Section IV: Calculus

15 DERIVATIVES

Definition of a Derivative
Suppose y = f(x). The derivative of y or f(x) is defined as

dy f ( x + h) − f ( x ) f ( x + ∆x ) − f ( x )
15.1. = lim = lim
dx h→0 h ∆x → 0 ∆x

where h = ∆x. The derivative is also denoted by y′, df/dx or f ′(x). The process of taking a derivative is called
differentiation.

General Rules of Differentiation

In the following, u, , w are functions of x; a, b, c, n are constants (restricted if indicated); e = 2.71828 … is the
natural base of logarithms; ln u is the natural logarithm of u (i.e., the logarithm to the base e) where it is assumed
that u > 0 and all angles are in radians.

d
15.2. (c) = 0
dx
d
15.3. (cx ) = c
dx
d
15.4. (cx n ) = ncx n−1
dx
d du d dw
15.5. (u ± ± w ± ) = ± ± ±
dx dx dx dx
d du
15.6. (cu) = c
dx dx
d d du
15.7. (u ) = u +
dx dx dx
d dw d du
15.8. (u w) = u + uw + w
dx dx dx dx
d  u (du /dx ) − u(d /dx )
15.9. =
dx   2

d n du
15.10. (u ) = nu n−1
dx dx

dy dy du
15.11. = (Chain rule)
dx du dx

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DERIVATIVES 63

du 1
15.12. =
dx dx /du
dy dy/du
15.13. =
dx dx/du

Derivatives of Trigonometric and Inverse Trigonometric Functions

d du
15.14. sin u = cos u
dx dx
d du
15.15. cos u = − sin u
dx dx
d du
15.16. tan u = sec 2 u
dx dx
d du
15.17. cot u = − csc 2 u
dx dx
d du
15.18. sec u = sec u tan u
dx dx
d du
15.19. csc u = − csc u cot u
dx dx
d 1 du  π π
15.20. sin −1 u = − 2 < sin u < 2 
−1
dx 1− u 2 dx

d −1 du
15.21. cos −1 u = [0 < cos −1 u < π ]
dx 1 − u 2 dx

d 1 du  π π
15.22. tan −1 u = − 2 < tan u < 2 
−1
dx 1 + u 2 dx
d −1 du
15.23. cot −1 u = [0 < cot −1 u < π ]
dx 1 + u 2 dx
d 1 du ±1 du + if 0 < sec −1 u < π / 2
15.24. sec −1 u = = − if π / 2 < sec −1 u < π 
dx | u | u −1
2 dx u u − 1 dx
2

d −1 du ∓1 du − if 0 < csc −1 u < π / 2 

15.25. csc −1 u = = + if − π / 2 < csc −1 u < 0
dx | u | u −1
2 dx u u − 1 dx
2
 

Derivatives of Exponential and Logarithmic Functions

d loga e du
15.26. loga u = a ≠ 0, 1
dx u dx
d d 1 du
15.27. ln u = loge u =
dx dx u dx
d u du
15.28. a = a u ln a
dx dx
 64 DERIVATIVES

d u du
15.29. e = eu
dx dx
d d d du d
15.30. u = e ln u
=e ln u
[ ln u] = u −1
+ u ln u
dx dx dx dx dx

Derivatives of Hyperbolic and Inverse Hyperbolic Functions

d du
15.31. sinh u = cosh u
dx dx
d du
15.32. cosh u = sinh u
dx dx
d du
15.33. tanh u = sech 2 u
dx dx
d du
15.34. coth u = −csch 2 u
dx dx
d du
15.35. sech u = −sech u tanh u
dx dx
d du
15.36. csch u = − csch u coth u
dx dx
d 1du
15.37. sinh −1 u =
dx u + 1 dx
2

d ±1 du
15.38. cosh −1 u = + if cosh −1 u > 0, u > 1
dx u 2 − 1 dx − if cosh −1 u < 0, u > 1
d 1 du
15.39. tanh −1 u = [–1 < u < 1]
dx 1 − u 2 dx
d 1 du
15.40. coth −1 u = [u > 1 or u < –1]
dx 1 − u 2 dx
d ∓1 du
15.41. sech −1u = − if sech −1 u > 0, 0 < u < 1
dx u 1− u 2 dx + if sech −1 u < 0, 0 < u < 1
 
d −1 du ∓1 du
15.42. csch −1u = = [– if u > 0, + if u < 0]
dx | u | 1 + u dx u 1 + u dx
2 2

Higher Derivatives
The second, third, and higher derivatives are defined as follows.

d  dy d 2 y
15.43. Second derivative = = = f ′′( x ) = y ′′
dx  dx  dx 2

15.44. Third derivative = d  d y = d y = f ′′′( x ) = y ′′′

2 3

 2
dx  dx  dx 3

n −1
nth derivative = d  d y = d y = f ( n ) ( x ) = y ( n )
n
15.45.
 
dx  dx n−1  dx n
DERIVATIVES 65

Leibniz’s Rule for Higher Derivatives of Products

dp d pu
Let Dp stand for the operator so that D p
u = = the pth derivative of u. Then
dx p dx p
 n  n
15.46. D n (u ) = uD n +   ( Du)( D n −1 ) +   ( D 2 u)( D n − 2 ) +  + D n u
1  2

 n  n
where   ,   ,… are the binomial coefficients (see 3.5).
1  2

As special cases we have

d2 d2 du d d 2u
15.47. (u ) = u + 2 +
dx 2 dx 2 dx dx dx 2
d3 d3 du d 2 d 2u d d 3u
15.48. (u ) = u + 3 + 3 +
dx 3 dx 3 dx dx 2 dx 2 dx dx 3

Differentials
Let y = f(x) and ∆y = f ( x + ∆x ) − f ( x ). Then

∆y f ( x + ∆x ) − f ( x ) dy
15.49. = = f ′( x ) + ! = +!
∆x ∆x dx

where ! → 0 as ∆x → 0. Thus,

15.50. ∆y = f ′( x )∆x + ! ∆x

If we call ∆x = dx the differential of x, then we define the differential of y to be

15.51. dy = f ′( x ) dx

Rules for Differentials

The rules for differentials are exactly analogous to those for derivatives. As examples we observe that

15.52. d (u ± ± w ± ) = du ± d ± dw ± 

15.53. d (u ) = u d + du

 u du − u d
15.54. d  =
  2

15.55. d (u n ) = nu n−1du

15.56. d (sin u) = cos u du

15.57. d (cos u) = − sin u du

DERIVATIVES
66 DERIVATIVES

Partial Derivatives
Let z = f (x, y) be a function of the two variables x and y. Then we define the partial derivative of z or f(x, y) with
respect to x, keeping y constant, to be

∂f f ( x + ∆x , y) − f ( x , y)
15.58. = lim
∂x ∆x →0 ∆x
This partial derivative is also denoted by ∂z/∂x , f x , or z x .
Similarly the partial derivative of z = f (x, y) with respect to y, keeping x constant, is defined to be

∂f f ( x , y + ∆y) − f ( x , y)
15.59. = lim
∂y ∆y→0 ∆y

This partial derivative is also denoted by ∂z/∂y, f y , or z y .

Partial derivatives of higher order can be defined as follows:

∂2 f ∂  ∂f  ∂2 f ∂  ∂f 
= =
∂x 2 ∂x  ∂x  ∂y 2 ∂y  ∂y
15.60. ,

∂2 f ∂  ∂f  ∂2 f ∂  ∂f 
= =
∂x ∂y ∂x  ∂y ∂y ∂x ∂y  ∂x 
15.61. ,

The results in 15.61 will be equal if the function and its partial derivatives are continuous; that is, in such
cases, the order of differentiation makes no difference.
Extensions to functions of more than two variables are exactly analogous.

Multivariable Differentials
The differential of z = f(x, y) is defined as

∂f ∂f
15.62. dz = df = dx + dy
∂x ∂y

where dx = ∆x and dy = ∆y. Note that dz is a function of four variables, namely x, y, dx, dy, and is linear in the
variables dx and dy.
Extensions to functions of more than two variables are exactly analogous.

EXAMPLE: Let z = x2 + 5xy + 2y3. Then

zx = 2x + 5y and zy = 5x + 6y2
and hence
dz = (2x + 5y) dx + (5x + 6y2) dy
Suppose we want to find dz for dx = 2, dy = 3 and at the point P (4, 1), i.e., when x = 4 and y = 1. Substitution
yields
dz = (8 + 5)2 + (20 + 6)3 = 26 + 78 = 104