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Real Analysis Lecture
Real Analysis Lecture
Lecture 6: Differentiation
Manasa Mandava
Term 1, 2015
Uniform continuity
Theorem
A function is continuous if it is uniformly continuous.
Example : Uniformly continuous function
Example
√
Let f (x) = x, x ∈ (0, ∞). Then for every ǫ > 0 choose δ = ǫ2 .
Then for all x, y ∈ R such that |x − y| < ǫ2 ,
√ √ √ √ √ √
|f (x) − f (y)|2 = | x − y|2 ≤ | x − y|| x + y|
= |x − y| < ǫ2 .
Thus, it follows from the above inequality that |f (x) − f (y)| < ǫ
for all x, y ∈ R such that |x − y| < ǫ2 . Since the choice δ = ǫ2 for
√
each ǫ does not depend on x, y, the function f (x) = x is
uniformly continuous.
Example: Function that is continuous but not uniformly
continuous
Example
Let f (x) = 1/x, x ∈ (0, 2). Clearly the function f is continuous on
(0, 2). Assume that f is uniformly continuous. Take ǫ = 1. Fix an
arbitrary δ > 0. Then, for x := min(δ, 1) and y = x/2,
and
|f (x) − f (y)| = |1/x − 2/x| = |1/x| ≥ 1. (2)
Since (1) and (2) hold for any δ > 0, we have that for ǫ = 1, there
exists no δ > 0 such that |f (x) − f (y)| < ǫ for all |x − y| < δ.
Therefore, f (x) = 1/x is not uniformly continuous.
Definition
f (t) − f (x)
φx (t) = , t ∈ (a, b), t 6= x.
t−x
Denote f ′ (x) := limt→x φx (t). If f ′ (x) exists, then the function f
is said to be differentiable at x, and f ′ (x) is called the derivative of
f at x.
If f (x) is differentiable at every point of a set E, we say that f is
differentiable on E.
Similar to left and right hand limits, we can consider left and right
hand derivatives at a point x as the left and right hand limits at a
point x of the function φx (t).
Theorem
Let f : [a, b] → R. If f is differentiable at a point x ∈ [a, b], then f
is continuous at x.
Theorem
Suppose f and g are defined on [a, b] and are differentiable at a
point x ∈ [a, b]. Then,
(a) (f + g)′ (x) = f ′ (x) + g ′ (x);
(b) (f g)′ (x) = f ′ (x)g(x) + f (x)g ′ (x);
′ ′ ′ (x)f (x)
(c) If g(x) 6= 0, then fg (x) = g(x)f (x)−g g 2 (x) .
Chain rule of differentiation
Theorem
Suppose f is continuous on [a, b] and is differentiable at some
point x ∈ [a, b], and g is defined on an interval which contains the
range of f and is differentiable at the point f (x). If
Definition
Let f be a real function defined on a metric space X. The
function f is said to have a local maximum at a point p ∈ X, if
Theorem
Let f be defined on [a, b]. If f has a local extremum at a point
x ∈ (a, b) and if f ′ (x) exists, then f ′ (x) = 0.
Examples
Theorem
If f and g are continuous real functions on [a, b] which are
differentiable in (a, b), then there is a point x ∈ (a, b) such that
Corollary
If f is a continuous real function on [a, b] which is differentiable in
(a, b), then there is a point x ∈ (a, b) such that
Theorem
Let f : (a, b) → R. Let c ∈ (a, b) such that f is continuous at c
and differentiable on some open interval containing c, except
possibly at c itself.
(a) If there exists δ > 0 such that f ′ (x) ≥ 0 for all x ∈ (c − δ, c)
and f ′ (x) ≤ 0 for all x ∈ (c, c + δ), then f has a local maximum at
c.
(b) If there exists δ > 0 such that f ′ (x) ≤ 0 for all x ∈ (c − δ, c)
and f ′ (x) ≥ 0 for all x ∈ (c, c + δ), then f has a local minimum at
c.
(c) If there exists δ > 0 such that f ′ (x) ≥ 0 or if f ′ (x) ≤ 0 for all
for all x ∈ ((c − δ, c + δ) \ {c}), then f has no local extremum at c.
Intermediate value theorem
Theorem
Let f be a continuous real function on the interval [a, b]. If
f (a) < f (b) and if c is a number such that f (a) < c < f (b), then
there exists a point x ∈ (a, b) such that f (x) = c.
Theorem
Suppose f is a real differentiable function on [a, b] and suppose
f ′ (a) < λ < f ′ (b). Then there is a point x ∈ (a, b) such that
f ′ (x) = λ.
Theorem
Let f be a monotonic function on (a, b). Then f has no
discontinuities of the second kind, and the set of points of (a, b) at
which f is discontinuous is at most countable.
Theorem
If f is differentiable on [a, b], then f ′ cannot have any simple
discontinuities on [a, b].
f (x)
→L as x → c.
g(x)
Taylor’s theorem
Theorem
Suppose f is a real function on [a, b], n is a positive integer,
f (n−1) is continuous on [a, b], f (n) exists for every t ∈ (a, b). Let
α, β be distinct points of [a, b], and define
n−1 (k)
X f (α)
P (t) = (t − α)k .
k!
k=0
f (n) (x)
f (β) = P (β) + (β − α)n .
n!