Assignment Instructions

Write a program to compute the derivative at a given value. Write a program to compute hte integral for a given range. Solve derivatives and integrals analytically for given functions.

Numerical Differentiation

Write a program to compute the derivative of \(f(x)=x^{ 3 }+2x^{ 2 }\) at any value of \(x\). Your function should take in a value of \(x\) and return back an approximation to the derivative of \(f(x)\) evaluated at that value. You should not use the analytical form of the derivative to compute it. Instead, you should compute this approximation using limits.

\[f^{ ' }\left( x \right) = \lim _{ x\rightarrow h }{ \frac { f\left( x+h \right) -f\left( x \right) }{ h } } \tag{1}\]

slope <- function(f, x) {
  d <- 1e-6
  fx <- eval(parse(text=gsub("x", x, f)))
  fxh <- eval(parse(text=gsub("x", x + d, f)))
  derivative <- (fxh - fx) / d
  return(derivative)
}
slope("x^3 + 2*x^2", 605)
## [1] 1100495

Numerical Integration

Now, write a program to compute the area under the curve for the function \(3x^{ 2 }+4x\) in the range \(x=\left[ 1, 3 \right]\). You should first split the range into many small intervals using some really small \(\Delta x\) value (say \(1e-6\)) and then compute the approximation to the area under the curve.

\[\int _{ a }^{ b }{ f\left( x \right)dx } =\lim _{ n\rightarrow \infty }{ \sum _{ i=1 }^{ n }{ f\left( { x }_{ i } \right) \Delta x } } \tag{2}\]

area <- function(f, a, b){
  area <- 0
  d <- 1e-6
  n <- seq(a, b, d)
  for (i in 1:length(n)) {
    area <- eval(parse(text=gsub("x", n[i], f))) * d + area
  }
  return(area)
}
area("3*x^2+4*x", 1, 3)
## [1] 42.00002

Analytic Differentiation

Please solve these problems analytically (i.e. by working out the math).

  1. What is \(\frac { d }{ dx } \left[ x\cos { \left( x \right) } \right]\)?

\[\frac { d }{ dx } \left[ uv \right] =uv'+vu' \tag{3.1.1}\] \[\frac { d }{ dx } \left[ x\cos { \left( x \right) } \right] =-x\sin { \left( x \right) } +\cos { \left( x \right) } \tag{3.1.2}\] \[\frac { d }{ dx } \left[ x\cos { \left( x \right) } \right] =\cos { \left( x \right) } -x\sin { \left( x \right) } \tag{3.1.3}\]

  1. What is \(\frac { d }{ dx } \left[ { e }^{ { x }^{ 4 } } \right]\)?

\[\frac { d }{ dx } \left[ { e }^{ u } \right]={ e }^{ u }u' \tag{3.2.1}\] \[\frac { d }{ dx } \left[ { e }^{ { x }^{ 4 } } \right] ={ e }^{ { x }^{ 4 } }4{ x }^{ 3 } \tag{3.2.2}\] \[\frac { d }{ dx } \left[ { e }^{ { x }^{ 4 } } \right] =4{ x }^{ 3 }{ e }^{ { x }^{ 4 } } \tag{3.2.3}\]

Analytic Integration

Please solve these problems analytically (i.e. by working out the math).

  1. Use integration by parts to solve for \(\int { \sin { \left( x \right) } \cos { \left( x \right) } dx }\).

\[\int { uv' } =uv-\int { vu' } \tag{4.1.1}\] \[Let\quad \begin{cases} u=\cos { \left( x \right) } \\ v'=\sin { \left( x \right) } dx \end{cases}\Rightarrow \begin{cases} u'=-\sin { \left( x \right) } dx \\ v=-\cos { \left( x \right) } \end{cases} \tag{4.1.1}\] \[\int { \sin { \left( x \right) } \cos { \left( x \right) } dx } =-\cos { \left( x \right) } \cos { \left( x \right) } -\int { \cos { \left( x \right) } \sin { \left( x \right) } dx } +C \tag{4.1.3}\] \[2\int { \sin { \left( x \right) } \cos { \left( x \right) } dx } =-\cos ^{ 2 }{ \left( x \right) } + C \tag{4.1.4}\] \[\int { \sin { \left( x \right) } \cos { \left( x \right) } dx }=-\frac { 1 }{ 2 } \cos ^{ 2 }{ \left( x \right) } +C \tag{4.1.5}\]

  1. Use integration by parts to solve for \(\int { { x }^{ 2 }{ e }^{ x }dx }\).

\[\int { uv' } =uv-\int { vu' } \tag{4.2.1}\] \[Let\quad \begin{cases} u={ x }^{ 2 } \\ v'={ e }^{ x }dx \end{cases}\Rightarrow \begin{cases} u'=2xdx \\ v={ e }^{ x } \end{cases} \tag{4.2.2}\] \[\int { { x }^{ 2 }{ e }^{ x }dx } ={ x }^{ 2 }{ e }^{ x }-\int { { e }^{ x }2xdx } +C \tag{4.2.3}\] \[Let\quad \begin{cases} u=2x \\ v'={ e }^{ x }dx \end{cases}\Rightarrow \begin{cases} u'=2dx \\ v={ e }^{ x } \end{cases} \tag{4.2.4}\] \[\int { { x }^{ 2 }{ e }^{ x }dx } ={ x }^{ 2 }{ e }^{ x }-\left[ 2x{ e }^{ x }-\int { { e }^{ x }2dx } \right] +C \tag{4.2.5}\] \[\int { { x }^{ 2 }{ e }^{ x }dx } ={ x }^{ 2 }{ e }^{ x }-2x{ e }^{ x }+2{ e }^{ x }+C \tag{4.2.6}\] \[\int { { x }^{ 2 }{ e }^{ x }dx } ={ e }^{ x }\left( { x }^{ 2 }-2x+2 \right) +C \tag{4.2.7}\]

References

https://mathnow.wordpress.com/2009/10/14/liate-ilate-and-detail/