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Calculus

Calculus

Derivatives and applications


Calculus

Outline
Derivatives
Introduction
Basic definitions
Differentiation and Continuity
Rate of changes
Differentiation rules
Chain rule and L’hospital rule
Higher derivatives

Applications of derivatives
Approximation problems and Taylor’s series
Optimization problems and curve sketching
Solving non-linear equations by Newton iteration method
Calculus
Derivatives
Introduction

The derivative is one of the key ideas in calculus. It can be


considered as the instantaneous velocity of a vehicle, the slope of
the tangent line to a curve, the instantaneous rate of change of a
function. It has a lot of applications in a wide range of problems in
mathematics, computer science, economics like approximation
problems, optimization problems, and non-linear equation solving.
Calculus
Derivatives
Introduction

Derivatives I
1. The slope of tangent line of a curve y = f (x) at a point
(a, f (a)) is
f (x) − f (a)
mtan = lim
x→a x −a
2. Let f (t) be the position of a moving vehicle depending on the
time t.
displacement f (t + h) − f (t)
average velocity = =
time h
The instantaneous velocity of the vehicle at the time t is

f (t + h) − f (t)
v (t) = lim
h→0 h
Calculus
Derivatives
Introduction

Applications of derivative

1. Finding limit of some non-determined cases ( 00 , ∞


∞ ):
L’Hospital rule;
2. Optimization problems: Find local (global)
maximum/minimum values, consider the behavior, sketch the
graphs: The extreme value theorem, the mean value theorem;
3. Approximation problems: Linear, quadratic, cubic polynomial,
higher degree polynomial approximation, Taylor series;
4. Solving non-linear equations, difference equations: Newton
iteration method.
Calculus
Derivatives
Basic definitions

Derivatives - Definitions

1. Given a function f defined on a neighborhood of a. The


derivative of a function f at a number a, denoted by f 0 (a), is

f (a + h) − f (a) f (x) − f (a)


f 0 (a) = lim = lim
h→0 h x→a x −a
if this limit exists, and we say that f is differentiable at a.
2. Function f is called differentiable on an open interval (a, b) if
it is differentiable at any number in the interval.
3. Derivative as a function f 0 : R → R such that
f (x + h) − f (x)
f 0 (x) = lim .
h→0 h
Calculus
Derivatives
Basic definitions

Derivatives - Examples.
1. Let f (x) = sin x. Find f 0 (0).
We have: limh→0 sin h−sin
h
0
= limh→0 sinh h = 1. Hence,
0
f (0) = 1.

2. Let f (x) = x. Find the derivative function f 0 (x).
√ √
0 f (x + h) − f (x) x +h− x
f (x) = lim = lim
h→0 h h→0 h
√ √ √ √
x + h − x ( x + h + x)
= lim √ √
h→0 h ( x + h + x)
(x + h) − x
= lim √ √
h→0 h( x + h + x)
1 1
= lim √ √ = √ .
h→0 x +h+ x 2 x
Calculus
Derivatives
Basic definitions

Theorem
The tangent line to the curve y = f (x) at a point (a, f (a)) is the
line through (a, f (a)) whose slope is equal to f 0 (a), the derivative
of f at x = a. Consequently, the equation of the tangent line at
(a, f (a)) is
y − f (a) = f 0 (a)(x − a).

Example 1: The tangent line equation to the curve y = x 2 at a


point (1, 1) is y − f (x) = f 0 (1)(x − 1) or equivalently
y − 1 = 2(x − 1), or y = 2x − 1.
Exercise 2: Find the tangent line equation to the curve y = √1x at
(4, 21 ).
Calculus
Derivatives
Basic definitions

Derivatives - Exercises I

1. Using definition to find derivatives at x = 0

I (x + 1)n
(
I cos
( x
x sin x1 if x 6= 0 x 2 sin x1 if x 6= 0
I I
0 if x = 0 0 if x = 0

2. Using definition to find derivatives as a function of the


followings

I c, where c is a constant I x n where n is a positive


I 1 integer
x
I sin x
I x 3 − 3x + 5
√ I cos x
I x2 − x I x sin x
Calculus
Derivatives
Basic definitions

Derivatives - Exercises II
3. Using definition of derivative and the definition of the number
e as a limit
e = lim (1 + x)1/x
x→0

to find the derivative as a function of f (x) = ln x.



4. Find an equation of the tangent line to the curve y = x x
that is parallel to the line 1 + 3x.
5. For what value of x does the graph of
f (x) = x 3 + 3x 2 + x + 3 have a horizontal tangent?
6. A position curve of a particle is given by
s(t) = t 3 − 12t 2 + 36t, where t ≥ 0 and t is measured in
seconds and s in meters.
I Find the velocity at time t
I What is the velocity after 3 s?
I When is the particle at rest?
Calculus
Derivatives
Basic definitions

Fails to have derivative


Where is the function f (x) = |x| differentiable?
I x > 0: We have limh→0 |x+h|−|x|
h = limh→0 (x+h)−x
h =1
(choose h small enough such that x + h > 0).
I x < 0: We have limh→0 |x+h|−|x|
h = limh→0 (−x−h)+x
h = −1
(choose h small enough such that x + h < 0).
I x = 0: limh→0+ |h|−0
h = 1 whereas limh→0− |h|−0h = −1.
Therefore, |x| is non-differentiable at x = 0.

2
y = |x|

−2 −1 0 1 2 x
Calculus
Derivatives
Basic definitions

When does a function Not have a derivative at a point?

... at points whereas the graph has


1. a corner, where the one-side derivatives differ
2. a cusp, where the slope of PQ approaches ∞ from one side
and −∞ from the other
3. a vertical tangent, where the slope of PQ approaches ∞ from
both sides or approaches −∞ from both sides.
4. a discontinuity
Remark: If a function is differentiable at a point P, then if we
zoom in forward to P, then the form of the graph around P looks
very like the tangent line at P.
Calculus
Derivatives
Differentiation and Continuity

Theorem (Differentiability implies Continuity)


If f is differentiable at x = a, then f is continuous at x = a.

Proof.

f (x) − f (a)
lim [f (x) − f (a)] = lim (x − a)
x→a x→a x −a
f (x) − f (a)
= lim lim (x − a)
x→a x −a x→a
= f 0 (a) · 0 = 0.

Hence, limx→a f (x) = f (a) and f is continuous at x = a.


Remark. The converse of the above theorem is NOT TRUE. For
instance, the function f (x) = |x| is continuous at x = 0 but it is
not differentiable at x = 0.
Calculus
Derivatives
Rate of changes

Other objects are considered as derivatives: Rate of


changes
If x changes from x1 to x2 ,
I the change in x, called increment of x, is ∆x = x2 − x1
I the change in y , called increment of y , is ∆y = f (x2 ) − f (x1 )
∆y f (x2 )−f (x1 )
I the average rate of change is ∆x = x2 −x1
Notations
1.
dy ∆y
= lim (differentiation notation)
dx ∆x→0 ∆x
2.
dy df d
f 0 (x) = y 0 = = = f (x) = Df (x)
dx dx dx
Calculus
Derivatives
Rate of changes

Rate of changes in the natural and social sciences

1. Physics: velocity, acceleration


2. Biology: Growth rate
3. Economics: Marginal cost
Calculus
Derivatives
Rate of changes

Exercises

1. An area of a circle is related to its radius r by the equation


A = πr 2 . How fast does the area change with respect to the
radius when the radius is 10(m)?
2. Air is being pumped into a spherical balloon so that its radius
1
increases at a rate 25π (cm/s). How fast is the volume of the
balloon increasing when the diameter 50cm?
Calculus
Derivatives
Differentiation rules

Basic differentiation rules I


Theorem
Let f and g be differentiable functions:
d
1. Constant rule: dx (c) = 0
d
2. The power rule: dx (x α ) = αx α−1
d d
3. Scalar multiplication rule: dx cf (x) = c dx f (x)
d d d
4. Sum/Difference rule: dx [f (x) ± g (x)] = dx f (x) ± dx g (x)
d d d
5. Product rule: dx [f (x)g (x)] = f (x) dx [g (x)] + g (x) dx [f (x)]
6. Quotient rule:
d d
[f (x)] − f (x) dx
 
d f (x) g (x) dx [g (x)]
= 2
dx g (x) [g (x)]
Calculus
Derivatives
Differentiation rules

Basic differentiation rules II

Proof of power rule.

dx n (x + h)n − x n
= lim
dx h→0 h
x + nx n−1 h + · · · + kn x k hn−k + hn − x n
n

= lim
 h
h→0
n k n−k−1
= lim (nx n−1 + · · · + x h + hn−1 )
h→0 k
= nx n−1 (using binomial formula)
Calculus
Derivatives
Differentiation rules

Basic differentiation rules III


Proof of product rule.

(fg )(x + h) − (fg )(x) f (x + h)g (x + h) − f (x)g (x)


LHS = lim = lim
h→0 h h→0 h
g (x + h) − g (x) f (x + h) − f (x)
 
= lim f (x + h) + g (x)
h→0 h h
g (x + h) − g (x) f (x + h) − f (x)
   
= lim f (x + h) + lim g (x)
h→0 h h→0 h
g (x + h) − g (x) f (x + h) − f (x)
= lim lim f (x + h) + lim g (x)
h→0 h h→0 h→0 h
dg df
=f (x) + g (x) (since f , g are continuous).
dx dx
Calculus
Derivatives
Differentiation rules

Derivatives of trigonometric functions

d
1. dx sin x = cos x
d
2. dx cos x = − sin x
d
2
3. dx tan x = cos1 x
d
2
4. dx cot x = − sin1 x
Calculus
Derivatives
Differentiation rules

Examples.
1. Differentiate y = sin x. We have

d sin(x + h) − sin x
sin x = lim
dx h→0 h
2 cos (x + h/2) sin (h/2)
= lim
h→0 h
sin (h/2)
= lim cos (x + h/2) lim
h→0 h→0 h/2
= cos x · 1 = cos x.

2. Differentiate y = x 2 sin x. Using the product rule, we have


dy d d
= x 2 (sin x) + sin x (x 2 ) = x 2 cos x + 2x sin x.
dx dx dx
Calculus
Derivatives
Chain rule and L’hospital rule

The chain rule I


Theorem (The chain rule)
If f and g are both differentiable, then the composite function
F (x) = (f ◦ g )(x) is differentiable and

d d d
F 0 (x) = f 0 (g (x))g 0 (x), equivalently, F (x) = f (g ) g (x).
dx dg dx

Examples. Let F (x) = x 2 + 1. We can consider F = f ◦ g ,

where f (x) = x and g (x) = x 2 + 1. We have, f 0 (x) = 2√1 x and
g 0 (x) = 2x. By the chain rule,

1 1 x
F 0 (x) = f 0 (g (x))g 0 (x) = p 2x = √ 2x = √ .
2 g (x) 2
2 x +1 2
x +1
Calculus
Derivatives
Chain rule and L’hospital rule

Exercises I
1. Differentiate the following functions

I y = (x 3 − 1)100 I sin(tan(cos x))


1
√ I
q p 4
(t +1) 3
I x+ x+ x √4
I 1 + 2x + x 3

4 + 3g (x), where g (1) = 7 and g 0 (1) = 4, find


p
2. If h(x) =
h0 (1).
3. Given a table of values for f , g , f 0 , g 0 as below.
x f (x) g (x) f 0 (x) g 0 (x)
1 3 2 4 6
2 1 8 5 7
3 7 2 7 9
Calculus
Derivatives
Chain rule and L’hospital rule

Exercises II

I If h(x) = f (g (x)), find I If F (x) = f (f (x)), find


h0 (1) F 0 (2)
I If H(x) = g (f (x)), find I If G (x) = g (g (x)), find
H 0 (1) G 0 (3)

4. Using the chain rule and the derivative of the logarithmic


function ln x to find the derivative of the exponential function
f (x) = e x .
5. Find an equation of the tangent line to the curve
y = sin x + sin2 x at the point (0, 0)
Calculus
Derivatives
Chain rule and L’hospital rule

Implicit differentiation

Most of the functions we have dealt with are of explicit forms, i.e.,
they can be represented as a function of x: y = f (x), that y is
expressed explicitly in terms of x. Another situation occurs when
we encounter equations like circle equations, folium curves,
horizontal parabolas, etc.
Implicit differentiation.
I Differentiate both sides of the equation with respect to x.
Treating y as a differentiable function of x.
dy
I Collect all the terms with dx on one side of the equation and
solve for dy
dx .
Calculus
Derivatives
Chain rule and L’hospital rule

Examples I
I Find the slope of the tangent line to y 2 = x at (4, −2).
Answer: Differentiate both sides with respect to variable x:
d 2 d
y = x
dx dx
dy
2y = 1 (chain rule to the left and power rule to the right)
dx
dy 1
=
dx 2y

At the point (4, −2), we get the slope of the tangent line:
mtan = dy 1 1
dx | x=4,y =−2 = 2y = − 4 .
I Find the slope of the tangent line to sin(x + y ) = y 2 cos x at
(π, 0).
Answer: On the white board!
Calculus
Derivatives
Chain rule and L’hospital rule

Examples II

Remark: Using implicit differentiation, the derivative may involve


both variables x and y , not just the independent variable x, as
indicated in the above example.
Calculus
Derivatives
Chain rule and L’hospital rule

Derivatives of inverse functions


I This section is to apply implicit differentiation for finding
derivatives of inverse functions. Notice that the inverse of a
function is not always easy to find explicitly. However, we will
see that its derivative at a point can be determined as the
reciprocal of the derivative of the original function. Moreover,
it can be applied to find the derivative function of unusual
functions like ln x, sin−1 x, cos−1 x, tan−1 x, cot−1 x.
I Recall that a function g (x) is called the inverse of f (x) if and
only if (f ◦ g )(x) = x and (g ◦ f )(x) = x. For instance,
I ln x with x > 0 is the inverse of e x , since ln e x = x and
e ln x = x. √ √
I x 2pfor x < 0 is the inverse of y = − x, since (− x)2 = x and
− (x 2 ) = −|x| = x for x < 0.
x−1
2 is the inverse of 2x + 1.
I
Calculus
Derivatives
Chain rule and L’hospital rule

Derivative of inverse functions

Theorem (Derivative of inverse function)


Given a differentiable function f on an interval I such that
f 0 (a) 6= 0 for any a ∈ I . Then, f −1 is differentiable on the range of
f and
1
(f −1 )0 (b) = 0 −1 .
f (f (b))

Proof.
Applying the implicit differentiation to the equation
f −1 (f (x)) = x. Details are on the white board!
Calculus
Derivatives
Chain rule and L’hospital rule

Examples
1. Since ln x is the inverse of e x , we have
1 1 1
(ln x)0 = = ln x = .
(e y )0 |y =ln x e x

2. Denote sin−1 x by the inverse of the function sin x for


− π2 < x < π2 . Then, by the inverse differentiation rule we have
1 1 1
(sin−1 x)0 = = −1
=√ ,
(sin y )0 cos(sin x) 1 − x2
y =sin−1 x

since by the definition of the inverse we have sin(sin−1 x) = x


and hence,
p π π
cos(sin−1 x) = 1 − x 2 , as − < x < .
2 2
Calculus
Derivatives
Chain rule and L’hospital rule

The followings are implied from the derivative of inverse function


theorem.
Theorem
1. (sin−1 (x))0 = √ 1
1−x 2
, for − π2 < x < π2 .
2. (cos−1 (x))0 = − √1−x
1
2
, for − π2 < x < π2 .
3. (tan−1 (x))0 = 1+x
1
2 , for 0 < x < 2 .
π

4. (cot−1 (x))0 = − 1+x


1
2 , for 0 < x < 2 .
π
Calculus
Derivatives
Chain rule and L’hospital rule

Exercises:

1. Find the slope of given curves at given points


a) x 2 + y 2 = 25 at (3, −4)
b) x 2 y 2 = 9 at (−1, 3).
d
2. Find dx y given
a) x + y 3 = 6xy
3

b) sin(x + y ) = y 2 cos x
c) x 2 y + xy 2 = 3x.

d) 2 y =x −y
Calculus
Derivatives
Chain rule and L’hospital rule

Logarithmic differentiation I
Theoretically, derivatives of product, quotient, power forms can be
found using basic differentiations. However, in many cases where
they contains many factors, the results can be found quickly if we
take the natural logarithm of both sides before differentiating.
Example: Differentiate

(x 2 + 1)(x + 3)1/2
f (x) = .
x −1
Solution:

(x 2 + 1)(x + 3)1/2
ln f (x) = ln ,
x −1
1
= ln(x 2 + 1) + ln(x + 3) − ln(x − 1).
2
Calculus
Derivatives
Chain rule and L’hospital rule

Logarithmic differentiation II
Differentiating both sides, we get

f 0 (x) 2x 1 1
= 2 + − .
f (x) x + 1 2(x + 3) x − 1
 
0 2x 1 1
⇔ f (x) = f (x). + −
x 2 + 1 2(x + 3) x − 1
(x 2 + 1)(x + 3)1/2
 
2x 1 1
⇔ f 0 (x) = + − .
x −1 x 2 + 1 2(x + 3) x − 1

Exercises: Differentiate using logarithmic differentiation


1. y = x x , x > 0
q
(x+1)10
2. y = (2x+1) 5

x x 2 +1
3. y = (x+1)2/3
.
Calculus
Derivatives
Chain rule and L’hospital rule

L’Hôpital’s rule

Theorem (L’Hôpital’s rule - applying for 00 )


Suppose that f (a) = g (a) = 0, and f , g are differentiable on an
open interval I containing a, and that g 0 (x) 6= 0 on I if x 6= a.
Then
f (x) f 0 (x)
lim = lim 0
x→a g (x) x→a g (x)

assuming that the limit on the right side exists. Particular, if


f 0 (a)
g 0 (a) 6= 0 then limx→a gf (x)
(x) = g 0 (a) .
Remark. The L’hôpital’s rule is can be applied for limits of form
∞ +
∞ , one-side limits where x → a can be replaced by x → a or
x → a− , and limits at infinity.
Calculus
Derivatives
Chain rule and L’hospital rule

Examples I
x−sin x
1. Find limx→0 x3
. Applying the L’hôpital rule for the form
0
0 , we have

x − sin x (x − sin x)0 0


lim 3
= lim 3 0
(limit of form )
x→0 x x→0 (x ) 0
1 − cos x
= lim
x→0 3x 2
(1 − cos x)0 0
= lim (limit of the form )
x→0 (3x 2 )0 0
sin x (sin x) 0 0
= lim = lim 0
(limit of the form )
x→0 6x x→0 (6x) 0
cos x 1
= lim = .
x→0 6 6
Calculus
Derivatives
Chain rule and L’hospital rule

Examples II
ln
√x .
2. Find limx→+∞ x
Applying the L’hôpital rule for the form

∞ , we have

ln x (ln x)0 1/x 2


lim √ = lim √ 0 = lim √ = lim √ = 0
x→+∞ x x→+∞ ( x) x→+∞ 1/(2 x) x→+∞ x

Remark. If limx→∞ f (x) exists then the limit of the sequence


{f (n)} exists and

lim f (n) = lim f (x).


n→∞ x→∞

ln
√n
As a sequence, we have limn→∞ n
= 0.
Calculus
Derivatives
Chain rule and L’hospital rule

Example and exercises

Using L’hôpital’s rule to find

limx→0 3x−sin x 1 1

1. x 8. limx→0 sin x − x
x
2. limx→∞ xe 3
9. limx→π/4 sinx−π/4
x−cos x
3. limx→0 x ln x
3x
limx→0 e x−1
 
4. 10. limx→0 x1 − √1x
x
5. limx→0 e x−1
3
√ e x −1−x
6. limx→0 1+x−1 11. limx→0 x2
√ x √
7. limx→0 1+x−1−x/2
x2
12. limx→∞ (x − x 2 + x).
Calculus
Derivatives
Higher derivatives

Higher derivative
Given a function y = f (x). We define recursively higher derivatives
of f as follows:
1. Second derivative:
d 2y
 
00 00 d dy
f =y = =
dx dx dx 2

2. Third derivative:
d 2y d 3y
 
d
f 000 = y 00 = =
dx dx 2 dx 3

3. High derivative:

d n−1 y d ny
 
(n) (n) d
f (x) = y = =
dx dx n−1 dx n
Calculus
Derivatives
Higher derivatives

Example
Find the first, second, third and nth derivatives of the function
f (x) = (1 + x)k .
i) First derivative f 0 (x) = k(1 + x)k−1 (by power and chain rule)
ii) Second derivative
f 00 (x) = (k(1 + x)k−1 )0 = k(k − 1)(1 + x)k−2 (by scalar,
power and chain rule)
iii) Third derivative
f 000 (x) = (k(k − 1)(1 + x)k−2 )0 = k(k − 1)(k − 2)(1 + x)k−3
iv) By induction, the nth derivative
(
k(k − 1) · · · (k − n + 1)(1 + x)k−n if n ≤ k
f (n) (x) =
0 if n > k
Calculus
Derivatives
Higher derivatives

Exercises

Find derivatives of orders 1, 2, 3 and n, where n is a given positive


integer, of the following functions:
1
1. f (x) = 1−x ; 6. l(x) = e x ;
1
2. g (x) = (1−x)2 7. m(x) = 1
(1+x)(3−2x) ;
3. h(x) = sin x;
1 8. n(x) = ln(1 − x);
4. i(x) = 3−2x ;
5. k(x) = cos x; 9. p(x) = √1 ;
4−x
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Approximation problem

Approximation problem. Given the function value f (a) of a


function f (x) at x = a. Find the value f (x) when x around a with
a given error.
Some approximation approaches:
1. Linear approximation
2. Quadratic approximation
3. Polynomial approximation
4. Taylor’s series.
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Linear approximation

We will approximate the function f (x) when x is near a by the


tangent line of the function at x = a. Precisely,

f (x) ≈ f (a) + f 0 (a)(x − a).

Application cases:
I When the value of function and its derivative f (a), f 0 (a) are
easy to compute but the function value around x = a is not.
I For discrete and practical cases (there are errors in measure),
we measure the value of function at specific points while we
need calculate the value of the function around measured
points.
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Examples and exercises I



1. Find a linear approximation of the function x around
x = 106 . From that, compute that approximated value of
function at x = 106 + 1.

The linear approximation of x is
√ d √
g (x) = [ x]|x=106 (x − 106 )
106 +
dx
√ 1
= 106 + √ (x − 106 )
2 106
1
= 1000 + (x − 106 ).
2000
As x = 106 + 1, then
p 1
106 + 1 ≈ 1000 + = 1000.00005.
2000
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Examples and exercises II

2. Using a linear approximation to estimate the given number

I (2.0001)5 I (1.06)6
I (8.06)2/3 I sin(5o )

3. Find a linear approximation of the following functions at


points around x = 0. Compute corresponding approximated
values at x = 0.0001.
I 1
(1+2x)4

I 1/ 4 − x

I 3
1−x
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Quadratic approximation:

The value of function f (x) around x = a will be approximated by a


parabola T2 (x) of the form

f 00 (a)
T2 (x) = f (a) + f 0 (a)(x − a) + (x − a)2 .
2!
For this approximation, we have (please check!)

f (a) = T2 (a), f 0 (a) = T20 (a) and f 00 (a) = T200 (a).

Remark: Approximated value and its two first derivatives at x = a


are exact.
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Polynomial approximation

The value of function f (x) around x = a can be approximated by


its Taylor polynomial Tn (x) of degree n defined as follows:

f 00 (a) f (n) (a)


Tn (x) = f (a) + f 0 (a)(x − a) + (x − a)2 + · · · + (x − a)n .
2! n!
For this approximation, we have (please check!):
0
f (a) = Tn (a), f 0 (a) = Tn0 (a), f 0 (a) = Tn00 (a), . . . ,

and
(n)
f (n) (a) = Tn (a).
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Exercises

Find linear, quadratic and cubic polynomial approximations of the


following functions around given input value. Then, calculate the
approximated values at another given point. Comparing the
precision of each approximation, which is better? explain the
reason?
1. sin x around x = 0, sin( π6 ).
2. e x around x = 0, e 1.
3. ln (1 − x) around x = 0, ln (1/2). What could you
conclude about an approximated value of ln 2?
√ √
4. 3 + x 2 around x = 1, 7.
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Formal power series


I Formal power series is like a polynomial with many infinitely
terms.
I A formal power series about x = 0 is a series of the form

c0 + c1 x + c2 x 2 + · · · + cn x n + · · · ,

where x is an independent variable and the coefficient cn in


the monomial cn x n plays the role as a place holder for x n .
I Each polynomial of degree n can be considered as a formal
power series whose coefficients ci are zero for any
i = n + 1, n + 2, . . . .
I Each formal power series can be considered as the sequence of
its coefficient (c0 , c1 , , . . . , cn . . . ).
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Operations with formal power series I

Given two formal power series f (x) = c0 + c1 x + · · · cn x n + · · · and


g (x) = d0 + d1 x + · · · + dn x n + · · · .
1. Addition: formal power series for f (x) + g (x) is

f (x) + g (x) = (c0 + d0 ) + (c1 + d1 )x + · · · + (cn + dn )x n + · · ·

2. Scalar multiplication: formal power series for αf (x) is

αf (x) = αc0 + αc1 x + · · · αcn x n + · · ·


Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Operations with formal power series II

3. Multiplication:

f (x)g (x) = e0 + e1 x + · · · en x n + · · · , where

e0 = c0 d0 ,
e1 = c0 d1 + c1 d0 ,
en = c0 dn + c1 dn1 + · · · cn d0
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Operations with formal power series III

4. Differentiation: Formal power series for the derivative of f (x)


is
f 0 (x) = c1 + 2c2 x + · · · ncn x n−1 + · · · .
5. Integration: R
Formal power series for f (x) is
Z
c1 cn n+1
f (x) = xc0 + x 2 + · · · x + ··· .
2 n+1
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Examples

On the white board!


Remark. In a power series, coefficients are the most important
elements. Hence, we often ignore the convergence of the series.
However, if the series is convergent, it is useful sometimes for
considering the value of the series (or its infinite sum) at a specific
value of x.
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Exercises

Find the nth coefficients of the formal power series


1. ( ∞
P n
P∞ n n
n=0 x ) ( n=0 (−1) x )
P∞ n P∞ n
2. ( n=0 x ) ( n=0 x )
3. −2 ∞
P n n
P∞ n n
n=0 2 x + 3 3 x
P∞ n n P∞ n=0 n n
4. ( n=0 2 x ) ( n=0 3 x )
d P∞
5. dx ( n=0 x n ).
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Taylor series

1. The Taylor series of a function f (x) that is infinitely


differentiable at x = a (i.e. f (x) has derivatives of all order at
x = a) is the power series

f 0 (a) f 00 (a) f 000 (a)


T (x) = f (a)+ (x −a)+ (x −a)2 + (x −a)3 +· · ·
1! 2! 3!
2. The Taylor series of a function f (x) at x = 0 is called
Maclaurin series of f . In other words, Maclaurin series of f (x)
is

f 0 (0) f 00 (0) 2 f (n) (0) n


f (0) + x+ x + ··· + x + ··· .
1! 2! n!
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Example

1 2 n
1. Maclaurin series of 1−x is 1 + x + x + · · · + x + · · ·
1
2. Maclaurin series of 1−x 2
is 1 + x 2 + x 4 + x 6 + · · · + x 2n + ···
1
3. Maclaurin series of (1−x)2
is 1 + 2x + · · · + (n + 1)x n + ···
4. Maclaurin series of sin x is
1 5
x − 61 x 3 + 5! 1
x + · · · + (−1)n (2n+1)! x 2n+1 + · · ·
x2 xn
5. Maclaurin series of ln(1 − x) is −x − 2 − ··· − n − ···
x2 n
6. Maclaurin series of ln(1 + x) is x − 2 + · · · + (−1)n xn + · · ·
x2 x3 xn
7. Maclaurin series of e x is 1 + x + 2! + 3! + ··· + n! + ···
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Exercises

1. Find nth derivative of the following functions at x = 0 for


n = 1, 2, . . . . From that write their Maclaurin’s series.

I 1 I x
1−3x 4x+1
1
I
x−5
I ln(1 + x)
1 1+x
I
2+5x
I ln 1−x
1
I
(1−x)3
I cos x
1
I
(1−x)(1−3x)
I ex .
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

The mean value theorem I

Theorem (Rolle’s theorem)


Let f be a function that satisfies the following three hypotheses
1. f is continuous on the closed interval [a, b]
2. f is differentiable on the open interval (a, b)
3. f (a) = f (b)
Then there is a number c ∈ (a, b) such that f 0 (c) = 0.
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

The mean value theorem II


Theorem (The Mean Value Theorem)
Let f be a function such that
1. f is continuous on the closed interval [a, b]
2. f is differentiable on the open interval (a, b)
Then there is a number c ∈ (a, b) such that

f (b) − f (a)
f 0 (c) = ,
b−a
or equivalently
f (b) − f (a) = f 0 (c)(b − a).
In other words, there exists a tangent line of the curve which
parallels to the secant line going through (a, f (a)) and (b, f (b)).
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

The mean value theorem III

Proof of the Mean Value Theorem.


Applying the Rolle’s theorem for the function

f (b) − f (a)
h(x) = f (x) − f (a) − (x − a).
b−a
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Examples and Exercises I

1. If f 0 (x) = g 0 (x) for all x ∈ (a, b), then f − g is constant on


(a, b).
Consider function h(x) = f (x) − g (x). Let x1 < x2 ∈ (a, b).
We have h(x) is continuous and differentiable on [x1 , x2 ]. By
the Mean Value Theorem, there exists c ∈ [x1 , x2 ] ⊂ (a, b)
such that

0 = (x2 − x1 )h0 (c) = h(x2 ) − h(x1 ).

Hence, we have h(x1 ) = h(x2 ) for all x1 , x2 ∈ (a, b). That


means h(x) is constant on (a, b).
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Examples and Exercises II


2. Show that the equation 2x − 1 − sin x = 0 has exactly one
real root.
Put f (x) = 2x − 1 − sin x. We have f is continuous on R.
Moreover, f (0)f (1) = (−1)(1 − sin 1) < 0. By the
intermediate value theorem, the equation f (x) = 0 has at
least one root on (0, 1). Assume that f (x) = 0 has 2 roots
x1 , x2 . By Rolle’s Theorem, there exists c ∈ (x1 , x2 ) such that

f (x2 ) − f (x1 )
f 0 (c) = = 0.
x2 − x1

Hence, 0 = f 0 (c) = 2 − cos x or cos x = 2 which cannot


happen.
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Examples and Exercises III


3. Verify that the functions satisfy the hypothesis of the Mean
Value Theorem on the given interval. Then find all numbers c
that satisfy the conclusion of the Mean Value Theorem:

I x 3√− 3x 2 + 2x + 5, [0, 4] I 3x 2 + 2x + 5,
√ [−1, 1]
I x x + 6, [−6, 0] I 3
x, [0, 1]

4. Let f (x) = |x − 1|. Show that there is no value of c such that


f (3) − f (0) = f 0 (c)(3 − 0). Why does this not contradict the
Mean Value Theorem?
5. Find a function f such that f 0 (x) = 0 on its domain but f is
not a constant function.
6. If f (1) = 10 and f 0 (x) ≥ 2 for 1 ≤ x ≤ 4, how small can f (4)
possibly be?
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Examples and Exercises IV

7. Does there exist a function f such that f (0) = −1, f (2) = 4


and f 0 (x) ≤ 2 for all x.
8. A number a is called a fixed point of a function f if f (a) = a.
Prove that if f 0 (x) 6= 1 for all real numbers x, then f has at
most one fixed point.
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Remainder of Taylor’s series I


Recall that f can be approximated by its nth-degree Taylor
polynomial. But how good is this approximation? To answer this
question, we investigate its remainder Rn (x) where

Rn (x) = f (x) − Tn (x)

Theorem (Taylor’s formula)


If f has n + 1 derivatives in an interval I that contains the number
a, then for x in I there is a number z strictly between x and a such
that the remainder term in the Taylor series can be expressed as

f (n+1) (z)
Rn (x) = (x − a)n+1 .
(n + 1)!
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Remainder of Taylor’s series II

Proof of Taylor’s formula.


Using the mean value theorem
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Remainder of Taylor’s series III

Which function has a good approximation by its Taylor


polynomials, i.e., the Taylor series will converge to the function or
limn→∞ Rn (x) = 0.
Theorem
Let f (x) be infinitely differentiable. If there exists a positive
number M such that |f (n) (x)| < M for all n, then f (x) is identical
to its Taylor series.
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Remainder of Taylor’s series IV


Some functions are identical to their Taylor series
1. e x = 1 + x + 12 x 2 + 1 3 1 n
3! x + · · · + n! x + · · ·
1 3
x − ··· = ∞
1 5 n x 2n+1
P
2. sin x = x − 3! x + 5! n=0 (−1) (2n+1)!
1 2 n
3. 1−x = 1 + x + x + · · · + x + · · · , for |x| < 1
1
4. (1−x)2
= 1 + 2x + 3x 2 + · · · + (n + 1)x n + · · · for |x| < 1
5. ln(1 + x) = x − 12 x 2 + 13 x 3 + · · · + (−1)n n1 x n + · · · for |x| < 1
(1 + x)k = ∞ k n
P 
6. n=0 n x for |x| < 1, where k ∈ R and

k(k − 1) . . . (k − n + 1)
 
k
= .
n n!
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Infinite sum of series using Taylor’s series I

1. Substitution:
x2
ex = 1 + x + + ···
2!
Let x = 1, we get

1 1
e =1+1+ + + ···
2! 3!
Let x = − ln 2, we get

(ln 2)2 (ln 2)3 1


1 − ln 2 + − + · · · = e − ln 2 =
2! 3! 2
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Infinite sum of series using Taylor’s series II


2. Differentiating the geometric series with |x| < 1 we get

1
= 1 + 2x + 3x 2 + · · · + (n + 1)x n + · · ·
(1 − x)2

Let x = 21 , then

X (n + 1)
= 4.
2n
n=1

3. Integrating the geometric series (|x| < 1) and replacing x by


−x, we get

x2 x3
ln(1 + x) = x − + + ···+
2 3
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Infinite sum of series using Taylor’s series III


Let x = 1, then
1 1
ln 2 = 1 − + − ···
2 3

Let x = − 12 , then

1 1 1 1
ln 2 = − ln(1/2) = + 2
+ 3
+ ··· + + ···
2 2·2 3·2 n · 2n
We have the identity of the two series
1 1 1 1 1 1
1− + − ··· = + + + ··· + + ···
2 3 2 2 · 22 3 · 23 n · 2n
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Exercises

1. Find the infinite sum of series


I
P∞ (−1)n π 2n
n=0 62n (2n)!
3n
P∞
I
n=0 5n n!
I 3+ 9 + 27 81
3! + 4! + ···
P∞2! (−1) πn 2n+1
I
n=0 42n+1 (2n+1)!
sin x−x+ 16 x 3
2. Using series to evaluate limx→0 x5
1−cos x
3. Using series to evaluate limx→0 1+x−e x
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Example.

Find an approximation for ln 2 with the accuracy within 0.0001?


Answer: On the white-board.
Calculus
Applications of derivatives
Approximation problems and Taylor’s series

Exercises


3
1. Given f (x) = x.
I Approximate f by its Taylor polynomial of degree 2 at a = 8
I How accurate is this approximation when 7 ≤ x ≤ 9.
I For which x is the accuracy√within 0.0001?
I Find an approximation for 3 7 with the accuracy within
0.0001?
2. Find an approximation for e 2 with the accuracy within 0.0001?
Calculus
Applications of derivatives
Optimization problems and curve sketching

Maximum and minimum values I

Definition
Given a function f defined on domain D
1. f has a local maximum (resp. local minimum) at x = c if
there exists  > 0 such that f (x) ≤ f (c) (resp. f (x) ≥ f (c))
for all c −  ≤ x ≤ c + .
2. f has a global maximum (resp. global minimum) at x = c if
f (x) ≤ f (c) (resp. f (x) ≥ f (c)) for all x ∈ D. In this case,
f (c) is called maximum value (resp. minimum value) of f (x)
on the domain D.
Calculus
Applications of derivatives
Optimization problems and curve sketching

Maximum and minimum values II

Remark:
1. Global maximum/minimum is not necessary being a local
maximum/minimum and converse.
2. A function could attain the maximum value at several
numbers but the maximum value (if there exists) must be
unique.
Calculus
Applications of derivatives
Optimization problems and curve sketching

Maximum and minimum values III

Examples. The function f (x) = 3x 4 − 16x 3 + 18x 2 defined on the


closed interval [−1, 4] has
1. local minimum at x = 0 and H-1, 37L
H4, 32L
x =3 30 y = 3 x^ 4 - 16 x^ 3 + 18 x^ 2

20
2. local maximum at x = 1
10 H1, 5L

3. global maximum at x = −1
-1 1 2 3 4
and maximum value is 37
-10

4. global minimum at x = 3
H3, -27L
-20

and minimum value is −9


Calculus
Applications of derivatives
Optimization problems and curve sketching

The extreme value theorem I

Theorem (The extreme value theorem)


If f is continuous on a closed interval [a, b], then f attains a global
maximum value f (c) and a global minimum value f (d) at some
numbers c, d ∈ [a, b].
Remark:
1. The extreme value theorem does not hold if either hypothesis
continuity or closed interval is omitted. For instance,
Figure
2. Although the extreme value theorem is intuitively very
plausible, it is difficult to prove.
Calculus
Applications of derivatives
Optimization problems and curve sketching

The extreme value theorem II


Theorem (Fermat’s theorem)
If a function f (x) has a local maximum or minimum at x = c, and
if f 0 (c) exists, then f 0 (c) = 0.

Proof of Fermat’s theorem.


Using the squeeze theorem to evaluate the quotient (by definition
of derivative as limits) in two cases h < 0 and h > 0.

Definition
A critical number of a function f is a number c in the domain of f
such that either f 0 (c) = 0 or f 0 (c) does not exist.

Corollary
If f has a local maximum or minimum at x = c, then c is a critical
number of f
Calculus
Applications of derivatives
Optimization problems and curve sketching

The closed interval method

To find global minimum and maximum values of a continuous


function f on a closed interval [a, b] we do the followings:
1. Find the values of f at the critical number of f in (a, b);
2. Find f (a) and f (b);
3. The largest of the values at steps 1 and 2 is the global
maximum value; the smallest of these values is the global
minimum value.
Calculus
Applications of derivatives
Optimization problems and curve sketching

Increasing/Decreasing test

Theorem
Given a function f .
1. If f 0 (x) > 0 on an interval, then f is increasing on that
interval.
2. If f 0 (x) < 0 on an interval, then f is decreasing on that
interval.

Proof.
Using the mean value theorem.
Calculus
Applications of derivatives
Optimization problems and curve sketching

Convexity and concavity I

Definition
1. If the graph of function f lies above all of its tangents on an
interval I , then it is called convex on I . If the graph of f lies
below all of its tangents on I , it is called concave on I .
2. A point P = (c, f (c)) on the graph of f is called an inflection
point of f if f is continuous at x = c and the curve changes
from convex to concave or from concave to convex at P.
Calculus
Applications of derivatives
Optimization problems and curve sketching

Convexity and concavity II


Calculus
Applications of derivatives
Optimization problems and curve sketching

Convexity and concavity III


Theorem (Convexity test)
Given a function f .
1. If f 00 (x) > 0 for all x ∈ I , then the graph of f is convex on I .
2. If f 00 (x) < 0 for all x ∈ I , then the graph of f is concave on I .
3. If (c, f (c)) is an inflection point of the graph of f and if f 00
exists in an open interval contains x = c, then f 00 (c) = 0

Exercises.
1. Let f (x) = x 4 . Prove that f 00 (0) = 0, but (0, 0) is not an
infection point of the graph of f .
2. Show that the function g (x) = x|x| has an inflection point at
(0, 0) but g 00 (0) does not exist.
Calculus
Applications of derivatives
Optimization problems and curve sketching

Theorem (Test for local extreme)


Let f be a function such that f 00 is continuous on an open interval
containing x = c. Then
1. If f 0 (c) = 0 and f 00 (c) > 0, then f (x) has a local minimum at
x = c;
2. If f 0 (c) = 0 and f 00 (c) < 0, then f (x) has a local maximum at
x = c;
3. If f 0 (c) = 0 and f 00 (c) = 0, then the test fails. The function
f (x) may have a local minimum, a local maximum or neither
at x = c;
Calculus
Applications of derivatives
Optimization problems and curve sketching

Curve sketching

For sketching the graph of a function, the following steps should


be used:
1. Determine the domain of the function; symmetric (even/odd)
properties.
2. Find the first and second derivative f 0 , f 00 : Determine the
behavior (increasing/decreasing intervals) of the graph, local
minimum/maximum points, inflection points,
concavity/convexity of the graph.
3. Find horizontal/vertical asymptotes.
4. Draw special points including above points and intercepts
points.
Calculus
Applications of derivatives
Optimization problems and curve sketching

Examples and exercises I

1. Sketch the graph of a function that


I has a local maximum at x = 2 and is differentiable at x = 2.
I has a local maximum at x = 2 and is continuous but not
differentiable at x = 2.
I has a local maximum at x = 2 and is not continuous at x = 2.
I has two local maxima, one local minimum, and no global
minimum.
I has three local minima, two local maxima, and seven critical
numbers.
2. Find the critical numbers of the function, which number is
local maximum, local minimum?

I x3 + x2 − x I x 4/5 (x − 4)2
y −1
I |3t − 4| I
y 2 −y +1
Calculus
Applications of derivatives
Optimization problems and curve sketching

Examples and exercises II


3. Sketch the curve of following function:

I x 4 + 4x 3 I x 5−x
I x
x−1 I −2x 2 +5x−1
3 2 2x−1
I x + 6x + 9x
I x I x 3 −1
x 2 −9 x 3 +1

4. Find the point on the parabola y 2 = x that is closest to the


point (1, 4).
5. Find the dimensions of a rectangle with area 1000m2 whose
perimeter is as small as possible.
6. If 1200m2 of material is available to make a box with a square
base and an open top, find the largest possible volume of the
box.
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Problems of solving equations

Find the solution of the equation: f (x) = 0.


1. When f is a polynomial:
−b
I f is linear ax + b = 0: x = a (with a 6= 0).

I f is a quadratic equation ax + bx + c = 0: x1,2 = −b±
2
4a

I f is a cubic or quartic polynomials: There exist formulas for


roots but they are complicated.
I f is a fifth-degree polynomial: There is no general formulas.
2. f is a transcendental equation, or a mixture equation: It
depends.
3. Goal: find a good enough approximation for the root.
4. Newton iteration method is one of those.
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Newton’s iteration I
Geometric scene: Approximating the root by the x-intercepts of
tangent lines using iteration.

r x3 x1 x0
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Newton’s iteration II

Detailed ideas:
1. Step 1: Start with an initial approximated solution x1
2. Step 2: Consider the tangent line L1 of the curve at the point
(x1 , f (x1 )).
3. Step 3: Let x2 be the x-intercept of the tangent line L1 (x2 is
the x-abscissa of the intersection point between the line L1
and x-axis).
4. Step 4: Consider the tangent line L2 of the curve at the point
(x2 , f (x2 ))
5. Step 5: Let x3 be the x-intercept of the tangent line L3 .
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Newton’s iteration III

6. Step n: Let xn be the x-intercept of the line Ln−1 which is a


tangent line of the curve at point (xn−1 , f (xn−1 )).
7. The iteration continues until we get an approximated solution
as desired (with a given accuracy).
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Mathematical formulas and iterations


1. The equation of the tangent line L1 is

y = f (x1 ) + f 0 (x1 )(x − x1 )

2. The x-intercept of L1 (let y = 0 in the equation of L1 ) is

f (x1 )
x2 = x1 −
f 0 (x1 )
3. The equation of the tangent line Ln−1 is

y = f (xn−1 ) + f 0 (xn−1 )(x − xn−1 )

4. The x-intercept of Ln−1 (let y = 0 in the equation of Ln−1 ) is

f (xn−1 )
xn = xn−1 − .
f 0 (xn−1 )
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Examples I

1. Finding the square root of 2?


With f (x) = x 2 − 2 and f 0 (x) = 2x.
I The iterate step:

xn2 − 2 xn 1 xn 1
xn+1 = xn − = xn − + = +
2xn 2 xn 2 xn
I Initial step: let x0 = 1. Iterate some steps, we get
Error Number of correct digits
x0 = 1 −0.41421 1
x1 = 1.5 0.08579 1
x2 = 1.41667 0.00246 3
x3 = 1.41422 0.00001 5
I Exact root r = 1.41421356...
I What happens if we take x0 = 0?
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Examples II
2. Let ( √
− r − x, x < r
f (x) = √ .
x − r, x ≥ r
Let the initial value x0 = r − h, we get:
p
f (x0 ) − r − (r − h)
x1 = x0 − 0 = (r −h)− p = r −h+2h = r +h.
f (x0 ) 1/(2 r − (r − h))

Similarly,
x2 = r − h.
By induction, successive approximations go back and forth
between these two values. The Newton’s iteration does not
converge.
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Things can go wrong

1. Newton’s method stops if f 0 (xn ) = 0


2 1.5

1.0
1
0.5

-2 -1 1 2 -2 -1 1 2

-0.5
-1
-1.0

-2 -1.5

2. Newton’s method does not always converge


Remark: However, when it converges, it converges to the root
quite fast (next theorem)!
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

The convergence of Newton’s method I

Theorem
If f 00 (x) exists on an interval I containing r , xn+1 , xn and if
f 00 (x) ≤ M, |f 0 (x)| ≥ K for all x ∈ I , then

M
|xn+1 − r | ≤ (xn − r )2 .
2K
In other words, the Newton method converges to a root with the
quadratic speed of convergence.

Proof.
On the white-board using Taylor’s formula.
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

The convergence of Newton’s method II

Question: How many steps do you need in the iterative process to


get an approximated root with a given accuracy?
Remarks:
1. Choosing the initial value is very important for the
convergence of the iteration.
2. In numerical computations: To evaluate the accuracy,
sometimes we take the difference xn+1 − xn . If the difference
is less than the accuracy, then we can thing of xn+1 as near
the root with that accuracy.
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Examples
Find, correct to six decimal places, the root of the equation
cos x = x.
Consider f (x) = cos x − x. Then, f 0 (x) = − sin x − 1. By the
iteration:
cos xn − xn
xn+1 = xn + .
sin xn + 1
Let x0 = 1. We have
x1 ≈ 0.75036387
x2 ≈ 0.73911289
x3 ≈ 0.73908513
x4 ≈ 0.73908513
Since x3 and x4 agree to six decimal places (eight, in fact), we
conclude that the root of the equation, correct to six decimal
places, is 0.739085.
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Exercises I

1. Suppose that the line y = 5x − 4 is tangent line to the curve


y = f (x) when x = 3. If Newton’s method is used to locate a
root of the equation f (x) = 0 and the initial approximation is
x1 = 3, find the second approximation x2 . Whether could we
find x3 ?
2. For each initial approximation, determine graphically what
happens if Newton’s method is used for the function whose
graph is shown

I x =0 I x =4
I x =1
I x =3 I x =5
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Exercises II

0 1 2 3 4 5 6

3. Use Newton’s method with the specified initial approximation


x0 to find x2 . Give your answer to four decimal places

I x 3 + 2x − 4 = 0, x0 = 1 I x 5 + 2 = 0, x0 = −1
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Exercises III
4. Use Newton’s method to approximate the given number
correct to eight decimal places

3

7
I 30 I 1000

5. Estimate the number π/2 to five decimals by considering π/2


as a solution of the equation cos x = 0. Does it matter what
your initial value is? Give reasons for your answer.
6. Explain why Newton’s method does not work for finding the
root of the equation x 3 − 3x + 6 = 0 if the initial
approximation is chosen to be x1 = 1.
7. Explain why Newton’s method fails when applied to the

equation 3 x = 0 with any initial approximation x0 6= 0.
Illustrate your explanation with a sketch.
Calculus
Applications of derivatives
Solving non-linear equations by Newton iteration method

Exercises IV

8. Use Newton’s method to find the global minimum value of


the function f (x) = x 2 + sin x correct to six decimal.

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