Lecture 2: Exercise 4

Explanation
Here we switch gears a little bit, we are actually writing formal proofs of the fundamental rules of differentiation. This is a useful exercise,
but it is not vital to your understanding. On the other hand it is important that a theoretical physicist be able to prove things logically.

Hint
To prove the sum rule, you must apply the definition of differentiation.
To prove the product rule you need to recall that adding 0 does not change the whole expression.
To prove the chain rule you need to recall that multiplying by 1 does not change the whole expression.

Answer
Ÿ The sum rule
We first take the case for a sum of two functions uHxL and vHxL,
f HxL = uHxL + vHxL.
Now we write
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f Hx + D xL = uHx + D xL + vHx + D xL.

Then we have,
f Hx + D xL - f HxL = uHx + D xL + vHx + D xL - uHxL - vHxL.
Then,
f Hx + D xL - f HxL uHx + D xL + vHx + D xL - uHxL - v HxL
=
Dx Dx
f Hx + D xL - f HxL uHx + D xL - uHxL + vHx + D xL - v HxL
=
Dx Dx
f Hx + D xL - f HxL uHx + D xL - uHxL v Hx + D xL - vHxL
= +
Dx Dx Dx
f Hx + D xL - f HxL uHx + D xL - uHxL v Hx + D xL - vHxL
lim = lim + lim .
D x®0 Dx D x®0 Dx D x®0 Dx
So,

@uHxL + vHxLD =
d d d
uHxL + vHxL.
dx dx dx
This is the sum rule.
Ÿ The product rule
We first take the case for a sum of two functions uHxL and vHxL,
f HxL = uHxL vHxL.
We next write
f Hx + D xL = uHx + D xL vHx + D xL.
Then,
f Hx + D xL - f HxL = uHx + D xL vHx + D xL - uHxL vHxL
and
f Hx + D xL - f HxL uHx + D xL vHx + D xL - uHxL vHxL
=
Dx Dx
and then,
f Hx + D xL - f HxL uHx + D xL vHx + D xL - uHxL vHxL
lim = lim .
D x®0 Dx D x®0 Dx
We are stopped here, it is not clear how to proceed. Sometimes it is best to work backwards from what we are trying to prove to see if we can
link up with the place we got stuck. We are trying to prove that
uHx + D xL vHx + D xL - uHxL vHxL vHx + D xL - vHtL uHx + D xL - uHxL
lim = uHxL lim + vHxL lim .
D x®0 Dx D x®0 Dx D x®0 Dx
We can expand this, since we are taking the limit as D x ® 0, we can treat all other values as constants. So we have a constant times a limit,
this is the same as the limit of the constant times the function, a lim x = lim a x. So we can rewrite this,
uHx + D xL vHx + D xL - uHxL vHxL uHxL@vHx + D xL - vHtLD vHxL@uHx + D xL - uHxLD
lim = lim + lim =
D x®0 Dx D x®0 Dx D x®0 Dx
uHxL vHx + D xL - uHxL vHtL vHxL uHx + D xL - vHxL uHxL
lim + lim
D x®0 Dx D x®0 Dx
There is also a rule for limits that the limit of a sum is the sum of the limits,
uHx + D xL vHx + D xL - uHxL vHxL uHxL vHx + D xL - uHxL vHtL + vHxL uHx + D xL - vHxL uHxL
lim = lim
D x®0 Dx D x®0 Dx
We can always add 0 to the numerator, we just need to be clever about how we get 0. We can try all kinds of things, but I will not play with
you, we will use uHxL vHx + D xL - uHxL vHx + D xL
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HuHx + D xL vHx + D xL - uHxL vHxL + uHxL vHx + D xL - uHxL vHx + D xLL

uHx + D xL vHx + D xL - uHxL vHxL 1
lim = lim
D x®0 Dx D x®0 Dx
We can reorganize this,

HuHx + D xL vHx + D xL - uHxL vHx + D xL + uHxL vHx + D xL - uHxL vHxLL

uHx + D xL vHx + D xL - uHxL vHxL 1
lim = lim
D x®0 Dx D x®0 Dx
or,

H@uHx + D xL - uHxL D vHx + D xL + @vHx + D xL - vHxLD uHxL L

uHx + D xL vHx + D xL - uHxL vHxL 1
lim = lim
D x®0 Dx D x®0 Dx
and,
uHx + D xL vHx + D xL - uHxL vHxL @uHx + D xL - uHxL D vHx + D xL @vHx + D xL - vHxLD uHxL
lim = lim + lim
D x®0 Dx D x®0 Dx D x®0 Dx
which leads us to,
uHx + D xL vHx + D xL - uHxL vHxL @uHx + D xL - uHxL D vHx + D xL @vHx + D xL - vHxLD
lim = lim + uHxL lim
D x®0 Dx D x®0 Dx D x®0 Dx
we are almost there! There is a rule for limits that allows lim x y = lim x lim y,
uHx + D xL vHx + D xL - uHxL vHxL @uHx + D xL - uHxL D vHx + D xL @vHx + D xL - vHxLD
lim = lim lim + uHxL lim .
D x®0 Dx D x®0 Dx DxD x®0 D x®0 Dx
Now all we need to do is find limD x®0 vHx + D xL. It turns out that this is just vHxL. So we have,
uHx + D xL vHx + D xL - uHxL vHxL @uHx + D xL - uHxL D @vHx + D xL - vHxLD
lim = vHxL lim + uHxL lim .
D x®0 Dx D x®0 Dx D x®0 Dx
So we have proven the product rule.
Ÿ The Chain Rule
Here we are assuming that we have some function of x, f HxL. Let us further assume that x is a complicated expression that makes it difficult to
differentiate. So we rewrite the derivative of f @gHxLD. This takes advantage of the fact that you can always multiply a term by 1, you just need to
be clever in deciding how to get 1, in this case we multiply by d g  d g,
d f HxL d f HxL d g
=
dx dx dg
we can reorder this
d f HxL d f HgL d gHxL
= .
dx dg dx
This is the chain rule. Here we have transformed f from a function of x to a function of g, which is simpler than x. Then we take the
derivative f ' HgL and multiply it by the derivative g ' HxL. Then we substitute the value of gHxL for every instance of g in f ' HgL.