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MATH 162: Calculus II Differentiation

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MATH 162: Calculus II Differentiation MATH 162: Calculus II Framework for Mon., Jan. 29 Review of Differentiation and Integration Differentiation Definition of derivative f 0(x): f(x + h) − f(x) f(y) − f(x) lim or lim . h→0 h y→x y − x Differentiation rules: 1. Sum/Difference rule: If f, g are differentiable at x0, then 0 0 0 (f ± g) (x0) = f (x0) ± g (x0). 2. Product rule: If f, g are differentiable at x0, then 0 0 0 (fg) (x0) = f (x0)g(x0) + f(x0)g (x0). 3. Quotient rule: If f, g are differentiable at x0, and g(x0) 6= 0, then 0 0 0 f f (x0)g(x0) − f(x0)g (x0) (x0) = 2 . g [g(x0)] 4. Chain rule: If g is differentiable at x0, and f is differentiable at g(x0), then 0 0 0 (f ◦ g) (x0) = f (g(x0))g (x0). This rule may also be expressed as dy dy du = . dx x=x0 du u=u(x0) dx x=x0 Implicit differentiation is a consequence of the chain rule. For instance, if y is really dependent upon x (i.e., y = y(x)), and if u = y3, then d du du dy d (y3) = = = (y3)y0(x) = 3y2y0. dx dx dy dx dy Practice: Find d x d √ d , (x2 y), and [y cos(xy)]. dx y dx dx MATH 162—Framework for Mon., Jan. 29 Review of Differentiation and Integration Integration The definite integral • the area problem • Riemann sums • definition Fundamental Theorem of Calculus: R x I: Suppose f is continuous on [a, b]. Then the function given by F (x) := a f(t) dt is continuous on [a, b] and differentiable on (a, b), with derivative d Z x F 0(x) = f(t) dt = f(x). dx a II: Suppose that F (x) is continuous on the interval [a, b] and that F 0(x) = f(x) for all a < x < b. Then Z b f(x) dx = F (b) − F (a). a Remarks: • Part I says there is always a formal antiderivative on (a, b) to continuous f. A vertical shift of one antiderivative results in another antiderivative (so, if one exists, infinitely many do). But if an antiderivative is to pass through a particular point (an initial value problem), there is often just one satisfying this additional criterion. • Part II indicates the definite integral is equal to the total change in any (and all) antiderivatives. The average value of f over [a, b] is defined to be 1 Z b f(x) dx, b − a a when this integral exists. Integration by substitution: • Counterpart to the chain rule (Q: What rules for integration correspond to the other differentiation rules?) • Examples: Z 1. e3x dx 2 MATH 162—Framework for Mon., Jan. 29 Review of Differentiation and Integration Z 5 dx 2. 0 2x + 1 √ Z π/2 3. 2x cos(x2) dx 0 Z ln x 4. dx x Z dx 5. 1 + (x − 3)2 Z dx 6. √ x 4x2 − 1 Z 7. cos(3x) sin(3x) dx Z arctan(2x) 8. dx 1 + 4x2 Z 9. tanm x sec2 x dx Z 10. tan x dx (worth extra practice) Z 11. sec x dx (worth extra practice) 3 MATH 162: Calculus II Framework for Tues., Jan. 30 Integration by Parts Integration by parts formula: Z Z u dv = uv − v du Remarks • Counterpart to product rule for differentiation • Applicable for definite integrals as well: Z b b Z b u dv = uv − v du. a a a • Technique used when integrands have the form: – p(x)eax, p(x)eax, where p(x) is a polynomial, a a constant Let u be the polynomial part; number of iterations equals degree of p – p(x) cos(bx), p(x) sin(bx), where p(x) is a polynomial, b a constant Let u be the polynomial part; number of iterations equals degree of p – eax cos(bx), eax sin(bx), where a, b are constants No rule for which part u equals; requires 2 iterations and algebra Some integrals (less obviously) done by parts: Z • ln x dx (see p. 450) Z • arccos x dx (and other inverse fns; see p. 454) Z • sec3 x dx (see p. 459) MATH 162: Calculus II Framework for Wed., Jan. 31 Trigonometric Integrals Types we handle and relevant trig. identities: integral type trig. identity R sinm x cosn x dx, m or n odd sin2 θ + cos2 θ = 1 R m n 2 1 2 1 sin x cos x dx, m, n even sin θ = 2 [1 − cos(2θ)] and cos θ = 2 [1 + cos(2θ)] R p1 + cos(mx) dx 2 cos2 θ = 1 + cos(2θ) R tanm x secn x dx, m, n > 1 1 + tan2 θ = sec2 θ R cotm x cscn x dx, m, n > 1 1 + cot2 θ = csc2 θ R 1 sin(mx) sin(nx) dx, m 6= n sin(mθ) sin(nθ) = 2 [cos((m − n)θ) − cos((m + n)θ)] R 1 sin(mx) cos(nx) dx, m 6= n sin(mθ) cos(nθ) = 2 [sin((m − n)θ) + sin((m + n)θ)] R 1 cos(mx) cos(nx) dx, m 6= n cos(mθ) cos(nθ) = 2 [cos((m − n)θ) + cos((m + n)θ)] But, frequently the above identities only serve to reduce things to a special case you must be able to handle some other way. Some of these special cases: Z tan x dx, handled via substitution Z sec3 x dx, handled by parts (see p. 459) Z tanm x sec2 x dx, handled via substitution Z sec x + tan x sec x dx, handled via substitution, after multiplying through by sec x + tan x Z tan x secn x dx, handled via substitution MATH 162: Calculus II Framework for Fri., Feb. 2 Trigonometric Substitutions Trigonometric substitution • a technique used in integration • useful most often when integrands involve (a2 + x2)m,(a2 − x2)m or (x2 − a2)m, where a and m are constants. m is often, but not exclusively, equal to 1/2. Note: To get one of these forms, often completion of a square is required. • The usual substitutions Some examples: Z dx √ x2 9 − x2 Z dx (x2 + 1)3/2 Z x √ dx x2 − 3 MATH 162: Calculus II Framework for Mon., Feb. 5 Integrals using Partial Fraction Expansion Definition:A rational function is a function that is the ratio of polynomials. 2x x2 − 1 1 Examples: √ x2 + 6 (x2 + 3x + 1)(x − 2)2 x + 7 Definition: A quadratic (2nd-degree) polynomial function with real coefficients is said to be irreducible (over the reals) if it has no real roots. A quadratic polynomial is reducible if and only if it may be written as the product of linear (1st-degree polynomial) factors with real coefficients Examples: x2 + 4x + 3 x2 + 4x + 5 Partial fraction expansion • Reverses process of “combining rational fns. into one” – Input: a rational fn. Output: simpler rational fns. that sum to input fn. – degree of numerator in input fn. must be less than or equal to degree of denomi- nator (You may have to use long division to make this so.) – denominator of input fn. must be factored completely (i.e., into linear and quadratic polynomials) • Why a “technique of integration”? • leaves you with integrals that you must be able to evaluate by other means. Some examples: Z 5 Z 2 Z x + 1 dx dx dx 2(x − 5) (3x + 1)3 (x2 + 4)2 MATH 162: Calculus II Framework for Wed., Feb. 7 Numerical Integration Numerical approximations to definite integrals • Riemann (rectangle) sums already give us approximations Main types: left-hand, right-hand and midpoint rules • Question: Why rectangles? – trapezoids ∗ Area of a trapezoid with bases b1, b2, height h Z b ∗ Approximation to f(x) dx using n steps all of width ∆x = (b − a)/n a (Trapezoid Rule) ∗ Remarkable fact: Trapezoid rule does not improve over midpoint rule. – parabolic arcs Z h ∗ g(x) dx, when g(x) = Ax2 + Bx + C −h is chosen to pass through (−h, y0), (0, y1) and (h, y2) Z b ∗ Approximation to f(x) dx using n (even) steps all of width ∆x (Simpson’s a Rule) MATH 162—Framework for Wed., Feb. 7 Numerical Integration • Error bounds – No such thing available for a general integrand f – Formulas (available when f is sufficiently differentiable) ∗ Trapezoid Rule. Suppose f 00 is continuous throughout [a, b], and |f 00(x)| ≤ M for all x ∈ [a, b]. Then the error ET in using the Trapezoid rule with n Z b steps to approximate f(x) dx satisfies a M(b − a)3 |E | ≤ . T 12n2 ∗ Simpson’s Rule. Suppose f (4) is continuous throughout [a, b], and |f (4)(x)| ≤ M for all x ∈ [a, b]. Then the error ES in using Simpson’s rule with n steps Z b to approximate f(x) dx satisfies a M(b − a)5 |E | ≤ . S 180n4 – Use ∗ For a given n, gives an upper bound on your error ∗ If a desired upper bound on error is sought, may be used to determine a priori how many steps to use 2 MATH 162: Calculus II Framework for Fri., Feb. 9 Improper Integrals Z b Thus far in MATH 161/162, definite integrals f(x) dx have: a • been over regions of integration which were finite in length (i.e., a 6= −∞ and b 6= ∞) • involved integrands f which are finite througout the region of integration Q: How would we make sense of definite (improper, as they are called) integrals that violate one or both of these assumptions? A: As limits (or sums of limits), when they exist, of definite integrals.
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