VFR, January 04 CY1B2: Analysis of Cybernetic Systems

Rate of change of a function at a point

Differentiation The rate of change of a function at a point A on the
curve is the gradient of the tangent to the curve at point
A.

INTRODUCTION y(t)

Differentiation is a mathematical technique for

analysing the way in which functions change. In
particular it determines how rapidly a function is A
changing at any specific point. As a function in question
may represent the magnetic field of a motor, the voltage
across a capacitor, the temperature of a chemical mix, Tangent at A
etc, it is often important to know how quickly these t
quantities change.

Rate of change at a general point

GRAPHICAL APPROACH TO
DIFFERENTIATION, RATE OF CHANGE We need a general terminology for the method.

Differentiation is concerned with the rate at which a Suppose we have a function of x, y (x) . We want to
function is changing. find the rate of change of y a general point of value x.
We begin by finding the rate of change across an
y(t)
interval and then shrink the interval to a single point.
Consider the interval [x, x + δx ] . At the beginning of the
interval the function has a value y (x) and at the end a
value y ( x + δx) . Hence, the change in y is
t y ( x + δx) − y (t ) , which we denote δy (see figure
5 7 8
bellow).
There are different regions to the above curve y
corresponding to different interval of t. From 0 to 5 the
function does not change and so the rate of change of y y(x+δx)
is zero. From 5 to 7 the function increases slightly.
Thus, the rate of change of y as t increases is small.
δy = y(x+δx) - y(x)
Since y is increasing, the rate of change is positive. y(x)
From 7 to 8 there is a rapid rise. The rate of change is
large and positive. From 8, the function decreases very
rapidly. The rate of change is large and negative...
x
The aim of differentiation calculus is to specify the rate x x+δx
of change of a function precisely.
δx
Rate of change of a function across an change in y
interval rate of change of y =
change in x
y ( x + δx ) − y ( x )
y(t2) B =
δx
δy
=
y(t2)–y(t1) δx
Now let δx tend to 0, so that the interval shrinks to a
y(t1) A C point
t2 – t1
t ⎛ y ( x + δx ) − y ( x ) ⎞
t1 t2 rate of change of y = lim ⎜ ⎟
δx → 0⎝ δx ⎠
The rate of change of a function between two points A δ
⎛ ⎞ y
and B equals the gradient (or slope) of the chord AB = lim ⎜ ⎟
δx → 0⎝ δx ⎠
change in y BC y (t2 ) − y (t1 )
gradient = = =
change in t AC t2 − t1

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VFR, January 04 CY1B2: Analysis of Cybernetic Systems

DEFINITION OF A DERIVATIVE no sharp corners. We frequently refer to such functions

as being ‘well behaved’.
The rate of change of y is called the derivative of y:
dy ⎛ δy ⎞ SPEED, VELOCITY AND ACCELERATION
rate of change of y = = lim ⎜ ⎟
dx δx →0⎝ δx ⎠
v(t)
There are two kinds of notation for the derivative of a x-axis
function y (x) with respect to x: v(t)
dy
• one uses a composite symbol , and Considering the motion of an object along dashed line
dx enables us to distinguish between speed and velocity.
• the other uses a prime y ' . The velocity v(t ) a vector quantity and has a direction
associated with it, while speed is a scalar quantity, being
• A derivative with respect to time is often denoted
the magnitude or modulus of the velocity.
y& .
Since the displacement and velocity are measured
horizontally, the object has a positive velocity when
Interpretation: travelling to the right and a negative velocity when
If y = f ( x) then, by definition, the derivative of f ( x) travelling to the left. Throughout its motion the speed of
can be interpreted as the object will be positive or zero.
Likewise, the acceleration a being the rate of change of
• the rate of change of the function f ( x) with
the velocity with respect to time, is a vector quantity
respect to x, or
dv d 2 x
and is determined by a(t ) = = 2 .
• the slope of the tangent at a point (x,y) on the graph dt dt
of y = f ( x) .

TECHNIQUES OF DIFFERENTIATION
WORK EXERCISE 1
As it is time consuming to find the derivative of a
Using the above definition find the derivative f ' ( x) function from first principles. We usually use a table of
when the function f ( x) is defined as, derivatives (see Standard Derivatives and Integrals
sheet). This table is useful to memorise the most
(a) x 2 common derivatives listed bellow:
d n
(b)
1 ( x ) = nx n−1
x dx

(c) mx + c (m, c constants) d 1

(ln x) =
dx x
WORK EXAMPLE 2
d x
(e ) = e x
Given f ( x) = 25 x − 5 x 2 , find the following dx

(a) The derivative of f (x ) from first principle (i.e. d kx

(e ) = ke kx
using the shrinking interval method). dx
(b) The rate of change at x = 1 . d
(cos x) = − sin x
(c) The equation of the tangent to the graph of f (x ) at dx
the point (1,20). d
(sin x) = cos x
dx
Differentiable function
d 1
The formal definition of the derivative of a function (tan x) =
implies that the ‘right-hand’ and ‘left hand’ limits are
dx cos 2 x
equal. In some cases this does not happen.
We say that a function is differentiable if it is In practice, we use a very few basic derivatives,
differentiable at all points in its domain. For practical together with the elementary rules, which enable the
purposes, it is sufficient to interpret a differentiable differentiation of a large variety of functions.
function as one having a smooth continuous graph with

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VFR, January 04 CY1B2: Analysis of Cybernetic Systems

Rules of differentiation dy dy dz
= = f ' ( z ) g ' ( x)
dx dz dx
The rules of differentiation should be learnt and
practice. Example: Differentiate (worked during lecture)

(
(a) y ( x) = ln 3x 2 + 5 x + 7 )
Constant multiplication rule
If y = f ( x) and k is a constant then (b) y ( x) = e −2 x cos 3 x

d dy
(ky ) = k = kf ' ( x) Derivative of common functions
dx dx
Example: Differentiate y ( x) = 5 x (worked during Derivative of a power functions
lecture).
If y ( x) = x n then

Sum rule dy
=
d n
( )
x = nx n −1
If y ( x) = u ( x) + v( x) then dx dx

dy d du dv
= (u + v ) = + = u '+ v' WORK EXERCISE 3
dx dx dx dx
Differentiate the following,
Example: Differentiate y ( x) = 3 x + 5 x 2 (worked
1 1
during lecture). (a) 2x 3 (b) x (c) 5
(d)
3
x x

Product rule
If y ( x) = u ( x)v ( x) then Derivative of polynomial functions
Differentiate any polynomial function of the form
dy d ⎛ du ⎞ ⎛ dv ⎞
= (uv) = ⎜ ⎟v + u ⎜ ⎟+ = u ' v + uv' f ( x) = a0 + a1 x + a 2 x 2 + a3 x 3 + L + a n x n
dx dx ⎝ dx ⎠ ⎝ dx ⎠
is only a matter of using of the constant multiplication
Example: Differentiate (worked during lecture)
rule together with the sum rule and differentiate term by
(a) y ( x) = x sin x term to give

(b) y ( x) = x 2e x f ' ( x) = a1 + 2a2 x + L + (n − 1)an −1x n − 2 + nan x n −1

Quotient rule WORK EXERCISE 4

If y ( x) =
u ( x)
then (a) y = 2 x 4 − 2 x 3 − x 2 + 3x − 1
v( x)
(b) The distance s, in metres, travelled by a body in t
⎛ du ⎞ ⎛ dv ⎞ seconds is given by s = 2t 3 − 1.5t 2 − 6t + 12 . Determine
⎜ ⎟v − u ⎜ ⎟
dy
=
d ⎛ u ⎞ ⎝ dx ⎠ ⎝ dx ⎠ = u ' v − uv' the velocity and the acceleration after 2 seconds.
⎜ ⎟=
dx dx ⎝ v ⎠ v 2
v2 (c) After expansion differentiate f ( x) = ( x + 3)(2 x − 1) ,
Example: Differentiate (worked during lecture) and then differentiate f (x) by using the product rule.

sin x
(a) y ( x) =
x Rational function
The general form of rational function is
x2
(b) y ( x) = N ( x)
2x + 1 f ( x) =
D( x)
e2 x
(c) y ( x) = where the numerator N (x ) and the denominator D(x)
x2 + 1
are polynomials. To differentiate such function we use
the constant multiplication, sum and quotient rules.
Chain rule or composite function
If y = f (z ) and z = g (x ) , i.e. y ( x) = f (g ( x) ) then WORK EXERCISE 5
Find the derivative of the following function of x:

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VFR, January 04 CY1B2: Analysis of Cybernetic Systems

3x + 2 2x + 3 d
(a) (b) (cos x) = − sin x
2x + 1
2
x + x +1
2 dx
1 1 Since tan x = sin x / cos x , we can use the quotient rule.
(c) x 3 + 2 x 2 − + +3
x x2 Thus, setting
u = sin x and v = cos x
Other algebraic functions du dv
When dealing with more elaborated functions, we make giving = cos x and = − sin x
dx dx
intensive use of the chain rule.
and applying the rule gives the derivative of a tangent
For example consider (
y = 5 x 2 + 11 )
9
and find its function,
dy d 1
derivative (tan x) = 2
= sec 2 x
dx dx cos x
In this case we could expand out y and treat it as a The derivatives of other circular functions can be
polynomial of degree 18. However, it is easier to see it derived in the same manner.
as a composite function. Introduce an intermediate (or
auxiliary) variable z as follows

Set y = z 9 and z = 5 x 2 + 11
WORK EXERCISE 7
dy dz
Thus, = 9z 8 and = 10 x Find the derivative with respect to x when y is defined
dz dx by
and the chain rule gives sin 2 x
(a) sin(3x + 3) (b) x 2 cos x (c)
dy dy dz x2 + 2
= ⋅
dx dz dx (d) sec 6 x (e) x tan 2 x (f) sin −1 6 x
= 9 z 8 .10 x
2x
= 9(5 x 2 + 11)8 (10 x) (g) x 2 cos −1 x (h) tan −1
1− x2
= 90 x(5 x 2 + 11)8

Note: Sometime there are more than two component Derivative of the exponential function
functions in a composite function. In that case the chain From the first principle, you could find that the
rule can be extended to the number of composite
derivative of the exponential function e x (to the base e)
function required, e.g.
is its own derivative
dy dy dw dz
= d x
dx dw dz dx (e ) = e x
dx
Note: when the exponent of the exponential function is a
WORK EXERCISE 6 more elaborate function of x, use the rules to determine
Differentiate the following function y the derivative of the composite function.

(
(a) 3 x 3 − 2 x 2 + 1 ) 5 1
(5x )
(b) 7 Derivative of a logarithmic function
2
−2
d 1
(ln x) = , x > 0
( )3 2x + 1 dx x
(c) x 2 + 1 x −1
(x + 1)
(d)
2 3
dy f ′( x)
Note when y ( x) = ln f ( x) then =
dx f ( x)

Differentiation of circular functions

Consider the sine function, f ( x) = sin x , and with the WORK EXERCISE 8
formal definition of a derivative, we would find that the dy
derivative of a sine function is Find the derivative when y is,
dx
d
(sin x) = cos x (a) x 2 e x (b) 3e −2 x (c)
ln x
dx
x2
Likewise, the derivative of a cosine function is
(
(d) ln x 2 + 1) (e) e x (sin x + cos x)

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VFR, January 04 CY1B2: Analysis of Cybernetic Systems

Differentiation of parametric functions

If a function is defined by y = f (x) , when the variables Application to Optimal value
x and y are themselves function of another parameter,
x = g (t ) and y = h(t ) , t being a parameter, then the OPTIMAL VALUES
chain rule yields:
A basic idea is that the optimal value of a differentiable
dy dy dx dy dy dt function f ( x ) (that is, its maximum and minimum
= or =
dx dt dt dx dt dx values) generally occurs where its first derivative is
zero; that is where
HIGHER DERIVATIVES f ′( x ) = 0
df This is a necessary condition since at a maximum or
The derivative of a function f (x) may be itself
dx minimum value of the function, its graph has a
differentiable. horizontal tangent.
The derivative of a derivative is called second A
derivative, and it is written as

d2 f
or f ' ' ( x) or f ( 2) ( x)
dx 2
This may be differentiated, yielding the third derivative B
and so on.
In general, the nth derivative is written as
The figure shows that these extremal values are
dn f (n) generally on local maximum or minimum values,
or f ( x)
dx n corresponding to the turning points on the graph.
In seeking the extremal value of a function it is also
d2 f
The second derivative represents the rate of necessary to check the end-points (if any) of the domain
dx 2 of the function.
df
change of ; geometrically, this gives us information At some points of inflexion, that is points where the
dx graph crosses its own tangent - the tangent may be
on how the slope of the tangent to the graph of
horizontal.
y = f (x) is changing with increasing x.

• If the second derivative is positive the first

derivative is increasing as x increases, and the
tangent to the curve rotates in an anticlockwise
direction as we move along the horizontal axis.
• If the second derivative is negative the first
derivative is decreasing as x increases, and the
tangent to the curve rotates in an clockwise
direction as we move along the horizontal axis.
Once the critical or stationary points where f ′( x ) = 0
are known, we often need to determine their character or
WORK EXERCISE 10 nature. That is, whether they correspond to a local
Give the second derivative when y is maximum, a local minimum or a point of inflexion of
the function f ( x ) .
1 ln x
(a) y = x 4 + 2 x − (b) e − x sin 2 x (c) We can do this by examining value of f ′( x ) close to
x x
either side of the critical point.
• If the value of f ′( x ) changes from positive to
negative as we pass from left to right through a
stationary point then the latter corresponds to a local
maximum.
• If the value of f ′( x ) changes from negative to
positive as we pass from left to right through a
stationary point then the latter corresponds to a local
minimum.

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VFR, January 04 CY1B2: Analysis of Cybernetic Systems

• If the value of f ′( x ) does not changes sign as we

pass through a stationary point then the latter
corresponds to a point of inflexion.

WORK EXERCISE 11:

Determine the stationary points of the function,

f ( x ) = 4 x 3 − 21x 2 + 18 x + 6

and examine their nature.

An alternative approach to determine the nature of a

stationary point is to calculate the value of the second
derivative f ′′( x ) at the point. Suppose f ( x ) has a
stationary point at x = a so that f ′(a ) = 0 . Then,
provided f ′′(a ) is defined, either f ′′(a ) < 0 ,
f ′′(a ) = 0 or f ′′(a ) > 0 .

• A function f ( x ) has a local maximum at x = a

provided f ′(a ) = 0 and f ′′(a ) < 0 .

• A function f ( x ) has a local minimum at x = a

provided f ′(a ) = 0 and f ′′(a ) > 0 .

• A function f ( x ) has a point of inflexion at x = a

provided f ′′(a ) = 0 and f ′′( x ) changes sign as we
pass through that point. If in addition, f ′(a ) = 0
then the point of inflexion is a stationary point of
inflexion.

WORK EXERCISE 12
Using the second derivative confirm the nature of the
stationary points of the function,

f ( x ) = 4 x 3 − 21x 2 + 18 x + 6

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