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Industrial and Applied Mathematics Martin Brokate Pammy Manchanda Abul Hasan Siddiqi Calculus for Scientists and Engineers Industrial and Applied Mathematics Editor-in-Chief Abul Hasan Siddiqi, Sharda University, Greater Noida, India Editorial Board Zafer Aslan, Istanbul Aydin University, Istanbul, Turkey Martin Brokate, Technical University, Munich, Germany N.K. Gupta, Indian Institute of Technology Delhi, New Delhi, India Akhtar A. Khan, Rochester Institute of Technology, Rochester, USA René Pierre Lozi, University of Nice Sophia-Antipolis, Nice, France Pammy Manchanda, Guru Nanak Dev University, Amritsar, India Zuhair Nashed, University of Central Florida, Orlando, USA Govindan Rangarajan, Indian Institute of Science, Bengaluru, India Katepalli R. Sreenivasan, NYU Tandon School of Engineering, Brooklyn, USA TheIndustrialandAppliedMathematicsseriespublisheshigh-qualityresearch-level monographs, lecture notes and contributed volumes focusing on areas where mathematics is used in a fundamental way, such as industrial mathematics, bio-mathematics, financial mathematics, applied statistics, operations research and computer science. More information about this series at http://www.springer.com/series/13577 Martin Brokate Pammy Manchanda (cid:129) (cid:129) Abul Hasan Siddiqi Calculus for Scientists and Engineers 123 Martin Brokate Pammy Manchanda Department ofMathematics Department ofMathematics Technical University of Munich Guru NanakDev University Munich,Bayern, Germany Amritsar, Punjab,India AbulHasan Siddiqi Department ofMathematics Sharda University Greater Noida, Uttar Pradesh, India ISSN 2364-6837 ISSN 2364-6845 (electronic) Industrial andAppliedMathematics ISBN978-981-13-8463-9 ISBN978-981-13-8464-6 (eBook) https://doi.org/10.1007/978-981-13-8464-6 ©SpringerNatureSingaporePteLtd.2019 Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpart of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission orinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilar methodologynowknownorhereafterdeveloped. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfrom therelevantprotectivelawsandregulationsandthereforefreeforgeneraluse. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained hereinorforanyerrorsoromissionsthatmayhavebeenmade.Thepublisherremainsneutralwithregard tojurisdictionalclaimsinpublishedmapsandinstitutionalaffiliations. ThisSpringerimprintispublishedbytheregisteredcompanySpringerNatureSingaporePteLtd. The registered company address is: 152 Beach Road, #21-01/04 Gateway East, Singapore 189721, Singapore Foreword In my past position as Director of the Abdus Salam International Centre of Theoretical Physics in Trieste, Italy, I was deeply involved in strengthening advancedresearchindevelopingcountries.EventhoughtheCentre’smandatewas postdoctoralresearch,itwasclearthatonlybyenhancingthequalityofeducationat alllevelscanoneenableadvancedresearchatasustainablelevelofexcellence.The Centrehadthusventured,oftenanddeliberately,intoundergraduateeducation.One lacunawehadobservedwasthelackofgood,affordable,andmotivatingtextbooks in science and mathematics. Iwasthuspleasedwhentheauthorsofthisbook—allofwhomarewell-known researchersandteachersIknowpersonally—approachedmeinthesummerof2006 with a proposal for writing a quality book on calculus for use in undergraduate education.Theirgoalsweretomake thebookusefulforinstructioninanycountry but priced such that students in developing countries could afford it. With this understanding,IfacilitatedseveralvisitsoftheauthorstotheCentre,duringwhich they actively collaborated on the book. I am pleased that the book is now being publishedinitsneweditionbySpringerNature,andthanktheauthorsforpersisting with the collaboration despite geographical separation. I am satisfied that the coverage and presentation in the book are at a high level andmeetoneofourprincipalrequirements.Theauthorshaveendeavoredtopresent the basic concepts clearly and point to their applications in diverse fields. I hope thatmanybrilliantyoungstudentswillbenefitfromthisbook,whichistheresultof a continuing collaboration among the authors, on which I congratulate them warmly. New York, USA K. R. Sreenivasan Courant Institute of Mathematical Sciences New York University v Preface This book is meant to be used as a first course in calculus for students of science and engineering. It will also be useful for students of other disciplines who are interested in learning calculus. Weendeavoredtoexplainthebasicconceptsofcalculushandinhandwiththeir relevancetoreal-worldproblems. We havegiven specialemphasis onapplications without compromising rigorous analysis. Plenty of solved examples have been given to clarify techniques related to a particular theme. In appendices, we have discussedconceptsandthemesweregardasprerequisites,likethenumbersystem, trigonometric functions, and analytic geometry. Moreover, proofs of some of the theoremshavebeenincludedthereinordertonotinterrupttheflowoftheargument inthemainbodyofthetext.Some references tootherbooksoncalculusthathave motivated our presentation have been given in the bibliography. The text is application oriented. Many interesting, relevant, and up-to-date applications have been drawn from the fields of business, economics, social and behavioral sciences, life sciences, physical sciences, and other fields of general interest. Applications are found in the main body of the text as well as in the exercise sets. In fact, one goal of the text is to include at least one real-life appli- cation in each section wherever possible. The book comprises 12 chapters. Chapter 1 is devoted to an introduction of functionsofoneindependentvariable.Chapter2providestheconceptsoflimitand continuityalongwiththeirphysicalandgeometricalinterpretations.Chapter3deals with derivatives and the techniques of differentiation. Chapter 4 discusses the optimizationofafunction,thatis,findingminimaandmaximaofafunctionoveran interval. Moreover, applications of optimization to various real-world problems, including a fairly large number of solved examples from business and finance, are also studied inthischapter.Chapter 5considers sequencesandseries, inparticular Maclaurin and Taylor series. Chapters 6 and 7 are devoted to the process of inte- gration and its applications in business and industry, engineering problems, and probability theory. We show with a lot of examples that the utility of integrals has expandedfarfromtheiroriginalpurpose,thecomputationoftheareabelowacurve. vii viii Preface Chapter 8 introduces functions of several variables. Concepts of level curves (levelsets)orcontours,graphsoffunctionsoftwovariables,andequipotentialand isothermal surfaces are developed. Physical situations represented by functions of more than one variable are discussed. This chapter also deals with the extension oftheconceptsoflimit,continuity,differentiability,optimization,andintegrationto functions of several variables. Physical situations, where such extensions are required, are discussed in detail. Often we have restricted our presentation to functionsoftwovariablesonly,forthesakeofclarityandeasierunderstandingand because most results which hold true for two variables can be readily extended to functions of more than two variables. Chapter 9 is devoted to the calculus of vector-valued functions (vector fields), that is, functions that are defined on a domain of dimension 1, 2, or 3 and take values in the plane or the space. Continuity, differentiability, and integration for vector-valued functions are introduced, and the theorems of Green, Gauss, and Stokes are discussed. Applications of vector calculus and of these theorems to problems of science and engineering are presented. Chapter 10 deals with Fourier methods and their applications to real-world problems for readers who want to pursue this topic. Chapter 11 is devoted to the introduction of ordinary and partial differential equations. Modeling of real-world problems with these equations is explained. Chapter 12 shows how MATLAB can be used as an aid for teaching and learning concepts of calculus, in particular those we have discussed in this book. Teachers may use MATLAB as a tool for vivid and precise demonstrations, while studentsmayuseMATLABasatoolforexploringbythemselvesvariousconcepts ofcalculus.Indeed, MATLAB isbeing usednowadayspractically in every branch of science and engineering. *Chapter12ismainlywrittenbyDr.A.K.Verma,AssistantProfessor,Sharda GroupofInstitutions,Agra,andDr.Jean-MarcGinouxfromFrance.Dr.Vermahas also drawn all figures of this book using MATLAB. The International Centre for Theoretical Physics (ICTP), Trieste, Italy (a joint venturebetweenUNESCOandtheItaliangovernment),hasplayedapivotalrolein the creation of this book. Established in 1964 and renamed as the Abdus Salam ICTP in 1997, ICTP possesses a worldwide rather unique combination of features.Itisameetingpointofscientistsfromdevelopedanddevelopingcountries and,inparticular,continuestoprovideyeoman’sserviceintrainingbrightscientists from developingcountries. The authors ofthis book have been frequentvisitorsto this Centre since 1986 and have availed the Centre’s hospitality to enhance their academic capabilities and cooperation. During one of their visits in 2006, while walking along the Adriatic Sea, they began to discuss the utility of writing a book on calculus for undergraduates and agreed to write such a book on calculus with special emphasis on the clarity of concepts and their applications in diverse fields. Our objective is to show that, throughout all of its contents, the mathematics of calculusisnotjustanabstractsubject,buthasrelevancetomanydifferentfieldsof human knowledge. The next morning, Director of ICTP, Prof. K. R. Sreenivasan wasapproachedwiththerequesttosupportthewritingofsuchabook.Hewasvery Preface ix prompt in approving the idea and assured to provide all kinds of facilities in ICTP. We take this opportunity to thank him for the financial and infrastructural support without which this book could not have been completed. In particular, we have highly benefitted from the excellent library in ICTP. We take this opportunity to thank Dr. Meenakshi, UGC Research Fellow, gold medalist,andnowLectureratDevSamajCollegeforWomen,Ferozepur,whohas gonethroughthisbookcarefullyandhasgivenseveralvaluablesuggestions.Also, ShardaUniversitydeservesaspecialmention,asamajorpartofthetechnicalwork was carried out at this place. Munich, Germany Martin Brokate Amritsar, India Pammy Manchanda Greater Noida, India Abul Hasan Siddiqi Contents 1 Functions and Models. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.1 Function, Domain, and Range . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Various Types of Functions. . . . . . . . . . . . . . . . . . . . . . . . . . . 8 1.3 Important Examples of Functions. . . . . . . . . . . . . . . . . . . . . . . 15 1.4 Functions as Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 1.5 Algebra of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 1.6 Proofs, Mathematical Induction . . . . . . . . . . . . . . . . . . . . . . . . 30 1.7 Geometric Transformation of Functions . . . . . . . . . . . . . . . . . . 32 1.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 2 Limit and Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 2.1 Idea and Definition of the Limit . . . . . . . . . . . . . . . . . . . . . . . 39 2.2 Evaluating Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 2.3 Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48 2.4 Improper Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51 2.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52 3 Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55 3.1 Definition of the Derivative. . . . . . . . . . . . . . . . . . . . . . . . . . . 55 3.2 Derivative of Elementary Functions . . . . . . . . . . . . . . . . . . . . . 59 3.3 Some Differentiation Formulas. . . . . . . . . . . . . . . . . . . . . . . . . 64 3.4 Derivatives of Higher Order . . . . . . . . . . . . . . . . . . . . . . . . . . 77 3.5 A Basic Differential Equation . . . . . . . . . . . . . . . . . . . . . . . . . 78 3.6 Differentials, Newton–Raphson Approximation. . . . . . . . . . . . . 83 3.7 Indeterminate Forms and l’Hôpital’s Rule . . . . . . . . . . . . . . . . 90 3.8 Sensitivity Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 3.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99 4 Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103 4.1 Extremum Values of Functions . . . . . . . . . . . . . . . . . . . . . . . . 103 4.2 Monotonicity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106 xi

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