Contents 12

Applications of
Differentiation
12.1 Tangents and Normals 2

12.2 Maxima and Minima 14

12.3 The Newton-Raphson Method 38

12.4 Curvature 47

12.5 Differentiation of Vectors 54

12.6 Case Study: Complex Impedance 60

Learning outcomes
In this Workbook you will learn to apply your knowledge of differentiation to solve some
basic problems connected with curves. First you will learn how to obtain the equation of
the tangent line and the normal line to any point of interest on a curve. Secondly, you will
learn how to find the positions of maxima and minima on a given curve. Thirdly, you
will learn how, given an approximate position of the root of a function, a better estimate
of the position can be obtained using the Newton-Raphson technique. Lastly you will
learn how to characterise how sharply a curve is turning by calculating its curvature.
  

Tangents and Normals 12.1 

Introduction
In this Section we see how the equations of the tangent line and the normal line at a particular point
on the curve y = f (x) can be obtained. The equations of tangent and normal lines are often written
as
y = mx + c, y = nx + d
respectively. We shall show that the product of their gradients m and n is such that mn is −1 which
is the condition for perpendicularity.

' $
• be able to differentiate standard functions

• understand the geometrical interpretation of

Prerequisites a derivative
Before starting this Section you should . . . • know the trigonometric expansions of
sin(A + B), cos(A + B)
&
' %
$
• obtain the condition that two given lines are
perpendicular

Learning Outcomes • obtain the equation of the tangent line to a

curve
On completion you should be able to . . .
• obtain the equation of the normal line to a
curve
& %

2 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

1. Perpendicular lines
One form for the equation of a straight line is
y = mx + c
where m and c are constants. We remember that m is the gradient of the line and its value is the
tangent of the angle θ that the line makes with the positive x-axis. The constant c is the value
obtained where the line intersects the y-axis. See Figure 1:

y
y = mx + c

c m = tan θ

θ
x

Figure 1
If we have a second line, with equation
y = nx + d
then, unless m = n, the two lines will intersect at one point. These are drawn together in Figure 2.
The second line makes an angle ψ with the positive x-axis.

y
y = mx + c

c
ψ
θ
x
y = nx + d
n = tan ψ

Figure 2
A simple question to ask is “what is the relation between m and n if the lines are perpendicular?” If
the lines are perpendicular, as shown in Figure 3, the angles θ and ψ must satisfy the relation:
ψ − θ = 90◦

c
ψ
θ
x

Figure 3

HELM (2008): 3
Section 12.1: Tangents and Normals
This is true since the angles in a triangle add up to 180◦ . According to the figure the three angles
are 90◦ , θ and 180◦ − ψ. Therefore
180◦ = 90◦ + θ + (180◦ − ψ) implying ψ − θ = 90◦
In this special case that the lines are perpendicular or normal to each other the relation between
the gradients m and n is easily obtained. In this deduction we use the following basic trigonometric
relations and identities:
sin(A − B) ≡ sin A cos B − cos A sin B cos(A − B) ≡ cos A cos B + sin A sin B

sin A
tan A ≡ sin 90◦ = 1 cos 90◦ = 0
cos A
Now

m = tan θ
= tan(ψ − 90o ) (see Figure 3)
o
sin(ψ − 90 )
=
cos(ψ − 90o )
− cos ψ 1 1
= =− =−
sin ψ tan ψ n
So mn = −1

Key Point 1
Two straight lines y = mx + c, y = nx + d are perpendicular if
1
m=− or equivalently mn = −1
n
This result assumes that neither of the lines are parallel to the x-axis or to the y-axis, as in such
cases one gradient will be zero and the other infinite.

Exercise
Which of the following pairs of lines are perpendicular?

(a) y = −x + 1, y =x+1
(b) y + x − 1 = 0, y+x−2=0
(c) 2y = 8x + 3, y = −0.25x − 1
Answer
(a) perpendicular (b) not perpendicular (c) perpendicular

4 HELM (2008):
Workbook 12: Applications of Differentiation
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2. Tangents and normals to a curve

As we know, the relationship between an independent variable x and a dependent variable y is denoted
by
y = f (x)
As we also know, the geometrical interpretation of this relation takes the form of a curve in an xy
plane as illustrated in Figure 4.
y

y = f (x)

Figure 4
We know how to calculate a value of y given a value of x. We can either do this graphically (which
is inaccurate) or else use the function itself. So, at an x value of x0 the corresponding y value is y0
where
y0 = f (x0 )
Let us examine the curve in the neighbourhood of the point (x0 , y0 ). There are two important
constructions of interest

• the tangent line at (x0 , y0 )

• the normal line at (x0 , y0 )

These are shown in Figure 5.

y
tangent line

y0

ψ
θ
x0 x
normal line

Figure 5
We note the geometrically obvious fact: the tangent and normal lines at any given point on a curve
are perpendicular to each other.

HELM (2008): 5
Section 12.1: Tangents and Normals
 Task
The curve y = x2 is drawn below. On this graph draw the tangent line and the
normal line at the point (x0 = 1, y0 = 1):

Your solution
y

1
x
1

Answer
y

1 θ
ψ
x
1
tangent line normal line

From your graph, estimate the values of θ and ψ in degrees. (You will need a protractor.)
Your solution
θ' ψ'

Answer
θ ≈ 63.4o ψ ≈ 153.4o

Returning to the curve y = f (x) : we know, from the geometrical interpretation of the derivative
that
df
= tan θ
dx x0
df df
(the notation means evaluate at the value x = x0 )
dx x0 dx
Here θ is the angle the tangent line to the curve y = f (x) makes with the positive x-axis. This is
highlighted in Figure 6:
y
y = f (x) 
df 
= tan θ
dx x0
θ x
x0

Figure 6

6 HELM (2008):
Workbook 12: Applications of Differentiation
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3. The tangent line to a curve

Let the equation of the tangent line to the curve y = f (x) at the point (x0 , y0 ) be:
y = mx + c
where m and c are constants to be found. The line just touches the curve y = f (x) at the point
(x0 , y0 ) so, at this point both must have the same value for the derivative. That is:
df
m=
dx x0

Since we know (in any particular case) f (x) and the value x0 we can readily calculate the value for
m. The value of c is found by using the fact that the tangent line and the curve pass through the
same point (x0 , y0 ).
y0 = mx0 + c and y0 = f (x0 )
Thus mx0 + c = f (x0 ) leading to c = f (x0 ) − mx0

Key Point 2
The equation of the tangent line to the curve y = f (x) at the point (x0 , y0 ) is
df
y = mx + c where m = and c = f (x0 ) − mx0
dx x0

df
Alternatively, the equation is y − y0 = m(x − x0 ) where m = and y0 = f (x0 )
dx x0

Example 1
Find the equation of the tangent line to the curve y = x2 at the point (1,1).

Solution
Method 1
df df
Here f (x) = x2 and x0 = 1 thus = 2x ∴ m = =2
dx dx x0
Also c = f (x0 ) − mx0 = f (1) − m = 1 − 2 = −1. The tangent line has equation y = 2x − 1.
Method 2
y0 = f (x0 ) = f (1) = 12 = 1
The tangent line has equation y − 1 = 2(x − 1) → y = 2x − 1

HELM (2008): 7
Section 12.1: Tangents and Normals
 Task
Find the equation of the tangent line to the curve y = ex at the point x = 0. The
curve and the line are displayed in the following figure:
y

tangent line

First specify x0 and f :

Your solution
x0 =
f (x) =

Answer
x0 = 0 f (x) = ex

df
Now obtain the values of and f (x0 ) − mx0 :
dx x0

Your solution
df
=
dx x0
f (x0 ) − mx0 =

Answer
df df
= ex ∴ =1 and f (0) − 1(0) = e0 − 0 = 1
dx dx 0

Now obtain the equation of the tangent line:

Your solution
y=

Answer
y =x+1

8 HELM (2008):
Workbook 12: Applications of Differentiation
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Task
π
Find the equation of the tangent line to the curve y = sin 3x at the point x =
4
and find where the tangent line intersects the x-axis. See the following figure:

tangent line

First specify x0 and f :

Your solution
x0 = f (x) =

Answer
π
x0 = f (x) = sin 3x
4

df
Now obtain the values of and f (x0 ) − mx0 correct to 2 d.p.:
dx x0

Your solution

df
= f (x0 ) − mx0 =
dx x0

Answer
df df 3π 3
= 3 cos 3x ∴ = 3 cos = − √ = −2.12
dx dx π 4 2
4
 
 π  mπ 3π −3 π 1 3 π
and f − = sin − √ =√ +√ = 2.37 to 2 d.p.
4 4 4 2 4 2 24

Now obtain the equation of the tangent line:

Your solution
y=

Answer
−3 1
y = √ x + √ (4 + 3π) so y = −2.12x + 2.37 (to 2 d.p.)
2 4 2

HELM (2008): 9
Section 12.1: Tangents and Normals
Where does the line intersect the x-axis?
Your solution
x=

Answer
When y = 0 ∴ −2.12x + 2.37 = 0 ∴ x = 1.12 to 2 d.p.

4. The normal line to a curve

We have already noted that, at any point (x0 , y0 ) on a curve y = f (x), the tangent and normal lines
are perpendicular. Thus if the equations of the tangent and normal lines are, respectively
y = mx + c y = nx + d
1 1
then m = − or, equivalently n = − .
n m
We have also noted, for the tangent line
df
m=
dx x0

so n can easily be obtained. To find d, we again use the fact that the normal line y = nx + d and
the curve have a point in common:
y0 = nx0 + d and y0 = f (x0 )
so nx0 + d = f (x0 ) leading to d = f (x0 ) − nx0 .

Task
π
Find the equation of the normal line to curve y = sin 3x at the point x = .
4
[The equation of the tangent line was found in the previous Task.]

First find the value of m:

Your solution
df
m= =
dx π
4

Answer
−3
m= √
2
Hence find the value of n:
Your solution
n=

Answer √
2
nm = −1 ∴ n=
3

10 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

√
2
The equation of the normal line is y = x + d. Now find the value of d to 2 d.p.. (Remember the
3
π
normal line must pass through the curve at the point x = .)
4
Your solution

Answer
√   √
2 π π 1 2π
+ d = sin ∴ d= √ − ' 0.34
3 4 4 2 3 4

Now obtain the equation of the normal line to 2 d.p.:

Your solution
y=

Answer
y = 0.47x + 0.34. The curve and the normal line are shown in the following figure:
y normal line

Task
Find the equation of the normal line to the curve y = x3 at x = 1.

df
First find f (x), x0 , , m, n:
dx x0

Your solution

Answer
df 1
f (x) = x3 , x0 = 1, = 3x2 =3 ∴ m = 3 and n = −
dx 1 1 3

HELM (2008): 11
Section 12.1: Tangents and Normals
Now use the property that the normal line y = nx + d and the curve y = x3 pass through the point
(1, 1) to find d and so obtain the equation of the normal line:

Your solution
d= y=

Answer
1 4
1 = n+d ∴ d = 1−n = 1+ = . Thus the equation of the normal line is
3 3
1 4
y = − x + . The curve and the normal line through (1, 1) are shown below:
3 3
y

normal line

Exercises
1. Find the equations of the tangent and normal lines to the following curves at the points
indicated

(a) y = x4 + 2x2 , (1, 3)

√ √
√ 2 2
(b) y = 1 − x2 , ( , ) What would be obtained if the point was (1, 0)?
2 2
(c) y = x1/2 , (1, 1)

2. Find the value of a if the two curves y = e−x and y = eax are to intersect at right-angles.

12 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Answers
df df
1. (a) f (x) = x4 + 2x2 = 4x3 + 4x, =8
dx dx x=1
tangent line y = 8x + c. This passes through (1, 3) so y = 8x − 5
1 1 25
normal line y = − x + d. This passes through (1, 3) so y = − x + .
8 8 8
√ df −x df
(b) f (x) = 1 − x2 =√ = −1
dx 1 − x2 dx x= √22
√ √ !
2 2 √
tangent line y = −x + c. This passes through , so y = −x + 2
2 2
√ √ !
2 2
normal line y = x + d. This passes through , so y = x.
2 2
At (1, 0) the tangent line is x = 1 and the gradient is infinite (the line is vertical), and
the normal line is y = 0.
1 df 1 1 df 1
(c) f (x) = x 2 = x− 2 =
dx 2 dx x=1 2
1 1 1
tangent line: y = x + c. This passes through (1, 1) so y = x +
2 2 2
normal line: y = −2x + d. This passes through (1, 1) so y = −2x + 3.

2. The curves will intersect at right-angles if their tangent lines, at the point of intersection, are
perpendicular.
Point of intersection: e−x = eax i.e. −x = ax ∴ x = 0 (a = −1 not sensible)
The tangent line to y = eax is y = mx + c where m = aeax x=0
=a

The tangent line to y = e−x is y = kx + g where k = −e−x x=0

= −1

These two lines are perpendicular if a(−1) = −1 i.e. a = 1.

y = ex
y = e−x

HELM (2008): 13
Section 12.1: Tangents and Normals
  

Maxima and Minima 12.2 

Introduction
In this Section we analyse curves in the ‘local neighbourhood’ of a stationary point and, from this
analysis, deduce necessary conditions satisfied by local maxima and local minima. Locating the max-
ima and minima of a function is an important task which arises often in applications of mathematics
to problems in engineering and science. It is a task which can often be carried out using only a
knowledge of the derivatives of the function concerned. The problem breaks into two parts

• finding the stationary points of the given functions

• distinguishing whether these stationary points are maxima, minima or, exceptionally, points of
inflection.

This Section ends with maximum and minimum problems from engineering contexts.

 
• be able to obtain first and second derivatives
Prerequisites of simple functions
Before starting this Section you should . . . • be able to find the roots of simple equations

' 
$
• explain the difference between local and
global maxima and minima

• describe how a tangent line changes near a

Learning Outcomes maximum or a minimum
On completion you should be able to . . . • locate the position of stationary points

• use knowledge of the second derivative to

distinguish between maxima and minima
& %

14 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

1. Maxima and minima

Consider the curve
y = f (x) a≤x≤b
shown in Figure 7:

y
f (a)

b
a x0 x1 x
f (b)

Figure 7
By inspection we see that there is no y-value greater than that at x = a (i.e. f (a)) and there is no
value smaller than that at x = b (i.e. f (b)). However, the points on the curve at x0 and x1 merit
comment. It is clear that in the near neighbourhood of x0 all the y-values are greater than the
y-value at x0 and, similarly, in the near neighbourhood of x1 all the y-values are less than the y-value
at x1 .
We say f (x) has a global maximum at x = a and a global minimum at x = b but also has a
local minimum at x = x0 and a local maximum at x = x1 .
Our primary purpose in this Section is to see how we might locate the position of the local maxima
and the local minima for a smooth function f (x).
A stationary point on a curve is one at which the derivative has a zero value. In Figure 8 we have
sketched a curve with a maximum and a curve with a minimum.

y y

x0 x x0 x

Figure 8
By drawing tangent lines to these curves in the near neighbourhood of the local maximum and the
local minimum it is obvious that at these points the tangent line is parallel to the x-axis so that
df
=0
dx x0

HELM (2008): 15
Section 12.2: Maxima and Minima
 Key Point 3
df
Points on the curve y = f (x) at which = 0 are called stationary points of the function.
dx

However, be careful! A stationary point is not necessarily a local maximum or minimum of the
function but may be an exceptional point called a point of inflection, illustrated in Figure 9.

x0 x

Figure 9

Example 2
Sketch the curve y = (x − 2)2 + 2 and locate the stationary points on the curve.

Solution
df
Here f (x) = (x − 2)2 + 2 so = 2(x − 2).
dx
df
At a stationary point = 0 so we have 2(x − 2) = 0 so x = 2. We conclude that this function
dx
has just one stationary point located at x = 2 (where y = 2).
By sketching the curve y = f (x) it is clear that this stationary point is a local minimum.

2
2 x

Figure 10

16 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Task
Locate the position of the stationary points of f (x) = x3 − 1.5x2 − 6x + 10.

df
First find :
dx
Your solution
df
=
dx

Answer
df
= 3x2 − 3x − 6
dx
df
Now locate the stationary points by solving = 0:
dx
Your solution

Answer
3x2 − 3x − 6 = 3(x + 1)(x − 2) = 0 so x = −1 or x = 2. When x = −1, f (x) = 13.5 and
when x = 2, f (x) = 0, so the stationary points are (−1, 13.5) and (2, 0). We have, in the figure,
sketched the curve which confirms our deductions.
y
(−1, 13.5)

−2.5 2 x

HELM (2008): 17
Section 12.2: Maxima and Minima
 Task
3π
Sketch the curve y = cos 2x 0.1 ≤ x ≤ and on it locate the position
4
of the global maximum, global minimum and any local maxima or minima.

Your solution

0.1 π/4 π/2 3π/4 x

Answer
y global maximum

local maximum

0.1 π/4 π/2 3π/4 x

local minimum
and global minimum

2. Distinguishing between local maxima and minima

We might ask if it is possible to predict when a stationary point is a local maximum, a local minimum
or a point of inflection without the necessity of drawing the curve. To do this we highlight the general
characteristics of curves in the neighbourhood of local maxima and minima.
For example: at a local maximum (located at x0 say) Figure 11 describes the situation:

f (x) to the left of df

>0
the maximum dx

to the right of df < 0

the maximum dx
x0 x

Figure 11
df
If we draw a graph of the derivative against x then, near a local maximum, it must take one
dx
of two basic shapes described in Figure 12:

18 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

df df
dx dx
or
α α = 180◦
x0 x x0 x

(a) (b)

Figure 12
   
d df d df
In case (a) ≡ tan α < 0 whilst in case (b) =0
dx dx x0 dx dx x0

We reach the conclusion that at a stationary point which is a maximum the value of the second
d2 f
derivative is either negative or zero.
dx2
Near a local minimum the above graphs are inverted. Figure 13 shows a local minimum.
f (x) df
to the left of <0
the minimum dx
to the right of df
>0
x0 x the minimum dx

Figure 13
Figure 134 shows the two possible graphs of the derivative:

df df
dx dx
or
β x x
x0 x0

(a) (b)

Figure 14
   
d df d df
Here, for case (a) = tan β > 0 whilst in (b) = 0.
dx dx x0 dx dx x0

In this case we conclude that at a stationary point which is a minimum the value of the second
d2 f
derivative is either positive or zero.
dx2

HELM (2008): 19
Section 12.2: Maxima and Minima
For the third possibility for a stationary point - a point of inflection - the graph of f (x) against x
df
and of against x take one of two forms as shown in Figure 15.
dx
f (x) f (x)

x0 x x0 x
df df
dx dx

x0 x x
x0

df df
to the left of x0 >0 to the left of x0 <0
dx dx
df df
to the right of x0 >0 to the right of x0 <0
dx dx

Figure 15
 
d df
For either of these cases =0
dx dx x0

The sketches and analysis of the shape of a curve y = f (x) in the near neighbourhood of stationary
points allow us to make the following important deduction:

Key Point 4
df
If x0 locates a stationary point of f (x), so that = 0, then the stationary point
dx x0

d2 f
is a local minimum if >0
dx2 x0

d2 f
is a local maximum if <0
dx2 x0

d2 f
is inconclusive if =0
dx2 x0

20 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Example 3
Find the stationary points of the function f (x) = x3 − 6x.
Are these stationary points local maxima or local minima?

Solution
df df √
= 3x2 − 6. At a stationary point = 0 so 3x2 − 6 = 0, implying x = ± 2.
dx dx
√ √
Thus f (x) has stationary points at x = 2 and x = − 2. To decide if these are maxima or minima
we examine the value of the second derivative of f (x) at the stationary points.
d2 f d2 f √ √
= 6x so = 6 2 > 0. Hence x = 2 locates a local minimum.
dx2 dx2 x=√2
d2 f √ √
Similarly = −6 2 < 0. Hence x = − 2 locates a local maximum.
dx2 x=−√2
A sketch of the curve confirms this analysis:

f (x)

√
2
√ x
− 2

Figure 16

Task
For the function f (x) = cos 2x, 0.1 ≤ x ≤ 6, find the positions of any local
minima or maxima and distinguish between them.

Calculate the first derivative and locate stationary points:

Your solution
df
=
dx
Stationary points are located at:

HELM (2008): 21
Section 12.2: Maxima and Minima
 Answer
df
= −2 sin 2x.
dx
Hence stationary points are at values of x in the range specified for which sin 2x = 0 i.e. at 2x = π
or 2x = 2π or 2x = 3π (making sure x is within the range 0.1 ≤ x ≤ 6)
π 3π
∴ Stationary points at x = , x = π, x =
2 2

Now calculate the second derivative:

Your solution
d2 f
=
dx2

Answer
d2 f
= −4 cos 2x
dx2

Finally: evaluate the second derivative at each stationary points and draw appropriate conclusions:
Your solution
d2 f
=
dx2 x= π
2

2
df
=
dx2 x=π

d2 f
=
dx2 x= 3π
2

Answer
d2 f π
= −4 cos π = 4 > 0 ∴ x= locates a local minimum.
dx2 x= π 2
2

2
df
= −4 cos 2π = −4 < 0 ∴ x = π locates a local maximum.
dx2 x=π

d2 f 3π
= −4 cos 3π = 4 > 0 ∴ x= locates a local minimum.
dx2 x= 3π 2
2

f (x)

3π/2
0.1 π/4 π/2 3π/4 6 x

22 HELM (2008):
Workbook 12: Applications of Differentiation
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Task
1
Determine the local maxima and/or minima of the function y = x4 − x3
3

First obtain the positions of the stationary points:

Your solution
1 df
f (x) = x4 − x3 =
3 dx
df
Thus = 0 when:
dx

Answer
df df
= 4x3 − x2 = x2 (4x − 1) = 0 when x = 0 or when x = 1/4
dx dx
Now obtain the value of the second derivatives at the stationary points:
Your solution
d2 f d2 f
= ∴ =
dx2 dx2 x=0

d2 f
=
dx2 x=1/4

Answer
d2 f d2 f
= 12x2 − 2x = 0, which is inconclusive.
dx2 dx2 x=0

d2 f 12 1 1 1
= − = > 0 Hence x = locates a local minimum.
dx2 x=1/4 16 2 4 4

Using this analysis we cannot decide whether the stationary point at x = 0 is a local maximum,
df
minimum or a point of inflection. However, just to the left of x = 0 the value of (which equals
dx
df
x2 (4x − 1)) is negative whilst just to the right of x = 0 the value of is negative again. Hence
dx
the stationary point at x = 0 is a point of inflection. This is confirmed by sketching the curve as
in Figure 17.
f (x)

1/4
x
− 0.0013

Figure 17

HELM (2008): 23
Section 12.2: Maxima and Minima
 Task
A materials store is to be constructed next to a 3 metre high stone wall (shown
as OA in the cross section in the diagram). The roof (AB) and front (BC) are
to be constructed from corrugated metal sheeting. Only 6 metre length sheets are
available. Each of them is to be cut into two parts such that one part is used for
the roof and the other is used for the front. Find the dimensions x, y of the store
that result in the maximum cross-sectional area. Hence determine the maximum
cross-sectional area.
A
B
Stone
3m Wall
y

O x C

Your solution

24 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Answer
Note that the store has the shape of a trapezium. So the cross-sectional area (A) of the store is
given by the formula: Area = average length of parallel sides × distance between parallel sides:
1
A = (y + 3)x (1)
2
The lengths
p x and y are relatedpthrough the fact that AB + BC = 6, where BC = y and
AB = x + (3 − y)2 . Hence
2 x2 + (3 − y)2 + y = 6. This equation can be rearranged in the
following way:
p
x2 + (3 − y)2 = 6 − y ⇔ x2 + (3 − y)2 = (6 − y)2 i.e. x2 + 9 − 6y + y 2 = 36 − 12y + y 2
which implies that x2 + 6y = 27 (2)
It is necessary to eliminate either x or y from (1) and (2) to obtain an equation in a single variable.
Using y instead of x as the variable will avoid having square roots appearing in the expression for
the cross-sectional area. Hence from Equation (2)
27 − x2
y= (3)
6
Substituting for y from Equation (3) into Equation (1) gives
1 27 − x2 1 27 − x2 + 18
   
1
45x − x3


A= +3 x= x= (4)
2 6 2 6 12
dA
To find turning points, we evaluate from Equation (4) to get
dx
dA 1
= (45 − 3x2 ) (5)
dx 12
dA 1
Solving the equation = 0 gives (45 − 3x2 ) = 0 ⇒ 45 − 3x2 = 0
dx 12
√
Hence x = ± 15 = ± 3.8730. Only x > 0 is of interest, so
√
x = 15 = 3.87306 (6)
gives the required turning point.

Check: Differentiating Equation (5) and using the positive x solution (6) gives
d2 A 6x x 3.8730
= − = − = − <0
dx2 12 2 2
Since the second derivative is negative then the cross-sectional area is a maximum. This is the only
turning point identified for A > 0 and it is identified as a maximum. To find the corresponding
27 − 3.87302
value of y, substitute x = 3.8730 into Equation (3) to get y = = 2.0000
6
So the values of x and y that yield the maximum cross-sectional area are 3.8730 m and 2.00000
m respectively. To find the maximum cross-sectional area, substitute for x = 3.8730 into Equation
(5) to get
1
A = (45 × 3.8730 − 3.87303 ) = 9.6825
2
So the maximum cross-sectional area of the store is 9.68 m2 to 2 d.p.

HELM (2008): 25
Section 12.2: Maxima and Minima
 Task

Equivalent resistance in an electrical circuit

Current distributes itself in the wires of an electrical circuit so as to minimise the total power
consumption i.e. the rate at which heat is produced. The power (p) dissipated in an electrical circuit
is given by the product of voltage (v) and current (i) flowing in the circuit, i.e. p = vi. The voltage
across a resistor is the product of current and resistance (r). This means that the power dissipated
in a resistor is given by p = i2 r.
Suppose that an electrical circuit contains three resistors r1 , r2 , r3 and i1 represents the current
flowing through both r1 and r2 , and that (i − i1 ) represents the current flowing through r3 (see
diagram):
R1 R2

i1
R3 i−i1

(a) Write down an expression for the power dissipated in the circuit:

Your solution

Answer
p = i21 r1 + i21 r2 + (i − i1 )2 r3

r3
(b) Show that the power dissipated is a minimum when i1 = i:
r1 + r 2 + r3

Your solution

26 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Answer
Differentiate result (a) with respect to i1 :

dp
= 2i1 r1 + 2i1 r2 + 2(i − i1 )(−1)r3
di1

= 2i1 (r1 + r2 + r3 ) − 2ir3

This is zero when

r3
i1 = i.
r1 + r 2 + r3
To check if this represents a minimum, differentiate again:
d2 p
= 2(r1 + r2 + r3 )
di21
This is positive, so the previous result represents a minimum.

(c) If R is the equivalent resistance of the circuit, i.e. of r1 , r2 and r3 , for minimum power dissipation
and the corresponding voltage V across the circuit is given by V = iR = i1 (r1 + r2 ), show that
(r1 + r2 )r3
R= .
r 1 + r2 + r 3

Your solution

Answer
Substituting for i1 in iR = i1 (r1 + r2 ) gives
r3 (r1 + r2 )
iR = i.
r1 + r 2 + r3
So
(r1 + r2 )r3
R= .
r 1 + r2 + r3

Note In this problem R1 and R2 could be replaced by a single resistor. However, treating them as
separate allows the possibility of considering more general situations (variable resistors or temperature
dependent resistors).

HELM (2008): 27
Section 12.2: Maxima and Minima
 Engineering Example 1

Water wheel efficiency

Introduction
A water wheel is constructed with symmetrical curved vanes of angle of curvature θ. Assuming that
friction can be taken as negligible, the efficiency, η, i.e. the ratio of output power to input power, is
calculated as
2(V − v)(1 + cos θ)v
η=
V2
where V is the velocity of the jet of water as it strikes the vane, v is the velocity of the vane in the
direction of the jet and θ is constant. Find the ratio, v/V , which gives maximum efficiency and find
the maximum efficiency.
Mathematical statement of the problem
We need to express the efficiency in terms of a single variable so that we can find the maximum
value.
2(V − v)(1 + cos θ)v  v v
Efficiency = =2 1− (1 + cos θ).
V2 V V
v
Let η = Efficiency and x = then η = 2x(1 − x)(1 + cos θ).
V
We must find the value of x which maximises η and we must find the maximum value of η. To do
dη
this we differentiate η with respect to x and solve = 0 in order to find the stationary points.
dx
Mathematical analysis
Now η = 2x(1 − x)(1 + cos θ) = (2x − 2x2 )(1 + cos θ)
dη
So = (2 − 4x)(1 + cos θ)
dx
dη 1 1
Now = 0 ⇒ 2 − 4x = 0 ⇒ x = and the value of η when x = is
dx 2 2
  
1 1 1
η=2 1− (1 + cos θ) = (1 + cos θ).
2 2 2

d2 η
This is clearly a maximum not a minimum, but to check we calculate 2 = −4(1 + cos θ) which is
dx
negative which provides confirmation.
Interpretation
v 1
Maximum efficiency occurs when = and the maximum efficiency is given by
V 2
1
η = (1 + cos θ).
2

28 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Engineering Example 2

Refraction

The problem
A light ray is travelling in a medium (A) at speed cA . The ray encounters an interface with a medium
(B) where the velocity of light is cB . Between two fixed points P in media A and Q in media B,
find the path through the interface point O that minimizes the time of light travel (see Figure 18).
Express the result in terms of the angles of incidence and refraction at the interface and the velocities
of light in the two media.
P d

a θA
Medium (A)
O
x
Medium (B) b
θB
Q

Figure 18: Geometry of light rays at an interface

The solution
The light ray path is shown as P OQ in the above figure where O is a point with variable horizontal
position x. The points P and Q are fixed and their positions are determined by the constants a, b, d
indicated in the figure. The total path length can be decomposed as P O + OQ so the total time of
travel T (x) is given by
T (x) = P O/cA + OQ/cB . (1)
Expressing the distances P O and OQ in terms of the fixed coordinates a, b, d, and in terms of the
unknown position x, Equation (1) becomes
√ p
a2 + x 2 b2 + (d − x)2
T (x) = + (2)
cA cB
It is assumed that the minimum of the travel time is given by the stationary point of T (x) such that
dT
= 0. (3)
dx
Using the chain rule in ( 11.5) to compute (3) given (2) leads to
1 2x 1 2x − 2d
√ + p = 0.
2 cA a2 + x2 2 cB b2 + (d − x)2
After simplification and rearrangement
x d−x
√ = p .
cA a2 + x 2 cB b2 + (d − x)2

HELM (2008): 29
Section 12.2: Maxima and Minima
 x d−x
Using the definitions sin θA = √ and sin θB = p this can be written as
a2+x 2 b + (d − x)2
2

sin θA sin θB
= . (4)
cA cB
Note that θA andθB are the incidence angles measured from the interface normal as shown in the
figure. Equation (4) can be expressed as
sin θA cA
=
sin θB cB
which is the well-known law of refraction for geometrical optics and applies to many other kinds
cA
of waves. The ratio is a constant called the refractive index of medium (B) with respect to
cB
medium (A).

30 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Engineering Example 3

Fluid power transmission

Introduction
Power transmitted through fluid-filled pipes is the basis of hydraulic braking systems and other
hydraulic control systems. Suppose that power associated with a piston motion at one end of a
pipeline is transmitted by a fluid of density ρ moving with positive velocity V along a cylindrical
pipeline of constant cross-sectional area A. Assuming that the loss of power is mainly attributable to
friction and that the friction coefficient f can be taken to be a constant, then the power transmitted,
P is given by
P = ρgA(hV − cV 3 ),
where g is the acceleration due to gravity and h is the head which is the height of the fluid above
4f l
some reference level (= the potential energy per unit weight of the fluid). The constant c =
2gd
where l is the length of the pipe and d is the diameter of the pipe. The power transmission efficiency
is the ratio of power output to power input.
Problem in words
Assuming that the head of the fluid, h, is a constant find the value of the fluid velocity, V , which
gives a maximum value for the output power P . Given that the input power is Pi = ρgAV h, find
the maximum power transmission efficiency obtainable.
Mathematical statement of the problem
We are given that P = ρgA(hV − cV 3 ) and we want to find its maximum value and hence maximum
efficiency.
dP
To find stationary points for P we solve = 0.
dV
d2 P
To classify the stationary points we can differentiate again to find the value of at each stationary
dV 2
point and if this is negative then we have found a local maximum point. The maximum efficiency
is given by the ratio P/Pi at this value of V and where Pi = ρgAV h. Finally we should check that
this is the only maximum in the range of P that is of interest.

Mathematical analysis
P = ρgA(hV − cV 3 )

dP
= ρgA(h − 3cV 2 )
dV

dP
= 0 gives ρgA(h − 3cV 2 ) = 0
dV
r r
2 h h h
⇒ V = ⇒ V =± and as V is positive ⇒ V = .
3c 3c 3c

HELM (2008): 31
Section 12.2: Maxima and Minima
 dP d2 P
To show this is a maximum we differentiate again giving = ρgA(−6cV ). Clearly this is
r dV dV 2
h
negative, or zero if V = 0. Thus V = gives a local maximum value for P .
3c

We note
r that P = 0 when E = ρgA(hV r − cV 3 ) = 0, i.e. when hV − cV 3 = 0, so V =r0 or
h h h
V = . So the maximum at V = is the only max in this range between 0 and V = .
C 3C C
The efficiency E, is given by (input power/output power), so here

ρgA(hV − cV 3 ) cV 2
E= =1−
ρgAV h h
h
r
h h c 1 2
At V = then V 2 = and therefore E = 1 − 3c = 1 − = or 66 23 %.
3c 3c c 3 3
Interpretation
r
h
Maximum power transmitted through the fluid when the velocity V = and the maximum
3c
efficiency is 66 23 %. Note that this result is independent of the friction and the maximum efficiency
is independent of the velocity and (static) pressure in the pipe.

4 2.215

P (V )
3
h= 3m
1.81
2
h= 2m

0 1 2 3 4

Figure 19: Graphs of transmitted power as a function of fluid velocity

for two values of the head
Figure 19 shows the maxima in the power transmission for two different values of the head in an oil
filled pipe (oil density 1100 kg m−3 ) of inner diameter 0.01 m and coefficient of friction 0.01 and
pipe length 1 m.

32 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Engineering Example 4

Crank used to drive a piston

Introduction
A crank is used to drive a piston as in Figure 20.

vc
C
! r
ac = ω 2 r
θ
vp
ap

Figure 20: Crank used to drive a piston

Problem
The angular velocity of the crankshaft is the rate of change of the angle θ, ω = dθ/dt. The piston
moves horizontally with velocity vp and acceleration ap ; r is the length of the crank and l is the length
of the connecting rod. The crankpin performs circular motion with a velocity of vc and centripetal
acceleration of ω 2 r. The acceleration ap of the piston varies with θ and is related by
 
2 r cos 2θ
ap = ω r cos θ +
l
Find the maximum and minimum values of the acceleration ap when r = 150 mm and l = 375 mm.
Mathematical statement of the problem
 
2 r cos 2θ
We need to find the stationary values of ap = ω r cos θ + when r = 150 mm and l = 375
l
dap
mm. We do this by solving = 0 and then analysing the stationary points to decide whether they
dθ
are a maximum, minimum or point of inflexion.
Mathematical analysis.
   
2 r cos 2θ dap 2 2r sin 2θ
ap = ω r cos θ + so = ω r − sin θ − .
l dθ l
To find the maximum and minimum acceleration we need to solve
 
dap 2 2r sin 2θ
= 0 ⇔ ω r − sin θ − = 0.
dθ l
2r 4r
sin θ + sin 2θ = 0 ⇔ sin θ + sin θ cos θ = 0
l l

HELM (2008): 33
Section 12.2: Maxima and Minima
  
4r
⇔ sin θ 1 + cos θ =0
l
l
⇔ sin θ = 0 or cos θ = − and as r = 150 mm and l = 375 mm
4r
5
⇔ sin θ = 0 or cos θ = −
8
CASE 1: sin θ = 0
If sin θ = 0 then θ = 0 or θ = π. If θ = 0 then cos θ = cos 2θ = 1
   
2 r cos 2θ 2
 r 2 2 7
so ap = ω r cos θ + =ω r 1+ =ω r 1+ = ω2r
l l 5 5
If θ = π then cos θ = −1, cos 2θ = 1 so
   
2 r cos 2θ 2
 r 2 2 3
ap = ω r cos θ + = ω r −1 + = ω r −1 + = − ω2r
l l 5 5
dap
In order to classify the stationary points, we differentiate with respect to θ to find the second
dθ
derivative:
d2 ap
   
2 4r cos 2θ 2 4r cos 2θ
= ω r − cos θ − = −ω r cos θ +
dθ2 l l
d2 ap
 
4r
At θ = 0 we get 2
= −ω 2 r 1 + which is negative.
dθ l
7
So θ = 0 gives a maximum value and ap = ω 2 r is the value at the maximum.
5
2
   
d ap 2 4 2 3
At θ = π we get 2
= −ω r −1 + = −ω r which is negative.
dθ l 5
3
So θ = π gives a maximum value and ap = − ω 2 r
5
5
CASE 2: cos θ = −
8
 2
5 2 5 7
If cos θ = − then cos 2θ = 2 cos θ − 1 = 2 − 1 so cos 2θ = − .
8 8 32
   
r cos 2θ 5 7 2 57
ap = ω 2 r cos θ + = ω2r − + − × = ω 2 r.
l 8 32 5 80
d2 ap
   
5 4r cos 2θ 5 4r 7
At cos θ = − we get = ω 2 r − cos θ − = ω2r + which is positive.
8 dθ2 l 8 l 32
5 57
So cos θ = − gives a minimum value and ap = − ω 2 r
8 80
Thus the values of ap at the stationary points are:-
7 2 3 57
ω r (maximum), − ω 2 r (maximum) and − ω 2 r (minimum).
5 5 80

34 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

So the overall maximum value is 1.4ω 2 r = 0.21ω 2 and the minimum value is
−0.7125ω 2 r = −0.106875ω 2 where we have substituted r = 150 mm (= 0.15 m) and l = 375 mm
(= 0.375 m).
Interpretation
The maximum acceleration occurs when θ = 0 and ap = 0.21ω 2 .
5
The minimum acceleration occurs when cos θ = − and ap = −0.106875ω 2 .
8

Exercises
1. Locate the stationary points of the following functions and distinguish among them as maxima,
minima and points of inflection.
d 1
(a) f (x) = x − ln |x|. [Remember (ln |x|) = ]
dx x
(b) f (x) = x3
(x − 1)
(c) f (x) = −1<x<2
(x + 1)(x − 2)
2. A perturbation in the temperature of a stream leaving a chemical reactor follows a decaying
sinusoidal variation, according to

T (t) = 5exp(−at) sin(ωt)

where a and ω are positive constants.

(a) Sketch the variation of temperature with time.

dT
(b) By examining the behaviour of , show that the maximum temperatures occur at times
dt
 ω 
of tan−1 ( ) + 2πn /ω.
a

HELM (2008): 35
Section 12.2: Maxima and Minima
Answers
df 1
1. (a) = 1 − = 0 when x = 1
dx x
d2 f 1 d2 f
2
= 2 =1>0
dx x dx2 x=1

∴ x = 1, y = 1 locates a local minimum.

f (x)

1 x

df d2 f
(b) = 3x2 = 0 when x = 0 = 6x = 0 when x = 0
dx dx2
df
However, > 0 on either side of x = 0 so (0, 0) is a point of inflection.
dx
f (x)

df (x + 1)(x − 2) − (x − 1)(2x − 1)
(c) =
dx (x + 1)(x − 2)
This is zero when (x + 1)(x − 2) − (x − 1)(2x − 1) = 0 i.e. x2 − 2x + 3 = 0
However, this equation has no real roots (since b2 < 4ac) and so f (x) has no stationary
points. The graph of this function confirms this:

f (x)

−1 1 2 x

Nevertheless f (x) does have a point of inflection at x = 1, y = 0 as the graph shows,

dy
although at that point 6= 0.
dx

36 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Answer
2. (a)
T

dT ω
(b) = 0 implies tan ωt = , so tan ωt > 0 and
dt a
ω 
ωt = tan−1 + kπ, k integer
a
d2 T d2 T
Examination of 2 reveals that only even values of k give 2 < 0 for a maximum so
dt dt
setting k = 2n gives the required answer.

HELM (2008): 37
Section 12.2: Maxima and Minima
The Newton-Raphson  

Method 12.3 

Introduction
This Section is concerned with the problem of “root location”; i.e. finding those values of x which
satisfy an equation of the form f (x) = 0. An initial estimate of the root is found (for example by
drawing a graph of the function). This estimate is then improved using a technique known as the
Newton-Raphson method, which is based upon a knowledge of the tangent to the curve near the
root. It is an “iterative” method in that it can be used repeatedly to continually improve the accuracy
of the root.

 

• be able to differentiate simple functions

Prerequisites
• be able to sketch graphs
Before starting this Section you should . . .

' 
$
• distinguish between simple and multiple roots

• estimate the root of an equation by drawing

Learning Outcomes a graph
On completion you should be able to . . . • employ the Newton-Raphson method to
improve the accuracy of a root
& %

38 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

1. The Newton-Raphson method

We first remind the reader of some basic notation: If f (x) is a given function the value of x for
which f (x) = 0 is called a root of the equation or zero of the function. We also distinguish between
various types of roots: simple roots and multiple roots. Figures 21 - 23 illustrate some common
examples.
y y y

y = (x − 2)3
y = (x − 1)2
y = f (x)

x0 x x x
1 2
simple root double root triple root

Figure 21 Figure 22 Figure 23

More precisely; a root x0 is said to be:

df
a simple root if f (x0 ) = 0 and 6= 0.
dx x0

df d2 f
a double root if f (x0 ) = 0, = 0 and 6= 0, and so on.
dx x0 dx2 x0

In this Section we shall concentrate on the location of simple roots of a given function f (x).

Task
Given graphs of the functions (a) f (x) = x3 − 3x2 + 4, (b) f (x) = 1 + sin x
classify the roots into simple or multiple.

Your solution
(a) f (x) = x3 − 3x2 + 4: The negative root is: and the positive root is:
y

x=2 x

Answer
The negative root is simple and the positive root is double.
Your solution
(b) f (x) = 1 + sin x: Each root is a root
y

x
Answer
Each root is a double root.

HELM (2008): 39
Section 12.3: The Newton-Raphson Method
2. Finding roots of the equation f (x) = 0
A first investigation into the roots of f (x) might be graphical. Such an analysis will supply information
as to the approximate location of the roots.

Task
Sketch the function
f (x) = x − 2 + ln x x>0
and estimate the value of the root.

Your solution

1 2 x

An estimate of the root is:

Answer
y

1 2 x

A simple root is located near 1.5

One method of obtaining a better approximation is to halve the interval 1 ≤ x ≤ 2 into 1 ≤ x ≤ 1.5
and 1.5 ≤ x ≤ 2 and test the sign of the function at the end-points of these new regions. We find

x f (x)
1 <0
1.5 < 0
2 >0
so a root must lie between x = 1.5 and x = 2 because the sign of f (x) changes between these
values and f (x) is a continuous curve. We can repeat this procedure and divide the interval (1.5, 2)
into the two new intervals (1.5, 1.75) and (1.75, 2) and test again. This time we find

x f (x)
1.5 <0
1.75 > 0
2.0 >0

40 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

so a root lies in the interval (1.5, 1.75). It is obvious that proceeding in this way will give a smaller
and smaller interval in which the root must lie. But can we do better than this rather laborious
bisection procedure? In fact there are many ways to improve this numerical search for the root. In
this Section we examine one of the best methods: the Newton-Raphson method.
To derive the method we examine the general characteristics of a curve in the neighbourhood of a
simple root. Consider Figure 24 showing a function f (x) with a simple root at x = x∗ whose value
is required. Initial analysis has indicated that the root is approximately located at x = x0 . The aim
is to provide a better estimate to the location of the root.
y
y = f (x)

x∗ x0 x

Figure 24
The basic premise of the Newton-Raphson method is the assumption that the curve in the close
neighbourhood of the simple root at x∗ is approximately a straight line. Hence if we draw the
tangent to the curve at x0 , this tangent will intersect the x-axis at a point closer to x∗ than is x0 :
see Figure 25.

R
y =f (x0 )

P θ Q
x1 ∗ x
x x0

Figure 25
From the geometry of this diagram we see that
x1 = x0 − P Q
But from the right-angled triangle P QR we have
RQ
= tan θ = f 0 (x0 )
PQ
RQ f (x0 ) f (x0 )
and so PQ = = ∴ x1 = x0 −
f 0 (x0 ) f 0 (x0 ) f 0 (x0 )
If f (x) has a simple root near x0 then a closer estimate to the root is x1 where
f (x0 )
x1 = x0 −
f 0 (x0 )
This formula can be used iteratively to get closer and closer to the root, as summarised in Key Point
5:

HELM (2008): 41
Section 12.3: The Newton-Raphson Method
 Key Point 5
Newton-Raphson Method
If f (x) has a simple root near xn then a closer estimate to the root is xn+1 where
f (xn )
xn+1 = xn −
f 0 (xn )
This is the Newton-Raphson iterative formula. The iteration is begun with an initial estimate
of the root, x0 , and continued to find x1 , x2 , . . . until a suitably accurate estimate of the position
of the root is obtained. This is judged by the convergence of x1 , x2 , . . . to a fixed value.

Example 4
f (x) = x − 2 + ln x has a root near x = 1.5. Use the Newton-Raphson method
to obtain a better estimate.

Solution
Here x0 = 1.5, f (1.5) = −0.5 + ln(1.5) = −0.0945
1 1 5
f 0 (x) = 1 + ∴ f 0 (1.5) = 1 + =
x 1.5 3
Hence using the formula:
(−0.0945)
x1 = 1.5 − = 1.5567
(1.6667)
The Newton-Raphson formula can be used again: this time beginning with 1.5567 as our estimate:

f (x1 ) f (1.5567) {1.5567 − 2 + ln(1.5567)}

x2 = x1 − 0
= 1.5567 − 0 = 1.5567 −  
f (x1 ) f (1.5567) 1
1+
1.5567
{−0.0007}
= 1.5567 − = 1.5571
{1.6424}

This is in fact the correct value of the root to 4 d.p., which calculating x3 would confirm.

42 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Task
The function f (x) = x − tan x has a simple root near x = 4.5. Use one iteration
of the Newton-Raphson method to find a more accurate value for the root.

df
First find :
dx
Your solution
df
=
dx

Answer
df
= 1 − sec2 x = − tan2 x
dx
Now use the formula x1 = x0 − f (x0 )/f 0 (x0 ) with x0 = 4.5 to obtain x1 :
Your solution
f (4.5) = 4.5 − tan(4.5) =
f 0 (4.5) = 1 − sec2 (4.5) = − tan2 (4.5) =
f (4.5)
x1 = 4.5 − 0 =
f (4.5)

Answer
f (4.5) = −0.1373, f 0 (4.5) = −21.5048
0.1373
∴ x1 = 4.5 − = 4.4936.
21.5048
As the value of x1 has changed little from x0 = 4.5 we can expect the root to be 4.49 to 3 d.p.

Task
Sketch the function f (x) = x3 − x + 3 and confirm that there is a simple root
between x = −2 and x = −1. Use x0 = −2 as an initial estimate to obtain the
value to 2 d.p.

First sketch f (x) = x3 − x + 3 and identify a root:

Your solution

−3 −2 −1 1 2 x

HELM (2008): 43
Section 12.3: The Newton-Raphson Method
 Answer
y

−3 −2 −1 1 2 x

Clearly a simple root lies between x = −2 and x = −1.

Now use one iteration of Newton-Raphson to improve the estimate of the root using x0 = −2:
Your solution
f (x) = f 0 (x) = x0 =
f (x0 )
x1 = x0 − =
f 0 (x0 )

Answer
f (x) = x3 − x + 3, f 0 (x) = 3x2 − 1 x0 = −2
{−8 + 2 + 3} 3
∴ x1 = −2 − = −2 + = −1.727
11 11

Now repeat this process for a second iteration using x1 = −1.727:

Your solution
x2 = x1 − f (x1 )/f 0 (x1 ) =

Answer

x2 = −1.727 − {−(1.727)3 + 1.727 + 3}/{3(1.727)2 − 1}

= −1.727 + {(0.424)/(7.948) = −1.674

Repeat for a third iteration and state the root to 2 d.p.:

Your solution
x3 = x2 − f (x2 )/f 0 (x2 ) =

Answer

x3 = −1.674 − {−(1.674)3 + 1.674 + 3}/{3(1.674)2 − 1}

= −1.674 + {0.017}/{7.407} = −1.672

We conclude the value of the simple root is −1.67 correct to 2 d.p.

44 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Engineering Example 5

Buckling of a strut

The equation governing the buckling load P of a strut r with one end fixed and the other end simply
P
supported is given by tan µL = µL where µ = , L is the length of the strut and EI is the
EI
flexural rigidity of the strut. For safe design it is important that the load applied to the strut is less
than the lowest buckling load. This equation has no exact solution and we must therefore use the
method described in this Workbook to find the lowest buckling loadP .

deflected shape

P P
L

Figure 26
We let µL = x and so we need to solve the equation tan x = x. Before starting to apply the Newton-
Raphson iteration we must first obtain an approximate solution by plotting graphs of y = tan x and
y = x using the same axes.
y = tan x

y=x

0 π 3π/2 x
π/2

From the graph it can be seen that the solution is near to but below x = 3π/2 (∼ 4.7). We therefore
start the Newton-Raphson iteration with a value x0 = 4.5.
The equation is rewritten as tan x − x = 0. Let f (x) = tan x − x then f 0 (x) = sec2 x − 1 = tan2 x
tan xn − xn
The Newton-Raphson iteration is xn+1 = xn − , x0 = 4.5
tan2 xn
tan(4.5) − 4.5 0.137332
so x1 = 4.5 − 2
= 4.5 − = 4.493614 to 7 sig.fig.
tan 4.5 21.504847
Rounding to 4 sig.fig. and iterating:
tan(4.494) − 4.494 0.004132
x2 = 4.494 − = 4.494 − = 4.493410 to 7 sig.fig.
tan2 4.494 20.229717
p 
So we conclude that the value of x is 4.493 to 4 sig.fig. As x = µL = P/EI L we find, after
EI
re-arrangement, that the smallest buckling load is given by P = 20.19 2 .
L

HELM (2008): 45
Section 12.3: The Newton-Raphson Method
 Exercises
1. By sketching the function f (x) = x − 1 − sin x show that there is a simple root near x = 2.
Use two iterations of the Newton-Raphson method to obtain a better estimate of the root.

2. Obtain an estimation accurate to 2 d.p. of the point of intersection of the curves y = x − 1

and y = cos x.
Answers

1. x0 = 2, x1 = 1.936, x2 = 1.935

2. The curves intersect when x − 1 − cos x = 0. Solve this using the Newton-Raphson method
with initial estimate (say) x0 = 1.2.
The point of intersection is (1.28342, 0.283437) to 6 significant figures.

46 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

 

Curvature 12.4 

Introduction
Curvature is a measure of how sharply a curve is turning. At a particular point along the curve a
tangent line can be drawn; this tangent line making an angle ψ with the positive x-axis. Curvature
is then defined as the magnitude of the rate of change of ψ with respect to the measure of length
on the curve - the arc length s. That is
dψ
Curvature =
ds
In this Section we examine the concept of curvature and, from its definition, obtain more useful
expressions for curvature when the equation of the curve is expressed either in Cartesian form y = f (x)
or in parametric form x = x(t) y = y(t). We show that a circle has a constant value for the
curvature, which is to be expected, as the tangent line to a circle turns equally quickly irrespective
of the position on the circle. For all curves, except circles, other than a circle, the curvature will
depend upon position, changing its value as the curve twists and turns.

' $
• understand the geometrical interpretation of
the derivative
Prerequisites • be able to differentiate standard functions
Before starting this Section you should . . .
• be able to use the parametric description of a
curve
&
 %

• understand the concept of curvature
Learning Outcomes
• calculate curvature when the curve is defined
On completion you should be able to . . . in Cartesian form or in parametric form
 

HELM (2008): 47
Section 12.4: Curvature
1. Curvature
Curvature is a measure of how quickly a tangent line turns as the contact point moves along a curve.
For example, consider a simple parabola, with equation y = x2 . Its graph is shown in Figure 27.
y
R

P Q
x

Figure 27
It is obvious, geometrically, that the tangent lines to this curve turn ‘more quickly’ between P and
Q than between Q and R. It is the purpose of this Section to give, a quantitative measure of this
rate of ‘turning’.
If we change from a parabola to a circle, (centred on the origin, of radius 1), we can again consider
how quickly the tangent lines turn as we move along the curve. See Figure 28. It is immediately
clear that the tangent lines to a circle turn equally quickly no matter where located on the circle.
y

Figure 28
However, if we consider two circles with the same centre but different radii, as in Figure 29, it is
again obvious that the smaller circle ‘bends’ more tightly than the larger circle and we say it has a
larger curvature. Athletes who run the 200 metres find it easier to run in the outside lanes (where
the curve turns less sharply) than in the inside lanes.
y

Q!

Q
P!
P
ψ ψ
x

Figure 29
On the two circle diagram (Figure 29) we have drawn tangent lines at P and P 0 ; both lines make
an angle ψ (greek letter psi) with the positive x-axis. We need to measure how quickly the angle

48 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

ψ changes as we move along the curve. As we move from P to Q (inner circle), or from P 0 to Q0
(outer circle), the angle ψ changes by the same amount. However, the distance traversed on the
inner circle is less than the distance traversed on the outer circle. This suggests that a measure of
curvature is:
curvature is the magnitude of the rate of change of ψ
with respect to the distance moved along the curve.
We shall denote the curvature by the Greek letter κ (kappa).
So
dψ
κ=
ds
where s is the measure of arc-length along a curve. This rather odd-looking derivative needs con-
verting to involve the variable x if the equation of the curve is given in the usual form y = f (x). As
a preliminary we note that

dψ dψ ds
=
ds dx dx
dψ ds
We now obtain expressions for the derivatives and in terms of the derivatives of f (x).
dx dx
Consider Figure 30 below.

δs
δy
y
δx

ψ
x x

Figure 30
Small increments in the x- and y-directions have been denoted by δx and δy respectively. The
hypotenuse on this ‘small triangle’ is δs which is the change in arc-length along the curve.
From Pythagoras’ theorem:
δs2 = δx2 + δy 2
so
 2  2 s  2
δs δy δs δy
=1+ so that = 1+
δx δx δx δx
In the limit as the increments get smaller and smaller, we write this relation in derivative form:
s  2
ds dy
= 1+
dx dx

HELM (2008): 49
Section 12.4: Curvature
However, as y = f (x) is the equation of the curve we obtain
s  2
ds df
= 1+ = (1 + [f 0 (x)]2 )1/2
dx dx
df
We also know the relation between the angle ψ and the derivative :
dx
df
= tan ψ
dx
so differentiating again:
d2 f dψ dψ
2
= sec2 ψ = (1 + tan2 ψ)
dx dx dx
dψ
= (1 + [f 0 (x)]2 )
dx
Inverting this relation:
dψ f 00 (x)
=
dx (1 + [f 0 (x)]2 )
and so, finally, the curvature is given by
f 00 (x)

dψ dψ ds
κ= = =
ds dx dx (1 + [f 0 (x)]2 )3/2

Key Point 6
Curvature
At each point on a curve, with equation y = f (x), the tangent line turns at a certain rate.
A measure of this rate of turning is the curvature κ defined by
f 00 (x)
κ=
(1 + [f 0 (x)]2 )3/2

50 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Task
Obtain the curvature of the parabola y = x2 .

First calculate the derivatives of f (x):

Your solution
df d2 f
f (x) = = =
dx dx2
Answer
df d2 f
f (x) = x2 = 2x =2
dx dx2
Now find an expression for the curvature:
Your solution
κ=
Answer
f 00 (x) 2
κ= =
[1 + [f 0 (x))]2 ]3/2 [1 + 4x2 ]3/2

Finally, plot the curvature κ as a function of x:

Your solution
κ
2

−3 −2 −1 1 2 3 x

Answer
κ
2

−3 −2 −1 1 2 3 x

The figure above supports what we have already argued:

• Close to x = 0 the parabola turns sharply (near x = 0 the curvature κ is relatively, large).
• Further away from x = 0 the curve is more ‘gentle’ (in these regions κ is small).
In general, the curvature κ is a function of position. However, from what we have said earlier, we
expect the curvature to be a constant for a given circle but to increase as the radius of the circle
decreases. This can now be checked directly.

HELM (2008): 51
Section 12.4: Curvature
 Example 5
Find the curvature of y = (a2 − x2 )1/2 (this is the equation of the upper half of a
circle centred at the origin of radius a).

Solution
1
Here f (x) = (a2 − x2 ) 2
df −x d2 f −a2
= 1 = 3
dx (a − x2 ) 2
2 dx2 (a2 − x2 ) 2

x2 r2
∴ 1 + [f 0 (x)]2 = 1 + =
a2 − x 2 a2 − x2

−a2
(a2 − x2 )3/2 1
∴ κ=  3/2
=
a2 a


a2 − x 2
1
For a circle of radius a, the curvature is constant, with value .
a
The value of κ (at any particular point on the curve, i.e. at a particular value of x) indicates how
sharply the curve is turning. What this result states is that, for a circle, the curvature is inversely
related to the radius. The bigger the radius, the smaller the curvature; precisely what we predicted.

2. Curvature for parametrically defined curves

An expression for the curvature is also available if the curve is described parametrically:
x = g(t) y = h(t) t0 ≤ t ≤ t1
We remember the basic formulae connecting derivatives
dy ẏ d2 y ẋÿ − ẏẍ
= 2
=
dx ẋ dx ẋ3
dx d2 x
where, as usual ẋ ≡ , ẍ ≡ 2 etc.
dt dt
Then

f 00 (x) ẋÿ − ẏẍ

κ= =
{1 + [f 0 (x)]2 }3/2  2 #3/2
"
ẏ
ẋ3 1+
ẋ

ẋÿ − ẏẍ
=
[ẋ2 + ẏ 2 ]3/2

52 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Key Point 7
ẋÿ − ẏẍ
The formula for curvature in parametric form is κ=
[ẋ2 + ẏ 2 ]3/2

Task
An ellipse is described parametrically by the equations
x = 2 cos t y = sin t 0 ≤ t ≤ 2π
Obtain an expression for the curvature κ and find where the curvature is a maxi-
mum or a minimum.

First find ẋ, ẏ, ẍ, ÿ:

Your solution
ẋ = ẏ = ẍ = ÿ =

Answer
ẋ = −2 sin t ẏ = cos t ẍ = −2 cos t ÿ = − sin t
Now find κ:
Your solution
κ=

Answer
ẋÿ − ẏẍ 2 sin2 t + 2 cos2 t 2
κ= = 2 =
2 2
[ẋ + ẏ ] 3/2 2
[4 sin t + cos t] 3/2 [1 + 3 sin2 t]3/2
Find maximum and minimum values of κ by inspection of the expression for κ:
Your solution
max κ = min κ =

Answer
Denominator is max when t = π/2. This gives minimum value of κ = 1/4,
Denominator is min when t = 0. This gives maximum value of κ = 2.

y minimum value of κ
1
maximum value of κ
−2 2 x
−1

HELM (2008): 53
Section 12.4: Curvature
Differentiation of  

Vectors 12.5 

Introduction
The area of mathematics known as vector calculus is used to model mathematically a vast range of
engineering phenomena including electrostatics, electromagnetic fields, air flow around aircraft and
heat flow in nuclear reactors. In this Section we introduce briefly the differential calculus of vectors.

' $
• have a knowledge of vectors, in Cartesian
form

Prerequisites • be able to calculate the scalar and vector

products of two vectors
Before starting this Section you should . . .
• be able to differentiate and integrate scalar
functions
&
 %


Learning Outcomes • differentiate vectors

On completion you should be able to . . .
 

54 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

1. Differentiation of vectors
Consider Figure 31.

y P

r
C

Figure 31
If r represents the position vector of an object which is moving along a curve C, then the position
vector will be dependent upon the time, t. We write r = r(t) to show the dependence upon time.
Suppose that the object is at the point P , with position vector r at time t and at the point Q, with
position vector r(t + δt), at the later time t + δt, as shown in Figure 32.

P
−→
PQ
r(t)
Q
r(t + δt)

Figure 32
−→
Then P Q represents the displacement vector of the object during the interval of time δt. The length
of the displacement vector represents the distance travelled, and its direction gives the direction of
motion. The average velocity during the time from t to t + δt is defined as the displacement vector
divided by the time interval δt, that is,
−→
PQ r(t + δt) − r(t)
average velocity = =
δt δt
If we now take the limit as the interval of time δt tends to zero then the expression on the right
hand side is the derivative of r with respect to t. Not surprisingly we refer to this derivative as
the instantaneous velocity, v. By its very construction we see that the velocity vector is always
tangential to the curve as the object moves along it. We have:
r(t + δt) − r(t) dr
v = lim =
δt→0 δt dt

HELM (2008): 55
Section 12.5: Differentiation of Vectors
Now, since the x and y coordinates of the object depend upon time, we can write the position vector
r in Cartesian coordinates as:
r(t) = x(t)i + y(t)j
Therefore,
r(t + δt) = x(t + δt)i + y(t + δt)j
so that,
x(t + δt)i + y(t + δt)j − x(t)i − y(t)j
v(t) = lim
δt→0
 δt 
x(t + δt) − x(t) y(t + δt) − y(t)
= lim i+ j
δt→0 δt δt
dx dy
= i+ j
dt dt
This is often abbreviated to v = ṙ = ẋi + ẏj, using notation for derivatives with respect to time.
So we see that the velocity vector is the derivative of the position vector with respect to time. This
result generalizes in an obvious way to three dimensions as summarized in the following Key Point.

Key Point 8

Given r(t) = x(t)i + y(t)j + z(t)k

then the velocity vector is
v = ṙ(t) = ẋ(t)i + ẏ(t)j + ż(t)k
The magnitude of the velocity vector gives the speed of the object.
We can define the acceleration vector in a similar way, as the rate of change (i.e. the derivative) of
the velocity with respect to the time:
dv d2 r
a= = 2 = r̈ = ẍi + ÿj + z̈k
dt dt

56 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Example 6
If w = 3t2 i + cos 2tj, find
dw dw d2 w
(a) (b) (c)
dt dt dt2

Solution

dw
(a) If w = 3t2 i + cos 2tj, then differentiation with respect to t yields: = 6ti − 2 sin 2tj
dt
dw p p
(b) = (6t) + (−2 sin 2t) = 36t2 + 4 sin2 2t
2 2
dt
d2 w
(c) = 6i − 4 cos 2tj
dt2

It is possible to differentiate more complicated expressions involving vectors provided certain rules
are adhered to as summarized in the following Key Point.

Key Point 9
If w and z are vectors and c is a scalar, all these being functions of time t, then:
d dw dz
(w + z) = +
dt dt dt
d dw dc
(cw) = c + w
dt dt dt
d dz dw
(w · z) = w· + ·z
dt dt dt
d dz dw
(w × z) = w× + ×z
dt dt dt

HELM (2008): 57
Section 12.5: Differentiation of Vectors
 Example 7
If w = 3ti − t2 j and z = 2t2 i + 3j, verify the result
d dz dw
(w · z) = w · + ·z
dt dt dt

Solution
w · z = (3ti − t2 j) · (2t2 i + 3j) = 6t3 − 3t2 .
d
Therefore (w · z) = 18t2 − 6t (1)
dt
dw dz
Also = 3i − 2tj and = 4ti
dt dt
dz dw
so w· +z· = (3ti − t2 j) · (4ti) + (2t2 i + 3j) · (3i − 2tj)
dt dt
= 12t2 + 6t2 − 6t
= 18t2 − 6t (2)

d dz dw
We have verified (w · z) = w · + · z since (1) is the same as (2).
dt dt dt

Example 8
If w = 3ti − t2 j and z = 2t2 i + 3j, verify the result
d dz dw
(w × z) = w × + ×z
dt dt dt

Solution
i j k
d
w×z = 3t −t2 0 = (9t + 2t4 )k implying (w × z) = (9 + 8t3 )k (1)
dt
2t2 3 0

i j k
dz
w× = 3t −t2 0 = 4t3 k (2)
dt
4t 0 0

i j k
dw
×z = 3 −2t 0 = (9 + 4t3 )k (3)
dt
2t2 3 0

We can see that (1) is the same as (2) + (3) as required.

58 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

Exercises
dr d2 r
1. If r = 3ti + 2t2 j + t3 k, find (a) (b)
dt dt2
dB d2 B
2. Given B = te−t i + cos t j find (a) (b)
dt dt2
dr
3. If r = 4t2 i + 2tj − 7k evaluate r and when t = 1.
dt
4. If w = t3 i − 7tk and z = (2 + t)i + t2 j − 2k

dw dz d dz dw
(a) find w · z, (b) find , (c) find , (d) show that (w · z) = w · + ·z
dt dt dt dt dt
5. Given r = sin t i + cos t j

(a) find ṙ, (b) find r̈, (c) find |r|

(d) Show that the position vector r and velocity vector ṙ are perpendicular.
Answers

1. (a) 3i + 4tj + 3t2 k (b) 4j + 6tk

2. (a) (−te−t + e−t )i − sin tj (b) e−t (t − 2)i − cos tj

3. 4i + 2j − 7k, 8i + 2j

4. (a) t(t3 + 2t2 + 14) (b) 3t2 i − 7k (c) i + 2tj

5. (a) cos ti − sin tj (b) − sin ti − cos tj (c) 1 (d) Follows by showing r · ṙ = 0.

HELM (2008): 59
Section 12.5: Differentiation of Vectors
Case Study:  

Complex Impedance 12.6 

Electronic Filters
Electronic filters are used widely, for example in audio equipment to correct for imperfections in
microphones or loudspeakers, or to introduce special effects. The purpose of a filter is to produce
an alternating current (a.c.) output voltage that varies with the frequency of the input voltage. A
filter must have at least one component which has an impedance that varies with frequency. The
impedance is given by the time dependent ratio of ‘voltage across the component’ to ‘current through
the component’. This means that a filter must contain at least one inductance or capacitance. An
inductor consists of a large number of coils of wire. When the current i flowing through an inductor
changes, the associated magnetic field changes and produces a voltage v across the inductor which
is proportional to the rate of change of the current. The constant of proportionality (inductance)
is given the symbol L.
In electronics, it is usual to use lower case symbols for the time varying quantities. The standard
representations for a.c. electronic signals are
v = V0 ejωt and i = I0 ejωt
where V0√is the (real) amplitude of the a.c. voltage and I0 is the (real) amplitude of the a.c. current
and j = −1.

v v

i i

C
L
(a) (b)

Figure 33: (a) an inductor (b) a capacitor

An inductor (see Figure 33) gives rise to an a.c. voltage
di
v=L = jωLi
dt
Hence v/i = jwL is the impedance of the inductor. The purely imaginary quantity, jwL, is called
the reactance of the inductor. Usually a coil of wire forming an inductor also has resistance but
this can be designed or assumed to be negligible. A capacitor consists of two conducting plates
separated by a thin insulator. The charge (q) on the plates is proportional to the voltage (v) between
the plates. The constant of proportionality (capacitance) is given the symbol C. So q = Cv. The
current (i) into the capacitor is equal to the rate of change of the charge on the capacitor i.e.

60 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

dq dv
i= =C = jωCv.
dt dt
Hence, for a capacitor, the impedance Zc = v/i = 1/jwC. This purely imaginary quantity is also a
reactance. Because of Ohm’s law (v = iR), a resistance R provides a constant (real) contribution
of R to the impedance of a circuit. If two resistors R1 and R2 are in series the same current passes
through both of them and the combined resistance is R1 + R2 . In the circuit shown in Figure 34
(consider the left-hand representation of this circuit first but note that the right-hand version is
equivalent), the input voltage across both resistors and the output voltage across R2 are related by
vout R2
vin = i(R1 + R2 ) and vout = iR2 so = .
vin R1 + R2
Such a circuit is called a potential divider.

R1

R1
vin vout
vin R2
R2 vout

Figure 34: Two representations of a potential divider circuit

Now consider this circuit with the resistor R2 replaced by a capacitor C as in Figure 35.

vin vout
C

Figure 35: Low pass filter circuit containing a resistor and a capacitor
If R1 is replaced by R and R2 by ZC = 1/jwC, in the relevant expression for the potential divider
circuit, then
vout 1/jωC 1
= =
vin R + 1/jωC 1 + jωRC
The square of the magnitude of the voltage ratio is given by multiplying the existing complex expres-
sion by its complex conjugate, i.e.
2
vout 1 1
= =
vin (1 + jωRC)(1 − jωRC) (1 + ω 2 R2 C 2 )

HELM (2008): 61
Section 12.6: Case Study: Complex Impedance
Figure 36 shows a plot of the magnitude of the voltage ratio as a function of ω, i.e. the frequency
response for R = 10 Ω and C =1 µF (i.e. 10−6 F). Note that the magnitude of the output voltage
is close to that of the input voltage at low frequencies but decreases rapidly as frequency increases.
This is an ideal low pass filter response.

Output voltage/Input voltage

0.75

0.5

0.25

2 × 105 4 × 105 6 × 105 8 × 105 1 × 106

Angular frequency rad/s

Figure 36: Frequency response of a low pass filter

Engineering problem stated in words

R
L
vin vout
C

Figure 37: An LC filter circuit

Plot the frequency response of the LC filter circuit shown in Figure 37 if R = 10 Ω,
L = 0.1 mH (i.e. 10−4 H) and C = 1 µF. After plotting the response for two values of R below 10
Ω, comment on the way in which the response varies as R varies. Identify the frequency for which
the response is maximum.
Engineering problem expressed mathematically

(a) Noting that the resistor and inductor are in series, replace R1 by (R + jwL) and R2 by
vout R2
1/jwC in the equation =
vin R1 + R2
2
vout
(b) Derive an expression for
vin
vout
(c) Hence plot as a function of ω for R = 10 Ω.
vin

62 HELM (2008):
Workbook 12: Applications of Differentiation
 ®

vout
(d) Plot for two further values of R < 10 Ω (e.g. 5 Ω and 2 Ω).
vin
vout
(e) Find an expression for the value of ω = ωres at which is maximum.
vin

Mathematical analysis

(a) The substitutions R1 → (R + jwL) and R2 → 1/jwC in the equation

vout R2 vout 1/jωC 1
= yield = = 2
vin R1 + R2 vin R + jωL + 1/jωC (1 − ω LC + jωRC)
(b) Multiplying by the complex conjugate of the denominator
2
vout 1 1
= =
vin (1 − ω 2 LC 2
+ jωRC)(1 − ω LC − jωRC) (1 − ω LC)2 + ω 2 R2 C 2
2

(c) See the solid line in Figure 38.

5
Output voltage/Input voltage

R = 2Ω
4

2
R = 5Ω
1
R = 10Ω
0
0 5 × 104 1 × 105 1.5 × 105 2 × 105
Angular frequency rad/s

Figure 38: Frequency response of LC filter

(d) See the other broken lines in Figure 38.
There is a peak in the voltage output, which can exceed the voltage input by a considerable
amount. It is particularly noticeable for small values of the resistance and decreases as
the resistance increases.
vout
(e) will be maximum when the first term in the denominator is zero (the other term
vin
is always positive for ω > 0) i.e. when
1 ωres 1
ω = ωres = √ or fres = = √
LC 2π 2π LC
The corresponding frequency is known as the resonant frequency of the circuit.

Additional comment
The resonant behaviour depicted in Figure 38 is found in certain vibrating systems as well as electronic
circuits. This gives rise to an electrical analogy for such mechanical systems and will be explored
further after 19 on differential equations.

HELM (2008): 63
Section 12.6: Case Study: Complex Impedance