DOCSLIB.ORG

Partial Derivatives

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
Partial Derivatives Math S21a: Multivariable calculus Oliver Knill, Summer 2017 Lecture 9: Partial derivatives ∂ If f(x,y) is a function of two variables, then the partial derivative ∂x f(x,y) is defined as the derivative of the function g(x) = f(x,y) with respect to x, where y is considered a constant. The partial derivative with respect to y is defined in the same way. ∂ We use the short hand notation fx(x,y) = ∂x f(x,y). For iterated derivatives, the notation is ∂ ∂ similar: we write for example fxy = ∂x ∂y f. The number fx(x0,y0) gives the slope of the graph sliced at (x0,y0) in the x direction. The second derivative fxx is a measure of concavity in that di- rection. The meaning of fxy is the rate of change of the x-slope if you move the cut along the y-axis. The notation ∂xf,∂yf was introduced by Carl Gustav Jacobi. Before that, Josef Lagrange used the term ”partial differences”. For functions of more than two variables, the partial derivatives are defined in a similar way. 4 2 2 4 3 2 2 2 1 For f(x,y)= x 6x y + y , we have fx(x,y)=4x 12xy ,fxx = 12x 12y ,fy(x,y)= − − − 12x2y +4y3,f = 12x2 + 12y2 and see that ∆f = f + f = 0. A function which − yy − xx yy satisfies ∆f = 0 is also called harmonic. The equation fxx + fyy = 0 is an example of a partial differential equation: it is an equation for an unknown function f(x,y) which involves partial derivatives with respect to more than one variables. Clairaut’s theorem If fxy and fyx are both continuous, then fxy = fyx. Proof: we look at the equations without taking limits first. We extend the definition and say that the “Planck constant” h is positive, then f (x,y)=[f(x + h,y) f(x,y)]/h. For h = 0 we define x − fx as before. Comparing the two sides of the equation for fixed h> 0 shows hfx(x, y) = f(x + h, y) − f(x, y) hfy (x, y) = f(x, y + h) − f(x, y). 2 2 h fxy (x, y) = f(x + h, y + h) − f(x, y + h) − (f(x + h, y) − f(x, y)) h fyx(x, y) = f(x + h, y + h) − f(x + h, y) − (f(x, y + h) − f(x, y)) Without having taken limits we established an identity which holds for all h > 0: the discrete derivatives fx,fy satisfy the relation fxy = fyx for any h > 0. We could fancy it as ”quantum Clairaut” formula. If the classical derivatives fxy,fyx are both continuous, it is possible to take the limit h 0. The classical Clairaut’s theorem is a ”classical limit”. The quantum Clairaut holds however→ for all functions f(x,y) of two variables. We do not even need continuity. 6 10 2 Problem: Find fxxxxxyxxxxx for f(x) = sin(x)+ x y cos(y). Hint: you do not need to compute. Once you see it, its obvious. 3 The continuity assumption for fxy is necessary. The example x3y xy3 f(x,y)= − x2 + y2 contradicts the Clairaut theorem: 1 f (x,y) = (3x2y y3)/(x2 + y2) 2x(x3y f (x,y)=(x3 3xy2)/(x2 + y2) 2y(x3y x − − − y − − − xy3)/(x2 +y2)2, f (0,y)= y, f (0, 0) = 1, xy3)/(x2 + y2)2, f (x, 0) = x, f (0, 0) = 1. x − xy − y y,x An equation for an unknown function f(x,y) which involves partial derivatives with respect to at least two different variables is called a partial differential equation. We abbreviate PDE. If only the derivative with respect to one variable appears, it is an ordinary differential equation abbreviated ODE. Here are examples of partial differential equations. You have to know the first four in the same way than a chemist has to know what H2O,CO2,CH4, NaCl is. You might be surprised how often you encounter them also in domains different from physics, like finance (market prediction) or biology (diffusion). These equations also can be looked at on discrete structures like networks. 4 The wave equation ftt(t,x)= fxx(t,x) governs the motion of light or sound. The function f(t,x) = sin(x t) + sin(x + t) satisfies the wave equation. − 5 The heat equation ft(t,x)= fxx(t,x) describes diffusion of heat or spread of an epi- 1 x2/(4t) demic. The function f(t,x)= √t e− satisfies the heat equation. 6 The Laplace equation fxx + fyy =0 determines the shape of a membrane. The function f(x,y)= x3 3xy2 is an example satisfying the Laplace equation. − 7 The advection equation ft = fx is used to model transport in a wire. The function (x+t)2 f(t,x)= e− satisfies the advection equation. 2 2 8 The eiconal equation fx + fy =1 is used to see the evolution of wave fronts in optics. The function f(x,y) = cos(x) + sin(y) satisfies the eiconal equation. 9 The Burgers equation ft + ffx = fxx describes waves at the beach which break. The 1 −x2/(4t) x √ t e function f(t,x)= t 1 −x2/(4t) satisfies the Burgers equation. 1+√ t e 10 The KdV equation ft +6ffx + fxxx =0 models water waves in a narrow channel. a2 2 a 2 The function f(t,x)= cosh− ( (x a t)) satisfies the KdV equation. 2 2 − i~ 11 The Schr¨odinger equation ft = 2m fxx is used to describe a quantum particle of mass ~ i(kx k2t) 2 m. The function f(t,x)= e − 2m solves the Schr¨odinger equation. [Here i = 1 is 34 − the imaginary i and ~ is the Planck constant ~ 10− Js.] ∼ Here are the graphs of the solutions of the equations. Can you match them with the PDE’s? 2 Notice that in all these examples, we have just given one possible solution to the partial differen- tial equation. There are in general many solutions and only additional conditions like initial or boundary conditions determine the solution uniquely. If we know f(0,x) for the Burgers equation, then the solution f(t,x) is determined. A course on partial differential equations would show you how to get the solution. Paul Dirac once said: ”A great deal of my work is just playing with equations and seeing what they give. I don’t suppose that applies so much to other physicists; I think it’s a peculiarity of myself that I like to play about with equations, just looking for beautiful mathematical relations which maybe don’t have any physical meaning at all. Sometimes they do.” Dirac discovered a PDE describing the electron which is consistent both with quantum theory and special relativity. This won him the Nobel Prize in 1933. Dirac’s equation could have two solutions, one for an electron with positive energy, and one for an electron with negative energy. Dirac interpreted the later as an antiparticle: the existence of antiparticles was later confirmed. We will not learn here to find solutions to partial differential equations. But you should be able to verify that a given function is a solution of the equation. Homework 1 Verify that f(t,x) = sin(t + x) + cos(sin(t + x))) is a solution of the transport equation ft(t,x)= fx(t,x). 2 Verify that f(x,y) = sin(x)(cos(3y)+sin(3y)) satisfies the Klein Gordon equation uxx uyy =8u. This PDE is useful in quan- − (x t/2)2/√3 tum mechanics. Challenge: Verify that 4arctan(e − ) satisfies the Sine Gordon equation u u = sin(u). If tt − xx − you can do that without technology put it on a separate page and give it to Oliver. It is not for credit. 3 bt 3 Verify that for any constant b, the function f(x,t)= e− sin(x + t) satisfies the driven transport equation f (x,t) = f (x,t) t x − bf(x,t) It is sometimes also called the advection equation with damping b. 4 The differential equation f = f xf x2f t − x − xx is a version of the infamous Black-Scholes equation. Here f(x,t) is the prize of a call option and x the stock prize ad t is time. Find a function f(x,t) solving it which depends both on x and t. Hint: look first for functions only involve one variable. 5 The partial differential equation ft + ffx = fxx is called Burg- ers equation and describes waves at the beach. In higher di- mensions, it leads to the Navier-Stokes equation which are used to describe the weather. Verify that 2 1 3/2 x xe− 4t f(t,x) t x2 1 4t q t e− +1 solves the Burgers equation. Remark. You better use technology. Here is an example on how to check that a function is a solution of the heat equation in Mathematica: f[t_,x_]:=(1/Sqrt[t])*Exp[-x^2/(4t)]; Simplify[D[f[t,x],t] == D[f[t,x],{x,2}]] And here is the function (1/t)^(3/2)*x*Exp[-x^2/(4t)]/((1/t)^(1/2)*Exp[-x^2/(4t)]+1); 4 Math S21a: Multivariable calculus Oliver Knill, Summer 2017 Lecture 10: Linearization In single variable calculus, you have seen the following definition: The linear approximation of f(x) at a point a is the linear function L(x)= f(a)+ f ′(a)(x a) . − ∞ (k) k If you have seen Taylor series, this is part of the series f(x)= Pk=0 f (a)(x a) /k! but only considering the k = 0 and k = 1 term.
Load more

Recommended publications
  • The Directional Derivative the Derivative of a Real Valued Function (Scalar field) with Respect to a Vector
    Math 253 The Directional Derivative The derivative of a real valued function (scalar field) with respect to a vector. f(x + h) f(x) What is the vector space analog to the usual derivative in one variable? f 0(x) = lim − ? h 0 h ! x -2 0 2 5 Suppose f is a real valued function (a mapping f : Rn R). ! (e.g. f(x; y) = x2 y2). − 0 Unlike the case with plane figures, functions grow in a variety of z ways at each point on a surface (or n{dimensional structure). We'll be interested in examining the way (f) changes as we move -5 from a point X~ to a nearby point in a particular direction. -2 0 y 2 Figure 1: f(x; y) = x2 y2 − The Directional Derivative x -2 0 2 5 We'll be interested in examining the way (f) changes as we move ~ in a particular direction 0 from a point X to a nearby point . z -5 -2 0 y 2 Figure 2: f(x; y) = x2 y2 − y If we give the direction by using a second vector, say ~u, then for →u X→ + h any real number h, the vector X~ + h~u represents a change in X→ position from X~ along a line through X~ parallel to ~u. →u →u h x Figure 3: Change in position along line parallel to ~u The Directional Derivative x -2 0 2 5 We'll be interested in examining the way (f) changes as we move ~ in a particular direction 0 from a point X to a nearby point .
    [Show full text]
  • Lecture 9: Partial Derivatives
    Math S21a: Multivariable calculus Oliver Knill, Summer 2016 Lecture 9: Partial derivatives ∂ If f(x,y) is a function of two variables, then ∂x f(x,y) is defined as the derivative of the function g(x) = f(x,y) with respect to x, where y is considered a constant. It is called the partial derivative of f with respect to x. The partial derivative with respect to y is defined in the same way. ∂ We use the short hand notation fx(x,y) = ∂x f(x,y). For iterated derivatives, the notation is ∂ ∂ similar: for example fxy = ∂x ∂y f. The meaning of fx(x0,y0) is the slope of the graph sliced at (x0,y0) in the x direction. The second derivative fxx is a measure of concavity in that direction. The meaning of fxy is the rate of change of the slope if you change the slicing. The notation for partial derivatives ∂xf,∂yf was introduced by Carl Gustav Jacobi. Before, Josef Lagrange had used the term ”partial differences”. Partial derivatives fx and fy measure the rate of change of the function in the x or y directions. For functions of more variables, the partial derivatives are defined in a similar way. 4 2 2 4 3 2 2 2 1 For f(x,y)= x 6x y + y , we have fx(x,y)=4x 12xy ,fxx = 12x 12y ,fy(x,y)= − − − 12x2y +4y3,f = 12x2 +12y2 and see that f + f = 0. A function which satisfies this − yy − xx yy equation is also called harmonic. The equation fxx + fyy = 0 is an example of a partial differential equation: it is an equation for an unknown function f(x,y) which involves partial derivatives with respect to more than one variables.
    [Show full text]
  • Anti-Chain Rule Name
    Anti-Chain Rule Name: The most fundamental rule for computing derivatives in calculus is the Chain Rule, from which all other differentiation rules are derived. In words, the Chain Rule states that, to differentiate f(g(x)), differentiate the outside function f and multiply by the derivative of the inside function g, so that d f(g(x)) = f 0(g(x)) · g0(x): dx The Chain Rule makes computation of nearly all derivatives fairly easy. It is tempting to think that there should be an Anti-Chain Rule that makes antidiffer- entiation as easy as the Chain Rule made differentiation. Such a rule would just reverse the process, so instead of differentiating f and multiplying by g0, we would antidifferentiate f and divide by g0. In symbols, Z F (g(x)) f(g(x)) dx = + C: g0(x) Unfortunately, the Anti-Chain Rule does not exist because the formula above is not Z always true. For example, consider (x2 + 1)2 dx. We can compute this integral (correctly) by expanding and applying the power rule: Z Z (x2 + 1)2 dx = x4 + 2x2 + 1 dx x5 2x3 = + + x + C 5 3 However, we could also think about our integrand above as f(g(x)) with f(x) = x2 and g(x) = x2 + 1. Then we have F (x) = x3=3 and g0(x) = 2x, so the Anti-Chain Rule would predict that Z F (g(x)) (x2 + 1)2 dx = + C g0(x) (x2 + 1)3 = + C 3 · 2x x6 + 3x4 + 3x2 + 1 = + C 6x x5 x3 x 1 = + + + + C 6 2 2 6x Since these answers are different, we conclude that the Anti-Chain Rule has failed us.
    [Show full text]
  • Differentiation Rules (Differential Calculus)
    Differentiation Rules (Differential Calculus) 1. Notation The derivative of a function f with respect to one independent variable (usually x or t) is a function that will be denoted by D f . Note that f (x) and (D f )(x) are the values of these functions at x. 2. Alternate Notations for (D f )(x) d d f (x) d f 0 (1) For functions f in one variable, x, alternate notations are: Dx f (x), dx f (x), dx , dx (x), f (x), f (x). The “(x)” part might be dropped although technically this changes the meaning: f is the name of a function, dy 0 whereas f (x) is the value of it at x. If y = f (x), then Dxy, dx , y , etc. can be used. If the variable t represents time then Dt f can be written f˙. The differential, “d f ”, and the change in f ,“D f ”, are related to the derivative but have special meanings and are never used to indicate ordinary differentiation. dy 0 Historical note: Newton used y,˙ while Leibniz used dx . About a century later Lagrange introduced y and Arbogast introduced the operator notation D. 3. Domains The domain of D f is always a subset of the domain of f . The conventional domain of f , if f (x) is given by an algebraic expression, is all values of x for which the expression is defined and results in a real number. If f has the conventional domain, then D f usually, but not always, has conventional domain. Exceptions are noted below.
    [Show full text]
  • 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.
    [Show full text]
  • 9.2. Undoing the Chain Rule
    < Previous Section Home Next Section > 9.2. Undoing the Chain Rule This chapter focuses on finding accumulation functions in closed form when we know its rate of change function. We’ve seen that 1) an accumulation function in closed form is advantageous for quickly and easily generating many values of the accumulating quantity, and 2) the key to finding accumulation functions in closed form is the Fundamental Theorem of Calculus. The FTC says that an accumulation function is the antiderivative of the given rate of change function (because rate of change is the derivative of accumulation). In Chapter 6, we developed many derivative rules for quickly finding closed form rate of change functions from closed form accumulation functions. We also made a connection between the form of a rate of change function and the form of the accumulation function from which it was derived. Rather than inventing a whole new set of techniques for finding antiderivatives, our mindset as much as possible will be to use our derivatives rules in reverse to find antiderivatives. We worked hard to develop the derivative rules, so let’s keep using them to find antiderivatives! Thus, whenever you have a rate of change function f and are charged with finding its antiderivative, you should frame the task with the question “What function has f as its derivative?” For simple rate of change functions, this is easy, as long as you know your derivative rules well enough to apply them in reverse. For example, given a rate of change function …. … 2x, what function has 2x as its derivative? i.e.
    [Show full text]
  • Policy Gradient
    Lecture 7: Policy Gradient Lecture 7: Policy Gradient David Silver Lecture 7: Policy Gradient Outline 1 Introduction 2 Finite Difference Policy Gradient 3 Monte-Carlo Policy Gradient 4 Actor-Critic Policy Gradient Lecture 7: Policy Gradient Introduction Policy-Based Reinforcement Learning In the last lecture we approximated the value or action-value function using parameters θ, V (s) V π(s) θ ≈ Q (s; a) Qπ(s; a) θ ≈ A policy was generated directly from the value function e.g. using -greedy In this lecture we will directly parametrise the policy πθ(s; a) = P [a s; θ] j We will focus again on model-free reinforcement learning Lecture 7: Policy Gradient Introduction Value-Based and Policy-Based RL Value Based Learnt Value Function Implicit policy Value Function Policy (e.g. -greedy) Policy Based Value-Based Actor Policy-Based No Value Function Critic Learnt Policy Actor-Critic Learnt Value Function Learnt Policy Lecture 7: Policy Gradient Introduction Advantages of Policy-Based RL Advantages: Better convergence properties Effective in high-dimensional or continuous action spaces Can learn stochastic policies Disadvantages: Typically converge to a local rather than global optimum Evaluating a policy is typically inefficient and high variance Lecture 7: Policy Gradient Introduction Rock-Paper-Scissors Example Example: Rock-Paper-Scissors Two-player game of rock-paper-scissors Scissors beats paper Rock beats scissors Paper beats rock Consider policies for iterated rock-paper-scissors A deterministic policy is easily exploited A uniform random policy
    [Show full text]
  • Tensor Calculus and Differential Geometry
    Course Notes Tensor Calculus and Differential Geometry 2WAH0 Luc Florack March 10, 2021 Cover illustration: papyrus fragment from Euclid’s Elements of Geometry, Book II [8]. Contents Preface iii Notation 1 1 Prerequisites from Linear Algebra 3 2 Tensor Calculus 7 2.1 Vector Spaces and Bases . .7 2.2 Dual Vector Spaces and Dual Bases . .8 2.3 The Kronecker Tensor . 10 2.4 Inner Products . 11 2.5 Reciprocal Bases . 14 2.6 Bases, Dual Bases, Reciprocal Bases: Mutual Relations . 16 2.7 Examples of Vectors and Covectors . 17 2.8 Tensors . 18 2.8.1 Tensors in all Generality . 18 2.8.2 Tensors Subject to Symmetries . 22 2.8.3 Symmetry and Antisymmetry Preserving Product Operators . 24 2.8.4 Vector Spaces with an Oriented Volume . 31 2.8.5 Tensors on an Inner Product Space . 34 2.8.6 Tensor Transformations . 36 2.8.6.1 “Absolute Tensors” . 37 CONTENTS i 2.8.6.2 “Relative Tensors” . 38 2.8.6.3 “Pseudo Tensors” . 41 2.8.7 Contractions . 43 2.9 The Hodge Star Operator . 43 3 Differential Geometry 47 3.1 Euclidean Space: Cartesian and Curvilinear Coordinates . 47 3.2 Differentiable Manifolds . 48 3.3 Tangent Vectors . 49 3.4 Tangent and Cotangent Bundle . 50 3.5 Exterior Derivative . 51 3.6 Affine Connection . 52 3.7 Lie Derivative . 55 3.8 Torsion . 55 3.9 Levi-Civita Connection . 56 3.10 Geodesics . 57 3.11 Curvature . 58 3.12 Push-Forward and Pull-Back . 59 3.13 Examples . 60 3.13.1 Polar Coordinates in the Euclidean Plane .
    [Show full text]
  • Introduction to Shape Optimization
    Introduction to Shape optimization Noureddine Igbida1 1Institut de recherche XLIM, UMR-CNRS 6172, Facult´edes Sciences et Techniques, Universit´ede Limoges 123, Avenue Albert Thomas 87060 Limoges, France. Email : [email protected] Preliminaries on PDE 1 Contents 1. PDE ........................................ 2 2. Some differentiation and differential operators . 3 2.1 Gradient . 3 2.2 Divergence . 4 2.3 Curl . 5 2 2.4 Remarks . 6 2.5 Laplacian . 7 2.6 Coordinate expressions of the Laplacian . 10 3. Boundary value problem . 12 4. Notion of solution . 16 1. PDE A mathematical model is a description of a system using mathematical language. The process of developing a mathematical model is termed mathematical modelling (also written model- ing). Mathematical models are used in many area, as in the natural sciences (such as physics, biology, earth science, meteorology), engineering disciplines (e.g. computer science, artificial in- telligence), in the social sciences (such as economics, psychology, sociology and political science); Introduction to Shape optimization N. Igbida physicists, engineers, statisticians, operations research analysts and economists. Among this mathematical language we have PDE. These are a type of differential equation, i.e., a relation involving an unknown function (or functions) of several independent variables and their partial derivatives with respect to those variables. Partial differential equations are used to formulate, and thus aid the solution of, problems involving functions of several variables; such as the propagation of sound or heat, electrostatics, electrodynamics, fluid flow, and elasticity. Seemingly distinct physical phenomena may have identical mathematical formulations, and thus be governed by the same underlying dynamic. In this section, we give some basic example of elliptic partial differential equation (PDE) of second order : standard Laplacian and Laplacian with variable coefficients.
    [Show full text]
  • Calculus Terminology
    AP Calculus BC Calculus Terminology Absolute Convergence Asymptote Continued Sum Absolute Maximum Average Rate of Change Continuous Function Absolute Minimum Average Value of a Function Continuously Differentiable Function Absolutely Convergent Axis of Rotation Converge Acceleration Boundary Value Problem Converge Absolutely Alternating Series Bounded Function Converge Conditionally Alternating Series Remainder Bounded Sequence Convergence Tests Alternating Series Test Bounds of Integration Convergent Sequence Analytic Methods Calculus Convergent Series Annulus Cartesian Form Critical Number Antiderivative of a Function Cavalieri’s Principle Critical Point Approximation by Differentials Center of Mass Formula Critical Value Arc Length of a Curve Centroid Curly d Area below a Curve Chain Rule Curve Area between Curves Comparison Test Curve Sketching Area of an Ellipse Concave Cusp Area of a Parabolic Segment Concave Down Cylindrical Shell Method Area under a Curve Concave Up Decreasing Function Area Using Parametric Equations Conditional Convergence Definite Integral Area Using Polar Coordinates Constant Term Definite Integral Rules Degenerate Divergent Series Function Operations Del Operator e Fundamental Theorem of Calculus Deleted Neighborhood Ellipsoid GLB Derivative End Behavior Global Maximum Derivative of a Power Series Essential Discontinuity Global Minimum Derivative Rules Explicit Differentiation Golden Spiral Difference Quotient Explicit Function Graphic Methods Differentiable Exponential Decay Greatest Lower Bound Differential
    [Show full text]
  • CHAPTER 3: Derivatives
    CHAPTER 3: Derivatives 3.1: Derivatives, Tangent Lines, and Rates of Change 3.2: Derivative Functions and Differentiability 3.3: Techniques of Differentiation 3.4: Derivatives of Trigonometric Functions 3.5: Differentials and Linearization of Functions 3.6: Chain Rule 3.7: Implicit Differentiation 3.8: Related Rates • Derivatives represent slopes of tangent lines and rates of change (such as velocity). • In this chapter, we will define derivatives and derivative functions using limits. • We will develop short cut techniques for finding derivatives. • Tangent lines correspond to local linear approximations of functions. • Implicit differentiation is a technique used in applied related rates problems. (Section 3.1: Derivatives, Tangent Lines, and Rates of Change) 3.1.1 SECTION 3.1: DERIVATIVES, TANGENT LINES, AND RATES OF CHANGE LEARNING OBJECTIVES • Relate difference quotients to slopes of secant lines and average rates of change. • Know, understand, and apply the Limit Definition of the Derivative at a Point. • Relate derivatives to slopes of tangent lines and instantaneous rates of change. • Relate opposite reciprocals of derivatives to slopes of normal lines. PART A: SECANT LINES • For now, assume that f is a polynomial function of x. (We will relax this assumption in Part B.) Assume that a is a constant. • Temporarily fix an arbitrary real value of x. (By “arbitrary,” we mean that any real value will do). Later, instead of thinking of x as a fixed (or single) value, we will think of it as a “moving” or “varying” variable that can take on different values. The secant line to the graph of f on the interval []a, x , where a < x , is the line that passes through the points a, fa and x, fx.
    [Show full text]
  • Matrix Calculus
    Appendix D Matrix Calculus From too much study, and from extreme passion, cometh madnesse. Isaac Newton [205, §5] − D.1 Gradient, Directional derivative, Taylor series D.1.1 Gradients Gradient of a differentiable real function f(x) : RK R with respect to its vector argument is defined uniquely in terms of partial derivatives→ ∂f(x) ∂x1 ∂f(x) , ∂x2 RK f(x) . (2053) ∇ . ∈ . ∂f(x) ∂xK while the second-order gradient of the twice differentiable real function with respect to its vector argument is traditionally called the Hessian; 2 2 2 ∂ f(x) ∂ f(x) ∂ f(x) 2 ∂x1 ∂x1∂x2 ··· ∂x1∂xK 2 2 2 ∂ f(x) ∂ f(x) ∂ f(x) 2 2 K f(x) , ∂x2∂x1 ∂x2 ··· ∂x2∂xK S (2054) ∇ . ∈ . .. 2 2 2 ∂ f(x) ∂ f(x) ∂ f(x) 2 ∂xK ∂x1 ∂xK ∂x2 ∂x ··· K interpreted ∂f(x) ∂f(x) 2 ∂ ∂ 2 ∂ f(x) ∂x1 ∂x2 ∂ f(x) = = = (2055) ∂x1∂x2 ³∂x2 ´ ³∂x1 ´ ∂x2∂x1 Dattorro, Convex Optimization Euclidean Distance Geometry, Mεβoo, 2005, v2020.02.29. 599 600 APPENDIX D. MATRIX CALCULUS The gradient of vector-valued function v(x) : R RN on real domain is a row vector → v(x) , ∂v1(x) ∂v2(x) ∂vN (x) RN (2056) ∇ ∂x ∂x ··· ∂x ∈ h i while the second-order gradient is 2 2 2 2 , ∂ v1(x) ∂ v2(x) ∂ vN (x) RN v(x) 2 2 2 (2057) ∇ ∂x ∂x ··· ∂x ∈ h i Gradient of vector-valued function h(x) : RK RN on vector domain is → ∂h1(x) ∂h2(x) ∂hN (x) ∂x1 ∂x1 ··· ∂x1 ∂h1(x) ∂h2(x) ∂hN (x) h(x) , ∂x2 ∂x2 ··· ∂x2 ∇ .
    [Show full text]