M2016-Scientific Computing With MATLAB-Paul Gribble-Math Eng Chap03

Chapter 3
Computer Solutions
to Calculus Problems
Scientific Computing with
MATLAB, 2nd Edition
CRC/Taylor & Francis Press
Chinese version by Tsinghua University Press
PPT by Wenbin Dong and Jun Peng, Northeastern University, PRC

Proofread by Dingyu Xue & YangQuan Chen
5/19/2018 Dingyü Xue and YangQuan Chen. Scientific Computing 1/154
with MATLAB, 2nd Edition. CRC Press, 2016
Computer Solutions
Chapter 3
to Calculus Problems
□ A new view-point to the calculus course
Analytical solutions to limit problems
Analytical solutions to differential problems
Analytical solutions to integral problems
Series expansion and sum/product of series
Curve integral and surface integral
Numerical differentiations and integrations
3.1 Analytical Solutions of
Limit Problems
□ The concept of limit is given
 Concentrations are made on how to find limits
 In traditional calculus course, lots of practice are
required to learn skills, while with MATLAB, regular
functions can be called directly
□ Main topics in the section
 Limit of single variable functions
 Limit of interval functions
 Limits of multivariable functions
3.1.1 Limit of Single
Variable Functions
□ Definition of limit
□ MATLAB function
□ Left or right limits
□ MATLAB function

Example 3.1 A Simple
Limit Problem
□ Please solve limit
□ MATLAB commands
□ Three-stages
Declare variables describe function solve
No intermediate results, no skills needed
Example 3.2 Single-sided
Limit Problem Solution
□ Solve the problem
□ MATLAB statements

Extended Knowledge
□ Plotting with MATLAB
□ Extension: cosine of imaginary number

Euler formula
□ Taking limit directly

Example 3.3 One-sided Limits
of Tangent Function
□ Function tan t
Left and right limits around p/2
□ MATLAB commands
□ Break point
Example 3-4 Limit of a
Sequence
□ Given the sequence
□ Sequence limit can be treated the same

Declare variables, describe sequence, call limit()

Example 3-5 Limit of a
Sequence of a Function
□ Both function or sequence
□ Solve in the same way – three-stages
□ No difference in solution for the user

3.1.2 Limit of
Interval Functions
□ Example 3-6: Limits
□ Cannot be solved with earlier MATLAB
□ In new version
□ Piecewise functions are supported

Low-level limit function
in MuPAD
□ Use low-level limit function
□ Example 3-7:
Find

Piecewise Function
Descriptions
□ An interface to MuPAD
□ Syntax
Example 3-8 Plotting of
Piecewise Functions
□ Piecewise function
□ MATLAB symbolic description
□
3.1.3 Limit of
Multivariable Functions
□ Sequential limit of f (x,y)
□ Solution in MATLAB
□ Pay attention to the orders

Example 3.9 Sequential Limit
□ Find the limit
□ MATLAB commands
Three-phase solution

Multiple Limits
□ Math expression
□ Difficulties in solutions
Along all directions
At all speed in different directions
Special cases
Different sequential limit, no multiple limit
Same sequential limit, no multiple limit

Example 3-10 Multiple Limit
□ Problem
□ Solutions
Try 4 different directions and speeds

3.2 Derivatives of Functions
□ Mathematical form of derivatives
□ Various derivatives with MATLAB
Derivatives and high-order derivatives
Partial derivatives of functions
Jacobian matrix
Hessian matrix
Derivatives of implicit functions
Derivatives of parametric equatoins

3.2.1 Derivatives and
High-order Derivatives
□ Three-phases
Declare symbolic variables
Function expression in MATLAB
Call diff()function to solve problem
□ Syntaxes
or
If the only symbolic variable, omit it
Example 3.11 Derivatives and
Their Plots
□ Given function
□ Find
□ Find 1st order derivative with MATLAB
□ Plot original function and 1st order derivative

4th and Even Higher
Order Derivative
□ 4th order derivative
□ Simplification
□ High efficiency of function diff()

Example 3.12 Derivative of
Complicated Functions
□ Known
□ Find 3rd order derivative
Difficulty: how to define f(t)
MATLAB solutions
□ When find 3rd order derivative

Example 3-13 Derivatives
of a Matrix
□ Given matrix
□ Find directly the derivative

Direct derivative to each element in matrix

3.2.2 Derivatives of
Parametric Equations
□ Parametric equations
□ Evaluate recursively

Recursive Implementation
□ Derivative of parametric equations
□ Syntax (n is a specific positive integer)

Example 3.14 Derivative
of Parametric Equation
□ Given equations
□ Find
□ MATLAB commands

3.2.3 Partial Derivatives of
□ Function with 2 independent variables f(x,y)
□ Find high-order derivatives
□ MATLAB syntax
□ or
Example 3.15 Gradients
□ Given 2-variable function
□ Two 1st order derivatives

Graphical Interpretation
of Gradients
□ 3D surface
□ Attractions (negative gradients)

Example 3.16 Partial Derivatives
□ Function
□ Partial derivatives
□ MATLAB solutions

3.2.4 Partial Derivatives
of Implicit Functions
□ Implicit functions
□ 1sr order derivative
□ MATLAB command

High-order Partial Derivatives
□ Given function f (x,y)
□ 1st order derivative
□ 2nd order
□ High-order

MATLAB Implementation
□ Iterative formula

Ex 3.17 Derivatives of
Implicit Function
□ Implicit function
1st order partial derivative
2nd and 3rd order

Example 3-18 Derivative and
Simplification of Implicit Functions
□ Implicit function
□ Derivatives
□ Sometimes manual simplification needed

3.2.5 Jacobian Matrix
□ Function
□ Jacobian matrix
Example 3.19 Finding the
Jacobian Matrix
□ Descartes to polar coordinate conversion
□ Find the Jacobian matrix

3.2.6 Hessian Matrix
□ Scalar function
□ Hessian matrix
□ MATLAB solution
□ Earlier versions
Example 3.20 Hessian Matrix
□ Function with 2 independent variables
□ MATLAB solution
□ Alternatively

3.3 Analytical Solutions to
Integral Problems
□ Inverse process of differentiation
□ A lot of methods and skills should be learnt
Integration by parts, variable substitution
□ No skills necessary with use MATLAB
Indefinite integrals
Definite and infinite integrals
Multiple integral problems solutions
3.3.1 Indefinite Integrals
□ Indefinite integrals
integral
Multiple integrals, nested use or loops
Primitive function returned, should add C

Example 3.21 Differentiation
Then Integral to Restore
□ Function
□ First order derivative then integral
□ 4th order derivative then integral

Example 3.22 Proofs
□ Please show that
□ Simplify the left hand side

Compare Two Expressions
□ Right hand, then simplification
□ Hints: To show an equation, best way is to

enter both side in MATLAB, then simplify
the difference
□ The error is a constant, to classify to C
Example 3.23 Cannot be
integrated, without solution
□ Two functions
□ MATLAB solution
□ Results
□ Special function
Non-integratible function
with parameters
□ Find , where
□ MATLAB commands
□ Error message: Warning:Explicit integral

could not be found
□ Some functions do not have primitives
3.3.2 Definite Integrals and
Infinite Integrals
□ Definite and infinite integrals
□ For primitive F(x), an equation

Example 3.24 Definite Integrals
□ Function
□ Find integrals for a=0, b=1.5 and ∞
In analytical solution exists, display it
Otherwise, return high-precision results

Example 3.25 Primitive Functions
may be Needed Sometimes
□ Solve
□ Take indefinite integral then evaluate

3.3.3 MATLAB Solutions of
Multiple Integrals
□ Multiple integrals
□ Use function int() directly

□ Note: In some examples, the sequential
order of integrals may affect the final results

Example 3.26 Triple Integral
□ The function
□ Please evaluate

Different Sequential Order
□
□ Different results in old versions

Example 3.27 Multiple Integrals
□ Solve with
□ Note: eulergamma is Euler constant g

3.4 Series Expansion of
Functions and Series Sums
□ Taylor series expansion
Taylor series expansion of functions
Taylor series of multivariable functions
□ Fourier series expansion
□ Sum of series
□ Products of sequences
3.4.1 Taylor Series Expansion
of Single Variable Functions
□ Mathematical expression
Around x=0, Taylor series expansion
with
□ MATLAB
□ Old versions
Taylor Series About x=a Point
□ About x = a, Taylor series expansion
□ where
□ MATLAB
□ Old versions
Example 3.28 Taylor Series
□ Function
□ About x=0, x=2 and x=a
About x=0, Taylor series
About x=2, Taylor series
About x = a, Taylor series

Quality of Approximations
□ Find approximation quality with finite terms
Plot in the interval [-1,1]
Smaller interval [-0.6,0.6]

Taylor Series of
□ Multivariable
□ Taylor series expansion

Example 3.30 Taylor Series
Expansion of 2-Variable Functions
□ Function
□ Taylor series around origin
□ About (1,a) point

3.4.2 Fourier Series Expansion
□ Periodic fun
satisfy
interval (a,b), variable substitution
□ Fourier series expansion
coefficients

MATLAB Implementation:
Fourier Series
□ Solve
□ MATLAB code for Fourier series

Supporting Function
□ Assign default values
□ Can be used in other functions

□ Common functions to use
Example 3.31 Fourier
Approximation of Functions
□ Function
where
□ Find Fourier series expansion
□ Validate results

Fitting Quality
□ A larger range
□ Math description
□ General form
Example 3.32 Approximation
of Piecewise Functions
□ Function
□ Approximation

Fitting Expansions
□ First 14 terms
□ Mathematical form
□ General form
Assumptions of
Piecewise Functions
□ In interval [-2p,2p], fitting quality comparison
□ The previous assumptions

3.4.3 Sums of a Series
□ Sum of finite and infinite retms
□ Mathematical formula
General term
□ MATLAB statement

Example 3.33 Series Sum
Originated from an Old Legend
□ Solve
□ Numerical solution
□ Use symsum()
□ Expansion with more terms

Example 3.34 Series Sum
□ Sum of infinite series
□ Use function symsum()
□ With numerical method

Example 3.35 Sum of Sequence
of a function
□ Compute infinite sequence with x
□ Symbolic computation
Convergent intervals returned

Example 3.36 A Complicated
Problem
□ Find sum then limit
□ Note: finite sum should be evaluated first, not the

infinite sum
Example 3.37 Limit of the
Sum of a Series
□ Problem
□ Extraction of general term
□ Solution

3.4.4 Product of Series
□ Product of series
□ MATLAB statements
New Math Toolbox
Old versions

Example 3.38 Product of
a Series
□ Compute
□ MATLAB function for finite/infinite series

Example 3.39 Extraction
of Produce of a Sequence
□ Problem
□ General term
□ Solve
Example 3.40 Product of
Sequence of a Function
□ Problem
□ Direct solution
□ Piecewise function explanation

3.5 Computations of Curve
and Surface Integrals
□ Main subjects in the section
Curve integrals with MATLAB
Surface integrals with MATLAB
□ No existing MATLAB function to use
□ Direct use of MATLAB according to the
formula, easy to follow
3.5.1 Curve Integrals
with MATLAB
□ No MATLAB function to use directly
□ Just use the mathematics book formula and
use corresponding MATLAB commands
Path integrals
Line integrals
3.5.1.1 Path Integrals
□ Definition
□ Substitute into f(·)
or
□ Convert to definite integral problem

Example 3.41 Path Integral
□ Compute , l is spiral line
Formula

Example 3.42 Closed-path
□ Compute
l is encircled by y = x and
□ Draw the path l and integral area

Direct Solution of
Path Integral
□ Formula
□ Divided into two path integral problems
□ Results
3.5.1.2 Line Integrals
□ Line integral
□ where
□ and
□ Converted to

Example 3.43 Line Integral
□ Compute
With l positive circle, counterclockwise

Parametric
Integral

Example 3.44 Line Integrals
□ Compute
l is parabolic curve
□ Integral

3.5.2 Surface Integrals and
MATLAB Solutions
□ No direct function to use for surface
integral Problems
□ Need to solve problems with math formula
□ Main topics
First type surface integral
Second type surface integral

3.5.2.1 First Type Surface
Integrals
□ Mathematical representation
□ S is surface
□ Converted to double integral of x-y plane
□ 其中为积分区域
Example 3.45 Surface Integral
□ Compute , S is
□ Formula
The last one, integrand is not zero

Surface Integral of
Parametric Equations
□ Surface of parametric equations
□ Surface integral
where

□ Compute
Surface S

□ continued

3.5.2.2 Second Type
Surface Integral
□ Mathematic representation
integrand
With
□ Positive surface S+ with z = f(x,y)

Conversion to First Type
□ Conversion to first type surface integral
□ where, z = f(x,y) and

Conversion Formula 1
□ Integral can be written as
□ Surface is given by
with

Surface Integral Conversion
with
□ Surface integral can be converted with

□ Compute
S is upper side of the surface, positive
□ Parametric equation introduced

Surface Integral Solutions
□ Convert to double integrals

3.6 Numerical Differentiations
□ Not presented in calculus course, but widely
used in practical applications
Function is unknown, only scattered data
Numerical differentiation algorithms
Central difference method and implementation
Gradient computations
3.6.1 Numerical Differentiations
□ Definition of derivatives
□ Forward difference
□ Backward difference
□ Algorithms
Central Difference Algorithms
□ Formula 1
First order differentiation
Denote

Error Analysis of Algorithm
Taylor series expansion
Algorithm precision

Central Differentiation
□ High order differentiation
□ Error o(Dt2)
High Precistion Algorithms
□ Differentiation
Precision
MATLAB Implementation of
Central Differentiation
□ Syntax
□ Function listing

Example 3.48 Numerical Diff
□ Function
Generate data, find differentiations
Compare with theoretic method
□ Analytical solutions

Precisions
□ Comparing derivatives of different orders
□ Error analysis

3.6.3 Gradient Computations
□ Multivariable function f(x1, x2,…, xn)
□ Definitions of gradients
□ Syntax of gradient() function
□ Gradient computation
□ where Dx and Dy are step-sizes in x, y
Example 3.49 Gradient
□ Function
Generate data
Calculate gradients and analyze errors

Error Surface
□ Error surface, compared with the theoretical
results

With Densely Distributed Grids
□ Defining more points
□ Graphics comparisons

3.7 Numerical Integrals
□ Integrals with numerical approach
Integrals with scattered data
Integrals with known functions
□ Main topics
Integrals with trapezoidal method
Integrals with one variable
Numerical evaluation of infinite integrals
Evaluation of integral functions
2D, 3D and multi-D numerical integrals
3.7.1 Trapezoidal Methods in
Scatted Data Integrals
□ Basic idea of trapezoidal method
□ MATLAB syntax
□ or
Example 3.50
Integral Evaluations
□ Evaluate functions
□ Definite integral in interval
□ Conclusion: large step-size lead to large error

Example 3.51 Fixed-step
□ Solve with fixed-step
□ Compare results under different step-size

□ Draw plots
□ Strong oscillation lead to errors

Comparisons
□ With different step-sizes
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3.7.2 Numerical Integral with
One Independent Variable
□ Example of algorithms
Simpson method, integral
where

Solution with the New Function
□ Syntax
Numerical integral
Old version
Definite integral
Other functions
quadl(), quadgk(), quadv()
Example 3.52 MATLAB
Descriptions of Integrand
□ Compute
Method 1, MATLAB function (dot operation)
Method 2, inline function (not recommended)
Method 3, anonymous function

Numerical Solutions
□ Analytical solution with Symbolic Toolbox
□ Under default controls, integral() function may

ensure high-precision results
Example 3.53 Integral with
Piecewise Functions
□ The piecewise function
□ Compute integral
□ Graphical illustration

Solutions and Validations
□ Increase the tolerance for validation
□ Analytical solution

Example 3.54 Comparison with
Trapezoidal Method
□ Compute
□ Conclusion: Increase in speed and accuracy

□ Theoretical value: 1/15
Example 3.55 Integral of
Complex Functions
□ Complex integral
□ Numerical solution
□ Analytical solution

Example3.56 Integral of
Larger Interval
□ Compute
□ Integral functions in old versions not work

□ Numerical solutions
□ Analytical solutions

3.7.3 Solutions of Infinite
Integral Problems
□ Integral() can be used to evaluate directly
infinite integral problems
□ With the same syntax
In old versions, the Gauss-Kronrod algorithm is

used, with function

Example 3.57 Infinite Integral
□ Compute
□ Numerical and analytical solutions

No analytical solution, special function erf()
Numerical solutions can be obtained

Example 3.58 Integrals of
Functions with Other Parameters
□ Integral function I(a), draw the curve vs a
□ Vector parameter a supported in new version
□ Loop for a is needed in old versions

3.7.4 Evaluations of
Integral Functions
□ Definite integral was calculated
□ How to find integral functions?
□ MATLAB function is written
□ Syntax
Example 3.59 Piecewise Function
□ Draw integral function

3.7.5 Numerical Solutions of
Double Integrals
□ Double integrals in rectangular region
□ MATLAB function
Rectangular region
Old versions

Example 3.60 Double Integral
□ Please evaluate double integral

Evaluation of Integral Functions
□ MATLAB function
□ Syntax

Example 3.61 Integral Function
□ Draw integral function surface
The last value is definite integral results

Double Integrals of Non-
rectangular regions
□ Standard mathematical form
□ Order of integral, first y, then x

Solve directly with integral2
New version can solve non-rectangular problems
ym and yM can be function handles

With Different Orders
□ Integral
Swap the order of x and y in integrand

Let
□ In describing the integrand, use

Example 3.62 Double Integral
□ Compute double integral
□ First y then x, correct order

Comparisons with
Analytical Solutions
□ Analytical method – order of integrals
□ Differences in analytical& numerical solutions

Some integrals has no solutions, with vpa, the
solutions cannot be obtained
Numerical solutions treat the problems in the same
way, no matter whether analytical solutions exist
Example 3.63 No Analytic
Solutions
□ First x then y, need swapped
□ No analytical solution, numerical only choice

□ Swap the orders of x,y

Example 3.64 Integral Function
□ Draw integral function of
□ Method: Find integral function over rectangular

region, then set outside values to NaN

3.7.6 Numeric Triple Integrals
□ Triple integrals with cubic regions
□ Syntaxes
□ Old versions

Example 3.65 Triple Integral
□ Compute numerically triple integral

Example 3-66 Non-rectangular
Integral Regions in Triple Integral
□ Triple integral
□ Numerical solutions, integral()

3.7.7 Numerical Solutions of
Triple Integral Problems
□ NIT Toolbox (Numerical Integral Toolbox)
can be used to compute multiple integrals
Hyper rectangular regions
□ Syntax

Example 3.67 Compute Again
the Triple Integral
□ Triple integral with cubic region
□ Variable substitution
□ integrand
□ Calculate again, faster

Example 3.68 Multiple Integral
□ Multiple integral
□ Variables
□ Integrand

Analytical Solution
□ Analytical solution exists
□ Comparison
□ If no analytical solution, numerical solution is

the only choice
Example 3.68 Analytical
Solution Does not Exist
□ Numerical solution the only choice
□ Variables
□ integrand

Summary of the Chapter
□ Calculus invented by Issac Newton and
Gattfried Wilhelm Leibnitz is the foundation of
all science and engineering
□ Symbolic computation in MATLAB is used to
solve limit, derivatives, integrals, sum of series,
Taylor and Fourier series problems
□ Single and multivariable problem
□ Theoretic speaking, all the computation
problems calculus exercise books can be solved
View Mathematics from
a New Viewpoint
□ With powerful graphics facilities, find the
quality of finite series approximation, and
select suitable interval.
Avoided by traditional courses
□ Two types of curve integrals, two types of
surface integrals can be solved directly from
formula. Illustrated with examples. How to
turn formula into MATLAB function calls
Numerical Differentiation and
Integral Introduced
□ If experimental data rather than math function
is known, how to find derivatives?
Central difference algorithm and implementation
Satisfactory accuracy
□ Various numerical integral algorithms and
functions in MATLAB
When no analytical solution, numerical integral is
the only choice
Treated in the same way
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Calculus-related Problems in
Other Chapters
□ Chapter 7, differential equations
□ Chapter 8, numerical differentiation and
integrals with cubic and spline interpolation
□ Chapter 10, Fractional-order calculus
The orders are extended to non-integers
Currently used in many science and engineering
researches
Active and new trend, worth to follow

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Chapter 3

PPT by Wenbin Dong and Jun Peng, Northeastern University, PRC

□ Left or right limits

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□ Extension: cosine of imaginary number

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□ Sequence limit can be treated the same

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□ Solve in the same way – three-stages

□ No difference in solution for the user

□ Piecewise functions are supported

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□ MATLAB symbolic description

□ Pay attention to the orders

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□ Find 1st order derivative with MATLAB

□ Plot original function and 1st order derivative

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□ High efficiency of function diff()

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□ When find 3rd order derivative

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□ Find directly the derivative

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□ Syntax (n is a specific positive integer)

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□ Two 1st order derivatives

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□ Attractions (negative gradients)

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□ 1sr order derivative

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1st order partial derivative

2nd and 3rd order

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□ Sometimes manual simplification needed

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□ Find the Jacobian matrix

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Primitive function returned, should add C

□ 4th order derivative then integral

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□ Simplify the left hand side

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□ Hints: To show an equation, best way is to

□ Error message: Warning:Explicit integral

□ For primitive F(x), an equation

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□ Take indefinite integral then evaluate

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□ Use function int() directly

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