1. around x = 0. Apparently the density doesn't matter. where the plate balances. = ~4112. 2. the integrals from 0 to L give M = 9 and j xp(x) dx = h and 2 = i . = v . 5 p = l forO<x<l. ~ ~ + ~(ring) 4 ~ = 16 x2 + y2 = 1. 6 3p=lfor l<x<3 18 Square bounded by x = . 10 p = 3 in the triangle with vertices (0. 0).y = 0. x = $a. j). x = 0 (infinite dagger) 14 y = x2.p=2for 1 < x < 2 6 p = s i n xfor O < x < n Find the mass M. = na4/4. y = 0.y = 0. (lens) 15 x 2 + y 2 = 1 . y = b: 1 ml=2atx. y (triangle) 13 y = eP2". 8. A rod with p = 1 from x = a to x = b has I y = u .=1. the mass distribution is given by the d p(x). = a4/12. the mass M equals the n . j ) = r .. If the plate is divided into vertical strips of height y(x). with p = 1: Compute the mass M along the x axis. For a square plate 0 < x. y = +a. this becomes I.. which is the largest possibleall its mass is at the full distance r from the axis. x = a.+a. With p = x. O < y < 1. by x = 0. the moment M. Problem 40 finds the time T by integration. This experiment was developed by Daniel Drucker.o = vlr: The ratio I/mr2 is critical. For a plate with density p = 1.). The total mass is M = e and the center of mass is at 2 = f . Find the area M and the centroid ( .5 EXERCISES Readthrough questions If masses m. 20 Disk of radius a centered at x = y = 0: I. the mass is M = P and the moment around the y axis is M. y < L. are at distances x.x. 7 Unit masses at (x. and (0. 1. 19 Triangle bounded by x = 0. x + y = a: I. In the continuous case. and the center of mass (2. . 1) 8 m. l+J The order of J's.
Show that I=IY + (area)(c ). (r 2 )(2x rdr)/ I .) Questions 3542 come from the moment of inertia experiment. Show that the bottom is reached polar (y = h) at time T = 2 •/c sin o.when the whole mass is turning at radius F. Expand (x .39 finds J = 3 Sfo sin' do = for a hollow ball. This is the parallel axis theorem: I is smallest 2 341 29 The surface area of a sphere is A = 4n when r = 1. Integrate to find y(t). Revolve a disk of radius a whose center is at height y = b > a. 10.. . (b) The center of mass is always at the centroid. (The rotational energy 11 0 2 equals 0 2 MF o2. 36 Problem 14. Around the origin the torque from gravity is the force mg times the distance x. This equals g times the mx. equation (12) gives the velocity along the plane: v2 = 2gy/(1 + J). 2.40 finds J = 2/5 for a solid ball. 1o 41 What is the theoretical ratio of the four finishing times? 42 True or false: (a) Basketballs roll downhill faster than baseballs.4. 22 A region has x = 0 if My = J x(height of strip) dx = 0. Thus v = cy 1 / 2 for c = . 0). 2 With p = 7 find M and I and J = I/Mr . So A = 27ryL leads to j = for the semicircular wire in Problem 27. Verify his formula for a horizontal wire along y = 3 (x = 0 to x = L) and a vertical wire (y = 1 to y = L + 1). In the first step the solid was cut into 4 ( 2r 2y 25 Use this theorem of Pappus to find the volume of a torus. with angular velocities o. The moment of inertia about any other axis x = c is I= J (x c) 2 (height of strip) dx. 28 A second theorem of Pappus gives A = 27ryL as the surface area when a wire of length L is rotated around the x axis. The four rolling objects finish in the order 38 By varying the density of the ball how could you make it roll faster than any of these shapes? 39 Answer Question 2 about the experiment. Show that dI/dt = 0 when t = x. What is the moment of inertia around the sun? What is the rotational energy? What is the torque provided by the sun? 34 The disk x 2 y a2 has Io = So r2 2nr dr = ½ra4 . . around the balancing axis c = 0. (d) The center of mass of a high jumper goes over the bar (on successful jumps). what is their torque? 33 The solar system has nine masses m. when a region of area M is revolved around the x axis.8.. 27 Find Mx and My for a thin wire along the semicircle y= x 2. The solid cylinder has mass M = S 2xxlp dx and I= fo x 2 2xxlp dx. Take p = 1 so M = length = r. 35 A solid cylinder of radius r is assembled from hollow cylinders of length 1.t) 2 p(x) dx.t) 2 and I into three terms.5 Masses and Moments 21 The moment of inertia around the point x = t of a rod with density p(x) is I = J (x . The vertical velocity is dy/dt = v sin ci: dy/dt=cy / 2 26 Rotate the triangle of Example 3 around the x axis and find the volume of the resulting conefirst from V = 2rjyM.4. radius x. in Problem 20? Find the radius of gyration Fr= . length L sin t and J y 1/2dy = c sin a dt. 23 (With thanks to Trivial Pursuit) In what state is the center of gravity of the United Statesthe "geographical center" or centroid? 24 Pappus (an ancient Greek) noticed that the volume is V = S 2ry(strip width) dy = 27tMx = 2nyM 32 If ten equal forces F are alternately down and up at x = 1.. 40 For a vertical drop of y. 2 second from 7rxr h. Why is this different from I.1/M.. The moment of inertia is smallest around the center of mass. (c) By putting your arms up you reduce Ix and I. 30 Rotating y = mx around the x axis between x = 0 and x = 1 produces the surface area A = 31 Put a mass m at the point (x. and volume (2xx)(l)(dx). at distances r. It is less than J for a solid cylinder because the mass of the ball is more concentrated near 37 Problem 14.
when it is lifted 20 feet. the spring rests comfortably. we add up small pieces of work F d x over short distances: W = Fx (constantforce) W = J F(x) dx (changingforce). the work increases with the square of x : F=kx and w=J. For compression x and F are negative. work = increase in potential: This is absolutely beautiful. the work is 2000 footpounds. The basic formula is W = F x . The integral f v(t) dt adds up small multiplications over short times. (1) In metric units the force is measured in Newtons and the distance in meters.kxdx=:kx2. It is a changing velocity that requires calculus. Please note that W does not equal kx times x! That is the whole point of variable force (change F x to F(x) dx). The force is proportional to the stretching distance x . The work is i k x 2 = i 20 1' = 10 footpounds. Actually it gets lighter (we study gravity below). our total . The change in energy equals the work. For a changing force. This is compression not stretching: x = . For velocity it was natural to use the letter t . EXAMPLE 1 Suppose a force of F = 20 pounds stretches a spring 1 foot. If the car is rolling forward and you are pushing backward. The work is W = 600 footpounds.10 pounds. The suitcase doesn't get heavier as we go upit only seems that way. which needs more force as x increases. If your force is only 80 pounds and the car doesn't move. It feels no strain and has no energy. The potential V is the indefinite integral. The work W is the definite integral. the work is zero. The independent variable could be t or x . (b) Find W. (a) Find k. Compressing the same spring through the same distance requires the same work. the work is 2000 footpounds.342 8 Applications of the Integral 8. The unit of work is a Newtonmeter (a joule). The potential energy of the suitcase increases by 600 footpounds. Here x is the height of the suitcase or the extension of the spring. In the second case we stretch a spring. and Energy Chapter 1 introduced derivatives df /dt and df / d x . In the first case we lift a suitcase weighing F = 30 pounds up x = 20 feet of stairs. With a force of 100 pounds on a car that moves 20 feet. In these examples the force is constant. 5 May I add another important quantity from physics? It comes from looking at the situation from the viewpoint of the spring. The 600 footpounds for an American suitcase would have been about 800 joules in France. In moving from x = a to x = b. This section is about two important physical quantitiesforce and workfor which x is the right choice. The elastic constant is k = Flx = 20 pounds per foot. Tension or compression gives it potential energy. When v is constant. But the work W = f kx2 is still positive. Starting from x = 0.foot. In its natural position. More stretching or more compression means more energy. (c) Find x when F = .6 Force. Hooke's law says that F(x) = kx. W = F x is completely parallel to f = vt. Work. we only need multiplication. Work equalsforce times distance moved (distance in the direction of F ). If we carry the suitcase up the stairs and back down. Write V ( x ) for the potential energy.
The serious difference comes when the suitcase is carried to x = co. The change in V is W = GMmlx. oscillating spring.16 Stretched spring.3k(1)2. and the potential is the indefinite integral: Usually C = 0. V is the indefinite integral of F. again we have done no work. Electrical engineers and physicists use the minus sign.GMm/x2 An engine pushes a rocket forward. Gravity pulls it back.dV/dx Those lines say the same thing.1 and x = 1. The fundamental theorem of calculus is also fundamental to physics: force exerted on spring: F = dV/dx (34 (3b) force exerted by spring: F = . The constant cancels. A common choice is V= 0 at x = 0. We may feel tired. Sometimes V = 0 at x = oo (for gravity). . Note the change to capital letters and the change to x. EXAMPLE 2 Newton's law of gravitation (inverse square law): force to overcome gravity = GMm/x2 force exerted by gravity = . we have to choose C. . Electric fields can be "grounded" at any point. The correct potential is not simply $kx2. (3a) and (3b) are a warning that the sign of F depends on the point of view. To compute a change in potential. we don't need C. v=/ GMm 0 . suitcase 20 feet up. It is one of the ironies of fate that F = V'. moon of mass in. not just the multiplication 30 times 20. and Energy work is zero. According to (2). With constant force that requires infinite work. which makes the potential zero at x = co. They include an arbitrary constant C. But an extension from x = 1 to x = 3 requires work: W = change in V = 3k(3)2. and ending with the spring extended one foot. x changed by 20 feet. The mass of the rocket or satellite or suitcase is m. Remark When carrying the suitcase upstairs. the potential is determined at all other points. it is i k x 2 + C. the other is the "restoring force" pulling back.6 Force.r 9: A mx" k. . but the trip down should have given back our energy. (It was in the suitcase. HEork. The weight was regarded as constantwhich it nearly is.8. With the correct (decreasing) force. while distance and velocity have those letters reversed: v =f '.) Starting with a spring that is compressed one foot. Therefore F(x) is the derivative of V(x).v Motion f = Fig. In mechanics the plus sign is more common. The gravitational constant is G and the Earth's mass is M. But to determine V itself. 8. the work equals V at infinity (which is zero) minus V at the pickup point x. But an exact calculation of work uses the integral of F(x). V = f kx2 is the same for x = . There is another connection between the potential V and the force F. By fixing V = 0 at one point. One is our force pulling on the spring. Indefinite integrals like V come with a property that we know well.
and gravity still acts on the suitcase. engineers spend a billion dollars a year computing the solution. exactly as in Chapter 1 (where the mass was the shadow of a circling ball).. until it hits the bottom of the stairs. potential energy is lost. . There m = m. the total energy +mu2+ V (kinetic plus potential) is constant: This is the law of conservation of energy. The equation of motion is the statement that the rate of change of energy is zero (and we cancel v = dxldt): That is F = ma in disguise. It is simple harmonic motion. What happens as the suitcase falls? From x = a at the top of the stairs to x = b at the bottom. Eventually all energy is potentialwhen the mass reaches the other extreme. d dt (5) Here we stay with Newton. and is not needed for suitcases. the solution x = cos f i t will be found in this book.mv2(a). EXAMPLE 3 Attach a mass m to the end of a stretched spring and let go. Suppose you release the spring or drop the suitcase. as we see from integrating Newton's law: dv dv dx force F = m .= m . At x = 0 the change to kinetic energy is complete: the original i k x 2 has become . 2 2 This same force F is given by . Beyond x = 0 the potential energy increases. Time enters the problem. That correction comes from the theory of relativity.dV/dx. Exercise 21 follows goes to infinity Einstein. the speed of light. either through Newton's law or Einstein's: dv (Newton) F = ma = m dt (Einstein) F = . But kinetic energy imv2 is gained. the force reverses sign and pulls back.= m u dt dx dt work dv dx jab F dx = lab $ mv 1 1 dx = . and pretend the mass is constant. and kinetic energy is lost. The potential energy of the suitcase is converted to kinetic energy. But the internal force still acts on the spring.8 Applications of the Integral KINETIC ENERGY This optional paragraph carries the physics one step further. For more complicated structures./ as v approaches c.. The external force changes to F = 0. The spring's energy V = i k x 2 is gradually converted to kinetic energy of the mass. The total energy is conserved. So the work is also the change in V: Since (6) = (7). the mass increases with velocity. For a spring.(mu).mv2(b).mu2. They both start moving.
and narrowing the strips so that Ah + 0.62 lb/ft3 .17).17 Water tank and dam: length of side strip = 1. 345 because the depth h is constant. We choose c to give 1= 50 when h = 20. Down the side wall. We divide the side into horizontal strips of thickness Ah. That is not the case for pressure.area of layer = A.the force is in Newtons. Here p and F are computed by multiplication. So substitute 1= 60 . The area at depth h is A(h). Suppose a water tank or swimming pool has constant depth h (in meters or feet). The work to empty the whole tank is the integral: W = f whA(h) dh.8). Adding those forces. the pressure is w times h. F is in pounds. The force is wh times the base area A: F = whA (pounds or Newtons) p = F/A = wh (lb/ft2 or N/m 2 ). The total force is the integral of whl.17. Then 50 = 60 + c(20) yields c=. Imagine lifting out one layer of water at a time. 8. On the base. With distance in meters and w = 9800 N/m3. The work to lift it to the top is its weight times the distance h.6 Force. The area of a strip is 1(h) Ah. The main problem is to find I at an inbetween depth h. Note that (weightdensity w) = (massdensity p) times (g) = (1000)(9. (10) Thus pressure is force per unit area. The layer weighs wA(h) Ah. The pressure wh is nearly constant on the stripthe depth only changes by Ah. The water has weightdensity w % 9800 N/m3 . h varies and we need calculus. These SI units were chosen to make the density of water at O0C exactly p = 1000 kg/m 3 .½h: F= fo0 wh(60  h) dh = [30wh2 . the total force approaches an integral: totalforce F= f whl(h) dh (11) 1•= 60 Ah ngth I = 2 nr l(h) 1= 50 h = 20 area A =r esIlre = wh p 2 Fig. The pressure on the side is still whthe same in all directions. and Energy PRESSURE AND HYDROSTATIC FORCE Our forces have been concentrated at a single points. EXAMPLE 5 Find the work to pump water out of a tank. (12) . With straight sides the relation is linear: 1= 60 + ch. or whA(h) Ah. With distance in feet and w = 62 lb/ft3 .t(8000w).8. Pressure is proportional to depth (as divers know).1.wh3] o = 12000w . The force on the strip is AF = whlAh. The side length is 1= 60 when h = 0. Geometry gives the length 1(h) at depth h (Figure 8. A fluid exerts a force all over the base and sides of its container. The depth h increases from 0 to 20. EXAMPLE 4 Find the total force on the trapezoidal dam in Figure 8. Work.
The when 7 Integrate to find the work in winding up a hanging cable of length 100 feet and weight density 5 lb/ft. g The great pyramid (height 500'you can see it from Cairo) has a square base 800' by 800'. This equals the increase in the g energy V Thus W is a h integral and V is the corre.) 11 Find the work to lift the rocket in Problem 9 from x = 6400 out to x = m. It equals W = nwR4/4. the force on the base is F = w .9 feet to x = 1. so the total force is J whl dh.h2). Water of density w in Pressure is force per unit a pool of depth h and area A exerts a downward force F = s on the base. With this variable force. what x does the rocket reach? If it reaches x = rn show This escape velocity is 25.) 10 The approximate work to lift a 30pound suitcase 20 feet is 600 footpounds. what was the original v (the escape velocity)? 12 The kinetic energy )mu2 of a rocket is converted into potential energy . the work in stretching from 0 to x is w = J e = f . o CI 5 (a) A 120lb person makes a scale go down x inches. (b) Compute W by integration when the force F = 12/x2 varies with x. (a) What is the spring constant k in pounds per foot? (b) Find the work done in stretching the spring. which includes an arbitrary i . (b) How much work is done lifting fuel? . In a cubic pool of side s. approximately how much work did it take to lift all the rock? 9 The force of gravity on a mass m is F = . How much work is done? (b) If the same person goes x inches down the stairs. (The units are kgs and kms and Newtons.8 Applications of the Integral Suppose the tank is the bottom half of a sphere of radius R.GMm/x. where 1 is v . d m . If this work equals the original kinetic energy +mu2. The derivative dV/dx equals k . If the rock weighs w = 100 lb/ft3. The crosssectional area at depth h is A = n(R2 . How much potential energy is lost by the beer as it comes out of the barrel? . 3 A shockabsorber is compressed 1 inch by a weight of 1 ton. giving work in Newtonkms. The pressure is p = t . Find its spring constant k in pounds per foot. How much additional work is caused by a 200pound weight hanging at the end of the cable? r .10 to R + 10. The exact work is the change in the potential V = GmM/x. (c) Find the work to stretch it 3 more inches. Then the work is the integral (12) from 0 to R.x3 stretches a nonlinear spring by x. The force of gravity is F = I and the potential is V= m . Units: w = for~e/(distance)~ R~ = (distan~e)~ work W = (force)(distance).l 7 and Earth mass M = 6 and rocket mass rn = 1000.lo2). V is converted to n energy K = total energy K + V is P (this is the law of there is no external force). For a spring the force is F = c .6 EXERCISES Readthrough questions Work equals a times b . Starting from the Earth's radius x = R. Find the area A at height h. In falling. On the sides the u is still wh at depth h. Show that A V is 600 times a correction factor R2/(R2. and the total force on the four sides is F = Y . How much work to stretch it one more foot? 14 A barrel full of beer is 4 feet high with a 1 foot radius and an opening at the bottom. The work to pump the water out of the pool is w=Jwh~dh= z .GMm/x2. (a) Find the weight of fuel left at height h. What potential energy is stored in the shockabsorber? 4 A force F = 20x . how much potential energy is lost? 6 A rocket burns its 100 kg of fuel at a steady rate to reach a height of 25 km. if V(0)= 5? (c) What is k = dF/dx for a small additional stretch at x = 2? 13 It takes 20 footpounds of work to stretch a spring 2 feet. when R = radius of the Earth. times gives 8. With G = 6 10. 2 A 12inch spring is stretched to 15 inches by a force of 75 pounds. when x changes from R . 1 (a) Find the work W when a constant force F = 12 pounds moves an object from x = .000 miles per that v = hour. (a) What work is required to stretch it from x = O to x = 2? (b) What is its potential energy V at x = 2.proportional to the extension x (this is d law). sponding i integral.1 feet. (This factor is practically 1. compute the work to lift the rocket from x = 6400 to x = 6500. the length around the sides is I = x .
25 In what ways is work like a definite integral and energy like an indefinite integral? Their derivative is the . Find the weight of the water and the total force on the bottom. and Energy 347 15 A rectangular dam is 40 feet high and 60 feet wide. 19 How much work is required to pump out a swimming pool.nr2h2/H2. what fraction of the water is saved? Draw a crosssection (a trapezoid) and show the direction of force on the sides and the sloping bottom. if the area of the base is 800 square feet. Why doesn't every door collapse at the bottom of the Atlantic Ocean? 23 A swimming pool is 4 meters wide. (b) Check the units of W. (a) Compute the work W = J wAh dh to lift all the water to the top. and the top is one foot above the water level? meter deep. and the base is a circle of radius r = 5 feet. find 20 For a coneshaped tank the crosssectional area increases with depth: A = . 17 A cylinder of depth H and crosssectional area A stands full of water (density w). compute W in both cases if H = 20 feet.6 Force. and the force on a cabin door.Show that the work to empty it is half the work for a cylinder with the same height and base. 24 If the pool in Problem 23 has a shallow end only one 22 Estimate the depth of the Titanic. Find the correction factor in Newton's equation F = moa to give Einstein's moa. 10 meters long. Wrk. (c) What is the work W if the cylinder is only half full? 18 In Problem 17. equation F = d(mv)/dt = (d(mv)/dv)(dv/dt) = depth.8. What is the ratio of volumes of water? 21 In relativity the mass is m = mo/ (a) the pressure at depth h (b) the length 1 of the dam at depth h (c) the total force on the dam. the water is 4 feet deep. J1V'/CZ. Compute the total side force F on the dam when (a) the water is at the top (b) the water level is halfway up. 16 A triangular dam has an 80meter base at a depth of 30 meters. and 2 meters deep. the pressure at that w = 62 lb/ft3. If water covers the triangle.
4 Motion along a Curve The Position Vector Plane Motion: Projectiles and Cycloids Tangent Vector and Normal Vector Polar Coordinates and Planetary Motion 446 453 459 464 CHAPTER 13 13.4 13.7 Partial Derivatives Surfaces and Level Curves Partial Derivatives Tangent Planes and Linear Approximations Directional Derivatives and Gradients The Chain Rule Maxima.3 12.1 10.3 9.4 Polar Coordinates and Complex Numbers Polar Coordinates Polar Equations and Graphs Slope.2 12.4 10.3 13.3 10.5 Infinite Series The Geometric Series Convergence Tests: Positive Series Convergence Tests: All Series The Taylor Series for ex.1 11.3 11. Minima.2 11. and cos x Power Series CHAPTER 11 11.5 13.2 10.5 Vectors and Matrices Vectors and Dot Products Planes and Projections Cross Products and Determinants Matrices and Linear Equations Linear Algebra in Three Dimensions CHAPTER 12 12.2 13.1 9.Contents CHAPTER 9 9. sin x.1 12.4 11.6 13. Length. and Saddle Points Constraints and Lagrange Multipliers 472 475 480 490 497 504 514 . and Area for Polar Curves Complex Numbers 348 351 356 360 CHAPTER 10 10.1 13.2 9.
The most used formulas in this chapter come from Figure 9. points have been located by their x and y coordinates.' Y . But if you were a flight controller. and a plane appeared on the screen. So x = $ and y = 1." This totally destroys our system of units. where x and y are the rectangular coordinates. The direction is given by an angle 6. They are perfect for distance from the origin (which equals r).and(a1most) ~ = t a n . The direction 8 is also available. 8 = 4 6 has x = 2 cos(n/6) and y = 2 sin(n/6). But the angle and the distance locate the plane. A pilot looking along the x axis would give the plane's direction as "11 o'clock. Polar coordinates convert easily to xy coordinatesnow we go the other way.n/2? For that question polar coordinates are not good. (1) The point at r = 2. How far to a landing strip at r = 1 and 8 = . Suppose the distance is 2 and the direction is 30"or 4 6 (degrees preferred by flight controllers. The distance is given by a positive number r. Instead of x and y. The sides o that triangle are x and y: f x = r cos 8 and y = r sin 8. radians by mathematicians). X X (2) One angle with this tangent is 8 = tan' ( 1 1 8 ) = n/6.1where the right triangle has angle 6 and hypotenuse r. . you would not give its position that way. The angle 6 is measured from the horizontal. by measuring direction in hours. but for most other distances I would switch to x and y. you would read off the direction of the plane and its distance. but the formula is not so beautiful: r = J w Our point has y/x = I/&. Y and t a n g = . Those are the polar coordinates of the point. and we will do it constantly. Always x2 + y2 = r2. In this example (&)2 + = (2)2. Pythagoras produces r from x and y. It is extremely simple to determine x and y from r and 8.CHAPTER 9 Polar Coordinates and Complex Numbers Up to now. The cosine of n/6 is J 5 / 2 and the sine is f.
8 and rectangular coordinates x = r cos 9. .n/4 or .. The angles from 0 to n give the whole circle. The equations r = cos 28 and r = cos28 and r = 1 + cos 8 produce entirely different graphsnot circles. That is a relation between the polar coordinates. &. So is 15n/4 or 675". The points are marked in Figure 9. We have to be able to show mathematically that r = cos 8 represents a shifted circle. and the points satisfying an equation like r = cos 8 produce a polar graph.2a. we could say that B = (1. which is forward to B. Even worse. Computing r and 8 from x = 1 and y = 1. The x coordinate r COS(n/4) is the same as r cos 4 4 (the cosine is even). and connected into a curve. If we add or subtract 180°./m Warning To any angle 8 we can add or subtract 2nwhich goes a full 360" circle and keeps the same direction. fi.. The key to this chapter is r = F(8). with its center at the point (i.lc is at a negative angle 8 = 4 4 . We had to write "almost" in equation (2). THE CIRCLE r = cos 8 The basis for Chapters 18 was y =f ( x ) . y = r sin 8.45" is the same angle as 7n/4 or 315". the tangent doesn't change. The point (1. The direct approach is to take 8 = 0°. . and go out the distance r = cos 8 on each ray.1) is on the 45" line at r = The point (. The and we go backwards along each ray.2 The circle r = cos 9 and the switch to x and y. But the y coordinate r sin(n/4) is negative.9. 9. In giving the position of B. Thus . 30°. One point must be mentioned. I would always keep r > 0.1 Polar Coordinates Fig. 60°.1 Polar coordinates r. 1) is on the 135" line but at a negative distance r = A negative r carries the point backward along the 135" line.because a point has many 8's and two points have the same r and tan 8.1. r < 0 is allowed.1. 1) is on the 135" line also with r = Both have tan 8 = . the distance is r= and tan 8 is 111. But in drawing the graph of a polar equation. It seems to be a 0 circle of radius i. ). EXAMPLE 1 Point B in Figure 9. It is not obvious why r = cos 8 gives a circle. We move now to those graphs. The circle r = sin 8. Fig. number r = cos 8 becomes negative after 7~12. . . 9. fi.
In case you don't reach Chapter 12. . the idea is this. This is a circle because of x2 + y2. the polar distance is r = t . Given x and y. When 8 continues from 7c to 2. This produces x2 + y2 = x in Problem 26. third circle is r = cos 8 + sin 8. The result is equation (4) for the circle: x = f + f cos 28 = cos28 and y = f sin 28 = sin 8 cos 8. Problem 27 asks you to find its xy equation and its radius. But here we do something new: Start with the circle andfind equation (4).7 1 to 7~12. Done. when 8 continues past 2.1 EXERCISES Readthrough questions Polar coordinates r and 8 correspond to x = a and y = c . The tangent of 8 is a . b . A A second circle is r = sin 0. we go P times around the graph. drawn in Figure 9.1. End of quick introduction to parameters. (5) This step rediscovers a basic theorem of geometry: The angle t at the center is twice the angle 0 at the circumference. The points with r > 0 and 8 = 7~ are located The points with r = 1 and 0 < 8 < n are located d . Add the vectors OC to the center and C P out the radius: The point P in Figure 9. The parameter 0 is the angle. Going backwards brings us to the same point as 8 = 0 and r = + 1which completes the circle. The point (6. (Or more times. The top point is at 0 = n . Method 1 Multiply by r and convert to rectangular coordinates x and y: (3) r = cos 8 * r2 = r cos 8 * x2 + y2 = x. square x and y and add.) If you don't like negative r's 12 and multiple circles. All calculations go back to x = r cos 8 and y = r sin 8the basic facts of polar coordinates! The last exercise shows a parametric equation with beautiful graphs. Center at x = 4 and y = 0. but it could be the timethe curve would be the same. not drawn.9 Polar Coordinates and Complex Numbers At 8 = . In this form x and y are functions of the t 0.n (to the left of the origin) the cosine is . Find the polar r 2 () and 0 < 8 < 2R of these pints. restrict 8 to the range from . radius f . f sin t). When 8 goes from 0 to 271. Another point with the same r and tan 8 The polar equation r = cos 8 produces a shifted m . A trigonometric person sees a double angle and sets t = 28. The polar equation gives the circle twice. Another point with the same is 1 Another point with . Then the next section concentrates on r = F(8)and goes far beyond circles. Substituting r = cos 0 into x = r cos 8 yields x = r and similarly y = s . the same r is k . The parameter t is the angle at the center of the circle. From rewriting as (x . y) to e . Method 2 Write x and y separately as functions of 8.f)2 + y2 = (f)2 we recognize its center and radius. Reversing the sign of 8 moves the point ( x . Then 8 is a "parameter": x = r cos 8 = cos28 and y = r sin 8 = sin 8 cos 8. because it may be possible to draw them now. Rewriting as r2 = r cos 8 leads to the xy equation q .2~.0) + (f cos t. (4) These are not polar equations but parametric equations. y) = OC + C P = (f.2 has (x.n. To find the circle.n we go around again. The equations are x = f + f cos t and y = sin t.We still have to see why the graph of r = cos 8 is a circle. which gives r = o . 8) has r = h and 8 = i . 9. Chapter 12 studies parametric equations in detailhere we stay with the circle.
n/6) 26 From the parametric equations x =cos29 and y = 12 (r. when r < 0 is not allowed. (r.X)2 + (y . Find rectangular coordinates (x. From x and 9 find y and r.02) has area A = 3rlr2 sin(02.. Explanation: 9 is no longer the polar angle and we should have written t. (Multiply by r. The equation looks too easy. with a reason or an example: (a) Changing to r and 9 produces the same point.b) cos t + b cos(1. 0). 42). 16 Find a second set of polar coordinates (a different r or 8) for the points sin 8 cos 9 in (4). The equations are x = (1 . (. 9) = (2. 1 Equations and Graphs 9. The most important equation in polar coordinates. fi)? 14 How far is the point r = 3. Compare with the line x = 1. y) from polar coordinates.O). Then substitute this r into x = r cos 9 and y = r sin 9 to find parametric equations for the line. y = (1 . y) = ( 3 . (c) Draw the graph. (d) the wedge x 3 lyl. (c) the ring with x2 y2 between 4 + y = 1 into an r9 equation and solve for r.1. True or false.9. and (r2. recover the xy equation. y = sin29 that is not at the angle 8.) 29 Convert x (r. 8) = (2. (c) The graph of r = l/sin 9 is a straight line. What range of 9's goes once around the circle? x and y in terms of the parameter 8.i)2 = R2 to find the radius R.b)t/b. More important. .3)2+ (y . add. fi.Y)2 by using cos(8 . r sin 9) from (X. is r = 1. W ) . (0.$) = cos 9 cos $ + sin 9 sin $. Find a point x = cos29. Problems 2328 are about polar equations that give circles. (1. 28 Find the radius of r = a cos 9 + b sin 8. (a)y=x (b)x+y=l (c)x2+y2=x+y 22 Show that the triangle with vertices at (0. graph some hypocycloids. 351 . Y) = (R cos 4.b)t/b. These thirteen values of 8 give different points on the graph.1b? 21 Convert from rectangular to polar equations: x + y = 1but they are different from the answer to Problem 29. Which other point has the same r and tan 9 as x = y = 1 in Figure 9. (b) Each point has only one r and 9. 31 Convert r = cos29 into an xy equation (of sixth degree!) 32 If you have a graphics package for parametric curves. by far. 6 = n? 15 How far is (x. n/2). 5n/6) 13 What is the distance from (x.2 Polar Equations and Graphs 24 Graph r = sin 8 at 8 = 0". . but that is the point! The graph is a circle around the origin (the unit circle). The figure shows b = & and part of b = .9. Multiply first by r. 9 = n/2 from r = 4.31831.b sin(1. common in applications that they created the need for polar coordinates. 27 (a) Multiply r = cos 9 + sin 9 by r to convert into an xy equation. $1 = (.1. eliminate 8. 23 Convert r = sin 9 into an xy equation. 60°. Square..30". Then compute x2 + y2 to reach the xy equation. el). 1) to (1.2 Polar  . < n. 17 Using polar coordinates describe (a) the halfplane x > 0. R sin $)? Simplify (x . < 9.. (b) Rewrite the equation as (x . (b) the halfplane y < 0. 30 The equations x =cos29 and y=sin29 also lead to + and 5. y) = (r cos 9. 360".b)sin t . The angle 8 does not even appear. Find the base and height assuming 0 < 9. 25 Substitute r = sin 8 into x = r cos 8 and y = r sin 8 to find 11 (r.). Circles are so compare the simplicity of r = 1 with the complexity of y = J'.
9 Polar Coordinates and Complex Numbers This section studies polar curves r = F(8). Second. First. and through the origin. at that fixed angle.30" and 150" and . to recognize the graph.y grid of perpendicular lines. 8) and (. Other curves are attractive in polar coordinateswe look first at five examples. . but in practice that never happens. We have "orthogonal coordinates"more interesting than the x .Q3 is the same equation.8. There are three important symmetriesacross the x axis. as we do in drawing graphs. They all have r = cos 28 = 9. EXAMPLE 2 The graph of r = cos 28 is the fourpetalflower in Figure 9. The points at 8 = 30" and . (Through the origin) Now we change r to .8. A graphics package can draw them and so can we. So does the vertical flower r = sin 28but surprisingly. First.x) There are two ways to cross.r)2 = r2. Both curves have y axis symmetry.8 and also r to The equation r = sin 28 stays the same. If we allow r < 0. Second. change 8 to The equation r = cos 28 stays the same. This fourpetal curve has them all. the tests it passes are different. The equation 8 = n/4 is a ray out from the origin. change 8 to n . since (. The equation r = cos 28 stays the same.r and also change 8 to 8 + n? Answer Nothingbecause (r. but not y or r. In principle x could be mixed with 8 (nonorthogonal). Sometimes we switch back to x = r cos 8 and y = r sin 8. because . change 8 to . 8 + n) are always the same point. Fig. Now r = sin 28 stays the same (the sine is odd). EXAMPLE 1 The graph of r = l/cos 8 is the straight line x = 1 (because r cos 8 = 1). The cardioid is a sentimental favoritemaybe parabolas are more practical. Important: The circles are perpendicular to the rays.2 adds cycloids and astroids. the onedirectional ray changes to a full line.3 The fourpetal flower r = cos 28 and the spiral r = 8 (r > 0 in red). across the y axis.y) There are two ways to cross.r. . Section 12. change 8 to n .150" are marked on the flower. Question What happens if you change r to .r or 8 to 8 + n. Both flowers have x axis symmetry. The circle r = cos 8 has x axis symmetry. (Across the x axis: y to . Together with the circles r = constant go the straight lines 8 = constant. 9.r.r. The spiral r = 8' has y axis symmetry.8 and r to . the parabola is r = 1/(1 + cos 8). . (Across the y axis: x to . The flower equations pass the second test only: cos 2(8 + n ) = cos 28 and sin 2(8 + n) = sin 28.r = (. Every equation r2 = F(8) passes the first test.3. The cardioid is r = 1 + cos 8.
= 1+ L o . . For large b the curve looks more like two circles. plot r = 1 + cos 8 at 30" intervals and connect the points. The spiral adds new points as 8 increases past 271. including a cardioid and Mars seen from Earth. 4 ~ . We could rotate 180" to r = 1 .1 about electrocardiograms. The spiral moves out by 271 each time it comes around. If it is a perfect cardioid you are in a little trouble. Excusezmoi!) Figure 9. Then an inner loop appears beyond b = 1 (the cardioid at b = 1 is giving birth to a loop). 1. It has a cusp at the origin and it is heartshaped (hence its name). changing to r = c(l + b cos 8). But the real interest is whether these figures arise in applications. Those equations tell where but not when.4 shows how a dimple appears as b increases. Mars seen from Earth The Earth goes around the Sun and so does Mars. With time as a parameter. We take the orbits as circles: r = 2 for Earth and r = 3 for Mars. and Donald Saari showed me a nice example. = 3 cos nt. the coordinates of Earth and Mars are given at every instant t: x = 2 cos 2nt. when the inner loop is the same as the outer loop. Still the curve is very attractive. a second spiral appears. 9. If we allow negative angles and negative r = 8. EXAMPLE 4 The graph of r = 1 + cos 8 is a cardioid.4 Lima~ons = 1 + b cos 0. r EXAMPLE 5 The graph of r = 1 + b cos 8 is a limagon (a cardioid when b = 1). See Section 11. since cos 8 never goes below .9. The limiting case is a double circle.= 1 +&OS 3 0 1. Remember that r = cos 8 goes around the circle twice. (I am only referring to the shell. and x. A periodic curve repeats itself. For this curve r is never negative.1. We could magnify the limaqon by a factor c. Roughly speaking Mars is 14 times as far out. = 3 sin nt. It is a curious fact that the electrical vector in your heart almost traces out a cardioid. The cardioid has no simple xy equation. It is drawn in Figure 9 . Our other examples are "periodic"8 = 271 gives the same point as 8 = 0. 0 3 dimple I =1 + cos 0 r = 1 +LoS 0 3 no dimple cardioid inner loop Fig.b cos 8. y.2 Polar Equations and Graphs EXAMPLE 3 The graph of r = 8 is a spiral of Archimedesor maybe two spirals. yE = 2 sin 271t . Limaqon (soft c) is a French word for snailnot so well known as escargot but just as inedible. To draw it. and completes its orbit in two Earth years.
x2.2x. 9A The graph of r = A/(1+ e cos 0) is a conic section with "eccentricity" e: E A P E 6 (e = 1) The graph of r = 1/(1 cos 8) is a parabola.3x2 = 1 (without the . SquarXML ing gives the ellipse x2 + y2 = 1 . That is a limacon with a loop.2x. like lemniscates and 200petal flowers.E coordinates become x = r cos nt and y = r sin nt with r = 3 . the Sun appears to stop in the sky and move backward.x ax2. Squaring both sides gives x2 y2 = 1 .=3cosnt2cos2nt and ~~~=3sinnt2sin2~t.4x) has its center at (0.4 cos nt. xy.4x.x.3x2 = 1 . f + Finally e = 0 gives the circle r = 1. y. When we move the origin to that point. Note added in proof I didn't realize that a 3to2 ratio is also responsible for heating up two spots on opposite sides of Mercury. turns on its axis once every 59. a Mercurian year.O). It goes around the sun every 88 days. This equation is XML r + r cos 8 = 1 or r = 1 . That is because Mercury. 1990: "Astronomers today reported the first observations showing that Mercury has two extremely hot spots. With one focus at the origin. E A P E 8 (e = 4) The same steps lead from r(1 + 4 cos 8) = 1 to r = 1 . Mars is two units from Earth (x..4x + 4x2 and the x2 terms do not cancel. y2. the 2 is subtracted awaythe M . like Figure 9. the planet closest to the Sun. which happens to match the sun and planets perfectly.4d. = 0).4 cos a t = 0 (or cos nt = 3). x. Polar equations look at conics in a new way.(3 .1 and sin 2nt by 2 sin nt cos nt. At both times.5 their equations involved 1. = 2 and yM. But get serious. = Seen from the Earth. From the newspaper of June 13. Canceling x2 leaves Y2 = 1 . Replacing cos 2nt by 2 cos2nt . Mars does a loop in the sky! There are two t's for which 3 . Subtract to find the position of Mars relative to Earth: xM. the parabola in Figure 9.(3 . With this 3to2 ratio between spin and revolution.9 Polar Coordinates and Complex Numbers At t = 1 year. + + + The amplifying factor A blows up all curves. The most important curves are the ellipse and parabola and hyperbola.4x. this is x.O).6 days. . This is the hyperbola in Figure 9Sc.2x x2. their polar equations are even better. Instead we have y2 . Now the key step.5b." CONIC SECTIONS IN P L R COORDINATES OA The exercises include other polar curves. with no change in shape. . with a focus at (0. which is a day on Mercury. + The hyperbola y2 .O). but a focus. The sun at (0. SquarXML ing gives x2 y2 = 1 .O) is not the center o the system.4 cos nt)sin nt.4 cos nt)cos nt + 2 = and yM . the Earth completes a circle (angle = 2n) and Mars is halfway. Center of circle = both foci = (0. In Section 3. describing a loop over each of the hot spots. E A P E 7 (e = 2) The same steps lead from r(1 + 2 cos 8) = 1 to r = 1 .
Including a shift and rotation. what center?). The divectrix The figure shows the line d (the "directrix") for each curve.x = distance from p . nothing to do with exponentials.4d. Multiplying r = 4 cos 8 by r yields the xy equation ci .X) represents a a and an r . Here the numbers are A and e.~ = 1 3 . What went wrong? In 1723 find the points where the two curves meet. and r symmetry. Its graph is a e with center at f . The 45" line has polar equation b .sin 8) = 2 4r=2sin8 6 r = l/(l + 2 cos 8) 17 r = 2 c o s 8 a n d r = l + c o s 8 Warning: You might set 2 cos 8 = 1 + cos 8 to find cos 8 = 1. y. The equations r = 3(1. Convert to xy coordinates to draw and identify these curves. (The ellipse was x2/a2+ y2/b2= 1. Notice how two numbers determine these curves. 1 r sin 8 = 1 3 r = 2 cos 8 5 r =1/(2+cos 8) (lemniscate) (lemniscate) (three petals) (logarithmic spiral) (hyperbolic spiral) g r2 = 4 sin 28 9 r = c o s 38 10 r2 = 10 + 6 cos 48 11 r = e e 12 r = 118 13 r = t a n 8 14 r = 1 . In Section 3.9. The graph of r = 4/cos 8 is the line x = Q . The graph of r = A/( IC ) is a conic section with one I . The graph .~ + y ~ .2 sin 38 (rose inside rose) 15 Convert r = 6 sin 8 + 8 cos 8 to the xy equation of a circle (what radius.) A geometer would start from this property r = elPdl and construct the curve. a parabola for e = 1. 7 r 2 = 4 cos 28 The circle of radius 3 around the origin has polar equation a . ofr=l+cos8isa i . But the graphs have another meeting pointthey reach it at different 8's. (eis still the eccentricity.) Using A and e we go smoothly from ellipses through parabolas (at e = 1) and on to hyperbolas.5 they were a and b. 9.The distance to the focus is e times the distance to the directrix.rt + 8 (or r + I ). Then r = distance from origin equals 1 . The equation r2 = cos 28 is not changed when 8 + .2 Polar Equations and Graphs Fig. With three more numbers we can move the focus to any point and rotate the curve through any angle. That last equation is exactly lPFl = elPdl. Readthrough questions In 714 sketch the curve and check for x. graph of r 2 = 1 3 nt 12 cos 8 is not at all like Figure 9. All points P on the curve satisfy r = JPFI= eJPdl. .5 r = 1/(1+ e cos 8) is an ellipse for e = 3.1 2 c o sThe . conics are determined by s numbers. 2 r(cos 8 . It is an ellipse if m and a hyperbola if focus at n . We derive the property from the equation: The directrix is the line at x = Ale. Those graphs meet at an angle of c .8 (symmetric across h ) and when 8 . a hyperbola for e = 2. The equation r = 1/(1+ cos 8) leads to r + x = 1 which gives a o . Draw graphs to find all meeting points.x) and r = $(I . Conics are determined by five numbers. "16 Squaring and adding in the MarsEarth equation gives ~ ~ .
5a. 35 The ellipse r = Al(1 + e cos 8) has length 2a on the x axis. (b) Find the second focus of the ellipse and hyperbola.356 18 r2 = sin 20 and r2 = cos 28 19 r = 1 +cosO and r = 1sin8 9 Polar Coordinates and Complex Numbers 32 (a) Show that all conics r = 1/(1 + e cos 8) go through x=O.D cos 8) as in Figure 12. Mars .. Saturn .05. = AIJX. Jupiter . for r = cos 28 there were four.1 AU and b =4.2 cos 40 + sin5(0/12) Then create and name your own curve. start with these: 1. 11. 9. The Earth's orbit has a = 92.000 miles = one astronomical unit (AU). If the radius is constant . This mirror image across the y axis replace 8 by gives r = 1/(C . Halley's comet is an ellipse with a = 18.e2). Show that b = y. 26 Explain why r = cos 100 8 has 200 petals but r = cos 1018 . 8. Dr. Does that make it symmetric about the origin? (Do two symmetries imply the third.10 for a planet around the sun.02.01. The region is always divided into small pieceswhat is their shape? Look between the angles 8 and 8 + A8 in Figure 9. Logarithmic spiral r = eel2" 4. For the parabola (e = 1) where is the second focus? 33 The point Q in Figure 9 .5). 30 Find equations for curves with these properties: (a) Symmetric about the origin but not the x axis (b) Symmetric across the 45" line but not symmetric in x or y or r (c) Symmetric in x and y and r (like the flower) but changed when x y (not symmetric across the 45" line).c o s 8 23 r sin 8 = 1 and r cos (8 .9999. Flowers r = A + cos nO for n = 3.01.05. Inside the curve is a narrow wedgealmost a triangle.600. The other 101 petals are r = cos i ?? t 27 Find an xy equation for the cardioid r = 1 + cos 0.e2). What about only has 101. There was no calculus! We now tackle the problems of area (integral calculus) and slope (differential calculus). Pluto .3)./ 37 Combine a and b from Problems 3536 to find c = = Ae/(l .09. Add r at 8 = 0 to r at 8 = n to prove that a = Al(1.6a. (3. 34 The equations r = A/(1+ e cos 8) and r = 1/(C + D cos 8) and D = . A = 0. For the are the same if C = . with A8 as its small angle.  Problems 3137 are about conic sectionsespecially ellipses. n) = (5. 36 The maximum height b occurs when y = r sin 8 = A sin 8/ (1 + e cos 8) has dy/d8 = 0. Then the eccentricity e is c/a. 0 = n/2 lie on the curve but fail to satisfy the equation? 29 Find an xy equation for the flower r = cos 28. by maximizing y = r sin 0 = sin 8/(1 + cos 8). Neptune .. 21 r = 2 and r = 4 s i n 2 8 22 r2=4cosOand r = 1 . 28 (a) The flower r = cos 28 is symmetric across the x and y axes. so r = cos 28 produces the same curve?) (b) How can r = 1. when the equation is r = F(8). Petals r = (cos me + 4 cos n0)lcos 8. has 25 How many petals for r = cos 5t?? For r = cos 8 there was one. When that second derivative is negative the lima~on a dimple.21.n/4) = f i (straight lines) + 24 When is there a dimple in r = 1 b cos 8? From x = (1 + b cos 0)cos 8 find dx/d8 and d2x/d02at 8 = n. Start with area.05. Fay's butterfly r = ecO". planets have much smaller e: Mercury . Uranus . (m. Kohoutek . Length. 5 ~ y = 1. Check that x2 + y2 = r2 and IQF( = 21Qdl. (9. Earth .3 Slope. By symmetry find x has and then r (negative!). 1. and Area for Polar Curves The previous sections introduced polar coordinates and polar equations and polar graphs. Venus . 7.25. The use of F instead off is a reminder that the slope is not dFld8 and the area is not F(8)dB. y = 1. + 38 If you have a computer with software to do polar graphs. Nephroid r = 1 + 2 sin f 0 from the bottom of a teacup 5. Comets have large eccentricity. . 2 2. 31 Find the top point of the ellipse in Figure 9. 3. (Z3) 3.6AU so e= .
6 shows these points at + 60'. The integral adds up the difference between two wedges. EXAMPLE 1 Find the area inside the circle r = cos 0 of radius 2 2 1 cos sin 8 081 .3 Slope.F2)2 A. EXAMPLE 3 Find the area between the cardioid r = 1 + cos 0 and the circle r = 1.F2)AO and not (F1 . The mistake is that we went twice around the circle as 0 increased to 27n. area = n [(1 + cos 0)2  12]dO limits 0 = + where 1 + cos 8 = 1 . and Area for Polar Curves 1 area r = cos 0 357 area area 1 1 2 2 cos2 0AO 2 2 Fig. or 0 = + 7r/3. one out to r = cos 0 and a smaller one with r= 1: area= /3 [(co s 0) 2  ( dO.6 Area of a wedge and a circle and an intersection of circles.[F(G)]A.(Figure 9.9.6). When we add up the wedges and let AO approach zero. Length. where cos 0 = ½. 9. 2 2 (1) We admit that the exact shape is not circular. the wedge is a sector of a circle. It is a piece of pie cut at the extremely narrow angle AO.is 7/4. EXAMPLE 2 Find the area between the circles r = cos 0 and r = ½. (3) Note that chopped wedges have area (F2 . The circles cross at the points where r = cos 0 agrees with r = . The area of that piece is a fraction (the angle AO divided by the whole angle 27r) of the whole area 7rr 2 of the circle: area of wedge = A 27 r= 2 1 2 1 2 r2A=. Integrating from 0 to nr gives 7x/4. Those are the limits of integration. the area becomes an integral. The true radius F(O) varies with 0but in a narrow angle that variation is small. Figure 9. 2 + area= J cos20 dO = 02 4 0 4 That is wrong! The correct area of a circle of radius .
but still we should know how to answer them. I will describe the method quickly. Then integrate. L N T O A P L R CURVE E GH F OA The length integral always starts with ds = J ( ~ x )+ (dy)2. For the highest point. we keep x and y as functions of 8.sin 8) + (. using dyldx = (dy/dO)/(dx/dO). Now take derivatives by the product rule: dx = (F'(9)cos 8 . by switching to rectangular coordinates: x = r cos 9 = (1 + cos 9)cos 8 and y = r sin 9 = (1 + cos @sin 8. y. fi). For the slope.sin 8) cos 8' (4) + (3) + Equations (3) and (4) avoid the awkward (or impossible) step of eliminating 8. maximize y by setting its derivative to zero: dyld8 = (1 + cos O)(cos 8) (.9 Polar Coordinates and Complex Numbers SO EO A P L R C R E LP F OA U V Where is the highest point on the cardioid r = 1 + cos 8? What is the slope at 8 = 4 4 ? Those are not the most important questions in calculus.7 ) the same formula with different letters.( / sin 8)2 + (1 + cos 19)~ dB .F(8)sin 9)dO and dy = (F'(8)sin 8 + F(8)cos 8)dO. Instead of trying to find y as a function of x.(1 + cos 8)(cos 8) + (sin 8)(sin 8) dx dx/d8 (1 + cos 8)(.sin @(sin 8) = 0.141 + Problem 18 finds a general formula for the slope. A polar curve has x = ~ r cos 8 = F(8) cos 8 and y = F(9) sin 8. Since x = r cos 8 = cos28. the ratio in equation (4) yields dyldx = . dB. Thus cos 8 + cos 29 = 0./5/2). use the chain rule dyld0 = (dy/dx)(dx/dO): dy . 9. double the integral from 0 to 7r: length of cardioid = 2 . Squaring and adding (note cos28+ sin2$) gives the element of length ds: ds = J[F'(B)]~ + [F(B)]~dB. The height is y = (1 *)(. Write x. Problem 20 finds a more elegant formula. f EXAMPLE 4 The circle r = cos 8 has ds = . The area of a surface of revolution is j2ny ds (around the x axis) or j2nx ds (around the y axis).dy/d8 . The The figure shows ( d ~= (~d ~+ ~ ) total arc length is j ds. the surface area of the doughnut is EXAMPLE 5 The length of r = 1 + cos 8 is.)(rd8)2 ( ~ + ~ Fig. At 8 = n/4. r =F (8) ( d ~= ) d ~ . by looking at the question differently. So its length is n (not 2n!!don't / i go around twice). by symmetry. and ds in terms o 9 and do. which happens at 60". Revolved around the y axis the circle yields a doughnut with no hole.
It spirals to Revolve this spiral for a mathematical seashell with area J.F tan 8 dFld8' l + The curve r = F(8) has x = r cos 8 = h and y = i . and Area for Polar Curves We substituted 4 cos2 $0 for 2 + 2 cos 0 in the square root. 6 r = cos 38 (one petal only) Find the area between the curves in 712 after locating their intersections (draw them first). Prove that it isn't. 15 Compute the area between the cardioid and circle in Example 3. $ and show that $ = 812. . Draw a figure including 8. h 11 circle r = 8 cos 8 beyond line r cos 8 = 4 12 circle r = 10 beyond line r cos 8 = 6 13 Locate the mistake and find the correct area of the lemniscate r2 = cos 28: area = i".3 Slope. = l + + l 19 The groove in a record is nearly a spiral r = c8: length = J In 16 draw the curve and find the area inside. 7 circle r = cos 8 and circle r = sin 8 20 Show that the angle $ between the ray from the origin and the tangent line has tan $ = Fl(dFld8).8) = Substitute for tan tan 4. 24 Find the equation of the tangent line to the circle r = cos 8 at 8 = 4 6 . the wedge area is b . and the total length is finite: do. For length ( d ~= ~ ( d ~+ (~d ~= ~ k .r2 d8 = J".002(636)2n). Include the angles 8. Therefore tan $ = tan(4 . and r2 has area g . at (4. d m dB = Ji4 d m drlc. Length.9. 2 r = sin 8 + cos 8 from 0 to 7c 4 r = 1 + 2 cos 8 (inner loop only) 5 r = cos 28 (one petal only) Take c = . 4. It is possible to skip symmetry and integrate from 0 to 2nbut that needs the absolute value lcos 381 to maintain a positive square root. You will never trust integrals again. Simplify to reach dy . A chopped wedge of angle A8 between r . The length of the spiral r = 8 to 8 = 71 ) ) is I (not to compute integrals).F tan 8 dFld8 dx . 14 Find the area between the two circles in Example 2. Then the c . ) The slope dyldx is dyld8 divided by i . 23 The first l i m a ~ o n Figure 9. Readthrough exercises A circular wedge with angle A8 is a fraction a of a whole circle. The surface area when r = 8 is revolved around the x axis is j 27cy ds = J m .002 to give 636 turns between the outer radius 14 cm and the inner radius 6 cm (14 . That spiral meets the circle r = 1 at 8 = e . The volume of that solid is 7cY2dx 1 n . Hint: If the tangent line is at an angle 4 with the horizontal. The area inside r = O2 from 0 area inside r = F(8) is to 7c is d . then tan 6 is the slope dyldx in Problem 18. 17 At what 8's does the cardioid r = 1 cos 8 have infinite slope? Which points are furthest to the left (minimum x)? 18 Apply the chain rule dyldx = (dyldO)/(dx/d8) to x = F(8) cos 8. $ and check tan $. 16 Find the complete area (carefully) between the spiral r = e' (8 > 0) and the origin. 22 Draw the cardioid r = 1 . If the radius is r. Tables and calculators allowed. (a) Omit c2 and just integrate r drlc."(2ne' cos $)fie'do. y = F(8) sin 8. EXAMPLE 6 The logarithmic spiral r = e' has ds = J zero as 8 goes to infinity.6 equals . 4.4 looks like a circle centered in 0). The area inside the circle and outside the spiral is f . 21 The circle r = F(8) = 4 sin 8 has $ = 8.. noticing the minus sign. 10 lemniscate r2 = 4 cos 28 outside r = . (b) Compute the length integral. .cos 8.cos 28 d8 = 0.tan 0 1 + tan 4 tan 8' 8 spiral r = 8 and y axis (first arch) 9 outside cardioid r = 1 + cos 8 inside circle r = 3 cos 8 4 and simplify like mad.
360 25 r = 8 (8 from 0 to 2n) 26 r = sec 0 (8 from 0 to n/4) 9 Polar Coordinates and Complex Numbers In 2528 compute the length of the curve. We really only revolve a semicircle. There are two solutions (i and . There are three cube roots of 1. 39 Draw the unit square 0 < x < 1. we use them to solve differential equations. Start with the imaginary number i. But the integral of $r2d0 is Io2I 1 (16 cos20 + 9 sin20)d0= 12n. multiplication. In polar coordinates its right side is r = . 33 Find the surface area when the lemniscate r2 = cos 20 is revolved around the x axis.1.1 .4 Complex Numbers Real numbers are sufficient for most of calculus. its integral 3x3 + 4x + C is also real. You will see their relation to polar coordinates. Why is the area approximately tr2AO? 30 In Example 4 revolve the circle around the x axis and find the surface area.i ) to the equation x 2 + 1 = 0. 27 r = sin3(O/3)(8 from 0 to 371) 28 r = O2 (0 from 0 to n) 29 The narrow wedge in Figure 9. subtraction. We expect two square roots of . 34 When y =f (x) is revolved around the x axis. multiplication uses i2 = .1 . In other words. 32 Find the surface area when the cardioid r = 1 + cos 0 is revolved around the x axis. 9B A complex number (say 1 3i) is the sum of a real number (1) and a pure imaginary number (39. 2 9. . This section explains how to work with complex numbers.6 is almost a triangle. e2Bcos 0 do using two integrations by parts. 37 Show that the spirals r = 8 and r = 118 are perpendicular when they meet at 13= 1.0 < y < 1. the result is never negative. Addition keeps those parts separate. its derivative 3x2 is real. It was treated as a circular sector but triangles are more familiar. So the world has agreed on a solution called i. (Except that electrical engineers call it j. 35 Find the volume when the cardioid r = 1 + cos 0 is rotated around the x axis. 38 Draw three circles of radius 1 that touch each other and find the area of the curved triangle between them. Find the area from ~ ~ r 2 d 0 .i gives + i 2 = . switch to a 0integral from 0 to n/2 and check the volume of a sphere. In particular . At the end. with one difference: Whenever i 2 appears it is replaced by . 40 (Unravel the paradox) The area of the ellipse x = 4 cos 0.) Imaginary numbers follow the normal rules of addition. 31 Compute the seashell area 271fij. Starting from x 2 + 4. in order to find n roots for each polynomial of degree n. Finding cube roots of 1 will stretch us further. . Everybody knows that x2 = . What is 8 after one petal? 36 Find the surface area and volume when the graph of r = l/cos 8 is rotated around the y axis (0 < 8 < n/4). When the circle r = cos 0 is revolved. y = 3 sin 0 is n 4 3 = 12n. We need complex numbersreal plus imaginary.4.1 has no real solution. If we are given x3 .8 + 6i. and division.u3 .1.i times . the volume is j ny2dx. But the roots (or zeros) of those polynomials are complex numbers: x2 + 4 = 0 and .1: + Addition: Multiplication: (1 + 3i) + (1 + 3i) = 1 + 1 + i(3 + 3) = 2 + 6i (1 + 3i)(1 + 3i) = 1 + 3i + 3i + 9i2 = .1 = 0 have complex solutions.i is also a square root of . When you square a real number. Complex numbers are unavoidable.
9i2 = 10. The connection to r and 8 is the same as before (you see it in the triangle): + x = r cos 8 and y = r sin 8 so that x + iy = r(cos 8 + i sin 8). The polar form is cos n/4 + f i i sin n/4. In squaring a complex number. Adding complex numbers is like adding vectors (Chapter 11).8 The complex plane shows x. the rest is straightforward. (real) 1 . 1 + i has r = and 8 = n/4.3i+ 3i. Its complex conjugate i x .3i) = 2 (real) (1 + 3i)(l .yt.i conjugate Fig.1 13i . Similarly x iy is paired with (x. 8.13i 1+3i 1+3i13i 10 + + The complex conjugate offers a way to do division. The figure shows two more copies of the complex plane.+J + + (1) r2=2b. + iyiAv+iy i:@ 1 + i " imaginary axis real axis . s (or modub) is r i + iA = n  T E COMPLEX P A E H LN Complex numbers correspond to points in a plane. After accepting i. but you see the rules: The point is this: We don't have to imagine any more new numbers. The 6ompBex number x + iy has real part x and imaginary part y. The one on the right is for multiplication and division and squaring." The ordinary plane turns into the complex plane. r. The complex conjugate 3 . The square is (1 + i)2 = 1 + 2i .2) corresponds to the complex sum 2 2i. r is squared and 8 is doubledas the right figure and equation (3) both show. The real parts give 3 .4 Complex Numbers Adding 1 3i to 5 .3iadding or multiplyingthe answer is real: (1 + 3i) + (1 .9. r. 3). In the third figure.1 = 2i. The one in the middle is for addition and subtraction.1 x . Multiplying is longer._ I 0 3. y. The number 1 3i corresponds to the point (1. fi . It uses rectangular coordinates. y)which is x units along the "real axis" and y units up the "imaginary axis. The absolute value r is the same as the polar coordinate r (Figure 9. 8 + r2.8~). by making the denominator real: and 1 .i y x+iy x+iyxiy xiy x 2 + y2' 9C. its 45" angle becomes 90". Add with x and y. 9. A real number is just a complex number with no imaginary part! When 1 3i combines with its "complex conjugate" 1 . 28 (2) fi .. When this number is squared. Its polar form is 2 cos 7c/2 + 2i sin n/2.i is easy (6 2i). The vector sum (2.iy. multiply with r and 8.3i) = 1 .i is the mirror image across the real axis (i reversed to i). It uses polar coordinates. The product (x + iy)(x .1 and the imaginary parts give 1 + 1.i ) equals. x2 + y2 = r2.
(6) Squaring both sides gives (ei3(eie)= e"'. From the viewpoint of angles.9 shows the eight powers of w. division subtracts angles.1 we get cos(. The cube would be cos 38 + i sin 38 (because 20 and 0 add to 30. Multiplying any eieby ei4produces ei(e+". f .9 Polar Coordinates and Complex Numbers b. That is equation (5). so its square root i is at 90". If you substitute x = 2ni into the infinite series.8) + i sin(. That is equation (3). the complex conjugate: 1 1 cos 8 .• 2 6 ' *. The cosine of 2n is 1. by changing x to i8 in the series for ex: x2 x3 eX=l+x+++2 6 O2 O3 becomes eie=l+i8i+.i sin 8 We are almost touching Euler's formula. EXAMPLE 2 Find w b n d w4 and w8 and w2' when w = ei"I4. 2i times 3i is 6. (3) For nth powers we reach $ and no. and squared: (r cos 0 + ir sin Q2 = r2 cos 20 + i r 2 sin 20.@which is cos 8 . the sine is zero. They are the eighth roots o 1.i sin 0 .i sin 8. The imaginary part 8 ..0 is doubled in equation (3). factor out r2 and multiply as usual: (cos 0 + i sin 8)(cos 8 + i sin 8) = cos28.add up to cos 8.1 power is l/eie= e". 8 = 2n carries us around a full circle and back to e2"' = 1. For 8 = 4 2 .The .+ A highlight of Chapter 10 is to recognize two new series on the right. The right side is cos 28 + i sin 20. somehow everything cancels except the 1this is almost a miracle.8 gives eiBe" = 1. and squaring doubles angles.sin28+ 2i sin 8 cos 8. and the special case C#I = . and r is still 1). (7) EXAMPLE 1 2eietimes 3eiBequals 6e2". It is fantastic that the most important periodic functions in all of mathematics come together in this graceful way. r goes to and 8 goes to 48. Multiplying Euler's formula by r. Solution ei"I4 is 1/J? + i/J?. The absolute values are multiplied. The nth power is in de Moivre's formula: (cos 8 + i sin 8)"= cos n8 + i sin no. 9D Multiplication adds angles. the key to all numbers on the unit circle: Euler's formula: cos 8 + i sin 8 = eie. we have a third way to write a complex number: Every complex number is x + iy = r cos 8 + ir sin 8 = reie. To see why. Note that r2 = + = 1.&03 Therefore eie equals cos 8 + i sin 0. The real terms + adds up to sin 8. The number 1 is at 180°.#I2 + . We learn from Euler (pronounced oiler) that e2"' = 1. divided. The doubleangle formulas from trigonometry match the squaring of complex numbers. Euler's formula appeared in Section 6.7. The special case 4 = 0 gives the square. Now watch angles: Figure 9.. fi (4) With n = .i sin 8 (5) 1 cos 0 + i sin 8 cos 8 + i sin 8 cos 8 . 1 .cos 8 . For square roots.
2i.4..9 The eight powers of w and the cube roots of 1. . The complex number is c. but twice as fast because of 2t. It will solve the equations y" = . which gives c2 =  4. by connecting them to c2 = . (9) Their combinations y = ~ e +~ e .9. e6ni 1. The differential equation is real. They lie at angles 2 4 n . the complex function is ec'. . SOLUTION OF DIFFERENTIAL EQUATIONS The algebra of complex numbers is now applied to the calculus of complex functions. The solution y = e2" = cos 2t + i sin 2t is complex. There are n of them.1 we have (2i)(2i) . which is not easy.2i as 2einl2and 2ei3"I2.) The real part cos 2t goes backward and forward. e4"'/". its imaginary part sin 2t moves up and down. In polar coordinates this same equation is r3e3"= 1. 4i~/n.4. Instead of (i)(i) = .4 are 2i and . Please memorize the one key idea: Substitute y = ect into the dzyerential equation and solve for c.4 and c3 = 1.. ." When y = e2" travels around the unit circle.2. = EXAMPLE 4 (The cube roots of 1 ) In rectangular coordinates we have to solve ( x + iy)" 1.n around the unit circle.4ect. so y' = cect and y" = c2ec': (8) For this differential equation. In Chapter 16 we will choose ~ " ~ " the two numbers A and B to match two initial conditions at t = 0.give all solutions. If Euler insists. .4y and we have real solutions. Immediately r = 1. The nth roots of 1 are e2"'ln. take the real and imaginary parts of the complex solutions: d2y/dt2=  4y leads to c2ect= . + You see why the angle 87113 gives nothing new.2i). EXAMPLE 3 ( x 2 4 = 0 ) The square roots of . = = (10) These are the "pure oscillatory solutions. the second derivative of cos 2t is 4 cos 2t. For real y's. . By the chain rule.. The equation has two "pure exponential solutions" ec': Y = e2it and y = e2i'.4y and y"' = y. yreal cos 2t and yimaginarysin 2t. The angle 8 can be 27113 or 47113 or 67113the cube roots in the figure are evenly spaced (e2ni/3)3 = e2ni = 1 (e4ni/3)3 = e4ni = 1 (e6ni/3)3 . Chapter 16 does the same for all linear differential equations with constant coefficientsthis is an optional preview. 1 . . Thus d yldt = . . Each derivative brings a factor c. 9.4 Complex Numbers Fig. We know the candidates (c = 2i and c = . It completes a full circle back to 27113.4. (It is like the ball and its shadow in Section 1. c must be a square root of . we write 2i and .
It decreases as t gets larger. The candidate c = 1 gives y = et (our first solution).i) equals the imaginary number m . one of which is (. In all cases y"" = y. Fig. e". The number (1 + i)8 equals n .i or 1. so y moves toward zero. The others are the two parts of the spiral: That is r cos 0 and r sin 0. The other eighth roots are p . Its position in the complex plane is at ( e ).i is i .1 or . So does its complex conjugate. If we want real solutions. Its nth power is I eine. The real solutions are Re ec' = u and Im ec' = v .4 y and y"' = y and y"" = y. Its square is g + i h . e . There are s choices for c. * The sum of 1 + i and 1 . The result is c3ect= ect. the factor eiAtI2 goes around the unit circle. With that choice lectl = t . 9.l .9 Polar Coordinates and Complex Numbers EXAMPLE 5 Find three solutions and then three real solutions to d3y/dt3= y. Substituting and canceling ec' leads to the equation r . The next c is complex: The real part of the exponent leads to the absolute value lyl= e'I2. Four derivatives lead to c4 = 1. look for a solution of the form y = 9 . It is the ultimate use (until Chapter 16) of polar coordinates and complex numbers. We might have discovered cos 2t and sin 2t without help.10). which is the third exponential. The product of 1 + i and 1 . 1 2 + i and its complex conjugate 2 . Changing i to . Its absolute value is r = c and its complex conjugate is . Therefore c is i or . I don't think these solutions to y"' = y would have been found. EXAMPLE 6 Find four solutions to d4y/dt4 = y by substituting y = ect.10 Solutions move in the complex plane: y" = . In polar form this is f i e i z i 4 times I .4y. In 16 plot each number in the complex plane.4 Readthrough questions EXERCISES To solve d 8 y / d t 8= y. Key step: Substitute y = ect.1 + i ) / f i . An eighth root of 1 is w = 0 . At the same time. Its polar form is r cos 9 + ir sin 8 = f eiB. 9. Therefore y spirals in to zero (Figure 9.i is k . The quotient (I + i)/(l . 2 1 + i and its square (1 + i)' and its reciprocal 1/(1 + i) .i in (11) gives the third cube root of 1 and the third solution e'I2eThe first real solution is y = et. The solutions are y = eit. Thus c3 = 1 and c is a cube root of 1. eit and e" combine into cos t and sin t . and et.i and their sum and product The complex number 3 + 4i has real part a and imaginary part b . for y" = .
Circle the terms that give rR cos(8 4). the c's are complex conjugates. = (b) If Jc.l and c . c. (d) If e't approaches zero as t . The rectan32 The polar form of reietimes ~ e ' is # gular form is .GO. = = Then find a second solution. matching real parts and imaginary parts of and dy/dt = iy gives 29 In Figure 9. 18 Prove that the four fourth roots of reie multiply to give reie. 10 Find a solution x to eiX i and a solution to eiX l/e. what are c4 and c. verify directly that the square of the first is the second and the cube of the first is the third. 5 cos 3x14 + i sin 3x14 and its square and cube 6 4ei"I3 and its square roots 7 For complex numbers c = x iy = reie and their conjugates e = x . to find the real part cos 38 and the imaginary part sin 38 in terms of cos 8 and sin 8. 90°.9. (c) If JclJ 1 and Jc2J 1 then Jc. + The sixth roots of 1 (add and multiply all six) The two roots of c2 . . real part of c is negative) ( JcJis less than 1). find all possible locations in the complex plane of (1) c + E (2) c . at what time t does the spiral cross the real axis at the far left? What does y equal at that time? 9 If c = 2 + i and d = 4 + 3i find cd and c/d. lob. Find the sum and product of the numbers in 1114.4c + 5=0 If c = re'Bis not zero.iy = re". + 33 The complex number l/(reie)has polar form rectangular form and square roots and 34 Show that cos ix = cosh x and sin ix = i sinh x. Verify that the absolute value Jcdl equals Icl times Idly and Ic/dl equals Icl divided by Id). 17 Plot the three cube roots of a typical number reie. Show why they add to zero. is real. What is the cosine of i? .~ ? Multiply out (cos 8 + i sin 8)3= ei3'. with an example to show why: (a) If c.4 Complex Numbers 3 2ei"I6 and its reciprocal $eiu/6and their squares 4 The sixth roots of 1 (six of them) In 1922. and mark y = e': 28 What is the solution of dyldt = iy starting from yo = l? For this solution. 31 True or false. + c2Jis (at least 1) (at = = most 2) (equal to 2). E 8 Find x and y for the complex numbers x + Construct two real solutions from the real and imaginary parts of ed (first find c): 23 yM+49y=0 24 y"2y1+2y=0 + iy at angles 8 = 45". Sketch the path of y = ect as t increases from zero. find all solutions of the form y = e"'. eie and eie also e2"i/3 and e4"i13 e'e and e'#y also e"i/4 and e"'/4 30 Show that cos 8 = $(eie+ eie) and find a similar formula for sin 8.J= 2 and JczJ 4 then clc2 has absolute value 8.then (c is negative) (the . 135" on the unit circle. One cube root is r1/3eie13.E (3) c (4) c/E.
3 9. and Area for Polar Curves Complex Numbers 348 351 356 360 CHAPTER 10 10.4 Motion along a Curve The Position Vector Plane Motion: Projectiles and Cycloids Tangent Vector and Normal Vector Polar Coordinates and Planetary Motion 446 453 459 464 CHAPTER 13 13.2 10.3 13.1 12.5 Infinite Series The Geometric Series Convergence Tests: Positive Series Convergence Tests: All Series The Taylor Series for ex.7 Partial Derivatives Surfaces and Level Curves Partial Derivatives Tangent Planes and Linear Approximations Directional Derivatives and Gradients The Chain Rule Maxima.6 13. Minima.4 13.4 Polar Coordinates and Complex Numbers Polar Coordinates Polar Equations and Graphs Slope.2 9. sin x.Contents CHAPTER 9 9.5 Vectors and Matrices Vectors and Dot Products Planes and Projections Cross Products and Determinants Matrices and Linear Equations Linear Algebra in Three Dimensions CHAPTER 12 12.2 11.3 11. and Saddle Points Constraints and Lagrange Multipliers 472 475 480 490 497 504 514 .4 11.2 12. and cos x Power Series CHAPTER 11 11.1 13.3 10.1 11. Length.1 10.3 12.1 9.2 13.5 13.4 10.
More than that.. They give famous numbers like n and e. We also need ideas.CHAPTER Infinite Series Infinite series can be a pleasure (sometimes). All those and more are special cases of one infinite series which is absolutely the most important of all: 1 The geometric series is 1 + x x2 + x3 + = 1x' + This is a series of functions.1(1 2' The last sum bounces between one and zero. so at least its average is 3.2).1's) also fails to converge. it is not certain that there is a sum.. Usually they produce totally unknown functionswhich might be good. At x = 2 there is no way that 1 + 2 + 4 + 8 + agrees with 1/(1 . It is a "power series. Its sum is .1: 1+ 1+ 1 + 1 1 is divergent. to decide if the series converges. The oscillating example (with 1's and . We need to know when it doesn't. Its next term is 118.1)+ ( + • 1 1 is the oscillating series. The second series (the sum of 1's) obviously diverges to infinity. We need tests. to discover what the series converges to. They throw a beautiful light on sin x and cos x. and oscillation: The first series converges. the series on the left may converge to the sum on the right." When we substitute numbers for x.a . But on the painful side is the fact that an infinite series has infinitely many terms. This behavior is typical of a power seriesto converge in an interval of x's and . Its sum should be . Here are examples of convergence. Choose x = 4 and x = 1 and x = . . divergence. after that is 1116and every step brings us halfway to 2. It is not easy to know the sum of those terms.a 11 0 1 + (.
.. It is typical of this chapter. We begin with a linear approximation like 1 + x. includes the series for sin x and cos x.+ 10' 10 The decimal 1. Nobody knows the 2 billionth term. This is the ultimate voyage from the linear function y = mx + b. just multiply by 3. (Most tests are really comparisons with a geometric series.0101 . Compare that series with this one.10. The terms go to zero. We happen to know the first billion terms (the billionth is given below).: 1 Set x = . but in Section 10." a new way to create functionsnot by formulas or integrals but by infinite series. which also equals a: That alternating series is really remarkable.1.. I don't really understand it: . No example can be better than 1/(1 .The geometric series is 1 + ..x). The last half studies power series.. The situation was the same for integralsthey give famous answers like In x or unknown answers like 1xXdx. The chapter is not long.1415. Outside that range it diverges. but it is full.&).) The second most important series in mathematics is the exponential series eX = 1 + x + $x2 + &x3+ .. which is 1019. Every fvaction leads to a repeating decimal.3). Here is an unusual decimal (which eventually repeats). The sum of 1 + 118 + 1/27 + is also unknownalthough a lot of mathematicians have tried. This example begins to show what the chapter is about.&). Most numbers are not fractions (or repeating decimals). is also the fraction 1/(1 ..004 115226337448 I 243 . In the end. which dominates Section 10. The other part is about series in general. We know the 2 billionth term (it has a minus sign). This is not a geometric series. This is 1013.. which is 100/99. This is the fraction 1/(1.1 it comes from a geometric series. . set x = 1/100.1 1 1. Next is a quadratic approximation like 1 + x + x2... Question Does this series actually converge? What if all signs are + ? Answer The alternating series converges to a (Section 10.333 . The geometric series is safe for x between 1 and 1. because of the It formula eix = cos x + i sin x. Every repeating decimal adds up (through the geometric series) to a fraction.a series that certainly converges.2). Finally a whole range of new and old functions will come from Taylor series. Then we define convergence and test for it. The next example shows a repeating decimal 1. . To get 3.1 The Geometric Series to diverge when x is large. A good example is a: This is 3. all the key functions of calculus appear as ''infinite polynomials" (except the step function). because its pattern is clear.1 11 .. To get 1. adding to numbers or functions that nobody has heard of. Part of the subject deals with special series. In the end we match all the derivatives of f(x). This is the "Taylor series. .. adding to 1019 or n: or ex. but their sum is infinite.. The positive series diverges to infinity (Section 10..
xn' times 1 . For the whole series we will push n towards infinity. 10. Figure 10.x) produce the series? Add up two terms of the series.1 shows n = 1 and n = 2 and n = 3 and n = a. That is cheatingwe want to discover the series. How does it produce the series? One way is elementary but brutal. The same happens in all cases: 1 . Between 1 at the start and .x)l. Another way is to look up the binomial formula for (1 .x gives 1 .x equals 1 .x leaves 1 at the start and .x into 1 (next to the figure). The second begins to make the point: 1 + x + x 2 times 1 .x3.1 and 1. + + + Fig.x x .368 10 lnfinlte Series 1 1 10. Then xn goes to zero: Now start with the function 1/(1 . On a graph you can see what is happening. then n terms: For the first. then three terms.x 3 at the end.x 2 + x 2 .1 The Geometric Series 1  We begin by looking at both sides of the geometric series: How does the series on the left produce the function on the right? How does 1/(1 . provided x is between .xn at the end. then full series: The infinite sum gives a jfnite answer. This proves equation (2)the sum of n terms of the series. 1 + x times 1 .x 2 by ordinary algebra. not just memorize it.x). The successful approach uses cal . then three terms. to do "long division" of 1 .1 Two terms. everything cancels.
the same series comes from multiplying (5) by x. except the nth derivative. we now apply algebra or calculus.24. .I23123 . To get familiar with other series.2345678987654321..10. To get 12/99. At the end we discover series for In 2 and n. Multiply the geometric series by a or ax: The first series fits the decimal 3.333 .8787 .1 < x < 1). To match the series with 1/(1. If you have a calculator. The geometric series diverges if 1 1 2 1. It answers a question left open in Section 8. choose a = 12 and x = 1/100: Problem 13 asks about . With that example. which is 100181. Its sum is 1013. and x 3 is just what we need.. 2. The point is that these operations are applied to the series. divide 100 by 81.. The nth derivative at x = 0 is n factorial: 1 from the chain rule keeps  Now comes the idea. This . .. Through its derivatives. The right side is 1/(1 .is 1/(1  x)~: At x = & the left side starts with 1. match all those derivatives at x = 0. In that case a = 3. The geometric series for x = & gave 1. 6. .. It is usual in precalculus to write a + ar + ar2 + = a/(l .111 . The derivative of the geometric series 1 x + x + + . The third derivative is supposed to be 6..x).23456789. which is n! By adding all powers we get every derivative rightso the geometric series matches the function: 1 x + + x2+ x3+ has the same derivatives at x = 0 as 1/(1 . = 1019.. 2. Its derivatives at x = 0 are zero. 3. .4the average number of coin tosses until the result is heads..&)2 = 1/(9/10)2. Otherwise it adds up to the function it comes from (when x . Compute the derivatives o f f (x) = 1/(1 .x) or its derivative or its integral.. and this series is just three times larger. The linear approximation is 1 + x. The second series fits other decimals that are fractions in disguise. Subtract 1 + x + x 2 + from 1 + 2x + 3x2 + as you subtract functions: Curiously. But we use x instead of r to emphasize that this is a functionwhich we can now differentiate. and .. you have seen a part of this subject.x).1111111I ) ~which is 1.1 The Geometric Series culus.. Each power xn gets one derivative right. 1.x): At x = 0 these derivatives are 1.to reach the square of 1/(1 .. The best I know is to show you eight operations that produce something useful.r). the function produces the series. Then comes 3f "(0)x2= x2. Notice how them positive. The answer should also be near (1.
The integrals of 1 + x + x2 + . Continuing upwards... The series has . All derivatives are factorials: 1. the solution starting from .10 Infinite Series is the sum l(pl) + 2(p2)+ .. I suggested experiments..)): .x)but other series can be multiplied when we don't know what functions they add up to..1/(1 + x) also satisfies y' = y2.x in place of x. Multiply series: the geometric series times itselfis 1/(1 . Now it is the square of the same y. We are matching the derivatives of the geometric series 1 + x + x2 + x3 + . We can solve diferential equations from all starting values by inJinite series. to find ln(1 .. 5. we rediscover the solution to y' = Y2. Now we have the whole series. then multiply by 1. . The chain rule gives A different starting value is .2. Now a key step: The derivative of the equation gives y" = 2yy'. . The expected value is two tosses. coming from 1 times x 2 and x times x and x 2 times 1 on the left side.1 is It is a small challenge to recognize the function on the right from the series on the left. At x = 0 that is 2 1 1..x). Then y' = (y" = 2yy' = .x + x2 .and 1 . The equation y' = y 2 gives l2 for the derivative. Solve dyldx = y2fvom any starting valuea new application of series: Suppose the starting value is y = 1 at x = 0. At x = 0 that is y"' = 4 + 2 = 6. the derivative of 2yy1 is 2yy" + 2(y')2. so the function does too. 4 . I cannot fail to substitute 1 and 4. and calculate one term at a time. = 1 as before.. For logarithms we find l/n not l/n! The first term x and second term i x 2 give linear and quadratic approximations.x) squared: The series on the right is not new! In equation (5) it was the derivative of y = 1/(1.1) and ln(1 + 1) and ln(1 . with x = f : The probability of waiting until the nth toss is p.. from probability.6. A typical term in equation (8) is 3x2. It is a lot quicker to square 1/(1 .2 and then y"' = 6. The solution starting from y(0) = 1 is y = 1/(1.x). are logarithms: The derivative of (10a) brings back the geometric series. Essentially we substitute an unknown series into the equation. We have stumbled onto a differential equation.24. With alternating signs to match these derivatives.. but now this mean value is exact. Notice how the series was squared. The sum y = .1. Term by term. The geometric series satisfies dyldx = y2. = (4)". 6 .
. Change variables in the geometric series (replace x by x 2 or . = . The Chudnovsky brothers recently took the latest step with a supercomputerthey have found f more than one billion decimal places o n (see Science. as everyone expected..x 6 + .10. The correct answer is In e = 1. But so far we have no proof that all ten digits occur & of the time. By changing to x = l / d . The second series will soon be used to calculate n.x2): This produces new functions (always our goal)..yields the inverse tangent of x: We integrated (15) and got odd powers. It is better to work with x.x) and detected (10). For In 2 they converge slowly. 8. June 1989).47 (not very close). Convergence in (17) is for large x. For In e they blow up. These will be examples for a major topic in infinite seriestests for convergence.2 1 (x/2) 2.0001. and substitute special values like at the end. so in 2 is quickly computed. It converges when 1 1 is greater than x 1. The third has plus signs and also converges to In 2. The integralof 1 . All logarithms can be found from the improved series (13). 7 .. the astronomer Halley and his assistant found 71 correct digits of n/6 (while waiting for the comet). There are two practical problems with these series.1 The Geometric Series The first series diverges to infinity. Both problems are solved by adding (10a) to (lob).In 4 = In 2. You might think it would be easier to deal only with numbers. The second series has alternating signs and converges to In 2. But then we would never have integrated the series for 1/(1 . The sums o numbers in (11) and (12) were discoveredfrom the f sums offunctions in (10). The magical formula for n (discovered by Leibniz) comes when x = 1. but the series can't find it. Other changes are valuable: in place of x: 2 X 1+ 1 + . The 5000th term is still of size . Convergence in (16) is for 1x1 < 2..x Equation (17) is a series of negative powers x". to compute In 2. the right side is in 4 . Powers offare much smaller than powers of 1 or f. . For the first time in this book we are able to compute a logarithm! Something remarkable is involved. That is one step in the long and amazing story of calculating n.x 2 + x 4 . The angle with tangent 1 is n/4: The first three terms give n z 3. The digits look completely random. so the fourth decimal is still not settled.6). This harmonic series 1 + came into the earliest discussion of limits (Section 2. They involve even powers of x. which cancels the even powers: +4 +4 4 At x = f.
5. By choosing x = . Shanks (no relation) reached 100. based on the "arithmeticgeometric mean iteration" of Gauss.14 and below 3+. Some unexpected numbers are the sums of infinite series. . but some functions can never be reached. . The series came fast.). who could multiply 100digit numbers in his head in 8 hours. The sum of n terms is c . (With years of calculation he went on to 707 digits.'x. But the method changed. is the same as i . It is time to stop. all things considered: The number of correct digits more than doubles at every step. and The decimal 1. cosh x). with a CDC 7600. where the nth derivative is e . By n = 9 we are far beyond Shanks (the hand calculator). since with the Chudnovsky method we don't have to start over again.10 Infinite Series Historical note Archimedes located n above 3. The squareroots are in 10. sinh x.x) at the point x = d .. .adds to a . multiplies this by h . Almost anyone can go past a billion digits..999. For faster convergence that series was replaced by other inverse tangents. Another is JG(and its relatives I/. This also comes from squaring the I series. closer to geometric series and converging for 1 1 < 1./. differentiate.111.x)