Module C6 Describing Change – an Introduction to Differential Calculus 6 Table of Contents
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Lecture 11 Line Integrals of Vector-Valued Functions (Cont'd)
Lecture 11 Line integrals of vector-valued functions (cont’d) In the previous lecture, we considered the following physical situation: A force, F(x), which is not necessarily constant in space, is acting on a mass m, as the mass moves along a curve C from point P to point Q as shown in the diagram below. z Q P m F(x(t)) x(t) C y x The goal is to compute the total amount of work W done by the force. Clearly the constant force/straight line displacement formula, W = F · d , (1) where F is force and d is the displacement vector, does not apply here. But the fundamental idea, in the “Spirit of Calculus,” is to break up the motion into tiny pieces over which we can use Eq. (1 as an approximation over small pieces of the curve. We then “sum up,” i.e., integrate, over all contributions to obtain W . The total work is the line integral of the vector field F over the curve C: W = F · dx . (2) ZC Here, we summarize the main steps involved in the computation of this line integral: 1. Step 1: Parametrize the curve C We assume that the curve C can be parametrized, i.e., x(t)= g(t) = (x(t),y(t), z(t)), t ∈ [a, b], (3) so that g(a) is point P and g(b) is point Q. From this parametrization we can compute the velocity vector, ′ ′ ′ ′ v(t)= g (t) = (x (t),y (t), z (t)) . (4) 1 2. Step 2: Compute field vector F(g(t)) over curve C F(g(t)) = F(x(t),y(t), z(t)) (5) = (F1(x(t),y(t), z(t), F2(x(t),y(t), z(t), F3(x(t),y(t), z(t))) , t ∈ [a, b] . -
Notes on Partial Differential Equations John K. Hunter
Notes on Partial Differential Equations John K. Hunter Department of Mathematics, University of California at Davis Contents Chapter 1. Preliminaries 1 1.1. Euclidean space 1 1.2. Spaces of continuous functions 1 1.3. H¨olderspaces 2 1.4. Lp spaces 3 1.5. Compactness 6 1.6. Averages 7 1.7. Convolutions 7 1.8. Derivatives and multi-index notation 8 1.9. Mollifiers 10 1.10. Boundaries of open sets 12 1.11. Change of variables 16 1.12. Divergence theorem 16 Chapter 2. Laplace's equation 19 2.1. Mean value theorem 20 2.2. Derivative estimates and analyticity 23 2.3. Maximum principle 26 2.4. Harnack's inequality 31 2.5. Green's identities 32 2.6. Fundamental solution 33 2.7. The Newtonian potential 34 2.8. Singular integral operators 43 Chapter 3. Sobolev spaces 47 3.1. Weak derivatives 47 3.2. Examples 47 3.3. Distributions 50 3.4. Properties of weak derivatives 53 3.5. Sobolev spaces 56 3.6. Approximation of Sobolev functions 57 3.7. Sobolev embedding: p < n 57 3.8. Sobolev embedding: p > n 66 3.9. Boundary values of Sobolev functions 69 3.10. Compactness results 71 3.11. Sobolev functions on Ω ⊂ Rn 73 3.A. Lipschitz functions 75 3.B. Absolutely continuous functions 76 3.C. Functions of bounded variation 78 3.D. Borel measures on R 80 v vi CONTENTS 3.E. Radon measures on R 82 3.F. Lebesgue-Stieltjes measures 83 3.G. Integration 84 3.H. Summary 86 Chapter 4. -
MULTIVARIABLE CALCULUS (MATH 212 ) COMMON TOPIC LIST (Approved by the Occidental College Math Department on August 28, 2009)
MULTIVARIABLE CALCULUS (MATH 212 ) COMMON TOPIC LIST (Approved by the Occidental College Math Department on August 28, 2009) Required Topics • Multivariable functions • 3-D space o Distance o Equations of Spheres o Graphing Planes Spheres Miscellaneous function graphs Sections and level curves (contour diagrams) Level surfaces • Planes o Equations of planes, in different forms o Equation of plane from three points o Linear approximation and tangent planes • Partial Derivatives o Compute using the definition of partial derivative o Compute using differentiation rules o Interpret o Approximate, given contour diagram, table of values, or sketch of sections o Signs from real-world description o Compute a gradient vector • Vectors o Arithmetic on vectors, pictorially and by components o Dot product compute using components v v v v v ⋅ w = v w cosθ v v v v u ⋅ v = 0⇔ u ⊥ v (for nonzero vectors) o Cross product Direction and length compute using components and determinant • Directional derivatives o estimate from contour diagram o compute using the lim definition t→0 v v o v compute using fu = ∇f ⋅ u ( u a unit vector) • Gradient v o v geometry (3 facts, and understand how they follow from fu = ∇f ⋅ u ) Gradient points in direction of fastest increase Length of gradient is the directional derivative in that direction Gradient is perpendicular to level set o given contour diagram, draw a gradient vector • Chain rules • Higher-order partials o compute o mixed partials are equal (under certain conditions) • Optimization o Locate and -
Engineering Analysis 2 : Multivariate Functions
Multivariate functions Partial Differentiation Higher Order Partial Derivatives Total Differentiation Line Integrals Surface Integrals Engineering Analysis 2 : Multivariate functions P. Rees, O. Kryvchenkova and P.D. Ledger, [email protected] College of Engineering, Swansea University, UK PDL (CoE) SS 2017 1/ 67 Multivariate functions Partial Differentiation Higher Order Partial Derivatives Total Differentiation Line Integrals Surface Integrals Outline 1 Multivariate functions 2 Partial Differentiation 3 Higher Order Partial Derivatives 4 Total Differentiation 5 Line Integrals 6 Surface Integrals PDL (CoE) SS 2017 2/ 67 Multivariate functions Partial Differentiation Higher Order Partial Derivatives Total Differentiation Line Integrals Surface Integrals Introduction Recall from EG189: analysis of a function of single variable: Differentiation d f (x) d x Expresses the rate of change of a function f with respect to x. Integration Z f (x) d x Reverses the operation of differentiation and can used to work out areas under curves, and as we have just seen to solve ODEs. We’ve seen in vectors we often need to deal with physical fields, that depend on more than one variable. We may be interested in rates of change to each coordinate (e.g. x; y; z), time t, but sometimes also other physical fields as well. PDL (CoE) SS 2017 3/ 67 Multivariate functions Partial Differentiation Higher Order Partial Derivatives Total Differentiation Line Integrals Surface Integrals Introduction (Continue ...) Example 1: the area A of a rectangular plate of width x and breadth y can be calculated A = xy The variables x and y are independent of each other. In this case, the dependent variable A is a function of the two independent variables x and y as A = f (x; y) or A ≡ A(x; y) PDL (CoE) SS 2017 4/ 67 Multivariate functions Partial Differentiation Higher Order Partial Derivatives Total Differentiation Line Integrals Surface Integrals Introduction (Continue ...) Example 2: the volume of a rectangular plate is given by V = xyz where the thickness of the plate is in z-direction. -
Partial Derivatives
Partial Derivatives Partial Derivatives Just as derivatives can be used to explore the properties of functions of 1 vari- able, so also derivatives can be used to explore functions of 2 variables. In this section, we begin that exploration by introducing the concept of a partial derivative of a function of 2 variables. In particular, we de…ne the partial derivative of f (x; y) with respect to x to be f (x + h; y) f (x; y) fx (x; y) = lim h 0 h ! when the limit exists. That is, we compute the derivative of f (x; y) as if x is the variable and all other variables are held constant. To facilitate the computation of partial derivatives, we de…ne the operator @ = “The partial derivative with respect to x” @x Alternatively, other notations for the partial derivative of f with respect to x are @f @ f (x; y) = = f (x; y) = @ f (x; y) x @x @x x 2 2 EXAMPLE 1 Evaluate fx when f (x; y) = x y + y : Solution: To do so, we write @ @ @ f (x; y) = x2y + y2 = x2y + y2 x @x @x @x and then we evaluate the derivative as if y is a constant. In partic- ular, @ 2 @ 2 fx (x; y) = y x + y = y 2x + 0 @x @x That is, y factors to the front since it is considered constant with respect to x: Likewise, y2 is considered constant with respect to x; so that its derivative with respect to x is 0. Thus, fx (x; y) = 2xy: Likewise, the partial derivative of f (x; y) with respect to y is de…ned f (x; y + h) f (x; y) fy (x; y) = lim h 0 h ! 1 when the limit exists. -
Partial Differential Equations a Partial Difierential Equation Is a Relationship Among Partial Derivatives of a Function
In contrast, ordinary differential equations have only one independent variable. Often associate variables to coordinates (Cartesian, polar, etc.) of a physical system, e.g. u(x; y; z; t) or w(r; θ) The domain of the functions involved (usually denoted Ω) is an essential detail. Often other conditions placed on domain boundary, denoted @Ω. Partial differential equations A partial differential equation is a relationship among partial derivatives of a function (or functions) of more than one variable. Often associate variables to coordinates (Cartesian, polar, etc.) of a physical system, e.g. u(x; y; z; t) or w(r; θ) The domain of the functions involved (usually denoted Ω) is an essential detail. Often other conditions placed on domain boundary, denoted @Ω. Partial differential equations A partial differential equation is a relationship among partial derivatives of a function (or functions) of more than one variable. In contrast, ordinary differential equations have only one independent variable. The domain of the functions involved (usually denoted Ω) is an essential detail. Often other conditions placed on domain boundary, denoted @Ω. Partial differential equations A partial differential equation is a relationship among partial derivatives of a function (or functions) of more than one variable. In contrast, ordinary differential equations have only one independent variable. Often associate variables to coordinates (Cartesian, polar, etc.) of a physical system, e.g. u(x; y; z; t) or w(r; θ) Often other conditions placed on domain boundary, denoted @Ω. Partial differential equations A partial differential equation is a relationship among partial derivatives of a function (or functions) of more than one variable. -
Notes for Math 136: Review of Calculus
Notes for Math 136: Review of Calculus Gyu Eun Lee These notes were written for my personal use for teaching purposes for the course Math 136 running in the Spring of 2016 at UCLA. They are also intended for use as a general calculus reference for this course. In these notes we will briefly review the results of the calculus of several variables most frequently used in partial differential equations. The selection of topics is inspired by the list of topics given by Strauss at the end of section 1.1, but we will not cover everything. Certain topics are covered in the Appendix to the textbook, and we will not deal with them here. The results of single-variable calculus are assumed to be familiar. Practicality, not rigor, is the aim. This document will be updated throughout the quarter as we encounter material involving additional topics. We will focus on functions of two real variables, u = u(x;t). Most definitions and results listed will have generalizations to higher numbers of variables, and we hope the generalizations will be reasonably straightforward to the reader if they become necessary. Occasionally (notably for the chain rule in its many forms) it will be convenient to work with functions of an arbitrary number of variables. We will be rather loose about the issues of differentiability and integrability: unless otherwise stated, we will assume all derivatives and integrals exist, and if we require it we will assume derivatives are continuous up to the required order. (This is also generally the assumption in Strauss.) 1 Differential calculus of several variables 1.1 Partial derivatives Given a scalar function u = u(x;t) of two variables, we may hold one of the variables constant and regard it as a function of one variable only: vx(t) = u(x;t) = wt(x): Then the partial derivatives of u with respect of x and with respect to t are defined as the familiar derivatives from single variable calculus: ¶u dv ¶u dw = x ; = t : ¶t dt ¶x dx c 2016, Gyu Eun Lee. -
Multivariable and Vector Calculus
Multivariable and Vector Calculus Lecture Notes for MATH 0200 (Spring 2015) Frederick Tsz-Ho Fong Department of Mathematics Brown University Contents 1 Three-Dimensional Space ....................................5 1.1 Rectangular Coordinates in R3 5 1.2 Dot Product7 1.3 Cross Product9 1.4 Lines and Planes 11 1.5 Parametric Curves 13 2 Partial Differentiations ....................................... 19 2.1 Functions of Several Variables 19 2.2 Partial Derivatives 22 2.3 Chain Rule 26 2.4 Directional Derivatives 30 2.5 Tangent Planes 34 2.6 Local Extrema 36 2.7 Lagrange’s Multiplier 41 2.8 Optimizations 46 3 Multiple Integrations ........................................ 49 3.1 Double Integrals in Rectangular Coordinates 49 3.2 Fubini’s Theorem for General Regions 53 3.3 Double Integrals in Polar Coordinates 57 3.4 Triple Integrals in Rectangular Coordinates 62 3.5 Triple Integrals in Cylindrical Coordinates 67 3.6 Triple Integrals in Spherical Coordinates 70 4 Vector Calculus ............................................ 75 4.1 Vector Fields on R2 and R3 75 4.2 Line Integrals of Vector Fields 83 4.3 Conservative Vector Fields 88 4.4 Green’s Theorem 98 4.5 Parametric Surfaces 105 4.6 Stokes’ Theorem 120 4.7 Divergence Theorem 127 5 Topics in Physics and Engineering .......................... 133 5.1 Coulomb’s Law 133 5.2 Introduction to Maxwell’s Equations 137 5.3 Heat Diffusion 141 5.4 Dirac Delta Functions 144 1 — Three-Dimensional Space 1.1 Rectangular Coordinates in R3 Throughout the course, we will use an ordered triple (x, y, z) to represent a point in the three dimensional space. -
Tutorial 8: Solutions
Tutorial 8: Solutions Applications of the Derivative 1. We are asked to find the absolute maximum and minimum values of f on the given interval, and state where those values occur: (a) f(x) = 2x3 + 3x2 12x on [1; 4]. − The absolute extrema occur either at a critical point (stationary point or point of non-differentiability) or at the endpoints. The stationary points are given by f 0(x) = 0, which in this case gives 6x2 + 6x 12 = 0 = x = 1; x = 2: − ) − Checking the values at the critical points (only x = 1 is in the interval [1; 4]) and endpoints: f(1) = 7; f(4) = 128: − Therefore the absolute maximum occurs at x = 4 and is given by f(4) = 124 and the absolute minimum occurs at x = 1 and is given by f(1) = 7. − (b) f(x) = (x2 + x)2=3 on [ 2; 3] − As before, we find the critical points. The derivative is given by 2 2x + 1 f 0(x) = 3 (x2 + x)1=2 and hence we have a stationary point when 2x + 1 = 0 and points of non- differentiability whenever x2 + x = 0. Solving these, we get the three critical points, x = 1=2; and x = 0; 1: − − Checking the value of the function at these critical points and the endpoints: f( 2) = 22=3; f( 1) = 0; f( 1=2) = 2−4=3; f(0) = 0; f(3) = (12)2=3: − − − Hence the absolute minimum occurs at either x = 1 or x = 0 since in both − these cases the minimum value is 0, while the absolute maximum occurs at x = 3 and is f(3) = (12)2=3. -
Lecture Notes – 1
Optimization Methods: Optimization using Calculus-Stationary Points 1 Module - 2 Lecture Notes – 1 Stationary points: Functions of Single and Two Variables Introduction In this session, stationary points of a function are defined. The necessary and sufficient conditions for the relative maximum of a function of single or two variables are also discussed. The global optimum is also defined in comparison to the relative or local optimum. Stationary points For a continuous and differentiable function f(x) a stationary point x* is a point at which the slope of the function vanishes, i.e. f ’(x) = 0 at x = x*, where x* belongs to its domain of definition. minimum maximum inflection point Fig. 1 A stationary point may be a minimum, maximum or an inflection point (Fig. 1). Relative and Global Optimum A function is said to have a relative or local minimum at x = x* if f ()xfxh**≤+ ( )for all sufficiently small positive and negative values of h, i.e. in the near vicinity of the point x*. Similarly a point x* is called a relative or local maximum if f ()xfxh**≥+ ( )for all values of h sufficiently close to zero. A function is said to have a global or absolute minimum at x = x* if f ()xfx* ≤ ()for all x in the domain over which f(x) is defined. Similarly, a function is D Nagesh Kumar, IISc, Bangalore M2L1 Optimization Methods: Optimization using Calculus-Stationary Points 2 said to have a global or absolute maximum at x = x* if f ()xfx* ≥ ()for all x in the domain over which f(x) is defined. -
Vector Calculus and Differential Forms with Applications To
Vector Calculus and Differential Forms with Applications to Electromagnetism Sean Roberson May 7, 2015 PREFACE This paper is written as a final project for a course in vector analysis, taught at Texas A&M University - San Antonio in the spring of 2015 as an independent study course. Students in mathematics, physics, engineering, and the sciences usually go through a sequence of three calculus courses before go- ing on to differential equations, real analysis, and linear algebra. In the third course, traditionally reserved for multivariable calculus, stu- dents usually learn how to differentiate functions of several variable and integrate over general domains in space. Very rarely, as was my case, will professors have time to cover the important integral theo- rems using vector functions: Green’s Theorem, Stokes’ Theorem, etc. In some universities, such as UCSD and Cornell, honors students are able to take an accelerated calculus sequence using the text Vector Cal- culus, Linear Algebra, and Differential Forms by John Hamal Hubbard and Barbara Burke Hubbard. Here, students learn multivariable cal- culus using linear algebra and real analysis, and then they generalize familiar integral theorems using the language of differential forms. This paper was written over the course of one semester, where the majority of the book was covered. Some details, such as orientation of manifolds, topology, and the foundation of the integral were skipped to save length. The paper should still be readable by a student with at least three semesters of calculus, one course in linear algebra, and one course in real analysis - all at the undergraduate level. -
The Theory of Stationary Point Processes By
THE THEORY OF STATIONARY POINT PROCESSES BY FREDERICK J. BEUTLER and OSCAR A. Z. LENEMAN (1) The University of Michigan, Ann Arbor, Michigan, U.S.A. (3) Table of contents Abstract .................................... 159 1.0. Introduction and Summary ......................... 160 2.0. Stationarity properties for point processes ................... 161 2.1. Forward recurrence times and points in an interval ............. 163 2.2. Backward recurrence times and stationarity ................ 167 2.3. Equivalent stationarity conditions .................... 170 3.0. Distribution functions, moments, and sample averages of the s.p.p ......... 172 3.1. Convexity and absolute continuity .................... 172 3.2. Existence and global properties of moments ................ 174 3.3. First and second moments ........................ 176 3.4. Interval statistics and the computation of moments ............ 178 3.5. Distribution of the t n .......................... 182 3.6. An ergodic theorem ........................... 184 4.0. Classes and examples of stationary point processes ............... 185 4.1. Poisson processes ............................ 186 4.2. Periodic processes ........................... 187 4.3. Compound processes .......................... 189 4.4. The generalized skip process ....................... 189 4.5. Jitte processes ............................ 192 4.6. ~deprendent identically distributed intervals ................ 193 Acknowledgments ............................... 196 References ................................... 196 Abstract An axiomatic formulation is presented for point processes which may be interpreted as ordered sequences of points randomly located on the real line. Such concepts as forward recurrence times and number of points in intervals are defined and related in set-theoretic Q) Presently at Massachusetts Institute of Technology, Lexington, Mass., U.S.A. (2) This work was supported by the National Aeronautics and Space Administration under research grant NsG-2-59. 11 - 662901. Aeta mathematica. 116. Imprlm$ le 19 septembre 1966.