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Differentiability

NGUYEN CANH Nam1

1 Faculty of Applied Mathematics Department of Applied Mathematics and Informatics Hanoi University of Technologies namnc@mail.hut.edu.vn

HUT - 2010

Mathematics I - Chapter 9

Agenda

Mathematics I - Chapter 9

Denition

Denition Let S be an open subset of IR, and let f : U IR. We say that f is differentiable at c S iff

xc

lim

f (x) f (c) x c

exists. The limit, if it exists, is written as f (a). We say that f is differentiable in S if and only if it is differentiable at each c in S. Note that the emphasis on the existence of the limit. Differentiation is as much about showing the existence of the derivative, as calculating the value of the derivative. NGUYEN CANH Nam Mathematics I - Chapter 9

Denition

Denition Let S be an open subset of IR, and let f : U IR. We say that f is differentiable at c S iff

xc

lim

f (x) f (c) x c

exists. The limit, if it exists, is written as f (a). We say that f is differentiable in S if and only if it is differentiable at each c in S. Note that the emphasis on the existence of the limit. Differentiation is as much about showing the existence of the derivative, as calculating the value of the derivative. NGUYEN CANH Nam Mathematics I - Chapter 9

Denition

Denition Let S be an open subset of IR, and let f : U IR. We say that f is differentiable at c S iff

xc

lim

f (x) f (c) x c

exists. The limit, if it exists, is written as f (a). We say that f is differentiable in S if and only if it is differentiable at each c in S. Note that the emphasis on the existence of the limit. Differentiation is as much about showing the existence of the derivative, as calculating the value of the derivative. NGUYEN CANH Nam Mathematics I - Chapter 9

Denition Let S be an open subset of IR, and let f : U IR. We say that f is differentiable at c S iff

xc

lim

f (x) f (c) x c

Differentiability

continue...

(ii) The value f (c) at x = c is the slope of the tangent line to y = f (x) there. Thus the equation of the tangent line to y = f (x) at (x, f (c)) is y = f (c) + f (c)(x c).

Mathematics I - Chapter 9

Differentiability

continue...

(ii) The value f (c) at x = c is the slope of the tangent line to y = f (x) there. Thus the equation of the tangent line to y = f (x) at (x, f (c)) is y = f (c) + f (c)(x c).

Mathematics I - Chapter 9

Differentiability

continue...

Example

1

Let f (x) = ax + b. Show, directly from the denition, that f (x) = a. We must compute lim

2

Consider f (x) = x n . For all x we have f (x + x) f (x) = (x + x)n x n = nx n1 x + . . . + x n Hence f (x) = lim

x0

f (x + x) f (x) = nx n1 x

Mathematics I - Chapter 9

Differentiability

continue...

Example

1

Let f (x) = ax + b. Show, directly from the denition, that f (x) = a. We must compute lim

2

Consider f (x) = x n . For all x we have f (x + x) f (x) = (x + x)n x n = nx n1 x + . . . + x n Hence f (x) = lim

x0

f (x + x) f (x) = nx n1 x

Mathematics I - Chapter 9

Differentiability

continue...

f f is dened on a closed interval [a, b], Denition ?? does not allow for the existence of a derivative at the endpoints x = a and x = b. As we did for the continuity, we extend the denition to allow for a right derivative at x = a and a left derivative at x = b. f (a + h) f (a) , h f (b + h) f (b) h

f+ (a) = lim+

h0

f = lim

h0

We now say that f is differentiable on [a, b] if f (x) exists for all x in (a, b) and f+ (a) and f (b) both exist.

NGUYEN CANH Nam Mathematics I - Chapter 9

Differentiability

continue...

f f is dened on a closed interval [a, b], Denition ?? does not allow for the existence of a derivative at the endpoints x = a and x = b. As we did for the continuity, we extend the denition to allow for a right derivative at x = a and a left derivative at x = b. f (a + h) f (a) , h f (b + h) f (b) h

f+ (a) = lim+

h0

f = lim

h0

We now say that f is differentiable on [a, b] if f (x) exists for all x in (a, b) and f+ (a) and f (b) both exist.

NGUYEN CANH Nam Mathematics I - Chapter 9

Differentiability

continue...

f f is dened on a closed interval [a, b], Denition ?? does not allow for the existence of a derivative at the endpoints x = a and x = b. As we did for the continuity, we extend the denition to allow for a right derivative at x = a and a left derivative at x = b. f (a + h) f (a) , h f (b + h) f (b) h

f+ (a) = lim+

h0

f = lim

h0

We now say that f is differentiable on [a, b] if f (x) exists for all x in (a, b) and f+ (a) and f (b) both exist.

NGUYEN CANH Nam Mathematics I - Chapter 9

Continuity

Proposition (Differentiability implies continuity) Let f be differentiable at a. Then f is continuous at a. Remark The inverse statement is not correct. Let f (x) = |x|; then f is continuous everywhere, but not differentiable at 0. Indeed, we already know that |x| is continuous. Recall that |x| = x if x 0, while |x| = x if x < 0. Thus lim f (x) f (0) x 0 = lim = 1, x 0 x0+ x 0

x0+

f (x) f (0) x 0 = lim = 1. x 0 x0 x 0 Thus both of the one-sided limits exist, but are unequal, so the limit does not exist.

x0

while

lim

Mathematics I - Chapter 9

Continuity

Proposition (Differentiability implies continuity) Let f be differentiable at a. Then f is continuous at a. Remark The inverse statement is not correct. Let f (x) = |x|; then f is continuous everywhere, but not differentiable at 0. Indeed, we already know that |x| is continuous. Recall that |x| = x if x 0, while |x| = x if x < 0. Thus lim f (x) f (0) x 0 = lim = 1, x 0 x0+ x 0

x0+

f (x) f (0) x 0 = lim = 1. x 0 x0 x 0 Thus both of the one-sided limits exist, but are unequal, so the limit does not exist.

x0

while

lim

Mathematics I - Chapter 9

Theorem If functions f and g are differentiable at x, and if C is a constant, then the functions f + g, f g and Cf are all differentiable at x and (f + g) (x) = f (x) + g (x) (f g) (x) = f (x) g (x) (Cf ) (x) = Cf (x)

Mathematics I - Chapter 9

Theorem If functions f and g are differentiable at x then their product fg is also differentiable at x, and (fg) (x) = f (x)g(x) + f (x)g (x)

Mathematics I - Chapter 9

Theorem If functions f is differentiable at x and f (x) = 0 then 1/f is also differentiable at x, and f (x) 1 ( ) (x) = f f (x)2

Mathematics I - Chapter 9

The product rule and the reciprocal rule can be combined to provide a rule for differentiating a quotient of two functions. Observe that f (x) g(x) = (f (x) 1 1 g (x) ) = f (x) + f (x) g(x) g(x) g(x)2 f (x)g(x) f (x)g (x) g(x)2

Mathematics I - Chapter 9

Theorem If functions f is differentiable at u = g(x) and g(x) is differentiable at x the the composite function f g(x) = f (g(x)) is differentiable at x, and (f g) (x) = fu (g(x))g (x) Example Find [(Cx)n ] . From previous examples we know that (x n ) = nx n1 and (Cx) = C So [(Cx)n ] = n(Cx)n1 C.

NGUYEN CANH Nam Mathematics I - Chapter 9

Inverse function

Theorem Suppose that f has an inverse function f 1 . If f is differentiable at f 1 (x) and f (f 1 (x)) is not equal to zero, then f 1 is differentiable at x and the following differentiation formula holds. [f 1 (x)] = Example The function y = x 2 (for positive x) has inverse x = yx = 2x

NGUYEN CANH Nam

1 f (f 1 (x))

y.

1 xy = 2 y

Mathematics I - Chapter 9

f (x) ex 1 x ln a 1 x 1 1 x2 1 1 x2 1 1 + x2

Mathematics I - Chapter 9

Denition

From the denition of a differentiable function f (x) we have f (x + x) f (x) = f (x)x + o(x) where lim o(x) = 0. x0 x The product f (x)x is call innitesimal of f (x) at x, denote by df , i.e., df = f (x)x

. Consider f (x) = x we then have dx = (1)x. It means x = dx. Hence df = f (x)dx df . or equivalently f (x) = dx

NGUYEN CANH Nam Mathematics I - Chapter 9

Innitesimal

continue...

Remark The innitesimal is invariant. Consider a differentiable function f (u) and u = g(x) is also a differentiable function. We have df = fu du. On the other hand, u = g(x) is differentiable so du = gx dx Hence df = fu gx dx = fx dx (by the chain rule).

NGUYEN CANH Nam Mathematics I - Chapter 9

Innitesimal

continue...

Example Calculate First d(x 3 2x 6 x 9 ) = (3x 2 12x 5 9x 8 )dx. Secondly, d(x 3 2x 6 x 9 ) = (1 4x 3 3(x 3 )2 )d(x 3 ) = (1 4x 3 3(x 3 )2 )(3x 2 dx) = (3x 2 12x 5 9x 8 )dx. d(x 3 2x 6 x 9 ) d(x 3 )

Mathematics I - Chapter 9

Innitesimal

continue...

Example Calculate First d(x 3 2x 6 x 9 ) = (3x 2 12x 5 9x 8 )dx. Secondly, d(x 3 2x 6 x 9 ) = (1 4x 3 3(x 3 )2 )d(x 3 ) = (1 4x 3 3(x 3 )2 )(3x 2 dx) = (3x 2 12x 5 9x 8 )dx. d(x 3 2x 6 x 9 ) d(x 3 )

Mathematics I - Chapter 9

Innitesimal

continue...

Example Calculate First d(x 3 2x 6 x 9 ) = (3x 2 12x 5 9x 8 )dx. Secondly, d(x 3 2x 6 x 9 ) = (1 4x 3 3(x 3 )2 )d(x 3 ) = (1 4x 3 3(x 3 )2 )(3x 2 dx) = (3x 2 12x 5 9x 8 )dx. d(x 3 2x 6 x 9 ) d(x 3 )

Mathematics I - Chapter 9

Innitesimal

Approximately calculation

From the equality f (x + x) f (x) = f (x)x + o(x) we have f (x + x) f (x) + f (x)x Example Calculate approximately ln(e + 1) 1 Let f (x) = ln x then f (x) = . So x f (e + 1) = f (e) +

NGUYEN CANH Nam

1 1 = 1, 368 e

Mathematics I - Chapter 9

If x = x(t) and y = y (t) where x(t) and y (t) are differentiable. So dy dy dt = dx dt dx equivalenty y yx = t xt

Mathematics I - Chapter 9

Denitions

Denition If the derivative y = f (x) of a function y = f (x) is itself differentiable at x, we can calculate its derivative, which we call the second derivative of f and denote by y = f (x). Similarly, you can consider third-, fourth-, and in general nth-order derivatives. The prime notation is inconvenient for derivatives of high order, so we denote the order by a superscript in parentheses, the nth derivative of y = f (x) is y (n) = f (n) (x) and it is dened by f (n) (x) = [f (n1) (x)]

Mathematics I - Chapter 9

Example

Example

1

Consider f (x) = x k , k IN . Then f (n) (x) = k (k 1)...(k n + 1)x k n if n k and f (n) (x) = 0 if n > k .

2 3

The function f (x) = ex has f (n) (x) = ex for all n Let f (x) = cos x. We can prove that, by induction, f (n) (x) = cos(x +

NGUYEN CANH Nam Mathematics I - Chapter 9

n ). 2

Example

Example

1

Consider f (x) = x k , k IN . Then f (n) (x) = k (k 1)...(k n + 1)x k n if n k and f (n) (x) = 0 if n > k .

2 3

The function f (x) = ex has f (n) (x) = ex for all n Let f (x) = cos x. We can prove that, by induction, f (n) (x) = cos(x +

NGUYEN CANH Nam Mathematics I - Chapter 9

n ). 2

Example

Example

1

Consider f (x) = x k , k IN . Then f (n) (x) = k (k 1)...(k n + 1)x k n if n k and f (n) (x) = 0 if n > k .

2 3

The function f (x) = ex has f (n) (x) = ex for all n Let f (x) = cos x. We can prove that, by induction, f (n) (x) = cos(x +

NGUYEN CANH Nam Mathematics I - Chapter 9

n ). 2

(f + g)(n) = f (n) + g (n) , for all n differentiable functions f and g Example x Given y = sin2 . Find y (7) . 2 We have sin2 so (sin2 , IR

x 1 cos x = 2 2

NGUYEN CANH Nam Mathematics I - Chapter 9

Leibnitzs rule For all n differentiable functions f and g we have

n

(fg)(n) =

k =0 k where Cn =

k Cn f (nk ) g (k )

n! . k !(n k )!

Example Find y (3) if y = x 3 sin x. Let f (x) = x 3 , g(x) = sin x, we have f = 3x 2 ,f = 6x, f

(3) 0 C3 fg 1 C3 f

=6 = cos x

3 + C3 f g 2 C3 f g

NGUYEN CANH Nam Mathematics I - Chapter 9

Leibnitzs rule For all n differentiable functions f and g we have

n

(fg)(n) =

k =0 k where Cn =

k Cn f (nk ) g (k )

n! . k !(n k )!

Example Find y (3) if y = x 3 sin x. Let f (x) = x 3 , g(x) = sin x, we have f = 3x 2 ,f = 6x, f

(3) 0 C3 fg 1 C3 f

=6 = cos x

3 + C3 f g 2 C3 f g

NGUYEN CANH Nam Mathematics I - Chapter 9

Leibnitzs rule For all n differentiable functions f and g we have

n

(fg)(n) =

k =0 k where Cn =

k Cn f (nk ) g (k )

n! . k !(n k )!

Example Find y (3) if y = x 3 sin x. Let f (x) = x 3 , g(x) = sin x, we have f = 3x 2 ,f = 6x, f

(3) 0 C3 fg 1 C3 f

=6 = cos x

3 + C3 f g 2 C3 f g

NGUYEN CANH Nam Mathematics I - Chapter 9

Denition

The second innitesimal of a function f (x) at a point (if exists) is the innitesimal of df (df is called the rst innitesimal), denoted by d 2 f , d 2 f = d(df ). In general we have d n f = d(d (n1) f )

Mathematics I - Chapter 9

Higher-order innitesimal

continue...

Remark The higher-order innitesimal is no more invariant. Consider the function f (x) = x 2 we have df = 2xdx and d 2 f = 2(dx)2 . If we put x = t 2 then d 2 f = 2(2tdt)2 = 8t 2 (dt)2 . On the other hand, f = t 4 , by the denition df = 4t 3 dt and d 2 f = 12t 2 (dt)2 .

Mathematics I - Chapter 9

Higher-order innitesimal

continue...

Remark The higher-order innitesimal is no more invariant. Consider the function f (x) = x 2 we have df = 2xdx and d 2 f = 2(dx)2 . If we put x = t 2 then d 2 f = 2(2tdt)2 = 8t 2 (dt)2 . On the other hand, f = t 4 , by the denition df = 4t 3 dt and d 2 f = 12t 2 (dt)2 .

Mathematics I - Chapter 9

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