********
Calculus
********

Here are some examples of calculus symbolic computations using
Sage.


.. index::
   pair: calculus; differentiation

Differentiation
===============

Differentiation:

::

    sage: var('x k w')
    (x, k, w)
    sage: f = x^3 * e^(k*x) * sin(w*x); f
    x^3*e^(k*x)*sin(w*x)
    sage: f.diff(x)
    w*x^3*cos(w*x)*e^(k*x) + k*x^3*e^(k*x)*sin(w*x) + 3*x^2*e^(k*x)*sin(w*x)
    sage: latex(f.diff(x))
    w x^{3} \cos\left(w x\right) e^{\left(k x\right)} + k x^{3} e^{\left(k x\right)} \sin\left(w x\right) + 3 \, x^{2} e^{\left(k x\right)} \sin\left(w x\right)

If you type ``view(f.diff(x))`` another window will open up
displaying the compiled output. In the notebook, you can enter

::

    var('x k w')
    f = x^3 * e^(k*x) * sin(w*x)
    show(f)
    show(f.diff(x))

into a cell and press ``shift-enter`` for a similar result. You can
also differentiate and integrate using the commands

::

    R = PolynomialRing(QQ,"x")
    x = R.gen()
    p = x^2 + 1
    show(p.derivative())
    show(p.integral())

in a notebook cell, or

::

    sage: R = PolynomialRing(QQ,"x")
    sage: x = R.gen()
    sage: p = x^2 + 1
    sage: p.derivative()
    2*x
    sage: p.integral()
    1/3*x^3 + x

on the command line.  At this point you can also type
``view(p.derivative())`` or ``view(p.integral())`` to open a new
window with output typeset by LaTeX.

.. index::
   pair: calculus; critical points

Critical points
---------------

You can find critical points of a piecewise defined function:

::

    sage: x = PolynomialRing(RationalField(), 'x').gen()
    sage: f1 = x^0
    sage: f2 = 1-x
    sage: f3 = 2*x
    sage: f4 = 10*x-x^2
    sage: f = piecewise([((0,1),f1), ((1,2),f2), ((2,3),f3), ((3,10),f4)])
    sage: f.critical_points()
    [5.0]

.. index:: Taylor series, power series

Power series
------------

Sage offers several ways to construct and work with power series.

To get Taylor series from function expressions use the method
``.taylor()`` on the expression::

    sage: var('f0 k x')
    (f0, k, x)
    sage: g = f0/sinh(k*x)^4
    sage: g.taylor(x, 0, 3)
    -62/945*f0*k^2*x^2 + 11/45*f0 - 2/3*f0/(k^2*x^2) + f0/(k^4*x^4)

Formal power series expansions of functions can be had with the
``.series()`` method::

    sage: (1/(2-cos(x))).series(x,7)
    1 + (-1/2)*x^2 + 7/24*x^4 + (-121/720)*x^6 + Order(x^7)

Certain manipulations on such series are hard to perform at the moment,
however. There are two alternatives: either use the Maxima subsystem of
Sage for full symbolic functionality::

    sage: f = log(sin(x)/x)
    sage: f.taylor(x, 0, 10)
    -1/467775*x^10 - 1/37800*x^8 - 1/2835*x^6 - 1/180*x^4 - 1/6*x^2
    sage: maxima(f).powerseries(x,0)._sage_()
    sum(2^(2*i... - 1)*(-1)^i...*x^(2*i...)*bern(2*i...)/(i...*factorial(2*i...)), i..., 1, +Infinity)

Or you can use the formal power series rings for fast computation.
These are missing symbolic functions, on the other hand::

    sage: R.<w> = QQ[[]]
    sage: ps = w + 17/2*w^2 + 15/4*w^4 + O(w^6); ps
    w + 17/2*w^2 + 15/4*w^4 + O(w^6)
    sage: ps.exp()
    1 + w + 9*w^2 + 26/3*w^3 + 265/6*w^4 + 413/10*w^5 + O(w^6)
    sage: (1+ps).log()
    w + 8*w^2 - 49/6*w^3 - 193/8*w^4 + 301/5*w^5 + O(w^6)
    sage: (ps^1000).coefficients()
    [1, 8500, 36088875, 102047312625, 1729600092867375/8]

.. index::
   pair: calculus; integration

Integration
===========

Numerical integration is discussed in  :ref:`section-riemannsums` below.

Sage can integrate some simple functions on its own:

::

    sage: f = x^3
    sage: f.integral(x)
    1/4*x^4
    sage: integral(x^3,x)
    1/4*x^4
    sage: f = x*sin(x^2)
    sage: integral(f,x)
    -1/2*cos(x^2)

Sage can also compute symbolic definite integrals involving limits.

::

    sage: var('x, k, w')
    (x, k, w)
    sage: f = x^3 * e^(k*x) * sin(w*x)
    sage: f.integrate(x)
    ((24*k^3*w - 24*k*w^3 - (k^6*w + 3*k^4*w^3 + 3*k^2*w^5 + w^7)*x^3 + 6*(k^5*w + 2*k^3*w^3 + k*w^5)*x^2 - 6*(3*k^4*w + 2*k^2*w^3 - w^5)*x)*cos(w*x)*e^(k*x) - (6*k^4 - 36*k^2*w^2 + 6*w^4 - (k^7 + 3*k^5*w^2 + 3*k^3*w^4 + k*w^6)*x^3 + 3*(k^6 + k^4*w^2 - k^2*w^4 - w^6)*x^2 - 6*(k^5 - 2*k^3*w^2 - 3*k*w^4)*x)*e^(k*x)*sin(w*x))/(k^8 + 4*k^6*w^2 + 6*k^4*w^4 + 4*k^2*w^6 + w^8)
    sage: integrate(1/x^2, x, 1, infinity)
    1


.. index: convolution

Convolution
-----------

You can find the convolution of any piecewise defined function with
another (off the domain of definition, they are assumed to be
zero). Here is :math:`f`, :math:`f*f`, and :math:`f*f*f`,
where :math:`f(x)=1`, :math:`0<x<1`:

::

    sage: x = PolynomialRing(QQ, 'x').gen()
    sage: f = piecewise([((0,1),1*x^0)])
    sage: g = f.convolution(f)
    sage: h = f.convolution(g)
    sage: set_verbose(-1)
    sage: P = f.plot(); Q = g.plot(rgbcolor=(1,1,0)); R = h.plot(rgbcolor=(0,1,1))

To view this, type ``show(P+Q+R)``.


.. _section-riemannsums:

Riemann and trapezoid sums for integrals
----------------------------------------

Regarding numerical approximation of :math:`\int_a^bf(x)\, dx`,
where :math:`f` is a piecewise defined function, can


-  compute (for plotting purposes) the piecewise linear function
   defined by the trapezoid rule for numerical integration based on a
   subdivision into :math:`N` subintervals

-  the approximation given by the trapezoid rule,

-  compute (for plotting purposes) the piecewise constant function
   defined by the Riemann sums (left-hand, right-hand, or midpoint) in
   numerical integration based on a subdivision into :math:`N`
   subintervals,

-  the approximation given by the Riemann sum approximation.


::

    sage: f1(x) = x^2
    sage: f2(x) = 5-x^2
    sage: f = piecewise([[[0,1], f1], [RealSet.open_closed(1,2), f2]])
    sage: t = f.trapezoid(2); t
    piecewise(x|-->1/2*x on (0, 1/2), x|-->3/2*x - 1/2 on (1/2, 1), x|-->7/2*x - 5/2 on (1, 3/2), x|-->-7/2*x + 8 on (3/2, 2); x)
    sage: t.integral()
    piecewise(x|-->1/4*x^2 on (0, 1/2), x|-->3/4*x^2 - 1/2*x + 1/8 on (1/2, 1), x|-->7/4*x^2 - 5/2*x + 9/8 on (1, 3/2), x|-->-7/4*x^2 + 8*x - 27/4 on (3/2, 2); x)
    sage: t.integral(definite=True)
    9/4

.. index: Laplace transform

Laplace transforms
------------------

If you have a piecewise-defined polynomial function then there is a
"native" command for computing Laplace transforms. This calls
Maxima but it's worth noting that Maxima cannot handle (using the
direct interface illustrated in the last few examples) this type of
computation.

::

    sage: var('x s')
    (x, s)
    sage: f1(x) = 1
    sage: f2(x) = 1-x
    sage: f = piecewise([((0,1),f1), ((1,2),f2)])
    sage: f.laplace(x, s)
    -e^(-s)/s + (s + 1)*e^(-2*s)/s^2 + 1/s - e^(-s)/s^2

For other "reasonable" functions, Laplace transforms can be
computed using the Maxima interface:

::

    sage: var('k, s, t')
    (k, s, t)
    sage: f = 1/exp(k*t)
    sage: f.laplace(t,s)
    1/(k + s)

is one way to compute LT's and

::

    sage: var('s, t')
    (s, t)
    sage: f = t^5*exp(t)*sin(t)
    sage: L = laplace(f, t, s); L
    3840*(s - 1)^5/(s^2 - 2*s + 2)^6 - 3840*(s - 1)^3/(s^2 - 2*s + 2)^5 +
    720*(s - 1)/(s^2 - 2*s + 2)^4

is another way.

.. index:
   pair: differential equations; solve

Ordinary differential equations
===============================

Symbolically solving ODEs can be done using Sage interface with
Maxima. See

::

    sage:desolvers?

for available commands. Numerical solution of ODEs can be done using Sage interface
with Octave (an experimental package), or routines in the GSL (Gnu
Scientific Library).

An example, how to solve ODE's symbolically in Sage using the Maxima interface
(do not type the ``....:``):

::

    sage: y=function('y')(x); desolve(diff(y,x,2) + 3*x == y, dvar = y, ics = [1,1,1])
    3*x - 2*e^(x - 1)
    sage: desolve(diff(y,x,2) + 3*x == y, dvar = y)
    _K2*e^(-x) + _K1*e^x + 3*x
    sage: desolve(diff(y,x) + 3*x == y, dvar = y)
    (3*(x + 1)*e^(-x) + _C)*e^x
    sage: desolve(diff(y,x) + 3*x == y, dvar = y, ics = [1,1]).expand()
    3*x - 5*e^(x - 1) + 3

    sage: f=function('f')(x); desolve_laplace(diff(f,x,2) == 2*diff(f,x)-f, dvar = f, ics = [0,1,2])
    x*e^x + e^x

    sage: desolve_laplace(diff(f,x,2) == 2*diff(f,x)-f, dvar = f)
    -x*e^x*f(0) + x*e^x*D[0](f)(0) + e^x*f(0)

.. index:
   pair: differential equations; plot

If you have ``Octave`` and ``gnuplot`` installed,

::

    sage: octave.de_system_plot(['x+y','x-y'], [1,-1], [0,2]) # optional - octave

yields the two plots :math:`(t,x(t)), (t,y(t))` on the same graph
(the :math:`t`-axis is the horizonal axis) of the system of ODEs

.. math::
    x' = x+y, x(0) = 1; y' = x-y, y(0) = -1,

for :math:`0 <= t <= 2`. The same result can be obtained by using ``desolve_system_rk4``::

    sage: x, y, t = var('x y t')
    sage: P=desolve_system_rk4([x+y, x-y], [x,y], ics=[0,1,-1], ivar=t, end_points=2)
    sage: p1 = list_plot([[i,j] for i,j,k in P], plotjoined=True)
    sage: p2 = list_plot([[i,k] for i,j,k in P], plotjoined=True, color='red')
    sage: p1+p2
    Graphics object consisting of 2 graphics primitives

Another way this system can be solved is to use the command ``desolve_system``.

.. skip

::

    sage: t=var('t'); x=function('x',t); y=function('y',t)
    sage: des = [diff(x,t) == x+y, diff(y,t) == x-y]
    sage: desolve_system(des, [x,y], ics = [0, 1, -1])
    [x(t) == cosh(sqrt(2)*t), y(t) == sqrt(2)*sinh(sqrt(2)*t) - cosh(sqrt(2)*t)]

The output of this command is *not* a pair of functions.

Finally, can solve linear DEs using power series:

::

    sage: R.<t> = PowerSeriesRing(QQ, default_prec=10)
    sage: a = 2 - 3*t + 4*t^2 + O(t^10)
    sage: b = 3 - 4*t^2 + O(t^7)
    sage: f = a.solve_linear_de(prec=5, b=b, f0=3/5)
    sage: f
    3/5 + 21/5*t + 33/10*t^2 - 38/15*t^3 + 11/24*t^4 + O(t^5)
    sage: f.derivative() - a*f - b
    O(t^4)

Fourier series of periodic functions
====================================

Let :math:`f` be a real-valued periodic function of period `2L`.
The Fourier series of `f` is

.. MATH::

   S(x) = \frac{a_0}{2} + \sum_{n=1}^\infty \left[a_n\cos\left(\frac{n\pi x}{L}\right) +
   b_n\sin\left(\frac{n\pi x}{L}\right)\right]

where

.. MATH::

    a_n = \frac{1}{L}\int_{-L}^L
            f(x)\cos\left(\frac{n\pi x}{L}\right) dx,

and

.. MATH::

    b_n = \frac{1}{L}\int_{-L}^L
            f(x)\sin\left(\frac{n\pi x}{L}\right) dx,

The Fourier coefficients `a_n` and `b_n` are computed by
declaring `f` as a piecewise-defined function over one period
and invoking the methods ``fourier_series_cosine_coefficient``
and ``fourier_series_sine_coefficient``, while the partial sums
are obtained via ``fourier_series_partial_sum``::

    sage: f = piecewise([((0,pi/2), -1), ((pi/2,pi), 2)])
    sage: f.fourier_series_cosine_coefficient(0)
    1
    sage: f.fourier_series_sine_coefficient(5)
    -6/5/pi
    sage: s5 = f.fourier_series_partial_sum(5); s5
    -6/5*sin(10*x)/pi - 2*sin(6*x)/pi - 6*sin(2*x)/pi + 1/2
    sage: plot(f, (0,pi)) + plot(s5, (x,0,pi), color='red')
    Graphics object consisting of 2 graphics primitives

.. PLOT::

    f = piecewise([((0,pi/2), -1), ((pi/2,pi), 2)])
    s5 = f.fourier_series_partial_sum(5)
    g = plot(f, (0,pi)) + plot(s5, (x,0,pi), color='red')
    sphinx_plot(g)
