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In single-variable calculus, the difference quotient is usually the name for the expression
which when taken to the limit as h approaches 0 gives the derivative of the function f.[1][2][3][4] The name of the expression stems from the fact that it is the quotient of the difference of values of the function by the difference of the corresponding values of its argument (the latter is (x + h) - x = h in this case).[5][6] The difference quotient is a measure of the average rate of change of the function over an interval (in this case, an interval of length h).[7][8]: 237 [9] The limit of the difference quotient (i.e., the derivative) is thus the instantaneous rate of change.[9]
By a slight change in notation (and viewpoint), for an interval , the difference quotient
is called[5] the mean (or average) value of the derivative of f over the interval . This name is justified by the mean value theorem, which states that for a differentiable function f, its derivative f′ reaches its mean value at some point in the interval.[5] Geometrically, this difference quotient measures the slope of the secant line passing through the points with coordinates (a, f(a)) and (b, f(b)).[10]
Difference quotients are used as approximations in numerical differentiation,[8] but they have also been subject of criticism in this application.[11]
Difference quotients may also find relevance in applications involving Time discretization, where the width of the time step is used for the value of h.
The difference quotient is sometimes also called the Newton quotient[10][12][13][14] (after Isaac Newton) or Fermat's difference quotient (after Pierre de Fermat).[15]
Overview
The typical notion of the difference quotient discussed above is a particular case of a more general concept. The primary vehicle of calculus and other higher mathematics is the function. Its "input value" is its argument, usually a point ("P") expressible on a graph. The difference between two points, themselves, is known as their Delta (ΔP), as is the difference in their function result, the particular notation being determined by the direction of formation:
- Forward difference: ΔF(P) = F(P + ΔP) − F(P);
- Central difference: δF(P) = F(P + ½ΔP) − F(P − ½ΔP);
- Backward difference: ∇F(P) = F(P) − F(P − ΔP).
The general preference is the forward orientation, as F(P) is the base, to which differences (i.e., "ΔP"s) are added to it. Furthermore,
- If |ΔP| is finite (meaning measurable), then ΔF(P) is known as a finite difference, with specific denotations of DP and DF(P);
- If |ΔP| is infinitesimal (an infinitely small amount——usually expressed in standard analysis as a limit: ), then ΔF(P) is known as an infinitesimal difference, with specific denotations of dP and dF(P) (in calculus graphing, the point is almost exclusively identified as "x" and F(x) as "y").
The function difference divided by the point difference is known as "difference quotient":
If ΔP is infinitesimal, then the difference quotient is a derivative, otherwise it is a divided difference:
Defining the point range
Regardless if ΔP is infinitesimal or finite, there is (at least—in the case of the derivative—theoretically) a point range, where the boundaries are P ± (0.5) ΔP (depending on the orientation—ΔF(P), δF(P) or ∇F(P)):
- LB = Lower Boundary; UB = Upper Boundary;
Derivatives can be regarded as functions themselves, harboring their own derivatives. Thus each function is home to sequential degrees ("higher orders") of derivation, or differentiation. This property can be generalized to all difference quotients.
As this sequencing requires a corresponding boundary splintering, it is practical to break up the point range into smaller, equi-sized sections, with each section being marked by an intermediary point (Pi), where LB = P0 and UB = Pń, the nth point, equaling the degree/order:
LB = P0 = P0 + 0Δ1P = Pń − (Ń-0)Δ1P; P1 = P0 + 1Δ1P = Pń − (Ń-1)Δ1P; P2 = P0 + 2Δ1P = Pń − (Ń-2)Δ1P; P3 = P0 + 3Δ1P = Pń − (Ń-3)Δ1P; ↓ ↓ ↓ ↓ Pń-3 = P0 + (Ń-3)Δ1P = Pń − 3Δ1P; Pń-2 = P0 + (Ń-2)Δ1P = Pń − 2Δ1P; Pń-1 = P0 + (Ń-1)Δ1P = Pń − 1Δ1P; UB = Pń-0 = P0 + (Ń-0)Δ1P = Pń − 0Δ1P = Pń;
ΔP = Δ1P = P1 − P0 = P2 − P1 = P3 − P2 = ... = Pń − Pń-1;
ΔB = UB − LB = Pń − P0 = ΔńP = ŃΔ1P.
The primary difference quotient (Ń = 1)
As a derivative
- The difference quotient as a derivative needs no explanation, other than to point out that, since P0 essentially equals P1 = P2 = ... = Pń (as the differences are infinitesimal), the Leibniz notation and derivative expressions do not distinguish P to P0 or Pń:
There are other derivative notations, but these are the most recognized, standard designations.
As a divided difference
- A divided difference, however, does require further elucidation, as it equals the average derivative between and including LB and UB:
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