EPS Mathematics 2 B87AN2 Part 1: Advanced Dierentiation

Department of Mathematics 20102011

Contents
1.1 Revision of Dierentiation . . . . . . . . . . . . . . . 1.1.1 Dierentiation: Common Functions and Rules 1.1.2 Chain Rule . . . . . . . . . . . . . . . . . . . 1.1.3 Product Rule . . . . . . . . . . . . . . . . . . 1.1.4 Quotient Rule . . . . . . . . . . . . . . . . . . Implicit Dierentiation . . . . . . . . . . . . . . . . . Parametric Dierentiation . . . . . . . . . . . . . . . 1.3.1 Second derivatives . . . . . . . . . . . . . . . Maclaurin Series . . . . . . . . . . . . . . . . . . . . 1.4.1 Small angle approximations . . . . . . . . . . 1.4.2 Taylor series . . . . . . . . . . . . . . . . . . . Answers to Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2 2 3 3 4 7 9 10 11 12 13

1.2 1.3 1.4

1.5

1.1

Revision of Dierentiation

Recall that for a function y = f (x) the derivative of f (x) is (a) the slope (or gradient) of the tangent at the point (x, y ) on the graph of y = f (x), (b) the rate of change of the function f (x) with respect to x. There are several, equivalent, ways of writing the derivative f (x) dy dx y

In the previous course you learnt how to dierentiate common functions and the rules of dierentiation. Here is a reminder. 1.1.1 Dierentiation: Common Functions and Rules General f (x) xn sin ax cos ax eax ln ax sinh ax cosh ax g (x) + h(x) cg (x) f (x) nxn1 a cos ax a sin ax aeax 1 x a cosh ax a sinh ax g (x) + h (x) cg (x)

Example f (x) x7 sin 5x cos(2x) e4x ln 3x sinh 7x cosh 2x 2x e + cos 3x 5x4 f (x) 7x6 5 cos 5x 2 sin(2x) 4e4x 1 x 7 cosh 7x 2 sinh 2x 2x 2e 3 sin 3x 20x3

1.1.2

Chain Rule

The chain rule is used to dierentiate functions such as (x3 4x)5 , e3x ,
2

sin(5x ) ,

cos2 x ,

ln(9x2 + 2)

The chain rule can be found on the formula sheet and states that dy dy du = dx du dx It is easiest to see how the chain rule works in examples. Example 1.1 Find the derivative of (x3 4x)5 . Solution Let u = x3 4x then y = u5 . Now work out dy = 5u4 du and du = 3x2 4 dx

3 Then substitute into the chain rule equation to get dy du dy = = 5u4 (3x2 4) = 5(x3 4x)4 (3x2 4) dx du dx

Example 1.2 Find the derivative of y = ln(9x2 + 2) . [Solution in lecture.] 1.1.3 Product Rule

The product rule is used to dierentiate functions such as x3 sin x, e3x cos x , 3x2 ln 3x

Here y = f (x) is the product of two functions (that is two functions multiplied together), so we could write y = u(x)v (x). To dierentiate such functions we use the product rule. On the formula sheet the product rule is written as if y = uv then y = u v + u v

It is easiest to see how the product rule works in examples. Example 1.3 Find the derivative of y = x3 sin x . Solution First we assign u and v . Let u = x3 and v = sin x. Second we calculate the components of the product rule formula. If u = x3 then u = 3x2 and if v = sin x then v = cos x Finally we substitute these components into the product rule formula. y = u v + u v = 3x2 sin x + x3 cos x

Example 1.4 Find the derivative of y = 3x2 ln 3x . [Solution in lecture.] 1.1.4 Quotient Rule

The quotient rule is used to dierentiate functions such as 3 sin 2x , x2 + 4x x3 + 3x2 2 , x5 + 3 sinh x cosh x

Here y = f (x) is the quotient of two functions, so we could write y =

u(x) . To dierentiate v (x) such functions we use the quotient rule. On the formula sheet the quotient rule is written as

if

y=

u u v u v then y = v v2

It is easiest to see how the quotient rule works in examples. Example 1.5 Find the derivative of y = 3 sin 2x x2 + 4x

Solution First we assign u and v . Let u = 3 sin 2x and v = x2 + 4x. NOTE: v has to be the function on the bottom. Second we calculate the components of the quotient rule formula. If u = 3 sin 2x then u = 6 cos 2x and if v = x2 + 4x then v = 2x + 4 Finally we substitute these components into the quotient rule formula. y = u v u v (6 cos 2x) (x2 + 4x) (3 sin 2x) (2x + 4) = v2 (x2 + 4x)2

Example 1.6 Find the derivative of y = [Solution in lecture.] Exercises 1.1 1. 2. 3. 4. 5. Find f (x) if : (a) f (x) = 6x3 ,

sinh x cosh x

(b) f (x) =

9 , x4

(c) f (x) = 5x5 + 4x2 + 7

Find s (t) if : s(t) = 5t2 + 10t + 25 Find f (x) if : (a) f (x) = (x3 + 3x)6 , Find f (x) if : (a) f (x) = 2x2 ln(3x3 ) , Find f (x) if : (a) f (x) = 3x x3 (b) f (x) = e4x
2 3x

(c) f (x) = cos(5x + 3) (c) f (x) = sin x cos x

(b) f (x) = 6x3 ex , x2 1 + ex

(b) f (x) =

(c) f (x) = tan x

1.2

Implicit Dierentiation

If y is a explicit function of x then it is a clearly dened function, for example y = cos x. However, we can also dene functions implicitly. The equation y 3 + 2xy 5x2 = 0 denes y as a function of x, but it is a bit awkward to disentangle y to give a explicit equation for y in terms of x.
dy Suppose we wanted to nd dx for the y dened by this equation. We can still do this, without the eort of solving the equation for y .

5 Before working out an example we look at some of the techniques to be used. Suppose y = y (x) and we want to nd the derivative of y 2 with respect to x. We let w = y 2 and then by the chain rule dw dw dy dy = = 2y dx dy dx dx This is the same as saying d dy dy d 2 (y ) = (y 2 ) = 2y dx dy dx dx So the key point to remember is that to dierentiate a function of y with respect to x we dy dierentiate with respect y then multiply by dx . We write this mathematically as d d dy (f (y )) = (f (y )) dx dy dx To nd the derivative of the expression x3 y 2 we would use the product rule and the above method to dierentiate y 2 . Example 1.7 If y 3 + 2xy 5x2 = 0, nd Solution dy dx

Although we dont know what y is explicitly, we do know that: d 3 dy By the chain rule (y ) = 3y 2 dx dx dy d (2xy ) = 2y + 2x By the chain and product rule dx dx d d By regular dierentiation (5x2 ) = 10x and (0) = 0 dx dx So dierentiating the original equation above d d (0) y 3 + 2xy 5x2 = dx dx 3y 2 which can be solved for dy dy + 2y + 2x 10x = 0 dx dx

dy to give dx 10x 2y dy = 2 dx 3y + 2x

Example 1.8 If x2 sin y + xy = 0 nd [Solution in lecture.]

dy . dx

Example 1.9 Use implicit dierentiation to show that

1 d sin1 x = dx 1 x2

6 [Solution in lecture.] Example 1.10 If y (x) = ax where constant a > 0, then take the natural logarithm (ln) of both sides and use implicit dierentiation to nd y (x). This is sometimes known as logarithmic dierentiation. Solution Take ln of both sides: ln y = ln(ax ) = x ln a using the properties of logs. Now dierentiate with respect to x d dy 1 dy y d ln y = ln y = = dx dy dx y dx y So y (x) = y (x) ln a = ax ln a. Example 1.11 y (t) satises the equation y + ky = 0 where k is a constant. Find g (t) where 2 g (t) = (y (t)) + k (y (t))2 Solution To nd the derivative of w = (y (t))2 write w = u2 with u = y (t) . Then dw dw du = = 2uy = 2y y dt du dt Similarly, the derivative of k (y (t))2 is 2ky y . Hence g (t) = 2y y + 2ky y Using y = ky g (t) = 2y y + 2ky y = 2y (ky ) + 2ky y = 0 and d (x ln a) = ln a. dx

In the above example, g (t) is proportional to the energy of the system modelled by the dierential equation y + ky = 0 . Since g (t) = 0 , g (t) is a constant which means that energy is conserved. Example 1.12 The thermodynamic properties of a van der Waals gas are connected by the equation of state: n2 a P + 2 (V nb) = nRT, V where n is the number of moles of gas, P is the pressure, V the volume, T the temperature and a, b are constants that depend on the type of gas we have. The isothermal (T = constant) compressibility is dened in simplied form as = 1 dV . V dP

Find the formula for when all variables except P and V are constants with (i) a = 0, b = 10 and (ii) b = 0, a = 7. (Hint: nd dV /dP by implicit dierentiation.)

7 Exercises 1.2 1. 2. 3. 4. 5. 6. Find Find Find dy in terms of x and y if y 2 + x2 = 18 . dx dy if y is dened implicitly by x2 + 2xy + y 3 = 0 . dx dy in terms of x and y if 5y 2 + 2y + xy = x4 . dx

Find the gradient of the curve x2 + 5y 2 = 9 at the point (2, 1) . Let 3x2 xy 2y 2 + 12 = 0 . Find dy at the point (2, 3) . dx

The equation of a circle of radius 1 is given by x2 + y 2 = 1. dy 1 1 Work out on the circle at the point (x, y ) = ( , ) by: dx 2 2 (i) solving for y ; (ii) using implicit dierentiation. (they should be the same!) 7. y (t) satises the equation y + y + 2y 3 = 0 . Find g (t) where g (t) = (y (t)) + (y (t))2 + (y (t))4
2

1.3

Parametric Dierentiation

Often it is easier to get the equation of some curve in parametric form rather than as an explicit equation relating y and x. The equation of a circle of radius r, for instance, is x2 + y 2 = r2 , or in parametric form x = r cos t y = r sin t

where t is the parameter. It can be thought of as a time co-ordinate for motion along the curve in question. Suppose that a bicycle is moving in a straight line at constant speed. If we consider a particular point on a wheel, then this point will trace out a path. After t seconds, the position of the point is x = t sin t y = 1 cos t A picture of the path of the point is shown in Figure 1.

x
Figure 1 : x = t sin t y = 1 cos t

dy In this section we will be nding for a curve given by parametric equations. You should dx dy means in this case. For the above example shown in Figure make sure you know what dx dy is the slope at 1, at a time t we will be at a certain point on the graph. The gradient dx this point. When a curve is given by parametric equations x = x(t) ; y = y (t) , we use the chain rule to get dy dy dt dy 1 = = dx dx dt dx dt dt

Example 1.13 Let x = t2 + 3 , y = 4t3 . Find Solution Since dy dx = 2t and = 12t2 , dt dt

dy . dx

dy 1 12t2 dy = = 6t = dx dx dt 2t dt dy if x = t sin t and y = 1 cos t . dx

Example 1.14 Find [Solution in lecture.]

9 1.3.1 Second derivatives

Suppose we want to nd the second derivative of a curve given by parametric equations dy and then we can use the chain rule again to x = x(t) ; y = y (t) . We rst need to nd dx get dy dy dy 2 dy dt 1 dx dx dx = = = 2 dx dx dx dt dx dt dt d2 y if x = 2t2 and y = t4 8t3 . Example 1.15 Find 2 dx Solution Since dy dx = 4t and = 4t3 24t2 , dt dt dy 1 dy 4t3 24t2 = = t2 6t = dx dx dt 4t dt dy = dx2 Exercises 1.3 1. 2. 3. Let x = t + 2t2 and y = 3t . Find Let x = 2 sin t , y = 6 cos t . Find Find dy . dx dy . dx
2

dy dx dt

1 t3 1 = = 2t 6 dx 4t 2t dt

dy for the curve dened parametrically by the equations dx x= 1 t y = 5t2 + 1

4.

Find

dy for the curve dened parametrically by the equations dx x= 1 t1 y= t2 t1

5.

d2 y if x = 2t and y = 2t5 4t2 . Find 2 dx

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1.4

Maclaurin Series

A calculation shows that the equation of the tangent line to the curve f (x) = ex at the point x = 0 is given by y = x + 1 . This tangent line is a good approximation to f (x) = ex for x close to 0 . However, at x = 1 the tangent line is equal to 2 while the curve ex = e1 = e = 2.718 . . . . We could improve the approximation 1 + x by adding terms in x2 , x3 etc. This section is about doing this for a general function f (x). Suppose f (x) = a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + . . . we want to nd the numbers a0 , a1 etc. Putting x = 0 in (1) gives f (0) = a0 + a1 .0 + a2 .02 + . . . so we nd a0 = f (0). Dierentiating (1) gives f (x) = a1 + 2a2 x + 3a3 x2 + 4a4 x3 + . . . Putting x = 0 in (2) gives f (0) = a1 + 2a2 .0 + 2a3 .02 + . . . so we nd a1 = f (0). Dierentiating (2) gives f (x) = 2a2 + (3 2)a3 x + (4 3)a4 x2 + (5 4)a5 x3 + . . . Putting x = 0 in (3) gives 2a2 = f (0). Continuing this process we obtain f (0) 2 f (0) 3 f (4) (0) 4 f (5) (0) 5 x + x + x + x +... 2! 3! 4! 5! (3) (2) (1)

f (x) = f (0) + f (0)x +

which is called the Maclaurin series for f (x) . Factorials: The number 5! (read ve factorial or factorial 5) means 5 4 3 2 1 . Note that 1! = 1 and that by convention 0! = 1 . The reader should check by calculation that 4! = 24 and use a calculator to check that 7! = 5040 and 9! = 362880 . Example 1.16 Find the Maclaurin series for ex up to and including the x3 term. Solution f (x) = f (0) + f (0)x + f (x) = ex so f (0) = e0 = 1 . Also, f (x) = e , f (x) = ex and f (x) = ex . Hence f (0) = f (0) = f (0) = 1 and the Maclaurin series for ex is ex = 1 + x + x2 x3 x2 x3 + + ... = 1 + x + + + ... 2! 3! 2 6
f (0) 2 x 2!

f (0) 3 x 3! x

+ ...

In the gure below we have plotted the graph of ex and the the rst four terms of the Maclaurin series x2 x3 1+x+ + 2 6 Taking more terms in the Maclaurin series would give a better approximation.

11

e 2 3 1+x+x /2!+x /3!

0 0

Example 1.17 Find the Maclaurin series for sin x up to the x5 term. [Solution in lecture.] The Maclaurin series for sin x is sin x = x x3 x5 + + ... 6 120 x2 x4 + + ... 2 24

Note: We could use the came methods to show that the Maclaurin series for cos x is cos x = 1 1.4.1 Small angle approximations

The Maclaurin series can be used to nd approximations for sin x and cos x when the angle x in radians is small. If x is small then x3 will be very small and so terms in x3 and of higher order can be ignored. Therefore if x is small and measured in radians sin x x and cos x 1 x2 2

Example 1.18 A wire of length x is used to support a transmission tower. If the angle in radians is small nd approximation for the height of the tower h and the distance of the tower from where the support wire is anchored l.
x h l

12 Solution Using trigonometry we can deduce that h = x sin x l = x cos x 1 1.4.2 Taylor series 2 2

The Maclaurin series can be used to approximate a function, f (x) at x = 0. If we want to approximate f (x) about a dierent value, say x = a then we use the Taylor series. The Taylor series expansion of f (x) about x = a is dened as f (x) = f (a)+f (a)(xa)+ f (a) f (a) f (4) (a) f (5) (a) (xa)2 + (xa)3 + (xa)4 + (xa)5 +. . . 2! 3! 4! 5!

The Maclaurin series is a special case of Taylor series when a = 0. Example 1.19 Find the Taylor series for Solution f (x) = f (4) + f (4)(x 4) + 1 f (x) = x = x 2 so 1 1 f (x) = x 2 2 Substituting x = 4 we have f (4) = 4=2 f (4) = x at x = 4 up to the x2 term. 4)2 + . . .

f (4) (x 2!

1 3 f (x) = x 2 4 1 1 1 3 = 4 42 32

1 1 1 = 2 4 4

f (4) =

The Taylor series for

x about x = 4 is 1 1 x = 2 + (x 4) (x 4)2 + . . . 4 64

Exercises 1.4 1. 2. 3. 4. Find the Maclaurin series for 1 + x up to the x2 term.

Find the Maclaurin series for ln(1 + x) up to the x3 term. Find the Maclaurin series for cos x up to the x4 term. Find the Maclaurin series for ln(1 + ex ) up to the x2 term.

5. The restoring force on a pendulum is given by F = mg sin . If m = 1kg, g = 10ms2 and = 0.1 radians determine F using the formula and when the small angle approximation for sin is used. 6. Find the Taylor series expansion for ln x about x = 1 up to terms in x3 .

13

1.5

Answers to Exercises

Exercises 1.1 1. 2. 3. 4. 36 (a) 18x2 , (b) 5 , (c) 25x4 + 8x x 10t + 10 2 (a) 6(x3 + 3x)5 (3x2 + 3) , (b) (8x 3) e4x 3x , (c) 5 sin(5x + 3) (a) 4x ln(3x3 ) + 6x , (b) 18x2 ex + 6x3 ex (c) cos2 x sin2 x (2x) (1 + ex ) (x2 ) (ex ) 9 , (b) , (c) sec2 x 5. (a) (x 3)2 (1 + ex )2 Exercises 1.2 x 2x 2y 1. 2. y 2x + 3y 2 5. 9 14 6. 1 3. 4x3 y 2 + x + 10y 4. 2 5

7. g (t) = 0

Exercises 1.3 3 1. 2. 3 tan t 1 + 4t Exercises 1.4 x x2 1. 1 + 2 8 x x2 4. ln 2 + + 2 8

3. 10t3 x2 x3 + 2 3

4. 2t t2 x2 x4 + 2 24

5. 10t3 2

2. x

3. 1

5. 0.998 and 1

1 6. (x 1) 1 (x 1)2 + 3 (x 1)3 2

Full solutions will be available on VISION after the tutorial classes.