801-825 Differentiation Formulae (For Latex)
801-825 Differentiation Formulae (For Latex)
801-825 Differentiation Formulae (For Latex)
Chapter 9 DIFFERENTIATION
9.1 INTRODUCTION
Calculus (Latin, calculus, a small stone used for counting) is a branch of mathematics that includes the study of limits
(hence derivatives, integrals and infinite series) and constitutes a major part of modern mathematics. Historically, it
was sometimes referred to as "the calculus of infinitesimals. Differential Calculus and Integral Calculus are major
branches of Calculus and are related by the Fundamental Theorem of Calculus. Calculus is usually called Analysis
and is defined as the study of functions.
This chapter is related with differential Calculus so we introduce the basic ideas about this particular section of
calculus firstly. The detailed explanation will be given after this introductory article.
DIFFERENTIAL CALCULUS
Differential calculus, a field in mathematics, is the study of how functions change when their inputs change. The
primary object of study in differential calculus is the derivative. A closely related notion is the differential. The
derivative of a function at a chosen input value describes the behavior of the function near that input value. For a real-
valued function of a single real variable, the derivative at a point equals the slope of the tangent line to the graph of
the function at that point. In general, the derivative of a function at a point determines the best linear approximation to
the function at that point.
The process of finding a derivative is called differentiation. The fundamental theorem of calculus states that
differentiation is the reverse process to integration.
Differentiation has applications to all quantitative disciplines. In physics, the derivative of the displacement of a
moving body with respect to time is the velocity of the body, and the derivative of velocity with respect to time is
acceleration. Newton's second law of motion states that the derivative of the momentum of a body equals the force
applied to the body. The reaction rate of a chemical reaction is a derivative. In operations
research, derivatives determine the most efficient ways to transport materials and design y-axis
factories. By applying game theory, differentiation can provide best strategies for
competing corporations.
Derivatives are frequently used to find the extreme values (maxima and minima) of a
function. Equations involving derivatives are called differential equations and are
fundamental in describing natural phenomena. Derivatives and their generalizations appear
throughout mathematics, in fields such as complex analysis, functional analysis, x-axis
differential geometry, and even abstract algebra.
THE DERIVATIVE
Let y = f(x) be a real valued function. One of the simplest types of functions is a linear function. This is a function
whose graph is a line. In this case, y = f(x) = m x + c, where m is the slope and c is the y-intercept of the line.
change in y y
m
change in x x
where the symbol Δ (the uppercase form of the Greek letter Delta) is an abbreviation for "change (infect increase) in".
This formula is true because,
y y f(x x) m (x x) + c m x c m x y mx.
It follows that y m x .
However, this only works for linear functions. Nonlinear functions do not have a well-defined slope. The derivative
of f at the point x is the best possible approximation to the idea of the slope of f at the point x. It is usually denoted
dy
by f (x) or or Dy . Together with the value of f at x, the derivative of f determines the best linear
dx
approximation, or linearization, of f near the point x. This latter property is usually taken as y-axis
the definition of the derivative.
A closely related notion is the differential of a function. y f(x) Tp
When x and y are real variables, the derivative of f at x is the slope of the tangent line to the
graph of f at x. Because the source and target of f are one-dimensional, the derivative of f is a P(x, y)
real number. If x and y are vectors, then the best linear approximation to the graph of f
depends on how f changes in several directions at once. Taking the best linear approximation
f O (x, 0) x-axis
in a single direction determines a partial derivative, which is usually denoted by . The
x
linearization of f in all directions at once is called the total derivative. It is a linear transformation, and it determines
the hyperplane that most closely approximates the graph of f. This hyperplane is called the osculating hyperplane; it is
conceptually the same idea as taking tangent lines in all directions at once.
History of differentiation
The concept of a derivative in the sense of a tangent line is a very old one, familiar to Greek geometers such as Euclid
(c. 300 BCE), Archimedes (c. 287 BCE – 212 BCE) and Apollonius of Perga (c. 262 BCE – c. 190 BCE).
Lectures on Differentiation by Ghulam Farid 802
Archimedes also introduced the use of infinitesimals, although these were primarily used to study areas and
volumes rather than derivatives and tangents.
The use of infinitesimals to study rates of change can be found in Indian mathematics, perhaps as early as 500 CE,
when the astronomer and mathematician Aryabhata (476 – 550) used infinitesimals to study the motion of the moon.
The use of infinitesimals to compute rates of change was developed significantly by Bhaskara
(1114-1185): indeed, it has been argued that many of the key notions of differential calculus can
be found in his work.
The modern development of calculus is usually credited to Isaac Newton (1643 – 1727) and
Gottfried Leibniz (1646 – 1716), who provided independent and unified approaches to
differentiation and derivatives. The key insight, however, that earned them this credit, was the
fundamental theorem of calculus relating differentiation and integration: this rendered obsolete
most previous methods for computing areas and volumes, which had not been significantly
extended since the time of Archimedes. For their ideas on derivatives, both Newton and Leibniz Sir Isaac Newton
built on significant earlier work by mathematicians such as Isaac Barrow (1630 – 1677), René
Descartes (1596 – 1650), Christiaan Huygens (1629 – 1695), Blaise Pascal (1623 – 1662) and
John Wallis (1616 – 1703). In particular, Isaac Barrow is often credited with the early
development of the derivative. Nevertheless, Newton and Leibniz remain key figures in the
history of differentiation, not least because Newton was the first to apply differentiation to
theoretical physics, while Leibniz systematically developed much of the notation still used
today.
Since the 17th century many mathematicians have contributed to the theory of differentiation. Gottfried Leibniz
In the 19th century, calculus was put on a much more rigorous footing by mathematicians such
as Augustin Louis Cauchy (1789 – 1857), Bernhard Riemann (1826 – 1866), and Karl Weierstrass (1815 – 1897). It
was also during this period that the differentiation was generalized to Euclidean space and the complex plane.
APPLICATIONS OF DERIVATIVES
OPTIMIZATION
If f is a differentiable function on R (or an open interval) and x is a point of local maximum or a point of local
minimum of f, then the derivative of f at x is zero; points where f (x) 0 are called critical points or stationary points
(and the value of f at x is called a critical value). (The definition of a critical point is sometimes extended to include
points where the derivative does not exist.) Conversely, a critical point x of f can be analyzed by considering the
second derivative of f at x:
if it is positive, x is a point of local minima;
if it is negative, x is a point of local maxima;
if it is zero, then x could be a point of local minima, a local maxima, or neither. (For example f (x) 0 at x =
0 for both the curves y x 3 and y x 4 while x = 0 is an extreme point (infect point of maxima) for the
curve y x 4 and this point x = 0 is not an extreme point for the curve y x 3 )
This is called the second derivative test. An alternative approach, called the first derivative test, involves considering
the sign of the f ' on each side of the critical point.
Taking derivatives and solving for critical points is therefore often a simple way to find local minima or maxima,
which can be useful in optimization. By the extreme value theorem, a continuous function on a closed interval must
attain its minimum and maximum values at least once. If the function is differentiable, the minima and maxima can
only occur at critical points or endpoints.
This also has applications in graph sketching: once the local minima and maxima of a differentiable function have
been found, a rough plot of the graph can be obtained from the observation that it will be either increasing or
decreasing between critical points.
In higher dimensions, a critical point of a scalar valued function is a point at which the gradient is zero. The second
derivative test can still be used to analyze critical points by considering the eigenvalues of the Hessian matrix of
second partial derivatives of the function at the critical point. If all of the eigenvalues are positive, then the point is a
local minimum; if all are negative, it is a local maximum. If there are some positive and some negative eigenvalues,
then the critical point is a saddle point, and if none of these cases hold (i.e., some of the eigenvalues are zero) then the
test is inconclusive.
CALCULUS OF VARIATIONS
One example of an optimization problem is: Find the shortest curve between two points on a surface, assuming that
the curve must also lie on the surface. If the surface is a plane, then the shortest curve is a line. But if the surface is,
for example, egg-shaped, then it is not immediately clear what the shortest path is. These paths are called geodesics,
and one of the simplest problems in the calculus of variations is finding geodesics. Another example is: Find the
smallest area surface filling in a closed curve in space. This surface is called a minimal surface and it, too, can be
found using the calculus of variations.
PHYSICS
Calculus is of vital importance in physics: many physical processes are described by equations involving derivatives,
called differential equations. Physics is particularly concerned with the way quantities change and evolve over time,
and the concept of the "time derivative" — the rate of change over time — is essential for the precise definition of
several important concepts. In particular, the time derivatives of an object's position are significant in Newtonian
physics:
Lectures on Differentiation by Ghulam Farid 803
velocity is the derivative (with respect to time) of an object's displacement (distance from the original
position)
acceleration is the derivative (with respect to time) of an object's velocity, that is, the second derivative (with
respect to time) of an object's position.
For example, if an object's position on a line is given by x(t) -16t 2 16t 32
That is, the values of y (= f(x)) depend on the values given to x within the domain of f. In this sense we say that x is
the independent variable and y is the dependent (dependent on x in this case) variable.
For instance, the average velocity during the 2nd hour (i.e. between t = 1 to t = 2) can be determined as,
D D(2) - D(1) 24 - 8
16
t 2 -1 1
Continuing this way, the average velocities during the time intervals t i 1, t f for different values of t f are
determined and are summarized in the following table:
Lectures on Differentiation by Ghulam Farid 804
t f (in D D(t f ) - D(t i )
hours) t tf - ti
( in km h )
2 16
1.5 14
1.25 13
1.1 12.4
1.01 12.04
1.001 12.004
1.0001 12.0004
12
D
We observe from the above table that the average velocity 12 as t
0 .
t
The instantaneous velocity at t = 1 can be defined as this limiting value.
To determine this limiting value, we could compute
D(t) - D(1) [4t 2 4t] -[4(1) 2 4(1)]
lim lim
t 1 t -1 t 1 t -1
4t 4t - 8
2
t2 t -2 t 2 2t - t - 2
lim 4 lim 4 lim
t 1 t -1 t 1 t -1 t 1 t -1
(t 2)(t -1)
4 lim 4 lim(t 2) 4(1 2) 12
t 1 t -1 t 1
variable x.
dy Δy
lim x-axis
dx Δx 0 Δx O (x, 0) (x+Δx, 0)
where PL Δx & QL Δy.
y-axis
Or equivalently, y f(x)
Q(x h, f(x h))
f(x h) - f(x)
f (x) lim P(x, f(x)) f(x h) -f(x)
h 0 h L
h
In the figure, PL h and QL f(x h) - f(x) .
P P
C
x axis
This means that if there is a tangent line at a point P on a curve, this is the line TP which passes through P and has the
property that for any positive number there is a number such that, if P is any point on the curve for which the
distance from P to P is less than , then the angle between the line TP and the line through P and P is less than .
For the plane curve in the figure, the tangent line at P is the limiting position of a secant ( PP in the figure) when
P P . The equation of the tangent at a point on a plane curve is obtained by substituting the coordinates of the point
and the slope of the curve at the point in point-slope form of the equation of a line. If the curve has the equation y =
f(x) then the derivative f (x 0 ) is the slope of the tangent at x 0 . If a curve has the parametric equations x = f(t), y =
g(t), z = h(t), and if f, g, h are differentiable at t 0 and not all these derivatives are zero at t 0 then the curve has the
tangent at the corresponding point on the curve and the vector f (t 0 )i g(t 0 ) j h(t 0 )k is parallel to tangent. Two
curves being tangent at a point P means that the two curves pass through P and have the same tangent line at P. A
curve or a line is tangent to a surface at a point P if the curve (or line) is the tangent to a curve on the surface at the
point P.
y-axis
B(x 2 , y 2 )
y 2 y1
A(x1 , y1 )
x 2 x1 L
θ
O (x1 , 0) (x 2 , 0) x-axis
y 2 y1
Slope of the line AB tanθ
x 2 x1
P(x, y)
O (x, 0) x-axis
Let θ be the angle that the secant line PQ makes with x-axis.
Then, mQPL θ by the theorem of parallel lines.
QL
In right angled triangle QLP , tanθ
PL
Δy
i.e. tanθ
Δx
y-axis y f(x)
Q(x+Δx, y+Δy)
TP
P(x, y) Δy
L
Δx
ψ θ
O (x, 0) (x+Δx, 0) x-axis
dy
i.e. tanψ
dx
dy
i.e. tanψ
dx
dy
i.e. Slope of tangent line at P(x, y)
dx at x
This completes the proof.
i.e. y Δy 5x 2 10 x Δx 5 Δx 2 - 3x - 3 Δx 2 . . . . . (2)
(2) (1) Δy 10 x Δx 5 Δx 2 - 3 Δx
i.e. Δy Δx [10 x 5 Δx - 3]
Dividing both sides by x , we have,
Δy
10 x 5 Δx - 3
Δx
Applying limit as Δx 0, we have,
Δy
lim lim [10 x 5 Δx - 3]
Δx 0 Δx Δx 0
Lectures on Differentiation by Ghulam Farid 807
dy
i.e. 10 x 5 (0) - 3 10 x - 3
dx
d
i.e. (5x 2 - 3x 2) 10 x - 3
dx
. . . . . (2)
75 75 75
(2) (1) Δy 3[ C x 75-1 (Δx)1 C x 75-2 (Δx) 2 . . . . . C x 75-75 (Δx)75 ]
1 2 75
75 75 75
i.e. Δy 3 Δx [ C x 75-1 C x 75-2 (Δx)1 . . . . . C x 75-75 (Δx)74 ]
1 2 75
Dividing both sides by x , we have,
Δy 75 75 75
3 [ C x 75-1 C x 75-2 (Δx)1 . . . . . C x 75-75 (Δx) 74 ]
Δx 1 2 75
dy 75
i.e. 3 [ C x 75-1 0 0 0 . . . . . 0]
dx 1
d
i.e. (3x 75 ) 3 (75) x 74 225 x 74
dx
3
Example: 9.3 Differentiate (2x 3) 5 w. r. t. ‗x‘, by definition?
Solution:
3
Let y (2x 3) . . . . . (1)
5
be a relation for P(x, y)
3
Then, y Δy [2(x Δx) - 3] . . . . . (2) 5
That is:
c 0
x 1
( f c ) c. f c-1 . f if c is a constant (Power Rule)
(c. f ) c. f if c is a constant
1
(ln f ) . f
f
(c f ) c f . f . ln c if c is a constant
(u v) u v
(u v) u v
(u.v) u. v u. v
(u.v.w) u. v.w u. v.w u. v.w etc.
u v. u u. v
( )
v v2
Lectures on Differentiation by Ghulam Farid 809
9.1.1 Differentiation of Trigonometric Functions:
d
(sin x) cos x
dx
d
(cos x) sin x
dx
d
(tan x) sec 2 x
dx
d
(cot x) csc 2 x
dx
d
(sec x) sec x . tan x
dx
d
(csc x) csc x . cot x
dx
d
Note: (c sc f) c sc f . cotf. f etc.
dx
9.1.2 Differentiation of Inverse Trigonometric Functions:
d 1
(sin -1 x)
dx 1 x2
d 1
(cos-1 x)
dx 1 x2
d 1
(tan -1 x)
dx 1 x2
d 1
(cot -1 x)
dx 1 x2
d 1
(sec-1 x)
dx x x2 1
d 1
(csc-1 x)
dx x x2 1
d 1
Note: (sec-1 f ) . f etc.
dx f . f 2 -1
d
Questions relating (c) 0
dx
Example: 9.4
d
(5) ?
dx
Solution:
d
(5) 0
dx
Example: 9.5
d
( - 3) ?
ds
Solution:
d
( - 3) 0
ds
d
Questions relating (x) 1
dx
Example: 9.6
d
(x) ?
dx
Solution:
d dx
(x) 1
dx dx
Example: 9.7
d
(t) ?
dt
Solution:
d dt
(t) 1
dt dt
Questions relating Power Rule
d n d
i.e. (f ) n. f n-1. (f) if n is a constant
dx dx
Example: 9.8
d 5
(x ) ?
dx
Lectures on Differentiation by Ghulam Farid 811
Solution:
d 5 d
(x ) 5. x 4 . (x) 5. x 4 . 1 5 x 4
dx dx
Example: 9.9
d 1
( ) ?
dy y 2
Solution:
d 1 d -2 d 2
( 2) (y ) -2. y-2-1. (y) -2. y-3. 1 - 3
dy y dy dy y
d d
Questions relating (c. f ) c. (f )
dx dx
if c is constant
Example: 9.10
d
(4x) ?
dx
Solution:
d d
(4x) 4. (x) 4(1) 4
dx dx
Example: 9.11
d
( - 2t) ?
dt
Solution:
d d
( - 2t) -2. (t) -2(1) -2
dt dt
Example: 9.12
d
( - 6 s10 ) ?
ds
Solution:
d d 10 d
( - 6 s10 ) -6. ( s ) -6. 10 s9 . ( s) -6. 10 s9 . 1 -60 s9
ds ds ds
d 1 d
Questions relating (ln f) . (f)
dx f dx
Example: 9.13
d
(lnx) ?
dx
Solution:
d 1 d 1 1
(lnx) . (x) .1
dx x dx x x
Example: 9.14
d
ln[( - 3v)] ?
dv
Solution:
d 1 d 1 d
[ln ( - 3v)] . ( - 3v) . - 3. (v)
dv -3v dv -3v dv
1 1
. - 3. 1
-3v v
Example: 9.15
d 4
[ln ( 3 )] ?
dt t
Solution:
d 4 1 d 4 t3 d -3
[ln ( 3 )] . ( 3 ) . 4. (t )
dt t 4 dt t 4 dt
t3
t3 -3t 3 -3
. 4. - 3 t -3-1 4
4 t t
Lectures on Differentiation by Ghulam Farid 812
d f d
Questions relating (c ) cf . (f). ln c
dx dx
(if b is a constant)
Example: 9.16
d x
(3 ) ?
dx
Solution:
d x d
(3 ) 3x . (x). ln3 3x . 1. ln3 3x . ln3
dx dx
Example: 9.17
d -2x
(e ) ?
dx
Solution:
d -2x d
(e ) e-2x . ( - 2x). lne e-2x ( - 2)(1) -2. e-2x as lne 1
dx dx
d d d
Questions relating (u v) (u ) (v)
dx dx dx
Example: 9.18
d
(5 x 3 - 4 x 2 -10) ?
dx
Solution:
d d d d
(5 x 3 - 4 x 2 10) (5 x 3 ) - (4 x 2 ) (10)
dx dx dx dx
d d d
5. ( x 3 ) - 4. ( x 2 ) (10)
dx dx dx
5 (3 x ) - 4 (2 x) 0
2
15 x 2 -8x
Example: 9.19
d 3 2
( - 2 e-4x 1 ln x - 5) ?
dx x x
Solution:
d 3 2 d 3 d 2 d d d
( - 2 e-4x 1 ln x - 5) ( ) - ( 2 ) (e-4x 1 ) ( ln x) - (5)
dx x x dx x dx x dx dx dx
d d d 1 d
3 (x -1 ) - 2 (x -2 ) e-4x 1. ( - 4x 1). lne . (x) - 0
dx dx dx x dx
1
3( -1x -1-1. 1) - 2( - 2x -2-1. 1) e-4x 1 ( - 4) (1) . 1
x
3 4 1
- 2 3 - 4 e-4x 1
x x x
d d d
Questions relating (u.v) (u ). v u. (v)
dx dx dx
Example: 9.20
d -2x+3
[e (3 x 2 - x 5)] ?
dx
Solution:
d -2x+3 d -2x+3 d
[e (3 x 2 - x 5)] (e ). (3 x 2 - x 5) e-2x+3. (3 x 2 - x 5)
dx dx dx
-2e -2x+3
. (3 x - x 5) e
2 -2x+3
. (6x -1)
e-2x+3[ - 6x 2 2x -10 6x -1]
e-2x+3[ - 6x 2 8x -11]
Lectures on Differentiation by Ghulam Farid 813
Example: 9.21
d
[(2x 3)(5 x)] ?
dx
Solution:
d d d
[(2x 3)(5 x)] (2x 3). (5 x) (2x 3). (5 x)
dx dx dx
2(5 x) (2x 3)1
10 2x 2x 3 7 4x
Or alterntively,
d d
[(2x - 3)(5 x)] [10x 2 x 2 -15 - 3x ]
dx dx
d
[2 x 2 7x -15]
dx
4 x 7
d d
v. (u ) - u. (v)
d u dx dx
Questions relating ( )
dx v v2
Example: 9.22
d 3x - 2
[ ]?
dx x 2 5
Solution:
d d
(x 2 5). (3x - 2) - (3x - 2). (x 2 5)
d 3x - 2 dx dx
[ ]
dx x 2 5 (x 5)
2 2
Example: 9.23
d 5x 2 1
[ ]?
dx x 2 -1
Solution:
d d
( x 2 -1). (5x 2 1) - (5x 2 1). ( x 2 -1)
d 5x 1
2
dx dx
[ ]
dx x 2 -1 2
( x -1) 2
1
1 -1
( x 2 -1)(10x) - (5x 2 1). (x 2 -1) 2 .2x
2
2
x -1
(5x x) 10x(x 2 -1) - (5x 3 x)
3
10x x 2 -1 -
x 2 -1 x 2 -1
x 2 -1 x 2 -1
10x 3 -10x - 5x 3 - x 5x 3 -11x
3
(x 2 -1) x 2 -1 2
(x -1) 2
Example: 9.24
2t
x
dy 1 t2
Find if ?
dx & 1- t 2
y
1 t2
Solution:
Lectures on Differentiation by Ghulam Farid 814
2
2t 1- t
x y
1 t2 1 t2
d d d d
(1 t 2 ) (2t) - (2t) (1 t 2 ) (1 t 2 ) (1- t 2 ) - (1- t 2 ) (1 t 2 )
dx dt dt dy
dt dt
dt (1 t 2 ) 2 dt (1 t ) 2 2
dy -4t
dy (1 t 2 ) 2
Now, dt using (1) & (2)
dx dx 2(1- t 2 )
dt (1 t 2 ) 2
-4t -2t 2t
2
2
2
2(1- t ) 1- t t -1
Example: 9.25
du
u 3 s 2 5s -1
Find if ?
dv
& v 5 s3
Solution:
u 3 s 2 5s -1 v 5 s3
du dv
6s 5 . . . . . (1) 15 s 2 . . . . . (2)
ds ds
du
du 6s 5
Now, ds using (1) & (2)
dv dv 15 s 2
ds
du 6s 5
i.e.
dv 15 s 2
y-axis
y f(x)
Q(x Δx, y Δy)
Δy
P(x, y)
L
Δx
x-axis
O (x, 0) (x+Δx, 0)