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Introduction.

Differentiation is usually associated with the rate of change of a quantity or process.

Suppose the process or quantity is depended on some variable x, usually this is time.

We may consider it as a function f (x). Fix an x, called it x

0.

. Then suppose at some

other value of x, say xn , the value of the process or quantity is f (xn) then we may say

the rate of change is the quotient

. ------------------------ (1)

f (x

n

) − f (x

0

)

x

n

− x

0

Usually this is the quantity we seek as in application in Revenue in Business, where it

is also known as average rate of change from x

0

to xn. Very often we require the so

called instantaneous rate of change at x

0

as in marginal analysis in Business and

Economics and as in velocity in mechanics. In practice, we normally calculate this

quantity for some value xn very close to x

0

. Mathematically, this means we take a

sequence (xn) which converges to x

0

and consider the limit

. ---------------- (2)

n d∞

lim

f (x

n

) − f (x

0

)

x

n

− x

0

If this limit exists, it is a "derived number" of the function f . Equivalently the limit

,

n d∞

lim

f (x

0

+ h

n

) − f (x

0

)

h

n

where hn = xn − x

0

, is a derived number of f . For sufficiently small value of hn the

quotient

--------------- (3)

f (x

0

+ h

n

) − f (x

0

)

h

n

is an approximation of the derived number of f at x

0

. For meaningful application,

we assume that the limit (2) is unique for any sequence (xn) converging to x

0

or

equivalently that the limit (3) is unique for any sequence (hn) converging to 0.

Without this assumption it is possible for different sequences giving rise to different

derived numbers. This assumption expresses the property that f must have,

equivalently expressed by Definition 32 Chapter 3, that the limit

h d0

lim

f (x

0

+ h) − f (x

0

)

h

exists.

4.1 Differentiability

A subset D of R is a neighbourhood of a point x

0

if D contains an open interval I

such that x

0

∈ I ⊆ D.

Definition 1. Suppose f : D → R is a function and D is a neighbourhood of x

0

.

(This means there exists an open interval I such that x

0

∈ I ⊆ D.) Then we say f is

differentiable at x

0

if the limit exists and is finite. This limit is

h d0

lim

f (x

0

+ h) − f (x

0

)

h

called the derivative of f at x

0

. We denote this limit by f '(x

0

). Note that in its

equivalent form, . f

∏

(x

0

) =

x d x0

lim

f (x) − f (x

0

)

x − x

0

©Ng Tze Beng 2008

x x

0

y = f (x)

f (x )

0

tangent line at x

0

L(x - x )

0

Remark. Note that x

0

is a limit point (or cluster point) of I −{x

0

} and so is a limit

point of D. Hence the limit above is given by Definition 32 of Chapter 3.

Suppose f ' (x

0

) = L. Then . Thus, given any ε > 0,

x dx0

lim

f (x) − f (x

0

) − L(x − x

0

)

x − x

0

= 0

there exists δ > 0 such that for all x in I,

|x − x

0

| < δ ⇒ | f (x) − f (x

0

) − L(x − x

0

) | ≤ |x − x

0

|ε.

Thus, if we write r(x) = f (x) − f (x

0

) − L(x − x

0

), then f (x) = f (x

0

) + L(x − x

0

) + r(x),

where . Thus, in a small neighbourhood of x

0

, f (x) is approximated by

x dx0

lim

r (x)

x − x

0

= 0

the linear function Lx + f (x

0

) − L x

0

whose graph is the tangent line at x

0

.

Note that if we let for x ≠ x

0

and p(x

0

) = L. Then p(x) =

r(x) + L(x − x

0

)

x − x

0

=

f (x) − f (x

0

)

x − x

0

p is continuous at x

0

and f (x) = f (x

0

) + p(x)(x − x

0

) for x in D. Conversely if there

exists a function p : D → R such that p is continuous at x

0

and f (x) = f (x

0

) + p(x)(x

− x

0

) then f is differentiable at x

0

as since p is

x dx0

lim

f (x) − f (x

0

)

x − x

0

=

x dx0

lim p(x) = p(x

0

)

continuous at x

0

Therefore, f is differentiable at x

0

if and only if, there exists a function p : D → R

such that p is continuous at x

0

and f (x) = f (x

0

) + p(x)(x−x

0

).

If D is open and hence is a neighbourhood of each of its points and if f : D → R is

differentiable at x for all x in D, then we say f is differentiable on D and the function

f ' : D → R is called the derived function or the derivative of f . If the limit

exists, then we say f is twice differentiable at x

0

and write

xdx

0

lim

f

∏

(x) − f

∏

(x

0

)

x − x

0

. This is called the second derivative of f at x

0

. f

∏∏

(x

0

) =

xdx

0

lim

f

∏

(x) − f

∏

(x

0

)

x − x

0

Example 2.

1. Suppose the function f : R → R is given by . Take any a in R. f (x) = x

2

Then for any x ≠ a, .

f (x) − f (a)

x − a

=

x

2

− a

2

x − a

=

(x − a)(x + a)

x − a

= (x + a)

Thus, . Therefore, f '(a) = 2a.

xda

lim

f (x) − f (a)

x − a

=

xda

lim(x + a) = 2a

Chapter 4 Differentiable Functions

2

©Ng Tze Beng 2008

Note that in the above examples, we write the function for x ≠ a in g(x) =

f (x) − f (a)

x − a

a form for which we can easily compute the limit. It is a simple observation that if

g(x) = h(x) for x ≠ a, then .

xda

limg (x) =

xda

limh(x)

2. Let the function f : (0, ∞ ) → R be given by . Take any x

0

in (0, ∞ ). f (x) =

1

x

Then

f

∏

(x

0

) =

hd0

lim

f (x

0

+ h) − f (x

0

)

h

=

hd0

lim

1

x

0

+ h

−

1

x

0

h

=

hd0

lim

x

0

−(x

0

+h)

( x

0

+ h) x

0

h

. =

h d0

lim

−1

(x

0

+ h)x

0

= −

1

x

0

2

An immediate consequence of differentiability is continuity.

Theorem 3. Suppose f is defined on an open interval I containing a point a. If f is

differentiable at a, then f is continuous at a.

Proof. For x ≠ a let . Then f (x) = f (a) +

f (x) − f (a)

x − a

$ (x − a)

.

x da

limf (x) = f (a) +

x da

lim

f (x) − f (a)

x − a

$ (x − a)

As a result that f is differentiable at a,

.

x da

lim

f (x) − f (a)

x − a

$ (x − a) =

x da

lim

f (x) − f (a)

x − a

x da

lim(x − a) = f

∏

(a) $ 0 = 0

Thus . Therefore, f is continuous at a.

x da

limf (x) = f (a) + 0 = f (a)

Example 4.

1. The function f : R → R defined by is not differentiable at x = f (x) =

⎧

⎩

⎨

1 , x m 0

0 , x < 0

0 since f is not continuous at x = 0 (otherwise, by Theorem 3, f would be

continuous at x = 0).

2. The function f : R → R defined by f (x) = |x| is not differentiable at x = 0 even

though f is continuous at x = 0. This is deduced as follows.

and .

h d0

+

lim

f (0 + h) − f (0)

h

=

hd0

+

lim

h − 0

h

= 1

h d0

−

lim

f (0 + h) − f (0)

h

=

h d0

−

lim

−h − 0

h

= −1

Thus the right limit is not equal to the left limit. And so the limit does not exist. This

means |x| is not differentiable at 0.

x

y = |x| y

The Graph of y = |x|.

Chapter 4 Differentiable Functions

3

©Ng Tze Beng 2008

3. Let f : R → R be defined by . Then f is differentiable on f (x) =

⎧

⎩

⎨

2x , x m 2

x

2

, x < 2

and on . f is continuous at 2 but not differentiable at x = 2. (Note (−∞, 2) (2, ∞)

that because and , both left and right

x d2

+

lim f (x) =

xd2

+

lim 2x = 4

x d2

−

lim f (x) =

x d2

−

lim x

2

= 4

limits are the same. Hence, . Hence f is continuous at x = 2.)

x d2

limf (x) = 4 = f (2)

For differentiability we look at the following left and right limits:

h d0

+

lim

f (2 + h) − f (2)

h

=

h d0

+

lim

2(h + 2) − 4

h

=

h d0

+

lim

2h

h

= 2

and

.

h d0

−

lim

f (2 + h) − f (2)

h

=

h d0

−

lim

(h + 2)

2

− 4

h

=

hd0

−

lim

4h + h

2

h

=

h d0

−

lim (4 + h) = 4

Therefore, does not exist and so f is not differentiable at x = 2.

hd0

lim

f (2 + h) − f (2)

h

4

2

8

4

x

y = f(x)

y

Now . Differentiating this we get . f

∏

(x) =

⎧

⎩

⎨

2, x > 2

2x, x < 2

f

∏∏

(x) =

⎧

⎩

⎨

0, x > 2

2, x < 2

Obviously does not exist. f

∏∏

(2)

4. . Then f is differentiable on (−∞, 1)∪(1, ∞) . Now f (x) =

⎧

⎩

⎨

4x

2

+ 1, x m 1

3x

2

+ 2x, x < 1

h d0

+

lim

f (1 + h) − f (1)

h

=

h d0

+

lim

4(1 + h)

2

+ 1 − 5

h

=

h d0

+

lim

8h+h

2

h

= 8

and

h d0

−

lim

f (1 + h) − f (1)

h

=

h d 0

−

lim

3(1 + h)

2

+ 2(1 + h) − 5

h

=

hd0

−

lim

6h + h

2

+ 2h

h

. =

h d0

−

lim (8 + h) = 8

Hence, f ' (1) = 8. Thus . Similarly we deduce as follows f

∏

(x) =

⎧

⎩

⎨

8x, x m 1

6x + 2, x < 1

that . f

∏∏

(x) =

⎧

⎩

⎨

8, x > 1

6, x < 1

Now

h d0

+

lim

f

∏

(1 + h) − f

∏

(1)

h

=

h d0

+

lim

8(1 + h) − 8

h

=

h d0

+

lim

8h

h

= 8

and

.

h d0

−

lim

f

∏

(1 + h) − f

∏

(1)

h

=

h d0

−

lim

6(h + 1) + 2 − 8

h

=

h d0

−

lim

6h

h

= 6

Thus the left and right limits are not the same. Therefore, f '' (1) does not exist.

Hence . f

∏∏

(x) =

⎧

⎩

⎨

8 , x > 1

6 , x < 1

Chapter 4 Differentiable Functions

4

©Ng Tze Beng 2008

Sums, Products and Quotients

Theorem 5. Let f and g be defined on a neighbourhood D of x

0

. L et λ and µ be any

real numbers. Then if f and g are differentiable at x

0

,

1. (λ f + µ g)' (x

0

) = λ f '(x

0

) + µ g'(x

9

) ,

2. (Product rule) (f g )' (x

0

) = f '(x

0

) g(x

0

) + f (x

0

)g'(x

0

) ,

3. (Quotient rule) , . if g(x

0

) ! 0

f

g

∏

(x

0

) =

f

∏

(x

0

) $ g (x

0

) − f (x

0

) $ g

∏

(x

0

)

(g (x

0

))

2

Proof.

1.

z f (x

0

+ h) + ug(x

0

+ h) − z f (x

0

) + ug (x

0

)

h

= z

f (x

0

+ h) − f (x

0

)

h

+ u

g(x

0

+ h) − g(x

0

)

h

d z f

∏

(x

0

) + ug

∏

(x

0

) as h d 0.

This proves part (1).

2.

f (x

0

+ h) g(x

0

+ h) − f (x

0

) g(x

0

)

h

=

f (x

0

+ h) g(x

0

+ h) − f (x

0

) g(x

0

+ h) + f (x

0

) g(x

0

+ h) − f (x

0

) g(x

0

)

h

= g(x

0

+ h)

f (x

0

+ h) − f (x

0

)

h

+ f (x

0

)

g(x

0

+ h) − g(x

0

)

h

since f and g are differentiable at x

0

and g is dg(x

0

) f

∏

(x

0

) + f (x

0

)g

∏

(x

0

) as h d0

continuous at x

0

by Theorem 3. This proves part (2).

3.

1

h

f (x

0

+ h)

g(x

0

+ h)

−

f (x

0

)

g(x

0

)

=

1

h

g (x

0

) f (x

0

+ h) − f (x

0

)g(x

0

+ h)

g (x

0

+ h)g (x

0

)

=

1

h

g(x

0

) f (x

0

+ h) − g(x

0

) f (x

0

) + g (x

0

) f (x

0

) − f (x

0

)g (x

0

+ h)

g(x

0

+ h)g (x

0

)

=

g(x

0

)

f (x

0

+h)− f (x

0

)

h

− f (x

0

)

g(x

0

+h)−g(x

0

)

h

g(x

0

+ h)g(x

0

)

d

g(x

0

) f

∏

(x

0

) − f (x

0

)g

∏

(x

0

)

(g(x

0

))

2

as h d 0

since f and g are differentiable at x

0

and g is continuous at x

0

by Theorem 3 and

non-zero at x

0

.

Example 6.

1. If n is a natural number, let f (x) = x

n

. Then f is differentiable on R and f ' (x) =

n x

n -1

.

Let a be a point in R. For all x ≠ a,

f (x) − f (a)

x − a

=

x

n

− x

a

x − a

=

(x − a)(x

n−1

+ x

n−2

a + x

n−3

a

2

+ £+ xa

n−2

+ a

n−1

)

(x − a)

. ----------------------- (1) = x

n−1

+ x

n−2

a + x

n−3

a

2

+ £+ xa

n−2

+ a

n−1

Therefore,

xda

lim

f (x) − f (a)

x − a

=

xda

limx

n−1

+ x

n−2

a + x

n−3

a

2

+ £+ xa

n−2

+ a

n−1

= na

n−1

since there are n terms on the right side of (1) and each term has the same limit a

n-1

.

2. If , then for x ≠ 0. f (x) =

1

x

f

∏

(x) =

0 $ x − 1 $ 1

x

2

= −

1

x

2

Chapter 4 Differentiable Functions

5

©Ng Tze Beng 2008

Theorem 7. Any polynomial function is differentiable on R. Any rational function is

differentiable on its domain of definition.

Proof. Any polynomial function is differentiable follows from Theorem 5 part (1)

and (2). Since a rational function is a quotient of one polynomial function p(x) by

another polynomial function q(x), by Theorem 5 part (3), p/q is differentiable on its

domain of definition. Thus, a rational function is differentiable on its domain of

definition.

The Chain Rule

Theorem 5 is a very useful tool for determining derivative but is of little use when it

comes to composition of functions unless we can express composition in terms of

sums of products or quotients of known differentiable functions. Indeed, composition

of differentiable functions is differentiable and there is a simple formula, known as

Chain Rule, giving the derivative of the composition.

Theorem 8 (Chain Rule). Let f : I → R be a function defined on a neighbourhood I

of x

0

. Suppose f (I) ⊆ J and J is an open interval. Suppose g: J → R is a function

defined on J. Then we have the composite g) f : I → R defined by g) f (x) = g( f (x)).

If f is differentiable at x

0

and g is differentiable at f (x

0

), then the composite g) f is

differentiable at x

0

and (g) f )'(x

0

) = g'( f (x

0

)) f '(x

0

).

Proof.

We have to examine the quotient

.

g( f (x

0

+ h)) − g( f (x

0

))

h

Let k = f (x

0

+ h) − f (x

0

) . Thus k is a function of h. Since f is differentiable at x

0

, f

is continuous there by Theorem 3 and so k→ 0 as h → 0 and k is continuous at 0.

Suppose k ≠ 0. Then we have

g( f (x

0

+ h)) − g( f (x

0

))

h

=

g( f (x

0

+ h)) − g( f (x

0

))

f (x

0

+ h) − f (x

0

)

$

f (x

0

+ h) − f (x

0

)

h

. =

g(k + f (x

0

)) − g( f (x

0

))

k

$

f (x

0

+ h) − f (x

0

)

h

Since it is possible that k could be zero and that the above equality is only true for k ≠

0, to obtain a similar expression we consider the following device to get round this

difficulty.

Define the function , where y

0

= f (x

0

). Then G is G(k) =

⎧

⎩

⎨

g(k+y

0

)−g( y

0

)

k

, if k ! 0

g

∏

( y

0

) , if k = 0

continuous at 0 since g is differentiable at y

0

so that

.

kd0

lim G(k) =

kd0

lim

g (k + y

0

) − g ( y

0

)

k

= g

∏

( y

0

) = G(0)

Thus if k ≠ 0,

.

g( f (x

0

+ h)) − g( f (x

0

))

h

= G(k) $

f (x

0

+ h) − f (x

0

)

h

Also if k = 0, i.e., f (x

0

+ h) = f (x

0

), then the above equation, being equal to zero on

both sides, is also true. Thus,

Chapter 4 Differentiable Functions

6

©Ng Tze Beng 2008

g( f (x

0

+ h)) − g( f (x

0

))

h

= G(k(h)) $

f (x

0

+ h) − f (x

0

)

h

d G(0) $ f

∏

(x

0

) = g

∏

( y

0

) f

∏

(x

0

)

as h → 0. Note that by Theorem 34 part (B) Chapter 3 or by

hd0

lim G(k(h)) = G(0)

observing that G ) k is continuous at 0 since G is continuous at k(0) = 0 and k is

continuous at 0. Hence, (g) f )'(x

0

) = g'( f (x

0

)) f '(x

0

). This proves theorem 8.

Example 9. Let f (x) = √ (x +1) for x > −1. Then f (x) = g ) h(x) , where h(x) = x+1

and g(y) = √y . Now h'(x) = 1 and g' (y) = 1/(2√y) for y > 0. Therefore, f '(x) = (g )

h)'(x) = g'(h(x)) h'(x) = g'(x +1)$ 1 = 1/(2√(x+1))

4.2 Mean Value Theorem.

We shall now consider one of the often used theorems in Calculus, the Mean Value

Theorem.

First we introduce some local definitions.

Definition 10. Let D be a neighbourhood of x

0

, i.e., there exists an open interval (a,

b) such that x

0

∈ (a, b) ⊆ D. Suppose f is a function defined on D. We say f has a

relative maximum ( local maximum) at x

0

if f (x) ≤ f (x

0

) for all x in some open

interval containing x

0

,i.e., there exists δ > 0 such that for all x in D,

|x − x

0

| < δ ⇒ f (x) ≤ f (x

0

).

We call such a point x

0

a local maximizer for f.

x x

0

y

Rel Max

Rel Min

y = f (x)

(

δ δ

)

Similarly we say f has a relative minimum (local minimum) at x

0

if f (x) ≥ f (x

0

) for

all x in some open interval containing x

0

,i.e., there exists δ > 0 such that for all x in D,

|x − x

0

| < δ ⇒ f (x) ≥ f (x

0

). We call x

0

a local minimizer for f.

If the function f has either a relative maximum or a relative minimum at x

0

, then we

say f has a relative extremum (local extremum) at x

0

.

Theorem 11. Let f : I → R be a function defined on a neighbourhood I of x

0

.

Suppose f is differentiable at x

0

and has a relative extremum at x

0

. Then f '(x

0

) = 0.

Chapter 4 Differentiable Functions

7

©Ng Tze Beng 2008

Proof. Suppose that x

0

is a local maximizer. Then since f is differentiable at x

0

,

. f

∏

(x

0

) =

xdx

0

+

lim

f (x) − f (x

0

)

x − x

0

=

xdx

0

−

lim

f (x) − f (x

0

)

x − x

0

By definition of a local maximizer, there exists an open interval (a, b) such that x

0

∈

(a, b) ⊆ I and for all x in (a, b) f (x) ≤ f (x

0

). Therefore, for all x in (a, b) x > x

0

⇒

. Hence . We also have that for all x

f (x) − f (x

0

)

x − x

0

[ 0

xdx

0

+

lim

f (x) − f (x

0

)

x − x

0

= f

∏

(x

0

) [ 0

in (a, b) x < x

0

⇒ . Thus, . Therefore,

f (x) − f (x

0

)

x − x

0

m 0

xdx

0

−

lim

f (x) − f (x

0

)

x − x

0

= f

∏

(x

0

) m 0

f '(x

0

) = 0.

If x

0

is a local minimizer for f , then x

0

is a local maximizer for −f. Therefore, by

what we just proved − f '(x

0

) = 0 and so f '(x

0

) = 0.

Remark. The converse of Theorem 11 is not true in general. One can find function f

and point x

0

such that the derivative f '(x

0

) = 0 but f does not have a relative

extremum at x

0

. (See the next example.)

Example 12.

1. Let f : R → R be defined by f (x) = x

3

. Then f '(x) = 3x

2

and so f ' (0) = 0.

x

y

f(x) = x

3

0

But f does not have a relative extremum at 0.

2. Let f : R → R be defined by . Then f does not have a f (x) =

⎧

⎩

⎨

x

2

sin(

1

x

), x ! 0

0, x = 0

relative extremum at x = 0. f is differentiable at x = 0 and

f

∏

(0) =

hd0

lim

f (0 + h) − f (0)

h

=

hd0

lim

h

2

sin(

1

h

) − 0

h

=

h d0

lim h sin(

1

h

) = 0

by the Squeeze Theorem. ( For . ) h ! 0, − h [ sin(

1

h

) [ h

x

y

Chapter 4 Differentiable Functions

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Theorem 13 (Rolle's Theorem). Suppose

1. f :[a, b] → R is continuous on [a, b],

2. f is differentiable on (a, b) and

3. f (a) = f (b).

Then there exists a point c in (a, b) such that f '(c) = 0.

a b c

y = f (x)

Proof. By Corollary 9 to the Extreme Value Theorem Chapter 3, since f is

continuous on the closed interval [a, b], which is compact, f attains its maximum and

minimum. Then we have the following possibilities.

1. There exists c in (a,b) such that f (c) is the maximum value

2. There exists c in (a,b) such that f (c) is the minimum value or

3. f (a) and f (b) are both the absolute maximum and minimum value of f

since they are equal.

Cases 1 and 2 imply that there exists a point c in (a, b) such that f (c) is a relative

extremum. Therefore, since f is differentiable on (a, b), by Theorem 11, f '(c) = 0.

For case 3, since f (a) = f (b) the maximum value and the minimum value of f are the

same, f must be a constant function and so f ' (c) = 0 for all c in (a, b). For this case

take any value c in (a, b). This completes the proof.

Example 14. Let f :[0, 3] → R be given by f (x) = x(x − 3). Then f (0) = f (3) = 0.

Thus, since f is continuous on [0, 3] and differentiable on (0, 3), by Rolle's Theorem

there exists a point c in (0, 3) such that f '(c) = 0.

Rolle's Theorem is a special case of the Mean Value Theorem. Indeed they are

equivalent theorems.

Theorem 15 (Mean Value Theorem). Let a < b. Suppose f :[a, b] → R is

continuous on [a, b] and f is differentiable on (a, b). Then there exists c in (a, b)

such that . f

∏

(c) =

f (b) − f (a)

b − a

Proof. (Tilt the graph and use Rolle's Theorem.)

Define g :[a, b] → R by . Then g(x) = f (x) −

f (b) − f (a)

b − a

(x − a)

1. g is continuous on [a, b] since f is continuous on [a, b],

2. g is differentiable on (a, b) since f and (x − a) are differentiable on (a, b)

and

3. g (a) = g (b) (= f (a)).

Chapter 4 Differentiable Functions

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Therefore, by Rolle's Theorem, there exists c in (a, b) such that g'(c) = 0. But

. g

∏

(x) = f

∏

(x) −

f (b) − f (a)

b − a

on (a, b)

Therefore, . Thus . This completes g

∏

(c) = f

∏

(c) −

f (b) − f (a)

b − a

= 0 f

∏

(c) =

f (b) − f (a)

b − a

the proof.

The following is a consequence of the Mean Value Theorem.

Theorem 16. Let I be an open interval. Suppose the function f : I → R is

differentiable. Then f is a constant function if and only if the derivative f '(x) = 0 for

all x in I.

Proof. Obviously, if f is a constant function, then f '(x) = 0 for all x in I.

Suppose now that f '(x) = 0 for all x in I. Fix a point x

0

in I. Take any x in I.

Suppose x > x

0

. Let x in (a, b) be such that x > x

0

. Since f is continuous on I, f is

continuous on [x

0

, x]. Since f is differentiable on I, f is differentiable on (x

0

, x).

Thus, by the Mean Value Theorem (Theorem 15), there exists c in (x

0

, x) such that

. But f '(c) = 0 and so f (x

) = f (x

0

). Similarly, if x < x

0

we can f

∏

(c) =

f (x) − f (x

0

)

x − x

0

use the Mean Value Theorem on the restriction of f to [x, x

0

] to conclude that f (x

) =

f (x

0

). Hence, f (x

) = f (x

0

) for all x in I and so f is a constant function.

Corollary 17. If f :[a, b] → R is continuous on [a, b] and differentiable on (a, b)

and f '(x) = 0 for all x in (a, b), then f is a constant function.

Proof. By Theorem 16, f is constant on (a, b), say K, i.e., f (x) = K for all x in (a, b).

By the continuity at a, . Also by the continuity at b, f (b) f (a) =

x da

+

lim f (x) =

x da

+

lim K = K

. Therefore, f is a constant function on [a, b]. =

x db

−

lim f (x) =

x db

−

lim K = K

Example 18.

1. Let f (x) = √x on (0, ∞). Then . By the Mean Value f

∏

(x) =

1

2 x

on (0, ∞)

Theorem there exists a point c in (98,100) such that .

100 − 98

100 − 98

= f

∏

(c) =

1

2 c

But 98 < c < 100 implies that .

1

2 100

<

1

2 c

<

1

2 98

Hence , i.e., . And so

1

2 100

<

10 − 98

2

<

1

2 98

1

10

< 10 − 98 <

1

98

<

1

9

. 10 −

1

9

< 98 < 10 −

1

10

2. The sine function is continuous and differentiable on R. Take x > 0. Then by the

Mean Value Theorem, there exists a point c in (0, x) such that

. Therefore, . Similarly, if we

sin(x) − sin(0)

x − 0

=

sin(x)

x

= cos(c)

sin(x)

x

= cos(c) [ 1

take x < 0, by the Mean Value Theorem, there exists a point d in (x, 0) such that

. Thus . Hence, for x ≠ 0,

sin(x) − sin(0)

x − 0

=

sin(x)

x

= cos(d)

sin(x)

x

= cos(d) [ 1

. sin(x) [ x and so − x [ sin(x) [ x

Chapter 4 Differentiable Functions

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4. 3 Monotone Functions, Relative Extrema and Tests for Relative

Extrema

We shall now investigate some criteria for function to be monotone.

Suppose A is a subset of R. The interior of A is the set Int A = {x ∈A : there exists an

open interval (a, b) such that x ∈ (a, b) ⊆ Α}. Thus, Int [a, b] is (a, b).

Theorem 19. Let I be an interval. Suppose f : I → R is a continuous function and

that the restriction of f to the interior of I , Int I, is differentiable.

1. If f '(x) > 0 for all x in Int I, then f is strictly increasing;

if f '(x) ≥ 0 for all x in Int I, then f is increasing.

2. If f '(x) < 0 for all x in Int I, then f is strictly decreasing;

if f '(x) ≤ 0 for all x in Int I, then f is decreasing.

Proof. (1) Suppose f '(x) > 0 for all x in Int I. Let the points c , d in the interval I

be such that c < d. Then f is continuous on [c, d] and differentiable on (c, d ) ⊆ Int I.

Therefore, the Mean Value Theorem says that there is a point η in (c, d) such that

. Since d − c > 0, f (d ) − f (c) > 0. Thus f (d ) > f (c).

f (d) − f (c)

d − c

= f

∏

(q) > 0

Therefore, f is strictly increasing.

(2) Suppose f '(x) < 0 for all x in Int I. Let g = −f . Then g'(x) = − f '(x) > 0 for all x

in I. By part (1) g = − f is strictly increasing. Therefore, f is strictly decreasing.

The cases when f '(x) ≥ 0 for all x in Int I and when f '(x) ≤ 0 for all x in Int I are

proved in exactly the same way.

Remark.

1. Notice that in the proof of Theorem 19 part (1), if I is open it is enough to use the

inequality . It is true such a point η exists in [c, d ] with this

f (d) − f (c)

d − c

m f

∏

(q)

inequality. This is one reason why we may consider the Mean Value Theorem is

over rated. Indeed under the condition of the Mean Value Theorem, there exist points

η and γ in [c, d ] such that

. f

∏

(,) m

f (d) − f (c)

d − c

m f

∏

(q)

(Ref: Theorem 2 and Theorem 3, in 'Do we need Mean Value Theorem to prove f

'(x) = 0 on (a, b) implies that f is constant on (a, b)?' )

This can only prove that f is strictly increasing on Int I if f '(x) > 0 for all x in Int I.

Extend to all of I by continuity. Indeed we may use this result instead of the Mean

Value Theorem, whenever its application uses inequality.

2. The property of f being strictly increasing or strictly decreasing is a global

property. Thus a local information like f '(x

0

) > 0, does not necessarily imply that f is

strictly increasing in a neighbourhood containing x

0

.

For instance take the function . Then f ’(0) =1 > 0 f (x) =

⎧

⎩

⎨

x + 4x

2

cos(

1

x

), x ! 0

0, x = 0

but f is neither increasing nor decreasing on any interval containing 0. This is

because for any integer n > 0, 1/(2nπ+π) >1/(2nπ+2π) but f (1/(2nπ+π)) =1/(2nπ+π)-

Chapter 4 Differentiable Functions

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©Ng Tze Beng 2008

4/(2nπ+π)

2

< 1/(2nπ+2π) +4/(2nπ+2π)

2

= f (1/(2nπ+2π)) and that when 1/(2nπ+π/2)

>1/(2nπ+3π/2), f (1/(2nπ+π/2)) = 1/(2nπ+π/2) > 1/(2nπ+3π/2)= f (1/(2nπ+3π/2)).

The same can be said of the property of f being increasing or decreasing.

Example 20.

1. Let f : R→ R be given by . Then f is differentiable on R and is f (x) = x(1 +

x

2

)

therefore continuous on R. Its derivative f '(x) = 1+ x. Hence, f '(x) > 0 for x > −1

and f '(x) < 0 for x < −1. Since f is continuous on [−1, ∞) and differentiable on (−1,

∞), f is increasing on [−1, ∞) by Theorem 19. Similarly, since f is continuous on

(−∞, −1], f is decreasing on (−∞, −1], Therefore, f (−1) is the (absolute) minimum

of f .

2. Let f : (0, ∞) → R be the function defined by . Then f is f (x) =

1

x

differentiable on (0, ∞) and . Thus f is decreasing on f

∏

(x) = −

1

x

2

< 0 for all x > 0

(0, ∞).

(Incidentally one can deduce this directly by using property of inequality.)

Note that the point where a function changes from being increasing before it to

decreasing after it or from being decreasing before it to increasing after it must be a

point where the function has a relative extremum. Thus we can formulate the

following test for relative extrema.

Theorem 21 (First Derivative Test for Relative Extrema). Suppose f is

continuous on the open interval I containing x

0

and that f is differentiable at all

points of I except possibly at x

0

.

1. If there exists δ > 0 such that for all x in I with x

0

− δ < x < x

0

, f '( x) ≥ 0 and that

for all x with x

0

< x < x

0

+ δ, f '( x) ≤ 0 , then f has a relative maximum value at x

0

,

i.e., x

0

is a local maximizer of f .

2. If there exists δ > 0 such that for all x in I with x

0

− δ < x < x

0

, f '( x) ≤ 0 and that

for all x with x

0

< x < x

0

+ δ, f '( x) ≥ 0 , then f has a relative minimum value at x

0

,

i.e., x

0

is a local minimizer of f .

Chapter 4 Differentiable Functions

12

©Ng Tze Beng 2008

x

y

relative maximum

y = f (x)

f ' (x) > 0 f ' (x) < 0

x

0

−δ x

0 x

0

+δ

Proof. Part (1).

Since I is open there exists a δ' > 0 such that (x

0

− δ ' , x

0

+ δ') ⊆ I. By taking the

intersection of (x

0

− δ ' , x

0

+ δ') and (x

0

− δ, x

0

+ δ) if need be, and renaming if

necessary, we may assume that (x

0

− δ, x

0

+ δ) ⊆ I. By Theorem 19, f is increasing

on (x

0

− δ, x

0

] because f '(x) ≥ 0 on (x

0

− δ, x

0

). By Theorem 19, f is decreasing on

[x

0

, x

0

+ δ) because f '(x) ≤ 0 on (x

0

, x

0

+ δ). For any x in (x

0

− δ, x

0

+ δ), x ≤ x

0

or x ≥

x

0

. If x ≤ x

0

, then f (x) ≤ f (x

0

) because f is increasing on (x

0

− δ, x

0

]. If x ≥ x

0

, then

f (x) ≤ f (x

0

) because f is decreasing on [x

0

, x

0

+ δ) . Therefore, for all x in (x

0

− δ, x

0

+

δ), f (x) ≤ f (x

0

). Thus f (x

0

) is a relative maximum and x

0

is a local maximizer of f .

The proof of part (2) is similar. We may observe that by Part (1), x

0

is a local

maximizer of - f . Therefore, x

0

is a local minimizer of f .

Examples 22.

1. Let f (x) = x

3

− 6x

2

+ 9x +1. Then

f '(x) = 3x

2

− 12x + 9 = 3(x

2

− 4x + 3) = 3(x − 3)(x −1).

Thus f '(x) = 0 if and only if x = 1 or 3. For x < 1, x − 1 < 0 and x − 3 < 0 so that

f '(x) > 0. For 1 < x < 3, x − 1 > 0 and x − 3 < 0 so that f '(x) < 0. For x > 3, x − 1 > 0

and x − 3 > 0 so that f '(x) > 0. Thus at x = 1, we have a relative maximum and the

value is f (1) = 5. At x = 3, we have a relative minimum which is f (3) = 1.

2. Let . Then . f (x) =

⎧

⎩

⎨

2 − x

3

, x < 1

x

2

, x m 1

f

∏

(x) =

⎧

⎩

⎨

−3x

2

, x < 1

2x, x > 1

f is not differentiable at 1 and f ' (x) = 0 only if x = 0. For 0 < x < 1, f ' (x) < 0 and

for x > 1, f ' (x) > 0 and so by the first derivative test, f (1) = 1 is a relative

minimum. Now for x < 0, f ' (x) < 0. Although f ' (0) = 0, f (0) is not a relative

extremum. Indeed f is decreasing on (−∞, 1] because it is decreasing on (−∞, 0] and

on [0, 1].

Remark. Note that we do not require that the function f be differentiable at x

0

in the

First Derivative Test (Theorem 21).

We next describe a weaker test for finding local maximizers and local minimizers.

Suppose f : D → R is a function. A stationary point of f is a point x in D where D

is a neighbourhood of x and f is differentiable there with f '(x) = 0. A critical point

of f is a point x, where either f is not differentiable or x is a stationary point.

Theorem 23 (Second Derivative Test for Relative Extremum). Let f : D → R be

a function, where D is a neighbourhood of x

0

. Suppose f is differentiable on an

open interval I with I ⊆ D. Suppose x

0

is a stationary point of f, i.e., f '( x

0

) = 0.

Suppose f ''(x

0

) exists.

1. If f ''(x

0

) < 0, then f has a relative maximum value at x

0

.

2. If f ''(x

0

) > 0, then f has a relative minimum value at x

0

.

Proof .

Part (1)

Chapter 4 Differentiable Functions

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©Ng Tze Beng 2008

0 > f ''(x

0

) =

xdx

0

lim

f

∏

(x) − f

∏

(x

0

)

x − x

0

=

xdx

0

lim

f

∏

(x)

x − x

0

because f '( x

0

) = 0. Therefore, by the definition of limit there exists δ > 0 such that

(x

0

− δ, x

0

+ δ) ⊆ Ι and for all x ≠ x

0

in (x

0

− δ, x

0

+ δ)

.

f

∏

(x)

x − x

0

< 0

Therefore, for x in (x

0

− δ, x

0

), x − x

0

< 0, f '(x) > 0. Also for x in (x

0

, x

0

+ δ), f '(x)

< 0. Thus, by the First Derivative Test (Theorem 21), we have a relative maximum

value at x

0

.

Part (2). A similar argument as above applies to give part (2). We may also note that

if f ''(x

0

) > 0, then (−f )''(x

0

) = − f ''(x

0

) < 0. Therefore, by Part (1), x

0

is a local

maximizer for − f and hence is a local minimizer for f .

Remark.

1. Note that Theorem 23 has additional condition of twice differentiability of f at x

0

imposed, whereas the first derivative test do not need differentiability of f at x

0

but

just continuity at x

0

. Thus Theorem 23 is a weaker theorem.

2. If f '( x

0

) = f ''(x

0

) = 0, then Theorem 23 gives no information whether f ( x

0

) is a

relative extremum. For instance, if f (x) = x

4

, then f ''(0) = 0 and f (0) is a relative

minimum. If f (x) = x

3

, then f ''(0) = 0 but f (0) is not a relative extremum.

4.4 Concavity

We shall now consider the notion of concavity. There are different definitions,

especially a local definition and a global definition. We shall consider the local

definition.

Definition 24. Suppose f : I → R is a continuous function defined on an interval I.

Suppose a is a point in the interior of I. Then the graph of f is concave upward

(respectively concave downward) at x = a if there exists a small neighbourhood N of a

such that in this small neighbourhood the graph of f lies above (respectively below)

the tangent line to the graph of f at (a, f (a)) except for the point of tangency. That

is to say, the graph of f is concave upward (respectively concave downward) at x = a

if there exists a δ > 0 such that for all x not equal to a in (a−δ, a+δ),

f (x) > f (a) + f ’ (a)(x − a) ( respectively f (x) < f (a) + f ’ (a)(x − a)).

We say the graph of f is concave upward (respectively concave downward) on an

open interval I if the graph of f is concave upward (respectively concave

downward) at x for all x in I.

Chapter 4 Differentiable Functions

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©Ng Tze Beng 2008

Concave

x

a a

y = f(x)

Neither concave up

nor concave down

Concave up

down

Remark. There are other refined definitions of concavity but this one is more

intuitive. Note that in the above definition no use is made of the second derivative.

The next theorem gives a criterion for determining whether the graph is concave

upward or downward when the second derivative does exist.

Theorem 25. Let f be a function differentiable on an open interval D containing x

0

.

Then

1. if f ''(x

0

) > 0, the graph of f is concave upward at (x

0

, f (x

0

)),

2. if f ''(x

0

) < 0, the graph of f is concave downward at (x

0

, f (x

0

)).

Proof . We shall prove only part (1). Part (2) is similarly proved.

Since f ''(x

0

) > 0, . Therefore, by the definition of

xdx

0

lim

f

∏

(x) − f

∏

(x

0

)

x − x

0

= f

∏∏

(x

0

) > 0

limit, there is an open interval I = (x

0

− δ, x

0

+ δ) ⊆ D such that for all x ≠ x

0

in I,

. --------------------------- (1) g (x) =

f

∏

(x) − f

∏

(x

0

)

x − x

0

> 0

The tangent line to the graph of f at (x

0

, f (x

0

)) is given by , i.e.,

y − f (x

0

)

x − x

0

= f

∏

(x

0

)

y = f (x

0

) + f '(x

0

)(x − x

0

) .

We want to show that, x ≠ x

0

in I, f (x) > y = f (x

0

) + f '(x

0

)(x − x

0

), i.e.,

f (x) − f (x

0

) > f '(x

0

)(x − x

0

).

Now for x in (x

0

, x

0

+ δ), x > x

0

and so by (1),

f '(x) > f '(x

0.

). -------------------------------- (2)

By the Mean Value Theorem, there exists a x' in (x

0

, x) such that

f (x) − f (x

0

)

x − x

0

= f

∏

(x

∏

) > f

∏

(x

0

)

by (2).

Therefore, for x in (x

0

, x

0

+ δ), f (x) − f (x

0

) > f '(x

0

)(x − x

0

), which is what is required

to prove. Similarly, for x in (x

0

− δ, x

0

),

f ' (x) < f '(x

0

) ---------------------------------- (3)

by (1). Now the Mean Value Theorem applies to give x' in (x, x

0

) such that

f (x) − f (x

0

)

x − x

0

= f

∏

(x

∏

) < f

∏

(x

0

)

by (3).

Since x < x

0

, we have (by multiplying the above by (x − x

0

) < 0) for x in (x

0

- δ, x

0

),

f (x) − f (x

0

) > f '(x

0

)(x − x

0

).

Thus we have shown that for any x ≠ x

0

in I, f (x) − f (x

0

) > f '(x

0

)(x − x

0

), which is

what is required.

Chapter 4 Differentiable Functions

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©Ng Tze Beng 2008

Definition 26. A point (c, f (c)) is a point of inflection of the graph of the function f

if f is continuous at c and there is an open interval containing c such that the graph

of f changes from concave upward before c to concave downward after c or from

concave downward before c to concave upward after c .

Note. Our definition does not require that the function be differentiable at a point of

inflection. There are other more refined definitions of a point of inflection but ours is

the simplest.

Example 27.

1. Let f (x) = x(x

2

− 1) = x

3

− x. Then f '(x) = 3x

2

− 1 and f ''(x) = 6x. Thus f ''(x) >

0 for x > 0. Therefore, the graph of f is concave upward on the interval (0, ∞). Also

f ''(x) < 0 for x < 0. Thus the graph of f is concave downward on the interval (−∞,

0). The point (0, 0) is a point of inflection.

2. Let . Then and f (x) =

⎧

⎩

⎨

3x

2

+ 1, x m 0

2x

3

+ 1, x < 0

f

∏

(x) =

⎧

⎩

⎨

6x , x m 0

6x

2

, x < 0

. f

∏∏

(x) =

⎧

⎩

⎨

6 , x > 0

12x , x < 0

f ''(0) does not exist. Obviously f ''(x) > 0 for x > 0 and f ''(x) < 0 for x < 0. Thus

there is a point of inflection at x = 0. The graph of f is concave upward on the

interval (0, ∞) and is concave downward on the interval (−∞, 0).

Theorem 28. Suppose the graph of a function f is either concave upward or

concave downward on an open interval I. Then any tangent line to the graph of f

can only intersect the graph of f at the point of tangency.

Proof. We shall prove the theorem for the case f is concave upward on the open

interval I. Note that since the graph of f is concave upward on I, the function f is

differentiable on I.

Suppose there exists a point k in I such that the tangent line at (k, f (k)) meets the

graph again at the point (p, f (p)). We may assume that k < p. Then the equation of

the tangent line at x = k is given by

y = f (k) + f ’(k)(x − k).

We now proceed by “tilting the graph”. Let g :[k, p] → R be defined by

g(x) = f (x) − f (k) − f ’(k)(x − k).

Then since f is differentiable on [k, p], g is also differentiable on (k, p) and

continuous on [k, p]. By the Extreme Value Theorem, there exists a maximum of g

on [k, p]. Note that g(k) = 0 and g(p) = 0 since f (p) lies on the tangent line to the

graph of f at x = k so that f (p) = f (k) + f ’(k)(p − k). Since the graph of f is

concave upward at x = k, there exists δ > 0 such that for all x in (k, k + δ), f (x) > f

(k) + f ’(k)(x − k) and so g(x) > 0. Hence the maximum of g can only occur in the

interior of [k, p]. Suppose that it occurs at x = d in the interior of [k, p]. Then for all

x in [k, p] ,

g(x) = f (x) − f (k) − f ’(k)(x − k) ≤ g(d) = f (d) − f (k) − f ’(k)(d − k).

Chapter 4 Differentiable Functions

16

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In particular f ‘(d) = f ‘(k). This is because since g(d) is a relative maximum, g’(d)

= 0 and so since g’(x) = f ‘(x) - f ‘(k) for x in (k, p), g’(d) = 0 implies that f ‘(d) = f

‘(k).

Therefore, we have that for all x in [k, p],

f (x) ≤ f (d) + f ‘(d)(x − d),

which is derived from g(x) ≤ g(d). But since the equation of the tangent line to f at the

point x = d is given by y = f (d) + f ‘(d)(x − d), we therefore conclude that there

exists a δ > 0 such that (d − δ, d + δ) ⊆ [k, p] and

f (x) > f (d) + f ‘(d)(x − d)

for x ≠ d in (d − δ, d + δ). But we have just shown that for x ≠ d in (d − δ, d + δ), f

(x) ≤ f (d) + f ‘(d)(x − d). This contradiction shows that the tangent line at any point k

cannot meet the graph of f at (p, f (p)). If p < k, we can show similarly, that the

tangent line cannot meet the graph of f at (p, f (p)) too. Hence any tangent line to the

graph of f at any point (x, f (x)) cannot intersect the graph of f other than the point

of tangency (x, f (x)).

(This argument also applies to the case when the graph of f is concave downward on

the open interval I. ) This completes the proof.

Theorem 29. (1) If the function f is concave upward on an open interval I, then

the derived function f ’ is strictly increasing on I.

(2) If the function f is concave downward on an open interval I, then the derived

function f ‘ is strictly decreasing on I.

Proof. Part (1) Take any two points c < d in I. By Theorem 28, since the tangent

line at any point on the graph can only meet the graph exactly once, and since the

graph of f is concave upward on I, for any point k in I,

f (x) > f (k) + f ‘ (k)(x − k) for x ≠ k.

Thus we have

f (x) > f (c) + f ‘ (c)(x − c) for x ≠ c in I --------------- (1)

And

f (x) > f (d) + f ‘(d)(x − d) for x ≠ d in I -------------------- (2)

Hence, from (1), putting x = d, f (d) > f (c) + f ‘(c)(d − c) so that .

f (d) − f (c)

d − c

> f

∏

(c)

We also have by setting x = c in (2), f (c) > f (d) + f ‘(d)(c − d) so that

. Therefore, . This shows that f ‘ is

f (d) − f (c)

d − c

< f

∏

(d) f

∏

(c) <

f (d) − f (c)

d − c

< f

∏

(d)

strictly increasing.

Similar argument applies to part (2).

Theorem 30. Suppose f is differentiable on some open interval containing c and

(c, f (c)) is a point of inflection of the graph of f . If f ''(c) exists, then f ''(c) = 0.

Proof. Since (c, f (c)) is a point of inflection of the graph of f , there exists a δ > 0

such that f is concave downward (or concave upward) on (c − δ, c) and concave

upward (or concave downward) on (c, c + δ). We shall assume without loss of

generality that f is concave downward before c and concave upward after c. Thus f '

is strictly decreasing on (c − δ, c) by Theorem 29. Also by Theorem 29, since the

graph of f is concave upward on (c, c + δ), f ' is strictly increasing on (c, c + δ).

Thus, since f ' is continuous at c, f '(c) is a relative minimum. This can be deduced

Chapter 4 Differentiable Functions

17

©Ng Tze Beng 2008

as follows. For any x < c in (c − δ, c) f ' ( j ) > f ' (y) for all y with x < y < c. Thus

by the continuity of f at c , . Likewise for any x > c in f

∏

(c) =

ydc

−

lim f

∏

(y) [ f

∏

(x)

(c, c + δ), f ' ( x) > f ' (y) for all y with x > y > c. Again by the continuity of f at

x = c , . Hence f ' (x) ≥ f '(c) for all x in (c − δ, c + δ) and so f

∏

(x) m

ydc

+

lim f

∏

(y) = f

∏

(c)

f ' (c) is a relative minimum. Therefore, by Theorem 11, since f ' is differentiable at

c, f ''(c) = 0.

Examples 31.

1. Let f (x) = x

3

− x, then f '(x) = 3x

2

− 1 and f ''(x) = 6x. Thus f ''(0) = 0 and

(0, f (0)) = (0, 0) is a point of inflection.

2. The converse of Theorem 30 is false. Take f (x) = x

4

, f '(x) =4x

3

, f ''(x) =12x

2

.

Then f ''(0) = 0 but (0, 0) is not a point of inflection. The graph of f is in fact

concave upward at (0, 0), since it is above the tangent line there. So we can only use

Theorem 30 to confirm a point of inflection.

The converse of Theorem 29 is also true.

Theorem 32. Let I be an open interval. Suppose f : I → R is differentiable.

(1) If the derived function f ’ is strictly increasing on I , then the graph of the

function f is concave upward on I.

(2) If the derived function f ’ is strictly decreasing on I , then the graph of the

function f is concave downward on I.

Proof.

Part(1). The proof makes use of a similar construct as in the proof of Theorem 28.

Take any point c in I. Define g(x) = f (x) − f (c) − f ’(c)(x − c) for any x in I. Then g

is differentiable on I and g’(x) = f ‘(x) − f ‘(c) for any x in I. Now for x > c in I ,

f ‘(x) > f ‘(c). Therefore, x > c in I implies that g’(x) = f ‘(x) − f ‘(c) > 0.

Therefore, g is strictly increasing on the interval [c, ∞) ∩ I . Now note that g(c) = 0.

Hence we can conclude that x > c in I implies that g(x) > g(c) = 0. This means

f (x) − f (c) − f ’(c)(x − c) > 0 for any x > c in I.

Hence, for any x > c in I, we have

f (x) > f (c) + f ’(c)(x − c).

Similarly for any x < c in I, f ‘(x) < f ‘(c). Therefore, for any x < c in I,

g’(x) = f ‘(x) − f ‘(c) < 0.

We can now conclude that g is strictly decreasing on (−∞, c]∩ I . Therefore, for any

x < c in I, g(x) > g(c) = 0. Hence for any x < c in I , f (x) − f (c) − f ’(c)(x − c) > 0.

We then have for any x < c in I,

f (x) > f (c) + f ’(c)(x − c).

In this way we have shown that for all x ≠ c in I, f (x) > f (c) + f ’(c)(x − c).

Therefore, by Definition 24, the graph of f is concave upward at x = c. Since this is

so for any c in I, the graph of f is concave upward on I. We have proved much

more. For any x > c in I, and for any x < c in I,

f (x) − f (c)

x − c

> f

∏

(c)

. The case of part (2) when the derived function f ‘ is strictly

f (x) − f (c)

x − c

< f

∏

(c)

decreasing is proven similarly.

Chapter 4 Differentiable Functions

18

©Ng Tze Beng 2008

Remark.

Theorem 29 and 32 says that concavity of f on an open interval is equivalent to the

strict monotonicity of derived function f ' . This is where the monotonicity of the

derived function may be defined as the concavity of the graph of the function. It is

possible for a function whose graph is concave upward at a point to have its derived

function not increasing in any neighbourhood of the point (see the next example).

Example 33. Let . Then f is differentiable f (x) =

⎧

⎩

⎨

x

2

+ 10000x

4

sin(1/x), x ! 0

0, x = 0

on R, the derivative at x = 0, f '(0) is equal to 0 by the Squeeze Theorem. The

derived function is given by

f

∏

(x) =

⎧

⎩

⎨

2x + 40000x

3

sin(1/x) − 10000x

2

cos(1/x), x ! 0

0, x = 0

and the second derived function is

. f

∏∏

(x) =

⎧

⎩

⎨

2 + 120000x

2

sin(1/x) − 60000x cos(1/x) − 10000 sin(1/x), x ! 0

2, x = 0

The large constant is given here for a help to plot the graph of this function to observe

the perpectual small oscillation. Note that when x =1/((2k+1)π/2), sin(1/x) = 1

when k is even and −1 when k is odd. Thus for any δ > 0 choose integer k such that

1/((2k+1)π/2) < min(δ, 1/100). Let x

δ

to be 1/((2k+1)π/2). Then obviously, for even k

, . Since f '' is continuous at x

δ

, f

∏∏

(x

^

) = 2 + 120000x

^

2

− 10000 < 14 − 10000 < 0

there exists a small open neighbourhood N

δ

of x

δ

in (0, δ) such that f ''(x) < 0 for all x

in this neighbourhood. Therefore f ' is strictly decreasing in N

δ

. This means for any

δ > 0, we can find a neighbourhood (an interval) N

δ

such that f ' is strictly

decreasing in N

δ

. Note that f ''(0) =2 > 0. Therefore, the graph of f is concave

upward at the point x = 0. But by the above remark f ' cannot be increasing in any

neighbourhood containing x = 0. The derived function f ' fails to be strictly

increasing in any open interval containing x = 0 simply because we can always find a

subinterval on which f ' is decreasing. Because we can always find arbitrarily small

x

δ

such that f ''(x

δ

) < 0, we can thus find arbitrary small x

δ

such that the graph of f is

concave downward at x = x

δ

. For this function, there is no open interval containing 0

on which the function f is concave upward. Below is a sketch of the function.

4.5 Derivative of inverse function.

Chapter 4 Differentiable Functions

19

©Ng Tze Beng 2008

Suppose I is an interval and f : I → R is a function. If x is in the interior of I, then

we have defined what it means for f to be differentiable at x. If I is not open, then

we can define the derivative of f at the end point to be the appropriate left or right

limit. For instance if I = [a, b], then if the right limit exists, f is

x d a

+

lim

f (x) − f (a)

x − a

said to be differentiable at a and we write . If the left limit f

∏

(a) =

x d a

+

lim

f (x) − f (a)

x − a

exists, then we say f is differentiable at b and we write

x d b

−

lim

f (x) − f (b)

x − b

. Thus f is said to be differentiable at the end point of I if the f

∏

(b) =

x d b

−

lim

f (x) − f (b)

x − b

appropriate left or right limit exists. In this way we extend the definition of derivative

to the end points of an interval. Thus f is said to be differentiable if f is

differentiable at every x in I.

Theorem 34. Suppose I is an interval and f : I → R is a strictly monotone

continuous function. Suppose f is differentiable. Let x

0

be in I and y

0

= f (x

0

).

Suppose f ' (x

0

) ≠ 0. Then the inverse function of f , f

−1

is differentiable at

y

0

= f (x

0

) and . ( f

−1

)

∏

(y

0

) =

1

f

∏

( f

−1

(y

0

)

=

1

f

∏

(x

0

)

Proof.

By Theorem 23 Chapter 3, since f is continuous and strictly monotone on I, f

-1

is

continuous and also strictly monotone on the range of f , J = f (I ). If f '(x

0

) ≠ 0 , we

shall show that f

-1

is differentiable at y

0

= f (x

0

). Note that by Theorem 15 Chapter 3,

f maps the interior of I onto the interior of J. Suppose x

0

is in Int I, then y

0

= f (x

0

).

is in the Int J. Then for this fix y

0

, there exists an open interval (c, d) ⊆ J such that y

0

∈ (c, d). For each y in (c, d), let

g(y) = f

-1

(y ) − f

-1

(y

0

).

Since f

-1

is continuous, g is a continuous function with domain (c, d). We note here

that since f

-1

is continuous

y d y

0

lim g(y) =

hd0

lim f

−1

(y) − f

−1

(y

0

) = f

−1

(y

0

) − f

−1

(y

0

) = 0

at y

0

. Now if we write k for g(y), then f

-1

(y ) = f

-1

(y

0

) + k = x

0

+ k. So applying f ,

we get y = f (x

0

+ k). Since f

-1

is strictly monotone and therefore injective, g is

injective and so k = g(y) ≠ 0 unless y = y

0

. Thus we can write for y ≠ y

0

,

.

f

−1

( y) − f

−1

( y

0

)

y − y

0

=

k

f (x

0

+ k) − f (x

0

)

In this way we can consider as a function of k which in turn is a

f

−1

( y) − f

−1

( y

0

)

y − y

0

function of y. That means , where

f

−1

( y) − f

−1

( y

0

)

y − y

0

= F ) g(y)

. F(t) =

t

f (x

0

+ t) − f (x

0

)

Since it is given that f '(x

0

) ≠ 0 . Note that

td0

lim F(t) =

td0

lim

t

f (x

0

+ t) − f (x

0

)

=

1

f

∏

(x

0

)

g is continuous at y

0

and . Therefore, by Theorem 34 part (B) Chapter

y d y

0

lim g(y) = 0

3,

.

y d y

0

lim

f

−1

( y) − f

−1

( y

0

)

y − y

0

=

y d y

0

lim F ) g(y) =

td0

limF(t) =

1

f

∏

(x

0

)

This proves that f

−1

is differentiable at y

0

= f (x

0

) and

when x

0

is in Int I. ( f

−1

)

∏

( y

0

) =

1

f

∏

(x

0

)

=

1

f

∏

( f

−1

(y

0

))

Chapter 4 Differentiable Functions

20

©Ng Tze Beng 2008

If x

0

is an end point of I, then y

0

= f (x

0

) is also an end point of J. If y

0

is a left end

point of J , then there exists a half open interval [y

0

, d) such that [y

0

, d) ⊆ J. Then the

argument above applies with (c, d) replaced by [y

0

, d). Similarly if y

0

is a right end

point of J , then there exists a half open interval (c, y

0

] such that (c, y

0

] ⊆ J . Then

the above argument applies with (c, d) replaced by (c, y

0

] to give the same

conclusion but with the appropriate one sided limit. This completes the proof of

Theorem 34.

Example 35

Let f : (0, ∞ ) → (0, ∞ ) be defined by . Then f is the inverse function to f (y) = y

1

n

g : (0, ∞ ) → (0, ∞ ) defined by g(x) = x

n

. g is differentiable and g'(x) = nx

n − 1

> 0

for all x > 0. Therefore g is strictly monotone on (0, ∞ ). Thus f = g

−1

is

differentiable and

. f

∏

(y) = (g

−1

)

∏

(y) =

1

g

∏

(g

−1

(y))

=

1

g

∏

( f (y))

=

1

g

∏

(y

1

n

)

=

1

n(y

1

n

)

n−1

=

1

n

y

1

n

−1

Then using this and the chain rule we can easily obtained a similar formula for the

differentiation of rational power. The reader is urged to carry out this simple

exercise.

4.6 Cauchy Mean Value Theorem, L' Hôpital's Rule

We have seen application of the Mean Value Theorem. It is a very useful tool in

analysis. There is a generalization of the Mean Value Theorem that may be applied to

a wider context. This is called the Cauchy Mean Value Theorem. Mean Value

Theorem and Rolle's Theorem may be viewed as a special case of the Cauchy Mean

Value Theorem.

Theorem 36 (Cauchy Mean Value Theorem). Suppose f and g are functions

continuous on [a, b], differentiable on (a, b) and suppose that g'(x) ≠ 0 for all x in

(a, b). Then there exists a point c in (a, b) such that

f

∏

(c)

g

∏

(c)

=

f (b) − f (a)

g(b) − g(a)

.

Proof. First note that g'(x) ≠ 0 for all x in (a, b) implies that g(b) ≠ g(a) (otherwise if

g(b) = g(a), by Rolle's Theorem (Theorem 13), there would be a point k in (a, b) with

g'(k) = 0, contradicting g'(x) ≠ 0 for all x in (a, b)). Define F : [a, b] → R by

. F(x) = f (x) −

f (b) − f (a)

g(b) − g(a)

(g(x) − g(a))

Then F is continuous on [a, b], and is differentiable on (a, b) since f and g are

continuous on [a, b] and differentiable on (a, b). Observe that F(a) = f (a) and

. F(b) = f (b) −

f (b) − f (a)

g(b) − g(a)

(g(b) − g(a)) = f (b) − (f (b) − f (a)) = f (a)

Therefore, F(a) = F(b) and so by Rolle's Theorem, there exists c in (a, b) such that

F'(c) = 0. Thus, . Therefore, since g'(x) ≠ 0, F

∏

(c) = f

∏

(c) −

f (b) − f (a)

g(b) − g(a)

$ g

∏

(c) = 0

f

∏

(c)

g

∏

(c)

=

f (b) − f (a)

g(b) − g(a)

.

Remark.

1. If g is the identity function, then Theorem 36 is just the Mean Value Theorem

and if further f (a) = f (b), then we get the Rolle's Theorem.

Chapter 4 Differentiable Functions

21

©Ng Tze Beng 2008

2. As in the case of Mean Value Theorem, most application of Theorem 36 is to

differentiable functions defined on closed and bounded interval and involves

inequality. Then the following result may be used in its place. Suppose f and g are

functions continuous and differentiable on [a, b] and suppose that g'(x) ≠ 0 for all x in

[a, b]. Then there are points p and q in [a, b] such that

f

∏

(p)

g

∏

(p)

m

f (b) − f (a)

g(b) − g(a)

m

f

∏

(q)

g

∏

(q)

.

(Reference: "L' Hôpital's Rule and A generalized Version" on my Calculus Web)

For instance, we may use this result to prove Theorem 37.

There are many applications of the Cauchy Mean Value Theorem. Among the more

spectacular ones are to the various form of L' Hôpital's Rule. We can use it also to

prove the Taylor's expansion of a function with the Lagrange form of the remainder.

Theorem 37 (L' Hôpital's Rule).

(A) Suppose f and g are functions differentiable on (a, b) and g'(x) ≠ 0 for all x in

(a, b).

(1) Suppose . Then if the second limit

xda

+

lim f (x) =

xda

+

lim g(x) = 0

xda

+

lim

f (x)

g(x)

=

xd a

+

lim

f

∏

(x)

g

∏

(x)

(on the right) exists.

(2) Suppose . Then if the second limit

xdb

−

lim f (x) =

xdb

−

lim g(x) = 0

xdb

−

lim

f (x)

g(x)

=

xd b

−

lim

f

∏

(x)

g

∏

(x)

(on the right) exists.

(B) Suppose f and g are functions differentiable for all x > K for some real number

K > 0 and that for all x > K. Suppose Then g

∏

(x) ! 0

xd+∞

lim f (x) =

xd+∞

lim g(x) = 0 .

xd+∞

lim

f (x)

g(x)

=

xd+∞

lim

f

∏

(x)

g

∏

(x)

if the second limit (on the right) exists.

(C) Suppose f and g are functions differentiable for all x < L for some real number

L < 0 and that for all x < L. Suppose Then g

∏

(x) ! 0

xd−∞

lim f (x) =

xd−∞

lim g(x) = 0 .

xd−∞

lim

f (x)

g(x)

=

xd−∞

lim

f

∏

(x)

g

∏

(x)

if the second limit (on the right) exists.

Proof . We shall prove only part (A) part (1) and (B). (A) part (2) and (C) is proved

similarly.

(A) Suppose Then by the definition of right limit, given ε > 0, there

xda

+

lim

f

∏

(x)

g

∏

(x)

= l .

exists δ > 0 such that

-------------------------- (1) a < x < a + ^ e

f

∏

(x)

g

∏

(x)

− l < c

Extend the function f and g to [a, b) by defining f (a) = 0 and g(a) = 0. By

supposition, and so both the extended functions f and g are

xda

+

lim f (x) =

xda

+

lim g(x) = 0

continuous at x = a.

But by applying Cauchy Mean Value Theorem (Theorem 36) to f, g on the interval

[a, x], we have for any x such that a < x < a + δ , there is a point c in the interval

(a, x) such that

Chapter 4 Differentiable Functions

22

©Ng Tze Beng 2008

f

∏

(c)

g

∏

(c)

=

f (x) − f (a)

g(x) − g(a)

=

f (x)

g(x)

since f (a) = g(a) = 0.

Hence, by (1) since a < c < x < a + δ . Therefore,

f (x)

g(x)

− l =

f

∏

(c)

g

∏

(c)

− l < c

xda

+

lim

f (x)

g(x)

= l .

This completes the proof of part (1).

Similar argument applies to part (2).

(B) We may assume f and g are functions differentiable for all x ≥ K for some real

number K > 0 and that for all x > K. (Just replaced K by K' > K and renamed g

∏

(x) ! 0

K' as K.) Let the following transformation H: [K, ∞) → (0, 1/K] be defined by H(t) =

1/t for t in [K, ∞). This devise would transform our problem to one of the type of (A)

part (1).

Define Q : (0, 1/K) → R by for x in. Note that . . Then by Q(x) =

f (

1

x

)

g(

1

x

)

td∞

limH(t) = 0

Theorem 54 Chapter 3 if exist (as a finite number ), then

xd0

+

lim Q(x) =

xd0

+

lim

f (

1

x

)

g(

1

x

)

. But . That means if

td∞

lim Q(H(t)) =

xd0

+

lim Q(x) =

xd0

+

lim

f (

1

x

)

g(

1

x

)

td∞

lim Q(H(t)) =

td∞

lim

f (t)

g(t)

exists, then exists and the two limits are the same. Conversely, if

xd0

+

lim

f (

1

x

)

g(

1

x

)

td∞

lim

f (t)

g(t)

exists, then . Now by Theorem 53 part (1),

td∞

lim

f (t)

g(t) xd0

+

lim

f (

1

x

)

g(

1

x

)

=

td∞

lim

f (t)

g(t)

and . Therefore, by (A) part (1),

xd0

+

lim f (

1

x

) =

xd∞

lim f (x) = 0

xd0

+

lim g(

1

x

) =

xd∞

lim g(x) = 0

exists if the limit exists. But by a similar

xd0

+

lim

f (

1

x

)

g(

1

x

)

xd0

+

lim

f

∏

(

1

x

)(−

1

x

2

)

g

∏

(

1

x

)(−

1

x

2

)

=

xd0

+

lim

f

∏

(

1

x

)

g

∏

(

1

x

)

argument exists if and only if exists and the two limits are the

xd0

+

lim

f

∏

(

1

x

)

g

∏

(

1

x

)

xd∞

lim

f

∏

(x)

g

∏

(x)

same. It then follows that if exists, then .

xd∞

lim

f

∏

(x)

g

∏

(x)

xd+∞

lim

f (x)

g(x)

=

xd+∞

lim

f

∏

(x)

g

∏

(x)

Corollary 38 (L' Hôpital's Rule). Suppose f and g are continuous on [a, b] with x0

in (a, b). Suppose f and g are differentiable on (a, b) except possibly at x0 and that

g'(x) ≠ 0 for all x in (a, b)−{x

0

}. If f (x0) = g(x0) = 0, then ,

xdx

0

lim

f (x)

g(x)

=

xdx

0

lim

f

∏

(x)

g

∏

(x)

provided the second limit exists.

Proof. Just put Theorem 37 (A) part(1) and part(2) together.

Example 39.

(1) by applying L'Hôpital's rule

xd0

lim

e

x

− 1 − x −

1

2

x

2

x

2

=

xd0

lim

e

x

− 1 − x

2x

=

xd 0

lim

e

x

− 1

2

= 0

twice.

Chapter 4 Differentiable Functions

23

©Ng Tze Beng 2008

(2) by applying L'Hôpital's rule

xd1

lim

ln(x) − x + 1

(x − 1)

2

=

xd1

lim

1

x

− 1

2(x − 1)

=

xd1

lim

−

1

x

2

2

= −

1

2

twice.

Remark.

There are other versions of L' Hôpital's Rule , including the infinity/infinity versions,

i.e., when the limit ( or or or

xda

+

lim f (x) or

xda

+

lim g(x)

xda

−

lim f (x) or

xda

−

lim g(x)

xd!∞

lim f (x)

) is either + ∞ or −∞ and the infinity versions where the conclusion is the

xd!∞

lim g(x)

limit equals to either + ∞ or −∞. For the various forms and generalization, see my

article, "L' Hôpital's Rule and A generalized Version" on my Calculus web.

Next we shall describe an analytic consequence of the Cauchy Mean Value Theorem.

Let I be an open interval. Let f : I → R be a function. Suppose f is differentiable

on I and its derivative f ' : I → R is again differentiable. Then we say f is twice

differentiable or f has two derivatives. The second derivative is the derivative of f '

and is denoted by f '' : I → R. We now use the notation f

(1)

for the derivative and

f

(2)

for the second derivative. Now we define inductively the meaning of k-th

derivative. Suppose for a positive integer k, the k-th derivative of f is defined and

denoted by f

(k)

: I → R. If f

(k)

: I → R is differentiable, then we say f has k+1

derivatives or is k+1 times differentiable and we define f

(k+1)

: I → R to be the

derivative of f

(k)

. We denote f : I → R also by f

(0)

.

Theorem 40. Let I be an open interval and let n be a positive integer.

Suppose f : I → R has n derivatives. Let x

0

be a point in I. Suppose that

f

(k)

(x

0

) = 0 for 0 ≤ k ≤ n−1.

Then for each point x ≠ x

0

, there exists a point ξ strictly between x and x

0

, such that

. f (x) =

f

(n)

(ç)

n!

(x − x

0

)

n

Proof. Let g : I → R be defined by g(x)=(x − x

0

)

n

for x in I. Then, for each 1 ≤ k ≤

n,

g

(k)

(x) = n(n−1)…(n−k+1)(x − x

0

)

n-k

. Thus.

g

(k)

(x

0

) = 0 for 0 ≤ k ≤ n−1 -------------------------- (1)

and g

(n)

(x) = n! for any x in I.

We shall now apply the Cauchy Mean Value Theorem repeatedly.

Take any x a point in I not equal to x

0

. We may assume that x > x

0

. Then

f (x)

g(x)

=

f (x) − f

(0)

(x

0

)

g(x) − g

(0)

(x

0

)

since f

(0)

(x

0

) = g

(0)

(x

0

) = 0. Observe that f and g are both continuous and differentiable

on [x

0

, x] and g

(1)

(x) ≠ 0 for x in (x

0

, x). Therefore, applying the Cauchy Mean Value

Theorem to the functions f and g restricted to [x

0

, x], we conclude that there exists x

1

in (x

0

, x) such that

.

f (x)

g(x)

=

f (x) − f

(0)

(x

0

)

g(x) − g

(0)

(x

0

)

=

f

(1)

(x

1

)

g

(1)

(x

1

)

If n =1, then we are done (and this is just the Mean Value Theorem). If n > 1, then

f

(1)

(x

0

) = g

(1)

(x

0

) = 0 and we can apply the Cauchy Mean Value Theorem to the

functions f

(1)

and g

(1)

restricted to [x

0

, x

1

], to give a point x

2

in (x

0

, x

1

) such that

.

f

(1)

(x

1

)

g

(1)

(x

1

)

=

f

(1)

(x

1

) − f

(1)

(x

0

)

g

(1)

(x

1

) − g

(1)

(x

0

)

=

f

(2)

(x

2

)

g

(2)

(x

2

)

Chapter 4 Differentiable Functions

24

©Ng Tze Beng 2008

By (1), f

(k)

(x

0

) = g

(k)

(x

0

) = 0 for 0 ≤ k ≤ n−1. We can then apply the Cauchy Mean

Value Theorem repeatedly as above n-1 times, to get x

n-1

in (x

0

, x

n-2

) such that

.

f

(n−2)

(x

n−2

)

g

(n−2)

(x

n−2

)

=

f

(n−2)

(x

n−2

) − f

(n−2)

(x

0

)

g

(n−2)

(x

n−2

) − g

(n−2)

(x

0

)

=

f

(n−1)

(x

n−1

)

g

(n−1)

(x

n−1

)

Then since f

(n-1)

(x

0

) = g

(n-1)

(x

0

) = 0, we can apply the Cauchy Mean Value Theorem to

the functions f

(n-1)

and g

(n-1)

restricted to [x

0

, xn-1

], to give a point xn in (x

0

, xn-1

) such

that

.

f

(n−1)

(x

n−1

)

g

(n−1)

(x

n−1

)

=

f

(n−1)

(x

n−1

) − f

(n−1)

(x

0

)

g

(n−1)

(x

n−1

) − g

(n−1)

(x

0

)

=

f

(n)

(x

n

)

g

(n)

(x

n

)

=

f

(n)

(x

n

)

n!

Therefore, taking ξ to be xn , which is obviously strictly between x and x

0

such that

.

f (x)

g(x)

=

f

(n)

(ç)

n!

Hence, . f (x) =

f

(n)

(ç)

n!

g(x) =

f

(n)

(ç)

n!

(x − x

0

)

n

If x < x

0

. the above argument applies similarly to give ξ strictly between x and x

0

such

that

. f (x) =

f

(n)

(ç)

n!

(x − x

0

)

n

This completes the proof.

4.7 Taylor Polynomials, Taylor's Theorem

One of the triumph of Calculus is the approximation of function by polynomials. It

allows computation to be done efficiently.

We shall now use Theorem 40 to prove the Taylor's Theorem with remainder.

Order of Contact of Two Functions.

Definition 41. Let I be an open interval containing the point x

0

.

Two functions f : I → R and g : I → R are said to have contact of order 0 at x

0

if

f (x

0

) = g(x

0

) . For a positive integer n, the functions f and g are said to have contact

of order n at x

0

provided f : I → R and g : I → R have n derivatives and

f

(k)

(x

0

) = g

(k)

(x

0

) for 0 ≤ k ≤ n.

Example 42.

Let and for x in (0, √2). Then f

(0)

(1) = g

(0)

(1) = 1 and f (x) = 2 −x

2

g(x) = e

1−x

f

(1)

(1) = g

(1)

(1) = − 1 but f

(2)

(1) = −2 ≠ g

(2)

(1) = 1. Therefore, f : (0, √2)→ R and

g : (0, √2)→ R have contact of order 1 at x = 1 but do not have contact of order 2 at 1.

Let I be a neighborhood of the point x

0

and f : I → R a function. Let n be a

non-negative integer. Suppose f has (n+1) derivatives. Then the n-th degree

Taylor's polynomial of f at x

0

and the function f : I → R have contact of order n at

x

0

.

Let us see how the Taylor polynomial can be assembled. For a positive integer k, let

g(x) = (x − x

0

)

k

. Then we have

g

(j)

(x) = k(k−1)…(k−j+1)(x − x

0

)

k-j

for 1 ≤ j ≤ k.

Chapter 4 Differentiable Functions

25

©Ng Tze Beng 2008

In particular, for all x, g

(k)

(x) = k! and g

(j)

(x) = 0 for j > k and g

(j)

(x

0

) = 0 for 1 ≤ j < k.

Thus we may write this in the more familiar form

. ----------------------- (D)

d

j

dx

j

[(x − x

0

)

k

] x

x=x

0

=

⎧

⎩

⎨

k! if j = k

0 if j ! k

Proposition 43. Let I be an open interval containing the point x

0

and f : I → R a

function. Let n be a non-negative integer. Suppose f has n derivatives. Then there

is a unique polynomial function of degree at most n that has contact of order n with

the function f : I → R at x

0

. This polynomial is defined by

p

n

(x) = f (x

0

) +

1

1!

(x − x

0

) f

∏

(x

0

) + £+

1

k!

(x − x

0

)

k

f

(k)

(x

0

)

----------------- (T) +£ +

1

(n − 1)!

(x − x

0

)

n−1

f

(n−1)

(x

0

) +

1

n!

(x − x

0

)

n

f

(n)

(x

0

)

Proof. By (D)

for 1 ≤ j ≤ n.

d

j

dx

j

[p

n

(x)] x

x=x

0

= f

( j)

(x

0

)

Obviously, pn(x

o

) =f (x

0

). Therefore, pn : I → R and f : I → R have contact of order n

at x

0

.

Now we shall show that the polynomial pn is unique.

Write a general polynomial p:I → R of degree n in terms of powers of (x− x

0

) as

follows.

. p(x) = c

0

+ c

1

(x − x

0

) + £+ c

k

(x − x

0

)

k

£+ c

n−1

(x − x

0

)

n−1

+ c

n

(x − x

0

)

n

As before by (D), we get

for 1 ≤ j ≤ n,

d

j

dx

j

[p(x)] x

x=x

0

= j! c

j

and p(x

o

) = c

0

. Then if p and f have contact of order n at x

0

,

j! cj = f

( j )

(x

0

) for 1 ≤ j ≤ n and c

0

= f (x

0

).

Hence, for 1 ≤ j ≤ n. Therefore, p = pn c

j

=

1

j!

f

(j)

(x

0

)

The polynomial pn given by (T) is called the n-th degree Taylor polynomial of f at x

0 .

How good is the Taylor polynomial for approximation? The next theorem gives the

error as a remainder term and the error term may be used as a gauge for the

approximation.

Theorem 44. Taylor's Theorem (with remainder). Let I be an open interval

containing the point x

0

and n be a non-negative integer. Suppose f : I → R has n+1

derivatives. Then for any x in I,

f (x) = f (x

0

) +

1

1!

(x − x

0

) f

∏

(x

0

) + £ +

1

k!

(x − x

0

)

k

f

(k)

(x

0

)

----------------------------------- (TR) +£+

1

n!

(x − x

0

)

n

f

(n)

(x

0

) + R

n

(x)

where the error term Rn(x) satisfies for some η R

n

(x) =

1

(n+1)!

(x − x

0

)

n+1

f

(n+1)

(q)

between x and x

0

. (14) is known as the Taylor's expansion around x

0

and Rn(x) is

called the Lagrange form of the remainder.

Proof. Let g: I → R be define by

g(x) = f (x) − f (x

0

) −

1

1!

(x − x

0

) f

∏

(x

0

)

Chapter 4 Differentiable Functions

26

©Ng Tze Beng 2008

. −£ −

1

k!

(x − x

0

)

k

f

(k)

(x

0

)£−

1

n!

(x − x

0

)

n

f

(n)

(x

0

)

Then since f : I → R and have f (x

0

) +

1

1!

(x − x

0

) f

∏

(x

0

) + £+

1

n!

(x − x

0

)

n

f

(n)

(x

0

)

contact of order n at x

0

, by Proposition 43, g

(k)

(x

0

) = 0 for 0 ≤ k ≤ n.

Therefore, since g has n+1 derivatives, by Theorem 40, for any x ≠ x

0

, there exists η

strictly between x and x

0

such that

. g(x) =

g

(n+1)

(q)

(n + 1)!

(x − x

0

)

n+1

But g

(n+1)

(x) = f

(n-+1)

(x) and so g

(n+1)

(η) = f

(n+1)

(η). Consequently,

. g(x) =

f

(n+1)

(q)

(n + 1)!

(x − x

0

)

n+1

Therefore, the remainder term . R

n

(x) = g(x) =

f

(n+1)

(q)

(n + 1)!

(x − x

0

)

n+1

This completes the proof.

Remark .

(1) There are other ways to make the same statement. For example: If I =(a, b) and

x, x + h are in the interval (a, b), then there exists a θ with 0 < θ < 1 such that

. f (x + h) = f (x) + h f

∏

(x) +

1

2!

h

2

f

∏∏

(x) + £+

1

n!

h

n

f

(n)

(x) +

1

(n+1)!

h

n+1

f

(n+1)

(x + 0h)

(2) The theorem says that the function can be considered as a real polynomial of

degree n upto a remainder term. Thus to look upon f in this way the remainder term

Rn(x) counts.

We will not in general have that this remainder is small. Here the remainder after

(n + 1) terms is

(i) of order (x − x

0

)

n+1

, which is very small if x and x

0

are close, and

(ii) depends on f

(n+1)

.

Thus if we know f

(n+1)

is bounded, say , then the modulus of the f

(n+1)

(x) < M

remainder . R

n

(x) [

M

(n+1)!

x − x

0

n+1

Example 45.

Let f (x) = e

x

.

Consider the expansion of f (x) around x

0

= 0. The Taylor's expansion upto the power

x

n

is given by

f (x) = f (0) +

1

1!

(x − 0) f

∏

(0) +

1

2!

(x − 0)

2

f

∏∏

(0) +$ $ $ +

1

n!

(x − 0)

n

f

(n)

(0) + R

n

(x)

= 1 +

x

1!

+

1

2!

x

2

+ $ $ $ +

1

n!

x

n

+ R

n

(x) ,

where for some η between 0 and x, since f

(j)

(x) = e

x

so that f

(j)

(0) R

n

(x) =

1

(n+1)!

x

n+1

e

q

= e

0

=1 for all non-negative integer j.

When x

0

= 0, then the Taylor's polynomial of f at 0 becomes

f (0) + x f

∏

(0) +$ $ $ +

1

n!

x

n

f

(n)

(0)

and is called the n-th degree Maclaurin polynomial.

Example 46.

For −1 < x <1 , define . We shall use this to compute ln(1.2). g(x) = ln

1 + x

1 − x

First note that We shall obtain a MacLaurin polynomial of degree 4 g

(

1

11

)

= ln(1.2).

for g.

Notice that , , g(x) = ln(1 + x) − ln(1 − x) g

∏

(x) = (1 + x)

−1

+ (1 − x)

−1

Chapter 4 Differentiable Functions

27

©Ng Tze Beng 2008

, , g

∏∏

(x) = −(1 + x)

−2

+ (1 − x)

−2

g

(3)

(x) = 2(1 + x)

−3

+ 2(1 − x)

−3

, . g

(4)

(x) = −6(1 + x)

−4

+ 6(1 − x)

−4

g

(5)

(x) = 24(1 + x)

−5

+ 24(1 − x)

−5

Hence, g(0) = 0, g'(0) = 2 , g''(0) = 0, g

(3)

(0) = 4 and g

(4)

(0)=0. Thus the MacLaurin

polynomial of degree 4 is given by . Now the p

4

(x) = g

∏

(0)x +

1

3!

g

(3)

(0)x

3

= 2x +

2

3

x

3

remainder for some ξ between 0 and x. Therefore for , R

4

(x) =

g

(5)

(ç)

5!

x

5

x =

1

11

.

g

(5)

(ç)

5!

=

1

5

[

(1 + ç)

−5

+ (1 − ç)

−5

]

<

1

5

1 +

1

10

11

5

Thus . Therefore, to R

4

(

1

11

) <

1

5

1 +

1

10

11

5

$

1

11

5

=

1

5

1

(11)

5

+

1

(10)

5

< 0.000004

compute ln(1.2) upto to four decimal places, we can use the MacLaurin's polynomial

of degree 4. Hence, upto 4 decimal ln(1.2) l p

4

(

1

11

) = 2 $

1

11

+

2

3

(

1

11

)

3

l 0.1823

places.

4.8 Intermediate Value Theorem for Derivative

We close this chapter with a property of the derived function of a differentiable

function f :[a, b] → R ,namely the intermediate value property of f '.

Theorem 47 (Darboux Theorem) Let I be an interval and suppose f : I → R is a

differentiable function. Let a, b be two points in I such that a < b. Suppose f ' (a) ≠

f ' (b). Then for any value γ strictly between f ' (a) and f ' (b), there is a point c in

(a, b) such that f ' (c) = γ.

Proof. Let us define the following function g: I → R by g(x) = f (x) − γ x for x in I.

Then g is differentiable and g' (x) = f ' (x) − γ . If we can show that g has either a

relative maximum or a relative minimum at a point c in (a, b), then we are done.

Consider the function h : [a, b] → R, the restriction of g to the closed interval, [a, b].

Then since g is differentiable, g is also continuous on [a, b]. Therefore, by the

Extreme Value Theorem, the restriction of g, h attains both its maximum and

minimum in [a, b]. We shall show that at least one of the maximum or minimum of

h occurs in the interior of [a, b]. Suppose h(a) is the maximum and h(b) is the

minimum. Then for all x in [a, b], h(x) ≤ h(a) and h(x) ≥ h(b). Hence for all x in

[a, b], f (x) − γ x ≤ f (a) − γ a, that is, f (x) − f (a) ≤ γ x − γ a. Therefore, for all x in

[a, b] and x ≠ a, ( f (x) − f (a))/(x − a) ≤ γ . Since f is differentiable at a,

. f

∏

(a) =

x d a

+

lim

f (x) − f (a)

x − a

[ ,

Since for all x in [a, b], h(x) ≥ h(b), f (x) − γ x ≥ f (b) − γ b for all x in [a, b], that is,

f (b) − f (x) ≤ γ b − γ x. Consequently, for all x in [a, b), ( f (b) − f (x))/(b − x) ≤ γ

since b − x > for x < b. Similarly since f is differentiable at b,

. f

∏

(b) =

x d b

−

lim

f (b) − f (x)

b − x

[ ,

Therefore, we can conclude that f ' (a) and f ' (b) are both less than or equal to γ,

contradicting that γ is strictly between f ' (a) and f ' (b). Similarly, if h(a) is the

minimum and h(b) is the maximum, we can show in like manner that f ' (a) and

f ' (b) are both greater than or equal to γ, giving a contradiction to that γ is strictly

between f '(a) and f '(b). We have thus shown that one of the maximum or minimum

of h must occur at a point c in (a, b). Since h(c) is also a relative extremum and h is

Chapter 4 Differentiable Functions

28

©Ng Tze Beng 2008

differentiable, h ' (c) = f ' (c) − γ = 0 and so f ' (c) = γ . (See Theorem 11) This

completes the proof.

Corollary 48. Let I be an interval and suppose f : I → R is a differentiable

function. Then the image of the derived function of f , f ' (I ) is also an interval.

Proof. The proof is similar to the proof that the continuous image of an interval is an

interval. Let f ' (a) ≠ f ' (b) be in f ' (I ). We may assume that f ' (a) < f ' (b).

Theorem 47 says that for any γ such that f ' (a) < γ < f ' (b) , γ ∈ f ' (I ). Hence the

interval [ f ' (a), f ' (b)] ⊆ f ' (I ). Therefore, by the usual characterization of an

interval, f ' (I ) is an interval.

Here is a useful application:

Theorem 49. Suppose f is differentiable on an interval I (not necessarily bounded).

If the derived function f ' is non-zero on I, then f ' is of constant sign, i.e., for all x

in I, f '(x) > 0 or for all x in I, f '(x) < 0.

Proof. Suppose f ' is not of constant sign. Then there exist x and y in I such that f

'(x) > 0 and f '(y) < 0. Thus 0 is an intermediate value between f '(x) and f '(y).

Therefore, by Darboux's Theorem (Theorem 47), there exists a point c between x and

y such that f '(c) = 0. This contradicts that f ' is non-zero on I and so f ' must be of

constant sign.

Remark.

Theorem 49 is a useful tool. Often we need to know that there are no sign changes in

a neighbourhood of a point where the derivative is not zero as in the proof of a

weaker form of the Cauchy Mean Value Theorem in my article " L' Hôpital's Rule

and A generalized Version" .

Exercises 50.

1. Suppose f : R → R is a function such that f ‘ (a) exists. Determine which of the

following statements are true. Justify your answer.

(i) ; (ii) f

∏

(a) =

hda

lim

f (h) − f (a)

h − a

f

∏

(a) =

hd0

lim

f (a + 2h) − f (a)

h

(iii) ) ; (iv) f

∏

(a) =

hd0

lim

f (a) − f (a − h)

h

f

∏

(a) =

hd0

+

lim

f (a + h) − f (a − h)

2h

2. Suppose that f : R → R is a function such that f (x + y) = f (x) f ( y) for all x and y

in R. If f (0) =1 and f ‘ (0) exists, prove that f ’(x) = f ’(0) f (x) for all x in R.

3. Suppose f : R →R and g : R →R are functions such that f (x) = x g(x) for all x

in R. Suppose g is continuous at 0. Prove that f is differentiable at 0 and find

f ' (0) in terms of g..

Chapter 4 Differentiable Functions

29

©Ng Tze Beng 2008

4. Suppose g : R →R is a twice differentiable function with g(0) = g'(0) = 0 and

g''(0) =31. Let f : R →R be defined by . Prove that f is f (x) =

⎧

⎩

⎨

⎪

⎪

g(x)

x

, x ! 0

0, x = 0

differentiable at x = 0 and find f '(0). [Hint: Use L' Hôpital's Rule. ]

5. Suppose f : [a, b]→ R is continuous on [a, b] and differentiable on (a, b). Prove

that if m ≤ f '(x) ≤ M for all x in (a, b), then

m( b− a) + f (a) ≤ f (b) ≤ f (a) + M(b − a).

6. (i) If f (x) = x

3

+1, find ( f

−1

)'( y), y ≠ 1.

(ii) f (x) = (x−1)

3

, find ( f

−1

)'( y), y ≠ 0.

7. A point x

0

in D is said to be an isolated point of D provided that there is a δ > 0

such that the only point of D in the interval (x

0

− δ, x

0

+ δ) is x

0

itself. Prove that

a point x

0

is either an isolated point or a limit point of D.

8. Show that if f : R →R is differentiable at x

0

=1

(a) (b)

td1

lim

f ( t ) − f (1)

t − 1

= f

∏

(1)

xd1

lim

f (x

2

) − f (1)

x

2

− 1

= f

∏

(1)

(c) (d)

xd1

lim

f (x

2

) − f (1)

x − 1

= 2 f

∏

(1)

xd1

lim

f (x

3

) − f (1)

x − 1

= 3 f

∏

(1)

9. Suppose that the function f : R → R is differentiable at a in R. Prove that

.

xda

lim

x f (a) − a f (x)

x − a

= f (a) − a f

∏

(a)

10. Suppose that the function f : R → R is differentiable at 0. Prove that

.

xd0

lim

f (x

2

) − f (0)

x

= 0

11. Suppose I is a neighbourhood of x

0

. Suppose f : I → R is a continuous, strictly

monotone function differentiable at x

0

. Assume that f '( x

0

) = 0. Use the

characteristic property of inverses, f

−1

( f (x)) = x for x in I and the Chain Rule

to prove that the inverse function f

−1

: f (I) → R is not differentiable at f (x

0

).

Thus the assumption in Theorem 34 Chapter 4 is necessary.

12. Suppose that the function f : (−1,1) → R has n derivatives and that its nth

derivative f

(n)

: (−1,1)→ R is bounded. Assume also that

f (0) = f '(0) = … = f

(n-1)

(0) = 0.

Prove that there is a positive constant K such that | f (x) | ≤ K |x|

n

for all x in

(−1, 1).

13. Determine if the function f defined below is differentiable at x = 0. If it is, what

is f ' (0)?

. f (x) =

⎧

⎩

⎨

x

3

sin(

1

x

2

), x ! 0

0, x = 0

Determine the derived function f '. Is f ' continuous at x = 0 ?

Chapter 4 Differentiable Functions

30

©Ng Tze Beng 2008

14. Compute the derivative of each of the following functions.

a. f (x) = cot(x

2

) + sec(x). b. . c. f (x) = sin

2

(7x)cos

3

(x). f (x) =

cos(3x) + 1

cos(2x) − 1

d. . e. f (x) = cos

3

(cos(5x)). f. . f (x) =

7x + 1

x

2

+ x + 1

4

f (x) = x + x + x

15. Find the absolute extrema of the given function on the indicated interval.

a. . f (x) =

x

2

− 6

2x − 5

; [0,

9

4

]

b. . g (x) =

⎧

⎩

⎨

x

3

− 3x + 5, 0 [ x [ 2

x

2

− 5x + 13, 2 < x [ 3

; [0, 3]

16. Without computing show that .

3

28

1

28

<

3

28 − 3 <

1

27

(Hint : Apply the Mean Value Theorem to on [27,28].) f (x) =

3

x

17. (a) Use Rolle's Theorem to prove that the equation

has at most one root that lies in the

x

6

6

−

x

5

5

+

x

4

2

−

2x

3

3

+

x

2

2

− x − 4 = 0

interval (3/2, 2).

(b) Use Intermediate Value Theorem to show that the equation

has at least one root that lies in the

x

6

6

−

x

5

5

+

x

4

2

−

2x

3

3

+

x

2

2

− x − 4 = 0

interval (3/2, 2).

(c) Using (a) and (b), deduce that the equation

x

6

6

−

x

5

5

+

x

4

2

−

2x

3

3

+

x

2

2

− x − 4 = 0

has exactly one root that lies in the interval (3/2, 2).

18. Is there a differentiable function f such that f ' (0) = 1, and f ' (x) ≤ 2 for all

real numbers x > 0 ?

19. Let f be a function whose f ' (x) = 4 for all real numbers x, and f (1) = 3.

Use Mean Value Theorem to show that f (x) = 4x −1.

20. Evaluate, if it exists, each of the following limits.

a. . b. . c. .

xdv

lim

sin

2

(2x)

1 + cos(5x) xd 0

lim

2x − ln(2x + 1)

1 − cos(3x) xd1

lim

1

ln(x)

−

1

x − 1

d. . e. . f. .

xd2

lim

1

x − 2

−

1

e

x−2

− 1 xd0

lim

¶

0

x

sin(t

2

+ t)dt

tan(x

2

) xd0

lim

tan

2

(x

2

)

x

3

g. . h. .

xd0

+

lim x

sin(x

3

)

xd0

lim (e

x

+ 7x)

1

x

21. Evaluate the following limits.

a. . b. . c. . d. .

xd+∞

lim

x

7

e

x

xd+∞

lim

(ln(x))

7

x

xd0

+

lim tan(x

3

) ln(x)

xd0

+

lim (sin(x))

x

3

22. Find for the given f and d. ( f

−1

)

∏

(d)

a. b. f (x) = 10x + 1 , x m −

1

10

; d = 1. f (x) =

1

2

sec(x) , 0 [ x <

v

2

; d =

1

3

.

c. f (x) = x

2

− 5x − 10 , x m

5

2

; d = 4.

23. Differentiate the following functions.

Chapter 4 Differentiable Functions

31

©Ng Tze Beng 2008

a. . f (x) = x

tan(x)

; x c (0, ∞)

b. . g(x) = ln ¶

0

sin

3

(x)

1

1 + t

2

+ sin

2

(t + t

2

)

dt ; x c (0,

v

2

]

c. . d. . h(x) = x

(e

(x

2

+x)

)

; x > 0 u(x) = (ln(x + 1))

ln(x+1)

; x > 1

e. . f. . g(x) = (17

x

)

7

x

k(x) = log

5

(log

7

(x + 2))

Chapter 4 Differentiable Functions

32

©Ng Tze Beng 2008

Chapter 4 Differentiable Functions

tangent line at x 0 y = f (x) f (x0 )

L(x - x0 )

x0

x

Remark. Note that x0 is a limit point (or cluster point) of I −{x0} and so is a limit point of D. Hence the limit above is given by Definition 32 of Chapter 3. f (x) − f (x 0 ) − L(x − x 0 ) Suppose f ' (x0) = L. Then xlim0 = 0. Thus, given any ε > 0, x − x0 dx there exists δ > 0 such that for all x in I, |x − x0| < δ ⇒ | f (x) − f (x0) − L(x − x0) | ≤ |x − x0|ε. Thus, if we write r(x) = f (x) − f (x0) − L(x − x0), then f (x) = f (x0) + L(x − x0) + r(x), r (x) where xlim x − x 0 = 0. Thus, in a small neighbourhood of x0 , f (x) is approximated by dx 0 the linear function Lx + f (x0) − L x0 whose graph is the tangent line at x0 . r(x) + L(x − x 0 ) f (x) − f (x 0 ) Note that if we let p(x) = = x − x0 x − x 0 for x ≠ x0 and p(x0) = L. Then p is continuous at x0 and f (x) = f (x0) + p(x)(x − x0) for x in D. Conversely if there exists a function p : D → R such that p is continuous at x0 and f (x) = f (x0) + p(x)(x f (x) − f (x 0 ) − x0) then f is differentiable at x0 as xlim0 =x dx0 p(x) = p(x 0 ) since p is lim x − x0 dx continuous at x0 Therefore, f is differentiable at x0 if and only if, there exists a function p : D → R such that p is continuous at x0 and f (x) = f (x0) + p(x)(x−x0). If D is open and hence is a neighbourhood of each of its points and if f : D → R is differentiable at x for all x in D, then we say f is differentiable on D and the function f ' : D → R is called the derived function or the derivative of f . If the limit f ∏ (x) − f ∏ (x 0 ) exists, then we say f is twice differentiable at x0 and write lim x − x0 xdx 0 ∏ f (x) − f ∏ (x 0 ) f ∏∏ (x 0 ) =xdx 0 lim . This is called the second derivative of f at x0 . x − x0 Example 2. 1. Suppose the function f : R → R is given by f (x) = x 2 . Take any a in R. f (x) − f (a) x 2 − a 2 (x − a)(x + a) Then for any x ≠ a, = x−a = = (x + a). x−a x−a f (x) − f (a) Thus, .lim = lim (x + a) = 2a Therefore, f '(a) = 2a. x−a xda xda

2

©Ng Tze Beng 2008

Chapter 4 Differentiable Functions

f (x) − f (a) Note that in the above examples, we write the function g(x) = for x ≠ a in x−a a form for which we can easily compute the limit. It is a simple observation that if g(x) = h(x) for x ≠ a, then lim g (x) = lim h(x). xda xda

2. Let the function f : (0, ∞ ) → R be given by f (x) = 1 . Take any x0 in (0, ∞ ). x Then x 0 − (x 0 + h) 1 1 f (x 0 + h) − f (x 0 ) ( x + h) x 0 x0 + h − x0 ∏ f (x 0 ) = lim = lim = lim 0 hd0 hd0 hd0 h h h = lim

hd0

−1 = − 12 . (x 0 + h)x 0 x0

An immediate consequence of differentiability is continuity. Theorem 3. Suppose f is defined on an open interval I containing a point a. If f is differentiable at a, then f is continuous at a. Proof. For x ≠ a let f (x) = f (a) +

f (x) − f (a) $ (x − a). Then x−a f (x) − f (a) lim f (x) = f (a) + lim $ (x − a) . x−a xda xda

As a result that f is differentiable at a, f (x) − f (a) f (x) − f (a) lim $ (x − a) = lim lim (x − a) = f ∏ (a) $ 0 = 0. x−a x−a xda xda xda Thus lim f (x) = f (a) + 0 = f (a). Therefore, f is continuous at a. xda Example 4.

⎧ 1,xm0 1. The function f : R → R defined by f (x) = ⎨ is not differentiable at x = ⎩ 0,x<0 0 since f is not continuous at x = 0 (otherwise, by Theorem 3, f would be continuous at x = 0). 2. The function f : R → R defined by f (x) = |x| is not differentiable at x = 0 even though f is continuous at x = 0. This is deduced as follows. f (0 + h) − f (0) f (0 + h) − f (0) h − 0 = 1 and lim+ = lim+ lim− = lim− −h − 0 = −1. hd0 hd0 hd0 hd0 h h h h Thus the right limit is not equal to the left limit. And so the limit does not exist. This means |x| is not differentiable at 0. y = |x| y

x

The Graph of y = |x|.

3

©Ng Tze Beng 2008

x < 2 Obviously f ∏∏ (2) does not exist. hd0 ⎧ 8x. ⎩ 6.Chapter 4 Differentiable Functions ⎧ 2x . x m 1 . x < 1 2 f (1 + h) − f (1) 4(1 + h) 2 + 1 − 5 lim+ = lim+ = lim+ 8h+h = 8 h hd0 hd0 hd0 h h lim− 2 f (1 + h) − f (1) 3(1 + h) 2 + 2(1 + h) − 5 = lim− = lim− 6h + h + 2h hd0 hd 0 hd0 h h h = lim− (8 + h) = 8 . lim does not exist and so f is not differentiable at x = 2. Hence. Similarly we deduce as follows ⎩ 6x + 2. f '' (1) does not exist. both left and right x d2 + x d2 + x d2 − x d2 − limits are the same. hd0 h y y = f(x) 8 4 2 Now 4 x ⎧ 0. ⎧ 4x 2 + 1. x < 1 Now f ∏ (1 + h) − f ∏ (1) 8(1 + h) − 8 lim+ = lim+ = lim+ 8h = 8 hd0 hd0 hd0 h h h and f ∏ (1 + h) − f ∏ (1) 6(h + 1) + 2 − 8 lim− = lim− = lim− 6h = 6 . Thus f ∏ (x) = ⎨ . x > 2 .x<1 and 4 ©Ng Tze Beng 2008 . f ' (1) = 8. x m 2 3. Therefore. 4. ∞).) x d2 For differentiability we look at the following left and right limits: f (2 + h) − f (2) 2(h + 2) − 4 lim+ = lim+ = lim+ 2h = 2 hd0 hd0 hd0 h h h and 2 f (2 + h) − f (2) (h + 2) 2 − 4 lim− = lim− = lim− 4h + h = lim− (4 + h) = 4. x < 1 ⎧ 8. Then f is differentiable on ⎩ x .x<2 (−∞. x > 2 . f ∏∏ (x) = ⎨ ⎩ 2. 1)∪(1. Hence f is continuous at x = 2. hd0 hd0 hd0 h h h Thus the left and right limits are not the same. Then f is differentiable on (−∞.x>1 Hence f ∏∏ (x) = ⎨ . x < 2 ⎧ 2. Now f (x) = ⎨ 2 ⎩ 3x + 2x. Differentiating this we get f ∏ (x) = ⎨ ⎩ 2x. ⎧ 8. x > 1 that f ∏∏ (x) = ⎨ . lim f (x) = 4 = f (2). x m 1 Hence. ⎩ 6. Let f : R → R be defined by f (x) = ⎨ 2 . f is continuous at 2 but not differentiable at x = 2. hd0 hd0 hd0 hd0 h h h f (2 + h) − f (2) Therefore. (Note that because lim f (x) = lim 2x = 4 and lim f (x) = lim x 2 = 4. ∞) . 2) and on (2.

(Product rule) (f g )' (x0) = f '(x0) g(x0) + f (x0)g'(x0) . (g (x 0 )) 2 Proof. Let f and g be defined on a neighbourhood D of x0 . Let a be a point in R. Example 6. 2.(1) Therefore. f (x 0 + h) g (x 0 + h) − f (x 0 ) g (x 0 ) h f (x 0 + h) g (x 0 + h) − f (x 0 ) g (x 0 + h) + f (x 0 ) g (x 0 + h) − f (x 0 ) g (x 0 ) = h g (x 0 + h) − g (x 0 ) f (x 0 + h) − f (x 0 ) = g (x 0 + h) + f (x 0 ) h h d g (x 0 ) f ∏ (x 0 ) + f (x 0 )g ∏ (x 0 ) as h d 0 since f and g are differentiable at x0 and g is continuous at x0 by Theorem 3. 1. f ∏ (x 0 ) $ g (x 0 ) − f (x 0 ) $ g ∏ (x 0 ) f ∏ 3. let f (x) = xn . For all x ≠ a. 1. f (x) − f (a) lim =lim x n−1 + x n−2 a + x n−3 a 2 + £ + xa n−2 + a n−1 = na n−1 x−a xda xda since there are n terms on the right side of (1) and each term has the same limit an-1 . x x 5 . ----------------------. L et λ and µ be any real numbers. h h This proves part (1). g (x 0 ) f (x 0 + h) − f (x 0 )g (x 0 + h) f (x 0 + h) f (x 0 ) 3. This proves part (2). f (x 0 + h) + g (x 0 + h) − f (x 0 ) + g (x 0 ) h g (x 0 + h) − g (x 0 ) f (x 0 + h) − f (x 0 ) = + d f ∏ (x 0 ) + g ∏ (x 0 ) as h d 0.Chapter 4 Differentiable Functions Sums. If f (x) = 1 . If n is a natural number. then x ©Ng Tze Beng 2008 f ∏ (x) = 0 $ x −2 1 $ 1 = − 12 for x ≠ 0. Then if f and g are differentiable at x0 . 1 − g (x ) = 1 h g (x 0 + h) g (x 0 + h)g (x 0 ) h 0 g (x 0 ) f (x 0 + h) − g (x 0 ) f (x 0 ) + g (x 0 ) f (x 0 ) − f (x 0 )g (x 0 + h) = 1 g (x 0 + h)g (x 0 ) h = g (x 0 ) f (x 0 +h)− f (x 0 ) h − f (x 0 ) g (x 0 + h)g (x 0 ) g (x 0 +h)−g (x 0 ) h d g (x 0 ) f ∏ (x 0 ) − f (x 0 )g ∏ (x 0 ) as h d 0 (g (x 0 )) 2 since f and g are differentiable at x0 and g is continuous at x0 by Theorem 3 and non-zero at x0. f (x) − f (a) x n − x a (x − a)(x n−1 + x n−2 a + x n−3 a 2 + £ + xa n−2 + a n−1 ) = x−a = x−a (x − a) = x n−1 + x n−2 a + x n−3 a 2 + £ + xa n−2 + a n−1 . (Quotient rule) if g (x 0 ) ! 0. 2. g (x 0 ) = . Products and Quotients Theorem 5. Then f is differentiable on R and f ' (x) = n xn -1 . 1. (λ f + µ g)' (x0) = λ f '(x0) + µ g'(x9) . 2.

6 ©Ng Tze Beng 2008 . Then we have the composite g) f : I → R defined by g) f (x) = g( f (x)). Proof. g( f (x 0 + h)) − g( f (x 0 )) f (x 0 + h) − f (x 0 ) = G(k) $ . Any polynomial function is differentiable on R. f (x0 + h) = f (x0). h h Also if k = 0. giving the derivative of the composition. Thus. where y0 = f (x0). Theorem 8 (Chain Rule). i. ⎧ g (k+y 0 )−g ( y 0 ) . known as Chain Rule. h Let k = f (x0 + h) − f (x0) . If f is differentiable at x0 and g is differentiable at f (x0). if k = 0 ⎩ continuous at 0 since g is differentiable at y0 so that g (k + y 0 ) − g ( y 0 ) lim G(k) = lim = g ∏ ( y 0 ) = G(0). Then we have g ( f (x 0 + h)) − g ( f (x 0 )) g ( f (x 0 + h)) − g ( f (x 0 )) f (x 0 + h) − f (x 0 ) = $ h f (x 0 + h) − f (x 0 ) h g (k + f (x 0 )) − g ( f (x 0 )) f (x 0 + h) − f (x 0 ) = $ .. Suppose g: J → R is a function defined on J. Since a rational function is a quotient of one polynomial function p(x) by another polynomial function q(x). Proof. We have to examine the quotient g ( f (x 0 + h)) − g ( f (x 0 )) . then the above equation. Then G is g ∏ ( y 0 ) . k h Since it is possible that k could be zero and that the above equality is only true for k ≠ 0. if k ! 0 k Define the function G(k) = ⎨ . p/q is differentiable on its domain of definition. Suppose f (I) ⊆ J and J is an open interval. to obtain a similar expression we consider the following device to get round this difficulty. kd0 kd0 k Thus if k ≠ 0. The Chain Rule Theorem 5 is a very useful tool for determining derivative but is of little use when it comes to composition of functions unless we can express composition in terms of sums of products or quotients of known differentiable functions. f is continuous there by Theorem 3 and so k→ 0 as h → 0 and k is continuous at 0. a rational function is differentiable on its domain of definition. by Theorem 5 part (3). Thus k is a function of h. composition of differentiable functions is differentiable and there is a simple formula. is also true. Any rational function is differentiable on its domain of definition. Let f : I → R be a function defined on a neighbourhood I of x0 . then the composite g) f is differentiable at x0 and (g) f )'(x0) = g'( f (x0)) f '(x0). being equal to zero on both sides. Suppose k ≠ 0.e. Thus. Indeed.Chapter 4 Differentiable Functions Theorem 7. Since f is differentiable at x0. Any polynomial function is differentiable follows from Theorem 5 part (1) and (2).

b) such that x0 ∈ (a. This proves theorem 8. Suppose f is a function defined on D. f '(x) = (g ) h)'(x) = g'(h(x)) h'(x) = g'(x +1)$ 1 = 1/(2√(x+1)) 4.. Theorem 11. where h(x) = x+1 and g(y) = √y . |x − x0| < δ ⇒ f (x) ≥ f (x0). Then f '(x0 ) = 0. there exists δ > 0 such that for all x in D. If the function f has either a relative maximum or a relative minimum at x0 . there exists δ > 0 such that for all x in D.e.e. Let f : I → R be a function defined on a neighbourhood I of x0 . Let f (x) = √ (x +1) for x > −1. Now h'(x) = 1 and g' (y) = 1/(2√y) for y > 0. |x − x0| < δ ⇒ f (x) ≤ f (x0). Example 9. 7 ©Ng Tze Beng 2008 . Hence. Definition 10.. i. First we introduce some local definitions.i. b) ⊆ D. then we say f has a relative extremum (local extremum) at x0 . Note that lim G(k(h)) = G(0) by Theorem 34 part (B) Chapter 3 or by hd0 observing that G ) k is continuous at 0 since G is continuous at k(0) = 0 and k is continuous at 0. y = f (x) y Rel Max δ (δ ) Rel Min x0 x Similarly we say f has a relative minimum (local minimum) at x0 if f (x) ≥ f (x0) for all x in some open interval containing x0 . there exists an open interval (a. the Mean Value Theorem.. Therefore.i. Then f (x) = g ) h(x) . Suppose f is differentiable at x0 and has a relative extremum at x0 . We shall now consider one of the often used theorems in Calculus.e. (g) f )'(x0) = g'( f (x0)) f '(x0). We say f has a relative maximum ( local maximum) at x0 if f (x) ≤ f (x0) for all x in some open interval containing x0 . Let D be a neighbourhood of x0 . We call such a point x0 a local maximizer for f.Chapter 4 Differentiable Functions g( f (x 0 + h)) − g( f (x 0 )) h f (x 0 + h) − f (x 0 ) = G(k(h)) $ d G(0) $ f ∏ (x 0 ) = g ∏ ( y 0 ) f ∏ (x 0 ) h as h → 0.2 Mean Value Theorem. We call x0 a local minimizer for f.

) Example 12. f(x) = x 3 y 0 x But f does not have a relative extremum at 0. Remark. b) x > x0⇒ f (x) − f (x 0 ) f (x) − f (x 0 ) lim = f ∏ (x 0 ) [ 0. Hence xdx 0+ x − x0 x − x0 f (x) − f (x 0 ) f (x) − f (x 0 ) in (a. ( For h ! 0. there exists an open interval (a. Therefore. x − x0 x − x0 f '(x0 ) = 0. Let f : R → R be defined by f (x) = x3 . ) h y x 8 ©Ng Tze Beng 2008 . − h [ sin( 1 ) [ h . then x0 is a local maximizer for −f. x ! 0 x 2. Therefore. Thus. 0 By definition of a local maximizer. x=0 ⎩ relative extremum at x = 0. We also have that for all x [ 0. Let f : R → R be defined by f (x) = ⎨ . f is differentiable at x = 0 and f ∏ (0) = lim hd0 h 2 sin( 1 ) − 0 f (0 + h) − f (0) h = lim = lim h sin( 1 ) = 0 h hd0 hd0 h h by the Squeeze Theorem. (See the next example. Suppose that x0 is a local maximizer. by what we just proved − f '(x0 ) = 0 and so f '(x0 ) = 0. b) x < x0⇒ m 0. b) such that x0 ∈ (a. for all x in (a. The converse of Theorem 11 is not true in general.Chapter 4 Differentiable Functions Proof. f (x) − f (x 0 ) f (x) − f (x 0 ) f ∏ (x 0 ) =xdx + lim = xdx 0− lim x − x0 x − x0 . b) f (x) ≤ f (x0). 1. Then since f is differentiable at x0 . One can find function f and point x0 such that the derivative f '(x0 ) = 0 but f does not have a relative extremum at x0 . b) ⊆ I and for all x in (a. If x0 is a local minimizer for f . Then f '(x) = 3x2 and so f ' (0) = 0. xdx 0− lim = f ∏ (x 0 ) m 0. Therefore. Then f does not have a 0. ⎧ x 2 sin( 1 ).

since f (a) = f (b) the maximum value and the minimum value of f are the same. b−a Proof. b). which is compact. b) and 3. b]. b] → R is continuous on [a. Then Define g :[a. By Corollary 9 to the Extreme Value Theorem Chapter 3. 1. since f is continuous on the closed interval [a. There exists c in (a. Theorem 15 (Mean Value Theorem). g is differentiable on (a. 3). Then f (0) = f (3) = 0. f '(c) = 0. Indeed they are equivalent theorems. b] → R is continuous on [a.) f (b) − f (a) (x − a).Chapter 4 Differentiable Functions Theorem 13 (Rolle's Theorem). b) f (b) − f (a) such that f ∏ (c) = . (Tilt the graph and use Rolle's Theorem. There exists c in (a. Rolle's Theorem is a special case of the Mean Value Theorem. For this case take any value c in (a. 3) such that f '(c) = 0.b) such that f (c) is the minimum value or 3. b). Let f :[0. g is continuous on [a. b] → R by g(x) = f (x) − b−a 1. b] and f is differentiable on (a. by Theorem 11. For case 3. b]. Suppose 1. This completes the proof. Then we have the following possibilities. Example 14. by Rolle's Theorem there exists a point c in (0. Let a < b. f :[a. b) such that f '(c) = 0. b) and 3. f (a) = f (b). since f is differentiable on (a. Then there exists a point c in (a. b) such that f (c) is a relative extremum. 2. y = f (x) a c b Proof. b) since f and (x − a) are differentiable on (a. b). 3] and differentiable on (0. g (a) = g (b) (= f (a)). Then there exists c in (a. Therefore.b) such that f (c) is the maximum value 2. Suppose f :[a. f (a) and f (b) are both the absolute maximum and minimum value of f since they are equal. b). since f is continuous on [0. Cases 1 and 2 imply that there exists a point c in (a. f is differentiable on (a. b] since f is continuous on [a. b]. 9 ©Ng Tze Beng 2008 . f must be a constant function and so f ' (c) = 0 for all c in (a. Thus. 2. 3] → R be given by f (x) = x(x − 3). f attains its maximum and minimum.

b]. The following is a consequence of the Mean Value Theorem. Thus = cos(d) [ 1. Theorem 16. Similarly. ∞). Let f (x) = √x on (0. by the Mean Value Theorem (Theorem 15). 100 − 98 2 c 1 1 < 1 .e. then f is a constant function. there exists c in (a.. But 98 < c < 100 implies that < 2 c 2 100 2 98 Hence 10 − 1 < 98 < 10 − 1 . Suppose the function f : I → R is differentiable. f is differentiable on (x0 . The sine function is continuous and differentiable on R. Corollary 17. there exists c in (x0 . b−a f (b) − f (a) f (b) − f (a) Therefore. 10 ©Ng Tze Beng 2008 . Thus. Then f ∏ (x) = 1 on (0. if x < x0 we can use the Mean Value Theorem on the restriction of f to [x. f (a) =xlim+ f (x) =xlim+ K = K. Therefore. Since f is continuous on I. 9 10 10 − 98 1 < < 1 . then f '(x) = 0 for all x in I. Then by the Mean Value Theorem. f (x ) = f (x0) for all x in I and so f is a constant function. By the continuity at a. xdb xdb Example 18. Let I be an open interval. b). for x ≠ 0. f (x) = K for all x in (a. g ∏ (c) = f ∏ (c) − = 0. Hence. Proof. Thus f ∏ (c) = . By Theorem 16. 2 2 98 2 100 1 10 < 10 − 98 < 1 98 < 1 . Obviously. x x−0 sin(x) [ x and so − x [ sin(x) [ x . x0] to conclude that f (x ) = f (x0). say K.. x]. b) be such that x > x0 . Hence. Take any x in I. there exists a point d in (x. 1. x) such that f (x) − f (x 0 ) f ∏ (c) = x − x 0 . Also by the continuity at b. Therefore.e. f is continuous on [x0. f (b) da da = lim− f (x) = lim− K = K. Since f is differentiable on I. 0) such that sin(x) − sin(0) sin(x) sin(x) = x = cos(d). if we x x−0 take x < 0. if f is a constant function. But f (b) − f (a) g ∏ (x) = f ∏ (x) − on (a. If f :[a. Suppose x > x0. by the Mean Value Theorem. f is a constant function on [a. And so 9 2. Then f is a constant function if and only if the derivative f '(x) = 0 for all x in I. b). i. By the Mean Value 2 x 100 − 98 Theorem there exists a point c in (98.Chapter 4 Differentiable Functions Therefore. by Rolle's Theorem. ∞). b). b] and differentiable on (a. Fix a point x0 in I. b) and f '(x) = 0 for all x in (a. Suppose now that f '(x) = 0 for all x in I. This completes b−a b−a the proof. But f '(c) = 0 and so f (x ) = f (x0 ). = cos(c) [ 1.100) such that = f ∏ (c) = 1 . b) such that g'(c) = 0. b). b] → R is continuous on [a. Proof. x) such that sin(x) − sin(0) sin(x) sin(x) = x = cos(c) . x). Take x > 0. there exists a point c in (0. i. Similarly. Let x in (a. f is constant on (a.

Chapter 4 Differentiable Functions 4. then f is increasing. b) ⊆ Α}. if f '(x) ≥ 0 for all x in Int I. Remark. It is true such a point η exists in [c. Extend to all of I by continuity. If f '(x) > 0 for all x in Int I. Int I. (2) Suppose f '(x) < 0 for all x in Int I. Proof. 1. if I is open it is enough to use the f (d) − f (c) m f ∏ ( ). Thus. The interior of A is the set Int A = {x ∈A : there exists an open interval (a. f is strictly increasing. d−c (Ref: Theorem 2 and Theorem 3. d ] with this inequality d−c inequality. Suppose f : I → R is a continuous function and that the restriction of f to the interior of I . Relative Extrema and Tests for Relative Extrema We shall now investigate some criteria for function to be monotone. 2. is differentiable. b)?' ) This can only prove that f is strictly increasing on Int I if f '(x) > 0 for all x in Int I. Int [a. Thus a local information like f '(x0) > 0. Thus f (d ) > f (c). whenever its application uses inequality. Let g = −f . b). ⎧ x + 4x 2 cos( 1 ). Suppose A is a subset of R. This is because for any integer n > 0. if f '(x) ≤ 0 for all x in Int I. there exist points η and γ in [c. f (d ) − f (c) > 0. does not necessarily imply that f is strictly increasing in a neighbourhood containing x0. Then g'(x) = − f '(x) > 0 for all x in I. Indeed under the condition of the Mean Value Theorem. b) implies that f is constant on (a. 1/(2nπ+π) >1/(2nπ+2π) but f (1/(2nπ+π)) =1/(2nπ+π)11 ©Ng Tze Beng 2008 . Then f is continuous on [c. Then f ’(0) =1 > 0 0. Let I be an interval. x ! 0 x For instance take the function f (x) = ⎨ . This is one reason why we may consider the Mean Value Theorem is over rated. then f is decreasing. If f '(x) < 0 for all x in Int I. 1. d) such that f (d) − f (c) = f ∏ ( ) > 0. d ) ⊆ Int I. 3 Monotone Functions. Indeed we may use this result instead of the Mean Value Theorem. d−c Therefore. the Mean Value Theorem says that there is a point η in (c. Theorem 19. By part (1) g = − f is strictly increasing. 2. d] and differentiable on (c. Therefore. then f is strictly decreasing. Notice that in the proof of Theorem 19 part (1). d in the interval I be such that c < d. The cases when f '(x) ≥ 0 for all x in Int I and when f '(x) ≤ 0 for all x in Int I are proved in exactly the same way. d ] such that f (d) − f (c) f ∏( ) m m f ∏ ( ). Let the points c . b) such that x ∈ (a. in 'Do we need Mean Value Theorem to prove f '(x) = 0 on (a. x = 0 ⎩ but f is neither increasing nor decreasing on any interval containing 0. The property of f being strictly increasing or strictly decreasing is a global property. (1) Suppose f '(x) > 0 for all x in Int I. f is strictly decreasing. Since d − c > 0. Therefore. then f is strictly increasing. b] is (a.

Then f is differentiable on R and is therefore continuous on R. then f has a relative minimum value at x0 . i.. Suppose f is continuous on the open interval I containing x0 and that f is differentiable at all points of I except possibly at x0 . If there exists δ > 0 such that for all x in I with x0 − δ < x < x0 . Similarly. x0 is a local minimizer of f . Its derivative f '(x) = 1+ x. Therefore. f '( x) ≥ 0 and that for all x with x0 < x < x0 + δ. Hence. If there exists δ > 0 such that for all x in I with x0 − δ < x < x0 .) Note that the point where a function changes from being increasing before it to decreasing after it or from being decreasing before it to increasing after it must be a point where the function has a relative extremum. −1]. y f ' (x) > 0 f ' (x) < 0 relative maximum y = f (x) x0 +δ x0−δ x0 x 12 ©Ng Tze Beng 2008 . since f is continuous on (−∞. f (1/(2nπ+π/2)) = 1/(2nπ+π/2) > 1/(2nπ+3π/2)= f (1/(2nπ+3π/2)). ∞) and f (x) = − 2 x (0. The same can be said of the property of f being increasing or decreasing.Chapter 4 Differentiable Functions 4/(2nπ+π)2 < 1/(2nπ+2π) +4/(2nπ+2π)2 = f (1/(2nπ+2π)) and that when 1/(2nπ+π/2) >1/(2nπ+3π/2). f '( x) ≤ 0 and that for all x with x0 < x < x0 + δ. x0 is a local maximizer of f . 1. Thus f is decreasing on ∏ differentiable on (0. Theorem 21 (First Derivative Test for Relative Extrema). i. Let f : R→ R be given by f (x) = x(1 + 2 ).e. Thus we can formulate the following test for relative extrema. then f has a relative maximum value at x0 . ∞). f (−1) is the (absolute) minimum of f . Example 20. x 1.e. −1]. 2. Let f : (0.. Then f is x 1 < 0 for all x > 0. Since f is continuous on [−1. ∞) by Theorem 19. 2. f '( x) ≤ 0 . ∞) → R be the function defined by f (x) = 1 . ∞) and differentiable on (−1. (Incidentally one can deduce this directly by using property of inequality. ∞). f is increasing on [−1. f '( x) ≥ 0 . f is decreasing on (−∞. f '(x) > 0 for x > −1 and f '(x) < 0 for x < −1.

Then f '(x) = 3x2 − 12x + 9 = 3(x2 − 4x + 3) = 3(x − 3)(x −1). Let f (x) = x3 − 6x2 + 9x +1. x0 + δ) because f '(x) ≤ 0 on (x0. If f ''(x0) < 0. Suppose f is differentiable on an open interval I with I ⊆ D.e. By Theorem 19. 2. 1]. Suppose x0 is a stationary point of f. If f ''(x0) > 0.Chapter 4 Differentiable Functions Proof. If x ≥ x0. Remark. Let f : D → R be a function. where D is a neighbourhood of x0 . x0 + δ). Examples 22. and renaming if necessary. i. x0 + δ') ⊆ I. Theorem 23 (Second Derivative Test for Relative Extremum). x0). Now for x < 0. then f has a relative maximum value at x0 . then f (x) ≤ f (x0) because f is decreasing on [x0. f '( x0) = 0. Proof . Part (1). then f has a relative minimum value at x0 . x0]. 0] and on [0. By Theorem 19. At x = 3. Therefore. xm1 ⎩ 2x. f (x) ≤ f (x0). x0 + δ) ⊆ I. 2 ⎩ x . Thus f (x0) is a relative maximum and x0 is a local maximizer of f . Part (1) 13 ©Ng Tze Beng 2008 . For x < 1. f ' (x) > 0 and so by the first derivative test. Thus at x = 1. We may observe that by Part (1). x0 + δ) if need be. we have a relative minimum which is f (3) = 1. Note that we do not require that the function f be differentiable at x0 in the First Derivative Test (Theorem 21). Therefore. A critical point of f is a point x. For 1 < x < 3. A stationary point of f is a point x in D where D is a neighbourhood of x and f is differentiable there with f '(x) = 0. we have a relative maximum and the value is f (1) = 5.f . x0 + δ). x − 1 > 0 and x − 3 > 0 so that f '(x) > 0. f (0) is not a relative extremum. x > 1 f is not differentiable at 1 and f ' (x) = 0 only if x = 0. ⎧ 2 − x3. We next describe a weaker test for finding local maximizers and local minimizers. x ≤ x0 or x ≥ x0. then f (x) ≤ f (x0) because f is increasing on (x0− δ. 1. for all x in (x0− δ. Thus f '(x) = 0 if and only if x = 1 or 3. Suppose f ''(x0) exists. f is increasing on (x0− δ. For x > 3.. we may assume that (x0 − δ. x0 is a local maximizer of . For any x in (x0− δ. Suppose f : D → R is a function. f ' (x) < 0. x0 is a local minimizer of f . If x ≤ x0. x0] because f '(x) ≥ 0 on (x0− δ. 1. By taking the intersection of (x0 − δ ' . x − 1 > 0 and x − 3 < 0 so that f '(x) < 0. x0 + δ) . x0 + δ). x0 + δ') and (x0 − δ. x − 1 < 0 and x − 3 < 0 so that f '(x) > 0. f (1) = 1 is a relative minimum. Indeed f is decreasing on (−∞. where either f is not differentiable or x is a stationary point. Then f ∏ (x) = ⎨ . Let f (x) = ⎨ . f ' (x) < 0 and for x > 1. Although f ' (0) = 0. f is decreasing on [x0. The proof of part (2) is similar. 1] because it is decreasing on (−∞. Since I is open there exists a δ' > 0 such that (x0 − δ ' . x < 1 ⎧ −3x 2 . For 0 < x < 1. x < 1 2.

if f (x) = x4 . We say the graph of f is concave upward (respectively concave downward) on an open interval I if the graph of f is concave upward (respectively concave downward) at x for all x in I. Then the graph of f is concave upward (respectively concave downward) at x = a if there exists a small neighbourhood N of a such that in this small neighbourhood the graph of f lies above (respectively below) the tangent line to the graph of f at (a. 4. x0). x − x0 < 0. That is to say. Therefore. especially a local definition and a global definition. Suppose a is a point in the interior of I. f (a)) except for the point of tangency. If f '( x0) = f ''(x0) = 0. f '(x) > 0. Part (2). the graph of f is concave upward (respectively concave downward) at x = a if there exists a δ > 0 such that for all x not equal to a in (a−δ. then f ''(0) = 0 but f (0) is not a relative extremum. 2. We may also note that if f ''(x0) > 0. Definition 24. If f (x) = x3 . Note that Theorem 23 has additional condition of twice differentiability of f at x0 imposed. then (−f )''(x0) = − f ''(x0) < 0. Thus. We shall consider the local definition. 14 ©Ng Tze Beng 2008 . There are different definitions. x0 is a local maximizer for − f and hence is a local minimizer for f . For instance.Chapter 4 Differentiable Functions f ∏ (x) − f ∏ (x 0 ) f ∏ (x) 0 > f ''(x0) =xdx 0 lim =xdx 0 x − x 0 lim x − x0 because f '( x0) = 0. Also for x in (x0 . x0 + δ) ⊆ Ι and for all x ≠ x0 in (x0 − δ. whereas the first derivative test do not need differentiability of f at x0 but just continuity at x0. we have a relative maximum value at x0. f (x) > f (a) + f ’ (a)(x − a) ( respectively f (x) < f (a) + f ’ (a)(x − a)). Remark. then Theorem 23 gives no information whether f ( x0) is a relative extremum. 1. a+δ). by the First Derivative Test (Theorem 21). A similar argument as above applies to give part (2). Therefore. by Part (1). f '(x) < 0.4 Concavity We shall now consider the notion of concavity. for x in (x0 − δ. x0 + δ). by the definition of limit there exists δ > 0 such that (x0 − δ. Therefore. x0 + δ) f ∏ (x) x − x0 < 0. Thus Theorem 23 is a weaker theorem. Suppose f : I → R is a continuous function defined on an interval I. then f ''(0) = 0 and f (0) is a relative minimum.

Theorem 25. x0+ δ). f ∏ (x) − f ∏ (x 0 ) (1) g (x) = > 0. x0 + δ) ⊆ D such that for all x ≠ x0 in I. f (x0)). f (x) > y = f (x0) + f '(x0 )(x − x0 ). f (x) − f (x0) > f '(x0 )(x − x0 ). the graph of f is concave downward at (x0. x) such that f (x) − f (x 0 ) = f ∏ (x ∏ ) > f ∏ (x 0 ) x − x0 by (2).(3) by (1). 2. i. There are other refined definitions of concavity but this one is more intuitive.. x0) such that f (x) − f (x 0 ) = f ∏ (x ∏ ) < f ∏ (x 0 ) x − x0 by (3). f ' (x) < f '(x0) ---------------------------------. Therefore. Similarly. by the definition of x − x0 limit.e. -------------------------------. We want to show that. Proof . for x in (x0.e. 15 ©Ng Tze Beng 2008 . Now for x in (x0 . x0). Then 1. if f ''(x0) > 0. f (x) − f (x0) > f '(x0 )(x − x0 ). y = f (x0) + f '(x0 )(x − x0 ) . Now the Mean Value Theorem applies to give x' in (x. The next theorem gives a criterion for determining whether the graph is concave upward or downward when the second derivative does exist. --------------------------x − x0 y − f (x 0 ) The tangent line to the graph of f at (x0. Since x < x0. xdx 0 lim = f ∏∏ (x 0 ) > 0. f (x0)). which is what is required to prove. the graph of f is concave upward at (x0. i.. we have (by multiplying the above by (x − x0) < 0) for x in (x0. there exists a x' in (x0.δ. We shall prove only part (1). x0). f (x) − f (x0) > f '(x0 )(x − x0 ). Note that in the above definition no use is made of the second derivative. f ∏ (x) − f ∏ (x 0 ) Since f ''(x0 ) > 0. Thus we have shown that for any x ≠ x0 in I. there is an open interval I = (x0 − δ. x > x0 and so by (1). f (x) − f (x0) > f '(x0 )(x − x0 ). x ≠ x0 in I. f '(x) > f '(x0. Therefore. x0+ δ).(2) By the Mean Value Theorem. which is what is required. Part (2) is similarly proved.).Chapter 4 Differentiable Functions y = f(x) Neither concave up nor concave down Concave up Concave down a a x Remark. if f ''(x0) < 0. for x in (x0 − δ. Let f be a function differentiable on an open interval D containing x0. f (x0)) is given by x − x 0 = f ∏ (x 0 ).

Suppose that it occurs at x = d in the interior of [k. Proof. Let f (x) = ⎨ 3 . x m 0 2. Then the equation of the tangent line at x = k is given by y = f (k) + f ’(k)(x − k). f (c)) is a point of inflection of the graph of the function f if f is continuous at c and there is an open interval containing c such that the graph of f changes from concave upward before c to concave downward after c or from concave downward before c to concave upward after c . Suppose there exists a point k in I such that the tangent line at (k. Then f '(x) = 3x2 − 1 and f ''(x) = 6x. Example 27. g(x) = f (x) − f (k) − f ’(k)(x − k) ≤ g(d) = f (d) − f (k) − f ’(k)(d − k). p] → R be defined by g(x) = f (x) − f (k) − f ’(k)(x − k). We now proceed by “tilting the graph”. p] . A point (c. Thus the graph of f is concave downward on the interval (−∞. x < 0 ⎧ 6 . Then since f is differentiable on [k. Then f ∏ (x) = ⎨ 2 and ⎩ 2x + 1. ⎧ 3x 2 + 1. Note that since the graph of f is concave upward on I. Let f (x) = x(x2 − 1) = x3 − x. Thus f ''(x) > 0 for x > 0. p]. Let g :[k. There are other more refined definitions of a point of inflection but ours is the simplest. The graph of f is concave upward on the interval (0. Note.x>0 . Note that g(k) = 0 and g(p) = 0 since f (p) lies on the tangent line to the graph of f at x = k so that f (p) = f (k) + f ’(k)(p − k). By the Extreme Value Theorem. ∞). p]. f (x) > f (k) + f ’(k)(x − k) and so g(x) > 0. Theorem 28. f ∏∏ (x) = ⎨ ⎩ 12x . the function f is differentiable on I. Since the graph of f is concave upward at x = k. The point (0. Hence the maximum of g can only occur in the interior of [k. x < 0 f ''(0) does not exist. x m 0 ⎧ 6x . x < 0 ⎩ 6x . p) and continuous on [k. f (k)) meets the graph again at the point (p. 0). We may assume that k < p. p]. there exists a maximum of g on [k. f (p)). Obviously f ''(x) > 0 for x > 0 and f ''(x) < 0 for x < 0. We shall prove the theorem for the case f is concave upward on the open interval I. ∞) and is concave downward on the interval (−∞. Then any tangent line to the graph of f can only intersect the graph of f at the point of tangency. g is also differentiable on (k. Our definition does not require that the function be differentiable at a point of inflection. Therefore. p]. k + δ). Also f ''(x) < 0 for x < 0. 1. 0) is a point of inflection. there exists δ > 0 such that for all x in (k. the graph of f is concave upward on the interval (0. Then for all x in [k. p]. Thus there is a point of inflection at x = 0.Chapter 4 Differentiable Functions Definition 26. 16 ©Ng Tze Beng 2008 . Suppose the graph of a function f is either concave upward or concave downward on an open interval I. 0).

Since (c. f (x)). Similar argument applies to part (2). since f ' is continuous at c. If p < k.f ‘(k) for x in (k. since the tangent line at any point on the graph can only meet the graph exactly once. If f ''(c) exists.(1) And f (x) > f (d) + f ‘(d)(x − d) for x ≠ d in I -------------------. Proof. This contradiction shows that the tangent line at any point k cannot meet the graph of f at (p. f (c) > f (d) + f ‘(d)(c − d) so that f (d) − f (c) f (d) − f (c) < f ∏ (d). from (1). Thus f ' is strictly decreasing on (c − δ. since the graph of f is concave upward on (c. c + δ). there exists a δ > 0 such that f is concave downward (or concave upward) on (c − δ. that the tangent line cannot meet the graph of f at (p. then f ''(c) = 0. g’(d) = 0 and so since g’(x) = f ‘(x) . f (x)) cannot intersect the graph of f other than the point of tangency (x. for any point k in I. This can be deduced 17 ©Ng Tze Beng 2008 . Thus we have f (x) > f (c) + f ‘ (c)(x − c) for x ≠ c in I --------------. putting x = d. f (x) > f (k) + f ‘ (k)(x − k) for x ≠ k. (2) If the function f is concave downward on an open interval I. then the derived function f ’ is strictly increasing on I. Theorem 30. We shall assume without loss of generality that f is concave downward before c and concave upward after c. Suppose f is differentiable on some open interval containing c and (c. Theorem 29. d−c We also have by setting x = c in (2). p] and f (x) > f (d) + f ‘(d)(x − d) for x ≠ d in (d − δ. c) and concave upward (or concave downward) on (c. f (c)) is a point of inflection of the graph of f . f (p)) too. d + δ). Thus. By Theorem 28. c + δ). c) by Theorem 29. d + δ). (This argument also applies to the case when the graph of f is concave downward on the open interval I. f (c)) is a point of inflection of the graph of f . But we have just shown that for x ≠ d in (d − δ. ) This completes the proof. and since the graph of f is concave upward on I. f (d) > f (c) + f ‘(c)(d − c) so that > f ∏ (c) . f ' is strictly increasing on (c. Therefore. This is because since g(d) is a relative maximum. c + δ). p]. But since the equation of the tangent line to f at the point x = d is given by y = f (d) + f ‘(d)(x − d). d + δ) ⊆ [k. we can show similarly.Chapter 4 Differentiable Functions In particular f ‘(d) = f ‘(k). Hence any tangent line to the graph of f at any point (x. f (p)). f (x) ≤ f (d) + f ‘(d)(x − d). then the derived function f ‘ is strictly decreasing on I. Also by Theorem 29. (1) If the function f is concave upward on an open interval I. This shows that f ‘ is d−c d−c strictly increasing. we therefore conclude that there exists a δ > 0 such that (d − δ. f '(c) is a relative minimum. p). g’(d) = 0 implies that f ‘(d) = f ‘(k). we have that for all x in [k. f (x) ≤ f (d) + f ‘(d)(x − d). Proof. Part (1) Take any two points c < d in I. which is derived from g(x) ≤ g(d). Therefore. f ∏ (c) < < f ∏ (d) .(2) f (d) − f (c) Hence.

Again by the continuity of f at x = c . the graph of f is concave upward on I. Hence f ' (x) ≥ f '(c) for all x in (c − δ. For any x < c in (c − δ. Therefore. we have f (x) > f (c) + f ’(c)(x − c). Hence. (1) If the derived function f ’ is strictly increasing on I . f ∏ (c) =ydc − f ∏ (y) [ f ∏ (x). Thus by the continuity of f at c . f '(x) =4x3 . Let f (x) = x3 − x. then the graph of the function f is concave upward on I. f (x) > f (c) + f ’(c)(x − c). So we can only use Theorem 30 to confirm a point of inflection. Therefore. Since this is so for any c in I. 0) is not a point of inflection. for any x > c in I. For any x > c in I. Thus f ''(0) = 0 and (0. f ''(x) =12x2. by Theorem 11. Therefore.Chapter 4 Differentiable Functions as follows. (2) If the derived function f ’ is strictly decreasing on I . since it is above the tangent line there. The case of part (2) when the derived function f ‘ is strictly x−c decreasing is proven similarly. Theorem 32. f ''(c) = 0. f ∏ (x) mydc + f ∏ (y) = f ∏ (c). Define g(x) = f (x) − f (c) − f ’(c)(x − c) for any x in I. Take f (x) = x4 . f ' ( x) > f ' (y) for all y with x > y > c. Let I be an open interval. since f ' is differentiable at c. Proof. f ‘(x) > f ‘(c). The proof makes use of a similar construct as in the proof of Theorem 28. 18 ©Ng Tze Beng 2008 . f (x) > f (c) + f ’(c)(x − c). The graph of f is in fact concave upward at (0. Then f ''(0) = 0 but (0. g’(x) = f ‘(x) − f ‘(c) < 0. Take any point c in I. f (x) − f (c) − f ’(c)(x − c) > 0. We then have for any x < c in I. We can now conclude that g is strictly decreasing on (−∞. Then g is differentiable on I and g’(x) = f ‘(x) − f ‘(c) for any x in I. ∞) ∩ I . Now note that g(c) = 0. g(x) > g(c) = 0. then f '(x) = 3x2 − 1 and f ''(x) = 6x. c) f ' ( j ) > f ' (y) for all y with x < y < c. f (0)) = (0. x−c f (x) − f (c) < f ∏ (c). for any x < c in I. by Definition 24. 0). Therefore. > f ∏ (c) and for any x < c in I. The converse of Theorem 29 is also true. c + δ). Therefore. 1. c + δ) and so lim f ' (c) is a relative minimum. Hence we can conclude that x > c in I implies that g(x) > g(c) = 0. 0) is a point of inflection. Likewise for any x > c in lim (c. then the graph of the function f is concave downward on I. Hence for any x < c in I . x > c in I implies that g’(x) = f ‘(x) − f ‘(c) > 0. In this way we have shown that for all x ≠ c in I. The converse of Theorem 30 is false. We have proved much f (x) − f (c) more. for any x < c in I. Examples 31. f ‘(x) < f ‘(c). Similarly for any x < c in I. g is strictly increasing on the interval [c. the graph of f is concave upward at x = c. c]∩ I . 2. Therefore. Now for x > c in I . Part(1). This means f (x) − f (c) − f ’(c)(x − c) > 0 for any x > c in I. Suppose f : I → R is differentiable.

f ∏∏ (x) = ⎨ 2. x=0 ⎩ and the second derived function is ⎧ 2 + 120000x 2 sin(1/x) − 60000x cos(1/x) − 10000 sin(1/x). sin(1/x) = 1 when k is even and −1 when k is odd. Note that f ''(0) =2 > 0. there is no open interval containing 0 on which the function f is concave upward. It is possible for a function whose graph is concave upward at a point to have its derived function not increasing in any neighbourhood of the point (see the next example). For this function. δ) such that f ''(x) < 0 for all x in this neighbourhood. we can thus find arbitrary small xδ such that the graph of f is concave downward at x = xδ . Therefore. Below is a sketch of the function. x=0 ⎩ on R. Since f '' is continuous at xδ. The derived function f ' fails to be strictly increasing in any open interval containing x = 0 simply because we can always find a subinterval on which f ' is decreasing. Note that when x =1/((2k+1)π/2). 19 ©Ng Tze Beng 2008 . Let xδ to be 1/((2k+1)π/2). ⎧ x 2 + 10000x 4 sin(1/x). we can find a neighbourhood (an interval) Nδ such that f ' is strictly decreasing in Nδ. Thus for any δ > 0 choose integer k such that 1/((2k+1)π/2) < min(δ. The derived function is given by ⎧ 2x + 40000x 3 sin(1/x) − 10000x 2 cos(1/x). This means for any δ > 0. x ! 0 . Theorem 29 and 32 says that concavity of f on an open interval is equivalent to the strict monotonicity of derived function f ' . the derivative at x = 0. Example 33. Because we can always find arbitrarily small xδ such that f ''(xδ) < 0. Therefore f ' is strictly decreasing in Nδ. for even k . f '(0) is equal to 0 by the Squeeze Theorem. the graph of f is concave upward at the point x = 0. x ! 0 f ∏ (x) = ⎨ 0. Then f is differentiable 0. This is where the monotonicity of the derived function may be defined as the concavity of the graph of the function. x ! 0 Let f (x) = ⎨ . 4. there exists a small open neighbourhood Nδ of xδ in (0. x=0 ⎩ The large constant is given here for a help to plot the graph of this function to observe the perpectual small oscillation. Then obviously. 1/100).Chapter 4 Differentiable Functions Remark. But by the above remark f ' cannot be increasing in any neighbourhood containing x = 0. f ∏∏ (x ) = 2 + 120000x 2 − 10000 < 14 − 10000 < 0.5 Derivative of inverse function.

For instance if I = [a. Thus f is said to be differentiable if f is differentiable at every x in I. We note here that ylim0 g(y) =lim f −1 (y) − f −1 (y 0 ) = f −1 (y 0 ) − f −1 (y 0 ) = 0 since f -1 is continuous dy hd0 at y0. Now if we write k for g(y). g is a continuous function with domain (c. f maps the interior of I onto the interior of J. ( f −1 ) ∏ ( y 0 ) = ∏ 1 = ∏ 1 f (x 0 ) f ( f −1 (y 0 )) 20 ©Ng Tze Beng 2008 . f is x−a da said to be differentiable at a and we write f ∏ (a) =xlim+ da x d b− lim f (x) − f (b) exists. then y0 = f (x0). we shall show that f -1 is differentiable at y0 = f (x0). Suppose f ' (x0) ≠ 0. then if the right limit xlim+ exists. If I is not open. Therefore. Suppose I is an interval and f : I → R is a strictly monotone continuous function. If x is in the interior of I. Then the inverse function of f . b]. d). then f -1(y ) = f -1(y0) + k = x0 + k. d). Suppose x0 is in Int I. That means = F ) g(y) . For each y in (c. Since f -1 is continuous. is in the Int J.Chapter 4 Differentiable Functions Suppose I is an interval and f : I → R is a function. by Theorem 34 part (B) Chapter dy 3. there exists an open interval (c. where y − y0 t . Suppose f is differentiable. Thus we can write for y ≠ y0 . If f '(x0) ≠ 0 . then we have defined what it means for f to be differentiable at x. f ( f (y 0 ) f ∏ (x 0 ) Proof. Let x0 be in I and y0 = f (x0). d). Thus f is said to be differentiable at the end point of I if the xdb x−b f (x) − f (a) x − a . Since f -1 is strictly monotone and therefore injective. Note that td0 td0 f (x 0 + t) − f (x 0 ) f (x 0 ) g is continuous at y0 and ylim0 g(y) = 0 . y − y0 ydy dy td0 f (x 0 ) −1 This proves that f is differentiable at y0 = f (x0) and when x0 is in Int I. let g(y) = f -1(y ) − f -1(y0). f −1 ( y) − f −1 ( y 0 ) lim0 =ylim0 F ) g(y) =lim F(t) = ∏ 1 . g is injective and so k = g(y) ≠ 0 unless y = y0 . then we say f is differentiable at b and we write x−b f (x) − f (b) f ∏ (b) = lim− . If the left limit appropriate left or right limit exists. By Theorem 23 Chapter 3. Note that by Theorem 15 Chapter 3. Theorem 34. f -1 is continuous and also strictly monotone on the range of f . since f is continuous and strictly monotone on I. f −1 is differentiable at 1 y0 = f (x0) and ( f −1 ) ∏ (y 0 ) = ∏ −1 = 1 . So applying f . we get y = f (x0 + k). F(t) = f (x 0 + t) − f (x 0 ) t Since it is given that f '(x0) ≠ 0 lim F(t) =lim = ∏ 1 . then we can define the derivative of f at the end point to be the appropriate left or right f (x) − f (a) limit. d) ⊆ J such that y0 ∈ (c. In this way we extend the definition of derivative to the end points of an interval. J = f (I ). = y − y0 f (x 0 + k) − f (x 0 ) f −1 ( y) − f −1 ( y 0 ) In this way we can consider as a function of k which in turn is a y − y0 −1 −1 f ( y) − f ( y 0 ) function of y. f −1 ( y) − f −1 ( y 0 ) k . Then for this fix y0 .

Chapter 4 Differentiable Functions If x0 is an end point of I. Then f is the inverse function to g : (0. F(a) = F(b) and so by Rolle's Theorem. Similarly if y0 is a right end point of J . d). d) replaced by [y0. This is called the Cauchy Mean Value Theorem. Therefore.6 Cauchy Mean Value Theorem. Suppose f and g are functions continuous on [a. then there exists a half open interval [y0. (a. by Rolle's Theorem (Theorem 13). d) ⊆ J. If y0 is a left end point of J . b) with g'(k) = 0. g(b) − g(a) Then F is continuous on [a. b)). ∞ ) defined by g(x) = x n . contradicting g'(x) ≠ 0 for all x in (a. then Theorem 36 is just the Mean Value Theorem and if further f (a) = f (b). y0 ] to give the same conclusion but with the appropriate one sided limit. It is a very useful tool in analysis. Theorem 36 (Cauchy Mean Value Theorem). g (g (y)) g ∏ ( f (y)) g ∏ (y 1 ) n(y 1 ) n−1 n n n Then using this and the chain rule we can easily obtained a similar formula for the differentiation of rational power. g ∏ (c) g(b) − g(a) Remark. Thus. b) and suppose that g'(x) ≠ 0 for all x in f ∏ (c) f (b) − f (a) = . d) replaced by (c. Example 35 1 Let f : (0. since g'(x) ≠ 0. 4. then we get the Rolle's Theorem. ∞ ) be defined by f (y) = y n . y0 ] such that (c. Define F : [a. then there exists a half open interval (c. There is a generalization of the Mean Value Theorem that may be applied to a wider context. F ∏ (c) = f ∏ (c) − $ g (c) = 0. First note that g'(x) ≠ 0 for all x in (a. there exists c in (a. The reader is urged to carry out this simple exercise. This completes the proof of Theorem 34. ∞ ) → (0. b) such that f (b) − f (a) ∏ F'(c) = 0. Then there exists a point c in (a. b) implies that g(b) ≠ g(a) (otherwise if g(b) = g(a). g(b) − g(a) Therefore. 21 ©Ng Tze Beng 2008 . Mean Value Theorem and Rolle's Theorem may be viewed as a special case of the Cauchy Mean Value Theorem. b] and differentiable on (a. g is differentiable and g'(x) = nx n − 1 > 0 for all x > 0. there would be a point k in (a. and is differentiable on (a. 1. b). b]. Thus f = g −1 is differentiable and 1 1 1 1 f ∏ (y) = (g −1 ) ∏ (y) = ∏ −1 = = 1 = = 1 y n −1. If g is the identity function. L' Hôpital's Rule We have seen application of the Mean Value Theorem. ∞ ). differentiable on (a. b). y0 ] ⊆ J . d) such that [y0. Then the argument above applies with (c. Observe that F(a) = f (a) and f (b) − f (a) F(b) = f (b) − (g(b) − g(a)) = f (b) − (f (b) − f (a)) = f (a). b] → R by f (b) − f (a) F(x) = f (x) − (g(x) − g(a)). g(b) − g(a) ∏ f (c) f (b) − f (a) = . Therefore g is strictly monotone on (0. Then the above argument applies with (c. b) such that g ∏ (c) g(b) − g(a) Proof. b]. ∞ ) → (0. then y0 = f (x0) is also an end point of J. b) since f and g are continuous on [a.

x]. given ε > 0. (A) part (2) and (C) is proved similarly. most application of Theorem 36 is to differentiable functions defined on closed and bounded interval and involves inequality. g ∏ (p) g(b) − g(a) g (q) (Reference: "L' Hôpital's Rule and A generalized Version" on my Calculus Web) For instance. As in the case of Mean Value Theorem.(1) g (x) Extend the function f and g to [a. Then the following result may be used in its place. Then lim g(x) = lim− ∏ if the second limit xd b − xd b g (x) xd b xd b (on the right) exists. b) by defining f (a) = 0 and g(a) = 0.Chapter 4 Differentiable Functions 2. Suppose xd + ∞ f (x) =xd + ∞ g(x) = 0 . b) and g'(x) ≠ 0 for all x in (a. We can use it also to prove the Taylor's expansion of a function with the Lagrange form of the remainder. Then by the definition of right limit. xd a + f (x) =xd a + g(x) = 0 and so both the extended functions f and g are lim lim continuous at x = a. g on the interval [a. By supposition. f (x) f ∏ (x) (2) Suppose lim− f (x) = lim− g(x) = 0. f (x) f ∏ (x) (1) Suppose xd a + f (x) =xd a + g(x) = 0. There are many applications of the Cauchy Mean Value Theorem. (B) Suppose f and g are functions differentiable for all x > K for some real number K > 0 and that g ∏ (x) ! 0for all x > K. we have for any x such that a < x < a + δ . there g (x) exists δ > 0 such that f ∏ (x) a<x<a+ e ∏ −l < -------------------------. Among the more spectacular ones are to the various form of L' Hôpital's Rule. there is a point c in the interval (a. f ∏ (x) (A) Suppose xd a+ ∏ lim = l . (A) Suppose f and g are functions differentiable on (a. Proof . Theorem 37 (L' Hôpital's Rule). b] and suppose that g'(x) ≠ 0 for all x in [a. Then lim lim f (x) f ∏ (x) lim g(x) =xd + ∞ ∏ lim xd + ∞ g (x) if the second limit (on the right) exists. Then lim lim ∏ f (x) f (x) lim = lim xd − ∞ g(x) xd − ∞ g ∏ (x) if the second limit (on the right) exists. b). b]. We shall prove only part (A) part (1) and (B). Suppose f and g are functions continuous and differentiable on [a. b] such that f ∏ (p) f (b) − f (a) f ∏ (q) m m ∏ . (C) Suppose f and g are functions differentiable for all x < L for some real number L < 0 and that g ∏ (x) ! 0for all x < L. x) such that 22 ©Ng Tze Beng 2008 . But by applying Cauchy Mean Value Theorem (Theorem 36) to f. Then xd a+ g(x) =xd a+ ∏ if the second limit lim lim lim lim g (x) (on the right) exists. we may use this result to prove Theorem 37. Then there are points p and q in [a. Suppose xd − ∞ f (x) =xd − ∞ g(x) = 0 .

f (x) f ∏ (c) Hence. But lim Q(H(t)) =lim g(t) .) Let the following transformation H: [K. Therefore. Now by Theorem 53 part (1). (B) We may assume f and g are functions differentiable for all x ≥ K for some real number K > 0 and that g ∏ (x) ! 0 for all x > K. This devise would transform our problem to one of the type of (A) part (1). Example 39.lim H(t) = 0. then xd + ∞ g(x) =xd + ∞ ∏ . Suppose f and g are continuous on [a. (Just replaced K by K' > K and renamed K' as K. Just put Theorem 37 (A) part(1) and part(2) together. It then follows that if lim ∏ exists. then xd x0 g(x) =xd x0 ∏ . Note that . If f (x0) = g(x0) = 0. b)−{x0}. then xd0 + xd0 + g( ) x 1 f (x) f (t) lim Q(H(t)) = lim Q(x) = lim 1 . g (c) f (x) lim =l. Proof. then lim g(t) exists and the two limits are the same. then lim 1 =lim g(t) . 1/K) → R by Q(x) = 1 for x in. b] with x0 in (a. x x ex − 1 − x − 1 x2 2 =lim e − 1 − x =lim e − 1 = 0 by applying L'Hôpital's rule (1) lim 2 2x 2 xd 0 xd 0 xd 0 x twice. Therefore. x xd∞ xd∞ xd0 + xd0 + 1 f ∏ ( 1 )(− x12 ) x f (x) f ∏( 1 ) x lim 1 exists if the limit lim = lim ∏ 1 exists. lim lim xd∞ g (x) g (x) Corollary 38 (L' Hôpital's Rule). f (1) x Define Q : (0. Conversely. xd a + g(x) This completes the proof of part (1). But by a similar xd0 + g( ) xd0 + g ∏ ( 1 )(− 1 ) xd0 + g ( x ) x x x2 f ∏ (x) f ∏( 1 ) x argument lim exists if and only if lim ∏ exists and the two limits are the xd∞ g (x) xd0 + g ∏ ( 1 ) x ∏ f (x) f (x) f ∏ (x) same. 23 ©Ng Tze Beng 2008 . + td∞ td∞ xd0 g( ) x 1 lim f ( x ) =lim f (x) = 0 and lim g( 1 ) =lim g(x) = 0. lim lim g (x) provided the second limit exists. 1/K] be defined by H(t) = 1/t for t in [K. b). by (A) part (1). Then by td∞ g( x ) 1 f (x) Theorem 54 Chapter 3 if lim Q(x) = lim 1 exist (as a finite number ). Suppose f and g are differentiable on (a. if td∞ xd0 + g( 1 ) x f (t) f (1) f (t) x lim g(t) exists. g(x) − l = ∏ − l < by (1) since a < c < x < a + δ .Chapter 4 Differentiable Functions f ∏ (c) f (x) − f (a) f (x) = = g ∏ (c) g(x) − g(a) g(x) since f (a) = g(a) = 0. That means if td∞ td∞ td∞ xd0 + xd0 + g( ) x f (1) f (t) x lim exists. b) except possibly at x0 and that f (x) f ∏ (x) g'(x) ≠ 0 for all x in (a. Similar argument applies to part (2). ∞). ∞) → (0.

Then for each point x ≠ x0 . such that f (n) ( ) f (x) = (x − x 0 ) n . Let g : I → R be defined by g(x)=(x − x0)n for x in I. We now use the notation f (1) for the derivative and f (2) for the second derivative. applying the Cauchy Mean Value Theorem to the functions f and g restricted to [x0. then f (1)(x0) = g(1)(x0) = 0 and we can apply the Cauchy Mean Value Theorem to the functions f (1) and g(1) restricted to [x0. x] and g(1)(x) ≠ 0 for x in (x0. If n =1. Observe that f and g are both continuous and differentiable on [x0. There are other versions of L' Hôpital's Rule . Suppose for a positive integer k. x]. x). For the various forms and generalization. the k-th derivative of f is defined and denoted by f (k) : I → R. x1]. g(k)(x0) = 0 for 0 ≤ k ≤ n−1 -------------------------. n! Proof. Theorem 40. Let x0 be a point in I. then we are done (and this is just the Mean Value Theorem). Suppose f is differentiable on I and its derivative f ' : I → R is again differentiable. x1) such that f (1) (x 1 ) f (1) (x 1 ) − f (1) (x 0 ) f (2) (x 2 ) = = . Suppose f : I → R has n derivatives.e. for each 1 ≤ k ≤ n. If n > 1. Next we shall describe an analytic consequence of the Cauchy Mean Value Theorem. Take any x a point in I not equal to x0. x) such that f (x) f (x) − f (0) (x 0 ) f (1) (x 1 ) g(x) = g(x) − g (0) (x 0 ) = g (1) (x 1 ) . i. We shall now apply the Cauchy Mean Value Theorem repeatedly. see my article. Now we define inductively the meaning of k-th derivative. Let I be an open interval and let n be a positive integer. Thus. g(k)(x) = n(n−1)…(n−k+1)(x − x0)n-k .Chapter 4 Differentiable Functions 1 − x12 ln(x) − x + 1 x −1 (2) lim =lim =lim = − 1 by applying L'Hôpital's rule 2 xd1 xd1 2(x − 1) xd1 2 (x − 1) 2 twice. Then f (x) f (x) − f (0) (x 0 ) g(x) = g(x) − g (0) (x 0 ) since f (0)(x0) = g(0)(x0) = 0.(1) (n) and g (x) = n! for any x in I. Suppose that f (k)(x0) = 0 for 0 ≤ k ≤ n−1. We may assume that x > x0. we conclude that there exists x1 in (x0. then we say f has k+1 derivatives or is k+1 times differentiable and we define f (k+1) : I → R to be the derivative of f (k) . there exists a point ξ strictly between x and x0 . "L' Hôpital's Rule and A generalized Version" on my Calculus web.. Let I be an open interval. Let f : I → R be a function. Therefore. when the limit (xd a + f (x) or xd a + g(x) or xd a− f (x) or xd a − g (x) or xd ! ∞ f (x) or lim lim lim lim lim lim g(x)) is either + ∞ or −∞ and the infinity versions where the conclusion is the xd ! ∞ limit equals to either + ∞ or −∞. g (1) (x 1 ) g (1) (x 1 ) − g (1) (x 0 ) g (2) (x 2 ) 24 ©Ng Tze Beng 2008 . The second derivative is the derivative of f ' and is denoted by f '' : I → R. Remark. including the infinity/infinity versions. Then we say f is twice differentiable or f has two derivatives. We denote f : I → R also by f (0) . If f (k) : I → R is differentiable. Then. to give a point x2 in (x0.

For a positive integer k. Definition 41. f : (0. to get xn-1 in (x0. Taylor's Theorem One of the triumph of Calculus is the approximation of function by polynomials. Let I be an open interval containing the point x0. the functions f and g are said to have contact of order n at x0 provided f : I → R and g : I → R have n derivatives and f (k)(x0) = g(k)(x0) for 0 ≤ k ≤ n. xn-1]. We can then apply the Cauchy Mean Value Theorem repeatedly as above n-1 times. taking ξ to be xn . For a positive integer n. Then f (0)(1) = g(0)(1) = 1 and f (1)(1) = g(1)(1) = − 1 but f (2)(1) = −2 ≠ g(2)(1) = 1. Let us see how the Taylor polynomial can be assembled. g (n−2) (x n−2 ) g (n−2) (x n−2 ) − g (n−2) (x 0 ) g (n−1) (x n−1 ) Then since f (n-1)(x0) = g(n-1)(x0) = 0. n! g (n−1) (x n−1 ) g (n−1) (x n−1 ) − g (n−1) (x 0 ) g (n) (x n ) Therefore. Then we have g(j)(x) = k(k−1)…(k−j+1)(x − x0)k-j for 1 ≤ j ≤ k. 25 ©Ng Tze Beng 2008 . n! n! If x < x0 . to give a point xn in (x0. xn-2) such that f (n−2) (x n−2 ) f (n−2) (x n−2 ) − f (n−2) (x 0 ) f (n−1) (x n−1 ) = = . √2). which is obviously strictly between x and x0 such that f (x) f (n) ( ) g(x) = n! . Therefore.Chapter 4 Differentiable Functions By (1). (n) (n) f ( ) f ( ) Hence. Two functions f : I → R and g : I → R are said to have contact of order 0 at x0 if f (x0) = g(x0) . f (x) = g(x) = (x − x 0 ) n . Order of Contact of Two Functions. f (k)(x0) = g(k)(x0) = 0 for 0 ≤ k ≤ n−1. √2)→ R and g : (0. Then the n-th degree Taylor's polynomial of f at x0 and the function f : I → R have contact of order n at x0 . we can apply the Cauchy Mean Value Theorem to the functions f (n-1) and g(n-1) restricted to [x0. n! This completes the proof. the above argument applies similarly to give ξ strictly between x and x0 such that f (n) ( ) f (x) = (x − x 0 ) n . xn-1) such that f (n−1) (x n−1 ) f (n−1) (x n−1 ) − f (n−1) (x 0 ) f (n) (x n ) f (n) (x n ) = = = . Let I be a neighborhood of the point x0 and f : I → R a function.7 Taylor Polynomials. 4. It allows computation to be done efficiently. Suppose f has (n+1) derivatives. let g(x) = (x − x0)k . Let f (x) = 2 − x 2 and g(x) = e 1−x for x in (0. Let n be a non-negative integer. √2)→ R have contact of order 1 at x = 1 but do not have contact of order 2 at 1. We shall now use Theorem 40 to prove the Taylor's Theorem with remainder. Example 42.

(T) +£ + 0 0 0 0 n! (n − 1)! Proof. Suppose f has n derivatives. j! cj = f ( j )(x0) for 1 ≤ j ≤ n and c0 = f (x0). Let I be an open interval containing the point x0 and n be a non-negative integer. pn(xo) =f (x0). Then for any x in I. Suppose f : I → R has n+1 derivatives. dx j and p(xo) = c0. pn : I → R and f : I → R have contact of order n at x0. Let I be an open interval containing the point x0 and f : I → R a function. Proof. g(k)(x) = k! and g(j)(x) = 0 for j > k and g(j)(x0) = 0 for 1 ≤ j < k. By (D) d j [p (x)] x ( j) (x 0 ) for 1 ≤ j ≤ n.Chapter 4 Differentiable Functions In particular. Therefore. c j = j! f (j) (x 0 ) for 1 ≤ j ≤ n. p = pn The polynomial pn given by (T) is called the n-th degree Taylor polynomial of f at x0 . for all x. Then if p and f have contact of order n at x0. x=x 0 = f dx j n Obviously. How good is the Taylor polynomial for approximation? The next theorem gives the error as a remainder term and the error term may be used as a gauge for the approximation. As before by (D). Taylor's Theorem (with remainder). ----------------------. 1 1 f (x) = f (x 0 ) + 1! (x − x 0 ) f ∏ (x 0 ) + £ + k! (x − x 0 ) k f (k) (x 0 ) 1 ----------------------------------(TR) +£ + n! (x − x 0 ) n f (n) (x 0 ) + R n (x) 1 n+1 (n+1) where the error term Rn(x) satisfies R n (x) = (n+1)! (x − x 0 ) f ( ) for some η between x and x0. Therefore.(D) 0 x=x 0 = ⎨ dx j ⎩ 0 if j ! k Proposition 43. Now we shall show that the polynomial pn is unique. Thus we may write this in the more familiar form ⎧ k! if j = k d j [(x − x ) k ] x . Then there is a unique polynomial function of degree at most n that has contact of order n with the function f : I → R at x0. This polynomial is defined by p n (x) = f (x 0 ) + 1 (x − x 0 ) f ∏ (x 0 ) + £ + 1 (x − x 0 ) k f (k) (x 0 ) 1! k! 1 (x − x ) n−1 f (n−1) (x ) + 1 (x − x ) n f (n) (x ) ----------------. Let n be a non-negative integer. (14) is known as the Taylor's expansion around x0 and Rn(x) is called the Lagrange form of the remainder. Theorem 44. p(x) = c 0 + c 1 (x − x 0 ) + £ + c k (x − x 0 ) k £ + c n−1 (x − x 0 ) n−1 + c n (x − x 0 ) n . Write a general polynomial p:I → R of degree n in terms of powers of (x− x0) as follows. 1 Hence. Let g: I → R be define by 1 g(x) = f (x) − f (x 0 ) − 1! (x − x 0 ) f ∏ (x 0 ) 26 ©Ng Tze Beng 2008 . we get d j [p(x)] x x=x 0 = j! c j for 1 ≤ j ≤ n.

b) and x. since f (j)(x) = ex so that f (j)(0) = e0 =1 for all non-negative integer j. x + h are in the interval (a.Chapter 4 Differentiable Functions 1 1 −£ − k! (x − x 0 ) k f (k) (x 0 )£ − n! (x − x 0 ) n f (n) (x 0 ). f (n+1) ( ) (x − x 0 ) n+1. the remainder term R n (x) = g(x) = (x − x 0 ) n+1. (n + 1)! But g(n+1)(x) = f (n-+1)(x) and so g(n+1)(η) = f (n+1)(η). 1 where R n (x) = (n+1)! x n+1 e for some η between 0 and x. When x0 = 0. there exists η strictly between x and x0 such that g (n+1) ( ) g(x) = (x − x 0 ) n+1. (1) There are other ways to make the same statement. (2) The theorem says that the function can be considered as a real polynomial of degree n upto a remainder term. Therefore. Here the remainder after (n + 1) terms is (i) of order (x − x0)n+1. 27 ©Ng Tze Beng 2008 . For example: If I =(a. Consider the expansion of f (x) around x0 = 0. then the Taylor's polynomial of f at 0 becomes 1 f (0) + x f ∏ (0) +$ $ $ + n! x n f (n) (0) and is called the n-th degree Maclaurin polynomial. (n + 1)! This completes the proof. say f (n+1) (x) < M . Thus to look upon f in this way the remainder term Rn(x) counts. g ∏ (x) = (1 + x) −1 + (1 − x) −1 . The Taylor's expansion upto the power xn is given by 1 1 1 f (x) = f (0) + 1! (x − 0) f ∏ (0) + 2! (x − 0) 2 f ∏∏ (0) +$ $ $ + n! (x − 0) n f (n) (0) + R n (x) x 1 1 = 1 + 1! + 2! x 2 + $ $ $ + n! x n + R n (x) . Notice that g(x) = ln(1 + x) − ln(1 − x). 1 1 Then since f : I → R and f (x 0 ) + 1! (x − x 0 ) f ∏ (x 0 ) + £ + n! (x − x 0 ) n f (n) (x 0 ) have contact of order n at x0 . since g has n+1 derivatives. then the modulus of the M remainder R n (x) [ (n+1)! x − x 0 n+1 . g(k)(x0) = 0 for 0 ≤ k ≤ n.2). Example 45. Let f (x) = ex . 1−x 1 First note that g( 11 ) = ln(1. g(x) = (n + 1)! f (n+1) ( ) Therefore. Remark . for any x ≠ x0 . define g(x) = ln 1 + x . by Theorem 40. Consequently. For −1 < x <1 . Thus if we know f (n+1) is bounded.2). and (ii) depends on f (n+1) . We shall use this to compute ln(1. by Proposition 43. Example 46. b). We shall obtain a MacLaurin polynomial of degree 4 for g. then there exists a θ with 0 < θ < 1 such that 1 1 1 f (x + h) = f (x) + h f ∏ (x) + 2! h 2 f ∏∏ (x) + £ + n! h n f (n) (x) + (n+1)! h n+1 f (n+1) (x + h) . We will not in general have that this remainder is small. which is very small if x and x0 are close.

b]. h(x) ≥ h(b). b). We shall show that at least one of the maximum or minimum of h occurs in the interior of [a. Now the 3 (5) ( ) g 1 5 remainder R 4 (x) = 5! x for some ξ between 0 and x. b]. Therefore. 5 5 5! 11 1 1+ 1 1 1 5 = 1 1 + 1 < 0. giving a contradiction to that γ is strictly between f '(a) and f '(b). ( f (x) − f (a))/(x − a) ≤ γ . f (x) − f (a) f ∏ (a) =xlim+ [ . b]. that is. b]. b]. Then for all x in [a. Let a. Then since g is differentiable. Therefore. b]. f (x) − f (a) ≤ γ x − γ a. Therefore for x = 11 . f (b) − f (x) ≤ γ b − γ x. If we can show that g has either a relative maximum or a relative minimum at a point c in (a. Hence for all x in [a.1823 upto 4 decimal 3 places. that is. 4. b]. we can show in like manner that f ' (a) and f ' (b) are both greater than or equal to γ. b] → R . b] → R. g (5) (x) = 24(1 + x) −5 + 24(1 − x) −5. Proof. [a. Suppose f ' (a) ≠ f ' (b).Chapter 4 Differentiable Functions g ∏∏ (x) = −(1 + x) −2 + (1 − x) −2 . there is a point c in (a. by the Extreme Value Theorem. contradicting that γ is strictly between f ' (a) and f ' (b). we can use the MacLaurin's polynomial 1 1 1 3 of degree 4. Let us define the following function g: I → R by g(x) = f (x) − γ x for x in I. f (x) − γ x ≥ f (b) − γ b for all x in [a. Suppose h(a) is the maximum and h(b) is the minimum. Consider the function h : [a. for all x in [a. g (3) (x) = 2(1 + x) −3 + 2(1 − x) −3 . g (5) ( ) 1 = 1 [(1 + ) −5 + (1 − ) −5 ] < 1 1 + 10 5 . Similarly since f is differentiable at b. the restriction of g to the closed interval. Then g is differentiable and g' (x) = f ' (x) − γ . Hence. f (b) − f (x) f ∏ (b) = lim− [ . f (x) − γ x ≤ f (a) − γ a. b).2) l p 4 ( 11 ) = 2 $ 11 + 2 ( 11 ) l 0. b) such that f ' (c) = γ.000004. Since f is differentiable at a. ln(1. to Thus R 4 ( 11 ) < $ 10 5 5 5 (11) 5 (10 ) 5 11 11 compute ln(1. We have thus shown that one of the maximum or minimum of h must occur at a point c in (a. x−a d a Since for all x in [a. g'(0) = 2 . g(0) = 0. we can conclude that f ' (a) and f ' (b) are both less than or equal to γ. b] and x ≠ a. for all x in [a. Since h(c) is also a relative extremum and h is 28 ©Ng Tze Beng 2008 . Consequently. g (4) (x) = −6(1 + x) −4 + 6(1 − x) −4 . h(x) ≤ h(a) and h(x) ≥ h(b). ( f (b) − f (x))/(b − x) ≤ γ since b − x > for x < b. Theorem 47 (Darboux Theorem) Let I be an interval and suppose f : I → R is a differentiable function. if h(a) is the minimum and h(b) is the maximum. b be two points in I such that a < b. Thus the MacLaurin 1 polynomial of degree 4 is given by p 4 (x) = g ∏ (0)x + 3! g (3) (0)x 3 = 2x + 2 x 3 . then we are done.namely the intermediate value property of f '. b]. g''(0) = 0.2) upto to four decimal places. g is also continuous on [a. Hence. b−x xd b Therefore. h attains both its maximum and minimum in [a. Similarly. b). g(3)(0) = 4 and g(4)(0)=0. the restriction of g.8 Intermediate Value Theorem for Derivative We close this chapter with a property of the derived function of a differentiable function f :[a. Therefore. Then for any value γ strictly between f ' (a) and f ' (b).

γ ∈ f ' (I ). Proof. prove that f ’(x) = f ’(0) f (x) for all x in R.. Suppose f : R →R and g : R →R are functions such that f (x) = x g(x) for all x in R. by the usual characterization of an interval. The proof is similar to the proof that the continuous image of an interval is an interval. If f (0) =1 and f ‘ (0) exists. Therefore. Then there exist x and y in I such that f '(x) > 0 and f '(y) < 0. f (h) − f (a) f (a + 2h) − f (a) (i) f ∏ (a) =lim . f ' (I ) is an interval. f ' (I ) is also an interval. Suppose g is continuous at 0. Theorem 47 says that for any γ such that f ' (a) < γ < f ' (b) . We may assume that f ' (a) < f ' (b). f '(x) > 0 or for all x in I. Let I be an interval and suppose f : I → R is a differentiable function.. Thus 0 is an intermediate value between f '(x) and f '(y).e. Often we need to know that there are no sign changes in a neighbourhood of a point where the derivative is not zero as in the proof of a weaker form of the Cauchy Mean Value Theorem in my article " L' Hôpital's Rule and A generalized Version" . 3. Suppose f ' is not of constant sign. This contradicts that f ' is non-zero on I and so f ' must be of constant sign. by Darboux's Theorem (Theorem 47). f ' (b)] ⊆ f ' (I ). Determine which of the following statements are true. Let f ' (a) ≠ f ' (b) be in f ' (I ). then f ' is of constant sign. 29 ©Ng Tze Beng 2008 . Then the image of the derived function of f . f '(x) < 0. there exists a point c between x and y such that f '(c) = 0. Remark. Therefore. Corollary 48. Proof. Hence the interval [ f ' (a). (iv) f (a) = lim hd0 hd0 + h 2h 2.Chapter 4 Differentiable Functions differentiable. (ii) f ∏ (a) =lim hda hd0 h−a h f (a) − f (a − h) f (a + h) − f (a − h) ∏ ∏ (iii) ) f (a) =lim . Theorem 49 is a useful tool. 1. Prove that f is differentiable at 0 and find f ' (0) in terms of g. i. Justify your answer. Suppose f : R → R is a function such that f ‘ (a) exists. Suppose that f : R → R is a function such that f (x + y) = f (x) f ( y) for all x and y in R. Here is a useful application: Theorem 49. for all x in I. Suppose f is differentiable on an interval I (not necessarily bounded). h ' (c) = f ' (c) − γ = 0 and so f ' (c) = γ . (See Theorem 11) This completes the proof. If the derived function f ' is non-zero on I. Exercises 50.

then m( b− a) + f (a) ≤ f (b) ≤ f (a) + M(b − a). A point x0 in D is said to be an isolated point of D provided that there is a δ > 0 such that the only point of D in the interval (x0 − δ. Assume also that f (0) = f '(0) = … = f (n-1)(0) = 0. Assume that f '( x0) = 0. Suppose that the function f : R → R is differentiable at 0. (i) If f (x) = x3 +1. 6. Suppose f : [a. Prove that a point x0 is either an isolated point or a limit point of D. 8. find ( f −1)'( y). [Hint: Use L' Hôpital's Rule. x ! 0 f (x) = ⎨ . Suppose that the function f : (−1. Let f : R →R be defined by f (x) = ⎨ x . If it is. Suppose that the function f : R → R is differentiable at a in R. Use the characteristic property of inverses. Is f ' continuous at x = 0 ? 30 ©Ng Tze Beng 2008 . ] 5. find ( f −1)'( y). Thus the assumption in Theorem 34 Chapter 4 is necessary. 7. b] and differentiable on (a. 13. Determine the derived function f '. strictly monotone function differentiable at x0 . x0 + δ) is x0 itself. x 10.1) → R has n derivatives and that its nth derivative f (n) : (−1. x−a f (x 2 ) − f (0) = 0. x ! 0 . Prove that there is a positive constant K such that | f (x) | ≤ K |x|n for all x in (−1. Prove that lim xda x f (a) − a f (x) = f (a) − a f ∏ (a). b). x=0 ⎩ 0. (ii) f (x) = (x−1)3 . f −1 ( f (x)) = x for x in I and the Chain Rule to prove that the inverse function f −1 : f (I) → R is not differentiable at f (x0).Chapter 4 Differentiable Functions 4. Determine if the function f defined below is differentiable at x = 0. what is f ' (0)? ⎧ x 3 sin( x12 ). b]→ R is continuous on [a. 12. 1). Prove that f is ⎪ 0. Suppose g : R →R is a twice differentiable function with g(0) = g'(0) = 0 and ⎧ g(x) ⎪ g''(0) =31. Show that if f : R →R is differentiable at x0 =1 (a) lim td1 f ( t ) − f (1) f (x 2 ) − f (1) = f ∏ (1) = f ∏ (1) (b) lim xd1 x2 − 1 t −1 f (x 2 ) − f (1) f (x 3 ) − f (1) = 2 f ∏ (1) (d) lim = 3 f ∏ (1) x−1 xd1 x−1 (c) lim xd1 9. y ≠ 1. Suppose f : I → R is a continuous. Prove that lim xd0 11. b). x = 0 ⎩ differentiable at x = 0 and find f '(0). y ≠ 0. Suppose I is a neighbourhood of x0 . Prove that if m ≤ f '(x) ≤ M for all x in (a.1)→ R is bounded.

2). x m − 1 . f (x) = x − 6 . a. xd 0 xd2 x − 2 xd 0 x3 e x−2 − 1 tan(x 2 ) 1 3) g. [0. e. f (x) = . Evaluate. lim . lim . (a) Use Rolle's Theorem to prove that the equation x 6 − x 5 + x 4 − 2x 3 + x 2 − x − 4 = 0 has at most one root that lies in the 5 6 2 3 2 interval (3/2. f. 2). . Compute the derivative of each of the following functions. h. f (x) = x + x + x . Without computing 3 28 show that 1 < 3 28 − 3 < 1 . b. 7 (ln(x)) 7 a. and f ' (x) ≤ 2 for all real numbers x > 0 ? 19. f (x) = sin2(7x)cos3(x). f (x) = 10 c. 18. lim . if it exists. Differentiate the following functions. ⎩ x − 5x + 13. cos(2x) − 1 4 d. d = 1. x +x+1 15.) 17. c. lim x sin(x . d = 4. Use Mean Value Theorem to show that f (x) = 4x −1. f (x) = 10x + 1 . sin 2 (2x) 2x − ln(2x + 1) 1 − 1 . 3]. Evaluate the following limits. [0. + 3 xd 0 22. 28 27 (Hint : Apply the Mean Value Theorem to f (x) = 3 x on [27. f (x) = cot(x2) + sec(x). 0 [ x < 2 . Is there a differentiable function f such that f ' (0) = 1. lim (sin(x)) x . each of the following limits. xd + ∞ lim e lim x . Find the absolute extrema of the given function on the indicated interval. f. 9 ]. + xd 0 xd 0 21. c. 2 a. 20. Let f be a function whose f ' (x) = 4 for all real numbers x. deduce that the equation x 6 − x 5 + x 4 − 2x 3 + x 2 − x − 4 = 0 5 6 2 3 2 has exactly one root that lies in the interval (3/2. a. e.Chapter 4 Differentiable Functions 14. Find ( f −1 ) ∏ (d) for the given f and d. 2). 2 < x [ 3 16. cos(3x) + 1 a. 0 [ x [ 2 b. f (x) = cos3(cos(5x)). b. f (x) = x 2 − 5x − 10 . x m 5 . b.28]. xd + ∞ x x . (b) Use Intermediate Value Theorem to show that the equation x 6 − x 5 + x 4 − 2x 3 + x 2 − x − 4 = 0 has at least one root that lies in the 5 6 2 3 2 interval (3/2. lim xd 1 + cos(5x) 1 − cos(3x) x−1 xd 0 xd1 ln(x) ¶ 0x sin(t 2 + t)dt tan 2 (x 2 ) 1 1 − d. 2x − 5 4 ⎧ x 3 − 3x + 5. (c) Using (a) and (b). g (x) = ⎨ 2 . lim . b. lim (e x + 7x) x . c. + xd 0 d. 31 ©Ng Tze Beng 2008 1 2 sec(x) . f (x) = 27x + 1 . lim tan(x 3 ) ln(x).d= 1 3 . 2 23. lim . and f (1) = 3.

32 ©Ng Tze Beng 2008 . c.Chapter 4 Differentiable Functions a. g (x) = ln 1 ¶0sin (x) 1 + t 2 + sin2(t + t 2 ) dt 3 . h(x) = x (e ) . f (x) = x tan(x) . u(x) = (ln(x + 1)) ln(x+1) . f. ∞). 2 ]. k(x) = log5 (log 7 (x + 2)). x e. x > 0. d. (x 2 +x) b. x c (0. x c (0. g(x) = (17 x ) 7 . x > 1.

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