calculus

 

branch of mathematics that studies continuously changing quantities. The calculus is characterized by the use of infinite processes, involving passage to a limit—the notion of tending toward, or approaching, an ultimate value. The English physicist Isaac Newton and the German mathematician G. W. Leibniz, working independently, developed the calculus during the 17th cent. The calculus and its basic tools of differentiation and integration serve as the foundation for the larger branch of mathematics known as analysis. The methods of calculus are essential to modern physics and to most other branches of modern science and engineering.

The Differential Calculus

The differential calculus arises from the study of the limit of a quotient, Δy/Δx, as the denominator Δx approaches zero, where x and y are variables. y may be expressed as some function of x, or f(x), and Δy and Δx represent corresponding increments, or changes, in y and x. The limit of Δy/Δx is called the derivative of y with respect to x and is indicated by dy/dx or D_xy:

The symbols dy and dx are called differentials (they are single symbols, not products), and the process of finding the derivative of y=f(x) is called differentiation. The derivative dy/dx=df(x)/dx is also denoted by y′, or f′(x). The derivative f′(x) is itself a function of x and may be differentiated, the result being termed the second derivative of y with respect to x and denoted by y″, f″(x), or d²y/dx². This process can be continued to yield a third derivative, a fourth derivative, and so on. In practice formulas have been developed for finding the derivatives of all commonly encountered functions. For example, if y=xⁿ, then y′=nxⁿ⁻¹, and if y=sin x, then y′=cos x (see trigonometry). In general, the derivative of y with respect to x expresses the rate of change in y for a change in x. In physical applications the independent variable (here x) is frequently time; e.g., if s=f(t) expresses the relationship between distance traveled, s, and time elapsed, t, then s′=f′(t) represents the rate of change of distance with time, i.e., the speed, or velocity.

Everyday calculations of velocity usually divide the distance traveled by the total time elapsed, yielding the average velocity. The derivative f′(t)=ds/dt, however, gives the velocity for any particular value of t, i.e., the instantaneous velocity. Geometrically, the derivative is interpreted as the slope of the line tangent to a curve at a point. If y=f(x) is a real-valued function of a real variable, the ratio Δy/Δx=(y₂−y₁)/(x₂−x₁) represents the slope of a straight line through the two points P (x₁,y₁) and Q (x₂,y₂) on the graph of the function. If P is taken closer to Q, then x₁ will approach x₂ and Δx will approach zero. In the limit where Δx approaches zero, the ratio becomes the derivative dy/dx=f′(x) and represents the slope of a line that touches the curve at the single point Q, i.e., the tangent line. This property of the derivative yields many applications for the calculus, e.g., in the design of optical mirrors and lenses and the determination of projectile paths.

The Integral Calculus

The second important kind of limit encountered in the calculus is the limit of a sum of elements when the number of such elements increases without bound while the size of the elements diminishes. For example, consider the problem of determining the area under a given curve y=f(x) between two values of x, say a and b. Let the interval between a and b be divided into n subintervals, from a=x₀ through x₁, x₂, x₃,...x_i−1, x_i,..., up to x_n=b. The width of a given subinterval is equal to the difference between the adjacent values of x, or Δx_i=x_i−x_i−1, where i designates the typical, or ith, subinterval. On each Δx_i a rectangle can be formed of width Δx_i, height y_i=f(x_i) (the value of the function corresponding to the value of x on the right-hand side of the subinterval), and area ΔA_i=f(x_i)Δx_i. In some cases, the rectangle may extend above the curve, while in other cases it may fail to include some of the area under the curve; however, if the areas of all these rectangles are added together, the sum will be an approximation of the area under the curve.

This approximation can be improved by increasing n, the number of subintervals, thus decreasing the widths of the Δx's and the amounts by which the ΔA's exceed or fall short of the actual area under the curve. In the limit where n approaches infinity (and the largest Δx approaches zero), the sum is equal to the area under the curve:

The last expression on the right is called the integral of f(x), and f(x) itself is called the integrand. This method of finding the limit of a sum can be used to determine the lengths of curves, the areas bounded by curves, and the volumes of solids bounded by curved surfaces, and to solve other similar problems.

An entirely different consideration of the problem of finding the area under a curve leads to a means of evaluating the integral. It can be shown that if F(x) is a function whose derivative is f(x), then the area under the graph of y=f(x) between a and b is equal to F(b)−F(a). This connection between the integral and the derivative is known as the Fundamental Theorem of the Calculus. Stated in symbols:

The function F(x), which is equal to the integral of f(x), is sometimes called an antiderivative of f(x), while the process of finding F(x) from f(x) is called integration or antidifferentiation. The branch of calculus concerned with both the integral as the limit of a sum and the integral as the antiderivative of a function is known as the integral calculus. The type of integral just discussed, in which the limits of integration, a and b, are specified, is called a definite integral. If no limits are specified, the expression is an indefinite integral. In such a case, the function F(x) resulting from integration is determined only to within the addition of an arbitrary constant C, since in computing the derivative any constant terms having derivatives equal to zero are lost; the expression for the indefinite integral of f(x) is The value of the constant C must be determined from various boundary conditions surrounding the particular problem in which the integral occurs. The calculus has been developed to treat not only functions of a single variable, e.g., x or t, but also functions of several variables. For example, if z=f(x,y) is a function of two independent variables, x and y, then two different derivatives can be determined, one with respect to each of the independent variables. These are denoted by ∂z/∂x and ∂z/∂y or by D_xz and D_yz. Three different second derivatives are possible, ∂²z/∂x², ∂²z/∂y², and ∂²z/∂x∂y=∂²z/∂y∂x. Such derivatives are called partial derivatives. In any partial differentiation all independent variables other than the one being considered are treated as constants.

Bibliography

See R. Courant and F. John, Introduction to Calculus and Analysis, Vol. I (1965); M. Kline, Calculus: An Intuitive and Physical Approach (2 vol., 1967); G. B. Thomas and R. L. Finney, Calculus and Analytic Geometry (7th ed. 2 vol., 1988).

Topics in calculus

Fundamental theorem Limits of functions Continuity Vector calculus Tensor calculus Mean value theorem

Differentiation

Product rule Quotient rule Chain rule Implicit differentiation Taylor's theorem Related rates Table of derivatives

Integration

Lists of integrals Improper integrals Integration by: parts, disks, cylindrical shells, substitution, trigonometric substitution

Calculus (Latin, calculus, a small stone used for counting) is a branch of mathematics that includes the study of limits, derivatives, integrals, and infinite series, and constitutes a major part of modern university education. Historically, it was sometimes referred to as "the calculus", but that usage is seldom seen today. Calculus has widespread applications in science and engineering and is used to solve complicated problems for which algebra alone is insufficient. Calculus builds on algebra, trigonometry, and analytic geometry and includes two major branches, differential calculus and integral calculus, that are related by the fundamental theorem of calculus. In more advanced mathematics, calculus is usually called analysis and is defined as the study of functions.

History

Development

Main article: History of calculus

The history of calculus falls into several distinct time periods, most notably the ancient, medieval, and modern periods. The ancient period introduced some of the ideas of integral calculus, but does not seem to have developed these ideas in a rigorous or systematic way. Calculating volumes and areas, the basic function of integral calculus, can be traced back to the Egyptian Moscow papyrus (c. 1800 BC), in which an Egyptian worked out the volume of a pyramidal frustrum.^{[1] [2]} Eudoxus (c. 408−355 BC) used the method of exhaustion, which prefigures the concept of the limit, to calculate areas and volumes. Archimedes (c. 287−212 BC) developed this idea further, inventing heuristics which resemble integral calculus.^[3] The method of exhaustion was rediscovered in China by Liu Hui in the 3rd century AD, who used it to find the area of a circle. It was also used by Zu Chongzhi in the 5th century AD, who used it to find the volume of a sphere.^[2]

In the early medieval period, the Indian mathematician Aryabhata used the notion of infinitesimals in AD 499 and expressed an astronomical problem in the form of a basic differential equation.^[4] This equation eventually led Bhāskara II in the 12th century to develop an early derivative representing infinitesimal change, and he described an early form of "Rolle's theorem".^[5] Around AD 1000, the Iraqi mathematician Ibn al-Haytham (Alhazen) was the first to derive the formula for the sum of the fourth powers, and using mathematical induction, he developed a method for determining the general formula for the sum of any integral powers, which was fundamental to the development of integral calculus.^[6] In the 12th century, the Persian mathematician Sharaf al-Din al-Tusi discovered the derivative of cubic polynomials, an important result in differential calculus.^[7] In the 14th century, Madhava of Sangamagrama, along with other mathematician-astronomers of the Kerala school of astronomy and mathematics, described special cases of Taylor series,^[8] which are treated in the text Yuktibhasa.^[9][10][11]

In the modern period, independent discoveries in calculus were being made in early 17th century Japan, by mathematicians such as Seki Kowa, who expanded upon the method of exhaustion. In Europe, the second half of the 17th century was a time of major innovation. Calculus provided a new opportunity in mathematical physics to solve long-standing problems. Several mathematicians contributed to these breakthroughs, notably John Wallis and Isaac Barrow. James Gregory proved a special case of the second fundamental theorem of calculus in AD 1668.

Leibniz and Newton pulled these ideas together into a coherent whole and they are usually credited with the independent and nearly simultaneous invention of calculus. Newton was the first to apply calculus to general physics and Leibniz developed much of the notation used in calculus today; he often spent days determining appropriate symbols for concepts. The basic insight that both Newton and Leibniz had was the fundamental theorem of calculus.

When Newton and Leibniz first published their results, there was great controversy over which mathematician (and therefore which country) deserved credit. Newton derived his results first, but Leibniz published first. Newton claimed Leibniz stole ideas from his unpublished notes, which Newton had shared with a few members of the Royal Society. This controversy divided English-speaking mathematicians from continental mathematicians for many years, to the detriment of English mathematics. A careful examination of the papers of Leibniz and Newton shows that they arrived at their results independently, with Leibniz starting first with integration and Newton with differentiation. Today, both Newton and Leibniz are given credit for developing calculus independently. It is Leibniz, however, who gave the new discipline its name. Newton called his calculus the "the science of fluxions".

Since the time of Leibniz and Newton, many mathematicians have contributed to the continuing development of calculus. In the 19th century, calculus was put on a much more rigorous footing by mathematicians such as Cauchy, Riemann, and Weierstrass. It was also during this period that the ideas of calculus were generalized to Euclidean space and the complex plane. Lebesgue further generalized the notion of the integral.

Calculus is a ubiquitous topic in most modern high schools and universities, and mathematicians around the world continue to contribute to its development.^[12]

Significance

While some of the ideas of calculus were developed earlier, in Greece, China, India, Iraq, Persia, and Japan, the modern use of calculus began in Europe, during the 17th century, when Isaac Newton and Gottfried Wilhelm Leibniz built on the work of earlier mathematicians to introduce the basic principles of calculus. This work had a strong impact on the development of physics.

Applications of differential calculus include computations involving velocity and acceleration, the slope of a curve, and optimization. Applications of integral calculus include computations involving area, volume, arc length, center of mass, work, and pressure. More advanced applications include power series and Fourier series. Calculus can be used to compute the trajectory of a shuttle docking at a space station or the amount of snow in a driveway.

Calculus is also used to gain a more precise understanding of the nature of space, time, and motion. For centuries, mathematicians and philosophers wrestled with paradoxes involving division by zero or sums of infinitely many numbers. These questions arise in the study of motion and area. The ancient Greek philosopher Zeno gave several famous examples of such paradoxes. Calculus provides tools, especially the limit and the infinite series, which resolve the paradoxes.

Foundations

In mathematics, foundations refers to the rigorous development of a subject from precise axioms and definitions. Working out a rigorous foundation for calculus occupied mathematicians for much of the century following Newton and Leibniz and is still to some extent an active area of research today.

There is more than one rigorous approach to the foundation of calculus. The usual one is via the concept of limits defined on the continuum of real numbers. An alternative is nonstandard analysis, in which the real number system is augmented with infinitesimal and infinite numbers. The foundations of calculus are included in the field of real analysis, which contains full definitions and proofs of the theorems of calculus as well as generalizations such as measure theory and distribution theory.

Principles

Limits and Infinitesimals

Main article: Limit (mathematics)

Calculus is usually developed by manipulating very small quantities. Historically, the first method of doing so was by infinitesimals. These are objects which can be treated like numbers but which are, in some sense, "infinitely small". On a number line, these would be locations which are not zero, but which have zero distance from zero. No non-zero number is an infinitesimal, because its distance from zero is positive. Any multiple of an infinitesimal is still infinitely small, in other words, infinitesimals do not satisfy the Archimedean property. From this viewpoint, calculus is a collection of techniques for manipulating infinitesimals. This viewpoint fell out of favor in the 19th century because it is difficult to make the notion of an infinitesimal precise. However, the concept was revived in the 20th century with the introduction of non-standard analysis, which provided solid foundations for the manipulation of infinitesimals.

In the 19th century, infinitesimals were replaced by limits. Limits describe the value of a function at a certain input in terms of its values at nearby input. They capture small-scale behavior, just like infinitesimals, but using ordinary numbers. From this viewpoint, calculus is a collection of techniques for manipulating certain limits. Infinitesimals get replaced by very small numbers, and the infinitely small behavior of the function is found by taking the limiting behavior for smaller and smaller numbers. Limits are easy to put on rigorous foundations, and for this reason they are the standard approach to calculus.

Derivatives

Main article: Derivative

Differential calculus is the study of the definition, properties, and applications of the derivative or slope of a graph. The process of finding the derivative is called differentiation. In technical language, the derivative is a linear operator, which inputs a function and outputs a second function, so that at every point the value of the output is the slope of the input.

The concept of the derivative is fundamentally more advanced than the concepts encountered in algebra. In algebra, students learn about functions which input a number and output another number. For example, if the doubling function inputs 3, then it outputs 6, while if the squaring function inputs 3, it outputs 9. But the derivative inputs a function and outputs another function. For example, if the derivative inputs the squaring function, then it outputs the doubling function, because the doubling function gives the slope of the squaring function at any given point.

To understand the derivative, students must learn mathematical notation. In mathematical notation, one common symbol for the derivative of a function is an apostrophe-like mark called "prime". Thus the derivative of f is f' (f prime). The last sentence of the preceding paragraph, in mathematical notation, would be written:

Failed to parse (unknown function\begin): \begin{align} f(x) &= x^2 \\ f ' (x) &= 2x \end{align}

.

If the input of a function is time, then the derivative of that function is the rate at which the function changes.

If a function is linear (that is, if the graph of the function is a straight line), then the function can be written y = mx + b, where:

.

This gives an exact value for the slope of a straight line. If the function is not a straight line, however, then the change in y divided by the change in x varies, and we can use calculus to find an exact value at a given point. (Note that y and f(x) represent for the same thing: the output of the function.) A line through two points on a curve is called a secant line. The slope, or rise over run, of a secant line can be expressed as:

where the coordinates of the first point are (x, f(x)) and h is the horizontal distance between the two points.

To determine the slope of the curve, we use the limit:

Working out one particular case, we find the slope of the squaring function at the point where the input is 3 and the output is 9 (i.e. f(x) = x², so f(3) = 9).

Failed to parse (unknown function\begin): \begin{align} f'(3)&=\lim_{h \to 0}{(3+h)^2 - 9\over{h}} \\ &=\lim_{h \to 0}{9 + 6h + h^2 - 9\over{h}} \\ &=\lim_{h \to 0}{6h + h^2\over{h}} \\ &=\lim_{h \to 0} (6 + h) \\ &= 6 \end{align}

The slope of the squaring function at the point (3, 9) is 6, that is to say, it is going up six times as fast as it is going to the right.

Integrals

Main article: Integral

Integral calculus is the study of the definitions, properties, and applications of two related concepts, the indefinite integral and the definite integral. The process of finding the value of an integral is called integration. In technical language, integral calculus studies two related linear operators.

The indefinite integral is the antiderivative, the inverse operation to the derivative. F is an indefinite integral of f when f is a derivative of F. (This use of upper- and lower-case letters for a function and its indefinite integral is common in calculus.)

The definite integral inputs a function and outputs a number, which gives the area between the graph of the input and the x-axis. The technical definition of the definite integral is the limit of a sum of areas of rectangles, called a Riemann sum.

A motivating example is the distances traveled in a given time.

If the speed is constant, only multiplication is needed, but if the speed changes, then we need a more powerful method of finding the distance. One such method is to approximate the distance traveled by breaking up the time into many short intervals of time, then multiplying the time elapsed in each interval by one of the speeds in that interval, and then taking the sum (a Riemann sum) of the approximate distance traveled in each interval. The basic idea is that if only a short time elapses, then the speed will stay more or less the same. However, a Riemann sum only gives an approximation of the distance traveled. We must take the limit of all such Riemann sums to find the exact distance traveled.

If f(x) in the diagram on the left represents speed as it varies over time, the distance traveled between the times represented by a and b is the area of the shaded region s.

To approximate that area, an intuitive method would be to divide up the distance between a and b into a number of equal segments, the length of each segment represented by the symbol Δx. For each small segment, we can choose one value of the function f(x). Call that value h. Then the area of the rectangle with base Δx and height h gives the distance (time Δx multiplied by speed h) traveled in that segment. Associated with each segment is the average value of the function above it, f(x)=h. The sum of all such rectangles gives an approximation of the area between the axis and the curve, which is an approximation of the total distance traveled. A smaller value for Δx will give more rectangles and in most cases a better approximation, but for an exact answer we need to take a limit as Δx approaches zero.

The symbol of integration is , an elongated S (which stands for "sum"). The definite integral is written as:

and is read "the integral from a to b of f-of-x with respect to x."

The indefinite integral, or antiderivative, is written:

.

Since the derivative of the function y = x² + C is y ' = 2x (where C is any constant)

.

Fundamental theorem

Main article: Fundamental theorem of calculus

The fundamental theorem of calculus states that differentiation and integration are inverse operations. More precisely, it relates the values of antiderivatives to definite integrals. Because it is usually easier to compute an antiderivative than to apply the definition of a definite integral, the Fundamental Theorem of Calculus provides a practical way of computing definite integrals. It can also be interpreted as a precise statement of the fact that differentiation is the inverse of integration.

The Fundamental Theorem of Calculus states: If a function f is continuous on the interval [a, b] and if F is a function whose derivative is f on the interval (a, b), then

Furthermore, for every x in the interval (a, b),

This realization, made by both Newton and Leibniz, who based their results on earlier work by Isaac Barrow, was key to the massive proliferation of analytic results after their work became known. The fundamental theorem provides an algebraic method of computing many definite integrals—without performing limit processes—by finding formulas for antiderivatives. It is also a prototype solution of a differential equation. Differential equations relate an unknown function to its derivatives, and are ubiquitous in the sciences.

Applications

Calculus is used in every branch of the physical sciences, in computer science, statistics, engineering, economics, business, medicine, and in other fields wherever a problem can be mathematically modeled and an optimal solution is desired.

Physics makes particular use of calculus; all concepts in classical mechanics are interrelated through calculus. The mass of an object of known density, the moment of inertia of objects, as well as the total energy of an object within a conservative field can be found by the use of calculus. In the subfields of electricity and magnetism calculus can be used to find the total flux of electromagnetic fields. A more historical example of the use of calculus in physics is Newton's second law of motion, it expressly uses the term "rate of change" which refers to the derivative: The rate of change of momentum of a body is equal to the resultant force acting on the body and is in the same direction. Even the common expression of Newton's second law as: Force = Mass × Acceleration, involves differential calculus because acceleration can be expressed as the derivative of velocity. Maxwell's theory of electromagnetism and Einstein's theory of general relativity are also expressed in the language of differential calculus.

Calculus can be used in conjunction with other mathematical disciplines. For example, it can be used with linear algebra to find the "best fit" linear approximation for a set of points in a domain.

In the realm of medicine, calculus can be used to find the optimal branching angle of a blood vessel so as to maximize flow.

In analytic geometry, the study of graphs of functions, calculus is used to find high points and low points (maximums and minimums), slope, concavity and inflection points.

In economics, calculus allows for the determination of maximal profit by providing a way to easily calculate both marginal cost and marginal revenue.

Calculus can be used to find approximate solutions to equations, in methods such as Newton's method, fixed point iteration, and linear approximation. For instance, spacecraft use a variation of the Euler method to approximate curved courses within zero gravity environments.

See also

Lists

• List of basic calculus topics
• List of basic calculus equations and formulas
• List of calculus topics
• Publications in calculus
• Table of integrals

Related topics

• Calculus with polynomials
• Differential geometry
• Mathematics
• Multivariable calculus
• Non-standard analysis
• Precalculus (mathematical education)
• Product Integrals

References

Notes

Books

Other resources

Further reading

Online books

Web pages

• Eric W. Weisstein, Calculus at MathWorld.
• Topics on Calculus at PlanetMath.
• Calculus Made Easy (1914) by Silvanus P. ThompsonFull text in PDF
• Calculus.org: The Calculus page at University of California, Davis — contains resources and links to other sites
• COW: Calculus on the Web at Temple University - contains resources ranging from pre-calculus and associated algebra
• Online Integrator (WebMathematica) from Wolfram Research
• The Role of Calculus in College Mathematics from ERICDigests.org
• OpenCourseWare Calculus from the Massachusetts Institute of Technology
• Infinitesimal Calculus — an article on its historical development, in Encyclopaedia of Mathematics, Michiel Hazewinkel ed. .

Major fields of mathematics
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