Welcome to calculus.

I'm professor Ghrist.

We're about to begin lecture 15 on
differentials.
We begin this lecture with a question.
What is dx?
You may have been waiting your whole life
to find out, but you're not going to get
a complete answer right now.
Sorry.
But along the way, we'll learn enough
about differentials to be able to answer
some important questions about geometry,
physics, and economics.
So what exactly do we mean when we write
dx or du?
They're used all the time in calculus
class.
One perspective is that there are
infinitesimals, really, really small bits
of x or u, so that when you integrate du,
what you get is u.
That's a reasonable intuition, but is
that really what they mean?
Maybe they can note a rate of change so
that according to the chain rule du and
dx are related by du, dx.
Meaning that if du connotes the rate of
change of u, and dx, the rate of change
of x.
Then they are related by du, dx.
The rate of change of u with respect to
x.
That's a reasonable interpretation.
It's not the full truth.
The full truth is that these are
differential forms.
We are not, however, going to cover that
in this single variable course.
For now, let's think about what d is
doing.
d is an operator, which means that if you
put in a function, f, you get out df,
this differential that is telling you
something, about rates of change of
outputs with respect to inputs.
Now, the fact that it's an operator,
means, that we can differentiate an
equation.
Something of the form, f equals g.
And what we will get out, is again, and
equation, df equals dg.
Now, you've probably seen this before.
It goes under the name of implicit
differentiation, and it's extremely
useful.
For example, if we want to know the slope
of the tangent line to a circle of radius
r centered at the origin in the x, y

plane, what would we do?

We would write down the equation of that
circle, x squared plus y squared equals r
squared, and then we would differentiate
the entire equation, applying the d
operator gives us what?
d of x squared is 2x, dx.
d of y squared is 2ydy.
What is d of r squared?
Well, if r is a constant, then dr would
be equal to 0, or if like,
differentiating a constant gives you 0.
This equation, then, involving the
differentials dx and dy allows us to
solve for the slope of the tangent line.
dy, dx using a little bit of algebra, we
get that it is negative x over y.
A result that you can clearly see.
Let's turn to an application in economics
this one dealing with substitution rates
in economics, the marginal rate of
substation of a product x for a product
y.
Is the rate at which a consumer is
willing to exchange the good or product y
for the good x.
This assumes a fixed utility.
I don't want to go too much into
economics here, but let's take a moment
and explain what this means.
This marginal rate of substitution, MRS,
can be expressed as minus dy over dx,
along a curve of fixed utility, u.
So lets say we're looking at the xy
plane.
I have some utility function u.
When we set that equal to a constant it
gives us a curve in the xy plane.
The marginal rate of substitution is
related to dy, dx, the slope of the
tangent line.
Let's make this a little more specific.
Let's say that x is the amount of coffee
I have, y, the amount of doughnuts that I
have.
And my utility function u is y squared
times quantity x minus 3.
In this case, differentiating that
equation gives me du equals d of quantity
y squared times x minus 3.
Now, since I'm along a fixed utility
curve u is a is a constant.
So du is 0.
And on the right, applying the product
rule I get 2y dy times x minus 3 plus y
squared times dx.
And now, solving for the marginal rate of
substitution, that is minus dy over dx,
gives me negative, negative y squared
over 2 y times quantity x minus 3.

We can simplify removing the negative

signs and the y's, and we get a marginal
rate of substitution of y over 2 times
quantity x minus 3.
Now, what does that actually mean?
Well, what that actually means is that
depending on my values of x and y, how
much coffee I have versus how many
doughnuts I have.
My willingness to trade one for the other
changes.
If I have an equal amount of coffee and
donuts.
Then, that's one thing.
I might be willing to trade one for
another.
However, if the amount of coffee that I
have is sufficiently low.
That is x is close to 3.
It doesn't matter how many doughnuts
you're willing to give me.
I'm not going to give up any more coffee.
Differentials often arise in related
rates problems.
Here's a fun one.
Let's say that you have water flowing
from a faucet in a smooth stream.
What I'd like to know is how does the
cross-sectional shape change?
It seems as though the stream gets
thinner as you go.
Let's assume that the cross sectional
shape is circular.
We'll try to see what happens to the
radius of that circle.
We'll start from the assumption that we
have a steady stream, which means that
the flow rate through a cross-section
must be constant.
What is the flow rate?
Well, that's the area times the velocity
at that slice.
If that's a constant, then we can write
that equation as pi r squared v equals c,
where r is the radius and v is the
velocity.
Differentiating this equation yields
what?
Well, we're going to ignore the pi,
absorb that into the constant on the
right.
And then, using the product rule, we get
2r dr times v plus r squared times dv
equals 0.
Now, we can do a little bit of algebra to
get our hands on dr.
That is negative r squared over 2rv times
dv.
We can simplify that cancelling the r's
to negative r over 2v, dv.

And now, let's say we wanted to know how

that radius is changing with respect to
time.
The time rate of change would be dr, dt,
which we can write as negative r over 2v
times dv, dt.
What can we say now to simplify things?
Well, since d v d t is a constant, since
the water is falling under the influence
of gravity, dv, dt is exactly g.
And so, we get dr, dt equals negative r
times g over 2v.
We could simplify that, knowing what we
know about v2, negative r times g over 2,
quantity v not plus g times t.
Where v not is the initial velocity
coming out from the faucet.
That still doesn't tell us exactly what
the shape is, say as a function of
height.
But we could either solve that
differential equation or use some
conservation properties from physics to
get that shape if we wanted.
We have manipulated the differentials to
give us information about time rates of
change.
A related is concept is that of a
relative rate of change.
A relative rate is a normalization of a
differential, something of the form d u
over u.
This is telling you something about what
percentage change you have.
Notice, it is unitless, and notice you
can also get it in terms of the log of u.
Let's put this idea to work.
If we have a voltage across a variable
resistor that is fixed.
Then, how are the relative rates of
resistance and current related?
So in a simple circuit with voltage
potential v, current flow i, and variable
resistance r, these quantities are
related by Ohm's law.
That is V equals I times R.
Now, if we differentiate both sides of
this equation we get dV equals RdI plus
IdR.
And now, to compute the relative rate of
change, we look at dV over V.
That must be 0 since the voltage is
fixed.
So, dividing the right-hand side by v
gives us what?
Well, Rdi plus IdR over i times r, that
splits up into d I over I.
Plus d r over r, meaning that the
relative rates of change of R and I are
inversely related.

Let's look at an example from geometry.

How does the relative change in volume
relate to that of surface area?
In the specific case of a solid ball of
radius r, how do the volume and the areas
compare?
The volume is 4 3rds pi r cubed.
When we differentiate that we get dv
equals 4 pie r squared d r.
Now, for surface area, that function is 4
pi r squared.
Differentiating that gives da equals 8 pi
Rdr.
Now, look at the relative changes.
We must take dV over V and divide that by
dA over A to compare these relative
rates.
What is that?
Well, that is going to be 3 dr over r
divided by 2 dr over r.
With a little bit of algebra, you can see
that it's a constant 3 halves.
I wonder if that holds for any other
shapes.
Let's take a cube with a side length s
and the volume of that cube is s cubed.
When we differentiate, we get dv equals
3s squared ds.
The surface area is 6 s squared.
Differentiating yields d a equals 12 s d
s.
If we again look at d v over v, and
compare that to d a over a, we're going
to get 3 d s over s over 2 ds over s.
The relative rates of length cancel and
we get, again, 3 halves.
That means that the relative volume
change is always 150% the relative area
change.
Well, I wonder if that has any meaning.
Well, let's go back to economics and
consider the important questions.
That is, what is the difference between
milk and wine?
Well, it is in elasticity of demand.
If p is the price and q is the quantity
demanded at that price.
Then, the elasticity e is defined to be
the rate of change of the relative demand
with respect to the relative price.
That is, dq over q divided by dP over P.
We're going to put a minus sign in front
of this since and price and quantity are
inversely related.
When we do so, what do we see?
Well, the higher the price is, the less
you want something.
The lower the price, the more you want.
But it depends on elasticity.
If e is between 0 and 1, we say the

demand is inelastic.
Changes in price don't change the
quantity demanded so much, like milk.
On the other hand, if e is larger than 1,
then this is called elastic demand.
If wine goes on sale I'm more likely to
buy more and store it.
That doesn't work for milk.
Now when e is equals to 1, it is called
perfectly elastic.
Note that is not slope, but rather
relative rates of change.
Here's a question.
How do you maximize the relative revenue
with respect to relative change in price?
Well, R, the revenue, is the price times
the quantity, P times Q, or the area of
this box, if you like.
Then, differentiating this, we get dR
equals PdQ plus QdP.
Looking at relative revenue is dR over R.
We've seen a very similar computation
with our electric circuit.
We get dQ over Q plus dP over P, and now,
looking at the ratio Of relative revenue
to relative price gives us what?
Dq over q over dp over p plus dp over p
over dp over p.
That latter term simplifies to one.
The former is negative e.
So, we have maximal revenue when the
elasticity equals one.
So concluding, what do we mean by d x and
d u?
There is much more to the story than what
we have said.
For now, differentials are functions that
implicate rates of change.
When you get to multivariable calculus,
you'll learn a different perspective
involving differential forms.
We've seen in this lesson that thinking
of derivatives from a more abstract
perspective, that of differentials, is
very useful in several application
demands.
We will continue this process in our next
lecture, by thinking of differentiation
itself, as an abstract operator.
In this more rarefied setting, we'll see
that it deepens our understanding and
leads to better computation, as well as
comprehension.
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