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Part IA Michaelmas, Lent, Easter Term

Differentiation

Leibniz Formula for Products

For y=u(x)v(x)y = u(x)v(x), the nnth derivative is:

dnydxn=k=0n(nk)dnkudxnkdkvdxk\frac{d^n y}{dx^n} = \sum_{k=0}^{n} \binom{n}{k} \frac{d^{n-k}u}{dx^{n-k}} \frac{d^k v}{dx^k}

This generalises the product rule to higher derivatives.

Example: If y=x2exy = x^2 e^x, find d3ydx3\frac{d^3 y}{dx^3}.

Let u=x2u = x^2 and v=exv = e^x. Then:

  • u=2xu' = 2x, u=2u'' = 2, u=0u''' = 0
  • v=v=v=exv' = v'' = v''' = e^x

y=uv+3uv+3uv+uv=0+6ex+6xex+x2ex=(x2+6x+6)exy''' = u'''v + 3u''v' + 3u'v'' + uv''' = 0 + 6e^x + 6xe^x + x^2e^x = (x^2 + 6x + 6)e^x


Curve Sketching

Key techniques for sketching curves y=f(x)y = f(x):

  1. Intercepts: Where does f(x)=0f(x) = 0? Where does y=0y = 0?
  2. Asymptotes:
    • Horizontal: limx±f(x)\lim_{x \to \pm\infty} f(x)
    • Vertical: Where f(x)f(x) \to \infty
    • Oblique: Divide polynomials for rational functions
  3. Stationary points: Where f(x)=0f'(x) = 0
    • Local maximum: f<0f'' < 0
    • Local minimum: f>0f'' > 0
    • Point of inflection: f=0f'' = 0 but derivative doesn’t change sign
  4. Symmetry: Even (f(x)=f(x)f(-x) = f(x)) or odd (f(x)=f(x)f(-x) = -f(x))?
  5. Behaviour at special points: Near asymptotes, near the origin

Newton-Raphson Method

To find roots of f(x)=0f(x) = 0, iterate:

xn+1=xnf(xn)f(xn)x_{n+1} = x_n - \frac{f(x_n)}{f'(x_n)}

Newton-Raphson iteration showing tangent lines, x₁ to x₂, converging to root

Geometric interpretation: Follow the tangent line to the xx-axis.

Convergence: Quadratic (very fast) near a root. But can fail if:

  • f(xn)=0f'(x_n) = 0 (horizontal tangent)
  • Starting point is poorly chosen (cycle or divergence)

Example: Estimate 2\sqrt{2} by solving f(x)=x22=0f(x) = x^2 - 2 = 0.

xn+1=xnxn222xn=xnxn2+1xn=xn2+1xnx_{n+1} = x_n - \frac{x_n^2 - 2}{2x_n} = x_n - \frac{x_n}{2} + \frac{1}{x_n} = \frac{x_n}{2} + \frac{1}{x_n}

Starting with x0=1x_0 = 1: x1=1.5x_1 = 1.5, x21.417x_2 \approx 1.417, x31.414x_3 \approx 1.414.


Implicit Differentiation

For functions defined implicitly by F(x,y)=0F(x, y) = 0:

dydx=F/xF/y\frac{dy}{dx} = -\frac{\partial F/\partial x}{\partial F/\partial y}

Or differentiate both sides with respect to xx, treating yy as a function of xx.

Example: Find dydx\frac{dy}{dx} for x2+y2=a2x^2 + y^2 = a^2.

Differentiating: 2x+2ydydx=02x + 2y\frac{dy}{dx} = 0, so dydx=xy\frac{dy}{dx} = -\frac{x}{y}.


Parametric Differentiation

If x=x(t)x = x(t) and y=y(t)y = y(t):

dydx=dy/dtdx/dt\frac{dy}{dx} = \frac{dy/dt}{dx/dt}

For the second derivative: d2ydx2=ddt(dydx)dtdx=ddt(yx)1x\frac{d^2y}{dx^2} = \frac{d}{dt}\left(\frac{dy}{dx}\right) \cdot \frac{dt}{dx} = \frac{d}{dt}\left(\frac{y'}{x'}\right) \cdot \frac{1}{x'}

Example: For x=costx = \cos t, y=sinty = \sin t:

dydx=costsint=cott\frac{dy}{dx} = \frac{\cos t}{-\sin t} = -\cot t


Logarithmic Differentiation

For products/quotients/powers, take logarithms first:

If y=uavbwc, then lny=alnu+blnvclnw\text{If } y = \frac{u^a \cdot v^b}{w^c}, \text{ then } \ln y = a\ln u + b\ln v - c\ln w

Differentiate: yy=auu+bvvcww\frac{y'}{y} = \frac{au'}{u} + \frac{bv'}{v} - \frac{cw'}{w}

Example: Find ddx(xx)\frac{d}{dx}(x^x).

y=xxy = x^x, so lny=xlnx\ln y = x\ln x. Then: yy=lnx+1y=xx(lnx+1)\frac{y'}{y} = \ln x + 1 \Rightarrow y' = x^x(\ln x + 1)


Higher Derivatives and Patterns

Some functions have recognisable derivative patterns:

f(x)f(x)f(x)f'(x)f(x)f''(x)f(n)(x)f^{(n)}(x)
exe^xexe^xexe^xexe^x
sinx\sin xcosx\cos xsinx-\sin xsin(x+nπ/2)\sin(x + n\pi/2)
cosx\cos xsinx-\sin xcosx-\cos xcos(x+nπ/2)\cos(x + n\pi/2)
lnx\ln x1/x1/x1/x2-1/x^2(1)n1(n1)!/xn(-1)^{n-1}(n-1)!/x^n