Lecture 21
Lecture 21
We first review the physical motivation and interpretation before giving the mathematical definition of
derivatives using the concept of limits.
Consider a ball that is thrown vertically upwards. Let y be the vertical position of the ball at time t after it is
thrown.
We can define the average velocity of the ball, between any two different time points t1 and t2 , by
The expression on the right-hand side of the equation above is called a difference quotient or Newton
quotient.
The average velocity is equal to the slope of a line drawn through the points (t1 , y (t1 )) and (t2 , y (t2 )).
How does the average velocity depend on the chosen values of t1 and t2 ? The average velocity can vary a lot; it
can be positive, negative, or zero. However, if you fix t1 and choose t2 close to t1 , you will find that the
computed average velocity cannot vary too much. Suppose we find that vave ≈ v whenever t2 is close to some
fixed t1 . Then we could call v the instantaneous velocity or simply the velocity at time t1 .
Instantaneous velocity
Formally, we define the instantaneous velocity at time t1 as
y (t2 ) − y (t1 )
v = lim .
t2 →t1 t2 − t1
To indicate that the velocity is actually a function of t1 , we write v (t1 ), or simply v (t).
Also, we can define h = t2 − t1 so that
y (t1 + h) − y (t1 )
v (t1 ) = lim .
h→0 h
We can generalize this concept by considering any function f of a real variable. The ball’s position y generalizes
to the function value and instead of time, we can consider the input variable of the function. The
“instantaneous velocity” is called the instantaneous rate of change of f with respect to its variable.
For example, given a function f (x), the instantaneous rate of change of f with respect to x at the point x = a
is defined as
f (a + h) − f (a)
lim
h→0 h
assuming this limit exists.
We will take the instantaneous rate of change as a synonym for the derivative of a function.
Derivatives
Definition 1,2,3
Suppose that f is a function defined on an open interval around a ∈ R. We say that f is differentiable at a if
f (a + h) − f (a)
the limit lim exists.
h→0 h
If f is differentiable at a, then the derivative of f at a is denoted by f 0 (a) and is defined by
f (a + h) − f (a)
f 0 (a) = lim .
h→0 h
We say that f is differentiable on an open interval I if it is differentiable at every point in I .
f (x + h) − f (x)
The derivative function associated with f is the function f 0 defined by f 0 (x) = lim for all x at
h→0 h
which f is differentiable. We also refer to the derivative function as simply the derivative of f .
Remarks:
1. We usually only define derivatives in the interior of an interval.
2. If we say “f is differentiable” without specifying an interval, we mean on the domain of f , excluding end
points of intervals.
3. One-sided limits can be used to define left- and right derivatives, possibly including at end points of the
domain of f .
Examples
Differentiate the following functions. I.e., determine where they are differentiable and find their derivative
functions.
1. f (x) = 2x − 1
2. g (x) = |2x − 1|
3. h(x) = x 3
As illustrated in the previous examples, continuity at a point a does not imply differentiability at a. On the
other hand:
Proposition 1
If f is differentiable at a, then f is continuous at a.
Proof.
Note that for sufficiently small |h|, we have
f (a + h) − f (a)
f (a + h) = f (a) + h · .
h
There is an alternative notation for the derivative and derivative function, called “Leibniz notation.” The
df d
derivative function f 0 is denoted by dx or dx f.
df df
The derivative of f evaluated at x = a is denoted by dx x=a
or dx a
.
The “df ” and “dx” represent small changes in the quantities f and x respectively.
We often use y as a dependent variable that is a function of x, e.g., y = x 2 . In this case, we can write
dy
dx
= 2x.
d
The symbol dx is called a differentiation operator; it performs the differentiation operation on the function
following it. This notation is sometimes more convenient as we do not need to explicitly name the function.
Example:
d 2
(x ) = 2x, or equivalently, f 0 (x) = 2x, where f (x) = x 2 .
dx
Higher-order derivatives
For the definition below, let I be an open interval. Recall that if f is differentiable on I , then f 0 is also a
function on I .
Definition 4
If f 0 is differentiable on (a subset of) I , then its derivative is the second (order) derivative of f and is denoted by
d 2f d2
f 00 or or f.
dx 2 dx 2
For any n ≥ 1, the nth (order) derivative of f is the derivative of the (n − 1)st derivative and is denoted by
dnf dn
f (n) or n
or f.
dx dx n
The notation f (0) (the zeroth derivative) refers to the original function f .
If f (n) (a) exists, then we say that f is n-times differentiable at a.
If f (n) is (defined and) continuous on I for some integer n ≥ 0, then we say that f is of of class C n or that f is
n-times continuously differentiable on I .
If f (n) is defined on I for all integers n ≥ 0, then we say that f is of class C ∞ .
Examples and interpretations
Question
Consider the function f (x) = x 2 − 2. How many times can we differentiate f ?
Question
What is the geometric meaning of higher derivatives?
Derivatives of some basic functions
Here are some basic results you should already be familiar with.
d
1. dx
c = 0 for any c ∈ R.
d n
2. dx
x = nx n−1 for all integers n (wherever x n and x n−1 are defined).
d d
3. dx
sin(x) = cos(x) and dx
cos(x) = − sin(x).
d x
4. dx
e = ex .
d
5. dx
ln(x) = 1/x for x 6= 0.
We will prove the second one next week. The others are left as exercises.