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Calculus with InfinitesimalsMathematics for Christian Youth
Curtis Silas Helms III
California Meta-Learning Institute
July 2012
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Table of Contents
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References
Bell, John L.
A Primer of Infinitesimal Analysis.
Cambridge University Press, 1998.Ayers, F. and Mendelson, E.
Calculus (Fifth Edition).
McGraw Hill, 2009.
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Smooth Infinitesimal Analysis
The intuitive notion of an infinitesimal was introduced by Gottfried Leibnizand Issac Newton in the late 1600’s. When calculus was transformed into
a purely mathematical science, infinitesimals were rejected in favor of the
, δ approach.
In recent years an approach to calculus has been introduced upon theaxiom that there exists quantities ε which, while not necessarily zero, are
nevertheless so small that ε2 = 0. Quantities in this class are called
nilsquare infinitesimals.
Smooth infinitesimal analysis, (SIA), is the name for a rigorous framework
of mathematical analysis which emerged in the 1970’s. In SIA, nilsquare
infinitesimals replace the use of limits for defining the basic notions of
calculus.
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Chord vs. Tangent
Let us consider the problem of constructing the tangent to a curve at a
given point P. If we are given a curve and two points P and Q on that
curve, it is a simple matter to draw the line, or chord, passing through
those points.
As Q approaches P, from either side, the chord PQ produces a better andbetter approximation to the tangent line at P.
However, according to the traditional definition of a tangent line, the chord
PQ will never become the tangent line, regardless of the distance
between points P and Q.
Consequently, the tangent line of a curve at P is a mystical concept that is
very difficult to define without an appeal to advanced mathematics.
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Chord vs. Tangent
P
Qtangent
chord
Figure : Chord vs. Tangent
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Slope of A Chord
As an example, let us determine the slope of the tangent at the point
P = ( x0, y0) on the parabola y = x2. Let Q be the point ( x0 + ∆ x, y0 + ∆ y), where
∆ x, ∆ y are small increments in x0, y0 respectively. The slope of the chord PQ isgiven by the equation
∆ y
∆ x=
( x0 + ∆ x)2 − x20
∆ x=
x20 + 2 x0∆ x + (∆ x)2 − x2
0
∆ x= 2 x0 + ∆ x.
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Slope of a Chord
y = x2
P
Q
∆ x
∆ y
y
x
Figure : Slope PQ vs Tangent at P
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Basic Limits Defined
DefinitionIf there exists an r > 0 such that, for all > r ,
lim x→a±
f ( x) = L ⇔
0 <| x − a |< 1
r
→
| f ( x) − L |< 1
r
(1)
andlim
x→a f ( x) = L ⇔ lim
x→a± f ( x) = L. (2)
Definition
f is continuous at x = a when
lim x→a
f ( x) = f (a). (3)
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Slope and Derivative of a Function
Definition
The function y = f ( x) is said to have a gradient at x = x0 when f is continuousat x = x0, and
lim∆ x→0
∆ y
∆ x=
f ( x0 + ∆ x) − f ( x0)
∆ x
exists.
The numerical value of this limit is called the slope of f at x0.
Definition
If a gradient for f ( x) exists at each point of its domain, then these gradientsare a function of x. This function is called the derivative of f with respect to x,
and is variously written f ( x), y , y x, or dy/dx.
The process of calculating derivatives is called differentiation.
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Taylor Theory of Derivatives
If we calculate ∆ y/∆ x for various functions y = f ( x), we obtain in every case:
(i) the derivative f
( x),(ii) a term of the form A∆ x, where ∆ x = 0.
Accordingly, we have, for any value of x, an equation of the form
∆ y
∆ x= f ( x) + A∆ x
If we multiply this equation by ∆ x, we obtain
∆ y = f ( x)∆ x + A(∆ x)2 (4)
Now if it were possible to take ∆ x so small (yet not necessarily equal to 0)
that (∆ x)2 = 0, then the above equation would assume the simple form
dy = f ( x) dx (5)
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Derivative Equation
We shall call a quantity having the property that its square is zero an
infinitesimal. In SIA, “enough” infinitesimals are present to ensure that
equation (5) holds nontrivially for all functions f : R
→R. If we replace dx by an
arbitrary infinitesimal ε in,
dy = f ( x + dx) − f ( x) = f ( x) dx
we obtain
dy = f ( x + ε) − f ( x) = f ( x) ε (6)
which is called the Derivative Equation.
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Infinitesimals Defined
Definition
We shall use ∆ to denote the set of infinitesimals
∆ ≡ x ∈ R : x2 = 0
(7)
Axiom
SIA is constructed to ensure that ∆ is nondegenerate. In other words,
∆ is not necessarily equal to {0}. (8)
Properties of Infinitesimals
1 0 ∈ ∆.
2 When ε ∈ ∆, εk ∈ ∆.
3 Given k = 0, then kf ( x) = k ε implies f ( x) = ε.
4 Given dx
∈∆, then dy = f ( x) dx implies dy
∈∆.
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Principle of Infinitesimal Affiness
All curves in ∆ are affine (microstraight); meaning “always linear.” This means
that ∆ cannot be bent or broken , it is subject only to translation and rotation,
yet is not identical with a point.
∆ ∆ + x0
image under f of ∆ + x0
x
y y = f ( x)
Figure : Microstraight Portion of Curve
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P i i l f I fi i i l C ll i
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Principle of Infinitesimal Cancellation
Axiom
(εa = εb) ⇒ (a = b) (9)
Corollary(εa = 0) ⇒ (a = 0) (10)
Lemma
aεb + cε
= ab
ε where b = 0. (11)
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P f f C ll ti L
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Proof for Cancellation Lemma
Proof.
aε
b + cε =
aε
b + cε · b − cε
b − cε
= abε − acε2
b2 − c2ε2
= abε
b2
= a
bε
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I t l
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Intervals
Definition
On R we define:
The relation (a ≤ b) ≡ ¬(b < a),The open interval (a, b) ≡ { x : a < x < b},
The closed interval [a, b ] ≡ { x : a ≤ x ≤ b}.
The half-open, half-closed, and unbounded intervals are defined similarly.
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St ti P i t d C t t F ti
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Stationary Points and Constant Functions
Definition
A stationary point, a ∈ R of a function f : R→ R is defined to be one in whose
vicinity “infinitesimal variations” fail to change the value of f , that is for all ε,
f (a + ε) = f (a). Starting with the Derivative Equation we have:
ε f (a) = f (a + ε) − f (a)
= f (a) − f (a)
= 0
f (a) = 0
Definition
If A ⊆ R is any closed interval on R, or R itself, and f : A → R satisfies
f (a) = 0 for all a ∈ A, then f is a constant function on A.
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Constant Rule
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Constant Rule
Theorem
y = k ⇒ y = 0 where k ∈ R. (12)
Proof.
dy = k ( x + ε)0 − kx0
= k − k
y
= 0
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Power Rule
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Power Rule
Theorem
y = xn ⇒ y = nxn−1 where n ∈ N. (13)
Proof.
ε y = ( x + ε)n − xn
=
ni=0
n
i
xn−iεi − xn
= xn
+ nxn−1
ε − xn
= nxn−1ε
y = nxn−1
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Sum Rule
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Sum Rule
Theorem
y = u + v ⇒ y = u + v (14)
Proof.
ε y = (u + v)( x + ε) − (u + v)
= u( x + ε) + v( x + ε) − u − v
= u + εu + v + εv − u − v
= ε(u + v )
y = u + v
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Constant Sum Rule
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Constant Sum Rule
Theorem
y = ku ⇒ y = ku where k ∈ R. (15)
Proof.
ε y = (ku)( x + ε) − ku
= ku( x + ε) − ku
= k (u + εu ) − ku
= ku
+ εku
− ku
= εku
y = ku
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Product Rule
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Product Rule
Theorem
y = uv ⇒ y = vu + uv (16)
Proof.
ε y = (uv)( x + ε) − uv
= u( x + ε)v( x + ε) − uv
= (u + εu )(v + εv ) − uv
= uv + εu v + εuv + ε2u v − uv
= ε(u v + uv )
y = vu + uv
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Quotient Rule
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Quotient Rule
Theorem
y = u
v⇒ y
= vu − uv
v2 where v = 0. (17)
Proof.
ε y = u( x + ε)v( x + ε)
− uv
= u + εu
v + εv −
u
v
= (vu − uv )ε
v2 + εvv
= vu − uv
v2 ε
y = vu − uv
v2
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Chain Rule
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Chain Rule
Theorem
y = f (g) ⇒ y x = f (g)g (18)
Proof.
dy = f (g( x + dx)) − f (g( x))
= f (g( x) + g ( x) dx) − f (g( x))
= f (g( x)) + f (g( x))g ( x) dx − f (g( x)) g ( x) dx ∈ ∆
dy = f (g( x))g ( x) dx uncancelled
dy = f (u) du u = g( x) → du = g ( x) dx
y x = f (g)g
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Theorem Inverse Function Rule
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Theorem Inverse Function Rule
Theorem
Let f (g) = x. Then where f , g are defined,
f (g) = x
⇒ f (g)g = 1 (19)
Proof.
f (g) = x
f (g)g = ( x)
f (g)g = 1
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Theorem Root Rule
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Theorem Root Rule
Theorem
y = x1/n ⇒ y
= (1/n) x(1−n)/n
(20)
Proof.
y = x1/n
yn = x
nyn−1 y = 1
y = 1
nyn−1
y = (1/n) y1−n
y = (1/n) x1/n
1−n
y = (1/n) x(1−n)/n
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Corollary to Root Rule
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Corollary to Root Rule
Theorem
y = xm/n ⇒ y
= (m/n) x(m−n)/n
(21)
Proof.
y = xm/n
y = x1/n
m
y = m x1/n
m−1 x1/n
y = mx(m−1)/n(1/n) x(1−n)/n
y = (m/n) x
m−
1n + 1−
nn
y = (m/n) x(m−n)/n
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Sine and Cosine
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Sine and Cosine
We shall assume the presence inR
of the familiar sine and cosine functions;sin : R→ R and cos : R→ R. As usual, if a, b, c are sides of a right-angle
triangle with base angle θ (measured in radians), we have
a = c cos θ b = c sin θ
We assume the familiar relations
sin0 = 0 cos 0 = 1
sin2 θ + cos2 θ = 1
sin(θ + φ) = sin θ cos φ + sin φ cos θ
cos(θ + φ) = cos θ cos φ − sin θ sin φ
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Value of sin ε
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Theorem
sin ε =
ε (22)
Proof.
By Trigonometry, arc AB = θ AB radians on a unit circle. Setting θ AB = ε yields
arc AB = ε hence, arc AB ∈ ∆. Since all curves in ∆ are affine, we have
arc AB = sin ε.In other words,
θ AB = arc AB = sin ε = ε
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Value of cos ε
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Theorem
cos ε = 1 (23)
Proof.
sin2 ε + cos2 ε = 1
ε2 + cos2 ε = 1
cos2 ε = 1
cos ε = 1
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Derivative of sin x
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Theorem
y = sin x ⇒ y = cos x (24)
Proof.
ε y = sin( x + ε) − sin( x)
= sin x cos ε + sin ε cos x − sin x
= ε cos x
y = cos x
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Derivative of cos x
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Theorem
y = cos x ⇒ y = − sin x (25)
Proof.
ε y = cos( x + ε) − cos( x)
= cos x cos ε − sin ε sin x − cos x
= −ε sin x
y = − sin x
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Derivative of tan x
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Theorem y = tan x ⇒ y = sec2 x (26)
Proof.
y = (sin x/ cos x)
= ((sin x) cos x − sin x(cos x) ) / cos2 x
= (cos x cos x + sin x sin x) / cos2 x
= 1/ cos2
x
= sec2 x
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Derivative of sec x
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Theorem
y = sec x ⇒ y = sec x tan x (27)
Proof.
y = (1/ cos x)
= −(cos x) / cos2 x
= sin x/ cos2 x
= sec x tan x
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Derivative of csc x
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Theorem
y = csc x ⇒ y = − csc x cot x (28)
Proof.
y = (1/ sin x)
= −(sin x) / sin2 x
= − cos x/ sin2 x
= − csc x cot x
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Derivative of cot x
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Theorem
y = cot x ⇒ y = − csc2 x (29)
Proof.
y = (cos x/ sin x)
= ((cos x) sin x − cos x(sin x) ) / sin2 x
= (− sin x sin x − cos x cos x) / sin2 x
= − (sin x sin x + cos x cos x) / sin2 x
= −1/ sin2 x
= − csc2 x
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Derivative of sin−1 x
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Theorem
When | x| < 1,
y = sin−1 x ⇒ y = 1√ 1 − x2
(30)
Proof.
y = sin−1 x
sin y = x
(cos y) y = 1
y
= 1/ cos y
= 1/ ±
1 − (sin y)2
= 1/
1 − x2
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Derivative of cos−1 x
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Theorem
When | x| < 1,
y = cos−1 x ⇒ y = −1√ 1 − x2
(31)
Proof.
y = cos−1 x
cos y = x
(− sin y) y = 1
y = −1/ sin
y
= −1/ ±
1 − (cos y)2
= −1/
1 − x2
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Derivative of tan−1 x
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Theorem
y = tan−1
x ⇒ y
=
1
1 + x2 (32)
Proof.
y = tan−1
x
tan y = x
(sec2 y) y = 1
y = 1/ sec2 y
= 11 + tan2 y
= 1
1 + x2
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Derivative of sec−1 x
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Theorem
When | x| > 1,
y = sec−1 x ⇒ y = 1| x|√
x2 − 1(33)
Proof.
y = sec−1 x
sec y = x
(sec y tan y) y = 1
y = 1
sec y tan y
= 1
(sec y) ±
sec2 y − 1
= 1
| x|√
x2 − 1
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Derivative of csc−1 x
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Theorem
When | x| > 1,
y = csc−1 x ⇒ y = −1| x|√
x2 − 1(34)
Proof.
y = csc−1 x
csc y = x
(− csc y cot y) y = 1
y = −1
csc y cot y
= −1
(csc y) ±
csc2 y − 1
= −1
| x|√
x2 − 1
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Derivative of cot−1 x
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Theorem
y = cot
−1
x ⇒ y
=
−1
x2 + 1 (35)
Proof.
y = cot−1
xcot y = x
(− csc2 y) y = 1
y = −1/ csc2 y
y = −11 + cot2 y
y = −1
1 + x2
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Derivatives of exp and log
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Most textbooks wait until integration has been defined and explainedbefore proving the derivatives for functions e and ln.
Instead, we will use an axiomatic approach to enable the differentiation of
e and ln.
The function exp x is also written as e x
, where 2 < e < 3. This is thenotation we will use. The following theorem is proven in the integration
section of this book.
Theorem
eε = ε + 1 (36)
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Derivative of e x
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Theorem
y = e x ⇒ y = e x (37)
Proof.
ε y = e x+ε − e x
= e xeε − e x
= e x(ε + 1) − e x
= e xε + e x − e x
= e xε
y = e x
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Derivative of ln x
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The book will use the notation ln x for the natural logarithm (i.e., loge x) where,
eln | x| = x ( x= 0) (38)
Theorem
y = ln x
⇒ y = 1/ x ( x > 0) (39)
Proof.
y = ln x
e y = x
e y y = 1
y = 1/e y
y = 1/ x
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Derivative of xr
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We are now able to take the derivative of y = xr , for all real numbers r .
Theorem
y = xr ⇒ y = rxr −1 (r ∈ R) (40)
Proof.
ln y = r ln x
y / y = r / x
y = ry/ x
= rxr / x
= rxr −1
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Derivative of loga x
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This is the definition for the general lograthim function.
loga x
≡
ln a
ln x
(a > 0) (41)
Theorem
y = loga x
⇒ y =
1
x ln a(42)
Proof.
y = loga x
=
ln x
ln a
y = 1
ln a· 1
x
y = 1
x ln a
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Corollary for (ln x)
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Corollary
(ln | x|)
= 1/ x ( x = 0) (43)
Proof.
When x > 0,
(ln | x|)
= (ln x)
= 1/ x.
When x < 0,
(ln | x|)
=
ln(− x)
= (− x) /(− x)
= (−1)/(− x)
= 1/ x.
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Derivative of a x
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The following equation is proven in the integration section of this book.
ln a x = x ln a (44)
Theorem
y = a x
⇒ y = a x ln a (45)
Proof.
ln y = ln a x
= (ln a) x
y / y = ln a
y = y ln a
= a x ln a
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Corollary for (a x)
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Corollary
(ln a x) = ln a (a > 0) (46)
Proof.
(ln a x)
= ( x ln a)
= ln a
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Working Example
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We can use these theorems to differentiate tough functions like this:
Example
y = x x ( x > 0)
ln y = ln x x
ln y = x ln x
y / y = ln x + x/ x
y = y(ln x + 1)
y = x x(ln x + 1)
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Implicit Differentiation
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If y is difficult to isolate, you can use implicit differentiation
to calculate the equation’s derivative.
You will assume that y contains an embedded x and utilize
the sum rule to obtain the derivative.
Example
Find y , given x2 y3 = 0
ay3 + bx2 = 0 let a = x2, b = y3.
3ay2 y + 2bx = 0
y = − 2bx3ay2 = − 2 xy
2
3 x2 y3
y = − 2
3 xy
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u Substitution
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Process Steps
1 u substitution enables differentiation of complex functions.2 Replace the inner function with a dummy letter and use the chain rule.
3 Differentiate the final expression on the RHS.
4 Undo the substitution chain to obtain your final answer.
Formally Stated
y = f (g( x))
= f (u) u = g( x) → du = g
( x) dxdy = f (u) du
= f (g( x)) g ( x) dx
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u Substitution
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Example
Given y = cos3 e x2
, find y .
y = cos3 eu u = x2 → du = 2 x dx
= cos3 v v = eu
→dv = eu du
= w3
w = cos v → dw = − sin v dvdy = 3w2 dw
= −3sin2 v dv
= −3sin2 eu du
= −3sin2 e x2
2 x dx
y = −6 x sin2 e x2
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Definite Integrals for Continuous Functions
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Theorem
The Existence of Definite Integrals
All continuous functions are integrable. That is, if a function f is continuous on an interval [a, b ], then its definite integral over [a, b ] exists.
As long as f has no “gaps” or “jumps” on [a, b ], a definite intergral exists.
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Definitions
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Infinitesimal Riemann SumWhen f is continuous on [a, b ],
ba
f ( x) ε ≡ f (a) + f (a + ε) + f (a + 2ε) · · · + f (b − ε) + f (b)
ε. (47)
Definite Integral
When f is continuous on [a, b ],
ba
f ( x) dx ≡ba
f ( x) ε. (48)
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Infinitesimal Riemann Sums Rules
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a
a
f ( x) dx = 0 Zeroing a
b
f ( x) dx = − b
a
f ( x) dx Negation c
a
f ( x) dx = b
a
f ( x) dx +
(49)
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Infinitesimal Riemann Sums Rules
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Squeeze Rule
(b − a) · min
[a,b] f ( x)
≤ b
a
f ( x) dx ≤
max[a,b]
f ( x) · (b − a)
(50)
Average Valueave( f ) =
1
b − a
ba
f ( x) dx (51)
Domination
f ( x)≥
g( x) on [a, b ] =⇒ b
a
f ( x) dx
≥ b
a
g( x) dx (52)
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