MATH 192-01: Methods of Calculus (82792) PL-211, MW 6 PM - 7:50 PM SYLLABUS Fall 2014 John Sarli JB-326 [email protected] 909-537-5374 O¢ ce Hours: MW 11:00AM-1:00PM, or by appt. Text: Stewart/Clegg Brief Applied Calculus Prerequisites: MATH 110 or satisfactory score on the ELM exam This an introductory course in the methods of calculus, with applications to the social and life sciences as well as to business and economics. We will cover a wide variety of topics, starting with a review of functions and working through the di¤erential and integral calculus of one or more variables. In order to provide a useful overview within ten weeks it is necessary to de-emphasize theory in favor of technique that focuses on an intuitive exploration of quantitative skills requiring calculus. Topics from every chapter of this text will be covered, but not every topic in those chapters. The selection of topics may depend on expressed interest. I will provide lecture notes as we proceed on the syllabus web page, and these should be studied along with the textbook. Refer to the link MATH 192 on the website: www.math.csusb.edu/faculty/sarli/ Grading will be based on two midterm exams, a cumulative …nal exam, and …ve graded assignments, weighted as follows: First Midterm (15%), Second Midterm (25%), Final Exam (40%), Graded Assignments (20%). To reinforce written communication skills the Graded Assignment solutions should be clearly presented, either in a "bluebook" or sent to me as a PDF (do not scan in handwritten work). Experience shows that regular attendance and active participation signi…cantly improve performance. I will take attendance until the class roster has been …nalized, however there is no attendance requirement for this class, except for the following: Within the …rst two weeks you must complete the CSU/UC Mathematics Diagnostic Testing Project MR web test. Go to mdtp.ucsd.edu and scroll down to MDTP Web Based Tests. Select the MR test. The items will appear one at a time and the test will be scored instantly once you submit it. Your response to each item will be provided to you and I can help you interpret the results. Either print the test results or send them to me using the E-mail option. I do not record the test results and they do not a¤ect your course grade in any way. A list of Suggested Exercises will be provided for each chapter. The exams will be written at the level of these exercises though the format may not be identical, mainly because the purpose of exams is to bring related ideas together so that they can be used in relation to one another. I will list exercises that are representative of a particular technique or concept, but you should attempt as many similar exercises in the text as needed for understanding. In this way we can avoid "practice exams" and other routines that use the time we need to cover this material. It is your responsibility to bring questions to class that arise as you work through exercises and notes. After computing your total scores weighted according to the percentages above, course grades will be assigned as follows: A 91 A 86 90 B+ 81 85 B 76 80 B 71 75 C+ 66 70 C 61 65 C 51 60 D 45 50 F < 45 Success in this course requires a balance of three activities: 1) Read the text and work the exercises regularly. Keep notes of your solutions. If you have organized them e¢ ciently, bring them to the in-class exams. 2 2) Follow the lecture notes on my website and read the syllabus there. Bring questions on these notes to class as they occur to you. 3) Participate in the class sessions as actively as you can. Lectures are more useful to you if you use them to clarify ideas as we develop them. Notes 1) After completing the MDTP MR web test I strongly suggest that you also take the CR web test (same website). Some of the items on the CR test are not required for success in this course but the results will give you a good idea of the skill level that is expected. 2) Mid-term exam dates are subject to change. Due dates for the graded exercises will be set as we progress. 3) Calculators: Own one and use it. Bring it to class and use it when you work exercises. Exams will be written so that calculators are not required but their use is not prohibited. 4) Please refer to the Academic Regulations and Policies section of your current bulletin for information regarding add/drop procedures. Instances of academic dishonesty will not be tolerated. Cheating on exams or plagiarism (presenting the work of another as your own, or the use of another person’s ideas without giving proper credit) will result in a failing grade and sanctions by the University. For this class, all assignments are to be completed by the individual student unless otherwise speci…ed. 5) If you are in need of an accommodation for a disability in order to participate in this class, please let me know ASAP and also contact Services to Students with Disabilities at UH-183, (909)537-5238. Some important dates. September 29: First day of class October 1: Last day to add open classes over MyCoyote for Fall quarter October 15: Fall CENSUS; last day to submit add/drop slips October 15: First Exam 3 November 5: Second Exam December 3: Last day of class December 10: Final Exam (6-7:50PM) Important ideas from Chapter 1: Functions and Models Domain of the independent (input) variable Range of the dependent (output) variable Representations by graphs, tables, and mathematical expressions Even and odd functions Composition of functions Transformation of functions by rigid motions and stretching Rate of change Polynomial, exponential, and logarithmic functions and models 4 Suggested Exercises for Chapter 1 The following exercises are not to be handed in. They represent skills required for basic mastery. 1.1 (pages 13-17): 1; 7; 8; 23; 29; 33; 39; 43; 51; 55; 60 1.2 (pages 25-29): 3; 9; 11; 19; 25; 27; 33; 35; 55 1.3 (pages 37-41): 15; 25; 33; 39; 49; 53 1.4 (pages 49-53): 1; 9; 21; 29; 33; 37; 41; 49 1.5 (pages 60-63): 7; 9; 11; 13; 31 34; 35; 37 1.6 (pages 69-71): 15; 17; 19; 31; 45; 47 5 Suggested Exercises for Chapter 2 The following exercises are not to be handed in. They represent skills required for basic mastery. 2.1 (pages 82-83): 5; 13; 15; 21 2.2 (pages 92-95): 3; 5; 13; 19; 37; 43; 49; 51 2.3 (pages 109-113): 3; 5; 7; 23; 27; 37; 50; 51 2.4 (pages 124-129): 1; 3; 10; 31; 37; 39; 46; 50; 57 First Graded Assignment Due: October 13 To reinforce written communication skills the Graded Assignment solutions should be clearly presented in a "bluebook" or provided in PDF format. Late papers will not be graded. First Graded Assignment. Do any one of the following: Page Page Page Page Page 83: 18 95: 58 111: 52 127: 40 132: 44 6 Derivative of a Single-Variable Function Average Rate of Change. Suppose the interval [x1 ; x2 ] is in the domain of the function y = f (x). Let y = f (x2 ) f (x2 ) and x = x2 x1 . The ratio y x is called the di¤erence quotient for f on the interval. It measures the average rate of change of the output y with respect to the input x. The idea comes from computing the slope of a line, which is the graph of a linear function. The average rate of change of a linear function does not depend on what interval we use. We want to use this idea to get information about functions in general. Example. Find the average rate of change for y = ln x on the interval a) 12 ; 2 b) 1e ; e In a), ln 2 ln 12 y = x 2 12 4 = ln 2 3 0:924 20 In b), ln e ln 1e y = x e 1e 1 ( 1) = e 1e 2e = 2 e 1 0:850 92 Here is a picture of the situation in this example: 7 y 1.6 1.4 1.2 1.0 0.8 0.6 0.4 0.2 0.0 -0.2 1 2 -0.4 3 4 x -0.6 -0.8 -1.0 -1.2 -1.4 -1.6 y = ln x The blue line, through the points 21 ; ln 12 and (2; ln 2), has slope line, through the points 1e ; 1 and (e; 1), has slope 43 ln 2. 4 3 ln 2. The red The concept of average rate of change was applied by Galileo to the more di¢ cult problem of instantaneous rate of change. In modern terms, we can state this problem by asking how a speedometer reads out speed in real time. This is where calculus comes in. Galileo did not have calculus to work with, but his observations led Newton and others to consider what happens when we have a function that measures distance s from a …xed reference point as a function of time t. What they discovered turned out to be fundamental tool for analyzing the behavior of any function, regardless of what the independent and dependent variables represent. Free Fall. Galileo devised a model for the motion of a freely falling object: s, the distance travelled, is proportional to the square of the elapsed time t. We can represent this model with a quadratic function: s(t) = 4:9t2 We have written the constant of proportionality in metric terms: 4:9 m= s2 . It is equivalent to the constant that Galileo determined experimentally. 8 From this hypothesis he was able to infer a related law: v, the velocity of the object, is proportional t. This is a linear model: v(t) = 9:8t How did he arrive at these conclusions? To …nd the function s he conducted careful experiments to measure distance travelled over various periods of time. Measuring v at a particular instant t, however, was very di¢ cult with the equipment available in the early 1600’s. So he reasoned with di¤erence quotients as follows. Suppose we want to know how fast the object is moving at a particular instant of time t0 . We know how to compute the average speed of the object over an interval of time, because that is just the average rate of change of the function s(t) = 4:9t2 . For example, the average speed over the interval [3; 5] is s (5) s (3) s = t 5 3 4:9 (25 9) = 2 = 39:2 m= s Now consider the interval [t0 ; t0 + h]. This will be a long interval of time if h is a large number and short interval of time if h is a small number. (Galileo was interested in short intervals.) The di¤erence quotient is now s (t0 + h) s (t0 ) s = t (t0 + h) t0 4: 9 = (h + t0 )2 t20 h Remember, we are focusing on a given instant t0 but are thinking of h as a variable that determines the length of the interval. Thus, this di¤erence quotient is itself a function of h and its domain does not allow h = 0 (that’s why the instantaneous rate of change problem is tricky). Let’s see what happens when we expand this expression for st : 4: 9 (h + t0 )2 h 4: 9 (h + 2t0 ) h h = 4:9 (h + 2t0 ) t20 = That is, for any non-zero value of h the average speed over the interval [t0 ; t0 + h] is given by the expression 4:9 (h + 2t0 ). Galileo’s insight was to realize that he 9 could make the interval as short as he liked. As h gets smaller st gets closer to 4:9 (0 + 2t0 ) = 9: 8t0 , the speed at the instant t0 . He concluded that the speed of an object in free fall is directly proportional to the time elapsed after the object starts to fall: v(t) = 9:8t This process is an example of …nding a limit, which would become the central idea in di¤erential calculus. (Galileo died in the year that Isaac Newton was born.) Let’s look at the process geometrically. Suppose we want to …nd the instantaneous velocity at t0 = 3 seconds. Let h = 1 and compute the average velocity on the interval [2; 3] : s (4) s (3) s = t 4 3 = 34:3 m= s The straight line (red) through the points (3; 44:1) and (4; 78:4) is a secant line for the parabola that is the graph of s(t) = 4:9t2 . Compare this with the secant line (blue) through (3; 44:1) and (5; 122:5), where we found st = 39:2 m= s. The red line appears to be close to the tangent line (green) to the parabola at the point (3; 44:1). This tangent line has slope v(3) = 29:4, which represents the instantaneous velocity after 3 seconds. 10 s 180 160 140 120 100 80 60 40 20 0 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5 s(t) = 4:9t2 near t0 = 3 Exercise. Compute the average velocity over the interval [2:5; 3]. With respect to t0 = 3, what value of h does this interval correspond to? Sketch the secant line in this case. Limits of Functions. In di¤erential calculus we often want to focus on the behavior of a function y = f (x) in the vicinity of a particular value x0 . This value may or may not be in the domain of f but we typically assume that points su¢ ciently close to x0 are in the domain. Consider the example f (x) = ex 1 x The domain of f is Rnf0g = ( 1; 0) [ (0; 1), so f (0) is nor de…ned. However, if you graph this function on a calculator you will see: 11 6.0 t y 30 20 10 -5 -4 -3 -2 -1 0 1 2 3 4 5 x The calculator ’wants’to de…ne f (0) = 1 because f (0 + h) is very close to 1 for 1 1 jhj very small. For example, f 0 100 0:995 02 and f 0 + 100 1: 005. This makes sense because if g(x) = ex then the average rate of change of g on [0; x] is g(x) x ex 1 g(0) = = f (x) 0 x and the slope of the tangent line to the graph y = ex at the point (0; 1) is 1: 12 y 8 7 6 5 4 3 2 1 -2 -1 0 1 2 x Tangent line to y = ex at (0; 1) How do we know where the output of a function is going based on inputs that are near a particular value of interest? For most elementary functions, the output at any value x0 in the domain is consistent with the outputs from nearby values. We say: The limit of f (x) as x approaches x0 is f (x0 ): A function with this property is said to be continuous at x0 , because the graph will x appear unbroken at (x0 ; f (x0 )). Apparently, given f (x) = e x 1 we could simply de…ne f (0) = 1 and then f would be continuous at any real number, including x0 = 0. A complete study of limits is beyond the scope of this course, but we need to be aware of the common ways that a function can fail to be continuous at a particular value. These mainly fall into two categories, based on whether or not the limit exists as we approach that value. In above example we write lim f (x) = 1 x!0 13 so if we admit 0 into the domain and de…ne f (0) = 1 then f is continuous at 0. Many applications involve functions with this type of behavior. But many involve functions with discontinuities that cannot be removed. Here are some examples: i) f unbounded at x0 : Examples include rational functions where x0 makes the denominator, but not the numerator, 0. We expect a vertical asymptote at x0 and there is no way to de…ne f (x0 ) so that limx!x0 f (x) exists. ii) f (x) approaches di¤erent values as x approaches x0 from either side: Examples include step functions such as 1; x < 3 1; x 3 f (x) = y 2 1 -5 -4 -3 -2 -1 1 2 3 4 -1 -2 Here, f (3) = 1 but we could de…ne f (3) = 1 or any other value for that matter, yet the function would not be continuous at x0 = 3. When we write limx!x0 f (x) = L we mean that the output gets close to the value L whether we approach x0 from the left or the right. 14 5 x Tangent Lines and Derivative Functions The limit concept is fundamental to all aspects of calculus. We have used it thus far to understand the limit of the di¤erence quotient of a function f at a particular domain value x0 as x shrinks toward zero. If this limit exists we call it the instantaneous rate of change of f at x0 and write it as f 0 (x0 ) We read this notation as the derivative of f at x0 . We have seen that f 0 (x0 ) is the slope of the tangent line to the graph y = f (x) at the point (x0 ; f (x0 )), and so an equation for this tangent line is y = f 0 (x0 ) (x x0 ) + f (x0 ) Example. If f (x) = kx2 for some constant k then, as we saw in the free-fall problem, f 0 (x0 ) = 2kx0 and so the tangent line at (x0 ; kx20 ) is y = 2kx0 (x = kx0 (2x 15 x0 ) + kx20 x0 ) y 120 100 80 60 40 20 0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 -20 -40 Tangent line to the graph y = 4:9x2 at (3; 44:1) Calculus is about processes. There are two important processes involved in understanding the derivative: 1) We began by constructing di¤erence quotients for a function f over intervals where one of the endpoints is an input x0 that is given and the other is x0 + h. We allow h to vary, so the di¤erence quotient is a function of h. We might call this function m(h) because it computes the slope of the secant line through the points (x0 ; f (x0 )) and (x0 + h; f (x0 ) + h) on the graph. 2) We then try to …nd limh!0 m(h). If this limit exists we write that number as f 0 (x0 ) and call it the derivative of f at x0 . If f 0 (x0 ) exists then so does the tangent line to the graph at (x0 ; f (x0 )), and the slope of this tangent is f 0 (x0 ). 16 5.0 x Now we can ask what happens if we decide to vary the input x0 . This produces a new function f 0 (x), called the derivative function for f , but we usually call it the derivative of f . For example, if f (x) = x2 then f 0 (x) = 2x. Let’s try another example that is easy to compute. Example. A function describes a quantity that varies in inverse proportion to its input. Find the derivative of this function. Any function of the type can be described algebraically as k x for some constant k. It’s domain is Rnf0g. The di¤erence quotient at an input x0 is a function of h f (x) = m(h) = = k x0 k x0 +h h k x0 (h + x0 ) and so k x20 is the derivative at x0 . This derivative exists for any input in the domain, so the derivative of f is lim m(h) = h!0 f 0 (x) = k x2 Notice that whenever a constant is a factor in an algebraic rule for a function that it is also a factor in the derivative, because it multiplies each term in the numerator of the di¤erence quotient. This will help us simplify calculations in the future. Of even greater help is the fact that if we have a sum of functions g(x) = f1 (x) + f2 (x) then g 0 (x) = f10 (x) + f20 (x) We say that …nding the derivative of a function is a linear process. This allows us to focus on fundamental elementary functions from which we build general functions. 17 Example. The derivative of f (x) = x2 + 1 x is 1 x2 f 0 (x) = 2x Therefore the tangent line to the graph at (x0 ; f (x0 )) is y= 2x0 1 x20 (x x0 ) + f (x0 ) y 14 12 10 8 6 4 2 -4 -3 -2 -1 1 2 3 -2 -4 -6 -8 -10 -12 -14 Tangent line is y = 55 x 9 29 3 at 3; 26 3 Shapes of Graphs Since the derivative gives the slope of the tangent line it provides a lot of information about the behavior of a function. This goes both ways. If we only have a 18 4 x graph of the function but no explicit rule for the output we can estimate its instantaneous rate of change at a point buy sketching the tangent line and estimating its slope. On the other hand, if we have an expression for the output and are able to derive an expression for the derivative then this can be used to determine where the function is increasing or decreasing: if the derivative is positive on an interval then the function must be increasing on that interval; if the derivative is negative on an interval then the function must be decreasing on that interval; if the derivative is zero at a particular value then the function is "leveling out" there (its may be changing its growth behavior). The graph in our last example seems to indicate that f is decreasing over the entire negative half of the domain. In the positive half of the domain the decreasing behavior continues until the graph bottoms out, after which f appears to be increasing. The derivative con…rms this and even allows us to …nd the point where the graph changes its behavior. Let’s …nd exactly where f is increasing: f 0 (x) > 0 1 > 0 2x x2 2x3 1 > 0 1 x3 > 2 Thus, f is increasing precisely when x > 2 1 3 0:793 7. At the point 2 1 3 p ; 32 3 2 1 = 0. We sometimes use critical the tangent line will be horizontal because f 0 p 3 2 point to describe a place where the derivative is zero (or where the tangent line cannot be de…ned). Knowing where a function is increasing or decreasing is generally not enough to get a good sketch of its graph because many functions share similar behavior. It would help to know where the graph is concave up or concave down. The derivative helps here as well. Since f 0 is itself a function we can try to …nd its derivative f 00 . This second derivative now tells us where the …rst derivative f 0 is increasing or decreasing. It is important to get a mental picture of what this means. Sketch the graph of a typical concave up function, like y = x2 , and then sketch in some tangent lines. What is happening to the slopes of these lines as x increases? The slopes are increasing: 19 y 16 14 12 10 8 6 4 2 -4 -3 -2 -1 1 2 3 -2 Therefore, f 00 is positive. (Note that if f (x) = x2 then f 0 (x) = 2x and f 00 (x) = 2.) Similarly, the slopes of the tangent lines to a concave down graph will decrease, and so f 00 is negative. Recall that the free-fall model is a function for displacement given by s(t) = 4:9t2 We found that v(t) = s0 (t) = 9:8t, a linear function, and therefore s00 (t) = v 0 (t) = 9:8, a constant function. In kinematics, the derivative of velocity is called acceleration: s00 (t) = v 0 (t) = a(t). What Galileo discovered is that near the surface of the Earth the acceleration due to gravity is constant: a(t) = 9:8 m= s2 . Let’s summarize: If f 0 (x) > 0 then f is increasing on that interval. If f 0 (x) < 0 then f is decreasing on that interval. If f 00 (x) > 0 then f is concave up on that interval. 20 4 x If f 00 (x) < 0 then f is concave down on that interval. Consider again the function f (x) = x2 + x1 . We found f 0 (x) = 2x x12 from which we can directly compute f 00 (x) = 2+ x23 (use the di¤erence quotient for x12 ). Where is the graph concave up? f 00 (x) > 0 2 2+ 3 > 0 x 1 > 1 x3 This is certainly true for x > 0, as the graph indicates. If x < 0 then the inequality becomes x3 < i.e., x < 1 1 and the graph does appear to be concave up for these values. Apparently the concavity changes to down at the point ( 1; 0). A place where concavity changes is called an in‡ection point. Note. It is important to keep the logic straight: When a function changes at x0 from increasing to decreasing (or decreasing to increasing) then f 0 (x0 ) = 0 if the derivative exists there. The converse can fail, that is, f 0 (x0 ) = 0 does not necessarily imply that the growth behavior is changing. Similarly, if there is an in‡ection point at x0 then f 00 (x0 ) = 0 if the second derivative exists there, but f 00 (x0 ) = 0 does not necessarily imply that concavity changes there. Functions Described by Tables Empirically, we do not always have a model for the behavior of a function. In fact, sometimes we want to …t a model to given data. Suppose for example that you have a chart of blood pressure readings on a surgery patient that have been recorded every hour for a period of time. You are concerned not only about the readings themselves but also how the readings are changing over time. 21 Time 12:00 1:00 2:00 3:00 4:00 5:00 Systolic 90 100 115 120 130 115 Diastolic 50 55 65 60 62 73 From this table can we get an estimate of the instantaneous rate of change in the B/P at, for example, 3:00? We do not have enough data to estimate limits, but we could make the assumption that these ratings …t some continuous model and compute average rates of change. There are two questions here, one for the systolic pressure S(t) and one for the diastolic D(t). The smallest we can take h to be is 1 because the B/P was only taken every hour. For h = 1 130 120 S = = 10 t 1 For h = 1 115 120 S = =5 t 1 If we average these two average rates of change we obtain 7:5 per hour as an estimate of the systolic rate of change at time 3:00. Note that the same procedure applied to D(t) yields an estimate of 1:5 per hour, so the systolic seems to be increasing but the diastolic decreasing at 3:00. Exercise. Estimate the rates of change for S(t) and D(t) at time 2:00 by using h = 2 and h = 2. Study Guide for First Exam Domain and Range of a Function Be able to identify these from either a function rule or its graph. Average Rate of Change Set up di¤erence quotient for f at x0 as a function of h Interpretation with units in context 22 Instantaneous Rate of Change Find limit of di¤erence quotient at x0 as h ! 0 for simple functions, e.g., free-fall function Find tangent line to graph at (x0 ; f (x0 )) Estimate instantaneous rate of change from values in a table Limits and Continuity Determine from a graph whether limit of f exists at x0 from both directions Determine whether f is continuous at x0 Derivative Functions Determine where f 0 (x) is positive, negative and relate to growth behavior of f and its graph Determine where f 00 (x) is positive, negative and relate to concavity of graph of f . Practice exercise: The …gure below shows three graphs, y = f (x), y = f 0 (x), y = f 00 (x). determine which is which. y 1.0 0.8 0.6 0.4 0.2 -5 -4 -3 -2 -1 1 -0.2 -0.4 -0.6 -0.8 -1.0 23 2 3 4 5 x A function and its …rst two derivatives. 24 Suggested Exercises for Chapter 3 The following exercises are not to be handed in. They represent skills required for basic mastery. 3.1 (pages 143-145): 7; 9; 13; 19; 21; 29 45; 61; 63; 65 3.2 (pages 155-158): 5; 11; 13; 21; 27 3.3 (pages 164-166): 3; 5; 7; 15; 23; 27; 39; 41 3.4 (pages 175-177): 1; 5; 7; 13; 29; 37; 47; 53; 57 3.5 (pages 187-189): 1; 3; 9; 13; 17; 19; 31; 37; 41; 49 3.6 (pages 199-204): 1; 7; 17; 23; 25; 29; 31 Second Graded Assignment Due: October 29 To reinforce written communication skills the Graded Assignment solutions should be clearly presented in a "bluebook" or provided in PDF format. Late papers will not be graded. Second Graded Assignment. Do any one of the following: Page Page Page Page Page 145: 165: 207: 207: 208: 62 42 52 60 64 25 Derivatives of Elementary Functions We have directly computed the derivative of a few functions by taking the limit of the di¤erence quotient as h ! 0. Newton’s general binomial theorem allows us to …nd the derivative of any function of the form f (x) = xa where a is a constant. We get the same result as if a were a positive integer: f 0 (x) = axa 1 Since the derivative operates linearly we can compute derivatives term by term and multiplication of f by a constant multiplies f by the same constant. Example. Find the derivative of p p 1 3 f (x) = 2x5 x+3 x+ x Rewriting each term with exponents: 1 f (x) = 2x5 f 0 (x) = 10x4 1 x 3 + 3x 2 1 2 x 3+ 3 +x 1 3 1 x 2 2 x 2 By an "elementary" function one usually means a function that occurs as a model of some natural phenomenon. Such functions can exhibit very complicated behavior but many of them can be constructed from simpler functions such as logs and exponentials, in addition to the functions that we build up from algebraic processes as in the example above. Recall that the natural exponential function is de…ned by f (x) = ex The di¤erence quotient at x is y f (x + h) f (x) = x h 1 x = e eh ex h eh 1 = ex h 26 To …nd limh!0 y x we would need to determine lim eh h h!0 Note that eh eh 1 e0 f (0 + h) f (0) h h h so this limit would give us the slope of the tangent line to the graph at the point (0; 1) : 1 = = y 8 7 6 5 4 3 2 1 -3 -2 -1 1 -1 2 x This slope appears to equal 1 and experimenting with f (0+h)h f (0) for small values of h seems to con…rm this. It can in fact be shown that the slope of this tangent is exactly 1. We conclude that for f (x) = ex : f 0 (x) = ex that is, the natural exponential function is its own derivative. Now consider the natural logarithmic function f (x) = ln x 27 Its di¤erence quotient at x is y ln(x + h) = x h ln(x) The laws of logarithms do not allow us to expand ln(x + h) easily, so we need to …nd f 0 (x) another way. We remember that y = ex and y = ln x have graphs that are re‡ections of each other in the line y = x, because the functions are inverses of each other. y 8 7 6 5 4 3 2 1 -3 -2 -1 1 2 3 4 -1 5 6 7 8 x -2 -3 We just found that the tangent to the exponential graph at (a; ea ) has slope ea . The re‡ection of this tangent in y = x has slope e a and is the tangent to y = ln x at the point (ea ; a). We conclude that the slope of a tangent line to the graph of y = ln x is the reciprocal of the input variable there. That is, if f (x) = ln x the f 0 (x) = 1 x The instantaneous rate of change of function f (x) = kex is directly proportional to the output. The instantaneous rate of change of function f (x) = k ln x is inversely proportional to the input. 28 Product, Quotient, and Chain Rules Functions are constructed from simpler functions in two basic ways: 1) algebraic combinations such as sums, products and quotients; 2) function composition. Suppose we have a function given by F (x) = f (x)g(x) where we already know how to …nd f 0 (x) and g 0 (x). To …nd F 0 (x) set up the di¤erence quotient y F (x + h) F (x) f (x + h)g(x + h) f (x)g(x) = = x h h f (x + h) f (x) [f (x + h) g(x + h) g(x) + g(x) + = f (x) h h Then limh!0 xy = f (x)] [g(x + h) h f (x + h) f (x) [f (x + h) g(x + h) g(x) + g(x) lim + lim h!0 h!0 h!0 h h 0 0 0 = f (x)g (x) + g(x)f (x) + f (x) lim [g(x + h) g(x)] f (x) lim h!0 0 0 0 = f (x)g (x) + g(x)f (x) + f (x) 0 = f (x)g 0 (x) + g(x)f 0 (x) This is the Leibniz (Product) Rule (f g)0 (x) = f (x)g 0 (x) + g(x)f 0 (x) Example. If y = x2 ex then dy = x2 ex + ex (2x) dx = x (x + 2) ex If F (x) = f (x) g(x) then f (x) = g(x)F (x) f 0 (x) = g(x)F 0 (x) + F (x)g 0 (x) f 0 (x) F (x)g 0 (x) F 0 (x) = g(x) = f (x) 0 g (x) g(x) f 0 (x) g(x) g(x)f (x) f (x)g 0 (x) = [g(x)]2 0 29 g(x)] f (x)] [g(x + h) h g(x)] This is the basic Quotient Rule f g Example. If y = 0 (x) = ex ex x g(x)f 0 (x) f (x)g 0 (x) [g(x)]2 then dy (ex = dx x) ex ex (ex (ex x)2 1 x = ex (ex x)2 Determine the domain and range of f (x) = tangent line to the graph horizontal? 1) ex . ex x Where is the y x We can now …nd derivatives of a great many elementary functions constructed as algebraic combinations of simple functions. However, we require a rule for …nding derivatives of composite functions. For example, basic statistics uses many graphs of functions such as 30 y 0.5 0.4 0.3 0.2 0.1 -5 -4 -3 -2 -1 0 1 2 3 4 5 x 1 (1+x2 ) p(x) = and y 1.0 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 -3 -2 -1 0 p(x) = p1 1 e 2 3 x x2 The derivatives of these functions compute the relevant statistical parameters, such as standard deviation which is found from the in‡ection points of the graph. 31 We can …nd p0 (x) in the …rst example by using the quotient rule, but we do not yet have a method to compute p0 (x) in the second example. However, we can 2 think of the function F (x) = e x as the composition of two simpler functions F (x) = f g g(x) = x2 f (x) = ex We already know that g 0 (x) = 2x and f 0 (x) = ex , so we expect that F 0 (x) can be constructed from these two derivatives. We have F (x + h) F (x) f (g (x + h)) f (g (x)) = h h What can we do with this di¤erence quotient? We can think of it in stages: Let u = g(x) and y = F (x) = f (u). Then, since u = g (x + h) g (x), we can use the ’rewriting strategy’: f (g (x + h)) h f (g(x) + [g (x + h) g (x)]) f (g(x)) g (x + h) g (x) g (x + h) g (x) h f (u + u) f (u) g (x + h) g (x) = g (x + h) g (x) h f (u + u) f (u) g (x + h) g (x) = u h Since h = x, we can express this product of di¤erence quotients in a way that is easier to remember: y u y = x u x Now f (g (x)) u ! 0 as = x ! 0, so in the limit we get a product of derivatives F 0 (x) = f 0 (u)g 0 (x) = f 0 (g(x))g 0 (x) In Leibniz notation y dy dy du ! = x dx du dx This is the Chain Rule for single-variable calculus. 32 Now we can …nd p0 (x) for p(x) = p1 e x2 . Since p1 is a constant 1 p0 (x) = p f 0 (g(x))g 0 (x) 1 = p eg(x) g 0 (x) 1 = p e x2 ( 2x) 2 p xe = x2 Thus p0 (x) = 0 only when x = 0, which explains the single critical point corresponding to the maximum p(0) = p1 . We can …nd p00 (x) using the Chain Rule together with the Product Rule: p00 (x) = 2 p 2 = p x 2xe 2x2 1 e x2 +e x2 1 x2 Note that we expect two in‡ection points, and in fact p00 (x) = 0 for x = p12 . Exercise. Find the coordinates on the graph of these two in‡ection points. Find the equations of the tangent lines at these points. 33 Logarithmic Di¤erentiation The Chain Rule provides a proof of Newton’s rule for di¤erentiating powers of the input variable. Let f (x) = xa where a is any constant. Then jf (x)j = jxa j = jxja and so, if x 6= 0, ln jf (x)j = a ln jxj Using the Chain Rule: 1 0 a f (x) = f (x) x a 0 f (x) = f (x) = axa x 1 We have used logarithmic di¤erentiation here to compute a derivative implicitly after taking the log in order to simplify the equation. This technique is often used together with implicit di¤erentiation were we compute the derivative of a quantity with respect to a given variable without solving for that quantity explicitly. Example. Find the tangent line to the curve x3 + x + y 3 + y 2 = 0 at the point (0; 1). In the xy-plane the slope of a tangent line is given by the value of dy . However, we do not have y expressed explicitly as a function of x dx and, as is often the case, we cannot do so easily. But if we think of y dy varying as x varies then we can compute dx using the Chain Rule: 3x2 + 1 + 3y 2 dy dy + 2y = 0 dx dx dy 3x2 + 1 = dx y (2 + 3y) dy j(0; 1) = 1 dx The line through (0; 1) with slope 34 1 is 2 y 1 -2 -1 1 2 x -1 -2 y= x 1 Example. Let f (x) = xx on the domain (0; 1). Is the tangent line to the graph ever horizontal? Are there any in‡ection points? Here the domain variable appears in both the base and the exponent. We take the log on both sides of y = xx : ln y = x ln x 1 1 dy = x + (ln x) 1 = 1 + ln x y dx x dy = (1 + ln x) xx dx The derivative is zero only when x = 1e , so the tangent to the graph at the point 1 ;e e 1 e (0:367 88; 0:692 2) is horizontal. Further, d2 y 1 = (1 + ln x)2 xx + xx 2 dx x 1 = + (1 + ln x)2 xx x The second derivative is always positive so the graph is always concave up. 35 y 4 3 2 1 0 0.0 0.5 1.0 1.5 2.0 x Exponential Models Many phenomena can be described mathematically with exponential models. Two models that occur in a variety of contexts are: 1) Quantities that change at a constant percentage rate, that is, a quantity that changes in proportion to its size; 2) Quantities that change logistically, that is, would grow at a constant percentage rate but are subject to a maximum size. Constant percentage growth/decay. If a quantity increases or decreases by k% each unit period of time. If the initial amount, when t = 0, is P0 then after one unit of time the amount will be P0 + k k P0 = P0 1 + 100 100 36 Here k will be a positive number if the quantity is increasing and a negative number if the quantity is decreasing. What happens after two units of time? We take the amount after one unit of time and apply the percentage: P0 1 + k 100 + k k P0 1 + 100 100 = P0 1 + k 100 2 Similarly, after n units of time the amount is P0 k 1+ 100 n We can turn this observation into a model by viewing t as a continuous variable: P (t) = P0 1 + k 100 t is the growth (or decay) function that can now be analyzed using calculus. Example. Suppose $1000 is invested at 5% annual interest. How much is the investment worth after 64 months? We are using the growth function 5 P (t) = 1000 1 + 100 = 1000 (1: 05)t t Since this is an annual interest rate we measure time in years, so 64 months is 64 = 16 years. Then 12 3 P 16 3 16 = 1000 (1: 05) 3 1297:2 The investment is worth $1297.20 after …ve and one-third years. For any positive number a we can write a = eln a 37 For example, 1:05 = eln(1:05) e0:04879 By the laws of exponents we can write our growth function as P (t) = 1000e(0:04879)t By the Chain Rule we have P 0 (t) = (48:79) e(0:04879)t and therefore P 0 (t) = 0:04879 P (t) Now 4:879% < 5%, so this model does not follow the rule that the ratio of instantaneous rate of growth to amount present is equal to the annual percentage rate. A model that does follow this rule is the continuous compounding model P 0 (t) = k P (t) 100 Note that if our model had been P (t) = 1000e(0:05)t then in fact P 0 (t) = 0:05 P (t) We can formalize this rule by setting P (0) = P0 and r = k . 100 Then P (t) = P0 ert is the continuous compounding model where t is measured in units corresponding to r, typically years for an annual percentage rate k. This model applies to any phenomenon where the ratio of derivative to value is constant. It is the exponential growth/decay model A(t) = A0 ect The amount A is growing exponentially if c > 0 and decaying exponentially if c < 0. 38 Newton’s Law of Cooling/Heating. Temperature di¤erence follows exponential growth or decay. Suppose a can of soda at 36 falls into a hot tub at 104 and suppose that after 1 minute in the water the soda has risen to 42 . How many minutes will it take to reach 50 ? Newton’s model tells us 104 T (t) = (104 36) ect and we are given that T (1) = 42. This allows us to solve for c : 104 T (1) = 68ec 1 62 = 68ec c = ln 62 ln 68 = ln 31 34 We can write the temperature function either as 31 T (t) = 104 68e(ln 34 )t T (t) = 104 68 or as 31 34 t (In practice we would likely use the approximation c Now we can solve 104 68ect = 50 27 54 = ect = 68 34 27 ct = ln 34 ln 27 ln 34 t = ln 31 ln 34 0:092373.) 2:4956 The soda will reach 50 after about 2 21 minutes in the water. Logistic growth. Quantities that would grow exponentially except for an imposed limitation often follow a logistic model M P (t) = 1 + Aect 39 where M is the maximum population (carrying capacity) and A= M P (0) P (0) The constant c < 0 so that as time goes on the denominator approaches 1 and P approaches M . For a given carrying capacity and initial population P0 = P (0) the constant c can be inferred from empirical data if the logistic model is postulated. (Further data over time may con…rm the model or may refute it, requiring some other model that better …ts the data.) The derivative P 0 (t) = AM c ect (1 + Aect )2 is always positive since c < 0, so the logistic function is always increasing asymptotically toward the value M . We therefore expect an in‡ection point, where the second derivative will be zero: 00 P (t) = (1 Aect ) ct e AM c (1 + Aect )3 2 Note that P 00 (t) = 0 only when Aect = 1: 1 1 ln c A 1 = ln A jcj t = At this time the population growth rate will be at its maximum and decrease toward zero after that. 40 Suggested Exercises for Chapter 4 The following exercises are not to be handed in. They represent skills required for basic mastery. 4.1 (pages 215-217): 1; 2; 5; 9; 15 4.2 (pages 225-228): 3; 5; 7; 21; 29; 37 4.3 (pages 236-238): 1; 17; 33; 37 4.4 (pages 247-249): 3; 5; 23; 31 4.5 (pages 254-255): 19 4.6 (pages 261-265): 3; 5; 9; 13; 17 Third Graded Assignment Due: November 17 To reinforce written communication skills the Graded Assignment solutions should be clearly presented in a "bluebook" or provided in PDF format. Late papers will not be graded. Third Graded Assignment. Do any one of the following: Page Page Page Page Page 216: 217: 227: 237: 262: 24 32 58 42 16 41 Related Rates An important application of the Chain Rule involves computing the rate of change of a quantity that depends on the rate of change of other measurable quantities. For example, in chemistry the ideal gas law relates pressure, volume and temperature by the equation P V = kT where k is a positive constant. Suppose the temperature is increasing steadily at 5 per minute and the volume is decreasing exponentially. Find the rate of change in pressure when the temperature is 30 and the volume is 20 liters. We are thinking of P; V; T as functions of time so we di¤erentiate both sides with respect to t : P (t)V 0 (t) + V (t)P 0 (t) = kT 0 (t) = 5k Dividing both sides by P (t)V (t) : 5k 5 V 0 (t) P 0 (t) + = = V (t) P (t) P (t)V (t) T (t) (Note that every term in the equation is now has the units 1/minute.) Since the volume is decreasing exponentially we have V 0 (t) = V (t) c2 for some constant c, and so P 0 (t) 5 = + c2 P (t) T (t) Finally, for T (t) = 30 and V (t) = 20 we have P (t) = 32 k atm (the unit of pressure is 1 atmosphere) and so 3 5 k + c2 2 30 1 = k 6c2 + 1 4 P 0 (t) = 42 so the pressure is increasing at this time at a rate of 41 k (6c2 + 1) atm= min: Note that we did not need to know when this occurs nor did we need to solve for P explicitly as a function of t. This is a fairly sophisticated example because it was intended to model a realistic problem. To study the technique of computing related rates we will mostly focus on situations where there are simple geometric relations among the variables. Example. A spherical weather balloon is being in‡ated at a constant rate of 10 cubic feet per second. How fast is the radius of the balloon increasing when the volume has reached 2000 cubic feet? How fast is the surface area of the balloon increasing? The volume of a sphere is 4 3 r 3 where r is the radius. Di¤erentiating both sides of this equation with respect to time t : dV dr = 4 r2 dt dt dV At any time t we have dt = 10 so V = dr 5 = dt 2 r2 describes the rate of increase in the radius given its value. When V = 2000 we have 4 3 2000 = r 3 r 1 12 3 3 1500 r = =5 7: 815 9 ft Therefore 1 dr 5 1 12 3 = 2 = dt 120 2 25 12 3 0:013 ft= sec 0:156 in= sec 43 The surface area of a sphere is S = 4 r2 and so dS dr =8 r dt dt Therefore, at the same instant the rate of increase in surface area is given by 1 dS 12 3 1 = 8 5 dt 120 2 2:559 ft = sec 12 1 3 = 2p 3 18 3 Note that it is a good idea to work with exact numbers and not approximate until the end of the calculation. This helps minimize both arithmetic and rounding errors. An approximation from a calculator is a good idea because it allows us to see if our answer is reasonable. Summary of Curve Sketching The properties of derivatives establish some basic principles for sketching curves. At this level we want to be able sketch the graphs of elementary functions y = f (x) that are used frequently in applied models. Such sketches should include the following: Intercepts. The point (0; f (0)) where the graph crosses the yaxis, assuming 0 is in the domain, of course. Points where the graph crosses the x-axis, assuming there are domain values x0 such that f (x0 ) = 0. Critical Points. These are points on the graph where either f 0 (x) = 0 or where the derivative does not exist. If the derivative does not exist at a point in the domain then there may be a discontinuity or a "cusp" so that a tangent line cannot be determined. Look for these …rst since they are usually obvious. Then …nd the points 44 in the domain where f 0 (x) = 0 and investigate the behavior further: Remember, if there is a maximum or minimum then f 0 (x) = 0; if there is an in‡ection point and the second derivative also exists there then f 00 (x) = 0. Vertical Asymptotes. These occur at points x0 not in the domain of f where limx!x0 f (x) = 1. Horizontal Asymptotes. These occur at limiting values of y as x ! 1. These features of a graph were highlighted by a few basic theorems about derivatives: If f has a local maximum or minimum at x0 then (x0 ; f (x0 )) is a critical point. If f 0 (x) > 0 on an interval then f is increasing on that interval. If f 0 (x) < 0 on an interval then f is decreasing on that interval. If f 0 changes from positive to negative at x0 then f has a maximum at x0 . If f 0 changes from negative to positive at x0 then f has a minimum at x0 . If f 00 (x) > 0 on an interval then the graph is concave up on that interval; thus, if f 00 is continuous and f 0 (x0 ) = 0 then f has a minimum at x0 . If f 00 (x) < 0 on an interval then the graph is concave down on that interval; thus, if f 00 is continuous and f 0 (x0 ) = 0 then f has a maximum at x0 . Note. Points where f 0 and f 00 are zero or fail to exist identify candidates for the behaviors that shape the graph of f . They do not guarantee that behavior. Two simple examples will help you remember this. 45 Example. Let f (x) = x4 . Then f 0 (x) = 4x3 exists at all points and is zero only when x = 0. This is a critical point that turns out to be a minimum because f 0 changes from negative to positive at 0. Note that f 00 (x) = 12x2 is always non-negative so the graph is always concave up. We have f 00 (x) = 0 but the origin is not a point of in‡ection. y 6 5 4 3 2 1 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 x f (x) = x4 1 2 Example. Let f (x) = x 3 . Then f 0 (x) = 13 x 3 and f 00 (x) = 5 2 x 3 do not exist at the origin. What kind of critical point is this? 9 x = y3 46 y 2 1 -2 -1 1 -1 -2 1 f (x) = x 3 47 2 x Study Guide for Second Exam Derivatives of Basic Functions Polynomials Exponentials Logarithms Rules of Di¤erentiation Product Rule Quotient Rule Chain Rule Implicit and Logarithmic Di¤erentiation Exponential and Logistic Models Application of Chain Rule to Related Rates 48 Optimization Di¤erential calculus is particularly useful for analyzing optimization problems. These are situations where some quantity is to be maximized or minimized often, but not always, on a restricted domain. At this stage we can only look at examples where the quantity can be expressed as a function, implicitly or explicitly, of a single variable, but even this case has many applications. As with related rate problems, the key is usually to look for some relation among the variables that arises from functional and/or geometric formulas. Example. A work cubicle is to be constructed from straight partitions of a given height but which can be any length, however you must use exactly 100 linear feet of partition material for the cubicle and the resulting ‡oor plan must be a rectangle. What ration of length to width provides the most area? We choose to write L; W; A for length, width and area, respectively. Then A = LW 2L + 2W = 100 The second equation allows us to write one of the dimensions as a function of the other, for example W = 50 L and so we can now write area as a function of length: A (L) = L (50 L) = 50L L2 Notice that the domain of A is restricted to 0 we would get a negative value for A. 49 L 50, otherwise A 600 500 400 300 200 100 0 0 10 20 30 A (L) = L (50 L) 40 50 L It appears that the maximum area occurs when L is the center of this interval, but let’s use calculus to verify. dA = 50 dL 2L so the only critical point is L = 25 ft and therefore A = 625 ft2 . Consequently, a cubicle with a square ‡oor, L = W , plan provides the most area. This example shows more generally that a rectangle of a given perimeter has maximum area when it is a square. Thus a fundamental geometric principle seems to apply here. Also, whenever we have a restricted domain it is important to check the value of the function at the endpoints of the interval because its extreme values might be achieved at those points. Example. A space plane is dropped from a jet travelling at 500 mph and accelerates so that its velocity over the …rst ten seconds is v(t) = t3 3t2 + 500. Find the maximum and minimum velocities of the space plane over this interval. 50 We …rst note that v(0) = 500 and v(10) = 1200. We will compare these values for those at any critical points in the interval (0; 10). The acceleration is the …rst derivative v 0 (t) = 3t (t 2) which is zero within (0; 10) only at t = 2, and v(2) = 496 which is smaller than the initial velocity. We conclude that the minimum velocity of 496 mph occurs after 2 seconds and the maximum velocity of 1200 mph occurs after 10 seconds. v 1200 1100 1000 900 800 700 600 500 400 0 1 2 3 4 v(t) = t3 5 6 7 8 9 10 t 3t2 + 500 Notice that it is di¢ cult to tell from the graph alone that the velocity drops slightly before starting to increase. Example. A dolphin, initially 100 meters from shore, can swim parallel to the shore at 15 meters per second. Due to ocean currents it 51 can only swim at 10 meters per second if it swims at any other angle to the shore. Suppose the dolphin wants to reach a beacon on the shore 400 meters away from the point on the shore closest to its starting point in the ocean. Assuming it makes the swim in two straight line segments and wants to reach the beacon in minimum time, how far should the dolphin swim parallel to the shore before heading straight toward the beacon? The geometry of this problem is very simple (it is easier to describe with math than with language). y 100 50 0 0 50 100 150 200 250 300 350 400 x It is natural to assign the variable x to the distance the dolphin will swim parallel to the shore. The domain is 0 x 400 since the dolphin will not swim beyond the beacon and then need to turn back. The length of the send segment of the swim is then q 1002 + (400 x)2 How long will it take the dolphin to swim each segment? For the parallel segment we have Tp = x seconds 15 52 and for the diagonal segment we have q 1 Td = 1002 + (400 x)2 seconds 10 so the total time T = Tp + Td can now be expressed as a function of x : q 1 x + 1002 + (400 x)2 T (x) = 15 10 First, note that p T (0) = 10 17 41:23 seconds 2 110 = 36 seconds T (400) = 3 3 so it is better for the dolphin to swim the full 400 meters parallel to the shore and then swim toward the beacon than to swim the single diagonal segment of the rectangle. Now we check for critical points on (0; 400) : x 400 1 1 q T 0 (x) = + 10 15 (x 400)2 + 10 000 is zero when q x) = 2 (x 3 (400 400)2 + 10 000 Squaring both sides we obtain the quadratic equation x2 800x + 152 000 = 0 which has the solutions However, only 400 …nd p x = 400 40 5 p 40 5 is in the domain of the function T . We p 10 p 40 5 = 5+8 34: 12 seconds 3 p so in order to minimize time the dolphin should swim 400 40 5 310: 56 meters parallel to the shore and then head for the beacon. How long did each segment of the swim take? T 400 53 Example. For t in hours, suppose a drug concentration in mg= l is given by y 0.5 0.4 0.3 0.2 0.1 0.0 0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 C(t) = e 2t 1.6 1.8 e 2.0 2.2 2.4 2.6 2.8 5t Then C 0 (t) = 5e 5t 2e 2t = 0, when t = 13 ln 2 + 0:305 43, so the maximum concentration occurs after 60 (0:305 43) 3.0 x 1 3 ln 5 18: 3 min Suppose we want the minimum value of C over the time period [0:1; 0:8] : C (0:1) = 0:212 2 C(0:8) = 0:183 58 So the minimum concentration between 6 and 48 minutes is approximately 0:184 mg= l. 54 Suggested Exercises for Chapter 5 The following exercises are not to be handed in. They represent skills required for basic mastery. 5.1 (pages 293-296): 5; 9; 11; 15 5.2 (pages 306-308): 1 17 odd, 29; 41; 47; 57; 67; 71 5.3 (pages 314-316): 3; 7; 9; 17; 25; 35 5.4 (pages 321-323): 3; 5; 17; 19; 39; 51 5.5 (pages 327-328): 3; 11; 17; 29 Fourth Graded Assignment Due: December 3 To reinforce written communication skills the Graded Assignment solutions should be clearly presented in a "bluebook" or provided in PDF format. Late papers will not be graded. Fourth Graded Assignment. Do any one of the following: Page Page Page Page Page 306: 315: 322: 328: 330: 20 26 52 28 4 55 Schedule November 12 Area and the de…nite integral FTC November 17 Net change and average value November 19 Substitution Integration by parts November 24 Areas between curves Applications to biology November 26 Di¤erential equations Logistic Model Probability December 1 Functions of two variables Partial derivatives and Extrema December 3 Review 56 The De…nite Integral The concept of the de…nite integral is motivated by the ancient problem of …nding the area enclosed by curves that are not geometric …gures bounded by straight lines, such as rectangles and triangles. The idea is to represent these curves as graphs of functions and then apply limiting processes, a procedure originally explored by Archimedes to …nd areas enclosed by conic curves. The rigorous proofs of these ideas and their application to more general curves would have to wait for the invention of calculus and its deeper development by Bernhard Riemann and other mathematicians, but we can understand the concepts without these proofs. Riemann’s approach is very simple. First consider the graph of a positive function over a closed interval. For example, f (x) = 2x on [0; 3]. y 7 6 5 4 3 2 1 0 0 1 2 3 x y = 2x on [0; 3] The area under the graph y = 2x and above the interval [0; 3] is that of a triangle and we know this area is 12 3 6 = 9. Now consider the function f (x) = x2 on the same interval. 57 y x y = x2 Euclidean geometry does not provide a simple formula for this area, but we can approximate it by dividing [0; 3] into a …nite number of sub-intervals (we call this a partition) and selecting a point from each one. A convenient choice is the left endpoint of each subinterval. We then evaluate f at each endpoint and multiply by the length of the sub-interval: This will be the area of the rectangle whose base is the sub-interval and whose height is the y-value on the graph. For example, if we partition into six sub-intervals then each rectangle will have a base-length of 1 and be under the curve since this function is increasing on [0; 3]. 2 58 y x The rectangle with base 3 ;2 2 and height f 3 2 Now add up all six areas: 1 1 f (0) + f 2 2 1 2 1 3 1 1 1 + f (1) + f ( ) + f (2) + f 2 2 2 2 2 5 2 = 55 8 Thus, we suspect that the actual area under the parabola is greater than 55 . 8 What happens if we choose the right endpoint of each sub-interval? Then we will over-estimate the area under the parabola: 1 f 2 1 2 1 1 3 1 1 + f (1) + f ( ) + f (2) + f 2 2 2 2 2 59 5 2 1 91 + f (3) = 2 8 y x The rectangle with base 3 ;2 2 and height f (2) So the actual area under the parabola is less than 91 . A reasonable estimate of 8 the true area might be the average of these two approximations: 1 2 55 91 + 8 8 = 73 8 Thus far we have used no calculus, just basic geometry. Riemann’s idea was to image the partition …ner and …ner by choosing an arbitrarily large number n of sub-intervals of [a; b]. We set b a x= n He then proved that we can select the representative point xj in each sub-interval any way we like and, as long as f is continuous on [a; b], the limit lim [f (x1 ) x + f (x2 ) x + n!1 will exist. We write this limit as Z + f (xn ) x] b f (x)dx a and de…ne it to be the area under the graph y = f (x). As we will see, Z 3 x2 dx = 9 0 60 so in this example the over-estimate was closer to the true area than the underestimate. This will not always be the case. As the number n increases both approximations will get closer to 9. This limit of so-called Riemann sums exists even if f changes sign on [a; b]. This generalizes the area computation to the concept of net area: Areas below the horizontal axis and above the graph carry a negative sign. For example, Z 3 2xdx = 5 2 because the area of the triangle with base [ 2; 0] is 4. y 6 4 2 -2 2 4 x -2 -4 y = 2x on [ 2; 3] An Application. If an object moves at a constant speed r then the distance it travels over a period of time is the product of the speed and the length of the period of time. If we graph the speed as a constant function the graph will be a horizontal line at height r. Between time t = a and t = b the distance travelled is r (b 61 a) which is the area of the rectangle with base [a; b] and height r. We can apply this area concept to objects moving along a straight line with velocity v given as a function of t. For example, if the velocity is v(t) = 2t meters per second then then object starts out with velocity v(0) = 0 and at time t = 3 has velocity v(3) = 6 meters per second. The distance it has travelled over this interval of time is Z 3 2tdt = 9 meters 0 which is the area of the triangular region under the graph of v. Notice that the units of this de…nite integral are ( m= sec) sec = m Many interpretations of the de…nite integral as net area of a graph over an interval provide a wide variety of applications. First we explore velocity functions in greater detail. When an object moves in a straight line we must remember that the velocity function v(t) can change sign. This means that the object has changed direction. The speed of the object at any time t is the absolute value of velocity jv(t)j. The de…nite integral generalizes the formula d = rt for an object moving at constant speed: The total distance travelled between t = a and t = b is Z b jv(t)j dt a Since v(t) is the …rst derivative of the position function s(t), Z b v(t)dt a is the net change of position, which we call displacement. Example. A freight train passes a station at time t = 0 and travels along the track at a velocity v(t) = 1 t miles per hour. Where is the train relative to the station after 90 minutes and what is the total distance travelled? 62 The …rst question asks for the displacement so we …nd the de…nite integral Z 3 2 (1 t) dt 0 because 90 minutes is v 3 2 hours. 1.0 0.8 0.6 0.4 0.2 0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 t -0.2 -0.4 v(t) = 1 t This integral is the net area obtained by subtracting the area of the triangle below the interval 1; 23 from the area of the triangle above the interval [0; 1] : Z 3 2 1 1 3 (1 t) dt = = 2 8 8 0 The train is 83 mile away from the station after 90 minutes. The total distance travelled after 90 minutes is Z 3 2 j1 tj dt 0 which is the sum of the two areas 5 1 1 + = 2 8 8 63 The train travelled away from the station for the …rst hour, during which it covered 21 mile. It stopped (v(1) = 0) and then started moving back toward the station and travelled 18 mile in the last half-hour. The Fundamental Theorem of Calculus A close look at the previous examples reveals something that Newton realized about Galileo’s experiments with motion. Since v(t) = s0 (t) we can infer the displacement function for the train by asking the questions: What function s would have a …rst derivative given by the rule s0 (t) = 1 t ? The answer is easy: s(t) = t 21 t2 + c, where c is any constant (check that s0 (t) = 1 t). What the inventors of calculus noticed was # " 2 1 3 1 3 3 +c 0 s (0) = (0)2 + c s 2 2 2 2 2 3 8 The de…nite integral of the velocity function over an interval is equal to the di¤erence of the displacement function at the endpoints of the interval. This observation works for any continuous function f . If we want to compute Z b f (x)dx = a then we think of f as the …rst derivative of some function F and just compute F (b) F (a). We call F an anti-derivative of f and call this result the FTC (Fundamental Theorem of Calculus). Any anti-derivative for f will work because if F1 and F2 are antiderivatives for f then F1 F2 is just a constant, which will go away when we take the di¤erence at the endpoints of the interval. Now we can see why Z 3 x2 dx = 9 0 An antiderivative for f (x) = x is F (x) = 31 x3 because F 0 (x) = x2 . Thus 2 F (3) F (0) = 1 3 3 3 64 0=9 The FTC says that, in order to compute the de…nite integral of a function f over a closed interval [a; b], we think of that function as the derivative of some other function F . Then the Riemann sums look like F 0 (x1 ) x + F 0 (x2 ) x + + F 0 (xn ) x However, each x) F (xk ) x!0 x from which Riemann was able to prove, no matter how xk is chosen inside each sub-interval (so x1 6= a and xn 6= b), that F 0 (xk ) = lim F (xk + lim [F 0 (x1 ) x + F 0 (x2 ) x + + F 0 (xn ) x] x!0 = [F (x1 ) F (a)] + [F (x2 ) = F (b) F (a) F (x1 )] + [F (x3 ) F (x2 )] + + [F (b) F (xn )] Thus the de…nite integral of F 0 is the net change in F . Example. With t 0 in hours suppose a battery loses charge at the rate R(t) = e t . Find the amount of charge lost between 1 and 3 hours. We compute Z 3 e t dt 1 by …rst …nding a function F (t) such that F 0 (t) = e t . All such functions are of the form F (t) = e t +c where c is any constant, so we choose F (t) = F (3) F (1) = e = e 1 3 e e 3 e t and compute 1 0:318 09 We can interpret this result by assuming the battery starts with 100% charge. Between 1 and 3 hours it loses about 32% of its charge. How much did it lose in the …rst hour? Z 1 e t dt = F (1) F (0) 0 = 1 65 1 e 0:632 12 so in the …rst 3 hours the battery has lost over 95% of its charge. 66 Solving Initial-Value Problems The general anti-derivative of a function f is denoted by Z f (x)dx without any bounds on the integral sign. This symbol stands for all possible functions F such that F 0 (x) = f (x). For example, Z 1 x2 dx = x3 + c 3 where c is any constant. If F (x) = 13 x3 + c then F 0 (x) = x2 because the derivative of a constant is zero. Any two speci…c anti-derivatives for f di¤er by a constant, so the general anti-derivative is a family of functions whose graphs are all vertical shifts of each other. y 5 4 3 2 1 -2 -1 1 -1 2 x -2 -3 -4 -5 The FTC says we can choose any speci…c anti-derivative to evaluate a de…nite integral because Z b f (x)dx = F (b) F (a) a 67 so the constant c does not matter for this purpose. However, it does matter if initial conditions are present. Rectilinear Motion. Suppose a dolphin swims in a straight line subject to acceleration at time t in m= sec2 given by a(t) = 8 t Find the dolphin’s velocity at time t if its velocity at t = 0 is 5 meters per second. Since v 0 (t) = a(t) we …rst …nd Z 1 2 (8 t) dt = 8t t +c 2 Since v(0) = 5 we …nd 8 0 1 2 0 +c = 5 2 c = 5 so the velocity function is v(t) = 8t 1 2 t +5 2 Now we can answer questions about the dolphin’s position: 1) What is the dolphin’s displacement over the interval 0 t 20 ? 2) What is the total distance traveled by the dolphin over the interval 0 t 20 ? 3) What is the dolphin’s actual position after the …rst 20 seconds? The …rst two questions can be answered by choosing any speci…c anti-derivative for v, but the third cannot be answered without knowing the dolphin’s position at some speci…c time: 1) Since s0 (t) = v(t) the dolphin’s displacement is the de…nite integral Z 20 20 1 3 1 2 2 8t t + 5 dt = t + 4t + 5t 2 6 0 0 1100 = 366: 67 m 3 68 p 2) Since the dolphin’s velocity turned negative after 8 + 74 seconds we must …nd Z 20 1 2 8t t + 5 dt 2 0 Z 8+p74 Z 20 1 2 1 2 = 8t t + 5 dt + 8t + t 5 dt p 2 2 0 8+ 74 74 p 74 p 632 + = 74 + 74 156 479: 05 m 3 3 3 v 40 30 20 10 0 2 4 6 8 10 12 14 -10 16 18 20 t -20 -30 -40 v(t) = 8t 1 2 t 2 +5 3) Suppose the dolphin’s position after 10 seconds is known to be 30 meters from a reference beacon: s(10) = 30 We have s(t) = = Z v(t)dt 1 3 t + 4t2 + 5t + c 6 69 for some constant c. To …nd c we use 1 (10)3 + 4 (10)2 + 5 (10) + c = 30 6 760 3 s(10) = c = The position function is 1 3 t + 4t2 + 5t 6 s(t) = 760 3 so after the …rst 20 seconds the dolphin’s position is 340 113: 33 m 3 from the reference beacon. Note that at the start of the time interval s(20) = 760 253: 33 m 3 so the dolphin started out on the opposite side of the beacon from where it ended up. To …nd when the dolphin was at the beacon we would need to solve s(0) = s(t) = 1 3 t + 4t2 + 5t 6 760 =0 3 It is straightforward to show that the graph crosses the t-axis three times, but only once in the interval [0; 20] : 70 s 200 100 -8 -6 -4 -2 2 4 6 8 10 12 14 16 18 20 22 24 t -100 -200 s(t) = 1 3 t 6 + 4t2 + 5t 760 3 at approximately t = 9:16 seconds. If the dolphin continues to swim according to this law then it will pass the beacon again at about t = 22:29 seconds but not again. 71 Methods for Finding Anti-Derivatives There are two elementary methods for …nding anti-derivatives of functions. The …rst (the method of substitution) uses the Chain Rule to reduce the integrand to an easily recognized di¤erential, and the second (integration by parts) uses the Product Rule to separate the integrand into simpler pieces. Method of Substitution. Sometimes a factor in the integrand with di¤erential dx is the composition of functions f (u (x)) where F 0 (u) = f (u) is easily deter. Since mined and the remaining factor is du dx du = du dx dx the integrand can be re-written in terms of u. Then the anti-derivative can be found and put back in terms of x. Examples. 1) Z Here we notice that 2 xex dx 2 f (x) = ex = f (u (x)) where u(x) = x2 . Then Now R du dx = 2x and so du = 2xdx 1 xdx = du 2Z Z 1 2 xex dx = eu du 2 eu du = eu + c and so Z 1 2 2 xex dx = ex + c 2 The Chain Rule veri…es that this is in fact the general anti-derivative. 72 2) To …nd the anti-derivative of f (t) = t2 t +1 we try u(t) = t2 + 1 so that du = 2tdt and then Z Z t 1 1 dt = du 2 t +1 2 u 1 = ln juj + c 2 1 = ln t2 + 1 + c 2 Again, the Chain Rule veri…es that F 0 (t) = t t2 +1 if F (t) = 12 ln (t2 + 1)+ c. 3) Suppose the concentration of a drug in the bloodstream, in mg per liter, t hours after administration is given by C(t) = te t2 Find the average concentration during the …rst 45 minutes. We use the following de…nition: The average value of a function on [a; b] is Z b 1 f (x)dx jb aj a First we compute Z 0 3 4 te 1 t2 dt = 1 2 Z 1 1 = e 2 7 16 1 e du = 2 u 7 e 16 Z 1 eu du 7 16 0:584 73 mg per liter. Note that we used the substitution u = 1 t2 so that tdt = 12 du, and consequently the limits on the integral with respect to u changed accordingly. Since we were only interested in computing the de…nite integral it was not necessary to convert back to the t variable. 73 C 1.2 1.0 0.8 0.6 0.4 0.2 0.0 0.0 0.1 0.2 0.3 0.4 C(t) = te1 t2 0.5 0.6 0.7 t on 0; 43 y 1.4 1.2 1.0 0.8 0.6 0.4 0.2 0.0 0.5 0.6 0.7 C(u) = 21 eu on 0.8 0.9 1.0 x 7 ;1 16 The area under each curve above over the corresponding intervals is the same. However, we want the average concentration over the …rst 74 three-quarters of an hour. This is the t-interval so we must divide the de…nite integral by 43 : 4 1 e 3 2 7 e 16 = 2 e 3 7 e 16 0:779 63 mg per liter. Method of Parts. The method of substitution was based on the Chain Rule for di¤erentiation. The method of parts is based on the Leibniz (Product) Rule of di¤erentiation. Since d (f g) = f g 0 + gf 0 dx we can write the corresponding di¤erential form as d (f g) = f g 0 dx + gf 0 dx If we were to …nd the de…nite integral of each side over [a; b] we would have the equation Z b Z b 0 gf 0 dx f g dx + f (b)g(b) f (a)g(a) = a a because f (x)g(x) is an anti-derivative for the integrand d(f g) on the left side. The idea of the method of parts is to view the integral we are given to evaluate as one of the terms on the right sideR with the presumption that the other term is b easier to evaluate. For example, if a gf 0 dx is known from earlier techniques but Rb 0 the given integral can be viewed as a f g dx, then Z b Z b 0 gf 0 dx f g dx = [f (b)g(b) f (a)g(a)] a Example. Compute a Z 3 xex dx 0 We want an anti-derivative for the function x 7! xex so we view the di¤erential xex dx as f g 0 dx for some choice of f and g. If we choose f (x) = x g(x) = ex 75 then f g 0 dx = xex dx but gf 0 dx = ex dx which is easy to integrate. In fact, an anti-derivative for the original function is xex ex = (x 1) ex It is easily checked that the derivative of this function is xex . Now we can use the FTC to obtain Z 3 xex dx = (x 1) ex j30 = 2e3 + 1 0 As with the method of substitution, we must be prepared to look carefully at the given integrand to see if it can be separated into parts in this way. The general pattern is often summarized by the anti-derivative equation Z Z udv = uv vdu which reminds us to view the integrand as a product of a function u and a differential dv, the idea being to choose dv to be something easy to integrate with respect to du. A variety of common examples helps us recognize a choice that works, with the understanding that, even if the technique is combined with the method of substitution, not all integrands can be decomposed in this way. Example. Find the anti-derivative for f (t) = ln t. We want a function F so that F 0 (t) = ln t. We will need the fact that f 0 (t) = 1t . We can write Z Z ln tdt = udv u = ln t dv = dt 76 Then Z uv = (ln t) (t + c1 ) Z 1 vdu = (t + c1 ) dt t = t + c1 ln t + c2 Putting this all together we obtain Z ln tdt = (ln t) (t + c1 ) = t ln t (t + c1 ln t + c2 ) t+c where we have simply used c as the undetermined constant. This suggests a simplifying rule: When …nding a general anti-derivative by this method just …nd any anti-derivative at each stage (usually the simplest possible) and then add the general constant at the very end. When computing a de…nite integral no constant need be added since any anti-derivative works for the FTC. Example. Find the anti-derivative Z t2 et dt Here we have more than one choice. For example, we could set u = t dv = tet dt From the …rst example we have 1) et v = (t and, since du = dt, Z t2 et dt = t (t 1) e = t (t 1) et = t (t = t2 1) et (t 1) et + et + c 2t + 2 et + c t 77 Z 1) et dt Z Z t te dt + et dt (t Notice that we used the …rst example a second time. (See page 325 where the alternative choice u = t2 ; dv = et dt is used to …nd this anti-derivative.) 78 Suggested Exercises for Chapter 6 The following exercises are not to be handed in. They represent skills required for basic mastery. 6.1 (pages 338-340): 1; 3; 11; 17; 33; 37 6.3 (pages 353-354): 1; 7; 11; 13 6.4 (pages 362-363): 1; 3; 5; 15; 23; 27 6.5 (pages 368-369): 3; 5; 9; 11 Fifth Graded Assignment Due: December 10 To reinforce written communication skills the Graded Assignment solutions should be clearly presented in a "bluebook" or provided in PDF format. Late papers will not be graded. Fifth Graded Assignment. Do any one of the following: Page Page Page Page 354: 362: 376: 376: 12 28 6 10 79 Some Common Applications Area RBetween Curves. Rb b Since a f (x)dx is the net area under the graph y = f (x) over [a; b] and a g(x)dx is the net area under the graph y = g(x) over [a; b] the net area under the graph of f but over the graph of g is Z b [f (x) g(x)] dx a If we interchange the roles of f and g then the net area between the curves has sign opposite this integral. The idea is a generalization of thepsimple geometric picture where f (x) g(x) on [a; b]. For example, if f (x) = x and g(x) = x2 then f (x) g(x) on [0; 1]. y 2.5 2.0 1.5 1.0 0.5 0.0 0.0 y= 0.5 1.0 1.5 x p x and y = x2 The area between these curves on [0; 1] is the positive number Z 1 p 1 x x2 dx = 3 0 This concept has application to any problem where we want to interpret the di¤erence between the anti-derivatives of two functions over an interval. 80 Example. Two dolphins pass p a reference beacon at time t = 0. One moves with velocity v1 (t) = t and the other with velocity v2 (t) = t2 , meters per minute. What is the di¤erence in their positions after 1 minute? Both velocity functions are non-negative on [0; 1] and v1 v2 on this interval so we can interpret the answer as how much more distance the v1 dolphin has covered than the v2 dolphin. From the above calculation we conclude that this di¤erence is 31 meter. Both dolphins start out at velocity zero and after 1 minute each is moving at 1 meter per second, but for all times in between the second dolphin is moving more slowly than the …rst. What happens after 2 minutes? Population Growth. As we have seen, the exponential model of population growth is based on the assumption dP = kP dt where k is a constant. in terms of di¤erentials 1 dP = kdt P so the anti-derivative relation is ln P = kt + c P (t) = ekt+c = ec ekt The initial condition P (0) = P0 implies P 0 = ec which con…rms the exponential model is P (t) = P0 ekt If k > 0 we have exponential growth. If k < 0 we have exponential decay. These models generally apply in situations where the growth or decay is not inhibited, such as growth of a laboratory culture or decay of a radioactive isotope. Models for populations subject to inhibiting factors can be derived from di¤erential equations that include those considerations. One such model balances renewal and survival rates. 81 Example. If an initial population P0 adds members at a rate R(t), t in years, and the proportion of the population that remains after t years is given by S(t) then the population after T years is Z T P0 S(T ) + S(T t)R(t)dt 0 Suppose the initial population of rabbits on the campus is 3000 and they reproduce at the rate R(t) = 500e0:2t but the proportion that survives after t years is S(t) = e 0:1t . Then the population after T years is Z T 0:1T 3000e e + 500 0:1(T t) 0:2t e dt 0 Since e 0:1(T t) 0:2t e Z = e(0:3t 0:1T ) T e(0:3t 0:1T ) and 10 (0:3t 0:1T ) T e j0 3 10 0:2T e e 0:1T = 3 dt = 0 the population after T years is P (T ) = 3000e = 0:1T 1000 4e 3 5000 0:2T e 3 + 0:1T e 0:1T + 5e0:2T For example, the population after 10 years is P (10) = 1000 4e 3 1 + 5e2 12806 The logistic model of population growth applies to a situation of exponential growth inhibited by a maximum carrying capacity M . Our logistic growth model was derived from the di¤erential equation dP dt = kP M dP = kdt P (M P ) 82 1 P M Now M 1 1 = + P (M P ) P M P so an anti-derivative for the left side is ln P ln (M P ) = ln P M P so we conclude ln P M = kt + c P P M = ec ekt P When t = 0 we have P = P0 and so ekt P = M e c kt e e +1 c but P = P0 when t = 0 so ec = P0 M P0 = 1 A in our previous discussion, thus ekt 1 kt e +1 A M = 1 + Ae kt P (t) = M A as before. Poiseuille’s Law. In 1840 this French physician discovered a law of laminar ‡ow in blood vessels by assuming the velocity v of blood is greatest along the central axis of a tubular vessel and decreases to 0 at the wall of the vessel. If the radius of the vessel is R and its length is L then P v(r) = R2 r 2 4 L gives blood velocity as a function of distance r from the axis, where P is the pressure di¤erence between the ends of the vessel and is the blood viscosity. An 83 important concept in measuring cardiac output is ‡ux, the rate of blood ‡ow as volume per unit time. Flux for a vessel of radius R is the de…nite integral Z R 2 rv(r)dr F = 0 Z R P r = 2 R2 r2 dr 4 L 0 Z R P = r R2 r2 dr 2 L 0 P R4 = 8 L This is Poiseuille’s Law: Flux is proportional to the fourth power of the radius of the blood vessel. This law can be used to measure the narrowing of blood vessels due to disease by injecting dye and using an empirical model for dye concentration. For example, if 6 mg of dye are injected and the concentration model is C(t) = 20te mg per liter over 0 t 0:6t 10 seconds then the ‡ux through an artery is given by F = R 10 0 6 20te 0:6t which is approximately 6.60 liters per minute (see exercise 13 on page 354). If the pressure di¤erence P at the ends of a length L of the artery is measured and the blood viscosity is known then 6:60 = R = P R4 8 L 52: 8 L P 1 4 2:025 r 4 L P This value can be converted to a fraction of the normal radius of the artery to measure the degree of narrowing. Probability Density Functions. 84 A measurement of a parameter related to a subject chosen at random is called a continuous random variable X. The probability P that X lies between two values a and b is given by a probability density function (pdf) f such that P (a X b) = Z b f (x)dx a In order for f to qualify as a pdf for some random variable it must have the property that its de…nite integral over the entire domain of possible values of X is equal to 1. That way the range of P is [0; 1], which means that the probability ranges from 0% to 100%. Example. Assuming credit scores X can range from 0 to 850 suppose that a pdf for the distribution of credit scores is of the form f (x) = kx (8:50 x) 1 X. What is the value of k ? What is the probability where x = 10 that the credit score of an individual chosen at random is between 600 and 750? What is the probability that the credit score is at least 750? We must have Z 8:5 kx (8:50 x) dx = 1 0 because any individual chosen at random must have 0 Since Z 8:5 kx (8:5 x) dx = 102: 35k 0 we …nd k= 1 102:35 and so the pdf is 1 x (8:50 102:35 x 2 [0; 8:5] f (x) = 85 x) X 850. Then the probability that 600 X 750 is approximately 17% because Z 7:5 X 1 P 6 7:5 = x (8:50 x) dx 0:17 10 102:35 6 y 0.16 0.14 0.12 0.10 0.08 0.06 0.04 0.02 0.00 0 1 P (600 X 2 3 4 5 6 7 750) is the area under the curve between the vertical lines Now, P (X 750) = Z 8:5 7:5 1 x (8:50 102:35 x) dx 0:038 or approximately 3.8% are expected to have credit scores above 750. 86 8 x The mean of a pdf over the domain of X is the de…nite integral of xf (x). Since Z 8:5 1 x2 (8:50 x) dx 4:25 102:35 0 we would say that the mean credit score is approximately 425. Since many random variables have in…nite domains it is conventional to consider the domain of a pdf to be all real numbers by de…ning it to be identically 0 outside of its given domain. We then have Z 1 f (x)dx = 1 1 We then de…ne the median m of a pdf by the equation Z 1 1 f (x)dx = 2 m In the credit score example we have m 4:25 because the function is symmetrical about the mean . The median is the value of X that divides the population in half. Here is an example where the mean and median are not the same. Example. Many random values, such as lifetimes of electronic devices, have an exponential distribution, which is de…ned by a pdf of the form 0; t < 0 f (t) = ce ct ; t 0 for some positive constant c. To verify this is a pdf note that Z 1 Z 1 f (t)dt = c e ct dt 1 0 To evaluate this "improper" integral we take an anti-derivative F (t) = e ct and …nd lim [F (b) b!1 F (0)] = lim b!1 87 e cb ( 1) = 1 because e cb ! 0 as b ! 1. The mean of this pdf is Z 1 = c te ct dt 0 = lim b!1 1 c 1 e c bc (bc + 1) = 1 c because bc+1 ! 0 as b ! 1 (the exponential in the denominator ebc grows much more rapidly than the linear function in the numerator). To compute the median we solve Z 1 1 ce ct dt = 2 m for m. The left side reduces to 0 e cm =e = 1 2 cm Solving e cm cm = ln 2 1 ln 2 m = c Thus, for an exponential distribution the median is less than the mean because ln 2 0:693 15. Suppose, for example, that the lifetime of LED bulbs is exponentially distributed with c = 0:25, where time is measured in years. Then the mean lifetime is 4 years but half of the bulbs are expected to fail before 4 ln 2 2: 8 years. 88 f 0.25 0.20 0.15 0.10 0.05 0.00 0 1 2 3 4 5 6 7 8 t Median (vertical line) divides the area under the graph in half 89 Functions of Several Variables Applications of calculus often require the analysis of a quantity that depends on more that one input. We will look at functions of two inputs because functions of more than two variables are analyzed in much the same way. The generic notation y = f (x) now becomes z = f (x; y) We call x and y the independent (input) variables and z the dependent (output) variable. It is important to respect the order of the input variables so we understand (x; y) to be an ordered pair. This allows us to view the input as a point in the xy-plane, just as we interpreted f (x) as the output from a point on the x-axis. The graph z = f (x; y) is therefore a surface in three-dimensional space whose height above the domain plane is z. Example. The graph of f (x; y) = 2x 3y + 5 is a plane that crosses the z-axis at the point (0; 0; 5) : 12 10 8 6 z 4 -2 2 -2 -1 y -1 0 0 0 -2 1 1 x 2 z = 2x 3y + 5 90 2 and the portion of this graph for the inputs (x; 0) is the line that is its intersection with the plane containing the x and y axes. 12 10 8 6 z 4 2 -2 -1 y 0 0 0 -2 1 -2 -1 1 x 2 2 z = f (x; 0) Traces, Level Curves, Sections Most graphs of functions of two variables are more complicated than planes, so we try to visualize them by slicing with planes. Computer tomography uses this technique in medicine to construct a three-dimensional image. Here is some common terminology. The intersection of a graph with a plane perpendicular to the domain plane is called a section (or vertical trace). The intersection of a graph with a plane parallel to the domain plane is called a trace (or horizontal section). The curve in the domain plane corresponding to a constant value z = c is called a level curve of value c (projection of trace at height c into the domain plane). Example. The graph of f (x; y) = x2 that contains the origin (0; 0; 0). 91 y 2 is a saddle-shaped surface 4 -2 2 -2 -1 z 1 2 y 0 0 0 -2 1x -1 -4 2 z = x2 y2 The section of this graph by the vertical plane y = 1 is a parabola: 4 -2 2 -2 -1 -1 0 0 0 1 -2 2 1 2 -4 Section by the plane y = 1 The trace of this graph by the horizontal plane z = 1 is a hyperbola: 92 4 -2 2 -2 -1 z 1 2 y 0 0 0 -2 1x -1 -4 2 z = x2 y2 This trace hyperbola becomes a level curve (sometimes called a contour line) in the domain plane with equation f (x; y) = 1 : y 5 4 3 2 1 -5 -4 -3 -2 -1 1 2 3 -1 -2 -3 -4 -5 Level curve x2 93 y2 = 1 4 5 x An Application. According to Poiseuille’s Law of laminar ‡ow, the velocity of blood ‡ow in an artery of radius R = 0:8 mm and length L = 20 mm is a function of distance r from the central axis and pressure di¤erence p in dynes per square millimeter. If the blood viscosity is such that 4 L = 0:021 6 dyn sec = mm then the velocity in mm= sec is p (0:8)2 r2 v (r; p) = 0:021 6 60 50 40 v 30 20 10 0 0.0 0.0 0.2 0.5 0.4 0.6 1.0 r p 0.8 v (r; p) = 1.5 2.0 p 4 L (0:8)2 r2 with 4 L = 0:021 6 The level curve in the domain for the velocity 20 mm= sec is p= 0:432 (0:8)2 r2 94 p 4 3 2 1 0 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 r Level curve v (r; p) = 20 mm= sec As r gets closer to R the pressure must increase without bound in order to maintain the given velocity. Partial Derivatives and Critical Points For a function of several variables it is important to study the output when all but one of the inputs is held constant. The function can then be analyzed relative to the behavior of the remaining input variable. In particular, we can form the difference quotient for the remaining variable at a given point (x0 ; y0 ) in the domain. There are two di¤erence quotients for a function of two independent variables. f (x0 + h; y0 ) h f (x0 ; y0 + h) h f (x0 ; y0 ) f (x0 ; y0 ) The limits, if they exist, as h ! 0 are called the partial derivatives of f at (x0 ; y0 ). To compute the partial derivative with respect to x we treat y as a constant; to compute the partial derivative with respect to y we treat x as a constant. The 95 notation is a variation on that used for derivatives of a single-variable function. The Leibniz notation is @f (x0 ; y0 ) @x @f (x0 ; y0 ) @y and the corresponding "prime" notation becomes fx (x0 ; y0 ) fy (x0 ; y0 ) p Example. For the Poiseuille function v (r; p) = 0:021 (0:8)2 6 the partial derivatives at the point (r0 ; p0 ) = (0:3; 2) are r2 @v (0:3; 2) = 92: 593prj(0:3;2) = 55: 556 @r @v (0:3; 2) = 29: 630 46: 296r2 j(0:3;2) = 25: 463 @p How do we interpret these values? We have v (0:3; 2) = 50: 926 mm= sec at this domain point and this velocity is decreasing rapidly as r increases; the slope of the vertical section curve p = 2 is 55: 556 at this point. However, the velocity in increasing as p increases; the slope of the vertical section curve r = 0:3 is 25: 463 at this point. 96 120 100 80 v 60 40 20 0 0 0.0 0.2 1 2 0.4 0.6 3 p 4 r 0.8 Behavior at the point (0:3; 2; 50:926) Points in the domain where a partial derivative fails to exist or where both partial derivatives are zero are called critical points. When both partial derivatives are zero each section curve exhibits critical behavior. In the above example, this happens at points (r; p) such that simultaneously 29: 630 92: 593pr = 0 46: 296r2 = 0 The only non-negative values that solve these equations are r = 0:8 and p = 0. We have v = 0 for this radius and pressure. Here is an example with a critical point that is not on the boundary of the domain. Two-Variable Probability Density. The e¤ective lifetime t of a type of battery varies with its voltage V . Suppose the lifetime and voltage follow a distribution given by the probability density function 1 f (t; V ) = tV 3 e 6 97 t V To …nd the critical points of the pdf we …rst compute 1 3 V (1 t) e V 6 1 2 fV (t; V ) = V t (3 V ) e 6 ft (t; V ) = t V t Both partial derivatives are 0 if V = 0. Otherwise we must have V = 3 and t = 1 Analyzing Critical Points. To see what type of extreme behavior, if any, a smooth function exhibits at a critical point we use the Second-Derivative Test: Suppose fx (x0 ; y0 ) = fy (x0 ; y0 ) = 0 and let 2 fxy (x0 ; y0 ) D (x0 ; y0 ) = fxx (x0 ; y0 ) fyy (x0 ; y0 ) If D (x0 ; y0 ) > 0 and fxx (x0 ; y0 ) > 0 then f has a local minimum at (x0 ; y0 ). If D (x0 ; y0 ) > 0 and fxx (x0 ; y0 ) ; 0 then f has a local maximum at (x0 ; y0 ). If D (x0 ; y0 ) < 0 the critical point (x0 ; y0 ) is called a saddle point. If D (x0 ; y0 ) = 0 the test gives no information. The second derivatives fxy and fyx are equal for smooth functions. In our pdf example, the second partial derivatives are 1 @ 2 f (t; V ) = V3 e 2 @t 6 @ 2 f (t; V ) 1 fV V (t; V ) = = tV e 2 @V 6 2 @ f (t; V ) 1 ftV (t; V ) = = V2 e @V @t 6 ftt (t; V ) = 98 V t V t V t (t V2 (V 2) 6V + 6 3) (t 1) These are all 0 when V = 0 but then so is f itself. A pdf cannot have negative values so f has its smallest value at the points (t; 0). The only critical point of interest is (1; 3) where we …nd 9 e 2 3 e 2 ftt (1; 3) = fV V (1; 3) = 4 4 ftV (1; 3) = 0 9 e 2 D (1; 3) = 27 e 4 = 8 3 e 2 4 02 4 >0 Since D (1; 3) > 0 and ftt (1; 3) < 0 we conclude that f (1; 3) = 29 e maximum value. 0.10 0.08 0.06 0.04 0.02 0.00 0 0 1 2 3 1 V 2 4 5 t 3 f (t; V ) = 16 tV 3 e t V for 0 t 3; 0 Extra Credit Assignment 99 V 5 4 is a local Drug concentration in the blood is typically a function of both time t and dosage q. The blood-brain barrier prohibits some drugs from attaining high concentrations in brain tissue though the blood may absorb high doses. Suppose, for initial doses greater than 10 mg, the concentration in the brain of a certain drug administered at time t = 0 is modeled by 2 (10 C(t; q) = q 3 tet q) with t in hours. This function has a single critical point for positive values of t and q. Find the value of C at this critical point and interpret your answer by applying the Second-Derivative Test. 100 Study Guide for Final Exam The …nal exam is cumulative in the sense that topics we have studied require mastery of earlier and more fundamental concepts. For example, on the …rst exam you were asked to …nd information about the position of a dolphin from a function for its velocity; on the second exam you analyzed related rates of two dolphins. Similar examples will appear on the …nal exam but now we can …nd information that requires the de…nite integral. Here is an outline of the progression of concepts we have studied: Domains and Ranges of functions of a single variable. Average rate of change xy over an interval. Derivatives: Instantaneous rate of change at a given value of the input variable (limh!0 xy ) Slope of the tangent line at a point (x0 ; f (x0 )) on the graph Equation of the tangent line Product and Quotient Rules Chain Rule Implicit and logarithmic di¤erentiation Applications to Related Rates and Optimization Graphs: Critical points (maxima, minima, in‡ections) Intercepts and asymptotes Integrals and Anti-Derivatives: Riemann sums for areas Evaluating de…nite integrals with the Fundamental Theorem of Calculus Average value of a function over an interval Interpretation of de…nite integrals, for example, computing displacement from velocity, or change in population from a rate of growth The above ideas are basic. Review your …rst two tests carefully and bring them in with you in corrected form since similar items will appear on the …nal exam. In addition, there will be a choice of items on the …nal from the following topics: 101 Applications of the de…nite integral: Area between curves Finding displacement s(t) and velocity v(t) from acceleration a(t) and initial conditions Population growth Blood ‡ow Computing probabilities from density functions Functions of two variables: Sections and level curves First and second partial derivatives Critical points Second-Derivative Test for extrema and saddle points 102
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