1. AUGUST 2

2. MATH 104 Calculus I Review of previous material…. …methods and applications of integration, differential equations ………..

3. A differential equation of the form gives geometric information about the graph of y(x). It tells us: Geometry of Differential Equations If the graph of y(x) goes through the point (x,y), then the slope of the graph at that point is equal to f(x,y).

4. An example: We can draw a picture of this as follows. For the differential equation, we have: If the graph goes through (2,3), the slope must be 1 there. If the graph goes through (0,0), the slope must be 0 there. If the graph goes through (-1,-2), the slope must be -1 there.

5. Put it on a graph... The slope of the arrow at any point is equal to y - x at that point. This kind of picture is called a "direction field" for the differential equation dy/dx = y - x. We can use this to solve the differential equation geometrically and recover the graph of the function.

6. The idea is to start The idea is to start somewhere on the direction field and simply follow the arrows: This graphical technique is useful for getting qualitative information about solutions of differential equations, especially when they cannot be integrated.

7. Here are a couple for you to try... y ' = 2 ( y - y 2 )

8. y ' = 3 x sin(2y)

9. Another way to gain insight into solutions of differential equations is to use numerical methods for their solution. The simplest numerical method is called Euler's method. Euler's method is easy to understand if you relate it to two things you already know: 1. The left endpoint (rectangle) method for estimating integrals, and 2. The fundamental theorem of calculus. Or, you can think of Euler's method in terms of differentials: Numerical methods

10. Euler’s method You can algebraically manipulate most first-order equations, until they are in the form: y'(x) = f(x,y) Euler's method then combines the differential formula with the differential equation: In Euler's method, we simply ignore the small errors and repeatedly use the resulting equation with a small value of to construct a table of values for y(x) (that can then be graphed, for instance).

11. y ' = y - x, y(0) = 2 (this is the example we graphed before). We'll use  x = 0.1 The choice of  x is usually dictated by the problem or the situation. The smaller  x is the more accurate the approximated solution will be, but of course you need to do more work to cover an interval of a given length. For the first step, we can use that x=0 and y=2, therefore y ' = 2. Euler's method then tells us that: y(x +  x) = y(x) + f(x,y)  x y(0.1) = 1 + (2 - 0) 0.1 = 1.2 An example...

12. Continue... For the second step, we have x = 0.1, y = 2.2, therefore y' = 2.1. Euler's method then gives: y(0.2) = 2.2 + 2.1(0.1) = 2.41 We continue in this manner and fill in the following table

13. Maple... Maple tells us that the exact solution of the equation y ' = y - x that has y(0) = 2 is y(x) = x + 1 + e x and so we have y(1) = 4.718281828. So the Euler method result is pretty close (within 10%). We could do better by decreasing  x, but of course then we'd need more steps to reach x = 1. You'll get to try a couple of these on this week's homework.

14. L’Hospital Another useful technique for computing limits is L'Hospital's rule: Basic version: If, then provided the latter exists. This also applies if

15. Fancy L’Hospital You can use “Basic L’Hospital” for #4, 6, 8 and 10 of the top ten limit list. But for limits like #9, you need...

16. Top ten famous limits: 1. 2.

17. 3. (A) If 0 < x < 1 then (B) If x > 1, then 4. and 5. and

18. 6-10 6. For any value of n, and for any positive value of n, 7. does not exist!

19. 8. 9. 10. If f is differentiable at a, then

20. Here are three more: A challenge:

21. How about this one? A.  B. 0 C. - D. 1 E. F. G. H.

22. Last one (for now)... A.  B. 1/2 C. D. 3 E. F. undefined G. H.

23. Improper integrals These are a special kind of limit. An improper integral is one where either the interval of integration is infinite, or else it includes a singularity of the function being integrated.

24. Examples of the first kind are:

25. Examples of the second kind: The second of these is subtle because the singularity of tan x occurs in the interior of the interval of integration rather than at one of the endpoints.

26. Same method No matter which kind of improper integral (or combination of improper integrals) we are faced with, the method of dealing with them is the same:

27. Calculate the limit! What is the value of this limit (and hence, of the improper integral )? A. 0 B. 1 C. D. E.

28. Another improper integral A. 0 B. C. D. E.

29. Area between the x- axis and the graph The integral you just worked represents all of the area between the x-axis and the graph of

30. The other type... For improper integrals of the other type, we make the same kind of limit definition:

31. Another example: What is the value of this limit, in other words, what is A. 0 B. 1 C. 2 D. E.

32. A divergent improper integral It is possible that the limit used to define the improper integral fails to exist or is infinite. In this case, the improper integral is said to diverge. If the limit does exist, then the improper integral converges. For example: so this improper integral diverges.

33. One for you: A. Converge B. Diverge

34. Sometimes it is possible... to show that an improper integral converges without actually evaluating it: So the limit of the first integral must be finite as b goes to infinity, because it increases as b does but is bounded above (by 1/3).

35. A puzzling example... Consider the surface obtained by rotating the graph of y = 1/x for x > 1 around the x-axis: Let’s calculate the volume contained inside the surface:

36. What about the surface area? This is equal to... This last integral is difficult (impossible) to evaluate directly, but it is easy to see that its integrand is bigger than that of the divergent integral Therefore it, too is divergent, so the surface has infinite surface area. This surface is sometimes called "Gabriel's horn" -- it is a surface that can be "filled with water" but not "painted".

37. Sequences The lists of numbers you generate using a numerical method like Newton's method to get better and better approximations to the root of an equation are examples of (mathematical) sequences. Sequences are infinite lists of numbers, Sometimes it is useful to think of them as functions from the positive integers into the reals, in other words,

38. The feeling we have about numerical methods like the bisection method, is that if we kept doing it more and more times, we would get numbers that are closer and closer to the actual root of the equation. In other words where r is the root. Sequences for which exists and is finite are called convergent, other sequences are called divergent Convergent and Divergent

39. For example... The sequence 1, 1/2, 1/4, 1/8, 1/16,...., 1/2,... is convergent (and converges to zero, since ), whereas: the sequence 1, 4, 9, 16,.…n,... is divergent. 2 n

40. Practice The sequence A. Converges to 0 B. Converges to 1 C. Converges to n D. Converges to ln 2 E. Diverges

41. Another... The sequence A. Converges to 0 B. Converges to 1 C. Converges to -1 D. Converges to ln 2 E. Diverges

42. A powerful existence theorem It is sometimes possible to assert that a sequence is convergent even if we can't find the limit right away. We do this by using the least upper bound property of the real numbers: If a sequence has the property that a <a <a <.... is called a "monotonically increasing" sequence. For such a sequence, either the sequence is bounded (all the terms are less than some fixed number) or else it increases without bound to infinity. The latter case is divergent, and the former must converge to the least upper bound of the set of numbers {a, a,... }. So if we find some upper bound, we are guaranteed convergence, even if we can't find the least upper bound. 123 12

43. Consider the sequence... To get each term from the previous one, you add 2 and then take the square root. It is clear that this is a monotonically increasing sequence. It is convergent because all the terms are less than 2. To see this, note that if x>2, then So our terms can't be greater than 2, since adding 2 and taking the square root makes our terms bigger, not smaller. Therefore, the sequence has a limit, by the theorem. etc.

44. QUESTION: What is the limit?

45. Newton’s Method A better way of generating a sequence of numbers that are (usually) better and better solutions of an equation is called Newton's method. In it, you improve a guess at the root by calculating the place where the tangent line drawn to the graph of f(x) at the guess intersects the x-axis. Since the tangent line to the graph of y = f(x) at x = a is y = f(a) + f '(a) (x-a), and this line hits the x-axis when y=0, we solve for x in the equation f(a) + f '(a)(x-a) = 0 and get x = a - f(a)/f '(a).

46. Let’s try it on the same function we used before, with the guess that the root x 1 = 2. Then the next guess is This is 1.8. Let's try it again. A calculator helps:

47. We’re already quite close... with much less work than in the bisection method! One more time: And according to Maple, the root is fsolve(f(x)=0); So with not much work we have the answer to six significant figures! 1.769292354

48. Your turn… Try Newton's method out on the equation First make a reasonable guess, then iterate. Report your answer when you get two successive iterations to agree to five decimal places.

49. Fractals Fractals are geometric figures constructed as a limit of a sequence of geometric figures. Koch Snowflake Sierpinski Gasket Newton's method fractals

50. Good night! See you on Wednesdy Check the web! Turn in homework! Have a great week!