Lesson 4
Limits, and Differentiation
Limits, the gradient of a curve, differentiation from first principles and by rule, tangents and normals, stationary points and their nature, and the number e.
Taught
Limits
The expression
is not defined when , where it would read . For every other value of the factor cancels, and the expression is simply . Its graph is the line with one point missing: a hole at .
The expression is well defined for all values of other than , so we can legitimately ask what happens to it as approaches . Since it equals at all those values, it approaches . We say that its limit as approaches is , and write
The value at itself plays no part. The limit is about the values of the expression near , and here there is no value at at all.
Let be defined for all values of near , except possibly at itself. We say that tends to the limit as tends to , and write
if gets and stays as close to as we want, provided is sufficiently close to .
It is not enough for the values to keep getting closer to . The numbers get closer to , but each is also closer to than the one before, and we want to say that they approach and not . The difference is that they get as close to as we want, however small we set the allowed distance, whereas every one of them stays more than away from .
One-Sided Limits
Define to be when is negative and when is positive. Its graph is two half-lines with a jump between them at .
The limit of as does not exist. We can make as close to as we want, but does not get as close as we want to any one value: it is near when is negative and near when is positive. We met the same difficulty with in the last lesson, where the behaviour depended on whether approached zero from above or from below; here both sides settle down, but to different values. We write
the first being the limit as tends to from above, or from the right, and the second the limit from below, or from the left. The limit exists only when these two one-sided limits exist and are equal.
Limits at Infinity
We can also take limits as tends to infinity. If , then approaches as grows, and we write
As tends to minus infinity also approaches , so as well. For a limit at infinity, ” is sufficiently close to ” in the definition of a limit is replaced by ” is large enough”, and for minus infinity by ” is negative and large enough in size”.
Find each limit, or show that it does not exist.
- ;
- , where for and for ;
- .
The Gradient of a Curve
Chords, Tangents and Normals
Definition 4.2 (Chord, Tangent and Normal).
Let and be two points on a curve.
- The line joining and is a chord of the curve.
- The line touching the curve at is the tangent to the curve at .
- The line through perpendicular to the tangent at is the normal to the curve at .
A straight line has the same gradient all along it. The gradient of a curve, which measures its slope, changes continually as we move along it. Suppose that as we move along the curve towards , the gradient stops changing at and stays constant from then on. We would then be moving along a straight line, and that line is the tangent at . So the gradient of the curve at is the same as the gradient of the tangent at .
Definition 4.3 (Gradient of a Curve).
The gradient of a curve at a point is the gradient of the tangent to the curve at that point. It measures the rate of increase of with respect to at that point.
If is another point on the curve, not too far from , the gradient of the chord is an approximate value for the gradient of the tangent at , and the closer is to the better the approximation.
An approximate value can also be found by plotting the curve, drawing the tangent by eye and measuring its gradient. This method has to be used when we know the coordinates of a finite number of points on a curve but not its equation, as with the data from an experiment. When the equation of the curve is known we want an accurate method, so that we can take the analysis of curves and functions further.
Approaching the Tangent
Take the parabola and the point on it. The tangent there, drawn on the left of Figure 4.4, seems to rise about units for each unit it moves to the right, so the gradient looks to be about . Is it exactly , and how would we find out?
To approximate it, take a second point on the parabola close to the first, such as , where because the point lies on . The line through and is found as in the last lesson. Its gradient is
and its equation is . So our approximation to the gradient is , and the close-up in Figure 4.4 shows how near the chord runs to the tangent.
The approximation cannot be made perfect by taking both points to be , since infinitely many lines pass through a single point and that tells us nothing. It can be made better. The chord through and has gradient
so the gradients really do seem to be approaching . As approaches , the gradient of the chord approaches the gradient of the tangent at , that is
Find the gradient of the curve at the point where .
When , , so is the point . We calculate the gradient of a chord and observe what happens to it as approaches . Take a succession of points where , each time halving the remaining difference between the -coordinates of and .
| gradient of |
As approaches the gradient of the chord approaches , and we deduce that the gradient of the curve at is .
The Delta Prefix
This numerical method is unsatisfactory, not least because of the amount of calculation involved, and in the end it only suggests the value . So instead of placing at particular positions we introduce a variable quantity for the difference between the -coordinates of and .
Definition 4.5 (Delta Prefix).
A variable quantity prefixed by means a small increase in that quantity. So is a small increase in , and is a small increase in .
Remark.
The letter is only a prefix. It cannot be treated as a factor: is one quantity, not multiplied by .
Return to and the point . If is the increase in the -coordinate in moving from to , then the -coordinate of is . Every point on the curve satisfies , so the -coordinate of is
The gradient of is the increase in divided by the increase in :
As approaches , the difference between their -coordinates approaches zero, that is . Therefore
Dividing by is allowed because a limit only involves values of near zero, never zero itself.
The same calculation settles the question for the parabola. Writing for the small increase in from , the gradient of at is
so it is exactly , as we guessed.
Find the gradient of the curve at the point where .
Let be the increase in in moving from to a nearby point on the curve, so that is . The gradient of the chord is
As , , so the gradient at is .
Use the method of the last example to find the gradient of each curve at the point indicated.
- , where ;
- , where ;
- , where .
The Gradient Function
We found that the gradient of is at the point where . Instead of a fixed point, take to be any point on the curve. Its -coordinate can be written , since both coordinates satisfy the equation of the curve. Let be another point on the curve such that the increase in the -coordinate in moving from to is . Then is the point , and
Then the gradient at any point on the curve is
So the function gives the gradient at every point on the curve . The gradient at a particular point, that is the rate of increase of with respect to there, is found by substituting the -coordinate of the point into . At this gives , as before.
The function is called the gradient function of , and the process of deriving it is called differentiation with respect to . Since was derived from , it is also called the derivative, or derived function, of . Using as a symbol for “the derivative with respect to of”, we write
or, when ,
Here means the derivative of with respect to , and is sometimes called the differential coefficient of . As an alternative notation we can use the symbol for “the derivative of”, so that , and is referred to as the differential operator.
Since represents the rate of increase of with respect to , also represents the rate of increase of with respect to . Similarly means the derivative of with respect to , or the rate of increase of with respect to .
Differentiate with respect to .
Let be the point and the point on . Then
which simplifies to . So the gradient at is , that is
Use the method of the last example to differentiate each of the following with respect to .
- ;
- ;
- ;
- .
Differentiating from First Principles
Consider any curve . Let be any point on it, and let be the increase in the -coordinate in moving from to another point on the same curve, so that is the point . Let be the corresponding increase in the -coordinate, that is
The gradient of the chord is
so the gradient at is
Let be a function and a number. The derivative of at is the gradient of the graph of at the point where , defined by
A function for which this limit exists is differentiable at . The derivative of is written or , and when is a function of that we would graph, it is written .
The limit exists when the graph looks as though it has a slope at the point. If the graph had a spike there, it would not have a well-defined slope and the limit would not exist.
Using this definition to differentiate a function is called differentiating from first principles, and it can be used for any function, including functions we have not yet met. Fortunately it is not always necessary to go back to first principles, because whole families of functions can be differentiated by rules.
Remark.
We cannot tell how fast something is going from a single photograph of it. But we can photograph it at two nearby moments and divide the distance it moved by the time between the photographs, which gives a good approximation to its speed, and the closer the two moments, the better the approximation. This is how instruments that measure speed work, and it is the gradient of a chord standing in for the gradient of a tangent.
Rules of Differentiation
Differentiating a Constant
The equation , where is a constant, represents a straight line parallel to the -axis, so it has zero gradient:
Differentiating
The equation , where is a constant, represents a straight line with gradient , so
Differentiating
The table collects results from the examples and problems above.
From this table it appears that to differentiate a power of we multiply by that power and then subtract one from the power, that is
This is the power rule.
The Power Rule for Whole Numbers
If we replace by and do the same calculation as for the parabola, the algebra gives
and after dividing by the remaining vanishes in the limit, so the parabola has gradient at each value of . Expanding further powers shows a pattern:
In each line the term with to the first power is , and every other term contains or a higher power of . When is a positive whole number we show that this always happens by using the binomial expansion. The coefficients of are those of , the numbers in row of Pascal’s triangle, so
The second number in a row is the sum of the two numbers above it, which are and the second number of the row before. So it goes up by from each row to the next, and as it is in row one, it is in row . Therefore
and as this tends to .
The power rule, deduced here for whole numbers, is valid for all powers of , including fractional and negative powers, although this cannot be shown at this stage, and for the time being we take it on trust. Under the power conventions in Lesson 1, if is not a whole number then we use only where it is defined, and for the fractional powers considered here this means . The rule needs the power to be a fixed number: it does not find the gradient of , where the power changes with .
Accepting that the power rule can be used for any power of ,
Differentiate each of the following with respect to by rule.
- ;
- ;
- ;
- .
Differentiating
From the problems, , which is times the derivative of . A constant factor always comes straight through, since
and so
where is a constant.
Sums and Differences
From first principles,
so , and in the same way . Comparing these with the separate derivatives,
So the operation “differentiate” is distributive across the addition and subtraction of functions, and gradients add:
This holds in general, because the gradient of a chord of is the gradient of the corresponding chord of plus that of .
Using rules and ,
Differentiation is not distributive across multiplication and division. For example
Gradients do not multiply in the way they add. So in order to differentiate at this stage, any product must be expanded and any quotient must be divided out, to give terms which are added or subtracted, and no rule should be assumed that has not been established.
Differentiate .
therefore
Find the gradient of the curve at the point on the curve where .
Expanding, , therefore
When , , so the gradient of is at the point where .
Find the coordinates of the point on the curve at which its gradient is .
Since , . The gradient is when
When , . Therefore the gradient of is at the point .
- Differentiate and with respect to .
- Find the gradient of the curve at the point where .
- Find the coordinates of the point on the curve at which the gradient is .
Tangents and Normals
The tangent to a curve at a point passes through that point and has the gradient of the curve there, so its equation comes from the line with a given gradient through a given point. When the tangent has non-zero gradient , the normal passes through the same point with the perpendicular gradient . A horizontal tangent has a vertical normal.
Take at once more. The tangent is the line of gradient through , which is
Rearranging, is the equation of the tangent.
The normal to at is the line through that point perpendicular to the tangent, so its gradient is and its equation is
Multiplying through by to clear the fractions gives .
Find the equation of the tangent to the curve at the point where it cuts the -axis.
The curve cuts the -axis where , at . The gradient of the tangent there is the value of when . As , , so when the gradient of the curve is .
Therefore the tangent has gradient and passes through . Its equation is , that is
Find the equation of the normal to the curve at the point where , and the coordinates of the point where this normal cuts the curve again.
As , . So when , and . Therefore the tangent at has gradient , and the normal, the line perpendicular to the tangent, has gradient . The equation of the normal is
The points of intersection of the normal and the curve are given by solving and simultaneously. Substituting for ,
We already know that the normal and the curve meet where , so is a factor, and
Therefore they meet again where and , at the point .
- Find the equations of the tangent and the normal to the curve at the point where .
- Find the equation of the tangent to which has a gradient of .
- Find the equation of the tangent to which is parallel to the -axis.
Stationary Values and Turning Points
Stationary Values
Definition 4.16 (Stationary Value).
A stationary value of a function is a value of at which its rate of change with respect to is zero, that is, where
A point on the curve at which is a stationary point.
At a stationary value of the gradient of the curve is zero, so the tangent to the curve is parallel to the -axis. The stationary values of are the -coordinates of the points on at which the tangent is parallel to the -axis.
The curve in Figure 4.9 goes flat and turns round in two places, and the derivative tells us exactly where. We found that , and the graph is flat where
The solutions are and , so it is exactly at these two values of that the graph is flat and turns round, at and . A zero derivative does not always mean that the graph turns round, as we shall see with .
Find the stationary values of .
If , then . At stationary values of this is zero, so
So the stationary values of occur when and when . They are
For the curve , the gradient is zero at the points and .
The derivative also tells us which way a function is going. Where is positive the curve is rising, and we say that is increasing; where is negative the curve is falling, and is decreasing. For the derivative is positive for , negative for and positive again for , which is what Figure 4.9 shows.
- Find the values of at which has stationary values.
- Find the stationary value of .
- Find the coordinates of the point on at which the gradient is zero.
Turning Points
The gradient of a curve can be zero at several points. Close to one of these points, the shape of the curve belongs to one of the three kinds shown at , and in Figure 4.10.
Moving along the curve in the positive direction of the -axis:
- near the gradient changes from positive, through zero at , to negative;
- near the gradient changes from negative, through zero at , to positive;
- at the gradient is zero, but it does not change sign as we move through , so the curve does not turn at . What does change at is the sense in which the curve is turning, from clockwise to anticlockwise.
Definition 4.18 (Turning Points and Points of Inflexion).
- A point on a curve at which the gradient changes from positive, through zero, to negative is a maximum turning point. Its -coordinate is a maximum value of , or of where .
- A point at which the gradient changes from negative, through zero, to positive is a minimum turning point. Its -coordinate is a minimum value of , or of .
- A point on a curve at which the sense of turning changes is a point of inflexion.
The gradient at a maximum or minimum turning point must be zero. The terms maximum value and minimum value do not mean the same as greatest value and least value: maxima and minima describe the behaviour of a function only in the immediate neighbourhood of its stationary values. In Figure 4.10, to the left of , the curve falls below the minimum value at .
Apart from there are two other points of inflexion in Figure 4.10, one between and and another between and , so the gradient at a point of inflexion is not necessarily zero. A stationary point can therefore be a maximum, a minimum, or neither. The simplest example of the last kind is at the origin: its gradient is zero there, but the curve rises on both sides.
The Nature of a Stationary Value
We know how to find the points on at which has stationary values, but to tell them apart we need to look further, and there are several ways of doing this. In Figure 4.10, let and be points on the curve close to and to its left and right respectively, and let , and , be placed in the same way about and .
Values of
At , a maximum, at and at are both less than at . At , a minimum, at and at are both greater than at . At , a point of inflexion, at is less than at and at is greater.
| Maximum | Minimum | Inflexion | |
|---|---|---|---|
| Values of either side of the stationary value | both smaller | both larger | one smaller and one larger |
The Sign of the Gradient
At the gradient is positive, at it is zero and at it is negative. At it is negative, at zero and at positive. At it is positive, at zero and at positive again.
| Maximum | Minimum | Inflexion | |
|---|---|---|---|
| Sign of moving through the stationary value | or |
The Second Derivative
When passing through , changes from positive to negative, so decreases as increases, that is, the rate of increase of with respect to is negative. The rate of increase of with respect to would be written , and this clumsy notation is condensed to
called the second derivative of with respect to . Similarly, when passing through , changes from negative to positive, so increases as increases and is positive.
| Maximum | Minimum | |
|---|---|---|
| Sign of | negative (or zero) | positive (or zero) |
Points of inflexion are not so easily dealt with by this method. In the smooth examples considered here, at such points, but can also be zero at maxima and minima.
The three tables summarise three alternative methods for determining the nature of a stationary value. The third method fails if is found to be zero at the stationary value, and in that case one of the first two has to be used.
Find the points on at which the gradient is zero, and determine the nature of these points.
The gradient is zero when , that is , so when and when .
When , , which is positive, so has a minimum value here. It is , so is a minimum turning point.
When , and , which is inconclusive. So we look at the sign of on either side of the point where .
The gradient does not change sign, so is a point of inflexion.
Sketch the curve .
Finding the maximum and minimum turning points gives a general idea of the shape and position of the curve.
At turning points , that is , so or .
- When , and , so is a minimum turning point.
- When , and , so is a maximum turning point.
- As , the curve cuts the -axis at .
From these three results we can sketch the curve.
In some cases the intercepts on the -axis can be found as well, although the equation which gives them is not always easy to solve. Here it is .
A farmer has an adjustable electric fence that is m long. It is used to enclose a rectangular grazing area on three sides, the fourth side being a fixed hedge. Find the maximum area that can be enclosed.
The length of the enclosure can be varied, up to m, and the width and area then depend on the length chosen. Let the length be m. Then as ,
and the area of the enclosure, in square metres, is
Now is a quadratic function of with a negative coefficient of , so from what we know of quadratic functions it is greatest at , halfway between its zeros at and . So the maximum area that can be enclosed is square metres.
The maximum value of can also be found by differentiation. We have
and has a stationary value when , that is when . Now , which is negative, so this is a maximum, and the maximum value is square metres.
The second method, using differentiation, is necessary when finding maximum or minimum values of functions that are not quadratic. For quadratic functions the first method is preferable, since their properties let us find the maximum or minimum value by inspection. In this case the greatest value and the maximum value are the same.
A rectangle has a perimeter of units. Find its greatest possible area.
The perimeter, the total length of the edges, is twice the short side plus twice the long side, so the two sides add up to . So if one side has length , the other has length , and the area of the rectangle is
This is differentiable everywhere, with derivative . At its greatest value, either its gradient is or is at one of the ends of its range, or . At the ends the area is , so we solve , which gives . The area there is , so the greatest area is square units.
The point where the gradient is zero is a maximum and not a minimum, for three separate reasons.
- is the only place where can turn round, and at values of on either side of it, such as and , the area is less than . If the area were more than at , say, the curve would have to turn round again to reach , and it does not.
- The gradient is positive to the left of and negative to the right.
- The graph of is a parabola opening downwards, so its only flat point is a maximum.
Remark.
If , then , so has a stationary value where , on the axis of the curve. If and are the roots of , where the curve crosses the -axis, then by the sum of the roots , so the turning point of the curve has -coordinate , halfway between the roots. A ball thrown through the air follows such a parabola, if we ignore air resistance.
Find the stationary values of each of the following functions and determine their nature.
- ;
- ;
- .
The Number
Exponential Growth
The curve of the last lesson increases as increases. Its values at are , and the graph grows quite fast. Differentiating from first principles shows how fast:
and the factor does not involve at all. Its values, and those of the corresponding factor for , as approaches zero are
so the gradient of is about , and the gradient of is about .
The rate of change of an exponential function is proportional to its current value. The larger the function gets, the faster it grows, which makes it larger still; this runaway growth is called exponential growth. It is what happens with the spread of a disease, or with interest in a bank.
A base for which the factor is exactly would give a function whose derivative is equal to the function itself. The factor is less than for base and greater than for base , and there is a number between and for which it is exactly .
Definition 4.23 (The Number e).
The number , which is about , is the base for which
With in place of the factor takes the values , , and for the four values of in the table. That such a number exists, and that has exactly this derivative, we accept on trust at this stage, as we did the power rule for fractional powers.
Find the equation of the tangent to at the point .
Since , the gradient at is . The tangent is the line of gradient through , which is .
The Natural Logarithm
Definition 4.25 (Natural Logarithm).
The natural logarithm of a positive number is its logarithm to base , written
So is the number for which . Since and for every base, straight from the definition of a logarithm, we have , and .
As a function from the positive numbers to the real numbers, is the inverse of the function from the real numbers to the positive numbers, in the same way that is the inverse of . Its graph is the reflection of in the line , and has the same shape as the graph of .
Remark.
People often write with no base. If you are a physicist or an engineer this usually means , but mathematicians usually mean . In these notes base is written , base is written , and without a base appears only in rules that hold for every base.
Find the coordinates of the stationary point of , and determine its nature.
The gradient is zero when , that is when , and there . Since is positive for every , , so , which is about , is a minimum turning point.
- Solve the equation , giving exactly and to three decimal places.
- Differentiate with respect to .
- Find the gradient of the curve at the point where .
Exercises
Differentiate from first principles.
Find the equations of the tangents to the curve at the points where the curve cuts the -axis, and find the point of intersection of these tangents.
Find the coordinates of the point on at which the gradient is . Hence find the value of for which the line is a tangent to .
Find the value of for which is a normal to .
Find the coordinates of the point on at which the gradient is . Hence find the equation of the normal to which is parallel to .
Show that lies on the curve for all non-zero values of . Find the equation of the tangent to at , and the area of the triangle enclosed by this tangent and the coordinate axes.
Find the turning points on , and give a rough sketch of the curve.
Find the stationary values of , and use them to sketch the curve .
Find the coordinates of the turning points of the curve , and sketch the curve.
The gradient function of is , and the function has a minimum value of . Find the values of , and .
A closed cylindrical can has height and base radius , and its volume is m³. Show that
Show further that , the surface area, is given by
and hence find the value of for which is a minimum.
An open rectangular box is made from a square sheet of cardboard by removing a square from each corner and joining the cut edges. If the cardboard has edge m, find the maximum volume of the box.
A cylinder is cut from a solid sphere of radius cm, so that the curved edges of the cylinder reach the surface of the sphere. If the height of the cylinder is , show that its volume is , and find the maximum volume of such a cylinder.
A piece of string of fixed length is made to enclose a rectangle. Show that the enclosed area is greatest when the rectangle is a square.
The table shows the results of an experiment in which some hot liquid was left to cool, its temperature °C being measured at intervals of one minute.
| Time (minutes) | ||||||
|---|---|---|---|---|---|---|
| Temperature (°C) |
What does represent? By drawing a graph of these results, estimate the rate of decrease of the temperature after three minutes.
Show that the tangent to at the point where passes through the origin. Hence find the value of for which the line is a tangent to .
Check Yourself
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What is ?
What is ?
What is the gradient of the chord of joining the points where and ?
What is ?
What is ?
What is ?
What is ?
What is the gradient of the curve at the point where ?
What is the equation of the tangent to at the point ?
What is the gradient of the normal to at the point where ?
At which values of does have stationary values?
At the origin, the curve has
A rectangle has a perimeter of units. What is its greatest possible area?
For which values of is decreasing?
What is ?
What is the solution of ?