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Ch3 DifferentiableFunctions

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32 views13 pages

Ch3 DifferentiableFunctions

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furkan ateş
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 3

Differentiable functions

Contents
3.1 The derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.2 Chain rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.2.1 Derivatives of inverse functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.2.2 Inverse trigonometric functions and their derivatives . . . . . . . . . . . . . . . . . . . 29
3.2.3 Implicit differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.3 Related rates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

3.1 The derivative


Definition 3.1. A real-valued function f defined on an open interval containing the point x0 is said to be differen-
tiable at x0 if the limit
f (x) f (x0 ) f (x0 + h) f (x0 )
f 0 (x0 ) := lim = lim
x!x0 x x0 h!0 h
exists and is finite. In this case, f 0 (x0 ) is called the derivative of f at x0 .
Remark 3.1. We have the following geometric interpretations:
f (x) f (x0 )
1. slope of the secant line:
x x0
f (x) f (x0 )
2. slope of the tangent line: f 0 (x0 ) = lim
x!x0 x x0
Remark 3.2. We can also interpret derivative as instantaneous rate of change:
y f (x) f (x0 )
1. average rate of change of f on [x0 , x]: =
x x x0
y
2. instantaneous rate of change of f at x0 : f 0 (x0 ) = lim
x!0 x
Definition 3.2 (derivative as a function). The derivative of the function f is the function f 0 whose value at x is

f (x + h) f (x)
f 0 (x) = lim
h!0 h
provided the limit exists and is finite. Note that Df 0 ✓ Df .

23
CHAPTER 3. DIFFERENTIABLE FUNCTIONS 24

Definition 3.3. We say that the function f is


1. differentiable on (a, b) if f 0 (x) exists for all x 2 (a, b),
2. differentiable on [a, b] if f is differentiable on (a, b) and

0 f (a + h) f (a)
f+ (a) := lim [this is called the right-hand derivative at a]
h!0+ h
f (b + h) f (b)
f 0 (b) := lim [this is called the left-hand derivative at b]
h!0 h
provided the limits exist and are finite.
Differentiability on (a, b] and [a, b) are defined in the obvious way.
Remark 3.3. f is differentiable at x0 if and only if its right-hand and left-hand derivatives at x0 both exist and are
equal. Of course, in this case,
f 0 (x0 ) = f+0
(x0 ) = f 0 (x0 ).
Theorem 3.1 (differentiability implies continuity). If f is differentiable at x0 , then it is continuous at x0 .
Proof. Since
f (x) f (x0 )
lim f (x) f (x0 ) = lim lim (x x0 ) = f 0 (x0 ) · 0 = 0,
x!x0 x!x0 x x0 x!x0

we have lim f (x) = f (x0 ). ⇤


x!x0

Example 3.1. Show that f (x) = |x| is differentiable on R {0}, but f 0 (0) does not exist.
Notation 3.1. For a function y = f (x) we use the following notation:
dy df
1. f 0 (x) = y 0 = = = Dx f
dx dx
dy df
2. f 0 (x0 ) = = = Dx f (x0 )
dx x=x0 dx x=x0

Notation 3.2 (higher order derivatives). For a function y = f (x) we use the following notation:
1. f 00 := (f 0 )0 , f 000 := (f 00 )0 . . .
2. f (2) := f 00 and f (n) := (f (n 1) )0 for n 3.
✓ ◆
d2 y d dy
3. f 00 (x) = y 00 = 2 = = y 00 = Dx2 f
dx dx dx
d (n dn y
4. y (n) = y 1)
= = Dn y
dx dxn
Theorem 3.2 (differentiation rules). At any point x where the functions f and g are differentiable, the functions
cf (c is a constant), f ± g, f · g, f /g (provided g(x) 6= 0) are differentiable with
1. (cf )0 (x) = c f 0 (x) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . constant multiple rule
2. (f ± g)0 (x) = f 0 (x) ± g 0 (x) . . . . . . . . . . . . . . . . . . . . . sum and difference rules
3. (f · g)0 (x) = f 0 (x) g(x) + f (x) g 0 (x) . . . . . . . . . . . . .product rule
f 0 f 0 (x) g(x) f (x) g 0 (x)
4. (x) = . . . . . . . . . . . . . . quotient rule
g [g(x)]2
CHAPTER 3. DIFFERENTIABLE FUNCTIONS 25

Proof.
1. This is straightforward:

(cf )(x + h) (cf )(x) f (x + h) f (x)


(cf )0 (x) = lim = c lim = c f 0 (x).
h!0 h h!0 h

2. Again, this is straightforward:

(f ± g)(x + h) (f ± g)(x)
(f ± g)0 (x) = lim
h!0 h
f (x + h) f (x) g(x + h) g(x)
= lim ± lim = f 0 (x) ± g 0 (x).
h!0 h h!0 h

3. This requires a simple trick:

(f · g)(x + h) (f · g)(x) f (x + h) g(x + h) f (x) g(x)


(f · g)0 (x) = lim = lim
h!0 h h!0 h
f (x + h) g(x + h) f (x) g(x + h) + f (x) g(x + h) f (x) g(x)
= lim
h!0 h
f (x + h) f (x) g(x + h) g(x)
= lim lim g(x + h) + f (x) lim
h!0 h h!0 h!0 h
0 0
= f (x) g(x) + f (x) g (x).

4. This additionally makes use of “’differentiability implies continuity”:


⇣f ⌘ ⇣f ⌘ f (x + h) f (x)
⇣ f ⌘0 (x + h) (x)
g g g(x + h) g(x)
(x) = lim = lim
g h!0 h h!0 h
f (x + h) g(x) f (x) g(x + h)
= lim
h!0 g(x) g(x + h) h
1 1 f (x + h) g(x) f (x) g(x + h)
= lim lim
g(x) h!0 g(x + h) h!0 h
1 f (x + h) g(x) f (x) g(x + h)
= lim
[g(x)]2 h!0 h
1 f (x + h) g(x) f (x) g(x) + f (x) g(x) f (x) g(x + h)
= lim
[g(x)]2 h!0 h
✓ ◆ ✓ ◆
1 f (x + h) f (x) g(x + h) g(x)
= lim g(x) f (x) lim
[g(x)]2 h!0 h h!0 h
0 0
f (x) g(x) f (x) g (x)
= .
[g(x)]2

So the proof is complete. ⇤

Theorem 3.3 (constant and power rules). We have:


1. (c)0 = 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . constant rule

2. (xn )0 = n xn 1
(n 2 Z) . . . . . . . . . . . . . . . . . . . . . . . . . . .power rule
3. (xr )0 = r xr 1
(r 2 Q {0}) . . . . . . . . . . . . . . . . . . . . . power rule for rational exponents
CHAPTER 3. DIFFERENTIABLE FUNCTIONS 26

4. (xa )0 = a xa 1
(a 2 R {0}) . . . . . . . . . . . . . . . . . . . . . general power rule
Proof.
1. We have
d c c
c = lim = 0.
dx x=x0 x!x0 x x0
2. If n 2 N, then

d n xn xn0 [x x0 ] [xn 1 + xn 2 x0 + · · · + x1 xn0 2


+ xn0 1
]
x = lim = lim
dx x=x0 x!x0 x x0 x!x0 x x0
1 n 2 n 1
= lim [xn 1
+x n 2
x0 + · · · + x x0 + x0 ]
x!x0

= n xn0 1
.

This, in turn, implies by the quotient rule


✓ ◆ ✓ ◆
d n d n
✓ ◆ 1 x 1 x
d d 1 dx dx nxn 1
x n= = = = nx n 1
.
dx dx xn x2n x2n

Thus the result.


3. This will be proved using the chain rule.

4. This will be proved after we define the logarithmic and exponential functions.

Example 3.2. Find all points on the graph of f (x) = x2 whose normal passes through (2, 1/2).

We have f 0 (x) = 2x so that the slope of the tangent line at (x0 , f (x0 )) = (x0 , x20 ) is f 0 (x0 ) = 2x0 ,
and the slope of the normal line is 2x1 0 . Accordingly the equation of the normal line to the
graph of f at (x0 , x20 ) is
1
y x20 = (x x0 ).
2x0
The point (2, 1/2) is on such a normal line if and only if

1 1
x20 = (2 x0 ) , x0 2x30 = x0 2 , x30 = 1 , x0 = 1.
2 2x0

So the only such point is (x0 , x20 ) = (1, 1).

Theorem 3.4 (derivatives of trigonometric functions). We have

d d d
sin x = cos x, cos x = sin x, tan x = sec2 x,
dx dx dx
d d d
cot x = csc2 x, sec x = sec x tan x, csc x = csc x cot x.
dx dx dx
Proof. The identity
sin(↵ + ) = sin ↵ cos + cos ↵ sin
CHAPTER 3. DIFFERENTIABLE FUNCTIONS 27

implies

d sin(x + h) sin x sin x cos h + cos x sin h sin x


sin x = lim = lim
dx h!0 h h!0 h
cos h 1 sin h
= sin x lim + cos x lim = sin x · 0 + cos x · 1 = cos x.
h!0 h h!0 h

Similarly, the identity


cos(↵ + ) = cos ↵ cos sin ↵ sin
implies

d cos(x + h) cos x cos x cos h sin x sin h cos x


cos x = lim = lim
dx h!0 h h!0 h
cos h 1 sin h
= cos x lim sin x lim = cos x · 0 sin x · 1 = sin x.
h!0 h h!0 h
Utilizing the quotient rule, we find

d d sin x (sin x)0 cos x sin x (cos x)0 cos2 x + sin2 x 1


tan x = = 2
= 2
= = sec2 x.
dx dx cos x cos x cos x cos2 x
The remaining rules are derived similarly. ⇤

dy cos x
Example 3.3. Find if y = .
dx 1 + sin x
By the quotient rule

(cos x)0 (1 + sin x) cos x (1 + sin x)0 sin x (1 + sin x) cos x cos x
y0 = =
(1 + sin x)2 (1 + sin x)2
sin x + sin2 x + cos2 x sin x + 1 1 1
= = = = .
(1 + sin x)2 (1 + sin x)2 |1 + sin x| 1 + sin x

3.2 Chain rule


Theorem 3.5 (chain rule). If f is differentiable at x0 and g is differentiable at f (x0 ) then g f is differentiable at
x0 , and
(g f )0 (x0 ) = g 0 (f (x0 )) · f 0 (x0 ).
Alternatively: If y = y(u) and u = u(x), then

dy dy du dy
= [where is evaluated at u(x)].
dx du dx du
Proof. It is left as an exercise to check that g f is defined on an open interval containing x0 . Let
8
>
> g(y) g(f (x0 ))
< , y 2 Dg {f (x0 )},
y f (x0 )
h(y) =
>
>
:
g 0 (f (x0 )), y = f (x0 ).

Since lim h(y) = g 0 (f (x0 )) = h(f (x0 )), the function h is continuous at f (x0 ). Note that
y!f (x0 )

g(y) g(f (x0 )) = h(y) [y f (x0 )] for all y 2 Dg ,


CHAPTER 3. DIFFERENTIABLE FUNCTIONS 28

and thus
(g f )(x) (g f )(x0 ) = h(f (x)) [f (x) f (x0 )] for all x 2 Dg f .
This entails
(g f )(x) (g f )(x0 ) f (x) f (x0 )
= h(f (x)) for all x 2 Dg f {x0 }. (3.1)
x x0 x x0
Since lim f (x) = f (x0 ), and since h is continuous at f (x0 ), we have that
x!x0

lim h(f (x)) = h(f (x0 ) = g 0 (f (x0 )).


x!x0

Thus the results follows by taking the limit as x ! x0 in (3.1). ⇤

dy
Example 3.4. Find if:
dx
1. y = sin u and u = x cos x

dy dy du
= = cos u (1 + sin x) = cos(x cos x) (1 + sin x).
dx du dx
2. y = sec(tan x)

dy d
= sec(tan x) tan(tan x) tan x = sec(tan x) tan(tan x) sec2 x
dx dx
3. y = x2 sec( x1 )

✓ ◆ ✓ ◆
dy d 2 1 2 d 1 1 2 1 1 d 1
= x sec( ) + x sec( ) = 2x sec( ) + x sec( ) tan( )
dx dx x dx x x x x dx x
1 1 1
= 2x sec( ) sec( ) tan( )
x x x

4. y = cos4 (sec2 3x)


We repeatedly apply the chain rule to get

dy d
= 4 cos3 (sec2 3x) cos(sec2 3x)
dx dx
d
= 4 cos3 (sec2 3x) sin(sec2 3x) sec2 3x
dx
d
= 4 cos3 (sec2 3x) sin(sec2 3x) 2 sec 3x (sec 3x)
dx
d
= 4 cos3 (sec2 3x) sin(sec2 3x) 2 sec 3x sec 3x tan 3x (3x)
dx
= 24 cos3 (sec2 3x) sin(sec2 3x) sec2 3x tan 3x.
CHAPTER 3. DIFFERENTIABLE FUNCTIONS 29

3.2.1 Derivatives of inverse functions


Let us note that chain rule applied to the identity
1
f (f (x)) = x

formally entails
1 0 1
(f ) (f (x)) f 0 (x) = 1 or (f 1 0
) (f (x)) = .
f 0 (x)
If y = f (x), this last equation can be rewritten as

1 0 1
(f ) (y) = .
f 0 (f 1 (y))

The next theorem shows that this identity can be made rigorous under certain assumptions:
Theorem 3.6 (derivatives of inverse functions). Let f be a one-to-one function on an open interval I, and let
J = f (I). If f is differentiable at x0 2 I and if f 0 (x0 ) 6= 0, then f 1 is differentiable at y0 = f (x0 ), and

1 0 1 1
(f ) (y0 ) = 0 = 0
f (x0 ) f (f 1 (y0 ))

Proof. J is an open interval by a previous theorem. Further, since

f (x) f (x0 )
lim = f 0 (x0 ) 6= 0 and f (x) 6= f (x0 ) for x 2 I {x0 },
x!x0 x x0
we also have
x x0 1
lim = 0 .
x!x0 f (x) f (x0 ) f (x0 )
Now let " > 0 be given. Then

x x0 1
9 >0 : 0 < |x x0 | < =) < ".
f (x) f (x0 ) f 0 (x 0)

Let g = f 1
, and note that g is continuous at y0 by a previous theorem. Therefore,

9⌘ > 0 : 0 < |y y0 | < ⌘ =) |g(y) g(y0 )| < , i.e. |g(y) x0 | < .

Accordingly, we have
g(y) x0 1
0 < |y y0 | < ⌘ =) < ".
f (g(y)) f (x0 ) f 0 (x0 )
Since
g(y) x0 g(y) g(y0 )
= ,
f (g(y)) f (x0 ) y y0
1
we have shown that g 0 (y0 ) = . So the proof is complete. ⇤
f 0 (x0 )

3.2.2 Inverse trigonometric functions and their derivatives


Definition 3.4 (Inverse trigonometric functions). The inverse trigonometric functions are obtained by inverting
the restrictions of elementary trigonometric functions onto appropriate sets.
1. sin : [ ⇡ ⇡
2, 2] ! [ 1, 1] and arcsin : [ 1, 1] ! [ ⇡ ⇡
2, 2]
CHAPTER 3. DIFFERENTIABLE FUNCTIONS 30

2. cos : [0, ⇡] ! [ 1, 1] and arccos : [ 1, 1] ! [0, ⇡]


3. tan : ( ⇡ ⇡
2, 2) ! R and arctan : R ! ( ⇡ ⇡
2, 2)

4. cot : (0, ⇡) ! R and arccot : R ! (0, ⇡)

5. sec : [0, ⇡] { ⇡2 } ! R ( 1, 1) and arcsec : R ( 1, 1) ! [0, ⇡] { ⇡2 }


6. csc : [ ⇡ ⇡
2, 2] {0} ! R ( 1, 1) and arccsc : R ( 1, 1) ! [ ⇡ ⇡
2, 2] {0}

/2
1

0 0

-1
- /2

- /2 0 /2 -1 0 1
(a) sin (b) arcsin

-1

-1 1
(c) cos (d) arccos

Figure 3.1: sin and cos functions, and their inverses.

Theorem 3.7 (derivatives of inverse trigonometric functions). The derivatives of inverse trigonometric functions
are given by the following formulas:
d 1 d 1
1. arcsin x = p and arccos x = p for |x| < 1.
dx 1 x2 dx 1 x2
d 1 d 1
2. arctan x = and arccot x = for x 2 R.
dx 1 + x2 dx 1 + x2
d 1 d 1
3. arcsec x = p and arccsc x = p for |x| > 1.
dx |x| x2 1 dx |x| x2 1
Proof.
CHAPTER 3. DIFFERENTIABLE FUNCTIONS 31

/2

- /2

- /2 /2
(a) tan (b) arctan

/2

/2
(c) cot (d) arccot

1
/2
-1

/2 -1 1
(e) sec (f) arcsec

/2
1

-1
- /2

- /2 /2 -1 1
(g) csc (h) arccsc

Figure 3.2: tan, cot, sec and csc functions, and their inverses.
CHAPTER 3. DIFFERENTIABLE FUNCTIONS 32

1. Setting f 1
(x) := arcsin x [so f (x) = sin x], we compute

1 0 1 1 (?) 1 1
(f ) (x) = = = q =p .
f 0 (f 1 (x)) cos(arcsin x) 1 2
sin (arcsin x) 1 x2

In (?), we used that arcsin : ( 1, 1) ! ( ⇡2 , ⇡2 ) and that cos is positive on ( ⇡ ⇡


2 , 2 ). Consequently the
identity cos2 z + sin2 z = 1 yields the positive square root.

2. Similar.
3. Setting f 1
(x) := arctan x [so f (x) = tan x], we compute

1 0 1 1 1 1
(f ) (x) = = = 2 = .
f 0 (f 1 (x)) sec2 (arctan x) 1 + tan (arctan x) 1 + x2

4. Similar.
5. First note that if |x| > 1

dy dy 1
y = arcsec x =) sec y = x =) sec y tan y = 1 =) =
dx dx sec y tan y
✓ ◆2
dy 1 1 1
=) = 2 = =
dx 2
sec y tan y sec y (sec2 y
2 1) x2 (x2 1)
dy 1
=) = p .
dx |x| x2 1

On the other hand, we also have


✓ ◆
dy 1 cos2 y dy
= = =) sign = sign (sin y)
dx sec y tan y sin y dx

so that
dy 1 1
= sign (sin y) p = p
dx |x| x2 1 |x| x2 1
where the last identity is a consequence of

y = arcsec x (with |x| > 1) =) y 2 (0, ⇡) { } =) sin y 2 (0, 1) =) sign (sin y) = 1.
2

6. Similar.

3.2.3 Implicit differentiation


Definition 3.5. When chain rule is used in an implicit equation, this is called implicit differentiation.

Let us note that validity of implicit differentiation is the content of the inverse function theorem covered
in the advanced calculus course.
Example 3.5. Here are some examples.
1. Find f 0 (x) if x4 + sin(f (x)) = x3 [f (x)]2
CHAPTER 3. DIFFERENTIABLE FUNCTIONS 33

Differentiating the equation, we get


4x3 + cos(f (x)) f 0 (x) = 3x2 [f (x)]2 + x3 2 f (x) f 0 (x)
so that
(cos(f (x)) 2x3 f (x)) f 0 (x) = 3x2 [f (x)]2 4x3 .
Therefore
3x2 [f (x)]2 4x3
f 0 (x) = .
cos(f (x)) 2x3 f (x)
dy
2. Find if x4 + sin y = x3 y 2
dx
Differentiating the equation, we get
4x3 + cos y y 0 = 3x2 y 2 + x3 2 y y 0
so that
(cos y 2x3 y) y 0 = 3x2 y 2 4x3 .
Therefore
3x2 y 2 4x3
y0 = .
cos y 2x3 y
3. The line that is normal to the curve x2 + 2xy 3y 2 = 0 at (1, 1) intersects the curve at what other point?
Differentiating the equation, we get
2x + 2y + 2x y 0 6y y 0 = 0
so that
x+y
(6y 2x) y 0 = 2x + 2y or y0 = .
3y x
Therefore the slope of the tangent line at (1, 1) is
1+1
m= = 1,
3 1
and the slope of the normal line is
m0 = 1.
The equation of the normal line is thus
y 1 = ( 1) (x 1) or y=2 x.
Plugging this into the equation of the curve, we obtain
0 = x2 + 2xy 3y 2 = x2 + 2x(2 x) 3(2 x)2 = 4 (x2 4x + 3) = 4 (x 1) (x 3)
so that either x = 1 or x = 3. The point in question corresponds to x = 3 in which case y = 2 x=
1. This gives the answer (3, 1).
p
4. [Power rule for rational exponents] Let p, q 2 Z {0} with q > 0. If y = x q , differentiate the equivalent
equation y q = xp and show that
d pq p p
x = x q 1.
dx q
Differentiating the equation y q = xp , we get
p xp 1
p y xp 1
p y xp 1
p p pq p pq 1
q yq 1
y 0 = p xp 1
or y0 = = = = yx 1
= x x 1
= x
q yq 1 q yq q xp q q q
CHAPTER 3. DIFFERENTIABLE FUNCTIONS 34

3.3 Related rates


Example 3.6. A 13-ft ladder is leaning against a wall when its base starts to slide away. By the time t = t0 when the
base is 12-ft from the wall, the base is moving at the rate of 5 ft/sec.
1. How fast is the top of the ladder sliding down the wall then?
2. At what rate is the area of the triangle formed by the ladder, wall, and the ground changing then?

3. At what rate is the angle ✓ between the ladder and the ground changing then?

Figure 3.3: Illustration

First note that


x(t)2 + y(t)2 = 132 .
1. We have
dx dy dy x(t) dx dy 12
2 x(t) + 2 y(t) = 0 =) = =) = 5= 12 ft/sec.
dt dt dt y(t) dt dt t=t0 5

1
2. For the area A(t) = x(t) y(t), we have
2
1 0 1 dA 1 1 119 2
A0 (t) = x (t) y(t) + x(t) y 0 (t) =) = 5 5 + 12 ( 12) = ft /sec
2 2 dt t=t0 2 2 12

3. We have
y d✓ y 0 x yx0 d✓ y 0 x yx0 y 0 x yx0
tan ✓ = =) sec2 ✓ = =) = cos 2
✓ = (x/13)2
x dt x2 dt x2 x2
y 0 x yx0
=
169
so that
d✓ y 0 x yx0 ( 12) 12 55
= = = 1 rad/sec.
dt t=t0 169 t=t0 169
CHAPTER 3. DIFFERENTIABLE FUNCTIONS 35

Example 3.7. A light shines from the top of a pole 50 ft high. A ball is dropped from the same height from a point 30
ft away from the light. How fast is the shadow of ball moving along the ground 1/2 sec. later? (Assume the ball falls
a distance s = 16t2 ft in t sec.).

Figure 3.4: Illustration

We have
x 30 x 1500
= =) x(t) = .
h 50 50 h(t)
Since h(t) = 50 16t2 , we thus get

1500 1500 1500 dx 1500 dx


x(t) = = = t 2
=) = =) = 1500 ft/sec.
50 h(t) 50 (50 16t2 ) 16 dt 8 t3 dt t=1/2

Example 3.8. On a morning of a day when the sun will pass directly overhead, the shadow of an 80 ft building on
the level ground is 60 ft long. At the moment in question, the angle ✓ the sun makes with the ground is increasing at
the rate of 0.27 /min. At what rate is the shadow decreasing? (remember to use radians).

Figure 3.5: Illustration

We have
d✓ 2⇡ 3⇡
= 0.27 /min = 0.27 rad/min = rad/min.
dt 360 2000
and
80 80 dx d✓ dx 1 x2 d✓
= tan ✓(t) =) 2
= sec2 ✓ =) = .
x(t) x dt dt dt 80 cos2 ✓ dt
Therefore
dx 1 602 3⇡ 3⇡
= = .
dt t=1/2 80 (60/100)2 2000 16

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