Lecture Notes on Differentiation

A tangent line to a function at a point is the line that best approximates the function
at that point better than any other line.

The slope of the function at a given point is the slope of the tangent line to the
function at that point.

The derivative of f at x = a is the slope, m, of the function f at the point x = a (if m

exists), denoted by f 0 (a) = m. All other notations:
dy df
y0 , d
dx , dx , dx f (x), Dx y, Dx f (x).

The function f (x) is differentiable at a point x0 if f 0 (x0 ) exists. If a function is

differentiable at all points in its domain (i.e. f 0 (x) is defined for all x in the domain), then
we consider f 0 (x) as a function and call it the derivative of f (x).

The derivative of f that we have been talking about is called the first derivative. Now,
we define the second derivative of a function to be the derivative of f 0 , denoted by f 00 (x)
2
or ddxf2 (= dx
d d


dx f ) .

Example 1: Given f (x) = c where c is a constant. Then f 0 (x) = 0 because the slope of
the function at each point is zero.

Example 2: If f (x) = 2 3x , then the derivative f 0 (x) = 2 because the slope of the
function at each point is 2.

Example 3: Given f (x) = |x|. We have

(
1 if x < 0
f 0 (x) = .
1 if x > 0

However, f 0 (0) is not defined because there is no unique tangent line to f (x) at x = 0.

The following is a table of derivatives of some basic functions:

f (x) f 0 (x)
c 0
mx + c m
xa axa1
ex ex
1
ln x x

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Rules of Differentiation:

1. (f g)0 = f 0 g 0
2. (c f )0 = cf 0
3. (Product Rule) (f g)0 = f 0 g + f g 0
 0
f f 0 g f g0
4. (Quotient Rule) = (where g(x) 6= 0)
g g2
5. (Chain Rule) (f g)0 = (f (g(x)))0 = f 0 (g(x)) g 0 (x)

The equation of the tangent line to the function at point x = x0 is:

y f (x0 ) = f 0 (x0 )(x x0 )

Theorem (The Extreme-Value Theorem for Continuous Functions)

If f is continuous at every point of a closed interval I, then f assumes both an absolute
maximum value value M and an absolute minimum value m somewhere in I.

Definition
A point in the domain of a function f at which f 0 = 0 or f 0 does not exist is a critical
point of f .

Theorem
Extreme values (local or global) occur only at critical points and endpoints.

Examples:
1. Find absolute maximum and minimum values of f (x) = 4 x2 on the interval [3, 1].
2. Find absolute maximum and minimum values of f (x) = x2/3 on the interval [1, 8].
3. Find absolute maximum and minimum values of f (x) = x1/3 on the interval [1, 1].

Theorem (The Mean Value Theorem)

Suppose the f (x) is continuous on a closed interval [a, b] and differentiable on the intervals
interior (a, b). Then there is at least one point c in (a, b) at which
f (b) f (a)
= f 0 (c).
ba

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Facts:

If f 0 (x) > 0 for all x in some interval, then f increases on this interval.
If f 0 (x) < 0 for all x in some interval, then f decreases on this interval.

x
Example: Given f (x) = .
1 + x2
1 (1 + x2 ) x(2x) 1 x2 (1 + x)(1 x)
f 0 (x) = 2 2
= 2 2
= .
(1 + x ) (1 + x ) (1 + x2 )2

We can use the Key Number Method to test the signs of f 0 (x).

+
-1 1
0
We know that f (x) is positive on (1, 1). Thus, f is increasing on (1, 1).

Also, f 0 (x) < 0 on (, 1) and (1, ). Thus, f is decreasing on (, 1) and (1, ).

The following is the graph of f (x).

The 1st Derivative Test

Suppose f is continuous and differentiable on some open interval containing x = a, except
possible at x = a.
a. If f 0 changes from to + at x = a, then f has a local minimum at x = a.
b. If f 0 changes from + to at x = a, then f has a local maximum at x = a.

The function f (x) is concave up on the interval (a, b) if f 0 (x) is increasing on (a, b).
The function f (x) is concave down on the interval (a, b) if f 0 (x) is increasing on (a, b).

Facts:
If f 00 (x) > 0 for all x in some interval I, then f 0 increases on I and thus f is concave
up on I.
If f 00 (x) < 0 for all x in some interval I, then f 0 decreases on this interval and thus f
is concave down on I.

The inflection point (or point of inflection) of a function f is defined to be the point
at which the concavity changes.

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Below is a picture illustrating when a function is concave up or concave down. Notice the
tangent lines and their slopes. A point of inflection is also labeled on the picture.

Note: To find the inflection points, we look at the second derivative. Find all the points
such that f 00 is zero or undefined at those points. Then use the Key Number Method to
test the sign changes of f 00 at those points.

Examples:
1. f (x) = x3 12x 5.
2. f (x) = x4 4x3 + 10.

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 Examples from Economics

Suppose that
r(x) = the revenue from selling x items
c(x) = the cost of producing the x items
p(x) = r(x) c(x) = the profit from producing and selling x items.

The marginal revenue, marginal cost, and marginal profit when producing and
selling x items are the derivatives
dr
= marginal revenue,
dx
dc
= marginal cost,
dx
dp
= marginal profit.
dx

Lets consider the relationship of p to these derivatives.

If r(x) and c(x) are differentiable for all x > 0, and if p(x) = r(x) c(x) has a maximum
value, it occurs at a production level at which p0 (x) = 0. Since p0 (x) = r0 (x)c0 (x), p0 (x) = 0
implies that
r0 (x) c0 (x) = 0 or r0 (x) = c0 (x).

Therefore,

At a production level yielding maximum profit, marginal revenue equals marginal cost.

Figure. The graph of a typical cost function starts concave down and later turns concave up.
It crosses the revenue curve at the break-even point B. To the left of B, the company operates at
a loss. To the right, the company operates at a profit, with the maximum profit occurring where
c0 (x) = r0 (x). Farther to the right, cost exceeds revenue (perhaps because of a combination of rising
labor and materials costs and market saturation) and production levels become unprofitable again.

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 Example Suppose that r(x) = 9x and c(x) = x3 6x2 +15x, where x represents thousands
of units. Is there a production level that maximizes profit? If so, what is it?

Solution Notice that r0 (x) = 9 and c0 (x) = 3x2 12x + 15. Set c0 (x) = r0 (x) and get

3x2 12x + 15 = 9
3x2 12x + 6 = 0

The two solutions of the quadratic equation are

x1 = 2 2 and x2 = 2 + 2

production levels for maximum profit are x1 = 2 2 thousand
The possible units or
x2 = 2 + 2 thousand units. The first derivative of p(x) = r(x) c(x) is p0 (x) = 9 3x2+
12x 15 = 3x2 12x + 6. By first derivative
test, a maximum profit occurs at x2 = 2 + 2
and maximum loss occurs at x1 = 2 2.

Example An open-top box is to be made by cutting small congruent squares from the
corners of a 12-in.-by-12-in. sheet of tin and bending up the sides. How large should the
squares cut from the corners be to make the box hold as much as possible?

Solution (Outline) Let x be the length of each side of the squares being cut from the
corners. Then the volume of the box is V (x) = x(12 2x)2 ). To maximize the volume, we
take the derivative of V (x) and find the critical points. Use 1st derivative test to test for
local max. To find the absolute max, compare the local max from the critical points and
from the end points of the domain.

Example A manufacturer needs to make a cylindrical can that will hold 1 liter (=
1000cm3 ) of liquid. Determine the dimensions of the can that will minimize the amount
of material used in its construction.

Solution Hint: It is customary to ignore the thickness of the material and the waste in
manufacturing. Then we ask for dimensions that make the total surface area as small as
possible while satisfying the constraint volume = 1000cm3 .

Let r be the radius of the top circle and h be the high of the can. Then S = 2r2 + 2rh.
2 1000 2
Since
 V =r h = 1000, we have h = r2 . Substitute into S and get S(r) = 2r +
1000 2000
2r = 2r2 + . Then take the derivative of S(r) (with respect to r) and find
r2 r
the critical points. Use first derivative test to test for local min.

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 Lecture Notes on Integration
Mean Value Theorem Suppose f (x) is continuous on [a, b] and differentiable on (a, b).
Then there exists a point c in (a, b) at which

f (b) f (a)
= f 0 (c). (1)
ba

Corollary 1 If f 0 (x) = 0 at each point of an interval I, then f (x) = C for all x in I, where
C is a constant.

Corollary 2 If f 0 (x) = g 0 (x) at each point of an interval I, then there exists a constant C
such that f (x) = g(x) + C for all x in I.

A function, F (x), is an antiderivative of a function f (x) if F 0 (x) = f (x) for all x in

the domain of f .

Example: The function F (x) = x2 is an antiderivative of f (x) = 2x. The function

G(x) = x2 + 4 is also an antiderivative of f (x) = 2x.

The set of all antiderivative of f is the indefinite integral of f with respect to x, denoted
by Z
f (x)dx
R
The symbol is an integral sign. The function f (x) is the integrand of the integral, and
x is the variable of integration.

Z
To verify xex dx = xex ex + C, we take the derivative of the right hand side.
d x
xe ex + C = ex + xex ex = xex . Thus, the integral statement is correct.
dx

Integral formulas
xn+1
Z
xn dx = + C, n 6= 1
Z nZ+ 1
1dx = dx = x + C
Z
ex dx = ex + C
Z
1
dx = ln |x| + C
x

Rules for indefinite integrals:

Z Z
1. kf (x)dx = k f (x)dx
Z Z
2. f (x)dx = f (x)dx
Z Z Z
3. [f (x) g(x)]dx = f (x)dx g(x)dx

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 Method of Substitution:
Z Z
0
f (g(x))g (x)dx = f (u)du where u = g(x) and du = g 0 (x)dx.

Z
Example 1: Find (x3 + 2)5 3x2 dx.
Let u = x3 + 2, du = 3x2 dx.
Then
Z Z
(x3 + 2)5 3x2 dx = u5 du

u6
= +C
6
(x3 + 2)6
= +C
6
Z p
Example 2: Find x2 + 1 2xdx.
Let u = x2 + 1, du = 2xdx.
Then

Z p Z
x2 + 1 2xdx = udu
3
u2
= 3 +C
2
3
2u 2
= +C
3
3
2(x2 + 1) 2
= +C
3

Definition: (Definite Integral)

Z b
f (x)dx = (signed or net) area between the curve and x-axis from a to b.
a

The number a is called the lower limit and the number b is called the upper limit.

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 Note: If the curve from a to b is below the x-axis, the definite integral of f (x) from a
to b will be negative.

If part of the curve from a to b is below the x-axis and part of it is above the x-axis, the
definite integral of f (x) from a to b could be zero.

Example:
Z 4
(3 + 5) 2
(x + 1)dx = =8
2 2

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 Properties for definite integrals:
Z b Z a
1. f (x)dx = f (x)dx
a b
Z a
2. kf (x)dx = 0
a
Z b Z b
3. kf (x)dx = k f (x)dx
a a
Z b Z b
4. f (x)dx = f (x)dx
a a
Z b Z b Z b
5. [f (x) g(x)]dx = f (x)dx g(x)dx
a a a
Z b Z c Z c
6. f (x)dx + f (x)dx = f (x)dx
a b a
Z b
7. min f (b a) f (x)dx max f (b a)
a
Z b Z b
8. If f (x) g(x) on [a, b], then f (x)dx g(x)dx
a a

We can approximate the area under the curve using rectangles.

Left Endpoint Rule: using rectangles with left top corner on the curve
Right Endpoint Rule: using rectangles with right top corner on the curve
Midpoint Rule: using rectangles with top midpoint on the curve

Ln = sum of area of n rectangles using left endpoint rule.

Rn = sum of area of n rectangles using right endpoint rule.
Mn = sum of area of n rectangles using midpoint rule.

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The Fundamental Theorem of Calculus
(Part 1) Let f be a continuous function on [a, b]. Let F be the function
Z x
F (x) = f (t)dt.
a

Then, F (x) is continuous on [a, b], differentiable on (a, b) and

Z x
dF d
= f (t)dt = f (x).
dx dx a

(Part 2) If f is a continuous function on [a, b] and F is any antiderivative of f on [a,b], then

Z b b
f (t)dt = F (b) F (a) := F (x) .

a a

Example 1:
Z xp
d p
t2 + 3dt = x2 + 3
dx 1

Example 2:
Z x2
d 2 2
tet dt = x2 ex (2x) = 2x3 ex
dx 3

Example 3:
Z 2 2
(3x2 + 2x)dx = x3 + x2  = (8 + 4) (1 + 1) = 10

1 1

Example 4:
Z 2 p
2x x2 + 1dx
0

First find an antiderivative of 2x x2 + 1.
Z p
2x x2 + 1dx

Let u = x2 + 1, du = 2xdx.
3 3
2(x2 + 1) 2
Z Z
p 2u 2
Then 2x x2 + 1dx = udu = +C = + C.
3 3
Z 1 p 3 3
2
2(x2 + 1) 2 1 2(2) 2 4 2
Thus, 2x x + 1dx =  = = .
0 3 0 3 3

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 Note: If a question asks you to find the area of a region, it means the total area, i.e.
the (positive) measure of the size of the region.

Example: Find the area of the region between x-axis and the graph of f (x) = x3 x2
2x, 1 x 2.

If the graph of the function is not given, you may want to sketch the graph first and see
what are the regions. We also want to factor the function and find the x-intercepts. Thus,
f (x) = x3 x2 2x = x(x2 x 2) = x(x + 1)(x 2). See the following:

Since from x = 1 to x = 0, the curve is positive and from x = 0 to x = 2, the curve is

negative, we can integrate the function from x = 1 to x = 0 and from x = 0 to x = 2
separately.
Z 0
x4 x3 0
(x3 x2 2x)dx = x2 

1 4 3 1
 
1 1 1 1 5
=0 + 1 =1 =
4 3 4 3 12

2
x4 x3
Z 2
(x3 x2 2x)dx = x2 

0 4 3 0
4 3
2 2 8 8
= 22 = 4 4 =
4 3 3 3
Note that the first integral is positive but the second is negative. Thus, the total area
5
= +  83  = 12
5
+ 83 = 37
12 .
 
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Fact: If f (x) and g(x) are continuous and f (x) g(x) on [a, b], then the area between
the two curves is:
Z b
[f (x) g(x)]dx
a

Fact: The volume of a solid of known cross-section area A(x) from x = a to x = b is:
Z b
V = A(x)dx
a

Special Case: The volume of a solid generated by revolving the function y = f (x)
about the x-axis from x = a to x = b is:
Z b
V = [f (x)]2 dx
a

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