Lesson-2:

Fundamental of Differentiation
EAS 3102
Surjatin Wiriadidjaja
Department of Aerospace Engineering Universiti Putra Malaysia

Semester 2/2011-2012

Introduction

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Objective
understand the basics of differentiation, relate the slopes of the secant line and tangent line to the derivative of a function, find derivatives of polynomial, trigonometric and transcendental functions, use rules of differentiation to differentiate functions, find maxima and minima of a function, and apply concepts of differentiation to real world problems.
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Differentiation
The concepts of differentiation:
the secant line, the slope of a tangent line as a background to solving nonlinear equations using the Newton-Raphson method, finding maxima and minima of functions as a means of optimization, the use of the Taylor series to approximate functions, etc. The derivative of a function represents the rate of change of a variable with respect to another variable.

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Differentiation (cont)
Concepts of the secant line
and tangent line (Figure 1).
mPQ ,secant f ( a h) f ( a ) f ( a h) f ( a ) ( a h) a h
f(x)

secant line

Q tangent line

f ( x)
Figure 1 Function curve with tangent and secant lines.

P a Figure 2 Calculation of the secant line. a+h x

As Q moves closer and closer to P, the limiting portion is called the tangent line. The slope of the tangent line then is the limiting value of as :

mPQ ,tangent lim

h 0

f ( a h) f ( a ) h

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Differentiation (cont)
Derivative of a Function
The derivative of a function at is defined as

f (a) lim
h 0

f ( a h) f ( a ) h

f (a) lim
x a

f ( x) f (a ) xa

Other Notations of Derivatives

f ( x),

d dy f ( x), y, and dx dx

Derivates can be denoted in several ways. For the first derivative, the notations are For the second derivative, the notations are For the derivative, the notations are

d2 d2y f ( x), f ( x), y, and 2 dx dx 2 f

(n) n dn (n) d y ( x ), f ( x ), y , dx n dx n

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Differentiation (cont)
Theorems of Differentiation
1 2 3 4
The derivative of a constant is zero.

The derivative of
The derivative of The derivative of

If f(x)=k , where k is a constant. f(x)=xn, where n0 is f(x)=nxn-1. f(x)=kg(x), where k is a constant is f(x)=kg(x). f(x0=u(x)v(x) is f(x)=u(x)v(x).

The derivative of

f(x)=u(x)v(x)

d d f ( x ) u ( x ) v ( x ) v ( x ) u ( x) is (Product Rule) dx dx
Is (Quotient Rule) f ( x)

u ( x) f ( x ) 6 The derivative of v( x)

v( x)

d d u ( x) u ( x) v( x) dx dx 2 (v( x))

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Differentiation (cont)
Chain Rule of Differentiation
d ( f ( g ( x)) f ( g ( x)) g ( x) dx

Implicit Differentiation
Higher order derivatives

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Differentiation (cont)
Finding maximum and minimum of a function
Let f(x) be a function in domain D, then

A. f(a) is the maximum of the function if f(x) f(a) for all values of x in the domain D. B. f(a) is the minimum of the function if f(a) f(x) for all values of x in the domain D.
The minimum and maximum of a function are also the critical values of a function. An extreme value can occur in the interval
at end points a point in where .

a point in

where

does not exist.

These critical points can be the local maximas and minimas of the function

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Differentiation (cont)
. f(x) Absolute Maximum maximum Domain = [c,d] Local Maximum (f(x) does not exist) minimum c d x Figure 7 Graph illustrating the concepts of maximum and minimum.

Local Maximum

Local Minimu m Local Minimum

Absolute Minimum

c
.

f (a )

f ( x)

f ( x) 1 / x

f ( x)

xa

x Figure 10 Function that has no maximum or minimum.

Figure 11 Graph demonstrates the concept of a singular point with discontinuous slope at x a

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Differentiation of Continuous Functions

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Objective
derive formulas for approximating the first derivative of a function,
derive formulas for approximating derivatives from Taylor series, derive finite difference approximations for higher order derivatives, and

use the developed formulas in examples to find derivatives of a function.

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Derivative
The derivative of a function at x is defined as

To be able to find a derivative numerically, one could make a finite x to give,

There are 3 three such approximations.

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Forward Difference Approximation

The First Derivative

f ( x)

x x

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Backward Difference Approximation

The First Derivative

f ( x)

x x

x x

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THE END

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