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Chapter 2 Some functions and their derivatives 2.1 Derivative of xn for integer n Recall, from eqn (1.6), for y = f (x), f (x + δx) ¡ f (x) dy = lim . dx δx→0 δx Also recall that, for integer n, (a + b)n = an + nan−1 b + n (n ¡ 1) n−2 2 a b + . . . + bn . 2! Hence, if y = xn then dy = dx (x + δx)n ¡ xn δx→0 δx ³ lim xn + nxn−1 δx + = lim δx→0 n−1 = n(n−1) n−2 x δx2 2 lim nx δx + δx n(n−1) n−2 x δx2 2 ´ + . . . ¡ xn + ... δx · ¸ n (n ¡ 1) n−2 n−1 = lim nx x δx + . . . + δx→0 2 δx→0 dy = nxn−1 . dx 2.2 Trigonometric Functions See Appendix C for further details. 10 2.2.1 Definition and Graphs of Sine and Cosine The two basic trigonometric functions are the sine and cosine. From an angle θ, we may define cos θ and sin θ geometrically. Given the point P in the (x, y) plane such that OP is of length 1 and makes an anticlockwise angle θ with the positive x axis, then cos θ = x-coordinate of P. sin θ = y-coordinate of P. In the figure, 0 < θ < sin θ = π 2 and, for the right-angled triangle OAP, length of side opposite to θ , length of hypotenuse cos θ = length of side adjactent to θ . length of hypotenuse In calculus, and THROUGHOUT THIS COURSE, all angles will be measured in RADIANS. In the picture, the angle θ in radians is defined to be the length of the arc from the point (1, 0) to P of the circle of radius 1 centre O. Our geometrical definitions of cos θ and sin θ make sense not just for 0 < θ < π/2 as in the picture but for all real values of θ of either sign. The graphs of these two functions in the range (¡3π, 3π) are: 11 By considering the limiting cases of the previously illustrated right-angled triangle when θ = 0 and when θ = π/2, we immediately deduce (in accordance with the graphs just drawn) that sin 0 π cos 2 cos 0 π sin 2 2.2.2 = 0, (2.1) = 0, (2.2) = 1, (2.3) = 1. (2.4) Inverse Trigonometric Functions From the form of the graph of the sine function, we see that it cannot have an inverse as it stands, since each horizontal line y = c (with ¡1 < c < 1) cuts the graph in infinitely many points. We restrict it to an interval on which it is an increasing function, and the conventional choice for that interval is [¡π/2, π/2]. The increasing restriction 12 £ £ ¤ ¤ sin : ¡ π2 , π2 ! [¡1, 1] has increasing inverse sin−1 = arcsin : [¡1, 1] ! ¡ π2 , π2 . By definition, given any y in [¡1, 1], sin−1 y is the unique angle between ¡π/2 and π/2 whose sine is y. NB. It is totally different from (sin y)−1 =cosec y. NB The graph of sin−1 y has vertical tangents at y = §1, so the slope these two points. dx dy is infinite at Question: Over what restriction will cos have an inverse, arccos? Answer: We restrict cos to be either increasing or decreasing. It is usual to choose the decreasing restriction cos : [0, π] ! [¡1, 1], with inverse arccos : [¡1, 1] ! [0, π]. 13 As for arcsin, given any y in [¡1, 1], cos−1 (y) = arccos y is the unique angle between 0 and π whose cosine is y. tan and arctan 14 The function tan is increasing over many intervals, but we conventionally take the interval containing x = 0: tan : (¡π/2, π/2) ! R with inverse arctan : R ! (¡π/2, π/2). 15 2.2.3 Some identities and a useful limit NB. An identity is an equation which holds for ALL permitted values of its variables. See Appendix C for proofs of many trig. identities. Three which will be used in the next section are sin(x + y) = sin x cos y + cos x sin y, cos 2x = 1 ¡ 2 sin2 x cos2 x + sin2 x = 1. Appendix C4 also contains the proof of a useful limit: sin x lim = 1, x→0 x i.e. sin x ¼ x for small angles x. 2.2.4 (2.5) (2.6) (2.7) (2.8) Derivatives of the trigonometric functions By definition (see section 1.4), the derivative of sin x is d (sin x) = dx = = = = = sin(x + δx) ¡ sin x δx→0 δx sin x cos δx + cos x sin δx ¡ sin x lim using (2.5) δx→0 δx sin x (cos δx ¡ 1) + cos x sin δx lim δx→0 δx 2 ¡2 sin x sin (δx/2) + cos x sin δx using (2.6) lim δx→0 δx · ¸2 δx sin δx/2 sin δx ¡ sin x lim + cos x lim δx→0 2 δx→0 δx/2 δx cos x using (2.8). lim This is eqn B.4 of Appendix B. There is a similar proof that d (cos x) = ¡ sin x. dx Derivatives of other trig functions may be derived from those of sin and cos. e.g, using the quotient rule: µ ¶ d d sin x (tan x) = dx dx cos x cos x (cos x) ¡ sin x(¡ sin x) = cos2 x 2 cos x + sin2 x = cos2 x 1 using (2.7) = cos2 x = sec2 x. One similarly deduces that d (cot x) = ¡cosec2 x. dx The remaining derivatives are all given in Appendix B. 16 2.2.5 Derivatives of the inverse trigonometric functions Derivatives of inverse functions To find the derivatives of inverse functions, we use the result dy 1 dx = ³ ´ , provided 6= 0 dx dx dy dy which follows directly from the definition of the derivative. y · π/2 and ¡1 < x < 1 Inverse Sine Set y = sin−1 x and x = sin y (with ¡π/2 · p p 2 2 ) cos y ¸ 0). Using sin y + cos y = 1, we have cos y = + 1 ¡ sin2 y = + 1 ¡ x2 . Hence d dy (sin−1 x) = dx dx 1 = ³ ´ dx dy = ³ = 1 ´ d (sin y) dy 1 cos y and so d 1 (sin−1 x) = p (¡1 < x < 1). dx 1 ¡ x2 Note that this ! +1 as x ! §1. Inverse Cosine Using an exactly similar argument we find that d 1 (¡1 < x < 1), (cos−1 x) = ¡ p dx 1 ¡ x2 which also ! ¡1 as x ! §1. Inverse Tan x = tan y ) dx dy = sec2 y = 1 + tan2 y = 1 + x2 , so 1 1 d for any real x. (tan−1 x) = dx = dx 1 + x2 dy 2.3 2.3.1 The Exponential and Logarithm Functions The Exponential Function Considering the unique function y(x) (defined for all real x) satisfying the condition dy = y(x) for all real x, dx [NB this is a differential equation cf MATH1970 next semester.] 17 (2.9) Repeatedly differentiating (2.9), we see that d2 y dn y dy = y, and more generally = = y for all positive integers n. dx2 dx dxn It follows (from Taylor’s Theorem - which you haven’t met yet!) that a function satisfies condition (2.9) if and only if ¸ · ∞ X xn x2 x3 + + ¢ ¢ ¢ = y(0) for all real x, (2.10) y(x) = y(0) 1 + x + 2! 3! n! n=0 where n! = n(n ¡ 1)(n ¡ 2) . . . 3.2.1 is the product of the first n positive integers (called “factorial n”) and y(0) is the value of y(x) at x = 0. For now, you can satisfy yourself that (2.10) “works” by differentiating it: · ¸ dy d x2 x3 = y(0) 1+x+ + +¢¢¢ dx dx 2! 3! ¸ · 2x 3x2 4x3 + + ¢¢¢ = y(0) 0 + 1 + 2! 3! 4! ¸ · x2 x3 + + ¢ ¢ ¢ = y(x). = y(0) 1 + x + 2! 3! It turns out that the sum of infinitely many terms is nevertheless finite in value for any real x. [It is an example of a Taylor series, of which more later on in this course.] Definition of the exponential function We define the exponential function exp(x) to be the unique function (defined for all real x) satisfying the two conditions d [exp(x)] = exp(x) (for all real x), dx exp (0) = 1. (2.11) (2.12) The unique function exp(x) satisfying these is given explicitly by exp(x) = 1 + x + X xn x2 x3 + +¢¢¢ = . 2! 3! n! n=0 ∞ (2.13) This definition: ² allows the numerical evaluation of exp (x) for all real x. ² allows one to show (see Appendix D.1) that: exp (x + y) = exp (x) exp (y) , exp (x) > 0, 1 exp (¡x) = exp (x) Given exp (x) > 0 it follows from (2.11) that d [exp(x)] dx > 0 and so exp (x) is a strictly increasing function, i.e. x > y ) exp(x) > exp(y). 18 (2.14) From 2.13 we can see that exp(x) ! +1 as x ! +1, and so, given exp (¡x) = (2.15) 1 , exp(x) exp(x) ! 0 as x ! ¡1. (2.16) So, the graph of the function exp(x) looks like: 2.3.2 The Logarithmic Function Since exp : R ! (0, 1) is a strictly increasing function, it must have a (unique) strictly increasing inverse ln : (0, 1) ! R called the logarithmic function or natural logarithm. For x 2 R, y 2 (0, 1), y = exp(x) if and only if x = ln y. (2.17) Taking x = 0 in (2.17) and using exp (0) = 1, we see that ln 1 = 0. (2.18) Similarly it follows from (2.15), (2.16) and (2.17) that ln x ! +1 as x ! +1, ln x ! ¡1 as x ! 0. Properties (2.18)—(2.20) all show up clearly on the graph of ln: 19 (2.19) (2.20) 2.3.3 Definition of an Arbitrary Real Power of a Positive Real Number We know exp(x1 + x2 ) = exp(x1 ) exp(x2 ) (2.21) exp(x1 + x2 + ¢ ¢ ¢ + xn ) = exp(x1 ) exp(x2 ) . . . exp(xn ), (2.22) so we see where n is any positive integer and x1 , x2 , . . . , xn any real numbers. Taking x1 = x2 = ¢ ¢ ¢ = xn = ln x, where x > 0, and using (2.17), we get exp(n ln x) = [exp(ln x)]n = xn , for any positive integer n. We can define an arbitrary real power xα of a positive real number x by xα = exp (α ln x) (x > 0, α real), (2.23) equivalent [by (2.17)] to ln(xα ) = α ln x (x > 0, α real). (2.24) The definition (2.23) satisfies the standard rules for multiplication and division of powers: xα xβ = xα+β , xα = xα−β , xβ for all real α and β. 20 2.3.4 The Number e, and the Exponential Function as a Power We define the positive real number e (whose value is approximately 2.718) by e = exp 1, (2.25) ln e = 1. (2.26) from which Using (2.23), ex = exp (x ln e) = exp (x) i.e. exp x = ex for all real x. 2.3.5 (2.27) Derivatives The exponential function By definition. d [exp(x)] = exp(x). dx (2.28) The logarithmic function y = ln x, and so x = exp (y) . Then 1 1 1 d [ln(x)] = dx = = dx exp (y) x dy (for x > 0). (2.29) Arbitrary real powers From the above definition of xα we have d d α (x ) = (exp (α ln x)) dx dx = exp (α ln x)£ α £ = αxα 1 x (using the chain rule) 1 x = αxα−1 . Thus d α (x ) = αxα−1 dx NB there is a similar trick for (α real, x > 0), (2.30) d x d (a ) = (exp (x ln a)) = . . . dx dx 2.4 The Hyperbolic Functions These are constructed from the exponential function, but obey identities closely analogous to those satisfied by the corresponding trigonometric functions (obtained by dropping the final “h”). 21 2.4.1 Definitions cosh x = sinh x = sinh x cosh x cosh x 1 = coth x = tanh x sinh x 1 sech x = cosh x 1 cosech x = sinh x tanh x = 2.4.2 = = = = 1 x (e + e−x ), 2 1 x (e ¡ e−x ), 2 ex ¡ e−x 1 ¡ e−2x e2x ¡ 1 , = = ex + e−x 1 + e−2x e2x + 1 ex + e−x 1 + e−2x e2x + 1 = = ex ¡ e−x 1 ¡ e−2x e2x ¡ 1 2 , x e + e−x 2 (x 6= 0). x e ¡ e−x (2.31) (2.32) (2.33) (x 6= 0),(2.34) (2.35) (2.36) The Fundamental Identity Corresponding to the well-known identity cos2 x + sin2 x = 1 for the trigonometric functions, we have for the hyperbolic functions the identity cosh2 x ¡ sinh2 x = 1 (2.37) (holding for all real x). NB the minus sign! To prove (2.37), just substitute the definitions (2.31) and (2.32) into the LHS, to get 1 x −x 2 1 x −x 2 1 2x −2x 1 (e +e ) ¡ (e ¡e ) = (e +e +2ex e−x )¡ (e2x +e−2x ¡2ex e−x ) = ex e−x = ex−x = e0 = 1. 4 4 4 4 2.4.3 Further Identities 1 ¡ tanh2 x coth2 x ¡ 1 sinh(x + y) sinh(x ¡ y) cosh(x + y) cosh(x ¡ y) sinh 2x cosh 2x = = = = = = = = cosh2 x = sinh2 x = sinh x cosh y = cosh x cosh y = sinh x sinh y = sech2 x, cosech2 x, sinh x cosh y + cosh x sinh y, sinh x cosh y ¡ cosh x sinh y, cosh x cosh y + sinh x sinh y, cosh x cosh y ¡ sinh x sinh y, 2 sinh x cosh x, sinh2 x + cosh2 x, 1 (cosh 2x + 1), 2 1 (cosh 2x ¡ 1), 2 1 [sinh (x + y) + sinh (x ¡ y)] , 2 1 [cosh (x + y) + cosh (x ¡ y)] , 2 1 [cosh (x + y) ¡ cosh (x ¡ y)] . 2 22 (2.38) (2.39) (2.40) (2.41) (2.42) (2.43) (2.44) (2.45) (2.46) (2.47) (2.48) (2.49) (2.50) Each of these has a trigonometric counterpart (see Appendix C), but there are some important differences of sign, which should be carefully noted. The identities are all easy to prove from the definitions above. 2.4.4 The Graphs of cosh, sinh and tanh Using the definitions of the hyperbolic functions, and our knowledge of the exponential function, we can sketch the following graphs and deduce some properties for the hyperbolic functions. cosh 0 = 1, cosh x ! +1 as x ! §1, cosh (¡x) = cosh (x) (i.e. it is an EVEN function). 23 sinh 0 sinh x sinh x sinh (¡x) = ! ! = 0, +1 as x ! +1, ¡1 as x ! ¡1, ¡ sinh (x) (i.e. it is an ODD function). 24 tanh 0 tanh x tanh x tanh (¡x) = ! ! = 0, +1 as x ! +1, ¡1 as x ! ¡1, ¡ tanh (x) (i.e. it is an ODD function). Like all even functions, cosh has a a graph which is symmetrical about Oy, i.e. invariant under reflection in Oy. It has a minimum value of 1 at x = 0, where its derivative sinh x is zero. On the other hand, the graphs of the functions sinh and tanh, like those of all odd functions, are invariant under rotation through 180◦ about O. Note that sinh and tanh are both increasing functions and that the graph of tanh has horizontal asymptotes y = §1 approached as x ! §1 respectively. 2.4.5 Symmetry and Asymptotic Properties of other hyperbolic functions Similarly, we can deduce the following properties of coth, sech and cosech: coth(¡x) = ¡ coth x, sech (¡x) = sechx, cosech (¡x) = ¡cosechx. coth x ! 1 as x ! +1, coth x ! +1 as x ! 0 from above , sech x ! 0 cosech x ! 0 sech 0 = 1 cosech x ! +1 as x ! 0 from above, 2.4.6 coth x ! ¡1 as x ! ¡1, coth x ! ¡1 as x ! 0, from below, as x ! §1, as x ! §1, cosech x ! ¡1 as x ! 0 from below. Inverse Hyperbolic Functions cosh We restrict cosh x to the interval [0, 1), on which it is an increasing function with increasing inverse cosh−1 : [1, 1) ! [0, 1). For y ¸ 0, x ¸ 1, we have y = cosh−1 x , x = cosh y. cosh−1 x may be expressed in terms of logarithms as follows. If y = cosh−1 x (x ¸ 1) then y is the positive solution of the equation x = cosh y, that is ¢ 1¡ y x= e + e−y . 2 y Multiplying through by 2e gives 2xey = e2y + 1 e2y ¡ 2xey + 1 = 0 (ey )2 ¡ 2xey + 1 = 0 a quadratic for ey , with roots p p 4x2 ¡ 4 ey = = x § x2 ¡ 1. ´ ³ 2p so, y = ln x § x2 ¡ 1 . 2x § 25 But we want y > 0, so we choose the + sign, i.e. ³ ´ p for x ¸ 1. y = cosh−1 x = ln x + x2 ¡ 1 (2.51) sinh sinh: R ! R is an increasing function, so there is no need for restriction. By similar arguments to those used for cosh, one shows that, for any x, ´ ³ p (2.52) sinh−1 x = ln x + 1 + x2 . tanh tanh : R ! (¡1, 1) is an increasing function, so there is no need for restriction. It is easy to show that µ ¶ 1+x 1 −1 tanh x = ln for ¡ 1 < x < 1. (2.53) 2 1¡x 2.4.7 Derivatives The Derivatives of the Hyperbolic Functions We know: d x d −x (e ) = ex , (e ) = ¡e−x dx dx Hence · ¸ ¢ d 1¡ x d −x (cosh x) = e +e = dx dx 2 · ¸ ¢ d d 1¡ x −x (sinh x) = e ¡e = dx dx 2 ¢ 1¡ x e ¡ e−x = sinh x, 2 ¢ 1¡ x e + e−x = cosh x. 2 By the quotient rule we deduce that µ ¶ d 1 d sinh x cosh x cosh x ¡ sinh x sinh x = = sech2 x, (tanh x) = = 2 2 dx dx cosh x cosh x cosh x d 1 d sinh x (sech x) = (cosh x)−1 = ¡ (cosh x)−2 sinh x = ¡ = ¡sech x tanh x, dx dx cosh x cosh x and one may similarly prove (provided x 6= 0) that d (coth x) = ¡cosech2 x, dx d (cosech x) = ¡cosech x coth x. dx (see Appendix B.) Derivatives of Inverse Hyperbolic Functions 26 Inverse Cosh Recall y = cosh−1 x , x = cosh y with y ¸ 0, x ¸ 1. So, sinh y ¸ 0 and hence Then i.e. sinh2 y = cosh2 y ¡ 1 q p sinh y = + cosh2 y ¡ 1 = + x2 ¡ 1. 1 1 1 dy = dx = = +p 2 dx sinh y x ¡1 dy d 1 for x > 1. (cosh−1 x) = p 2 dx x ¡1 You can also prove this by differentiating eqn (2.51) directly. Inverse Sinh Similarly d 1 . (sinh−1 x) = p dx 1 + x2 Inverse Tanh y = tanh−1 x ) x = tanh y, so we have dx = sech2 x = 1 ¡ tanh2 x = 1 ¡ y 2 , dy so d 1 1 (tanh−1 x) = dx = for ¡ 1 < x < 1. dx 1 ¡ x2 dy 27