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MATH19661
Lecturer: Dr Sean Holman

Section 1: Intermediate Calculus

– – 8 Videos – –

2020–21
Overview
Video 1: Basic concepts of differentiation

Video 2: Product, quotient and chain rules

Video 3: Introduction to partial differentiation

Video 4: Chain rule for partial derivatives

Video 5: Error estimates using partial derivatives

Video 6: Basics of integration in one dimension

Video 7: Integration methods

Video 8: Macaulay brackets

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What is differentiation?
Suppose we have a function with smooth graph y = f (x).

y f ! (x) = slope
y = f (x)

x x

The derivative f ! (x) is the slope of the tangent line to this graph
at y = f (x). filler text

f (x + δx) − f (x)
f ! (x) = lim
δx→0 δx

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What is differentiation?
Suppose we have a function with smooth graph y = f (x).

x x + δx

The derivative can be computed as the limit of the slopes of

secant lines through y = f (x):

f (x + δx) − f (x)
f ! (x) = lim
δx→0 δx

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Calculating derivative using a limit
f (x+δx)−f (x)
f " (x) = limδx→0 δx

Example 1: Calculate the derivative of f (x) = x2 .

Solution:

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Comment on notation
The notation
f!
for the derivative is due to Isaac Newton.
If we let δf = f (x + δx) − f (x) be the change in f , then

δf
f ! (x) = lim .
δx→0 δx

This suggests the alternate notation for the derivative

df
dx
which is due to Gottfried Leibniz. We will use both notations
interchangeably. They mean the same thing.

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Derivatives of simple functions

We will not actually use the limit to calculate any further

derivatives. Instead we use some formulae for derivatives of
simple functions which can be combined using certain rules.

y = f (x) f ! (x)
xn nxn−1
constant 0
ex ex
sin x cos x
cos x − sin x
ln |x| 1/x

It is assumed you know these!

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Differentiation methods

In the next video we will go over rules for calculating

derivatives:

! Product rule
! Quotient rule
! Chain rule

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Overview
Video 1: Basic concepts of differentiation

Video 2: Product, quotient and chain rules

Video 3: Introduction to partial differentiation

Video 4: Chain rule for partial derivatives

Video 5: Error estimates using partial derivatives

Video 6: Basics of integration in one dimension

Video 7: Integration methods

Video 8: Macaulay brackets

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Differentiation methods

In this video we will go over rules for calculating derivatives:

! Product rule
! Quotient rule
! Chain rule

You’ve seen these before, so we’ll focus on examples.

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Product and Quotient rules

We’ll first look at the product and quotient rules.

Product rule: Quotient rule:

u! ! u "! u! v − uv!
(uv)! = u! v + uv! =
v2 v v2

These can be proven based on the limit definition of the

derivative.

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Product rule
(uv)" = u" v + uv"

Example 1: Differentiate f (x) = x2 sin x

Solution:

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Product rule
(uv)" = u" v + uv"

Example 2: Differentiate f (x) = ex cos x.

Solution:

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Quotient rule
# u $" vu! −uv!
v = v2

sin x
Example 1: Differentiate h(x) = .
ex
Solution:

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Quotient rule
# u $" vu! −uv!
v = v2

Example 2: Differentiate f (x) = tan x.

Solution:

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Chain rule

Rule for ‘function of a function’. Here we have y = f (u(x)). Then

dy dy du
=
dx du dx
Example 1: Differentiate y = sin2 x = (sin x)2
Solution:

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Chain rule (2)

# $20
Example 2: Differentiate y = 1 + x + x2 .
Solution:

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Combining the rules
2
Example 1: Differentiate y = ex sin x.
Solution:

As always, do lots of examples!

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Overview
Video 1: Basic concepts of differentiation

Video 2: Product, quotient and chain rules

Video 3: Introduction to partial differentiation

Video 4: Chain rule for partial derivatives

Video 5: Error estimates using partial derivatives

Video 6: Basics of integration in one dimension

Video 7: Integration methods

Video 8: Macaulay brackets

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Partial differentiation: What is it about?

This is about differentiating functions of 2 or more variables.

Some examples of such functions:

f (x, y) = (x2 − x cos y) sin y.

or
f (u, w) = uw2 − wu2

or, from the ideal gas law, pressure is a function of volume and
temperature:
RT
P = P(V, T) =
V

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Partial differentiation
Example 1: f (x, y) = x2 + x sin y.

! Suppose first x varies, but y doesn’t. Then we differentiate

just with respect to x:

∂f
= 2x + sin y
∂x
Here we’re treating y as a constant.
! Now suppose y varies, but x doesn’t. This gives us

∂f
= x cos y
∂y

And here we’re treating x as a constant.

Note the use of ∂ for partial derivatives instead of the usual d.

This is IMPERATIVE!
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Partial differentiation
RT
Example 2: Gas law P = V .

! Find the rate of change of pressure as the temperature

varies (at constant volume):

∂P R
= .
∂T V

! Now find the rate of change of pressure as the volume

varies (with temperature held fixed):

∂P RT
= − 2.
∂V V

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Partial differentiation
Example 3: Let f (x, y) = x2 y cosh(y).
Here we have the hyperbolic cosine function.
ey + e−y ey − e−y
cosh(y) = , sinh(y) =
2 2
The derivatives are similar to the regular trig functions
cosh! (y) = sinh(y), sinh! (y) = cosh(y).

∂f
! To find ∂x is straightforward, as the function is just x2 ×
(constant). The derivative is therefore 2x×(constant):
∂f
= 2x y cosh(y).
∂x

! Now find ∂f /∂y (this uses the product rule to differentiate

y cosh(y))
∂f
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Higher order derivatives
Of course, one can also differentiate more than once (as with 1
variable). For example, if z = f (x, y) then
% & % &
∂2f ∂ ∂f ∂2f ∂ ∂f
= and =
∂x2 ∂x ∂x ∂y2 ∂y ∂y

These are also written fxx and fyy — the subscript notation
One can also do mixed partial derivatives:
% & % &
∂2f ∂ ∂f ∂2f ∂ ∂f
= and = .
∂x∂y ∂x ∂y ∂y∂x ∂y ∂x

These are denoted fyx and fxy respectively.

Also have third order partial derivatives and so on.
(The equation for the flexing of a beam involves 4th order partial derivatives.)

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Higher order derivatives
Example 1 Find all 4 second order partial derivatives of

f (x, y) = x2 + xy3 − y2 .

Solution:

Notice that
fxy = fyx
This is always true.
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Higher order derivatives

Example 2 Let f (x, y) = ax2 + by2 , where a, b are constants.

Find the relation between a and b for which fxx + fyy = 0.
(fxx + fyy is called the Laplacian of f .)
Solution:

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Overview
Video 1: Basic concepts of differentiation

Video 2: Product, quotient and chain rules

Video 3: Introduction to partial differentiation

Video 4: Chain rule for partial derivatives

Video 5: Error estimates using partial derivatives

Video 6: Basics of integration in one dimension

Video 7: Integration methods

Video 8: Macaulay brackets

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Chain rule

There are various types of chain rule for partial derivatives,

depending on what is a function of what, but we will
concentrate on one of them.
Suppose z is a function of x and y. Then changing x produces a
change in z:
∂z
δz ≈ δx
∂x
Here δz and δx are small, but finite changes.
If we add the effect of changing y as well, we get

∂z ∂z
δz ≈ δx + δy (∗).
∂x ∂y

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Chain rule (2)

Now suppose x and y are both functions of t. Then

z(t) = z(x(t), y(t)).

From the equation (∗) on the previous page

δz ∂z δx ∂z δy
≈ +
δt ∂x δt ∂y δt

Then taking the limit as δt → 0 gives the chain rule

dz ∂z dx ∂z dy
dt = ∂x dt + ∂y dt

Notice the important difference between ∂ and d here.

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Chain rule
Example 1: Consider a tree, which we will model as a
cylinder. Each year it grows by 1.5m in height, and 5cm in
radius. Suppose it is now of height 8m and radius 50cm. Using
the linear approximation, estimate how much its volume will
increase next year?
Solution:

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Chain rule
Example 2: A particle moves in a circle in the x-y plane, so
that x = cos(ωt) and y = sin(ωt). Suppose the temperature in
the plane is given by T(x, y) = 200 + x2 − y2 . Find an expression
for the rate of change of the temperature felt by the particle.
Solution:

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