Analysis and Integration and Ordinary Differential Equations - Lecture Slide 1 - N.Q.Hung

Course: Analysis, Integration and
ODE
Dr Sonnet Nguyen
1
Derivatives, Differentiation, Mean
Value Theorem and Applications
Course: Calculus
(Analysis, Integration and ODE)
USTH, J uly 2012
Lecturer: dr Sonnet Nguyen
2
Content
Derivatives, rate of change
Differentiability, differentials
Differentiation rules
Implicit differentiation
Derivative of elementary functions
Local and absolute extrema (maximum, minimum)
Mea
o
o
o
o
o
o
o n Value Theorem
L'Hospital rule
Antiderivatives
Taylor expansion
Newton-Raphson method
Applications and much more
o
o
o
o
o
ODE
Dr Sonnet Nguyen
3
Average rate of change
Instantaneous rate of change
Derivative limit of difference quotients
Differentiable implies continuity
Derivative notation
o
o
o
o
o
Derivatives: A First Look
4
Different rates of change
tan
Average rate
secant
lin
Given a function ( ).
of change over [ , ]:
[ ( ) ( )] / ( ) = slope of
e
Ins
through ( , ( )) and ( ,
t
( ))
of change at :
lim
antaneous e
[
rat
av
b a
y f x
a b
m f b f a b a
a f a b f b
x a
m

o
o
o
( ) ( )] / ( ) = slope of
tangent line through ( , ( ))
f b f a b a
a f a

ODE
Dr Sonnet Nguyen
5
Tangent lines
0 0
0 0
tan
0
Let ( , ) be a point on the graph of .
Then the to the graph of at is
the line through with slope
( ) ( )
lim (if the limit exists).
Hence, tangent line is
tangent line

h
P x y f
f P
P
f x h f x
m
h
0 tan 0
( ). y y m x x
6
Formal Definition of Derivative
0
derivativ
: The function ' defined by
( ) ( )
'( ) lim
is the of with respect to .
Its domain is all for which limi
e
vertical
t exists.
Defini
A function has tangen
t n
a t
io
h
f
f x h f x
f x
h
f x
x
+
1
1
]
0
at if the
difference quotient used to define the derivative
( ) ( )
has infinite limit : lim .
h
x a
f a h f a
h
+
1
t
1
]
ODE
Dr Sonnet Nguyen
7
3
1/ 2
Compute the derivative of the constant function ( )
Compute the derivative of ( ) 13
Compute the derivative of ( ) (square root of )
For last problem, what are the limits as
f x c
f x x x
f x x x
x
+ +
o
o
o
o
1/3
0 and
of the derivative, and what do these limits say
about graph of the square root function?
Compute the derivative of ( ) 1/ for 0
Is the function ( ) differentiable at 0
x
f x x x
f x x x
+

o
o
1/3
?
Vertical tangent line for ( ) at 0 f x x x
Examples
8
Suppose that a ball is dropped from the upper observation deck of the
Tower, 400 m above the ground.
(a) What is the velocity of the ball after 5 seconds?
(b) How fast is the ball traveling when it hits the ground?
Examples
ODE
Dr Sonnet Nguyen
9
Differentiability
0
( ) ( )
If lim exists, we say is
at . Otherwise, we say is not differentiable there.
We say is differentiable on open interva
differentiab
if differentiable
at every po
l
in
e
t
l
h
f x h f x
f
h
x f
f
+
1
1
]
of the interval.
Example: Where is ( ) | | differentiable? f x x
10
Differentiability implies continuity
0
0 0
0
0 0
0 0
0 0
0 0
0
.
If is at then it's there.
Need to see that lim
Theorem
d
( ) ( ). Indeed,
( ) ( )
l
ifferenti
im[ ( ) ( )] lim
( ) ( )
lim
able continuous
Proof.
h
h h
h
f x
f x h f x
f x h f x
f x h f x h
h
f x h f x
h
+
+
1
+
1
]
+
1
]
0
0
lim '( ) 0 0.
Note that the converse statement is incorrect.
h
h f x

1
ODE
Dr Sonnet Nguyen
11
Derivative Notation
) ( ' ) ( x f x f
dx
d
) ( ' ) (
0
0
x f x f
dx
d
x x

) ( ' and ) ( ' ), ( If

0
0
x f
dx
dy
x f
dx
dy
x f y
x x

10
1
,
2
1
, if E.g.,
25

x
dx
dy
x
dx
dy
x y
12
Differentials
The differential of a function ( ) of a single real
variable is the function of two independent real
variables and given by: ( , ) '( ) .
If ( ), the differential may
f x
x df
x x df x x f x x
y f x

o
o also be written as .
Since ( , ) it is conventional to write ,
so that the following equality holds:
( ) '( ) .
dy
dx x x x dx x
dy df x f x dx

o
ODE
Dr Sonnet Nguyen
13
Differential Equations: First Look
3
2
Volume as a function of radius
4
( ) Volume of sphere of radius .
3
( )
4 Rate of change of w.r.t. radius.
r
V r r
dV r
r V
dr

: Inflating a spherical balloon Problem1
( )
( )
Consequences :
If large, then large.
If small, then small.
r V r
r V r
o
o
14
Two special cases
n Party and hot air balloon: r
0
= 1 and r
1
= 20
n V(1) = 4(1)
3
/3 4.19 cm3
n V'(1) = 4(1)
2
12.57 cm2
n V(20) = 4(20)
3
/3 33510.32 cm3
n V'(20) = 4(20)
2
5026.55 cm2.
n See why balloonists use machines to inflate their
balloons
ODE
Dr Sonnet Nguyen
15
Related calculation
n How much air is needed to increase radius by 0.25 cm
for r
0
= 1 and r
1
= 20?
n First case: V
0
= V(r
0
+ r) - V(r
0
)
= (4(1 + 0.25)
3
/3) - (4(1)
3
/3)
= 4((1.25)
3
- 1
3
)/3 3.99 cm3
n Second case: V
1
=V(r
1
+ r) - V(r
1
)
=(4(20 + 0.25)
3
/3) -(4(20)
3
/3)
= 4((20.25)
3
- 20
3
)/3
1272.41 cm3
16
Average rate of changes of volumes
n Roughly same as instantaneous rates of change: V'(1)
12.57 , and V'(20) 5026.55
n Same conclusion as for the derivative of volume w.r.t.
radius...when the radius is small, the rate of change of
volume with respect to radius is small. When the radius is
large, so is the rate of change of volume.
0
3.99 cm3
15.96 cm2
0.25 cm
V
r
1
1272.41 cm3
5089.64 cm2
0.25 cm
V
r

ODE
Dr Sonnet Nguyen
17
Example: Velocity and speed
2
Let ( ) denote position of particle moving in straight line
/ is the average velocity (average rate of change of )
and ( ) / velocity (instantaneous rate of change).
Suppose ( ) 2 .
(a)
s t
Ds Dt s
v t ds dt
s t t t

Graph ( ).
(b) Find a time where the velocity is zero
(c) Find an interval over which average velocity is zero.
(d) Explain Dif velocity ference between sp , and | | eed
s t
v v
18
Example: Population Growth
1
population
Instantaneous growth
Instantaneous per capita growth
Denote the at time by ( ),
: /
: /
Assume constant per capita growth rate: /
Find the
rate
per capita growth a
Su
r te.
t N t
dN dt
N dN dt
dN dt rN
ppose (0) 400 and that 0. Is the population

size at time 1 bigger or smaller than 400? Why?
N r
t
>

ODE
Dr Sonnet Nguyen
19
Review Questions
2
2
Where are the following functions differentiable?
(a) | 2 |
1
(b) for 1
1
2 for 0
(c)
for 0
(d) | 2 | .
x
y x
y x
x
x x
y
e x
y x

+
+
'
<

20
Calculating Derivatives
Develop techniques for computing derivatives:
n Addition rule
n Product rule
n Quotient rule
n Chain rule
ODE
Dr Sonnet Nguyen
21
Derivative of constant function
( )
The constant function has tangent line
with slope zero at everypoint;
Thus expect 0.
f x c
d
c
dx
0 0
( ) ( )
'( ) lim li
hy
0.
W
m
?
h h
d f x h f x c c
c f x
dx h h

+

22
Power rule
1
If is a positive integer then .
n n
d
n x nx
dx

0
1 2 2 1
0
1 2 2 1
0
1
Take ( ) .
( )
'( ) lim
( 1
Why?
)
2!
lim
( 1)
lim
2!
.
n
n n
h
n n n n n n
h
n n n n
h
n
f x x
x h x
f x
h
n n
x nx h x h nxh h x
h
n n
nx x h nxh h
nx
1
+ + + + +
1
]
1
+ + + +
1
]
L
L
ODE
Dr Sonnet Nguyen
23
Examples
9
5
Find the derivatives of the following functions :
(a)
(b)
(c)
x
x
x
24
Constant times a function
0
0
Why?
If is a constant and if is differentiable, then
so is and
( ( )) ( ).
( ) ( )
( ) '( ) lim
( ) ( )
= lim = '( ).
h
h
c f
cf
d d
cf x c f x
dx dx
cf x h cf x
cf x
h
f x h f x
c c f x
h
+
1
1
]
+
1
1
]
ODE
Dr Sonnet Nguyen
25
Sums and differences
If and are differentiable then so is their sum and
difference : [ ( ) ( )] ( ) ( ),
[ ( ) ( )] ( ) ( ).
f g
d d d
f x g x f x g x
dx dx dx
d d d
f x g x f x g x
dx dx dx
+ +

0
Proof.
[ ( ) ( )] [ ( ) ( )]
[ ]'( ) lim
'( ) '( ).
h
f x h g x h f x g x
f g x
h
f x g x
+ t + t
t
t
26
Examples
5 2
7 4 3
2
0 1 2
0
What are the derivatives of the following functions:
(a) 12
(b)
Differentiating polynomials
( ) ....
n
k n
k n
k
x x
x px qx
p x a x a ax a x a x
+
+
+ + + +

ODE
Dr Sonnet Nguyen
27
Product rule
7 3 4
3 2 4 3
7 6 2 3
Write . Compute derivatives of factors
( )'=3 , ( )'=4 , and conclude that derivative of product
does not equal product of derivatives, i.e
Exper
. ( )'
iment
=7 (3 )(4
.
).
x x x
x x x x
x x x x
If and are differentiable then so is their product;

moreover, [ ( )
Theo
( )] [ ( )] ( ) ( ) [ (
rem.
)]
f g
d d d
f x g x f x g x f x g x
dx dx dx
+
Use the definition of deriv Proof.
Try to complete it at
ative.
home.
28
Example
( )
( )
2 5
Compute the derivative of the function (3 1)(4 2)
by : a Using product rule,
b Multiplying first and then doing term by term
differentiation
y x x +

2 5 2 5
5 2 4
7 5 2 6 4

(a) ' (3 1) ' (4 2) (3 1) (4 2) '
=6 (4 2) (3 1) 20 .
(b) 12 4 6 2; ' 84 20 12 .
Sol.
y x x x x
x x x x
y x x x y x x x
+ + +
+ +
+ +
ODE
Dr Sonnet Nguyen
29
Quotient Rule
( )
2
2
If and are differentiable at and 0 then
the quotient ( / ) is differentiable there; moreover
( ) [ ( )] ( ) [ ( )]
( )
( ) [ ( )]
( ) '( ) ( ) '( )
.
[ ( )]
f g x g x
f g
d d
g x f x f x g x
d f x
dx dx
dx g x g x
g x f x f x g x
g x
1
]
Bottom d-top minus top d-bottom over bottom sq " uared"

30
Special case: reciprocal rule
( )
2 2
If is differentiable at and 0 then
1/ is differentiable at and
( )
1 '( )
.
( ) [ ( )] [ ( )]
g x g x
g x
d
g x
d g x
dx
dx g x g x g x
1

1
]
ODE
Dr Sonnet Nguyen
31
Example
2
4
Compute the derivative of the following function and
determine where it has a horizontal tangent line
1
( )
1
x
f x
x

+
32
Power Rule for negative exponents
1
Negative exponents: ( ) where is a
positive integer, then '( ) .
n
n
f x x n
f x nx

5
1 2
Example: (a) , (b) . y y
x x

1
Recall:Power rule for integer exponents: If
d
is an positive integer, then .
dx
n n
n x nx

ODE
Dr Sonnet Nguyen
33
General Form of Power Rule
1
3
2 4 2 3
Let ( ) , where is any real number. Then
'( ) .
Compute ' for the following functions
1
(a) , (b) y= ,
(c) , (d) ( 3 1).
r
r
f x x r
f x r x
y
y x
x
y x y x x x
+
34
Example: Differentiating non-
specified function
2
Suppose that ( ) is differentiable. Find an
expression for the derivative of
( )
.
1
f x
f x
y
x
+
ODE
Dr Sonnet Nguyen
35
Chain Rule
( ) ( )
If and are differentiable, then so is their
composition ( )( ) .
Resulting differentiation formula call
chain rule:
ed
( ) '( ) '( ( )) '( ).
f g
f g x f g x
f g x f g x g x
o
o
36
First Approach
( )( ) ( ( )), let ( ), and ( ),
Then, ( ), '( ), '( ).
y f g x f g x y f u u g x
dy du
y f u f u g x
du dx

o
is differentiable if and are, Chain
moreov
rul
er, ( )( )
e: f g f g
d dy dy du
f g x
dx dx du dx

o
o
ODE
Dr Sonnet Nguyen
37
Examples
( )
347
2 4 5 2
2
Compute the derivatives of the following functions :
(a) 1 3 , (b) (1 ) ,
(c) (1 ), (d) .
1
x x x
x
x
x
+ + +
_
+

+
,
t t x x w dt dw + + and ) 1 ( if / Find
2
38
Remark
( )
( )
Strategy always the same : find inside function
and outside function to write
ch
complicated
function as .
The ain rul n use formula

e
( ) '( )
u
f
f u
d du
f u f u
dx dx

ODE
Dr Sonnet Nguyen
39
More direct approach to chain
rule
( )
( )
69
3 16 3
9
Derivative of ( ) is derivative of outside function
evaluated at inside one times derivative of ou
Exercise.
tside
function : '( ) '( ( )) '( ).
Compute
(a) ( 27), (b) 1

f u
f g x f g x g x
d d
x x x
dx dx
+ +
o
40
Functions with parameters
2
2
Differentiate ( ) 2 , assume that is
a constant.
Differentiate ( ) , assume that and
( )
are positive constants.
f x ax a
bN
g N b k
k N

+
ODE
Dr Sonnet Nguyen
41
Differentiating non-specified function
4
Suppose that ( ) is differentiable. Find
1
.
( )
Suppose that ( ) and ( ) are differentiable.
1
Find .
( )
f x
d
dx
f x
f x g x
d
f
dx g x
_

,
42
Examples involving multiple
compositions
Apply chain rule repeatedly, one layer at a time until
get to inner most layer, e.g. ( ( ( ( )))).
d
f g h u x
dx
( )
2
2 5 3
3 2
Concrete examples: Compute the derivatives of the
following
5
(a) 1 1 (b) 3
1
x t t
t
_
+ + + +

+
,
ODE
Dr Sonnet Nguyen
43
Implicit functions and implicit
differentiation
5 3 2 3/ 4
( ) defines as a function of explicitly
Can also have defined as a function of implicitly
(in an equation) E.g., 2 .
We can still differentiate implicit function using chai
y f x y x
y x
y x yx y y
+
n rule
Differentiate w.r.t. both sides of equation, keeping in
mind that is a function of
Solve the resulting equatio
Strat
n for
eg :
/
y
x
y x
dy dx
44
Examples
2 2 2 3
2 2
Find (a) if 1, (b) if .
Find the tangent line to the curve: 1
4 3
(hyperbola) at the point (4, 3).
dy dy
x y x y
dx dx
x y
+

ODE
Dr Sonnet Nguyen
45
Related rates problems
Problems involving at least two changing quantities.
Need to figure out the rate at which one is changing
given sufficient information on all of the others.
: As two vehicles Mo dr del prob ive in lem different
directions we should be able to deduce the speed at
which they are separating if we know the individual
speeds and directions.
46
Strategy for related rates
Draw a picture or otherwise make a mathematical model of the situation.
Label all quantities which can change as variables.
Identify the underlying independent variable in the problem. This is

o
o
o
usually time but it need not be.
Identify in terms of the variables and their derivatives what is being
asked and what is given.
Use the mathematical model to write down a relation among the v
o
o ariables.
Differentiate this relation with respect to the underlying independent
variable, usually making heavy use of the chain rule.
Solve for the quantity wanted.
o
o
ODE
Dr Sonnet Nguyen
47
Model Problem
One vehicle starts driving north and one vehicle starts
driving west from an intersection (as indicated by the
arrows below). At the time the first vehicle is 0.3 miles
north the intersection it is traveling at 20 mph.
Simultaneously the second vehicle is 0.4 miles west of
the intersection and is traveling at 25 mph. At that
instant, how fast are the two vehicles separating?
48 48
Solution
Mathematical model: right triangle whose legs are increasing
with time. Call legs and and hypotenuse . All increasing
with = time (independent variable).
These three quantities are functions o
x y z
t
0
2 2 2
f : ( ), ( ), ( ).
Know , , / , and / at particular time . Asked
to find /
Differentiate Pythagorean equation :
2 / 2 / 2 / .
t x t y t z t
x y dx dt dy dt t
dz dt
z x y
xdx dt ydy dt z dz dt
+
+
ODE
Dr Sonnet Nguyen
49
Solution
2 2 2
Given four of the six quantities ( , , / , and / ).
Want dz/dt.
Missing is only the quantity , which we can compute using
(0.3) (0.4) . Get 0.5
Therefore: 2 (0.3) (20) + 2 (0.4) (
x y dx dt dy dt
z
z z +
25) = 2 (0.5) /
Gives answer / 32 mph.
: At the instant in question, the distance between the
vehicles is increasing at 32 miles per ho
Answ
u
er
r.
dz dt
dz dt
50
Relative Growth rate of skulls vs. backbones
[ ] [ ]
0.933
Suppose that skull length 1.162 backbone length
Question : How is growth rate of the backbone related to
that of skull ?
Let ( ), ( ) be Skull and Backbone length at age Solutio . n.
1
Then,
(

)
S t B t t
dS
S t
1
0.933 .
( )
Relative growth rate of less than that of : Consistent with
babies and toddlers have larger heads than adults relative to
their body size.
dB
dt B t dt
S B

ODE
Dr Sonnet Nguyen
51
Another related rate problem
A stone is dropped into a pond, the ripples forming
concentric circles which expand.
At what rate is the area of one of these circles
increasing when the radius is 4 m and increasing at
the rate of 0.5 m/s?
52
Higher derivatives
( )
1/ 2
First derivative '
Second derivative '' ( ')'
Higher order derivative notation:
for th order derivative. Also, /
Example: find second order derivative of
Example: find
n n n
f
f f
f n d f dx
x
o
o
o
o
o
2 2 2 2
/ when 1. d y dx x y +
ODE
Dr Sonnet Nguyen
53
Derivatives of Trig functions
Find derivatives of basic trig functions
sin, cosine, tan, cotan, sec, csc
Applications
o
o
54
Derivative of sin x
0 0
0 0
0
Recall sin( ) sin cos sin cos and
lim sin / 1, lim (1- cos ) / 0.
Use in computing derivative of sin:
sin( ) sin sin cos cos sin sin
sin lim lim
cos 1
lim sin cos
h h
h h
h
a b a b b a
h h h h
d x h x x h x h x
x
dx h h
h
x
h

+ +

+ +

+
0 0
sin
cos 1 sin
sin lim cos lim sin 0 cos 1 cos .
h h
h
x
h
h h
x x x x x
h h

_

,
+ +
ODE
Dr Sonnet Nguyen
55
Conclusion
Similar arguments work for cosine
sin cos , cos sin
d d
x x x x
dx dx

56
Derivative of tangent
2
2 2
2 2
2
2
cos sin sin cos
sin
tan
cos cos
cos cos sin ( sin ) cos sin

cos cos
1
sec .
cos
d d
x x x x
d d x
dx dx
x
dx dx x x
x x x x x x
x x
x
x
1

1
]
+

ODE
Dr Sonnet Nguyen
57
Derivatives of all trig functions
2 2
sin cos cos sin
tan sec cot csc
sec sec tan csc csc cot
d d
x x x x
dx dx
d d
x x x x
dx dx
d d
x x x x x x
dx dx

58
Examples
3
Compute '( ) if
cos
(a) ( ) ( 1) sec , (b) ( )
1 sin
f x
x
f x x x f x
x
+
+
Find '( / 4) if ( ) sec .
Find the points in [ 2 , 2 ] where the graph of sec
has a horizontal tangent. Do the same for tan .
y y x x
x
x

ODE
Dr Sonnet Nguyen
59
More examples
2 2
(a) sec (b) sec
sin3
(c) (d) sin(cos )
cos5
d d
x x
dx dx
d t d
x
dt t dx
60
A word problem
Suppose that the rising sun passes directly over a
building that is 90 m high and let be the sun's angle
of elevation with respect to the earth. Find the rate
at which the length of the building'
q
x s shadow is
changing with respect to when / 4. q q p
ODE
Dr Sonnet Nguyen
61
Logarithm and Exponential
Functions
Overview of logs and exponential functions
Inverse functions
Log functions and exponential functions are inverses
of one another
Properties of logarithms
Logarithms/exponentials in scientif
o
o
o
o
o ic and real-life
problems
Derivatives of log and exponential functions o
62
Exponential functions
Let 0. Then well defined if an integer, rational
number, and if is irrational by continuity. (Filling in holes)
Different behavior if 1 or 0 1.
x
b b x
x
b b
>
> < <
ODE
Dr Sonnet Nguyen
63
Properties of exponential
functions
For 0, the domain of is all real numbers .
Range of is (0, )(if 1)
Function is differentiable
Power laws : , ,
( ) .
x
x
x
x
x y x y x y
y
x y xy
b b x
b b
b
b
b b b b
b
b b
+
>

64
Logarithm is an exponent
log
: log is unique number so that
, log ( ) .
: log and are inverses
Domain log = Range = (0, )
R
S
a
ummar
nge log = Dom
y
ain = (- , ).
b
b
x x
b
x
b
x
b
x
b
x
b x b x
x b
x b
x b

Key fact
ODE
Dr Sonnet Nguyen
65
Concrete Examples
10
2
3
2
Compute the following logarithms
(a) log 100
(b) log 8
(c) log 1/ 27
(d) log 128
66
Key facts about logs
log only defined for 0
Law of logs:
log 1 0, log 1,
log log log ,
log ( / ) log log ,
log log , log (1/ ) log .
b
b b
b b b
b b b
r
b b b b
x x
b
ac a c
a c a c
a r a a a
>

+

ODE
Dr Sonnet Nguyen
67
Common logarithms
10
ln
Usually deal with log log or
log ln .
Number :
lim(1 1/ ) 2.71828...
Facts: ln1 0, ln 1, ln .
e
x
x
x x
x x
x x
e
e x
e e x e
+

68
Equations involving logs, exp

2 3
2
Example: Solve equations
(a) ln ( 1)=5.
(b) - 3 2.
sin
Example: Rewrite ln
1
x x
x
e e
x x
x
+
ODE
Dr Sonnet Nguyen
69
Logarithms in Science
:
M = Magnitude of earthquake in Richters
E = Released energy (joules)
Richter formula: lo
Richter s
g 4.4 1.5 .
cale
E M +
70
Earthquake questions
n Find a formula for E (energy released)
n n Question Question: If energy of one earthquake is 10
times greater, then whats difference in
Richters?
n n Concrete Examples Concrete Examples: 1994 Northridge was
6.8. Approximately how much stronger
n Kobe 7.2?
n 1906 San Francisco 7.8?
n 1964 Alaska 8.4?
stronger times 4 : Answer
ODE
Dr Sonnet Nguyen
71
Real life exponential problem
Receive $10,000 at age 20 and invest in mutual
fund until retire @ age 70.
How much money if fund earns
(a) 10%?
(b) 15%?
72
Financial Analysis
2
50
50 (ln1.15) 50 7
15%: After 1 year: 10,000 1.15 11,500
After 2 years: 11,500 1.15 10,000 (1.15)
After 50 years: 10,000 (1.15)
(1.15) 110
C
0
: At onclusion
e e

retirement would have $10,000 1100
$11 million.

50
10%: Similarly, after 50 years: 10,000 (1.10) .
: At retirement would have $10,000 118

Conclusion
$1.18 million.

ODE
Dr Sonnet Nguyen
73
Derivative of exponential functions
R x a x f
x
, ) (
( )
) 0 ( '
1
lim
1
lim
lim
) ( ) (
lim ) ( '
0 0
0 0
f a
h
a
a
h
a a
h
a a
h
x f h x f
x f
x
h
h
x
h x
h
x h x
h h

+

1
1
lim that so number (unique) is Definition
0

h
e
e
h
h
74
The exponential function, exp (x)
x x x e
e
x
log ln ), exp(
x x
e e
dx
d
a x a x
e e a
x
ln ln

( )
x x
a a a
dx
d
ln
ODE
Dr Sonnet Nguyen
75
Exercises
2
1) Find the derivative of ( ) .
2) Find the derivative of ( ) 5 .
3) Find the derivative of the following
(describing amount
radioacti
of mater
ve
decay funct ial
left after
ion
units of
x
x
f x e
f x
t
- t
0
time), ( ) , 0.
Show that satisfies the

differential equ
( )
ation
.
W t We t
W
dW
W t
dt

76
Exercises
( )
2
0
1) Assuming that ( ) is differentiable, find a
formula for the derivative of .
2) Compute the derivative of exp(sin ).
5 1
3) Find lim .
g x
h
h
g x
e
x
h

ODE
Dr Sonnet Nguyen
77
Inverse Functions
Example: ( ) 3 1, ( ) ( 1) / 3
( ( )) 3[( 1) / 3] 1 ,
( ( )) [((3 1) 1) / 3] .
f x x g x x
f g x x x
g f x x x
+
+
+
1 1
and are inverse functions if
( ( )) for all in domain of
( ( )) for all in domain of
In this case, we
Def
write
initi
, an
o
d
n

.
.
f g
f g x x x g
g f x x x f
g f f g

78
1
Find the derivative of ( ). y f x
Differentiating Inverse Functions

Step 1: Apply to both sides to get: ( ).
Step 2: Differentiate both side w.r.t. and
1 '( ) , '( ) '( ).
Step 3: Conclude tha
Solution.
t
1
'( )=
'( )
f x f y
x y
dy dx
f y x y f y
dx dy
dy
y x
dx f y
1 1
.
/ '( ) dx dy x y

ODE
Dr Sonnet Nguyen
79
Exercises
13
1
Consider ( ) 2 5.
(a) Compute the derivative of its inverse
( ) using above formula.
(b) Compute the derivative of its inverse
using implicit differentiation.
y f x x x
x f y
+ +
80
Inverse tangent, arctan x
2
1
1
arctan
x
x
dx
d
+

ODE
Dr Sonnet Nguyen
81
Derivative of log functions
1
ln
ln
log
ln
log
log
ln
a
a
a
d
x
dx x
x
x
a
x d
x
dx a
82
Exercises
Compute the derivatives of the following functions :
(a) ln(5 )
(b) ln( ( )), where ( ) is non-negative and diff.
(c) ln(sin( ))
(d) ln | |
x
f x f x
x
x
ODE
Dr Sonnet Nguyen
83
2

Differentiate complicated function ( ) by
simplifying and (implicitly) differentiating both
sides of ln | | ln | ( ) |
Example:
Compute the derivative of
General Strategy
by two di
:
f
1
y f x
y f x
x
x
_

+
,
4
3
ferent ways.
7
Compute the derivative of .
1 sin
x x
y
x

+
Logarithmic Differentiation
84
1
Let , 0, where is a real number.
Compute '.
Differentiate ln ln ln
' 1
we get ' .
Conclude that for all real numbers we have
the power la
Solutio
w:
n

.

r
r
r
y x x r
y
y x r x
y y
r y r
r
d
r x
y x x

>

1
.
r r
x rx
dx

Derivatives of irrational powers of

x
ODE
Dr Sonnet Nguyen
85
Some of the most important applications of
differential calculus are optimization problems,
in which we are required to find the optimal
(best) way of doing something.
Here are examples of such problems that we
will consider:
What is the shape of a can that minimizes
manufacturing costs?
What is the maximum acceleration of a space
shuttle?
o
o
MAXIMUM AND MINIMUM
VALUES
86
What is the radius of a contracted windpipe that
expels air most rapidly during a cough?
At what angle should blood vessels branch so as
to minimize the energy expended by the heart in
pum
o
o
ping blood?
These problems can be reduced to finding the
or values of a function. Let's
first explain exactly what we mean maximu by
and
m
mi
maximu
nimum
m mini
val
mum
ues.
MAXIMUM AND MINIMUM
VALUES
ODE
Dr Sonnet Nguyen
87
A function has an or
at if ( ) ( ) for all in ,
where is the domain of . The number ( ) is c
Defini
alled the
of on .
Simil
absolute maximum
global maximum
maximum va
arly,
ti
lue
n.
h
o
a
c f c f x x D
D f f c
f D
f
s an or
at if ( ) ( ) for all in and the number ( ) is
called the of on
absolute minimum global minimum
minimum value
maximum minimum val
.
The and of are called t ues
extrem
he
e

values
c f c f x x D f c
f D
f
of . f
ABSOLUTE or GLOBAL EXTREME
VALUES
88
A function has a or
at if ( ) ( ) when is near .
This means that ( ) ( ) for all in some open
interval containing .
Similarly,
local maximum
relative maximum
local
Definitio
a
n
h s
.
a
f
c f x f c x c
f x f c x
c
f
or
at
minimum
if ( ) ( ) when is near .
relative minimum
c f x f c x c
RELATIVE or LOCAL EXTREME
VALUES
ODE
Dr Sonnet Nguyen
89
Local Extrema
A function defined on a set has a (or )
at a point if there is a 0 so that
( ) ( ) for all ( ,
local relative
maximum
)
f D
c
f c f x x c c

>
+
A function defined on a set has a (or )
at a point if there is a 0 so that
( ) ( ) for all ( ,
local relative
minimum
)
f D
c
f c f x x c c

>
+
90
4 3 2
The graph of the function
( ) 3 16 18 , 1 4
is shown on the right.
We see that, (1) 5 is a local maximum,
whereas ( 1) 37 is the absolute maximum.
This absolute maximum is not a local m
f x x x x x
f
f
+

aximum
because it occurs at an endpoint.
Also, (0) 0 is a local minimum and (3) 27
is both a local and an absolute minimum.
Note that has neither a local nor an absolute
maximum at 4.
f f
f
x

EXAMPLE
ODE
Dr Sonnet Nguyen
91
Example
2
Let ( ) ( 1) ( 2), 2 3
Use the graph of ( ) to find all local extrema
Find the global extrema.
f x x x x
f x
+
92
Exercise
2
Consider ( ) | 4 | for 2.5 < 3.
Find all local and global extrema.
f x x x <
ODE
Dr Sonnet Nguyen
93
Absolute Extreme Values
If is continuous on a closed interval [ , ],
then attains an ( )
and an
THE EXTREME VALUE THEOREM
Theorem.
absolute maximum value
absolute min ( ) at some
numbers
imum value
and in [ , ].
f a b
f f c
f d
c d a b
94
Fermats Theorem
Theorem:
Proof. Here is an idea e
If has a local extre
xplaining wh
mum at an interior
point and '( ) exists, then '( ) 0.
Case 1: If the local maximum at interior point , then
the d
y.
erivative
f
c f c f c
c
must go from non-negative to non-positive

value around .
Case 2: If the local minimum at interior point , then
then derivative must go from non-positive to non-negative
value around .
c
c
c
ODE
Dr Sonnet Nguyen
95
Formal proof of the Fermats
Theorem
Suppose that has a local maximum at . Then,
( ) ( ), if is sufficiently close to . This implies
that if is sufficiently close to 0, then ( ) ( ).
Therefore, for small positiv
Proo
e
f. f c
f x f c x c
h f c h f c
h
+
0
( ) ( )
: 0.
Taking the right-hand limit of both sides of this inequality,
( ) ( )
we get lim 0. But since '( ) exists,
we have '( ) 0 (eq1 . )
h
f c h f c
h
f c h f c
f c
h
f c
+
96
Formal proof of the Fermats
Theorem
0
Similarly, by taking the left-hand limit of both sides
( ) ( )
of 0 for small negative , we get
( ) ( )
lim 0.
Since '( ) exists, we have '( ) 0 (eq2)
(eq1) and (eq2)
.
From ,
h
f c h f c
h
h
f c h f c
h
f c f c
we conclude that '( ) 0.

The case of a local minimum can be proved in a
similar manner.
f c
ODE
Dr Sonnet Nguyen
97
Cautionary notes
'( ) 0 need not imply local extrema.
Thus is a but may need
not be a local extremum.
Function need not be differentiable at a local
ext
s
r
t
emum (e.g., earlier
ationary point,
ex
f c
c
o
o
2
ample | 4|).
Local extrema may occur at endpoints.
x
o
98
Summary: Guidelines for finding
local extrema
Don't assume '( ) 0 gives you a local extrema
(such points are just candidates).
Check points where derivative not defined.
Check endpoints of the domain.
These are the three candidates for l
f c o
o
o
o ocal extrema.
: points where '( ) 0 or where
deriv
Critica
ative
l poin
not d
ts
efined.
f c o
ODE
Dr Sonnet Nguyen
99
Rolles Theorem
What goes up must come down

Suppose that is differentiable
on ( , ) and continuous on [ , ].
If ( ) ( ) then there must be
a point
Rolle's Theore
in ( , ) where '( ) 0.
m:
f
a b a b
f a f b
c a b f c
100
Proof of Rolles theorem
0 0 0
0
If =const everywhere it's easy! Now we assume that
( ) ( ) somewhere, i.e. ( , ) : ( ) ( )
(case: ( ) ( ) is similar).
Know that must attain a maximum value at some point
which must
f
f x f a x a b f x f a
f x f a
f
> >
<
0
be a critical point as it can't be an endpoint
(because of assumption that ( ) ( )). The derivative
vanishes at this critical point where maximum is attained.
f x f a >
ODE
Dr Sonnet Nguyen
101
Need all hypotheses
( ) ( )
( ) ( )
( )
( )
Suppose exp | | . It is easy to see that
is continuous on [ 2, 2], and 2 2 .
However there is no number in 2, 2 so
that ' 0.
Why doesnt this contradict Rolles theorem?
Explain in details.
f x x
f f f
c
f c

102
Examples
2
even continuo
(a) ( ) si
us function
n on [0, 2 ].
(b) exp( ) on [-1,1].
(c) Any on [ , ]
that is differentiable on ( , ).
f x x
x
a a
a a


ODE
Dr Sonnet Nguyen
103
Mean Value Theorem or Lagrange Theorem
Average Velocity Must be Attained
:
Let be differentiable on ( , ) and
continuous on [ , ].
Then there must be
Mean Value The
a point in
orem or Lagrange Theorem
Theorem.
( , ) where
( ) ( )
'( ) .
f a b
a b
c a b
f b f a
f c
b a
104
Proof of the Mean Value Theorem
must be a point where slope of tangent
line equals slope of secant lines joining endpoints
of graph. Choose to be a point on graph furthest
from se
Sketch:
cant l e.

in
c
c
ODE
Dr Sonnet Nguyen
105
Proof of the Mean Value Theorem
We construct a new function ( ) satisfying
all conditions of the Rolle's theorem.
( ) ( )
( ) ( ) ( ), and ( ) ( ) ( ).
The function ( ) is continuous on [ , ], differe
Main idea:
ntiable
on
h x
f b f a
g x f a x a h x g x f x
b a
h x a b
( , ) and ( ) 0 ( ).
According to the Rolle's theorem, there must be in ( , )
( ) ( )
such '( ) 0. Thus, '( ) '( ) 0.
a b h a h b
c a b
f b f a
h c h c f c
b a

106
Consequences
is increasing on [ , ] if '( ) 0 for all
in ( , ).
is decreasing if '( ) 0 for all in ( , ).
is constant if '( ) 0 for all in ( , ).
If '( ) '( ) in ( , ), then and diffe
f a b f x x
a b
f f x x a b
f f x x a b
f x g x a b f g
>
<
o
o
o
o r
by a constant , in [ , ]. k a b
ODE
Dr Sonnet Nguyen
107
Example
. ' and of graph Draw the
3 2 for ) 2 ( ) 1 ( ) (
2
f f
x x x x f +
108
More Consequences of MVT
1) Suppose that is continuous on [ , ],
differentiable in ( , ) and that
'( ) in ( , )
then ( ) ( ) ( ) ( ).
2) Show that | sin sin | | | .
f a b
a b
m f x M a b
mb a f b f a M b a
x y x y

ODE
Dr Sonnet Nguyen
109
Exercises
3
2
1) Show that ( ) 2 satisfies the hypotheses
of the in [0, 2] and find all
values in this interval whose existence is
guaranteed by the theorem.
2) Suppose
Mean Val
that ( ) 2,
ue Theo
i
re

m
f x x
c
f x x x x
+
n [ 1, 2].
Use the to show that there
exists a point in [ 1, 2] with a horizont
Mean Value Theor
al tangent.
Fin
e
d
m
.
c
c
110
Exercises: Existence/non-
existence of roots
1 4 6 ] 2 [ : Hint
5 2 6
+ + x x x x x
dx
d
3
5
1) Show that the equation: 4 1 0 must
have fewer than two real solutions.
2) Show that the equation 6 4 1 0 has at
least one real solution in the interval (0,1).
x x
x x
+
+
ODE
Dr Sonnet Nguyen
111
Cauchys Mean Value Theorem
( )
[ ] ( ) ( )
( ) ( )
( )
:
Let , be differentiable on , , continuous
on , , 0 for all in , and
.Then there must be apoint
'( ) ( ) ( )
in , where .
'( ) ( )

( )
f g a b
a b g x x a b
g a g b c
f c f b f a
a b
g c g b g a
Cauchy Theorem
112
Proof of the Cauchys Mean Value
Theorem
We construct a new function ( ) satisfying
all conditions of the Rolle's theorem.
( ) ( )
( ) ( ) [ ( ) ( )].
( ) ( )
The function ( ) is continuous on [ , ], differentiable
on ( , )
Proof.
an
h x
f b f a
h x f a g x g a
g b g a
h x a b
a b
d ( ) 0 ( ). According to the Rolle's

theorem, there must be in ( , ) such '( ) 0. Thus
( ) ( )
'( ) '( ) '( ) 0.
( ) ( )
h a h b
c a b h c
f b f a
h c f c g c
g b g a


ODE
Dr Sonnet Nguyen
113
LHpitals Rule
0
0/0 limits
/ limits
Growth/decay rates of exponentials, logs
limits
1 , 0 limits
o
o
o
o
o
114
Special Case
0 0 0
x 0 x 0 x 0
sin sin / cos
1 lim lim lim .
1 1
Used: If (0) (0) 0 then
( ) ( ) / ( )
lim lim lim
( ) ( ) / ( )
if last limit exists.
x x x
x x x x
x
f g
f x f x x f x
g x g x x g x


ODE
Dr Sonnet Nguyen
115
0/0 LHpitals Rule
Suppose that , are differentiable in the
neighborhood of point , (they may not differentiable
at ), lim ( ) 0 and lim ( ) 0, (when
approaches ), and '(
Theor
) 0 in the neigh
em:
x a x a
f g
x a
x a f x g x x
a g x

borhood of
point . Then
( ) ( )
lim lim if the latter limit exists
( ) ( )
(i.e. it is finite, or if it is or ).
x a x a
x a
f x f x
g x g x

+
116
Proof of 0/0 LHpitals Rule
First define (or redefine) ( ) 0 ( ). This makes
and continuous at , but does not change the limit.
Apply the Cauchy's mean value theorem
( ) ( ) ( ) '( )
, where ( , ) or (
( ) ( ) ( ) '( )
f a g a f
g x a
f x f x f a f c
c x a a
g x g x g a g c

, ).
( )
When , then and if lim exists, then
( )
( ) ( ) ( )
so lim and lim lim .
( ) ( ) ( )
x a
x a x a x a
x
f x
x a c a
g x
f x f x f x
g x g x g x

ODE
Dr Sonnet Nguyen
117
Exercises of 0/0 limits
2
2
2
0
2
0 0
/ 2
Compute the following limits
6 tan
1) lim 4) lim
2
tan3 1 cos
2) lim 5) lim
2
1 sin
3) lim
cos
x
x
x x
x
x x x
x x
x x
x x
x
x
6) lim .
sin(1/ )
x
x
e
x
+
118
Warning and Strategy
2
1 1
4 lim [( 6) / ( 2)] lim (2 1) / 1 3.
Explain why?
Check that lim ( ) / ( ) is an indeterminate form.
If not, cannot use L'H
Strategy for L'Hpita
pital's rule.
Differentiate and separ
l:
x x
x x x x
f x g x
f g

+ +
o
o ately.
Find lim '( ) / '( ). If limit is finite, +
or then it equals original limit, lim ( ) / ( ).
f x g x
f x g x
o
ODE
Dr Sonnet Nguyen
119
/ LHpitals Rule
Suppose that , are differentiable in
the neighborhood of point , (they may not
differentiable at ), lim ( ) and
lim ( ) (when approaches ), and
'( ) 0 in the ne
Theorem:
ighbor
x a
x a
f g
x a
x a f x
g x x a
g x

hood of point .
( ) ( )
Then lim lim , if the latter limit
( ) ( )
is finite or if it is or .
x a
f x f x
g x g x
+
120
/ exercises
2
0
Compute the following limits
1) lim
ln
2) lim .
csc
x
x
x
x
e
x
x
+
+

ODE
Dr Sonnet Nguyen
121
Growth/Decay rates of
exponentials and logs
0
1) lim 0, 1, 2, 3,
2) lim 0, 1, 2, 3,
3) lim log 0 for any 0.
log
4) lim 0 for any 0.
n
x
x
n x
x
a
x
a
x
x
n
e
x e n
x x a
x
a
x
+
+
+

>
>
K
K
122
Other indeterminate forms
0
1/
0
0
0
Example: lim (1/ 1/ sin ).
1 Example: lim (1 ) .
0 Example: lim .
0
Transform to the limits of the form or
0
and apply the L'Hospital rule.
For
Strategy.
x
x
x
x
x
x x
x
x
+
0
example: Transforming 1 to log 1 0
0
either or . Similarly, for limits 0 . It is harder for
0
computing limits of the form .


ODE
Dr Sonnet Nguyen
123
More Exercises
( )
0
3
3 2
2
1) lim cot
2 13
2) lim
2 3 4
3) lim tan sec .
x
x
x
x x
x x
x x
x x
_

,
+
+
124
Antiderivatives
1) Connections with differential equations
2) Lack of uniqueness of antiderivatives
3) Some examples
ODE
Dr Sonnet Nguyen
125
A basic differential equation
0 0
0 0
Consider / ( ) with when .
Need to find a function satisfying ' ( ) and
whose graph goes through the point ( , ).
We'll see, the latter condition imposes uniqueness.
dy dx f x y y x x
y y f x
x y

126
Example
2
Consider the problem 2 ( ) for 0,
and the size of the population at time 0 is 10,000.
Then ( ) 10, 000 is the unique solution.
Verified that it was a solution by differentiating.
To solve th
t
dN
N t t
dt
N t e
>
ese types of equations, we must reverse

the process of differentiating.
ODE
Dr Sonnet Nguyen
127
Definition of antiderivative
3
4
A function is called an
of on an interval if '( ) ( ) for in .
Example: Find antiderivatives of ( ) 4 .
One antiderivat
antide
ive is
rivativ Definitio
given by .
All antiderivat
e n
e
:
iv
F
f I F x f x x I
f x x
x
4
s are of the form , where
is a constant.
x C C +
128
Consequences of Mean Value
Theorem
: If is continuous on the closed interval [ , ]
and differentiable on the open interval ( , ) with
'( ) 0 for all ( , ), then is consta
Fact
nt on , ]
1
[ .
f a b
a b
f x x a b f a b
If ( ) and ( ) are antiderivatives of the
continuous function ( ) on an interval , then there
exists a constant so that ( ) ( ) for a
Fact :
l

l
2
.
F x G x
f x I
C G x F x C x I +
Two antiderivatives of a common
function must differ by a
Concl
cons
us
t
ion:
ant.
ODE
Dr Sonnet Nguyen
129
Exercises
2
5
2 10
Find the general antiderivatives of the following
functions
1) ( ) 3 , 2) ( ) sin ,
3) ( ) , 4) ( ) tan(3 ) sec(3 ),
5) ( ) 4 13, 6) ( ) 3 .
x
f x x f x x
f x e f x x x
f x x x f x x

+ +
130
An antiderivative table
1
Function Particular Antiderivative
( ) ( ) ( ) ( )
1
, ( 1)
1
1
ln | |
sin( ) cos( ) cos( ) sin(
n n
f x g x F x G x
x n x
n
x
x
ax bx ax bx
a b

+
+ +

+
+ +
2
)
1

1
sec ( ) tan( )
ax ax
e e
a
ax ax
a
ODE
Dr Sonnet Nguyen
131
Exercises with differential equations
3
Find the general solution of the differential
equations:
2
1) , 0.
2) sin( ), 0 1.
dy
x x
dx x
dy
s s
ds

>

132
Exercises with initial value problems
-x
Solve the initial value problems
1) 2 , for 0 with 2 when 1.
2) , for 0 with 0 when 0.
2
x
dy
x x y x
dx
dy e e
x y x
dx

+

ODE
Dr Sonnet Nguyen
133
Gravity
2
An object is dropped from a height of 100m.
The acceleration due to gravity is 9.8m/ sec .
a) When will the object hit the ground?
b) What will be its speed at impact ?
134
Taylor Approximations
Review best linear approximations
Polynomial approximations
Taylors formula
Remainder terms
o
o
o
o
ODE
Dr Sonnet Nguyen
135
Review: Best linear approximation
The best linear approximation of ( ) at
is given by: ( ) ( ) '( ) ( ).
Find the linear approximation of
1) ( ) at 0.
2) ( ) cos at 0.
3) ( ) tan at /
Exam s
4
ple .
x
f x x a
L x f a f a x a
f x e x
f x x x
f x x x
+

136
2
0 1 2
Polynomials of degree
( ) .....
The called the coefficients of .
If we w best approximatio ish to find the at 0
of ( ) by such polynomials, we shall need
(
n
0) (0),
n
n n
j n
n
n
P x a ax a x a x
a P
x
f x
f P f
+ + + +
( ) ( )
'(0) '(0),
''(0) ''(0),..., (0) (0).
n
n n
n n
P
f P f P

Polynomial Approximations
ODE
Dr Sonnet Nguyen
137
Linear equations for coefficients
0 1 0 0
1
1 0 1
2
2 0 2
3
3 0 3
( )
0
Note that
(0) |
'(0) |
''(0) 2 ( 1) | 2
'''(0) (3)(2) ( 1)( 2) | (3)(2)
(0) ( 1)( 2) (3)(2)(1) |
( 1)( 2) (3)(2)
n
n n x
n
n n x
n
n n x
n
n n x
n
n n x
P a ax a x a
P a na x a
P a n n a x a
P a n n n a x a
P n n n a
n n n
+ + +
+ +
+ +
+ +

L
L
L
L
L
L (1)
n
a
138
( )( )
0 1
2 3
( )
Let ! 1 2 3 2 1, called
Using this notation, formula from last slide becomes
(0) (0), '(0) '(0),
1 1 1 1
''(0) ''(0), '''(0) '''(0),
2 2! 3 2 3!
1
(
( 1)

2 1
n n
n n
n
n n
k k k k
a P f a P f
a P f a
k fac
P f
a
torial
P
n n

L
( )
1
0) (0).
!
n
f
n
Solution for coefficients

ODE
Dr Sonnet Nguyen
139
Summary: Taylor Polynomials
Maclaurin polynomial
2 3
(4) ( )
4
The Taylor polynomial of degree about 0 for
the function ( ) is given by
''(0) '''(0)
( ) (0) '(0)
2! 3!
(0) (0)
.
4! !
This Taylor polynomial is the best approximation
of ( )
n
n
n
n x
f x
f f
P x f f x x x
f f
x x
n
f x
+ + +
+ + + L
near 0 by polynomials of degree .
This is also known as Maclaurin polynom l. ia
x n
140
Exercises
Compute the Taylor polynomial of degree
about 0 for the following functions
1) ( ) 1/ (1 ).
2) ( ) sin( ).
3) ( ) cos( ).
4) ( ) exp( ).
n
x
f x x
f x x
f x x
f x x

ODE
Dr Sonnet Nguyen
141
Taylor expansions about x = a
2
( )
3
The Taylor polynomial of degree about
for the function ( ) is given by
''( )
( ) ( ) '( )( ) ( )
2!
'''( ) ( )
( ) ( ) .
3! !
This Taylor polynomial is the best approximation
of
n
n
n
n x a
f x
f a
P x f a f a x a x a
f a f a
x a x a
n
f
+ +
+ + + L
( ) near by polynomials of degree . x x a n
142
Exercise with Taylor expansions
Find the Taylor polynomial of degree 3
about 1 for ( ) ln . x f x x
ODE
Dr Sonnet Nguyen
143
Taylors theorem
2
(
Let 1 be an integer and let the
function : be times differentiable at the
point a. Then there exists a function : such
that
'( ) ''( )
(
Taylor's t
) ( ) ( ) ( )
1!
heorem
2
.
!
n
n
f R R n
h R R
f a f a
f x f a x a x a
f
+ +
+ + L
)
( )
( ) ( )( )
!
where lim ( ) 0.
n
n n
n
n
x a
a
x a h x x a
n
h x
>
+
144
Taylors formula with remainder (in
the Lagrange form)
2
( )
1 1
( 1
1
Suppose that the first 1 derivatives of are
continuous on an interval .Then for , in we have
'( ) ''( )
( ) ( ) ( ) ( )
1! 2!
( )
( ) ( ) ( ) ( )
!
where ( )
n
n
n n n
n
n
n f
I x a I
f a f a
f x f a x a x a
f a
x a R x P x R x
n
f
R x
+ +
+
+
+
+ +
+ + + +
L
)
1
( )
( ) .
( 1)!
n
x a
n

+
+
ODE
Dr Sonnet Nguyen
145
the Cauchy form)
( )
2
( )
1
Suppose that is 1 times differentiable on the
open interval and continuous on the closed interval
between and .Then we have
'( ) ''( )
( ) ( ) ( ) ( )
1! 2!
( )
( ) ( )
!
where
n
n
n
f n
a x
f a f a
f x f a x a x a
f a
x a R x
n
+
+
+ +
+ + + L
( 1)
1
( )
( ) ( ) ( ).
!
n
n
n
f
R x x x a
n

+
+

146
Integrals and Taylors formula
Using the FTC we see ( ) ( ) '( ) ,
i.e. ( ) ( ) '( ) .
If we integrate by parts ( ', ( ), )
we can rewrite integral:
'( ) ( ) '( ) | ( ) ''( )
( ) '( ) (
x
a
x
a
x x
x
a
a a
f x f a f t dt
f x f a f t dt
u f v x t dv dt
f t dt x t f t x t f t dt
x a f a x

+

+
+

) ''( ) .
We conclude
( ) ( ) '( )( ) ( ) ''( ) .
x
a
x
a
t f t dt
f x f a f a x a x t f t dt
+ +

ODE
Dr Sonnet Nguyen
147
the integral form)
2
( )
1
( 1)
1
Suppose that the first 1 derivatives of f are
continuous on an interval . Then for , in
we have
'( ) ''( )
( ) ( ) ( ) ( )
1! 2!
( )
( ) ( ),
!
1
where ( ) ( ) (
!
n
n
n
n n
n
n
I x a I
f a f a
f x f a x a x a
f a
x a R x
n
R x x t f
n
+
+
+
+
+ +
+ + +

L
) .
x
a
t dt
148
Newton-Raphson Method
) (x f
) f(x
- = x x
i
i
i i
+1

f(x)
f(x
i
)
f(x
i-1
)
x
i+2
x
i+1
x
i

X

( ) [ ]
i i
x f x
,

Figure 1 Geometrical illustration of the Newton-Raphson method.
148
ODE
Dr Sonnet Nguyen
149
Derivation of Newton-Raphson
Method
f(x)
f(x
i
)
x
i+1
x
i

X
B
C A
) (
) (
1
i
i
i i
x f
x f
x x

+
1
) (
) ( '
+
i i
i
i
x x
x f
x f
AC
AB
) tan(
Figure 2 Derivation of the Newton-Raphson method.
149
150
Newton-Raphson Algorithm
150
( )
( )
1
1
Step 1: Evaluate '( ) symbolically.
Step 2: Use an initial guess of the root, , to estimate
the new value of the root, , as
.
Step 3: Find th
i
i
i
i i
i
f x
x
x
f x
x = x
f x
+
+

1
1
e absolute relative approximate error | |
as 100.
i i
a
i
x x
=
x
+
+

ODE
Dr Sonnet Nguyen
151
Newton-Raphson Algorithm
Compare the absolute relative approximate error
with the pre-specified relative error tolerance .
Also, check if the number of iterations has exceeded
the maximum number of iterations allowed. If so,
one needs to terminate the algorithm and notify the
user.
s
Is ?
Yes
No
Go to Step 2 using new
estimate of the root.
Stop the algorithm
s a
>
151
152
Example
0 ) cos( ) ( x x x f
1 sin
cos
1

+
n
n n
n n
x
x x
x x
1
2
3
4
5
1
0.75036387
0.73911289
0.73908513
0.73908513
x
x
x
x
x

ODE
Dr Sonnet Nguyen
153
Real-life example
60 60
H Denote the monthly interest rate by , then
48 (1 ) (1 ) 1 0.
You can use the Newton-Raphson algorithm to find
root of this non-lin
i
ear equat
n .
i n.
t
o
x
x x x + + +
Suppose a dealer would like to sell you a car,
for $18,000 dollars or for payments of $375 per
month in 5 years. What is the monthly interest
rate they are charging you?

Analysis and Integration and Ordinary Differential Equations - Lecture Slide 1 - N.Q.Hung

Diunggah oleh

Informasi Dokumen

Judul Asli

Hak Cipta

Format Tersedia

Bagikan dokumen Ini

Bagikan atau Tanam Dokumen

Opsi Berbagi

Apakah menurut Anda dokumen ini bermanfaat?

Apakah konten ini tidak pantas?

Hak Cipta:

Format Tersedia

Analysis and Integration and Ordinary Differential Equations - Lecture Slide 1 - N.Q.Hung

Diunggah oleh

Hak Cipta:

Format Tersedia

Course: Analysis, Integration and

) ( ' and ) ( ' ), ( If

Course: Analysis, Integration and

ppose (0) 400 and that 0. Is the population

Course: Analysis, Integration and

Course: Analysis, Integration and

If and are differentiable then so is their product;

Bottom d-top minus top d-bottom over bottom sq " uared"

Course: Analysis, Integration and

Course: Analysis, Integration and

Course: Analysis, Integration and

Course: Analysis, Integration and

Course: Analysis, Integration and

Course: Analysis, Integration and

Differentiating Inverse Functions

Course: Analysis, Integration and

Derivatives of irrational powers of

must go from non-negative to non-positive

we conclude that '( ) 0.

Course: Analysis, Integration and

d ( ) 0 ( ). According to the Rolle's

Course: Analysis, Integration and

Course: Analysis, Integration and

Course: Analysis, Integration and

Course: Analysis, Integration and

Course: Analysis, Integration and

ese types of equations, we must reverse

Solution for coefficients

Course: Analysis, Integration and

Course: Analysis, Integration and

Course: Analysis, Integration and

Course: Analysis, Integration and

Anda mungkin juga menyukai