Differential and integral calculus

Frederic Trillaud
National Autonomous University of Mexico
ftrillaudp@pumas.ii.unam.mx

February 26, 2016

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Introduction
The objective is twofold:
Review the basic material related to differential and integral calculus

Give the basis to prepare the exam

It is up to you to get prepared, so review your notes from your undergraduate

classes and the guide of applied mathematics provided by the graduate school
of electrical engineering of the UNAM:
http://posgrado.electrica.unam.mx/pagina/guiasdeexamenes

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Differential and integral calculus: an

introduction
Differential calculus
Differential calculus is concerned about rate of change (slopes).

Integral calculus
Integral calculus is concerned about total (sums).

Knowing the rate of change of a function or knowing its sum at any value
is equivalent (fundamental theorem of calculus).

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Functions
Definition
A function is a relation between an input and an output where every
input gets a single unique output

What do we do with a function?

A good practice is to plot a function for which we need to know the
domain of definition and some properties.
An example of an elementary function:
f (x) = sin (x) , x R

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Functions - example
sin(2x)
cos(2x)

1
0.5
y

0
0.5
1
0

0.5

1.5

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Limits
Definition of a limit in R
lim f (x) = L

xa

> 0, there exists a number > 0 so that if |x a| < , then

|f (x) L| < .
Geometric interpretation:

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Limits - indeterminate form

The following forms are indeterminate meaning that there is not enough information to make a decision:
0
, , 0, , 00 , 1 , and 0
0
Examples:
lim 0x = 0, lim x 0 = 1

x0+

x0


lim

x4

x 2 16
x 4


= ?

We deal with indeterminate forms by using methods such as factorization,

LHopitals
rule, conjugate, amongst other tricks.

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Limits - LHopitals
rule
Definition
Lets suppose that
lim

xa

f (x)
0

= or
g (x) 0

where a is a real number and g 0 (x) 6= 0, x 6= a, then

f 0 (x)
f (x)
= lim 0
xa g (x)
xa g (x)
lim

where f 0 and g 0 are the derivatives of f and g, respectively.

Example:
lim

x0

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cos (x)
sin (x)
= lim
=1
x0
x
1

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Limits - some additional examples

tan (x)
x
2
x 1
lim
x1+ x 1

2 x
lim
x4 4 x
x 2 + 4x 12
lim
x2
x 2 2x
 
1
lim x 2 cos
x
x0

p
lim
x2 + x x
lim

x0

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? (hint use the conjugate: 2 + x)

? (hint: factorization)

? (hint: 1 cos (x) 1)

? (hint: use conjugate and factorization)

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Derivatives
Definition
The derivative of the function f evaluated at a is given by:

f (x) f (a)
df 
= lim

dx a xa
x a
Example:
Computation of the derivative of x 2 at x0

x 2 x02
dx 2 
(x + x0 ) (x x0 )
=
lim
= lim
= limxx0 (x + x0 ) = 2x0
xx0
dx x0 xx0 x x0
x x0

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Derivatives - chain rule

Definition
Composition of functions f g of the variable x, the derivative is as
follows:


d
f g = f 0 g g0
dx
Example:
Computation of the derivative of sin x 2 + 1







 d 
d
x 2 + 1 = cos x 2 + 1 2x
sin x 2 + 1 = cos x 2 + 1
dx
dx


where f g = sin x 2 + 1 , f (u) = sin (u) and g (x) = x 2 + 1

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Derivatives - example
Find the derivatives of:
d  x 2 +1 
e
dx
d
tan (x)
dx
d
cos (x)
dx
d
sin (x)
dx

 
d
1
ln cos
dx
x

d  4
x + 3x 3 + 2x 2 + 1
dx

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Total differentials and total derivatives

Definition of the total differential
f a function of u and v , f (u, v ), the total differential is defined as:


f 
f 
du +
dv
df =
u v =cst
v u=cst

Definition of the total derivative

f is a function of t, u and v , f (t, u, v ) where u and v are also functions
of t, the total derivative is defined as:
df
f
f du f dv
=
+
+
dt
t u dt v dt
Example:
Total differential of f (u, v ) = u 2 + ev
df = 2udu + ev dv

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Integration
Definition of an integral
An integral represents the sum of a function over an infinitesimal
change of the variable. It typically computes surfaces, volumes or
averages.
If the function f is continuous over an interval [a, b] divided into n equal
ba
segments of length x =
and xi+1 = xi + x, we can write the
n
following definite integral as follows:
Z b
a

n1

f (x) dx = lim

n+

f (xi ) x
i=0

which relates the sum to the integral.

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Integration - geometrical
interpretation

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Integration - different classes of integrals

Riemann and Lebesgue integrals (for your information)
There exist two different kinds of integrals, Riemann and Lebesgue. We are
mostly concerned about Riemanns (the usual one). Lebesgue integral
extends the concept of integral to exotic functions.

Improper integral
An improper integral is an integral for which the function approaches limits at
the endpoints of the interval or the endpoints of the interval includes
(concept of convergence).

Example:
Z
sin (x)
0

dx = lim

Z t
sin (x)

t 0

dx =

Be careful, not all integrals have a solution in terms of elementary functions.

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Integration - Examples
Find the integrals of:
Z

cos (x) dx
 
cos x 2 dx

? (same for sin)

? (is it integrable?)

, t >0?

? (Euler-Poisson or Gaussian integral does have a solution)

? (error function does not have a closed-form solution)

? (improper integral, use limits)

Z
0

Z t
0
Z +

erf (x) =

Z x

ex dx
2

ex dx
2

et dx

Z +
1
0

x2

dx

Be careful, not all functions can be integrated. We rely on numerical technique or

approximation.

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Fundamental theorem of calculus

Integration and differentiation are inverse operations

Fundamental theorem of calculus

Let f be a real function, continuous over the interval [a, b]. Let F be defined over [a, b] as

F (x) =

Z x
a

f (x) dx

then F is continuous on [a, b] and differentiable over the open (a, b). Its derivative is given by:
d
F (x) = f (x) , x (a, b)
dx

Second fundamental theorem of calculus

f is a real function continuous over the interval [a, b] and F is the antiderivative of f in [a, b] then:

f (x) =

d
F (x), x [a, b]
dx

If f is integrable on [a, b], then:

Z b
a

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f (x) dx = F (b) F (a)

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Some bibliography

MIT OpenCourseWare (videos and material):

http://ocw.mit.edu/index.htm
R. Courant, Differential and Integral calculus Vl I & II
E. Swokowski and J. Abreu, Calculo con geometra analtica,

Mexico:
Grupo Editorial Iberoamerica,
1989.

L. Leithold, El calculo,
con geometria analtica, Mexico: Harla
S.A. de C.V., 1974.

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Thank you for your attention

http://posgrado.electrica.unam.mx
http://ingenieria.posgrado.unam.mx/sitv3/

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