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Differentiability in R

This document discusses differentiability and derivatives. It begins by defining differentiability at a point and examines one-sided differentiability. It then covers algebraic operations on differentiable functions, composition of differentiable functions, and the derivative of the inverse function. Extrema are defined and it is shown that a critical point of a differentiable function is needed for an extremum. Finally, fundamental theorems on differentiable functions over an interval are presented, including Rolle's theorem, the mean value theorem, and L'Hopital's rule.

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0% found this document useful (0 votes)
12 views

Differentiability in R

This document discusses differentiability and derivatives. It begins by defining differentiability at a point and examines one-sided differentiability. It then covers algebraic operations on differentiable functions, composition of differentiable functions, and the derivative of the inverse function. Extrema are defined and it is shown that a critical point of a differentiable function is needed for an extremum. Finally, fundamental theorems on differentiable functions over an interval are presented, including Rolle's theorem, the mean value theorem, and L'Hopital's rule.

Uploaded by

cheraitiasara82
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Differentiability in R, Derivative

Sections A,B,C,D
January 14, 2024

1 Differentiability
1.1 Differentiability at one point

Definition Let f be a function defined in a neighborhood of a real x0 .


f (x) − f (x0 )
f is differentiable at x0 if and only if ∃l ∈ R such that lim = l.
x→x0 x − x0
df
l is called the derivative of f at x0 ; it is denoted f 0 (x0 ) or (x0 ).
dx

Example
1. Prove that the function f (x) = b is differentiable at any point x0 of R and determine
f 0 (x0 )
2. Same question for f (x) = x.
3. f (x) = sin x.

1.2 One-sided Differentiability

Definition
1. Let f be a function defined on the right of x0 .
f is differentiable at x0 on the right (or differetiable, on the right at x0 ) iff
f (x) − f (x0 )
∃l ∈ R | x→x
lim =l
>
0 x − x0

l is denoted fr0 (x0 ) and it is called the right derivative of f at x0 .


2. Let f a function defined on the left of x0 .
f is differentiable at x0 on the left (or differetiable, on the left at x0 ) iff
f (x) − f (x0 )
∃l ∈ R | lim =l
x→x0
<
x − x0

l is denoted fl0 (x0 ) and it is called the left derivative of f at x0 .

1

Example Examine the differentiability of f (x) = x at the right of 0

Theorem 1.2.1 Let f be a function defined in a neighborhood of x0 ,



is both differentiable on the left and on the right
f
f is differentiable at x0 ⇐⇒ 
at x0 and fl0 (x0 ) = fr0 (x0 ).

Remark If f isn’t differentiable on the left at x0 or on the right at x0 then f isn’t differentiable
at x0 .

Example Prove that f (x) = |x| isn’t differentiable at 0.

Theorem 1.2.2 Let f be a function defined in a neighborhood Nx0 of a point x0 .

If f is differentiable at x0

then ∀x ∈ Nxˆ0 lim ε(x) = 0 and f (x) = f (x0 ) + (x − x0 )f 0 (x0 ) + (x − x0 )ε(x)


∃ε | x→x
0

Theorem 1.2.3 If f is differentiable at a point x0 then f is continuous at x0 .

Remark
1. The inverse of this theorem is false.
Example: Examine the differentiability of f at 0

x cos 1
  
si x 6= 0

f (x) =  x
0 si x = 0

2. f is discontinuous at x0 =⇒ f isn’t differentiable at x0 .

Example f (x) = int(x) is defined on R;


study the differentiability of f at each point of R.

1.2.1 Algebraic operations on differentiable functions

Theorem 1.2.4 If f and g are differentiable at x0 then

1. f + g is differentiable at x0 and (f + g)0 (x0 ) = f 0 (x0 ) + g 0 (x0 ).

2
2. f.g is differentiable at x0 and (f.g)0 (x0 ) = f 0 (x0 ).g(x0 ) + f (x0 ).g 0 (x0 ).
!0
f f f 0 (x0 ).g(x0 ) − f (x0 ).g 0 (x0 )
3. If g(x0 ) 6= 0 then is differentiable at x0 and (x0 ) = .
g g (g(x0 ))2

Example
1. f (x) = an xn + an−1 xn−1 · · · + a0 is differentiable at any point of R.

an xn + an−1 xn−1 · · · + a0
2. g(x) = , is differentiable at any point of Dg.
bm xm + bm−1 xm−1 · · · + b0

Remark In the previous theorem the condition "f and g are differentiable at x0 " is only a
sufficient condition, it isn’t a necessary condition.
Example
Test the differentiability of h(x) = x2 int(x) at 0 .

1.2.2 Composition of differentiable functions

Theorem 1.2.5 Let f : E −→ F and g : F −→ G, such that E is a neighbohood of x0 and


F is a neighborhood of f (x0 ).
If f is differentiable at x0 and g is differentiable at f (x0 ) then g ◦ f is differen-
tiable at x0 moreover (g ◦ f )0 (x0 ) = g 0 (f (x0 )) .f 0 (x0 ).

π
Example Examine the differentiability of h(x) = |sin x| at x0 = , then at x0 = 0 .
2

1.2.3 Derivative of the inverse function

Theorem 1.2.6 Let f : I −→ J be a function, I and J intervalls


If f is bijective and f is differentiable at x0 ∈ I provided that f 0 (x0 ) 6= 0
0 1
then f −1 is differentiable at f (x0 ) moreover (f −1 ) (f (x0 )) = 0 .
f (x0 )

1.3 Extremum

1.3.1 Definition of a critical point


A point x0 is said to be a critical point of a function f iff f is differentiable at x0 and
f 0 (x0 ) = 0.

3
1.3.2 Definition of an extremum
Let f be a function defined in a neighborhood of x0 .

1. f has a local maximum at x0 ⇐⇒ ∃η > 0 | ∀x ∈ ]x0 − η, x0 + η[ f (x) ≤ f (x0 ).

2. f has a local minimum at x0 ⇐⇒ ∃η > 0 | ∀x ∈ ]x0 − η, x0 + η[ f (x) ≥ f (x0 ).

3. f has an extremum at x0 ⇐⇒ f has a local maximum at x0 or a local


minimum at x0 .

Figure 1: Example on extremum

Definition

1. If f has a maximum at a point x0 which means:

∀x ∈ Df f (x) ≤ f (x0 )

we say that f has a global maximum at x0 .

2. If f has a minimum at a point x0 which means

∀x ∈ Df f (x) ≥ f (x0 )

we say that f has a global minimum at x0 .

Theorem 1.3.1 If f has an extremum at x0 and f is differentiable at x0


then f 0 (x0 ) = 0.

Remark
1. A critical point of a function f is not always an extremum of f .
Example: f (x) = x3 ; f admits at x0 = 0 a critical point but f does not admit at x0 = 0
an extremum , we say that (0, 0) is an inflexion point of f .

4
Figure 2: x power 3

2. A function can have at a point an extremum without being differentiable at this point.
Example: f (x) = |x| admits at x0 = 0 an extremum but f is not differentiable at 0; we
say that f has a corner at 0.

Figure 3: The absolute value

Example Find the extrema of f (x) = x3 + x2 + 1.

1.4 Fundamental theorems of differentiable functions on an interval

1.4.1 Definition
1. f is differentiable on ]a, b[ ⇐⇒ f is differentiable at each point of ]a, b[.

2. f is differentiable on [a, b[ ⇐⇒ f is differentiable on ]a, b[ and on the right at a .

3. f is differentiable on ]a, b] ⇐⇒ f is differentiable on ]a, b[ and on the left at b .

4. f is differentiable on [a, b] ⇐⇒ f is differentiable on ]a, b[ and f is differentiable on


the right at a and on the left at b.

Theorem 1.4.1 Rolle’s Theorem

If f is continuous on [a, b] and f is differentiable on ]a, b[ and f (a) = f (b)

then ∃c ∈ ]a, b[ such that f 0 (c) = 0.

Prove that f (x) = 1 + (x − 1)(x − 2)(x − 3) admits two extremums.

5
Theorem 1.4.2 Mean Value Theorem
Let f be a function defined on [a, b] , a 6= b;

If f is continuous on [a, b].

and f is differentiable on ]a, b[

then ∃c ∈ ]a, b[ | f (b) − f (a) = (b − a)f 0 (c)

Example Prove that |sin x| ≤ |x| ∀x ∈ R

Corollary Let f be a function differentiable on an interval I.


we have:
∀x, y ∈ I : (x 6= y =⇒ ∃z strictly between x and y | f (x) − f (y) = f 0 (z).(x − y)) .

Exercise Prove by the Mean value theorem MVT that :


1 1
< ln(1 + x) − ln x < ∀x ∈ R∗+ .
x+1 x

Theorem 1.4.3 Generalized Mean Value Theorem


Let f and g be functions defined on [a, b].

If f and g are continuous on [a, b].

and f and g are differentiable on ]a, b[ with g 0 (x) 6= 0 ∀x ∈ ]a, b[


f (b) − f (a) f 0 (c)
then ∃c ∈ ]a, b[ | = 0 .
g(b) − g(a) g (c)

Theorem 1.4.4 L’Hopital’s Rule


Let f and g be differentiable on Nâ such that
g 0 (x) 6= 0 ∀x ∈ Nâ and x→a
lim f (x) = x→a
lim g(x) = 0;
0
f (x) f (x)
If ∃l ∈ R | x→alim 0 = l then x→a
lim =l
g (x) g(x)

Example Calculate the following limits:


1 − sin x 0
1. limπ = ,
x→ 2 cos x 0
!
(cos x) − 1 0
2. lim = ,
x→0 x2 0

6
Remark
0
1. The L’Hopital Rule is used in cases of indeterminacy of type ; it can be extended to the
0

cases .

f 0 (x) f (x)
2. If lim doesn’t exist we can’t say any thing about lim ; we can see that in the
x→a g 0 (x) x→a g(x)
following example:
1
Let f (x) = x2 sin( ) and g(x) = x
x
we have 
2 1 
f (x) x sin( ) 0
lim

= lim  x =
x→0 g(x) x→0  x  0

This limit is equal to

2

1 
f (x) x sin( ) 
1

lim

= lim  x  = lim x sin =0
x→0 g(x) x→0  x  x→0 x

But
1 1 1 
  
0
f (x)  2x sin − x2 . 2 cos
lim = lim  x x x 

x→0 g 0 (x) x→0  1 

1 1
 
= lim 2x sin − cos n’existe pas
x→0 x x

1 1
 
lim 2x sin − cos doesn’t exist because
x→0 x x
1 1
   
lim 2x sin = 0 ∈ R et lim − cos doesn’t exist.
x→0 x x→0 x

Theorem 1.4.5 Let f and g be differentiable on Nâ such that


g 0 (x) 6= 0 ∀x ∈ Nâ and x→a lim g(x) = ∞.
lim f (x) = x→a
0
f (x) f (x)
If x→alim 0 = l ∈ R then x→alim =l
g (x) g(x)

1.4.2 Definition

Let I be an interval, the interior of I, denoted I is the largest open interval included in I.

7
Example Find the interior of each of these intervals:

[a, b] , ]a, b[ , [a, +∞[ , [a, b[

Theorem 1.4.6 Let f be differentiable on an interval I.



1. f 0 (x) = 0 ∀x ∈ I ⇐⇒ f is constant on I.

2. f 0 (x) ≥ 0 ∀x ∈ I ⇐⇒ f is increasing on I.

3. f 0 (x) ≤ 0 ∀x ∈I ⇐⇒ f is decreasing on I.

4. f 0 (x) > 0 ∀x ∈ I =⇒ f is strictly increasing on I.

5. f 0 (x) < 0 ∀x ∈ I =⇒ f is strictly decreasing on I.

π
 
Example Prove that f (x) = sin x is strictly increasing on 0, .
2

Remark If I isn’t  an interval the previous theorem will not be true.


0 if x ∈ [0, 1]
example: f (x) =
1 if x ∈ [2, 3]
f is differentiable on [0, 1] [2, 3] moreover f 0 (x) = 0 ∀x ;
S

but f isn’t constant on I.

1.5 Taylor’s Theorem

1.5.1 Higher order derivatives


If f is differentiable on an open interval I, we define the derivative of f , denoted f 0 by

f 0 : I −→ R
x 7−→ f 0 (x)

If f 0 , is also differentiable on I then (f 0 )0 is said second derivative of f and is noted f 00


d2 f
or f (2) or . We also say that f is twice differentiable on I
dx2
Recurrently,  0
for n ∈ N∗ : if f (n−1) is differentiable on I then f (n−1) is said derivative of order n of
dn f
f and is noted f (n) or . We also say that f is n times differentiable on I.
dxn
Conventionaly we put f (0) = f .

8
Example
π
1. f (x) = sin x, x ∈ R, Prove that f (n) (x) = sin(x + n ).
2
π
2. f (x) = cos x, x ∈ R, prove that f (n) (x) = cos(x + n ).
2

1.5.2 Leibniz’s Rule or Leibniz’s Formula


If f et g are n times differentiable at a then f.g is also n times differentiable at a, moreover :
n
k!
(f.g)(n) (a) = Cnk f (k) (a).g (n−k) (a); Cnk =
X

k=0 n! (n − k)!

1.5.3 Function of class C n


Let n ∈ N,
A function f is of class C n on an open interval I if and only if f is n times differentiable on
I and the nth derivative f (n) is continuous on I.
We denote by C n (I) the set of all functions of class C n on I.

Remark By convention, we denote by:

1. C 0 (I) the set of the continuous functions on I.

2. C ∞ (I) the set of real functions that belong to C n (I) for all n ∈ N .

Example

1. ex , cos x, sin x ∈ C ∞ (R).

2. Prove that the function


x3 cos 1

si x 6= 0

f (x) = x
0

si x = 0
is of class C 1 on R but it isn’t of class C 2 on R.

1.5.4 Taylor’s theorem (or Taylor’s formula) with the Lagrange form of the
remainder
If f is a function such that

1. f ∈ C n (I), I an open interval containing a.

2. For x ∈ I, x 6= a, f (n+1) exists on ]a, x[ (respectively on ]x, a[ ).

9
then ∃cx ∈ ]a, x[ (respectively on ∃cx ∈ ]x, a[ ) such that

(x − a)0 (0) (x − a) 0 (x − a)2 (2)


f (x) = f (a) + f (a) + f (a)
0! 1! 2!
(x − a)n (n) (x − a)n+1 (n+1)
+ ··· + f (a) + f (cx )
n! (n + 1)!
n
f (k) (a) (x − a)n+1 (n+1)
(x − a)k +
X
= f (cx )
k=0 k! (n + 1)!
| {z } | {z }
T aylor polynomial theLagrangef ormof theremainder

This formula is called :


Taylor’s Formula with Lagrange form of the remainder on Na to order n.
If a = 0, the formula is called Maclaurin’s Formula with Lagrange form of the
remainder.

Remark If n = 0 et x = b, we obtain the Mean value theorem.

1.5.5 Corollary
Let I be an open interval containing a point a.
If f ∈ C n+1 (I) then ∀x 6= a ∃cx strictly between x and a such that:
n
f (k) (a) (x − a)n+1 (n+1)
(x − a)k +
X
f (x) = f (cx ).
k=0 k! (n + 1)!

Example: Maclaurin’s Formula with Lagrange form of the remainder


1. ∀x ∈ R∗ ∃cx strictly between x and 0 such that
x3 x5 x7 x2n+1 x2n+2
sin x = x − + − + · · · + (−1)n + (−1)n+1 . . sin(cx ).
3! 5! 7! (2n + 1)! (2n + 2)!

2. ∀x ∈ R∗ ∃cx strictly between x and 0 such that


x2 x4 x6 x2n x2n+1
cos x = 1 − + − + · · · + (−1)n + (−1)n+1 sin(cx ).
2! 4! 6! (2n)! (2n + 1)!

3. ∀x ∈ R∗ ∃cx strictly between x and 0 such that


x2 x3 x4 xn xn+1
ex = 1 + x + + + + ··· + + .ecx .
2! 3! 4! n! (n + 1)!

Exercise 1 Use the Taylor’s Formula with Lagrange form of the remainder to prove the
following inequalities:
x3
∀x ∈ R∗+ sin x ≥ x −
3!
10

Exercise 2 Let f (x) = 1+x

1. Write the Maclaurin’s Formula with Lagrange form of the remainder of f on N0̂ to order
5.

2. Deduce an approximate value of 2.

11

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