# Differential Calculus ## Big Theorems / Tools: :::{.proposition title="Fundamental Theorem of Calculus I"} \[ \frac{\partial}{\partial x} \int_a^x f(t) dt = f(x) \\ \\ \] ::: :::{.proposition title="Generalized Fundamental Theorem of Calculus"} \[ \frac{\partial}{\partial x} \int_{a(x)}^{b(x)} f(x, t) dt - \int_{a(x)}^{b(x)} \frac{\partial}{\partial x} f(x, t) dt &= f(x, t) \cdot \frac{\partial}{\partial x}(t) \bigg\rvert_{t=a(x)}^{t=b(x)} \\ \\ &= f(x, b(x))\cdot b'(x) - f(x, a(x))\cdot a'(x) \\ \\ \] If \(f(x,t) = f(t)\) doesn't depend on $x$, then $\dd{f}{x} = 0$ and the second integral vanishes: \[ \frac{\partial}{\partial x} \int_{a(x)}^{b(x)} f(t) dt &= f(b(x))\cdot b'(x) - f(a(x))\cdot a'(x) \] ::: \todo[inline]{Find examples.} :::{.remark} Note that you can recover the original FTC by taking \[ a(x) &= c \\ b(x) &= x \\ f(x,t) &= f(t) .\] ::: :::{.corollary title="?"} \[ \frac{\partial}{\partial x} \int_{1}^{x} f(x, t) dt = \int_{1}^{x} \frac{\partial}{\partial x} f(x, t) dt + f(x, x) \] ::: :::{.proposition title="Extreme Value Theorem"} Todo ::: \todo[inline]{Todo} :::{.proposition title="Mean Value Theorem"} \[ f \in C^0(I) &\implies \exists p\in I: f(b) - f(a) = f'(p)(b-a) \\ &\implies \exists p\in I: \int_a^b f(x)~dx = f(p)(b-a) .\] ::: :::{.proposition title="Rolle's Theorem"} ::: \todo[inline]{todo} :::{.proposition title="L'Hopital's Rule"} If - \(f(x)\) and \(g(x)\) are differentiable on $I - \pt$, and \[ \lim_{x\to \pt} f(x) = \lim_{x\to \pt} g(x) \in \theset{0, \pm \infty}, && \forall x \in I, g'(x) \neq 0, && \lim_{x\to\pt} \frac{ f'(x)}{\ g'(x)} \text{ exists}, \\ \] Then it is necessarily the case that \[ \lim _ { x \rightarrow \pt } \frac { f ( x ) } { g ( x ) } = \lim _ { x \rightarrow \pt } \frac { f ^ { \prime } ( x ) } { g ^ { \prime } ( x ) }. \] ::: :::{.remark} Note that this includes the following indeterminate forms: \[ \frac{0}{0}, \quad \frac{\infty}{\infty}, \quad 0 \cdot \infty, \quad 0^{0}, \quad \infty^{0}, \quad 1^{\infty}, \quad \infty-\infty .\] For $0\cdot \infty$, can rewrite as ${0 \over {1\over \infty}} = {0\over 0},$ or alternatively ${\infty \over {1\over 0}} = {\infty \over \infty}.$ For $1^\infty, \infty^0,$ and $0^0$, set \[ L \da \lim f^g \implies \ln L = \lim g \ln(f) \] to recover $\infty\cdot 0, 0 \cdot \infty,$ or $0\cdot 0$. ::: :::{.proposition title="Taylor Expansion"} \[ T(a, x) &= \sum _ { n = 0 } ^ { \infty } \frac { f ^ { ( n ) } ( a ) } { n ! } ( x - a ) ^ { n } \\ &= f ( a ) + f'(a)( x - a ) + \frac { 1 } { 2 }f ^ { \prime \prime } ( a ) ( x - a ) ^ { 2 } \\ & \quad \quad + \frac { 1} { 6 } f ^ { \prime \prime \prime } ( a ) ( x - a ) ^ { 3 } + \frac{1}{24}f^{(4)}(a)(x-a)^4 + ~\cdots \] There is a bound on the error: \[ \abs{f(x) - T_k(a,x)} \leq \abs{\frac{f^{(k+1)}(a)}{(k+1)!}} \] where $T_k(a, x) = \sum _ { n = 0 } ^ { k } \frac { f ^ { ( n ) } ( a ) } { n ! } ( x - a ) ^ { n }$ is the $k$th truncation. ::: :::{.remark} Approximating change: $\Delta y \approx f'(x) \Delta x$ ::: ## Limits ## Tools for finding limits \todo[inline]{Examples} How to find $\lim_{x\to a} f(x)$in order of difficulty: - Plug in: if $f$ is continuous, \(\lim_{x\to a} f(x) = f(a)\). - Check for indeterminate forms and apply L'Hopital's Rule. - Algebraic rules - Squeeze theorem - Expand in Taylor series at \(a\) - Monotonic + bounded - One-sided limits: $\lim_{x\to a^-} f(x) = \lim_{\varepsilon \to 0} f(a-\varepsilon)$ - Limits at zero or infinity: \[ \lim_{x\to\infty} f(x) = \lim_{\frac{1}{x}\to 0} f\qty{\frac{1}{x}} \text{ and } \lim_{x\to 0} f(x) = \lim_{x\to\infty} f\qty{1 \over x} \] - Also useful: if $p(x) = p_nx^n + \cdots$ and $q(x) = q_nx^m + \cdots$, \[ \lim_{x\to\infty} \frac{p(x)}{q(x)} = \begin{cases} 0 & \deg p < \deg q \\ \infty & \deg p > \deg q \\ \frac{p_n}{q_n} & \deg p = \deg q \end{cases} \] :::{.warning} Be careful: limits may not exist!! Example $:\lim_{x\to 0} \frac{1}{x} \neq 0$. ::: ## Asymptotes - Vertical asymptotes: at values \(x=p\) where $\lim_{x\to p} = \pm\infty$ - Horizontal asymptotes: given by points \(y=L\) where $L \lim_{x\to\pm\infty} f(x) < \infty$ - Oblique asymptotes: for rational functions, divide - terms without denominators yield equation of asymptote (i.e. look at the asymptotic order or "limiting behavior"). - Concretely: \[ f(x) = \frac{p(x)}{q(x)} = r(x) + \frac{s(x)}{t(x)} \sim r(x) \] ## Recurrences - Limit of a recurrence: $x_n = f(x_{n-1}, x_{n-2}, \cdots)$ - If the limit exists, it is a solution to \(x = f(x)\) ## Derivatives :::{.proposition title="Chain Rule"} \[ \dd{}{x}(f\circ g) = (f' \circ g) \cdot g' \] ::: :::{.proposition title="Product Rule"} \[ \dd{}{x} f\cdot g =f'\cdot g + g' \cdot f \] ::: :::{.proposition title="Quotient Rule"} \[ \dd{}{x} \frac{f(x)}{g(x)} = \frac{f'g - g'f}{g^2} \] > Mnemonic: Low d-high minus high d-low ::: :::{.proposition title="Inverse Rule"} \[ \dd{f^{-1}}{x}(f(x_0)) = \left( \dd{f}{x} \right)^{-1}(x_0) = 1/f'(x_0) \] ::: ## Implicit Differentiation \[ (f(x))' = f'(x)~dx, (f(y))' = f'(y)~dy \] - Often able to solve for $\dd{y}{x}$ this way. - Obtaining derivatives of inverse functions: if \(y = f^{-1}(x)\) then write \(f(y) = x\) and implicitly differentiate. ## Related Rates General series of steps: want to know some unknown rate \(y_t\) - Lay out known relation that involves \(y\) - Take derivative implicitly (say w.r.t \(t\)) to obtain a relation between \(y_t\) and other stuff. - Isolate $y_t = \text{ known stuff }$ :::{.example title="?"} Example: ladder sliding down wall - Setup: \(l, x_t\) and \(x(t)\) are known for a given \(t\), want \(y_t\). \[ x(t)^2 + y(t)^2 = l^2 \implies 2xx_t +2yy_t = 2ll_t = 0 \] (noting that $l$ is constant) - So $y_t = -\frac{x(t)}{y(t)}x_t$ - \(x(t)\) is known, so obtain $y(t) = \sqrt{l^2 - x(t)^2}$ and solve. :::