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docs/mathematics/calculus/concavity-and-inflections.md
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docs/mathematics/calculus/concavity-and-inflections.md
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# Concavity and inflections
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## Concave up
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A function $f$ is **concave up** on an open differentiable interval $I$ if the derivative $f'$ is an increasing function on $I$, then $f'' > 0$. Obtaining tangent line above the graph.
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## Concave dowm
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A function $f$ is **concave down** on an open and differentiable interval $I$ if the derivative is a decreasing function on $I$, then $f'' < 0$. Obtaining tangent lines below the graph.
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## Inflection points
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The function $f$ has an inflection point at $x_0$ if
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1. the tangent line in $(x_0, f(x_0))$ exists, and
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2. the concavity of $f$ is opposite on opposite sides of $x_0$.
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If $f$ has an inflection point at $x_0$ and $f''(x_0)$ exists, then $f''(x_0) = 0$
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## The second derivative test
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...
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docs/mathematics/calculus/continuity.md
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docs/mathematics/calculus/continuity.md
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# Continuity
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Continuity is a local property. A function $f$ is continuous at an interior point $c$ of its domain if
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$$\lim_{x \to c} f(x) = f(c).$$
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If either $\lim_{x \to c} f(x)$ fails to exist or it exists but is not equal to $f(c)$, then $f$ is discontinuous at $c$.
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## Right and left continuity
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$f$ is **right continuous** at $c$ thereby having a left endpoint $c$ of its domain if
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$$\lim_{x \downarrow c} f(x) = f(c)$$
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and **left continuous** thereby having a right endpoint $c$ if
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$$\lim_{x \uparrow c} f(x) = f(c).$$
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## Continuity on an interval
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$f$ is continuous on the interval $I$ if and only if $f$ is continuous in each point of $I$. In endpoints left/right continuity is sufficient.
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$f$ is called a continuous function if and only if $f$ is continuous on its domain.
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## Discontinuity
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A discontinuity is removable if and only if the limit exists otherwise the discontinuity is non-removable.
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## Combining continuous functions
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If the functions $f$ and $g$ are both defined on an interval containing $c$ and both are continuous at $c$, then the following functions are also continuous at $c$:
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* the sum $f + g$ and the difference $f - g$;
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* the product $f g$;
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* the constant multiple $k f$, where $k$ is any number;
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* the quotient $\frac{f}{g}$, provided $g(c) \neq 0$; and
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* the *n*th root $(f(x))^{\frac{1}{n}}$, provided $f(c) > 0$ if $n$ is even.
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This may be proved using the various [limit rules](limits.md/#limit-rules).
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## The extreme value theorem
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If $f(x)$ is continuous on the closed, bounded interval $[a,b]$, then there exists numbers $p$ and $q$ in $[a,b]$ such that $\forall x \in [a,b]$,
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$$f(p) \leq f(x) \leq f(q).$$
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Thus, $f$ has the absolute minimum value $m=f(p)$, taken on at the point $p$, and the absolute maximum value $M=f(q)$, taken on at the point $q$. This follows from the consequence of the completeness property of the real numbers.
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## The intermediate value theorem
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If $f(x)$ is continuous on the interval $[a,b]$ and if $s$ is a number between $f(a)$ and $f(b)$, then there exists a number $c$ in $[a,b]$ such that $f(c)=s$. This follows from the consequence of the completeness property of the real numbers.
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In particular, a continuous function defined on a closed interval takes on all values between its minimum value $m$ and its maximum value $M$, so its range is also a closed interval, $[m,M]$.
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docs/mathematics/calculus/differentation.md
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docs/mathematics/calculus/differentation.md
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# Differentation
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## The slope of a curve
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The slope $a$ of a curve $C$ at a point $p$ is the slope of the tangent line to $C$ at $P$ if such a tangent line exists. In particular, the slope of the graph of $y=f(x)$ at the point $x_0$ is
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$$
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\lim_{h \to 0} \frac{f(x_0 + h) - f(x_0)}{h} = a.
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$$
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### Normal line
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If a curve $C$ has a tangent line $L$ at point $p$, then the straight line $N$ through $P$ perpendicular to $L$ is called the **normal** to $C$ at $P$. The slope of the normal $s$ is the negative reciprocal of the slope of the curve $a$, that is
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$$
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s = \frac{-1}{a}
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$$
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## Derivative
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The **derivative** of a function $f$ is another function $f'$ defined by
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$$
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f'(x) = \lim_{h \to 0} \frac{f(x + h) - f(x)}{h}
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$$
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at all points $x$ for which the limits exists. If $f'(x)$ exists, then $f$ is **differentiable** at $x$.
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## Differentiability implies continuity
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If $f$ is differentiable at $x$, then $f$ is continuous at $x$.
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**Proof:** Since $f$ is differentiable at $x$
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$$
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\lim_{h \to 0} \frac{f(x + h) - f(x)}{h} = f'(x)
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$$
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must exist. Then, using the [limit rules](limits.md/#limit-rules)
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$$
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\lim_{h \to 0} f(x + h) - f(x) = \lim_{h \to 0} (\frac{f(x + h) - f(x)}{h}) (h) = (f'(x)) (0) = 0
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$$
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This is equivalent to $\lim_{h \to 0} f(x + h) = f(x)$, which says that $f$ is continuous at $x$.
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## Differentation rules
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* **Differentation of a sum:** $(f + g)'(x) = f'(x) + g'(x)$.
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* **Proof:** Follows from the [limit rules](limits.md/#limit-rules)
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$$
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\begin{array}{ll}
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(f + g)'(x) &= \lim_{h \to 0} \frac{(f + g)(x + h) - (f + g)(x)}{h}, \\
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&= \lim_{h \to 0} (\frac{f(x + h) - f(x)}{h} + \frac{g(x + h) - g(x)}{h}), \\
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&= f'(x) + g'(x).
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\end{array}
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$$
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* **Differentation of a constant multiple:** $(C f)'(x) = C f'(x)$.
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* **Proof:** Follows from the [limit rules](limits.md/#limit-rules)
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$$
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\begin{array}{ll}
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(C f)'(x) &= \lim_{h \to 0} \frac{C f(x + h) - C f(x)}{h}, \\
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&= C \lim_{h \to 0} \frac{f(x + h) - f(x)}{h}, \\
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&= C f'(x).
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\end{array}
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$$
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* **Differentation of a product:** $(f g)'(x) = f'(x) g(x) + f(x) g'(x)$.
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* **Proof:** Follows from the [limit rules](limits.md/#limit-rules)
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$$
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\begin{array}{ll}
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(f g)'(x) &= \lim_{h \to 0} \frac{f(x+h) g(x+h) - f(x) g(x)}{h}, \\
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&= \lim_{h \to 0} (\frac{f(x+h) - f(x)}{h} g(x+h) + f(x) \frac{g(x+h) - g(x)}{h}), \\
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&= f'(x) g(x) + f(x) g'(x).
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\end{array}
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$$
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* **Differentation of the reciprocal:** $(\frac{1}{f})'(x) = \frac{-f'(x)}{(f(x))^2}$.
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* **Proof:** Follows from the [limit rules](limits.md/#limit-rules)
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$$
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\begin{array}{ll}
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(\frac{1}{f})'(x) &= \lim_{h \to 0} \frac{\frac{1}{f(x+h)} - \frac{1}{f(x)}}{h}, \\
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&= \lim_{h \to 0} \frac{f(x) - f(x+h)}{h f(x+h) f(x)}, \\
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&= \lim_{h \to 0} (\frac{-1}{f(x+h) f(x)}) \frac{f(x+h) - f(x)}{h}, \\
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&= \frac{-1}{(f(x))^2} f'(x).
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\end{array}
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$$
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* **Differentation of a quotient:** $(\frac{f}{g})'(x) = \frac{f'(x) g(x) - f(x) g'(x)}{(g(x))^2}$.
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* **Proof:** Follows from the product and reciprocal rule
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$$
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\begin{array}{ll}
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(\frac{f}{g})'(x) &= (f \frac{1}{g})'(x), \\
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&= f'(x) \frac{1}{g(x)} + f(x) (- \frac{g'(x)}{(g(x))^2}), \\
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&= \frac{f'(x) g(x) - f(x) g'(x)}{(g(x))^2}.
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\end{array}
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$$
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* **Differentation of a composite:** $(f \circ g)'(x) = f'(g(x)) g'(x)$.
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* **Proof:** Follows from the [limit rules](limits.md/#limit-rules)
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$$
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\begin{array}{ll}
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(f \circ g)'(x) &= \lim_{h \to 0} \frac{f(g(x+h)) - f(g(x))}{h} \quad \mathrm{let} \space h = a - x, \\
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&= \lim_{a \to x} \frac{f(g(a)) - f(g(x))}{a - x}, \\
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&= \lim_{a \to x} (\frac{f(g(a)) - f(g(x))}{g(a) - g(x)}) (\frac{g(a) - g(x)}{a -x}), \\
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&= f'(g(x)) g'(x).
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\end{array}
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$$
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## The derivative of the sine and cosine function
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The derivative of the sine function is the cosine function $\frac{d}{dx} \sin x = \cos x$.
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**Proof:** using the definition of the derivative, the addition formula for the sine and the [limit rules](limits.md/#limit-rules)
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$$
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\begin{array}{ll}
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\frac{d}{dx} \sin x &= \lim_{h \to 0} \frac{\sin(x+h) - \sin x}{h}, \\
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&= \lim_{h \to 0} \frac{\sin x \cos h + \cos x \sin h}{h}, \\
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&= \lim_{h \to 0} (\sin x (\frac{\cos h - 1}{h}) + \cos x (\frac{\sin h}{h})), \\
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&= (\sin x) \cdot (0) + (\cos x) \cdot (1) = \cos x.
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\end{array}
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$$
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The derivative of the cosine function is the negative of the sine function $\frac{d}{dx} \cos x = -\sin x$.
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**Proof:** using the derivative of the sine and the composite (chain) rule
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$$
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\begin{array}{ll}
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\frac{d}{dx} \cos x &= \frac{d}{dx} \sin (\frac{\pi}{2} - x), \\
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&= (-1) \cos (\frac{\pi}{2} - x) = - \sin x.
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\end{array}
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$$
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## Implicit differentation
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Implicit equations; equations that cannot be solved may still be differentiated by implicit differentation.
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**Example:** $x y^2 + y = 4 x$
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$$
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\begin{array}{ll}
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\frac{dy}{dx}(x y^2 + y = 4 x) &\implies (y^2 + 2 x y \frac{dy}{dx} + \frac{dy}{dx} = 4), \\
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&\implies (\frac{dy}{dx} = \frac{f- y^2}{1 + 2 x y}).
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\end{array}
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$$
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## Rolle's theorem
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Suppose that the function $g$ is continuous on the closed and bounded interval $[a,b]$ and is differentiable in the open interval $(a,b)$. If $g(a) = g(b)$ then there exists a point $c$ in the open interval $(a,b)$ such that $g'(c) = 0$.
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**Proof:** By the [extereme value theorem](continuity.md/#the-extreme-value-theorem) $g$ attains its maximum and its minimum in $[a,b]$, if these are both attained at the endpoints of $[a,b]$, then $g$ is constant on $[a.b]$ and so the derivative of $g$ is zero at every point in $(a,b)$.
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Suppose then that the maximum is obtained at an interior point $c$ of $(a,b)$. For a real $h$ such that $c + h$ is in $[a,b]$, the value $g(c + h)$ is smaller or equal to $g(c)$ because $g$ attains its maximum at $c$.
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Therefore, for every $h>0$,
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$$\frac{g(c + h) - g(c)}{h} \leq 0,$$
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hence,
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$$\lim_{h \downarrow 0} \frac{g(c + h) - g(c)}{h} \leq 0.$$
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Similarly, for every $h < 0$
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$$\lim_{h \uparrow 0} \frac{g(c + h) - g(c)}{h} \geq 0.$$
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Thereby obtaining,
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$$\lim_{h \to 0} \frac{g(c + h) - g(c)}{h} = 0 = g'(c)$$
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The proof for a minimum value at $c$ is similar.
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## Mean-value theorem
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Suppose that the function $f$ is continuous on the closed and bounded interval $[a,b]$ and is differentiable in the open interval $(a,b)$. Then there exists a point $c$ in the open interval $(a,b)$ such that
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$$
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\frac{f(b) - f(a)}{b - a} = f'(c).
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$$
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**Proof:** Define $g(x) = f(x) - r x$, where $r$ is a constant. Since $f$ is continuous on $[a,b]$ and differentiable on $(a,b)$, the same is true for $g$. Now $r$ is chosen such that $g$ satisfies the conditions of [Rolle's theorem](differentation.md/#rolles-theorem). Namely
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$$
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\begin{array}{ll}
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g(a) = g(b) &\iff f(a) - ra = f(b) - rb \\
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&\iff r(b - a) = f(b) - f(a) \\
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&\iff r = \frac{f(b) - f(a)}{b - a}
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\end{array}
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$$
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By [Rolle's theorem](differentation.md/#rolles-theorem), since $g$ is differentiable and $g(a) = g(b)$, there is some $c$ in $(a,b)$ for which $g'(c) = 0$, and it follows from the equality $g(x) = f(x) - rx$ that,
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$$
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\begin{array}{ll}
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g'(x) &= f'(x) - r\\
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g'(c) &= 0 \\
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g'(c) &= f'(c) - r = 0 \implies f'(c) = r = \frac{f(b) - f(a)}{b - a}
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\end{array}
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$$
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## Generalized Mean-value theorem
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If the functions $f$ and $g$ are both continuous on $[a,b]$ and differentiable on $(a,b)$ and if $g'(x) \neq 0$ for every $x$ between $(a,b)$. Then there exists a $c \in (a,b)$ such that
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$$
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\frac{f(b) - f(a)}{g(b) - g(a)} = \frac{f'(c)}{g'(c)}.
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$$
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**Proof:** Let $h(x) = (f(b) - f(a))(g(x) - g(a)) - (g(b) - g(a))(f(x) - f(a))$.
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Applying [Rolle's theorem](differentation.md/#rolles-theorem), since $h$ is differentiable and $h(a) = h(b)$, there is some $c$ in $(a,b)$ for which $h'(c) = 0$
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$$
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h'(c) = (f(b) - f(a))g'(c) - (g(b) - g(a))f'(c) = 0,
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$$
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$$
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\begin{array}{ll}
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\implies (f(b) - f(a))g'(c) = (g(b) - g(a))f'(c), \\
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\implies \frac{f(b) - f(a)}{g(b) - g(a)} = \frac{f'(c)}{g'(c)}.
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\end{array}
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$$
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docs/mathematics/calculus/extremes-values.md
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# Extreme values
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## Absolute extreme values
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Function $f$ has an **absolute maximum value** $f(x_0)$ at the point $x_0$ in its domain if $f(x) \leq f(x_0)$ holds ofr every $x$ in the domain of $f$.
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Similarly, $f$ has an **absolute minimum value** $f(x_1)$ at the point $x_1$ in its domain if $f(x) \geq f(x_1)$ holds for every $x$ in the domain of $f$.
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## Local extreme values
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Function $f$ has an **local maximum value** $f(x_0)$ at the point $x_0$ in its domain provided there exists a number $h > 0$ such that $f(x) \leq f(x_0)$ whenever $x$ is in the domain of $f$ and $|x - x_0| < h$.
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Similarly, $f$ has an **local minimum value** $f(x_1)$ at the point $x_1$ in its domain provided there exists a number $h > 0$ such that $f(x) \geq f(x_1)$ whenever $x$ is in the domain of $f$ and $|x - x_1| < h$.
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## Critical points
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A critical point is a point $x \in \mathrm{Dom}(f)$ where $f'(x) =0$.
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## Singular points
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A singular point is a point $x \in \mathrm{Dom}(f)$ where $f'(x)$ is not defined.
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## Endpoints
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An endpoint $x \in \mathrm{Dom}(f)$ that does not belong to any open interval contained in $\mathrm{Dom}(f)$
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## Locating extreme values
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If the function $f$ is defined on an interval $I$ and has a local maxima or minima in $I$ then the point must be either a critical point of $f$, a singular point of $f$ or an endpoint of $I$.
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**Proof:**
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Suppose that $f$ has a local maximum value at $x_0$ and that $x_0$ is neither an endpoint of the domain of $f$ nor a singular point of $f$. Then for some $h > 0$, $f(x)$ is defined on the open interval $(x_0 - h, x_0 + h)$ and has an absolute maximum at $x_0$. Also, $f'(x_0) exists, following from [Rolle's theorem](differentation.md#rolles-theorem).
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## The first derivative test
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### Example
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Find the local and absolute extreme values of $f(x) = x^4 - 2x^2 -3$ on the interval $[-2,2]$.
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$$f'(x) = 4x^3 - 4x = 4x(x^2 - 1) = 4x(x - 1)(x + 1)$$
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| $x$ | $-2$| $-1$| $0$ | $1$ | $2$ |
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| --- | --- | --- | --- | --- | --- |
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| $f'$| |- 0 +|+ 0 -|- 0 +| |
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| $f$ | max | min | max | min | max |
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| | EP | CP | CP | CP | EP |
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docs/mathematics/calculus/improper-integrals.md
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# Improper integrals
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Proper integrals are [definite integrals](integration.md/#the-definite-integral) where the integrand $f$ is *continuous* on a *closed, finite* interval $[a,b]$. For positive $f$ it corresponds to the area of a **bounded region** of the plane, a region contained inside some disk of finite radius with centre at the origin. To extend the definite integral by allowing for two possibilities excluded in the situation described above.
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1. There may exist $a=-\infty$ or $b=\infty$ or both.
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2. $f$ may be unbounded as $x$ approaches $a$ or $b$ or both.
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|
||||
Integrals satisfying 1. are called **improper integrals of type I.** and integrals satisfying 2. are called **improper integrals of type II**.
|
||||
|
||||
## Improper integrals of type I
|
||||
|
||||
If $f$ is continuous on $[a,\infty]$, the improper integral of $f$ over $[a,\infty]$ is defined as a limit of proper integrals:
|
||||
|
||||
$$
|
||||
\int_a^\infty f(x)dx = \lim_{R \to \infty} \int_a^R f(x)dx.
|
||||
$$
|
||||
|
||||
Similarly, if $f$ is continuous on $[-\infty,b]$, then the improper integrals is defined as:
|
||||
|
||||
$$
|
||||
\int_{-\infty}^b f(x)dx = \lim_{R \to -\infty} \int_R^b f(x)dx.
|
||||
$$
|
||||
|
||||
In either case, if the limit exists, the improper integral **converges**. If the limit does not exist, the improper integral **diverges**. If the limit is $\infty$ or $-\infty$, the proper integral **diverges to (negative) infinity**.
|
||||
|
||||
## Improper integrals of type II
|
||||
|
||||
If $f$ is continuous on the interval $(a,b]$ and is possibly unbounded near $a$, the improper integral may be defined as:
|
||||
|
||||
$$
|
||||
\int_a^b f(x)dx = \lim_{c \downarrow a} \int_c^b f(x)dx.
|
||||
$$
|
||||
|
||||
Similarly, if $f$ is continuous on $[a,b)$ and is possibly unbounded near $b$, the improper integral may be defined as:
|
||||
|
||||
$$
|
||||
\int_a^b f(x)dx = \lim_{c \uparrow b} \int_a^c f(x)dx.
|
||||
$$
|
||||
|
||||
These improper integrals may also converge, diverge or diverge to (negative) infinity.
|
||||
|
||||
## p-integrals
|
||||
|
||||
Summerizing the behaviour of improper integrals of types I and II for powers of $x$ if $0 < a< \infty$, then:
|
||||
|
||||
1.
|
||||
$$
|
||||
\int_a^\infty x^{-p}dx =
|
||||
\begin{cases}
|
||||
\text{converges to } \frac{a^{1-p}}{p-1} \quad \text{if } p > 1, \\
|
||||
\text{diverges to } \infty \quad \text{if } p \leq 1.
|
||||
\end{cases}
|
||||
$$
|
||||
|
||||
|
||||
2.
|
||||
$$
|
||||
\int_0^a x^{-p}dx =
|
||||
\begin{cases}
|
||||
\text{converges to } \frac{a^{1-p}}{1-p} \quad \text{if } p < 1, \\
|
||||
\text{diverges to } \infty \quad \text{if } p \geq 1.
|
||||
\end{cases}
|
||||
$$
|
||||
|
||||
**Proof of 1:**
|
||||
|
||||
For $p=1$:
|
||||
|
||||
$$
|
||||
\int_a^\infty x^{-1}dx = \lim_{R \to \infty} \int_a^R x^{-1}dx = \lim_{R \to \infty} (\ln R - \ln a) = \infty.
|
||||
$$
|
||||
|
||||
For $p < 1$:
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
\int_a^\infty x^{-p}dx &= \lim_{R \to \infty} \int_a^R x^{-p}dx, \\
|
||||
&= \lim_{R \to \infty} [\frac{x^{-p+1}}{-p+1}]_a^R, \\
|
||||
&= \lim_{R \to \infty} \frac{R^{1-p}-a^{1-p}}{1-p} = \infty.
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
For $p > 1$
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
\int_a^\infty x^{-p}dx &= \lim_{R \to \infty} \int_a^R x^{-p}dx, \\
|
||||
&= \lim_{R \to \infty} [\frac{x^{-p+1}}{-p+1}]_a^R, \\
|
||||
&= \lim_{R \to \infty} \frac{a^{-(p-1)}-R^{-(p-1)}}{p-1} = \frac{a^{1-p}}{p-1}.
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
**Proof of 2:**
|
||||
|
||||
For $p=1$:
|
||||
|
||||
$$
|
||||
\int_0^a x^{-1}dx = \lim_{c \space\downarrow\space 0} \int_c^a x^{-1}dx = \lim_{c \space\downarrow\space 0} (\ln a - \ln c) = \infty.
|
||||
$$
|
||||
|
||||
For $p > 1$
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
\int_0^a x^{-p}dx &= \lim_{c \space\downarrow\space 0} \int_c^a x^{-p}dx, \\
|
||||
&= \lim_{c \space\downarrow\space 0} [\frac{x^{-p+1}}{-p+1}]_c^a, \\
|
||||
&= \lim_{c \space\downarrow\space 0} \frac{c^{-(p-1)} - a^{-(p-1)}}{p-1} = \infty.
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
For $p < 1$:
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
\int_0^a x^{-p}dx &= \lim_{c \space\downarrow\space 0} \int_c^a x^{-p} dx, \\
|
||||
&= \lim_{c \space\downarrow\space 0} [\frac{x^{-p+1}}{-p+1}]_c^a, \\
|
||||
&= \lim_{c \space\downarrow\space 0} \frac{a^{1-p}-c^{1-p}}{1-p} = \frac{a^{1-p}}{1-p}.
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
## Comparison theorem for integrals
|
||||
|
||||
Let $-\infty \leq a < b \leq \infty$, and suppose that functions $f$ and $g$ are continuous on the interval $(a,b)$ and satisfy $0 \leq f(x) \leq g(x)$. If $\int_a^b g(x)dx$ converges, then so does $\int_a^b f(x)dx$, and:
|
||||
|
||||
$$
|
||||
\int_a^b f(x)dx \leq \int_a^b g(x)dx.
|
||||
$$
|
||||
|
||||
Equivalently, if $\int_a^b f(x)dx$ diverges to $\infty$, then so does $\int_a^b g(x)dx$.
|
||||
|
||||
**Proof:** Since both integrands are nonnegative, there are only two possibilities for each integral: it can either converge to a nonnegative number or diverge to $\infty$. Since $f(x) \leq g(x)$ on $(a,b)$, it follows by the [properties of the definite integral](integration.md/#properties) that if $a < r < s < b$, then:
|
||||
|
||||
$$
|
||||
\int_r^s f(x)dx \leq \int_r^s g(x)dx.
|
||||
$$
|
||||
|
||||
By taking limits as $r \space\downarrow\space a$ and $s \space\uparrow\space b$.
|
||||
|
||||
### To prove convergence
|
||||
|
||||
To find a function $g$, such that
|
||||
|
||||
1. $\forall x \in [a,\infty], \space 0 \leq f(x) \leq g(x)$.
|
||||
2. $\int_0^\infty g(x)dx$ is convergent.
|
||||
|
||||
### To prove divergence
|
||||
|
||||
To find a function $f$ such that
|
||||
|
||||
1. $\forall x \in [a,\infty], \space g(x) \geq f(x) \geq 0$.
|
||||
2. $\int_0^\infty f(x)dx$ is divergent.
|
90
docs/mathematics/calculus/integration-techniques.md
Executable file
90
docs/mathematics/calculus/integration-techniques.md
Executable file
|
@ -0,0 +1,90 @@
|
|||
# Integration techniques
|
||||
|
||||
## Elementary integrals
|
||||
|
||||
$$
|
||||
\int \frac{1}{a^2 + x^2} dx = \frac{1}{a} \arctan(\frac{x}{a}) + C
|
||||
$$
|
||||
|
||||
$$
|
||||
\int \frac{1}{\sqrt{a^2-x^2}} dx = \arcsin(\frac{x}{a}) + C
|
||||
$$
|
||||
|
||||
## Linearity of the integral
|
||||
|
||||
$$
|
||||
\int Af(x) + Bg(x)dx = A\int f(x)dx + B\int g(x)dx
|
||||
$$
|
||||
|
||||
**Proof:** is missing.
|
||||
|
||||
## Substitution
|
||||
|
||||
Suppose that $g$ is a differentiable on $[a,b]$, that satisfies $g(a)=A$ and $g(b)=B$. Also suppose that $f$ is continuous on the range of $g$, then
|
||||
|
||||
let $u = g(x)$ then $du = g'(x)dx$,
|
||||
|
||||
$$
|
||||
\int_a^b f(g(x))g'(x)dx = \int_A^B f(u)du.
|
||||
$$
|
||||
|
||||
## Inverse substitution
|
||||
|
||||
Inverse substitutions appear to make the integral more complicated, thereby this strategy must act as last resort. Substituting $x=g(u)$ in the integral
|
||||
|
||||
$$
|
||||
\int_a^b f(x)dx,
|
||||
$$
|
||||
|
||||
leads to the integral
|
||||
|
||||
$$
|
||||
\int_{x=a}^{x=b} f(g(u))g'(u)du.
|
||||
$$
|
||||
|
||||
## Integration by parts
|
||||
|
||||
Suppose $U(x)$ and $V(x)$ are two differentiable functions. According to the [product rule](differentation.md/#differentation-rules),
|
||||
|
||||
$$
|
||||
\frac{d}{dx}(U(x)V(x)) = U(x) \frac{dV}{dx} + V(x) \frac{dU}{dx}.
|
||||
$$
|
||||
|
||||
Integrating both sides of this equation and transposing terms
|
||||
|
||||
$$
|
||||
\int U(x) \frac{dV}{dx} dx = U(x)V(x) - \int V(x) \frac{dU}{dx} dx,
|
||||
$$
|
||||
|
||||
obtaining:
|
||||
|
||||
$$
|
||||
\int U dV = U V - \int V dU.
|
||||
$$
|
||||
|
||||
For definite integrals that is:
|
||||
|
||||
$$
|
||||
\int_a^b f'(x)g(x)dx = [f(x)g(x)]_a^b - \int_a^b f(x)g'(x)dx.
|
||||
$$
|
||||
|
||||
## Integration of rational functions
|
||||
|
||||
Let $P(x)$ and $Q(x)$ be polynomial functions with real coefficients. Forming a rational function, $\frac{P(x)}{Q(x)}$. Let $\frac{P(x)}{Q(x)}$ be a **strictly proper rational function**, that is; $\mathrm{deg}(P(x)) < \mathrm{deg}(Q(x))$. If the function is not it can be possibly made into a **strictly proper rational function** by using **long division**.
|
||||
|
||||
Then, $Q(x)$ can be factored into the product of a constant $K$, real linear factors of the form $x-a_i$, and real quadratic factors of the form $x^2+b_ix + c_i having no real roots.
|
||||
|
||||
The rational function can be expressed as a sum of partial fractions. Corresponding to each factor $(x-a)^m$ of $Q(x)$ the decomposition contains a sum of fractions of the form
|
||||
|
||||
$$
|
||||
\frac{A_1}{x-a} + \frac{A_2}{(x-a)^2} + ... + \frac{A_m}{(x-a)^m}.
|
||||
$$
|
||||
|
||||
Corresponding to each factor $(x^2+bx+c)^n$ of $Q(x)$ the decomposition contains a sum of fractions of the form
|
||||
|
||||
$$
|
||||
\frac{B_1x+C_1}{x^2+bx+c} + \frac{B_2x+C_2}{(x^2+bx+c)^2} + ... + \frac{B_nx+C_n}{(x^2+bx+c)^n}.
|
||||
$$
|
||||
|
||||
The constant $A_1,A_2,...,A_m,B_1,B_2,...,B_n,C_1,C_2,....,C_n$ can be determined by adding up the fractions in the decomposition and equating the coefficients of like powers of $x$ in the numerator of the sum those in $P(x)$.
|
||||
|
191
docs/mathematics/calculus/integration.md
Executable file
191
docs/mathematics/calculus/integration.md
Executable file
|
@ -0,0 +1,191 @@
|
|||
# Integration
|
||||
|
||||
## Sigma notation
|
||||
|
||||
if $m$ and $n$ are integers with $m \leq n$, and if $f$ is a function defined as $f: \{m,m+1,...,n\} \to \mathbb{R}$, the symbol $\sum_{i=m}^{n} f(i)$ represents the sum of the values of $f$ at those integers:
|
||||
|
||||
$$
|
||||
\sum_{i=m}^{n} f(i) = f(m) + f(m+1) + f(m+2) + ... + f(n).
|
||||
$$
|
||||
|
||||
The explicit sum appearing on the right side of this equation is the **expansion** of the sum represented in sigma notation on the left side.
|
||||
|
||||
## Partitions
|
||||
|
||||
Let $P$ be a finite set of points arranged in order between $a$ and $b$ on the real line
|
||||
|
||||
$$
|
||||
P = {x_0, x_1, ... , x_{n-1}, x_n},
|
||||
$$
|
||||
|
||||
where $a = x_0 < x_1 < ... < x_{n-1} < x_n = b$. Such a set $P$ is called a **partition** of $[a,b]$; it divides $[a,b]$ into $n$ subintervals of which the *i*th is $[x_{i-1},x_i]. The length of the *i*th subinterval of $P$ is
|
||||
|
||||
$$
|
||||
\Delta x_i = x_i - x_{i-1} \quad \mathrm{for} \space 1 \leq i \leq n,
|
||||
$$
|
||||
|
||||
Then, the **norm** of the partition $P$ is defined as
|
||||
|
||||
$$
|
||||
\parallel P \parallel = \max_{1 \leq i \leq n} \Delta x_i
|
||||
$$
|
||||
|
||||
If the function $f$ is continuous on the interval $[a,b]$, it is continuous on each subinterval $[x_{i-1},x_i]$, and has a maximum $u_i$ and minimum $l_i$ on each subinterval by the [Extreme value theorem](continuity.md/#the-extreme-value-theorem) such that
|
||||
|
||||
$$
|
||||
f(l_i) \leq f(x) \leq f(u_i) \quad \forall x \in [x_{i-1},x_i]/
|
||||
$$
|
||||
|
||||
## Upper and lower Riemann sums
|
||||
|
||||
The **lower Riemann sum**, $L(f,P)$, and the **upper Riemann sum**, $U(f,P)$, for the function $f$ amd the partition $P$ are defined by:
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
L(f,P) &= f(l_1)\Delta x_1 + f(l_2)\Delta x_2 + ... + f(l_n)\Delta x_n \\
|
||||
&= \sum_{i=1}^n f(l_i)\Delta x_i, \\
|
||||
U(f,P) &= f(u_1)\Delta x_1 + f(u_2)\Delta x_2 + ... + f(u_n)\Delta x_n \\
|
||||
&= \sum_{i=1}^n f(u_i)\Delta x_i.
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
**Theorem:** for any partitions $P$, $Q$ on $[a,b]$ all lower Riemann sums are smaller than or equal to any upper Riemann sums:
|
||||
|
||||
$$
|
||||
L(f,P) \leq U(f,Q).
|
||||
$$
|
||||
|
||||
**Proof:** let $P$, $Q$ be partitions on $[a,b]$, suppose $L(f,P) \leq U(f,Q)$, define $R = P \cup Q$, $R$ is a refinement of $P$, $Q$. Then,
|
||||
|
||||
$$
|
||||
L(f,P) \leq L(f,R) \leq U(f,R) \leq U(f,Q).
|
||||
$$
|
||||
|
||||
## The definite integral
|
||||
|
||||
Suppose there exists exactly one number $I \in \mathbb{R}$ such that for every partition $P$ of $[a,b]$:
|
||||
|
||||
$$
|
||||
L(f,P) \leq I \leq U(f,P).
|
||||
$$
|
||||
|
||||
Then the function $f$ is integrable on $[a,b]$ and $I$ is called the definite integral
|
||||
|
||||
$$
|
||||
I = \int_a^b f(x) dx.
|
||||
$$
|
||||
|
||||
**Theorem:** suppose that a function $f$ is bounded on the interval $[a,b]$, then $f$ is integrable on $[a,b]$ if and only if $\forall \varepsilon > 0$ there exists a partition $P$ of $[a,b]$ such that
|
||||
|
||||
$$
|
||||
U(f,P) - L(f,P) < \varepsilon.
|
||||
$$
|
||||
|
||||
**Proof:** let $a,b \in \mathbb{R}$, $\forall \varepsilon > 0$ there is $|a-b| < \varepsilon$ then $a=b$.
|
||||
|
||||
**Theorem:** if $f$ is continuous on the interval $[a,b]$, then $f$ is integrable on $[a,b]$.
|
||||
|
||||
**Proof:** is missing...
|
||||
|
||||
### Properties
|
||||
|
||||
* If $a \leq b$ and $f(x) \leq g(x) \space \forall x \in [a,b]$:
|
||||
|
||||
$$
|
||||
\int_a^b f(x)dx \leq \int_a^b g(x)dx.
|
||||
$$
|
||||
|
||||
**Proof:** is missing...
|
||||
|
||||
* The **triangle inequality** for sums extends to definite integrals. If $a \leq b$, then
|
||||
|
||||
$$
|
||||
|\int_a^b f(x)dx| \leq \int_a^b |f(x)|dx.
|
||||
$$
|
||||
|
||||
**Proof:** is missing...
|
||||
|
||||
* Integral of an odd function $f(-x) = -f(x)$:
|
||||
|
||||
$$
|
||||
\int_{-a}^a f(x)dx = 0.
|
||||
$$
|
||||
|
||||
**Proof:** is missing...
|
||||
|
||||
* Integral of an even function $f(-x) = f(x)$:
|
||||
|
||||
$$
|
||||
\int_{-a}^a f(x)dx = 2\int_0^a f(x)dx.
|
||||
$$
|
||||
|
||||
**Proof:** is missing...
|
||||
|
||||
## The Mean-value theorem for integrals
|
||||
|
||||
If the function $f$ is continuous on $[a,b]$ then there exists a point $c$ in $[a,b]$ such that
|
||||
|
||||
$$
|
||||
\int_a^b f(x)dx = (b-a)f(c)
|
||||
$$
|
||||
|
||||
**Proof:** $\forall x \in [a,b]$,
|
||||
|
||||
let $m \leq f(x) \leq M$,
|
||||
|
||||
$$m(b-a)=\int_a^b mdx \leq \int_a^b f(x)dx \leq \int_a^b Mdx = M(b-a),$$
|
||||
|
||||
$$m \leq \frac{1}{b-a} \int_a^b f(x)dx \leq M,$$
|
||||
|
||||
According to [the intermediate value theorem](continuity.md/#the-intermediate-value-theorem) there exists a $c \in [a,b]$ such that
|
||||
|
||||
$$\frac{1}{b-a} \int_a^b f(x)dx = f(c)$$
|
||||
|
||||
## Piecewise continuous functions
|
||||
|
||||
Let $c_0 < c_1 < ... < c_n$ be a finite set of points on the real line. A function $f$ defined on $[c_0,c_n]$ except possibly at some of the points $c_i$, $(0 \leq i \leq n)$, is called piecewise continuous on that interval if for each $i$ $(1 \leq i \leq b)$ there exists a function $F_i$ continuous on the *closed* interval $[c_{i-1},c_i]$ such that
|
||||
|
||||
$$
|
||||
f(x) = F_i(x).
|
||||
$$
|
||||
|
||||
In this case, te integral of $f$ from $c_0$ to $c_n$ is defined to be
|
||||
|
||||
$$
|
||||
\int_{c_0}^{c_n} f(x)dx = \sum_{i=1}^n \int_{c_i-1}^{c_i} F_i(x)dx.
|
||||
$$
|
||||
|
||||
## The fundamental theorem of calculus
|
||||
|
||||
Suppose that the function $f$ is continuous on an interval $I$ containing the point $a$.
|
||||
|
||||
**Part I.** Let the function $F$ be defined on $I$ by
|
||||
|
||||
$$
|
||||
F(x) = \int_a^x f(t)dt.
|
||||
$$
|
||||
|
||||
Then $F$ is differentiable on $I$, and $F'(x) = f(x)$ there. Thus, $F$ is an antiderivative of $f$ on $I$:
|
||||
|
||||
$$
|
||||
\frac{d}{dx} \int_a^x f(t)dt = f(x).
|
||||
$$
|
||||
|
||||
**Part II.** If $G(x)$ is *any* antiderivative of $f(x)$ on $I$, so that $G'(x) = f(x)$ on $I$, then for any $b$ in $I$ there is
|
||||
|
||||
$$
|
||||
\int_a^b f(x)dx = G(b) - G(a).
|
||||
$$
|
||||
|
||||
**Proof:** using the definitions of the derivative
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
F'(x) &= \lim_{h \to 0} \frac{F(x+h)-F(x)}{h}, \\
|
||||
&= \lim_{h \to 0} \frac{1}{h}(\int_a^{x+h} f(t)dt - \int_a^x f(t)dt), \\
|
||||
&= \lim_{h \to 0} \frac{1}{h} \int_x^{x+h} f(t)dt, \\
|
||||
&= \lim_{h \to 0} hf(c) \quad \mathrm{for \space some} \space c \in [x,x+h], \\
|
||||
&= \lim_{c \to x} f(c), \\
|
||||
&= f(x).
|
||||
\end{array}
|
||||
$$
|
107
docs/mathematics/calculus/limits.md
Executable file
107
docs/mathematics/calculus/limits.md
Executable file
|
@ -0,0 +1,107 @@
|
|||
# Limits
|
||||
|
||||
If $f(x)$ is defined for all $x$ near a, except possibly at a itself, and if it can be ensured that $f(x)$ is as close to $L$ by taking $x$ close enough to $a$, but not equal to $a$. Then $f$ approaches the **limit** $L$ as $x$ approaches $a$:
|
||||
|
||||
$$
|
||||
\lim_{x \to a} f(x) = L
|
||||
$$
|
||||
|
||||
## One-sided limits
|
||||
|
||||
If $f(x)$ is defined on some interval $(b,a)$ extending to the left of $x=a$, and if it can be ensured that $f(x)$ is as close to $L$ by taking $x$ to the left of $a$ and close enough to $a$, then $f(x) has **left limit** $L$ at $x=a$ and:
|
||||
|
||||
$$
|
||||
\lim_{x \uparrow a} f(x) = L.
|
||||
$$
|
||||
|
||||
If $f(x)$ is defined on some interval $(b,a)$ extending to the right of $x=a$ and if it can be ensured that $f(x)$ is as close to $L$ by taking $x$ to the right of $a$ and close enough to $a$, then $f(x) has **right limit** $L$ at $x=a$ and:
|
||||
|
||||
$$
|
||||
\lim_{x \downarrow a} f(x) = L.
|
||||
$$
|
||||
|
||||
## Limits at infinity
|
||||
|
||||
If $f(x)$ is defined on an interval $(a,\infty)$ and if it can be ensured that $f(x)$ is as close to $L$ by taking $x$ large enough, then $f(x)$ **approaches the limit $L$ as $x$ approaches infinity** and
|
||||
|
||||
$$
|
||||
\lim_{x \to \infty} f(x) = L
|
||||
$$
|
||||
|
||||
## Limit rules
|
||||
|
||||
If $\lim_{x \to a} f(x) = L$, $\lim_{x \to a} g(x) = M$, and $k$ is a constant then,
|
||||
|
||||
* **Limit of a sum:** $\lim_{x \to a}[f(x) + g(x)] = L + M$.
|
||||
* **Limit of a difference:** $\lim_{x \to a}[f(x) - g(x)] = L - M$.
|
||||
* **Limit of a multiple:** $\lim_{x \to a}k f(x) = k L$.
|
||||
* **Limit of a product:** $\lim_{x \to a}f(x) g(x) = L M$.
|
||||
* **Limit of a quotient:** $\lim_{x \to a}\frac{f(x)}{g(x)} = \frac{L}{M}$, if $M \neq 0$.
|
||||
* **Limit of a power:** $\lim_{x \to a}[f(x)]^\frac{m}{n} = L^{\frac{m}{n}}$.
|
||||
|
||||
## Formal definition of a limit
|
||||
|
||||
The limit $\lim_{x \to a} f(x) = L$ means,
|
||||
|
||||
$$
|
||||
\forall \varepsilon_{> 0} \exists \delta_{>0} \Big[ 0<|x-a|<\delta \implies |f(x) - L| < \varepsilon \Big].
|
||||
$$
|
||||
|
||||
The limit $\lim_{x \to \infty} f(x) = L$ means,
|
||||
|
||||
$$
|
||||
\forall \varepsilon_{> 0} \exists N_{>0} \Big[x > N \implies |f(x) - L | < \varepsilon \Big].
|
||||
$$
|
||||
|
||||
The limit $\lim_{x \to a} f(x) = \infty$ means,
|
||||
|
||||
$$
|
||||
\forall M_{> 0} \exists \delta_{>0} \Big[ 0<|x-a|<\delta \implies f(x) > M \Big].
|
||||
$$
|
||||
|
||||
The limit $\lim_{x \to \infty} f(x) = \infty$ means,
|
||||
|
||||
$$
|
||||
\forall M_{> 0} \exists N_{>0} \Big[ x > N \implies f(x) > M \Big].
|
||||
$$
|
||||
|
||||
For one-sided limits there are similar formal definitions.
|
||||
|
||||
### Example
|
||||
|
||||
Applying the formal definition of a limit for $\lim_{x \to 4}\sqrt{2x + 1}$
|
||||
|
||||
* Given $\varepsilon > 0$
|
||||
* Choose $\delta = \frac{\varepsilon}{2}$
|
||||
* Suppose $0 < |x - 4| < \delta$
|
||||
* Check $|\sqrt{2x + 1} - 3|$
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
|\sqrt{2x + 1} - 3| &= |\frac{(\sqrt{2x + 1} - 3)(\sqrt{2x + 1} + 3)}{\sqrt{2x + 1} + 3}|\\
|
||||
&= \frac{2|x - 4|}{\sqrt{2x + 1} + 3}\\
|
||||
&< 2|x-4|\\
|
||||
&< 2\delta = \varepsilon
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
## Squeeze Theorem
|
||||
|
||||
Suppose that $f(x) \leq g(x) \leq h(x)$ holds for all $x$ in some open interval containing $a$, except possibly at $x=a$ itself. Suppose also that
|
||||
|
||||
$$\lim_{x \to a} f(x) = \lim_{x \to a} h(x) = L.$$
|
||||
|
||||
Then $\lim_{x \to a} g(x) = L$ also. Similar statements hold for left and right limits.
|
||||
|
||||
### Example
|
||||
|
||||
Applying squeeze theorem on $\lim_{x \to 0} x^2 \cos(\frac{1}{x})$.
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
\forall x \neq 0\\
|
||||
-1 \leq \cos(\frac{1}{x}) \leq 1 \implies -x^2 \leq x^2 \cos(\frac{1}{x}) \leq x^2\\
|
||||
\mathrm{Since,} \space \lim_{x \to 0} x^2 = \lim_{x \to 0} -x^2 = 0\\
|
||||
\lim_{x \to 0} x^2 \cos(\frac{1}{x}) = 0
|
||||
\end{array}
|
||||
$$
|
197
docs/mathematics/calculus/taylor-polynomials.md
Executable file
197
docs/mathematics/calculus/taylor-polynomials.md
Executable file
|
@ -0,0 +1,197 @@
|
|||
# Taylor polynomials
|
||||
|
||||
## Linearization
|
||||
|
||||
A function $f(x)$ about $x = a$ may be linearized into
|
||||
|
||||
$$
|
||||
P_1(x) = f(a) + f'(a)(x-a),
|
||||
$$
|
||||
|
||||
obtaining a polynomial that matches the value and derivative of $f$ at $x = a$.
|
||||
|
||||
## Taylor's theorem
|
||||
|
||||
Even better approximations of $f(x)$ can be obtained by using higher degree polynomials if $f^{n+1}(t)$ exists for all $t$ in an interval containing $a$ and $x$. Thereby matching more derivatives at $x = a$,
|
||||
|
||||
$$
|
||||
P_n(x) = f(a) + f'(a)(x-a) + \frac{f''(a)}{2!}(x-a)^2+ ... + \frac{f^{(n)}(a)}{n!}(x-a)^n.
|
||||
$$
|
||||
|
||||
Then the error $E_n(x) = f(x) - P_n(x)$ in the approximation $f(x) \approx P_n(x)$ is given by
|
||||
|
||||
$$
|
||||
E_n(a) = \frac{f^{(n+1)}(s)}{(n+1)!}(x-a)^{n+1},
|
||||
$$
|
||||
|
||||
where $s$ is some number between $a$ and $x$. The resulting formula
|
||||
|
||||
$$
|
||||
f(x) = f(a) + f'(a)(x-a) + \frac{f''(a)}{2!}(x-a)^2 + ... + \frac{f^{(n)}(a)}{n!}(x-a)^n + \frac{f^{(n+1)}(s)}{(n+1)!}(x-a)^{n+1},
|
||||
$$
|
||||
|
||||
for some $s$ between $a$ and $x$, is called **Taylor's formula with Lagrange remainder**; the Lagrange is the error term $E_n(x)$.
|
||||
|
||||
**Proof:**
|
||||
|
||||
Observe that the case $n=0$ of Taylor's formula, namely
|
||||
|
||||
$$
|
||||
f(x) = P_0(x) + E_0(x) = f(a) + \frac{f'(s)}{1!}(x-a),
|
||||
$$
|
||||
|
||||
is just the [Mean-value theorem](differentation.md#mean-value-theorem) for some $s$ between $a$ and $x$
|
||||
|
||||
$$
|
||||
\frac{f(x) - f(a)}{x-a} = f'(s).
|
||||
$$
|
||||
|
||||
Using induction to prove for $n > 0$. Suppose $n = k-1$ where $k \geq 1$ is an integer, then
|
||||
|
||||
$$
|
||||
E_{k-1}(x) = \frac{f^{(k)}(s)}{k!}(x-a)^k,
|
||||
$$
|
||||
|
||||
where $s$ is some number between $a$ and $x$. Consider the next higher case: $n=k$. Applying the [Generalized Mean-value theorem](differentation.md/#generalized-mean-value-theorem) to the functions $E_k(t)$ and $(t-a)^{k+1}$ on $[a,x]$. Since $E_k(a)=0$, a number $u$ in $(a,x)$ is obtained such that
|
||||
|
||||
$$
|
||||
\frac{E_k(x) - E_k(a)}{(x-a^{k+1}) - (a-a)^{k+1}}= \frac{E_k(x)}{(x-a)^{k+1}} = \frac{E_k'(u)}{(k+1)(u - a)^k}.
|
||||
$$
|
||||
|
||||
Since
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
E_k'(u)&=\frac{d}{dx}(f(x)-f(a)-f'(a)(x-a)-\frac{f''(a)}{2!}(t-a)^2-...-\frac{f^{(k)}(a)}{k!}(t-a)^k)|_{x=u} \\
|
||||
&= f'(u) - f'(a) - f''(a)(u-a)-...-\frac{f^{(k)}(a)}{(k-1)!}(u-a)^{k-1}
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
is just $E_{k-1}(u)$ for the function $f'$ instead of $f$. By the induction assumption it is equal to
|
||||
|
||||
$$
|
||||
\frac{(f')^{(k)}(s)}{k!}(u-a)^k = \frac{f^{(k+1)}(s)}{k!}(u-a)^k
|
||||
$$
|
||||
|
||||
for some $s$ between $a$ and $u$. Therefore,
|
||||
|
||||
$$
|
||||
E_k(x) = \frac{f^{(k+1)}(s)}{(k+1)!}(x-a)^{k+1}
|
||||
$$
|
||||
|
||||
## Big-O notation
|
||||
|
||||
$f(x) = O(u(x))$ for $x \to a$ if and only if there exists a $k > 0$ such that
|
||||
|
||||
$$
|
||||
|f(x)| \leq k|u(x)|
|
||||
$$
|
||||
|
||||
For all $x$ in the open interval around $x=a$.
|
||||
|
||||
The following properties follow from the definition:
|
||||
|
||||
1. If $f(x) = O(u(x))$ as $x \to a$, then $Cf(x) = O(u(x))$ as $x \to a$ for any value of the constant $C$.
|
||||
2. If $f(x) = O(u(x))$ as $x \to a$ and $g(x) = O(u(x))$ as $x \to a$, then $f(x) \pm g(x) = O(u(x))$ as $x \to a$.
|
||||
3. If $f(x) = O((x-a)^ku(x))$ as $x \to a$, then $\frac{f(x)}{(x-a)^k} = O(u(x))$ as $x \to a$ for any constant $k$.
|
||||
|
||||
If $f(x) = Q_n(x) + O((x-a)^{n+1})$ as $x \to a$, where $Q_n$ is a polynomial of degree at most $n$, then $Q_n(x) = P_n(x)$.
|
||||
|
||||
**Proof:** Follows from the properties of the big-O notation
|
||||
|
||||
Let $P_n$ be the Taylor polynomial, then properties 1 and 2 of big-O imply
|
||||
that $R_n(x) = Q_n(x) - P_n(x) = O((x - a)^{n+1})$ as $x \to a$. It must be shown that $R_n(x)$ is identically zero so that $Q_n(x) = P_n(x)$ for all $x$. $R_n(x)$ may be written in the form
|
||||
|
||||
$$
|
||||
R_n(x) = c_0 + c_1(x-a) + c_2(x-a)^2 + ... + c_n(x-a)^n
|
||||
$$
|
||||
|
||||
If $R_n(x)$ is not identically zero, then there is a smallest coefficient $c_k$ $k \leq n$, such that $c_k \neq 0$, but $c_j = 0$ for $0 \leq j \leq k -1$
|
||||
|
||||
$$
|
||||
R_n(x) = (x-a)^k(c_k + c_{k+1}(x-a) + ... + c_n(x-a)^{n-k}).
|
||||
$$
|
||||
|
||||
Therefore,
|
||||
|
||||
$$
|
||||
\lim_{x \to a} \frac{R_n(x)}{(x-a)^k} = c_k \neq 0.
|
||||
$$
|
||||
|
||||
However, by property 3
|
||||
|
||||
$$
|
||||
\frac{R_n(x)}{(x-a)^k} = O((x-a)^{n+1-k}).
|
||||
$$
|
||||
|
||||
Since $n+1-k > 0$, $\frac{R_n(x)}{(x-a)^k} \to 0$ as $x \to a$. This contradiction shows that $R_n(x)$ must be
|
||||
identically zero.
|
||||
|
||||
## Maclaurin formulas
|
||||
|
||||
Some Maclaurin formulas with errors in big-O notation. These may be used in constructing Taylor polynomials from compsite functions. As $x \to 0$
|
||||
|
||||
1. $$\frac{1}{1-x} = 1 + x + ... + x^n + O(x^{n+1}),$$
|
||||
2. $$\ln(1+x) = x - \frac{x^2}{2} + \frac{x^3}{3} - ... + (-1)^{n-1}\frac{x^n}{n} + O(x^{n+1}),$$
|
||||
3. $$e^x = 1 + x + \frac{x^2}{2!} + ... + \frac{x^n}{n!} + O(x^{n+1}),$$
|
||||
4. $$\sin x = x - \frac{x^3}{3!} + \frac{x^5}{5!} - ... + (-1)^n\frac{x^{2n+1}}{(2n+1)!} + O(x^{2n+3}),$$
|
||||
5. $$\cos x = 1 - \frac{x^2}{2!} + \frac{x^4}{4!} - ... + (-1)^n\frac{x^{2n}}{(2n)!} + O(x^{2n+1}),$$
|
||||
6. $$\arctan x = x - \frac{x^3}{3} + \frac{x^5}{5} - ... + (-1)^n\frac{x^{2n+1}}{2n+1} + O(x^{2n+3}).$$
|
||||
|
||||
### Example
|
||||
|
||||
Construct $P_4(x)$ for $f(x) = e^{\sin x}$ around $x=0$.
|
||||
|
||||
$$
|
||||
e^{\sin x} \approx 1 + (x - \frac{x^3}{3!} + \frac{x^5}{5!}) + \frac{1}{2!}(x - \frac{x^3}{3!} + \frac{x^5}{5!})^2 + \frac{1}{3!}(x - \frac{x^3}{3!} + \frac{x^5}{5!})^3
|
||||
$$
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
P_4(x) &= 1 + x \frac{1}{2}x^2 + (-\frac{1}{6} + \frac{1}{6})x^3 + (-\frac{1}{6} + \frac{1}{4!})x^4 + O(x^5), \\
|
||||
&= 1 + x \frac{1}{2}x^2 - \frac{1}{8}x^4 + O(x^5).
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
## Evaluating limits with Taylor polynomials
|
||||
|
||||
Taylor and Macluarin polynomials provide a method for evaluating limits of indeterminate forms.
|
||||
|
||||
### Example
|
||||
|
||||
Determine the limit $\lim_{x \to 0} \frac{x \arctan x - \ln(1+x^2)}{x \sin x - x^2}$.
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
x \sin x - x^2 \approx x^2 - \frac{x^4}{6} + O(x^6) - x^2 = - \frac{x^4}{6} + O(x^6) \\
|
||||
x \arctan x - \ln(1+x^2) \approx x^2 - \frac{x^4}{3} + O(x^6) - x^2 + \frac{x^4}{2} + O(x^6) = \frac{x^4}{6} + O(x^6)
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
$$
|
||||
\lim_{x \to 0} \frac{\frac{x^4}{6} + O(x^6)}{- \frac{x^4}{6} + O(x^6)} = -1
|
||||
$$
|
||||
|
||||
## L'Hôpital's rule
|
||||
|
||||
Suppose the function $f$ and $g$ are differentiable on the interval $(a,b)$, and $g'(x) \neq 0$ there. Also suppose that $\lim_{x \downarrow a} f(x) = \lim_{x \downarrow a} g(x) = 0$ then
|
||||
|
||||
$$
|
||||
\lim_{x \downarrow a} \frac{f(x)}{g(x)} = \lim_{x \downarrow a} \frac{f'(x)}{g'(x)} = L.
|
||||
$$
|
||||
|
||||
The outcome is exactly the same as using Taylor polynomials.
|
||||
|
||||
**Proof:** using Taylor polynomials around $x = a$.
|
||||
|
||||
$$
|
||||
\lim_{x \to a} \frac{f(x)}{g(x)} = \lim_{x \to a} \frac{f(a) + f'(a)(x - a) + \frac{f''(a)}{2}(x-a)^2 + O((x-a)^3)}{g(a) + g'(a)(x-a) + \frac{g''(a)}{2}(x-a)^2 + O((x-a)^3)}.
|
||||
$$
|
||||
|
||||
If $f(a)$ and $g(a)$ are both zero
|
||||
|
||||
$$
|
||||
\lim_{x \to a} \frac{f'(a)(x - a) + \frac{f''(a)}{2}(x-a)^2 + O((x-a)^3)}{g'(a)(x-a) + \frac{g''(a)}{2}(x-a)^2 + O((x-a)^3)},
|
||||
$$
|
||||
|
||||
enzovoort.
|
|
@ -0,0 +1,50 @@
|
|||
# Exponential and logarithmic functions
|
||||
|
||||
## The natural logarithm
|
||||
|
||||
The natural logarithm is defined as having its derivative equal to $\frac{1}{x}$. For $x > 0$, then
|
||||
|
||||
$$
|
||||
\frac{d}{dx} \ln x = \frac{1}{x}.
|
||||
$$
|
||||
|
||||
### Standard limit
|
||||
|
||||
$$
|
||||
\lim_{h \to 0} \frac{\ln (1+h)}{h} = 1
|
||||
$$
|
||||
|
||||
## The exponential function
|
||||
|
||||
The exponential function is defined as the inverse of the natural logarithm
|
||||
|
||||
$$
|
||||
\ln e^x = x.
|
||||
$$
|
||||
|
||||
Furthermore $e$ may be defined by,
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
\lim_{n \to \infty} (1 + \frac{1}{n})^n = e, \\
|
||||
\lim_{n \to \infty} (1 + \frac{x}{n})^n = e^x.
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
### Derivative of exponential function
|
||||
|
||||
The derivative of $y = e^x$ may be calculated by [implicit differentation](../differentation.md#implicit-differentation):
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
y = e^x &\implies x = \ln y, \\
|
||||
&\implies 1 = \frac{1}{y} \frac{dy}{dx}, \\
|
||||
&\implies \frac{dy}{dx} = y = e^x.
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
### Standard limit
|
||||
|
||||
$$
|
||||
\lim_{h \to 0} \frac{e^h - 1}{h} = 1
|
||||
$$
|
69
docs/mathematics/calculus/transcendental-functions/inverse-functions.md
Executable file
69
docs/mathematics/calculus/transcendental-functions/inverse-functions.md
Executable file
|
@ -0,0 +1,69 @@
|
|||
# Inverse functions
|
||||
|
||||
## Injectivity
|
||||
|
||||
A function $f$ is called injective if for all $x_1,x_2 \in \mathrm{Dom}(f), \space x_1 \neq x_2$ implies that $f(x_1) \neq f(x_2).$ Meaning that for every $y \in \mathrm{Rang}(f)$ there is precisely one $x \in \mathrm{Dom}(f)$ such that $y = f(x)$. Meaning, every $x$ has an unique $y$.
|
||||
|
||||
## Inverse function
|
||||
|
||||
If $f$ is injective, then it has an inverse function $f^{-1}$. The value of $f^{-1}(x)$ is the unique number $y$ in the domain of $f$ for which $f(y) = x$. Thus,
|
||||
|
||||
$$
|
||||
y = f^{-1}(x) \iff x = f(y)
|
||||
$$
|
||||
|
||||
Suppose $f$ is a continuous function, $f$ is injective if $f$ is strictly increasing or decreasing. That is, $f' \leq 0 \vee f' \geq 0$.
|
||||
|
||||
### Derivative of inverse function
|
||||
|
||||
When $f$ is differentiable and injective $(f^{-1})'(x) = \frac{1}{f'(f^{-1}(x))}$.
|
||||
|
||||
**Proof:**
|
||||
|
||||
$$f(y) = x \implies f'(y) \frac{dy}{dx} = 1$$
|
||||
|
||||
$$\frac{dy}{dx} = \frac{1}{f'(y)} = \frac{1}{f'(f^{-1}(x))}$$
|
||||
|
||||
Without knowing the inverse function a value of the inverse derivative may be determined.
|
||||
|
||||
## The arcsine function
|
||||
|
||||
Always $\arcsin$ not $\sin^{-1}$ that is wrong since $\sin$ is not injective.
|
||||
|
||||
For $x \in [-\frac{\pi}{2},\frac{\pi}{2}] \space \arcsin(\sin x) = x$
|
||||
|
||||
For $x \in [-1,1] \space \sin(\arcsin x) = x$
|
||||
|
||||
The arccosine function is similar.
|
||||
|
||||
## Example question
|
||||
|
||||
Prove that $\forall x \geq 0$: $\arctan(x + 1) - \arctan(x) < \frac{1}{1 + x^2}$.
|
||||
|
||||
For $x = 0$: $\frac{\pi}{4} < 1$.
|
||||
|
||||
For $x > 0$: Consider the function $f(t) = \arctan(t)$ on the interval $[x, x+1]$. Apply the [Mean-value theorem](../differentation.md/#mean-value-theorem) of $f$ at the interval $[x,x+1]$,
|
||||
|
||||
$$\frac{f(x+1) - f(x)}{(x+1) - 1} = f'(c).$$
|
||||
|
||||
Let $\arctan(c) = y$ then, $c = \tan y$,
|
||||
|
||||
$$
|
||||
\begin{array}{ll}
|
||||
\frac{dy}{dc} (c = \tan y) &\implies 1 = \sec^2 (y) \frac{dy}{dc} = (\tan^2 y + 1) \frac{dy}{dc} \\
|
||||
&\implies 1 = (c^2 + 1) \frac{dy}{dc} \\
|
||||
&\implies \frac{dy}{dc} = \frac{1}{c^2 + 1}.
|
||||
\end{array}
|
||||
$$
|
||||
|
||||
Obtaining,
|
||||
|
||||
$$\arctan(x+1) - \arctan(x) = f'(c) = \frac{1}{c^2 + 1}.$$
|
||||
|
||||
For some $c \in (x,x+1)$, since $c > x$
|
||||
|
||||
$$\frac{1}{1 + c^2} < \frac{1}{1 + x^2},$$
|
||||
|
||||
thereby
|
||||
|
||||
$$\arctan(x+1) - \arctan(x) < \frac{1}{1 + x^2}.$$
|
Loading…
Add table
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Reference in a new issue