Chapter 5: Symbolic Increments

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5.1 The Gap for Power Functions
5.2 Moving the Microscope
5.3 Trigonometric Derivatives - CD

Section Summary
The gaps for , , and are calculated in this section by comparing the length of a segment of the unit circle with the vertical and horizontal projections from the ends of the segment.

The derivative of sine in radians is cosine and the derivative of cosine in radians is -sine. These important facts can be seen by magnifying the unit circle. We assume that you know the definition of radian measure of angles and the associated fact that is the (x,y)-point on the unit circle at the angle , measured counterclockwise from the x-axis. (See Chapter 28, Section 5 and Figure CD-5.1.)

In this section, we use the informal version of Definition 5.5 and work from the relationship between the sine and cosine and the length along the unit circle shown on Figure CD-5.1. Consider what happens as we move from a point to a nearby point . We magnify the unit circle, noting on Figure CD-5.2 that the more we magnify, the straighter the magnified portion of the circle appears.


Figure CD-5.1: Sine and Cosine as a Point on the Unit Circle

The figure with small appears to be a triangle at magnification . The length of the hypotenuse of the apparent triangle is because we use radian measure. (Degrees are not the distance along a unit circle.) The radii coming from the larger figure appear to meet it at right angles, so the apparent triangle is similar to the large triangle at the left with hypotenuse 1 and sides , . (You may have to do some geometry to convince yourself of this, since the corresponding edges are at right angles to one another.) The sides of the apparent triangle are the differences in sine and cosine, with cosine decreasing - hence a negative sign.

Figure CD-5.2 is the microscopic view of the circle that gives us the results


Figure CD-5.2: Derivatives of sine and cosine

Consider the apparent similarity, comparing the long sides of the two triangles,


Because we only know the apparent triangle up to a small error, we write only approximate similarity. To be explicit, let the difference equal,

Now do a little algebra to see,

with whenever . This has the form

with , , and proves half of the following:

For in radians,


with if ( can take any value.)

Example CD-5.1 Increments of Sine

The most important meaning of the increment formula for is simply that a small piece of the graph is given by the linear equation with slope . For example, suppose that we want to estimate the sine of 29 degrees. We know sine of 30 degrees and we can take the increment of -1 degree, using the "microscope equation." We must first convert to radian measure because the increment formulas above are valid only in radian measure. We take and ,


The computer's approximation of sine of 29 degrees is 0.48481.

Example CD-5.2 Limits of Sine

The previous example can be cast in limit notation as: Find


The solution is to recognize this as a special case of the limit defining the derivative,


with , or to use the increment approximation,

and recall that

is the number L the expression approximates when is small,

5.3.1 Differential Equations and Functional Equations
It is intuitively clear that magnified circles appear straighter and straighter, but complete justification of the local linearity of sine and cosine requires that we really show that the magnified increment of the circle is close to a triangle. We will not do this here except to make two specific uses of identities that are important in their own right. More details are contained in the Mathematical Background chapter on Functional Identities. The formula

simply says that sine and cosine lie on the unit circle. If and , x2+y2=1 is the equation of the unit circle.

Rather than using the increment approximation based on a greatly magnified circle, we could use the exact addition formulas to obtain increments of trig functions. In the case of the sine,


These are exact formulas for the increments, but we need to obtain the differential approximations


to complete the last step in proving the local linear approximation.

The point we wish to illustrate is this:

The differential


is a sort of simplified version of the functional identity

that discards the error term .

We know because magnified circles appear straighter and straighter as the magnification increases. This observation gives us two interesting limits. Since


and since this is small for all , we have and , or

These limits are just the derivatives of sine and cosine at zero.


Exercise set CD-5.1

  1. (Computer Exercise) A View in the Microscope Sketch the view you would see in a powerful microscope focused on the graph above the point where . Verify your prediction using the program Micro1D.

  2. Derivative of Cosine
    Use a powerful microscope to prove that the differential of cosine is minus sine,

    • 1. Write an exact formula for using the addition formula for cosine. Compare the exact formula with the increment approximation obtained from the microscopic view of the circle. What is the exact formula for ?
    • 2. Approximate the value of cosine of 46 degrees using the linear increment approximation, discarding the term. Give your answer in terms of exact constants such as and as well as numerically. Compare your approximation with the computer or your scientific calculator's approximation.
    • 3. Use the increment approximation for cosine to show that

    • (Computer Exercise) on the Computer Run the program DfctLimit to show graphically that the gap errors of , , and tend to zero AS FUNCTIONS OF x for appropriate compact intervals . (HINT: Where are the functions and their derivatives defined?)

The point of the next problem is that we can compute the increments of the tangent function directly. Later you will be able to differentiate with rules from Chapter 6.

Problem CD-5.1 Derivative of Tangent (Optional)

Find the differential of the tangent function by examining an increment in the figures below. The segment on the line x=1 between two rays from the circle is the increment of the tangent, because SOH-CAH-TOA with adjacent side of length 1 gives as the length of the segment on x=1 between the x-axis and the ray.

5.4 Derivatives of Log and Exp - CD

Section Summary
The gaps for y=ex and are discussed in this section.

The important functional identities of exponential functions are as follows:

Theorem CD-5.1 Laws of Exponents

For a positive base a>0 and any real numbers p and q


We want to use these properties to show what we need to estimate in order to differentiate log and exponential functions. (Practice with the rules can be found in Chapter 28, Section 4, if your skills are rusty.)

Example CD-5.3 The Exact Increment of y=ax

We write an exact formula for the difference in terms of ax,


Notice that the last formula says


The rate of change of y=ax for a fixed change beginning at x is proportional to ax,



where the constant of proportionality depends only on the change , not x.

Example CD-5.4 Constant Rate of Change for Linear Functions

Suppose an unknown function f[x] increases by a constant amount k every time x increases by another constant amount h. What sort of function is f[x]? The statement that a constant change of h in input makes a constant change of k in output is


or the rate of change is constant

with m=k/h. It is easy to see that the linear function

with m=k/h has the needed property (it will satisfy the rate equation for every h.)

Linear functions change at a constant rate. Exponential functions change by a constant percentage for a constant change in input.

Example CD-5.5 Constant PERCENTAGE Change for Exponential Functions

Suppose an unknown function f[x] increases by a constant percentage every time x increases by a constant h. For example, suppose f[x] increases by a third, 33.3%, every time x increases by 1/2. The change in f is


We try to find an exponential solution, f[x]=ax, of this functional equation


The function increases by one third every time x increases by one half.

Example CD-5.6 Percentage Rate of Change as

When gets smaller and smaller, we would like to show that converges to a constant . In other words, when is small, , we would like to find an expression for the difference quotient of exponentials of the form,


where the real constant ka depends only on a and

It turns out that the mysterious constant ka is (the natural logarithm) and , but this approximation is difficult to establish directly.

Notice that, if the limit converges, the result says the following:


The instantaneous rate of change of y=ax at x is proportional to ax,



Moreover, the convergence is uniform for bounded x:


The gap for all bounded x.

The "natural" base plays an important role in solving the problem because the number is the unique number that makes


for , that is, ka=1 when a=e.

A mathematically simpler approach is to take the definition:


The function is officially defined to be the unique solution to



This "definition" is based on two good guesses. First, that the derivative of an exponential is proportional to the quantity. We saw substantial evidence for this above. Second, that some special number e makes the constant of proportionality equal to 1. The Project on Direct Computation of the Derivative of Exponentials shows you more details on this guess and gives you a way to compute .

Technically, the approach relies on convergence of Euler's approximation to differential equations. This is easier than the convergence problems in the direct approach to the exponential above and has many other applications. (We have not proved that Euler's approximation converges, but we have seen it work in several examples: S-I-R, the canary, and so forth. The proof is in the Mathematical Background CD.) Once we have made this the "official" definition, we can use Euler's approximation to obtain the specific approximation


We postpone further discussion to Chapter 8 but give the derivatives now. You may use these results as needed (without proof.)

Theorem CD-5.2 Derivatives of Logs and Exponentials The derivative of the natural base exponential function is

or, written in terms of the independent variable,

The derivative of the natural base logarithm is

Once we know the derivative of the natural exponential and rules of differentiation, we can find the differentials of all exponentials. For this reason, the natural log and exponential play a major role in science and mathematics. Just as radian measure makes the calculus of trig functions "natural," the base for logs and exponentials makes their calculus "natural."


Exercise set CD-5.2

  1. Fixed Percentage Changes
    • 1. Find an exponential function f[x]=ax that doubles every time x increases by 1. Write this English question as a mathematical equation and solve it using properties of exponents.
    • 2. Find an exponential function f[x]=bx that triples every time x increases by 1. Write this English question as a mathematical equation and solve it using properties of exponents.
    • 3. Find an exponential function f[x]=cx that increases by 50% every time x increases by 1/2 x-unit. Write this English question as a mathematical equation and solve it using properties of exponents and the logarithm.
    • 4. Show that the exponential base a from the first part is NOT equal to c from the third part. Should not a function that increases by 50% in 1/2 unit be the same as one that increases by 100% in 1 unit? Why not?
    • 5. Let f[x] be an unknown function, h and k unknown constants. Write the statement, "The change in as x increases by h equals k times f[x]." as a mathematical equation. In other words, your equation should say, "f[x] increases by as x increases by h."

    • A Doubling Exponential
      Suppose algae cells in a warm pond double every 6 hours and at time t=0 (hrs) there is one cell. How many cells are there in 6 hours? How many cells are there in 12 hours? How many in 18 hours?

      How many 6-hour periods are there in t hours? (A formula.)

      Give the number of cells n as a function of t,


      Suppose at time t1 there are a billion cells. How many are there at time t1+6?

      What is the formula for the rate of growth of algae cells in a 6-hour period beginning at an unknown time t? (Compare your work to Problem CD-28.2 and the program ExpGth of Chapter 28.)

      The next exercise has you practice using the functional identities for the logarithm. The point of the exercise is that we need only one limit, , and the functional identity.

    • The Derivative of Natural Log
      • 1. Given that , write the increment approximation for at x=1 to show that

        with when .
      • 2. Use properties of logs to show that

      • 3. Suppose you are given that

        with when . Use these two facts to prove that for all positive x, bounded away from 0,

        with when .
      • 4. Use the above to show that

      • What is wrong with the following computation?

      • Percent Growth and the Natural Base
        • 1. We know that exponentials grow at a constant PERCENTAGE rate for fixed steps. (See the program PercentGth.) Let f[x]=erx and substitute this into the expression

        • 2. Suppose you know that with when . Show that when .

        • (Computer Exercise) on the Computer Run the program DfctLimit to show graphically that the gap errors of and tend to zero AS FUNCTIONS OF x for appropriate compact intervals . (HINT: Where are the functions and their derivatives defined?)

          The next exercise has some practice using these derivatives in the increment approximation. Do not use your calculator until you have written the symbolic expressions. (You do not have to use it at all, but you can check your work if you wish.)

        • Natural Increments
          • 1. Use the formula for the derivative of the natural exponential to write the increment approximation for y=ex,

          • 2. Use the formula for the derivative of the natural logarithm to estimate .

5.5 Continuity and the Derivative - CD

Section Summary
This section shows that locally linear implies continuous and uniform derivatives are continuous.

We saw in the Exercise CD-3.2.1 that a function can be continuous but still not smooth or differentiable. An official definition of continuity is the following

Definition: A real function f[x] is continuous at the real point a if f[a] is defined and

Intuitively, this just means that f[x] is close to f[a] when x is close to a, for every , f[x] is defined and


Theorem CD-5.3 Continuity of f[x] and f'[x] If f[x] is smooth on the interval a<x<b, then both f[x] and f'[x] are continuous at every point c in (a,b).

INTUITIVE PROOF FOR f[x]:

Proof of continuity of f is easy algebraically but is obvious geometrically: A graph that is indistinguishable from linear clearly only moves a small amount in a small x-step. Algebraically, we want to show that if then . Take x=x1 and and use the approximation where is medium times small = small, so . That is the algebraic proof. Draw the picture on a small scale.

INTUITIVE PROOF FOR f'[x]:

Proof of continuity of f'[x] requires us to view the increment from both ends. First take x=x1 and and use the approximation


Next let x=x2, and use the approximation

The different x-increments are negatives, so we have

and

Adding, we obtain

Dividing by the non-zero (x1-x2), we see that

NOTE:

The derivative defined in many calculus books is a weaker pointwise notion than the notion of smoothness we have defined. The weak derivative function need not be continuous. (The same approximation does not apply at both ends with the weak definition.) This is explained in the Mathematical Background Chapter on "Epsilon - Delta" Approximations.


Exercise set CD-5.3

    • 1. Suppose that f[x] is smooth on an interval around a so that the "microscope" increment equation is valid. Suppose that so that for . Show that ; in other words, show that smooth real functions are continuous at real points.
    • 2. Consider the real function f[x]=1/x, which is undefined at x=0. We could extend the definition by simply assigning f[0]=0. Show that this function is not continuous at x=0 but is continuous at every other real x.
    • 3. Give an intuitive graphical description of the definition of continuity in terms of powerful microscopes and explain why it follows that smooth functions must be continuous.
    • 4. The function is defined for ; there is nothing wrong with f[0]. However, our increment computation for above was not valid at x=0 because a microscopic view of the graph focused at x=0 looks like a vertical ray (or half-line). Explain why this is so, but show that f[x] is still continuous "from the right;" that is, if , then but is very large.

5.6 Projects and Theory

5.6.1 Hubble's Law and the Increment Equation

5.6.2 Numerical Approximation of Exponential Derivatives

5.6.3 Small Enough Real Numbers or "Epsilons and Deltas"


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