Tuesday, 29 August 2023

1.1 Introduction to calculus

 1.1 Introduction to calculus


Few areas of mathematics are as powerfully useful in describing and analyzing the physical world as
calculus: the mathematical study of changes. Calculus also happens to be tremendously confusing
to most students first encountering it. A great deal of this confusion stems from mathematicians’
insistence on rigor 1 and denial of intuition.

Look around you right now. Do you see any mathematicians? If not, good – you can proceed in
safety. If so, find another location to begin reading the rest of this chapter. I will frequently appeal to
practical example and intuition in describing the basic principles of single-variable calculus, for the
purpose of expanding your mathematical “vocabulary” to be able to describe and better understand
phenomena of change related to instrumentation.

Silvanus P. Thompson, in his wonderful book Calculus Made Simple originally published in 1910,
began his text with a short chapter entitled, “To Deliver You From The Preliminary Terrors 2 .” I
will follow his lead by similarly introducing you to some of the notations frequently used in calculus,
along with very simple (though not mathematically rigorous) definitions.

When we wish to speak of a change in some variable’s value (let’s say x), it is common to precede
the variable with the capital Greek letter “delta” as such:

Δx = “Change in x”

An alternative interpretation of the “delta” symbol (Δ) is to think of it as denoting a difference
between two values of the same variable. Thus, Δx could be taken to mean “the difference between
two values of x”. The cause of this difference is not important right now: it may be the difference
between the value of x at one point in time versus another point in time, it may be the difference
between the value of x at one point in space versus another point in space, or it may simply be
the difference between values of x as it relates to some other variable (e.g. y) in a mathematical
function. If we have some variable such as x that is known to change value relative to some other
variable (e.g. time, space, y), it is nice to be able to express that change using precise mathematical
symbols, and this is what the “delta” symbol does for us.



1In mathematics, the term rigor refers to a meticulous attention to detail and insistence that each and every step
within a chain of mathematical reasoning be thoroughly justified by deductive logic, not intuition or analogy.
2The book’s subtitle happens to be, Being a very-simplest introduction to those beautiful methods of reckoning
which are generally called by the terrifying names of the differential calculus and the integral calculus. Not only did
Thompson recognize the anti-pragmatic tone with which calculus is too often taught, but he also infused no small
amount of humor in his work.



For example, if the temperature of a furnace (T) increases over time, we might wish to describe
that change in temperature as ΔT:






The value of ΔT is nothing more than the difference (subtraction) between the recent temperature
and the older temperature. A rising temperature over time thus yields a positive value for ΔT, while
a falling temperature over time yields a negative value for ΔT.

We could also describe differences between the temperature of two locations (rather than a
difference of temperature between two times) by the notation ΔT, such as this example of heat
transfer through a heat-conducting wall where one side of the wall is hotter than the other:





















Once again, ΔT is calculated by subtracting one temperature from another. Here, the sign
(positive or negative) of ΔT denotes the direction of heat flow through the thickness of the wall.

One of the major concerns of calculus is changes or differences between variable values lying very
close to each other. In the context of a heating furnace, this could mean increases in temperature over
miniscule time periods. In the context of heat flowing through a wall, this could mean differences in
temperature sampled between points within the wall immediately adjacent each other. If our desire
is to express the change in a variable between neighboring points along a continuum rather than
over some discrete period, we may use a different notation than the capital Greek letter delta (Δ);
instead, we use a lower-case Roman letter d (or in some cases, the lower-case Greek letter delta: δ).

Thus, a change in furnace temperature from one instant in time to the next could be expressed
as dT (or δT ), and likewise a difference in temperature between two adjacent positions within the
heat-conducting wall could also be expressed as dT (or δT ). Just as with the “delta” (Δ) symbol,
the changes references by either d or δ may occur over a variety of different domains.

We even have a unique name for this concept of extremely small differences: whereas ΔT is called
a difference in temperature, dT is called a differential of temperature. The concept of a differential
may seem redundant to you right now, but they are actually quite powerful for describing continuous
changes, especially when one differential is related to another differential by ratio (something we call
a derivative).

Another major concern in calculus is how quantities accumulate, especially how differential
quantities add up to form a larger whole. A furnace’s temperature rise since start-up (ΔT total ),
for example, could be expressed as the accumulation (sum) of many temperature differences (ΔT)
measured periodically. The total furnace temperature rise calculated from a sampling of temperature
once every minute from 9:45 to 10:32 AM could be written as:

ΔT total = ΔT 9:45 + ΔT 9:46 + · · · ΔT 10:32 = Total temperature rise over time, from 9:45 to 10:32

A more sophisticated expression of this series uses the capital Greek letter sigma (meaning “sum
of” in mathematics) with notations specifying which temperature differences to sum:







However, if our furnace temperature monitor scans at an infinite pace, measuring temperature
differentials (dT ) and summing them in rapid succession, we may express the same accumulated
temperature rise as an infinite sum of infinitesimal (infinitely small) changes, rather than as a
finite sum of temperature changes measured once every minute. Just as we introduced a unique
mathematical symbol to represent differentials (d) over a continuum instead of differences (Δ) over
discrete periods, we will introduce a unique mathematical symbol to represent the summation of
differentials



instead of the summation of differences 






 

This summation of infinitesimal quantities is called integration, and the elongated “S” symbol
(  ) is the integral symbol.
These are the two major ideas and notations of calculus: differentials (tiny changes represented

by d or δ) and integrals (accumulations represented by  ). Now that wasn’t so frightening, was it?

1.0

 Mathematics is the investigation of an artificial world: a universe populated by abstract entities

and rigid rules governing those entities. Mathematicians devoted to the study and advancement of
pure mathematics have an extremely well-developed respect for these rules, for the integrity of this
artificial world depends on them. In order to preserve the integrity of their artificial world, their
collective work must be rigorous, never allowing for sloppy handling of the rules or allowing intuitive leaps to be left unproven.

However, many of the tools and techniques developed by mathematicians for their artificial
world happen to be extremely useful for understanding the real world in which we live and work,
and therein lies a problem. In applying mathematical rules to the study of real-world phenomena,
we often take a far more pragmatic approach than any mathematician would feel comfortable with.

The tension between pure mathematicians and those who apply math to real-world problems is
not unlike the tension between linguists and those who use language in everyday life. All human
languages have rules (though none as rigid as in mathematics!), and linguists are the guardians
of those rules, but the vast majority of human beings play fast and loose with the rules as they
use language to describe and understand the world around them. Whether or not this “sloppy”
adherence to rules is good depends on which camp you are in. To the purist, it is offensive; to the
pragmatist, it is convenient.

I like to tell my students that mathematics is very much like a language. The more you understand
mathematics, the larger “vocabulary” you will possess to describe principles and phenomena you
encounter in the world around you. Proficiency in mathematics also empowers you to grasp
relationships between different things, which is a powerful tool in learning new concepts.

This book is not written for (or by!) mathematicians. Rather, it is written for people wishing
to make sense of industrial process measurement and control. This chapter of the book is devoted
to a very pragmatic coverage of certain mathematical concepts, for the express purpose of applying
these concepts to real-world systems.

Mathematicians, cover your eyes for the rest of this chapter!