Chapter 3 Real Functions of A Real Variable Part 2 Differentiability
Chapter 3 Real Functions of A Real Variable Part 2 Differentiability
I) Differentiability
1) Differentiability at a point
Definition 1. Let I be an open interval in R, and f : I ⊂ Df → R be a function. The function f is
f (x) − f (x0 )
differentiable at x0 ∈ I if and only if the rate of change has a finite limit as x approaches
x − x0
x0 .
The limit is then called the derivative of f at x0 and is denoted by f 0 (x0 ). Thus,
f (x) − f (x0 )
lim = f 0 (x0 )
x→x0 x − x0
Geometric Interpretation
→
− → −
In a cartesian coordinate system O, i , j , con-
sider the curve (Cf ) of a function f . Let A(x0 , f (x0 ))
and Ah (x0 +h, f (x0 +h)) be two points on this curve.
The line (Dh ) joining the points A and Ah has a slope
given by
f (x0 + h) − f (x0 )
.
h
If f is differentiable at x0 , then the limiting position
of (Dh ) as h approaches 0 is the line (T ), which is the
tangent to the curve at point A. Hence, the slope of
the tangent (T ) is equal to
f (x0 + h) − f (x0 )
lim = f 0 (x0 ).
h→0 h
Thus, the equation of the tangent (T ) to the curve (Cf ) at x0 is (T ) : y = f 0 (x0 )(x − x0 ) + f (x0 ).
Proposition 1. Let I be an open interval in R, and f : I ⊂ Df → R be a function.
f (x0 + h) − f (x0 )
• f is differentiable at x0 ∈ I if and only if lim exists and is finite.
h→0 h
• f is differentiable at x0 ∈ I if and only if there exists a real number l and a function ε : I → R
satisfying lim ε(x) = 0, such that
x→x0
1
( 1
x sin if x 6= 0
Example 2. The function g defined on R by g(x) = x is not differentiable at 0.
0 if x = 0
Indeed, 1
g(x) − g(0) x sin 1
lim = lim x = lim sin does not exist.
x→0 x−0 x→0 x x→0 x
Definition 2. (Differentiability on the Right and on the Left)
Let I be an open interval in R, and f : I ⊂ Df → R be a function.
f (x) − f (x0 )
I We say that f is differentiable on the right at x0 ∈ I if and only if the limit lim exists
>
x→x0 x − x0
and is finite. This limit is denoted fd0 (x0 ) and is called the right derivative of f at x0 .
f (x) − f (x0 )
I We say that f is differentiable on the left at x0 ∈ I if and only if the limit lim exists
x→x0
< x − x0
and is finite. This limit is denoted fg0 (x0 ) and is called the left derivative of f at x0 .
Proposition 2. f is differentiable at x0 if and only if f is differentiable on the right and on the left at
x0 , and fd0 (x0 ) = fg0 (x0 ) = f 0 (x0 ).
Example 3. The absolute value function defined on R by f (x) = |x| is differentiable on the right at 0 and
on the left at 0, but it is not differentiable at 0. Indeed, we have:
f (x) − f (0) |x|
lim = lim = 1 = fd0 (0), so f is differentiable on the right at 0.
>
x→0
x − 0 >
x→0
x
f (x) − f (0) |x|
lim = lim = −1 = fg0 (0), so f is differentiable on the left at 0.
<
x→0
x − 0 <
x→0
x
As fd0 (0) 6= fg0 (0), we conclude that f is not differentiable at 0.
√
Example 4. The function g defined on [1, +∞[ by g(x) = x − 1 is not differentiable on the right at 1.
Indeed, √
g(x) − g(1) x−1 1
lim = lim = lim √ = +∞.
>
x→1
x−1 >
x→1
x−1 >
x→1
x−1
Geometric Interpretation
f (x) − f (x0 )
(b) In the case where lim = ±∞,
x→x0 x − x0
we say that the graph (Cf ) has a vertical tan-
gent at the point M (x0 , f (x0 )).
2) Differentiability on an Interval
Definition 3. Let I be an open interval in R, and f : I ⊂ Df → R be a function. f is differentiable on
7 f 0 (x) is the derivative of f ,
I if and only if f is differentiable at every point x0 ∈ I. The function x →
df
denoted as f 0 or .
dx
2
Example 5. The function defined by f (x) = x2 is differentiable at every point in R. Indeed:
f (x) − f (x0 ) x2 − x20 (x − x0 )(x + x0 )
Let x0 ∈ R, = = = x + x0 .
x − x0 x − x0 x − x0
f (x) − f (x0 )
So, lim = lim (x + x0 ) = 2x0 .
x→x0 x − x0 x→x0
It follows that the derivative of f at x0 is 2x0 , in other words, f 0 (x) = 2x for all x ∈ R.
1 −1
R∗
x x2
√ 1
x ]0, +∞[ √
2 x
√ 1
3
x R∗ √
3
3 x2
Remark 1. The converse is false; a function can be continuous at a point without being differentiable at
that point. For example, the absolute value function is continuous at 0 but not differentiable at 0.
2. (λf ) is differentiable on D1 , and for all x in D1 , (λf )0 (x) = λf 0 (x), where λ is a fixed real number.
3
Proposition 5. (Derivative of a composite function)
If f is differentiable at x0 and g is differentiable at f (x0 ), then g ◦ f is differentiable at x0 , and we have
1 √
Function uα (α ∈ R) u eu ln u cos u sin u tan u
u
−u0 u0 u0 u0
Derivative αu0 uα−1 √ u0 eu −u0 sin u u0 cos u u0 (1 + tan2 u) =
u2 2 u u cos2 u
1
∀x ∈ J, (f −1 )0 (x) = .
f 0 f −1 (x)
f : R −→ ]0, +∞[
x 7−→ f (x) = ex
The function f is continuous and strictly increasing on R, making it bijective. Thus, f has an inverse
function
f −1 : ]0, +∞[ −→ R
x 7−→ f −1 (x) = ln(x).
Moreover, f is differentiable on R, and its derivative is f 0 (x) = ex . Therefore, the inverse function f −1 is
differentiable on ]0, +∞[, and we have
1 1 1 1
∀x ∈]0, +∞[, (f −1 )0 (x) = = = = .
f 0 f −1 (x) f 0 (ln(x)) eln(x) x
We obtain: q
cos(arcsin(x)) = ± 1 − sin2 (arcsin(x)).
i −π π h
Since arcsin(x) ∈ , , then cos(arcsin(x)) > 0, so
2 2
q
cos(arcsin(x)) = 1 − sin2 (arcsin(x)).
Now, we know that sin arcsin(x) = x, ∀x ∈ [−1, 1], thus
√
cos(arcsin(x)) = 1 − x2 .
Therefore,
1
∀x ∈] − 1, 1[, (arcsin)0 (x) = √ .
1 − x2
(2) Similarly, we can show that
1 1
∀x ∈] − 1, 1[, (arccos)0 (x) = − √ ∀x ∈ R, (arctan)0 (x) = .
1 − x2 1 + x2
• f (a) = f (b).
Geometrically, this means that there exists at least one point on the curve of f where the tangent to the
curve at that point is horizontal.
Example 9. Let f be the function defined on R by f (x) = x(x − 1)(x + 1)(x + 2). Show that f 0 has at
least one zero in the interval [0, 1].
The function f is a polynomial of degree 4 that is continuous on [0, 1], differentiable on ]0, 1[, and f (0) =
f (1) = 0. Therefore, according to the Rolle’s Theorem, there exists c ∈]0, 1[ such that f 0 (c) = 0.
5
Theorem 2. (Mean Value Theorem)
Let f : [a, b] → R be a function such that
Geometrically, this means that there is at least one point on the curve of f where the tangent to the curve
at that point is parallel to the secant line (AB) where A = (a, f (a)) and B = (b, f (b)).
Remark 4.
0 ∞
In general, Hospital’s Rule is applied in cases of indeterminate forms like or .
0 ∞
ex − 1
Example 11. Calculate lim .
x→0 x
We set f (x) = e and g(x) = x. f and g are differentiable in the neighborhood of 0, and g 0 (x) = 1 does
x
f 0 (x) ex ex − 1
not vanish in the neighborhood of 0. We have: lim 0 = lim = 1, so lim = 1.
x→0 g (x) x→0 1 x→0 x
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IV) Taylor Formulas
1) Successive Derivatives
Let f : I → R be a differentiable function, and let f 0 be its derivative.
• If the derivative function f 0 : I → R is itself differentiable at x0 , we say that f is twice differentiable
at x0 , and we write
f 0 (x) − f 0 (x0 )
lim = f 00 (x0 ).
x→x0 x − x0
• A function f 0 : I → R is twice differentiable if it is twice differentiable at every point in its domain.
More generally, we denote:
• We say that f is of class C n on I with n ∈ N∗ , and write f ∈ C n (I) when f is n times differentiable
on I, and f (n) is continuous on I.
f (n+1) (c)
I The term (b − a)n+1 is called the Lagrange remainder.
(n + 1)!
Example 13. Let f : R → R be the function defined by f (x) = sin(x). According to Lagrange’s Taylor
Formula of Order 5, there exists c ∈]0, x[ such that
x3 x5 x6
sin(x) = x − + − sin(c) .
3! 5! 6!
7
Indeed, the sine function is of class C ∞ on R, and we have
n
X f (k) (x0 )
f (x) = (x − x0 )k + (x − x0 )n ε(x)
k=0
k!
0 00
f (x0 ) f (x0 ) f (n) (x0 )
f (x) = f (x0 ) + (x − x0 ) + (x − x0 )2 + · · · + (x − x0 )n + (x − x0 )n ε(x) (2) .
1! 2! n!
I Formula (2) is called Young’s Taylor Formula of Order n in the neighborhood of x0 .
n
X f (k) (x0 )
I The sum (x − x0 )k is a polynomial of degree n called the Taylor polynomial.
k=0
k!
x2 x3 xn
ex = 1 + x + + + ··· + + xn ε(x), with lim ε(x) = 0.
2! 3! n! x→x0
(f (x) = ex , f (0) = 1), (f 0 (x) = ex , f 0 (0) = 1), · · · , (f (n) (x) = ex , f (n) (0) = 1).
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Substituting into Young’s Taylor Formula, we get