1 00:00:00,12 --> 00:00:05,106 [MUSIC]. 2 00:00:05,106 --> 00:00:09,236 Remember back to those good old days when we were approximating antiderivatives by 3 00:00:09,236 --> 00:00:12,964 using Euler's Method? I'm going to be started with some 4 00:00:12,964 --> 00:00:17,320 function little f and I wanted to numerically approximate a function big F, 5 00:00:17,320 --> 00:00:23,825 whose derivative was little f. And maybe I know big F's value at 0 is 6 00:00:23,825 --> 00:00:31,370 exactly 0, and I want to numerically approximate big F for values away from 0. 7 00:00:31,370 --> 00:00:34,680 And the we did repeated linear approximation. 8 00:00:34,680 --> 00:00:39,980 I pick some tiny h, and then I approximated big F of h. 9 00:00:39,980 --> 00:00:44,90 Well, what do I know about big F Big F's derivative is little f. 10 00:00:44,90 --> 00:00:49,577 So my approximation for big F at h is the value of big F at 0 plus h times the 11 00:00:49,577 --> 00:00:55,760 derivative of big F at 0. Well, what is this? 12 00:00:55,760 --> 00:01:00,160 The value of big F at 0 is exactly equal to 0. 13 00:01:00,160 --> 00:01:04,390 And, I got plus h times, and the derivative of big F is little f. 14 00:01:04,390 --> 00:01:09,556 So times little f at 0. So I can use this as my approximation for 15 00:01:09,556 --> 00:01:12,830 big F at h. And then I did it again. 16 00:01:12,830 --> 00:01:20,580 So, I want to approximate big F at 2h. Well that's big F at h approximately. 17 00:01:20,580 --> 00:01:23,30 I mean I'm writing equals but I really mean approximately. 18 00:01:23,30 --> 00:01:28,890 Big F of h plus h times the derivative of big F at h, right? 19 00:01:28,890 --> 00:01:32,672 I start at F of h and I'm going to wiggle over by h and the derivative is encoding 20 00:01:32,672 --> 00:01:36,698 at least approximately, how much the output should change for a given input 21 00:01:36,698 --> 00:01:40,346 change. This is what I get by doing another 22 00:01:40,346 --> 00:01:43,950 linear approximation. But now I've already got an approximation 23 00:01:43,950 --> 00:01:47,60 for big f at h. It's h times f of zero. 24 00:01:47,60 --> 00:01:50,120 So I'll use that for my value of big F at h. 25 00:01:50,120 --> 00:01:56,630 H times f of 0 plus h times. And I know F prime of h. 26 00:01:56,630 --> 00:02:01,470 I know big F's derivative is little f. So I can use that here. 27 00:02:01,470 --> 00:02:05,622 So this is just little f. At h, so this is an approximation for big 28 00:02:05,622 --> 00:02:09,580 F at 2 h. And then I did it a third time. 29 00:02:09,580 --> 00:02:11,750 So then this is the method of Euler, right? 30 00:02:11,750 --> 00:02:17,585 I want to approximate big F at 3 h. Well that'll be big F at 2 h, plus how 31 00:02:17,585 --> 00:02:24,210 much I wiggled by, which is h times the derivative ff big F at 2 h. 32 00:02:24,210 --> 00:02:26,594 And what do I know? Well, I've already got an approximation 33 00:02:26,594 --> 00:02:31,232 for big F at 2 h, it's right here. So, it's h times little f of 0 plus h 34 00:02:31,232 --> 00:02:39,270 times little f of h plus h times, and now what's my derivative of big F at 2 h? 35 00:02:39,270 --> 00:02:43,360 Well, big F's derivative is little f. So I can use that here. 36 00:02:43,360 --> 00:02:49,110 This will be little f at 2 h. And I just keep on going. 37 00:02:49,110 --> 00:02:53,330 I want to approximate big F at 10 h, right. 38 00:02:53,330 --> 00:02:57,710 I just be repeating this process. It'll be h times f of 0 plus h times f of 39 00:02:57,710 --> 00:03:02,376 h. Plus h times f of 2h, and it will keep on 40 00:03:02,376 --> 00:03:10,840 going until I get to h times f of 9h. Now, what does that look like? 41 00:03:10,840 --> 00:03:15,760 This looks like a Riemann Sum, right, and I would want to choose h to be very 42 00:03:15,760 --> 00:03:19,654 small. So, really, if I wanted to approximate 43 00:03:19,654 --> 00:03:23,686 big F of x using the method of Euler I'd be using smaller and smaller values of h 44 00:03:23,686 --> 00:03:29,200 and calculating it like this, and what would I be calculating? 45 00:03:29,200 --> 00:03:34,560 I'd just be calculating the integral from 0 to x of my function, right, of little f 46 00:03:34,560 --> 00:03:38,558 of td, dt. And what do I know about accumulation 47 00:03:38,558 --> 00:03:42,668 functions? Well, I know that the derivative of the 48 00:03:42,668 --> 00:03:48,782 accumulation function, right, is the original function. 49 00:03:48,782 --> 00:03:55,141 And that's exactly what I want, right? I mean, this is saying that the 50 00:03:55,141 --> 00:04:01,188 derivative of big F is little f. So Euler's method amounts to calculating 51 00:04:01,188 --> 00:04:04,343 a Riemann's sum. And Riemann's sum approximates an 52 00:04:04,343 --> 00:04:07,934 integral, the accumulation function, and the accumulation function is an 53 00:04:07,934 --> 00:04:11,356 antiderivative. it all makes sense. 54 00:04:11,356 --> 00:04:13,200 Right? All of these things that appear different 55 00:04:13,200 --> 00:04:19,52 are really the same thing. Euler's method then gives another 56 00:04:19,52 --> 00:04:29,73 perspective on why the fundamental theorem of calculus should be true.