Vous êtes sur la page 1sur 21

MY THEORY SO FAR: Thus the statement that "the integral of a differential is th

e funciton itself" though can be seen in the integral of 1*dx, the

integral is obviously x of the differential dx. However, though true when calcu
lated, apprently it should be interpreted as 1 = dy/dx.
- dy/dx if shouldn't be interpreted as a very small fraction
- There are no "differentials" du in nature if du is interpreted as an infinites
mally small "number", but if interpreted
tautologically as du = du/dx*dx, then yes, these occure in "nature" as "rates" m
ultiplied over a very small change of the
independent change.
from Courant, Calculus for the Practical Man, and Feynman
maybe Piskunov too

On physical interpretation of integral and why best not to think graphically

p 76 djvu p 92 Courant
1. THE DEFINITE INTEGRAL
We first encounter the integral in the problem of measur g the
area of a plane region bounded by curved lines. More refined
considerations then permit us to separate the notion of integral
rom the naive intuitive idea of area, and to express it analytically in terms of the notion of number only.
NOTE: Thus we first develop idea in term sof plane region,a nd then seaprate thi
s idea to express anlytically only.
This analytical
definition of the integral we shall find to be of great significance,
not only because it alone enables us to attain complete clarity
in our concepts, but also because its applications extend far
beyond the calculation of areas.

NOTE VERY IMPORTANT! Thus here we can see Courant's stance that the analytical
definition of the
integral not only is the only one that enables us to attain complete
clarity in our concepts, but also because the applications of hte integral exten
ds far beyond
the calculation of areas.

p 80 djvu p 96 Courant
3. Extensions, Notation, Fundamental Rules.
The above definition of the integral as the limit of a sum led
Leibnitz to express the integral by the following symbol:
f /(x)&.
The integral sign is a modification of a s mmation sign which
had the shape of a long S. The passage to the limit from a subdivision of the interval in o finite portions Ax, is suggested by
the use o the letter d in place of A. We must, however, guard
ourselves against thinking of dx as an "infinitely small quantity" or "infinitesimal ", or of the integral as the "sum of
an infinite number of in n{tely small quantities ". Such a conception would be devoid of any clear meaning; it is only a naive
befogging of what we have previously carried out with precision.

!!!!!!!!!!!!!!!!!!!!!!!!!!!COURANT ON FUNDAMENTAL THEOREM OF INTEGRAL CALCULUS A

ND CALCULATING DEFINITE INTEGRALS BY USING DEFINITE BY COURANT!!!!!!!!

p 109 djvu p 125

4. THE INDEFINITE INTEGRAL, THE PRIMITIVE FUNCTION, AND
THE FUNDAMEntAL THEOREMS OF THE DIFFERENTIAL AND
INTEGRAL CALCULUS.
As we have already mentioned above, the conne on between
the problem of integration and the problem of di erentiation is
the corner-stone of the di erential and integral calculus. This
connexion we will now study.
1. he Integral as a Function of the Upper Limit.
The value of the definite integral of a functionf (z) depends on
the choice of the two limits of integration a and b. It is a function of the lower limit a as well as of the upper limit 5. In order

to study this dependence more closely we imagine the lower

limit a to be a definite fixed number, denote the variable of inegration no longer by z but by u (cf. p. 82), and denote the upper
limit by z instead of b in order to suggest that we shall let the

txo FUNDAMENTAL IDEAS [CHar.

upper limit vary and that we wish to investigate the value of
the integral as a function of the upper limit. Accordingly, we
ff(u) du = (x).
We call this function q)(x) an indefinite integral of the function
f(x). When we speak of an and
not of t e indefinite integral, we
suggest that instead of the lower
limit a any other could be chosen,
in which case we should ordinarily obtain a different value
for the integral. Geometrically
the indefinite integral for each
value of x will be given by the
area (shown by shading in fig. 17)
under the curve y f(u) and
bounded by the ordinates u---- a
and u
x, the sign being determined by rules given earlier
(p. 81).
If we choose another lower limit a in place of the lower limit
a, we obtain the indefinite integral
tF (x) f (u) du.
The difference tF(x) -- ( (x) will obviously be given by
which is a constant, since a and a are each taken as fixexl given
numbers. Therefore
T(x) = \$ (x) + const.;
Different indefinite integrals of the same function differ only
by an additive constant.
NOTE: Thus in the mathematical proof, we take the lower boundary as a constant
a and make the upper
boundary vary (and thus replace by x)(and them being indefinite integrals, anoth
er graphical representation of + C, instead
of just vertical shifts in graph) and then take a different >lower boundary< and
take the integral between
lower boundaries, all to show that "the difference between indefinite integrals
differ only by a constant", since
of course in the integral between both lower boundaries they are both constants
"a" and thus are a constant, and do not
vary.

We may likewise regard the integral as a function of the lower

limit, and introduce the function
in which b is a fixed number. tiere again two such in-

p 111 djvu p 127

tegrals with different upper limits b and
additive constantf f(u) du.

differ only by an

NOTE: This is just to show that the indefinite integrals differ only by a consta
nt still even when upper boundaries are given a fixed

2. The Derivative of the Indefinite Integral.

We will now differentiate the indefinite integral (I)(x) with
respect to the variable x. The result is the following theorem:
The inclefr ite integral
q) (x) --- f.f(u) du
of a continuous function f(x) always possesses a derivative (I)' (x),
that is, differentiation of the indefinite integral of a given eonti uous function always gives us back that same function.
This is the root idea of the whole of the differential and integral
calculus.
NOTE: Thus he considers the root idea of the whl of differential and integral c
alculus to be that the differentiation of the indefinite integral of a given con
tinuous funciton always gives
us back that same function.

The proof follows extremely simply from the interpretation of the integral as an area. We form the di eren
quotient
q) (x + h) -- q) (x)
h '
and observe that the numerator
q) (x + h)- q) (x) =J , +hf (u, du _ f, f(u)du = f + f (u)du
ts the axea between the ordinate corresponding to x and the
ordinate corresponding to x + h.
Now let x o be a point in the interval between x and x + h at
which the function f(x) akes its greatest value, and x a a point
at which it takes i s leaat value in that interval (of. tlg. 18).
NOTE: Thus we are differentiation with respect to x, not with respect to udu, so
it's x, which
is the upper boundary, that we're differentiating with respect to. The integral
in teh numerator
then becomes from x to x+h which shows that the derivative which we divide by h

will be
the function itself.

p djvu p 128
Then the area in question will lie between the values hf(xo) and
hf(xx) , which represent the areas of rectangles with the interval
from x to x q- h as base and f(xo) and f(xx) respectively as allitudes. Expressed analytically,
f(Xo)
q) (x q- h) - q) (x) _ f(x ).
-- h
This can also be proved directly from he definition of the integral without appealing to the geometrical interpretation.*
To do this we write
+hf(u)du = lira
f(uv)Auv,
where %
, ,x , u ..... un
x q- h are points of division of
the interval from x io x q- h, and the greatest of the absolute
values of the differences A% %- %_
ends to zero as n
increases. Then A%/h is certainly positive, no ma er whether
h is positive or negative. Since we know that f(x0) f(u ) f(x )
and since the sum of the quantities A% is equal to h, it follows
that
f(xo) _
and hus if we let
tend to infinity we obtain the inequalities
stated above for
1 f + (I) (x + h) - (I) ( )
f(u) du or
I h now ends o zero, both f(%) and f(x ) must end to the
limit f(x), owing to the ontinnity of the fimcfion. We therefore
see at once that
)'(x) =
)(x + ) - )( ) =_y(x),
as stated by our theorem.

Owing to the differentiability of (I)(x), we have She following

theorem, by 3, No. 5, p. 97:
The integral of a eo tinuous funetio i(x) is itself a continuous
function of the upper limit.
NOTE: This I haven't seen before that the integral of a continuous function f(x)
is itself a continuous funciton of the upper limit.

p 113 djvu p 129

For the sake of completoness we would point out that if we
regard the definite integral not as a function of its upper limit
but as a function of its lower limit, the derivative is not equal
to f(x), but is instead equal to --f(x). In symbols: if we put
4(x)
then 4' (x) -- -- f (x).
The proof follows {mmediaiely from the remark that
f (u)du : -- f (u)du.

p 114 djvu p 130

group of all primitive functions is answered by the following
theorem, sometimes referred to as the fundamental theorem of
the different!a! and integral calculus:
The difference of two primitives F (x) and Fz(x) of tk same fu wtion f(x) gs always a constant:
Thus from any one primitive function F(x) we ca obta
others in the form
(x) +
by su le. choic of t constant c. Oonversely, for every valu of
t e constant o the expression F (x)
F(x) - c represents a primitive function of f(x).

NOTE: Thus two different sections cover what was covered in Kilmogrov on the fu
ndamental theorem relating definite and indefinitne integrals as well.

!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
from Mathematics for Nonmathematician Morris Kline
p 388 djvu p 405
The major idea characterizing the integral calculus is the inverse to that
underlying the differential calculus: namely, instead of finding the derivative
of a function from the function, one proceeds to find the function from the
derivative. Of course, all really significant ideas prove to have extensions and
applications far beyond what is immediately apparent, and we shall find this
to be true of the integral calculus also.

NOTE: Thus when we find the integral, we're always assuming that the function we
're finding an integral of (the integrand) is a derivative.

!!!!!!!!!!!!!!!!!!!On Integrals from Kolmogrov Aleksandrov etc

p 132 djvu p 142
We suppose that a material point is moving along a straight line with
velocity v = f(t), where t is the time. We already know that the distance
a covered by our point in the time between t = t l and t = 1 2 is given
by the definite integral

f t.
a = fit) dt.
t,

Now let us assume that the law of motion of the point is known to us;
that is, we know the function s = F(t) expressing the dependence on the
time t of the distance s calculated from some initial point A on the straight
line. The distance a covered in the interval of time [11' 1 2 ] is obviously
equal to the difference

a = F(1 2 ) - F(t l ).
In this way we are led by physical considerations to the equality

f t.
f(t) dt = F(t 2 ) - F(I I ),
t,

which expresses the connection between the law of motion of our point
and its velocity.

NOTE: Thus this section is about connection between differnetial and integral c
alculus, and this section also is
about the general mehtod for finding definite integrals, so these two
topics are intimately related, or even one and the same.
NOTE: Thus by physical considerations, if we have a function of velocity and al
so know it's indefinite integrals as a funciton of position
or distance, then we know that the definite integral (distance covered in interv
al from t0 to t1) from t0 to t1 interval is F(t1) - F(t0), and
thus physically this makes sense.

From a mathematical point of view the function F(t), as we already

know from 5, may be defined as a function whose derivative for all
values of t in the given interval is equal to f(I), that is
F'(I) = f(t).
Such a function is called a primitive for f(I).

We must keep in mind that if the functionf(t) has at least one primitive,
then along with this one it will have an infinite number of others; for if
F(t) is a primitive for fit), then F(t) + C, where C is an arbitrary constant,
is also a primitive. Moreover, in this way we exhaust the whole set of
primitives for f(t), since if F I (I) and F 2 (1) are primitives for the same
function f(I), then their difference 4>(t) = FI(t) - F 2 (1) has a derivative
1O. INTEGRAL
133
q,'(t) that is equal to zero at every point in a given interval so that q,(t)
is a constant. *

NOTE: Thus this part says that we can reasonably cancel out the constants C in t
he integral, when
taking the difference F(t1) - F(t0) because there's an infinite amount of indefi
nite integrals with constant's C and
there must be one therefore, in which these constants cancel out. (this is done
stating the use of hte mean value theorem).

From a physical point of view the various values of the constant C

determine laws of motion which differ from one another only in the fact
that they correspond to all possible choices for the initial point of the
motion.
We are thus led to the result that for an extremely wide class of functions
f(x), including all cases where the function fix) may be considered as the
velocity of a point at the time x, we have the following equalityt
r f(x) dx = F(b) - F(a),
a
(30)
where F(x) is an arbitrary primitive for f(x).
This equality is the famous formula of Newton and Leibnitz, which
reduces the problem of calculating the definite integral of a function to
finding a primitive for the function and in this way forms a link between
the differential and the integral calculus.

NOTE: Thus these + C constants, physically interpreted means that they only dif
fer from one another in that
they correspond to all possible choices for the initial point of the motion.
NOTE: Thus as they differ only in their initial points of motion, we get the in
terval by subtracting
on the interval, where the initial points won't affect the values.

!!!!!!!!!!On physical interpretation of derivative and why best not to think gra
phically!!!!!!!!!!!!!

p 88 djvu p 104 Courant

3. THE DERIVATIVE
The concept of the derivative, like that of the integral, is of
intuitive origin. Its sources are (1) the problem of constructing
he tangent to a given curve at a given point and (2) the problem
of finding a precise definition for the velocity in an arbitrary
motion.

p 93 djvu p 109 Courant

2. ae Derira[ire as a Velocity.
Just as naive intuition led us to the notion of the direction
of the tangent to a curve, so it causes us to assign a velocity to a
motion. The definition of velocity leads us once again to exactly
the same limiting process as we have already called differentiation.
Let us consider, for example, the motion of a point on a
straight line, the position of the point being determined by a
single co-ordinate y. This co-ordinate y is the distance, with its
proper sign, of our moving point from a fixed point on the line.
The motion is given if we know y as a function of the time t,
y-- f(t). If this function is a linear functionf (t) ---- c q- b, we call
the motion a uniform motion witlz tlze velocity , and for every pair
of values t and t x which are not equal to one another we can write
e _f(t ) --f(t)
The velocity is therefore the difference quotient of the function
ct q-b, and this difference quotient is completely independent
of the particular pair of instants which we fix upon. But what
are we to understand by the velocity of motion at an instant t
ff the motion is no longer nullorton.

In order to arrive at this definition we consider the difference

quotient f(q) --f(t), which we shall call the average velocity in
the time interval between t a and t. If now this average velocity
tends tea defmibe limit when we let the instant t a come closer
and closer to t, we shah natqlmlly define this ]imlt as the velocity

at the time t. In other words: tlze velocity at tlze time t is tlze derivative
f, (t) -_- nmf(q) - f(t)
From this new meaning of the derivative, which in itself has
nothing to do with the tangent problem, we see that it really is

p 94 djvu p 110 Courant

appropriate to define the limiting process of differentiation as a
purely analytical operation independent of geometrical intuitions.
Here again the differentiability of the position-function is an
assumption which we shall always tacitly make, and which, in
fact, is absolutely necessary if the notion of velocity is to have
any meaning.

p 100 djvu p 116 Courant

7. The Derivative and the Difference Quotient.
The fact that in the limiting process which defines the derivative the difference A tends to 0 is sometimes expressed by
saying that the quantity A becomes infi tely small. This expression indicates that the passage to the limit is regarded as a process during which the quantity r is never zero, yet approaches
zero as closely as we please. In Leibnitz's notation the passage
to the limit in the process of differentiation is symbolically expressed by replacing the symbol A by the symbol d, so that we
can define Leibnitz's symbol for the derivative by the equation
dy Ay
dz oAz'

Def def this 12.5!

If, however, we wish to obtain a clear grasp of the meaning of
the differe ial calculus we must beware of regarding the derivative as the quotient of two quantities which are actually
"infinitoly small ". The differerwe quot/e A__y absolutely must
be formed with differences ax which are not equal to O. After
the form/ng of this difference quotient we must imagine the
passage to the limit carried out by means of a transformation or
some other device. We have no right to suppose that first Ax
goes through something like a limiting process and reaches a
value which is infinitesimally small but still not 0, so that Az
and Ay are replaced by "in nltely small quantities" or "infmitesima]s" dz and alp, and that the quotient of these quantities is then formed.
NOTE: Thus the main argument for not conceiving of dy/dx as a quotient of infini
tisemals is because
we must necessarily form the difference quotient FIRST with delta x not equal to
0, BEFORE taking the limit.

alp, and that the quotient of these quantities is then formed. Such a conception of the derivative is incompatible with the clarity of ideas demanded in mathematics;
in fact, it is entirely meaningless. For a great many simpleminded people it undoubtedly has a certain charm, the charm of
mystery which is always associated with the word "infinite ";
and in the early days of the differential calculus even Leibnitz
himself was capable of comb'ming these vague mystical ideas
with a thoroughly clear understanding of the limiting process.
It is true that this fog which hung round the foundations of the
new science did not prevent Leibnitz or his great successors
from finding the right path. But this does not release us from
the duty of avoiding every such hazy idea in our building-up
of the differential and integral calculus.

The notation of Leibnitz, however, is not merely agractive

in itself, but is actually of great flexibility and the utmost
usefulness. The reason is that in many calculations and formal
transformations we can deal with. the symbo/s dy and clx
in exactly the same way as if they were ordinary numbers. They
enable us to give neater expression to many calculations which
can be carried out without their use. In the following pages
we shall see this fact verified over and over again, and shall
find ourselves justified in making free and repeated use of it,
provided we do not lose sight of the symbolical character of
the signs dy and dx.

NOTE: Thus we in many transformaitons we dan deal with dy and dx "as if" they we
re ordinary numbers.

p 107 djvu p 123 Courant

Def def this 12!
While tiao idea of the differential as an inCh;rely small quantity has no meaning, and it is accordingly futile to define the
derivative as the quotient of two such quantities, we may still
try to assign a sense to the equationf'(x) ---- dy/dx in such a way
that the expression dy/dx need not be thought of as purely
symbolic, but as the actual quotient of two quantities d and d .
For this purpose we first define the derivative f'(x) by our limiting process, then tbin] of x as fixed and consider the increment
h Az as the independent variable. This quantity h we call
the differential of z, and write h
dx. We now define the expression dy = y'dx = ] f'(x) as the differential of t e function y;
dy is therefore a number which has nothing to do with infinitely
small quantities. So the derivative y,
y' = f'(x) is now really the quotient
of tk differentials dy and dx; but
in this statement there is nothing
remarkable; it is, in fact, merely
a tautology, a restatement of the
verbal definition. The di erential
dy is accordingly the linear part of
the increment Ay (see fig. 16).

NOTE: Thus even when thinking of dy as a differential, it apprently isn't meanin

g infinitey small quantities, but
is in fact, a tautology ( a mere restatement of the verbal definition).

We shall not make any hnmediate use of these differentials.

0
Fi . :6.--The differential a
Nevertheless, it may be pointed out for She sake of completeness
that we may also form second and higher differentials. For if
we .bln] of
as chosen in any manner, but always the same
for every value of x, then dy= hf'(x) is a function of x, of which
we can again form the differential. The result will be called
the second differentia of y, and will be denoted by the symbol
d
d2f(x). The increment of ] f'(x) being h(f'(z - ] ) --f'(x)],
the second differential is obtained by replacing the quantity in
brackets by its linear part hf"(x), so that d2y--- -- h f"(x). We
may naturally proceed further along the same lines, obtaining
third, fourth, ... differentials of y, .&c., which can be defined
by the expressions h f'"(x), haftS(x), and so on.

NOTE: See how the differential dy = hf'(x) is a function of x, and is also a fun
ction of x of which further differntials

can be formed.
10. Remarks on Applications to the Natural eienees.
In the applications of mathematics to uatural phenomena
we never have o deal with sharply defined quantities. Whether
a length is e a y a metre is a question which cannot be decided

p 108 djvu p 124 Courant

by any experiment and which consequently has no "physical
meaning ". Again, there is no immediate physical meaning in saying that the length of a material rod is rational or irrational; we
can always measure it with any desired degree of accuracy in
rational numbers, and the real matter of interest is whether or
not we can manage t perform such a measurement using rational
numbers with relatively small denominators. Just as the question of rationality or irrationality in the rigorous sense of "exact
mathematics" has no physical meaning, so the actual carrying
out of limiting processes in applications will usually be nothing
more than a mathematical idealization.
NOTE: Thus Courant's stance is that in physical appications, the actual carrying
out fo a limiting process will
usually be nothing mroe than a mathematicla idealization.
The practical significance of such ideal zations lies chiefly
in the fact that if they are used all analytical expressions
become essentially simpler and more manageable. For example,
it is vastly simpler and more convenient to work with the
notion of instantaneous velocity, Which is a function of only
o definite time-instant, than with the notion of average
velocity between two different instants. Without such idealization every rational investigation of nature would be condemned
to hopeless complications and would break down at the very
outset.

NOTE: Thus he thinks the significance of such idealizations is that they are sim
pler and more manageable.

Def def this 12!

We do not intend, however, to enter into a discussion of the
relationship of mathematics to reality. We merely wish to
emphasize, for the sake of our better undersf nding of the theory,
that in applications we have the right to replace a derivative
by a difference quotient and vice versa, provided only that the
differences are small enough to guarantee a sufficiently close
approximation. The physicist, the biologist, the engineer, or
anyone else who has to deal with these ideas in practice, will
therefore have the right to identify the difference quotient
with the derivative within his limits of accuracy. The smaller
the increment h-----d of the independent variable, the more
accurately can he represent the increment Ay-----f(x - h)- f(x)
by the differential dy hf'(x). So long as he keeps within the
limits of accuracy required by the problem, he is accustomed
to speak of the quantities d ----- h and dy hf'(z) as "infinitesimals ". These "physically infinitesimal" quantities have a
precise meaning. They are finite quantities, not equal to zero,
which are chosen small enough for the given investigation,
e.g. smaller than a fractional part of a wave-length or smaller
than be distance between two electrons in an atom; in general,
smaller than the degree of accuracy required.

NOTE: Thus as long as we keep within the limits of accuracy.

NOTE: Also notice he was against "infinitisemal" interpretation before but now s
ays that
"physically infinitesimal" quanitites have a precise meaning, that they are fini
te quantiites not equal to 0, chosen
small enough for the given investigation, such as fracitnal part of a wavelentg
ht or smaler than the distance between two electrons in an
atom ( in general smaller htan degree of accuracy required.)

p 124 djvu p 140 Courant

Def Def this 12.25!
2. The Question of Applications.
The relation of the primitive sum-function to the density of
distribution perhaps becomes clearer when it is realized that
from the point of view of physical facts the limiting processes
of integration and differentiation represent an idealization, and
that they do not express anything exact in nature. On the contrary, in the realm of physical actuality we can form in place of
the integral only a sum of very many small quantities and in
place of the derivative only a difference quotient of very small
quantities. The quantities Az remain different from 0; the
passage to the limit Az-+ 0 is merely a mathematical simplification, in which the accuracy of the mathematical representation
of the reality is not essentially impaired.

NOTE: Thus in physical acutality in place of the integral we can form only a sum
of
very small quantities and in place of the derivative we can form only a differen
ce quotient of very small quantites.

As an example we return to the vertical coli mn of air. According to the atomic theory we find that we cannot thln]r of
the distribution of mass as a continuous function of z. On the
contrary, we will assume (and this, too, is a simplifying. idealization) that the mass is distributed along the z-axis in the form
of a large number of point-molecules lying very close to one
another. Then the sum-function F(z) will not be a continuous
function, but will have a constant value in the interval between
two molecules and will take a sudden jump as the variable z
passes the point occupied by a molecule. The amount of this
jump will be equal o the mass of the molecule, while the average
distance between molecules, according to results established in
atomic theory, is of the order of 10 -s cm. If now we are performing upon this air column some measurement in which masses
of the order 10
molecules are to be considered negligible, our
function cannot be distinguished from a contiw ous function.
For if we choose two values z and z - Az whose difference Az
is less than 10 - cm., then the difference between F(z) and
F(z - r) will be the mass of the molecules in the interval;
since the number of these molecules is of the order of 10 , the
values of F(x) and F(x Az) are, so far as our experiment is
concerned, equal. As density of distribution we consider simply
the difference quotient AF(z)_ F(z -Az)- F(z). it is an
Ax Ax '
impotent physical assumption that we do not obtain measurably
different values for this quotient when Ax is allowed to vary

ALREADY WENT THROUGH BOTH VOL OF COURANT, PISKUNOV DOESN'T HAVE ANY,
CALCULUS FOR THE PRACTICAL MAN THOMPSON SEEMS TO BE GOOD WITH PHYSICAL INTERPRET
ATION, EVEN THOUGH
MAY NOT BE ANALYTICAL INTERPRETATION SO DEF CONT ON THOMPSON, BUT FIRST SEE HIS
CONCEPT OF DERIVATIVE AND
THEN GO ON TO SEE CONCEP TOF INTEGRAL.

MAYBE DO FEYNMAN MAYBE NOT, BECAUSE HIS INTERPRETATION IS TOO SPECIFIC AND FOCUS
ED ON
SIMPLE PROBLEMS OF FINDING VELOCITY FROM DISTANCE AND FINCING DISTANCE FROM VELO
CITY, AND THIS
DOESN'T MAKE IT SEEM TOO TRANSFERABLE THEREFORE TO OTHER PROBLESM YOU MAY WANT T
O CONSIDER.

!!!!!!!!!!

FROM Aleksandrov Kolmogrov and more on Derivatives and meaning

P 94 DJVU P 103
All the three problems discussed, in spite of the fact that they refer to
different branches of science, namely mechanics, geometry, and the
theory of electricity, have led to one and the same mathematical operation
to be performed on a given function, namely to find the limit of the ratio
of the increase of the function to the corresponding increase h of the
independent variable as h --+ O. The number of such widely different
problems could be increased at will, and their solution would lead to the
same operation. To it we are led, for example, by the question of the rate
of a chemical reaction, or of the density of a nonhomogeneous mass and
so forth. In view of the exceptional role played by this operation on
functions, it has received a special name, differentiation, and the result
of the operation is called the derivative of the function.
Thus, the derivative of the function y = f(x), or more precisely, the
value of the derivative at the given point x is the limit* approached by the
ratio of the increase f(x + h) - f(x) of the function to the increase h
of the independent variable, as the latter approaches zero. ...

increase h of the independent

variable as h goes to 0, which is very concise and precise.

On the increment and differential from Kolmogrov

p 117 djvu p 127
The first summand on the right side of this equality depends on Llx
in a very simple way, namely it is proportional to Llx. It is called the
differential of the function, at the point x, corresponding to the given
increment Llx, and is denoted by
dy = f'(x) Llx.

NOTE: Thus one important characteristic of the differential is that

it is proportional to delta x (change in x).
NOTE: Another subtle but equally important point is that we call it the differne
tial of the fucnction >"at the point x"<, and
thus the differential of a function depends on the point it's taken at. Thus to
say "the integral of a differential is the function itself" really means
we're summing differentials, since the value of the differential changes through
out the funciton, and thus throughout the integration process. It also depends
on as well the increment delta x.

Def def this 13!

p 118 djvu p 128
In practical problems the differential is often used as an approximate
value for the increment in the function. For example, suppose we have
the problem of determining the volume of the walls of a closed cubical
box whose interior dimensions are 10 x 10 x 10 cm and the thickness
of whose walls is 0.05 cm. If great accuracy is not required, we may argue
as follows. The volume of all the walls of the box represents the increment
Lly of the function y = x 3 for x = 10 and Llx = 0.1. So we find approximately
118
y
FIG. 21.
n. ANALYSIS
x
Lly  dy = (x 3 )' Llx = 3x 2 L1x = 3, 10 2 . 0.1 = 30 cm 3 .

NOTE: Thus in practical problems the differential does have a concrete interpret
ation. The interpretation of the differential
is as an approximation for the increment of the function. This makes sense. If
dy = (dy/dx)*delta x = (dy/dx)*dx, that means we're
multiplying the derivative rate of change by a small change in the function, and
thus we get an approximation to the increment of hte funciton
change in y.

For symmetry in the notation it is customary to denote the increment

of the independent variable by dx and to call it also a differential. With
this notation the differential of the function may be written thus:
dy = f'(x) dx.
Then the derivative is the ratio f'(x) = dyJdx of the differential of the
function to the differential of the independent variable.

NOTE: Thus it seems we denote increpemtn of independent variable x by dx and al

so call it a differential just for
purposes of symmetry.

The differential of a function originated historically in the concept

of an "indivisible." This concept, which from a modern point of view
was never very clearly defined, was in its time, in the 18th century, a
fundamental one in mathematical analysis. The ideas concerning it have
undergone essential changes in the course of several centuries. The
indivisible, and later the differential of a function, were represented as
actual infinitesimals, as something in the nature of an extremely small

p 119 djvu p 129

constant magnitude, which however was not zero. The definition given
in this section is the one accepted in present-day analysis. According to this
definition the differential is a finite magnitude for each increment Llx
and is at the same time proportional to Llx. The other fundamental
property of the differential, the character of its difference from Lly, may
be recognized only in motion, so to speak: if we consider an increment
Llx which is approaching zero (which is infinitesimal), then the difference
between dy and Lly will be arbitrarily small even in comparison with
Llx.

NOTE: Thus the differntial is a finite magnitude for each increment change in x
(delta x) and is at the same time proportional to delta x.
NOTE: Also as change in x approaches 0 the difference between change in y delt
ay and dy will be arbitrarily small, evenin comparison with delta x.

This substitution of the

function forms the basis
analysis to the study of
clear way in the case of
V and VI.

differential in place of small increments of the

of most of the applications of infinitesimal
nature. The reader will see this in a particularly
differential equations, dealt in this book in Chapters

NOTE: Thus the subsittuiton of the differntial in place of small increments of h

te functions forms the basis fo most applicatoins of analsis to the study of nau
tre.

!!!!!!!!!!!!!!!!ON DIFFERENTAL EQUATIONS WHAT THE SOLUTION IS!!!!!!!!!!!!!!!!!

djvu p 517 Courant
CHAPTER X1
The Differential Equations
for the Simplest Types of Vibration
On several occasions we have already met with di erential
equations, that is, equations from which an nnknown function
is to be determined and which involve not only this function

itself but also its derivatives.

The simplest problem of this type is that of finding the indefinite integral of a given functionf (x). This problem requires us to
find a function y = F(x) which satisfies the differential equation
y' --f(x) = 0. Fur er, we solved a problem of the same type in
Chap. III, 7 (p. 178), where we showed that an equation of the
form y'= ay is satisfied by an exponential function y = ee .
As we saw in Chap. V (p. 294), differential equations arise in
connexion with the problems of mechanics, and indeed many
branches of pure mathematics and most of applied mathematics
depend on differential equations. In this chapter, without
going into the general theory, we shall consider the differential
equations of the simplest types of vibration. These are not only
of theoretical value, but are also extremely important in applied
mathematics.
DEF DEF THIS 12.5!
It will be convenient to bear the following general ideas and
definitions in mind. By a solutio of a ditierential equation we
mean a function which, when substituted in the differential
equation, satisfies the equation for all values of the independent variable that are being considered. Instead of solution
the term integral is often used: in the first place because
the problem is more or less a generalization of the ordinary
problem of integration; and in the second place because
it frequently happens that the solution is actually found by
integration.
NOTE: Thus by "solution" it is meant a function which when substituted in the di
fferential equation, satisfies the
eqution for all values ofth eindependent variable beign considered.
NOTE: The solution is usually found by integration.