Lecture 1. About Differential Calculus
by Reinaldo Baretti Machνn
http://www1.uprh.edu/rbaretti http://www1.uprh.edu/rbaretti/methodsoftheoreticalphysics.htm
http://www1.uprh.edu/rbaretti/methodsoftheoreticalphysicsPart2.htm
http://www1.uprh.edu/rbaretti/methodsoftheoreticalphysicsPart3.htm
http://www1.uprh.edu/rbaretti/methodsoftheoreticalphysicsPart4.htm
http://www1.uprh.edu/rbaretti/methodsoftheoreticalphysicsPart5.htm
http://www1.uprh.edu/rbaretti/methodsoftheoreticalphysicsPart6.htm
http://www1.uprh.edu/rbaretti/methodsoftheoreticalphysicsPart7.htm
Reference :
by William Simon ; http://www.amazon.com/Mathematical-Techniques-Biology-Medicine-William/dp/0486652475/ref=sr_1_1?ie=UTF8&s=books&qid=1223731765&sr=8-1
Examples and problem from:
Chapter 1 . Reference 1. The problem numbers refer to the textbook listing.
Problem 15
Let R~rate of generation of a substance ~ moles/time
V~ volume ,
C ~ concentration ~ moles/volume
F ~ rate of a liquid flow ~volume/time
Verify that the differential equation
dC/dt= R/V (F/V) C (1)
(DE) is dimensionally correct.
Substitute the dimensions and obtain
moles/(volume-time) ~ moles/(volume-time) (volume/time)*(1/volume)*moles/volume)
****
2. Plot log 10 ( y =exp(α x) ) vs -2 ≤ x ≤ 2
for selected values - 2 ≤ α ≤ 2

A FORTRAN code was used
c plot log 10 (y=exp(alfa*x) )
data xi,xf, nstep / -2.,2. , 30/
data alfa /2.0/
dx=(xf-xi)/float(nstep)
do 10 i=0,nstep
x=xi+dx*float(i)
y=exp(alfa*x)
print 100 ,x, log10(y)
10 continue
100 format(1x,'x,log10(y)=',2(3x,e10.3))
stop
end
*****
Derivative of the exponential function.
Let y = A exp( f(x) ) ,where A is a constant ant f(x) is some
function of the independent variable x .
By definition exp(x) is an infinite series,
y=exp( f(x) ) = 1 + f(x) + f(x)2/2 + f(x)n /n!
dy/dx= 0 + df/dx + f(x) (df/dx) + 3 (f2/3!)(df/dx) +
n (fn-1/n!)(df/dx)
= (1 + f(x) + f(x)2/2 + f(x)n /n! ) (df/dx)
Hence
d exp( f(x)) /dx = exp( f(x) ) (df/dx)
Let y1 = A exp( - λt ) be a decaying exponential while
y2 = B exp(+ λt ) is agrowing exponential. The constant
λ has dimension of ~ 1 /time . For example .25 /sec ,
.5/hour , .02 /year etc/
Their first derivatives are
dy1/dt = - λ A exp( - λt ) = - λ y1 and
dy2/dt = + λ A exp( + λt ) = λ y2 .
Example of exponential growth
Suppose the world population grows at the rate of
.02/year. This means that if ∆t= 1 year
∆y/(y∆t) ={ y(t+1 year) y(t) }/[∆t y(t)]
= .02 /year ≡ λ.
In the limit dy/dt = λ y
Let y(t) = A exp (.02 t) with A=1.E9 at t=0 ( the year zero is the 1900).
Plot of y vs t .(MATLAB code)
%population growth
lambda=.02 ; A=1.e9;
t=[0:5:110];
y=A*exp(lambda*t);
year=t+1900;
plot(year,y),xlabel('year'),ylabel('Population')

The doubling time is a function of λ.
Writing y2 / y1 =2= A exp(λ t2 ) / A exp(λ t1 ) = exp(λ( t2 t1))
Take the natural log and get
ln(2) = λ( t2 t1) or (t2 t1)doubling = 0.693 / λ
In the present example there is a time scale
Tscale = 1/ λ= (.02 /year )-1 = 50 years .
The world population doubles every .693(50) ≈ 35 years .
Example of exponential decay
Let y(t) = A exp( -λt) , λ ~1/time , Tscale =1/ λ.
The half life is the interval ∆t1/2 for which y diminishes to half the y value at the origin of the chosen interval.
Let y(0) = A , y (t1/2) = A/2 = A exp(-λt1/2 ) .Thus
exp(((-λt1/2) =1/2 . Take the natural log
-λt1/2 = ln(1/2) = - ln(2) .
The half life is t1/2 = .693/λ = .693 Tscale , which is the same expression for the doubling time in the case of exponential growth.
Problem 11 ( Ref. 1)
The concentration of a substance decays as shown in the table.
Assume y = A exp(-λt ) and find A , λ and the time scale.
|
time (sec) |
y(conc) |
ln(y) |
|
1 |
0.0096 |
-4.64 |
|
2 |
0.0048 |
-5.34 |
|
3 |
0.0024 |
-6.03 |
|
4 |
0.0012 |
-6.72 |
From inspection it is clear that the half life is one second. Thus
λ = .693 /t1/2 = 0.693 /sec . Also y(1) =.0096 = A exp(-.693)
thus A = 1.92E-2 . A will have the dimensions of A which are not specified here.
Now we treat the same problem by fitting the data with a least square software.
The following plot shows the natural log of y vs time (t).
ln y = ln A λt . This equation is a straight line of the form
say , u = b m x . The slope is m = - λ and the vertical axis intercept
b= ln A.

The line should be called u = -3.95 -.693 x .The y in the plot IS NOT or y.
Anyway we have that m= λ=0.693/ second and ln (A)=-3.95 ,
A= exp(-3.95)=1.92E-2 . The half life t1/2 = 0.693/ λ=1.0 second

Plot of y=1.92E-2 exp( -.693 t)
Matlab code
% exponential decay
lambda=.693 ; A=1.92E-2;
t=[0:.5:5];
y=A*exp(-lambda*t);
plot(t,y),xlabel('t~sec'),ylabel('Y')
*****
Prob 3 (ref 1)
Given U(x) = W(x) V(x) ; V(x) = S(x) W(x)
W(x=2)=3 ; V(2) = 4 ; ( dW/dx)x=2 =4 ; (dV/dx)x=2= 2
find dU/dx and dS/dx at x=2 .
Answer:
dU/dx= (dW/dx) V + W (dV/dx) ;using the given values ,
= (4)(4) +(3)(2) = 22 .
dV/dx = (dS/dx)W + S (dW/dx) =(dS/dx)W + (V/W)*(dW/dx)
2= (dS/dx) (3) +(4/3)4
dS/dx = -10/9
Problem 4. Let y(3)=4 , y(3.1)=4.3 what is ∆y/∆x ?
dy/dx ≈ ∆y/∆x = (4.3-4)/(3.1-3) = .3/.1 = 3
No dimensions are given here for y or x but in general they have different units and the slope ∆y/∆x will have units . For if instead of x we have time
so that ∆x → ∆t ~ sec or minutes or hours and ∆y ~ units of length
then ∆y/∆x = 3 ( units of length/unit of time )
Problem 5. Given dy(3)/dx= 2 and y(3)=12 find an approximate value
for y(3.1). Let ∆x = 3.1-3 = 0.1 and suppose the derivative does not change appreciably in the range 3.0 ≤ x≤ 3.1 .
Then ∆y/∆x ≈ dy/dx= 2
y2 - y1 = 2 (∆x) , y2 = y1 + 2 (∆x) =12 +2(.1)=12.2 ,
that is y(3.1) = y2 = 12.2
Problem 6. Given V= g(u) and u =f(x) , by the chain rule find
dV/dx . dV/dx= (dg/du) (du/dx) or alternatively
=(dg/du) df/dx
Problem 7. Let f(x)= x4 +2 , g(u) =u2 and apply it to prob 6.
df/dx= 4 x3 , dg/du = 2 u = 2f(x)= 2x4 +4 . Hence
dV/dx= (2x4 +4)( 4 x3 ) = 8x7 + 16x3
Problem 8 & 9 are examples of exponential growth.
d C(t)/dt = k C(t) is the same kind equation as dy/dt = k y.
So the answer is C(t) = A exp (kt) The constant A is found from an intial value.
First case : given C(t=0) ≡ C0 =2moles/liter= A exp( 0) =A
So the solution is C(t) = (2 moles/liter) * exp( kt) .
Second case: the concentration is specified at t=1 sec.
C(t=1) = A exp(k (1) ) = 2moles/liter
A = 2 exp(-k) ~ moles/liter
So C(t) = 2 exp(-k) * exp( kt) . If we call the intial instant t1 , where t1 is arbitrary then a general expression would be, C(t) = 2 exp( k (t- t1 ) ).
Prob 13. Given y = A exp(-kt) and y(4) = (1/2) y(2) , find k.
This tells us that the half life is 2 seconds. From what is explained in the previous problems or examples ( see above)
k ≡ λ = .693 /t1/2 = .693 /(2) = 0.346 /sec
Prob 11. In the following expressions what must be the dimensions of k:
a) exp( -kt2 ) , t ~ seconds ; implies k ~ 1/sec2
b) C=( F/k) t , k ~F t/C ~ (liters/sec)* (sec)*(liters/mol)~liters2/mol
c)R=(F+K) exp(-F *t /V ) given F~liter/sec , K must have the same dimensions ~ liters/sec and of course R ~ liters/sec
Prob 16. Given the second order differential equation (DE)
d2C/dt 2 + B dC/dt +D C = E and
C ~ concentration say ~ moles/liter . What are the dimensions
of each term in the DE.
A derivative d/dt ~ 1/time , d2 /dt2 ~ 1/time2
d2C/dt 2 ~ moles/(liter-time2)
B ~ { moles/(liter-time2)}/ dC/dt ~{ moles/(liter-time2)}*(liter-time/moles)
~1/time
D ~ 1/time2 , E ~ moles/(liter-time2)
In a problem with a given data we can associate particular time scales related to the coefficients B and D ; TB ≡ (1/B) ; TD = (1/D)1/2 .
Prob 17. Find the derivatives of the following.
a) y = x4 + 3 x3 + x +2
Analytically, and by hand, this is quite a straight forward. The rule to apply is d xn /dx = n xn-1 .
dy/dx = 4 x3 + 9 x2 + 1 + 0 .
Using MATLAB is also quite easy.
syms x y;
y=x^4 +3*x^3 +x + 2 ;
diff(y,x)
ans =
4*x^3+9*x^2+1
These are analytical answers . A specific value of x p can be inserted in the equations to find the numerical values of the derivative at that point.
For example at x= 1 , dy/dx= 14 . No units or dimensions have been specified in this purely mathematical example.
Find the second derivative of y = x4 + 3 x3 + x +2. We have already taken the first derivative dy/dx= 4 x3 + 9 x2 + 1 . The second derivative is
d2y/dx2 = 12 x2 + 18x . Or using Matlab
syms x y;
y=x^4 +3*x^3 +x +2;
dydx=diff(y,x),
d2ydx=diff(y,x,2)
d3ydx=diff(y,x,3)
Answers:
dydx = 4*x^3+9*x^2+1
d2ydx =12*x^2+18*x
d3ydx =24*x+18
17. (b) find the derivative of y =(x3 x) /(x3 +x) ≡ u(x) v(x)-1
where u(x) = (x3 x) and v(x) = (x3 +x)
dy/dx = du/dx * v-1 + u d u-1 /x
=(3x2 -1) v-1 + u (-1) v-2 dv/dx
=( 3x2 -1) v-1 ( u/v2) (3x2 +1) .
Or using MATLAB
syms x y;
y=(x^3-x)/(x^3+x);
dydx=diff(y,x)
dydx =
(3*x^2-1)/(x^3+x)-(x^3-x)/(x^3+x)^2*(3*x^2+1)
17. (c) y= A exp(x2 )
dy/dx = A d exp[exp(x2 )] /dx = A exp (x2) d (x2) /dx
= 2x A exp(x2)
18 (d) y = A x exp(x2)
Using MATLAB
syms x y A;
y=A*x*exp(x^2) ;
dydx=diff(y,x)
dydx =
A*exp(x^2)+2*A*x^2*exp(x^2)
Let in 18 (d) A =2 .By numerical means calculate an approximation to dy/dx in the range 0 ≤ x ≤ 2 and compare with the exact values
obtained from dydx= A*exp(x2 )+2Ax2 exp(x2 ) .
Let ∆x =1.e-3
and approximate dy/dx by {y(x+∆x) y(x)} /∆x.
The last column is the exact value of the derivative.
x,deltay/deltax , dy/dx= 0.0000E+00 0.2000E+01 0.2000E+01
x,deltay/deltax , dy/dx= 0.2000E+00 0.2249E+01 0.2248E+01
x,deltay/deltax , dy/dx= 0.4000E+00 0.3101E+01 0.3098E+01
x,deltay/deltax , dy/dx= 0.6000E+00 0.4937E+01 0.4931E+01
x,deltay/deltax , dy/dx= 0.8000E+00 0.8661E+01 0.8648E+01
x,deltay/deltax , dy/dx= 0.1000E+01 0.1634E+02 0.1631E+02
x,deltay/deltax , dy/dx= 0.1200E+01 0.3281E+02 0.3275E+02
x,deltay/deltax , dy/dx= 0.1400E+01 0.7000E+02 0.6986E+02
x,deltay/deltax , dy/dx= 0.1600E+01 0.1587E+03 0.1583E+03
x,deltay/deltax , dy/dx= 0.1800E+01 0.3829E+03 0.3820E+03
x,deltay/deltax , dy/dx= 0.2000E+01 0.9851E+03 0.9828E+03
Fortran code for the derivative
data A ,xi ,xf ,nstep/2.,0.,2., 10/
data deltax/1.e-3/
y(x) =a*x*exp(x**2)
dydx(x)=A*exp(x**2 )+2.*A*x**2*exp(x**2)
dx=(xf-xi)/float(nstep)
do 10 i=0,nstep
x=xi+dx*float(i)
print 100 ,x, (y(x+deltax)-y(x))/deltax ,dydx(x)
10 continue
100 format(1x,'x,deltay/deltax , dy/dx=', 3(3x,e11.4))
stop
end
END OF CHAPTER 1.