Table of Contents

September 1: Differentiation and Integration

Differentiation

What is differentiation? it is measuring the ratio of how the output change versus how the input changes. It is a linear map from the vector space of small change of input, to the vector space of small changes of output.

Chain Rule

There is also the chain rules, which says, if quantity x affect y,and y affect z, then x affects z. If $y=2x$, $z=3y$, then $z = 6x$.

Partial Derivative

If you have a function $f(x,y)$ that depends on two input variables, you can ask how sensitive the output is on each of them, say $$ \frac{\d f}{\d x}(x_0, y_0) = \lim_{\epsilon \to 0} \frac{f(x_0 + \epsilon, y_0) - f(x_0, y_0)}{\epsilon} $$

Integration

What is integration? It is a process of collecting stuff / contributions along the way.For example, the integral (when $f(x)$ is continuous) is the limit of the following approximations $$ \int_a^b f(x) dx = \lim_{N\to \infty} f(x_{N,i}) \Delta_N x, \quad x_{N,i} = a + \frac{b-a}{N} i, \Delta_N x = \frac{b-a}{N}. $$

The fundamental theorem of calculus says $$ \int_a^b f'(x) dx = f(b) - f(a).$$