diff --git a/documents/by-course/math-6a/course-notes/main.typ b/documents/by-course/math-6a/course-notes/main.typ index 2b831f9..b13702b 100644 --- a/documents/by-course/math-6a/course-notes/main.typ +++ b/documents/by-course/math-6a/course-notes/main.typ @@ -1,11 +1,21 @@ #import "@youwen/zen:0.1.0": * #import "@preview/cetz:0.3.1" +#set math.equation(numbering: "(1)") +#show math.equation: it => { + if it.block and not it.has("label") [ + #counter(math.equation).update(v => v - 1) + #math.equation(it.body, block: true, numbering: none)#label("") + ] else { + it + } +} + #show: zen.with( title: "Math 6A Course Notes", author: "Youwen Wu", date: "Winter 2025", - subtitle: [Taught by Nathan Scheley], + subtitle: [Taught by Nathan Schley], ) #outline() @@ -99,3 +109,95 @@ speed over $t$. $ s(t) = integral^t_0 ||arrow(c)'(u)|| dif u $ + += Lecture #datetime(day: 12, year: 2025, month: 2).display() + +== Chain rule for multivariate functions + +We find motivation for the chain rule. + +Consider a hiker whose path is given by + +$ + arrow(c) (t) = +$ + +and + +$ + f(x,y) = x dot y +$ + +What does $x'(t)$ represent? Speed in $x$-direction. Likewise for $y'(t)$. + +Say $x'(t) = 3$, $y'(t) = 4$. Then how far did we travel in $t$ seconds? + +Suppose our slope in the $x$ direction is given by $m_x = 2$. Suppose the slope +in $y$ is $m_y = -2$. In fact $m_x = f_x (x,y)$ and $m_y = f_y (x,y)$ (here +$f_k$ is the partial derivative with respect to $k$). + +So each change in $t$ of 1 leads to a change in elevation up 6 meters in +$x$-axis and down 8 meters in $y$-axis. + +So the total change $Delta z$ is given by +$ + Delta z = m_x dot Delta x + m_y dot Delta y +$ +and analogously in calculus land + +$ + (dif z) / (dif t) = (diff f) / (diff x) dot x'(t) + (diff f) / (diff y) dot y'(t) +$ + +In fact @chain-rule is the chain rule. + +#fact[ + $ + (dif f) / (dif t) = (diff f) / (diff x) dot (diff x) / (diff t) + (diff f) / (diff y) dot (diff y) / (diff t) + (diff f) / (diff z) dot (diff z) / (diff t) + $ +] + +#example[ + Consider $f(x) = x^x$. What is $f'(x)$? + + We can do this with logarithmic differentiation but we can also do this with the multivariable chain rule. + + $ + f(x,y) = + $ +] + +#example[ + Find the derivative $dif/(dif t) (f(x,y))$, where $f(x,y) = x^y$, $x(t) = t$, + and $y(t) = 1$. Assume $t > 0$. +] + +#example[ + Find the partial derivative $diff/(diff s) f(x,y,z)$ where $f(x,y,z) = x^2 y^2 + z^3$, and + + $ + x(s,t) = s t \ + y(s, t) = s^2 t \ + z(s,t) = s t^2 + $ +] + +== Implicit differentiation + +Review from single variable: given $f(x,y)$ we can differentiate each term with +respect to $x$, then collect all $(dif y)/(dif x)$ terms together and solve for +it as a variable to obtain $(dif y)/(dif x) = f'(x,y)$. + +We do something similar for more variables. Main idea: extraneous variables are +held constant in practice. + +Example: consider the surface $3x^2 + 5y z + z^3 = 0$. We want $(diff y)/(diff +z)$ at some point. Use implicit differentiation by viewing the surface as a +level set of some larger function $F(x,y,z) = 3x^2 + 5y z + x^3$ (the level set +part is when $F(x,y,z) = 0$). + +By applying the product rule (really the chain rule @chain-rule) +$ + (diff F) / (diff x) = diff / (diff z) (3x^2 + 5 y z + z^3) = diff / (diff z) z^3 = 0 + (5 (diff y) / (diff x) z + 5y) + 3z^2 \ + (diff y) / (diff z) = - (5y + 3z^2) / (5z) +$ diff --git a/documents/by-course/pstat-120a/course-notes/main.typ b/documents/by-course/pstat-120a/course-notes/main.typ index e84d6e9..8a5c62e 100644 --- a/documents/by-course/pstat-120a/course-notes/main.typ +++ b/documents/by-course/pstat-120a/course-notes/main.typ @@ -1385,6 +1385,24 @@ A discrete example: == CDFs, PMFs, PDFs +#definition[ + Let $X$ be a random variable. If we have a function $f$ such that + + $ + P(X <= b) = integral^b_(-infinity) f(x) dif x + $ + for all $b in RR$, then $f$ is the *probability density function* of $X$. +] + +The probability that the value of $X$ lies in $(-infinity, b]$ equals the area +under the curve of $f$ from $-infinity$ to $b$. + +If $f$ satisfies this definition, then for any $B subset RR$ for which integration makes sense, + +$ + P(X in B) = integral_B f(x) dif x +$ + Properties of a CDF: Any CDF $F(x) = P(X <= x)$ satisfies