Mathematical Preliminaries:

Differentiation, Integration and Taylor Series

Outline
•• What
  is Differentiation?
• Find a Derivative with Example
• What does mean?
• Shrink towards Zero Notation
• Introduction to Integration
• Slices
• Anti-Derivative
• Notation
• Plus C
• Definite and Indefinite Integrals with Examples
• Definite Integral Notation

• Taylor Series with Example

• Steps to Turn a Function into Series
What is Differentiation?
• Differentiation is the algebraic procedure of calculating the derivatives.
• The derivative of a function is the slope or the gradient of the given graph at any given
point.
• The gradient of a curve at any given point is the value of the tangent drawn to that
curve at the given point.

• Differentiation is also defined as the change of a property with respect to a unit

change of another property.
What is Differentiation?
• We can find an average slope between two points.

• But how do we find the slope at a point?

• There is nothing to measure!

• But with derivatives we use a small difference ...... then have it shrink towards
zero.
Let us Find a Derivative!
• To find the derivative of a function y = f(x) we use the slope formula:

• And (from the diagram) we see that:

x changes from x to x+Δx
y changes from f(x) to f(x+Δx)
• Now follow these steps:
• Fill in this slope formula:
• Simplify it as best we can
• Then make Δx shrink towards zero.
Example
Find the derivative of the function f(x) = x 2

• We know f(x) = x2, and we can calculate f(x+Δx) :

• Start with: f(x+Δx) = (x+Δx)2
• Expand (x + Δx)2: f(x+Δx) = x2 + 2x Δx + (Δx)2

• Result: the derivative of x2 is 2x

• In other words, the slope at x is 2x
 What does mean?
•• We
  write dx instead of "Δx heads towards 0". And "the derivative of" is commonly written d/dx :
"The derivative of x2 equals 2x“
• It means that, for the function x2, the slope or "rate of change" at any point is 2x.
• So when x=2 the slope is 2x = 4, as shown here:

• Or when x=5 the slope is 2x = 10, and so on.

• Note: sometimes f’(x) is also used for "the derivative of":
f’(x) = 2x
"The derivative of f(x) equals 2x"
or simply "f-dash of x equals 2x"
Shrink towards Zero Notation
• "Shrink towards zero" is actually written as a limit like this:

"The derivative of f equals the limit as Δx goes to zero of f(x+Δx) - f(x) over Δx“
• Or sometimes the derivative is written like this:

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

• You do differentiation ... to get a derivative.
Introduction to Integration
• Integration can be used to find areas, volumes, central points and many useful
things. But it is often used to find the area under the graph of a function like this:

• The area can be found by adding slices that approach zero in width. And there are
Rules of Integration that help us get the answer.
Slices
• We could calculate the function at a few points and add up slices of width Δx like
this (but the answer won't be very accurate): see Figure 1
• We can make Δx a lot smaller and add up many small slices (answer is getting
better): see Figure 2
• And as the slices approach zero in width, the answer approaches the true answer.
We now write dx to mean the Δx slices are approaching zero in width: See Figure
3

Figure 1 Figure 2 Figure 3

Anti-Derivative
• But we don't have to add them up, as there is a "shortcut". Because ...... finding
an Integral is the reverse of finding a Derivative.
• Like here:
• Example: What is an integral of 2x?
• We know that the derivative of x2 is 2x ...

• ... so an integral of 2x is x2
Notation
• The symbol for "Integral" is a stylish "S" (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). And here is how we write the answer:
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.
• So we wrap up the idea by just writing + C at the end.
Definite and Indefinite Integrals
•• Integration
  is the process to calculate definite or indefinite integrals. For some function f(x) and a
closed interval [a, b] on the real line,
• the definite integral,
• is the area between the graph of the function, the horizontal axis, and the two vertical lines.
These two lines will be at the endpoints of an interval.
• When a specific interval is not given, then it is known as indefinite integral.
Definite Integral - Example
•• We
  find the Definite Integral by calculating the Indefinite Integral at a, and at b, then
subtracting like below.
• For example: What is

• We are being asked for the Definite Integral, from 1 to 2, of 2x dx

• First we need to find the Indefinite Integral.
• Using the Rules of Integration we find that ∫2x dx = x2 + C
• Now calculate that at 1, and 2:
At x=1: ∫2x dx = 12 + C
At x=2: ∫2x dx = 22 + C
Definite Integral - Example
•  Subtract:
• (22 + C) − (12 + C)
• 22 + C − 12 − C
• 4 − 1 + C − C = 3
• And "C" gets cancelled out ... so with Definite Integrals we can ignore C.
• Result:
=3
Definite Integral Notation
• We can show the indefinite integral (without the +C) inside square brackets, with
the limits a and b after, like this:
Taylor Series
• In
  mathematics, the Taylor series of a function is an infinite sum of terms that are
expressed in terms of the function's derivatives at a single point. For most
common functions, the function and the sum of its Taylor series are equal near
this point.
• It is an expansion of some function into an infinite sum of terms, where each
term has a larger exponent like x, x2, x3, etc.
• For Example: The Taylor series of
Taylor Series - Example
• ex for x=2
• Well, we already know the answer is e^2 = 2.71828... × 2.71828... = 7.389056...
• But let's try more and more terms of
our infinite series:

• It starts out really badly, but it then gets

better and better!
Steps to Turn a Function into Series
• 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:
• f(x) = c0 + c1(x-a) + c2(x-a)2 + c3(x-a)3 + ...
• Then we choose a value "a", and work out the values c 0 , c1 , c2 , ... etc.
• And it is done using derivatives (so we must know the derivative of our function)
• To get c0, choose x=a so all the (x-a) terms become zero, leaving us with:
f(a) = c0
So c0 = f(a)
• To get c1, take the derivative of f(x):
f’(x) = c1 + 2c2(x-a) + 3c3(x-a)2 + ...
• With x=a all the (x-a) terms become zero:
f’(a) = c1
So c1 = f’(a)
Steps to Turn a Function into Series
• To get c2, do the derivative again:
f’’(x) = 2c2 + 3×2×c3(x-a) + ...
• With x=a all the (x-a) terms become zero:
f’’(a) = 2c2
So c2 = f’’(a)/2
• In fact, a pattern is emerging. Each term is the next higher derivative ..... divided by all the
exponents so far multiplied together (for which we can use factorial notation, for example
3! = 3×2×1)
• And we get:

• Now we have a way of finding our own Taylor Series:

• For each term: take the next derivative, divide by n!, multiply by (x-a)n
References
• Numerical Analysis by Richard L. Burden, Cengage Learning; 10 edition (January 1, 2015)
• https://www.toppr.com/guides/maths-formulas/differentiation-and-integration-formula/
• https://www.mathsisfun.com/calculus/derivatives-introduction.html
• https://www.mathsisfun.com/calculus/integration-introduction.html
• https://www.mathsisfun.com/calculus/integration-definite.html
• https://www.mathsisfun.com/algebra/taylor-series.html