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2 Differentiation 32
1 The Derivative as a Limit . . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.1 Derivative of a function at a Point . . . . . . . . . . . . . . . . . 32
1.6 Differentiation on an Interval . . . . . . . . . . . . . . . . . . . . 33
1.11 Differentiation Rules . . . . . . . . . . . . . . . . . . . . . . . . . 36
1.17 Curves Defined by Parametric Equations . . . . . . . . . . . . . . 49
1
Chapter 2
Differentiation
We introduce and study in this chapter, the notion of derivative of a real-valued function
and some of the application of derivative.We start by defining the derivative as a limit.
f (x) − f (x0 )
lim exists
x→x0 x − x0
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Definition 1.3. Let f be a function and x0 a point at which f is defined.
f (x) − f (x0 )
lim− exists
x→x0 x − x0
and we write
f (x) − f (x0 )
f 0 (x−
0 ) = lim−
x→x0 x − x0
f (x) − f (x0 )
lim+ exists
x→x0 x − x0
and we write
f (x) − f (x0 )
f 0 (x+
0 ) = lim+
x→x0 x − x0
∆y
The quotient ∆x is called the average rate of change of y with respect to x and
∆y
lim∆x→0 ∆x is called the instantaneous rate of change.
33
3. We say f is differentiable on [a, b] if f is differentiable on (a, b), f is right differen-
tiable at a and left differentiable at b.
|x + h| − |x| x+h−x h
f 0 (x) = lim = lim = lim = 1
h→0 h h→0 h h→0 h
and so f is differentiable for any x > 0. Now suppose x < 0. Then |x| = −x and h can
be chosen small enough that x + h < 0 and so |x + h| = −(x + h). Therefore, for x < 0,
we have
Thus the limit does not exist at x = 0. Hence f is not differentiable at x = 0. Therefore
the function is differentiable everywhere except at x = 0.
Remark 1.8. Other Notations: If we use the traditional notation y = f (x) to indicate
that the independent variable is x and the dependent variable is y, then some common
alternative notations for the derivative are as follows;
dy d
f 0 (x) = y 0 = = f (x) = Df (x) = Dx f (x).
dx dx
d
The symbols D and dx are called differentiation operators because they indicate the
operation of differentiation which is the process of calculating a derivative. We can thus
rewrite the definition of derivative in Leibniz notation in the form
dy ∆y
= lim .
dx ∆x→0 ∆x
dy
If we want to indicate the value of a derivative dx
in Leibniz notation at specific number
a, we use the notation
dy dy
or
dx x=a dx x=a
34
√
Example 3. If f (x) = x − 1, find a formula for f 0 (x) and state the domain of f 0 (x).
Using the definition of derivative, we have
√ √
0 f (x + h) − f (x) x+h−1− x−1
f (x) = lim = lim
h→0 h h→0 h
1 1
= lim √ √ = √
h→0 x+h−1+ x−1 2 x−1
which exists whenever x > 1. Hence the domain of f 0 (x) = {x ∈ R : x ∈ (1, ∞)}.
Two desirable properties for a function to have are continuity and differentiability. The
following theorem shows how these properties are related.
f (x) − f (x0 )
f 0 (x0 ) = lim exists.
x→x0 x − x0
f (x) − f (x0 )
f (x) − f (x0 ) = (x − x0 ).
x − x0
Therefore
f (x) − f (x0 )
lim f (x) − f (x0 ) = lim · lim (x − x0 ) = f 0 (x0 ) · 0 = 0.
x→x0 x→x0 x − x0 x→x0
Now
Hence f is continuous at x0 .
Remark 1.10. Note that the converse of this theorem is not true. For example, the
function f (x) = |x| is continuous at x = 0 i.e.
35
How can a function fail to be Differentiable?
1. A function can fail to differentiable at x0 if the graph the function has a corner or
a kink in it at x0 . for example the function f (x) = |x| has a corner at the origin.
f (x) = |x|
the corner
2. Theorem (1.9) also says that if f is discontinuous at x0 , then the function is not
differentiable at x0 .
3. A third possibility is that the curve has a vertical tangent at x0 . That is the function,
f, is continuous at x0 and
lim |f 0 (x)| = ∞.
x→x0
y = f (x)
x0
f (x + h) − f (x) c−c
f 0 (x) = lim = lim = 0.
h→0 h h→0 h
36
Derivative of Power Function
a n
xn−1 1 − x x n − an
Sn = = .
1 − xa x−a
Therefore
f (x) − f (a) x n − an
f 0 (a) = lim = lim
x→a x−a x→a x − a
n−1
= lim (x + x a + xn−3 a2 + · · · + xan−2 + an−1 )
n−2
x→a
n−1
= a + an−2 a + an−3 a2 + · · · + aan−2 + an−1 {we add n-times}
= nan−1
d n
(x ) = nxn−1 .
dx
d d
(cf (x)) = c f (x).
dx dx
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Proof. Let g(x) = cf (x). Then by definition,
Sum Rule
d d d
(f (x) + g(x)) = f (x) + g(x).
dx dx dx
Proof. Let f and g be differentiable and let F (x) = f (x) + g(x). Then
d F (x + h) − F (x)
(F (x)) = lim
dx h→0 h
f (x + h) + g(x + h) − f (x) − g(x)
= lim
h→0
h
f (x + h) − f (x) g(x + h) − g(x)
= lim + lim
h→0 h h→0 h
0 0
= f (x) + g (x)
This rule can be extended to any number of differentiable functions. That is if fi (x) is
differentiable for all i = 1, 2, ..., n then
n n n
d X X d X
fi (x) = fi (x) = f 0 (x).
dx i=1 i=1
dx i=1
d d d d d d d
(f (x)+(−1)g(x)) = f (x)+ (−1)g(x) = f (x)+(−1) g(x) = f (x)− g(x).
dx dx dx dx dx dx dx
Therefore
d d d
(f (x) − g(x)) = f (x) − g(x)
dx dx dx
by the sum and constant multiple rules.
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Exponential Function
f (x + h) − f (x) ax+h − ax
f 0 (x) = lim = lim
h→0 h h→0 h
h h
a −1 a −1
= lim ax · = ax · lim
h→0 h h→0 h
= ax · f 0 (0).
That is the rate of change of any exponential function is proportional to the function
itself. Here the constant of proportion of f 0 (0). Now let e satisfy equation (??). Then
f (x) = ex and
eh − 1
f 0 (x) = ex · lim = ex .
h→0 h
x
We have thus shown that if y = e , then
d x
e = ex . (2.1)
dx
We shall talk more about the derivative of the exponential function later.
d d d d
h(x) = f (x)g(x) = f (x) g(x) + g(x) f (x).
dx dx dx dx
Since f and g are continuous, limx→x0 g(x) = g(x0 ) and limx→x0 f (x0 ) = f (x0 ) and
39
therefore
Thus h0 (x) exists and since x0 is arbitrary, we get h0 (x) = g(x)f 0 (x) + f (x)g 0 (x) and the
product rule is established.
1
Ig g is differentiable, the h(x) = g(x)
, g(x) 6= 0 for all x, is differentiable and moreover,
g 0 (x)
h0 (x) = − .
(g(x))2
1 1
0 h(x) − h(x0 ) g(x)
− g(x0 ) g(x0 ) − g(x) 1
h (x0 ) = lim = lim = lim .
x→x0 x − x0 x→x0 x − x0 x→x0 g(x)g(x0 ) x − x0
40
and by the reciprocal rule
g 0 (x)
0 0 1
h (x) = f (x) · + f (x) · − .
g(x) (g(x))2
If f and g are differentiable and F (x) is the composite function defined as F (x) =
(f ◦ g)(x) = f (g(x)), then F (x) is differentiable and moreover,
In Leibniz notation, if y = f (u) and u = g(x) are both differentiable functions, then
dy dy du
= · .
dx du dx
∆y
f 0 (a) = lim .
∆x→0 ∆x
∆y
Let = ∆x
− f 0 (a). Then
∆y 0 ∆y
lim = lim − f (a) = lim − f 0 (a) = f 0 (a) − f 0 (a) = 0.
∆x→0 ∆x→0 ∆x ∆x→0 ∆x
∆y
i.e. → 0 as ∆x → 0. Also = ∆x − f 0 (a) =⇒ ∆y = f 0 (a) · ∆x + · ∆x. Hence for any
differentiable function f, we can write
41
Substituting equation (2.3) into equation (2.4), we get
so that
∆y
= (f 0 (b) + 2 )(g 0 (a) + 1 ).
∆x
Now 1 , 2 → 0 as ∆x → 0. Therefore
∆y
F 0 (a) = lim = lim (f 0 (b) + 2 )(g 0 (a) + 1 )
∆x→0 ∆x ∆x→0
= lim (f (b)g (a) + f 0 (b)1 + g 0 (a)2 + 1 2 )
0 0
∆x→0
= lim f 0 (b)g 0 (a) + lim f 0 (b)1 + lim g 0 (a)2 + lim 1 2
∆x→0 ∆x→0 ∆x→0 ∆x→0
0 0 0 0
= f (b)g (a) + f (b) lim 1 + g (a) lim 2 + lim 1 lim 2
∆x→0 ∆x→0 ∆x→0 ∆x→0
= f 0 (b)g 0 (a) + 0 = f 0 (g(a))g 0 (a)
2
F 0 (x) = f 0 (g(x)) · g 0 (x) = ex · 2x.
Remark 1.12. Recall that for a > 0, we have a = eln a . Hence by the chain rule
d x d x ln a dy du
a = e = ·
dx dx du dx
dy du
where y = eu and u = x ln a. Now du
= eu and dx
= ln a. Therefore
d x
a = eu ln a = ex ln a ln a = ax ln a.
dx
dy
= ax ln a.
dx
More generally, suppose that f is differentiable and y = af (x) , a > 0. Then one can show
that
dy d
= y ln a f (x).
dx dx
Indeed, following the same process as above,
d f (x) d f (x) ln a dy du
a = e = ·
dx dx du dx
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dy du d
y = eu and u = f (x) ln a. Now du
= eu and dx
= ln a dx f (x). Therefore
d f (x) d d
a = eu ln a = ef (x) ln a ln a f (x) = y ln a f (x).
dx dx dx
dy d
= y f (x).
dx dx
1
(f −1 )0 (x0 ) =
f 0 (f −1 (x 0 ))
provided f 0 (f −1 (x0 )) 6= 0.
d
f (f −1 (x)) = 1.
dx
d
f (f −1 (x)) = f 0 (f −1 (x))(f −1 (x))0 = 1
dx
and therefore differentiating both sides, and applying the chain rule, we get
p−1 d p d pq q p q−1 d p
p− pq d pq
px = x = x =q x q · x = qx
q · x .
dx dx dx dx
Hence
p d pq d pq p pq −1
pxp−1 = qxp− q · x ⇐⇒ x = x
dx dx q
which proofs the power rule when n = pq .
43
Logarithmic Functions
dy 1
Let y = f (x) = loga x. Then dx
= x ln a
for a > 0.
Proof. We recall that if y = loga x then x = af (x) . We then differentiate both sides, by
applying remark (1.12) to get
d d f (x) d
(x) = a = af (x) · ln a · f (x).
dx dx dx
d
1 = x · ln a · f (x)
dx
and hence
1 d dy
= f (x) = .
x ln a dx dx
d d y dy dy
(g(x)) = g 0 (x) = a = ay · ln a · = g(x) · ln a · .
dx dx dx dx
Thus
g 0 (x) dy
=
g(x) ln a dx
and when a = e, we get y = ln(g(x)) and then
g 0 (x) dy
= .
g(x) dx
1 eh − 1
lim (1 + x) x = e, x 6= −1 and lim =1
x→0 h→0 h
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We see that
( ( (
1 1
ln(x) , x > 0 , x>0 , x>0
f (x) = =⇒ f 0 (x) = x
−1
= x
1
ln(−x) , x < 0 (−x)
, x<0 x
, x<0
f (x + 1) − f (1)
1 = f 0 (1) = lim
x→0 x
ln |x + 1| − ln |1| ln |x + 1| − 0 ln |x + 1|
= lim = lim = lim
x→0 x x→0 x x→0 x
1 1
= lim ln |x + 1| x = ln lim |x + 1| x
x→0 x→0
We then exponentiate both sides to get the first result. We observe that if n = 1/x, then
n → ∞ as x → 0+ . Hence
n
1 1
lim (1 + x) x = lim 1 + = e.
x→0+ n→∞ n
ln |x + 1|
lim = 1. (2.6)
x→0 x
For the second result, if we make the substitution x = eh − 1 in equation (2.6), we have
that h → 0 as x → 0 and hence
ln |x + 1| ln(eh ) h
1 = lim = lim h = lim h .
x→0 x h→0 e − 1 h→0 e − 1
Thus
eh − 1
lim =1
h→0 h
and problem is solved.
Quick Practice 1. 1. Show that for x > 0, it is true that
x n
lim 1+ = ex
n→∞ n
(a) y = ln(x3 + 1)
3 +1
(b) y = ex
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(d) y = ln(ln x + x)
Logarithmic Differentiation
We illustrate this with an example. The basic idea is to take logarithm of both sides
of the equation, apply rules of logarithms to write the complicated function as sums of
logarithm functions and use the results above to obtain your derivative.
Example 6. Differentiate
3√
x 4 7 x2 + x − 5
y= .
(3x + 2)5
Taking loge of both sides, we obtain
3 1
ln y = ln x + ln(x2 + x − 5) − 5 ln(3x + 2).
4 7
y0 3 2x + 1 3
= + − 5 ·
y 4x 7(x2 + x − 5) 3x + 2
and therefore
3√
x 4 7 x2 + x − 5 3
0 3 2x + 1 15 2x + 1 15
y =y + − = + −
4x 7(x2 + x − 5) 3x + 2 (3x + 2)5 4x 7(x2 + x − 5) 3x + 2
The functions f (x) = sin(x) and g(x) = cos(x) are differentiable and moreover
d d
(sin(x)) = cos(x) and (cos(x)) = − sin(x)
dx dx
Proof. By definition
In a similar way, we can differentiate cos(x) to get − sin(x) and we leave that as an
46
exercise to the reader.
Remark 1.16. All the other trigonometric functions are derived from these two. Hence
their derivatives can also be obtained from these two. For instance since y = tan(x) ⇐⇒
sin(x)
y = cos(x) , we can use the quotient rule to differentiate y = tan(x) to get y 0 = sec2 (x)
Quick Practice 2. 1. Show that
d
(a) dx
(csc(x)) = − csc(x) cot(x)
d
(b) dx
(sec(x)) = sec(x) tan(x)
d
(c) dx
(cot(x)) = − csc2 (x)
2. Differentiate
tan(x) − 1
y=
sec(x)
Implicit Differentiation
d 2 d
(x + y 2 ) = 25 = 0
dx dx
2y − x2
y0 =
y 2 − 2x
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We are not quite done yet. Observe that since sin(y) = x, we have that
q √
cos(y) = ± 1 − sin2 (y) = ± 1 − x2 .
Now since cos(y) ≥ 0 for y ∈ [− π2 , π2 ], we can only take the positive so that cos(y) =
√
1 − x2 . Hence
d 1
(sin−1 (x)) = √ .
dx 1 − x2
In the same way we can show that
d 1
(cos−1 (x)) = − √ .
dx 1 − x2
More generally, suppose f (x) is differentiable on its domain. Then y = sin−1 (f (x)) ⇐⇒
sin(y) = f (x) when y ∈ [− π2 , π2 ] and thus y 0 cos(y) = f 0 (x). Hence
d f 0 (x)
(sin−1 (f (x))) = p .
dx 1 − (f (x))2
Quick Practice 4. 1. Let f (x) be a differentiable function and let y = tan−1 (f (x))
for y ∈ (− π2 , π2 ). Show that
dy f 0 (x)
= .
dx 1 + (f (x))2
1 √
y= −1 and y = x tan−1 ( x).
sin (x)
Higher Derivatives
If f (x) is differentiable, then f 0 (x) is also a function which may be differentiable. If 0 (x)
has a derivative of its own, we denote it by f 00 (x). This new function is called the second
derivative if f (x) because it is a derivative of the derivative of f (x). In Leibniz notation,
the second derivative is written as
d2 y
d dy
= 2.
dx dx dx
dn y
y (n) = f (n) = n
= Dn f (x)
dx
48
Quick Practice 5. 1. If f (x) = x1 , show that
(−1)n n!
f (n) =
xn+1
4. Find y 00 if y = xecx
It is impossible to describe the curve C by an equation of the form y = f (x). But the
x, y-coordinates of the curve are functions of t so we can write x = f (t) and y = g(t).
Definition 1.18 (Parametric Equations/Curve). Suppose that x and y are both given
as functions of a third variable t, (called a parameter), by the equation
called parametric equations. As t varies, the point (x, y) = (f (t), g(t)) varies and
traces out the curve C(t) which we call parametric curve.
For the curve C(t), its parametric equations are the functions x and y to the right.
Example 7. The graph of the parametric equations x = t − sin(t) and y = 1 − cos(t) for
0 ≤ t ≤ 2π is
49
y
This curve is called the Cycloid. The general form of a parametric equation of a cycloid
is x = r(t − sin(t)) and y = r(1 − cos(t)) where r is some positive number.
Remark 1.19. Normally the parameter t is restricted. In generally, the curve with
parametric equations
has initial point (f (a), g(a)) and terminal point (f (b), g(b)).
Quick Practice 6. 1. Identify the curve whose parametric equations are
Let x = f (t) and y = g(t) be parametric equations of a curve. Let y = F (x) be the curve
when the parameter is eliminated. Then substituting x = f (t) and y = g(t), we obtain
g(t) = F (f (t)).
g 0 (t)
F 0 (f (t)) = .
f 0 (t)
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dy dx
dt
= 0 and a vertical tangent when dt
= 0. We say more about this in later sections.
dy
If we now replace y by dx
in the above, we get
d dy
d dy dt dx d dy dt
= dx
= ·
dx dx dt
dt dx dx
d2 y
d dy dt
2
= ·
dx dt dx dx
dy d y 2
Example 8. Find dx and dx 2 for the cycloid x = r(θ − sin(θ)) and y = r(1 − cos(θ)).
dx dy
Now dθ = r(1 − cos(θ)) and dt = r sin(θ). Therefore
dy r sin(θ)
= .
dx r(1 − cos(θ))
Also
d dy d sin(θ) 1
= =−
dθ dx dθ 1 − cos(θ) 1 − cos(θ)
and therefore
d2 y 1 1 1
2
=− · =−
dx 1 − cos(θ) r(1 − cos(θ)) r(1 − cos(θ))2
d2 y 3(t2 − 1)
=
dx2 4t3
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