what is… calculus? two major ideas approximation linearization

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What is… Calculus?

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What is… Calculus?

Two major ideas

• Approximation• Linearization

Approximation - Examples

Approximating the circle Approximating the pyramid

Linearization

Replacing complicated function by a linear function

Limits

In both cases, a sequence of intermediate steps leads us to the “ideal” object

This can be mathematically described as finding the limit

This leads us to…

Differential CalculusIntegral Calculus

Combining two ideas…

sin 𝑥=¿? ¿

Try 𝑥−𝑥3

6

Taylor series for sin x

sin 𝑥=¿ 𝑥− 𝑥3

6+ 𝑥5

120−

𝑥7

5040+…¿

Taylor series were first discovered by…

Taylor series were first discovered by…

James GregoryBornNovember 1638Drumoak, Aberdeenshire, Scotland

DiedOctober 1675 (aged 36)Edinburgh, Scotland

Taylor series were further studied by…

Taylor series were further studied by…

Brook TaylorBorn18 August 1685Edmonton, Middlesex, England

Died29 December 1731 (aged 46)London, England

Taylor series were extensively used by…

Taylor series were extensively used by…

Taylor series were extensively used by…

Sir Isaac Newton

Born25 December 1642Woolsthorpe, Lincolnshire, England

Died20 March 1726 (aged 84)Kensington, Middlesex, England

Problem

• Taylor series can approximate only “very nice” functions (so-called analytic functions which are infinitely many times differentiable)

New approach: Fourier series

• Use of trigonometric polynomials to approximate functions

Example: a sawtooth wave

Example: a sawtooth wave

...

4

4sin

3

3sin

2

2sinsin

2)(

xxxxxs

Example: a sawtooth wave

...

4

4sin

3

3sin

2

2sinsin

2)(

xxxxxs

Fourier series were first studied by…

Fourier series were first studied by…

Fourier series were first studied by…

Leonhard EulerBorn15 April 1707Basel, Switzerland

Died18 September 1783 (aged 76)Saint Petersburg, Russian Empire

Fourier series were named after…

Fourier series were named after…

Joseph FourierBorn21 March 1768Auxerre, Burgundy, Kingdom of France (now in Yonne, France)

Died16 May 1830 (aged 62)Paris, Kingdom of France

(Some) applications of calculusArea of application What is used

All areas of science Integration and differentiation to solve differential equations

Almost all areas of science

Integration and differentiation as tools for statistical applications

Scientific computations Taylor series, other methods of approximation

MP3 and other compression algorithms

Fourier series, Fourier transform

JPEG and similar formats Wavelet analysisImaging (e.g. medical imaging)

Methods of optimization (e.g. Lagrange multipliers)