The Leibnitz Formula for the nth Derivative of a Product Theorem 1.

Let u(x) and v(x) be functions of class C n , i.e. functions with continuous nth derivative. Then their product is also of class C n , and dn [u(x)v(x)] = dxn where is the usual binomial coecient. Proof. This proceeds by induction on n, the result being trivial for n = 0 and reducing for n = 1 to the well-known rule for dierentiating a product (once). Suppose then that dn1 [uv] = dxn1 where u
(r) n1 n

r=0

n r =

dr dnr [u(x)] nr [v(x)], dxr dx

n r

n! r!(n r)!

r=0

n 1 (r) (n1r) u v r Then n1 r

for some n 1,

dr u , dxr

(n1r)

dn1r v . dxn1r n1

dn (uv) = dxn
n1

u(r) v (nr) + u(r+1) v (n1r)

n2

r=0

= uv

(n)

+
r=1 n1

n 1 (r) (nr) u v + r

= uv (n) +
r=1

n 1 (r) (nr) u v + r
n1

r=0 n1

n 1 (r+1) (n1r) u v + u(n) v r n 1 (r) (nr) u v + u(n) v r1 u(r) v (nr) + u(n) v,

r=1

= uv (n) +
r=1

n1 n1 + r r1

where (n 1)! (n 1)! (n 1)! n1 n1 + = [(n r) + r] = + = r r1 r!(n 1 r)! (r 1)!(n r)! r!(n r)! so n1 n dn n (r) (nr) n (r) (nr) (n) (n) (uv) = uv + u v +u v = u v . n r r dx r=1 r=0 This completes the proof by induction on n.

n , r