DIFFERENTIAL CALCULUS

DIFFERENTIATION

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Anil. G. S

CALCULUS
Calculus is the branch of maths concerned with the study of change. It comprises of two chief branches, differential calculus and Integral calculus.

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Anil. G. S

Differential Calculus
Differential calculus is a subfield of calculus concerned with the study of how functions change when their inputs change. The derivative of a function f(a) with respect to the variable x is function f(a)

f ( x h) f ( x ) dy The formula lim is written as . h 0 h dx

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5 steps to Differentiate by first principles

Step 1: Given f(x) Step 2: Find f(x+h) Step 3: Find f(x+h)-f(x) f(x+h)-f(x) Step 4: Find
h

Step 5: Find
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f(x+h)-f(x) df ( x) lim f '( x) h 0 h dx

Anil. G. S

Find from first principles the derivative of x2 with respect to x.

Step 1: f(x)=x2
Step 2: f(x+h)=(x+h)2= x2 +2xh+h2

Step 3: f(x+h) - f(x)= x2 +2xh+h2-x2

f(x+h)-f(x) =2x+h h

Step 4:

Step 5

f(x+h)-f(x) d ( x ) lim 2x h 0 h dx

Differentiate y =x +2x+4 with respect to x.

f(x)=x 2 +2x+4

f(x+h)=(x+h) +2(x+h)+4=x +2xh+h +2x+2h+4

f(x+h)-f(x)=x 2 +2xh+h 2 +2x+2h+4-x 2 2 x 4
f(x+h)-f(x)=2xh+h +2h
2

f(x+h)-f(x) =2x+h+2 h

dy f(x+h)-f(x) lim =2x+2 dx h 0 h

Differentiate

1 x

with respect to x from first principles.

1 f(x)= x

1 f(x+h)= x+h

1 1 x-(x+h) -h f(x+h)-f(x)= - = = x+h x x(x+h) x(x+h)

f(x+h)-f(x) -1 = h x(x+h)

1 d( ) x lim f(x+h)-f(x) -1 2 h 0 dx h x

Derivative of Constant Function

Derivative of Identity Function

The Power Rule

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IMPORTANT FORMULAE
d/dx ( xn ) = nxn - 1 d/dx ( log x) = 1/x d/dx ( ex ) = ex d/dx ( sin x) = cos x d/dx ( cos x) = -sin x d/dx ( tan x) = sec2x d/dx ( cot x ) = -cosec2x d/dx ( sec x ) = sec x tan x d/dx ( cosec x )= -cosec x cot x
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Problems
Differentiate y=5x with respect to x.
5 Differentiate 3 with respect to x. x
4

Differentiate y=x +6x +5x+3 with respect to x.

dy If y x 3x 4, find when x 2. dx
4 2

Differentiate wrt x, (X3+1)(1+x)

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HW
Differentiate the following with respect to x:

1. y=6x
4

3 3

2. y=x +2x +8 1 1 3. y= 2 + x x
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Product Rule
If y=uv. Then use the formula dy dv du =u +v dx dx dx

Quotient Rule
u , then If y= v
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du dv v -u dy = dx 2 dx dx v
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Product rule
Differentiate y=(2x-5)(3x2 +6)

Differentiate y=x3(cos x)
Differentiate x (x+2) with respect to x.

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Quotient rule
x 2 -5 y= 2 2x
Differentiate
1. 2. 3. 4. 5. 6.
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x 2 -1 x 2 +1

x 2 x3 4 2 x3 3x y x 4 cos x y x4 x y 3x 1 3x 3 t x2 sin x y 2x
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Function of a function
If y is a function of u & u is a function of x, then dy/dx = (dy/du) x (du/dx)
Differentiation of a function w.r.t another function d f(x)/ d(x) = [d f(x)/d(x)] [d (x)/ d(x)]
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Differentiate y=(3x+2)

Differentiate (3-4x) with respect to x.

Diferentiate 1 with respect to x. 1+4x

Differentiate (x+2) / (x-1) wrt (3x+1)/(x-1)

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Implicit function
In functions like x2 +4xy y2 =2x, y is not expressed in terms of x. This is called an Implicit Function. In the case of such functions differentiate term by term and obtain dy/dx.

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 If x2+y2 = 9, find dy/dx Find dy/dx, if x2-y2 +3x = 5y xy = c2 find dy/dx.

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Logarithmic Differentiation
This method is used, when the function has an index, which itself is a function. For example y=x2x or y=xsin x. Proceed by taking logarithm on both the sides

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 Differentiate xlogx Differentiate ax/x2

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HIGHER ORDER DERIVATIVES

Differentiating y wrt x, gives dy/dx. Differentiating again wrt x, gives d2y/dx2

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 If y = x2 log x, find y1 & y2

If y = 3x3-2x2+6x, find d4y/dx4

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Application of derivative (Rate of change & Marginal analysis)

Marginal cost: MC = dC/dx, where C is cost & x is quantity of production Marginal Revenue: MR = dR/dx, where R is revenue & x is quantity of sales. Marginal productivity: MP = dP/dL, where P is the output & L is the input. Marginal Utility: MU = dU/dx, where U is utility & x is quantity of commodity purchased. Marginal rate of substitution:
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Problems
The total cost function for producing and marketing x units of a product: C=0.004x3 - 0.02 x2 +25, find the following: (a) The total cost when output is 4 units (b) Average cost when output is 4 units (c) Marginal cost when output is 4 units

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 The demand for a product is given by the equation: p = 20+4q-q2, where q is the number of units demanded and p is the price per unit. What is the marginal revenue at q =2?

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Problems
Cost function of a firm is given by C=x(x2-1). Find Marginal Cost when the production is 2 units. Total revenue function of a firm is given by R=21x-x2. Find the marginal revenue when 10 units are sold. Let x=100+10k-k2 be a production function where k is the input & x is the output. Find the marginal productivity when k=2.
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 The demand function of a monopolist is p=15-2x and the cost function is C = x2+2x. Find (1) marginal cost (2) marginal revenue (3) equilibrium output (4) Equilibrium price (5)Average cost (5) Average cost when the output is 4 units. The cost function is defined by C=a+bq+cq2 Define marginal cost & average cost. (q is the quantity of production)

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Elasticity
Elasticity of a function y = f(x) at a point x is defined as ratio of the rate of proportional change in y to the proportional change in x. ie. ey = (dy/y) / (dx/x) = (x/y) . (dy/dx)

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Price elasticity of demand ed = -(p/q) . (dq/dp) Price elasticity of supply es = (p/q).(dq/dp)

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Problems
Suppose the price p and quantity q of a product are related by the relation: q = 16-4p-p2 , find the following: (a) Elasticity of demand at p=3 (b) Marginal revenue

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Problem
If pq=200, represents the demand law, P.T elasticity of demand is 1 all through. Find the elasticity of supply when price=5. Supply function is given by q=25-4p+p2 , where q is the supply at price p.

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Maxima & Minima

A

At A, maximum occurs and dy/dx =0 & d2y/dx2 < 0 At B, minimum occurs and dy/dx =0 & d2y/dx2 >0
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Problems
The demand function of a company is given by: p = 700-0.3x, and the cost function is given by: c = 15x + 20000, where p is the price per unit and x is the number of units produced. Find the production for maximum profit.

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Problems
A manufacturer can sell x units of a product per week at a price, p=100-2x. The cost of producing x units is C = 25x + 1000. Determine the number of units he should produce to maximize his profit.

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