Differential calculus
Differential calculus
SCHOOL OF ENGINEERING
lim
x x x x x x x x 2
x 0
x x x x x
x 1 1
lim lim
x 0
x x x x x x 0
x x x 2 x
f 1 x lim
f x 0 x f x 0
lim
3 x x 1 3 x 2 1
2
x 0 x x 0 x
lim
2
3 x 2 2 xx x 1 3 x 2 1
lim
3 x 2 6 xx 3x 1 3 x 2 1
2
x 0 x x 0 x
6 xx 3x
2
lim 6x
x 0 x
3. f ( x) x 3 1 (Ans: 3x2)
Differentiation
This is the process of finding f1(x) from f(x) or more explicitly, known as differentiation with
respect to x.
d
f ( x) f 1 ( x)
dx
Or Df f 1 , symbol D being called an operator.
d
- the operation of differentiation w.r.t.x.
dx
Fundamental results
1.
d n
dx
x nxn 1 for any rational number.
Examples
(i)
dx
d 67
x 67x 66
29
(ii)
d 1 d 29
29
dx x dx
x 29 x 30 30
x
d 1
1
d 1 1
(iii) x x 2 x 1/ 2 1/ 2 as seen earlier.
dx dx 2 2x 2 x
2.
d
sin x cos x
dx
Proof from first principles
f ( x x) f ( x) sin( x x) sin x
f 1 ( x) lim lim
x 0 x x 0 x
x x x x x x
2 cos sin
lim 2 2
x 0 x
dx x x
2. Chain rule
f g ( x) f 1 g ( x) .g 1 ( x)
d
dx
i.e. If y is a function of v and v is a function of x, then y is also a function of x and;
dy dy dv
.
dx dv dx
dy dv
Let v 2 x 2 3 then; y v 2 2v and 4x
dv dx
Therefore,
dy dy dv
. 2v.4 x 2 2 x 2 3 4 x 8 x 2 x 2 3
dx dv dx
(ii) y 3x 5 5 x 2 1
27
Ans : 135x3x 23x 5x
3 5 2
1
26
(iii) y sin 27 x
dy dv
Let v sin x , then; y v 27 27v 26 and cos x
dv dx
dy dy dv
Therefore, . 27v 26 . cos x 27 sin 26 x cos x
dx dv dx
Questions
dy
Find of the following using the chain rule:
dx
1
(i) y
x2 1
(ii) y sin x 27
(iii) y cos x
(iv) y cos x
3. Extended chain rule
We can easily extend the chain rule to show that if y is a function of v1, v1 a function of v2,
and v2 is a function of x, then;
dy dy dv1 dv2
. .
dx dv1 dv2 dx
And more generally, if y is a function of v1,v2, ……vn a function of x, then;
dy dy dv1 dv
. .......... .. n
dx dv1 dv2 dx
Example
dy
Use extended chain rule to find of the following:
dx
(i) y sin x 2 1
Let v1 x 2 1 and v2 x 2 1
Then; y sin v1 and v1 v21/ 2
dv 1 1/ 2 dy dv
Therefore, 1 v2 , cos v1 and 2 2 x
dv2 2 dv1 dx
(ii) y sinx 2 1
Ans : dy x cos x 1
2
dx
sin x 2 1
1 4 cos(2 x 3)
(iii) y Ans :
sin (2 x 3)
2
sin 3 (2 x 3)
4. Product rule
d
f ( x).g ( x) f ( x).g 1 ( x) f 1 ( x).g ( x)
dx
i.e. if y uv , then;
dy dv du
u v
dx dx dx
Examples
(i) If y x 2 sin x , then;
dy
x 2 cos x 2 x sin x
dx
(ii) If y x cos x , then;
dy 1
x sin x cos x
dx 2 x
5. Quotient rule
d f ( x) g ( x). f 1 ( x) f ( x).g 1 ( x)
dx g ( x) g ( x)2
u
i.e. if y , then;
v
du dv
v u
dy
dx 2 dx
dx v
Examples
x2 1
(i) If y , then;
x2 1
dy
x 2 1 .2 x x 2 1 4x
dx x 2
1
2
x 2
1
2
sin x
(ii) If y , then;
1 cos x
6. Inverse rule
If f has an inverse f-1, so that y = f(x) and x = f-1(y), then;
d 1 1
f ( y ) 1
dx f ( x)
dx 1
i.e.
dy dy
dx
Examples
(i) Find
d
dx
sin 1 x
lnbx
d b 1
If x 0 and b is a positive constant, then;
dx bx x
lnbx
d d
Therefore, (ln x)
dx dx
4.
x 1 x2 3
3
1 x3
If y
x 1 x2 3
; then ln y ln
x 1 x2 3
1
ln x 3 ln 1 x 2 ln 1 x 3
1 x3 3
1 x 3 3 3
1 dy 1
6x
x 2
1 x 2 1 x 3 6 x( x)1 x 3 x 2 1 x 2 x
y dx x 1 x 2 1 x 3 x1 x 2 1 x 3
1 7 x 2 6 x5
x 1 x 2 1 x3
dy 1 7 x 6 x 1 x
2 5 2
Hence,
dx 1 x 3 4/3
Hence,
d x
dx
e ex
Examples
Differentiate the following w.r.t.x:
1. e x x 1
2
dx
1
2. y e x
dy 1
x 2 e1 / x 2 e1 / x
dx x
3. y e sin x
dy
cos xesin x
dx
Examples
Differentiate w.r.t.x the following:
1. 5 x
Let y 5 x , then; ln y ln 5 x x ln 5
1 dy dy
Hence; ln 5 5 x ln 5
y dx dx
2. 3x x 1
2
Let y 3x x 1 ln y ln 3x x 1 x 2 x 1 ln 3
2 2
1 dy
y dx
2 x 1 ln 3 .Therefore;
dy
dx
2 x 1 3 x x 1 ln 3
2
3. y x x
ln y ln x x x ln x
1 dy 1
x x 1 ln x
dy
Applying the product rule; x. ln x . Hence
y dx x dx
4. x 2
1 sin x
Ans : x 2 1
sin x 2 x sin x
x 2 1 cos x ln x 1
2
Hyperbolic functions
We define hyperbolic sine of x (written as sinhx) and the hyperbolic cosine of x (written as
coshx) by the relations;
sinh x
1 x
2
1
e e x and cosh x e x e x
2
Note Recall all identities involving hyperbolic sines and cosines.
Derivatives of hyperbolic functions
d
sinh x cosh x
dx
d
cosh x sinh x
dx
d
tanh x sec h 2 x
dx
d
coth x cos ech 2 x
dx
d
sec hx sec hx tanh x
dx
d
cos echx cos echx coth x
dx
Derivatives of inverse hyperbolic functions
dx 1
These can be derived using the inverse rule of differentiation;
dy dy
dx
Or alternatively by using, the relations:
sinh 1 x ln x x 2 1 ,
cosh1 x lnx
x 2 1 and;
1 1 x
tan nh 1 x ln
2 1 x
The results are:
d
sinh 1 x 1
dx 1 x2
d
cosh1 x 1
dx x2 1
d
tanh 1 x 1
dx 1 x2
Implicit differentiation
1.
d 2
dx
y 2y
dy
dx
2.
d
sin y cos y dy
dx dx
dy
From an implicit equation we can thus find by differentiating both sides of the equation with
dx
respect to x.
1.
d
xy x dy y
dx dx
2.
dx
x y x 2 .3 y 2
d 2 3 dy
dx
2 xy 3 3 x 2 y 2
dy
dx
2 xy 3
dy 2 dy
sin y.2 x cos y x 2 x sin y x 2 cos y
d x2 dx dx
3.
dx sin y sin 2 y sin 2 y
4.
d
sinxy
dx
du dy
Let u xy x y
dx dx
d
sin u cosu du
dx dx
d
sin( xy) cos(xy) x dy y
dx dx
More examples
Find given that;
1. x 2 xy y 2
dy dy dy (2 x y )
2x x 2 y
dx dx dx x 2y
x
2. sin xy
y
dy
yx
x du dx
Let u
y dx y2
du dy
sin u xy cos u y x
dx dx
and so on.
Example
d2y
Find given that;
dx 2
x2 y2 1
dx 1 d 2x 1
Note: Although , in general 2
2
dy dy / dx dy d y / dx2
dy dx dy sin t
sin t and cos t tan t
dt dt dx cos t
By chain rule again;
Theorem of Leibnitz
This theorem is an extension of the product rule to higher derivatives. We use the notation:
and
Theorem
If y uv , then;
dny n n n
u n v u v
C1 n1 1 C2 n2 2
u v ........ Cr unr vr ....... uvn
dxn
n n
Where the coefficients C , C ,......... ....... are those which occur in the Binomial expansion of
1 2
.
This theorem can be easily verified for n = 1, 2, 3, ………. Using the product rule. For ,
then;
Question
Find
d6y
dx 6
, when y x 3 sin x Ans :63x 2
20 cos x x x 2 90 sin x
dy d2y
3x 12x 7 and
2
6 x 12
dx dx 2
For point of inflexion;
d2y
6 x 12 0 x 2
dx 2
d2y
Clearly 0 and it changes sign at x 2 i.e. the point 2, 3 is a point of inflexion.
dx 2
2. y x 4 4 x 3 6 x 2 2
dy
4 x 3 12x 2 12x d2y
2 12x 2 24x 12 12x 1
2
dx
dx
d2y d2y
The only point where we have 0 is at x = -1, but does not change sign there, hence
dx 2 dx 2
there are no points of inflexion on this curve.
Criteria for maximum and minimum turning points
The curve y =f(x) has a maximum turning point at x = a if f1(a) = 0 and if f1(x) changes sign
from positive to negative as x increases through the value a. Alternatively, there is a maximum
turning point at x = a if f1(a) = 0 and f11(a) < 0
The curve y =f(x) has a minimum turning point at x = a if f1(a) = 0 and f1(a) changes sign from
negative to positive as x increases through the value of a. Alternatively, there is a minimum
turning point at x = a if f1(a) = 0 and f11(a) > 0.
The alternative form does not enable us decide the nature of the turning point if f11(a) = 0, it may
also be inconvenient if f11(x) is difficult to find.
dy
Hence, 0 when x = 2 and x = 3
dx
d2y
When x = 2, 6 0 so that this point is a maximum turning point.
dx2
d2y
When x =3, 6 0 so that this point is a minimum turning point
dx 2
Therefore, the turning points are:
(2, -72), maximum and (3, -109); minimum
2.
d2y
Hence, when x = 2. In this case it is more laborious to find than to check that
dx 2
changes sign from – to + as x increases through value 2.
3 km Beam
θ
S
3 3
tan x ; x 3 cot
x tan
dx dx d
.
dt d dt
dx
3 cos ec2
d
dx d
3 cos ec2 .
d dt
4. A man is standing 30 m from a straight – road track. A train is approaching moving along the
track at a rate of 90 km/h. How fast is the distance between the train and the man decreasing
when the train is 50 m away from the man? (Ans: 72 km/h)
5. A ladder 8 m long leans against a wall 4 m high. The lower end of the ladder is pushed away
from the wall at a rate of 2 m/s. How fast is the angle between the top of the ladder and the
wall changing when the angle between the ladder and the wall is 600? (Ans: 0.5 rad s-1)
Problems concerning maximum and minimum values
Many problems reduce to the fundamental problem of finding the maximum or minimum value
of f(x) in same closed interval, where the function f is continuous on that interval and
differentiable at all points of the interval except (possibly) the end points.
Procedure generally applied
(a) Assign letter names to all variables and constants in the problem and if possible draw a
sketch or geometrical implication of the problem.
(b) Identify the variable for which the extreme is being sought.
(c) Find an equation of this variable in terms of other constants and variables. This is called the
principle equation.
(d) Find any other equations involving the given variables and constants. These are called the
auxiliary equations.
(e) Use the auxiliary equations to substitute for variables in the principle equation until a
function in terms of a single independent variable of interest is obtained.
(f) Determine the closed interval over which the function is defined.
(g) Find the maximum or minimum value of the function over the interval using the
known techniques of differentiation.
(h) Describe the solution found in (g) in the language of the original problem.
2 x 2 y 48
y
y 24 x
Solution
Suppose the top of the cylinder is x cm from the vertex of the cone. Then the height of the
cylinder is (12 – x) cm. Let the radius of the cylinder be r cm. From similar triangles, we
have:
r 2 1
r x
x 12 6
Hence the volume of the cylinder (V cm3) is given by:
P and Q are two points on the curve y = f(x), PT is the tangent to the curve at P, and we are
saying that the length RQ is approximately equal to the length RT provided that Q is close to P.
Consequently, if the values of f(x) and f1(x) are both known at one point, the value of f(x)
anywhere in the neighbourhood of that point can be calculated approximately.
Example
Using the concept of differentiation, calculate 3.987 approximately.
y x when x 4, y 2
dy 1 1
when x = 4
dx 2 x 4
Then
dy
y .x
dx
f 1 ( x)
x 2.1 x 1 1
x 12 x 22
For the interval we use the domain:
Interval f1(x) Increasing/decreasing
+ Increasing
+ Increasing
Maxima or minima
1
f 1 ( x) 0 ; Undefined hence there are no maxima or minima points.
x 22
Concavity
2
f 11 ( x) 2 x 2
3
x 23
x 1
lim x 2
x 2
For x 3; y
3 0.385 3, 0.385 is a minima point.
1
2
3 3
1 3
0.385 3, 0.385 is a maxima point.
2
For x 3; y
3 3
Points of inflexion
2 x 2 12
f 11 ( x)
x5
2 x 2 12
f 11 ( x) 0 2 x 2 12 ; x 6
x5
63
1 6
0.34 6 ,0.34
2
For x 6; y
6 3
Horizontal asymptotes
1 x2
lim 0 y 0 is a horizontal asymptote.
x x3
Vertical asymptote
1 x2
lim and;
x 0 x3
1 x2
lim
x 0 x3
Sketch
curve.
Examples
1. Find lim 4 x y
x 1,1
lim 4 x y lim 3 x 2
( x , y )1,1 x 1
y2 x2
2. lim
x , y 0, 0 y 2 x 2
Ans : Limit does not exist
Continuity
If f is a function defined in the neighbourhood of (a, b) at point (x0, y0), f is continuous at (x0, y0)
if the limit as x, y x0 , y0 or if f x0 , y0 exists i.e.
lim f ( x, y ) f x0 , y0
x , y x0 , y0
Partial derivatives
f
The partial derivative of f with respect to x is denoted by and is defined by the equation:
x
f f ( x x, y ) f ( x, y ) f z
lim i.e. or is the rate of change of f(x, y) with respect to x
x x 0 x x x
when y is held fixed.
Similarly;
f f ( x, y y ) f ( x, y ) f z
lim i.e. or is the change of f(x, y) or z with respect to y when
y y 0 y y y
x is held fixed.
f
2 xe x y and
2 2
x
f
2 ye x y
2 2
x
Chain rule
If z g (u ) where u h( x, y ) , then z is a function of x and y, and;
z dz u z dz u
. and .
x du x y du y
y
4. If z tan 1 , then;
x
y
We can let u and hence z tan 1 u
x
z dz u 1 y y
. . 2 2
2
x du x 1 u x x y 2
z dz u 1 1 x
. 2
. 2
y du y 1 u x x y 2
z z z z z z
u v u v u v u v
v u x y x y
z z z z z z
uv u2 uv v 2 u 2 v 2 2uv
x y x y y x
Total derivative
A simple extension of the chain rule applies when z = f(x, y) and x and y are both functions of
the single variable u. Putting derivatives with respect to v equal to zero in the extended chain rule
we see that the equation reduces to the single equation:
dz z dx z dy
. .
du x du y du
dz
Note that in this case z is a function of the single variable u, and (sometimes called the total
du
derivative of z) is not a partial derivative.
Implicit functions
dz
We have previously found using the implicit equation of the form f(x, y) = 0. We can now
du
give a general formula, differentiating both sides of the equation f(x, y) = 0 with respect to x we
get:
dy
fx fy 0
dx
z f x z f y
Hence; and
x fz y fz
Examples
dy
1. Find at any point of the curve x 3 y 3 3xy a 3
dx
Solution
Here we have that;
f ( x, y ) x 3 y 3 3xy a 3
f x 3x 2 3 y 3 x 2 y
f 3 y 3x 3y x
y
2 2
dy f 3x y y x 2 2
3y x
x
Hence;
dx f y y x 2 2
z z
2. Find and at any point on the surface; x 3 y 3 z 3 3xyz a 3
x y
f ( x, y, z ) x 3 y 3 z 3 3xyz a 3
f x 3x 2 yz
f y 3 y 2 xz
fz 3z 2
xy
Therefore;
z f
x
3 x 2 yz yz x 2
2
x fz
3 z 2 xy z xy and
z
fy
3 y xz xz y 2
2
2
y fz
3 z 2 xy z xy
END