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Dr.

Pais’s Student Research Journal

Volume 1, Spring 2008

Partially Edited Draft 02-05-08

John Pais © 2008, All Rights Reserved

(Do not distribute without permission)

"I hear and I forget. "The value of a problem is


I see and I remember. not so much coming up with
I do and I understand.” the answer as in the ideas
and attempted ideas it forces
Chinese Proverb on the would be solver."

I.N. Herstein

1
Contents
1. Kepler’s Laws of Planetary Motion, Sarah Van Cleve …………………………... p. 3

2. Stochastic Calculus in the Stock Market, Daniel Cooper and William Mueller .... p. 16

3. Predator vs. Prey: Lotka-Volterra Equations, Michael Ahrens and Megan Gornet p. 26

4. Understanding Renal Clearance through Calculus, Megan Eyunni and


Dena Rothstein …………………………………………………………………… p. 33

5. Lagrangian Mechanics and the Brachistochrone Problem, Cora Bernard ……….. p. 41

6. A Journey Along a Bézier Curve, Michael Sherwood and Frank Trampe ……..... p. 56

7. Newton’s Law of Cooling, Robert Birkenmeier and Brendan Lyss .…………...... p. 67

8. Millennium Force: Calculus and Roller Coasters, Emily German, Rachel Simon,
and Dominique Zotos ……………………………………………………………... p. 73

9. Calculus in Population Growth, Jessica Houghtaling and Carissa LaFebere …..... p. 82

10. Derivatives: Maximizing the Marginal Profit, John Wuestling and


Shannon Shubert…................................................................................................. p. 91

11. The Calculus in Projectile Motion, Christopher Waterbury and Bennett Walsh.. p.100

12. Derivatives in Weather Forecasting, Ashley Ervin and McKenna Morey……... p. 110

13. Calculus in Waves, Emily Clary and Elizabeth Davidson…………………….... p. 119

14. Digital Device Usage Survey in Conjunction with the Flat Classroom Project,
Ariana Mooradian, Michael Rodriquez, and Walker Harbison............................ p. 131

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Kepler’s Laws of Planetary Motion

Sarah Van Cleve

In the 15th century, when most scientists believed in a geo-centric universe, the

idea that the sun and other planets revolve around the earth, Nicolaus Copernicus shocked

the scientific community with the revelation that, in fact, the earth revolves around the

sun. This part of Copernicus’s theory still holds true. His mistake, however, lies in the

simplicity of the idea. Copernicus proposed a system of planetary motion whereby the

planets revolved in a simple, circular orbit with the sun at the center. Though this idea

was certainly straightforward and easy to comprehend, it was not proven by any of the

data that one of Copernicus’s successors, Tycho Brahe, collected throughout his entire

lifetime. Luckily, upon Brahe’s death, his records were passed on to Johann Kepler, one

of his assistants. It was Kepler who was able to make sense both of Copernicus’s concept

of the helio-centric universe and Brahe’s observations.

Kepler’s explanations of planetary motion are in the form of three laws. The first

is that a planetary orbit sweeps out equal area in equal time. The second law states that a

planetary orbit is an ellipse with the sun at one of the two foci. The third and final law is

that the square of the period of the orbit is directly proportional to the cube of the mean

distance.

As modern mathematicians, we can see that Kepler, who worked in the late 16th

and early 17th centuries, was at a disadvantage. This is because it was not until the late

17th and early 18th centuries that Isaac Newton and Gottfried Wilhelm Leibniz are

credited with inventing calculus. Thus, Kepler was forced to prove his laws solely with

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the use of extensive observations, simple geometry, and the basic properties of ellipses.

Today, we have the advantage of proving Kepler’s Laws of planetary motion using

differential equations.

One advantage of calculus is that we can describe the position, velocity and

acceleration of a particle in either polar or Cartesian coordinates in terms of local

coordinates. This means that we can designate that a particle in motion, such as a planet,

is always at the origin. Then, by taking the derivative of the position vector, we can find

the velocity vector. In turn, by taking the derivative of the velocity vector, we can find

the acceleration vector. Using the position, velocity and acceleration vectors for a

particular planet, we can prove Kepler’s three laws using calculus.

1. Newton’s Geometric Proof of Kepler’s First Law

In order to provide an idea of the type of argument the 16th century astronomers used

before calculus, we will begin by giving a geometric proof of Kepler’s first law, namely

“equal area in equal time.” It turns out that the proof we give is actually due to Newton,

and in fact, this proof is more general in that it shows that for any particle in motion and

subject only to radial forces (which may be turned on or turned off), the particle must

sweep out equal area in equal time. We will illustrate this proof by examining two cases.

The first case will address the motion of a particle with no forces acting, and the second

case will address the motion of a particle in which initially there are no forces acting, but

after the first time interval an instantaneous radial force is turned on. Note that since the

area of a triangle is one-half the base times the height, in order to show that two triangles

have the same area we need only show that they have the same base and the same height.

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Case 1. No (radial) forces acting.

A particle located at A and

traveling with constant velocity

(green arrow), moves to B in a

given time t. Similarly, the

particle takes the same time t to

moves from B to C, and so

|AB| = |BC|. Hence, the area of

△ ASB = area of △ BSC, since


these triangles have equal base

Figure 1. lengths |AB| = |BC| and the

same altitude.

Case 2. Instantaneous radial force acting at B.

As in Figure 1, a particle

located at A and traveling with

constant velocity (green

arrow), moves to B in a given

time t. However, upon reaching

B an instantaneous radial force

is applied to the particle

producing an additional radial

velocity (red arrow). So, the

Figure 2. resultant velocity of the

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particle is the vector sum (yellow arrow) of the radial (red arrow) velocity vector and the

horizontal (green arrow) velocity vector.

Next, suppose that the particle moves from B to D in the same time t, that it took to

move from A to B. In order to show that the area of △ ASB = area of △ BSD (Figure 2),
it is enough to show that the area of △ BSD = area of △ BSC (Figure 2), since it was
already shown in Figure 1 that the area of △ ASB = area of △ BSC. Now, by the
parallelogram law for vector addition, the line segment CD through points C and D must

be parallel to BS, as depicted in the diagram (Figure 2). Further, since these line segments

are parallel, the length of an altitude dropped from D to BS must be the same as the

length of an altitude dropped from C to BS. Hence, using BS as base in both triangles, the

area of △ BSD = area of △ BSC. Q.E.D.

Similarly, an extension of this argument can be applied to planetary motion around the

sun, which provides a geometrical demonstration of Kepler’s first law that a planet

travels an equal area in two different periods of equal time.

2. Vector Calculus: The Position Vector and Polar Coordinates

Though it is certainly interesting to examine the area a planet has traveled in

terms of geometry, it is also an outdated technique. Today we have the advantage of

using calculus to prove Kepler’s Laws of Planetary Motion. The first step towards doing

so is to define the position, velocity and acceleration vectors.



The position vector, r (t ) , represents a vector emanating from the origin and

extending to (potentially) any other point in the plane. Every vector has both direction

and magnitude, and we will denote the magnitude of the position vector, r (t ) , simply

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by r (t ) . A unit vector is a vector whose magnitude is one, and, given any nonzero vector,

we can create a unit vector with the same direction as follows:

vector
unit vector =
vector magnitude

 r (t ) 
Hence, we define the unit position vector by ur (t ) = . In addition, we resolve r (t )
r (t )

into its x- and y-components using the diagram below.


r (t )

y-component

α(t)

x-component

Figure 3.

x-component
cosα (t) = → x-component = r(t)cosα (t)
r (t )

y-component
sin α (t) = → y -component = r(t)sinα (t)
r (t )

r (t ) = ( x(t ), y (t ) ) = ( r (t ) cos α (t ), r (t ) sin α (t ) ) (2.1)

Our evolving unit vector equation then becomes:



 r (t ) ( r (t ) cos α (t ), r (t ) sin α (t ) )
ur (t ) = =
r (t ) r (t )

Notice that, since the vector magnitude r (t ) is in every term of the position vector, r (t ) can

be canceled out, yielding the following equation:

7

 r (t )
ur (t ) = = ( cos α (t ),sin α (t ) ) (2.2)
r (t )

Next, we must also find a unit vector perpendicular to ur (t ) , or essentially a 90° rotation

of the unit position vector. Using a similar process as in Figure 3 above, we find that

uα (t ) = ( − sin α (t ), cos α (t ) ) (2.3)

 
Note that the two unit vectors ur (t ) and µα (t ) form a basis for a system of polar

coordinates which will be crucial to our derivation of Kepler’s Laws.

We now use the chain rule to find the derivative of the each of these unit vectors.

dur d  dα dα  d α
= ( cos α (t ), sin α (t ) ) =  − sin α , cos α = ( − sin α , cos α )
dt dt  dt dt  dt

duα d  dα dα  dα
= ( − sin α (t ), cos α (t ) ) =  − cos α , − sin α =− ( cos α ,sin α )
dt dt  dt dt  dt

Hence, it follow from equations 2.2, 2.3, and these last two equations above that
 
dur dα  duα dα 
= uα and =− ur (2.4)
dt dt dt dt

3. Vector Calculus: The Velocity Vector

As we have seen in section 2, a vector is a combination of magnitude and direction.

Below is the equation of the position vector rewritten in terms of both magnitude and

direction, which follows from equations 2.1 and 2.2.



r = (magnitude)(direction)

 
r = rur (3.1)

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According to the rules of differential calculus, the derivative of the position vector is

equal to the velocity vector.



 dr
v=
dt

Because the position vector is the product of two terms (magnitude and direction,

equation 3.1), we can use the product rule to find the derivative of the position vector and

thus, we will have found the velocity vector.


 
 dr d 
v= =
dt dt
( ) dr 
rur = ur + r
dt
dur
dt

Now, keeping in mind the equation that we found in the section on position

d µr dα 
vectors, = µα , we can substitute that equation into our developing formula for
dt dt

velocity.
 
 dr d  dr  d µr dr  dα 
v= = r µr = µr + r = µr + r µα
dt dt dt dt dt dt

Thus we have found a definitive equation for the velocity vector.

 dr  dα 
v = µr + r µα
dt dt

Acceleration Vector

Using the same rules of derivative calculus that dictated that the derivative of the position

vector was equal to the velocity vector, we can also say that the derivative of the velocity

vector (and the double derivative of the position vector) is equal to the acceleration

vector.

 dv
a=
dt

9

 dv d  dr   d  dα  
a= = µr + r µα 
dt dt  dt  dt  dt 

This is incredibly complex because product rule must be applied to the first term and

triple product rule must be applied to the second term. Let’s first take the derivative of

d  dr  
the first section µr using product rule.
dt  dt 

[ derivative of the 1st term ][ 2nd term ] + [1st term ][ derivative of the 2nd term ]

 d 2r    dr   dα  
 dt 2  [ µ r ] +  dt   dt µα  Notice that for the derivative of the 2 term, we used the
nd

    

values that we found in the position section.

d  dα  
Now let’s take the derivative of the second section r µα  which is more complex
dt  dt 

because it has three terms.

[ derivative of the 1st term ][ 2nd term ][3rd term ] + [1st term ][ derivative of the 2nd term ][3rd term ] + [1st term ][ 2nd term ][ derivative of the 3rd term]

 dr   dα    d 2α    dα   dα  
 dt   dt  [ µα ] + [ r ]  dt 2  [ µα ] + [ r ]  dt  (− dt )(− µr ) 
 

Now that we have found the derivatives of each section separately, we can combine them

into one long equation for acceleration.

  d 2 r  dr dα    dr dα  d 2α  dα dα  
a =  2 µr + µα  +  µα + r 2 µα + r (− )(− µ r ) 
 dt dt dt   dt dt dt dt dt 
 d r  dr dα  dr dα 
2
dα 
2
dα dα 
a = 2 µr + µα + µα + r 2 µα + r (− )(− µr )
dt dt dt dt dt dt dt dt
 
This can be simplified by separating the terms with µr from the terms with µα

 d 2r d 2α  d 2α dr dα 
a = ( 2 − r 2 ) µr + (r 2 + 2 ) µα
dt dt dt dt dt

10
 d 2r d 2α  1 d 2 dα 
a = ( 2 − r 2 ) µr + ( r ) µα
dt dt r dt dt

The term on the left is the radial component of acceleration. The term on the right is the

angular or tangential component of acceleration. Newton proved that acceleration in an

ellipse was purely radial so this right component is zero.

Proof of Kepler’s 1st and 2nd Laws

To prove Kepler’s 1st Law, a planet travels equal areas in equal times, we must remember

two basic ideas.

1. Remember from the previous section that if a planet travels in an ellipse, the

acceleration is purely radial so the tangential component of acceleration is equal to zero.

If we know that the tangential component of acceleration is zero, we can set it equal to

zero now.

1 d  2 dα 
r =0
r dt  dt 

 dα 
Notice that in the above equation, we must take the derivative of the expression  r 2 .
 dt 

1 d  2 dα 
In order for the entire expression r to equal zero, that derivative must be
r dt  dt 

 dα 
equal to zero. The derivative of a constant is zero. Therefore, the expression  r 2 is a
 dt 

constant. Because we have just proved that the tangential acceleration is equal to zero,

we have also proved that the planet moves with only radial acceleration. Therefore, the

planet must travel in an ellipse. This is a proof of Kepler’s 2nd Law.

2. The second thing we must remember is also based on the information we found in the

acceleration vector section.

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dA
We know that if A=area then = the velocity or the rate at which the radial vector
dt

sweeps out a particular area.

dA
dt ∫
= tangential acceleration

dA d 2α dα
= ∫ r 2 = 1 r2
dt dt 2 dt

dA 1 2 dα
= r
dt 2 dt

∆A = 1 r 2 ∆α
2

We know that r(t) is in between its minimum value r(t1) and its maximum value r(t2) as

defined by the following expression.

r (t1 ) ≤ r ≤ r (t2 )

If the change in area ( ∆A ) is a dependent variable based on the independent variable r(t),

then it follows that ∆A also has a minimum and maximum value based on the minimum

and maximum independent variables r(t1) and r(t2).

r (t1 ) 2 r (t2 ) 2
∆α ≤ ∆A ≤ ∆α
2 2

We then divide each formula by ∆t

r (t1 ) 2 ∆α ∆A r (t2 ) 2 ∆α
≤ ≤
2 ∆t ∆t 2 ∆t

In the situation that the final time is approaching the initial time, or the limit as final

approaches initial, the two times will eventually each become t instead of t1 and t2.

r (t ) 2 ∆α ∆A r (t ) 2 ∆α
≤ ≤
2 ∆t ∆t 2 ∆t

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The above expression is evidence that we have just proved that planets move equal areas

in equal time!

Proof of Kepler’s 3rd Law

dA 1 2 dα
Remember that from the section above, we have the equation = r . We now
dt 2 dt

dA
use the information k = 2 to make a substitution.
dt

dA 1 2 dα
= r
dt 2 dt

Multiply both sides by 2.

dA dα
2 = r2
dt dt

Substitute k.


k = r2
dt


Now, solve for
dt


= kr −2
dt

Next, we can substitute the above equation into the equation we found for radial

d 2r d 2α 
acceleration in the acceleration section; ( 2 − r 2 ) µ r
dt dt

  d 2r 2 
a =  2 − r ( kr −2 )  µ r
 dt 

  d 2r k 2  
a (t ) =  2 − 3  µr
 dt r 

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Leave that information aside for now. We will come back to it after we have explained

how to find the double derivative of r. To do that, we use the fact that the general

equation of an ellipse in polar coordinates is r (1 + ε cos α ) = c where c and ε are

constants. (An equivalent equation, which is, in fact, the more familiar equation, in

x2 y 2
Cartesian coordinates, is + = 1 .) Using the first equation, we can find the derivative
a b

of r using quotient rule.

c
r=
1 + ε cos α

r=
(1 + ε cos α )( 0 ) + ( c )( ε sin α )
(1 + ε cos α )
2

dr −cε (− sin α ) dα
=
dt (1 + ε cos α )2 dt


Substitute the equation = kr −2
dt

dr cε sin α k
= 2 −2 2
dt cr r

Next, we differentiated again in order to find the double derivative of position which we

need to solve the acceleration equation and prove Kepler’s third law.

d 2 r kε dα k ε c − r k k 2 k 2
= sin α = = −
dt 2 c dt c rε r 2 r 3 cr 2

Now let’s return to our equation for radial acceleration and substitute in the value for the

double derivative of position that we just found.

  d 2r k 2  
a (t ) =  2 − 2  µr
 dt cr 

14
  k 2 k 2  k 2  
a (t ) =  3 − 2  − 3  µ r
 r cr  r 

 −k 2 
a (t ) = 2 µ r
cr

So, in an ellipse when the acceleration is only radial, acceleration is inversely

proportional to the square of the distance from the origin. We have just proved Kepler’s

3rd Law!

Combining multiple sources of information—the laws of differential calculus,

polar coordinates, rectangular coordinates, geometry, and finally the rules of physics for

position, velocity and acceleration—we have proved Kepler’s Three Laws of Planetary

Motion; a planetary orbit sweeps out equal area in equal time, the planetary orbit is an

ellipse with the sun at one of two foci, and the square of the period of the orbit is directly

proportional to the cube of the mean distance.

Work Cited

Bressoud, David M. Second Year Calculus. New York: Springer-Verlag, 1991.

Sarah Van Cleve


1st Semester Differential Equations Project
AP BC Calculus
Dr. Pais
December 5, 2007

15
Stochastic Calculus in the Stock Market

Daniel Cooper and William Mueller

The use of calculus is necessary to gain a more in-depth understanding of the

activity of the stock market. A good starting point is with the Markov Property, which

establishes the principle that only present conditions play a role in predicting what the

events of the future may hold: history cannot be considered assuming the Markov

Property holds true. A stock must be initially priced according to its history and current

performance. Stochastic calculus helps to determine future events through the analysis of

probabilities of different random occurrences, and when combined with the Markov

Property is extremely useful in predicting future prices. The Wiener Process, also known

as Brownian Motion, explains the seemingly random way in which stock prices can rise

and fall. To ensure that prices never reach negative values, the Ito Process considers drift

and variance rates as functions affected by time. Through these processes, the graphs of

stock prices begin to make much more sense. Stock prices are essentially random, but

through these processes we have a much better idea as to what their activity will be in the

future and how different events may affect them.

The Stochastic Process is essential for understanding how stock prices move.

Given a starting point, stochastic calculus considers the randomness of the way in which

new points will arise. Continuous time is most helpful in this process because prices do

not change instantly; they change gradually over time. In order to get from one price to

another over a given time period, every price within that interval will be obtained. By

16
beginning with the expected value and adding the standard deviation which takes the

randomness of the process into account, the stochastic variable may be found.

Example courtesy of http://www.puc-rio.br/marco.ind/stoch-a.html

The Markov Property, which basically states that only the present conditions can

be considered in the stochastic movement of a subject, is important to understanding the

movement of a stock. This property explains that the historical records of the

profitability, movement, and rate of return of a particular stock cannot be considered in

the ostensibly random stochastic process the stock undergoes. It assumes that the stock

price is efficiently determined considering all previous stock fluctuations. Obviously, the

Markov property must be true considering that there are so many different investor

watchdogs that continually track the market, looking to make a profit from inefficiently

17
determined stock prices. For example, if a stock price is considered to be too high based

on its history, a broker will sell the stock. If the stock price is too low considering its

history, a broker will buy in bulk, hoping the market will eventually fix this discrepancy

and benefit the broker that invested in the stock. Consequently, the Markov property

must be held true based on the fact that brokers are constantly looking out for their own

self interest, finding discrepancies in stock prices. Similarly, this property holds true for

something as trivial as rolling a set of dice: each role acts independent of the role

preceding it. Rolling a six on the first role will neither increase nor decrease the

probability of rolling a six again on the second roll. The independent nature of the

Markov property as illustrated in both dice and stock prices is essential to understanding

the random nature of the stochastic process.

In addition to the Markov Process, the Weiner Process, also known as Brownian

motion, describes the randomness of stock market prices. One significant property of the

Weiner process is that two prices that occur at two different times are completely

unrelated to each other. Each price (z) is associated to time by the equation ∆z =∈ ∆t .

The increase in the value of z, represented by z(t)-z(0) can be expressed by a summation

N
equation z(t)-z(0) = ∑ ∈i ∆t where N is equivalent to short time intervals along the
i =1

whole time interval ∆t and where i is a representation of the standard deviation. In

considering the generalized wiener process dz =∈ dt , we must also consider the

independent market fluctuations evident in some independent variable a, and the variance

constant rate, b; thus, we formulate the equation dx = adt + bdz , implying that x has an

expected drift rate of a, and without the bdz term the equation is:

18
dx = adt

dx
=a
dt

x = x0 + at

Through the use of the drift rate in addition to the knowledge of the randomness of future

stock prices, market trends may be more successfully predicted.

One-Dimensional Weiner Process

In order to understand the more specific nature of the stochastic process, one must

consider the Ito Process. The Ito process is a generalized Wiener process that considers

the drift rate, a, and the variance rate, b, to be functions of the independent variable, time

19
(t). This means that both a and b are not constant values in the stochastic process hitherto

mentioned. Through this information, we develop the equation

dx = a(x, t)dt + b(x, t)dz

As you can see, the Ito Process is important to determining the most accurate

representation of the stock market as a stochastic process.

The inclusion and acknowledgement of the processes clarified above develop the

common application to derivatives as it relates to predicting stock market trends. As

detailed above in the Ito process explanation, in determining future stock prices, the

constant expected drift rate and constant variance rate are inappropriate considering that

these represent a percentage value of the stock price change rather than a constant value.

Therefore, one must consider these percentage values as variables represented in the

equation: the percentage constant will be represented by the variable “S” as µ represents

the expected rate of return and σ represents the unstable market presence constant. The

common equations represented with these variables are:

∆S
= µ dt + σ dz
S

Or, considering the limiting case of the change in time


∆S
= µ dt + σ ∈ ∆t
S

The equation we will commonly use in our examples is:

St = S 0 e rt

20
σ2
Where R t =(µ - )t+σ Wt , S0 is equivalent to the initial price, t is equivalent to
2
time, Wt is equivalent to the Wiener function enumerated above, σ is equivalent to

volatility, and µ is equivalent to the drift rate.

The derivation comes from the common application of the derivative of the

St
logarithmic value of St . For the stochastic process to hold true Rt = Log . One can
S0

follow the derivation below:

dSt 1 (dSt ) 2
dLogSt = −
St 2 St 2
1
dLogSt = µ dt + σ dWt − σ 2 dt + o(dt )
2
σ2
dLogSt = ( µ − )dt + σ dWt + o(dt )
2
σ2
drt = ( µ − )dt + σ dWt
2
σ2
Rt = ( µ − )t + σ Wt
2

σ2
(µ− ) ∆t +σ N (0,1) t
Or formulated differently St = S0e 2

Common Examples in the Stock Market:

A representation of the final equation used to find a given stock price, St:

σ2
(µ − ) ∆t +σ N (0,1) ∆t
St = S 0 e 2

S0 represents the initial stock price.

21
St represents the projected stock price after t years.

µ represents the standard drift rate, .15.

σ represents the volatility of the stock, which in this case we have made .4.

t represents the time between the initial price and the predicted price.

.42
(.15− )×4 +.4(.3413)×2
S4 = 50e 2

S4 = 50e1.7385

S4 = 86.92
This would indicate that over four years, this stock, with a volatility of .4, would have

increased by $36.92 per share, a 72.58% increase. A larger volatility would have yielded

a smaller increase.

A representation of the stock price Texas Instruments over a four year period:

σ2
(.15− )4 +σ (.3413)(2)
S 4 = S0 e 2

(.72437)2
(.15− )4 + (.72437)(.3413)(2)
S 4 = S0 e 2

S 4 = S0 e.6− 2(.72437) +.6826(.72437)


2

S 4 = 30.18e.6− 2(.72437) +.6826(.72437)


2

S 4 = 31.57

This illustrates how, after four years, the stock price of Texas Instruments increased by

$1.39 per share, a 4.6% increase. This smaller increase is a result of the larger volatility.

22
The stochastic process plays an important role in both the stock market and its

Brownian motion application in physics. The essentially random properties of the

stochastic process mirror the trends evident in every stock of all worldwide markets.

With the utilization of the stochastic process in the stock market, a balanced, intelligent

approach can be taken to attempting to earn money on an investment. The stochastic

process has been consistently used by investors throughout history and will, in all

likelihood, be used persistently because of accuracy and validity.

Bibliography

Texts

Hull, John. Options, Futures, and Other Derivatives. 3rd. New Jersy: Prentice Hall, 1997.

This book was extremely informative and thorough, offering us several abstract

examples of stochastic processes, as well as detailed explanations of the processes and

several other properties, such as the Markov property.

Baxter, Martin, and Andrew Rennie. Financial Calculus. New York: University of

Cambridge, 1996.

This book gave us an in-depth look into concrete and discrete processes, giving us

a solid foundation for further understanding of stochastic calculus. It also offers insight

into normal distributions and a few different models for evaluating stocks.

Online Sources

23
http://www.puc-rio.br/marco.ind/stochast.html#estimation

This source, Real Options in Petroleum, a website created by Marco Antonio

Guimarães Dias as a component of his dissertation for PUC-Rio, focuses on different

approaches to investments in general and offered us outstanding general information as

well as clear graphs and tables that we were able to incorporate into our presentation.

www.maths.uq.edu.au/~kb/sde_notes/SDEs_introduction(1).ppt

This website, from Kevin and Pamela Burrage of the Math Department of the

University of Queensland Australia, offered a step-by-step process that helped in

understand stochastic calculus. It also included some examples, which aided in

understanding more thoroughly what each variable represented and how they affect the

different equations we use.

http://arxiv.org/PS_cache/cs/pdf/0304/0304009v1.pdf

This file, a thesis paper for the University of Manchester written by Gilles Daniel,

was perhaps the best online resource we utilized. It explained essentially everything our

project entailed and went even more in-depth by explaining more advanced models and

by offering several different examples of typical stock market prediction methods. This

was especially helpful in that it gave us clear-cut models to which we later applied

values.

http://www.quantlet.com/mdstat/scripts/sfe/html/sfenode27.html

24
Though relatively concise, this resource, written by an unknown author for

Methods and Data Quantlets, gave us a brief explanation of the use of stochastic calculus

in predicting stock prices. It also touched on normal distributions, which we later used in

our sample predictions.

http://www.fintools.com/docs/Stochastic_Stock_Price_Modeling.pdf

This particular resource, a paper on modeling stock prices submitted to the firm

Montgomery Investment Technology by Sorin R. Straja, Ph.D., offered a great deal of

information regarding different approaches to models of prediction, showing in detail

many we had not found elsewhere.

http://anson.ucdavis.edu/~rsen/index_files/thesis.pdf

This paper, a dissertation for the University of Chicago on modeling stock prices

by Rituparna Sen, was also one of the best sources we used. Though, at times, it went

into the most advanced techniques of modeling stock prices, there were parts in which

this source was absolutely superb with its detailed explanations of probability and its

simulations of possible values stocks can attain.

http://finance.yahoo.com/q/hp?s=TXN&a=11&b=1&c=2003&d=11&e=1&f=2007&g=d

&z=66&y=0

This site, Yahoo Finance, offered us the necessary information to project prices

for the Texas Instruments stock as well as to determine its value for volatility. This

allowed us to create a more concrete example.

25
Predator vs. Prey: Lotka-Volterra Equations

Michael Ahrens and Megan Gornet

Biological interactions, an essential and fundamental concept in our world, result

from the fact that organisms in an ecosystem interact with each other. In the known

natural world, no organism is an independent body completely isolated from its

environment. It is part of its surroundings, which contains living and non living elements

in abundance, all of which interact with each other in some fashion. An organism’s

interactions with its environment are fundamental to the survival of that organism and the

functioning of the ecosystem as a whole. The Lotka-Volterra equations were created and

utilized to model the “predator vs. prey” relationship, an essential correlation in the

balance of our world and its resources. This association, predation, is mathematically

described as a pair of first order, non-linear, differential equations. More specifically,

they are frequently used to describe the dynamics of biological systems in which two

species interact, one a predator and one its prey. They were proposed independently by

Alfred J. Lotka in 1925 and Vito Volterra in 1926, both highly revered mathematicians

for their contributions to the field of population dynamics and mathematical biology.

As previously defined, biological interactions in ecology are the relationships

between two species in a given ecosystem. These relationships can be categorized into

several different classes of interactions based on either the effects of the interaction or the

means by which the interaction takes place. The associations between two species

contrast greatly in terms of these characteristics, specifically in extent and vigor. Types of

interactions include pollination, when species meet once in a generation, or

26
endosymbiosis, when species “live completely within another;” effects of these

interactions vary from one species eating the other, predation, to mutual benefit of both

parties, mutualism. However, these interactions do not require direct contact.

Ecosystems by nature may affect each other through “intermediaries” (e.g. resources or

familiar enemies). Symbiosis is described as a relationship when one organism lives on

or in another, or when organisms are related by “mutual stereotypic behaviors.” This

relationship is essential because almost every organism has numerous internal parasites

that are necessary for proper function. A particular instance of this is Mycorrhiza fungus

living with the roots of plants. The root tips provide the fungus with a relatively constant

and direct access to carbohydrates, such as glucose and sucrose produced by the plant

through photosynthesis. In return, the plant gains the use of the fungi’s larger surface

area. Mycorrhizae improve the mineral absorption capabilities of the plant roots by

taking up water and mineral from the soil. Another type of interaction, competition, can

be defined as an interaction between species where the “fitness of one is lowered by the

presence of another.” In this specific type, there is a limited resource that both organisms

need to survive. Such physical resources are typically water, food, and territory, but

competition can also occur without contact, in both a direct and indirect fashion.

Competition within a specific species is known as intraspecific competition, and

competition between two different species is interspecific competition. An example of

this interaction is trees in the Bangladesh forest. Because the forest is so dense, trees of

all species compete for light. They adapt through creating wider leaves or growing taller.

In ecology, predation describes a biological interaction, specifically where a

predator organism feeds on another living organism(s); the organism(s) being fed on are

27
known as prey. In these situations, predators may or may not kill their prey prior to

feeding on them. The other main category of consumption is the consumption of dead

organic material, or detrivitory. However, the defining characteristic of predation that

surrounds all of these behaviors is the predator’s direct impact on the prey population. In

other words, the unifying theme in all classifications of predation is the predator lowering

the “fitness” of its prey, or the reduction of the prey’s chances of survival and

reproduction. An example of predation, shown unmistakably below, is the lion and the

cape buffalo.

dx
The derivative equation for the prey population is represented by = x(α − β y ) , and
dt

dy
the one for predator population is = − y (γ − δx) . Distributing the x and y-variables
dt

yields the equations:

dx
= α x − β xy
dt
dy
= −γ y + δ xy
dt

Here is an example using rabbits, x, and wolves, y:

28
The “knowns” are:

α = 0.08
β = 0.001
γ = 0.02
δ = 0.00002
x(0) = 1000
y (0) = 40

Substituting these numbers into the given equations yields:

dx
= 0.08 x − 0.001xy
dt
dy
= −0.02 y + 0.00002
dt

These equations are used to graph the fluctuating populations of the rabbits and wolves:

Factoring the x and y-variables back out gives the following equations. Setting these

derivative equations equal to zero gives the equilibrium solutions:

29
dx
= x(0.08 − 0.001 y ) = 0
dt
dy
= y (−0.02 + 0.00002 x) = 0
dt

0.08
y= = 80
0.001
0.02
x= = 1000
0.00002

From here the variable t can be eliminated:

dy dy dx
=
dt dx dt
dy
dy dt −0.02 y + 0.00002 xy
= =
dx dx 0.08 x − 0.001xy
dt

Graphing this function gives the direction field:

The first equation of the Lokta-Volterra equations is the one for prey. This

dx
equation reads = αx − β xy , where x is the number of prey, and y is the number of
dt

predators. α is a positive growth constant of the prey, and β is a positive constant

determining the rate at which the prey is killed by the predator. The presence of

30
predators and prey represented in the term − β xy decreases the growth of the prey. This

equation is significant because it allows for the incorporation of loss of prey due to

predators in determining the growth of a population.

dy
The second equation is the one for predators: = −γy + δxy . Once again the
dt

number of prey is represented by x, and predators by y. The positive constants γ and δ

help determine the growth rate of the predators. γ is a natural death constant for the

predators, and δ is a constant determining the rate of growth of predators. The

term + δxy , which incorporates the number of prey and predators present, increases the

growth rate of the predators. The significance of this equation is that it connects

predator growth with the number of predators and prey present in a system.

These equations are a proper fit for this predator-prey relationship because both of

the derivative equations take into account the prey and predator population at a given

time. The negative effect on prey population growth depends both on the predator and

prey population; the same is true for the predators except that the predator and prey

populations positively affect the predator population growth. Also, if there were no

dx
predators, the change in prey population would reflect the derivative equation = αx ,
dt

thus the prey population would grow exponentially without the presence of predators. On

the other hand, if there was no prey present, the predator population would change by the

dy
derivative equation = −γy . Therefore, the predator population would exponentially
dt

decline until the population became extinct. These equations go hand in hand: what

31
changes in one, affects the other just as population fluctuations effect other populations in

a system.

Best explained through a mathematical medium, it is obvious that the method of

predation is the most successful biological interaction. Because of the Lotka-Volterra

equations, we are given a reasonable model for this essential relationship, particularly

which demonstrates its efficiency and success. Predation, by definition, is the animal

behavior of pursuit, capture, and killing of animals for food. This method stabilizes

population and makes for a stronger ecosystem, balancing our world and its resources.

Bibliography:

Stewart, James. Calculus Early Transcendentals. 6th ed. Belmont: Thomson, 2003. 608-
612.

"Predation." Wikipedia. 10 Dec. 2007. 12 Oct. 2007.


<http://en.wikipedia.org/wiki/Predation>.

"Biological Interactions." Wikipedia. 4 Dec. 2007. 12 Oct. 2007


<http://en.wikipedia.org/wiki/Biological_interaction>.

"Trophic Links: Predation and Parasitism." Predator-Prey Relationships. 02 Nov. 2005.


11 Nov. 2007
<http://www.globalchange.umich.edu/globalchange1/current/lectures/predation/pr
edation.html>.

"Lotka-Volterra Equations." Wolfram Mathworld. 29 Apr. 2003. 13 Nov. 2007


<http://mathworld.wolfram.com/Lotka-VolterraEquations.html>.

Bailey, Regina. "Predator Vs. Prey." About.Com. 2007. 2 Dec. 2007


<http://biology.about.com/library/weekly/aa092001a.htm>.

"Predators." Wikipedia. 10 Dec. 2007. 3 Dec. 2007


<http://upload.wikimedia.org/wikipedia/commons/thumb/3/30/Male_Lion_and_C
ub_Chitwa_South_Africa_Luca_Galuzzi_2004.JPG/250px-
Male_Lion_and_Cub_Chitwa_South_Africa_Luca_Galuzzi_2004.JPG>.

32
Understanding Renal Clearance through Calculus

Megan Eyunni and Dena Rothstein

Renal Clearance deals with the kidney filtering system. “It measures the volume

of plasma from which a substance is completely removed by the kidney in a given

amount of time (Meyertholen).” The liquid which enters the kidney from the plod is

processed and cleaned. Plasma enters the kidney in order to be filtered, and during this

process the other substance (ex. Inulin) is filtered from the plasma and excreted; therefore

the plasma does not contain any of this substance. Renal clearance is of great importance,

as the screening increases for renal problems associated with cardiovascular disease.

(Traynor). One of the main uses of renal clearance is to measure drug excretion, and by

using these equations the rate can be measured. Accurate measurement is difficult, but

the equations focused on deal with exponential decay, dialysis function, and renal

clearance rate.

An overview of the kidney and its function is necessary to understand the

mathematics of renal clearance in connection to flow rate and glomerular filtration. 625

mL of plasma go to the glomerulus, the capillary tuft that surrounded by the Bowman’s

capsule, per minute. “The kidney has several interlinked functions. These depend on

glomerular filtration rate, the unit measure of kidney function (Traynor).” Of the 625

mL, 125 mL are filtered into the Bowman’s capsule, this forms the filtrate. So the

glomerular filtration rate is 125 mL/min. The other 500 mL of plasma is absorbed in the

blood and goes to the peritubular capillaries, the small blood vessels that wrap around the

tubules of the nephron. The 125mL that entered the Bowman’s capsule and filtered, most

33
of the water is returned to the blood. The only ways a substance can make it into the

urine is if it is filtered by the glomerulus and not reabsorbed or if it the peritubular

capillaries secrete the substance into the tubules.

In order to get the main equation we must take the derivative of the equation

which measures the change of a certain (toxic) substance within the body. To calculate

this change it is necessary to find the sum of the substance intake, release, and generation.

We must keep in mind the release will be negative since there is a decrease in

concentration and we are going to take the derivative.

∆mbody = (− mout + m in + mgen )∆t


We know that the volume times the concentration equals the mass of the substance

present in the body and the clearance rate times the concentration equals the amount of

substance that is being released. Having these two other equations allows us to substitute

into the mass equation in order to take the derivative. The intake and release of the

substance combine into a total “m,” and we end up with the rate of toxin removal. The

volume change that results is irrelevant and therefore we obtain the equation below:

dC
V = −K • C + m
dt
This particular equation describes the exponential decay that is used for kidney

function as well as the hemodialysis machine function (Clearance).” In order to find the

rate dC/dt, we must know the clearance rate, the mass generation rate of the substance,

the concentration of the substance, and the total volume. It is used to determine how long

and for how often they are to be on dialysis so they can clear all the toxins. Now it is

34
important to understand that the kidney cannot completely filter all of the substance from

the plasma, but this will be a very accurate estimation.

To find this equation we start with the equation to find ∆mbody. To find the mass

of a substance in the body you just multiply concentration of the substance by the volume

of the body so

mbody = C • V

And the amount of toxin removed is the rate of clearance for the substance times

the concentration of the substance so

mout = K • C s
So then in the mass balance equation simply substitute for mbody and mout

∆ (C • V ) = (− K • C + min + m gen )∆t

Then just group min and mgen together as m. Then divide by the change in time.

∆ (C • V )
= −K • C + m
∆t
And when the limit as ∆t approaches zero is applied, it results in a differential equation.

d (C • V )
= −K • C + m
dt
Then using the chain rule it expands to

dV dC
C +V = −K • C + m
dt dt
And then assume that the change in volume is not significant so it can be set as zero so

the differential equation becomes

35
dC
V = −K • C + m
dt
The solution to this differential equation is

− K •t
m m
C = + (C o − )ℓ V
K K
The ratio of the dialyzer constant, or the rate at which a hemodialysis filters, (k)

multiplied by the time a person is on the dialysis machine (t) this represents the amount

of fluid that passes through the dialyzer. Then to find V you take 60% of the patient’s

body weight (because only the volume of water in the patient is of interest and a person is

approximately 60% water by weight). The ratio of kt to V is used to compare the amount

of fluid that passes through the dialyzer to the amount of fluid in the patient’s body. This

number is necessary to find out if treatment is effective. The ideal kt/v after hemodialysis

is 1.4 and anywhere between 1.2 and 1.6 is considered acceptable.

For example, if the dialyzer’s clearance is 300 mL/min and the patient weighs 78

kg and is on dialysis for four hours, their kt/v will be 1.5.

To figure that out you simply multiply the renal clearance (k) by the time (min) on

dialysis.

Kt = 300mL / min• 240 min


Kt = 72000mL = 72L

Then find 60% of the patient’s body weight.

78 kg • 0.6 = 46 .8kg

This is the patient’s fluid volume.

Then divide the value of kt by the patient’s fluid volume (v)

36
72 L
= 1.54 L / kg
46.8kg

This fictitious patient’s kt/v is a little high which is not as bad as a below par kt/v

(which indicates dialysis was not entirely successful), but the more fluid lost does not

mean treatment was more successful, the removal of to much fluid has a negative affect

on the heart and circulation. If a patient’s kt/v were too low, the patient would either

have to increase the time he/she dialyze or the dialyzer’s clearance rate. If he or she were

to increase the time spent on dialysis, the increase in time would be found by dividing the

patient’s current kt/v by the target kt/v. So a patient with kt/v of 1 would increase his/her

time by 40%.

1.4
= 1.4
1
So if he/she normally dialyzed for 3 hours he/she would now dialyze for 4.2 hours.

The patient could also increase the dialyzer clearance by increasing the rate of blood flow

through the dialysis machine, to achieve this a good access key (the vascular connection

to the machine) is necessary, and often improving vascular access will increase k.

Beyond that, using a large machine that filters 500 or 600 mL/min as opposed to

300mL/min can increase k, Occasionally a patient is attached to two dialysis machines

simultaneously in order to increase the dialyzer clearance.

The equation for finding the renal clearance is presented above. Cu stands for the

urine concentration, Q stands for the urine flow, and CB stands for the plasma

concentration. It is important to recognize that along with this equation a timed collection

of urine must be recorded, then the values of urine flow and concentration can be

calculated. The normal urine flow for an individual is approximately 1.5 ml/min. f the

37
substance is not at a steady plasma concentration, and we are given the following date,

then we can calculate the renal clearance.

For example, using the sample data below we can calculate a clearance rate for an
individual.

Cu • Q
K=
CB
9.0mg / mL • 2.0mL / min
K=
.15mg / mL
K = 120mL / min

The urinary concentration of inulin must be multiplied by the urine flow rate, and then

divided by the plasma concentration of inulin. The final result for the renal clearance of

this individual is 120mL/min. This will help keep track of the patient’s urinary system

and kidney function when compared to the urine flow rates that are collected over time.

The various calculations above demonstrate the exponential decay used for kidney

function (hemodialysis machine), as well as the renal clearance rate. The renal clearance

rate will help to determine the kidney function depending on the urine flow rate and

concentration. In connection to dialysis, we derived the equation and used the ratio of the

dialyzer constant and multiplied this by the time a person is on a dialysis machine. Using

the equation kt/v we can compare the amount of fluid that passes through the dialyzer to

the amount of fluid in the patient’s body. In medical practice is not the calculus that is

used, it is the ratio kt/v, however the meaning of this ratio, the volume of fluid cleared

versus the patient’s fluid volume, would be unknown because it is the result of the above

derivations.

38
The ratio of the dialyzer constant, or the rate at which a hemodialysis filters, (k)

multiplied by the time a person is on the dialysis machine (t) this represents the amount

of fluid that passes through the dialyzer. Then to find V you take 60% of the patient’s

body weight (because only the volume of water in the patient is of interest and a person is

approximately 60% water by weight). The ratio of kt to V is used to compare the amount

of fluid that passes through the dialyzer to the amount of fluid in the patient’s body. This

number is necessary to find out if treatment is effective. The ideal kt/v after hemodialysis

is 1.4 and anywhere between 1.2 and 1.6 is considered acceptable.

39
Works Cited

"Clearance (Medicine)." Wikipedia. 2007

<http://en.wikipedia.org/wiki/Clearance_(medicine)>.

Hochhaus, Guenther. "Renal Clearance: General Notes." Basic Principles of Dose

Optimization I. 2007

<http://www.cop.ufl.edu/safezone/pat/pha5127/notes/Renal_Clearance_2.htm>.

Meyertholen, Edward. "Renal Clearnace." Austin Community College. Dept. of Bio,

Austin CC. 2007 <http://www2.austin.cc.tx.us/~emeyerth/clearancehtm.htm>.

"Renal Clearance Ratio." Wikipedia. 2007

<http://en.wikipedia.org/wiki/Renal_clearance_ratio>.

Schmedlap, Harley. "Renal Clearance Problems." Mammalian Physiology. 2007

<http://www.life.umd.edu/classroom/bsci440/higgins/renal_problems.html>.

"Standardized Kt/V." Wikipedia. 2007

<http://en.wikipedia.org/wiki/Standardized_Kt/V>.

Traynor, Jamie, Robert Mactier, Colin C. Geddes, and Jonathan G. Fox. "How to

Measure Renal Function in Clinical Practice." BMJ. 2007

<http://www.bmj.com/cgi/content/full/333/7571/733>.

40
Lagrangian Mechanics and the Brachistochrone Problem

Cora Bernard

Purpose

This paper discusses three things in relation to differential equations: the

minimization of a functional, independent of the integrand, and the subsequent

application of this principle to Lagrangian Mechanics and the Brachistochrone Problem.

Before exploring these topics, however, background information and mathematical

explanation is necessary.

Background Information

Derivatives

∆y
In calculus, the derivative of y ( x ) is equal to the lim∆x →0 . As ∆x approaches
∆x

dy
zero, the expression approaches y ' . When ∆x = 0, the derivative is . “d” is an
dx

dy
infinitesimal, and in writing , we assume that the limit has already been taken. We
dx

can also assume that ∆y = y ( x + ∆x ) − y ( x ) .

e.g. y = x 2 ∆y = ( x + ∆x ) 2 − x 2

∆y = x 2 + 2 x∆x + (∆x ) 2 − x 2

∆y = 2 x∆x + (∆x ) 2

∆y
divide both sides by ∆x = 2x + ∆x
∆x

dy
∆x =0 = 2x
dx

41
as shown above, only the terms with ∆x to the first power (terms that are linear in regard

to ∆x ) will affect the derivative. We can neglect any term with ∆x to a greater power

than one. After we divide both sides of the equation by ∆x , these terms will still have

∆x as a component, and ∆x goes to when we take the limit and is zero when we write

dy
.
dx

∆y dy  dy 
We also know from this that ≈ and therefore ∆y ≈  ∆x . Instead of
∆x dx  dx 

 dy 
writing an approximation, we can write a true statement dy =  dx . dy and dx are
 dx 

infinitesimals, which means, essentially, that a minute change has been made to y and x

dy
respectively, and is the derivative of y with respect to x . Having now proven the
dx

 dy 
validity of the relationship dy =  dx , we can move onto more complicated calculus.
 dx 

Functionals

In calculus, we are used to working with functions that are essentially machines

into which you plug in a value for an independent variable, x , and get out a value for the

dependent variable, y . In calculus of variation, however, we work with functionals.

Whereas functions give a relationship between two or more variables, functionals give a

relationship between a function and a variable. We plug a function into a functional and

get out a value. In calculus a derivative tells us how a functions changes when we change

the independent variable. A derivative in calculus of variations tells us how our

functional changes when we change the function upon which it depends.

42
A common functional that we use in general calculus is the integral,

I[ f ] = ∫
b

a
f (x)dx . When we integrate, we set up a functional into which we plug a

function, f ( x ) , and when we evaluate between two limits, we get a numerical value for

the functional, I[ f ]. In calculus of variation, we are not limited to integrating just f ( x ) .

We can plug any variation of our function into the functional, just as, in general calculus,

we can derive any form of y ( y ', y '') with respect to x . For instance, we can set up the

 df 
functional I[ f ] = ∫  dx f ( x ) • f ( x ) • dx , which changes with respect to changes in both
b

df
f ( x ) and its derivative, f ( x ) . To minimize I[ f ], we would find the function whose
dx

integral gives a minimal value between (x a , y a ) and (x b , y b ).

Partial Derivatives

A function can depend on more than one variable. For instance, the function

f (x, y ) is dependent on both an x and y variable. If we look at the general equation of a

circle, a = x 2 + y 2 , we see that here f (x, y ) = x 2 + y 2 . Technically, all polynomials are

functions of multiples variables we just chose to treat many of the variables as constants.

When we take the derivative of the function f ( x, a, b, c ) = ax 2 + bx + c , we take it with

respect to x ; a , b , and c are treated as constants.

In calculus of variation it becomes especially important to take partial derivatives,

meaning that we take the derivative of a function with respect to one variable while

∂f
treating all others as constants. For instance, in the case of a circle, we could write ,
∂x

df
which means the partial derivative of f (x, y ) with respect to x . It is just like writing
dx

43
∂f
except in the first we are treating y as a constant. For f (x, y ) = x 2 + y 2 , = 2 x while
∂x

∂f
= 2 y . For a more complicated function such as f (x, y ) = y 2 x 3 + 3y 3 x ,
∂y

∂f ∂f
= 3 y 2 x 2 + 3 y 3 and = 2 x 3 y + 9 xy 2 .
∂x ∂y

∂ ∂f ∂ ∂f
An interesting property of partial derivatives is that = . If we look at
∂y ∂x ∂x ∂y


our previous example, we can show this by setting (3 y 2 x 2 + 3 y 3 ) equal to
∂y


∂x
(2 x 3 y + 9 xy 2 ). Sure enough, 6 x 2y + 9 y 2 = 6 x 2y + 9 y 2 . Thus, mixed partial

derivatives are equal as long as the function is continuous. In the rest of the paper,

however, we will only be doing first partial derivatives, so we do not need to further

examine this aspect of them.

The important thing for us to understand about partial derivatives is that, for the

∂f ∂f
function f (x, y ), df = dx + dy . This means that the derivative of f with respect o
∂x ∂y

x and y is equal to the sum of the partial derivative of f with respect to x and the

partial derivative of f with respect to y . We obtained this formula by looking back at

df
our general function f ( x ) for which df = dx . When taking the partial derivative, we
dx

follow the same procedure and simply do it with respect to each variable. If we were

making finite changes in the function f (x, y ), then our definition of df would be much

more complicated and involve terms with a derivative of f with respect to both x and y ,

but since we are looking an infinitesimals, we simply take the sum of two single-variable

44
terms. This is because, like we discussed in the derivative section, we make the

assumption that all non-linear ∆x terms are zero when we use the notation d .

Part I: Finding the Extremum of a Functional

If we begin with the function x ( t ) , then we can construct the functional,

I[x ] = ∫ f [x (t), x ' (t)]dt , for which I[x ] depends upon both
t2
x ( t ) and the derivative of
t1

x ( t ) . We set the limits for the functional as t1 and t 2 , where x ( t1 ) = x1 and x ( t 2 ) = x 2 .

We want to minimize I[x ] and find a generic formula for the minimization of any

functional that depends on both x and x' .

To minimize I , we find the extremum and assume that the extremum is a

minimum. We know that in calculus, we find an extremum by taking the derivative of

dx  dx 
the function and setting it equal to zero, = 0 . We also know that dx =  dt .
dt  dt 

dx
Therefore, if is equal to zero at the extremum, then dx = 0 .
dt

Before we find the extremum mathematically, however, it helps to understand the

following graphical interpretation. In blue, we have graphed x(t) and specified (t1, x1 )

and (t 2, x 2 ) . The graph of x(t) + δx(t) is shown in read, also with the same starting and

ending points, (t1, x1 ) and (t 2, x 2 ) . In calculus of variation we use the lowercase delta, ∂ ,

to signify an infinitesimal change in a function. Thus, while dx would mean a change in

the value of variable x , δx(t) means a change in the function x(t) . The graph illustrates

our initial function, x(t) , and an infinitesimal change to that function, x(t) + δx(t) . We

know that we are at a extremum for the function if an infinitesimal change in x(t) does

not change the value of the functional.

45
δx(t) is an arbitrary infinitesimal function with which we make out new function

x(t) + δx(t) . In calculus, the definition of arbitrary is that an infinitesimal change is

either positive or negative. In calculus of variation, arbitrary means that an infinitesimal

change can be either positive or negative anywhere on the graph. This we illustrated

above, as the curve of x(t) + δx(t) is both greater than and less than x(t) at different

points of t on the graph. The only conditions we set to our arbitrary function are that

δx(t1 ) = 0 and δx ( t 2 ) = 0 . This makes sense because even though we are varying the

function, we do not vary the limits of the functional, or, in other words, the pathway must

still begin and end at the same points.

Now, in order to find the extremum of our functional, we must make an

infinitesimal change in it and set that equal to zero. To begin with, we find an expression

for the change in I [x ]. This we can say is dI [x ] = I f − I o , which is equivalent to

I[x + δx ] − I [x ]. The expanded version is ∫ ∫


t2 t2
f (x + δx, x'+δ (x'))dt − f (x, x')dt .
t1 t1

Before we go on we need to clarify what δ (x') means. In words, it is the change

in the derivative of x(t) . Mathematically, we represent that by writing

d d
δ ( x ') = (x ( t ) + δx (t )) − x (t ) . We can then expand the left term and simplify.
dt dt

d d d
δ ( x ') = x ( t ) + (δx (t )) − x (t ) and thus δ (x') = (δx)'. Q.E.D. The change in the
dt dt dt

derivative of x is equal to the derivative of the change in x —a seemingly simple

statement, but one that is important to understand.

Now we can go back to our finding the extremum of our functional. We combine

our two integral terms to get the equation dI [x ] = ∫ [ f (x + δx,x'+δ (x'))− f (x,x')]dt . If
t2

t1

46
we look at the expression inside the brackets, we notice that this is simply df :

df = f ( x + δx, x '+δ ( x ')) − f ( x, x ') . We also know, from our work with partial

∂f ∂f ∂f ∂f d
derivatives, that df = δx + δx ' . This can be rewritten as df = δx + (δx ),
∂x ∂x ' ∂x ∂x ' dt

d
since we showed above that (δx)' is equivalent to (δx ) or δ (x').
dt

The new expression for the derivative of I[x ] when we make our partial

∂f ∂f d 
derivatives substitution is dI [x ] = ∫ ∂x δx + ∂x ' dt (δx )dt . We can look at the right
t2

t1

hand term as a separate integral which we integrate by parts:

∂f v = δx
u=
∂x '

d  ∂f  d
du =   dv = (δx )dt
dt  ∂x '  dt

We write the derivative of our u term in a way helpful for our later calculations but

uncommon in calculus. If we say that u = x 2 , then we would say that du = 2 xdx , but we

d 
could also write this as  x 2 dx : the derivative of the function being integrated with
 dx 

respect to the variable of integration, a technique that we have chosen to use above.

Therefore, using integrations by parts, we see that

∂f d ∂f d  ∂f 
t2

∫ (δx )dt = ∫
t2 t2
δx +   • δx • dt . We can substitute this back into our
t1 ∂x' dt t ∂x'
1
t1 dt  ∂x' 

 t2  ∂f d  ∂f    2 ∂f
t

initial expression for dI[x ] and we get dI[x ] =  ∫  δx −  δx dt+ δx . We


 t1  ∂x dt  ∂x'    t1 ∂x'

∂f
t2

know that δx = 0 because, as we said before, δx(t1 ) = 0 and δx ( t 2 ) = 0 .


t1 ∂x'

47
Our expression for dI[x ] is even further simplified by factoring out a δx :

 ∂f d  ∂f 
dI[x ] = ∫
t2
 −   •δx • dt . Now, to find the extremum, we say that dI = 0 and
t1
 ∂x dt  ∂x' 

 ∂f d  ∂f 

t2
0=  −   • δx • dt . This means that for any function of δx , the integral is
t1
 ∂f dt  ∂x' 

∂f d  ∂f 
equal to zero. In order for this to be true, it must always be true that −   = 0 for
∂f dt  ∂x ' 

any value of t . It helps to look at this mathematical relationship in simpler terms.

Suppose we say that the integral of the product of two functions, g(y) and h( y ) , is equal


y2
to zero, 0 = g(y) • h(y) • dy . If we say that with any variation of h( y ) , the integral
y1

still equals zero, in other words, h is arbitrary, then we know that g(y) must always, in

every case, be zero.

∂f d  ∂f 
−   = 0 is an extremely important equation, one that will help us
∂f dt  ∂x ' 

minimize complicated functionals in Parts II and III. In Physics, we call it the Euler-

Lagrange equation.

Part II: Applying Part I to Lagrangian Mechanics

Background

Joseph Louis Lagrange is credited with creating Lagrangian mechanics, which is

essentially a modification to classical mechanics, in 1788. Lagrangian mechanics uses

both the principles of the conservation of mechanical energy as well as principles from

the conservation of momentum. Lagrange posited that objects move in paths that

minimize their action, action here meaning the difference between total kinetic energy

( KE ) and total potential energy ( PE ). Lagrangian mechanics is an alternative to

48
Newtonian mechanics, a method to solve problems that can be exceptionally and

unnecessarily complex in certain problems. For instance, electro-magnetic fields do not

follow Newton’s Laws and thus Lagrangian mechanics can be used instead. Or consider

a scenario in which a ball rolls down a slope as the slope slides along a frictionless track.

This is a non-inertial frame of reference and once again Newton’s Laws do not apply.

In the following mathematical explanation, we will validate Lagrangian

mechanics by showing that Lagrange’s principle that particles move to minimize their

action is equivalent to Newton’s Second Law, F = ma. Thus, we will show that using

either Lagrangian or Newtonian mechanics will give us the same final result.

Mathematical Explanation

Let’s begin by looking at the path of a particle from point A, (x a , y a ,z a ), to point

B, (x b , y b ,z b ). We want to know how this particle will move and what function will

describe its motion. We will choose time, t , as our independent variable. The path is

thus x(t) or x, y,z(t). To simplify, we will chose x(t) . The functional of this path

through time is the action, and particles move to minimize the action.

We also know another thing about the action, A[x ]: it is equal to the integral of

the Lagrangian, L , between time t1 and t 2 . We also know that the Lagrangian is equal

difference of the kinetic energy and the potential energy, L = KE − PE. Thus,

A[x ] = ∫ [(KE ) − (PE )]dt .


t2

t1

Now, if we examine KE and PE closer, we see that they are both functions of x ,

which of course makes sense since we know that the action is the functional of x or some

dx
version of x . We know that KE = 12 mv 2 and the v = , or, as we write it in physics,
dt

49
v = xÝ, the dot above the x here marking it as derivative with respect to time. Thus,

KE = 12 mxÝ2 . We also know that PE = 12 kx 2 for a mass on a spring or = mgx if x is a

vertical height, and, in general, it can be written as U(x). And since L = KE − PE, we

see that L is a function of both x and xÝ. Therefore, A [x ] = ∫


t2
L(x,xÝ)dt . This of course
t1

looks very familiar to our original functional from Part I except before the function

dependent on x and xÝwas annotated by f and is now L , and the functional, previously

I for integral is now A for action.

Now we can use the Euler-Lagrange Equation that derived in Part I:

∂L d ∂L 
−   = 0 where L = 12 mxÝ2 − U ( x ) . The derivative of L with respect to x is
∂x dt ∂xÝ

simply −U(x) , and the derivative of L with respect to xÝis mÝ


x or momentum. Now we

dU d
have − − [mxÝ] = 0 . The slope of the graph of a potential energy curve is always
dx dt

d2x
−F and the derivative of velocity is acceleration, a = xÝ
Ý= 2 . We are thus left with
dt

F − ma = 0 or F = ma, Newton’s Second Law. F = ma is a second order differential

equation. Like all second order differential equations it requires two additional pieces of

information to specify the problem completely. Usually, these are v o and x o , but in this

case we are more concerned with x o and x f .

50
Part III: Applying Part I to the Brachistochrone Problem

Background

The Brachistochrone problem asks a relatively simple intuitive question, but one

that can only be proven using calculus of variations. Suppose I roll a ball along a 2D

track so that the ball will only move horizontally and vertically. Assuming that the initial

velocity is zero, gravity is the only force that acts on the ball, and that the track is

frictionless, what track will allow the ball to get from the starting point to ending point in

the least amount of time. In order to

solve this, we will have to set up a

functional since we are trying to find

the function (not the variable) that

will minimize time.

First, we can look at the problem graphically. To start, we mark two points,

A (x a , y a ) and B (x b , y b ), in Quadrant I of the Cartesian Plane. The track we draw

between them here is the curve of some


9

8
function, f ( x ) , upon which the time, in
7
this case our functional, depends.
6

5 Path 1 Intuitively, we know that if we draw a


Path 2
4 Path 3

3
straight line, the ball will eventually get
2
from A to B, but, using principles of the
1

0 Conservation of Potential Energy, we


0 2 4 6 8

know that a steeper slope at the

51
beginning will give the ball a greater KE and thus greater velocity: the greater the

velocity, the less the time. However, if we make the curve too steep, then we will end up

increasing the distance since the ball must not only travel down but back up as well: the

greater the distance, the greater the time. Thus, we can assume that the graph we want is

somewhere between a line with constant slope and a curve with incredibly steep slope.

This is illustrated in the example to the right in which our curve of choice is drawn in

yellow.

The optimal curve is officially named the Brachistochrone curve, also known as

the curve of fastest descent. We can solve the problem now with calculus of variations,

but it caused much confusion in the middle ages and even up until the eighteenth century.

In 1638, Galileo asserted in his Two New Sciences, that the optimal curve was the arc of a

circle. This is incorrect. The actual curve is the path of cycloid, a curve generated by

the tracing of the radius of circle as it rolls horizontally.

In 1696, Johan Bernoulli solved the problem after closely analyzing the solution

to the tautochrone curve, a

problem somewhat similar to

the brachistochrone one for

which the solution is also a

cycloid. After solving it, Bernoulli posed it as a question in the journal Acta Eruditorum.

Four prominent mathematicians of Bernoulli’s time submitted solutions: Isaac Newton,

Bernoulli’s brother, Jakob, Gottfried Leibniz, and Guillaume de l’Hopital. l’Hopital’s

excepted, the solutions were published in 1697, also in Acta Eruditorum. Newton and

52
Leibniz, famous for their rivalry, laid similar claims to having solved the problem first

and bickered over the calculus used to find the solution as well.

Jakob Bernoulli hoped to outdo his brother and thus created a new, more difficult

version of the Brachistochrone problem. In order to solve it, Jakob Bernoulli was forced

to develop a new branch of calculus, one that was later enhanced by Leonhard Euler into

calculus of variations in 1766. Joseph-Louis Lagrange, mentioned in Part II, further

developed Bernoulli’s and Euler’s work into the infinitesimal calculus we use today.

Mathematical Explanation

While the actual path of the ball in the Brachistochrone problem is located in

Quadrant I, it is mathematically
0 1
0 1 2 3 4 5
easier to place it in Quadrant IV
-0.002

while using calculus of variation -0.004


1.3
to find the solution. We assume -0.006
+y

y(x)
-0.008
that x increases as we move
4.5
-0.01 2
right and that y increases as we 2.5 4
3 3.5
-0.012
move down. The graph to the
-0.014

right shows a possible pathway, x

y(x).

Using conservation of energy, we can find the velocity at a specified point, (x, y),

as a function of the height, y . If we know the function, y(x), then we can also find

∆x
velocity as a function of x . We know from simple kinematics equations that = t,
v

distance over velocity equals time. Using what we know, we can use this formula to write

53
ds
= dt where ds is the infinitesimal distance along the pathway, v is the ball’s velocity,
v

and dt is an infinitesimal amount of time in which some function of x . We know that

ds = 1+ ( dy 2
dx ) dx and that v is some function of the derivative of x . If we take the

ds 1+ ( dy
dx )
2

integral of both side, ∫ v


= ∫ dt , we obtain the relationship T [y ] = ∫ v
, where

T [y ] is total time, a functional of the function y(x).

Once again we want to minimize a functional because we want to the find what

function will give us the minimum amount of time to get from ( x1, y1) to ( x 2 , y 2 ) . Since

dy
= y' , we can rewrite the infinitesimal distance traveled as ds = 1+ ( y ') 2 dx . We can
dx

also fin an expression for the velocity. We know, according to the law of conservation of

energy that at the point (x, y) between ( x1, y1) and ( x 2 , y 2 ) , ∆E = 0 , and therefore

∆(PE) + ∆(KE) = 0. Thus, −gy = − 12 v 2 and v = 2gy .

1+ (y') 2
Our functional is now T [y ] = ∫
x2
dx . We write the limits as x1 and x 2
x1 2gy

instead of coordinate points since we are integrating with dx in regard to x . Once again

we have the integral of a function that is dependent on both y and y' so we can use the

 1+(y')2 
∂ 1+(y' )2
d  ∂ 2gy  = 0 and can then

2gy
Euler-Lagrange equation. We set it up as
∂y dx  ∂y' 
 

 1+(y')2  1+(y')2 
1 1 ∂ d ∂  = 0. We can divide

y y
factor out from both terms: 
2gy 2g ∂y dx  ∂y' 
  

1
through both sides of the equation to get rid of and we are left with
2gy

54
 1+(y')2 
∂ 1+(y' )2
d ∂  = 0 . Knowing that d y = y' and d y'= y'' , we can simplify the

y y

∂y dx  ∂y'  dx dx
 

left hand side of the equation to 2y • y''+(y') 2 + 1 = 0. This is an equation for a cycloid

C
that is equivalent to the more traditional cycloid function, (y') 2 = −1. This tells us that
y

when y = 0, y'= ∞. This of course fits with the curve of cycloid, which has an infinite

slope where the radius of the circle touches the x -axis.

Works Consulted

Boas, Mary L. Mathematical Methods in the Physical Sciences. 3rd. Hoboken, NJ: John
Wiley & Sons, 2006, as explained by Claude Bernard.

Wikipedia. 2007. 1 Jan 2008 <http://www.wikipedia.org/>.

Cora Bernard
Dr. Pais
AP BC Calculus
January 7, 2008

55
A Journey Along a Bézier Curve
Michael Sherwood and Frank Trampe

A Bézier curve is a parametric curve that is very important in computer


graphics. The curve itself is a parametric curve defined using a certain
amount of given points. For example, imagine three points P1, P2, P3 with a
straight line drawn between P1 and P2 and a straight line connecting P2 and
P3. A line would be constructed with points Q1 and Q2 beginning on points
P1 and P2 respectively. Point Q1 would then move along the line P1P2 and
point Q2 would move along the line P2P3 respective to time, hence
parametric. An imaginary straight line between Q1 and Q2 would be drawn
with a time-dependent slope; it is from this slope that the curve is drawn. If
more initial points were added, then another set of points would be added to
the first line derived, the same method would be applied to find the time-
dependent slope of this new line, and the curve would be drawn from the
newly calculated slope. In short, 3 points yields one slope line and is called
a quadratic, 4 points yield two slope lines (the first being the slope of the
initial 4 points and the second being the slope of the first slope line) and is
called a cubic, and so on and so forth. Looking at the graphical depiction of
a Bezier curve, we determined that a function produced from integrating the
slope of the final line would produce a function identical to that produced
from scaling a point along that line. Thus the derivative of the curve should
be equal to the slope of the final line; and thus the final line is always
tangent to the curve.
Born in Paris, Pierre Bézier received degrees in both electrical and
mathematical engineering. Following this, he obtained a PhD in

56
mathematics from the University of Paris. Leading a relatively uninteresting
life, Bézier began working as an engineer for Renault. It was at this point
that Pierre Bézier designed a system for modeling smooth curves
mathematically. Bézier curves (and Bézier surfaces) were very helpful in
designing automobiles. Bézier and some friends designed an automated
design system called UNISURF CAD CAM which employed Bézier
surfaces and curves for facilitating the creation of complex designs.
Following a 42-year career at Renault, Bézier was recognized by ACM
SIGGRAPH with a “Steven A. Coons” award for his outstanding lifetime
contribution to computer graphics. Pierre Bézier died 11 years after he had
reached the peak of his fame. The application of this is very simple: Bézier
curves are generally used when smooth curves must be drawn. The very
nature of the Bézier curve allows the creator to manipulate the curve
infinitely in an intuitively simply way, resulting in a curve that is perfect for
each independent application.

The following function scales a value


between two specified values for a scaling value
between 0 and 1.

This function scales between two points on a Cartesian plane.

First we are building a scaling-based model of the curve.

These are the 5 base points of a quartic Bezier curve:

57
The scale function is applied to the five points to get a scaled set of
four points; these four points form the second tier of points which will be
scaled to form the final equation for a Bezier curve.

The previous four points are then scaled to yeild three points which
form the third tier of points, brining us ever closer to the final function.

The following is the fourth tier of points.

58
The fifth and final tier gives the function for the Bezier curve.

59
The previous funtion was then condensed to form a parametric
representation of the Bezier curve.

The x and y-coordinates of the parametric Bezier curve were


differentiated in order to find the slope at any time, t. Dividing the x and y
parts of the differentials yield the final differential equation for the Bezier
curve.

60
We hypothesized that a curve produced from the slope of a line from
the fourth tier points would produce a curve a curve equivalent to scaling a
point between the fourth tier points, i.e. the fifth tier.

61
Close examination of the two equations above show that they are
indeed equal, proving our hypothesis. Below is a graph of a Bezier curve
produced by five random points (0,8) (4,8) (0,0) (8,4) (8,0). The Bezier
curve is shown as a bolded line, and the 9 other lines represent the other four
tiers in the Bezier curve. The points in each tier are scaled according to the
points in the previous tier.

62
63
In order to check our proof, the same process was used to compare the
slope of the line between the fourth tier points and the equation of the fifth
tier, produced by scaling the fourth tier points.

To find the slope, we divide the differential of the y component by the


differential of the x component.

64
This is the differential equation for the slope of the final line for a
given set of points and a given t-value:

This is the differential equation for the Bezier curve:

65
The two expressions are equal. If based upon the same points, and
both have the same starting point, the curves will be identical.

Works Consulted
Lancaster, Peter. Curve and Surface Fitting: An Introduction. London:
Academic Press, 1986.
Global community. Bezier Curve. 14 December 2007. 1 December 2007
<http://www.en.wikipedia.org/wiki/B%C3%A9ZA_curve>.

66
Newton’s Law of Cooling

Robert Birkenmeier and Brendan Lyss

Sir Isaac Newton was a man of science and math that always had a curious mind

and will power to figure world physics with little resources. His ability to construct

equations and laws during his time that still are applicable to today’s society is simply,

remarkable. His famous three laws and less known law of heating and cooling are

scientific and mathematic wonders that help students in their classrooms today. How he

developed his law of heating and cooling is not apparent and scrutinized. Despite the

complex equation that we associate with Newton’s law is in fact derived from his original

theory not developed by Newton himself.

He was the first to believe the relationship for the

energy flow rate due to convective heat transfer at the

interface between a solid object and a fluid environment.

This means that he studied the loss of an objects heat is

proportional to the temperature of the objects

surroundings, further meaning that the temperature will

most likely rise and fall in a proportional rate until it is at

or in the proximity of the environment. The experiment that lead to this finding is still

investigated, however is assumptions were correct and poring to make Newton a pioneer

of math and science in the past and today.

67
The rate of change in temperature (T) in an object is proportional to the difference in
temperature between the object and the surrounding temperature (S):

∆ T is proportional to the difference (T – S); as (T – S) decreases the rate of change


lessens

Also the limit of T as time  ∞ is S.

Graphically this appears as an exponential decaying line:

Temp
(T)

∆T
Thus would give the slope of the tangent line at any point, describing the rate
∆t
of temperature change at a given time. This would also be defined as the first
derivative of the equation for T(t), T'(t). We know that T'(t) is proportional to (T –
S).
Given some constant k, such that k>0 and since we the object cools with time:

T'(t) = -k (T(t) – S)

Or

T'
= -k so long as T(t) – S ≠ 0
(T(t) - S)

68
T'
Again = -k so long as T(t) – S ≠ 0
(T(t) - S)

This equation can be solved to

ln T(t) - S = -kt + C

Which equals

T(t) - S = (e-kt) (ec)


At To  T(t) – S = ec therefore:

T – S = (To – S) e-kt or T = S + (To – S) e-kt

We have arrived at Newton's Law of Cooling:

T = S + (To – S) e-kt

Another way to derive this is equation is using the exponential decay equation:

dT
= -ky which solves to y(t) = y(0) e-kt
dt

if y = T(t) – S then by substitution

T(t) – S = (To – S) e-kt or

T = S + (To – S) e-kt

Still another way to look at the equation is:

dT
= -k (T - S) since y = (T – S) can be rewritten as T = (y + S) we can
dt
substitute (y + S) for T yielding:

dT d(y + S) dy dS
= = + but S is a constant so dS = O therefore
dt dt dt dt

dT dy
= which is the exponential decay equation so that we get:
dt dt

69
dy 1
= -ky or ( ) dy = -k (dt) this solves to :
dt y

ln T(t) - S = -kt + C

as above ln T(t) - S = -kt + C the same equation shown in the first example
which solves to:

T = S + (To – S) e-kt

Newton’s law of heating and cooling has been applied to many aspects of modern

day life. We learn about it in classrooms, apply it to every day jobs, even forensic

science. Without Newton’s law being able to determine how long a dead body has been

dead for would be a significant problem leaving a gaping hole in an investigation.

Forensic scientists and investigators can find out when a person was killed by, taking the

body’s internal temperature, than comparing it to the outside external temperature while

simultaneously keeping the time at which such tests are completed. Then using what we

know about normal human temperatures (approximately 98.6 degrees Fahrenheit) and

plugging the finding into Newton’s equation T(t)= Te + (To- Te) e-kt. Where T(t) is the

temperature of the body at time t and Te is the constant temperature of the environment,

To is the initial temperature and k is a constant that depends on the material properties of

the body. Without Newton’s law of Heating and cooling forensic scientists would have a

much harder time at evaluating the time of death for any one person.

70
There are many more examples of Newton’s law of cooling. For example how

long it will take for ice on one’s driveway or roadways to melt based on the temperature

outside. To solve this problem it is the same technique for the dead body and a sheet of

ice.

An example of the use of Newton's Law to determine the time of death.

There is a crime where a man is found murdered in his apartment. The coroner

measures the temperature of the body at 7 a.m. and records 72.5o, 1 hour later the body is

72.0o. The thermostat in the house is set to keep the air temperature at 70.0o

We have then: To = 98.6o; T(t) = 72.5o, T(t+1) = 72.0o, S = 70.0o

Plugging these values into T = S + (To – S) e-kt we get:

72.5 = 70 + (28.6) e-kt and

72.0 = 70 + (28.6) e-k(t +1) simplify and divide these equations yields:

2 .5
e-k = thus k = - 0.233 plug this into 72.5 = 70 + (28.6) e-kt and solve
2 .0
we find that approximately 10.92 hrs have elapsed since the time of death, therefore the

man died around 8:00 pm the previous night.

71
Works Consulted

http://www.ugrad.math.ubc.ca/coursedoc/math100/notes/diffeqs/cool.html

UBC Calculus Online- This source gives a description of the definition of Newton’s law
along with some applications of the law. It gives problems for the reader in order to
explain in full derivations of Newton’s law of heating and cooling.

http://www.ncsec.org/team3/history.htm

National Computational Science Leadership Program- This gives a short explanation on


what we know about Sir Isaac Newton and how he discovered his Law of heating and
cooling.

http://gershwin.ens.fr/vdaniel/Doc-Locale/Cours-Mirrored/Methodes-
Maths/white/deqn/a1/deadtime/deadtime.html

Dr. J R White UMass-Lowell- Explanation of the application of forensic science and how
Newton’s law can help determine how long a person has been dead for.

Themes for Advanced Calculus- Text book explaining Newton’s law of cooling but also
allowing learning of how the explanation of the law is derived into an equation.

http://www.rose-hulman.edu/fc/lc/functions/exp/newton.html

Rose Hulman Institute of Technology- Explanation of functions derived from Newton’s


law of heating and cooling.

72
Millennium Force: Calculus and Roller Coasters

Emily German, Rachel Simon, and Dominique Zotos

For our senior calculus final project, we decided to find a real roller coaster,

discover its equation, and create a graph in order to utilize the calculus skills we obtained

this semester. We chose to analyze a famous Cedar Point roller coaster: Millennium

Force. We knew from the beginning that we were not going to be able to recreate the

entire coaster since there was simply not enough information available about all of its

peaks and valleys; the only information that we could obtain through the amusement

park’s website were the heights of the first three hills and the length of the entire roller

coaster, all measured in feet. After analyzing a miniature picture of the coaster’s layout

(see image below), we decided to graph and analyze just the first three hills of

Millennium Force.

We began the process by sketching a qualitative graph of this picture, first

“flattening” the coaster to make it two-

dimensional; we then entered in the y-

values of the three peaks and two valleys.

Then we were confronted with a serious

problem: we could not find an equation

for this graph until we obtained the x-

values of its peaks and valleys. In order to

find the x-values, we would have to find

the length of the graphed portion of the coaster in comparison to the length of the entire

73
coaster. In order to do this, we took the miniature picture of Millennium Force, broke it

down into small pieces, and measured its length in centimeters. We then measured the

portion of the graph we wanted to analyze and found its length in relation to the entire

track, and then converted this value into feet. Next we broke down the portion of the

graph we were going to analyze into each of the three hills, then found the length of each

hill as a percentage of the entire graphed portion. Finally, we converted all of these

values into feet. Once we had the length of each bump of the track, we divided each

bump in half and used the Pythagorean Theorem to find the approximate horizontal x

value for each half bump.

Finally, we found the

lengths of x and matched

each with its corresponding

y-value. We now had all

the coordinates of the peaks

and valleys needed to graph

the equation.

The graph that we

created from the three

peaks and two valleys of

Millennium Force,

however, did not translate into one complete function, but an amalgam of seven different

functions. Dr. Pais, therefore, took the coordinates we obtained and, through a program

called Maple Graphing Calculator, divided the graph into seven individual piecewise

74
functions. He then carefully connected the functions so that they created one continuous

graph with all the correct peaks and valleys of our initial drawing of Millennium Force.

Despite its similarities to the real Millennium Force, our graph and equations are

obviously only a two-dimensional approximation of the roller coaster, and thus lack the

coaster’s physical characteristics. As a warning, therefore, nobody should try to ride this

version of Millennium Force!

Once we had obtained the seven equations, we were then free to use what we had

learned in calculus and apply it to our graph and seven functions (see attached chart). We

first found the derivative of each equation by using the sum of functions rule. We then

found the second derivative of each equation

by again using the sum of functions rule. At

first we encountered problems while graphing

the derivatives: when we graphed the original

equations and the derivatives on a graphing

calculator, only f(x) would appear on the

graph. After discussing the problem with Dr.

Pais and using Maple, however, we discovered

that the derivative did not show up on the calculator because of a huge discrepancy in

size: while the highest point of f(x) was over 200 feet, the highest point of f’(x) was

under 5 feet! With a more sophisticated program, however, the graph of the derivative

became clearly apparent, as is shown in the picture above.

We then found the bump points of f(x) by setting f’(x) to zero and finding its x-

intercepts, for the x-intercepts of f’(x) are equal to the x-values of the bump points of

75
f(x). We then found the inflection points of f(x) by setting f”(x) to zero and finding its x-

intercepts, for the x-intercepts of f”(x) are equal to the x-values of the inflection points of

f(x). What we encountered, however, was that a number of the x-intercept values of f’(x)

and f”(x) were not part of the roller coaster graph, for the inflection points and bump

points were not necessarily within the graphed portion of each function; therefore, we

noted in the data chart which x-values appeared on the graph and which were outside of

the restricted domain of each function.

Lastly, we found a tangent line for each equation, or a linear y=mx+b equation

that touches f(x) at one point; we did this by substituting an x-value into f(x) to find the

slope, then substituting the slope, x-value, and y-value into y=mx+b to find b, or the y-

intercept.

Rachel, Dominique, and I chose to study roller coasters because of our interest in

coasters and their strong association with the mathematics of calculus. Learning about the

structure of a real-world roller coaster was an eye-opening experience because it showed

us that calculus is not just a theoretical subject, but an important tool that is frequently

used in the real world.

Millennium Force Roller Coaster Data

Function 1:
F1 f(x): -.0000005891304713x^3 – .003189401306x^2 + 2.042977339x

1) Finding Derivative and Second Derivative:


f´(x): 3(-.0000005891304713)x^2 – 2(.003189401306x) + 2.042977339
f"(x): 6(-.0000005891304713)x – 2(.003189401306)

2) Finding Bump Points of f(x):


x = -3905.162386 and 296  296 is a bump point of the function!

3) Finding Tangent Line at Point: (400, 269.18)

76
-.0000005891304713(400)^3 – .003189401306(400)^2 + 2.042977339(400)
m = 269.1823765
269.18 = (400) (269) + b
b = -107403.7706
y= 269x - 107404

4) Finding Inflection Points of f(x):


f"(x) = -.00000353478283x -.0063788026
.0063788026 = -.00000353478283x
x = -1804.581193  Not in graphed portion of function!

Function 2:
F2 f(x): -.00002312230474x^3 + .05902030372x^2 – 45.93884257x + 11320.52204

1) Finding Derivative and Second Derivative:


f´(x): 3(-.00002312230474)x^2 + 2(.05902030372)x - 45.93884257
f"(x): 6(-.00002312230474)x +2(.05902030372)

2) Finding Bump Points of f(x):


323.5239497 and -2028.208422

3) Finding Tangent Line at x=550


(550, 60.826989)
y=-2.000000026x+1160.827003

4) Finding Inflection Points of f(x): -916.9353634

Function 3:
f(x): -.000006807053813x^3 + .01509277567x^2 – 10.48992579x + 2338.776589

1) Finding Derivative and Second Derivative:


f´(x): 3(-.000006807053813)x^2 + 2(.01509277567x) – 10.48992579
f"(x): 6(-.000006807053813)x + 2(.01509277567)

2) Finding Bump Points of f(x):


x = -.290.4449983 and 1768.593706  not in graphed portion of function!

3) Finding Tangent Line at Point x =750


F’’(x)=3(-.00002312230474)7502+2(.05902030372)
-38.90084859=3(-.00002312230474)7502+2(.05902030372)
Y=m(x)+b
Y= -38.90084859 (x)+b
F(750)=-.00002312230474(750)3+.05902030372(750)2-45.93884257(750)+11320.52204

77
310.5886428=-.00002312230474(750)3 + .05902030372(750)2-45.93884257(750) +
11320.52204
Y=m(x)+b
310.5886428=-38.90084859 (750)+b
29486.22509=b
y=-38.90084859x+29486.22509

4) Finding Inflection Points of f(x):


x = 739.075283  This value is in graphed portion of function!

Function 4:
F4 f(x): .00004224244702x^3 - .1338617050x^2 + 140.2850129x – 48531.14164

1) Finding Derivative and Second Derivative:


f´(x): 3(.00004224244702)x^2 – 2(.1338617050)x + 140.2850129
f"(x): 6(.00004224244702)x – 2(.1338617050)

2) Finding Bump Points of f(x):


2439739355 and .2914728845  Not in graphed portion of function!

3) Finding Tangent Line at Point ( ):

4) Finding Inflection Points of f(x): 1056.29692

Function 5:
F5 f(x): -.000000000091567626x^3 + .00000038048674x^2 - .00051202493x +
10.22475788

1) Finding Derivative and Second Derivative:


f´(x): 3(-.000000000091567626)x^2 + 2(.00000038048674)x - .00051202493
f"(x): 6(-.000000000091567626)x +2(.00000038048674)

2) Finding Bump Points of f(x): 1151.553536 and 1618.615748

3) Finding Tangent Line at Point ( ):

4) Finding Inflection Points of f(x): 1928.000004

Function 6:
F6: f(x): -.00008721448078x^3 + .5044485581x^2 – 970.9439060x + 621990.4426

78
1) Finding Derivative and Second Derivative:
f´(x): 3(-.00008721448078)x^2 + 2(.5044485581)x - 970.9439060
f"(x): 6(-.00008721448078)x + 2(.5044485581)

2) Finding Tangent Line at Point: (1939, 113.85)


-.00008721448078(1939)^3 + .5044485581(1939)^2 – 970.9439060(1939) +
621990.4426
m = 4.193324991 10^9
113.85 = (1939) (4.19E9) + b
b = -8.13085716E12
y = 4.19x +.000000000008

3) Finding Bump Points of f(x):

4) Finding Inflection Points of f(x):

Function 7:
F7: -.000004780806792x^3 + .03390016224x^2 – 80.07293542x + 63013.97310

1) Finding Derivative and Second Derivative:


f´(x): 3(-.000004780806792)x^2 + 2(.03390016224)x - 80.07293542
f"(x): 6(-.000004780806792)x + 2(.03390016224)

2) Finding Tangent Line at Point: (2300, 7.0036)


-.000004780806792(2300)^3 + .03390016224(2300)^2 – 80.07293542(2300) +
63013.97310
m = 10.004
7.0036 = (10.004)(2300) + b
b = -23001.38
y= 10x -23001

3) Finding Bump Points of f(x): 5705.737255 and -11881.36532

4) Finding Inflection Points of f(x):

79
80
Works Cited

Hammer, Patricia W., Jessica A. King, Steve Hammer. "B. Design and Thrill of

One Coaster Drop Using a Trig Function." MathDL. 2004. The Mathematical

Association of placecountry-regionAmerica. 5 Dec 2007

<http://mathdl.maa.org/images/upload_library/4/vol5/coaster/exportfiles/trigcoaster1hill.

html>.

Hiob, Eric. "The Roller Coaster or Brachistochrone Problem." addressStreetBCIT

Math Square :: Entertainment : Roller Coaster. 22 Dec 1996. British Columbia Institute

of Technology, Math Department. 4 Dec 2007

<http://commons.bcit.ca/math/entertainment/coaster/index.html>.

McVeen, Kieth. "Millennium Force Overview." Coasterbuzz. 2001. 5 Dec

2007<http://badnitrus.coasterbuzz.com/Coasters/MillenniumForce/MillenniumForce_Ov

erviewLo.jpg>

"Millennium Force, Roller Coasters." Cedar Point. 2007. Cedar Fair

Entertainment Company. 5 Dec 2007

<http://www.cedarpoint.com/public/park/rides/coasters/millennium_force/index.cfm>.

Weisstein, Eric W.. "Cycloid." Mathworld. 1999. Wolfram Research, Inc.. 5

Dec2007 <http://mathworld.wolfram.com/Cycloid.html>.

Weisstein, Eric W.. "Brachistochrone Problem." Mathworld. 1999. Wolfram

Research, Inc. 5 Dec 2007

<http://mathworld.wolfram.com/BrachistochroneProblem.html>.

81
Calculus in Population Growth

Jessica Houghtaling and Carissa LaFebere

We chose to do our project on the exponential growth of population in various

countries. Population growth is a relevant topic to today’s world with the population

expanding at an exponential

rate. The only way to find the

growth rate of a population at

one given point is to calculate

the tangent to the curve at that

point. Through this calculus we

can determine how fast the

population is growing at a specific point of time, and how much it has changed over the

years. Population changes follow a simple J shaped curve; the reasoning for this is that

people tend to multiply exponentially. The equation for this is Pt+1 = r × Pt , where t

represents the time period, Pt represents the population at one given period (Pt+1 being the

next period), and r, referred to as the Malthusian factor, is the multiple that determines

growth rate. This is the most simple equation for estimating the population for the next

period; however it relies entirely on the population of the current period. The Malthus

factor or Malthusian ideas consist of the belief that overpopulation is possible based on

82
the capacity of the environment. Thomas Malthus believed that poverty was directly

connected to the population problems and he wrote a series of essays on this topic. What

this Malthusian equation neglects to acknowledge are the factors of birth rate, death rate,

environmental impact, and the carrying capacity. Carrying capacity is the idea that any

given area can only hold so many people before all its resources are depleted. This

changes a population rate from the unlimited J-shaped curves, to a more logistic curve (S-

shaped) which shows the

steady and rapid increase,

and then the eventual

plateau. Once it stables out

the population would

ideally stay at this level.

The only problem with this

idea is the suggestion of Age structure dependencies. This is basically the idea that not

everyone in the population will reproduce, and that the reproduction rate is likely to

change depending on age. For example, there are some countries where the majority of

the population is under 15. This would have a dramatic influence on the birth rate simply

because most people would not be getting pregnant at that age. The simple equation for

this is Pt+1 = f ( Pt ) , meaning that the population of the next period is a function of the

population now, but this function is related to the population from before which gives

you Pt+1 = f ( Pt , Pt −1 , Pt − 2 ...Pt − n ) . Each population is based on a function from the year

before; therefore this data is fairly inconclusive.

83
In all these equations, the Malthusian factor (value r) plays a big role. When the value of

r is between one and three it will increase in a sigmoid (s-shaped) curve. This graph

shows three different cases, and how they can increase at different speeds towards a

stable value. The stable values can also be considerably different. The yellow line (value

of r being larger than 2.4) the line will oscillate before it hits a steady value. This sort of

oscillation is also very normal in population growth. In fact it is possible for a stable

population to reach a point in which it oscillates between several stable amounts

repeatedly. It seems as though the values jump up and down randomly, however this

behavior is called “chaos”. It still repeats a pattern and jumps between alternate values.

84
Another one of the stranger-looking population graphs is known as the “Boom-

and-Bust” curve. It is possible for

a population to go through a time

period in which their numbers

will go dramatically up and then

dramatically back down. The low

point of this graph is the stable

population. This type of dramatic population change is most common in insects but it

wouldn’t be unheard of in other species. The different models of population growth need

to be able to incorporate the various factors that would give irregularities in the

population growth or decline. These factors can vary from anything to natural diseases or

natural disasters that kill off large numbers, to a drop in fertility of the species, or even to

a change in climate or geography. This is what makes population growth so difficult to

determine. In order to calculate approximately a probable number for any given time,

you would have to be able to take everything into consideration, which is nearly

impossible, so any population estimates have to be seen as such; just estimates.

The formula used by the US census bureau to find the population predictions

 P( t+1) 
in this table was r(t) =ln   , t being the year, r(t) being the growth rate from year to
 P(t ) 

mid-year, P(t) being population at midyear t. The data was put into maple to find a

function of the population in order to find the inflection point of the growth rate. By

finding this through the population growth rate now, we can predict the year when the

population will peak. While an attempt to find the function was made, the Graphical

analysis software could not format the function to a polynomial equation that it

85
should have been. Because we cannot find a graph that correlates to the predicted rate

of change of population, we cannot use

the second derivative to find the point in

time when the growth of the population

is predicted to decline.

When the graph and function

derived from the graph is used to

determine the year in which the

population will reach its carrying

capacity on Earth, the year is predicted through a smooth curve, which cannot fully

represent any form of instantaneous population growth as it is only represented in years.

The population growth is currently following the idea of the “S” curve as it should be to

reach population equilibrium. Population is predicted to reach equilibrium in

approximately 2048 at around 11 billion people which can be found by setting the

derivative of the function for population equal to zero, thus finding the bump points for

the population function, predicting when the populations, globally, or in certain countries

will reach equilibrium or have a peak. For example, Russia, when the population growth

and data is applied to a polynomial fit, peaks around 1996 at 148,695,000 whereas the

actual value for 1996 is 148,311,699 showing that the smooth curve is fairly accurate, but

can be inaccurate by thousands. The peak is found through solving for the zeros of the

derivative of the function. The function for the population of Russia is

f (t ) = −0.0004420678314t 5 − 16.80126182t 4 + 1.500541913 • 105 t 3


−4.618074015 • 108 t 2 + 6.195846046 • 1011 t − 3.094066261 • 1014

86
When the derivative of this function is taken, the derivative is found to be

f '(t ) = −0.002210339157t 4 − 67.20504728t 3


+4.501625739 • 105 t 2 − 9.236148030 • 108 t + 6.195846046 • 1011

When f '(t ) is set equal to zero, and the equation is solved for t, the peak of population

can be determined. Determining the peak of the population is key because in population

prediction, it allows scientists to determine when the largest population will be achieved,

and at what point the population will begin to decrease. By finding inflection points using

the second derivative of the function, and focusing in on a smaller section of the data, you

can monitor changes in the population growth rate. This model of data, a set taken from

the population graph of Russia in the years 1960-1985, allows us to further see what

changes can occur.

Through using the second derivative of the

function for this applied curve, we can

determine when the slope changes by

setting f ''( x) equal to zero.

f ''( x) = 7452.744874t − 1.470440741 • 107

is the expression for the function of this

curve. When set equal to zero, the

inflection point for the curve is at 1973.016111, meaning that there was a change in the

growth rate of the population in 1973.

Also through using the data taken from censuses and finding a function for

population, the population growth rate in any given year can be found. Through using

87
the derivative of the original function, we can determine the near-instantaneous

growth rate of the population. For example, if we use the original function for the

population of Russia, in the year 1960, we can solve the derivative, using 1960 as t in

f '(t ) = −0.002210339157t 4 − 67.20504728t 3


the equation
+4.501625739 • 105 t 2 − 9.236148030 • 108 t + 6.195846046 • 1011

Substituting 1960 in for t, we solve this equation for f '(t )

f '(t ) = −0.002210339157(1960) 4 − 67.20504728(1960)3


+4.501625739 • 105 (1960) 2 − 9.236148030 • 108 (1960) + 6.195846046 • 1011

From this, we learn that the growth rate is 1368358.3 people per year in 1960, compared

to the growth rate of only 522006.6, when the population had already begun to decline.

Using the population of the United States, we can find the same data in the same

ways as was done for Russia. Like the graph for Russia, a fifth degree polynomial curve

can be used to find a good fit, resulting in the equation of

f (t ) = 0.006338014053t 5 − 74.29339209t 4 + 3.403892806 •105 t 3


−7.663213875 •108 t 2 + 8.509646831•1011 t − 3.738799536 •1014

While this is, graphically, a more linear

curve, when extended out further, the

graph becomes more parabolic, and using

a fifth degree polynomial curve gives the

best fit to this data, demonstrating a

change in slope and a moderate s-curve

through the t values of 1970-1995.

88
While mathematically, it is possible to predict the trends in population through

calculus, it is not entirely possible to completely find the trend of population growth

and expansion without factoring in certain non-mathematical, unpredictable factors

such as famine, disease, and any other natural deaths, but through calculus, the

government can more easily determine population, and how to deal with its

repercussions especially when using a smooth curve fitted to scattered data points.

89
Bibliography

1. Human Population and its Limits <http://www-

formal.stanford.edu/jmc/progress/population.html>

2. United States Census Bureau <http://www.census.gov/main/www/cen2000.html>

3. US Census bureau Population Projections

<http://www.census.gov/population/www/projections/popproj.html>

4. Wolfram Mathworld—Population growth

<http://mathworld.wolfram.com/PopulationGrowth.html>

5. Mathematical Models Population growth

<http://www.arcytech.org/java/population/facts_math.html>

6. Population, Sustainability, and Earth's Carrying Capacity: A framework for

estimating population sizes <http://dieoff.org/page112.htm>

7. Birth and Death Rates <http://www.os-connect.com/pop/p3.htm>

8. Total Midyear Population for the World

<www.census.gov/ipc/www/idb/worldpop.html>

90
Derivatives: Maximizing the Marginal Profit

John Wuestling and Shannon Shubert

Derivatives play a major role in many aspects of economics. Specifically,

intertwining derivatives with economics, an individual or company can find the most

efficient way for maximizing his or her marginal profit or predict future values of

securities that don’t pay dividends. Maximizing the marginal profit is the primary goal of

companies and can be accomplished through minimizing total cost and maximizing total

revenue. The maximum marginal profit is often depicted in the form of a vertex of a

downward opening parabola. This parabola is formed by using an equation that includes

current profit per unit multiplied by the change in the original price: This quantity is

multiplied by the amount sold of the product by the original price which was added to the

potential profit from the decrease of the first price. With calculus applications, like

derivatives, companies and individuals can more easily determine the most effective

prices to sell products with the intent of making the highest profit possible. These

applications mesh studies of economics and math and help develop a more advanced

conceptual and analytical understanding of both subjects.

To understand how changes in price affect consumption it is important to use real

life models. For example, the Beasley third grade class is trying to raise money to buy a

new gerbil, thus they decide to have a lemonade stand. For their supplies, they purchase

an industrial size of Country Time Lemonade mix which costs $4.50 as well as several

large packs of Dixie cups; these together should yield approximately 150 cups. This puts

their marginal cost at $.0717 or, for our purposes, 7 cents. They initially agree to charge

91
$0.50 per cup. On the first day, they are disappointed because they only sell 80 cups;

however, they hypothesize that if they reduce the price to $0.45, they could sell 20 more

cups. In order to test the class’s hypothesis, it will be necessary to create a parabolic

equation. Please see equation and verbal steps below.

f ( x) = ((0.50 − 0.07) − 0.05 x))(80 + 20 x)


f ( x) = 34.4 − 4 x + 8.6 x − x 2
f ( x) = − x 2 + 4.6 x + 34.4
f '( x) = −2 x + 4.6
f '(0) = −2 x + 4.6
−4.6 = −2 x
2.3 = x
2.3* 0.05 = 0.115
.45 − .115 = .385

The derivative in this graph only reveals to us the amount times the current price

reduction must be multiplied.

92
1. The first step is to form a quantity with the original price, subtracting the marginal

cost, followed by the subtraction of the proposed decrease of the original price.

The variable x represents the amount of times it is necessary to reach the desired

maximum marginal profit. This quantity is then multiplied by a quantity that

contains the original amount sold (80), followed by the desired increase in sales

(20). Again, the x represents the amount of times necessary to reach the desired

maximum marginal profit.

2. The second step is to foil the equation.

3. The third step is to gather like terms

4. The fourth step is to take the derivative of the equation from step 3, which will

later provide the slope of the tangent line.

5. The fifth step and remaining ones is to set the f’ equation equal to zero, which

will allow us to solve for the location of the peak. The answer is 2.3, which

reveals that when multiplied by the 0. 05 decrease, the maximum marginal profit

will be calculated (0.115). Then it is necessary to subtract this from the old price

(0.50), which equals 0. 385. Finally, this represents the maximum marginal profit.

This equation contains a very important point, the maximum or peak. This simple

coordinate point reveals the optimal price for selling our lemonade. Without

incorporating mathematics with economics, one could spend hours tweaking their prices

and still not be close, so instead of all the guess work, there is a simple and easy way to

determine the peak. We know that from calculus we can use the derivative. The

derivative will help us determine the slope of the tangent line to the original curve. And

93
since we know that peaks have a slope of zero, we can set the F’ equation equal to zero,

and in literally no time we can derive that optimal price for selling the lemonade.

Recently, this notion of using derivatives to maximize the marginal profit can be

seen with the iPhone. When the iPhone was released in late June by Apple and AT&T, it

was priced at approximately $600.00, selling an average of 9,000 phones per day. The

objective of the two companies manufacturing the iPhone, however, was to sell one

million phones by September 9th. In order to accomplish this goal, surveys and studies

had to be conducted using derivates to find the most appropriate price for selling the

phone and achieving the maximum marginal profit.

Since the companies were selling around 9,000 phones a day, in order to reach the

one millionth sale by September 9th, about 27,000 phones would have to be sold per day

instead. This meant that there would have to be a 200% increase in the phone sales! The

companies lowered the price of the phone to about $400.00, close to a 33.33 % decrease

or 1/3 of the original price of the phone. Through decreasing the price, many more

phones were sold and Apple and AT&T reached their aim by September 9th. While the

companies were able to reach their goal in selling one million iPhones by this date, the

drastic cut in price left many consumers of the original price angry for being what some

think exploited by the manufactures. Even though, there is a tendency for prices of

electronic products to decrease overtime after their release, the iPhone had a rather

significant decrease in price: 1/3.

In order to demonstrate, finding the maximum marginal profit and the exponential

growth of the sales for the iPhone, an equation must be formed similar to the one used for

the lemonade sales. Again,

94
f ( x) = ((600 − 250) − 200 x)(9,000 + 18,000 x)
f ( x) = (350 − 200 x)(9,000 + 18,000)
f ( x) = 3,150,000 − 1,800,000 x + 6,300,000 x − 3,600,000 x 2
f ( x) = −3,600,000 x 2 + 4,500,000 x + 3,150,000
f ( x) simplified = −3.6 x 2 + 4.5 x + 3.15
f ' ( x ) = −7.2 x + 4.5
f ' (0) = −7.2 x + 4.5
x = .625
.625 * 200 = 125
600 − 125 = 425

The derivative graph represented in red is not entirely representative of the actual

marginal price. Instead it tells us the amount of times the current reduction in price has to

be multiplied. Therefore it is just one piece of the puzzle mathematically and not the final

answer.

95
1. The first step is to form a quantity with the original price, subtracting the marginal

cost, followed by the subtraction of the proposed decrease of the original price. The

variable x represents the amount of times it is necessary to reach the desired

maximum marginal profit. This quantity is then multiplied by a quantity that contains

the original amount sold (9,000), followed by the desired increase in sales (18,000).

Again, the x represents the amount of times necessary to reach the desired maximum

marginal profit.

2. The second step is to foil the equation.

3. The third step is to gather like terms

96
4. The fourth step is to take the derivative of the equation from step 3, which will

later provide the slope of the tangent line.

5. The fifth step and remaining ones is to set the f’ equation equal to zero, which

will allow us to solve for the location of the peak. The answer is .625, which

reveals that when multiplied by the 200 decrease, the maximum marginal profit

will be calculated (125). Then it is necessary to subtract this from the old price

(600). Finally, this represents the maximum marginal profit.

Lastly, we want to discuss another mathematical application using the function e

that is connected with derivatives and economics. The equation involves predicting the

future values of non-dividend paying common stocks or bonds. John C Hull demonstrates

this notion in Options, Futures, and Other Derivatives with his general

formula F = Ser (T −t ) . “S” stands for the amount of dollars borrowed by the investor, r

represents the interest rate, T stands for the final time when the stock was stock was sold

and the t stands for the time when the stock was bought. The overall profit at the selling

time T is defined by F- Ser (T −t ) and Ser (T −t ) is the amount of money required to pay off the

loan.

Similar to the formula above, suppose you recently bought a three-year bond,

currently valued at $800.00. Then the bond makes a coupon payment of $50.00 in six

months and an additional $50.00 after twelve months. Assume that the interest is

compounded at 10%.

I = 50e −0.1/ 2 + 50e −0.1


I = 47.56 + 45.24
I = 92.80

97
The variables are as followed: I represents the present value, while the interest rate is

represented by the numerator of the exponent, and the denominator was the amount of

coupon payments in a given time. Finally, the next term represents the original price of

the bond.

Between the Beasley’s lemonade stand and the sales of the iPhone, it is easy to

see the advantages with using derivates in order to find the maximum marginal profit.

Along with this, using the function e in an exponential equation, an individual can find

the future values of their stocks. Individuals and companies can form equations

incorporating the original price designated to the product, the marginal cost, the

production of the cost, the proposed decrease in price of the product, and finally, the

desired increase in the amount of sales that will maximize the total revenue. With all

these components considered in a derivative equation, the maximum marginal price can

be solved. Without using this equation, individuals and companies would have to do a lot

of guess and check work in order to find the maximum marginal profit. The Beasley

third class used derivates and discovered they could increase their sales by twenty cups of

lemonade if they lowered the price their price from $0.50 to $0.45. Their increase in sales

would be 25%. In a recent example, the AT&T and Apple companies hired someone to

conduct surveys and use mathematics, particularly derivatives, to find the appropriate

price to sell the iPhone in order to reach the one millionth sale by September 9th. The

companies lowered the phone from $600.00 to $400.00, a 33.33% decrease; however,

their sales rose dramatically, and they were able to sell one million phones by their

desired date. Through using derivates and intertwining mathematics with economics, both

98
the Beasley third grade class and the AT&T and Apple companies were able to maximize

their marginal profit.

Bibliography

Elmer-Dewitt, Philip. Apple 2.0. Business 2.0 Beta. 2007. 03 Dec. 2007
<http://blogs.business2.com/apple/2007/09/report-price-cu.html>.
IPhone At $599. 2007. Ian L McQueen. 03 Dec. 2007 <http://www.techcrunch.com/wp-
content/iphonemoney.jpg>.
McConnel, Campbell R., and Stanley L. Brue. Economics: Principles, Problems, and
Policies. 7th ed. New York: McGraw-Hill /Irwin, 2008.
2007. Technabob. 03 Dec. 2007 <http://technabob.com/blog/wp
content/uploads/2007/09/399_iphone.jpg>.
"Futures and Forward Contracts." 13 Dec. 2007
<www.bus.ucf.edu/cschnitzlein/Course%20Pages/Graduate%20Notes/Futures%2
0and%20Forward%20Con

"Futures and Forward Contracts." 13 Dec. 2007


<www.bus.ucf.edu/cschnitzlein/Course%20Pages/Graduate%20Notes/Futures%2
0and%20Forward%20Contracts-MBA.ppt>.

99
The Calculus in Projectile Motion

Christopher Waterbury and Bennett Walsh

Calculus can be used to examine the path of a projectile, how far it will travel,

where it will land, and how long it has been in the air. For purposes of simplicity, air

resistance will be insignificant in the equations and calculations that will be used. The

general equations for the path of projectiles will be represented by a parabola. Once the

projectile has been launched, the only force that is acting upon it is that of gravity, -9.8

meters per second squared. Thus its acceleration in the y direction is always -9.8 m/s2,

while the motion in the x direction is positive. [2]

With and object moving in the y direction or vertically, gravity is the only acting

force. For the following two equations, θ will be equal to the initial angle and the initial

time will be 0 with an initial velocity of vi. These can be used to determine the initial

velocities in the x and y direction.

vxi v yi
cos θ i = sin θ i =
vi vi

[2]

These equations can be used to find both the x any y elements of the velocity.

For the initial x velocity: v xi = vi cosθi

For the initial y velocity: v yi = vi sin θ i

To find the change in distance in the x direction this equation can be used:

x = vcosθ t

100
To find the change in the vertical motion, a series of equations can be used. Once

the projectile is launched, gravity takes over and acts upon the object with a constant

negative acceleration of 9.8m/s2. Acceleration is an instantaneous rate of change of the

velocity of the object and the force of gravity is found by using this equation:

dv
=a=g
dt
When the variables of velocity and time are known, these can be used to find the

acceleration.

∫ dv = ∫ gdt
Velocity is equal to the rate of change of distance over time so this equation is

used.

dd
=v
dt
The given information can be used to find a more concrete equation for a change

in distance in the x direction using a constant acceleration of gravity and time:

1 2
d= gt
2
∫ dx = ∫ gtdt
1 2
d= gt
2
Note: this equation is assuming that the initial velocity of the projectile is 0.

The general equation of a projectile in motion is that of a quadratic. Assuming

there is no air resistance, the general path of the object is that of a parabola. This can be

seen in the graph below: [3]

101
Example problem:

A ball is fired from the ground with an initial speed of 1.02 x 103 m/s at an initial angle of

470 to the horizontal. (no air resistance) Find the amount of time the ball is in the air.

1
To find the time, use the equation: △h = v yi (t ) + g (t 2 ) . For this, the change in height is
2

zero because the ball is landing at the same elevation that it was fired. Gravity is -9.8 and

the initial y velocity can be found using the equation: v yi = vi sin(θ ) .

v yi = vi sin(θ ) v yi = 1.02 x103 sin(47) v yi = 746 m/s Using this number,

there is now one equation with one unknown.

1 1
△h = v yi (t ) + g (t 2 ) 0 = 746t + (−9.8)t 2 t = 152.2 seconds.
2 2

Bibliography for above

http://www.ac.wwu.edu/~vawter/PhysicsNet/Topics/Vectors/ProjectilesMotion.html

102
http://en.wikibooks.org/wiki/Physics_with_Calculus:_Part_I:_Projectile_Motion_&_Rela
tive_Velocity

When a gun is fired, a ball is thrown, or a projectile is launched into the air, the

firing/throwing/launching mechanism is irrelevant. This means that different types of

guns or different people throwing an object have no effect on the trajectory of the

projectile. The only things that really matter, concerning physics, are the (multiple)

magnitudes and the vector of the projectile. This is assuming, of course, that all other

environmental factors (such as changing winds, wind speeds and directions, and

humidity) are naught: this examination deals with a hypothetical “ideal projectile” that

has no other outside factors acting on it. [1]

It should also be noted that while gravity can be assumed to be a constant factor in

determining trajectory (at 9.8m/s2), latitude does have a minimal effect on gravity that

can change it. For example, while in northern South America and in Africa at the

equator, gravity is 9.78 m/s2, whereas in Antarctica at the South pole, as well as at the

North pole, gravity is 9.83 m/s2. This effect, however, is negligible considering

trajectory, so it really does not have to be considered: 9.8m/s2 can be used.

Another question to consider, dealing with projectile motion and BB guns

specifically, is whether or not the mass of the BB has any effect on the speed of the bullet

or the overall energy of the bullet itself. The answer is that for large distances (around

125 feet and more), heavier bullets will reach their targets a little faster than lighter

bullets, but this difference is almost so small as to be considered negligible. As for the

question of different energies, lighter bullets will start off faster than heavier bullets when

fired from the muzzle of the gun, but because of this they will lose their energy (have

103
their energy be dissipated) much faster than heavier bullets. This means that over long

distances, lighter bullets will lose energy faster and therefore have less energy than

heavier bullets, assuming that both kinds of bullets have the same shape and diameter,

and assuming that all other environmental factors are naught. Heavier bullets will not

only retain their energy longer, but because of this they will experience less drift when

fired. Acceleration is inversely proportional to mass, so the heavier the bullet gets the

less lateral acceleration (drift) the bullet will experience.

When it comes to diameter as opposed to mass in BB bullets, however, bigger is

not always better. For example, bullets with larger diameters (8mm) dissipate energy

faster than bullets with smaller diameters (6mm), and therefore the smaller bullets have a

greater firing range. And considering wind resistance as well, the smaller diameter

bullets have the advantage: the larger 8mm bullets are less dense and occupy a greater

amount of three-dimensional space than the 6mm bullets, so it is easier for the wind to

blow it and accelerate it laterally (drag), and there is more space for cross winds to hit

and blow it in an errant direction, respectively. This difference can be somewhat

staggering considering the percentage of difference, as an 8mm bullet can have more than

200% times the amount of drag or lateral deflection as a 6mm bullet. The heavier the

bullet, the less the lateral deflection, but even an 8mm bullet with more than twice the

mass of a 6mm bullet can have more drag and sway off course more than its smaller

(volume-wise) counterpart.

It is a common misconception that wind resistance is greatly affected by the

velocity of the projectile, but the truth— concerning BB bullets at least— is that high-

velocity bullets do not dissipate or fight off wind resistance any better than low-velocity

104
bullets. The key is that because they are moving faster, they reach their targets sooner, so

problematic cross winds have less time to unleash their harmful (direction-wise) effects

on bullets with higher velocities; bullets with lower velocities, on the other hand, are

airborne for a longer period of time, and assuming the same cross winds exist, there is

more time for the cross winds to blow these bullets off course. For example, if two

bullets of equal masses and diameters were fired from guns, one traveling at 300 feet per

second and the other traveling at 175 feet per second, both will be affected by winds

equally, but they will have different amounts of total time in the air (before they hit a

target, presumably) for the wind to have this effect on them. After a half of a second

after both guns have been fired, the faster bullet will have traveled 150 feet and the

slower bullet will have traveled 87.5 feet. The wind will affect them the same, so if the

cross winds blow the faster bullet 4 inches off course, the slower bullet will also be

blown 4 inches off course, but after covering less distance. If the faster bullet hits the

target (a haystack 300 feet away, for example) after the next half of a second, and gets

blown off course another 4 inches, the slower bullet will travel another 87.5 feet and get

blown off course another 4 inches as well, but it will not have reached the target yet and

will have more chances to get blown off course even more (this is assuming that the

bullets do not lose velocity as they shoot, which they will). Therefore, it is not that

lighter bullets get blown off course more by cross winds, but that they have more chances

to be blown off course because they are in the air for a greater amount of time.

All of the above facts that have to do with BB bullets also apply to airsoft bullets,

paintballs, and any other projectiles that are fired from a source, such as a cannon ball

fired off a cliff. There are numerous factors that affect trajectory, however, such as drag

105
force, velocity, distance, magnus force, terminal velocity, spin decay, drag coefficient, lift

coefficient, gravity. These all have equations that can be applied to them: drag force, for

example, is equal to one half times the drag coefficient times the air density, times the

cross-sectional area of the projectile, times the instantaneous velocity squared. The most

mathematically interesting equation of all of these, however, was for the terminal

velocity, which is the maximum velocity possible that a projectile can reach while in free

fall. This equation is as follows: the terminal velocity is equal to the force of gravity

divided by the quantity of (one half times the drag coefficient times the air density times

the cross sectional area of the projectile) to the one half power.

For a specific example, this is the equation for the projectile of a BB gun bullet

with a 20 mph headwind:

y = (−.0066481994) x 2

The y variable represents the height of the bullet in inches above the ground, and

the x variable represents the distance in feet that the bullet goes with the headwind

factored in.

This is how we got the equation:

I started by taking two points from the graph on the “cybersloth” website, which

were (0,0) and (95,-60). I then plugged the first set of points into the equation

y=ax2+bx+c:

0=a(0)2+b(0)+c

c=0

If I plugged in the other point, I would hit a roadblock:

(-60)=a(95)2+b(95)+0

106
I had still had two variables, so I found the derivative of the original quadratic

equation:

y=ax2+bx+c

D(y)=2ax+b

And then I plugged in the first point (0,0):

0=2a(0)+b

0=0+b

b=0

So after this, I knew that both “c” and “b” were equal to zero, so I could go back

to my equation with two variables and solve for “a”:

(-60)=a(95)2+b(95)+0

(-60)=a(95)2+(0)(95)+0

(-60)=a(95)2

a=(-60)/(95)2

a=(-0.0066481994)

With this knowledge, I could write out the final equation:

y=ax2

y=(-0.0066481994)x2

If we wanted to do a sample problem with this equation, we could figure out the

height that the fired bullet has reached based on how far it has traveled, all with the same

20 mph headwind:

If we say that the bullet has traveled 50 feet through the air so far, we would plug

in 50 for x and solve for y:

107
y=(-0.0066481994)(50)2

y=(-16.62049861)

The answer is negative because the bullet has dropped in the air from the position

it was fired from. This represents the y coordinate of the point (50,-16.62049861)

between the original points we used to get the equation: (0,0) and (95,-60). This is how

you would find where the bullet is with regards to height and distance. It should also be

noted that when the bullet had a 10 mph headwind pushing it back, it landed about 2.5

feet farther than the bullet with a 20 mph headwind. Similarly, the bullets with no

headwind or tailwind, a 10 mph tailwind pushing it along, and a 20 mph headwind

pushing it along, landed about 5, 7.5, and 10 feet farther than the original bullet. This

seems to indicated that for this example at least, adding 10 mph in wind to help/hinder

the speed of the bullet will affect the length of its trajectory and final landing spot by

about 2.5 feet.

Bibliography for above

Allen, Nathan. “ATP: The Airsoft Trajectory Project.” Cybersloth.org. 2007.


http://cybersloth.org/airsoft/trajectory/index.htm

Graph: Allen, Nathan. “ATP: The Airsoft Trajectory Project.” Cybersloth.org. 2007.
http://cybersloth.org/airsoft/trajectory/05-A-01.htm

References

[1] http://cybersloth.org/airsoft/trajectory/index.htm

[2] http://www.ac.wwu.edu/~vawter/PhysicsNet/Topics/Vectors/ProjectilesMotion.html

108
[3]http://en.wikibooks.org/wiki/Physics_with_Calculus:_Part_I:_Projectile_Motion_&_R
elative_Velocity

Works Consulted (and Fun) but not extensively used

http://galileoandeinstein.physics.virginia.edu/more_stuff/Applets/ProjectileMotion/jarapp
let.html Application: A projectile motion.

http://jersey.uoregon.edu/newCannon/nc5.htmlGame: Shoot the monkey.

http://www.jstor.org/view/0025570x/di021201/02p00063/4?frame=noframe&userID=4b
3abc02@micds.org/01c0a80a6900501d1164c&dpi=3&config=jstor Graphs: JSTOR book
with graphs and explanations and equations.

109
Derivatives in Weather Forecasting

Ashley Ervin and McKenna Morey

Meteorology is the study of the atmosphere and atmospheric phenomena; it is the focus

of the weather and prediction analysis. In meteorology, instruments are used to measure

temperature, wind speed, pressure and several other elements of the environment. Scientific

theory is used to understand how these aspects of the earth all relate together. Mathematics is

included for graphs, charts, and numerically modeling. Meteorology goes beyond just simple

mathematics, but in addition focuses on equations. These equations enable forecasters to pull

together, average, and overall determine information. Specifically, meteorologist use partial

derivatives to determine the change in speed when moving in one direction. A partial derivative

is the function of many variables, and all but the variable at hand remain constant during the

differentiation. This differs from the normal derivative where all variables are able to change. A

specific example of mathematics used is the lapsed rate. This is the negative rate of change in a

variable such as speed or temperature. The varying in an environments lapse rate is significant to

the study of the atmosphere. Calculus is also highly used in the study of cyclones within

meteorology. The study of this aspect of the weather is very significant not only because it

forecast severe storms, but also because it is the source of the transportation of energy,

momentum, and water vapor. Therefore it plays a vital role in mean-wave flow interactions.

Thus, finding the derivative is also very important in this element. By using calculus it allows for

a more accurate ways of tracking cyclones. Understanding weather forecasting can also help to

price weather derivatives. Weather derivatives are a kind of weather insurance for companies

that insure for low risk high probability weather, instead of high risk low probability weather.

110
By using their understanding of forecasting along with probability and derivatives, companies

can price weather derivatives accurately. Overall mathematics has proven to be imperative for

forecasting and making predictions in weather more precise.

Cyclones are significant synoptic systems that have important effect on the weather and

society as a whole. It is due to cyclones and anticyclones that account for majority of the

atmospheric variability in mid-latitudes. There are several aspects of cyclones that are

misunderstood; but one specific element that is increasingly difficult is the differentiation

between tropical and mid-latitude systems. In tropics, “convective instabilities are more

important whereas in mid-latitudes the cyclones are driven rather by baroclinic instabilities.”

However in both latent heat conversion is a necessity because is it a primary energy source.

Cyclones in mid-latitude were manually identified and investigated using synoptic

weather maps during the 1850’s. Studies on cyclones began years ago; however, it has taken

years to figure out a better systematic analysis. This took place in the mid-twentieth century. In

order to track the cyclones, they used the advancement and general application of the digital sea-

level pressure (SLP) data, therefore regular tracking algorithms became needed. The algorithms

were created to facilitate the descriptions of cyclone climatology. Recent studies show that

cyclone elements vary on different timescales. Researchers have found it complicated to

determine trends in cyclone statistics because of the variance due to inter-annual and decadal

variations. Meanwhile some studies indicate there are no considerable trends in mid-latitude;

others have found long term trends in some regions. For clarity, there is a difference between

storm tracks diagnostics and identifying the storm centres or feature point. A highly sophisticated

feature tracking device can be utilized for analyzing storm tracks; however, the detection of the

111
definite storm centres is considered more archaic and less high tech. In general, there is a variety

of ways to track cyclones and as time progresses more and more techniques are created.

One of the more complicated methods that researchers have discovered is calculus-based

cyclone identification (CCI). It is more advanced than some previous methods, because it is

more computationally challenging. The CCI approach is similar to the B-splines and the

Laplacian of pressure surface; however, the CCI technique “offers an advantage of providing

explicit analytical solutions for the gradients estimated through a regression analysis.” One

significant distinction between methods is the CCI recognizes the local minima as the points that

cross zero of the derivatives. The CCI method is more mathematical than many other methods

and it seeks answers steady with the form eikx, which is universal in several differential

equations. This process of identifying cyclones “involves multiple least-squares regression to a

truncated series of sinusoids in order to estimate the values of the coefficients,” instead of

evaluating the grid-point value with those points around it. The local minima are discovered

along the north, south, east and west profiles of the SLP. This is done by evaluating for the first

and second order derivatives, and looking for points for prior and positive values for the latter

cross zero. The method used to calculate the derivative is a slight variation of the method used by

Benestad and Hanssen-Bauer.

This is the original equation used to predict the cyclone:

P(ө) = Po + ∑ [a (i) cos(ω (i)θ ) + b (i) sin(ω (i)θ )]


i =1
Θ θ θ θ

P( φ ) = Po + ∑ [aφ (i) cos(ωφ (i)φ ) + bφ (i) sin(ωφ (i)φ )]


i =1

112
These two equations show how to find derivatives of the original equation:

• P0 is a constant; therefore, when taking the derivative its value equates to zero.

• aθ (i ) and bθ (i ) both represent coefficients, so when taking the derivative, their values

are unaffected.

• The Cosine function when taking the derivative changes to negative Sine, so ultimately

the negative sign is placed in front of the coefficient.

• The Sine function when taking the derivative changes to Cosine.

• Finally the chain rule in finding the derivative is applied because there is a function

inside of the parenthesis of both the sine and cosine functions.

dp (θ ) Nθ
= ∑ ωθ (i )[ − aθ (i ) sin(ωθ (i )θ ) + bθ (i ) cos(ωθ (i )θ )]
dθ i =1

dp (φ ) Nθ
= ∑ ωφ (i )[− aφ (i ) sin(ωφ (i )φ ) + bφ (i ) cos(ωφ (i )φ )]
dφ i =1

In a more simplified version this is how the derivative is derived using θ , and the same

process it used when finding the derivative of φ . Allow: aθ (i ) = a, ωθ (i ) = w, bθ (i ) = b

D[ acos(w) + bsin(w)] = a D[cos (w)] + b D[sin(w)]

= a[-sin(w) • (w) + b(cos (w) • (w)]

= w[ -asin (w) + bcos (w)]

113
In this graph is the test of the

calculus-based cyclone identification

process for the local minima. On the graph

the thick grey area represents the data and

the lines indicate the Fourier

approximation. “Fourier studied the

mathematical theory of heat conduction.

He established the partial differential

equation governing heat diffusion and

solved it by using infinite series of

trigonometric functions.” With periodic

functions found in the atmosphere, it can

be articulated “as the sum of a number of

sine and cosine terms.” This is known as

the Fourier series. This approximation is

applied to the north and south, east and

west lines, which then enables the

cyclones to be identified. They are discovered where the local minima in the north and south

lines meet the local minima of the east and west lines. For both, these are on the first derivative

at the zero crossing point. The smaller the θ and φ the more precise the identification of the

cyclone would be. Specifically on this graph, the dotted lines represent the points of inflexion,

and the grey area represents the range of the points of inflexion that are the closest on both ends

114
of the storm centre. Then the radius of the cyclone is discovered by taking the minimum distance

of the storm centre location and the inflexion point.

In essence, the Fourier series is the combination of cosine and sine functions. Here is a

simplistic example using the basics of the original equation given, designating the value for the

variable “a” as the number 5 and “b” as the number 6.

The first graph: (5cos( θ ) + 6sin( θ ))

The next graph: (5cos( θ ) + 6sin( θ )) + (10cos(2 θ ) + 12sin(2 θ ))

The last graph: (5cos( θ ) + 6sin( θ )) + (10cos(2 θ ) + 12sin(2 θ )) + (15cos(3 θ ) + 18sin(3 θ ))

115
Another way derivatives are used in meteorology is weather derivatives, which are

relatively a new idea. It is the idea that companies should be paid money if certain weather

anomalies occur resulting in a change in sales. For example, an ice cream company might buy a

weather derivative for if there is a cool summer. Cool summers usually result in a decline of ice

cream sales, and purchasing a weather derivative is a way to insure that they will be paid even if

there is a weather anomaly such as a cool summer. Unlike insurance, weather derivatives do not

require you to file a claim, and weather derivatives take into account comparatively good

weather in other areas. Any company whose sales could possibly be influenced by weather is a

candidate for weather derivatives. Farmers, energy companies, insurance companies, ski resorts,

and cruise lines are some of the types of companies that often purchase weather derivatives.

The reason for purchasing a weather derivative is its ability to prevent weather surprises

and anomalies from hurting the income of a business. The main problems in weather derivatives

lie in its pricing. To price a weather derivative, one must first determine what the risk is of a

weather anomaly, also known as weather noise. Without weather models and a deep

understanding of weather forecasting, this would be an impossible question to answer. Most

116
forecasting is short term or “short horizon”, but weather derivatives rely on long term or “long

horizon” weather. The main variables that long term forecasting focuses on predicting is daily

temperature, heating degree days, and cooling degree days. Only ten cities in the countries data

is used to price derivatives including Philadelphia, Atlanta, Las Vegas, and Chicago. The

graphs below show the total daily average weather, one of the components in understanding

weather derivatives.

Using these models, one can find a formula to predict weather that proves the basic

knowledge that temperature change between seasons is gradual not sudden.

p
d (t ) d (t )
seasonalt = ∑ (σ c, p cos(2π p ) + σ s, p sin(2π p )),
p =1 365 365

In this equation, the function “d(t)” is a step function for days 1 through 365 of the year.

Another equation can be written to account for the daily trends and not just seasonal

trends of the cities,

Q
d (t ) d (t )
σ t2 = ∑ ( yc, q cos(2π q + Ys, q sin(2π q ))
P =1 365 365

R s
+ ∑ α r (σ t − r ε t − r )2 + ∑ β sσ t2− s
r =1 s =1

ε t ∼ iid (0,1),

Once these two equations are combined, the resulting equation is as follows:

117
L
Tt = Trend t + Seasonalt + ∑ ρ t − l + σ t ε r ,
l =1

Where in this equation, L=25, M=1, P= 3, q=3, and r=1


M
Trend t = ∑ β mt ,
m

m=0

Both seasonal and daily trends need to be accounted for in a weather derivative to be

accurate and priced correctly. Another thing to account into predicting long term weather, are

anomalies, also known as residuals. These residuals have been found to be less changing than

the daily weather, making it somewhat easier to predict anomalies and factor this into the

weather derivative price.

Overall it has become apparent the need for mathematical equations and specifically

calculus in weather forecasting. It facilitates the analysis of different types of weather and is vital

in insuring companies against unexpected changes in the weather. Using techniques such

calculus-based cyclone identification and weather derivatives make predications and pricing

more accurate. This accuracy and proficiency in weather forecasting makes the study of the

atmosphere more of a security for society. Focusing on the phenomenon within weather eases the

unexpected and alleviates unanticipated.

Sources:

• “The use of a calculus-based cyclone identification method for generating storm

statistics” by R. E. Benestad and D. Chen

• “Weather Forecasting for Weather Derivatives” by Sean D. Campbell and Francis X.

Dielbold

• http://www-history.mcs.st-and.ac.uk/history/Mathematicians/Fourier.html

• http://www.britannica.com/eb/topic-215122/Fourier-series

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Calculus in Waves

Emily Clary and Elizabeth Davidson

Waves are a mathematical phenomenon, which can be unraveled through the use

of Calculus. They can be found in many different forms: water waves, seismic waves,

sound waves, and light waves. Waves travel through a variety mediums, depending on

the type of wave, and the form patterns of waves within that substance. Matter waves

must travel through a medium and are produced by electrons and particles. Airwaves and

water waves are examples of mechanical waves that also require a medium. Certain

waves don’t require a medium to travel through. For example electromagnetic waves

don’t require a medium: they include light waves and radio waves. Once traveling, a

wave will go on forever if it is not obstructed. The study of waves falls into the category

of both physics and calculus. Waves can be studied in two different ways. It can be

studied in the one-dimensional form of the wave and the three dimensional form of a

wave. Calculus helps describe how a wave travels through its specific medium. Without

calculus mathematicians and physicists would be lost because this is the basis for the

study of waves; they utilize these mathematics in order to discover and to study the

patterns, which waves create in their travel. Mapping out these patterns is crucial in the

study of waves and understanding the math behind the phenomenon.

Waves are generally recognized as sine and cosine functions. The sine function

is expressed with the equation f ( x) = sin x . This graph is a continuous function, which

means that there are no holes or breaks in the function; there are also no vertical or

horizontal asymptotes, and the domain is all real numbers. Because of this, the graph of

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the function extends to infinity in both the positive and negative directions on the x-axis.

The graph is symmetrical in relationship to the origin and the function crosses the origin

at an inflection point as the function travels concave to convex. This function repeats in

periodic waves in alternating peaks and valleys. It is a bounded function because it has

an absolute minimum of -1 and an absolute maximum of 1. Unlike the cosine graph, this

one crosses the origin at (0,0). Below is a sine graph.

The cosine function is similar to the sine function in that they are both continuous

and have no asymptotes. The cosine function also is a bounded function because it has a

constricting range of [-1, 1]: it also has a domain of all real numbers. This graph

continually oscillates between the range points in a periodic pattern of valleys and peaks.

This function differs from the sine function because it crosses the origin at the local max

point of [0,1] and is symmetrical to the y-axis. Below is a picture of a cosine graph with

the equation f ( x) = cos x .

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Both the cosine and sine function are examples of sinusoids. Sinusoids are

written as f ( x) = a sin(bx + c) + d or f ( x) = a cos(bx + c) + d . The constant “a”

represents amplitude. On a graph the amplitude is half the height of the wave. The

period of the function is the length that the wave takes to complete one full cycle. The

frequency of a sinusoid is the number of complete cycles the wave creates in a set

interval. The constant “d” in the equation above represents the vertical translation and the

constant “c” represents the phase shift. Understanding the math used with sinusoids is

crucial in the measurement of waves.

To demonstrate the application of a sine function I decided to graph the function

 π
y = −2sin  x −  + 1 and analyze it using calculus. First I found the x-intercepts of the
 4

original function. I learned that the one x-intercept 1.3 and the period is 2 π because this

is the original period of the sine function. To find the next x-intercept you must add 2.1

to that intercept. Then you add 4.2 to the second x-intercept to find the third x-intercept.

This makes sense because 1.3 plus 4.2 is equal to 6.3 which is the approximate numerical

value of 2π (the period of the function). This pattern of a 2.1 space between the

intercepts and then a 4.2 space between the intercepts is a repeating pattern for the entire

 π
function. After I found the derivative of y = −2sin  x −  + 1 and found the derivative
 4

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 π
to be y = −2 cos  x −  and then set it to zero to find its x-intercepts. I got the intercept
 4

to be 2.356. Because the domain is all real numbers and the function oscillates there is

more than one x-intercept. The other x-intercepts are found by adding π to the

preceding x-intercept. These intercepts are the peak and valley points of the original sine

function. I then found the double derivative of the original sine function to be

 π π
y = 2sin  x −  and its x-intercept to be . Like the first derivative the other x-
 4 4

intercepts can be found by adding π to the preceding term because the period is 2 π and

the function crosses the x-axis twice in one period, once when on the way up to a peak

and once on the way down to a valley. These intercept points are the possible inflection

points of the original sine function.

The cosine equation is comprised of amplitude, vertical shift, and period. Cosine

equations are useful in calculating numerous wave situations, especially the ebb and flow

of tides. For example in an equation, in which high tide occurs at 9:00 am causing the

water to be 3 meters deep, and low tide occurs at 4:00 pm resulting in 2 meter water

depth, the depth of the water is a sinusoidal function of time with a period of half a lunar

day, or 12 hours and 24 minutes. Constructing the model with a depth, D as a sinusoidal

function of time, t, the depth of the water varies from 3 meters to 2 meters, so the

3.0 − 2.0 3.0 + 2.0


amplitude is A = = .5 . The vertical shift would be C = = 2.5 . The
2 2

period is 12 hours and 24 minutes, which is converted into 12.4 hours, so b in the

2π π
sinusoidal function is B = = . Because the maximum height is reached at 9:00
12.4 6.2

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am, 9:00 is converted to 9 hours after midnight, 0. The resulting cosine model from this

 π 
information is D(t) = 0.5cos (t − 9.0) + 2.5 .
 6.2 

To discover further information about the graph, calculus rules can be applied

such as finding the derivative of the equation and examining the bump points or local

maximum and minimums. The derivative of the ebb and flow equation above is

 π 
D(t )′ = −sin (t − 9.0)(0.5) . By taking the derivative of the original equation, the
 6.2 

cosine function is transformed into a sine equation that proves the perpetual relationship

between the sine and cosine sinusoidal functions. The derivative of the cosine function

reveals the x-coordinates of the inflections point, or where the graph changes from

concave to convex, on the original equation. In conjunction with the inflection points of

the graph, the derivative also reveals the peaks, valleys, and plateaus, or the local

maximum and minimum points of the graph. In application to the wave equation, the

cosine function depicts at what point in time the water waves change from concave up to

concave down and visa versa as the tide changes periodically.

Graphing of a sinusoid is useful in the measurement of sound waves because it

gives us a visual representation of what we hear. Sound waves differ from other waves

because it is a mechanical wave and cannot travel through a vacuum. Other waves

classified as electromagnetic waves can travel trough a vacuum, common example of this

type of wave is the light wave. Most people think that medium sound travels through is

air; however, the medium can be any type of substance, “the medium is simply a series of

interconnected and interacting particles” (b1). When an object such as a tuning fork

vibrates the air particles are disturbed, and so they collide. Because the collision is

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mechanical and forces the particles out of place the wave is labeled as a mechanical one.

As the sound wave travels one particle is moved from its equilibrium position and then

collides to displace another particle in a domino effect. The equilibrium position is the

original place of the particle in the medium. After the particle collides, the particle

returns to its equilibrium position. In this matter the wave travels through the medium.

One phenomenon that can be observed in relation to sound waves is the Doppler

Effect. The Doppler Effect is used to describe the different frequencies of the sound of an

object in motion. The Physics Classroom Tutorial (b2) gives an example of a police car

and its siren. As the car moves closer and closer to a person, the sound emitted from the

siren is a high pitch, but as the car moves away, the siren sound begins to get lower. Here

is a diagram to help explain this effect.

This relationship between distance and projection of sound happens because

longer sound waves have lower frequencies and smaller sound waves have higher

frequencies. No matter where a person stands is in relation to the siren the siren still

omits the same number of sound waves. So when the siren is moving away from a

person, the sound waves travel a longer distance and therefore make a lower pitched

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sound, and when the car is moving toward the person the sirens travel a shorter distance

and make a high pitched sound. Conceptually for sound waves, the Doppler Effect

describes the pitch of the sound in relationship to the distance it travels and the length of

the wave.

Mathematically there is an equation that describes the relationship between the

frequency, which is emitted and the frequency, which is observed. The following

 v 
equation demonstrates this effect: f ' =  '
 , the f is the observed frequency and the
 v ± vs 

f is the emitted frequency. The v stands for the speed that the waves travel through the

air (or any other medium) and the vs is the velocity of the source generating the sound

waves. As the object emitting the sound moves closer to the observer the vs is subtracted

because this distance between the source and observer is getting smaller. When the

object emitting the sound is traveling away from the observer the vs is added because the

distance between the source and observer is getting larger. This equation helps

mathematicians and physicists to understand different relationships with waves.

In the same category as sound waves, water waves are mechanical waves that are

created by the effect wind and global patterns, outside sources, have on water. Wind has

three effects on waves: first, wind speed; second, the distance or amount of water that

wind has effected; and third, the duration of time the wind has blown. All of these

factors determine the sizes and shapes of waves. Following the model of the sinusoidal

functions, water waves are measured in terms of height, wavelength, and period. Water

waves proliferate between the surface of the water and the air, in which the restoring

force is gravity; thus, water waves are often referred to as surface gravity waves. As

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wind blows across the water’s surface, pressure and friction disturb the water’s

equilibrium culminating in waves. The effect of wind on water to create waves is

represented by this pictorial diagram “Waves and Wind”:

Waves in deep water create a circular path making water waves a balance

between the longitudinal, or the back and forth happening of the water, and the

transverse, or vertical motion of the waves. However, as the water becomes shallower,

the circular motion of the waves is compressed and the motion becomes more elliptical.

An object floating on the water’s surface in deep water only moves transversely as the

waves moves in a circular direction, but as the depth of the water becomes shallower, and

the waves become more elliptical, the particle on the wave’s surface is slowly pushed

forward longitudinally. This wave motion is known as Stokes Drift. This motion is

depicted in the following diagram “Wave Motion & Depth”:

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Waves are measured in harmonic or periodic motion. Utilizing amplitude, or the

maximum disturbance the wave causes to the medium; wavelength, or the distance

between two crests; period, or the time a wave takes to perform a complete oscillation;

frequency, how many units per time; and velocity, the rate of the wave’s motion.

The wave equation is a differential equation that relates the progession of the

harmonic motion over time. The water wave specific formula depends on the depth of

the water and the speed at which the wave progress; this equation is represented by

gλ 2π d
C= tanh( ) , in which “c” is phase speed, “λ” is wavelength, “d” is water depth,
2π λ

and “g” is acceleration due to the effect of gravity on the Earth. Water waves obey the

basic wave relationship C = f λ , where “c” represents celerity or wave speed. In deeper

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1
water, d ≥ λ ; therefore, this expression proves that waves at different wavelengths
2

travel at different speeds because depth is greater than one half wavelength.

There is a general wave equation for all types of wave; however, the wave

equation differs slightly depending on how the wave is transmitted and which medium it

is travelling through. The general one-dimensional and three-dimensional models can be

derived from the variables of wavelength, period, amplitude, and frequency. The one-

1 ∂ 2u ∂ 2 u
dimensional model is represented by the equation: = . In three-dimensions,
v 2 ∂t 2 ∂x 2

1 ∂ 2u
this equation becomes: = ∇ 2u .
v 2 ∂t 2

Even though waves are found in numerous forms, they share the general form of

the sinusoidal graphs. Water and sound waves while differing in tangibility and

formation, are both mechanical waves that share the property of having to travel through

a medium by means of similar equations. In society, wave equations help predict patterns

in tidal waves and solve tsunami disasters. The Doppler Effect helps us better understand

how we detect different sound frequencies and improves sound technology. Without

calculus to aid physicists and mathematicians the wave phenomenon would go

unexplained.

128
Bibliography

Information Websites

http://www.thephysicsfront.org/static/unit.cfm?sb=8&pc_coursetype=5

http://www.rodenburg.org/theory/y800.html

http://www3.open.ac.uk/courses/bin/p12.dll?C01MS324

http://en.wikibooks.org/wiki/Physics_with_Calculus/Part_I/Harmonic_Motion,_Waves,_and_Soun

ds

http://en.wikipedia.org/wiki/Ocean_surface_wave

http://en.wikipedia.org/wiki/Waves

http://www.scienceaid.co.uk/physics/waves/properties.html

http://en.wikipedia.org/wiki/Water_waves

http://hyperphysics.phy-astr.gsu.edu/hbase/waves/watwav2.html

http://www.seafriends.org.nz/oceano/waves.htm

http://www.mos.org/oceans/motion/wind.html

http://www.glenbrook.k12.il.us/gbssci/phys/Class/waves/wavestoc.html (b2)

http://www.physicsclassroom.com/Class/sound/soundtoc.html (b1)

http://en.wikipedia.org/wiki/Doppler_effect

Demana, Waits, Foley, and Kennedy. Precalculus: Graphical, Numerical, Algebraic. 7th
ed. Boston: Pearson, 2006. 384-387.

Picture Credits
http://www.nipissingu.ca/calculus/tutorials/trigonometrygifs/cosine_graph.gif

http://jwilson.coe.uga.edu/EMT668/EMAT6680.2002.Fall/Dufera/Sine.Expl/image3.gif

http://jwilson.coe.uga.edu/EMT668/EMAT6680.2002.Fall/Dufera/Sine.Expl/image3.gif

http://www.nipissingu.ca/calculus/tutorials/trigonometrygifs/cosine_graph.gif

http://www.glenbrook.k12.il.us/gbssci/phys/Class/sound/u11l3b.html

129
http://www.seafriends.org.nz/oceano/waves.htm.

http://www.seafriends.org.nz/oceano/waves.htm.

http://www.allaboutspace.com/subjects/tsunami/

130
Digital Device Usage Survey
In Conjunction with the Flat Classroom Project
Ariana Mooradian, Michael Rodriquez, and Walker Harbison

Introduction

Although it doesn’t seem likely, most people nowadays would be completely lost
without technology. Whether it be cell phones, computers, or video games, people all use
or have access to all types of technology. The purpose of this survey was to find out how
much people actually use their various electronic devices. We specifically asked about
certain habits that people have formed and the amount of time that an individual has
spent using a device. The devices we asked about were cell phones, video games,
computers, television, and MP3 players. The subjects, 66 in total (n), were polled as part
of the Flat Classroom Project. The project was made in order to connect students across
the world through the internet and other applications. Thus the survey will be able to give
a rather accurate representation of technological habits of the teenagers across the world.

Cell Phone Use


Questions Eight through Thirteen

As expected, the results of the questions relating to cell phone use indicated most people
regardless of gender own and operate cell phones. The only aspect we found that gender
affected was the camera function. More males use their cell phone camera as their
primary picture-taking utility, while an overwhelming majority of females do not.

Question eight asked the total number of calls made or received on a daily basis.
The data was then split into four ranges: the first between zero and five, the second
between six and ten, the third between eleven and twenty, the fourth more than twenty. A
preliminary evaluation of the graphs indicates that the majority of those polled engage in
ten or less phone calls (29 for G, 27 for B). When observing the data on a gender-specific
basis, responses from females seem to be more than that for males in the second range;
therefore, overall females use their cell phones more. However, the responses from males
show that their cell phone use is concentrated in the first range, which constitutes 61% of
their total responses, whereas the females’ first range is only 37%. In both cases it is clear
that very few people use their cell phone more than twenty times a day (5% of all
responses). The p value in this set is 0.15, which does not meet the 0.05 test, so we
cannot reject the null hypothesis, meaning there is a chance of a demonstrated correlation

131
between gender and cell phone use. The critical value calls for at least a 7 statistic, but
this data only has a 5.

Question nine asked for the total number of test messages sent or received on a
daily basis. It uses the same four ranges as listed in question eight. Across the both
genders, most people use five or less text messages (48.5%). Surprisingly, the same
number of people fall in the second and third ranges, using anywhere from 6 to twenty
text messages (39% range). The data for male responses in completely skewed towards
the first range, which is 61% of the responses. The next three ranges are each around 4%
of the total. The females’ data is much more even. While the first range takes a lead with
37%, the subsequent columns are closer than with the males. These columns each are
around 15%. The p value in this set is 0.26 which does not meet the 0.05 test, so we
cannot reject the null hypothesis, meaning there is not a definite demonstrated correlation
between gender and text message use. There is, however, more of a relationship between
gender and text messaging than between gender and phone calls.

Question ten asked about the total number of cell phone photos that were either
sent or received in a day. There were four data sets from which the group could choose
from. The first between 0-5, second between 6-10, third between 11-20, and fourth was
all above 20. Looking at the general population, 95% said they sent 0-5 picture messages
a day. There was also only one person in each data sets 2,3, and 4. In the gender specific
graphs only one male was out of the first data set and he was placed in the 4th data set. In
the female graph there were two outside data set one. Both were either in data set 2 or 3.
The p value is .405 therefore this does not meet the .05 test, so we cannot reject the null
hypothesis meaning that there is a chance that there will be no difference between the
expected results.

Question eleven asked if a cell phone camera was the camera that was most often
used to take photos. It uses different ranges then the previous questions. If the person
answered yes then they would be in column one. If they answered no then they would
fall under column 2. Across both genders, over twice as many people answered no to the
question (about 69%). 48% of males said that their cell phone was their primary camera
where the other 52% said it was not: pretty evenly split. 86% of females, however, said
that they did not use a cell phone for their primary camera. The p value for this set of
data was .0026. This means that we can reject the null hypothesis at the .05 level. This
shows that there is a distinct difference between males and females with respect to a
primary camera.

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Question 12 asked whether or not at least one person in their family talked and
drove on the phone. When looking at the general population, it was noted that most know
at least one person who talks on the phone. Also, the gender specific graphs yielded the
same results. The p value is .25 and this does not meet the .05 test. So we cannot reject
the null hypothesis.

Question 13 asked if one person in his or her family sometimes drive while
sending or receiving text messages. The ranges for this question are as follows: a one on
the survey means that they do receive or send text messages while driving and a two
means that no one in his or her family does that. Across both genders, more people said
that they do not send or receive text messages while driving (59%). There were similar
results when the data was broken down between males and females. All three graphs
were nearly identical. Percentage wise, almost the same number of males participate in
this activity (42%) as females (40%). Because the p value for this data was .873, we fail
to reject the null hypothesis at the .05 level. This means that there is no difference
between males and females for this study.

Video Game Play


Questions Fourteen through Eighteen

With little surprise, many more mores use video games than females. If given a choice,
most people would choose not to play any video game, though we can assume this
statistic is skewed from the females’ data. We confirmed our guess that males would play
more games online, though were proven wrong in the assumption that video games make
you violent from the inconclusive data in question eighteen.

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Question fourteen marked the beginning of the set of questions pertaining to video
game play. It asked the subjects whether or not they had access to a video game console
at home. The graph of the general population was generally at a ratio of 2:1 in favor of
owning a console. When looking at the female graphs there was a few more people that
did not have a console while the males tended to have more access to a consol. The p
value was .48 and therefore it rejects the null hypothesis at the .05 level.

Question fifteen asked what genre of video game the subjects preferred to play.
The data sets that they could choose from were violent fighting or conflict, sports, racing,
adventure, role playing, and none. The genre which was chosen the most was actually to
play no video games at all, with violent fighting or conflict as the next highest and the
rest being relatively equal. However, when looking at the gender-specific graphs there is
a major difference. The males’ graph has the violent fighting and conflict choice as the
largest value and no video games as the second while the females mostly chose no video
games and all other columns were relatively equal. The p value for this set is .08 which
fails to reject the null hypothesis at the .05 level, although there seems to be a trend
leaning toward more use by males.

The next question asked about the amount of time the subjects played during an
average week. The data sets they were able to choose from were 0-1 hours, 2-4 hours, 5-
10 hours, 11-20 hours, and over 20 hours. The non-gender specific graphs indicate that
most of them played 0-1 hours. But looking at the gender-specific graphs, the males
tended to be more spread out in a linear fashion but the females mostly said 0-1 hours and
then tapered off greatly. The p value for this question is.04 and therefore it did in fact
reject the null hypothesis and there is a correlation between gender and time spent
playing games.

Question seventeen asked the subjects what percent of their games they play
against online opponents. The data sets offered were 0% to 10%, 11% to 30%, 31%,
50%, and over 50%. The general population said they played anywhere between 0 to 10
percent against online opponents. The males had a higher percentage of online play than
the female subjects. The p value is .01 and therefore it rejects the null hypothesis.

134
This next question asked the subjects whether or not they know an individual who
has become more violent as a result of their video game play. This is an important aspect
of the survey because this claim is often used to criticize video gaming. The majority of
the subjects said no but about 15% percent said that they did know at least one person
who became more violent because of video games. The females had a lower percentage
of people who said that they knew someone who became more violent because of video
games. The p value is .37 and therefore rejects the null hypothesis.

Internet Use
Questions Nineteen through Twenty-One

As expected, this set of data confirmed that an overwhelming majority of the sample set
has access to the internet regularly. This makes sense, because so often we are expected
to receive or complete assignments and notifications online, with e-mail dominating the
lines of communication. The females’ data indicated that they prefer to use social
networks to communicate online, while the males responded with a majority for instant
messaging, which could potentially be due to the majority of online gamers. We had
suspected that females would spend more time communicating online, though a
breakdown of data indicated otherwise.

Question nineteen started the collection of questions dealing with internet use. As
expected, the majority of all responders use the internet regularly. This particular
question asked the survey pool if they had access to the internet at home. This was a yes
or no question, so only two bars appear on the graph. Overall, the Yes replies dominated
the statistic, constituting 98.5% of the data. All females that responded said they had
internet access, so the discrepancy came from the male data, which says approximately
3.23% do not. The p value for this experiment is 0.284, which does not meet the 0.05
level, so we fail to reject the null hypothesis. This means that statistically there may or
may not be a relationship between gender and internet access at home. The statistic of
1.146 also fails to meet the 3.84 critical value. Therefore we cannot assume a
relationship. This makes sense because theoretically we wouldn’t relate someone’s
gender to their access to the internet.

Question twenty asked the preferred method of communication when using a


computer. The responses were split into four utilities: instant messaging, social networks,
e-mail, and other. The data for all responses shows that 98% of internet uses chose the
first three, which indicates very little use of alternative modes of communication. Instant
messaging and e-mail each are about 30% while social networks are 40%, which shows a

135
fair amount of distribution. There are notable differences between the genders. The male
group had a majority of use with instant messaging (45%), while the female group had a
majority using social networks, about 55%, i.e. Facebook. The p value is 0.0224, which
meets the 0.05 level. At this point we can reject the null hypothesis and assume a
correlation between gender and preferred method of online communication. The statistic
also exceeds the critical value (9.58 to 7.81), which also shows a relationship.

Question twenty one asked how many hours were spent communicating online.
The responses were split into 5 ranges, between 0 and 1, between 1.5 and 2, between 2.5
and 3, between 3.5 and 4, and more than 4. Overall, the highest concentration was in the
first range (less than or equal to 1 hour) with 37%. The male only response graph showed
an ever higher percent with 45%. Very few responses in either were in the fourth range,
between 3.5 and 4, but surely this is coincidence and due to people rounding. In the
female group the data is a little bit more evenly distributed. The p value is 0.2759, not
meeting the 0.05 level, so we fail to reject the null hypothesis. The statistic is also less
than the critical value, so we cannot draw any definite conclusions as to a relationship
between gender and amount of time spent communication online.

TV Use
Questions Twenty-Two through Twenty-Four

The data regarding TV use had similar trends between the genders as the online
communications. Overwhelmingly, most responders have access to TV at home. When
observing a break down of specific TV genres, no female responders chose sports as their
favorite, though it constituted a significant portion of the male data. Fortunately, people
do not seem to watch as much TV as many would suspect of teenagers, with a majority in
the 0-1 hour range. Though our numbers do not indicate strict correlations between

136
gender, logically we can assume a distinction in type of show, even if there is none in
time spent watching it.

Question twenty two began the series of questions asking about TV use. The first
question asked survey takers if they had a TV with cable or satellite channels available in
their home. The ranges for this question are as follows: a one on the survey means that
they do have cable or satellite TV at home and a two means that he or she does not have
access to cable or satellite at home. Across both genders, 86% of people said that they
did have access to one of these services. 90% of males and 83% of females said that they
had either satellite or cable channels at home. Because the p value for this data was .377,
we fail to reject the null hypothesis at the .05 level. This means that there is no indicated
correlation between males and females for this study.

Question twenty three asked what was the favorite type of TV show was. The
ranges for this data is as follows: 1: Movie 2: Sports 3: Soap Opera 4: Drama/Comedy
Series 5: Game Show 6: Reality Show 7: Other. Across both genders, the most popular
type of TV show was Drama/Comedy Series (44%). The two least favorite TV shows
were Soap Operas and Game Shows, both showing just over 3%. There were no males
that chose Soap Operas as there favorite program type but they were the third favorite
program among females. While 16% of males chose sports channels to be their favorite
program type, there were zero females that fell into this category. The p value for this
data was .105 which means that we would fail to reject the null hypothesis at the .05
level. This shows that there is little correlation between the shows that males and females
watch; however, note the discrepancy in the sport genre responses below (bar 2).

Question twenty four asked how many hours per day the subjects spent watching
TV. The ranges for this data was as follows: 1: Between 0 and 1 hours 2: Between 1.5
and 2 hours 3: Between 2.5 and 3 hours 4: Between 3.5 and 4 hours 5: More than 4
hours. Across both genders, the vast majority (54.54%) watch between 0 and 1 hour of

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TV a day. The graph indicates decreasing values. There were no males that watched
more than 4 hours of TV and there were 5.7% of females that watched between 3.5 and 4
hours. The p value for this data .487 which means that we would fail to reject the null
hypothesis at the .05 level. This shows that there is little correlation between males and
females for this data.

Mp3 Use
Questions Twenty Five and Twenty Six

Questions twenty five and twenty six relate to Mp3 use. No surprises here: the vast
majority own one, and gender has no effect on time spent. Like TV use, most people
spend less than an hour using their Mp3 device daily.

The next question began the last individual category: music players. Question
twenty five asked whether or not the subjects used an Mp3 player to listen to music (Yes
or No). On all three graphs, there was a dominant response of yes. With a p value of
0.3477, we cannot reject the null hypothesis, so cannot assume a correlation between
gender and owning an Mp3.

Question twenty six asked how many hours per day were spent using an Mp3.
The ranges were the same for amount of time spent communication online: 0 to 1, 1.5 to
2, 2.5 to 3, 3.5 to 4, and over 4. Again, there was a dominant amount of responses falling
in the first category across the board. The p value was 0.56, so there is no relationship
between gender and amount of time spent listening to music on an Mp3. (As graph
shows, both genders responded in a vast majority for the first range).

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Multi-Tasking
Questions Twenty Seven through Twenty Nine

These questions were unique in that they related to multi-tasking and therefore required
double coding. Though in all cases we fail to reject the null hypothesis, there seemed
somewhat of a relationship between genders and devices used.

Questions twenty seven through twenty nine asked about multi tasking. They used
double coding to split responses into multiple categories. The first question asked about
multi-tasking: how many of these devices are used simultaneously for five minutes. The
major bar in all data responses tell us that most use a combination of cell phone,
computer, and TV, which is also the highest bar for the females Most guys combine cell
phone and computer. The p value of this data is 0.17, so we fail to reject the null
hypothesis, meaning we cannot relate gender to devices with which responders multi-
task. (Graph below shows distribution of different combinations of devices used to multi-
task. Data was split into sixteen categories seen below the graphs of male and female
data).

{1 = 305, 2 = 340, 3 = 345, 4 = 2305, 5 = 2340, 6 = 10000, 7 = 10005, 8 = 10040, 9 =


10300, 10 = 10305, 11 = 10340, 12 = 10345, 13 = 12000, 14 = 12305, 15 = 12340, 16 =
12345}

Question twenty eight asked the same general question as twenty seven, except
only relating to multi-tasking during homework. The biggest responses were cell phone
and computer, and computer and TV, each about 7% of responses. For males, the

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majority was clearly the latter combination, with, again, 7%. The females’ data was tied
for the most in three categories, each with 5%. The first was Mp3 and computer, the
second computer, TV, and Mp3, and the third cell phone and computer. While this might
suggest a connection between gender and multi-tasking during homework, the p value is
0.41, which does not meet the 0.05 level, so we fail to reject the null hypothesis. The
statistic of 13.44 also fails to meet the critical value of 22.36, so we cannot decide a
definite relationship in this case.

Question twenty nine asked the subjects which three personal entertainment or
communication devices they would choose. The options where cell phones, video game
consoles, computers (non-video games), TV (non-video game), MP3 player. The most
chosen option was the combination of cell phone, computer games, and TV. The Males
second choice was the combination of cell phone, video game consoles and a computer.
The females tended to choose the non video game options. The p value is .10 which fails
to reject the null hypothesis.

Conclusion

In a world of constant technological development, it seems that only teenagers are


able to keep up with all the new uses for new devices. The flat classroom project was a
way of connecting teens across the world to discuss and research the emerging trends in
technology. For this project we completed a survey that looked at different electronic
media and how often they were used, dividing the data further by the gender of those
polled. The survey inquired about cell phones, videogames, computers, and television
use. While our data did not produce sufficient values to draw general conclusions about
males and technology or females and technology, it is possible to draw conclusions in a
topic based manner. For example, females tend to send and receive more calls per day
then males, but males tend to play more videogames than females. Technology growth is
an ever evolving matter; it is necessary to be aware of and utilize its benefits for the
advancement of society.

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