4 — Differentiations (Part II)

4.1 Local Extrema

4.1.1 Definitions of local extrema
As you have learned in HKDSE M1/M2, one important applications of differential calculus is
about finding the maximum or minimum values of a certain function, and also the interval on
which the function is increasing or decreasing.
There are two types of maximum and minimum – global versus local, which are defined as
follows:
Definition 4.1 — Global/Local Maximum/Minimum. Given a function f : D ! R, we say:
• f has an global maximum at c if f (c) f (x) for any c in D
• f has an global minimum at c if f (c)  f (x) for any c in D
• f has a local maximum at c if there exists > 0 such that f (c) f (x) for any x in
(c ,c + ) \ D
• f has a local minimum at c if there exists > 0 such that f (c)  f (x) for any x in
(c ,c + ) \ D
If f has an global maximum at c, then we say (c, f (c)) is an global maximum point and f (c)
is the global maximum value. Similarly for other types of maximum and minimum.

i List of synonyms:
• global maximum = absolute maximum
• global minimum = absolute minimum
• local maximum = relative maximum
• local minimum = relative minimum
The word extremum refers to either maximum or minimum. If we say f has a local
extremum at c, it could mean either f has a local maximum or a local minimum at c.

The function f (x) = 3x4 16x3 + 18x2 , with domain defined to be [ 1, 4], has:
• an global maximum at 1, and ( 1, 37) is an global maximum point;
• an global minimum at 3 , and (3, 27) is an global minimum point;
• a local maximum at 1, and (1, 5) is a local maximum point;
• a local minimum at 3, and (3, 27) is a local minimum point;
• a local minimum at 0, and (0, 0) is a local minimum point.
From this example, we can see that local extrema may or may not coincide with the global
extrema. Moreover, it is easy to see that the local extrema in the interior of the domain, that
means those with x = 0, 1, 3, all have horizontal tangent line at that point. It is a result of the
following theorem:
120 272 |||| CHAPTER 4 APPLICATIONS OFDifferentiations
DIFFERENTIATION(Part II)

y V EXAMPLE 4 The graph of the function

(_1, 37) y=3x$-16˛+18≈
f #x$ ! 3x 4 ! 16x 3 # 18x

is shown in Figure 4. You can see that f #1$ ! 5

absolute maximum is f #!1$ ! 37. (This absolu
(1, 5) because it occurs at an endpoint.) A lso, f #0$ !
is both a local and an absolute minimum. Note t
_1 1 2 3 4 5 x maximum at x ! 4.

We have seen that some functions have ext

following theorem gives conditions under wh
(3, _27) extreme values.

3 THE EXTREME VALUE THEOREM If f is c

FIGURE 4
then f attains an absolute maximum value f #

墨
Proposition 4.1 Consider f : [a, b] ! R. If c 2 (a, b) is an interior local maximum or minimum
f #d$ at some numbers c and d in !a, b".
of f and f (x) is differentiable at x = c, then f 0 (c) = 0.

Proof. The proof relies on one fact discussed in Chapter 2, that if lim h(x)The
and Extreme both exist,
lim k(x) Value Theorem is illustrated in
x!c x!c
and h(x) k(x) for any x sufficiently close to (but may not equal to) c, bethen
taken
limonh(x)
more than once. A lthough the Extrem
lim k(x).
x!c x!c
Consider the case that c 2 (a, b) is an interior local maximum. Let’ssible,
try toitfind
is difficult
out the to prove
signs of and so we omit the p
f 0 (c) and f+
0
(c). Recall that:
0 f (x) f (c) y y
f+ (c) = lim+ .
x!c x c
f (x) f (c)
Consider the quotient . Since (c, f (c)) is a local maximum, as x ! c+ the value
x c
x c is positive. More importantly, as f (c) f (x) when x is sufficiently close to c, we have
f (x) f (c)  0. Therefore, as x ! c+ , the quotient 0 a c d b x 0 a c
FIGURE 5
f (x) f (c)
 0 when x is sufficiently close to c and x > c.
x c Figures 6 and 7 show that a function need no
This proves esis (continuity or closed interval) is omitted fro
0 f (x) f (c)
f+ (c)
= lim  0.
x!c+ x c y
Similarly, we work with f 0 (c). As x ! c , the value x c is negative. As x is3sufficiently close to
c with x < c, one has f (c) f (x) too as (c, f (c)) is a local maximum. Therefore, the quotient
f (x) f (c)
0 when x is sufficiently close to c and x > c.
x c
This proves 1
f (x) f (c)
f 0 (c) = lim 0.
x!c x c 0 x
2
Since it is given that f is differentiable, in particular we have
0
f+ (c) = f 0 (c) = f 0 (c).
FIGURE 6 FIGU
Combining with the result that f+ 0
(c)  0 and f 0 (c) 0, we conclude that 0  f 0 (c)  0, or in
This function has minimum value This
other words, f (c) = 0.
0
f(2)=0, but no maximum value. no m
We leave the case of interior local minimum as an exercise for readers. ⌅
Therefore, to locate all possible local interior maximum/minimum points of a differentiable
The function f whose graph is shown in Figu
function, one may solve the equation: but has no maximum value. (Notice that the rang
f 0 (x) = 0
ues arbitrarily close to 3, but never actually atta
However, this method alone fails to tell us whether the point is a
thelocal maximum
Extreme Value or local because f is not c
Theorem
minimum. We will talk about that in detail later. function could have maximum and minimum va
 4.1 Local Extrema 121

4.1.2 Some common misconceptions

It is worthwhile to note that what we stated above was: if f has an interior local maxi-
mum/minimum at c, then we have f 0 (c) = 0. However, if we have f 0 (c) = 0, we may not
always be able to conclude that f has a local maximum/minimum at c. One quick counter-
example is the function f (x) = x3 :

4.1 MAXIMUM AND MINIMUM VALUES

Some of the most important applications of di

lems, in which we are required to find the optima
examples of such problems that we will solve in
■ What is the shape of a can that minimizes
It is clearly that f (0) = 0. However, (0, 0) is neither a local maximum
0
nor a is
■ What local
the minimum
maximum acceleration of a spa
for the function. As such, don’t jump to the conclusion that f (c) is a local question
maximum/minimum
to the astronauts who have to with
value if c is a solution to the equation f 0 (x) = 0.
■ What is the radius of a contracted windpip
Also, it is worthwhile to note that a local maximum/minimum can occur at a point at which
f (x) is not differentiable, or at the end-point of the domain. For instance, thea cough?
graph below shows
a function f : [a, b] ! R which a local minimum at x = c, while the function ■ Atiswhat
not differentiable
angle should blood vessels branch
at c (since it has a “corner” there). by the heart in pumping blood?
Moreover, the function f also achieves a local minimum at x = a, which is an end-point of
These
the domain [a, b]. Clearly, the slope of (right) tangent at (a, f (a)) is not 0, soproblems
f+0
(a) 6= can
0. be reduced to finding the m
Let’s first explain exactly what we mean by max
y Globlmax ( Lecma )
1 DEFINITION A function f has an absolu
.

at c if f !c" ! f !x" for all x in D, where D is

Loel
aMax called the maximum value of f on D. Simil
if f !c" % f !x" for all x in D and the number
on D. The maximum and minimum values of
0

focal
Mia f(d) 0

Local mim
此

Glohal
f(a) Mia
Figure 1 shows the graph of a function f w
minimum at a. Note that !d, f !d "" is the highest p
a 0 b c d e x
est point. If we consider only values of x near b
to the interval !a, c"], then f !b" is the largest of
To conclude, to locate theFIGURE
possible1 candidate maximum/minimum maximum pointsvalue
of a of f . Likewise, f !c" is calle
function
Minimum value f(a),
f : [a, b] ! R, we should consider: f !c" % f !x" for x near c [in the interval !b, d ", fo
• points c 2 (a, b) such thatmaximum value f(d) at x = c, and f 0 (c) = 0
f is differentiable minimum at e. In general, we have the following
• points at which f is not differentiable
• the end-points x = a and x = b y
In fact, one can prove that these three types
y=≈ of points are exactly all possible candidate A
2 DEFINITION points
function f has a local ma
one needs to locate in order to find the global maximum and minimum ofifa fcontinuous function
!c" ! f !x" when x is near c. [This means
defined on a closed interval [a, b]. open interval containing c.] Similarly, f has
0 Let f : [a,
Theorem 4.2 — Extreme value theorem. whenfunction
x b] ! R be a continuous x is near defined
c.
on a closed and bounded interval [a, b] (i.e. a and b are both finite). Then, there must exist
xmax , xmin 2 [a, b] such that FIGURE 2
Minimum value 0, no maximum EXAMPLE 1 The function f !x" ! cos x takes on
f (xmin )  f (x)  f (xmax ) 8x 2 [a, b], of 1 infinitely many times, since cos 2n# ! 1 fo
y all x. Likewise, cos!2n " 1"# ! $1 is its minim
The proof of the theorem is omitted here. It uses fundamental results in analysis such as the
Bolzano-Weierstrass theorem. It is covered y=˛
in MATH 1023/2033. Combining Theorem 4.2 and
EXAMPLE 2 If f !x" ! x 2, then f !x" ! f !0" beca
is the absolute (and local) minimum value of f .
0 x origin is the lowest point on the parabola y ! x
highest point on the parabola and so this functio

EXAMPLE 3 From the graph of the function f !x"

122 Differentiations (Part II)

Proposition 4.1, we conclude that

Corollary 4.3 Let f : [a, b] ! R be a continuous function defined on a closed and bounded
interval [a, b]. Then, at the point f achieves its global maximum at x = xmax , one of the
following must hold:
• f is differentiable at x = xmax and f 0 (xmax ) = 0, or
• f is not differentiable at x = xmax , or
• xmax = a or b.
Similar results hold for the global minimum point.

⌅ Example 4.1 Find the global maximum and minimum of the function on the interval [ 1, 1]

f (x) = x3 + 3x2 + |x| .

⌅ Solution Let’s first write down f (x) in piecewise form:

(
x3 3x2 + x if x 0
f (x) = .
x3 3x2 x if x < 0

First we compute the derivative of f . Note that even though f (x) = x3 + 3x2 + x on [0, 1], the
best it can imply is

d 3
f 0 (x) = (x + 3x2 + x) = 3x2 + 6x + 1 on the open interval (0, 1).
dx
Similarly, since f (x) = x3 + 3x2 x on ( 1, 0), we have

d 3
f 0 (x) = (x + 3x2 x) = 3x2 + 6x 1 on ( 1, 0).
dx
As for f 0 (0), we need to compute from first principles:

0 f (h) h3 + 3h2 + h
f (0) 0
f+ (0) = lim+ = lim+ =1
h!0 h h!0 h
3 2
f (h) f (0) h + 3h h 0
f 0 (0) = lim = lim = 1
h!0 h h!0 h

Hence f+ 0
(0) 6= f 0 (0), and so f is not differentiable at x = 0 , and this is one possible
candidate for the global maximum and minimum for f on [ 1, 1].
Next we solve for the roots of the equation f 0 (x) = 0 on ( 1, 0) [ (0, 1). On ( 1, 0), we
q q
f 0 (x) = 0 () 3x2 + 6x + 1 = 0. Quadratic equations gives x = 1 ± 23 , but on 1 + 23
is in the interval ( 1, 0). Next we consider the interval (0, 1), on which f 0 (x) = 0 ()
3x2 + 6x 1 = 0, and the roots are x = 1± p2 .
3
Only 1+ p2
3
is in the interval (0, 1).
To conclude the possible candidates for global maximum and minimum for f on [ 1, 1] are:
x0 f (x0 ) nature
1q 3 end-point
1 + 23 ⇠ 0.2783 interior
0 0 non-differentiable point
1 + p23 ⇠ 0.2302 interior
1 5 end-point
By comparison, clearly the global maximum of f is 5 (achieved at x = 1), and the global
minimum of f is 0 (achieved at x = 0).
 4.1 Local Extrema 123

⌅ Example 4.2 Find the global maximum and minimum of the function:
2
f (x) = x 3 (2 x)

defined on the interval [ 1, 1].

⌅ Solution By straight-forward computation, we get:

✓ ◆
2 1 2 1 2 4 5x
0
f (x) = x 3 (2 x) x =x3 3 (2 x) x = (for x 6= 0)
3 3 3x1/3

Moreover, using the definition of derivative, we get:

f (h) f (0) h2/3 (2 h) 2 h

f 0 (0) = lim = lim = lim = ±1
h!0 h h!0 h h!0 h1/3

Therefore, f (0) does not exist.

0

Clearly, f 0 (x) = 0 if and only if x = 45

Evaluate f (x) at each possible candidates, we can conclude that:
x f (x) conclusion
1 (end-point) f ( 1) = 3 global maximum
0 (non-differentiable point) f (0) = 0 global minimum
2
(f 0 = 0)
4
5 f ( 45 ) = 65 45 3
local maximum

1 (end-point) f (1) = 1

⌅ Exercise 4.1 Find the global maximum and minimum of the function f (x) = 2x5/3 + 3x2/3
on the interval [ 1, 1].

⌅ Exercise 4.2 Find the global maximum and minimum of the function f (x) = 2x5/3 + 3x2/3
on the interval [ 1, 0].

⌅ Exercise 4.3 Find the global maximum and minimum of the function f (x) = 10 |x 2| x2
on the interval [ 10, 10]. How about on the interval [0, 10]?

i The above exercises show that even for the same function f , its global maximum and
minimum may be different if the domain changes.

4.1.3 Discontinuous functions

Note that the above method of finding global maximum and minimum may fail if the function f
1
is not continuous. One clear example is the function f (x) = csc x = , which is undefined
sin x
cos x
at n⇡ for any n 2 Z. Recall that f 0 (x) = csc x cot x = . Hence f 0 (x) = 0 if and only if
sin2 x
cos x = 0, which has roots (2n 2 1)⇡ for any n 2 Z.
Note that f ((2n 1)⇡/2) = 1 if n is odd, and f ((2n 1)⇡/2) = 1 if n is even. You may
attempt to conclude that the global maximum of f is 1, and the global minimum of f is 1.
However, it is clear from the graph that f (x) does not have any global maximum and minimum,
since f (x) ! ±1 as x ! n⇡. Even worst, (⇡/2, 1) is a local minimum point, and (3⇡/2, 1) is a
local maximum point. It could happen that the y-coordinate of a local minimum point is greater
than that of a local maximum point!
 124 Differentiations (Part II)

Moreover, even if a function f is continuous but its domain is not a closed and bounded
interval [a, b], the global maximum and minimum may not exist. One easy counter-example is
the function f (x) = ex , with domain R. Clearly, it has no global maximum as lim ex = +1. It
x!+1
has no global minimum either. Note that even though ex > 0 for any x 2 R, we do not regard 0
as a global minimum because it is not achieved – there is no x0 2 R such that ex0 = 0. However,
we could say 0 is a lower bound of ex .

⌅Exercise 4.4 Write down an example of a continuous function f : (a, b) ! R defined on a

bounded, but not closed, interval (a, b) that has no global maximum and minimum.

4.1.4 First derivatives of monotone functions

Therefore, in order to find the local/global extrema of a function f which is not continuous
everywhere, or whose domain is not closed and bounded, it is not sufficient to just consider the
roots of f 0 (x) = 0. We need to understand more about the shape of the graph globally.
Given a differentiable function f : D ! R, recall that the derivative f 0 (x) represents the
slope of tangent to the graph y = f (x) at the point (x, f (x)). Therefore, whether the derivative
f 0 (x) is positive or negative can predict whether the original function f (x) is climbing up or
down near (x, f (x)).
In Chapter 1, we have introduced the notion of strictly increasing/decreasing functions. Here
let’s also introduce monotone increasing (or decreasing) functions which allow f (x) f (y) when
x > y (or x < y respectively).
Definition 4.2 Let f : [a, b] ! R be a function. We say:
• f is monotone increasing on [a, b] if 8x, y 2 [a, b] with x < y, we have f (x)  f (y).
• f is monotone decreasing on [a, b] if 8x, y 2 [a, b] with x < y, we have f (x) f (y)

Using similar idea of proof as in Proposition 4.1, one can show:

Proposition 4.4 Let f : [a, b] ! R be a differentiable function.
• If f is monotone increasing on [a, b], then f 0 (x) 0 for any x 2 (a, b).
• If f is monotone decreasing on [a, b], then f 0 (x)  0 for any x 2 (a, b).

Proof. Let’s just prove the monotone increasing case and leave the monotone decreasing case as
an exercise for readers. Let f be monotone increasing on [a, b], and we consider x 2 (a, b). Recall
that
f (x + h) f (x)
f 0 (x) = lim .
h!0 h
When h is sufficiently close to 0 and h > 0, we have x + h > x and both x, x + h 2 (a, b). Since f
f (x + h) f (x)
is monotone increasing on [a, b], we have f (x + h) f (x), and this implies 0
h
when h > 0 and sufficiently close to 0. Similarly, when h is sufficiently close to 0 and h < 0, we
f (x + h) f (x)
have x + h < x and so f (x + h)  f (x). We still have 0 (note that h < 0)
h
when h < 0 is sufficiently close to 0.
To summarize, when h is sufficiently close to 0 and h 6= 0 (no matter whether h > 0 or h < 0),
we have
f (x + h) f (x) f (x + h) f (x)
0 =) lim 0.
h h!0 h
If f is
stretly inereasirg om Ia , b] then lx )
f
' z 0 FxEla b )
,

If f x )20 FxECa , ) thesfissfilatlyimardesigon fa b

( ,
}

,
s
4.1 Local Extrema 125

Hence, we conclude that f 0 (x) 0 for any x 2 (a, b). ⌅

⌅ Exercise 4.5 Prove the monotone decreasing case of the above proposition.

i Note that even if the differentiable function f is strictly increasing on [a, b], the best one
f (x + h) f (x)
can claim is f 0 (x) 0 on (a, b). The reason is that although we have >0
h
when h is sufficiently close to 0 and h 6= 0, as remarked in p.76 in Chapter 2, it only implies

f (x + h) f (x)
lim 0.
h!0 h
Recall that even if g(x) > h(x) for any x, the best we can say is lim g(x) lim h(x),
x!a x!a
assuming limits exist.

i As a quick example, consider f (x) = x3 which is strictly increasing on R. However,

f 0 (x) = 3x2 so we have f 0 (0) = 0. It is not true that f 0 (x) > 0 for any x 2 R.

A natural question: Is the converse of Proposition 4.4 true? That is, if f 0 (x) 0 on (a, b),
then whether one can conclude that f is monotone increasing? The answer is yes, and it is a
consequence of an important theorem in single-variable calculus – the mean value theorem – to
be discussed in the next section.
 126 Differentiations (Part II)

4.2 Mean Value Theorem

This section introduces a fundamental theorem in differential calculus – the mean value theorem
(MVT). Using this theorem, one is able to give a rigorous explanation why f 0 (x) > 0 on an interval
(a, b) will imply f (x) is strictly increasing on [a, b]. There are many far reaching consequences
too – it will be used to prove the L’Hospital’s rule in the next section. Let’s first state the theorem:
Theorem 4.5 — Mean Value Theorem. Suppose f : [a, b] ! R is a function such that:
1. f is continuous on [a, b], and
2. f is differentiable on (a, b)
Then, there exists at least one c in (a, b) such that:

f (b) f (a)
= f 0 (c), or equivalently, f (b) f (a) = f 0 (c) (b a)
b a

i Just like the Intermediate Value Theorem and the Extreme Value Theorem, the Mean Value
Theorem is an existence theorem. It guarantees existence of such a c, but it fails to tell you
what is the exactly value of c.

i The theorem guarantees at least one such c, and there may be more than one such c’s.
Moreover, the value of c may change if either a or b changes.

Figure 4.1: geometric meaning of mean value theorem

The geometric interpretation of the mean value theorem is that given any chord joining points
A(a, f (a)) and B(b, f (b)) on the graph y = f (x), there must be at least one point P (c, f (c)) in
between such that the slope of tangent at c, i.e. f 0 (c), is equal to the slope of chord AB.

i The conditions of using MVT are: continuous on [a, b] and differentiable on (a, b). They
are not (too much) redundant since f being differentiable on (a, b) would only imply it is
continuous on (a, b). However, MVT requires f to be continuous at x = a and x = b as well.

i Certainly, we can certainly apply MVT when f is differentiable on [a, b] as well – as it will
imply f is differentiable on (a, b), and continuous on [a, b].

We will explain the proof of MVT after presenting several consequences and applications:

Function whose derivative is identically zero must be constant:

While it is trivially true that if f (x) is a constant function on [a, b], then f 0 (x) = 0 on [a, b].
However, the converse: “if f 0 (x) = 0 on [a, b], then f is constant on [a, b]” is at least not obviously
clear from the definition of derivatives. f 0 (x) = 0 means
f (x + h) f (x)
lim = 0 8x 2 [a, b].
h!0 h
f (x + h) f (x)
The limit being zero does not imply the function is zero.
h
4.2 Mean Value Theorem 127

That’s why the MVT comes in handy: Given that f is a differentiable function on [a, b] and
f 0 ⌘ 0 on [a, b]. For any x in [a, b], MVT shows there must be a c in (a, x) such that:

f (x) f (a) = f 0 (c)(x a).

However, since c is in [a, b], by our assumption we know f 0 (c) = 0. Therefore, we have:

f (x) f (a) = 0, or equivalently, f (x) = f (a).

In other words, we showed that, as long as x is in [a, b], the value of f (x) must be equal to f (a).
This shows f (x) is a constant function.
Consequently, if h(x) and g(x) are two differentiable functions such that h0 (x) = g 0 (x) for any
x in [a, b], then we have:

d
(h(x) g(x)) = h0 (x) g 0 (x) = 0 for any x in [a, b].
dx

Therefore, h(x) g(x) = C for any x in [a, b], or in other words, h(x) = g(x) + C on [a, b]. This
explains why one needs to add an arbitrary constant C after finding anti-derivative when working
on an indefinite integral, for instance:
ˆ
cos x dx = sin x + C.

⌅ Example 4.3 Suppose f is a differentiable function such that f 0 (x) = f (x) for any x 2 R.
Show that there exists a constant C such that f (x) = Cex for any x 2 R.

⌅ Solution The trick is to multiply both sides of f 0 (x) = f (x) by e x

:

f 0 (x) = f (x) 8x 2 R =) e x 0
f (x) = e x
f (x) 8x 2 R.

By rearrangement, we have
x 0 x
e f (x) e f (x) = 0 8x 2 R.

Then, by the product rule, we have

d x x x 0
e f (x) = e f (x) + e f (x) = 0 8x 2 R.
dx
It implies the function e x
f (x) has zero derivative, and so it is a constant function. Let
x
e f (x) = C =) f (x) = Cex 8x 2 R.

⌅ Exercise 4.6 Suppose f is a differentiable function such that f 0 (x) = af (x) for any x 2 R,
where a is a real constant. Show that f (x) = f (0)eax for any x 2 R.

⌅ Exercise 4.7 — Source: Modified from HKALE Pure Math 2000, Paper 2, Q4. Let f and g be
differentiable function defined on R satisfying the following conditions:
• f 0 (x) = g 0 (x) for all x 2 R
• g 0 (x) = f (x) for all x 2 R
• f (0) = 0 and g(0) = 1
2 2
By differentiating h(x) := f (x) sin x + g(x) cos x , show that f (x) = sin x and
g(x) = cos x for all x 2 R.
128 Differentiations (Part II)

Function whose derivative is positive must be strictly increasing:

Here we prove the converse of Proposition 4.4. Given that f is a differentiable function on [a, b]
and f 0 (x) > 0 for any x in [a, b]. MVT can be used to show that f (x) is strictly increasing on [a, b],
meaning that whenever x1 < x2 (where x1 , x2 are in [a, b]), then we have f (x1 ) < f (x2 ). The
detail is as follows: given x1 < x2 , MVT asserts that there is c 2 (x1 , x2 ) such that:

f (x2 ) f (x1 ) = f 0 (c) (x2 x1 )

Since c is in (x1 , x2 ), it is also in [a, b] and so f 0 (c) > 0 by the given condition. Therefore, we
have:
f (x2 ) f (x1 ) = f 0 (c) · (x2 x1 ) >0
| {z } | {z }
given positive positive since x2 > x1

or in other words, f (x2 ) > f (x1 ). This shows f (x) is strictly increasing on [a, b].
Similarly, one can also show if f 0 (x) < 0 for any x in [a, b], then f (x) is strictly decreasing
on [a, b]. This is left as readers as an exercise. Also, if f 0 (x) 0 on [a, b], using almost the same
argument as the above, one can prove that f is monotone increasing on [a, b] too. Similarly for
f 0 (x)  0 on [a, b]. These are left as exercises for readers.
To summarize everything we have discussed about the sign of f 0 and the monotonicity of f ,
let’s combine our results into one single theorem:
Theorem 4.6 Given a differentiable function f : [a, b] ! R, then:
• If f 0 (x) > 0 on (a, b), then f (x) is strictly increasing on [a, b].
• If f 0 (x) < 0 on (a, b), then f (x) is strictly decreasing on [a, b].
• f 0 (x) 0 on (a, b) if and only if f (x) is monotone increasing on [a, b].
• f 0 (x)  0 on (a, b) if and only if f (x) is monotone decreasing on [a, b].
• f 0 (x) = 0 on (a, b) if and only if f is a constant function on [a, b].

Use of MVT in proof of inequalities

MVT can sometimes be used to prove certain types of inequalities. Let’s look at the following
examples:

⌅ Example 4.4 Show that for any real numbers a and b, we have:

|sin a sin b|  |a b| .

⌅ Solution First define f (x) = sin x.

The inequality |sin a sin b|  |a b| is trivially true when a = b. Suppose a 6= b, then the
Mean Value Theorem says that there is a number c between a and b such that

sin a sin b = f (a) f (b) = f 0 (c) (a b)

Since f 0 (c) = cos c and |cos c|  1, we have:

|sin a sin b| = |f 0 (c) (a b)| = |f 0 (c)| |a b|  1 · |a b| = |a b| .

This proves the required inequality.

⌅ Example 4.5 Show that for any real numbers a and b (with a < b), we have:
1 1
1 tan b tan a 1
< < .
1 + b2 b a 1 + a2
 4.2 Mean Value Theorem 129

⌅ Solution Let f (x) = tan 1

x, then by MVT, there exists c in (a, b) such that:
1
f (b) f (a) = f 0 (c) (b a) = (b a),
1 + c2
or equivalently,
1 1
tan b tan a f (b) f (a) 1
= = .
b a b a 1 + c2
Since a < c < b, we have 1 + a2 < 1 + c2 < 1 + b2 and so
1 1
1 1 1 1 tan b tan a 1
2
< 2
< =) < < ,
1+b 1+c 1 + a2 1+b 2 b a 1 + a2
as desired.

⌅ Exercise 4.8 Prove that ln(1 + x)  x for any x > 0.

⌅ Exercise 4.9 Given f : [a, b] ! R is differentiable on [a, b], and there exists a constant L > 0
such that |f 0 (x)|  L for any x 2 (a, b), then we have

|f (x1 ) f (x2 )|  L |x1 x2 | 8x1 , x2 2 [a, b].

FYI: such a function f is said to be Lipschitz continuous.

⌅Exercise 4.10 Given f : [a, b] ! R is differentiable on the closed and bounded interval [a, b],
and that f 0 : [a, b] ! R is continuous. Show that f is Lipschitz continuous. [Hint: MVT and
EVT]

4.2.1 More advanced examples

⌅ Example 4.6 — Source: Modified from HKALE Pure Math 2002, Paper 2, Q12. Answer the
following questions:
(a) Let g(x) be a function which is continuous on [a, b], and differentiable on (a, b), and
given that g 0 (x) is strictly decreasing on [a, b], and g(a) = g(b) = 0. Show that there
exists c 2 (a, b) such that g is strictly increasing on [a, c], and strictly decreasing on [c, b].
Hence, show that g(x) 0 for all x 2 [a, b].
(b) Let f (x) be a twice differentiable function such that f 00 (x) > 0 on [a, b]. Consider the
function
h(x) = (b x)f (a) + (x a)f (b) (b a)f (x), x 2 [a, b],
show that
b x x a
f (x)  f (a) + f (b) 8x 2 [a, b].
b a b a
(c) Explain the geometric meaning of the result in (b).

⌅ Solution (a) By MVT, there exists c 2 (a, b) such that

g(b) g(a) = g 0 (c)(b a).

Given that g(a) = g(b) = 0, we then have g 0 (c) = 0.

Since it is given that g 0 (x) is strictly decreasing on [a, b] (note that it is not g(x)), we know
130 Differentiations (Part II)

that

g 0 (x) > g 0 (c) = 0 if a < x < c

g 0 (x) < g 0 (c) = 0 if b > x > c

Therefore, g 0 (x) < 0 on (a, c), and it implies g(x) is strictly increasing on [a, c]. Moreover,
g 0 (x) > 0 on (c, b), and it shows g(x) is strictly decreasing on [c, b].
To prove that g(x) 0 on [a, b], we consider the intervals [a, c] and [c, b] separately:

g is strictly increasing on [a, c] =) g(x) > g(a) = 0 8x 2 (a, c].

Note that it is given g(a) = 0. Similarly, by g(b) = 0, we have

g is strictly decreasing on [c, b] =) g(x) > g(b) = 0 8x 2 [c, b).

Combining these two results, we conclude that

g(x) > 0 8x 2 (a, b).

Combining with g(a) = g(b) = 0, we conclude that g(x) 0 for any x 2 [a, b].
(b) First f is twice differentiable on [a, b]. The function h is the sum of linear functions and
f (x), it is twice differentiable on [a, b] as well. Note that

h(a) = (b a)f (a) + (a a)f (b) (b a)f (a) = 0

h(b) = (b b)f (a) + (b a)f (b) (b a)f (b) = 0
h0 (x) = f (a) + f (b) (b a)f 0 (x) 8x 2 (a, b)

By the fact that f 00 (x) > 0 on [a, b], we know f 0 (x) is strictly increasing on [a, b], and hence
(b a)f 0 (x) (and hence h0 (x)) is strictly decreasing on [a, b].
These show h(x) satisfies all conditions required for the function g(x) in part (a). Therefore
from the result of (a), we conclude that h(x) 0 for all x 2 [a, b]. Therefore, we proved:

h(x) = (b x)f (a) + (x a)f (b) (b a)f (x) 0 8x 2 [a, b],

and by rearrangement, we get:

(b x)f (a) + (x a)f (b) b x x a

f (x)  = f (a) + f (b)
b a b a b a
for all x 2 [a, b].
(c) The straight line
b x x a
y= f (a) + f (b)
b a b a
passes through points (a, f (a)) and (b, f (b)). The result from (b) shows that if f 00 0 on
[a, b], then the graph y = f (x) is above the chord passing through (a, f (a)) and (b, f (b)) when
a  x  b.

⌅ Example 4.7 — Source: Modified from HKALE Pure Math 1999, Paper 2, Q13. Let f (x) be a
differentiable function on R such that |f 0 (x)|  |f (x)| for all x 2 R.
(a) Suppose a 0 and f (a) = 0. Let x 2 (a, a + 1)
(i) Show that there exists c1 2 (a, x) such that

|f (x)|  |f (c1 )| (x a).

4.2 Mean Value Theorem 131

(ii) Show that for each n 2 N, there exists cn 2 (a, x) such that

|f (x)|  |f (cn )| (x a)n .

(iii) Show that f (x) = 0 for all x 2 [a, a + 1].

(b) Suppose f (0) = 0. Show that f (x) = 0 for all x 2 R.

⌅ Solution (a)(i) By MVT applied to f on the interval [a, x], there exists c1 2 (a, x) such that

f (x) f (a) = f 0 (c1 )(x a).

Recall that f (a) = 0, so we have

|f (x)| = |f (x) f (a)| = |f 0 (c1 )(x a)| = |f 0 (c1 )| (x a).

Note that x 2 (a, a + 1) so x a > 0. Given that |f 0 (x)|  |f (x)| for all x 2 R, we have
|f 0 (c1 )|  |f (c1 )|, and so combining with the above we get:

|f (x)| = |f 0 (c1 )| (x a)  |f (c1 )| (x a).

(ii) We prove it by induction. Consider the statement:

P (n): 9cn 2 (a, x) such that |f (x)|  |f (cn )| (x a)n

Firstly P (1) is already proved in (a)(i). Now suppose P (n) is true for some n 2 N, then
there exists cn 2 (a, x) such that |f (x)|  |f (cn )| (x a)n . For P (n + 1), we apply MVT to f
on the interval [a, cn ]: there exists cn+1 2 (a, cn ) such that

f (cn ) f (a) = f 0 (cn+1 )(cn a).

This implies (recall again that f (a) = 0)

|f (cn )| = |f (cn ) f (a)| = |f 0 (cn+1 )| |cn a|  |f (cn+1 )| (cn a)  |f (cn+1 )| (x a).

Here we have used the fact that |f 0 (x)|  |f (x)| for all x 2 R, and cn < x. Combining this
result with the induction assumption, we proved:

|f (x)|  |f (cn )| (x a)n  |f (cn+1 )| (x a) · (x a)n = |f (cn+1 )| (x a)n+1 .

This shows P (n + 1) is true.

By induction, we conclude that P (n) is true for all n 2 N.
(a)(iii) By EVT, the continuous function f must achieve a global maximum and minimum
on the closed and bounded interval [a, a + 1], and hence there exists C > 0 such that

C  f (x)  C 8x 2 [a, a + 1] =) |f (x)|  C 8x 2 [a, a + 1].

From (a)(ii), we have

|f (x)|  |f (cn )| (x a)n  C(x a)n
for any x 2 (a, a + 1) and n 2 N. Note that 0 < x a < 1, we have

lim (x a)n = 0.
n!1

By squeeze theorem, this shows

lim |f (x)| = 0.
n!1
132 Differentiations (Part II)

Since x is fixed when letting n ! 1, we have

|f (x)| = lim |f (x)| = 0.

n!1

In other words, f (x) = 0 for any x 2 (a, a + 1).

Since f is differentiable on R, it is continuous on R. With f (x) = 0 on (a, a + 1), we have

f (a) = lim f (x) = lim f (x) = lim 0 = 0,

x!a x!a+ x!a+

and also that

f (a + 1) = lim f (x) = lim 0 = 0.
x!(a+1) x!(a+1)

Overall, we have proved that f (x) = 0 for any x 2 [a, a + 1].

(b) Apply result from (a) with a = 0, then we can conclude that f (x) = 0 on [0, 1]. In
particular, this shows f (1) = 0.
Next we apply the result from (a) with a = 1, then one shows f (x) = 0 on [1, 2]. Inductively,
one can proceed indefinitely and show f (x) = 0 on [2, 3], [3, 4], [4, 5], etc. In other words,
f (x) = 0 on [0, 1).
Note that we need to prove f (x) = 0 on R. Results from (a) cannot be directly prove in
backward manner that f (x) = 0 on [ 1, 0]. However, one can let a new function g : R ! R by

g(x) := f ( x)

It is also a differentiable function since it is so for f . Moreover, we have

d( x)
g 0 (x) = f 0 ( x) = f 0 ( x).
dx
Therefore, we still have

|g 0 (x)| = | f 0 ( x)| = |f 0 ( x)|  |f ( x)| = |g(x)| .

Hence, the function g also satisfies the condition required for f . Observing also that g(0) =
f ( 0) = 0 as well, one can conclude that g(x) = 0 for any x 2 [0, 1). However, it is equivalent
to f ( x) = 0 for all x 2 [0, 1), and in other words f (x) = 0 for all x 2 ( 1, 0], completing
the proof that f (x) = 0 for all x 2 R.

⌅ Exercise 4.11 — Source: Modified from HKALE Pure Math 2001, Paper 2, Q11. Let f and g be
real-valued functions continuous on [a, b] and differentiable on (a, b).
(a) By considering the function

h(x) := f (x) g(b) g(a) g(x) f (b) f (a) ,

show that there exists c 2 (a, b) such that

f 0 (c) g(b) g(a) = g 0 (c) f (b) f (a) .

(b) Suppose further that g 0 (x) > 0 for all x 2 (a, b). Using the mean value theorem, show
that g(x) g(a) > 0 for any x 2 (a, b).
f 0 (x)
(c) Suppose further that 0 is strictly increasing on (a, b). Show that
g (x)

f (x) f (a)
P (x) =
g(x) g(a)

is also strictly increasing on (a, b).

 4.2 Mean Value Theorem 133

⌅ Exercise 4.12 Let f be a real-valued, twice differentiable, function defined on an open interval
I, and given that f 00 (x) 0 for all x 2 I.
(a) Let a, b, c 2 I with a < c < b. Show that

f (c) f (a) f (b) f (c)

 .
c a b c
Hence show that
b c c a
f (c)  f (a) + f (b).
b a b a
(b) Let a, b 2 I with a < b and 2 (0, 1), show that

f a + (1 )b  f (a) + (1 )f (b).

⌅ Exercise 4.13 — Source: Modified from HKALE Pure Math 1996, Paper 2, Q10. Let f : (0, 1) !
R be a differentiable function such that f 0 (x) is strictly decreasing on (0, 1).
(a) Show that for any k 2 N, we have

f 0 (k + 1) < f (k + 1) f (k) < f 0 (k).

(b) Show that for any integer n 2, we have

f 0 (2) + f 0 (3) + · · · + f 0 (n) < f (n) f (1) < f 0 (1) + f 0 (2) + · · · + f 0 (n 1).

(c) Using the above results, show that for any integer n 2, we have
✓ ◆ ✓ ◆
1 1 1 1 1
1 + + ··· + 1 < ln n < 1 + + · · · + .
2 n 2 n n
1 1
1+ + ··· +
(d) Hence, find the limit lim 2 n
.
n!1 ln n

4.2.2 Proof of the mean value theorem

MVT is proved using the extreme value theorem (EVT). We first prove a special case of MVT,
which is known as Rolle’s Theorem:
Theorem 4.7 — Rolle’s Theorem. Let g : [a, b] ! R be continuous on [a, b] and differentiable on
(a, b) such that g(a) = g(b), then there exists c 2 (a, b) such that g 0 (c) = 0.

Proof. Note that g is continuous on the closed and bounded interval [a, b], so the extreme value
theorem shows g must achieve a global maximum at some point xmax 2 [a, b], and achieve a
global minimum at some point xmin 2 [a, b].
Case 1: if xmax 2 (a, b), then by Proposition 4.1 (note that g is differentiable on (a, b)), we
have g 0 (xmax ) = 0. We can take c to be xmax .
Case 2: if xmin 2 (a, b), then by the same argument as the above case, we have g 0 (xmin ) = 0,
and we can take c to be xmin .
Case 3: if none of the Cases 1 and 2 occur, meaning that both xmax and xmin are the end-
points, then g achieves both its global maximum and minimum at a and b. However, we are
given g(a) = g(b), the only possibly is that g(x) = g(a) = g(b) for any x 2 [a, b]. In this case, g is
a constant function, and so g 0 (x) = 0 for any x 2 (a, b). We can take c to be any number between
a and b.
To conclude, in all three cases, there exists c 2 (a, b) such that g 0 (c) = 0. ⌅

Proof of the mean value theorem. With the Rolle’s Theorem, one can give a proof of MVT by
transforming Figure 4.1. Given a function f : [a, b] ! R, we define a new function g : [a, b] ! R
 “

·
… ·
Exari 就 ψ .
12 Let C = λ a+ ( 1 λ)b
-

[ ac λ at { 1 λ] b
-

< b )

f "
( 00
□
) ≥
Then f ≤ fca
∵
Fom
+
( a)
( c ) ) fib )
? fqx )is momotone
incrcasing AXEI

,fial
- eatAta
MVT 雪 cola ≤ - ( xa +
) sit
f (ε ) f (λ 了cbbe
:
c
)b )
b

'
, = a + ( 1
-x

H
1
雪 stlc ,
l ) st )
= f"s =

(
λ
fin ) +
( -λ ]
( flb)

f 'x
(
) is monotoce inoeaming EKGI f ( xa + ( 1 λ3 b
-

xf( ) { 1 λ 3 fib )
) , a + -

∴a 8 f (ε } )
af ( δ '

"

→
afca
- ffib
a - )

f B -

'
- abfca
b- ) fial
casfib ) ic - a ) fcc
)
(
c

abfcs
( b ctc -

)
<
(b - cfla ) + c- ) a
fib

fasfiant ”
<
⼀

b
 laf is diffevantiable Co t ) and coutinnos ld Let δ [1 室 ⾼ 坑)
+ + +
0
x on lo
…

=
ou , m
,

Then Sul sulomadgn 六

By MVT , 雪 CE ( k kt )
∴ such
. that
,

f ( kt - flk )= Su 1 clnm
)

'(
-

.
f
c )

k← ( k 1 lmu < Sm ⼀六
v
-

<

f ( kt 13 fk )flc)

+
=

》
-

Gien thatf 'lx) FxE

sfriotly debeasing ⻓ +元
is [ ∞ +∞ )
,

THen k csk
,
+ l >
品
f ( kt 1 ) a
f ' "( ) a a f ( k)
f " (
ktc ) a { kt . flk }a f ' { k )
+<+ v
s
f 1 )
, ∴ 1
From ( a ]
lb
,
f " {k + c ) <f ( kt 1 } -

f ( k) < f "

( k)

ifkhen
區
li
. l
…

)
fik fe
sltcke ) )
+∞ +∞ 1
+±= 1
=
∵
-

1 +x

f [) f " 33 + ' ( 4 ) f
+f n < f( z - f [ >+ f { 3 ] f{z ) + + f ( m> f ( n 1 ) < ( 1 ) + +3 f fi By 1
l
squeeze thm
z ( … {
- ∴ ,
-
]

+
-

-
…

1
— ←
method
ifa "
。

telegcopic
f' ( 23 +" 3f
( ) +

tf ' tf
u afiu 3 - ( af D c
( f '2 f ) ( + ) +

(c) Let fix) lnx ( ln is differentiable and contin

=

nors on
N)
f ( ) ⽂ f ' x is (

striutly deeneesing
x =
( ) Co t ∞)
on
,

Fom
这'
感
1 b)
, f ' (key < fu - fic fck )

k = {

… …

hk - h
忌 众六 :
⾼⾼ + … 坑

< luk < lt 点 t …

t
点
→
六 1 + 恤信 +

…
-
+ ( 六坑
) < nkait … +
L) +

的
134 Differentiations (Part II)

by ✓ ◆
b x x a
g(x) := f (x) f (a) + f (b) .
b a b a
The graph
b x x a
y= f (a) + f (b)
b a b a
is a straight line joining the points (a, f (a)) and (b, f (b)), so g(x) is measuring the gap between
f (x) and this straight line.
It is geometrically clear that g(a) = g(b). To verify this, we check:

b a a a
g(a) = f (a) f (a) f (b) = f (a) f (a) 0 = 0
b a b a
b b b a
g(b) = f (b) f (a) f (b) = f (b) 0 f (b) = 0
b a b a
By Rolle’s Theorem, there exists c 2 (a, b) such that g 0 (c) = 0. Note that

f (a) f (b)
g 0 (x) = f 0 (x) + .
b a b a
Therefore g 0 (c) = 0 implies that
f (b) f (a)
f 0 (c) = ,
b a
which is exactly what we desire. ⌅

⌅ Exercise 4.14 Let f : R ! R be an n-times differentiable functions (where n 1). Suppose

there exist n + 1 real numbers a1 < a2 < · · · < an+1 such that

f (a1 ) = f (a2 ) = · · · = f (an+1 ) = 0.

Show that there exists c 2 R such that f (n) (c) = 0. Hence, show that any n-th degree real
polynomial can have at most n real roots.
Exevcise 4 14
.
 4.3 l’Hospital’s Rule 135

4.3 l’Hospital’s Rule

f (x)
Recall that if the limit lim is of the form 00 or 1
1 , then one cannot determine the limit
g(x)
x!a
immediately. In Chapter 2, we evaluated this kind of limit by some algebraic manipulations so
that the function fg(x)
(x)
got simplified. In this section, we will learn a very powerful tool - the
l’Hospital’s rule - which can help us to deal with this kind of limits effectively.
Theorem 4.8 — l’Hospital’s Rule. Suppose f (x) and g(x) are two differentiable functions which
satisfy:

lim f (x) = lim g(x) = 0

x!a x!a
or: lim f (x) = lim g(x) = ±1.
x!a x!a

f 0 (x) f (x) f 0 (x)

If lim 0
exists, then we have: lim = lim 0 .
x!a g (x) x!a g(x) x!a g (x)

i The l’Hospital’s Rule holds when a is 1 or 1 as well. It also holds when the limit is
one-sided.

i We do not introduce the l’Hospital’s rule at early stage because it needs to be proved using
the mean value theorem. We will discuss its proof (at least the 00 case) after seeing some
examples.

⌅ Example 4.8 Evaluate the following limits using the l’Hospital’s rule:
ln x
1. lim
x!1x 1
x2
2. lim x
x!1 e
3. lim+ x ln x
x!0
4. lim ✓ tan(1/✓)
✓!1

⌅ Solution 1. As x ! 1, both ln x ! 0 and x 1 ! 0, so the l’Hospital’s Rule can be applied

here:
ln x (ln x)0
lim = lim
x!1 x 1 x!1 (x 1)0
1
x
= lim
x!1 1
=1

2. As x ! 1, both x2 ! 1 and ex ! 1, so using l’Hospital’s Rule:

x2 2x
lim = lim x
x!1 ex x!1 e
2
= lim x (using l’Hospital’s Rule again)
x!1 e
2
=0 (since we get the form )
1

EXhcize

enOn 1N
Q :
xlu入

。 =∞µ
laollax
藏合率外
箱

) = x

=× l x
= 0
.

Q :
l⾶
: l "
.( l
"
t
: ∞ x =
". e =∞
MEI

:⾶=
xnn
=

Sinilaly m = x
的 -
L

。 器
= 0
,
,
136 Differentiations (Part II)

3. As x ! 0+ , x ln x is of the form 0 · 1 which is indeterminated. However, it is not yet in

the form of 00 or 1
1 , we need to rewrite it in some other way in order to use the l’Hospital’s
Rule:
ln x
lim+ x ln x = lim+ 1 (then it becomes 1/1)
x!0 x!0
x
1
= lim+ x
1 (l’Hospital’s Rule)
x!0
x2
1
= lim+ · ( x2 )
x!0 x
= lim+ x
x!0
= 0.

4. As ✓ ! 1, ✓ tan(1/✓) is of the form of 1 · 0 which is not yet applicable to the l’Hospital’s

Rule. However, one can rewrite the function as:

tan(1/✓)
lim ✓ tan(1/✓) = lim (then it is in the form 0/0)
✓!1 ✓!1 1/✓
1
sec2 (1/✓) · ✓2
= lim 1
✓!1 2
✓ ◆✓
1
= lim sec2
✓!1 ✓
1
= lim
✓!1 cos2 (1/✓)
1
= = 1.
cos2 0
Together with the fact that ln is continuous on (0, 1), the l’Hospital’s rule is often used to
find the limit of the form 11 , 00 , 01 or 10 . Let’s see some examples:

⌅ Example 4.9 Evaluate:

1. lim+ xx
x!0
2. lim (ex + x)1/x
x!1

⌅ Solution 1. First we find lim ln (xx ) instead:

x!0

lim ln (xx ) = lim+ x ln x = 0

x!0+ x!0

Here we used the result from Part 3 of the previous example. Since ln is continuous, we have:
✓ ◆
ln lim+ xx = lim+ ln (xx ) = 0.
x!0 x!0

Therefore, lim xx = e0 = 1.
x!0+
2. Similarly, we first consider:

1/x 1 ln (ex + x)
lim ln (ex + x) = lim ln (ex + x) = lim .
x!1 x!1 x x!1 x
4.3 l’Hospital’s Rule 137

Now the limit is of the form 1/1, using l’Hospital’s Rule (several times) we get:
ex +1
ln (ex + x) ex +x
lim = lim
x!1 x x!1 1
ex + 1
= lim x (1/1 again!)
x!1 e + x
ex
= lim x (1/1 again!!)
x!1 e + 1
ex
= lim x
x!1 e
= 1.

Now we have ⇣ ⌘
1/x 1/x
ln lim (ex + x) = lim ln (ex + x) = 1.
x!1 x!1

Therefore, we get:
1/x
lim (ex + x) = e.
x!1

⌅ Exercise 4.15 Using the l’Hospital’s rule, find the following limits:
x sin x
(a) lim
x!0 x3 x
1 cos 2n
(b) lim where n 2 N
x!0 xp2
1 n cos nx
(c) lim where n 2 N
x!0
x
x2
e 1 sin x
(d) lim
x!0 x2
✓ x ◆1
3e + 2 x
(e) lim
x!0 5
x sin x
(f) lim
x!0 1 cos x
1
(g) lim+ (1 cos x) ln x
x!0

⌅ Exercise 4.16 — Source: Extracted from HKALE Pure Math 2000, Paper 2, Q14. Let a > b > 0
and define (
ax +bx 1/x
if x > 0
f (x) = p 2 .
ab if x = 0
(a) Show that lim+ f (x) = f (0).
x!0
(b) Show that lim f (x) = a [Hint: squeeze theorem]
x!+1

⌅ Exercise 4.17 Suppose f is n-times differentiable at x = a, and f (n) is continuous at x = a.

Prove that
⇣ ⌘
f 00 (a) f (n) (a)
f (x) f (a) + f 0 (a)(x a) + 2! (x a)2 + · · · + n! (x a)n
lim = 0.
x!a (x a)n
( a) + f (
x = )
(
=

l e +

() (
⼀; is catinwmonR)
=
e

∵ l+µ (a) +
l
= x = 0

∴µ amc
2
hatb
ax 噩 —
=

b
∴+ ( Cniha
+
a b
f
x) = "

= +
,
 )
Pref :la
- efal +fhaxxa +
fxr
的
"

(x
-

aetta
( x aj
,

=
 138 Differentiations (Part II)

4.3.1 Some conceptual issues about the l’Hopsital’s rule

Issue of circular reasoning
sin ✓
It seems like the l’Hospital’s rule gives a one-step proof of the limit rule lim = 1, since:
✓!0 ✓
sin ✓ cos ✓ cos 0
lim = lim = = 1.
✓!0 ✓ ✓!0 1 1
However, it may be to your surprise that this approach is problematic. The issue comes from
differentiating sin ✓. If one looks back at why d✓d
sin ✓ = cos ✓, one needs to make use of the fact
sin ✓ sin ✓
that lim = 1. In other words, d✓ sin ✓ = cos ✓ because lim
d
= 1. As such, we cannot
✓!0 ✓ ✓!0 ✓
sin ✓
use the fact that d✓
d
sin ✓ = cos ✓ to prove lim = 1. This logical fallacy is commonly called
✓!0 ✓
circular reasoning.
Explain what’s wrong with the argument below:

eh 1 (eh 1)0 eh
lim = lim = lim = e0 = 1.
h!0 h h!0 h0 h!0 1

f0
Existence of lim g0
Note carefully that the l’Hospital’s rule states as:
f 0 (x) f (x) f 0 (x)
If lim 0 exists, we will have lim = lim 0 .
x!a g (x) x!a g(x) x!a g (x)
f 0 (x) f (x)
It is important to note that if lim 0 does not exist, one cannot conclude that lim does
x!a g (x) x!a g(x)
not exist. Here is a good counter-example:
sin x + x
Consider the limit: lim which is of the form 1/1, with f (x) = sin x + x and
x!1 x
g(x) = x. If one attempted to use the l’Hospital’s Rule, one can get:

f 0 (x) cos x + 1
lim = lim
x!1 g 0 (x) x!1 1

f (x)
which does not exist. However, lim can be easily shown to be:
g(x)
x!1

✓ ◆
sin x + x sin x
lim = lim + 1 = 0 + 1 = 1.
x!1 x x!1 x

sin x
Here we used the Squeeze Theorem to claim lim = 0.
x x!1
To conclude, although that the l’Hospital’s rule can be casually stated as

f (x) f 0 (x)
lim = lim 0 ,
x!a g(x) x!a g (x)

as a (potential) math major one should also be cautious about this logic issue.

4.3.2 Proof of the l’Hospital’s rule

Let’s give the proof of the l’Hopsital’s rule in the case of 00 . Now given

f 0 (x)
lim f (x) = lim g(x) = 0 and lim = L,
x!a x!a x!a g 0 (x)

f (x) f 0 (x)
we need to show lim = lim 0 = L.
x!a g(x) x!a g (x)
First note that the limit of a function as x ! a is not relevant to the value of the function at
x = a. It is not a problem to assume without loss of generality that f (a) = g(a) = 0. By the result
4.3 l’Hospital’s Rule 139

from part (a) of Exercise 4.11 proved using MVT – replacing b by x, there exists c 2 (a, x) such
that
f (x) f 0 (c)
f 0 (c) g(x) g(a) = g 0 (c) f (x) f (a) =) f 0 (c)g(x) = g 0 (c)f (x) =) = 0 .
g(x) g (c)

Note that a < c < x, so if x ! a+ , by squeeze theorem, c ! a as well. Therefore, 此 GGO

a ⼯ x

f 0 (x) f 0 (c) 点, ←

lim+ 0 = L =) lim+ 0 = L,
x!a g (x) x!a g (c) . “

ax
是 *

f (x) f 0 (c)
and hence lim+ = lim 0 = L.
x!a g(x) x!a g (c)
f (x)
Similar argument can prove that lim = L too.
x!a g(x)
f (x)
To conclude, we get lim = L. It completes the proof of the 0
0 case of the l’Hospital’s
x!a g(x)
rule.

i We have used the result from part (a) of Exercise 4.11. This result is often called the Cauchy’s
mean value theorem.
 140 Differentiations (Part II)

4.4 Derivatives and Graphs

4.4.1 First derivative test
Recall that if a differentiable function f achieves a local maximum or minimum at x = c, then
we have f 0 (c) = 0. Therefore, to locate the possible local maximum and minimum points, one
should solve the equation f 0 (x) = 0. In this regard, we call:
Definition 4.3 — Critical points. A critical point of a function f is a point (c, f (c)) such that
either f is not differentiable at x = c, or f 0 (c) = 0.

However, the critical points may just be candidates of local maximum and minimum, and they
can be neither. One can classify its nature (whether it is local maximum or minimum) using its
first derivative:
1. If f 0 changes from negative to positive at c, then f has a local minimum at c.
2. If f 0 changes from positive to negative at c, then f has a local maximum at c.
3. If f 0 does not change sign at c (i.e. f 0 (x)  0 on both sides of c, or f 0 (x) 0 on both sides
of c), then the point (c, f (c)) is neither a local maximum nor local minimum.
4.4 Derivatives and Graphs 141

⌅ Example 4.10 Given f (x) = x3 3x2 + 1, determine all critical points and classify their
nature.

⌅ Solution First we compute the derivative:

f 0 (x) = 3x2 6x = 3x(x 2).

Next we solve the inequality f 0 (x) > 0:

3x(x 2) > 0
() (x > 0 and x 2 > 0) or (x < 0 and x 2 < 0)
() x > 2 or x < 0

Since f 0 (x) = 0 if and only if x = 0 or x = 2, clearly we have f 0 (x) < 0 if and only if 0 < x < 2.
x<0 x=0 0<x<2 x=2 x>2
f 0 (x) + 0 0 +
f (x) % 1 & 3 %
Near x = 0, the value of f (x) is less than f (0), hence (0, f (0)) = (0, 1) is a local maximum
point. On the other hand, the value of f (x) is greater than f (2) when x is near 2, and so
(2, f (2)) = (2, 3) is a local minimum point.

⌅ Example 4.11 Find all critical points of the function:

2
f (x) = x 3 (2 x).

Determine the nature of each critical point.

⌅ Solution By straight-forward computation, we get:

✓ ◆
2 1 2 1 2 4 5x
f 0 (x) = x 3 (2 x) x3 = x 3 (2 x) x = (for x 6= 0)
3 3 3x1/3

Moreover, using the definition of derivative, we get:

f (h) f (0) h2/3 (2 h) 2 h

f 0 (0) = lim = lim = lim = ±1
h!0 h h!0 h h!0 h1/3
Therefore, f 0 (0) does not exist.
Next we solve for all critical points: f 0 (x) = 0 gives x = 45 , and also f 0 (0) does not exist.
Therefore, f has two critical points at x = 45 and x = 0.
By solving the inequality f 0 (x) > 0, we get:

(45x > 0 and x1/3 > 0) or (4 5x < 0 and x1/3 < 0)

4 4
() (x < and x > 0) or (x > and x < 0)
5 5
4
() 0 < x < or no solution
5
Therefore, f 0 (x) > 0 when 0 < x < 45 , and similarly f 0 (x) < 0 when x < 0 or x > 45 .
x<0 x=0 0 < x < 45 x = 45 x > 45
0
f (x) undefined + 0
2
6 4
f (x) & 0 % 5 5
3
&
nature local minimum local maximum
 Figure 5 shows the graphs of two increasing functions on !a, b". Both graphs join point A
to point B but they look different because they bend in different directions. How can we
CHAPTER 4 APPLICATIONS distinguish between these two types of behavior? In Figure 6 tangents to these curves have
OF DIFFERENTIATION
been drawn at several points. In (a) the curve lies above the tangents and f is called con-
cave
WHAT upward
DOES on f!a, b". In
! SAY (b) the curve
ABOUT f? lies below the tangents and t is called concave
downward on !a, b".
142 Figure 5 shows the graphs of two increasing functions on !a, b". BothDifferentiations
graphs join point(Part
A II)
B
to point yB but they look different because they bendy in different directions. How B can we
4.4.2 Second Derivatives
distinguish betweenandthese
Graphs
two types of behavior? In Figure 6 tangents to these curves have
Given a function f (x) which fis at In
been drawn at several points. (a) the
least curve
twice lies above thethe
differentiable, tangents and
signg of thef is called derivative
second con-
cave upward on !a,
0 b". In (b) the curve lies below the tangents and t is called
f (x) tells us whether f (x) is increasing or decreasing (since f is the derivative of f 0 ).
00 00 concave
downward
Consider the on
case!a,when
b". f 00 (x) > 0 on an interval (a, b), then f 0 (x) is strictly increasing on
A A
(a, b). The slopey of tangents becomes greater
B as x increases.
y As a result, the graphB y = f (x) will
be concave up as 0
shown in the diagram below. On the 0
other hand, if f 00
(x) < 0 on xan interval,
a b x a b
then y = f (x) will be concave down.
g
FIGURE 5 (a) f (b)

y A B y A B

0 a b x 0 a b x
g
f
FIGURE 5 (a) (b)

A A
y B y B
0 x 0 x
g
FIGURE 6 (a) Concave fupward (b) Concave downward

A A
To summarize, given a twice differentiable function f , we have:
DEFINITION If the graph of f lies above all of its tangents on an interval I , then it
• If f 00is(x) > 0 on
0 concave
called then y on
(a, b),upward = fI.(x) isxconcave
If the graph of up on below
f 0lies (a, b). all of its tangents onx I,
• If f 00it(x) < 0 on (a, b), then y
is called concave downward on I. = f (x) is concave down on (a, b).
FIGURE •
6 The point (c, f (c)) on theupward
(a) Concave graph y = f (x) is called an inflection (b) Concave point
downwardif the graph y = f (x)
changes from concave up to concave down (or vice versa) at this point.
Figure 7 shows the graph of a function that is concave upward (abbreviated CU) on the
intervals
It may be !b,tempting
c", !d, e",toand !e, p" and
conclude concave downward (CD) on the intervals !a, b" !c, d",
to, saying
i DEFINITION If the graph of f that
lies above allisofanitsinflection
(c, f (c))
tangents point
on anisinterval
equivalent
I , then it
!p, q"f.00 (c) = 0. However, it is NOT true! It is correct that if (c, f (c)) is an inflection
to that
and
is called concave upward on I. If the graph 00of f lies below all of its tangents on I,
point, then f (c) = 0. However, if we have f (c) = 0, the point (c, f (c)) may not be an
00

it isy called
inflection concave
point! downward on Iis
One counter-example . the function f (x) = x4 . Clearly f 00 (x) = 12x2 and
so f 00 (0) = 0. However, f 00 (x) > 0 for any x 6= 0 and D so the graph y = x is concave up
4

everywhere! Moreover, an inflection point may take place at a “corner”, i.e.

P a point
Ba function that is concave upward (abbreviated (c, f (c))
atFigure
which 7f 0shows thenot
(c) does graph
exist.ofSee C
the diagram below. CU) on the
intervals !b, c", !d, e", and !e, p" and concave downward (CD) on the intervals !a, b", !c, d",
and !p, q".

y
0 a b c dD e p q x
B P
FIGURE 7 CD CU C CD CU CU CD

Let’s see how the second derivative helps determine the intervals of concavity. Looking
at Figure 6(a), you can see that, going from left to right, the slope of the tangent increases.
0 a b c d e p q x

FIGURE 7 CD CU CD CU CU CD
Figure 4.2: Points B, C, D and P are inflection points.

Let’s see how the second derivative helps determine the intervals of concavity. Looking
The concavity of the graph y = f (x) can be used to predict whether a critical point is a local
at Figure 6(a), you can see that, going from left to right, the slope of the tangent increases.
maximum or local minimum. For that we have:
Theorem 4.9 — Second Derivative Test. Let f : (a, b) ! R be a twice differentiable function
such that f 00 (x) is continuous on (a, b). Suppose f 0 (c) = 0 for some c 2 (a, b). The nature of
(c, f (c)) can be determined by the f 00 (c) as follows:
• If f 00 (c) > 0, then (c, f (c)) is a local minimum point.
• If f 00 (c) < 0, then (c, f (c)) is a local maximum point.
• If f 00 (c) = 0, there is no conclusion by this test. Other methods need to be used to
determine the nature of (c, f (c)).
4.4 Derivatives and Graphs 143

i Although the test is simpler than using first derivative alone, it requires the function to be
twice differentiable and f 00 to be continuous. It fails to conclude the nature of a critical point
(c, f (c)) at which f 0 (c) does not exist.

Proof. We prove the case f 00 (c) > 0 and leave it as an exercise for readers to prove the case
f 00 (c) < 0. Given that f 00 is continuous, so we have

lim f 00 (x) = f 00 (c) > 0.

x!c

Therefore, from Chapter 2 we learned that f 00 (x) > 0 when x is sufficiently close to c as well. Let
> 0 such that f 00 (x) > 0 on (c , c + ), then f 0 is strictly increasing on (c , c + ).
Recall that f (c) = 0. Therefore, f 0 (x) < f 0 (c) = 0 for any x 2 (c
0
, c). Hence, f is strictly
decreasing on [c , c], and so f (x) > f (c) for any x 2 (c , c). Similarly, f 0 (x) > f 0 (c) = 0 for
any x 2 (c, c + ), and so f is strictly increasing on [c, c + ], which implies f (x) > f (c) for any
x 2 (c, c + ).
Overall, we have f (x) f (c) for any x 2 (c , c + ). In other words, f achieves a local
minimum at x = c. ⌅

⌅ Exercise 4.18 Write down the proof of the above theorem when f 00 (c) < 0.

⌅ Example 4.12 Consider the function f (x) = x3 3x2 + 1, which appeared in Example 4.10.
Classify the nature of each critical point using the second derivative test.

⌅ Solution We have computed before that f 0 (x) = 3x2

6x = 3x(x 2) and f has two critical
points at x = 0 and x = 2. Next we compute the second derivative:

f 00 (x) = 6x 6

Since f 00 (0) = 6 < 0, we conclude that (0, f (0)) = (0, 1) is a local maximum point. Similarly,
f 00 (2) = 6 > 0, we conclude (2, f (2)) = (2, 3) is a local minimum point.

⌅ Example 4.13 Find all critical points of the function f (x) = sin3 x in the interval ( ⇡, ⇡).
Classify their nature.

⌅ Solution By straight-forward computation:

f 0 (x) = 3 sin2 x cos x

f 00 (x) = 6 sin x cos2 x 3 sin3 x
= 3 sin x(2 cos2 x sin2 x)
= 3 sin x(2 3 sin2 x)

By solving f 0 (x) = 0, we see that its roots in ( ⇡, ⇡) are: x = 2,

⇡
0, 2.
⇡

Putting into these points into f 00 (x), we get

f 00 ( ⇡/2) = 3 · ( 1) · (2 3) = 3 > 0
00
f (0) = 0
f 00 (⇡/2) = 3 · 1 · (2 3) = 3<0

Hence, f has a local minimum at x = ⇡/2, and has a local maximum at x = ⇡/2. However,
the second derivative test fails to classify the nature of (0, f (0)). However, noting that f 0 (x) > 0
 144 Differentiations (Part II)

on ( ⇡/2, 0) and on (0, ⇡/2), f is strictly increasing on [ ⇡/2, 0] and on [0, ⇡/2], i.e. f is strictly
increasing on [ ⇡/2, ⇡/2]. Therefore, (0, 0) is neither a local maximum nor local minimum.

i Note that, however, it could happen that (c, f (c)) could be a local maximum or minimum
when f 0 (c) = f 00 (c) = 0. For instance, consider f (x) = x4 . It is clear that f 0 (0) = f 00 (0) = 0.
However, f achieves a global minimum at x = 0, as f (x) 0 = f (0) for any x 2 R.

4.4.3 Curve Sketching

To summarize, we have discussed so far:
1. If f 0 (x) > 0 on (a, b), then y = f (x) is strictly increasing on (a, b).
2. If f 0 (x) < 0 on (a, b), then y = f (x) is strictly decreasing on (a, b).
3. If f 00 (x) > 0 on (a, b), then y = f (x) is concave up on (a, b).
4. If f 00 (x) < 0 on (a, b), then y = f (x) is concave down on (a, b).
Using all these, one is able to sketch the graph of a given function. Let’s see the example
below:
⌅ Example 4.14 Sketch the graph y = f (x) of the function:

f (x) = x2/3 (6 x)1/3 .

⌅ Solution By straight-forward computations (just be careful), we get:

4 x 8
f 0 (x) = , f 00 (x) = for x 6= 0, 6
x1/3 (6 x)2/3 x4/3 (6 x)5/3

Clearly, f 0 (x) = 0 only when x = 4. We can also show f 0 (0) and f 0 (6) does not exist:

f (h) f (0)
f 0 (0) = lim
h!0 h
h2/3 (6 h)1/3
= lim
h!0 h
(6 h)1/3
= lim = ±1
h!0 h1/3
f (6 + h) f (6)
f 0 (6) = lim
h!0 h
(6 + h)2/3 ( h)1/3
= lim
h!0 h
(6 + h)2/3
= lim = 1.
h!0 h2/3
Therefore, there are three critical numbers: 0, 4 and 6.
To determine in which intervals the function is increasing, we solve f 0 (x) > 0. Since
(6 x)2/3 must be non-negative (even index), we can simply solve:
4 x
> 0.
x1/3

(4 x > 0 and x > 0) or (4 x < 0 and x < 0)

0<x<4 or no solution

Therefore, f 0 (x) > 0 when 0 < x < 4, and therefore f 0 (x) < 0 when x < 0 or x > 4.
 NOTE The Second Derivative Test is inconclusiv
such a point there might be a maximum, there might
ther (as in Example 6). This test also fails when f &%c&
Derivative Test must be used. In fact, even when bot
is often the easier one to use.
4.4 Derivatives and Graphs 145
EXAMPLE 7 Sketch the graph of the function f %x& !
To determine the concavity, we solve f 00 (x) > 0. Since x4/3 is always non-negative,
SOLUTION You can usewe
thecan
differentiation rules to chec
simply solve:
Try reproducing the graph in Figure 12
N
4$x
8 with a graphing
8 calculator or computer. Some f #%x& ! 1!3 f &%x
> 0 =)machines produce5/3 the <
complete
0 =) graph, some
6 x < 0 =) x > 6. x %6 $ x&2!3
(6 x) 5/3 (6only x)
produce the portion to the right of the
y-axis, and some produce only the portion Since f #%x& ! 0 when x ! 4 and f #%x& does not exis
Therefore f (x) > 0 when x > between
00
6, andxso f 00
(x) < 0 when x
! 0 and x ! 6. For an explanation< 6 numbers
(and x 6= 0).are 0, 4, and 6.
x<0 x = 0 and cure,
0 <seex< Example
4 7xin=Section
4 1.4. 4 <Anx < 6 x=6 x>6
f 0 (x) undefinedequivalent +
expression that 0gives the correct undefined
Interval 4$x x 1!3 %6 $ x&2!3
graph is
00
f (x) undefined undefined
x'0 + " $ "
6$ x
## # _
f (x) &_ 0 y% _2 &1!3 !
! %x 25/3 6 $ x&
1!3
0 x'4 &^"
0'
# 6$x
4'x'6 $
"
"
"
"
y x%6 $ " "
4 (4, 2%?#)
3 To find the local extreme values we use the First
2 from negative to positive at 0, f %0& ! 0 is a local m
positive to negative at 4, f %4& ! 2 5!3 is a local maxim
at 6, so there is no minimum or maximum there. (Th
0 1 2 3 4 5 7 x used at 4, but not at 0 or 6 since f & does not exist at
Looking at the expression for f &%x& and noting th
f &%x& ' 0 for x ' 0 and for 0 ' x ' 6 and f &%x& %
y=x@ ?#(6-x)! ?# ward on %$!, 0& and %0, 6& and concave upward on
is %6, 0&. The graph is sketched in Figure 12. Note th
FIGURE 12 # #
%0, 0& and %6, 0& because f #%x& l ! as x l 0 and

EXAMPLE 8 Use the first and second derivatives of f

totes, to sketch its graph.

#
SOLUTION Notice that the domain of f is "x x " 0$, so
by computing the left and right limits as x l 0. As
 146 Differentiations (Part II)

⌅ Exercise 4.19 — Source: Modified from HKALE Pure Math 2012, Paper 2, Q7. Let f (x) =

(6x2 + 5x + 6)e x , x 2 R.
(a) Find f 0 (x) and f 00 (x).
(b) By finding the range of x such that f 0 (x) > 0, and the range of x such that f 00 (x) > 0,
sketch the graph y = f (x). It should clearly show:
(i) the ranges of x on which f is strictly increasing and strictly decreasing
(ii) the ranges of x on which f is concave up and concave down.
(c) Let n(k) be the number of intersection points between the graph y = f (x) and the
horizontal line y = k. Using the graph y = f (x), find n(k) for any k 2 R.

⌅ Exercise 4.20 — Source: Modified from HKALE Pure Math 2009, Paper 2, Q7. Let f (x) =
|x| (x + 16)
, where x 6= 2.
x 2
(a) Find f 0 (x) and f 00 (x) when x 6= 0 and x 6= 2.
(b) Determine whether f 0 (0) and f 00 (0) exist or not.
(c) By finding the range of x such that f 0 (x) > 0, and the range of x such that f 00 (x) > 0,
sketch the graph y = f (x). It should clearly show:
(i) the ranges of x on which f is strictly increasing and strictly decreasing
(ii) the ranges of x on which f is concave up and concave down.

4.4.4 Proof of inequalities by differentiations

Many important inequalities can be proved using differentiation methods. The following examples
showcase some of them.
⌅ Example 4.15 — Modified from HKALE Pure Math 2005, Paper 2, Q11. The goal of this exercise
is to prove the AM-GM inequality (full names: AM = arithmetic mean, GM = geometric mean),
which says that for any positive numbers x1 , · · · , xn , we have ☆
0
xs θ x ,
… …
≥

σ σ
1 ,

x1 + x2 + · · · + xn p
n
x1 x2 · · · xn . @m
n
}
f ε}
"

t ( m {t -

1 ± 30

(@
=

(a) Prove that tn 1 n(t 1) for all t > 0 and n 2 N.

:
-

g mth m

(b) Using (a), prove that for any a, b, c > 0, we have ( ε}

· _

}
"
"
1
= m (t -

✓ ◆

⑩, ?Q
a+b+c p 2 a+b p
> 0

3 专七
abc ab . ☆ 了

3 3 2 f (t] =ω☆
t = l

< ta
了
③ o

p p ft}
< o

[Hint: put n = 3 and t = 3 abc/ ab.]

(c) Given a sequence of positive numbers x1 , x2 , · · · , we denote
x1 + · · · + xn p
An := , Gn := n x1 · · · xn
n
for any n 2 N. Show that
n
An+1 Gn+1 (An Gn ) 8n 2 N.
n+1
(d) Hence, prove that An Gn for any n 2 N, which is exactly the AM-GM inequality.

⌅ Solution (a) Let f (t) = tn 1 n(t 1) where t 0, and n 2 N. We compute that

f 0 (t) = ntn 1
n = n tn 1
1

We see that for t 0

f 0 (t) > 0 () tn 1
> 1 () t > 1.
4.4 Derivatives and Graphs 147

Similarly, one can show f 0 (t) < 0 if and only if t < 1. Therefore, f is strictly decreasing on
[0, 1], and is strictly increasing on [1, 1). This shows f achieves its global minimum at t = 1.
In other words,
f (t) f (1) = 1n 1 n(1 1) = 0 8t 0.
It proves tn 1 n(t 1) for any t 0. p p
(b) Following the hint, we substitute n = 3 and t = 3 abc/ ab into the result of (a):
p !3 p !
3 3
abc abc
p 1 3 p 1
ab ab
p
3 3 abc abc
=) p 3 p 1
ab ( ab)3
p ✓ ◆ p
p3 ab abc abc 2 ab
=) abc  p +2 = +
3 ( ab)3 3ab 3
p
c 2 ab
= +
3 3
Therefore, we get:

a+b+c p 3
abc
3
p !
a+b+c c 2 ab
+
3 3 3
a+b 2 p
= ab
✓3 3 ◆
2 a+b p
= ab ,
3 2

as desired.
(c) Inspired by (b), we apply the result of (a) with n + 1 replacing n, and
p
n+1 x · · · x
1 n+1 Gn+1
t= p = .
n
x1 · · · xn Gn

We then have
✓ ◆n+1 ✓ ◆
Gn+1 Gn+1
1 (n + 1) 1
Gn Gn
✓ ◆n+1
Gn+1 1 Gn+1 1
=) 1
Gn n+1 Gn n+1
✓ ◆n+1
Gn+1 1 Gn+1 n
=)  +
Gn n+1 Gn n+1
✓ ◆n+1 !
1 Gn+1 n 1 (Gn+1 )n+1 nGn
=) Gn+1  Gn + = +
n+1 Gn n+1 n + 1 (Gn )n n+1
148 Differentiations (Part II)

Therefore, we get

An+1 Gn+1
1 (Gn+1 )n+1 nGn
An+1 n
n + 1 (Gn ) n+1
x1 + · · · + xn + xn+1 1 x1 · · · xn+1 nGn
=
n+1 n + 1 x1 · · · xn n+1
x1 + · · · + xn + xn+1 xn+1 nGn
=
n+1 n+1 n+1
x1 + · · · + xn nGn
=
n+1 n+1
✓ ◆
n x1 + · · · + xn
= Gn
n+1 n
n
= (An Gn ).
n+1
(d) Since the result of (c) holds for any n 2 N, we can apply the result inductively:
n 1
An Gn (An1 Gn 1)
n
n 1n 2
(An 2 Gn 2 )
n n 1
n 1n 2n 3
(An 3 Gn 3 )
n n 1n 2
n 1n 2n 3 1
··· · · · (A1 G1 ).
n n 1n 2 2
Note that A1 = G1 = x1 , so we completed the proof that An Gn 0 for any n 2 N.

⌅ Example 4.16 — Source: Extracted from HKALE Pure Math 2006, Paper 1, Q10. Let f : (0, 1) !
R and g : (0, 1) ! R be the following functions:

ax 1
f (x) = x ln x x and g(x) =
x
where a > 0 is a constant.
(a) By considering f (x), prove that x ln x x + 1 0 for all x > 0.
(b) Prove that g is monotone increasing.
(c) Let p and q be realPnumbers such that p > q > 0. Suppose a1 , · · · , an are positive
n
numbers satisfying k=1 akq = n. Prove that
n
X
akp n.
k=1

⌅ Solution (a) We first compute:

1
f 0 (x) = x · + ln x 1 = ln x.
x
Note that 8
>
<< 0 if x 2 (0, 1)
f (x) = 0 if x = 1
>
:
>0 if x 2 (1, 1)
4.4 Derivatives and Graphs 149

Therefore, f is strictly decreasing on [0, 1], and strictly increasing on [1, 1). This shows f
achieves its global minimum at x = 1. In other words, for any x > 0, we have

f (x) f (1) =) x ln x x 1 · ln(1) 1 =) x ln x x+1 0.

Note that equality holds if and only if x = 1, since f has only one global minimum point.
(b) To prove that g is strictly increasing, we need to compute g 0 (x):

x(ax 1)0 (ax 1)x0

g 0 (x) =
x2
xax ln a ax + 1
=
x2
ax ln(ax ) ax + 1
= .
x2

From (a), we have y ln y y + 1 0 for all y > 0, and equality holds if and only if y = 1.
Therefore, in particular when y = ax , we have

ax ln(ax ) ax + 1 0

with equality holds if and only if ax = 1 (since x > 0, it only happens when a = 1). Therefore,
we proved
ax ln(ax ) ax + 1 0 8x > 0 =) g 0 (x) 0 8x > 0.
It shows g is monotone increasing.
(c) For each k = 1, 2, · · · , n, we apply the result in (b) with a replaced by ak . Since g is
strictly increasing and p > q, we have

akp 1 akq 1
g(p) g(q) =) .
p q

Since the result is true for all k = 1, 2, · · · , n, taking summation over all these k’s, we get:
n
X n
X
ap k 1 aq k 1
.
p q
k=1 k=1
Pn
Given that k=1 akq = n, the above implies
n
X Pn Pn
ap k 1 k=1 akq k=1 1
p q
k=1
n n
= = 0.
q

It implies:
n
X n
X n
X
(akp 1) p · 0 = 0 =) akp n 0 =) akp n.
k=1 k=1 k=1

⌅ Exercise 4.21 Using the results from the above example, prove that for any positive numbers
b1 , · · · , bn where n 2 N, we have

n
! p1 n
! q1
1X p 1X q
bk bk .
n n
k=1 k=1
150 Differentiations (Part II)

⌅ Exercise 4.22 — Source: Extracted from HKALE Pure Math 2007, Paper 1, Q9. (a) Let ↵ > 0.
Using
(t + 1)↵+1
f (t) = ,
t↵
(t + 1)↵+1 (↵ + 1)↵+1
prove that ↵
for all t > 0.
t ↵↵
(b) Let ↵1 , ↵2 be two positive numbers. Using (a), prove that

(t + 1)↵1 +↵2 (↵1 + ↵2 )↵1 +↵2

t↵ 1 ↵1↵1 ↵2↵2

for all t > 0. [Hint: let ↵ = ↵1 /↵2 .]

(c) Prove that for any ↵1 , ↵2 , 1 , 2 > 0, we have
✓ ◆↵1 +↵2 ✓ ◆↵ 1 ✓ ◆↵ 2
1 + 2 1 2
.
↵1 + ↵2 ↵1 ↵2

⌅ Exercise 4.23 — Source: Extracted from HKALE Pure Math 2004, Paper 1, Q10. Let n be a
positive integer, and 0 < p < 1.
(a) Consider the function f (x) = xp px on (0, 1). Prove that

xp  px + 1 p 8x > 0.

(b) Using (a), prove that ap b1 p  pa + (1 p)b for all a, b > 0.

(c) Let a1 , · · · , an and b1 , · · · , bn be positive numbers. Using (b), prove that

n n
!p n
!1 p
X X X
aip bi1 p  ai bi .
i=1 i=1 i=1

⌅ Exercise 4.24 Prove or disprove: there exists infinitely many prime numbers p such that p + 2
is also a prime.