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34 DerivativeProofs

The document discusses different notations for derivatives, including: - Leibniz notation, Newton notation, and Lagrange notation - The definition of a derivative as the limit of (f(x+h) - f(x))/h as h approaches 0 - Equivalent "Little Oh" formulas for derivatives in both multiplicative and additive forms - Examples of applying the "Little Oh" formulas to differentiate common functions

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0% found this document useful (0 votes)
122 views30 pages

34 DerivativeProofs

The document discusses different notations for derivatives, including: - Leibniz notation, Newton notation, and Lagrange notation - The definition of a derivative as the limit of (f(x+h) - f(x))/h as h approaches 0 - Equivalent "Little Oh" formulas for derivatives in both multiplicative and additive forms - Examples of applying the "Little Oh" formulas to differentiate common functions

Uploaded by

api-3738981
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Different Notations for Derivatives x + h, f (x + h)


(x1, y1)

f (x + h) − f (x)
) )

∆y = y1 − y2
( x ( t

f
f

=
=

y
y

∆x = x1 − x2 h
(x2, y2)

x, f (x)
∆y y2 − y 1 f (x1) − f (x2) f (x + h) − f (x)
= = =
∆x x2 − x 1 x1 − x 2 h
dy f (x2) − f (x1) f (x + h) − f (x)
= lim = lim = f 0(x)
dx x2→x1 x2 − x1 x+h→x h
d
y Leibniz Newton ẏ Lagrange y0
dx
Different Notations for Derivatives u, f (u)

(x1, y1)

) )

∆y = y1 − y2
t

f (u) − f (x)
( x (

f
f

=
=

y
y

∆x = x1 − x2  u−x
(x2, y2) x, f (x)
∆y y2 − y 1 f (x1) − f (x2) f (u) − f (x)
= = =
∆x x2 − x 1 x1 − x 2 u−x
dy f (x2) − f (x1) f (u) − f (x)
= lim = lim = f 0(x)
dx x2→x1 x2 − x 1 u→x u−x
d
y Leibniz Newton ẏ Lagrange y0
dx
f (x + h) − f (x)
A derivative’s definition, lim = f 0(x),
h→0 h
f (x + h) − f (x)
is equivalent to = f 0(x) + o(1),
h

which is also equivalent to

The “Little Oh” Formulas for a Derivative:


0

f (x + h) − f (x) = f (x) + o(1) h,
(multiplicative form)
f (x + h) = f (x) + f 0(x)h + o(h) (additive form).
f (u) − f (x)
The definition of a derivative, lim = f 0(x),
u→x u−x
f (u) − f (x)
is equivalent to = f 0(x) + o(1),
u−x

which is also equivalent to

The “Little Oh” Formulas for a Derivative:


0

f (u) − f (x) = f (x) + o(1) (u − x)
(multiplicative form),
f (u) = f (x)+ f 0(x)(u − x) + o(u − x)
(additive form).
The “Little Oh” Formula for a Derivative:
f (x + h) = f (x) + f 0(x)h + o(h)

Whenever we have
f (x + h) = a + bh + o(h)
then it must also be true that:
The value of f at x, f (x), equals a;
The derivative of f at x, f 0(x) equals b; and,
The graph of y = f (x + h) has the graph of
y = a + bh
as the line tangent to that curve at the point where h = 0.
The “Little Oh” Formula for a Derivative:
f (u) = f (x) + f 0(x)(u − x) + o(u − x)

Whenever we have
f (u) = a + b(u − x) + o(u − x)
then it must also be true that:
The value of f at x, f (x), equals a;
The derivative of f at x, f 0(x) equals b; and,
The graph of y = f (u) has the graph of
y = a + b(u − x)
as the line tangent to that curve at the point (x, a).
y
0

x + h, f (x) + f (x)h
x)
t −
) (
0( x o(h)
f
)+ 0

x + h, f (x) + f (x)h + o(h)


(x )
=
f f (t
y y=
 f (x + h) = f (x) + f 0(x)h + o(h)
x, f (x)


x t
x+h
y
0

u, f (x) + f (x)(u − x)
x)
t −
) (
0 (x o(u − x)
f
) +


0

x u, f (x) + f (x)(u − x) + o(u − x)
f( f (t
)
=
y y=

x, f (x)


f (u) = f (x) + f 0(x)(u − x) + o(u − x)

x u t
Compare with the “Little Oh” Formula for Continuity:
f (x + h) = f (x) + o(1)
y

( t)
f
= o(1)
y

y = f (x)

x t
x+h
Compare with the “Little Oh” Formula for Continuity:
f (u) = f (x) + o(1)
y

( t)
f
= o(1)
y

y = f (x)

x u t
Differentiation Examples in “Little-Oh” Notation

f (x + h) = f (x) + f 0(x)h + o(h) :

(x + h)2 = x2 + 2x · h + h2
= x2 + 2x · h + o(h)

(x + h)3 = x3 + 3x2 · h + 3x · h2 + h3
= x3 + 3x2 · h + 3x · o(h) + o(h)
= x3 + 3x2 · h + o(h)
Differentiation Examples in “Little-Oh” Notation

f (u) = f (x) + f 0(x)(u − x) + o(u − x) :

u2 = x2 + 2x · (u − x) + (u − x)2
= x2 + 2x · (u − x) + o(u − x)

u3 = x3 + 3x2 · (u − x) + 3x · (u − x)2 + (u − x)3


= x3 + 3x2 · (u − x) + 3x · o(u − x) + o(u − x)
= x3 + 3x2 · (u − x) + o(u − x)
 
h
1−
1 1 x
=   =   
x+h h h h
x 1+ x 1+ 1−
x x x
 
h
1−
1 1
 
x h
=  2 = − 2  
h x x 1 − o(h)
x 1− 2
x
1
  
h 
= − 2 1 + o(h)
x x
1 1 1
= − · h + o(h)
x+h x x2
u−x
 
1−
1 1 x
=  =
u−x u−x u−x
   
u
x 1+ x 1+ 1−
x x x
u−x
 
1−
1 u−x 1
 
x
= 2 = −  
(u − x) x2

x 1 − o(u − x)
x 1−
x2
1 u−x
   
= − 1 + o(u − x)
x x2
1 1 1
= − · (u − x) + o(u − x)
u x x2
d 1 1
Another way to show =− for x 6= 0
dx x x2
would be to simplify

 !
1 1 1 1 1

h
− + − 2 h = − + 2
x+h x x x+h x x
x2 − (x + h)x + h(x + h)
=
(x + h)x2
x2 − x2 − hx + hx + h2
=
(x + h)x2
h2
= 2
= o(h)
(x + h)x
as h → 0.
d 1 1
Another way to show =− for x 6= 0
dx x x2
would be to simplify
!
1 1 1 1 1 u−x
 
− + − 2 (u − x) = − +
u x x u x x2
x2 − ux + u2 − ux
=
ux2
x2 − 2ux + u2
=
ux2
(u − x)2
= 2
= o(u − x)
ux
as u → x.
Theorem: Differentiability implies Continuity

Proof: f (x + h) = f (x) + f 0(x)(h) + o(h)


= f (x) + o(1)

Examples: (x + h)2 = x2 + 2x(h) + o(h)


= x2 + o(1)

(x + h)3 = x3 + 3x2(h) + o(h)


= x3 + o(1)

1 1 1
= − (h) + o(h)
x+h x x2
1
= + o(1)
x
Theorem: Differentiability implies Continuity

Proof: f (u) = f (x) + f 0(x)(u − x) + o(u − x)


= f (x) + o(1)

Examples: u2 = x2 + 2x(u − x) + o(u − x)


= x2 + o(1)

u3 = x3 + 3x2(u − x) + o(u − x)
= x3 + o(1)

1 1 1
= − (u − x) + o(u − x)
u x x2
1
= + o(1)
x
Rules for Derivatives
d d d
(f (x) + g(x)) = f (x) + g(x)
dx dx dx

Proof: If f (x + h) = f (x) + f 0(x)h + o(h),


and if g(x + h) = g(x) + g 0(x)h + o(h),
f (x + h) + g(x + h) = f (x) + f 0(x)h + o(h)
+ g(x) + g 0(x)h + o(h).
f (x + h) + g(x + h) = f (x) + g(x)
0 0

+ f (x) + g (x) h
+ o(h).
Rules for Derivatives
d d d
(f (u) + g(x)) = f (x) + g(x)
dx dx dx

Proof: If f (u) = f (x) + f 0(x)(u − x) + o(u − x),


and if g(u) = g(x) + g 0(x)(u − x) + o(u − x),
f (u) + g(u) = f (x) + f 0(x)(u − x) + o(u − x)
+ g(x) + g 0(x)(u − x) + o(u − x).
f (u) + g(u) = f (x) + g(x)
0 0

+ f (x) + g (x) (u − x)
+ o(u − x).
d d d
(f (x) − g(x)) = f (x) − g(x)
dx dx dx

Proof: If f (x + h) = f (x) + f 0(x)h + o(h),


and if g(x + h) = g(x) + g 0(x)h + o(h),
f (x + h) − g(x + h) = f (x) + f 0(x)h + o(h)
− g(x) − g 0(x)h − o(h).
f (x + h) − g(x + h) = f (x) − g(x)
0 0

+ f (x) − g (x) h
+ o(h).
d d d
(f (x) − g(x)) = f (x) − g(x)
dx dx dx

Proof: If f (u) = f (x) + f 0(x)(u − x) + o(u − x),


and if g(u) = g(x) + g 0(x)(u − x) + o(u − x),
f (u) − g(u) = f (x) + f 0(x)(u − x) + o(u − x)
− g(x) − g 0(x)(u − x) + o(u − x).
f (u) − g(u) = f (x) − g(x)
0 0

+ f (x) − g (x) (u − x)
+ o(u − x).
d d d
(f (x) · g(x)) = f (x) · g(x) + f (x) · g(x)
dx dx dx

Proof: If f (x + h) equals f (x) + f 0(x)h + o(h),


and if g(x + h) equals g(x) + g 0(x)h + o(h),

0

then f (x + h) · g(x + h) equals f (x) + f (x)h + o(h)
0

· g(x) + g (x)h + o(h) ,
d d d
(f (x) · g(x)) = f (x) · g(x) + f (x) · g(x)
dx dx dx

Proof: If f (u) = f (x) + f 0(x)(u − x) + o(u − x),


and if g(u) = g(x) + g 0(x)(u − x) + o(u − x),

0

f (u) · g(u) = f (x) + f (x)(u − x) + o(u − x)
0

· g(x) + g (x)(u − x) + o(u − x) ,
which, when multiplied out, equals:
f (x)g(x) + f (x)g 0(x)h + f (x) · o(h)
+ f 0(x)g(x)h + f 0(x)g 0(x)h2
+ f 0(x)h · o(h)
+ g(x) · o(h)
+ g 0(x)h · o(h)
+ o(h) · o(h)

so that f (x + h)g(x + h) equals


0 0

f (x)g(x) + f (x)g(x) + f (x)g (x) h + o(h).
which, when multiplied out, equals:
f (x)g(x) + f (x)g 0(x)(u − x) + f (x) · o(u − x)
+ f 0(x)g(x)(u − x) + f 0(x)g 0(x)(u − x)2
+ f 0(x)(u − x) · o(u − x)
+ g(x) · o(u − x)
+ g 0(x)(u − x) · o(u − x)
+ o(u − x) · o(u − x)

so that f (u)g(u) equals


0 0

f (x)g(x) + f (x)g(x) + f (x)g (x) (u − x) + o(u − x).
d
Chain Rule: f (g(x)) = f 0(g(x))g 0(x)
dx
Proof: If f and g are differentiable,
0

then g(x + h) − g(x) equals g (x) + o(1) (h),
0

and f (y + k) − f (y) equals f (y) + o(1) (k).

If each y equals g(x) and each k equals g(x + h) − g(x),


so that y + k equals g(x) + g(x + h) − g(x) = g(x + h),

This makes f (g(x + h)) − f (g(x)) equal to


 
0
 
f g(x) + o(1) g(x + h) − g(x)
 
0 0
 
equals f g(x) + o(1) g (x) + o(1) (h),
 
equals f 0 g(x) g 0(x) + o(1) (h).

d
Chain Rule: f (g(x)) = f 0(g(x))g 0(x)
dx

Proof: If f and g are differentiable,


0

then g(u) − g(x) equals g (x) + o(1) (u − x),
0

and f (v) − f (y) equals f (y) + o(1) (v − y).
If we let each v equal g(u) and each y equal g(x),

This makes f (g(u)) − f (g(x) equal to


 
0
 
f g(x) + o(1) g(u) − g(x)
 
0 0
 
= f g(x) + o(1) g (x) + o(1) (u − x),
 
= f 0 g(x) g 0(x) + o(1) (u − x).

d 1 g 0(x)
Reciprocal Rule: =− for g(x) 6= 0.
dx g(x) g 2(x)

Proof:
1 1
If f (u) = for u 6= 0, then f (g(x)) =
u g(x)
1 1
f 0(u) = − for u 6= 0, and f 0(g(x)) = − .
u2 g 2(x)
d
The Chain Rule, f (g(x)) = f 0(g(x))g 0(x),
dx
d 1 1
then yields =− g 0(x).
dx g(x) g 2(x)
Quotient Rule:
d f (x) f 0(x)g(x) − f (x)g 0(x)
= 2
for g(x) 6= 0.
dx g(x) g (x)

d f (x) 1
 
d
= f (x) ·
dx g(x) dx g(x)
1 1
   
d d
= f (x) · + f (x) ·
dx g(x) dx g(x)
0
1 g (x)
 
0
= f (x) · + f (x) · − 2
g(x) g (x)
f 0(x) f (x)g 0(x)
= −
g(x) g 2(x)
f 0(x)g(x) f (x)g 0(x)
= 2
− 2
.
g (x) g (x)

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