Friday, May 17, 2013

Maxima and Minima


Maxima and Minima are the largest value (maximum) or smallest value (minimum), that a function can take at a point either within a given boundary (local) or on the whole domain of the function in its entirety (global). In general, maxima and minima of a given set are the greatest and least values in that set. Together, Maxima and Minima are called extrema (singular: extremum). We need to learn minima to determine the nature of the curve or the function and various other applications like projectiles, astrophysics to microphysics, geometry etc.

Learning analytical definition of minima:

A function f(x) is said to have a local minima point at the point x*, if there exists some ε > 0 such that f(x*) ≤ f(x) when |x − x*| < ε, in a given domain of x. The value of the function at this point is called minima of the function.

A function f(x) has a global (or absolute) minima point at x* if f(x*) ≤ f(x) for all x throughout the function domain.

We need to learn minima points of a curve by observing the involved function.

learning prologue regarding minima:

To learn Minima & Maxima, one needs to have a basic knowledge of calculus. The following points are some bare necessary (maybe not sufficient) definitions.

A function, y = f(x) is a mathematical relation such that each element of a given set ‘x’ (the domain of the function) is associated with an element of another set ‘y’ (the range of the function).

Closed interval of a domain is defined as an interval that includes its endpoints, as opposed to open interval which is an interval that does not include its endpoints.

A function, f(x) is said to be continuous at a given interval if it can assume all values within the interval i.e. the function is not broken anywhere inside the interval. Mathematically we determine this by ensuring the function has a finite value at the given point and taking the limit on both sides of the point and checking if they both exist and are equal (L.H.L. = R.H.L.).

Differentiability of a function is out of the scope of this article, but simply put, a function is said to be differentiable at a point if the curve at that point is smooth i.e. there is no drastic change of slope. Mathematically this is achieved by checking if both the left hand derivative and the right hand derivative of the function at the given point finitely exist and are equal (incidentally this common value is the value of the derivative of the function at the given point).

First Derivative is defined as the differentiation of a function, y = f(x), once, with respect to ‘x’. It is denoted by dy/dx or f’(x) and simply put, it gives the slope of the function at any given value of ‘x’ or the instantaneous rate of change of the function w.r.t. ‘x’ at any given value of ‘x’.

Second Derivative is defined as the differentiation of a function, y = f(x), twice, with respect to ‘x’. It is denoted by d2y/dx2 or f’’(x) and simply put, it gives the slope of the slope of the function at any given value of ‘x’ or the instantaneous rate of change of the slope of the function w.r.t. ‘x’ at any given value of ‘x’.

Critical points of f(x) are defined as the values of x* for which either f'(x*) = 0 or f’(x*) does not exist.

Tests for Minima:

Local Minima can be found by Fermat's theorem, which states that they must occur at critical points.

If f(x) has a minima on an open interval, then the minimum value occurs at a critical point of f(x).

If f(x) has a minima value on a closed interval, then the minimum value occurs either at a critical point or at an endpoint.

Critical points of f(x) are defined as the values of x* for which either f'(x*) = 0 or f’(x*) does not exist.

One can distinguish whether a critical point is a local maximum or local minimum by using the first derivative test or second derivative test.

learning minima -First Derivative Test

Suppose f(x) is continuous at a critical point x*.

If f’(x) <0 an="" and="" extending="" f="" from="" interval="" left="" on="" open="" x="">0 on an open interval extending right from x*, then f(x) has a relative minima at x*.

If f’(x) >0 on an open interval extending left from x* and f’(x) <0 a="" an="" at="" extending="" f="" from="" has="" interval="" maxima="" on="" open="" p="" relative="" right="" then="" x="">
If f’(x) has the same sign on both an open interval extending left from x* and an open interval extending right from x*, then f(x) does not have a relative extremum at x*.

An interesting point to NOTE:

Differentiability is not a criterion for the first derivative test. Suppose f(x) is continuous but not differentiable at x*, i.e. f’(x*) does not exist. Still the above holds true since the test is done in open intervals on the left and right sides of the point in consideration [see Figure below]. So the criteria is only that f(x) is continuous at x* and that f’(x) exists in the neighbourhood of x*.

In summary, relative minima occur where f’(x) changes sign.

learning minima -The Second Derivative Test:

Suppose that x* is a critical point at which f’(x*) = 0, that f’(x) exists in the neighbourhood of x*, and that f’’(x*) exists.

f(x) has a relative minima at x* if f’’(x*)>0.

f(x) has a relative maxima at x*if f’’(x*) <0 .="" p="">
f(x) does not have an extremum at x* if f’’(x) = 0.

NOTE:

Differentiability at the critical point is a criterion for the second derivative test as opposed to the first derivative test. Also, if f’’(x*) = 0, the test is not informative [see Figure below], it actually means there is no change of sign of f’(x) on going from the left to right of the given critical point (these points are called the points of inflection).

learning Absolute Minima and Maxima

For any function that is defined piecewise, one can learn minima (or maxima) by finding the minimum (or maximum) of each piece separately; and then seeing which one is smallest (or biggest).

Visualization to learn minima

max-min

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