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Differential of a function

In calculus, the differential represents the principal part of the change in a function with respect to changes in the independent variable. The differential is defined by

where is the derivative of f with respect to , and is an additional real variable (so that is a function of and ). The notation is such that the equation

holds, where the derivative is represented in the Leibniz notation , and this is consistent with regarding the derivative as the quotient of the differentials. One also writes

The precise meaning of the variables and depends on the context of the application and the required level of mathematical rigor. The domain of these variables may take on a particular geometrical significance if the differential is regarded as a particular differential form, or analytical significance if the differential is regarded as a linear approximation to the increment of a function. Traditionally, the variables and are considered to be very small (infinitesimal), and this interpretation is made rigorous in non-standard analysis.

History and usage Edit

The differential was first introduced via an intuitive or heuristic definition by Isaac Newton and furthered by Gottfried Leibniz, who thought of the differential dy as an infinitely small (or infinitesimal) change in the value y of the function, corresponding to an infinitely small change dx in the function's argument x. For that reason, the instantaneous rate of change of y with respect to x, which is the value of the derivative of the function, is denoted by the fraction

 
in what is called the Leibniz notation for derivatives. The quotient   is not infinitely small; rather it is a real number.

The use of infinitesimals in this form was widely criticized, for instance by the famous pamphlet The Analyst by Bishop Berkeley. Augustin-Louis Cauchy (1823) defined the differential without appeal to the atomism of Leibniz's infinitesimals.[1][2] Instead, Cauchy, following d'Alembert, inverted the logical order of Leibniz and his successors: the derivative itself became the fundamental object, defined as a limit of difference quotients, and the differentials were then defined in terms of it. That is, one was free to define the differential   by an expression

 
in which   and   are simply new variables taking finite real values,[3] not fixed infinitesimals as they had been for Leibniz.[4]

According to Boyer (1959, p. 12), Cauchy's approach was a significant logical improvement over the infinitesimal approach of Leibniz because, instead of invoking the metaphysical notion of infinitesimals, the quantities   and   could now be manipulated in exactly the same manner as any other real quantities in a meaningful way. Cauchy's overall conceptual approach to differentials remains the standard one in modern analytical treatments,[5] although the final word on rigor, a fully modern notion of the limit, was ultimately due to Karl Weierstrass.[6]

In physical treatments, such as those applied to the theory of thermodynamics, the infinitesimal view still prevails. Courant & John (1999, p. 184) reconcile the physical use of infinitesimal differentials with the mathematical impossibility of them as follows. The differentials represent finite non-zero values that are smaller than the degree of accuracy required for the particular purpose for which they are intended. Thus "physical infinitesimals" need not appeal to a corresponding mathematical infinitesimal in order to have a precise sense.

Following twentieth-century developments in mathematical analysis and differential geometry, it became clear that the notion of the differential of a function could be extended in a variety of ways. In real analysis, it is more desirable to deal directly with the differential as the principal part of the increment of a function. This leads directly to the notion that the differential of a function at a point is a linear functional of an increment  . This approach allows the differential (as a linear map) to be developed for a variety of more sophisticated spaces, ultimately giving rise to such notions as the Fréchet or Gateaux derivative. Likewise, in differential geometry, the differential of a function at a point is a linear function of a tangent vector (an "infinitely small displacement"), which exhibits it as a kind of one-form: the exterior derivative of the function. In non-standard calculus, differentials are regarded as infinitesimals, which can themselves be put on a rigorous footing (see differential (infinitesimal)).

Definition Edit

 
The differential of a function   at a point  .

The differential is defined in modern treatments of differential calculus as follows.[7] The differential of a function   of a single real variable   is the function   of two independent real variables   and   given by

 

One or both of the arguments may be suppressed, i.e., one may see   or simply  . If  , the differential may also be written as  . Since  , it is conventional to write   so that the following equality holds:

 

This notion of differential is broadly applicable when a linear approximation to a function is sought, in which the value of the increment   is small enough. More precisely, if   is a differentiable function at  , then the difference in  -values

 

satisfies

 

where the error   in the approximation satisfies   as  . In other words, one has the approximate identity

 

in which the error can be made as small as desired relative to   by constraining   to be sufficiently small; that is to say,

 
as  . For this reason, the differential of a function is known as the principal (linear) part in the increment of a function: the differential is a linear function of the increment  , and although the error   may be nonlinear, it tends to zero rapidly as   tends to zero.

Differentials in several variables Edit

Operator / Function    
Differential 1:   2:  

3:  

Partial derivative    
Total derivative    

Following Goursat (1904, I, §15), for functions of more than one independent variable,

 

the partial differential of y with respect to any one of the variables x1 is the principal part of the change in y resulting from a change dx1 in that one variable. The partial differential is therefore

 

involving the partial derivative of y with respect to x1. The sum of the partial differentials with respect to all of the independent variables is the total differential

 

which is the principal part of the change in y resulting from changes in the independent variables xi.

More precisely, in the context of multivariable calculus, following Courant (1937b), if f is a differentiable function, then by the definition of differentiability, the increment

 

where the error terms ε i tend to zero as the increments Δxi jointly tend to zero. The total differential is then rigorously defined as

 

Since, with this definition,

 
one has
 

As in the case of one variable, the approximate identity holds

 

in which the total error can be made as small as desired relative to   by confining attention to sufficiently small increments.

Application of the total differential to error estimation Edit

In measurement, the total differential is used in estimating the error   of a function   based on the errors   of the parameters  . Assuming that the interval is short enough for the change to be approximately linear:

 

and that all variables are independent, then for all variables,

 

This is because the derivative   with respect to the particular parameter   gives the sensitivity of the function   to a change in  , in particular the error  . As they are assumed to be independent, the analysis describes the worst-case scenario. The absolute values of the component errors are used, because after simple computation, the derivative may have a negative sign. From this principle the error rules of summation, multiplication etc. are derived, e.g.:

Let  . Then, the finite error can be approximated as
 
Evaluating the derivatives:
 
Dividing by f, which is a × b
 

That is to say, in multiplication, the total relative error is the sum of the relative errors of the parameters.

To illustrate how this depends on the function considered, consider the case where the function is   instead. Then, it can be computed that the error estimate is

 
with an extra 'ln b' factor not found in the case of a simple product. This additional factor tends to make the error smaller, as ln b is not as large as a bare b.

Higher-order differentials Edit

Higher-order differentials of a function y = f(x) of a single variable x can be defined via:[8]

 
and, in general,
 
Informally, this motivates Leibniz's notation for higher-order derivatives
 
When the independent variable x itself is permitted to depend on other variables, then the expression becomes more complicated, as it must include also higher order differentials in x itself. Thus, for instance,
 
and so forth.

Similar considerations apply to defining higher order differentials of functions of several variables. For example, if f is a function of two variables x and y, then

 
where   is a binomial coefficient. In more variables, an analogous expression holds, but with an appropriate multinomial expansion rather than binomial expansion.[9]

Higher order differentials in several variables also become more complicated when the independent variables are themselves allowed to depend on other variables. For instance, for a function f of x and y which are allowed to depend on auxiliary variables, one has

 

Because of this notational awkwardness, the use of higher order differentials was roundly criticized by Hadamard (1935), who concluded:

Enfin, que signifie ou que représente l'égalité

 

A mon avis, rien du tout.

That is: Finally, what is meant, or represented, by the equality [...]? In my opinion, nothing at all. In spite of this skepticism, higher order differentials did emerge as an important tool in analysis.[10]

In these contexts, the n-th order differential of the function f applied to an increment Δx is defined by

 
or an equivalent expression, such as
 
where   is an nth forward difference with increment tΔx.

This definition makes sense as well if f is a function of several variables (for simplicity taken here as a vector argument). Then the n-th differential defined in this way is a homogeneous function of degree n in the vector increment Δx. Furthermore, the Taylor series of f at the point x is given by

 
The higher order Gateaux derivative generalizes these considerations to infinite dimensional spaces.

Properties Edit

A number of properties of the differential follow in a straightforward manner from the corresponding properties of the derivative, partial derivative, and total derivative. These include:[11]

  • Linearity: For constants a and b and differentiable functions f and g,
     
  • Product rule: For two differentiable functions f and g,
     

An operation d with these two properties is known in abstract algebra as a derivation. They imply the power rule

 
In addition, various forms of the chain rule hold, in increasing level of generality:[12]
  • If y = f(u) is a differentiable function of the variable u and u = g(x) is a differentiable function of x, then
     
  • If y = f(x1, ..., xn) and all of the variables x1, ..., xn depend on another variable t, then by the chain rule for partial derivatives, one has
     
    Heuristically, the chain rule for several variables can itself be understood by dividing through both sides of this equation by the infinitely small quantity dt.
  • More general analogous expressions hold, in which the intermediate variables xi depend on more than one variable.

General formulation Edit

A consistent notion of differential can be developed for a function f : RnRm between two Euclidean spaces. Let xxRn be a pair of Euclidean vectors. The increment in the function f is

 
If there exists an m × n matrix A such that
 
in which the vector ε → 0 as Δx → 0, then f is by definition differentiable at the point x. The matrix A is sometimes known as the Jacobian matrix, and the linear transformation that associates to the increment ΔxRn the vector AΔxRm is, in this general setting, known as the differential df(x) of f at the point x. This is precisely the Fréchet derivative, and the same construction can be made to work for a function between any Banach spaces.

Another fruitful point of view is to define the differential directly as a kind of directional derivative:

 
which is the approach already taken for defining higher order differentials (and is most nearly the definition set forth by Cauchy). If t represents time and x position, then h represents a velocity instead of a displacement as we have heretofore regarded it. This yields yet another refinement of the notion of differential: that it should be a linear function of a kinematic velocity. The set of all velocities through a given point of space is known as the tangent space, and so df gives a linear function on the tangent space: a differential form. With this interpretation, the differential of f is known as the exterior derivative, and has broad application in differential geometry because the notion of velocities and the tangent space makes sense on any differentiable manifold. If, in addition, the output value of f also represents a position (in a Euclidean space), then a dimensional analysis confirms that the output value of df must be a velocity. If one treats the differential in this manner, then it is known as the pushforward since it "pushes" velocities from a source space into velocities in a target space.

Other approaches Edit

Although the notion of having an infinitesimal increment dx is not well-defined in modern mathematical analysis, a variety of techniques exist for defining the infinitesimal differential so that the differential of a function can be handled in a manner that does not clash with the Leibniz notation. These include:

Examples and applications Edit

Differentials may be effectively used in numerical analysis to study the propagation of experimental errors in a calculation, and thus the overall numerical stability of a problem (Courant 1937a). Suppose that the variable x represents the outcome of an experiment and y is the result of a numerical computation applied to x. The question is to what extent errors in the measurement of x influence the outcome of the computation of y. If the x is known to within Δx of its true value, then Taylor's theorem gives the following estimate on the error Δy in the computation of y:

 
where ξ = x + θΔx for some 0 < θ < 1. If Δx is small, then the second order term is negligible, so that Δy is, for practical purposes, well-approximated by dy = f'(x) Δx.

The differential is often useful to rewrite a differential equation

 
in the form
 
in particular when one wants to separate the variables.

Notes Edit

  1. ^ For a detailed historical account of the differential, see Boyer 1959, especially page 275 for Cauchy's contribution on the subject. An abbreviated account appears in Kline 1972, Chapter 40.
  2. ^ Cauchy explicitly denied the possibility of actual infinitesimal and infinite quantities (Boyer 1959, pp. 273–275), and took the radically different point of view that "a variable quantity becomes infinitely small when its numerical value decreases indefinitely in such a way as to converge to zero" (Cauchy 1823, p. 12; translation from Boyer 1959, p. 273).
  3. ^ Boyer 1959, p. 275
  4. ^ Boyer 1959, p. 12: "The differentials as thus defined are only new variables, and not fixed infinitesimals..."
  5. ^ Courant 1937a, II, §9: "Here we remark merely in passing that it is possible to use this approximate representation of the increment   by the linear expression   to construct a logically satisfactory definition of a "differential", as was done by Cauchy in particular."
  6. ^ Boyer 1959, p. 284
  7. ^ See, for instance, the influential treatises of Courant 1937a, Kline 1977, Goursat 1904, and Hardy 1908. Tertiary sources for this definition include also Tolstov 2001 and Itô 1993, §106.
  8. ^ Cauchy 1823. See also, for instance, Goursat 1904, I, §14.
  9. ^ Goursat 1904, I, §14
  10. ^ In particular to infinite dimensional holomorphy (Hille & Phillips 1974) and numerical analysis via the calculus of finite differences.
  11. ^ Goursat 1904, I, §17
  12. ^ Goursat 1904, I, §§14,16
  13. ^ Eisenbud & Harris 1998.
  14. ^ See Kock 2006 and Moerdijk & Reyes 1991.
  15. ^ See Robinson 1996 and Keisler 1986.

See also Edit

References Edit

  • Boyer, Carl B. (1959), The history of the calculus and its conceptual development, New York: Dover Publications, MR 0124178.
  • Cauchy, Augustin-Louis (1823), , archived from the original on 2007-07-08, retrieved 2009-08-19.
  • Courant, Richard (1937a), Differential and integral calculus. Vol. I, Wiley Classics Library, New York: John Wiley & Sons (published 1988), ISBN 978-0-471-60842-4, MR 1009558.
  • Courant, Richard (1937b), Differential and integral calculus. Vol. II, Wiley Classics Library, New York: John Wiley & Sons (published 1988), ISBN 978-0-471-60840-0, MR 1009559.
  • Courant, Richard; John, Fritz (1999), Introduction to Calculus and Analysis Volume 1, Classics in Mathematics, Berlin, New York: Springer-Verlag, ISBN 3-540-65058-X, MR 1746554
  • Eisenbud, David; Harris, Joe (1998), The Geometry of Schemes, Springer-Verlag, ISBN 0-387-98637-5.
  • Fréchet, Maurice (1925), "La notion de différentielle dans l'analyse générale", Annales Scientifiques de l'École Normale Supérieure, Série 3, 42: 293–323, doi:10.24033/asens.766, ISSN 0012-9593, MR 1509268.
  • Goursat, Édouard (1904), A course in mathematical analysis: Vol 1: Derivatives and differentials, definite integrals, expansion in series, applications to geometry, E. R. Hedrick, New York: Dover Publications (published 1959), MR 0106155.
  • Hadamard, Jacques (1935), "La notion de différentiel dans l'enseignement", Mathematical Gazette, XIX (236): 341–342, doi:10.2307/3606323, JSTOR 3606323.
  • Hardy, Godfrey Harold (1908), A Course of Pure Mathematics, Cambridge University Press, ISBN 978-0-521-09227-2.
  • Hille, Einar; Phillips, Ralph S. (1974), Functional analysis and semi-groups, Providence, R.I.: American Mathematical Society, MR 0423094.
  • Itô, Kiyosi (1993), Encyclopedic Dictionary of Mathematics (2nd ed.), MIT Press, ISBN 978-0-262-59020-4.
  • Kline, Morris (1977), "Chapter 13: Differentials and the law of the mean", Calculus: An intuitive and physical approach, John Wiley and Sons.
  • Kline, Morris (1972), Mathematical thought from ancient to modern times (3rd ed.), Oxford University Press (published 1990), ISBN 978-0-19-506136-9
  • Keisler, H. Jerome (1986), Elementary Calculus: An Infinitesimal Approach (2nd ed.).
  • Kock, Anders (2006), Synthetic Differential Geometry (PDF) (2nd ed.), Cambridge University Press.
  • Moerdijk, I.; Reyes, G.E. (1991), Models for Smooth Infinitesimal Analysis, Springer-Verlag.
  • Robinson, Abraham (1996), Non-standard analysis, Princeton University Press, ISBN 978-0-691-04490-3.
  • Tolstov, G.P. (2001) [1994], "Differential", Encyclopedia of Mathematics, EMS Press.

External links Edit

  • Differential Of A Function at Wolfram Demonstrations Project

differential, function, other, uses, differential, mathematics, differential, mathematics, calculus, differential, represents, principal, part, change, function, displaystyle, with, respect, changes, independent, variable, differential, displaystyle, defined, . For other uses of differential in mathematics see Differential mathematics In calculus the differential represents the principal part of the change in a function y f x displaystyle y f x with respect to changes in the independent variable The differential d y displaystyle dy is defined byd y f x d x displaystyle dy f x dx where f x displaystyle f x is the derivative of f with respect to x displaystyle x and d x displaystyle dx is an additional real variable so that d y displaystyle dy is a function of x displaystyle x and d x displaystyle dx The notation is such that the equation d y d y d x d x displaystyle dy frac dy dx dx holds where the derivative is represented in the Leibniz notation d y d x displaystyle dy dx and this is consistent with regarding the derivative as the quotient of the differentials One also writesd f x f x d x displaystyle df x f x dx The precise meaning of the variables d y displaystyle dy and d x displaystyle dx depends on the context of the application and the required level of mathematical rigor The domain of these variables may take on a particular geometrical significance if the differential is regarded as a particular differential form or analytical significance if the differential is regarded as a linear approximation to the increment of a function Traditionally the variables d x displaystyle dx and d y displaystyle dy are considered to be very small infinitesimal and this interpretation is made rigorous in non standard analysis Contents 1 History and usage 2 Definition 3 Differentials in several variables 3 1 Application of the total differential to error estimation 4 Higher order differentials 5 Properties 6 General formulation 7 Other approaches 8 Examples and applications 9 Notes 10 See also 11 References 12 External linksHistory and usage EditThe differential was first introduced via an intuitive or heuristic definition by Isaac Newton and furthered by Gottfried Leibniz who thought of the differential dy as an infinitely small or infinitesimal change in the value y of the function corresponding to an infinitely small change dx in the function s argument x For that reason the instantaneous rate of change of y with respect to x which is the value of the derivative of the function is denoted by the fractiond y d x displaystyle frac dy dx nbsp in what is called the Leibniz notation for derivatives The quotient d y d x displaystyle dy dx nbsp is not infinitely small rather it is a real number The use of infinitesimals in this form was widely criticized for instance by the famous pamphlet The Analyst by Bishop Berkeley Augustin Louis Cauchy 1823 defined the differential without appeal to the atomism of Leibniz s infinitesimals 1 2 Instead Cauchy following d Alembert inverted the logical order of Leibniz and his successors the derivative itself became the fundamental object defined as a limit of difference quotients and the differentials were then defined in terms of it That is one was free to define the differential d y displaystyle dy nbsp by an expressiond y f x d x displaystyle dy f x dx nbsp in which d y displaystyle dy nbsp and d x displaystyle dx nbsp are simply new variables taking finite real values 3 not fixed infinitesimals as they had been for Leibniz 4 According to Boyer 1959 p 12 Cauchy s approach was a significant logical improvement over the infinitesimal approach of Leibniz because instead of invoking the metaphysical notion of infinitesimals the quantities d y displaystyle dy nbsp and d x displaystyle dx nbsp could now be manipulated in exactly the same manner as any other real quantities in a meaningful way Cauchy s overall conceptual approach to differentials remains the standard one in modern analytical treatments 5 although the final word on rigor a fully modern notion of the limit was ultimately due to Karl Weierstrass 6 In physical treatments such as those applied to the theory of thermodynamics the infinitesimal view still prevails Courant amp John 1999 p 184 reconcile the physical use of infinitesimal differentials with the mathematical impossibility of them as follows The differentials represent finite non zero values that are smaller than the degree of accuracy required for the particular purpose for which they are intended Thus physical infinitesimals need not appeal to a corresponding mathematical infinitesimal in order to have a precise sense Following twentieth century developments in mathematical analysis and differential geometry it became clear that the notion of the differential of a function could be extended in a variety of ways In real analysis it is more desirable to deal directly with the differential as the principal part of the increment of a function This leads directly to the notion that the differential of a function at a point is a linear functional of an increment D x displaystyle Delta x nbsp This approach allows the differential as a linear map to be developed for a variety of more sophisticated spaces ultimately giving rise to such notions as the Frechet or Gateaux derivative Likewise in differential geometry the differential of a function at a point is a linear function of a tangent vector an infinitely small displacement which exhibits it as a kind of one form the exterior derivative of the function In non standard calculus differentials are regarded as infinitesimals which can themselves be put on a rigorous footing see differential infinitesimal Definition Edit nbsp The differential of a function f x displaystyle f x nbsp at a point x 0 displaystyle x 0 nbsp The differential is defined in modern treatments of differential calculus as follows 7 The differential of a function f x displaystyle f x nbsp of a single real variable x displaystyle x nbsp is the function d f displaystyle df nbsp of two independent real variables x displaystyle x nbsp and D x displaystyle Delta x nbsp given byd f x D x d e f f x D x displaystyle df x Delta x stackrel mathrm def f x Delta x nbsp One or both of the arguments may be suppressed i e one may see d f x displaystyle df x nbsp or simply d f displaystyle df nbsp If y f x displaystyle y f x nbsp the differential may also be written as d y displaystyle dy nbsp Since d x x D x D x displaystyle dx x Delta x Delta x nbsp it is conventional to write d x D x displaystyle dx Delta x nbsp so that the following equality holds d f x f x d x displaystyle df x f x dx nbsp This notion of differential is broadly applicable when a linear approximation to a function is sought in which the value of the increment D x displaystyle Delta x nbsp is small enough More precisely if f displaystyle f nbsp is a differentiable function at x displaystyle x nbsp then the difference in y displaystyle y nbsp valuesD y d e f f x D x f x displaystyle Delta y stackrel rm def f x Delta x f x nbsp satisfiesD y f x D x e d f x e displaystyle Delta y f x Delta x varepsilon df x varepsilon nbsp where the error e displaystyle varepsilon nbsp in the approximation satisfies e D x 0 displaystyle varepsilon Delta x rightarrow 0 nbsp as D x 0 displaystyle Delta x rightarrow 0 nbsp In other words one has the approximate identityD y d y displaystyle Delta y approx dy nbsp in which the error can be made as small as desired relative to D x displaystyle Delta x nbsp by constraining D x displaystyle Delta x nbsp to be sufficiently small that is to say D y d y D x 0 displaystyle frac Delta y dy Delta x to 0 nbsp as D x 0 displaystyle Delta x rightarrow 0 nbsp For this reason the differential of a function is known as the principal linear part in the increment of a function the differential is a linear function of the increment D x displaystyle Delta x nbsp and although the error e displaystyle varepsilon nbsp may be nonlinear it tends to zero rapidly as D x displaystyle Delta x nbsp tends to zero Differentials in several variables EditOperator Function f x displaystyle f x nbsp f x y u x y v x y displaystyle f x y u x y v x y nbsp Differential 1 d f d e f f x d x displaystyle df overset underset mathrm def f x dx nbsp 2 d x f d e f f x d x displaystyle d x f overset underset mathrm def f x dx nbsp 3 d f d e f f x d x f y d y f u d u f v d v displaystyle df overset underset mathrm def f x dx f y dy f u du f v dv nbsp Partial derivative f x 1 d f d x displaystyle f x overset underset mathrm 1 frac df dx nbsp f x 2 d x f d x f x displaystyle f x overset underset mathrm 2 frac d x f dx frac partial f partial x nbsp Total derivative d f d x 1 f x displaystyle frac df dx overset underset mathrm 1 f x nbsp d f d x 3 f x f u d u d x f v d v d x f y d y d x 0 displaystyle frac df dx overset underset mathrm 3 f x f u frac du dx f v frac dv dx f y frac dy dx 0 nbsp Following Goursat 1904 I 15 for functions of more than one independent variable y f x 1 x n displaystyle y f x 1 dots x n nbsp the partial differential of y with respect to any one of the variables x1 is the principal part of the change in y resulting from a change dx1 in that one variable The partial differential is therefore y x 1 d x 1 displaystyle frac partial y partial x 1 dx 1 nbsp involving the partial derivative of y with respect to x1 The sum of the partial differentials with respect to all of the independent variables is the total differentiald y y x 1 d x 1 y x n d x n displaystyle dy frac partial y partial x 1 dx 1 cdots frac partial y partial x n dx n nbsp which is the principal part of the change in y resulting from changes in the independent variables xi More precisely in the context of multivariable calculus following Courant 1937b if f is a differentiable function then by the definition of differentiability the incrementD y d e f f x 1 D x 1 x n D x n f x 1 x n y x 1 D x 1 y x n D x n e 1 D x 1 e n D x n displaystyle begin aligned Delta y amp stackrel mathrm def f x 1 Delta x 1 dots x n Delta x n f x 1 dots x n amp frac partial y partial x 1 Delta x 1 cdots frac partial y partial x n Delta x n varepsilon 1 Delta x 1 cdots varepsilon n Delta x n end aligned nbsp where the error terms e i tend to zero as the increments Dxi jointly tend to zero The total differential is then rigorously defined asd y y x 1 D x 1 y x n D x n displaystyle dy frac partial y partial x 1 Delta x 1 cdots frac partial y partial x n Delta x n nbsp Since with this definition d x i D x 1 D x n D x i displaystyle dx i Delta x 1 dots Delta x n Delta x i nbsp one has d y y x 1 d x 1 y x n d x n displaystyle dy frac partial y partial x 1 dx 1 cdots frac partial y partial x n dx n nbsp As in the case of one variable the approximate identity holdsd y D y displaystyle dy approx Delta y nbsp in which the total error can be made as small as desired relative to D x 1 2 D x n 2 textstyle sqrt Delta x 1 2 cdots Delta x n 2 nbsp by confining attention to sufficiently small increments Application of the total differential to error estimation Edit In measurement the total differential is used in estimating the error D f displaystyle Delta f nbsp of a function f displaystyle f nbsp based on the errors D x D y displaystyle Delta x Delta y ldots nbsp of the parameters x y displaystyle x y ldots nbsp Assuming that the interval is short enough for the change to be approximately linear D f x f x D x displaystyle Delta f x f x Delta x nbsp and that all variables are independent then for all variables D f f x D x f y D y displaystyle Delta f f x Delta x f y Delta y cdots nbsp This is because the derivative f x displaystyle f x nbsp with respect to the particular parameter x displaystyle x nbsp gives the sensitivity of the function f displaystyle f nbsp to a change in x displaystyle x nbsp in particular the error D x displaystyle Delta x nbsp As they are assumed to be independent the analysis describes the worst case scenario The absolute values of the component errors are used because after simple computation the derivative may have a negative sign From this principle the error rules of summation multiplication etc are derived e g Let f a b a b displaystyle f a b ab nbsp Then the finite error can be approximated as D f f a D a f b D b displaystyle Delta f f a Delta a f b Delta b nbsp Evaluating the derivatives D f b D a a D b displaystyle Delta f b Delta a a Delta b nbsp Dividing by f which is a b D f f D a a D b b displaystyle frac Delta f f frac Delta a a frac Delta b b nbsp That is to say in multiplication the total relative error is the sum of the relative errors of the parameters To illustrate how this depends on the function considered consider the case where the function is f a b a ln b displaystyle f a b a ln b nbsp instead Then it can be computed that the error estimate isD f f D a a D b b ln b displaystyle frac Delta f f frac Delta a a frac Delta b b ln b nbsp with an extra ln b factor not found in the case of a simple product This additional factor tends to make the error smaller as ln b is not as large as a bare b Higher order differentials EditHigher order differentials of a function y f x of a single variable x can be defined via 8 d 2 y d d y d f x d x d f x d x f x d x 2 displaystyle d 2 y d dy d f x dx df x dx f x dx 2 nbsp and in general d n y f n x d x n displaystyle d n y f n x dx n nbsp Informally this motivates Leibniz s notation for higher order derivatives f n x d n f d x n displaystyle f n x frac d n f dx n nbsp When the independent variable x itself is permitted to depend on other variables then the expression becomes more complicated as it must include also higher order differentials in x itself Thus for instance d 2 y f x d x 2 f x d 2 x d 3 y f x d x 3 3 f x d x d 2 x f x d 3 x displaystyle begin aligned d 2 y amp f x dx 2 f x d 2 x 1ex d 3 y amp f x dx 3 3f x dx d 2 x f x d 3 x end aligned nbsp and so forth Similar considerations apply to defining higher order differentials of functions of several variables For example if f is a function of two variables x and y thend n f k 0 n n k n f x k y n k d x k d y n k displaystyle d n f sum k 0 n binom n k frac partial n f partial x k partial y n k dx k dy n k nbsp where n k textstyle binom n k nbsp is a binomial coefficient In more variables an analogous expression holds but with an appropriate multinomial expansion rather than binomial expansion 9 Higher order differentials in several variables also become more complicated when the independent variables are themselves allowed to depend on other variables For instance for a function f of x and y which are allowed to depend on auxiliary variables one hasd 2 f 2 f x 2 d x 2 2 2 f x y d x d y 2 f y 2 d y 2 f x d 2 x f y d 2 y displaystyle d 2 f left frac partial 2 f partial x 2 dx 2 2 frac partial 2 f partial x partial y dx dy frac partial 2 f partial y 2 dy 2 right frac partial f partial x d 2 x frac partial f partial y d 2 y nbsp Because of this notational awkwardness the use of higher order differentials was roundly criticized by Hadamard 1935 who concluded Enfin que signifie ou que represente l egalited 2 z r d x 2 2 s d x d y t d y 2 displaystyle d 2 z r dx 2 2s dx dy t dy 2 nbsp A mon avis rien du tout That is Finally what is meant or represented by the equality In my opinion nothing at all In spite of this skepticism higher order differentials did emerge as an important tool in analysis 10 In these contexts the n th order differential of the function f applied to an increment Dx is defined byd n f x D x d n d t n f x t D x t 0 displaystyle d n f x Delta x left frac d n dt n f x t Delta x right t 0 nbsp or an equivalent expression such as lim t 0 D t D x n f t n displaystyle lim t to 0 frac Delta t Delta x n f t n nbsp where D t D x n f displaystyle Delta t Delta x n f nbsp is an nth forward difference with increment tDx This definition makes sense as well if f is a function of several variables for simplicity taken here as a vector argument Then the n th differential defined in this way is a homogeneous function of degree n in the vector increment Dx Furthermore the Taylor series of f at the point x is given byf x D x f x d f x D x 1 2 d 2 f x D x 1 n d n f x D x displaystyle f x Delta x sim f x df x Delta x frac 1 2 d 2 f x Delta x cdots frac 1 n d n f x Delta x cdots nbsp The higher order Gateaux derivative generalizes these considerations to infinite dimensional spaces Properties EditA number of properties of the differential follow in a straightforward manner from the corresponding properties of the derivative partial derivative and total derivative These include 11 Linearity For constants a and b and differentiable functions f and g d a f b g a d f b d g displaystyle d af bg a df b dg nbsp Product rule For two differentiable functions f and g d f g f d g g d f displaystyle d fg f dg g df nbsp An operation d with these two properties is known in abstract algebra as a derivation They imply the power ruled f n n f n 1 d f displaystyle d f n nf n 1 df nbsp In addition various forms of the chain rule hold in increasing level of generality 12 If y f u is a differentiable function of the variable u and u g x is a differentiable function of x then d y f u d u f g x g x d x displaystyle dy f u du f g x g x dx nbsp If y f x1 xn and all of the variables x1 xn depend on another variable t then by the chain rule for partial derivatives one has d y d y d t d t y x 1 d x 1 y x n d x n y x 1 d x 1 d t d t y x n d x n d t d t displaystyle begin aligned dy frac dy dt dt amp frac partial y partial x 1 dx 1 cdots frac partial y partial x n dx n 1ex amp frac partial y partial x 1 frac dx 1 dt dt cdots frac partial y partial x n frac dx n dt dt end aligned nbsp Heuristically the chain rule for several variables can itself be understood by dividing through both sides of this equation by the infinitely small quantity dt More general analogous expressions hold in which the intermediate variables xi depend on more than one variable General formulation EditSee also Frechet derivative and Gateaux derivative A consistent notion of differential can be developed for a function f Rn Rm between two Euclidean spaces Let x Dx Rn be a pair of Euclidean vectors The increment in the function f isD f f x D x f x displaystyle Delta f f mathbf x Delta mathbf x f mathbf x nbsp If there exists an m n matrix A such that D f A D x D x e displaystyle Delta f A Delta mathbf x Delta mathbf x boldsymbol varepsilon nbsp in which the vector e 0 as Dx 0 then f is by definition differentiable at the point x The matrix A is sometimes known as the Jacobian matrix and the linear transformation that associates to the increment Dx Rn the vector ADx Rm is in this general setting known as the differential df x of f at the point x This is precisely the Frechet derivative and the same construction can be made to work for a function between any Banach spaces Another fruitful point of view is to define the differential directly as a kind of directional derivative d f x h lim t 0 f x t h f x t d d t f x t h t 0 displaystyle df mathbf x mathbf h lim t to 0 frac f mathbf x t mathbf h f mathbf x t left frac d dt f mathbf x t mathbf h right t 0 nbsp which is the approach already taken for defining higher order differentials and is most nearly the definition set forth by Cauchy If t represents time and x position then h represents a velocity instead of a displacement as we have heretofore regarded it This yields yet another refinement of the notion of differential that it should be a linear function of a kinematic velocity The set of all velocities through a given point of space is known as the tangent space and so df gives a linear function on the tangent space a differential form With this interpretation the differential of f is known as the exterior derivative and has broad application in differential geometry because the notion of velocities and the tangent space makes sense on any differentiable manifold If in addition the output value of f also represents a position in a Euclidean space then a dimensional analysis confirms that the output value of df must be a velocity If one treats the differential in this manner then it is known as the pushforward since it pushes velocities from a source space into velocities in a target space Other approaches EditMain article Differential infinitesimal Although the notion of having an infinitesimal increment dx is not well defined in modern mathematical analysis a variety of techniques exist for defining the infinitesimal differential so that the differential of a function can be handled in a manner that does not clash with the Leibniz notation These include Defining the differential as a kind of differential form specifically the exterior derivative of a function The infinitesimal increments are then identified with vectors in the tangent space at a point This approach is popular in differential geometry and related fields because it readily generalizes to mappings between differentiable manifolds Differentials as nilpotent elements of commutative rings This approach is popular in algebraic geometry 13 Differentials in smooth models of set theory This approach is known as synthetic differential geometry or smooth infinitesimal analysis and is closely related to the algebraic geometric approach except that ideas from topos theory are used to hide the mechanisms by which nilpotent infinitesimals are introduced 14 Differentials as infinitesimals in hyperreal number systems which are extensions of the real numbers which contain invertible infinitesimals and infinitely large numbers This is the approach of nonstandard analysis pioneered by Abraham Robinson 15 Examples and applications EditDifferentials may be effectively used in numerical analysis to study the propagation of experimental errors in a calculation and thus the overall numerical stability of a problem Courant 1937a Suppose that the variable x represents the outcome of an experiment and y is the result of a numerical computation applied to x The question is to what extent errors in the measurement of x influence the outcome of the computation of y If the x is known to within Dx of its true value then Taylor s theorem gives the following estimate on the error Dy in the computation of y D y f x D x D x 2 2 f 3 displaystyle Delta y f x Delta x frac Delta x 2 2 f xi nbsp where 3 x 8Dx for some 0 lt 8 lt 1 If Dx is small then the second order term is negligible so that Dy is for practical purposes well approximated by dy f x Dx The differential is often useful to rewrite a differential equationd y d x g x displaystyle frac dy dx g x nbsp in the form d y g x d x displaystyle dy g x dx nbsp in particular when one wants to separate the variables Notes Edit For a detailed historical account of the differential see Boyer 1959 especially page 275 for Cauchy s contribution on the subject An abbreviated account appears in Kline 1972 Chapter 40 Cauchy explicitly denied the possibility of actual infinitesimal and infinite quantities Boyer 1959 pp 273 275 and took the radically different point of view that a variable quantity becomes infinitely small when its numerical value decreases indefinitely in such a way as to converge to zero Cauchy 1823 p 12 translation from Boyer 1959 p 273 Boyer 1959 p 275 Boyer 1959 p 12 The differentials as thus defined are only new variables and not fixed infinitesimals Courant 1937a II 9 Here we remark merely in passing that it is possible to use this approximate representation of the increment D y displaystyle Delta y nbsp by the linear expression h f x displaystyle hf x nbsp to construct a logically satisfactory definition of a differential as was done by Cauchy in particular Boyer 1959 p 284 See for instance the influential treatises of Courant 1937a Kline 1977 Goursat 1904 and Hardy 1908 Tertiary sources for this definition include also Tolstov 2001 and Ito 1993 106 Cauchy 1823 See also for instance Goursat 1904 I 14 Goursat 1904 I 14 In particular to infinite dimensional holomorphy Hille amp Phillips 1974 and numerical analysis via the calculus of finite differences Goursat 1904 I 17 Goursat 1904 I 14 16 Eisenbud amp Harris 1998 See Kock 2006 and Moerdijk amp Reyes 1991 See Robinson 1996 and Keisler 1986 See also EditNotation for differentiationReferences EditBoyer Carl B 1959 The history of the calculus and its conceptual development New York Dover Publications MR 0124178 Cauchy Augustin Louis 1823 Resume des Lecons donnees a l Ecole royale polytechnique sur les applications du calcul infinitesimal archived from the original on 2007 07 08 retrieved 2009 08 19 Courant Richard 1937a Differential and integral calculus Vol I Wiley Classics Library New York John Wiley amp Sons published 1988 ISBN 978 0 471 60842 4 MR 1009558 Courant Richard 1937b Differential and integral calculus Vol II Wiley Classics Library New York John Wiley amp Sons published 1988 ISBN 978 0 471 60840 0 MR 1009559 Courant Richard John Fritz 1999 Introduction to Calculus and Analysis Volume 1 Classics in Mathematics Berlin New York Springer Verlag ISBN 3 540 65058 X MR 1746554 Eisenbud David Harris Joe 1998 The Geometry of Schemes Springer Verlag ISBN 0 387 98637 5 Frechet Maurice 1925 La notion de differentielle dans l analyse generale Annales Scientifiques de l Ecole Normale Superieure Serie 3 42 293 323 doi 10 24033 asens 766 ISSN 0012 9593 MR 1509268 Goursat Edouard 1904 A course in mathematical analysis Vol 1 Derivatives and differentials definite integrals expansion in series applications to geometry E R Hedrick New York Dover Publications published 1959 MR 0106155 Hadamard Jacques 1935 La notion de differentiel dans l enseignement Mathematical Gazette XIX 236 341 342 doi 10 2307 3606323 JSTOR 3606323 Hardy Godfrey Harold 1908 A Course of Pure Mathematics Cambridge University Press ISBN 978 0 521 09227 2 Hille Einar Phillips Ralph S 1974 Functional analysis and semi groups Providence R I American Mathematical Society MR 0423094 Ito Kiyosi 1993 Encyclopedic Dictionary of Mathematics 2nd ed MIT Press ISBN 978 0 262 59020 4 Kline Morris 1977 Chapter 13 Differentials and the law of the mean Calculus An intuitive and physical approach John Wiley and Sons Kline Morris 1972 Mathematical thought from ancient to modern times 3rd ed Oxford University Press published 1990 ISBN 978 0 19 506136 9 Keisler H Jerome 1986 Elementary Calculus An Infinitesimal Approach 2nd ed Kock Anders 2006 Synthetic Differential Geometry PDF 2nd ed Cambridge University Press Moerdijk I Reyes G E 1991 Models for Smooth Infinitesimal Analysis Springer Verlag Robinson Abraham 1996 Non standard analysis Princeton University Press ISBN 978 0 691 04490 3 Tolstov G P 2001 1994 Differential Encyclopedia of Mathematics EMS Press External links EditDifferential Of A Function at Wolfram Demonstrations Project Retrieved from https en wikipedia org w index php title Differential of a function amp oldid 1161798703, wikipedia, wiki, book, books, library,

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