lecture slides differentiation
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DifferentiationLecture No. 04
IT302: Mathematical Methods
Spring2014
Institute of Information TechnologyQuaid-i-Azam University Islamabad
Monday 24th February, 2014
Differentiability at a point
A functionf is said to be differentiable atx0if thefollowing limit exists
limh0
f(x0 + h) f(x0)h
The above limit is called the derivative offatx0and isdenoted byf(x0), i.e.,
f(x0)= limh0
f(x0+ h) f(x0)h
Example
Iff(t)= 16t2, then findf(1).
Solution
The difference quotient is
f(1 + h) f(1)h
=16(1 + h)2 16(1)2
h =16(h + 2)
When we take the limit as h 0f(1)= lim
h016(h + 2)= 32
IT302: M.M. Lecture No. 04 (Differentiation) 2
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Interpretation as slope of tangent
In reference to the definition
f(x0)= limh0
f(x0+ h) f(x0)h
consider the following illustration.
Showing thatf(x0) is the slope of the curve y = f(x) atx= x0.
Example
Find the slope of the curvey = 1
xat any pointx = a 0.
What is the slope of the curve atx =
1?
Solution
Heref(x)= 1
xand the slope atx = ais
f(a) = limh0
f(a + h) f(a)h
= limh0
1
a + h 1
ah
= limh0
1a(a + h)
= 1a2
Moreoverf(1)= 1.
IT302: M.M. Lecture No. 04 (Differentiation) 3
Instantaneous rate of change
The difference quotient
f(x0+ h) f(x0)h
is the ratio of thechange in dependent variableto thechange in the independent variable.
So the quotient represents the average rate of change off w.r.t. x whenxvaries in the closed interval [x0,x0+ h].
When we take the limit as h
0, the interval [x0, x0 + h]
reduces to the singleton {x0}.
Showing that
f(x0)= limh0
f(x0+ h) f(x0)h
is the instantaneous rate of change offw.r.t. xatx = x0.
Example
An object is dropped from the top of a 100-m-hightower. Its height above ground after t s is 100 4.9t2 m.What is the average velocity of the object in the first twoseconds? How fast is it falling 2 s after it is dropped?
Solution
The heighthof the object as a function of time is
h(t)= 100 4.9t2The average velocity of the object is
vavg =
h
t =
h(2)
h(0)
2 =
80.4
100
2 =9.8 m/sThe instantaneous velocity of the object is
v(t)= dh
dt =9.8t
Hencev(2)=19.6 m/s.
IT302: M.M. Lecture No. 04 (Differentiation) 4
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Example
Find the linearization off(x)=
1 + xatx = 3.
Solution
The linearization offwith centerx = 3 is given by
L(x)= f(3) +f(3)(x 3)= 5
4 +x
4
Atx = 3.2 the linearization gives
1 + x=
1 + 3.2 5
4+
3.2
4 =2.050
which differs from the true value
4.22.049390153 byless than 0.1%
The linearization with center at x = 0
L(x)= 1 +x
2
gives the following approximation atx = 3.2
1 + x =
1 + 3.21 + 3.2
2 =2.6
a result that is offby more than 25%
Example
Find the linearization off(x)= sin(x) with center atx= 0.
Solution
The linearization offwith center atx = 0 is
L(x) = f(0) +f(0)(x 0)= sin(0) + x cos(0)= L(x) = x
Showing that for values ofxclose to 0 we have
sin(x)x
IT302: M.M. Lecture No. 04 (Differentiation) 7
Differentials
Now we investigate the change in the dependentvariable corresponding to some change in theindependent variable. Consider the adjacent figure,when there is changedxin the independent variable atx = a, the corresponding exact change in the dependentvariabley = f(x) is
y= f(a + dx) f(a)
And the corresponding change in the linearizationLoffwith center atx = ais
L= L(a + dx) L(a)
AsL(x)= f(a) + (x a)f(a), thereforeL= f(a) + (a + dx a)f(a)
L(a+dx)
f(a)
L(a)
=f(a)dx
This changef(a)dxin linearization is anapproximationto the change infand is called the differential off.
Thus, the differential of the function, denoted by df is
df=f(a)dx
Showing that the differentialdfdepends not only on thechangedxin the independent variable but also on thepointx = a, where the changedxtakes place.
IT302: M.M. Lecture No. 04 (Differentiation) 8
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Estimating with differentials
Suppose we know the value of a differentiable functionf(x) at a pointaand want to estimate how much thisvalue will change if we move to a nearby point a + dx.Since
f(a + dx)= f(a) + y,
the differential approximation gives
f(a + dx)f(a) + dfThus the approximationydycan be used to estimatef(a + dx) whenf(a) is known anddxis small.
Example
The radiusrof a circle increases froma = 10 m to 10.1 m.UsedAto estimate the increase in the circles area A.Estimate the area of the enlarged circle and compareyour estimate to the true area found by directcalculation.
Solution
AsA(r)= r2, therefore the estimated increase is
dA= A(a)dr= 2adr= 2(10)(0.1)= 2 m2
SinceA(a + dr)A(a) + dA, we haveA(10 + 0.1)A(10) + 2= 102 + 2= 102
The area of a circle of radius 10.1 m is approximately
102 m2.
IT302: M.M. Lecture No. 04 (Differentiation) 9
The true area is
A(10.1)= (10.1)2 =102.01 m2
The error in our estimate is 0.01 m2, which is thedifference A dA.
Remark
As we move fromato a nearby pointa + dx, we candescribe the change infin three ways:
True Estimated
Absolute f=f(a + dx) f(a) df=f(a)dx
Relative ff(a)
dff(a)
Percentagef
f(a) 100 df
f(a) 100
Sensitivity to change
The equationdf=f(a)dxtells howsensitivethe outputoffis to a change in input ata. The larger the value off(a), the greater the effect of a given changedx.
Example
You want to calculate the depth of a well from the
equation s(t)= 16t2 ft by timing how long it takes aheavy stone you drop to splash into the water below.How sensitive will your calculations be to a 0.1 s error inmeasuring the time?
Solution
The size ofds = 32tdtdepends upon how bigtis. Att= 2 s, the error caused bydt = 0.1 is only
ds= 32(2)(0.1)= 6.4 ft
Three seconds later att = 5 s, the error caused by thesamedtis
ds= 32(5)(0.1)= 16ft
IT302: M.M. Lecture No. 04 (Differentiation) 10