Calculus - Lecture 1

1 Differentiation
d2 x
• Newton’s laws are differential equations of the form: dt2
= f (x, t).
• The derivative of a function f (x) at x = a (if it exists) is defined as:
f (a + h) − f (a)
f 0 (a) = lim
h→0 h

f(a + h)

f(a)

a a+h

• f 0 (a) is the slope of the tangent line to the graph of y = f (x) at x = a.

• From the definition, for a constant function f (x) = c
f (a + h) − f (a) c−c
lim = lim = 0.
h→0 h h→0 h

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2 Polynomials

• Suppose f (x) = xn , where n is a positive integer. Then:

n = 1, (i.e., y = x):

f (a + h) − f (a) (a + h) − a h
lim = lim = lim = 1.
h→0 h h→0 h h→0 h

n = 2, (i.e., y = x2 ):

f (x + h) − f (x) x2 + 2xh + h2 − x2
lim = lim
h→0 h h→0 h
2xh + h 2
= lim
h→0 h
= lim 2x + h = 2x.
h→0

• Recall the binomial theorem:

     
n n−1 n n−2 2 n n
(x + h)n = xn + x h+ x h + ... + h ,
1 2 n

where nk = k!(n−k)!
n!


.

• In the general case y = xn we use the binomial theorem to find:

nxn−1 h + n2 xn−2 h2 + . . . + hn


(x + h)n − xn
lim = lim
h→0 h h→0 h
= nxn−1 .

In fact, if f (x) = xr , r any real number, then f 0 (x) = rxr−1 .

√ 1 2
• Example: If f (x) = 3
x = x 3 , then f 0 (x) = 31 x− 3 .

dz
• Example: z = r3 , then dr = 3r2 .

f 0 (x+h)−f 0 (x)
• We may take higher derivatives as well: f 00 (x) = lim h .
h→0

• Example: If f (x) = x3 , then f 0 (x) = 3x2 and f 00 (x) = 6x.

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3 Basic Properties of Derivatives

• If f (x) and g(x) are differentiable functions and c is a constant, then we have:

1. d 0
dx (cf ) = cf
2. d 0 + g0
dx (f + g) = f
d 0 − g0
3. dx (f − g) = f

To prove (2) for (f + g)(x) = f (x) + g(x):

(f + g)(x + h) − (f + g)(x) f (x + h) + g(x + h) − (f (x) + g(x))

lim = lim
h→0 h h→0 h
f (x + h) − f (x) g(x + h) − g(x)
= lim + lim
h→0 h h→0 h
0 0
= f (x) + g (x).

• Example:
√ Suppose the position of a particle on the real line is given by
x(t) = 1 + t for t > 0. Find the velocity and the limiting velocity as t → ∞.
1 1 1
x0 (t) = (1 + t)− 2 = √ lim x0 (t) = 0
2 2 1+t t→∞

4 The Exponential Function

df
• One of the simplest differential equations is dt = f (t).

• Suppose f (x) = ax , where a > 0 is a real number. Then:

ax+h − ax
 h
ah − 1

f (x + h) − f (x) x a −1
lim = lim = lim a = ax lim .
h→0 h h→0 h h→0 h h→0 h
ah −1
We’ll assume that lim h exists and is not 0. In fact, if this limit exists
h→0
then it equals f 0 (0). So if the derivative exists, then dx d
(f (x)) = f 0 (0)ax =
f 0 (0)f (x). This means that the derivative of f (x) = ax is proportional to f (x).

• Recall that “y is proportional to x” means y = cx for some c 6= 0.

2h −1
• Using a calculator, we see that for a = 2, lim v .69 . . ., and for a = 3,
h→0 h
3h −1
lim h v 1.10 . . .. Thus there is some number e between 2 and 3 (e =
h→0
eh −1
2.7182 . . .) such that lim = 1. So if f (x) = ex then f 0 (x) = ex = f (x).
h→0 h

• e is also defined as a limit: e = lim (1 + n1 )n .

n→∞

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 • More generally, ex = lim (1 + nx )n .
h→∞

• Example: Suppose you invest $1 at 100% interest computed every 6 months

(twice a year):
1
Amount of money: 1(1 + ) (after 6 months)
2
1 1 1
(1 + )(1 + ) = (1 + )2 (after full year).
2 2 2
If the interest was instead computed every 3 months (4 times a year):
1
Amount of money: 1(1 + ) (after first quarter)
4
1 1 1
(1 + )(1 + ) = (1 + )2 (after 2nd quarter)
4 4 4
1 4
(1 + ) (after full year).
4

• In the previous example, would get back $e if 100% interest per year was
computed instantaneously.

5 Product and Quotient Rules

• If f (x) and g(x) are functions, then we define (f g)(x) = f (x)g(x). If g(x) 6= 0
we define the quotient ( fg )x = fg(x)
(x)
.

• Product Rule: If f (x) and g(x) are differentiable then:

d df dg
(f g) = f 0 g + g 0 f = g+ f.
dx dx dx
Some other notations:

(f g)0 (a) = f 0 (a)g(a) + f (a)g 0 (a)

d df dg
fg = g(a) + f (a).
dx x=a dx x=a dx x=a

• Example: f (x) = x2 ex , find f 0 (x) and f 00 (x):

f 0 (x) = (x2 )(ex ) + (2x)(ex ) = x2 ex + 2xex

f 00 (x) = [(x2 )(ex ) + (2x)(ex )] + [(2x)(ex ) + (2)(ex )] = (2 + 4x + x2 )ex

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• Example: If h(x) = g(x)f (x) find h0 (1) given:

f (1) = 2 f 0 (1) = 3
g(1) = −1 g 0 (1) = 4

h0 (x) = g 0 (x)f (x) + g(x)f 0 (x)

h0 (1) = (4)(2) + (−1)(3) = 8 − 3 = 5.

• Quotient Rule: If g(x) 6= 0 and f (x) are differentiable then:

g(x)f 0 (x) − f (x)g 0 (x)

 
d f
= .
dx g (g(x))2

• Example: If x 6= 0,

0 − 1(nxn − 1) −nxn−1
 
d 1 −n
n
= 2n
= 2n
= −nx−n−1 = x+1 .
dx x x x x