MA1102R CALCULUS

Lesson 8
Wang Fei

[email protected]

Department of Mathematics
Office: S14-02-09
Tel: 6516-2937

Chapter 3:Derivatives 2
Derivatives of Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Implicit Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
Second Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Higher Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
Proof of Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

1
Chapter 3:
Derivatives 2 / 27

Derivatives of Trigonometric Functions

sin θ
• Lemma A. lim = 1.
θ→0 θ

1 − cos θ
• Lemma B. lim = 0.
θ→0 θ
d sin(x + h) − sin x
sin x = lim
dx h→0 h
(sin x cos h + cos x sin h) − sin x
= lim
h→0
 h 
cos h − 1 sin h
= lim sin x · + cos x ·
h→0 h h
cos h − 1 sin h
= sin x · lim + cos x · lim
h→0 h h→0 h
= sin x · 0 + cos x · 1
= cos x.

3 / 27

Derivatives of Trigonometric Functions

sin θ
• Lemma A. lim = 1.
θ→0 θ

1 − cos θ
• Lemma B. lim = 0.
θ→0 θ
d cos(x + h) − cos x
cos x = lim
dx h→0 h
(cos x cos h − sin x sin h) − cos x
= lim
h→0
 h 
cos h − 1 sin h
= lim cos x · − sin x ·
h→0 h h
cos h − 1 sin h
= cos x · lim − sin x · lim
h→0 h h→0 h
= cos x · 0 − sin x · 1
= − sin x.

4 / 27

2
Derivatives of Trigonometric Functions
• Theorem. The trigonometric functions are differentiable on the domain. Moreover,

(sin x)′ = cos x, (cos x)′ = − sin x,

′ 2
(tan x) = sec x, (cot x)′ = − csc2 x,
(sec x)′ = sec x tan x, (csc x)′ = − csc x cot x.

Proof. (Others are left as exercises).

′
(sin x)′ cos x − sin x(cos x)′

′ sin x
(tan x) = =
cos x (cos x)2
cos x · cos x − sin x(− sin x)
=
cos2 x
cos2 x + sin2 x 1
= 2
= 2
= sec2 x.
cos x cos x
5 / 27

Example
sec x
• Differentiate f (x) = .
1 + tan x
 ′
′ sec x
f (x) =
1 + tan x
(sec x)′ (1 + tan x) − sec x(1 + tan x)′
=
(1 + tan x)2
sec x tan x(1 + tan x) − sec x sec2 x
=
(1 + tan x)2
sec x(tan x + tan2 x − sec2 x)
=
(1 + tan x)2
sec x(tan x − 1)
= .
(1 + tan x)2

6 / 27

3
The Chain Rule
√
• Let F (x) = x2 + 1. Find F ′ .
p √
′ (x + h)2 + 1 − x2 + 1
F (x) = lim
p
h→0 h
√ p √
( (x + h)2 + 1 − x2 + 1)( (x + h)2 + 1 + x2 + 1)
= lim p √
h→0 h( (x + h)2 + 1 + x2 + 1)
(x + h)2 + 1 − (x2 + 1)
= lim p √
h→0 h( (x + h)2 + 1 + x2 + 1)
2xh + h2
= lim p √
h→0 h( (x + h)2 + 1 + x2 + 1)
2x + h
= lim p √
h→0 (x + h)2 + 1 + x2 + 1
2x x
= √ =√ .
2
2 x +1 2
x +1

7 / 27

The Chain Rule

√
• Let F (x) = x2 + 1. Find F ′ .

Note that F = f ◦ g , where

√
◦ f (x) = x, and g(x) = x2 + 1.
It is known that
1
◦ f ′ (x) = √ , and g ′ (x) = 2x.
2 x
Question. Can we write F ′ by making use of f ′ and g ′ ?

• If y = g(x), z = f (y), it seems that

dz dz dy 2x
F ′ (x) = = = f ′ (g(x))g ′(x) = √ .
dx dy dx 2 x2 + 1
Question. Can we always differentiate the composite of differentiable functions using this
method?

8 / 27

4
The Chain Rule
• Theorem. Let f and g be differentiable functions.
Then F = f ◦ g is differentiable and

F ′ = (f ′ ◦ g)(g ′).

More precisely,
if g is differentiable at a and f is differentiable at b = g(a), then F = f ◦ g is differentiable at a and

F ′ (a) = f ′ (b)g ′ (a) = f ′ (g(a))g ′(a).

In Leibniz notation, if y = g(x) and z = f (y), then

dz  dz  dy  dz dz dy
=   , or in short = .
dx x=a dy y=b dx x=a dx dy dx


9 / 27

Examples
• Let F (x) = (x3 − 1)100 .
◦ Let f (x) = x100 , g(x) = x3 − 1. Then F = f ◦ g .

f ′ (x) = 100x99 and g ′(x) = 3x2 .

F ′ (x) = f ′ (g(x)) · g ′(x) = 100(x3 − 1)99 · (3x2 )

= 300x2 (x3 − 1)99 .
• Let F (x) = xmn , m, n ∈ Z.
◦ Let f (x) = xn and g(x) = xm . Then F = f ◦ g .

f ′ (x) = nxn−1 and g ′(x) = mxm−1 .

F ′ (x) = f ′ (g(x)) · g ′ (x) = n(xm )n−1 · mxm−1

= nm x(mn−m)+(m−1) = mn xmn−1 .
10 / 27

5
Generalization of the Chain Rule
• Suppose we have three differentiable functions. What can we say about their composite?

 h is differentiable at a,
Precisely, suppose g is differentiable at b = h(a),
f is differentiable at c = g(b).


g◦h

h g f
a b c d

f ◦ (g ◦ h)

• (f ◦ (g ◦ h))′ = f ′ ◦ (g ◦ h) · (g ◦ h)′ = f ′ ◦ (g ◦ h) · (g ′ ◦ h) · h
◦ (f ◦ g ◦ h)′ (a) = f ′ (c) g ′ (b) h′ (a)

11 / 27

Generalization of the Chain Rule

• In Leibniz notation, if y = h(x), z = g(y) and w = f (z),

dw dw dz dy
= .
dx dz dy dx
√
• Find F ′ (x) if F (x) = sin( 1 + x2 ).
√
Let f (x) = sin x, g(x) = x, h(x) = 1 + x2 .
1
f ′ (x) = cos x, g ′ (x) = √ , h′ (x) = 2x.
2 x
F ′ (x) = f ′ (g(h(x))) · g ′ (h(x)) · h′ (x)
√ 1
= cos( 1 + x2 ) · √ · 2x
2 1 + x2
√ x
= cos( 1 + x2 ) · √ .
1 + x2
12 / 27

6
Implicit Differentiation
• How to find the slope of the tangent line to the unit circle x2 + y 2 = 1 at a point P (x0 , y0 ) on the
circle?
y
B
P (x0 , y0 )
1 b

x
O 1 A

◦ AB ⊥ OP ⇒ (slope of AB)(slope of OP ) = −1

 y0 x0
y ′ P · = −1 ⇒ y ′P = − .

x0 y0

13 / 27

Implicit Differentiation
• How to find the slope of the tangent line to the unit circle x2 + y 2 = 1 at a point P (x0 , y0 ) on the
circle?
◦ Given that 1 = x2 + y 2 .
Differentiate both sides with respect to x.

d d 2
(1) = (x + y 2 ).
dx dx
That is,

d 2 d 2 dy 2 dy
0= (x ) + (y ) = 2x +
dx dx dy dx
dy
= 2x + 2y .
dx
dy 2x x dy  x0
=− =− ⇒  =− .
dx 2y y dx P y0

14 / 27

7
Implicit Differentiation
• In general, we may not have a function y = f (x).
Instead, it may be an equation

f (x, y) = 0.
dy
We can still find y ′ = as follow:
dx
1). Differentiate f (x, y) with respect to x;
d dy
2). Solve the equation f (x, y) = 0 to express in terms of x and y .
dx dx
• The method introduced is called implicit differentiation.
dy
Remark. In other to use the method of implicit differentiation, we shall first assume that exists.
dx
15 / 27

Differentiation of power functions

• Differentiate f (x) = xm/n , m, n ∈ Z, n 6= 0, (x > 0).
◦ Let y = xm/n . Then xm = y n .
• Differentiate with respect to x:

d m d n dy n dy
(x ) = (y ) ⇒ mxm−1 = = ny n−1y ′ .
dx dx dy dx
• Solve for y ′ :

m/n ′ mxm−1
′ mxm−1 m m −1
(x ) =y = = m = xn .
ny n−1 nx n (n−1) n
• Therefore, for any r ∈ Q,
d r
(x ) = rxr−1 , (x > 0).
dx
• The rigorous proof of the above formula is left as exercise.
• It is expected that (xa )′ = axa−1 for all a ∈ R (Chap 6).

16 / 27

8
Examples
dy
• Find if x3 + y 3 = 3xy .
dx
y ◦ Differentiate

x3 + y 3 = 3xy

O x with respect to x:

(x3 )′ = 3x2
(y 3)′ = 3y 2y ′
(xy)′ = x′ y + xy ′ = y + xy ′

3x2 + 3y 2y ′ = 3(y + xy ′ )
x2 − y √ √
◦ Solve y ′ : y ′ =
3 3
2
, (x, y) =
6 (0, 0), ( 4, 2).
x−y
17 / 27

Second Derivative
• Let f be a function. We can differentiate it to get f ′ .
• f ′ is a function, we can differentiable it to get (f ′ )′ .
◦ f ′′ := (f ′ )′ , is called the second derivative of f .
◦ By Leibniz notation:
d2 y
 
d dy
f ′′ (x) = = .
dx dx dx2
◦ f ′ = D(f ) ⇒ f ′′ := D 2 (f ).
• Geometric meaning:
◦ f ′ measures the change of f ,
◦ f ′′ measures the change of f ′ .

18 / 27

9
Physical Meaning of Second Derivative
• Let s = s(t) be the position function of an object along a straight line.
◦ s′ (t) = v(t): the instantaneous velocity,
it determines the change of the position,
◦ s′′ (t) = v ′ (t) = a(t): the acceleration,
it determines the change of the velocity.

• Example. Suppose the position of a particle is given by

s = s(t) = t3 − 6t2 + 9t.

◦ Velocity: v(t) = s′ (t) = 3t2 − 12t + 9.

◦ Acceleration: a(t) = s′′ (t) = v ′ (t) = 6t − 12.

19 / 27

Example
• Suppose the position of a particle is given by

s = s(t) = t3 − 6t2 + 9t.

Problem.
◦ When is the particle speeding up; and
◦ When is it slowing down?
v>0 v<0

vր speed up slow down

vց slow down speed up

20 / 27

10
Example
• Suppose the position of a particle is given by

s = s(t) = t3 − 6t2 + 9t.

y
20
y = v(t)
15

10
y = a(t)
5

O 1 2 3 4 t
−5 y = s(t)
−10

v>0 v<0 v>0

vց vր

slow speed slow speed

down up down up

21 / 27

Higher Derivatives
• Let f be a function.
◦ Differentiate f to get f ′ , the first derivative.
◦ Differentiate f ′ to get f ′′ , the second derivative.
◦ Differentiate f ′′ to get f ′′′ , the third derivative.
◦ Differentiate f ′′′ to get f ′′′′ , the fourth derivative.
◦ ············
• In general, we define f (0) := f , and for positive integer n,

′
f (n) := f (n−1) ,

called the nth derivative of f .

Other notations: if y = f (x), then

dn y
f (n) (x) = y (n) = n
= D n f (x).
dx
22 / 27

11
Examples
• Let f (x) = x cos x. Find f ′ , f ′′ and f ′′′ .

f ′ (x) = (x cos x)′ = (x)′ cos x + x(cos x)′

= cos x − x sin x.

f ′′ (x) = (cos x − x sin x)′ = (cos x)′ − (x sin x)′

= − sin x − [(x)′ sin x + x(sin x)′ ]
= − sin x − sin x − x cos x
= −2 sin x − x cos x.
f ′′′ (x) = (−2 sin x − x cos x)′ = −2(sin x)′ − (x cos x)′
= −2 cos x − [(x)′ cos x + x(cos x)′ ]
= −2 cos x − (cos x − x sin x)
= −3 cos x + x sin x.
23 / 27

Examples
1
• Let f (x) = . Find f (n) (x).
x
′
f ′ (x) = x−1 = (−1)x−2

′
f ′′ (x) = (−1) x−2 = (−1)(−2)x−3

′
f ′′′ (x) = (−1)(−2) x−3 = (−1)(−2)(−3)x−4

′
f (4) (x) = (−1)(−2)(−3) x−4
= (−1)(−2)(−3)(−4)x−5

′
f (5) (x) = (−1)(−2)(−3)(−4) x−5
= (−1)(−2)(−3)(−4)(−5)x−6
24 / 27

12
Examples
1
• Let f (x) = . Find f (n) (x).
x
◦ In general, for any natural number n:

f (n) (x) = (−1)(−2)(−3) · · · (−n) · x−n−1

= (−1)n · (1 · 2 · 3 · · · n) · x−(n+1)
(−1)n n!
= .
xn+1
• Exercise. Let f (x) = xm , where m ∈ Z+ ∪ {0}.
◦ Find a general formula for f (n) (x), n ∈ Z+ ∪ {0}.
◦ Answer:
m−n

 m! x
(n) , if m ≥ n,
f (x) = (m − n)!
0, if m < n.


25 / 27

Proof of the Chain Rule

• Recall the Chain Rule:

Theorem. If g is differentiable at a, and f is differentiable at b = g(a), then f ◦ g is differentiable

at a. Moreover,
(f ◦ g)′(a) = f ′ (b)g ′ (a).
Let y = g(x) and z = f (y). Then the above can be written as

dz  dz  dy 
=  .
dx x=a dy y=b dx x=a
 

Or in short,
dz dz dy
= .
dx dy dx
26 / 27

13
Proof of the Chain Rule
• Let ∆y = g(a + ∆x) − g(a), ∆z = f (b + ∆y) − f (b).

dz  ∆z ∆z ∆y
= lim = lim ·
dx x=a ∆x→0 ∆x ∆x→0 ∆y ∆x

∆z ∆y
= lim · lim
∆x→0 ∆y ∆x→0 ∆x
∆z ∆y
= lim · lim (∆x → 0 ⇒ ∆y → 0)
∆y→0 ∆y ∆x→0 ∆x
dz  dy 
=  ·  .
dy y=b dx x=a
However, this is a WRONG proof again!
◦ ∆y may be zero, it cannot be used as denominator!

◦ We shall rewrite ∆y and ∆z in a proper way.

27 / 27

14