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‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start5/16/2014 1
Engineering Mathematics I
1st Year, Mechanical Power & Energy Engineering Department
2013/2014
Lecturer: Dr. Mohamed R. O. Ali
Email: mohamedroali@mu.edu.eg
Office: Room No.: 210 Mechanical Power & Energy Department
References: •Numerical Analysis, Richard L. Burden & J. Douglas
Faires, 9th Edition, 2010.
•Thomas' Calculus: Early Transcendentals: Media Upgrade.
Weir, M.D., et al., 2008: Pearson Addison-Wesley.
References to chapters will be given from time to time
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start5/16/2014 2
The unit aims to:
The programme unit aims to provide a basic course in
calculus, algebra, and numerical analysis to be used in
Mechanical Power and Energy Engineering to students
with A-level mathematics.
Aim:
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start5/16/2014 3
Here we are going to:
1. Review the Single-variable calculus where a solid
knowledge of calculus is essential for an understanding
of the analysis of numerical techniques, and more
thorough review might be needed if you have been
away from this subject for a while.
2. Present an introduction to convergence, error analysis,
the machine representation of numbers, and some
techniques for categorizing and minimizing
computational error.
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start16/05/2014 4
• Mathematical Preliminaries
• Direct Methods for Solving Linear Systems
• Iterative Techniques in Matrix Algebra
• Boundary-Value Problems for Ordinary
Differential Equations
List of Contents
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start5/16/2014 5
The behaviour of ideal gas is assumed to follow a low
known as the gas low which combines the temperature (T),
pressure (P), number of moles (N), and volume (V)
occupied by the gas.
𝑃𝑉 = 𝑁𝑅𝑇
Two measurements were done the results of the first were
P= 1atm, V=0.1𝑚3 , N=0.0042 mol, and R=0.08206.
Using the low to calculate T gives T=290.15K or t=17℃,
while the measurements showed that t=15 ℃.
In the second case the pressure was doubled and the
volume was reduced to one half of the first case, applying
the law again gives t=17 ℃ , while the measured
temperature was 19 ℃. The question here where does this
differences come?
Mathematical Preliminaries
Introduction
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 6
Limits and Continuity
A function f defined on a set X of real numbers has the
limit L at , written
lim
𝑥→𝑥0
𝑓 𝑥 = 𝐿
if, given any real number 𝜀 > 0, there exists a real number
𝛿 > 0 such that 𝑓 𝑥 − 𝐿 < 𝜀 , whenever 𝑥 ∈ 𝑋and 0 <
𝑥 − 𝑥0 < 𝛿.
0x
Def. 1
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 7
Fig. 1
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 8
Fig. 2
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 9
For a function f defined on a set of real numbers X and 𝑥0 ∈ 𝑋, f is
continuous at 𝑥0 if lim
𝑥→𝑥0
𝑓 𝑥 = 𝑓(𝑥0)
The function f is continuous on the set X if it is continuous at each
number in X.
The set of all functions that are continuous on the set X is denoted C(X).
When X is an interval of the real line, X can be replace by the definition
interval of it [a, b] like this C[a, b].
R is the set of all real numbers, which also has the interval notation (−∞,
∞). So the set of all functions that are continuous at every real number is
denoted by C(R) or by C (−∞, ∞).
The limit of a sequence of real or complex numbers is defined in a similar
manner.
Def. 2
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 10
Let 𝑥 𝑛 𝑛=1
∞
be an infinite sequence of real numbers. This sequence has
the limit x (converges to x) if, for any 𝜀 > 0 there exists a positive integer
𝑁(𝜀) such that 𝑛 > 𝑁(𝜀) , whenever 𝑥 𝑛 − 𝑥 < 𝜀. .
The notation lim
𝑛→∞
𝑥 𝑛 = 𝑥, or 𝑥0 → 𝑥 as 𝑛 → ∞ means that the sequence
𝑥 𝑛 𝑛=1
∞
converges to x.
If f is a function defined on a set X of real numbers and 𝑥0 ∈ 𝑋, then the
following statements are equivalent:
a. f is continuous at 𝑥0;
b. 𝑥 𝑛 𝑛=1
∞
is any sequence in X converging to 𝑥0, then lim
𝑛→∞
𝑓(𝑥 𝑛) = 𝑓(𝑥0)
Def. 3
Theorem1
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 11
For the function g(x) graphed here, find the following limits or explain
why they do not exist.
a. lim
𝑥→1
𝑔(𝑥) b. lim
𝑥→2
𝑔(𝑥) c. lim
𝑥→3
𝑔(𝑥)
Example
1
Fig. 3
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 12
a. Does not exist. As x approaches 1 from the right, g(x) approaches 0.
As x approaches 1 from the left, g(x) approaches 1. There is no single
number L that all the values g(x) get arbitrarily close to as 𝑥 → 1.
b. 1
c. 0
Solution
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 13
Which of the following statements about the function 𝑦 = 𝑓(𝑥) graphed
here, are true and which are false?
a. lim
𝑥→2
𝑓(𝑥) does not exist
b. lim
𝑥→2
𝑓 𝑥 = 2
c. lim
𝑥→1
𝑓 𝑥 𝑑𝑜𝑒𝑠 𝑛𝑜𝑡 𝑒𝑥𝑖𝑠𝑡
d. lim
𝑥→𝑥0
𝑓(𝑥) exists
at every point 𝑥0 in (-1,1)
e. lim
𝑥→𝑥0
𝑓(𝑥) exists
at every point 𝑥0 in (1,3)
Example
2
a. False b. False c. True d. True e. True
Solution
Fig. 4
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 14
Explain why these limits do not exist?
1. lim
𝑥→0
𝑥
𝑥
2. lim
𝑥→1
1
𝑥−1
Example
2
Solution
1. lim
𝑥→0
𝑥
𝑥
does not exist because
𝑥
𝑥
=
𝑥
𝑥
= 1 if 𝑥 > 0 and
𝑥
𝑥
=
𝑥
−𝑥
= −1 if 𝑥
< 0. As 𝑥 approaches 0 from the left,
𝑥
𝑥
approaches -1. As 𝑥 approaches
0 from the right,
𝑥
𝑥
approaches 1. There is no one number L that all the
function values get arbitrarily close to when 𝑥 → 0.
2. As 𝑥 approaches 1 from the left,
1
𝑥−1
become increasingly large and
negative, as 𝑥 approaches 1 from the right,
1
𝑥−1
become increasingly
large and positive. There is no one number L that all the function values
get arbitrarily close to when 𝑥 → 1, so lim
𝑥→1
1
𝑥−1
does not exist.
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 15
Differentiability
Let f be a function defined in an open interval containing 𝑥0. The function
f is differentiable at 𝑥0 if
𝑓(𝑥0) = lim
𝑥→𝑥0
𝑓 𝑥 −𝑓(𝑥0)
𝑥−𝑥0
exists. The number 𝑓(𝑥0) is called the derivative of f at 𝑥0. A function
that has a derivative at each number in a set X is differentiable on X.
The derivative of f at 𝑥0 is the slope of the tangent line to the graph of f at
(𝑥0, 𝑓(𝑥0)) as shown in Figure 2.
Def. 4
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 16
Fig. 5
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 17
If the function f is differentiable at 𝑥0, then f is continuous at 𝑥0.
Return to Definition 2 where the function is continuous at a certain point
its limit at this point must exist and this is of some how is part of the
conditions of being differentiable.
Theorem2
The next theorems are of fundamental importance in deriving methods
for error estimation.
The proofs can be found in any standard calculus text.
The set of all functions that have n continuous derivatives on X is denoted
𝐶 𝑛(𝑥), and the set of functions that have derivatives of all orders on X is
denoted 𝐶∞(𝑥). Polynomial, rational, trigonometric, exponential, and
logarithmic functions are in 𝐶∞(𝑥), where X consists of all numbers for
which the functions are defined.
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 18
Rolle’s Theorem
Suppose f ∈ C[a, b] and f is differentiable on (a, b). If f (a) = f (b), then a
number c in (a, b) exists with f (c) = 0. (See Figure 3.)
Theorem3
Fig. 6
Rolle’s Theorem says that a
differentiable curve has at least
one horizontal tangent between
any two points where it crosses a
horizontal line.
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 19
Horizontal tangents of a cubic Polynomial
The polynomial function graphed in the following figure is continuous
at every point of [-3,3] and is differentiable at every point of (-3,3).
𝑓 𝑥 =
𝑥3
3
− 3𝑥
Example
3
Fig. 7
Rolle’s Theorem says that 𝑓’ must be
zero at least once in the open interval
between 𝑎 = −3 and 𝑏 = 3. In fact,
𝑓’(𝑥) = 𝑥2
− 3 is zero twice in this
interval, once at 𝑥 = − 3 and again at
𝑥 = 3
Solution
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 20
Mean Value Theorem
If f ∈ C[a, b] and f is differentiable on (a, b), then a number c in (a, b) exists
with (See Figure 4.)
𝑓′
𝑐 =
𝑓 𝑏 − 𝑓(𝑎)
𝑏 − 𝑎
Theorem4
Fig. 8
If we think of the number
(𝑓(𝑏) − 𝑓(𝑎)) (𝑏 − 𝑎) as the
average change in ƒ over [a, b]
and 𝑓’ 𝑐 as an instantaneous
change, then the Mean Value
Theorem says that at some
interior point the instantaneous
change must equal the average
change over the entire interval.
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 21
Find the value or values of c that satisfy the equation
𝑓 𝑏 −𝑓(𝑎)
𝑏−𝑎
= 𝑓′ 𝑐 for the function 𝑓(𝑥) = 𝑥2
if it is continuous for 0 ≤ 𝑥
≤ 2 and differentiable for 0 < 𝑥 < 2.
Since 𝑓(0) = 0 and 𝑓(2) = 4 , the mean
value theorem says that at some point 𝑐 in
the interval, the derivative 𝑓’(𝑥) = 2𝑥 must
have the value of (4 − 0)/(2 − 0) = 2. in
this (exceptional) case we can identify 𝑐 by
solving the equation 2𝑐 = 2 to get 𝑐 = 1.
Fig. 9
Example
4
Solution
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 22
Temperature change: It took 20 sec for a mercury thermometer to rise
from -10℃ to 100 ℃ when it was taken from a freezer and placed in
boiling water. Show that somewhere along the way the mercury was
rising at the rate of 5.5 ℃ /sec.
If T 𝑡 is the temperature of the thermometer at any time 𝑡, then T 0
= −10℃ andT 20 = 100℃.
From The Mean Value Theorem there exists 0 < 𝑡0 < 20 such that
𝑇 20 −𝑇(0)
20−0
=
100−(−10)
20
= 5.5℃/sec=𝑇′
𝑡0 .
The rate at which the temperature was changing at 𝑡 = 𝑡0 as measured by
the rising mercury on the thermometer.
Example
5
Solution
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 23
Free fall on the moon: On our moon, the acceleration of gravity is 1.6𝑚
/𝑠𝑒𝑐2
. If a rock is dropped into a crevasse, how fast will it be going just
before it hits bottom 30 sec later?
Ifa 𝑡 = 𝑣′
𝑡 = 1.6
⇒ 𝑣 𝑡 = 1.6𝑡 + 𝐶;
at (0,0) we have 𝐶 = 0
⟹ 𝑣 𝑡 = 1.6𝑡.
When t=30sec
then 𝑣 30 = 1.6 ∗ 30 = 48
m/sec.
Then the speed of the rock will
be 48m/sec just before it hits the
crevasses bottom.
Example
6
Solution
Fig. 10
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 24
Extreme Value Theorem
If f ∈ C[a, b], then 𝐶1, 𝐶2 ∈ [a, b]
exist with 𝑓(𝐶1) ≤ 𝑓(𝑥)
≤ 𝑓(𝐶2), for all x ∈ [a, b]. In
addition, if f is differentiable on
(a, b), then the numbers 𝐶1 and
𝐶2 occur either at the endpoints
of [a, b] or where f is zero. (See
Figure below)
Theorem5
•There is a way to set the price of an item so as to maximize
profits.
•Among all ellipses enclosing a fixed area there is one with a
smallest perimeter. (The circle, in fact.)
•What goes up must come down.
Theorem5
Applications
Fig. 11
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
5/16/2014 25
Piping Oil from a Drilling Rig to a Refinery: A drilling rig 12 km
offshore is to be connected by pipe to a refinery onshore, 20 km straight
down the coast from the rig. If underwater pipe costs $500,000 per km
and land based pipe costs $300,000 per km, what combination of the
two will give the least expensive connection?
Example
7
Solution
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Review of Calculus
Mathematical Preliminaries
16/05/2014 26
Integration
If f ∈ C[a, b], then 𝐶1, 𝐶2 ∈ [a, b] exist with 𝑓(𝐶1) ≤ 𝑓(𝑥) ≤ 𝑓(𝐶2), for all x
∈ [a, b]. In addition, if f is differentiable on (a, b), then the numbers 𝐶1
and 𝐶2 occur either at the endpoints of [a, b] or where f is zero. (See
Figure below)
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Direct Methods for Solving Linear Systems
16/05/2014 27
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Direct Methods for Solving Linear Systems
16/05/2014 28
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Iterative Techniques in Matrix Algebra
16/05/2014 29
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Iterative Techniques in Matrix Algebra
16/05/2014 30
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Boundary-Value Problems for Ordinary Differential Equations
16/05/2014 31
‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬
‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬
Start
Boundary-Value Problems for Ordinary Differential Equations
16/05/2014 32

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Engineering mathematics 1

  • 1. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start5/16/2014 1 Engineering Mathematics I 1st Year, Mechanical Power & Energy Engineering Department 2013/2014 Lecturer: Dr. Mohamed R. O. Ali Email: mohamedroali@mu.edu.eg Office: Room No.: 210 Mechanical Power & Energy Department References: •Numerical Analysis, Richard L. Burden & J. Douglas Faires, 9th Edition, 2010. •Thomas' Calculus: Early Transcendentals: Media Upgrade. Weir, M.D., et al., 2008: Pearson Addison-Wesley. References to chapters will be given from time to time
  • 2. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start5/16/2014 2 The unit aims to: The programme unit aims to provide a basic course in calculus, algebra, and numerical analysis to be used in Mechanical Power and Energy Engineering to students with A-level mathematics. Aim:
  • 3. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start5/16/2014 3 Here we are going to: 1. Review the Single-variable calculus where a solid knowledge of calculus is essential for an understanding of the analysis of numerical techniques, and more thorough review might be needed if you have been away from this subject for a while. 2. Present an introduction to convergence, error analysis, the machine representation of numbers, and some techniques for categorizing and minimizing computational error.
  • 4. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start16/05/2014 4 • Mathematical Preliminaries • Direct Methods for Solving Linear Systems • Iterative Techniques in Matrix Algebra • Boundary-Value Problems for Ordinary Differential Equations List of Contents
  • 5. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start5/16/2014 5 The behaviour of ideal gas is assumed to follow a low known as the gas low which combines the temperature (T), pressure (P), number of moles (N), and volume (V) occupied by the gas. 𝑃𝑉 = 𝑁𝑅𝑇 Two measurements were done the results of the first were P= 1atm, V=0.1𝑚3 , N=0.0042 mol, and R=0.08206. Using the low to calculate T gives T=290.15K or t=17℃, while the measurements showed that t=15 ℃. In the second case the pressure was doubled and the volume was reduced to one half of the first case, applying the law again gives t=17 ℃ , while the measured temperature was 19 ℃. The question here where does this differences come? Mathematical Preliminaries Introduction
  • 6. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 6 Limits and Continuity A function f defined on a set X of real numbers has the limit L at , written lim 𝑥→𝑥0 𝑓 𝑥 = 𝐿 if, given any real number 𝜀 > 0, there exists a real number 𝛿 > 0 such that 𝑓 𝑥 − 𝐿 < 𝜀 , whenever 𝑥 ∈ 𝑋and 0 < 𝑥 − 𝑥0 < 𝛿. 0x Def. 1
  • 7. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 7 Fig. 1
  • 8. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 8 Fig. 2
  • 9. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 9 For a function f defined on a set of real numbers X and 𝑥0 ∈ 𝑋, f is continuous at 𝑥0 if lim 𝑥→𝑥0 𝑓 𝑥 = 𝑓(𝑥0) The function f is continuous on the set X if it is continuous at each number in X. The set of all functions that are continuous on the set X is denoted C(X). When X is an interval of the real line, X can be replace by the definition interval of it [a, b] like this C[a, b]. R is the set of all real numbers, which also has the interval notation (−∞, ∞). So the set of all functions that are continuous at every real number is denoted by C(R) or by C (−∞, ∞). The limit of a sequence of real or complex numbers is defined in a similar manner. Def. 2
  • 10. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 10 Let 𝑥 𝑛 𝑛=1 ∞ be an infinite sequence of real numbers. This sequence has the limit x (converges to x) if, for any 𝜀 > 0 there exists a positive integer 𝑁(𝜀) such that 𝑛 > 𝑁(𝜀) , whenever 𝑥 𝑛 − 𝑥 < 𝜀. . The notation lim 𝑛→∞ 𝑥 𝑛 = 𝑥, or 𝑥0 → 𝑥 as 𝑛 → ∞ means that the sequence 𝑥 𝑛 𝑛=1 ∞ converges to x. If f is a function defined on a set X of real numbers and 𝑥0 ∈ 𝑋, then the following statements are equivalent: a. f is continuous at 𝑥0; b. 𝑥 𝑛 𝑛=1 ∞ is any sequence in X converging to 𝑥0, then lim 𝑛→∞ 𝑓(𝑥 𝑛) = 𝑓(𝑥0) Def. 3 Theorem1
  • 11. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 11 For the function g(x) graphed here, find the following limits or explain why they do not exist. a. lim 𝑥→1 𝑔(𝑥) b. lim 𝑥→2 𝑔(𝑥) c. lim 𝑥→3 𝑔(𝑥) Example 1 Fig. 3
  • 12. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 12 a. Does not exist. As x approaches 1 from the right, g(x) approaches 0. As x approaches 1 from the left, g(x) approaches 1. There is no single number L that all the values g(x) get arbitrarily close to as 𝑥 → 1. b. 1 c. 0 Solution
  • 13. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 13 Which of the following statements about the function 𝑦 = 𝑓(𝑥) graphed here, are true and which are false? a. lim 𝑥→2 𝑓(𝑥) does not exist b. lim 𝑥→2 𝑓 𝑥 = 2 c. lim 𝑥→1 𝑓 𝑥 𝑑𝑜𝑒𝑠 𝑛𝑜𝑡 𝑒𝑥𝑖𝑠𝑡 d. lim 𝑥→𝑥0 𝑓(𝑥) exists at every point 𝑥0 in (-1,1) e. lim 𝑥→𝑥0 𝑓(𝑥) exists at every point 𝑥0 in (1,3) Example 2 a. False b. False c. True d. True e. True Solution Fig. 4
  • 14. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 14 Explain why these limits do not exist? 1. lim 𝑥→0 𝑥 𝑥 2. lim 𝑥→1 1 𝑥−1 Example 2 Solution 1. lim 𝑥→0 𝑥 𝑥 does not exist because 𝑥 𝑥 = 𝑥 𝑥 = 1 if 𝑥 > 0 and 𝑥 𝑥 = 𝑥 −𝑥 = −1 if 𝑥 < 0. As 𝑥 approaches 0 from the left, 𝑥 𝑥 approaches -1. As 𝑥 approaches 0 from the right, 𝑥 𝑥 approaches 1. There is no one number L that all the function values get arbitrarily close to when 𝑥 → 0. 2. As 𝑥 approaches 1 from the left, 1 𝑥−1 become increasingly large and negative, as 𝑥 approaches 1 from the right, 1 𝑥−1 become increasingly large and positive. There is no one number L that all the function values get arbitrarily close to when 𝑥 → 1, so lim 𝑥→1 1 𝑥−1 does not exist.
  • 15. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 15 Differentiability Let f be a function defined in an open interval containing 𝑥0. The function f is differentiable at 𝑥0 if 𝑓(𝑥0) = lim 𝑥→𝑥0 𝑓 𝑥 −𝑓(𝑥0) 𝑥−𝑥0 exists. The number 𝑓(𝑥0) is called the derivative of f at 𝑥0. A function that has a derivative at each number in a set X is differentiable on X. The derivative of f at 𝑥0 is the slope of the tangent line to the graph of f at (𝑥0, 𝑓(𝑥0)) as shown in Figure 2. Def. 4
  • 16. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 16 Fig. 5
  • 17. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 17 If the function f is differentiable at 𝑥0, then f is continuous at 𝑥0. Return to Definition 2 where the function is continuous at a certain point its limit at this point must exist and this is of some how is part of the conditions of being differentiable. Theorem2 The next theorems are of fundamental importance in deriving methods for error estimation. The proofs can be found in any standard calculus text. The set of all functions that have n continuous derivatives on X is denoted 𝐶 𝑛(𝑥), and the set of functions that have derivatives of all orders on X is denoted 𝐶∞(𝑥). Polynomial, rational, trigonometric, exponential, and logarithmic functions are in 𝐶∞(𝑥), where X consists of all numbers for which the functions are defined.
  • 18. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 18 Rolle’s Theorem Suppose f ∈ C[a, b] and f is differentiable on (a, b). If f (a) = f (b), then a number c in (a, b) exists with f (c) = 0. (See Figure 3.) Theorem3 Fig. 6 Rolle’s Theorem says that a differentiable curve has at least one horizontal tangent between any two points where it crosses a horizontal line.
  • 19. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 19 Horizontal tangents of a cubic Polynomial The polynomial function graphed in the following figure is continuous at every point of [-3,3] and is differentiable at every point of (-3,3). 𝑓 𝑥 = 𝑥3 3 − 3𝑥 Example 3 Fig. 7 Rolle’s Theorem says that 𝑓’ must be zero at least once in the open interval between 𝑎 = −3 and 𝑏 = 3. In fact, 𝑓’(𝑥) = 𝑥2 − 3 is zero twice in this interval, once at 𝑥 = − 3 and again at 𝑥 = 3 Solution
  • 20. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 20 Mean Value Theorem If f ∈ C[a, b] and f is differentiable on (a, b), then a number c in (a, b) exists with (See Figure 4.) 𝑓′ 𝑐 = 𝑓 𝑏 − 𝑓(𝑎) 𝑏 − 𝑎 Theorem4 Fig. 8 If we think of the number (𝑓(𝑏) − 𝑓(𝑎)) (𝑏 − 𝑎) as the average change in ƒ over [a, b] and 𝑓’ 𝑐 as an instantaneous change, then the Mean Value Theorem says that at some interior point the instantaneous change must equal the average change over the entire interval.
  • 21. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 21 Find the value or values of c that satisfy the equation 𝑓 𝑏 −𝑓(𝑎) 𝑏−𝑎 = 𝑓′ 𝑐 for the function 𝑓(𝑥) = 𝑥2 if it is continuous for 0 ≤ 𝑥 ≤ 2 and differentiable for 0 < 𝑥 < 2. Since 𝑓(0) = 0 and 𝑓(2) = 4 , the mean value theorem says that at some point 𝑐 in the interval, the derivative 𝑓’(𝑥) = 2𝑥 must have the value of (4 − 0)/(2 − 0) = 2. in this (exceptional) case we can identify 𝑐 by solving the equation 2𝑐 = 2 to get 𝑐 = 1. Fig. 9 Example 4 Solution
  • 22. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 22 Temperature change: It took 20 sec for a mercury thermometer to rise from -10℃ to 100 ℃ when it was taken from a freezer and placed in boiling water. Show that somewhere along the way the mercury was rising at the rate of 5.5 ℃ /sec. If T 𝑡 is the temperature of the thermometer at any time 𝑡, then T 0 = −10℃ andT 20 = 100℃. From The Mean Value Theorem there exists 0 < 𝑡0 < 20 such that 𝑇 20 −𝑇(0) 20−0 = 100−(−10) 20 = 5.5℃/sec=𝑇′ 𝑡0 . The rate at which the temperature was changing at 𝑡 = 𝑡0 as measured by the rising mercury on the thermometer. Example 5 Solution
  • 23. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 23 Free fall on the moon: On our moon, the acceleration of gravity is 1.6𝑚 /𝑠𝑒𝑐2 . If a rock is dropped into a crevasse, how fast will it be going just before it hits bottom 30 sec later? Ifa 𝑡 = 𝑣′ 𝑡 = 1.6 ⇒ 𝑣 𝑡 = 1.6𝑡 + 𝐶; at (0,0) we have 𝐶 = 0 ⟹ 𝑣 𝑡 = 1.6𝑡. When t=30sec then 𝑣 30 = 1.6 ∗ 30 = 48 m/sec. Then the speed of the rock will be 48m/sec just before it hits the crevasses bottom. Example 6 Solution Fig. 10
  • 24. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 24 Extreme Value Theorem If f ∈ C[a, b], then 𝐶1, 𝐶2 ∈ [a, b] exist with 𝑓(𝐶1) ≤ 𝑓(𝑥) ≤ 𝑓(𝐶2), for all x ∈ [a, b]. In addition, if f is differentiable on (a, b), then the numbers 𝐶1 and 𝐶2 occur either at the endpoints of [a, b] or where f is zero. (See Figure below) Theorem5 •There is a way to set the price of an item so as to maximize profits. •Among all ellipses enclosing a fixed area there is one with a smallest perimeter. (The circle, in fact.) •What goes up must come down. Theorem5 Applications Fig. 11
  • 25. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 5/16/2014 25 Piping Oil from a Drilling Rig to a Refinery: A drilling rig 12 km offshore is to be connected by pipe to a refinery onshore, 20 km straight down the coast from the rig. If underwater pipe costs $500,000 per km and land based pipe costs $300,000 per km, what combination of the two will give the least expensive connection? Example 7 Solution
  • 26. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Review of Calculus Mathematical Preliminaries 16/05/2014 26 Integration If f ∈ C[a, b], then 𝐶1, 𝐶2 ∈ [a, b] exist with 𝑓(𝐶1) ≤ 𝑓(𝑥) ≤ 𝑓(𝐶2), for all x ∈ [a, b]. In addition, if f is differentiable on (a, b), then the numbers 𝐶1 and 𝐶2 occur either at the endpoints of [a, b] or where f is zero. (See Figure below)
  • 27. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Direct Methods for Solving Linear Systems 16/05/2014 27
  • 28. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Direct Methods for Solving Linear Systems 16/05/2014 28
  • 29. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Iterative Techniques in Matrix Algebra 16/05/2014 29
  • 30. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Iterative Techniques in Matrix Algebra 16/05/2014 30
  • 31. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Boundary-Value Problems for Ordinary Differential Equations 16/05/2014 31
  • 32. ‫املنيا‬ ‫جامعة‬‫الهندسة‬ ‫كلية‬ ‫والطاقة‬ ‫امليكانيكية‬ ‫ى‬‫القو‬ ‫هندسة‬‫قسم‬ Start Boundary-Value Problems for Ordinary Differential Equations 16/05/2014 32