Differential of a function
In calculus, a differential refers to the linear part of the increase of a variable or a function and describes an infinitely small section on the axis of a coordinate system. Historically, the term was at the core of the development of infinitesimal calculus in the 17th and 18th centuries. From the 19th century onwards, analysis was mathematically correctly rebuilt by Augustin Louis Cauchy and Karl Weierstrass on the basis of the limit value concept, and the concept of the differential lost its significance for elementary differential and integral calculus.
If there is a functional dependence with a differentiable function then the basic relationship between the differential of the dependent variable and the differential of the independent variable is
,
where denotes the derivative of at the point Instead of one also writes or . This relationship can be generalised to functions of several variables using partial derivatives and then leads to the notion of total differential.
Differentials are used today in different applications with different meanings and also with different mathematical rigour. The differentials appearing in standard notations such as for integrals or for derivatives are nowadays usually regarded as mere notational components without independent meaning.
A rigorous definition is provided by the theory of differential forms used in differential geometry, where differentials are interpreted as exact 1-forms. A different kind of approach is provided by non-standard analysis, which takes up the historical concept of the infinitesimal number again and specifies it in the sense of modern mathematics.
Classification
In his "Lectures on Differential and Integral Calculus", first published in 1924, Richard Courant writes that the idea of the differential as an infinitely small quantity has no meaning and that it is therefore useless to define the derivative as the quotient of two such quantities, but that one could nevertheless try to define the expression as the actual quotient of two quantities and }. To do this, first define as usual as and then for a fixed consider the increment as an independent variable. (Let this be denoted .) Then define with which one tautologically gets ={\frac
In more modern terminology, the differential in can be thought of as a linear mapping from the tangent space into the real numbers. The "tangent vector" is assigned the real number and this linear mapping is by definition the differential . Thus and in particular from which the relation results tautologically.
The differential as linearised increment
If is a real function of a real variable, a change of the argument by Δ from to causes a change of the function value from to ; The following therefore applies to the increase in the function value
.
For example, if an (affine) linear function, that is, follows that Δ . That is, the growth of the function value in this simple case is directly proportional to the growth of the argument and the ratio Δ just corresponds to the constant slope of .
For functions whose slope is not constant, the situation is more complicated. If is differentiable at the point , then the gradient there is given by the derivative where this is defined as the limit value of the difference quotient:
.
If one now considers for Δ the difference between the difference quotient and the derivative
,
then the following follows for the increase of the function value
.
In this representation, Δ decomposed into a fraction , which depends linearly on Δ and a residual which vanishes of higher than linear order, in the sense that . The linear part of the increment, which therefore for small values of Δ generally a good approximation for Δ called the differential of and denoted by
Definition
Let a function with domain . If is differentiable at the point and , then is called
the differential of at the position to the argument increment . Instead of one often writes. If then one also writes instead of.
For a fixed the differential is thus a linear function which assigns to each argument the value .
For example, for the identical function , therefore, because the equation and thus in this example .
Higher order differentials
If at the point -times differentiable ( ) and , then
the -th order differential of at the point to the argument increment . In this product denotes the -th derivative of at the point and denotes the -th power of the number .
The meaning of this definition is explained by Courant as follows. If thought to be fixed, holding the same value for different , i.e. Δ , then is a function of , from which one can again form the differential (s. Fig.). Fig.). The result is the second differential , it is obtained by replacing in (the increment of ) replaces the term in brackets by its linear part . In an analogous way, one can motivate the definition of differentials of higher order. For example, and in general .
For a fixed the differential is again a (for ) function, which assigns to each argument h ∈ the value .
Calculation rules
Regardless of the definition used, the following calculation rules apply to differentials. In the following, denotes the independent variable, denote dependent variables or functions and denotes any real constant. The derivative of to is written Then the following calculation rules result from the relationship
and the derivation rules. The following calculation rules for differentials of functions are to be understood in such a way that in each case the functions obtained after inserting the arguments should coincide. For example, the rule states that in any has the identity and this means by definition, that for all real numbers the equation should hold.
Constant and constant factor
- and
Addition and subtraction
- ; and
Multiplication
also called product rule:
Division
Chain rule
- If depends on and depends on, so and , then holds
.
Examples
- For and or . It follows
.
- For and and , thus
.
Extension and variants
Instead of find the following symbols denoting differentials:
- By ∂ (introduced by Condorcet, Legendre and then Jacobi one sees it in old French cursive, or as a variant of the cursive Cyrillic d) is meant a partial differential.
- With δ (the Greek small delta) denotes a virtual displacement, the variation of a location vector. It is therefore related to the partial differential according to the individual spatial dimensions of the location vector.
- δ denotes an inexact differential.
Total differential
→ Main article: Total differential
The total differential or complete differential of a differentiable function in variables is defined by
.
This is again interpretable as the linear part of the increment. A change of the argument by Δ causes a change of the function value by Δ which is decomposable as
,
where the first summand is the scalar product of the two -elementary vectors and Δ and the remainder vanishes of higher order, so .
Virtual shift
→ Main article: Virtual work
A virtual displacement δ is a fictitious infinitesimal displacement of the -th particle compatible with constraints. The dependence on time is not considered. From the total differential of a function the sought virtual change δ arises. The term "instantaneous" is thus mathematised.
The holonomic constraints, are satisfied by using so-called generalised coordinates :
The holonomic constraints are thus explicitly eliminated by selecting and correspondingly reducing the generalised coordinates.
Stochastic Analysis
In stochastic analysis, the differential notation is often used, for example, to notate stochastic differential equations; it is then always to be understood as a shorthand notation for a corresponding equation of Itō-integrals. For example, if a stochastic process that is Itō-integrable with respect to a Wiener process Itō-integrable, then the process given by
given equation for a process is written in differential form as However, the above calculation rules for differentials have to be modified in the case of stochastic processes with non-vanishing quadratic variation according to Itō's lemma.
Today's approach: differentials as 1-forms
→ Main article: Pfaff's form and differential form
The definition of the differential given above corresponds in today's terminology to the notion of the exact 1-form .
be an open subset of . A 1-form or Pfaffian form ω on assigns to each point linear form ω p . Such linear forms are called cotangent vectors; they are elements of the dual space of the tangent space . A pfaffian form ω is therefore a mapping
The total differential or the outer derivative of a differentiable function is the pfaffian form defined as follows: If a tangent vector, then: thus equal to the directional derivative of in the direction of . Thus, if γ a path with γ and γ, then
Using the gradient and the standard scalar product, the total differential of can be given by
represent.
For one obtains in particular the differential of functions .
Differentials in the integral calculus
Clear explanation
To calculate the area of a region bounded by the graph of a function the axis and two perpendicular lines and the area was divided into rectangles of width Δ , which are made "infinitely narrow", and height . Their respective area is the "product" of
,
the total area, i.e. the sum
where here is again a finite quantity corresponding to a subdivision of the interval See more precisely: Mean value theorem of integral calculus. There is in the interval fixed value ξ whose function value multiplied by the sum of the finite the interval represents the value of the integral of this one continuous function:
The total interval the integral need not be evenly subdivided. The differentials at the various subdivision points can be chosen to be of different sizes, and the choice of subdivision of the integration interval often depends on the nature of the integration problem. Together with the function value within the "differential" interval (respectively the maximum and minimum value therein corresponding to upper and lower sum) an area size is formed; one makes the limit transition in the sense that one chooses the subdivision of finer and finer. The integral is a definition for an area with boundary by a curve piece.
Formal explanation
→ Main article: "Integration of differential forms" in the article Differential form
Let an integrable function with root function . The differential
is a 1-form which can be integrated according to the rules of integration of differential forms. The result of the integration over an interval is exactly the Lebesgue integral
.
Historical
Gottfried Wilhelm Leibniz uses the integral sign for the first time in a manuscript in 1675 in the treatise Analysis tetragonistica, he does not write but . On 11. November 1675 Leibniz wrote an essay entitled "Examples of the inverse tangent method" and here, in addition to appears for the first time,as well as instead of the notation .
In the modern version of this approach to integral calculus according to Bernhard Riemann, the "integral" is a limit value of the area contents of finitely many rectangles of finite width for ever finer subdivisions of the " -range".
Therefore, the first symbol in the integral is a stylised S for "sum". "Utile erit scribi pro omnia (It will be useful to write instead of omnia) and ∫ l to denote the sum of a totality ∫ ... Here a new genus of calculus is revealed; if, on the other hand, given, an opposite calculus is offered with the designation , namely, as ∫ increases the dimensions, so d decreases them. ∫, however, means the sum, d the difference." writes Leibniz on 29 October 1675 in an investigation in which he uses the Cavalier totals. In the later transcript of 11. November 1675 he moves from writing to dx, he records in a footnote "dx is equal to ", in the same calculation also comes the formula . Omnia stands for omnia l and is used in Bonaventura Cavalieri's geometrically oriented area calculation method. The corresponding printed publication by Leibniz is De geometria recondita from 1686. Leibniz took pains with the designation "to make the calculation calculatingly simple and compelling."
Blaise Pascal's reflections on the quadrant arc: Quarts de Cercle
When Leibniz was a young man in Paris in 1673, he received a decisive stimulus from a reflection by Pascal in his 1659 paper Traité des sinus des quarts de cercle (Treatise on the sine of the quarter circle). He says he saw a light in it that the author had not noticed. It is the following (written in modern terminology, see illustration):
To reduce the static moment
of the quadrant arc with respect to the x-axis, Pascal deduces from the similarity of the triangles with the sides
and
that their aspect ratio is the same
and thus
so that
applies. Leibniz now noticed - and this was the "light" he saw - that this procedure is not limited to the circle, but applies in general to any (smooth) curve, provided that the radius of the circle a is replaced by the length of the normal of the curve (the reciprocal curvature, the radius of the circle of curvature). The infinitesimal triangle
is the characteristic triangle (It is also found in Isaac Barrow for tangent determination.) It is remarkable that the later Leibnizian symbolism of the differential calculus (dx, dy, ds) corresponds precisely to the point of view of this "improved indivisibility conception".
Similarity
All triangles from a section Δ the tangent together with the pieces Δ and Δ parallel to the respective x- and form with the triangle from radius of curvature a, subnormal and ordinate y form similar triangles and retain their ratios according to the slope of the tangent to the circle of curvature at this point even when the limit transition is made. The ratio of Δ is, after all, exactly the slope of Δ . Therefore, for each circle of curvature at a point of the curve, its (characteristic) proportions in the coordinate system can be transferred to the differentials there, especially if they are understood as infinitesimal quantities.
Nova methodus 1684
A new method of maxima, minima, and tangents, which does not interfere with fractional or irrational quantities, and a peculiar method of calculating them. (Leibniz (G. G. L.), Acta eruditorum 1684)
Leibniz explains his method very briefly on four pages. He chooses any independent fixed differential (here dx, see fig. r. above) and gives the calculation rules, as below, for the differentials, describing how to form them.
Then he gives the chain rule:
"Thus it comes about that for every equation presented one can write down its differential equation. This is done by simply inserting for each member (i.e. each constituent which contributes to the production of the equation by mere addition or subtraction) the differential of the member, but for another quantity (which is not itself a member but contributes to the formation of a member) applying its differential in order to form the differential of the member itself, not without further ado, but according to the algorithm prescribed above."
This is unusual from today's point of view, because he considers independent and dependent differentials equally and individually, and not the differential quotient of dependent and independent quantity as finally required. The other way round, when he gives a solution, the formation of the differential quotient is possible. He deals with the whole range of rational functions. There follows a formal complicated example, a dioptric one of light refraction (minimum), an easily solvable geometric one, with entangled distance relations, and one dealing with the logarithm.
Further connections are considered scientifically historically with him from the context of earlier and later works on the subject, some of which are only available in manuscript or in letters and not published. In Nova methodus 1684, for example, it is not stated that for the independent dx dx = const. and ddx=0. In further contributions he treats the subject up to "roots" and quadratures of infinite series.
Leibniz describes the relationship between infinitesimal and known differential (= size):
"It is also clear that our method masters the transcendental lines which cannot be traced back to the algebraic calculus or are of no definite degree, and this applies quite generally, without any special, not always applicable, presuppositions. It is only necessary to state once and for all that to find a tangent is as much as to draw a straight line connecting two points of the curve at an infinitely small distance, or an extended side of the infinite-cornered polygon, which for us is synonymous with the curve. But that infinitely small distance can always be expressed by some known differential, such as dv, or by a relation to it, i.e. by a certain known tangent."
For the transcendent line, the cycloid is used as proof.
As an appendix, in 1684 he explains the solution of a problem posed by Florimond de Beaune to Descartes, which he did not solve. The problem involves finding a function (w, of the line WW in Plate XII) whose tangent (WC) always intersects the x axis in such a way that the intercept between the point of intersection of the tangent with the x axis and its distance from the associated abscissa x, there he chooses dx always equals b, is constant, he calls it a here. He compares this proportionality with the arithmetic series and the geometric series and obtains the logarithms as abscissa and the numeri as ordinate. "Thus the ordinates w" (increase in value) "become proportional to the dw" (increase in slope)", their increments or differences, ..." He gives the logarithm function as the solution: "... if the w are the numeri, the x are the logarithms.": w=a/b dw, or w dx = a dw. This satisfies
or
Cauchy's differential term
In the 1980s, a debate took place in Germany about the extent to which Cauchy's foundation of analysis is logically sound. With the help of a historical reading of Cauchy, Detlef Laugwitz tries to make the concept of infinitely small quantities fruitful for his Ω -numbers, but finds inconsistencies in Cauchy as a result. Detlef Spalt corrects the (first!) historical reading approach of Cauchy's work and demands the use of terms from Cauchy's time and not today's terms to prove his theorems and comes to the conclusion that Cauchy's foundation of analysis is logically sound, but questions about the treatment of infinitely small magnitudes remain open.
Cauchy's differentials are finite and constant ( finite). The value of the constant is not specified.
is infinitely small and variable with Cauchy.
The relation to is Δ where finite and α is infinitesimal (infinitely small).
Their geometric relationship is defined as
determined. Cauchy can transfer this ratio of infinitely small quantities, or more precisely the limit of geometric difference ratios of dependent numerical quantities, a quotient, to finite quantities.
Differentials are finite number quantities whose geometric ratios are strictly equal to the limits of the geometric ratios formed by the infinitely small increments of the presented independent variables or the variables of the functions. Cauchy considers it important to regard differentials as finite number quantities.
The calculator makes use of the infinitesimals as mediators, which must lead him to the knowledge of the relationship that exists between the finite number magnitudes; and in Cauchy's opinion, the infinitesimals must never be admitted in the final equations, where their presence would remain meaningless, purposeless and useless. Moreover, if one were to consider the differentials as constantly very small number magnitudes, then one would thereby give up the advantage which consists in the fact that among the differentials of several variables one can take the one as a unit. For in order to form a clear conception of any number magnitude, it is important to relate it to the unit of its genus. It is therefore important to select a unit from among the differentials.
In particular, the difficulty of defining higher differentials falls away for Cauchy. For Cauchy sets after he has obtained the calculus rules of the differentials by transition to the limits. And since the differential of a function of the variable is another function of this variable, he can differentiate several times and in this way obtains the differentials of different orders.
…
First content page
Graphical illustration of the Beaune problem
Plate XII
The characteristic triangle
See also
- Differential equation