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Calculus

Calculus is the mathematical study of continuous change, and the principal precursor of modern mathematical analysis. Originally called infinitesimal calculus or the calculus of infinitesimals, it has two major branches, differential calculus and integral calculus. Differential calculus studies instantaneous rates of change and slopes of curves; integral calculus studies accumulation of quantities and areas under or between curves. These two branches are related to each other by the fundamental theorem of calculus. Calculus uses convergence of infinite sequences and infinite series to a well-defined mathematical limit.

Etymology
In Latin, the word calculus means "pebble" – a meaning which still persists in medicine. Because pebbles were used as counters in Roman counting-board abacuses, Romans called their reckoning "placing pebbles" (calculos ponere), and would settle accounts by "calling someone to the pebbles" (vocare aliquem ad calculos); the Latin word calculare appeared around 400 AD in Spain. The word calculate was used in English in this sense at least as early as 1672, several years before the publications of Leibniz and Newton, who wrote their mathematical texts in Latin. In addition to differential calculus and integral calculus, the term is also used for naming specific methods of computation or theories that imply some sort of computation. Examples of this usage include propositional calculus, Ricci calculus, calculus of variations, lambda calculus, sequent calculus, and process calculus. Furthermore, the term calculus has variously been applied in ethics and philosophy, for such systems as Bentham's felicific calculus, and the ethical calculus. == Primary concepts and basic notation ==
Primary concepts and basic notation
Calculus provides a generalization of concepts from elementary geometry and algebra. For example, instead of describing the slope of a straight line, calculus can describe the changing slope of a complicated curve. Elementary geometry provides formulas for the area of shapes like triangles, squares, and other polygons, whereas calculus provides a way to find the area of a shape whose boundary is a described by a complicated formula. In elementary algebra, one can calculate the distance traveled over time by an object moving at a constant velocity, while in calculus, one can calculate the distance that an object travels even when the velocity varies. Geometrically speaking, the derivative generalizes the idea of the slope of a line: it gives a way to quantify the steepness of the graph of a function, even when that graph is not a straight line. If the graph of the function is not a straight line, however, then the change in divided by the change in varies. Derivatives give an exact meaning to the notion of change in output concerning change in input. To be concrete, let be a function, and fix a point in the domain of . is a point on the graph of the function. If is a number close to zero, then is a number close to . Therefore, is close to . The slope between these two points is :m = \frac{f(a+h) - f(a)}{(a+h) - a} = \frac{f(a+h) - f(a)}{h}. This expression is called a difference quotient. A line through two points on a curve is called a secant line, so is the slope of the secant line between and . The secant line is only an approximation to the behavior of the function at the point because it does not account for what happens between and . It is not possible to discover the behavior at by setting to zero because this would require dividing by zero, which is undefined. The derivative is defined by taking the limit as tends to zero, meaning that it considers the behavior of for all small values of and extracts a consistent value for the case when equals zero: :\lim_{h \to 0}{f(a+h) - f(a)\over{h}}. Geometrically, the derivative is the slope of the tangent line to the graph of at . The tangent line is a limit of secant lines just as the derivative is a limit of difference quotients. The indefinite integral, also known as the antiderivative, is the inverse operation to the derivative. A motivating example is the distance traveled in a given time. Fundamental theorem The fundamental theorem of calculus states that differentiation and integration are inverse operations.) The fundamental theorem provides an algebraic method of computing many definite integrals—without performing limit processes—by finding formulae for antiderivatives. It is also a prototype solution of a differential equation. Differential equations relate an unknown function to its derivatives and are ubiquitous in the sciences. ==Advanced topics==
Advanced topics
Multivariable and vector calculus Multivariable calculus is the extension of calculus in one variable to functions of several variables: the differentiation and integration of functions involving multiple variables (multivariate), rather than just one. Vector calculus is a branch of multivariable calculus concerned with the differentiation and integration of vector fields, primarily in three-dimensional Euclidean space, \mathbb{R}^3. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, and the differential equation defines a relationship between the two. Such relations are common in mathematical models and scientific laws; therefore, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology. For example, the differential equation \frac{df}{dt} = -a f(t) is solved by a function f(t) that is proportional to its own derivative. Any such function has the form f(t) = C e^{-at}, where C is a constant. This differential equation describes exponential decay. Some particular properties of real-valued sequences and functions that real analysis studies include convergence, limits, continuity, smoothness, differentiability, and integrability. Complex analysis Complex analysis investigates functions of a complex variable. The derivative of a function f of a complex variable z can be defined just as in elementary calculus: \frac{df}{dz} = \lim_{\Delta z \to 0} \frac{f(z + \Delta z) - f(z)}{\Delta z}. Because the limit \Delta z \to 0 can be taken along any direction in the complex plane, the condition of differentiability is more restrictive for functions of a complex variable than it is for functions of a real variable. Complex analysis studies holomorphic functions, the differentiable functions of a complex variable. By contrast with the real case, a holomorphic function is always infinitely differentiable and equal to the sum of its Taylor series in some neighborhood of each point of its domain. This makes methods and results of complex analysis significantly different from those of real analysis. Calculus of variations The calculus of variations (or variational calculus) studies functionals in analogy to how elementary calculus studies functions. Whereas elementary calculus considers infinitesimally small changes in the input and output values of functions, the calculus of variations considers infinitesimally small changes in functions themselves. A functional is a mapping from a set of functions to the real numbers. The calculus of variations studies how the output of a functional changes as the input function is infinitesimally perturbed. A simple example of such a problem is to find the curve of shortest length connecting two points. If there are no constraints, the solution is a straight line between the points. However, if the curve is constrained to lie on a surface in space, then the solution is less obvious, and possibly many solutions may exist. Such solutions are known as geodesics. == History ==
History
Modern calculus was developed in 17th-century Europe by Isaac Newton and Gottfried Wilhelm Leibniz (independently of each other, first publishing around the same time). Elements of it first appeared in ancient Egypt and later Greece, then in China and the Middle East, and still later again in medieval Europe and India. Ancient precursors Egypt and Babylon Calculations of volume and area, one goal of integral calculus, can be found in the Egyptian Moscow papyrus (), but the formulae are simple instructions, with no indication as to how they were obtained. Babylonians may have discovered the trapezoidal rule while doing astronomical observations of Jupiter. Greece to calculate the area under a parabola in his work Quadrature of the Parabola. Laying the foundations for integral calculus and foreshadowing the concept of the limit, ancient Greek mathematician Eudoxus of Cnidus () developed the method of exhaustion to prove the formulas for cone and pyramid volumes. During the Hellenistic period, this method was further developed by Archimedes (BC), who combined it with a concept of the indivisibles—a precursor to infinitesimals—allowing him to solve several problems now treated by integral calculus. In The Method of Mechanical Theorems he describes, for example, calculating the center of gravity of a solid hemisphere, the center of gravity of a frustum of a circular paraboloid, and the area of a region bounded by a parabola and one of its secant lines. China The method of exhaustion was later discovered independently in China by Liu Hui in the 3rd century AD to find the area of a circle. that would later be called Cavalieri's principle to find the volume of a sphere. Medieval Middle East In the Middle East, Hasan Ibn al-Haytham, Latinized as Alhazen (AD) derived a formula for the sum of fourth powers. He used the results to carry out what would now be called an integration of this function, where the formulae for the sums of integral squares and fourth powers allowed him to calculate the volume of a paraboloid. India Bhāskara II () was acquainted with some ideas of differential calculus and suggested that the "differential coefficient" vanishes at an extremum value of the function. In the 14th century, Indian mathematicians gave a non-rigorous method, resembling differentiation, applicable to some trigonometric functions. Madhava of Sangamagrama and the Kerala School of Astronomy and Mathematics stated components of calculus. According to Victor J. Katz, they, however, were not able to "combine many differing ideas under the two unifying themes of the derivative and the integral, show the connection between the two, and turn calculus into the great problem-solving tool we have today." Modern Johannes Kepler's work Stereometria Doliorum (1615) formed the basis of integral calculus. Kepler developed a method to calculate the area of an ellipse by adding up the lengths of many radii drawn from a focus of the ellipse. Bonaventura Cavalieri, basing his work on Kepler's, The combination was achieved by John Wallis, Isaac Barrow, and James Gregory, the latter two proving part of the fundamental theorem of calculus around 1670. The product rule and chain rule, the notions of higher derivatives and Taylor series, and of analytic functions were used by Isaac Newton in an idiosyncratic notation which he applied to solve problems of mathematical physics. In his works, Newton rephrased his ideas to suit the mathematical idiom of the time, replacing calculations with infinitesimals by equivalent geometrical arguments that were considered beyond reproach. He used the methods of calculus to solve the problem of planetary motion, the shape of the surface of a rotating fluid, the oblateness of the earth, the motion of a weight sliding on a cycloid, and many other problems discussed in his Principia Mathematica (1687). In other work, he developed series expansions for functions, including fractional and irrational powers, and it was clear that he understood the principles of the Taylor series. He did not publish all these discoveries, and at this time, infinitesimal methods were still considered disreputable. He is now regarded as an independent inventor of and contributor to calculus. His contribution was to provide a clear set of rules for working with infinitesimal quantities, allowing the computation of second and higher derivatives, and providing the product rule and chain rule, in their differential and integral forms. Unlike Newton, Leibniz put painstaking effort into his choices of notation. Today, Leibniz and Newton are usually both given credit for independently inventing and developing calculus. Newton was the first to apply calculus to general physics. Leibniz developed much of the notation used in calculus today. A careful examination of the papers of Leibniz and Newton shows that they arrived at their results independently, with Leibniz starting first with integration and Newton with differentiation. It is Leibniz, however, who gave the new discipline its name. Newton called his calculus "the science of fluxions", a term that endured in English schools into the 19th century. The first complete treatise on calculus to be written in English and use the Leibniz notation was not published until 1815. Since the time of Leibniz and Newton, many mathematicians have contributed to the continuing development of calculus. One of the first and most complete works on both infinitesimal and integral calculus was written in 1748 by Maria Gaetana Agnesi. Foundations In calculus, foundations refers to the rigorous development of the subject from axioms and definitions. In early calculus, the use of infinitesimal quantities was thought unrigorous and was fiercely criticized by several authors, most notably Michel Rolle and Bishop Berkeley. Berkeley famously described infinitesimals as the ghosts of departed quantities in his book The Analyst in 1734. Working out a rigorous foundation for calculus occupied mathematicians for much of the century following Newton and Leibniz. Several mathematicians, including Maclaurin, tried to prove the soundness of using infinitesimals, but it would not be until 150 years later when, due to the work of Cauchy and Weierstrass, a way was finally found to avoid mere "notions" of infinitely small quantities. The foundations of differential and integral calculus had been laid. In Cauchy's ''Cours d'Analyse'', we find a broad range of foundational approaches, including a definition of continuity in terms of infinitesimals, and a (somewhat imprecise) prototype of an (ε, δ)-definition of limit in the definition of differentiation. In his work, Weierstrass formalized the concept of limit and eliminated infinitesimals (although his definition can validate nilsquare infinitesimals). Following the work of Weierstrass, it eventually became common to base calculus on limits instead of infinitesimal quantities, though the subject is still occasionally called "infinitesimal calculus". Bernhard Riemann used these ideas to give a precise definition of the integral. It was also during this period that the ideas of calculus were generalized to the complex plane with the development of complex analysis. In modern mathematics, the foundations of calculus are included in the field of real analysis, which contains full definitions and proofs of the theorems of calculus. The reach of calculus has also been greatly extended. Henri Lebesgue invented measure theory, based on earlier developments by Émile Borel, and used it to define integrals of all but the most pathological functions. Laurent Schwartz introduced distributions, which can be used to take the derivative of any function whatsoever. Limits are not the only rigorous approach to the foundation of calculus. Another way is to use Abraham Robinson's non-standard analysis. Robinson's approach, developed in the 1960s, uses technical machinery from mathematical logic to augment the real number system with infinitesimal and infinite numbers, as in the original Newton-Leibniz conception. The resulting numbers are called hyperreal numbers, and they can be used to give a Leibniz-like development of the usual rules of calculus. There is also smooth infinitesimal analysis, which differs from non-standard analysis in that it mandates neglecting higher-power infinitesimals during derivations. The Hungarian polymath John von Neumann wrote of this work, Applications of differential calculus include computations involving velocity and acceleration, the slope of a curve, and optimization. == Applications ==
Applications
of the nautilus shell is a classical image used to depict the growth and change related to calculus. Calculus is used in every branch of the physical sciences, actuarial science, computer science, statistics, engineering, economics, business, medicine, demography, and in other fields wherever a problem can be mathematically modeled and an optimal solution is desired. It allows one to go from (non-constant) rates of change to the total change or vice versa, and many times in studying a problem we know one and are trying to find the other. Calculus can be used in conjunction with other mathematical disciplines. For example, it can be used with linear algebra to find the "best fit" linear approximation for a set of points in a domain. Or, it can be used in probability theory to determine the expectation value of a continuous random variable given a probability density function. In analytic geometry, the study of graphs of functions, calculus is used to find high points and low points (maxima and minima), slope, concavity, inflection points, area under curves, and area between curves. Calculus is also used to find approximate solutions to equations; in practice, it is the standard way to solve differential equations and do root finding in most applications. Examples are methods such as Newton's method, fixed point iteration, and linear approximation. For instance, spacecraft use a variation of the Euler method to approximate curved courses within zero-gravity environments. Physics makes particular use of calculus; all concepts in classical mechanics and electromagnetism are related through calculus. The mass of an object of known density, the moment of inertia of objects, and the potential energies due to gravitational and electromagnetic forces can all be found by the use of calculus. An example of the use of calculus in mechanics is Newton's second law of motion, which states that the derivative of an object's momentum concerning time equals the net force upon it. Alternatively, Newton's second law can be expressed by saying that the net force equals the object's mass times its acceleration, which is the time derivative of velocity and thus the second time derivative of spatial position. Starting from knowing how an object is accelerating, we use calculus to derive its path. Maxwell's theory of electromagnetism and Einstein's theory of general relativity are also expressed in the language of differential calculus. Differential equations are likewise prominent in quantum mechanics. Chemistry also uses calculus, for example in determining reaction rates and in studying radioactive decay. In the realm of medicine, calculus can be used in many ways, from predicting the optimal branching angle of a blood vessel to maximize flow, to understanding how quickly a drug is eliminated from a body or how quickly a cancerous tumor grows. In economics, calculus allows for the determination of maximal profit by providing a way to easily calculate both marginal cost and marginal revenue. The Black–Scholes model, a central concept in option pricing, employs a differential equation. == See also ==
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