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  • 8/12/2019 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