6.2: Derivatives
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Suppose D⊂R,f:D→R,a is an interior point of D, and f is differentiable at a. We call
limx→af(x)−f(a)x−a
the derivative of f at a, which we denote f′(a).
Note that if f is differentiable at a, then
limx→af(x)−f(a)x−a=limh→0f(a+h)−f(a)h.
Suppose D⊂R,f:D→R, and E is the set of interior points of D at which f is differentiable. We call the function f′:E→R defined by
f′(x)=limh→0f(x+h)−f(x)h
the derivative of f.
Let n∈Z+ and define f:R→R by f(x)=xn. Then
f′(x)=limh→0(x+h)n−xnh=limh→0xn+nxn−1h+∑nk=2(nk)xn−khk−xnh=limh→0(nxn−1+n∑k=2(nk)xn−khk−1)=nxn−1.
Define f:R→R by f(x)=|x|. Then
f(0+h)−f(0)h=|h|h={1, if h>0,−1, if h<0.
Hence
limh→0−f(0+h)−f(0)h=−1
and
limh→0+f(0+h)−f(0)h=1.
Thus f is not differentiable at 0.
Show that if c∈R and f(x)=c for all x∈R, then f′(x)=0 for all x∈R.
Define f:[0,+∞)→[0,+∞) by f(x)=√x. Show that f′:(0,+∞)→(0,+∞) is given by
f′(x)=12√x.
Define f:R→R by
f(x)={x, if x<0,x2, if x≥0.
Is f differentiable at 0?
Define f:R→R by
f(x)={x2, if x<0,x3, if x≥0.
Is f differentiable at 0?
If f is differentiable at a, then f is continuous at a.
- Proof
-
If f is differentiable at a, then
limx→a(f(x)−f(a))=limx→a(f(x)−f(a)x−a)(x−a)=f′(a)(0)=0.
Hence limx→af(x)=f(a), and so f is continuous at a. Q.E.D.
6.2.1 The Rules
Suppose f is differentiable at a and α∈R. Then αf is differentiable at a and (αf)′(a)=αf′(a).
Prove the previous proposition.
Suppose f and g are both differentiable at a. Then f+g is differentiable at a and (f+g)′(a)=f′(a)+g′(a).
Prove the previous proposition.
(Product rule).
Suppose f and g are both differentiable at a. Then fg is differentiable at a and
(fg)′(a)=f(a)g′(a)+g(a)f′(a).
- Proof
-
We have
(fg)′(a)=limh→0f(a+h)g(a+h)−f(a)g(a)h=limh→0f(a+h)g(a+h)−f(a)g(a+h)+f(a)g(a+h)−f(a)g(a)h=limh→0(g(a+h)f(a+h)−f(a)h+f(a)g(a+h)−g(a)h)=g(a)f′(a)+f(a)g′(a).
where we know limh→0g(a+h)=g(a) by the continuity of g at a, which in turn follows from the assumption that g is differentiable at a. Q.E.D.
Given n∈Z+ and f(x)=xn, use induction and the product rule to show that f′(x)=nxn−1.
(Quotient rule).
Suppose D⊂R,f:D→R,g:D→R, a is in the interior of D, and g(x)≠0 for all x∈D. If f and g are both differentiable at a, then fg is differentiable at a and
(fg)′(a)=g(a)f′(a)−f(a)g′(a)(g(a))2.
- Proof
-
(fg)′(a)=limh→0f(a+h)g(a+h)−f(a)g(a)h=limh→0f(a+h)g(a)−f(a)g(a+h)hg(a+h)g(a)=limh→0f(a+h)g(a)−f(a)g(a)+f(a)g(a)−f(a)g(a+h)hg(a+h)g(a)=limh→0g(a)f(a+h)−f(a)h−f(a)g(a+h)−g(a)hg(a+h)g(a)=g(a)f′(a)−f(a)g′(a)(g(a))2;
where we know limh→0g(a+h)=g(a) by the continuity of g at a, which in turn follows from the assumption that g is differentiable at a. Q.E.D.
Show that for any integer n≠0, if f(x)=xn, then f′(x)=nxn−1.
(Chain rule).
Suppose D⊂R,E⊂R,g:D→R,f:E→R,g(D)⊂E,g is differentiable at a, and f is differentiable at g(a). Then f∘g is differentiable at a and
(f∘g)′(a)=f′(g(a))g′(a).
- Proof
-
Since a is an interior point of D and g(a) is an interior point of E, we may choose δ>0 so that (a−δ,a+δ)⊂D and ϵ>0 so that (g(a)−ϵ,g(a)+ϵ)⊂E. Define φ:(−δ,δ)→R by
φ(h)={g(a+h)−g(a)−g′(a)hh, if h≠0,0, if h=0,
and ψ:(−ϵ,ϵ)→R by
ψ(h)={f(g(a)+h)−f(g(a))−f′(g(a))hh, if h≠0,0, if h=0.
The assumption that g is differentiable at a implies that φ is continuous at 0 and the assumption that f is differentiable at g(a) implies that ψ is continuous at 0. Moreover, note that
g(a+h)=hφ(h)+g′(a)h+g(a)
for h∈(−δ,δ) and
f(g(a)+h)=hψ(h)+f′(g(a))h+f(g(a))
for h∈(−ϵ,ϵ). From (6.2.12) we have
f(g(a+h))=f(hφ(h)+g′(a)h+g(a))
for h∈(−δ,δ). Now
limh→0(hφ(h)+g′(a)h)=0,
so we may choose γ>0 so that γ≤δ and
|hφ(h)+g′(a)h|<ϵ
whenever h∈(−γ,γ). Thus, using (6.2.13) and (6.2.14),
f(g(a+h))=(hφ(h)+g′(a)h)ψ(hφ(h)+g′(a)h)+f′(g(a))(hφ(h)+g′(a)h)+f(g(a)),
so
f(g(a+h))−f(g(a))=(hφ(h)+g′(a)h)ψ(hφ(h)+g′(a)h)+f′(g(a))(hφ(h)+g′(a)h)=hφ(h)ψ(hφ(h)+g′(a)h)+hg′(a)ψ(hφ(h)+g′(a)h)+f′(g(a))φ(h)h+f′(g(a))g′(a)h.
Hence
f(g(a+h))−f(g(a))h=f′(g(a))g′(a)+φ(h)ψ(hφ(h)+g′(a)h)+g′(a)ψ(hφ(h)+g′(a)h)+f′(g(a))φ(h).
Now
limh→0φ(h)=0,
limh→0(hφ(h)+g′(a)h)=0,
and, since φ and ψ are continuous at 0,
limh→0ψ(hφ(h)+g′(a)h)=0.
Thus
limh→0f(g(a+h))−f(g(a))h=f′(g(a))g′(a).
Q.E.D.
Suppose D⊂R,f:D→R is one-to-one, a is in the interior of D,f(a) is in the interior of f(D),f−1 is continuous at f(a), and f is differentiable at a with f′(a)≠0. Then f−1 is differentiable at f(a) and
(f−1)′(f(a))=1f′(a).
- Proof
-
Choose δ>0 so that (f(a)−δ,f(a)+δ)⊂f(D). For h∈(−δ,δ), let
k=f−1(f(a)+h)−a.
Then
f−1(f(a)+h)=a+k,
so
f(a)+h=f(a+k)
and
h=f(a+k)−f(a).
Hence
f−1(f(a)+h)−f−1(f(a))h=a+k−af(a+k)−f(a)=1f(a+k)−f(a)k.
Now if h→0, then k→0 (since f−1 is continuous at f(a)), and so
limh→0f−1(f(a)+h)−f−1(f(a))h=limk→01f(a+k)−f(a)k=1f′(a).
Q.E.D.
For n∈Z+, define f:[0,+∞)→R by f(x)=n√x. Then f is the inverse of g:[0,+∞)→R defined by g(x)=xn. Thus, for any x∈(0,+∞),
f′(x)=1g′(f(x))=1n(n√x)n−1=1nx1n−1.
Let n≠0 be a rational number and let f(x)=xn. Show that f′(x)=nxn−1.