MATHEMATICS

MATH E01P02
Week Week Of General Topic Topic Notes
1 23/09/2007 Limits and continuity 1.1 Introduction to limits
1.2 Definition of limit
1.3 Techniques of finiding limits
2 30/09/2007 1.4 Limits involving infinity
1.5 Continuous functions
3 07/10/2007 The derivative 2.1 Tangent lines and rates of change
2.2 Definition of derivative
2.3 Techniques of differentiation
4 14/10/2007 1st Midterm (10%)
5 21/10/2007 2.4 Derivatives of trigonomitric functions
2.5 The chain rule
2.6 Implicit differntiation
2.7 Related rates
6 28/10/2007 2.8 Linear approximations and differentials
2.9 Newton's method
7 04/11/2007 Applications of the derivative 3.1 Extrema of functions
3.2 The mean value theorm
3.3 The first derivative test
3.4 Concavity and the derivative test
3.5 Summary of graphical methods
8 11/11/2007 3.6 Optimization problems
3.7 Velocity and acceleration
3.8 App. To ecconomic, etc.
9 18/11/2007 Integrals 4.1 Antiderivatives and Indefinte integrals

4.2 Change of variables in indefinite integrals

4.3 Summation notation and area
4.4 Definite integral
4.5 Properties of definite integrals
4.6 The fundamental theorem of calculus
4.7 Numerical integration
10 25/11/2007 Logarithmic and Exponential Functions 7.1 The derivative of the inverse function
7.2 The natural logarithm function
7.3 The exponential function

7.4 Integration using natural log. & exp. func.

7.5 General exp. & log. functions

11 02/12/2007 Inverse Trig. And Hyperbolic Functions 8.1 Inverse trigonomitric functions 2nd Midterm (10%)
8.3 Hyperbolic & inv. hyp. functions
12 09/12/2007 Techniques of Integration 9.1 Integration by parts
9.2 Trigonomitric integrals
9.4 Integrals of rational functions
13 13/01/2008 Revision
 Derivatives of Trigonometric functions

Contents:
• Derivative of sin  and cos 
• Derivatives of tan  , cot , sec 
and csc 
• Examples
 D (sin  )

sin  
sin(   h)  sin  the derivative definition
 lim
h 0 h
sin  cos h  cos  sin h  sin  the sin(a+b) rule
 lim
h 0 h
cos h  1 sin h
 sin  lim  cos  lim Homework:
h 0 h h 0 h In similar manner, try to
 0  cos  (1) the limit theorem proof that:
D (cos ) = - sin 
 cos 
 D (sin  ) and D (cos  )
Always memorize

D (sin  )= cos 
and
D (cos  )= -sin 
All next rules can be easily deduced from
these two rules using derivative techniques
 Other functions

D (tan  )= sec 
2

D (cot  )= -csc 
2

D (sec  )= tan  sec 

D (csc  )= -cot  csc 
Home work:
Prove the above relationships
 Examples
Find the first derivatives y’ of the following functions (w.r.t. x)

 sin x  y  sec x tan x

y 
 1  cos x  y  sec x cot x

Find an equation of the perpendicular line to the following function at (/4,1):

y  tan x
Find values of x in which the horizontal tangent line to the following function is
horizontal: y  sin x
Find also equations of the horizontal tangent lines.
 Contents

The chain rule

Implicit derivatives
 The chain rule
dy du
If y=f(u) & u=g(x) AND  f (u ) AND  g ( x)
du dx
or y=f(g(x))=(f ○ g)(x)
dy dy du
Then  
dx du dx
Example:
If y=f(u)=u3 & u=g(x)=x2+1 so

y=f(g(x))=(f ○ g)(x)=(x2+1)3 we do not need to compute it

dy du dy dy du
 3u and
2
 2 x then    3u 2 (2 x)  3( x 2  1) 2 (2 x)
du dx dx du dx
 Applications

The power rule

d
 g ( x )   n g ( x ) 
n ( n 1) d
 g ( x) 
dx dx
The radical rule

d
dx
 
g ( x) 
1 d
2 g ( x) dx
 g ( x) 
 Applications to Trigonometric functions

The derivative w.r.t. u

D (sin u( ))= cos (u( )) D (u( ))
D (cos u( ))= -sin (u( )) D (u( ))

D (tan u( ))= sec2 (u( )) D (u( ))

D (cot u( ))= -csc2 (u( )) D (u( ))
D (sec u( ))=
tan (u( )) sec (u( )) D (u( ))
D (csc u( ))=
-cot (u( )) csc (u( )) D (u( ))
 Examples
Find the first derivatives y’ of the following functions (w.r.t. x)

y  ( x 5  4 x  8) 7 y  (3x  1) 6 2 x  5

y
1
( 4 x 2  6 x  7) 3

y  7x  x  6 2

4

y  cos(5 x 3 )
y  3 5x 2  x  4 y  tan 3 (4 x)
y  (2 x  5) 3 (3 x  1) 4 y  sin(sin( x))

Find values of x in which the horizontal tangent line to the following function is
horizontal: y  cos( 2 x)  2 cos( x)
Find also equations of the horizontal tangent lines.
 Implicit derivatives
It is a way to obtain derivatives without separation of the dependent and the
independent variable

d d
y  y x 1
dx dx
d 2 d 2
y  2 y y x  2 x(1)
dx dx
Example:

yx5 y  x5
Implicit Explicit
y  1  0 y  1  0
y  1 y  1
 Implicit derivatives
Find the first derivatives y’ of the following functions (w.r.t. x)

y 4  3 y  4 x3  5x  1
y  x 2 sin y

Use implicit differentiation to find an equation for the tangent line to the curve
9x2+4y2 = 40 at the point (2,1).

Find the first three derivatives y’, y’’, y’’’ of the following function (w.r.t. x):
x2+y2 = 1
 Contents

Time derivatives and related rates

Increments and differentials
 Time derivatives
 dx
If x = f(t) x
dt
y = f(t)
 dy
y
dt

& y = f(x)

The chain
rule
dy dy dx
We could use implicit derivative here 
dt dx dt
 
y  y x
Time derivatives or related rates
 Example
A ladder 20 m long, leans against the wall of vertical building. If the bottom of the
ladder slides away from the building horizontally at a rate of 2 m/s, how fast if the
ladder sliding down the building when the top of the ladder is 12 m above the
ground?
Generally (at any time):

x 2  y 2  (20) 2  x
Building at y =12 m
  y x
y 2 x x 2 y y  0 y
When y=12 m:
20 m
x 2  (12) 2  (20) 2
y
Ladder x  16
 16
x=2 m/s
y   (2)  2.667 m/s
x
12
 Example
A water tank has the shape of an inverted right circular cone of altitude 12 m
and base radius 6 m. if water is being pumped into the tank at a rate of 1.337
m3/s, approximate the rate at which the water level is rising when the water is 3
m deep.
Generally (at any time):
V=1.337 m3/s 6m
x y
  y  2x
6 12
2
y x 1 1  y 1
V   x y     y   y3
2

3 3 2 12
12
 2
 
 1 
m
y V   3y y  y y
2

12 4
When y=3 m:
  
at y =3 m
1.337  (3) y  y  0.189 m / s
2

4
 General steps
1. Read the problem several times together with the attached diagram (if
any): it always contains several variables with one or more geometric
relationship.
2. We usually need to compute one rate of change in terms of other given
rate of changes
The former two examples have:
Two variables (one independent and one dependent)
One unknown rate of change (for the dependent variable)
One given rate of change (for the independent variable)

3. Find the explicit relationship between the dependent and the

independent variable (this relationship is valid for any time).
4. Carry out the time derivative (this is also valid for any time)
5. Substitute with the given values at a certain time or state
Please note we are working with the instantaneous rate of change
 Contents

Increments and differentials

Errors
Linear approximation
Newton’s method
 Increments and differentials
y = f(x) f(x)
x increment in x f(x+x)
y
y the corresponding
increment in y f(x)
y f ( x  x)  f ( x)
y=f(x+ x)-f(x)  x x+x
x x
y dy f ( x  x)  f ( x) x
 when lim f’(x)
x dx x  0 x
the differential

dy= f’(x)dx we cannot have dx=0 so: dy= f’(x) x

this is correct for small values of x
numerically
 Example
Let y=3x2-5 and let x be an increment of x:
1-Find general formulas for y and dy
2-If x changes from 2 to 2.1, find values of y and dy
1-General formula for increment and differential:
y=y(x+x)-y(x)=[3(x+x)2-5]-[3x2-5]= 6x(x)+3(x)2
dy=f’(x) x f’(x)=6 x
dy= 6x (x) x=2 y' (at x=2)=12
y
2-Increment and differential
x y y ( x  x )
when x=22.1: x
x=2 and x=2.1-2=0.1 0.1 1.23 12.3 12.6
y= 6 (2)(0.1)+3(0.1)2=1.23 0.01 0.1203 12.03 12.06
0.001 0.012003 12.003 12.006
f’(x)=6 (2)=12
It is clear as x approaches zero as y/ x approaches y’
dy= 12 (0.1)=1.2
 Example
Use differentials, compute the volume of thin cylindrical shell of height h, internal
radius r and thickness t. Again compute the volume using increments.
The idea is to consider the thin shell as a small change (differential change) of the volume
of a virtual solid shell of radius r t
So the volume of the virtual shell:
V =  r2 h Now we will consider differential change in r
r
dV= 2  r h dr dr=t (the thickness of the shell)
h
So the volume of the shell= 2  r h t
An alternative way (using increments) to compute the volume is:
Volume =Volume of external cylinder –volume of internal hollow cylinder
=  (r+r)2 h-  r2 h note: r=t Try this problem: Use differentials,
= 2  r h r+  (r)2 h note: (r)2  0 compute the volume of thin spherical
shell of radius r and thickness t.
= 2  r h r = 2  r h t Again compute the volume using
increments.
 Important conclusion
In future in any engineering subject, such as physics, materials, fluid mechanics, solid
mechanics, electrical engineering, vibration, etc.:
We will be using the methodology of differentials and increments to deduce the
governing equations of the considered problems
But may be you will see partial derivatives because common problems in real life have
more than one independent variables

Always put in your mind that higher orders of (r) or

(dr) are very small and we will neglect them
(as we did in the former example),
So: (r)2 = (r)3 , etc… = (dr)2 = (dr)3, etc… = 0
 Errors
y = f(x)  we can get  dy = f’(x) dx
dx  the max. error in x measurements
dy  the corresponding error in y measurements

dx/x  relative error in x

dy/y relative error in y

Percentage error = relative error * 100 %

 Example
The radius of a spherical balloon is measured as 12 m, with maximum error in
measurement of 0.06 m.
1-Approximate the maximum error in the calculated volume of the sphere
2-Compute the relative and the percentage error in the computed volume

4 4
V   r 3   (12)3  7238.23 m 3
3 3 Error in radius
Error in volume dV  4 r 2 dr  4 (12) 2 (0.06)  108.57 m 3
0.06
Relative error in r   0.005
12
Percentage error in r  0.005 100%  0.5%
108.57
Relative error in V   0.015
7238.23
Percentage error in V  0.015 100%  1.5%
 Linear approximation
f(x)
f(x)
Exact value f(x+x) Large difference

L(x)
Exact value f(x+x)
Small difference
L(x+x) L(x)
Approximate value
L(x+x) Approximate value
f(x)
f(x)
x x+x
x x+x
x
x
Small x Large x

Linear approximation: f(x+x) L(x+x)=f(x)+f’(x) x

 Example
For the function: y  f ( x)  3  x
1-find linear approximation at x = 6
2-use the linear approximation estimate the value of 8 , 8.9 , 9.3
1-Linear approximation: L(x+x)=f(x)+f’(x) x
1 1 1
f ( x)  f (6)  3  6  3 f (6)  
2 3 x 2 3 6 6
1
L(6  x)  3  x
6
2-Estimated value for:
1
8  3  5  3  (6  1) so x  1 L(6  (1))  3  (1)  2.83333  2.82843
6
1
8.9  3  5.9  3  (6  0.1) so x  0.1 L(6  (0.1))  3  (0.1)  2.98333  2.98329
6
1
9.3  3  6.3  3  (6  0.3) so x  0.3 L(6  0.3)  3  (0.3)  3.05000  3.04959
6
 Project
dy
For the equation  5 and at x= 0  y = 1
dx
1-Solve analytically and find the solution at x = 0, 1, 2, 3, 4,… etc.
2-Use the linear approximation, solve the equation numerically using x = 1. Compute
the solution at x = 0, 1, 2, 3, 4,… etc.
3-Comment on the differences between the analytical and the numerical solutions.
4-Do we need to decrease x to be less than 1? Why?
dy
Now consider the equation  5x 2
dx
5-Repeat the former requirements
Compute numerical values at x = 1, 0.1, 0.01, or any value of your choice
Compute also relative error w.r.t. the analytical values

Please use Excel to compute values, have deep look on the results you obtain… try to
build up your critical comments… This is more important than knowing how to solve a
problem The solution will be distributed later in the course……
 Newton’s method

f(x) f(x)
Slope= f’(x)

(x1,f(x1))
r

x2 x1 start

We are looking for r and we have starting value x1

f ( x1 )
x2  x1 
f ( x1 )
Then put x1 (new)= x2 and iterate
 Example
Find using Newton’s method the nearest root to x = 1.5 for
x3- 3x + 1 = 0

Starting value x=1.5

f  x 3  3x  1
f   3x 2  3
f ( x1 )
x2  x1 
f ( x1 )

Final value x=1.532088886238