Calculus Review Session Brian Prest Duke University Nicholas School of the Environment August 18, 2017
Topics to be covered 1. Functions and Continuity 2. Solving Systems of Equations 3. Derivatives (one variable) 4. Exponentials and Logarithms 5. Derivatives (multiple variables) 6. Integration 7. Optimization 2 ***Please ask questions at any time!
Functions and Continuity
Functions, continuous functions β’ Function: π(π¦) β Mathematical relationship between variables ( input βxβ, output βyβ) β Each input (x) is related to one and only one output (y). β Easy graphical test: does an arbitrary vertical line intersect in more than one place? 4
Functions, continuous functions 1 πππ 0 β€ π¦ < 1 β’ Are these functions? π§ = |π¦| π§ = 2 πππ 1 β€ π¦ < 3 3 πππ π¦ β₯ 3 π§ = 0.5π¦ + 2 Yes! Yes! Yes! π¦ 2 + π§ 2 = 1 |π§| = π¦ π§ = 3 No! No! Yes! 5
Functions, continuous functions β’ Continuous : a function for which small changes in x result in small changes in y. β No holes, skips, or jumps β Intuitive test: can you draw the function without lifting your pen from the paper? 6
Functions, continuous functions 1 πππ 0 β€ π¦ < 1 β’ Are these continuous functions? π§ = 2 πππ 1 β€ π¦ < 3 π§ = |π¦| 3 πππ π¦ β₯ 3 π§ = 0.5π¦ + 2 Yes! No! Yes! π¦ 2 + π§ 2 = 1 |π§| = π¦ No! (not a π§ = 3 No! (not a function) function) Yes! 7
Solving Systems of Equations
Solving systems of linear equations β’ Count number of equations, number of unknowns β If # equations = # unknowns, unique solution might be possible Example: A. π§ = π¦ B. π§ = 2 β π¦ Answer : π¦ = 1, π§ = 1 β If # equations < # unknowns, no unique solution. Example: β’ a = 1 β 2π . What is the value of b? Impossible. Any value works β If # equations > # unknowns, generally no solution that satisfies all of them. Example: β’ A and B above and third equation: π§ = 1 + π¦ β’ Algebraic solutions β’ Graphical solution 9
Economics Example: Algebraic Approach β’ Economics Example 1. Supply: π π‘π£ππππππ = 2 β ππ πππ 2. Demand: π ππππππππ = 4 β 2 β ππ πππ 3. βMarket Clearingβ: π π‘π£ππππππ = π ππππππππ β’ Substitute equations (1) and (2) into (3) and solve for Price. β 2 β ππ πππ = 4 β 2 β ππ πππ β 4 β ππ πππ = 4 β ππ πππ = 1 β’ Substitute price back into (1) and (2) β π π‘π£ππππππ = 2 β ππ πππ = 2 β π ππππππππ = 4 β 2 β ππ πππ = 2 β’ πΈπππ π = π , πΉ ππππππππ = π, πΉ ππππππππ = π
Economics Example: Graphical Approach β’ Economics Example Supply: π π‘π£ππππππ = 2 β ππ πππ 1. Demand: π ππππππππ = 4 β 2 β ππ πππ 2. βMarket Clearingβ: π π‘π£ππππππ = π ππππππππ 3. β’ Rearrange equations so theyβre all in the same βy=β terms 1 2 π π‘π£ππππππ β (1) becomes ππ πππ = β2 (π ππππππππ β 4) = 2 β 1 1 2 π ππππππππ β (2) becomes ππ πππ = 2.5 2 1.5 Price Demand 1 Supply 0.5 0 0 1 2 3 4 5 Quantity
Derivatives
Differentiation, also known as taking the derivative (one variable) β’ The derivative of a function is the rate of change of the function. β Often denote it as: π β² π¦ or π ππ ππ¦ π(π¦) or ππ¦ β Be comfortable using these Ξπ¦ interchangeably Ξπ β’ We can interpret the derivative (at a particular point) as the slope of the tangent line at that point. β If there is a small change in x, how much does f(x) change? 13
Differentiation, also known as taking the derivative (one variable) β’ Linear function: derivative is a constant, the slope ππ§ (if π§ = ππ¦ + π , then ππ¦ = π ) β’ Nonlinear function: derivative is not constant, but rather a function of x. Linear Function Non-Linear Function π π¦ = βπ¦ 2 + 5π¦ β 2 π(π¦) = 2π¦ β 2 14
Differentiable functions β’ Differentiable: A function is differentiable at a point when there's a defined derivative at that point. β Algebraic test: if you know the equation and can solve for the derivative β Graphical test: βslope of tangent line of points from the left is approaching the same value as slope of the tangent line of the points from the rightβ β Intuitive graphical test: βAs I zoom in, does the function tend to become a straight line ?β β’ Continuously differentiable function : differentiable everywhere x is defined. β That is, everywhere in the domain. If not stated, then negative to positive infinity. β’ If differentiable, then continuous. β However, a function can be continuous and not differentiable! (e.g., π§ = |π¦| ) β’ Why do we care? β When a function is differentiable, we can use all the power of calculus. 15
Functions, continuous functions 1 πππ 0 β€ π¦ < 1 β’ Are these continuously differentiable functions? π§ = 2 πππ 1 β€ π¦ < 3 π§ = |π¦| 3 πππ π¦ β₯ 3 π§ = 0.5π¦ + 2 No! No! Yes! π¦ 2 + π§ 2 = 1 |π§| = π¦ No! (not a π§ = 3 No! (not a function) function) Yes! 16
Rules of differentiation (one variable) β’ Power rule β π§ = ππ¦ π β ππ§ ππ¦ = πππ¦ πβ1 β E.g., π§ = 2π¦ 3 β ππ§ ππ¦ = 6π¦ 2 β’ Derivative of a constant β π§ = π β ππ§ ππ¦ = 0 ππ§ β E.g., π§ = 3 β ππ¦ = 0 β’ Chain rule β ππ§ ππ¦ = ππ ππ β π§ = π π π¦ ππ ππ¦ β E.g., π§ = 1 + 7π¦ 2 β ππ§ ππ¦ = 2 1 + 7π¦ β 7 = 14 + 98π¦ β π π(π¦) = π(π¦) 2 π π¦ = 1 + 7π¦ 17
Rules of differentiation (one variable) β’ Addition rule β π§ = π π¦ + π π¦ β ππ§ ππ¦ = ππ ππ¦ + ππ ππ¦ β E.g., π§ = 2π¦ + π¦ 3 β ππ§ ππ¦ = 2 + 3π¦ 2 β’ Product rule β π§ = π π¦ β π π¦ β ππ§ ππ¦ = ππ ππ¦ π π¦ + ππ ππ¦ π π¦ β E.g., π§ = π¦ 2 3π¦ + 1 β ππ§ ππ¦ = 2π¦ 3π¦ + 1 + 3π¦ 2 = 9π¦ 2 + 2π¦ β’ Quotient rule ππ ππ¦ π π¦ β ππ ππ¦ π π¦ β π§ = π π¦ π π¦ β ππ§ ππ¦ = π π¦ 2 π¦ 2 ππ¦ = 2π¦ 3π¦+1 β3π¦ 2 3π¦+1 β ππ§ β E.g., π§ = 3π¦+1 2 18
Second, third and higher derivatives β’ Derivative of the derivative β’ Easy: Differentiate the function again (and again, and again β¦) β’ Some functions (polynomials without fractional or negative exponents) reduce to zero, eventually β π§ = π¦ 2 β First derivative = 2π¦ β Second derivative = 2 β Third derivative = 0 β’ Other functions may not reduce to zero: e.g., π π¦ = π π¦ 19
Exponentials and Logarithms
Exponents and logarithms (logs) β’ Logs are incredibly useful for understanding exponential growth and decay β half-life of radioactive materials in the environment β growth of a population in ecology β effect of discount rates on investment in energy-efficient lighting β’ Logs are the inverse of exponentials, just like addition:subtraction and multiplication:division π§ = π π¦ β log π π§ = π¦ β’ In practice, we most often use base π (Euler's number, 2.71828182846 β¦). β We write this as βlnβ: ln π¦ = log π π¦ . β’ Sometimes, we also use base 10. β’ When in doubt, use natural log β Important! In Excel, LOG() is base 10 and LN() is natural log 21
Rules of logarithms β’ Logarithm of exponential function: ln π π¦ = π¦ β log of exponential function (more generally): ln π π π¦ = π(π¦) β’ Exponential of log function: π ln π¦ = π¦ β More generally, π ln β π¦ = β(π¦) β’ Log of products: ln π¦π§ = ln π¦ + ln π§ π¦ β’ Log of ratio or quotient: ln π§ = ln π¦ β ln π§ β’ Log of a power: ln π¦ π = π ln π¦ β E.g., ln π¦ 2 = 2ln(π¦) 22
Derivatives of logarithms π 1 β’ ππ¦ ln π¦ = π¦ . This is just a rule. You have to memorize it. π β’ What about ππ¦ ln 2π¦ ? π 1 1 β Chain Rule: ππ¦ ln 2π¦ = 2π¦ 2 = π¦ β Or, use the fact that ln 2π¦ = ln 2 + ln π¦ and take the derivative of each term. (Simpler.) π π 1 β Also, this means ππ¦ ln ππ¦ = ππ¦ ln π + ln π¦ = π¦ β’ β¦ for any constant π > 0 . β’ ( ln π΅ is defined only for π΅ > 0 .) π β’ In general for ππ¦ ln π(π¦) , where g(x) is any function of x, use the Chain Rule. ππ¦ β’ Why useful? Log-changes give percentages: π ln π¦ = π¦ 23
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