Chapter 01: Differentiation

RECAP

Derivative. Given a function 𝑓: 𝑋 → ℝ and 𝑎 ∈ ℝ the following limit

𝑓 𝑎 + ℎ − 𝑓(𝑎)
𝑓! 𝑎 = lim
"→$ ℎ
is called the (first) derivative of 𝑓 at 𝑎.
https://www.geogebra.org/m/p7qqucf9#:~:text=Author%3A%20Simona%20Riva,represents%20the%20independent%20variable%20increment.

!
1. Linearity of differentiation: 𝑏𝑓 𝑥 + 𝑐𝑔 𝑥 = 𝑏𝑓 ! 𝑥 + 𝑐𝑔′(𝑥)

!
2. Derivative of a product (product rule): 𝑓 𝑥 𝑔 𝑥 = 𝑓 ! 𝑥 𝑔 𝑥 + 𝑓 𝑥 𝑔! 𝑥

% & ! %! (&)' & *% & '!(&)

3. Derivative of a ratio (quotient rule): =
' & ' & "

4. Derivative of a composition (chain rule): 𝑓(𝑔 𝑥 )! = 𝑓 ! 𝑔(𝑥) 𝑔′(𝑥)

1.1 IMPLICIT FUNCTIONS AND THEIR DIFFERENTIATION

Historically, implicit functions appeared in the study of “correspondences” of the type

"
𝑥 ! + 𝑦 ! 𝑥 − 2𝑦 ! − = 0, related to trajectories of mechanical devices, like bodies of
"#
different shapes being pulled on a surface with friction or wheels rolling on flat or curved
surfaces. The concept of modern derivative originated from the problem of trying to find the
tangent line to a specific point on such curves.
One of the characteristics of implicit functions, as opposed to explicit functions, is that it may
not be possible to solve for 𝑦 and find a unique expression of the type 𝑦 = 𝑓(𝑥), or, when it is
possible, such a closed expression is likely to be extremely complicated.
Definition (implicit function). An implicit function is an expression in two variables 𝑥 and 𝑦
satisfying the relation
𝑔 𝑥, 𝑦 = 0
where 𝑔 is a function or combination of functions of any type.
1.1 IMPLICIT FUNCTIONS AND THEIR DIFFERENTIATION

𝑥 $ + 𝑦 $ − 3𝑥𝑦 = 0 𝑥! + 𝑦! ! − 10 𝑥 ! − 𝑦 ! = 0
Folium of Descartes Cassini oval
1.1 IMPLICIT FUNCTIONS AND THEIR DIFFERENTIATION

1
𝑥! + 𝑦! 𝑥 − 2𝑦 ! − =0 𝑥 − 1 𝑥 ! + 𝑦 ! + 2𝑥 ! = 0
16
Conchoid of de Sluze
Cissoid of Diocles
1.1 IMPLICIT FUNCTIONS AND THEIR DIFFERENTIATION

To find the derivative of implicit functions we differentiate both sides with respect to 𝑥, noting
that 𝑦 = 𝑦 𝑥 , i.e. 𝑦 is a function of 𝑥. This means that whenever we encounter 𝑦, we need to
used the chain rule. For example:
𝑑 ! 𝑑𝑦
𝑦 = 2𝑦
𝑑𝑥 𝑑𝑥

And when necessary, the standard rules of differentiation have to be applied. For example:
𝑑 ! !
𝑑𝑦
3𝑥𝑦 = 3𝑦 + 3𝑥 2 2𝑦
𝑑𝑥 𝑑𝑥
%&
Then, solve the expression found for %'
and obtain an expression in terms of 𝑥 and 𝑦.
1.1 IMPLICIT FUNCTIONS AND THEIR DIFFERENTIATION

Consider the Folium of Descartes: 𝑥 $ + 𝑦 $ − 3𝑥𝑦 = 0

$ $
1. Verify that the point 𝑃( , ) is on the curve.
! !
2. Find the equation of the tangent line to 𝑃.
3. Find the equation of the line perpendicular to the tangent at 𝑃.
1.1 IMPLICIT FUNCTIONS AND THEIR DIFFERENTIATION
%&
Find the derivative %' given the relation 𝑥𝑒 & = cos(𝑥𝑦)
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION

The process of differentiation can be iterated to produce higher order derivatives. This means
differentiating a function twice produces a second derivative, differentiating three times
produces a third derivative and so on. We denote higher order derivatives as follows:
𝑦, 𝑦 ( , 𝑦 (( , 𝑦 ((( , 𝑦 (((( , …
𝑦, 𝑦 " ,𝑦 ! ,𝑦 $ , 𝑦 (*) , …
Or using Leibniz notation:
𝑑 𝑑 𝑑 𝑑 𝑑!
= 2 = !
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
Therefore,
𝑑𝑦 𝑑!𝑦 𝑑$𝑦
, !, $,…
𝑑𝑥 𝑑𝑥 𝑑𝑥
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION

Given 𝑦 = cos 2𝑥 − 3 sin 2𝑥, calculate the first three derivatives.

1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION

Definition (Relative maximum). Given a

function 𝑓: 𝑋 → ℝ, a value 𝑎𝜖𝑋 is said to be
a relative maximum if, for every value 𝑥 in an 𝑓(𝑎)
interval 𝐼 containing 𝑎 as an interval point 𝑓(𝑥! ) 𝑓(𝑥" )
(i.e. not on the edge of the interval), we
have 𝑓 𝑥 ≤ 𝑓 𝑎 .
𝑥$
[ 𝑥#
𝑏
Similarly for a relative minimum with [𝑥 𝑎 𝑥"
] ]
!

𝑓 𝑥 ≥𝑓 𝑎 .
The definition sometimes specifies that the
interval is an open one, ensuring that 𝑎 is 𝑓(𝑥$ )
𝑓(𝑥# )
not on the edge.
𝑓(𝑏)
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION

Definition (Stationary point). Given a function 𝑓: 𝑋 → ℝ differentiable in 𝑋 ⊆ ℝ, a point

(𝑎, 𝑓 𝑎 ) with 𝑎𝜖𝑋 is said to be a stationary point if 𝑓 ( 𝑎 = 0
Theorem (Maxima, minima and stationary points). Consider a function 𝑓: 𝑋 → ℝ where 𝑋 ⊆
ℝ. If a value 𝑎𝜖𝑋 is a relative maximum (or minimum) and is internal to 𝑋, then it is a
stationary point.
Note. The point must be internal to 𝑋 i.e. it must not belong to the edge of the interval.
Note. It is intuitive to understand that when a point is max/min, the tangent line is horizontal
and the gradient is zero, i.e. 𝑓 ( 𝑎 = 0
Note. It is possible to have absolute (i.e. global) maxima or minima which are not stationary,
though only at the edge of a finite domain.
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION

'"
Consider 𝑓 𝑥 = − 𝑥 ! − 3𝑥 − 12 and the interval 𝑋 = [−4,6]. Find all the stationary
$
points (𝑥, 𝑓 𝑥 ) in this interval. Find the values of the function at the edges of the interval.
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION

Theorem (sign of the first derivative in an interval). Consider the function 𝑓: 𝑋 → ℝ where
𝑋 ⊆ ℝ and 𝑓 is differentiable in 𝑋. The function is increasing in the interval if and only if
𝑓′(𝑥) ≥ 0, for every 𝑥 in 𝑋. On the other hand, the function is decreasing if and only if
𝑓′(𝑥) ≤ 0, for every 𝑥 in 𝑋.
'"
Consider 𝑓 𝑥 = − 𝑥 ! − 3𝑥 − 12 and the interval 𝑋 = [−4,6]. Find whether the stationary
$
points found before are min/max.
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION

SECOND DERIVATIVE: CONVEXITY, CONCAVITY AND POINTS OF INFLECTION

Theorem (Sign of second derivative). Consider a function 𝑓: 𝑋 → ℝ where 𝑋 ⊂ ℝ and

(𝑎, 𝑓 𝑎 ) is a stationary point. If 𝑓 (( 𝑎 > 0, then it is a relative minimum. Vice versa, if
𝑓 (( 𝑎 < 0 then it is a relative maximum.
'# ! $ , !
Find the maxima and minima (if they exist) of 𝑓 𝑥 = *
− $𝑥 − !𝑥 + 6𝑥 − 3.
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION
Find the maxima and minima (if they exist) of 𝑓 𝑥 = 𝑥 ! ln 𝑥 in the interval 𝑋 = (0,1]
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION
Definition (Convexity). A function 𝑓: 𝑎, 𝑏 → ℝ is said to be convex in the interval 𝑎, 𝑏 if,
given any two points 𝑥" and 𝑥!in 𝑎, 𝑏 , the graph of 𝑓(𝑥) between the two points
𝑃"(𝑥", 𝑓 𝑥" ) and 𝑃!(𝑥!, 𝑓 𝑥! ) lies always below the segment 𝑃"𝑃!.
A concave function has the opposite property, i.e. the graph of 𝑓(𝑥) always lies above the
segment 𝑃"𝑃!.
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION
Theorem (Convexity, concavity and the sign of the second derivative). Consider a function
𝑓: 𝑎, 𝑏 → ℝ, which is twice differentiable. If 𝑓(𝑥) is such that 𝑓 (( 𝑥 > 0 for all 𝑥ϵ 𝑎, 𝑏 then
the function is convex in 𝑎, 𝑏 . Conversely, if 𝑓(𝑥) is such that 𝑓 (( 𝑥 < 0 for all 𝑥ϵ 𝑎, 𝑏 then
the function is concave in 𝑎, 𝑏 .
Find the intervals where the function 𝑓 𝑥 = 𝑥 !𝑒 ' is convex or concave.
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION

Theorem (Second derivative is zero). Consider a function 𝑓: 𝑋 → ℝ, which is twice

differentiable. If, for a value 𝑎 ∈ 𝑋 we have that 𝑓 (( 𝑎 = 0 three possibilities can occur:
1. If 𝑓 ( 𝑎 = 0 and 𝑓′′(𝑥) changes sign at 𝑥 = 𝑎, then the graph of the function has a
stationary point of inflection at 𝑥 = 𝑎.
2. If 𝑓 ( 𝑎 ≠ 0 and 𝑓′′(𝑥) changes sign at 𝑥 = 𝑎, then the graph of the function has a
ordinary point of inflection at 𝑥 = 𝑎
3. If 𝑓′′(𝑥) does not change sign at 𝑥 = 𝑎, then further study is required and we cannot
immediately conclude that there is a point of inflection at 𝑥 = 𝑎.
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION

Determine the nature of the stationary points of the graph of the curve 𝑓 𝑥 = 𝑥 $ − 9𝑥 ! +
24𝑥 + 1.
1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION

What is the nature of the stationary point (0,0) of the function 𝑓 𝑥 = 𝑥 * − 2𝑥 $.

1.2 HIGHER ORDER DERIVATIVES, STATIONARY POINTS AND OPTIMISATION

Is the point (0,0) a point of inflection in the function 𝑓 𝑥 = 𝑥 # − 𝑥 *.

 𝟎 7
1.3 L’HOPITAL’S RULE FOR INDEFINITE FORMS , , (∞ $ 𝟎)
𝟎 7

Theorem (L’Hôpital’s rule 1). Consider two functions 𝑓 𝑥 and 𝑔(𝑥), continuous and
differentiable in an interval 𝑋 ⊆ ℝ with the possible exception of a value 𝑎𝜖𝑋. If the three
following conditions occur:
1. 𝑓 𝑎 = 𝑔 𝑎 = 0, i.e. both functions are zero at 𝑎𝜖𝑋
2. 𝑔′(𝑥) ≠ 0, for every 𝑥 close to 𝑎 but 𝑥 ≠ 𝑎
/$ '
3. the limit of the ratio of the derivatives exists, i.e. lim 0$ ' =𝐿
'→.
with 𝐿 ∈ ℝ (i.e. 𝐿 is finite),
then the limit of the ratio of functions exists and is equal to the ratio of the derivatives, i.e.
𝑓 𝑥
lim =𝐿
'→. 𝑔 𝑥
 𝟎 7
1.3 L’HOPITAL’S RULE FOR INDEFINITE FORMS , , (∞ $ 𝟎)
𝟎 7

Note. This rule allows us to compute limits of the type

𝑓 𝑥 0
lim =
'→. 𝑔 𝑥 0
if the conditions (1)-(3) are met, then the limit is obtained by deriving both numerator and
denominator independently and calculating
𝑓′ 𝑥
lim
'→. 𝑔′ 𝑥
1
If the limit of derivatives still provides and indeterminate form of the type 1 we can iterate
the process to second, third, fourth, etc. derivative, until we resolve the indefinite form.
 𝟎 7
1.3 L’HOPITAL’S RULE FOR INDEFINITE FORMS , , (∞ $ 𝟎)
𝟎 7

Evaluate the following

' " 2$'2!
1. lim "
'→! ' 23

456 '
2. lim 76("8')
'→1
 𝟎 7
1.3 L’HOPITAL’S RULE FOR INDEFINITE FORMS , , (∞ $ 𝟎)
𝟎 7

Using L’Hôpital’s rule 1, verify that the following standard limits are correctly rediscovered.
456 '
• lim =1
'→1 '

"29:4 ' "

• lim =!
'→1 ' %

; & 2"
• lim =1
'→1 '

"8'2" "
• lim ' = !
'→1

76("8')
• lim =1
'→1 '
 𝟎 7
1.3 L’HOPITAL’S RULE FOR INDEFINITE FORMS , , (∞ $ 𝟎)
𝟎 7

Theorem (L’Hôpital’s rule 2). Consider two functions 𝑓 𝑥 and 𝑔(𝑥), continuous and
differentiable in an interval 𝑋 ⊆ ℝ with the possible exception of a value 𝑎𝜖𝑋. If the three
following conditions occur:
1. both functions 𝑓 𝑥 and 𝑔(𝑥) tend to infinity for 𝑥 → 𝑎, i.e. lim 𝑓(𝑥) = ∞ and lim 𝑔(𝑥) =
'→. '→.
∞
2. 𝑔′(𝑥) ≠ 0, for every 𝑥 close but not equal to 𝑎
/$ '
3. the limit of the ratio of the derivatives exists, i.e. lim 0$ ' =𝐿
'→.
with 𝐿 ∈ ℝ (i.e. 𝐿 is finite),
then, the limit of the ratio of functions exists and is equal to the ratio of the derivatives, i.e.
𝑓 𝑥
lim =𝐿
'→. 𝑔 𝑥
 𝟎 7
1.3 L’HOPITAL’S RULE FOR INDEFINITE FORMS , , (∞ $ 𝟎)
𝟎 7

Note. This rule applies also to the cases where 𝑓 𝑥 → −∞ and 𝑔 𝑥 → −∞.
Note. Both rules 1 and 2 apply also to the cases where 𝑥 → ∞ or 𝑥 → −∞, i.e. limits at
1 <
infinity, as long as the indefinite forms are of the type 1
and <
.
Using rule 2, determine the following limits
'%
1. lim ; &
'→<

76 '
2. lim
'→< '

76("8 '
3. lim
'→< "8'
 𝟎 7
1.3 L’HOPITAL’S RULE FOR INDEFINITE FORMS , , (∞ $ 𝟎)
𝟎 7

It is possible to re-express the indefinite form (0 2 ∞) so that it morphs into one of the two
indefinite forms for L’Hôpital’s rules.
Determine the following limits
=
1. lim 𝑥(arctan 𝑥 − !)
'→<

2. lim 𝑥 ln 𝑥
'→1
END OF LECTURE