Overview

Calculus × Computing

All of university calculus — from limits to vector calculus, differential equations and Fourier — and where every idea shows up in AI, graphics, simulation, robotics and scientific computing.

topics
208
connections
640
areas
26
interactive figures
6

From mathematics to computing

The thesis of this portal

  1. Calculus
  2. describes change
  3. and accumulation
  4. lets us model systems
  5. lets us optimize
  6. lets us approximate
  7. lets us simulate
  8. a core piece of AI, graphics, physics, robotics and scientific computing

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Derivative

f′(a)f'(a) is the instantaneous rate of change of ff at aa: the slope of the tangent line to the graph, defined as the limit of slopes of secant lines.

Riemann sums

Approximate the area under a curve by nn thin rectangles, ∑f(xi∗) Δx\sum f(x_i^\ast)\,\Delta x. As n→∞n \to \infty the sum converges to the integral — slowly for the left/right rule (O(1/n)O(1/n)), faster for the midpoint (O(1/n2)O(1/n^2)).

Newton's method

To solve f(x)=0f(x) = 0, replace ff by its tangent line at the current guess and jump to where the tangent hits zero: xk+1=xk−f(xk)/f′(xk)x_{k+1} = x_k - f(x_k)/f'(x_k). Near a simple root the number of correct digits doubles every step.

Taylor polynomial

The polynomial of degree nn that matches ff and its first nn derivatives at a point aa. Degree 1 is the tangent line, degree 2 adds curvature; the higher the degree, the wider the region where it is a good approximation. At a=0a = 0 it is called a Maclaurin polynomial.

Gradient descent

Repeat θ←θ−η ∇L(θ)\theta \leftarrow \theta - \eta\,\nabla L(\theta): take a small step against the gradient. Cauchy proposed it in 1847; today it (and its stochastic, adaptive variants) trains essentially every neural network.

Backpropagation

The algorithm that computes ∂L/∂W\partial L/\partial W and ∂L/∂b\partial L/\partial b for every layer of a network: one forward pass storing intermediate values, then one backward pass applying the chain rule from the loss down to the inputs. Cost: about twice the forward pass, whatever the number of parameters.

All areas

Calculus and its neighbours

Computing domains

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