6.2: Derivatives
- Page ID
- 22672
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\(\newcommand{\avec}{\mathbf a}\) \(\newcommand{\bvec}{\mathbf b}\) \(\newcommand{\cvec}{\mathbf c}\) \(\newcommand{\dvec}{\mathbf d}\) \(\newcommand{\dtil}{\widetilde{\mathbf d}}\) \(\newcommand{\evec}{\mathbf e}\) \(\newcommand{\fvec}{\mathbf f}\) \(\newcommand{\nvec}{\mathbf n}\) \(\newcommand{\pvec}{\mathbf p}\) \(\newcommand{\qvec}{\mathbf q}\) \(\newcommand{\svec}{\mathbf s}\) \(\newcommand{\tvec}{\mathbf t}\) \(\newcommand{\uvec}{\mathbf u}\) \(\newcommand{\vvec}{\mathbf v}\) \(\newcommand{\wvec}{\mathbf w}\) \(\newcommand{\xvec}{\mathbf x}\) \(\newcommand{\yvec}{\mathbf y}\) \(\newcommand{\zvec}{\mathbf z}\) \(\newcommand{\rvec}{\mathbf r}\) \(\newcommand{\mvec}{\mathbf m}\) \(\newcommand{\zerovec}{\mathbf 0}\) \(\newcommand{\onevec}{\mathbf 1}\) \(\newcommand{\real}{\mathbb R}\) \(\newcommand{\twovec}[2]{\left[\begin{array}{r}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\ctwovec}[2]{\left[\begin{array}{c}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\threevec}[3]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\cthreevec}[3]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\fourvec}[4]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\cfourvec}[4]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\fivevec}[5]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\cfivevec}[5]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\mattwo}[4]{\left[\begin{array}{rr}#1 \amp #2 \\ #3 \amp #4 \\ \end{array}\right]}\) \(\newcommand{\laspan}[1]{\text{Span}\{#1\}}\) \(\newcommand{\bcal}{\cal B}\) \(\newcommand{\ccal}{\cal C}\) \(\newcommand{\scal}{\cal S}\) \(\newcommand{\wcal}{\cal W}\) \(\newcommand{\ecal}{\cal E}\) \(\newcommand{\coords}[2]{\left\{#1\right\}_{#2}}\) \(\newcommand{\gray}[1]{\color{gray}{#1}}\) \(\newcommand{\lgray}[1]{\color{lightgray}{#1}}\) \(\newcommand{\rank}{\operatorname{rank}}\) \(\newcommand{\row}{\text{Row}}\) \(\newcommand{\col}{\text{Col}}\) \(\renewcommand{\row}{\text{Row}}\) \(\newcommand{\nul}{\text{Nul}}\) \(\newcommand{\var}{\text{Var}}\) \(\newcommand{\corr}{\text{corr}}\) \(\newcommand{\len}[1]{\left|#1\right|}\) \(\newcommand{\bbar}{\overline{\bvec}}\) \(\newcommand{\bhat}{\widehat{\bvec}}\) \(\newcommand{\bperp}{\bvec^\perp}\) \(\newcommand{\xhat}{\widehat{\xvec}}\) \(\newcommand{\vhat}{\widehat{\vvec}}\) \(\newcommand{\uhat}{\widehat{\uvec}}\) \(\newcommand{\what}{\widehat{\wvec}}\) \(\newcommand{\Sighat}{\widehat{\Sigma}}\) \(\newcommand{\lt}{<}\) \(\newcommand{\gt}{>}\) \(\newcommand{\amp}{&}\) \(\definecolor{fillinmathshade}{gray}{0.9}\)Suppose \(D \subset \mathbb{R}, f: D \rightarrow \mathbb{R}, a\) is an interior point of \(D,\) and \(f\) is differentiable at \(a .\) We call
\[\lim _{x \rightarrow a} \frac{f(x)-f(a)}{x-a}\]
the derivative of \(f\) at \(a,\) which we denote \(f^{\prime}(a)\).
Note that if \(f\) is differentiable at \(a,\) then
\[\lim _{x \rightarrow a} \frac{f(x)-f(a)}{x-a}=\lim _{h \rightarrow 0} \frac{f(a+h)-f(a)}{h}.\]
Suppose \(D \subset \mathbb{R}, f: D \rightarrow \mathbb{R},\) and \(E\) is the set of interior points of \(D\) at which \(f\) is differentiable. We call the function \(f^{\prime}: E \rightarrow \mathbb{R}\) defined by
\[f^{\prime}(x)=\lim _{h \rightarrow 0} \frac{f(x+h)-f(x)}{h}\]
the derivative of \(f\).
Let \(n \in \mathbb{Z}^{+}\) and define \(f: \mathbb{R} \rightarrow \mathbb{R}\) by \(f(x)=x^{n} .\) Then
\[\begin{aligned} f^{\prime}(x) &=\lim _{h \rightarrow 0} \frac{(x+h)^{n}-x^{n}}{h} \\ &=\lim _{h \rightarrow 0} \frac{x^{n}+n x^{n-1} h+\sum_{k=2}^{n}\left(\begin{array}{l}{n} \\ {k}\end{array}\right) x^{n-k} h^{k}-x^{n}}{h} \\ &=\lim _{h \rightarrow 0}\left(n x^{n-1}+\sum_{k=2}^{n}\left(\begin{array}{l}{n} \\ {k}\end{array}\right) x^{n-k} h^{k-1}\right) \\ &=n x^{n-1}.\end{aligned}\]
Define \(f: \mathbb{R} \rightarrow \mathbb{R}\) by \(f(x)=|x| .\) Then
\[\frac{f(0+h)-f(0)}{h}=\frac{|h|}{h}=\left\{\begin{aligned} 1, & \text { if } h>0, \\-1, & \text { if } h<0. \end{aligned}\right.\]
Hence
\[\lim _{h \rightarrow 0^{-}} \frac{f(0+h)-f(0)}{h}=-1\]
and
\[\lim _{h \rightarrow 0+} \frac{f(0+h)-f(0)}{h}=1.\]
Thus \(f\) is not differentiable at \(0 .\)
Show that if \(c \in \mathbb{R}\) and \(f(x)=c\) for all \(x \in \mathbb{R},\) then \(f^{\prime}(x)=0\) for all \(x \in \mathbb{R}\).
Define \(f:[0,+\infty) \rightarrow[0,+\infty)\) by \(f(x)=\sqrt{x} .\) Show that \(f^{\prime}:(0,+\infty) \rightarrow(0,+\infty)\) is given by
\[f^{\prime}(x)=\frac{1}{2 \sqrt{x}}.\]
Define \(f: \mathbb{R} \rightarrow \mathbb{R}\) by
\[f(x)=\left\{\begin{array}{ll}{x,} & {\text { if } x<0,} \\ {x^{2},} & {\text { if } x \geq 0.}\end{array}\right.\]
Is \(f\) differentiable at \(0 ?\)
Define \(f: \mathbb{R} \rightarrow \mathbb{R}\) by
\[f(x)=\left\{\begin{array}{ll}{x^{2},} & {\text { if } x<0,} \\ {x^{3},} & {\text { if } x \geq 0.}\end{array}\right.\]
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
\[\lim _{x \rightarrow a}(f(x)-f(a))=\lim _{x \rightarrow a}\left(\frac{f(x)-f(a)}{x-a}\right)(x-a)=f^{\prime}(a)(0)=0.\]
Hence \(\lim _{x \rightarrow a} f(x)=f(a),\) and so \(f\) is continuous at \(a\). \(\quad\) Q.E.D.
6.2.1 The Rules
Suppose \(f\) is differentiable at \(a\) and \(\alpha \in \mathbb{R} .\) Then \(\alpha f\) is differentiable at \(a\) and \((\alpha f)^{\prime}(a)=\alpha f^{\prime}(a)\).
Prove the previous proposition.
Suppose \(f\) and \(g\) are both differentiable at \(a .\) Then \(f+g\) is differentiable at \(a\) and \((f+g)^{\prime}(a)=f^{\prime}(a)+g^{\prime}(a)\).
Prove the previous proposition.
(Product rule).
Suppose \(f\) and \(g\) are both differentiable at a. Then \(f g\) is differentiable at \(a\) and
\[(f g)^{\prime}(a)=f(a) g^{\prime}(a)+g(a) f^{\prime}(a).\]
- Proof
-
We have
\[\begin{aligned}(f g)^{\prime}(a) &=\lim _{h \rightarrow 0} \frac{f(a+h) g(a+h)-f(a) g(a)}{h} \\ &=\lim _{h \rightarrow 0} \frac{f(a+h) g(a+h)-f(a) g(a+h)+f(a) g(a+h)-f(a) g(a)}{h} \\ &=\lim _{h \rightarrow 0}\left(g(a+h) \frac{f(a+h)-f(a)}{h}+f(a) \frac{g(a+h)-g(a)}{h}\right) \\ &=g(a) f^{\prime}(a)+f(a) g^{\prime}(a). \end{aligned}\]
where we know \(\lim _{h \rightarrow 0} g(a+h)=g(a)\) by the continuity of \(g\) at \(a,\) which in turn follows from the assumption that \(g\) is differentiable at \(a .\) \(\quad\) Q.E.D.
Given \(n \in \mathbb{Z}^{+}\) and \(f(x)=x^{n},\) use induction and the product rule to show that \(f^{\prime}(x)=n x^{n-1}\).
(Quotient rule).
Suppose \(D \subset \mathbb{R}, f: D \rightarrow \mathbb{R}, g: D \rightarrow \mathbb{R}\), \(a\) is in the interior of \(D\), and \(g(x) \neq 0\) for all \(x \in D .\) If \(f\) and \(g\) are both differentiable at \(a\), then \(\frac{f}{g}\) is differentiable at \(a\) and
\[\left(\frac{f}{g}\right)^{\prime}(a)=\frac{g(a) f^{\prime}(a)-f(a) g^{\prime}(a)}{(g(a))^{2}}.\]
- Proof
-
\[\begin{aligned}\left(\frac{f}{g}\right)^{\prime}(a) &=\lim _{h \rightarrow 0} \frac{\frac{f(a+h)}{g(a+h)}-\frac{f(a)}{g(a)}}{h} \\ &=\lim _{h \rightarrow 0} \frac{f(a+h) g(a)-f(a) g(a+h)}{h g(a+h) g(a)} \\ &=\lim _{h \rightarrow 0} \frac{f(a+h) g(a)-f(a) g(a)+f(a) g(a)-f(a) g(a+h)}{h g(a+h) g(a)} \\ &=\lim _{h \rightarrow 0} \frac{g(a)\frac{f(a+h)-f(a)}{h}-f(a) \frac{g(a+h)-g(a)}{h}}{g(a+h)g(a)} \\ &=\frac{g(a) f^{\prime}(a)-f(a) g^{\prime}(a)}{(g(a))^{2}}; \end{aligned}\]
where we know \(\lim _{h \rightarrow 0} g(a+h)=g(a)\) by the continuity of \(g\) at \(a,\) which in turn follows from the assumption that \(g\) is differentiable at \(a .\) \(\quad\) Q.E.D.
Show that for any integer \(n \neq 0,\) if \(f(x)=x^{n},\) then \(f^{\prime}(x)=n x^{n-1}\).
(Chain rule).
Suppose \(D \subset \mathbb{R}, E \subset \mathbb{R}, g: D \rightarrow \mathbb{R}, f: E \rightarrow\mathbb{R}, g(D) \subset E, g\) is differentiable at \(a,\) and \(f\) is differentiable at \(g(a) .\) Then \(f \circ g\) is differentiable at \(a\) and
\[(f \circ g)^{\prime}(a)=f^{\prime}(g(a)) g^{\prime}(a).\]
- Proof
-
Since \(a\) is an interior point of \(D\) and \(g(a)\) is an interior point of \(E,\) we may choose \(\delta>0\) so that \((a-\delta, a+\delta) \subset D\) and \(\epsilon>0\) so that \((g(a)-\epsilon, g(a)+\epsilon) \subset E\). Define \(\varphi:(-\delta, \delta) \rightarrow \mathbb{R}\) by
\[\varphi(h)=\left\{\begin{array}{ll}{\frac{g(a+h)-g(a)-g^{\prime}(a) h}{h},} & {\text { if } h \neq 0,} \\ {0,} & {\text { if } h=0,}\end{array}\right.\]
and \(\psi:(-\epsilon, \epsilon) \rightarrow \mathbb{R}\) by
\[\psi(h)=\left\{\begin{array}{ll}{\frac{f(g(a)+h)-f(g(a))-f^{\prime}(g(a)) h}{h},} & {\text { if } h \neq 0,} \\ {0,} & {\text { if } h=0.}\end{array}\right.\]
The assumption that \(g\) is differentiable at \(a\) implies that \(\varphi\) is continuous at 0 and the assumption that \(f\) is differentiable at \(g(a)\) implies that \(\psi\) is continuous at \(0 .\) Moreover, note that
\[g(a+h)=h \varphi(h)+g^{\prime}(a) h+g(a)\]
for \(h \in(-\delta, \delta)\) and
\[f(g(a)+h)=h \psi(h)+f^{\prime}(g(a)) h+f(g(a))\]
for \(h \in(-\epsilon, \epsilon) .\) From \((6.2 .12)\) we have
\[f(g(a+h))=f\left(h \varphi(h)+g^{\prime}(a) h+g(a)\right)\]
for \(h \in(-\delta, \delta) .\) Now
\[\lim _{h \rightarrow 0}\left(h \varphi(h)+g^{\prime}(a) h\right)=0,\]
so we may choose \(\gamma>0\) so that \(\gamma \leq \delta\) and
\[\left|h \varphi(h)+g^{\prime}(a) h\right|<\epsilon\]
whenever \(h \in(-\gamma, \gamma) .\) Thus, using \((6.2 .13)\) and \((6.2 .14)\),
\[f(g(a+h))=\left(h \varphi(h)+g^{\prime}(a) h\right) \psi\left(h \varphi(h)+g^{\prime}(a) h\right)+f^{\prime}(g(a))\left(h \varphi(h)+g^{\prime}(a) h\right)+f(g(a)),\]
so
\[\begin{aligned} f(g(a+h))-f(g(a))=&\left(h \varphi(h)+g^{\prime}(a) h\right) \psi\left(h \varphi(h)+g^{\prime}(a) h\right) \\ &+f^{\prime}(g(a))\left(h \varphi(h)+g^{\prime}(a) h\right) \\=& h \varphi(h) \psi\left(h \varphi(h)+g^{\prime}(a) h\right) \\ &+h g^{\prime}(a) \psi\left(h \varphi(h)+g^{\prime}(a) h\right) \\ &+f^{\prime}(g(a)) \varphi(h) h+f^{\prime}(g(a)) g^{\prime}(a) h. \end{aligned}\]
Hence
\[\begin{aligned} \frac{f(g(a+h))-f(g(a))}{h}=f^{\prime}(g(a)) g^{\prime}(a)+\varphi(h) \psi\left(h \varphi(h)+g^{\prime}(a) h\right) \\+g^{\prime}(a) \psi\left(h \varphi(h)+g^{\prime}(a) h\right)+f^{\prime}(g(a)) \varphi(h). \end{aligned}\]
Now
\[\lim _{h \rightarrow 0} \varphi(h)=0,\]
\[\lim _{h \rightarrow 0}\left(h \varphi(h)+g^{\prime}(a) h\right)=0,\]
and, since \(\varphi\) and \(\psi\) are continuous at 0,
\[\lim _{h \rightarrow 0} \psi\left(h \varphi(h)+g^{\prime}(a) h\right)=0.\]
Thus
\[\lim _{h \rightarrow 0} \frac{f(g(a+h))-f(g(a))}{h}=f^{\prime}(g(a)) g^{\prime}(a).\]
Q.E.D.
Suppose \(D \subset \mathbb{R}, f: D \rightarrow \mathbb{R}\) 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 \(f^{\prime}(a) \neq 0 .\) Then \(f^{-1}\) is differentiable at \(f(a)\) and
\[\left(f^{-1}\right)^{\prime}(f(a))=\frac{1}{f^{\prime}(a)}.\]
- Proof
-
Choose \(\delta>0\) so that \((f(a)-\delta, f(a)+\delta) \subset f(D) .\) For \(h \in(-\delta, \delta),\) 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
\[\frac{f^{-1}(f(a)+h)-f^{-1}(f(a))}{h}=\frac{a+k-a}{f(a+k)-f(a)}=\frac{1}{\frac{f(a+k)-f(a)}{k}}.\]
Now if \(\left.h \rightarrow 0, \text { then } k \rightarrow 0 \text { (since } f^{-1} \text { is continuous at } f(a)\right),\) and so
\[\lim_{h \rightarrow 0} \frac{f^{-1}(f(a)+h)-f^{-1}(f(a))}{h}=\lim_{k \rightarrow 0} \frac{1}{\frac{f(a+k)-f(a)}{k}}=\frac{1}{f^{\prime}(a)}.\]
Q.E.D.
For \(n \in Z^{+},\) define \(f:[0,+\infty) \rightarrow \mathbb{R}\) by \(f(x)=\sqrt[n]{x} .\) Then \(f\) is the inverse of \(g:[0,+\infty) \rightarrow \mathbb{R}\) defined by \(g(x)=x^{n} .\) Thus, for any \(x \in(0,+\infty)\),
\[f^{\prime}(x)=\frac{1}{g^{\prime}(f(x))}=\frac{1}{n(\sqrt[n]{x})^{n-1}}=\frac{1}{n} x^{\frac{1}{n}-1}.\]
Let \(n \neq 0\) be a rational number and let \(f(x)=x^{n} .\) Show that \(f^{\prime}(x)=n x^{n-1}\).