牛顿方法及其应用Newton’s Method and Other Applications-微积分辅导

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1. $18.01$ Single Variable Calculus

Fall 2006

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Lecture 3 Derivatives of Products, Quotients, Sine, and Cosine


Derivative Formulas

There are two kinds of derivative formulas:

  1. Specific Examples: $\frac{d}{d x} x^{n}$ or $\frac{d}{d x}\left(\frac{1}{x}\right)$
  2. General Examples: $(u+v)^{\prime}=u^{\prime}+v^{\prime}$ and $(c u)=c u^{\prime}$ (where $c$ is a constant)

A notational convention we will use today is:

$$
(u+v)(x)=u(x)+v(x) ; \quad u v(x)=u(x) v(x)
$$

Proof of $(u+v)=u^{\prime}+v^{\prime}$. (General)

Start by using the definition of the derivative.

$$
\begin{aligned}
(u+v)^{\prime}(x) &=\lim {\Delta x \rightarrow 0} \frac{(u+v)(x+\Delta x)-(u+v)(x)}{\Delta x} \ &=\lim {\Delta x \rightarrow 0} \frac{u(x+\Delta x)+v(x+\Delta x)-u(x)-v(x)}{\Delta x} \
&=\lim _{\Delta x \rightarrow 0}\left{\frac{u(x+\Delta x)-u(x)}{\Delta x}+\frac{v(x+\Delta x)-v(x)}{\Delta x}\right} \
(u+v)^{\prime}(x) &=u^{\prime}(x)+v^{\prime}(x)
\end{aligned}
$$

Follow the same procedure to prove that $(c u)^{\prime}=c u^{\prime}$.

Derivatives of $\sin x$ and $\cos x$. (Specific)

Last time, we computed

$$
\begin{aligned}
\lim {x \rightarrow 0} \frac{\sin x}{x} &=1 \ \left.\frac{d}{d x}(\sin x)\right|{x=0} &=\lim {\Delta x \rightarrow 0} \frac{\sin (0+\Delta x)-\sin (0)}{\Delta x}=\lim {\Delta x \rightarrow 0} \frac{\sin (\Delta x)}{\Delta x}=1 \
\left.\frac{d}{d x}(\cos x)\right|{x=0} &=\lim {\Delta x \rightarrow 0} \frac{\cos (0+\Delta x)-\cos (0)}{\Delta x}=\lim _{\Delta x \rightarrow 0} \frac{\cos (\Delta x)-1}{\Delta x}=0
\end{aligned}
$$

So, we know the value of $\frac{d}{d x} \sin x$ and of $\frac{d}{d x} \cos x$ at $x=0$. Let us find these for arbitrary $x$.

$$
\frac{d}{d x} \sin x=\lim _{\Delta x \rightarrow 0} \frac{\sin (x+\Delta x)-\sin (x)}{\Delta x}
$$

Recall:

$$
\sin (a+b)=\sin (a) \cos (b)+\sin (b) \cos (a)
$$

So,

$$
\begin{aligned}
\frac{d}{d x} \sin x &=\lim {\Delta x \rightarrow 0} \frac{\sin x \cos \Delta x+\cos x \sin \Delta x-\sin (x)}{\Delta x} \ &=\lim {\Delta x \rightarrow 0}\left[\frac{\sin x(\cos \Delta x-1)}{\Delta x}+\frac{\cos x \sin \Delta x}{\Delta x}\right] \
&=\lim {\Delta x \rightarrow 0} \sin x\left(\frac{\cos \Delta x-1}{\Delta x}\right)+\lim {\Delta x \rightarrow 0} \cos x\left(\frac{\sin \Delta x}{\Delta x}\right)
\end{aligned}
$$

Since $\frac{\cos \Delta x-1}{\Delta x} \rightarrow 0$ and that $\frac{\sin \Delta x}{\Delta x} \rightarrow 1$, the equation above simplifies to

$$
\frac{d}{d x} \sin x=\cos x
$$

A similar calculation gives

$$
\frac{d}{d x} \cos x=-\sin x
$$

2. Product formula (General)

$$
(u v)^{\prime}=u^{\prime} v+u v^{\prime}
$$

Proof:

$$
(u v)^{\prime}=\lim {\Delta x \rightarrow 0} \frac{(u v)(x+\Delta x)-(u v)(x)}{\Delta x}=\lim {\Delta x \rightarrow 0} \frac{u(x+\Delta x) v(x+\Delta x)-u(x) v(x)}{\Delta x}
$$

Now obviously,

$$
u(x+\Delta x) v(x)-u(x+\Delta x) v(x)=0
$$

so adding that to the numerator won’t change anything.

$$
(u v)^{\prime}=\lim _{\Delta x \rightarrow 0} \frac{u(x+\Delta x) v(x)-u(x) v(x)+u(x+\Delta x) v(x+\Delta x)-u(x+\Delta x) v(x)}{\Delta x}
$$

We can re-arrange that expression to get

$$
(u v)^{\prime}=\lim _{\Delta x \rightarrow 0}\left(\frac{u(x+\Delta x)-u(x)}{\Delta x}\right) v(x)+u(x+\Delta x)\left(\frac{v(x+\Delta x)-v(x)}{\Delta x}\right)
$$

Remember, the limit of a sum is the sum of the limits.

$$
\begin{gathered}
{\left[\lim {\Delta x \rightarrow 0} \frac{u(x+\Delta x)-u(x)}{\Delta x}\right] v(x)+\lim {\Delta x \rightarrow 0}\left(u(x+\Delta x)\left[\frac{v(x+\Delta x)-v(x)}{\Delta x}\right]\right)} \
(u v)^{\prime}=u^{\prime}(x) v(x)+u(x) v^{\prime}(x)
\end{gathered}
$$

Note: we also used the fact that

$$
\lim _{\Delta x \rightarrow 0} u(x+\Delta x)=u(x) \quad \text { (true because } u \text { is continuous) }
$$

This proof of the product rule assumes that $u$ and $v$ have derivatives, which implies both functions are continuous.

Figure 1: A graphical “proof” of the product rule

3. An intuitive justification:

We want to find the difference in area between the large rectangle and the smaller, inner rectangle. The inner (orange) rectangle has area $u v$. Define $\Delta u$, the change in $u$, by

$$
\Delta u=u(x+\Delta x)-u(x)
$$

We also abbreviate $u=u(x)$, so that $u(x+\Delta x)=u+\Delta u$, and, similarly, $v(x+\Delta x)=v+\Delta v$. Therefore the area of the largest rectangle is $(u+\Delta u)(v+\Delta v)$.

If you let $v$ increase and keep $u$ constant, you add the area shaded in red. If you let $u$ increase and keep $v$ constant, you add the area shaded in yellow. The sum of areas of the red and yellow rectangles is:

$$
[u(v+\Delta v)-u v]+[v(u+\Delta u)-u v]=u \Delta v+v \Delta u
$$

If $\Delta u$ and $\Delta v$ are small, then $(\Delta u)(\Delta v) \approx 0$, that is, the area of the white rectangle is very small. Therefore the difference in area between the largest rectangle and the orange rectangle is approximately the same as the sum of areas of the red and yellow rectangles. Thus we have:

$$
[(u+\Delta u)(v+\Delta v)-u v] \approx u \Delta v+v \Delta u
$$

(Divide by $\Delta x$ and let $\Delta x \rightarrow 0$ to finish the argument.)

4. Quotient formula (General)

To calculate the derivative of $u / v$, we use the notations $\Delta u$ and $\Delta v$ above. Thus,

$$
\begin{aligned}
\frac{u(x+\Delta x)}{v(x+\Delta x)}-\frac{u(x)}{v(x)} &=\frac{u+\Delta u}{v+\Delta v}-\frac{u}{v} \
&=\frac{(u+\Delta u) v-u(v+\Delta v)}{(v+\Delta v) v} \quad \text { (common denominator) } \
&\left.=\frac{(\Delta u) v-u(\Delta v)}{(v+\Delta v) v} \quad \text { (cancel } u v-u v\right)
\end{aligned}
$$

Hence,

$$
\frac{1}{\Delta x}\left(\frac{u+\Delta u}{v+\Delta v}-\frac{u}{v}\right)=\frac{\left(\frac{\Delta u}{\Delta x}\right) v-u\left(\frac{\Delta v}{\Delta x}\right)}{(v+\Delta v) v} \rightarrow \frac{v\left(\frac{d u}{d x}\right)-u\left(\frac{d v}{d x}\right)}{v^{2}} \text { as } \Delta x \rightarrow 0
$$

Therefore,

$$
\left(\frac{u}{v}\right)^{\prime}=\frac{u^{\prime} v-u v^{\prime}}{v^{2}}
$$

微积分代写认准UpriviateTA

线性代数代写

Math 152 lab

math2030代写

MATH 355

第 13 讲:牛顿法和其他应用

牛顿法牛顿法是求解形式方程的有力工具 .示例 1。 换句话说,解决 我们已经知道解决方案是 . 牛顿法为答案提供了一个很好的数值近似。该方法使用切线(见图 1]。

图 1:牛顿法示例,示例 目标是找到图形与 -轴。我们从猜测开始 将其代入方程 ,我们得到 , 这不是很接近 我们的下一个猜测是 , 其中函数的切线在 越过 -轴。切线方程为:当切线与 x 轴相交时, , 所以记住: 是切线的斜率 在这一点上 . 按照 :所以,

图 2:牛顿法示例,示例 在我们的示例中, 因此,主要思想是重复(迭代)这个过程:等等。该过程近似 非常好。

准确性: 
1
2

请注意,每次迭代的精度位数都会翻倍。

2.总结

牛顿法如图 3 所示,可概括如下:

图 3:牛顿法示意图。示例 1 考虑了以下特殊情况现在,我们定义评估 在示例 1 中,取极限为 在等式中这产生这正是我们所希望的: .

3.警告 1. 牛顿法可以找到一个意想不到的根。

例子:如果你拿 , 然后 代替 . 图 4 说明了这种收敛到意外根的情况

图 4:牛顿法收敛到一个意想不到的根。

4.警告 2. 牛顿法可能完全失败。

这种故障如图 5 所示。在这种情况下, ,等等。它在一个循环中重复,并且永远不会收敛到单个值。

图 5:牛顿方法收敛到一个意外的根。

5.用绳子敲响

考虑一根绳子上的一个环 两端固定在 和 (见图6。环可以自由滑动到任何一点。找到位置 的字符串。

图 6:字符串问题上的环示意图。物理原理 环沉降在最低高度(最低势能),所以问题是最小化 受限于 在字符串上。约束长度 字符串是固定的:功能 由上面的约束方程隐含地确定。我们在黑板上描绘了约束曲线(圆环的可能位置)。这条曲线是一个椭圆,焦点在 和 ,但知道曲线是椭圆并不能帮助我们找到最低点。对吊环的实验表明,最低点在中间的某个地方。由于约束曲线的末端高于中间,因此最低点为临界点(即 . 在课堂上,我们还通过在最低点绘制水平切线对此进行了物理演示。为了找到临界点,对约束方程隐式微分 ,自从 一个临界点,方程可以改写为(c) 1999 和 (c) 2007 David Jerison 从图 6。我们看到最后一个方程可以从几何上解释为在哪里 和 是弦的左右部分与垂直线的夹角。

6.物理和几何结论

角度 和 是平等的。使用向量来计算重力作用在弦的两半上的力,人们发现弦的两半有相等的张力——一种物理平衡。(从另一个角度来看,等角属性表达了椭圆的一个几何属性:假设椭圆是一面镜子。来自焦点的一束光线 根据规则入射角等于反射角从镜子反射,因此光线直接到达另一个焦点 

7.公式 和 

我们还没有找到 . 我们现在将证明因为 ,将这两个方程相加,直角三角形的垂直边的方程是(注意 :将这两个方程相加,并使用 ,使用关系 来写 . 那么公式为 是最后,找到公式 , 使用相似的直角三角形所以,因此我们有公式 和 按照 和 .我省略了公式的推导 和 在讲座中,因为它很长,并且因为我们从平衡条件中获得了我们所有的物理直觉和理解,这是临界点计算的直接结果。最后的评论。在 18.02 中,您将学习使用一种称为拉格朗日乘数的方法来处理任意数量的变量中的约束最大/最小问题。