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1. Foundations of Numerics from Advanced Mathematics


Calculus
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 1
TU M unchen
1.1. Calculus
Functions Revisited
notions of a function, its range, and its image
graph of a function
isolines and isosurfaces
sums and products of functions
composition of functions
inverse of a function: when existing?
simple properties: (strictly) monotonous
explicit and implicit denition
parametrized representations (curves, ...)
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 2
TU M unchen
Exercise Functions
Which of the following curves is a graph of a function f (x)?
x x x
Graphically determine the image of the function graph(s).
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 3
TU M unchen
Exercise Functions Solution
Which of the following curves is a graph of a function f (x)?
x x x
Graphically determine the image of the function graph(s).
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 4
TU M unchen
Exercise Functions
Sketch the isolines of the function f : R
2
R, (x, y) x
2
+ y
2
.
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 5
TU M unchen
Exercise Functions
Sketch the isolines of the function
f : R
2
R
2
, (x, y) x
2
+ y
2
.
x
y
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 6
TU M unchen
Exercise Functions
Assume, we have the functions f , g : R R with
f (x) = sin(x), g(x) = cos(x).
(f
2
+ g
2
)(x) =?
(f g)(x) = ?
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 7
TU M unchen
Exercise Functions Solution
Assume, ew have the functions f , g : R R with
f (x) = sin(x), g(x) = cos(x).
(f
2
+ g
2
)(x) = sin
2
(x) + cos
2
(x) = 1.
(f g)(x) = sin(cos(x)).
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 8
TU M unchen
Examples for Functions
Explicit function:
f : R R, x (1 x)
2
+ e
x
Implicit function:
f : R
+
0
R
+
0
, x y with x
2
+ y
2
= 1
Parametrized function:
f : R R, x gy(gx
1
(x)) with g : R R
2
, g(t ) =
( gx(t ), gy(t ) ).
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 9
TU M unchen
Continuity
remember the and the !
denition of local (in x
0
) and global continuity (x)
what about sums, products, quotients, ... of continuous functions?
what about compositions of continuous functions?
what about continuity of the inverse?
intermediate value theorem
continuous functions on compact sets maximum and minimum value
uniform continuity
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 10
TU M unchen
Exercise Continuity
We have two continuous functions f : R R and g : R R. f
is continuous iff . . .
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 11
TU M unchen
Exercise Continuity Solution
We have two continuous functions f : R R and g : R R. f
is continuous iff
> 0, x R > 0 : |f (x) f (y)| < y : |x y| < .
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 12
TU M unchen
Exercise Continuity
We have two continuous functions f : R R and g : R R.
Are f + g, f g, f g,
f
g
, and f g continuous?
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 13
TU M unchen
Exercise Continuity Solution
We have two continuous functions f : R R and g : R R.
Are f + g, f g, f g,
f
g
, and f g continuous?
The continuity of all these functions can be shown easily using
|f (x) g(x) (f (y) g(y))| |f (x) f (y)| + |g(x) g(y)|
|f (x) g(x) f (y) g(y)| = |(f (x) f (y))g(x) + f (y)(g(x) g(y))|
|g(x)||f (x) f (y)| + |f (y)||f (x) f (y)|

1
g(x)

1
g(y)

g(y)g(x)
g(x)g(y)

Proof the continuity of f g on your own! Its easy, but a few lines to write.
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 14
TU M unchen
Limits
meaning of 0 and N and x
accumulation point of a set
limit (value) of a set
limits from the left or from the right, respectively: f (x+), f (x)
limits at innity: lim
x
f (x)
innite limits: f (x)
how can discontinuities look like?
jumps: f (x+) = f (x)
holes: f (x+) = f (x) = f (x)
second kind: f (x) = 0 in x = 0 and f (x) = sin
_
1
x
_
elsewhere
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 15
TU M unchen
Exercise Limits
Determine the accumulation point of S =

1
n
; n N

.
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 16
TU M unchen
Exercise Limits Solution
Determine the accumulation point of

1
n
; n N

.
The accumulation point is 0 since for all > 0 there is a e S with |e 0| < .
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 17
TU M unchen
Limits Visualization
N :
x :
0:
0
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 18
TU M unchen
Limits Visualization
Examples for lim
x
f (x):
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 19
TU M unchen
Limits Visualization
Two examples for f (x) :
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 20
TU M unchen
Limits Visualization
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 21
TU M unchen
Sequences
denition of a sequence: a function f dened on N
if f (n) = a
n
, write
(a
n
) or a
1
, a
2
, a
3
, ...
bounded / monotonously increasing / monotonously decreasing sequences
notion of convergence of a sequence: existence of a limit for n
Cauchy sequence
subsequences
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 22
TU M unchen
Sequences Visualization
> 0

N N :
|a
N
a
M
| < N, M >

N.
This is a Cauchy sequence!
This is NOT!
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 23
TU M unchen
Series
notion of an (innite) series
elements of a series
partial sums of a series
convergence dened by convergence of the sequence of the partial sums
convergence and absolute convergence
examples:
geometric series:

k=1
x
k
=
1
1x
harmonic series:

k=1
1
k
=
alternating harmonic series:

k=1
(1)
k1 1
k
= ln(2)
criteria for convergence: quotient and root criterion
power series:

k=0
a
k
(z a)
k
coefcients a
k
and centre point a
radius of convergence R: absolute convergence for |z a| < R
identity theorem for power series
re-arrangement
sums of series, nested series, products of series (Cauchy product)
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 24
TU M unchen
Series Convergence Criteria
quotient criterion: limsup
n
|a
n+1
|
|a
n
|
= q < 1 (convergence)
(Cauchys) root criterion:
limsup
n
n

|a
n
| = C

< 1 absolute conv.


> 1 divergence
= 1 (abs.) con-/divvergence
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 25
TU M unchen
Series Identitity Theorem for Power Series
If the radii of convergence of the power series

n=0
a
n
(z z
0
)
n
and

n=0
b
n
(z z
0
)
n
are positive and the sums of the series
are equal in innitely many points which have z
0
as an
accumulation point, then the both series are identical, i.e.
a
n
= b
n
for each n = 0, 1, 2, . . ..
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 26
TU M unchen
Differentiation
rst step: functions f of one real variable, complex values allowed
derivative or differential quotient of f :
dened via limit process of difference quotients
write f

or

f or
df
dx
geometric meaning?
local and global differentiability
derivative from the left / from the right
rules for the daily work:
derivative of f + g, fg, and f /g?
derivative of f (g) (chain rule)?
derivative of the inverse function?
higher derivatives f
(k)
(x); meaning
notion of continuous differentiability
smoothness of a function
space of k-times continuously differentiable functions: C
k
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 27
TU M unchen
Visualization Differention
f(x+h)f(x)
h
f(x)f(xh)
h
x
h 0
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 28
TU M unchen
Exercise Differentiation Rules
(f + g)

= ?
(f g)

= ?
(f g)

= ?

f
1

= ?
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 29
TU M unchen
Exercise Differentiation Rules Solution
(f + g)

= f

+ g

.
(f g)

= f

g + f g

. ?
(f g)

= (f

g) g

f
1

= (f

)
1
.
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 30
TU M unchen
Differential Calculus of one Real Variable
notion of a global/local minimum/maximum
local extrema and the rst derivative
mean value theorem:
(a, b) : f

() =
f (b) f (a)
b a
monotonous behaviour and the rst derivative
local extrema and the second derivative
rule of de lHospital
notions of convexity and concavity
convexity/concavity and the second derivative
notion of a turning point
turning points and the second derivative
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 31
TU M unchen
Visualization Mean Value Theorem
a b
f(b)
f(a)

a b
f(b)
f(a)

1
2
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 32
TU M unchen
Meaning of Derivatives
rst derivative second derivative
increasing > 0
decreasing < 0
maximum = 0 < 0
minimum = 0 > 0
convex > 0
concave < 0
turning point = 0
con ex
conCAVE
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 33
TU M unchen
Function Classes (1)
polynomials
denition, degree, sums and products, division with rest, identity theorem,
roots and their multiplicity
rational functions
poles and their multiplicity, partial fraction decomposition
exponential function and logarithm
characterising law of the exponential function:
exp(s + t ) = exp(s) exp(t ) or y

= y
(functional equation of natural growth)
series expansion of the exponential function, speed of growth
natural logarithm as exps inverse:
y = exp(x) = e
x
, x = ln(y)
functional equation: ln(xy) = ln(x) + ln(y)
exponential function and logarithm for general basis a:
a
x
:= e
x ln a
, log
a
(y) :=
ln y
ln a
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 34
TU M unchen
Function Classes (2)
hyperbolic functions
cosh(z), sinh(z), ...
trigonometric functions
sin(x), cos(x): solutions of y
(2)
+ y = 0
geometric meaning?
Eulers formula: e
ix
= cos(x) + i sin(x)
derivatives, addition theorem
periodicity
series expansion
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 35
TU M unchen
Integral Calculus of one Variable
Riemann integral, upper and lower sums
approximation by staircase functions
properties:
linearity
monotonicity
mean value theorem:
(a, b) :
_
b
a
f (x)dx = (b a) f ()
main theorem of differential and integral calculus:
dene F(x) :=
_
x
a
f (t )dt
then
_
b
a
f (t )dt = F(b) F(a)
rules for everyday work:
partial integration:
_
uv

dx = uv
_
vu

dx
substitution:
_
b
a
f (t (x))t

(x)dx =
_
t (b)
t (a)
f (t )dt
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 36
TU M unchen
Visualization Riemann-Integral
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 37
TU M unchen
Local Approximation: Taylor Polynomials and Series
local approximation of functions with polynomials
generalization of the tangent approximation used for the denition of the derivative
Taylor polynomials:
let f be n-times differentiable in a
we look for a polynomial T with T
(k)
= f
(k)
for k = 0, 1, ..., n
obviously:
T(x) :=
n

k=0
1
k!
f
(k)
(a)(x a)
k
unique, degree n, write T
n
f (x; a)
remainder R
n+1
(x) := f (x) T
n
f (x : a)
R
n+1
(x) =
f
(n+1)
()
(n + 1)!
(x a)
n+1
Taylor series:
for innitely differentiable functions (exp, sin, cos, ...)
sum up to instead of n only
examples
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 38
TU M unchen
Visualization Taylor Polynomials
T
(1)
T
(2)
a a
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 39
TU M unchen
Global Approximation: Uniform Convergence
convergence of sequences of functions f
n
dened on D:
pointwise: for each x D; then
f (x) := lim
n
f
n
(x)
denes a function
problems: are properties such as continuity or differentiability inherited from
the f
n
to f , and how to calculate derivatives or integrals of f ?
i.e., can the order of limit processes be changed?
therefore the notion of uniform convergence:
denition: f
n
f
D
0 for n
with that, the inheritance and change-order problems from above are solved!
criteria: Cauchy, ...
approximation theorem of Weierstrass: each continuous function f on a
compact set can be arbitrarily well approximated with some polynomial
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 40
TU M unchen
Simple Differential Equations
notion of a differential equation
ordinary: one variable
partial: more than one variable (several spatial dimensions or space and
time)
examples:
growth:

y = k y or

y = k(t , y) y
oscillation:

y + y = 0 or similar
example of an analytic solution strategy: separation of variables
y

= g(x) h(y), y(x) = y


0
formal separation:
dy
h(y)
= g(x)dx
integration of the left and right side
some requirements for applicability
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 41
TU M unchen
Periodic Functions
target now: periodic functions, period typically 2
trigonometric polynomials
denition:
T(x) :=
n

k=n
c
k
e
ikx
=
a
0
2
+
n

k=1
(a
k
cos(kx) + b
k
sin(kx))
(coefcients c
k
, a
k
, and b
k
are unique)
formula for the coefcients:
c
k
=
1
2
_
2
0
T(x)e
ikx
dx
T is real iff all a
k
, b
k
are real iff c
k
= c
k
Weierstrass: 2-periodic continuous functions can be arbitrarily well
approximated by trigonometric polynomials
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 42
TU M unchen
Fourier Series
consider vector space of 2-periodic complex functions f on R
Fourier coefcients:

f (k) :=
1
2
_
2
0
f (x)e
ikx
dx
Fourier polynomial: S
n
f (x) :=
n

k=n

f (k)e
ikx
Fourier series:

f (k)e
ikx
sine-cosine representation of S
n
f :
S
n
f (x) =
a
0
2
+
n

k=1
(a
k
cos(kx) + b
k
sin(kx))
coefcients:
a
k
=

f (k) +

f (k) =
1

f (x) cos(kx)dx
b
k
= i (

f (k)

f (k)) =
1

f (x) sin(kx)dx
all a
k
vanish for odd f , all b
k
vanish for even f
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 43
TU M unchen
Functions of Several Variables
f now dened on R
n
or a subset of it
notion of differentiability: now via existence of a linear map, the differential
directional derivatives
partial derivatives
prominent differentiability criterion: existence and continuity of all partial
derivatives
the gradient of a scalar function f and its interpretation
the Jacobian of a vector-valued function f
mean value theorem
higher partial derivatives, Taylor approximation, Hessian
local minima and maxima, criteria
saddle points
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 44
TU M unchen
Visualization Saddle Point
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 45
TU M unchen
Integration over Domains
a huge eld, from which we only mention a few results
theorem of Fubini:
shows that, in many cases, a multi-dimensional integration domain can be
tackled dimension by dimension
statement (we neglect the requirements, for which more integration theory is
needed):
_
XY
f (x, y)d(x, y) =
_
Y
__
X
f (x, y)dx
_
dy =
_
X
__
Y
f (x, y)dy
_
dx
related to Cavalieris principle
will also be of relevance for numerical quadrature
transformation theorem:
a generalisation of integration by substitution
statement, again without requirements:
_
U
f (T(x))
_
_
det T

(x)
_
_
dx =
_
V
f (y)dy
allows for a change of the coordinate system (polar coordinates), e.g.
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 46
TU M unchen
Gauss Theorem
we further generalise integration, now allowing for integration over hyper-surfaces
(a sphere, e.g.)
this is important for the physical modelling in many scenarios (heat ux through a
pots surface, ...)
the famous Gauss theorem allows to combine integrals over volumes and
surfaces, which occurs in the derivation of many physical models (conservation
laws) and, hence, is of special relevance for CSE
prerequisites:
a vector eld: a vector-valued function on R
n
(example: the velocity eld in
uid mechanics)
the divergence of a vector eld F:
div F(x) =
n

i =1

i
F
i
(x)
nally the Gauss theorem:
several regularity assumptions needed
_
G
div Fdx =
_
G
F

dS
Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
Calculus, October 25, 2012 47

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