Nick Timmons Mathematics II Tutorial CMRS, Oxford Barrows Beginning, Then Leibniz and Newtons Invention in the Calculus

3/24/07 We are among infinites and indivisibles, the former incomprehensible to our understanding by reason of their largeness, and the latter by their smallness, Galileo once said. We begin among them again this week continuing where we left off last week, by detailing the beginnings of the differential calculus, brought to the foreground of mathematical exploration by Isaac Barrow, who held the Lucasian professorship at Trinity College, Cambridge before one Isaac Newton. It was first known as the Absolute Calculus of Small Differences. It is not quite the same as the differential calculus, which uses ratios of infinitesimals, not absolute infinitesimals. Nonetheless, I shall first proceed with an explication of the former, followed by a description of Leibnizs innovations in the differential calculus as they improve upon Barrows conception, something also done slightly differently but practically simultaneously by Isaac Newton.

The conception of the absolute calculus of small differences begins with a diagram, reproduced above as figure one. We start with a curve, which lies tangent to line NP at point P and intersects the horizontal line NM at point L. This line NP also intersects the horizontal line NM at point N. The distance between points M and L is x and the distance between points P and M is y. From here, we draw a horizontal line from x is equal to distance e and we draw a vertical line from were we stopped the horizontal until it meets line NP at P. We have increased both x and y by small amounts, e and a, respectively, with e and a representing two sides of a small right triangle. If we continue the vertical line down to line NM we can see visually just what this small increase in x looks like and the same with the increase in y. So, we can express these small increases algebraically, like this: x+e and y+a. The aforementioned curve has the same equation y=x that we studied last week, we are just looking at it a little differently. Basically, Barrows curve above takes the curve we studied last week and inverts it, and then makes the previous y-axis the horizontal axis here. We are not trying to find an area under the curve, which was the purpose of the integral calculus. We are trying to figure out with precision the exact

location of the line tangent to the curve, which represents a moving point, as we saw with Galileo in the first week and we shall see more ingeniously with Newton a bit later. Again ,the curve in this figure has an equation of y=px. This equation applies to every point on the locus. It can be applied to any x and y, or a particular x and y. So point P is going to have particular values of x and y to which the equation applies. Essentially, we are shifting from the general to the particular, the opposite of the process of abstraction in the philosophy of eminent scholars like St. Thomas Aquinas. We see the color red and abstract the general essence of redness from it. Mathematically, we are performing the equivalent to going from redness to its particular exemplar of red. 1. Thus we can substitute into the equation of the curve the new values y+a and x+e, making look like this: (y+a)=p(x+e). P, as was stated earlier represents the instantaneous velocity of a particle at that point and so it gets mutipled to x, thus determining the independent variable y. This is valid for any particular point P. 2. When we multiple this new equation out we get: y+2ya+a=px+pe. So, at any particular point P we will be able to find the distance x increased a little bit by e, and we will be able to find the distance y increased a little bit be a. 3. But we want to be able to figure out the above equation with only a and e, since they are the values that we are interested in most here. So, we subtract the new equation with the little increases by the old equation without them: [y+2ya+a=px+pe] - [y=px] 2ya+a=pe. So, we are closer to the relationship between a to e, and thus we must solve to equation for the ration between them. 4. We subtract both sides by a and obtain: 2ya=pe-a. 5. We divide this equation by 2ye to isolate the ratio a/e on the subject side of the equation. [2ya=pe-a]/[2ye] = [a/e=(p/2y)-(a/2ye)] 6. We are working expressly within the limits of P>P. So within the limit, that is, as P approaches P, both a and e become infinitesimal. However, the ratio a/e remains constant. On the predicate side of the above resultant equation we have the ratio a/2ye, which can be separated into the quantities, a/e and a/2y, the former which is again constant and the latter which approaches zero within the above set limit. Thus, as P>P, p/2y remains finite and a/2ye approaches zero. It would be worth nothing here the second quantity is effectively zero, that is to say practically zero, but it is not zero, for the reasons of incommensurability that we discussed earlier. 7. We then arrive at the final result: a/e=p/2y. 8. Now that we have this equation, we can determine what we set out to do in the first place, find out precise information about the tangent line. The piece of information we were looking for was the exact location of point N. We see in the figure that the triangleae (the triangle determined with sides e and a and a hypotenuse equal to the distance between P and P) is similar to triangle NMP. Thus, a/e=PM/MN, and by then working out the distance MN, we can find the exact location of the tangent line at Point N. Now, lets take a look at how Leibniz did much of the same thing, in addition to solving maxima and minima problems.
.

Before getting into his geometrical proofs, there must be some mention of the debate that existed between Newton and Leibniz regarding the invention of calculus. There was great deal of vitriol and feckless banter being spewed from both sides, the Newtonians from the Royal Society and England, and those who were in the camp of Leibniz. James Gleick spends nearly an entire chapter in his short biography on Newton on this debate and sums it up thusly:
Newton understood the truth full well, that he and Leibniz had created the calculus independentlyNewton had made his discoveries first, and he had discovered more, but Leibniz had done what Newton had not: published his work for the world to use and judge. It was secrecy that spawned competition and envyGrown men, brilliant and powerful, betrayed their friends, lied shamelessly to their enemies, uttered hateful chauvinistic slurs, and impugned each others characters. Newtons rage, Leibnizs bitterness the darkest emotions of these protoscientists almost overshadowed their shared achievement.1

What is truly bothersome is that the possessors of some of the most pure genius in western history could resort to such childishness, most especially Newton, who wrote anonymous letters published through Royal Society denouncing Leibniz for his lack of candor when it was Newton who was being disreputable and dishonest. There are entire books on this debate, but it suffices here to say that the two men independently invented the calculus, but it is the clearer notation of Leibniz that was adopted as standard, which we study here, beginning with figure two below (at the top of the following page). The differential calculus actually has two parts to it. With Barrow above, and as we shall see immediately below with Leibniz, we have two different ways of expressing the same thing, a ratio of infinitesimals. We have dy/dx and we are trying to determine the location of a locus on the curve through this ratio. But, this is not all there is to differentiation. We also have a second part, called the calculus of small differences. We arrive at the same answer after algebraic manipulation in both parts, but the former allows us to conceptualize the Fundamental Theorem of Calculus a bit better. So, we proceed then with an explanation of the differential calculus as first being a calculus of ratios, observed in the solution of maxima and minima problems. Looking at Figure 2 below, it seems rather daunting at first, but its essentially the same thing as we outlined above, just from a different perspective. We have an axis AX and four curves, labeled VV, WW, YY and ZZ. These four curves each have the ordinates VX, WX, YX and ZX, respectively. The part of the axis between lines GA and KX is labeled x. The line VX, created when curve VV intersects KX, is labeled y. Then there are four tangents drawn from each of the curves with each of them extending to the axis and meeting it at a point. VB is tangent curve VV and meets the axis at B; CW to WW meeting at C; DY to YY at D; and ZE to ZZ at E. And now that we have the basic construction down, we get to the most important part of the construction. Just as we chose a and e in figure one arbitrarily we now choose small distances in the same way here, only they are called here dx and dy. D is shorthand for differencia, Leibnizs preferred nomenclature for a small (read: infinitesimal) portion of the given lines x and y.
1

Gleick, James. Isaac Newton. New York: Pantheon Books, 2003. Page 172.

He seeks from this graph and the above assumptions to set out the rules of the calculus. He begins with addition and subtraction. D, is Leibnizs notation for the small difference and he gives us a as a given constant, so da=0, and d(ax)=a dx. We see here that d is not just conceived as a small difference, but as infinitesimal. He also says that if y=v, by which he means the ordinate of YY is equal to the ordinate of VV, then dy=dv. This is because, as we shall see, that when the ordinates are equal, we are at a maximum or a minimum in the curves and thus their differencia and the multiples of quotients of the differencia will be equal as well. Thus we have rules for operations concerning these ordinates and their corresponding derivatives. If z-y+w+x=0,then d(z-y+w+x)=dv=dzdy+dw+dx. And multiplication will be as follows: d(xv)=x dv+v dx. One can also just as easily take y and replace it with xv. Division becomes; dz=+/- v dy -/+ y dv/yy. Leibniz uses different interchangeable ordinates, z, x, v/y, etc. The curves he uses above are also all slightly different and I think that his point is to show that this conception of the calculus works for all curves, of all shapes and sizes. But the methodology would be greatly simplified for a base understanding by the novice if we used one curve each for an explanation of a maximum and a minimum, respectively. So, let us look figures three and four on the next page, which are basically visually simplified versions of the above figure two. In figure three we begin by fixing the dx value. Then we take a line and extend it to the reference axis from the beginning locus. As we move downwards with a fixed value of dx we will see that the value of dy gets progressively

smaller and smaller until finally dy=0. Here is where Leibniz speaks of ddy, or the difference of the differences. Its basically another way to look at this same concept. As dy is getting smaller and smaller, so are the values that occur when the dy value closer to the maxima is subtracted from the dy value that is farther from the maxima. Moving on, as we continue to move the locus downwards from there, dy will then begin to increase again and so will ddy. It must be noted here that when one is speaking of a maximum here, one means that the line y is at its greatest length and the locus on the curve is thus at its furthest distance from the vertical reference axis. We must remember again that we are working with ratios, and so this is what is meant by terming this part of the differential calculus a ratio calculus. Having said that, we see that the ratio dy/dx=0, when y is at a maximum distance from the axis. This occurs because, although dx is an arbitrary, fixed, nonzero number dy has become zero and so the entire ratio is then effectively zero. The same concept applies to a minimum value. If we begin at the place shown above and move downwards, dy will get progressively smaller until it reaches zero and at this point the length of line y will be at its shortest. That is to say, when dy/dx=0, then the locus on the curve will be closest to the vertical reference axis. We also have to cognize the concept of tangentials as slope here as well. In figure 3, as we move the locus downwards and dy decreases and then increases, we shall see that the tangent line to the curve at that point will also change its slope, which is the point of the ratio dy/dx, as this ratio gives the instantaneous slope, if you will, of the tangent line at that point. The tangent begins with a positive slope, and gets progressively smaller and then becomes zero at the maximum, and then becomes negative. In figure four the slop is reversed, and the slope goes from negative to zero to positive. In his own words, Leibniz states the above thusly:
And since the ordinates [y] sometimes increase and sometimes decrease, [dy] will sometimes be positive and sometimes be negative; in the first case the tangent VB is directed towards A [upwards], in the latter it is directed in the opposite sense. None of these cases happens in the intermediate position M, at the moment when [y] neither increases nor decreases, but is stationary. Then dy=0At this place [y], that is the ordinate, is maximum (or, when the convexity is turned to the axis, minimum)When dy is infinite with respect to dx, then the tangent is perpendicular to the axis, that is, it is the ordinate itself. When dy=dx, then the tangent makes half a right angle with the axis.

So, if we look at a curve, as in figure five, we see that there will be two instances in which dy/dx=0, once at a minimum and once at a maximum, as regards the distance of the locus from the vertical reference axis. It should be noted here after the above quote from Leibniz that integration and differentiation are like two sides of the same coin. They are like William Blakes conception of Innocence and Experience; notionally different, yet necessarily intertwined. Newton here also makes the same leap as Leibniz that could only have happened after what we saw with Descartes and his melding of algebra with geometry (analytic geometry) coupled with his algebraic innovations. The tangent line itself represents the instantaneous direction of motion, found by understanding where exactly point N is on line NM. And when we rotate that line NM to be tangential to the curve at different points we are able to find the rate of change. The integral calculus focused on finding the area underneath the curve and its relationally inverse to finding the tangent to the curve, which is the focus of the differential calculus. This is logical. Finding the location of one point, one locus on the curve is going to be the exact opposite of finding the area under the curve, which could be understood as an infinite summation of an infinite number of points. As James Gleick says in his biography of Isaac Newton:
Newton saw this system whole: that problems of tangents were the inverse of the problems of quadrature; that differentiation and integration were the same act, inverted. That is the fundamental theorem of the calculus, the piece of mathematics that became essential knowledge for building engines and measuring dynamics. Time and space joined. Speed and area two abstractions, seemingly disjoint, revealed as cognate.2

Well, to be fair, Leibniz saw this as well, that integration is the inverse of differentiation, concept commonly referred to as the fundamental theorem of algebra, but this was a concept invented and proved by Newton, as we shall see later. And although Newton was rightfully revered, nowhere moreso than in his home country, his words were static, his terminology cumbersome and difficult to grasp. Leibniz was far more clear and his notation of the calculus was far better. For example, Leibniz was the first to use , an elongated S, to denote the sum of infinitesimals in the integral calculus. For Leibniz, this symbol meant summa and it wasnt until the Swiss mathematicians Johann and Jacob Bernoulli came along that the term integration was introduced; a better term because it
2

Ibid. Page 45.

suggested the restoration of a fragmented whole. And so in our move from a geometrical interpretation of the calculus to a more algebraic one, it is Leibniz we look to today as the standard-bearer, mathematically, at least. Although the f notation of LaGrange is also extremely popular today for finding second and third derivatives and the like, an example of the fact that there are many mathematicians we credit today with the concise formal notation of the calculus. Nevertheless, Leibniz was able to glean a prodigious amount of information from these curves by manipulating these curves thusly, in the analytic tradition began by Descartes. But, everything described above is only one part of the differential calculus, called the ratio of infinitesimals. There is a second part to the differential calculus, call the calculus of small differences, which we investigate below. Let us take a look more closely at what is meant by the calculus of small differences and how it allows the fundamental theorem of calculus to foment in our minds a little better than with the ratio of infinitesimals. 1. We begin with a ratio, v/y (v here is used by Leibniz in place of the x we would more commonly expect to see here). Again dy and dv represent small, infinitesimal increases in y and v, respectively. So we can write this, (v+dv)/ (y+dy), which is what is meant by the expression d(v/y). 2. The small change between these two ratios can be expressed like so: [(v+dv)/ (y+dy)] (v/y)= 3. That ratio above needs to be played with by finding the lowest common denominator. For example, if we have (2/3)-(1/2) we multiply the first quantity by 2/2 and the second quantity by 3/3 and arrive at the answer, (4/6)-(3/6) = 1/6. In the same way we take the expression in 2.) and multiply the first quantity by y/y, and the second quantity by y+dy/y+dy. The result becomes: [(v+dv)/y v*(y+dy)] / [(y+dy)*y]=. 4. Multiplying this result out gives us: (vy+dv*y vy+dy*v)/(y+dy*y)=. 5. Further simplification results in, (dv*y+dy*v)/(y+dy*y)=. 6. The denominator can be changed thusly, (dv*y+dy*v)/[y(1+dy/y)]. 7. dv->0 and dy->0, and so because these two differentials infinitesimally approach zero the denominator can be changed, giving us the result we are looking for, as follows: =(y*dv+v*dy)/y. We thus have arrived at an absolute algorithm for finding out d(v/y). Put another way, following in the analytic tradition, Leibniz has been us a way of figuring out absolutely by way of algebraic, symbolic manipulation the infinitesimal change in the ratio v/y. This is the calculus of small differences. That being said, it must be noted d(v/y) dv/dy because the infinitesimal finite. That is to say, the calculus of small difference is not the same thing as the ratio of infinitesimals, even though they give us the same results. Let us look at this by way of an example. Leibniz goes on to describe what is called the the power rule, summated like this, dx = axa-1dx. For example, we have a curve described by the equation y=x. We seek to find the infinitesimal change in y that occurs from an infinitesimal change in x. By the power rule, we see that the answer will be, dy=3x*dx. We can arrive at this answer through the calculus of small differences and the ratio of infinitesimals, but they give us a subtly different understanding of the fundamental theorem of calculus, as I will show.
a

Again, the equation of the curve is y=x. 1. We can then substitute y+dy and x+dx into the equation above, giving us y+dy=(x+dx)=(x+dx)*(x+dx)*(x+dx). 2. Multiplying this out we get: y+dy=(x+2xdx+dx)*(x+dx)= 3. x+2xdx+dxx+xdx+2x*dx+dx= 4. x+3xdx+3xdx+dx 5. We can then take this result and subtract from it the original equation. [(x+3xdx+3xdx+dx)=y+dy] - (x =y) [dy=3xdx+3xdx+dx] 6. Again, dx->0 and dx->0. We observe that dx and dy are of the same order of infinitesimals, but dx and dx are infinitely smaller than dx, so the whole equation can notionally be reduced to dy = 3x+dx. This is the way that the power rule can be shown using the calculus of small differences. To do the same with the ratio of infinitesimals, let us start with the equation from number five above. 1. dy=3xdx+3xdx+dx 2. We dont want to show the calculus of small differences here though. That is, we dont want to show how an infinitesimal change in y can be absolutely quantified by an infinitesimal change in x. We want a ratio of infinitesimals, and so we divide the equation on both sides by dx. This give us: dy/dx = 3x+3x*dx+dx. 3. 3x*dx and dx are orders of magnitude smaller than 3x, and thus notionally they can be reduced to zero in the equation giving us the result we are searching for: dy/dx = 3x. When it comes to integration, using the knowledge gained through the study of the method of exhaustion last week, and how that correlates to integration, or finding the area under the curve y=x, we would arrive at the absolute algorithm within the limit for x of 0 to OB for the area. The area under the aforementioned curve would be Area =( x0->OB)4/4. To summarize, we have: A. dy = 3x+dx, by the calculus of small differences B. dy/dx = 3x, by the ratio of infinitesimals C. Area =( x0->OB)4/4, by the integral calculus To my mind, it seems a little bit easier to see how these two kinds of the calculus are inverse functions by looking at A because in it is the expression of the infinitesimal increase in x, which is purpose of the integral calculus, to find to the area under the curve by reducing x to ever smaller and smaller values, until it is infinitesimal. In the ratio calculus there is no infinitesimal term in the predicate of the equation, making this a little more difficult to see. Now, it is time to look in more detail at how Newton arrived at his conception of the calculus by thinking kinetically about how curves were generated by a moving locus. First let us look at Figure A below.

He took a line, here called line A and moved it along the x-axis, at a uniform speed, always keeping it parallel to the y-axis. In Figure B, we see sort of the same thing, but horizontally.

In this figure, Newton again takes a line of indefinite length, here called line B, and moved it along the y-axis, remaining always parallel to the x-axis. The speed was so proportioned as to describe the required curve by its point of intersection with line A, seen in Figure C below.

The distance x between each movement of line A is the same, thus denoting a uniform speed. But, as we see above, the second line moves non-uniformly, traveling precisely at the speed that is necessary to meet the uniformly moving line A such that their intersections produce the given curve. The horizontal line moves from A1, where it first meets A to define the first locus, to B where it meets A at the second depicted locus. The horizontal line then moves a much smaller distance, from B to C, to intersect line A at the third depicted locus. The horizontal line then moves upwards again, with the distance being from C back to B in order to meet line A at the fourth depicted locus. These moving lines Newton called fluents, and he called the speed with which they moved fluxions. The ratio of the fluxions of the two fluents gives us the tangent line to

the curve at the given locus. This tangent could thus be thought of as the instantaneous fluxion, or speed, of the locus at that particular moment in time. Newton calculated this ratio by the method of the differential calculus of ratios that was explained previously. As the paper given to me in the tutorial was velocity was thus conceived by Newton as a quantitative property possessed by a moving body at every instant, which could be represented and compared by abstract lines He even spoken of the fluxion of fluxions, which we understand to mean second order differentiation, or in the later terms of physics, acceleration. Time is then also represented geometrically by Newton in this fluxional calculus. It wasnt until later on in the 18th Century that work was done to standardize the units of measurement used to quantify these movements. This was a difficult method to work with, as Robert Woodhouse of Cambridge said in 1801:
In fluxions, the significancy of the expressions and the nature and manner of their derivation, demand much time and attention to be properly understood.

In other words, Newtons incredible achievement added the construct of comparative velocities to static geometrical figures, making the calculus much more difficult to understand. It was mentioned this the last tutorial that the difficulty in understanding this pointed, as pointed out by Woodhouse, set back British mathematics by over a century. His notation was sterile and hard to grasp and British commitment to Newton, partly because of the priority debate, consequently produced this lengthy lapse. Lastly, let us look at some of the technical work of Newton, more specifically, the his technical work as it relates to the fundamental theorem of calculus. It will show us some interesting things indeed.

We have here what I mentioned earlier, time as a geometrical representation, where o represents an infinitely small interval of time. xo and yo represent indefinitely small (i.e. infinitesimal) increments in x and y. Newton calls these the moments of x and y. This should all look familiar as the set up is generally the same as we saw above with Barrow, which is not accidental as he was Newtons professor and predecessor at Cambridge. But, the ramifications and application to what we can be called the natural philosophy is entirely new. We have here a culmination of Barrow, Descartes and Galileo. We have mathematical physics, analytical geometry and the calculus all meeting, in order that Newton could describe and create his Systems of the World. The point we seek to find represents movement and velocity. The area underneath the curve, z, is stated as so; axm=z. Again, the notation here seems a bit cumbersome and

strange after having taken a protracted look at the concise notation of Leibniz, but we have some incredible things going on here. The format of the area formula takes the ax+by format that one sees with all things linear. So, we have the area here being thought of in terms of linearity and tangential lines. Newton states this explicitly when he says p signifying ye increase of x & q of y. Put another way, in terms that we studied with Leibniz, one could restate that like this: dx signifies an infinitesimal increase of x, and dy signifies an infinitesimal increase of y. Its then evident that the area we are finding is not really an area at all, but a fluxion, an instantaneous speed which we find by way of differentiation, the details of which we saw above with Leibniz. The relation of the area to only the x-coordinate is entirely logical as it is the vertical fluents moving uniformly along the x-axis that determines just how big the area under the curve is going to be, or in this case, at which exact point the fluent will cross the curve, and thus the y-value is a function of the x-value. So, if x increases by the infinitely small amount in time o then the area becomes, z+yo=a(x+o)m. This is truly amazing. We have time represented here for the first time, so that measuring its change allows us to quantify changes in distance. Newton has taken Barrows conception and applied it to the real world using time. Thus velocity, the relationship between time and distance, is fully fomented and duly created. For reasons I dont fully understand y=maxm-1. Nevertheless what this basically means is that x and y are related by the fluxion, or the rate of change, of the area. This is the differential calculus of ratios. The instantaneous velocity, or fluxion, is going to be determined by exactly how much x and y change. This is because the exact nature of this change (i.e. how large xo and yo are) will tell us exactly how far the fluent has moved away from the vertical axis, thus determining the new locus point, or where the vertical fluent meets the curve at the horizontal fluent. Conversely, we have integration, were we want to find the entire area underneath the curve. If the equation of the curve is y=maxm-1, then the area of the curve, z, is related to x, thusly: z=oy=axm. So, we have here Newton proving that finding the area underneath the curve is the reverse process of finding the fluxion. This is where Newton introduces the fundamental theorem of calculus: summations can be obtained by reversing differentiations. I think after looking at all of this that Newton certainly accomplished more than Leibniz with his direct application of the calculus to natural philosophy, but it is clear in Newtons proof that Leibniz is much more clear in his conception of the calculus. With the present day having solved the priority debate and effectively buried the centuries old hatchet, one can now look back at the shared, simultaneous mathematical achievement of the two men with nothing but awe. Newton was maybe the greatest scientist who has ever lived and Leibniz one of the worlds greatest polymaths. Both men owe a common debt to Barrow, Descartes and the like who spurred them on, but their achievement stands in history as probably the greatest mathematical innovation that has ever occurred, save for maybe Euclids Geometry. Dr. Roche, this terms tutorial has been amazing and I thank you deeply for helping this dull-witted termagant get a better grip on the world of mathematics in the Renaissance and Enlightenment.