1 Calculus I MathIFun

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1 Calculus I MathIFun

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Because it is like understanding something by looking at small

pieces.

how it changes.

to find how much there is.

Limits

Limits are all about approaching. Sometimes you can't work something out directly, but

you can see what it should be as you get closer and closer!

Introduction to Limits

Evaluating Limits

Limits (Formal Definition)

Continuous Functions

The Derivative is the "rate of change" or slope of a function.

Introduction to Derivatives

Derivatives as dy/dx

Derivative Plotter

Derivative Rules

Second Derivative

Partial Derivatives

Differentiable

Implicit Differentiation

Integration (Integral Calculus)

Integration can be used to find areas, volumes, central points and many useful things.

Introduction to Integration

Integration Rules

Integration by Parts

Integration by Substitution

Definite Integrals

Arc Length

Integral Approximations

Differential Equations

In our world things change, and describing how they change often ends up as a Differential

Equation: an equation with a function and one or more of its derivatives:

Separation of Variables

Homogeneous Differential Equations

Introduction to Calculus

Calculus is all about changes.

Sam and Alex are traveling in the car ... but the speedometer is broken.

"No, Sam! Not our average for the last minute, or even the last second, I want to know

Alex: our speed RIGHT NOW."

Sam: "OK, let us measure it up here ... at this road sign... NOW!"

"OK, we were AT the sign for zero seconds, and the distance was ... zero meters!"

"I can't calculate it Sam! I need to know some distance over some time, and you are

saying the time should be zero? Can't be done."

That is pretty amazing ... you'd think it is easy to work out the speed of a car at any point in

time, but it isn't.

Even the speedometer of a car just shows us an average of how fast we were going for the last

(very short) amount of time.

But our story is not finished yet!

Sam and Alex get out of the car, because they have arrived on location. Sam is about to do a

stunt:

d = 5t2

t = time from jump, in seconds

(Note: the formula is a simpler version of how fast things fall under gravity : d = gt2)

d = 5t2 = 5 12 = 5 m

distance

Speed =

time

So at 1 second:

5m

Speed = = 5 m/s

1 second

"BUT", says Alex, "again that is an average speed, since you started the jump, ... I want to

know the speed at exactly 1 second, so I can set up the camera properly."

55m 0m

Speed = = = ????

11s 0s

Think about it ... how do we figure out a speed at an exact instant in time?

But Sam has an idea ... invent a time so short it won't matter.

Sam won't even give it a value, and will just call it "t" (called "delta t").

d = 5t2 = 5 (1)2 = 5 m

d = 5t2 = 5 (1+t)2 m

We can expand (1+t)2:

(1+t)2 = (1+t)(1+t)

= 1 + 2t + (t)2

And we get:

d = 5 (1+2t+(t)2) m

= 5 + 10t + 5(t)2 m

= 10t + 5(t)2 m

Speed = 10t +5(t)2 mt s

= 10 + 5t m/s

So the speed is 10 + 5t m/s, and Sam thinks about that t value ... he wants t to be so

small it won't matter ... so he imagines it shrinking towards zero and he gets:

Speed = 10 m/s

Alex: "I thought you said you couldn't calculate it?"

Because it is like understanding something by looking at small pieces.

Differential Calculus cuts something into small pieces to find how it changes.

Integral Calculus joins (integrates) the small pieces together to find how much there is.

(And Differential Calculus and Integral Calculus are like inverses of each other, just like

multiplication and division are inverses.)

Sam used Differential Calculus to cut time and distance into such small pieces that a pure

answer came out.

So ... was Sam's result just luck? Does it work for other things?

This is going to be very similar to the previous example, but it will be just a slope on a graph, no

one has to jump for this one!

At x = 1: y = 13 = 1

At x = (1+x): y = (1+x)3

y = 1 + 3x + 3(x)2 + (x)3

= 3x + 3(x)2 + (x)3

= 3 + 3x + (x)2

Slope = 3

And here we see the graph of y = x3

point (1,1) we can draw a line tangent to the curve

Try It Yourself!

Go to the Slope of a Function page, put in the formula "x^3", then try to find the slope at the

point (1,1).

Zoom in closer and closer and see what value the slope is heading towards.

Conclusion

Calculus is about changes.

Differential calculus cuts something into small pieces to find how it changes.

Integral calculus joins (integrates) the small pieces together to find how much there is.

Approaching ...

Sometimes we can't work something out directly ... but we can see what it should be as we get

closer and closer!

Example:

(x2 1)(x 1)

Now 0/0 is a difficulty! We don't really know the value of 0/0 (it is "indeterminate"), so we need

another way of answering this.

So instead of trying to work it out for x=1 let's try approaching it closer and closer:

Example Continued:

x (x2 1)(x 1)

0.5 1.50000

0.9 1.90000

0.99 1.99000

0.999 1.99900

0.9999 1.99990

0.99999 1.99999

... ...

But we can see that it is going to be 2

We want to give the answer "2" but can't, so instead mathematicians say exactly what is going

on by using the special word "limit"

So it is a special way of saying, "ignoring what happens when we get there, but as we get closer

and closer the answer gets closer and closer to 2"

It is like running up a hill and then finding the path is magically "not there"...

... but if we only check one side, who knows what happens?

Example Continued

x (x2 1)(x 1)

1.5 2.50000

1.1 2.10000

1.01 2.01000

1.001 2.00100

1.0001 2.00010

1.00001 2.00001

... ...

We can't say what the value at "a" is, because there are two competing answers:

1.3 from the right

But we can use the special "" or "+" signs (as shown) to define one sided limits:

the right-hand limit (+) is 1.3

Limits can be used even when we know the value when we get there! Nobody said they are

only for difficult functions.

Example:

We know perfectly well that 10/2 = 5, but limits can still be used (if we want!)

Approaching Infinity

Infinity is a very special idea. We know we can't reach it, but we can

still try to work out the value of functions that have infinity in them.

Maybe we could say that 1= 0, ... but that is a problem too, because if we divide 1 into infinite

pieces and they end up 0 each, what happened to the 1?

But We Can Approach It!

So instead of trying to work it out for infinity (because we can't get a sensible answer), let's try

larger and larger values of x:

x 1x

1 1.00000

2 0.50000

4 0.25000

10 0.10000

100 0.01000

1,000 0.00100

10,000 0.00010

But we can see that 1x is going towards 0

We want to give the answer "0" but can't, so instead mathematicians say exactly what is going

on by using the special word "limit"

In other words:

When you see "limit", think "approaching"

It is a mathematical way of saying "we are not talking about when x=, but we know as x gets

bigger, the answer gets closer and closer to 0".

Solving!

We have been a little lazy so far, and just said that a limit equals some value because it looked

like it was going to.

Limits to Infinity

You should read Limits (An Introduction) first

Infinity is a very special idea. We know we can't reach it, but we can

still try to work out the value of functions that have infinity in them.

Let's start with an interesting example.

Why don't we know?

Maybe we could say that 1= 0, ... but that is a problem too, because if we divide 1 into infinite

pieces and they end up 0 each, what happened to the 1?

In fact 1 is known to be undefined.

So instead of trying to work it out for infinity (because we can't get a sensible answer), let's try

larger and larger values of x:

x 1x

1 1.00000

2 0.50000

4 0.25000

10 0.10000

100 0.01000

1,000 0.00100

10,000 0.00010

But we can see that 1x is going towards 0

We want to give the answer "0" but can't, so instead mathematicians say exactly what is going

on by using the special word "limit"

In other words:

It is a mathematical way of saying "we are not talking about when x=, but we know as x gets

bigger, the answer gets closer and closer to 0".

Summary

So, sometimes Infinity cannot be used directly, but we can use a limit.

as x approaches infinity

What is the limit of this function as x approaches infinity?

y = 2x

x y=2x

1 2

2 4

4 8

10 20

100 200

... ...

So as "x" approaches infinity, then "2x" also approaches infinity. We write this:

but in "limit" language the limit is infinity (which is really saying

the function is limitless).

We have seen two examples, one went to 0, the other went to infinity.

In fact many infinite limits are actually quite easy to work out, when we figure out "which way it

is going", like this

true for 1/x2 etc

so on. Likewise functions with x2 or x3 etc will also approach infinity.

have to look at the signs of x.

Example: 2x25x

5x will head towards -infinity

But x2 grows more rapidly than x, so 2x25x will head towards +infinity

In fact, when we look at the Degree of the function (the highest exponent in the function) we

can tell what is going to happen:

less than 0, the limit is 0

But if the Degree is 0 or unknown then we need to work a bit harder to find a limit.

Rational Functions

Following on from our idea of the Degree of the Equation , the first step to find the limit is to ...

If the Degree of P is less than the Degree of Q ...

... divide the coefficients of the terms with the largest exponent, like this:

(note that the largest exponents will be equal, as the degree is equal)

... then the limit is positive infinity ...

We can work out the sign (positive or negative) by looking at the signs of the terms with the

largest exponent, just like how we found the coefficients above:

6x2 (the term with the largest exponent in the bottom)

But this will head for negative infinity, because 2/5 is negative.

There is a formula for the value of e (Euler's number) based on infinity and this formula:

(1+ 1/n)n

So instead of trying to work it out for infinity (because we can't get a sensible answer), let's try

larger and larger values of n:

n (1 + 1/n)n

1 2.00000

2 2.25000

5 2.48832

10 2.59374

100 2.70481

1,000 2.71692

10,000 2.71815

100,000 2.71827

It is heading towards the value 2.71828... which is the magic number e (Euler's Number) .

But we can see that it settles towards 2.71828...

It is a mathematical way of saying "we are not talking about when n=, but we know as n gets

bigger, the answer gets closer and closer to the value of e".

Don't Do It The Wrong Way ... !

We can see by the graph and the table that as n get larger the function approaches 2.71828....

But trying to use infinity as a "very large real number" (it isn't!) gives this:

So don't try using Infinity as a real number: you can get wrong answers!

Evaluating Limits

I have taken a gentle approach to limits so far, and shown tables and graphs to illustrate the

points.

But to "evaluate" (in other words calculate) the value of a limit can take a bit more effort. Find

out more at Evaluating Limits .

Limits (Evaluating)

You should read Limits (An Introduction) first

Sometimes we can't work something out directly ... but we can see what it should be as we get

closer and closer!

Example:

(x2 1)(x 1)

Now 0/0 is a difficulty! We don't really know the value of 0/0 (it is "indeterminate"), so we need

another way of answering this.

So instead of trying to work it out for x=1 let's try approaching it closer and closer:

Example Continued:

x (x2 1)(x 1)

0.5 1.50000

0.9 1.90000

0.99 1.99000

0.999 1.99900

0.9999 1.99990

0.99999 1.99999

... ...

But we can see that it is going to be 2

We want to give the answer "2" but can't, so instead mathematicians say exactly what is going

on by using the special word "limit"

So it is a special way of saying, "ignoring what happens when we get there, but as we get closer

and closer the answer gets closer and closer to 2"

As a graph it looks like this:

Evaluating Limits

"Evaluating" means to find the value of (think e-"value"-ating)

In the example above we said the limit was 2 because it looked like it was going to be. But

that is not really good enough!

In fact there are many ways to get an accurate answer. Let's look at some:

The first thing to try is just putting the value of the limit in, and see if it works (in other

words substitution ).

(11)/(11) = 0/0

10/2 = 5

It didn't work with the first one (we knew that!), but the second example gave us a quick and

easy answer.

2. Factors

Example:

3. Conjugate

When it's a fraction, multiplying top and bottom by a conjugate might help.

the sign in the middle of 2 terms like this:

Multiply top and bottom by the conjugate of the top:

Done!

By finding the overall Degree of the Function we can find out whether the function's limit is 0,

Infinity, -Infinity, or easily calculated from the coefficients.

Read more at Limits To Infinity .

5. Formal Method

The formal method sets about proving that we can get as close as we want to the answer by

making "x" close to "a".

Please read Introduction to Limits first

Approaching ...

Sometimes we can't work something out directly ... but we can see what it should be as we get

closer and closer!

Example:

(x2 1)(x 1)

Now 0/0 is a difficulty! We don't really know the value of 0/0 (it is "indeterminate"), so we need

another way of answering this.

So instead of trying to work it out for x=1 let's try approaching it closer and closer:

Example Continued:

x (x2 1)(x 1)

0.5 1.50000

0.9 1.90000

0.99 1.99000

0.999 1.99900

0.9999 1.99990

0.99999 1.99999

... ...

But we can see that it is going to be 2

We want to give the answer "2" but can't, so instead mathematicians say exactly what is going

on by using the special word "limit"

So it is a special way of saying, "ignoring what happens when we get there, but as we get closer

and closer the answer gets closer and closer to 2"

More Formal

But instead of saying a limit equals some value because it looked like it was going to, we can

have a more formal definition.

From English to Mathematics

Let's say it in English first:

When we call the Limit "L", and the value that x gets close to "a" we can say

Calculating "Close"

Now, what is a mathematical way of saying "close" ... could we subtract one value from the

other?

Example 2: 3.8 4 = 0.2

Hmmm ... negatively close? That doesn't work ... we really need to say "I don't care about

positive or negative, I just want to know how far" which is the absolute value .

Example 2: |3.84| = 0.2

f(x) = (x21)(x1)

2015 MathsIsFun.com v0.77

so |f(x)2| is small when |x1| is small.

Delta and Epsilon

But "small" is still English and not "Mathematical-ish".

(Note: Those two greek letters, is "delta" and is "epsilon", are often

used for this, leading to the phrase "delta-epsilon")

And we have:

That actually says it! So if you understand that you understand limits ...

1) 2) 3)

it is true for any >0 exists, and is >0

"for any >0, there is a >0 so that |f(x)L|< when 0<|xa|< "

That is the formal definition. It actually looks pretty scary, doesn't it!

But in essence it still says something simple: when x gets close to a then f(x) gets close to L.

How to Use it in a Proof

To use this definition in a proof, we want to go

From: To:

0<|xa|< |f(x)L|<

This usually means finding a formula for (in terms of ) that works.

Test to see if that formula works.

The Limit "L" is 10

So we want to know:

How do we go from: to

0<|x3|< |(2x+4)10|<

Step 1: Play around till you find a formula that might work

Start with:

|(2x+4)10|<

Simplify:

|2x6|<

Move 2 outside:

2|x3|<

Move 2 across:

|x3|< /2

Start with:

0<|x3|<

Replace : 0<|x3|< /2

Move 2 across:

0<2|x3|<

Move 2 inside:

0<|2x6|<

0<|(2x+4)10|<

DONE!

And we have proved that

Conclusion

That was a fairly simple proof, but it hopefully explains the strange "there is a ... " wording, and

it does show you a good way of approaching these kind of proofs.

Continuous Functions

A function is continuous when its graph is a single unbroken curve ...

... that you could draw without lifting your pen from the paper.

That is not a formal definition, but it helps you understand the idea.

Examples

So what is not continuous (also called discontinuous) ?

Look out for holes, jumps or vertical asymptotes (where the function heads up/down towards

infinity).

sin(x)x21/(x-1)(x2-1)/(x-1)sign(x-1.5)

sin(x)

Continuous

Zoom:

Reset

2015 MathsIsFun.com v1.05

Domain

In its simplest form the domain is all the values that go into a function.

Example: 1/(x-1)

At x=1 we have:

So there is a "discontinuity" at x=1

f(x) = 1/(x-1)

g(x) = 1/(x-1) for x>1

over all Real Numbers

More Formally !

We can define continuous using Limits (it helps to read that page first):

then f(x) gets closer and closer to f(c)"

as x approaches c (from left)

then f(x) approaches f(c)

AND

as x approaches c (from right)

then f(x) approaches f(c)

If we get different values from left and right (a "jump"), then the limit does not exist!

How to Use:

Make sure that, for all x values:

f(x) is defined

and the limit at x equals f(x)

(x2-1)/(x-1) = (12-1)/(1-1) = 0/0

Almost the same function, but now it is over an interval that does not include x=1.

But at x=1 you can't say what the limit is, because there are two competing answers:

"1" from the right

But:

Example: How about the piecewise function absolute value:

And the limit as you approach x=0 (from either side) is also 0 (so no "jump"),

So it is in fact continuous.

Introduction to Derivatives

It is all about slope!

There is nothing to measure!

To find the derivative of a function y = f(x) we use the slope formula:

Simplify it as best we can

Then make x shrink towards zero.

Like this:

Expand (x + x)2: f(x+x) = x2 + 2x x + (x)2

We write dx instead of "x heads towards 0", so "the derivative of" is commonly written

x2 = 2x

"The derivative of x2 equals 2x"

or simply "d dx of x2 equals 2x"

It means that, for the function x2, the slope or "rate of change" at any point is 2x.

f(x) = 2x

"The derivative of f(x) equals 2x"

or simply "f-dash of x equals 2x"

Example: What is x3 ?

x3 = 3x2

We can use the same method to work out derivatives of other functions (like sine, cosine,

logarithms, etc).

Derivative Rules

Done.

You can't just find the derivative of cos(x) and multiply it by the derivative of sin(x) ... you must

use the "Product Rule" as explained on the Derivative Rules page.

Notation

"Shrink towards zero" is actually written as a limit like this:

"The derivative of f equals the limit as x goes to zero of f(x+x) - f(x) over x"

The process of finding a derivative is called "differentiation".

Where to Next?

Go and learn how to find derivatives using Derivative Rules , and get plenty of practice.

Derivative Rules

The Derivative tells us the slope of a function at any point.

For example:

The slope of a line like 2x is 2, or 3x is 3 etc

and so on.

Here are useful rules to help you work out the derivatives of many functions (with examples

below ). Note: the little mark means "Derivative of".

Constant c 0

Line x 1

ax a

Square x2 2x

Exponential ex ex

ax ln(a) ax

loga(x) 1 / (x ln(a))

cos(x) sin(x)

tan(x) sec2(x)

cos-1(x) 1/(1x2)

tan-1(x) 1/(1+x2)

Multiplication by constant cf cf

Product Rule fg f g + f g

Chain Rule

fg (f g) g

(as "Composition of Functions")

Chain Rule (using ) f(g(x)) f(g(x))g(x)

So ddxsin(x) and sin(x) are the same thing, just written differently

Examples

Example: what is the derivative of sin(x) ?

sin(x) = cos(x)

Or:

sin(x) = cos(x)

Power Rule

Example: What is x3 ?

xn = nxn1

x3 = 3x31 = 3x2

xn = nxn1

x1 = 1x11 = x2

Multiplication by constant

the derivative of cf = cf

the derivative of 5f = 5f

x3 = 3x31 = 3x2

So:

Sum Rule

the derivative of f + g = f + g

So we can work out each derivative separately and then add them.

x2 = 2x

x3 = 3x2

And so:

Difference Rule

the derivative of f g = f g

So we can work out each derivative separately and then subtract them.

v3 = 3v2

v4 = 4v3

And so:

z2 = 2z

z3 = 3z2

z4 = 4z3

And so:

Product Rule

the derivative of fg = f g + f g

In our case:

f = cos

g = sin

cos(x) = sin(x)

sin(x) = cos(x)

So:

= cos2(x) sin2(x)

Reciprocal Rule

So:

Which is the same result we got above using the Power Rule.

Chain Rule

f(g) = sin(g)

g(x) = x2

f'(g) = cos(g)

g'(x) = 2x

So:

= 2x cos(x2)

dydx = dydududx

Differentiate each:

Example: What is (1/cos(x)) ?

f(g) = 1/g

g(x) = cos(x)

f'(g) = 1/(g2)

g'(x) = sin(x)

So:

= sin(x)/cos2(x)

f(g) = g3

g(x) = 5x2

g'(x) = 5

So:

Second Derivative

(Read about derivatives first if you don't already know what they are!)

Then take the derivative of that

The second derivative is shown with two tick marks like this: f''(x)

Example: f(x) = x3

The derivative of 3x2 is 6x, so the second derivative of f(x) is:

f''(x) = 6x

dy d2y

A derivative can also be shown as: , and the second derivative shown as:

dx dx2

Example: (continued)

y = x3

dy = 3x2

dx

d2y

= 6x

2

dx

A common real world example of this is distance, speed and acceleration:

You are cruising along in a bike race, going a steady 10 m every second.

Distance: is how far you have moved along your path. It is common to use s for distance (from

the Latin "spatium").

So let us use:

time (in seconds): t

... and is actually the first derivative of distance with respect to time: dsdt

Acceleration: Now you start cycling faster! You increase your speed to 14 m every

second over the next 2 seconds.

So dsdt is changing over time!

d dsdt

We could write it like this:

dt

And yes, "per second" is used twice!

It can be thought of as (m/s)/s but is usually written m/s2

(Note: in the real world your speed and acceleration changes moment to moment, but here we

assume you can hold a constant speed or constant acceleration.)

So:

Example

Measurement

Distance: s 100 m

And the third derivative (how acceleration changes over time) is called "Jolt" ... !

f(x) = x2

And its derivative (using the Power Rule ) is:

f(x) = 2x

f(x,y) = x2 + y3

number like 7 or something):

fx = 2x + 0 = 2x

Explanation:

we treat y as a constant, so y3 is also a constant (imagine y=7, then 73=343 also a constant),

and the derivative of a constant is 0

fy = 0 + 3y2 = 3y2

Explanation:

the derivative of y3 (with respect to y) is 3y2

That is all there is to it. Just remember to treat all other variables as if they are constants.

Example: the volume of a cylinder is V = r2 h

f(r,h) = r2 h

For the partial derivative with respect to r we hold h constant, and r changes:

fr = (2r) h = 2rh

(The derivative of r2 with respect to r is 2r, and and h are constants)

It says "as only the radius changes (by the tiniest amount), the volume changes by 2rh"

fh = r2 (1)= r2

( and r2 are constants, and the derivative of h with respect to h is 1)

It says "as only the height changes (by the tiniest amount), the volume changes by r 2"

The surface is: the top and bottom with areas of x2 each, and 4 sides of area xy:

f(x,y) = 2x2 + 4xy

fx = 4x + 4y

fy = 0 + 4x = 4x

We can have 3 or more variables. Just find the partial derivative of each variable in turn

while treatingall other variables as constants.

Example: The volume of a cube with a square prism cut out from it.

f(x,y,z) = z3 x2y

fx = 0 2xy = 2xy

fy = 0 x2 = x2

fz = 3z2 0 = 3z2

When there are many x's and y's it can get confusing, so a mental trick is to change the

"constant" variables into letters like "c" or "k" that look like constants.

It has x's and y's all over the place! So let us try the letter change trick.

fx = k3cos(x) + 2x tan(k)

fx = y3cos(x) + 2x tan(y)

fy = 3y2sin(k) + k2sec2(y)

fy = 3y2sin(x) + x2sec2(y)

But only do this if you have trouble remembering, as it is a little extra work.

Notation: here we use fx to mean "the partial derivative with respect to x", but another very

common notation is to use a funny backwards d () like this:

fx = 2x

fx = 2x

Example: find the partial derivatives of f(x,y,z) = x4 3xyz using "curly dee"

notation

f(x,y,z) = x4 3xyz

fx = 4x3 3yz

fy = 3xz

fz = 3xy

Differentiable

Differentiable means that the derivative exists ...

Example: is x2 + 6x differentiable?

Its derivative is 2x + 6

So yes! x2 + 6x is differentiable.

... and it must exist for every value in the function's domain .

Domain

all the values that go into a function

Example (continued)

When not stated we assume that the domain is the Real Numbers .

Testing

We can test any value "c" by finding if the limit exists:

f(c+h) f(c)

lim

h0

h

Example (continued)

lim lim lim

= =

h0 h0 h0

h h h

|h| |h|

lim lim

= 1 = +1

h0 h0+

h h

The limits are different on either side, so the limit does not exist.

The absolute value function stays pointy even when zoomed in.

Other Reasons

Here are a few more examples:

values, as there is a discontinuity at each jump. But they are

differentiable elsewhere.

At x=0 the function is not defined so it makes no sense to ask if they are differentiable

there.

To be differentiable at a certain point, the function must first of all be defined there!

As we head towards x = 0 the function moves up and down faster and faster, so we

cannot find a value it is "heading towards".

So it is not differentiable.

Different Domain

But we can change the domain!

The domain is from but not including 0 onwards (all positive values).

Which IS differentiable.

So the function g(x) = |x| with Domain (0,+) is differentiable.

We could also restrict the domain in other ways to avoid x=0 (such as all negative Real

Numbers, all non-zero Real Numbers, etc).

Why Bother?

Because when a function is differentiable we can use all the power of calculus when working with

it.

Continuous

When a function is differentiable it is also continuous .

Differentiable Continuous

But a function can be continuous but not differentiable. For example the absolute value

function is actually continuous (though not differentiable) at x=0.

Where is a function at a high or low point? Calculus can help!

In a smoothly changing function a maximum or minimum is always where the function flattens

out (except for a saddle point).

Example: A ball is thrown in the air. Its height at any time t is given by:

h = 3 + 14t 5t2

h = 0 + 14 5(2t)

= 14 10t

14 10t = 0

10t = 14

t = 14 / 10 = 1.4

h = 3 + 141.4 51.42

And so:

A Quick Refresher on Derivatives

A derivative basically finds the slope of a function.

h = 3 + 14t 5t2

and came up with this derivative:

h = 0 + 14 5(2t)

= 14 10t

Which tells us the slope of the function at any time t

The slope of a line like 2x is 2, so 14t has a slope of 14

A square function like t2 has a slope of 2t, so 5t2 has a slope of 5(2t) = 10t

And then we added them up

We saw it on the graph! But otherwise ... derivatives come to the rescue again.

Take the derivative of the slope (the second derivative of the original function):

This means the slope is continually getting smaller (10): traveling from left to right the slope

starts out positive (the function rises), goes through zero (the flat point), and then the slope

becomes negative (the function falls):

On the graph above I showed the slope before and after, but in practice we do the test at the

point where the slope is zero:

When a function's slope is zero at x, and the second derivative at x is:

greater than 0, it is a local minimum

equal to 0, then the test fails (there may be other ways of finding out though)

y = 5x3 + 2x2 3x

y = 15x2 + 4x 3

x = 3/5

x = +1/3

At x = 3/5:

y'' = 30(3/5) + 4 = 14

At x = +1/3:

Words

A high point is called a maximum (plural maxima).

We say local maximum (or minimum) when there may be higher (or lower) points elsewhere but

not nearby.

Example: Find the maxima and minima for:

y = x3 6x2 + 12x 5

y = 3x2 12x + 12

Is it a maximum or minimum?

At x = 2:

y'' = 6(2) 12 = 0

It is a saddle point ... the slope does become zero, but it is neither a maximum or minimum.

Must Be Differentiable.

And there is an important technical point:

The function must be differentiable (the derivative must exist at each point in its domain).

In fact it is not differentiable there (as shown on the differentiable page).

The function must also be continuous , but any function that is differentiable is also continuous,

so no need to worry about that.

What about when the slope stays the same (straight line)? It could be both! See footnote .

Usually our task is to find where a curve is concave upward or concave downward:

Definition

The key point is that a line drawn between any two points on the curve won't cross over the

curve:

First, the line: take any two different values a and b (in the interval we are looking at):

x = ta + (1t)b

When t=1 we get x = 1a+0b = a

When t is between 0 and 1 we get values between a and b

When x = ta + (1t)b:

The line is at y = tf(a) + (1t)f(b)

And (for concave upward) the line should not be below the curve:

For concave downward the line should not be above the curve ( becomes ):

And those are the actual definitions of concave upward and concave downward.

Remembering

Which way is which? Think:

Concave Upwards = CUP

Calculus

Derivatives can help! The derivative of a function gives the slope.

When the slope continually decreases, the function is concave downward.

Taking the second derivative actually tells us if the slope continually increases or decreases.

When the second derivative is negative, the function is concave downward.

Example: the function x2

The second derivative is f''(x) = 30x + 4 (using Power Rule)

And 30x + 4 is negative up to x = 4/30 = 2/15, and positive from there onwards. So:

What about when the slope stays the same (straight line)?

But a straight line is not OK when we say Strictly Concave upward or Strictly Concave

downward.

Example: y = 2x + 1

2x + 1 is a straight line.

It is Concave upward.

It is also Concave downward.

And it is not Strictly Concave downward.

mplicit Differentiation

Finding the derivative when you cant solve for y

You may like to read Introduction to Derivatives and Derivative Rules first.

Implicit vs Explicit

A function can be explicit or implicit:

Explicit: "y = some function of x". When we know x we can calculate y directly.

Implicit: "some function of y and x equals something else". Knowing x does not lead directly to

y.

Example: A Circle

y = (r2 x2) x2 + y2 = r2

as a function of x. expressed in terms of both y and x.

The graph of x2 + y2 = 32

Inflection Points

An Inflection Point is where a curve changes from Concave upward to Concave downward (or

vice versa)

So our task is to find where a curve goes from concave upward to concave downward (or vice

versa).

Calculus

Derivatives help us!

When the second derivative is negative, the function is concave downward.

And the inflection point is where it goes from concave upward to concave downward (or vice

versa).

The second derivative is y'' = 30x + 4

And 30x + 4 is negative up to x = 4/30 = 2/15, positive from there onwards. So:

In the previous example we took this:

y = 5x3 + 2x2 3x

y' = 15x2 + 4x 3

There are rules you can follow to find derivatives, and we used the "Power Rule" :

x3 has a slope of 3x2, so 5x3 has a slope of 5(3x2) = 15x2

x2 has a slope of 2x, so 2x2 has a slope of 2(2x) = 4x

The slope of the line 3x is 3

Differentiate with respect to x

Collect all the dydx on one side

Solve for dydx

Example: x2 + y2 = r2

Let's solve each term:

2x + 2ydydx = 0

ydydx = x

dydx = xy

dudx = dudydydx

Substitute in u = y2:

ddx(y2) = ddy(y2)dydx

And then:

ddx(y2) = 2ydydx

Basically, all we did was differentiate with respect to y and multiply by dydx

f(g(x)) = f(g(x))g(x)

f(y) = f(y)y

f(y) = 2yy

Again, all we did was differentiate with respect to y and multiply by dydx

Explicit

Let's also find the derivative using the explicit form of the equation.

Then differentiate

Then substitute the equation for y again

Example: x2 + y2 = r2

Subtract x2 from both sides: y2 = r2 x2

Now, because y = (r2 x2): y = x/y

You can try taking the derivative of the negative term yourself.

Yes, we used the Chain Rule again. Like this (note different letters, but same rule):

dydx = dydfdfdx

Derivatives:

OK, so why find the derivative y = x/y ?

Example: what is the slope of a circle centered at the origin with a radius of 5 at

the point (3,4)?

dydx = x/y

dydx = 3/4

And for bonus, the equation for the tangent line is:

y = 3/4 x + 25/4

Another Example

Sometimes the implicit way works where the explicit way is hard or impossible.

First, differentiate with respect to x (use the Product Rule for the xy2 term).

Then move all dy/dx terms to the left side.

Solve for dy/dx

Like this:

And we get:

9y220x3

dydx =

3(5y26xy)

Product Rule

= x(2ydydx) + y2

Oh, and dxdx= 1, in other words (x) = 1

Inverse Functions

Implicit differentiation can help us solve inverse functions.

Rewrite it in non-inverse mode: Example: x = sin(y)

Differentiate this function with respect to x on both sides.

Solve for dy/dx

As a final step we can try to simplify more by substituting the original equation.

Start with: y = sin1(x)

1 = cos(y) dydx

sin2 y + cos2 y = 1

cos y = (1 sin2 y )

cos y = (1 x2)

Start with: y = x

So: y2 = x

Derivative: 2ydydx= 1

Note: this is the same answer we get using the Power Rule:

Start with: y = x

As a power: y = x

Summary

To Implicitly derive a function (useful when a function can't easily be solved for y)

Differentiate with respect to x

Collect all the dy/dx on one side

Solve for dy/dx

To derive an inverse function, restate it without the inverse then use Implicit differentiation

Taylor Series

A Taylor Series is an expansion of a function into an infinite sum of terms.

is equal to the infinite sum of terms: 1 + x + x2/2! + x3/3! + ... etc

We can calculate e2 = 2.71828... 2.71828... = 7.389056...

Or use the series 1 + 2 + 22/2! + 23/3! = 6.333...

Hmmm... that wasn't even close, let's try some more terms:

OK, getting better! The more terms we use the closer we get.

What do you get with n=0 to 20?

Approximations

We can use the first few terms of a Taylor Series to get an approximate value for a function.

Here we show better and better approximations for cos(x). The red line is cos(x), the blue is

the approximation ( try plotting it yourself ) :

1 x2/2!

1 x2/2! + x4/4!

You can also see the Taylor Series in action at Euler's Formula for Complex Numbers .

How can we turn a function into a series of power terms like this?

Well, it isn't really magic. First we say we want to have this expansion:

Then we choose a value "a", and work out the values c0 , c1 , c2 , ... etc

And it is done using derivatives (so we must know the derivative of our function)

These basic derivative rules can help us:

The derivative of x is 1

The derivative of xn is nxn-1 (Example: the derivative of x3 is 3x2)

To get c0, choose x=a so all the (x-a) terms become zero, leaving us with:

f(a) = c0

So c0 = f(a)

f(a) = c1

So c1 = f(a)

f(a) = 2c2

So c2 = f(a)/2

In fact, a pattern is emerging. Each term is

... divided by all the exponents so far multiplied together (for which we can use factorial notation,

for example 3! = 321)

And we get:

For each term: take the next derivative, divide by n!, multiply by (x-a)n

Start with:

The derivative of cos is sin, and the derivative of sin is cos, so:

f(x) = cos(x)

f'(x) = sin(x)

f''(x) = cos(x)

f'''(x) = sin(x)

etc...

And we get:

Simplify:

Or try it on another function of your choice.

Note: A Maclaurin Series is a Taylor Series where a=0, so all the examples we have been

using so far can also be called Maclaurin Series.

Introduction to Integration

Integration is a way of adding slices to find the whole.

Integration can be used to find areas, volumes, central points and many useful things. But it is

easiest to start with finding the area under the curve of a function like this:

Slices

slices of width x like this (but the answer won't be very

accurate):

We can make x a lot smaller and add up many small

slices (answer is getting better):

approaches thetrue answer.

width.

But we don't have to add them up, as there is a "shortcut". Because ...

(So you should really know about Derivatives before reading more!)

Like here:

... so an integral of 2x is x2

Notation

(for "Sum", the idea of summing slices):

After the Integral Symbol we put the function we want to find the integral of (called the

Integrand),

and then finish with dx to mean the slices go in the x direction (and approach zero in width).

Plus C

We wrote the answer as x2 but why + C ?

It is the "Constant of Integration". It is there because of all the functions whose derivative is

2x:

The derivative of x2+4 is 2x, and the derivative of x2+99 is also 2x, and so on! Because the

derivative of a constant is zero.

So when we reverse the operation (to find the integral) we only know 2x, but there could have

been a constant of any value.

Tap and Tank

The input (before integration) is the flow rate from the tap.

Integrating the flow (adding up all the little bits of water) gives us thevolume of water in the

tank.

Imagine the flow starts at 0 and gradually increases (maybe a motor is slowly opening the tap).

As the flow rate increases, the tank fills up faster and faster.

Example: (assuming the flow is in liters per minute) after 3 minutes (x=3):

and the volume has reached x2 = 32 = 9 liters.

You only know the volume is increasing by x2.

We can go in reverse (using the derivative, which gives us the slope) and find that the flow rate

is2x.

which is the flow rate. Likewise at 3 minutes the slope is 6, etc.

So Integral and Derivative are opposites.

And the slope of the volume increase x2+C gives us back the flow rate: (x2 + C) = 2x

And hey, we even get a nice explanation of that "C" value ... maybe the tank already has water

in it!

And the increase in volume can give us back the flow rate.

Other functions

Well, we have played with y=2x enough now, so how do we integrate other functions?

If we are lucky enough to find the function on the result side of a derivative, then (knowing that

derivatives and integrals are opposites) we have an answer. But remember to add C.

From the Rules of Derivatives table we see the derivative of sin(x) is cos(x) so:

cos(x) dx = sin(x) + C

But a lot of this "reversing" has already been done (see Rules of Integration ).

Example: What is x3 dx ?

On Rules of Integration there is a "Power Rule" that says:

xn dx = xn+1/(n+1) + C

We can use that rule with n=3:

x3 dx = x4 /4 + C

Knowing how to use those rules is the key to being good at Integration.

(there are some questions below)

We have been doing Indefinite Integrals so far.

A Definite Integral has actual values to calculate between (they are put at the bottom and top

of the "S"):

Integration Rules

Integration

Integration can be used to find areas, volumes, central points

and many useful things. But it is often used to find the area

underneath the graph of a function like this:

The integral of many functions are well known, and there are useful rules to work out the

integral of more complicated functions, many of which are shown here.

Constant a dx ax + C

Variable x dx x2/2 + C

Square x2 dx x3/3 + C

Exponential ex dx ex + C

ax dx ax/ln(a) + C

ln(x) dx x ln(x) x + C

sin(x) dx -cos(x) + C

sec2(x) dx tan(x) + C

Sum Rule (f + g) dx f dx + g dx

Difference Rule (f - g) dx f dx - g dx

Examples

Example: what is the integral of sin(x) ?

It is written as:

sin(x) dx = cos(x) + C

Power Rule

Example: What is x3 dx ?

The question is asking "what is the integral of x3 ?"

xn dx = xn+1/(n+1) + C

x3 dx = x4/4 + C

Example: What is x dx ?

x is also x0.5

xn dx = xn+1/(n+1) + C

x0.5 dx = x1.5/1.5 + C

Multiplication by constant

We can move the 6 outside the integral:

6x2 dx = 6x2 dx

And now use the Power Rule on x2:

= 6 x3/3 + C

Simplify:

= 2x3 + C

Sum Rule

Use the Sum Rule:

cos x + x dx = cos x dx + x dx

Work out the integral of each (using table above):

= sin x + x2/2 + C

Difference Rule

Example: What is ew 3 dw ?

Use the Difference Rule:

ew 3 dw =ew dw 3 dw

Then work out the integral of each (using table above):

= ew 3w + C

Use the Sum and Difference Rule:

Constant Multiplication:

= 8z dz + 4z3 dz 6z2 dz

Power Rule:

Simplify:

= 4z2 + z4 2z3 + C

Integration by Parts

Substitution Rule

Integration by Parts

Integration by Parts is a special method of integration that is often useful when two functions are

multiplied together, but is also helpful in other ways.

You will see plenty of examples soon, but first let us see the rule:

u v dx = uv dx u' (v dx) dx

v is the function v(x)

As a diagram:

OK, we have x multiplied by cos(x), so integration by parts is a good choice.

u=x

v = cos(x)

Differentiate u: u' = x' = 1

Simplify and solve:

x sin(x) sin(x) dx

x sin(x) + cos(x) + C

Choose u and v

Differentiate u: u'

Integrate v: v dx

Put u, u' and v dx into: uv dx u' (v dx) dx

Simplify and solve

First choose u and v:

u = ln(x)

v = 1/x2

Now put it together:

Simplify:

(ln(x) + 1)/x + C

But there is only one function! How do we choose u and v ?

u = ln(x)

v=1

Integrate v: 1 dx = x

Now put it together:

Simplify:

x ln(x) 1 dx = x ln(x) x + C

Example: What is ex x dx ?

Choose u and v:

u = ex

v=x

Differentiate u: (ex)' = ex

Integrate v: x dx = x2/2

Now put it together:

Example: ex x dx (continued)

Choose u and v differently:

u=x

v = ex

Differentiate u: (x)' = 1

Integrate v: ex dx = ex

Now put it together:

Simplify:

x ex ex + C

ex(x1) + C

Choose a u that gets simpler when you differentiate it and a v that doesn't get any more

complicated when you integrate it.

A helpful rule of thumb is I LATE. Choose u based on which of these comes first:

L: Logarithmic functions such as ln(x), log(x)

A: Algebraic functions such as x2, x3

T: Trigonometric functions such as sin(x), cos(x), tan (x)

E: Exponential functions such as ex, 3x

Example: ex sin(x) dx

Choose u and v:

u = sin(x)

v = ex

Integrate v: ex dx = ex

Now put it together:

Looks worse, but let us persist! We can use integration by parts again:

Choose u and v:

u = cos(x)

v = ex

Integrate v: ex dx = ex

Now put it together:

Simplify:

Now we have the same integral on both sides (except one is subtracted) ...

... so bring the right hand one over to the left and we get:

Simplify:

It is based on the Product Rule for Derivatives :

uv = uv' dx + u'v dx

uv' dx = uv u'v dx

Some people prefer that last form, but I like to integrate v' so the left side is simple:

uv dx = uv dx u'(v dx) dx

Integration by Substitution

"Integration by Substitution" (also called "u-substitution") is a method to find an integral , but

only when it can be set up in a special way.

The first and most vital step is to be able to write our integral in this form:

This integral is good to go!

Then we can integrate f(u), and finish by putting g(x) back as u.

Like this:

Example: cos(x2) 2x dx

We know (from above) that it is in the right form to do the substitution:

Now integrate:

cos(u) du = sin(u) + C

And finally put u=x2 back again:

sin(x2) + C

This method only works on some integrals of course, and it may need rearranging:

Example: cos(x2) 6x dx

Oh no! It is 6x, not 2x. Our perfect setup is gone.

cos(x2) 6x dx = 3cos(x2) 2x dx

(We can pull constant multipliers outside the integration, see Rules of Integration .)

3cos(u) du = 3 sin(u) + C

3 sin(x2) + C

Done!

Example: x/(x2+1) dx

Let me see ... the derivative of x2+1 is 2x ... so how about we rearrange it like this:

x/(x2+1) dx = 2x/(x2+1) dx

Then we have:

Then integrate:

1/u du = ln(u) + C

ln(x2+1) + C

Example: (x+1)3 dx

Let me see ... the derivative of x+1 is ... well it is simply 1.

(x+1)3 dx = (x+1)3 1 dx

Then we have:

Then integrate:

u3 du = (u4)/4 + C

Now put u=x+1 back again:

(x+1)4 /4 + C

In Summary

When we can put an integral in this form:

And finish up by re-inserting g(x) where u is.

Definite Integrals

You might like to read Introduction to Integration first!

Integration

and many useful things. But it is often used to find the area

under the graph of a function like this:

width:

And there are Rules of Integration that help us get the answer.

Notation

(for "Sum", the idea of summing slices):

After the Integral Symbol we put the function we want to find the integral of (called the

Integrand),

and then finish with dx to mean the slices go in the x direction (and approach zero in width).

Definite Integral

A Definite Integral has start and end values: in other words there is an interval (a to b).

The values are put at the bottom and top of the "S", like this:

(no specific values) (from a to b)

We can find the Definite Integral by calculating the Indefinite Integral at points a and b, then

subtracting:

Example:

At x=1: 2x dx = 12 + C

At x=2: 2x dx = 22 + C

Subtract:

(22 + C) (12 + C)

22 + C 12 C

41+ CC =3

And "C" gets cancelled out ... so with Definite Integrals we can ignore C.

(Yay!)

Example:

(Note: x must be in radians )

= sin(1) sin(0.5)

= 0.841... 0.479...

= 0.362...

Example:

Since we are going from 0, can we just calculate the area at x=1?

cos(1) = 0.540...

What? The Area at x=1 is negative? No, we need to subtract the integral at x=0. We

shouldn't assume that it is zero.

So let us do it properly, subtracting one from the other (and C gets cancelled so we don't need to

show it):

= cos(1) (cos(0))

= 0.540... (1)

= 0.460...

That's better!

But we can have negative areas, when the curve is below the axis:

Example:

The definite integral will work out the net area.

= sin(3) sin(1)

= 0.141... 0.841...

= 0.700...

Try integrating cos(x) with different start and end values to see for yourself how positives and

negatives work.

But sometimes you want the actual area (without the part below being subtracted):

Example: What is the area between y = cos(x) and the x-axis from x = 1 to x

= 3?

This is like the example we just did, but area is positive(imagine you had to paint it).

One for the area below the x-axis

/2

= 1 0.841...

= 0.159...

/2

cos(x) dx = sin(3) sin(/2)

= 0.141... 1

= 0.859...

That last one comes out negative, but we want positive, so:

Continuous

Oh yes, the function we are integrating must be Continuous between a and b: no holes, jumps

or vertical asymptotes (where the function heads up/down towards infinity).

Example:

Properties

Reversing the direction of the interval gives the negative of the original direction.

Interval of zero length

When the interval starts and ends at the same place, the result is zero:

Adding intervals

Summary

The Definite Integral between a and b is the Indefinite Integral at b minus the Indefinite Integral

at a.

Arc Length

Using Calculus to find the length of a curve.

(Please read about Derivatives and Integrals first)

Imagine we want to find the length of a curve between two points. And the curve is smooth (the

derivative is continuous ).

First we break the curve into small lengths and use the Distance Between 2 Points formula on

each length to come up with an approximate answer:

And let's use (delta) to mean the difference between values, so it becomes:

S1 = (x1) + (y1)

S2 = (x2) + (y2)

S3 = (x3) + (y3)

...

...

Sn = (xn) + (yn)

We can write all those many lines in just one line using a Sum :

i=1

(xi) + (yi)

Maybe we can make a big spreadsheet, or write a program to do the calculations ... but lets try

something else.

have all the xi be the same so we can extract them from inside the square root

and then turn the sum into an integral.

Let's go:

i=1

(xi) + (xi)(yi/xi)

S

i=1

(xi)(1 + (yi/xi))

i=1

1 + (yi/xi) xi

Now, as n approaches infinity (as we head towards an infinite number of slices, and each slice

gets smaller) we get:

S=

lim

n

i=1

1 + (yi/xi) xi

We now have an integral and we write dx to mean the x slices are approaching zero in width

(likewise for dy):

S=

1 + (dy/dx) dx

And dy/dx is the derivative of the function f(x), which can also be written f(x):

S=

1 + (f(x)) dx

And now suddenly we are in a much better place, we don't need to add up lots of slices, we can

calculate an exact answer (if we can solve the differential and integral).

Note: the integral also works with respect to y, useful if we happen to know x=g(y):

S=

1 + (g(y)) dy

Solve the integral of 1 + (f(x)) dx

S=

Start with:

2

1 + (f(x)) dx

S=

Put in f(x) = 0:

2

1 + (0) dx

S=

Simplify:

2

dx

So the arc length between 2 and 3 is 1. Well of course it is, but it's nice that we came up with

the right answer!

Interesting point: the "(1 + ...)" part of the Arc Length Formula guarantees we get at leastthe

distance between x values, such as this case where f(x) is zero.

Example: Find the length of f(x) = x between x=2 and x=3

S=

Start with:

2

1 + (f(x)) dx

S=

Put in f(x) = 1:

2

1 + (1) dx

S=

Simplify:

2

2 dx

S = 2

Simplify more:

2

dx

And the diagonal across a unit square really is the square root of 2, right?

OK, now for the harder stuff. And this is useful, too:

Find the length for the hanging bridge that follows the curve:

f(x) = 5 cosh(x/5)

Let us solve the general case first!

f(x) = a cosh(x/a)

And "cosh" is the hyperbolic cosine function.

The curve is symmetrical, so it is easier to work on half of the catenary, from the center to an

end at "b":

S=

Start with:

0

1 + (f(x)) dx

S=

1 + sinh(x/a) dx

S=

1 + sinh(x/a) = cosh(x/a):

0

cosh(x/a) dx

S=

Simplify:

0

cosh(x/a) dx

S = 2a sinh(b/a)

S = 25 sinh(3/5)

= 6.367 m (to nearest mm)

This is important to know! If we build it exactly 6m in length there is no way we could pull it

hard enough for it to meet the posts. But at 6.367m it will work nicely.

S=

Start with:

0

1 + (f(x)) dx

S=

Put in (3/2)x(1/2): 4

1 + ((3/2)x(1/2)) dx

S=

Simplify:

0

1 + (9/4)x dx

u = 1 + (9/4)x

du = (9/4)dx

(4/9)du = dx

Bounds: u(0)=1 and u(4)=10

S=

10

And we get:

1

(4/9) u du

Calculate: S = (8/27) (10(3/2) - 1(3/2)) = 9.073...

Conclusion

The Arc Length Formula is:

S=

1 + (f(x)) dx

Steps:

Write Arc Length Formula

Simplify and solve integral

Integral Approximations

Integration is the best way to find the area from a curve to the axis: we get a formula for

an exact answer.

to get an approximate answer.

Examples

Let's use f(x) = ln(x) from x = 1 to x = 4

We actually can integrate that and get the true answer of 2.54517744447956....

But imagine we can't, and the only thing we can do is calculate values of ln(x):

at x=1: ln(1) = 0

at x=2: ln(2) = 0.693147...

etc

Let's use a slice width of 1 to make it easy to see what is going on (but smaller slices are

better).

The first 4 methods are also called Riemann Sums after the mathematician Bernhard

Riemann.

Left Rectangular Approximation Method (LRAM)

This method uses rectangles whose height is the left-most value. Areas are:

x=1 to 2: ln(1) 1 = 0 1 = 0

x=2 to 3: ln(2) 1 = 0.693147... 1 = 0.693147...

x=3 to 4: ln(3) 1 = 1.098612... 1 = 1.098612...

Because we are missing all that area between the tops of the rectangles and the curve.

This is made worse by a curve that is constantly increasing. When a curve goes up and down

more, the error is usually less.

x=2 to 3: ln(3) 1 = 1.098612... 1 = 1.098612...

x=3 to 4: ln(4) 1 = 1.386294... 1 = 1.386294...

Adding these up gets 3.178054, which is now much higher than 2.545177, because we have

included areas between the tops of the rectangles and the curve.

Midpoint Rectangular Approximation Method (MRAM)

x=2 to 3: ln(2.5) 1 = 0.916291... 1 = 0.916291...

x=3 to 4: ln(3.5) 1 = 1.252763... 1 = 1.252763...

Trapezoidal Rule

We can use both sides for a triangular effect at the top, which usually make trapezoids.

The calculation just averages the left and right values. Areas are:

x=2 to 3: ln(2) + ln(3)2 1 = 0.693147... + 1.098612...2 1 = 0.895879...

x=3 to 4: ln(3) + ln(4)2 1 = 1.098612... + 1.386294...2 1 = 1.242453...

Adding these up gets 2.484907, which is still a bit lower than 2.545177, mostly because the

curve is concave down over the interval.

Notice that in practice each value gets used twice (except first and last) and then the whole sum

is divided by 2:

12 ( ln(1) + ln(2) + ln(2) + ln(3) + ln(3) + ln(4) )

12 ( ln(1) + 2 ln(2) + 2 ln(3) + ln(4) )

By the way, this method is just the average of the Left and Right Methods:

Simpson's Rule

An improvement on the Trapezoidal Rule is Simpson's Rule. It is based on using parabolas at the

top instead of straight lines. The parabolas often get quite close to the real curve:

It sounds hard, but we end up with a formula like the trapezoid formula (but we divide by 3 and

use a 4,2,4,2,4 pattern of factors):

0.53 ( 15.2679... )

2.544648...

Note that when the curve is below the axis the area is negative.

Let's compare them all:

MRAM 2.574519 -0.029342 2.552851 -0.007674 2.545206 -0.000029

Of course a different function will produce different results. Why not try one yourself?

Maximum Error

In practice we won't know the actual answer ... so how do we know how good our estimate is?

And there are also these formulas for the maximum error of approximation (these are for the

worst case and the actual error will hopefully be a lot smaller):

For Trapezoidal: |E| = K(b-a)312n2

For Simpson's: |E| = M(b-a)5180n4

Where:

|E| is the absolute value of the maximum error (could be plus or minus)

a is the start of the interval

b is the end of the interval

n is the number of slices

K is the greatest second derivative over the interval.

M is the greatest fourth derivative over the interval.

2nd derivative: f''(x) = 1/x2

3rd derivative: f(3)(x) = 2/x3

4th derivative: f(4)(x) = 6/x4

5th derivative: f(5)(x) = 24/x5

End: f''(4) = 1/42 = 1/16

In between: use the 3rd derivative to see if there are zeros in the 1 to 4 interval, which could

mean a change in direction.

Does f(3)(x) = 0 between 1 and 4? No. So the maximum is at start or end.

End: f(4)(4) = 6/44= 6/256

In between: use the 5th derivative to see if there are zeros in the 1 to 4 interval.

Does f(5)(x) = 24/x5 equal zero between 1 and 4? No.

Trapezoidal: |E| = 1(4-1)31262 = 0.0625

Simpson's: |E| = 6(4-1)518064 = 0.00625

Shapes we Know

The curve may have a shape we know, and we can use geometry formulas like these examples:

Example: Triangle

f(x) = 2 x, from 0 to 2

A=22=2

Example: Rectangle

f(x) = 2, from 0 to 3

A=23=6

Example: Semicircle

A= r2 / 2 = / 2

Conclusion

We can estimate the area under a curve by slicing a function up

There are many ways of finding the area of each slice such as:

Right Rectangular Approximation Method (RRAM)

Midpoint Rectangular Approximation Method (MRAM)

Trapezoidal Rule

Simpson's Rule

We can use error formulas to find the largest possible error in our estimate

Basic geometry formulas can sometimes help us find areas under the curve

We can have a function, like this one:

A= r2

And the radius r is the value of the function at that point f(x), so:

A= f(x)2

And the volume is found by summing all those disks using Integration :

Volume =

f(x)2 dx

In other words, to find the volume of revolution of a function f(x): integrate pi times the

square of the function.

Example: A Cone

The radius of any disk is the function f(x), which in our case is simply x

Volume =

b

(x)2 dx

Volume =

x2 dx

To calculate this definite integral , we calculate the value of that function for b and for 0 and

subtract, like this:

= b3/3

Volume = 13 r2 h

Volume = 13 b3

As an interesting exercise, why not try to work out the more general case of any value of r and h

yourself?

So we have this:

The cone is now bigger, with its sharp end cut off (a truncated cone)

OK. Now what is the radius? It is our function y=x plus an extra 1:

y=x+1

Volume =

0

(x+1)2 dx

Volume =

(x2+2x+1) dx

= (b3/3+b2+b)

Volume =

1.6

0.6

(x2)2 dx

Volume =

1.6

0.6

x4 dx

6.54

In summary:

Have pi outside

Integrate the function squared

Subtract the lower end from the higher end

We can also rotate about the Y axis:

Take y=x2, but this time using the y-axis between y=0.4 and y=1.4

x = (y)

Volume =

1.4

0.4

(y)2 dy

Volume =

1.4

0.4

y dy

2.83...

Washer Method

Example: Volume between the functions y=x and y=x3 from x=0 to 1

In effect this is the same as the disk method, except we subtract one disk from another.

Volume =

(x)2 (x3)2 dx

Volume =

1

(x)2 (x3)2 dx

Simplify:

Volume =

x2 x6 dx

0.598...

So the Washer method is like the Disk method, but with the inner disk subtracted from the outer

disk.

Differential Equations

A Differential Equation is an equation with a function and one or more of its derivatives :

Example: an equation with the function y and its derivative dydx

Solving

We solve it when we discover the function y (or set of functions y).

There are many "tricks" to solving Differential Equations (if they can be solved!), but first: why?

In our world things change, and describing how they change often ends up as a Differential

Equation:

Example: Rabbits!

The more rabbits we have the more baby rabbits we get. Then those rabbits grow up and have

babies too! The population will grow faster and faster.

the growth rate r

the growth rate r is 0.01 new rabbits per week for every current rabbit

The population's rate of change N is then 10000.01 = 10 new rabbits per week.

But that is only true at a specific time, and doesn't include that the population is constantly

increasing.

Remember: the bigger the population, the more new rabbits we get!

So it is better to say the rate of change (at any instant) is the growth rate times the population

at that instant:

dN

= rN

dt

And it is a Differential Equation, because it has a function N(t) and its derivative.

And how powerful mathematics is! That short equation says "the rate of change of the population

over time equals the growth rate times the population".

Differential Equations can describe how populations change, how heat moves, how springs

vibrate, how radioactive material decays and much more. They are a very natural way to

describe many things in the universe.

On its own, a Differential Equation is a wonderful way to express something, but is hard to use.

So we try to solve them by turning the Differential Equation into a simpler Algebra-style

equation (without the differential bits) so we can do calculations, make graphs, predict the

future, and so on.

Example: Compound Interest

Money earns interest. The interest can be calculated at fixed times, such as yearly, monthly, etc.

and added to the original amount.

But when it is compounded continuously then at any time the interest gets added in proportion

to the current value of the loan (or investment).

Using t for time, r for the interest rate and V for the current value of the loan:

dV

= rV

dt

And here is a cool thing: it is the same as the equation we got with the Rabbits! It just has

different letters. So mathematics shows us these two things behave the same.

Solving

But don't worry, it can be solved (using a special method called Separation of Variables ) and

results in:

V = Pert

So a continuously compounded loan of $1,000 for 2 years at an interest rate of 10% becomes:

V = 1000 e(20.1)

V = 1000 1.22140...

= $1,221.40 (to nearest cent)

So Differential Equations are great at describing things, but need to be solved to be useful.

dN

= rN

dt

Well, that growth can't go on forever as they will soon run out of available food.

A guy called Verhulst figured it all out and got this Differential Equation:

dN

= rN(1-N/k)

dt

In Physics, Simple Harmonic Motion is a type of periodic motion where the restoring force is

directly proportional to the displacement. An example of this is given by a mass on a spring.

Example: Spring and Weight

the tension in the spring increases as it stretches,

then the spring bounces back up,

then back down, up and down, again and again.

The weight is pulled down by gravity, and we know from Newton's Second Law that force

equals mass times acceleration:

F = ma

And acceleration is the second derivative of position with respect to time, so:

F = m d2xdt2

The spring pulls it back up based on how stretched it is (k is the spring's stiffness, and xis how

stretched it is): F = -kx

m d2xdt2 = kx

Note: we haven't included "damping" (the slowing down of the bounces due to friction), that is

just a little more complicated.

OK, now we want to solve it to find how the spring bounces up and down over time.

OK, we want to solve them, but how?

Over the years wise people have worked out special methods to solve some typesof

Differential Equations.

It is like travel: different kinds of transport have solved how to get to certain places.Is it near, so

we can just walk? Is there a road so we can take a car? Is it over water so we need a ship? Or is

it in another galaxy and we just can't get there yet?

Ordinary or Partial

"Partial Differential Equations" (PDEs) have two or more independent variables.

Order and Degree

Order

The Order is the highest derivative (is it a first derivative? a second derivative ? etc):

Example:

dy

+ y2 = 5x

dx

Example:

d2y

+ xy = sin(x)

dx2

Example:

d3y dy

+x + y= ex

dx3 dx

This has a third derivative d3ydx3 which outranks the dydx , so is "Order 3"

Degree

Example:

dy

( )2 + y = 5x2

dx

The highest derivative is just dy/dx, and it has an exponent of 2, so this is "Second Degree"

In fact it is a First Order Second Degree Ordinary Differential Equation

Example:

d3y dy

+( )2 + y = 5x2

3

dx dx

The highest derivative is d3y/dx3, but it has no exponent (well actually an exponent of 1 which is

not shown), so this is "First Degree".

(The exponent of 2 on dy/dx does not count, as it is not the highest derivative).

Be careful not to confuse order with degree. Some people use the word order when

they mean degree!

Linear

It is Linear when the variable (and its derivatives) has no exponent or other function put on it.

So no y2, y3, y, sin(y), ln(y) etc, just plain y (or whatever the variable is).

dy

+ P(x)y = Q(x)

dx

Solving

OK, we have classified our Differential Equation, the next step is solving.

This is not a complete list of how to solve differential equations, but it should get you started:

Separation of Variables

Solving First Order Linear Differential Equations

Homogeneous Differential Equations

Separation of Variables

Separation of Variables is a special method to solve some Differential Equations

A Differential Equation is an equation with a function and one or more of its derivatives :

All the y terms (including dy) can be moved to one side of the equation, and

Method

Three Steps:

Step 1 Move all the y terms (including dy) to one side of the equation and all the x terms

(including dx) to the other side.

Step 2 Integrate one side with respect to y and the other side with respect to x. Don't forget

"+ C" (the constant of integration).

Step 3 Simplify

dydx = ky

Step 1 Separate the variables by moving all the y terms to one side of the equation and all the x

terms to the other side.

Put the integral sign in front: dyy = k dx

Integrate left side: ln(y) + C = k dx

C is the constant of integration. And we use D for the other, as it is a different constant.

Step 3 Simplify

y = cekx

This is a general type of first order differential equation which turns up in all sorts of unexpected

places in real world examples.

We used y and x, but the same method works for other variable names, like this:

Example: Rabbits!

The more rabbits you have the more baby rabbits you will get. Then those rabbits grow up and

have babies too! The population will grow faster and faster.

the population N at any time t

the growth rate r

the population's rate of change dNdt

The rate of change at any time equals the growth rate times the population:

dNdt = rN

But hey! This is the same as the equation we just solved! It just has different letters:

N instead of y

t instead of x

r instead of k

N = cert

Exponential Growth

There are other equations that follow this pattern such as continuous compound interest .

More Examples

OK, on to some different examples of separating the variables:

Example: Solve this

dy 1

=

dx y

Step 1 Separate the variables by moving all the y terms to one side of the equation and all the x

terms to the other side.

Integrate each side: (y2)/2 = x + C

We also used a shortcut of just one constant of integration C. This is perfectly OK as we could

have +D on one, +E on the other and just say that C = ED.

Step 3 Simplify

Note: This is not the same as y = (2x) + C, because the C was added before we took the

square root. This happens a lot with differential equations. We cannot just add the C at the end

of the process. It is added when doing the integration.

y = (2(x + C))

A harder example:

dy 2xy

=

dx 1 + x2

1 2x

Multiply both sides by dx, divide both sides by y: dy = dx

y 1+ x2

1 2x

Put the integral sign in front: dy = dx

y 1+ x2

The left side is a simple logarithm, the right side can be integrated using substitution:

1 1

Let u = 1 + x2, so du = 2x dx dy = du

y u

Step 3 Simplify

It is already as simple as can be. We have solved it:

y = k(1 + x2)

dN

= rN

dt

Well, that growth can't go on forever as they will soon run out of available food.

A guy called Verhulst included k (the maximum population the food can support) to get:

dN

= rN(1-N/k)

dt

Multiply both sides by dt: dN = rN(1N/k) dt

1

Divide both sides by N(1-N/k): dN = r dt

N(1N/k)

Step 2 Integrate

1

Put the integral sign in front: dN = r dt

N(1N/k)

Hmmm... the left side looks hard to integrate. In fact it can be done, with a little trick.

1

We start with this:

N(1N/k)

k

Multiply top and bottom by k:

N(kN)

N+kN

Now here is the trick, add N and N to the top

(see Partial Fractions):

N(kN)

N kN

and split it into two fractions: +

N(kN) N(kN)

1 1

Simplify each fraction: +

kN N

1 dN + 1 dN = r dt

kN N

Done!

(Why did that become minus ln(kN)? Because we are integrating with respect to N.)

Step 3 Simplify

We are getting close! Just a little more algebra to get N on its own:

k

N=

1 + Aert

40

And here is an example, the graph of :

2t

1 + 5e

then flattens out as it reaches k=40

You might like to read about Differential Equations and Separation of Variables first!

A Differential Equation is an equation with a function and one or more of its derivatives :

Here we will look at solving a special class of Differential Equations called First Order Linear

Differential Equations

First Order

They are "First Order" when there is only dydx , not d2ydx2 or d3ydx3 etc

Linear

A first order differential equation is linear when it can be made to look like this:

dy

+ P(x)y = Q(x)

dx

We invent two new functions of x, call them u and v, and say that y=uv.

We then solve to find u, and then find v, and tidy up and we are done!

And we also use the derivative of y=uv (see Derivative Rules (Product Rule) ):

dy dv du

= u + v

dx dx dx

Steps

Here is a step-by-step method for solving them:

dy dv du

= u + v

dx dx dx

into

dy

+ P(x)y = Q(x)

dx

3. Put the v term equal to zero (this gives a differential equation in u and x which can be

solved in the next step)

4. Solve using separation of variables to find u

5. Substitute u back into the equation we got at step 2

6. Solve that to find v

7. Finally, substitute u and v into y = uv to get our solution!

dydx yx = 1

where P(x) = 1x and Q(x) = 1

So this: dydx yx = 1

So: dudx = ux

Integrate: ln(u) = ln(x) + C

And so: u = kx

(Remember v term equals 0 so can be ignored): kx dvdx = 1

Integrate: kv = ln(x) + C

y = uv: y = kx 1k ln(cx)

Simplify: y = x ln(cx)

What is the meaning of those curves? They are the solution to the equation dydx yx = 1

In other words:

the slope minus yx equals 1

A 0.6 0.6 0 0 0.60.6 = 0 + 1 = 1

B 1.6 0 1 1 01.6 = 1 0 = 1

Why not test a few points yourself? You can plot the curve here .

dydx 3yx = x

where P(x) = 3x and Q(x) = x

So this: dydx 3yx = x

Put integral sign: duu = 3 dxx

Integrate: ln(u) = 3 ln(x) + C

Then: uk = x3

Separate variables: dv = k x2 dx

Integrate: v = k x1 + D

y = uv: y = x3k ( k x1 + D )

Simplify: y = x2 + Dk x3

dydx + 2xy= 2x3

dydx + P(x)y = Q(x)

where P(x) = 2x and Q(x) = 2x3

So this: dydx + 2xy= 2x3

Integrate: ln(u) = x2 + C

Then: uk = ex2

Integrate: v = oh no! this is hard!

RS dx = R S dx R' ( S dx) dx

(Side Note: we use R and S here, using u and v could be confusing as they already mean

something else here.)

R = x2 and

S = 2x ex2

So let's go:

And also R' = 2x and S dx = ex2

Simplify: y =1 x2 + ( Dk)ex2

Done!

A Differential Equation is an equation with a function and one or more of its derivatives :

A first order Differential Equation is Homogeneous when it can be in this form:

dydx = F( yx )

We can solve it using Separation of Variables but first we create a new variable v = yx

v = yx is also y = vx

Can we get it in F( xy ) style?

Start with: x2 + y2xy

Simplify: xy + yx

y = vx and dydx = v + x dvdx v + x dvdx = v-1 + v

Integrate: v22 = ln(x) + C

Simplify: v = (2 ln(kx))

Substitute v = yx: yx = (2 ln(kx))

Simplify: y = x (2 ln(kx))

Another example:

Can we get it in F( xy ) style?

Start with: y(xy)x2

Simplify: yx ( yx )2

Now use Separation of Variables :

Integrate: 1v = ln(x) + C

Simplify: v = 1ln(kx)

Substitute v = yx: yx = 1ln(kx)

Simplify: y = xln(kx)

Can we get it in F( xy ) style?

Start with: xyx+y

Simplify: 1y/x1+y/x

Separate the variables: 1+v12vv2 dv = 1x dx

Integrate: 12 ln(12vv2) = ln(x) + C

Substitute v = yx: 12( yx )( yx )2 = 1k2x2

We can try to factor x22xyy2 but we must do some rearranging first:

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