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MA2002 Chap 3

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22 views31 pages

MA2002 Chap 3

Uploaded by

taytsemintay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MA2002 CALCULUS

May 17, 2023

Chapter 3:Derivatives 2
Tangent Line . . . . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . . 3
Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . . 4
Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . . 5
Velocity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . . 7
Derivative as Function . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . . 9
Differentiable Functions . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 13
Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 19
Power Functions . . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 24
Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 26
(sin x)! (cos x)! . . . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 29
Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 37
Implicit Differentiation . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 43
Second Derivative . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 49
Higher Derivatives . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 53
Proof of Chain Rule . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 57
Appendix 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 61
Appendix 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . .. .. . .. .. . ..... . . . . . . . . . . . . . 62

1
Chapter 3:
Derivatives 2 / 62

The Tangent Line


✔ Recall that in Chapter 1 we have seen how to find the tangent line of the curve y = x2 at
P (a, a2 ):

y ∆y
Q mP Q =
• (a + h) 2 ∆x
Q
• (a + h)2 − a2
=
Q h

Q

P
a2

O a x
a+h

✘ The Slope of the tangent line can be written as


(a + h)2 − a2
m := lim mP Q = lim .
h→0 h→0 h
3 / 62

Definition of Derivative
✔ The Derivative of a Function f at a Number a is
f (a + h) − f (a)
f ! (a) := lim .
h→0 h
✘ f is Differentiable at a if f ! (a) exists.
✘ f ! (a) is the Slope of y = f (x) at x = a.
✔ Let x = a + h. Then h = x − a, and h → 0 ⇔ x → a. We may use an equivalent
definition: f (x) − f (a)
f ! (a) := lim .
x→a x−a
✔ The Tangent Line to y = f (x) at (a, f (a)) is the line passing through (a, f (a)) with slope
f ! (a):
y − f (a) = f ! (a)(x − a).
4 / 62
=
this approach
f'(a) doesn't require

finding y-intercept
mx + C
like in y
:

2
Examples of Derivatives
✔ Let f (x) = x2 − 8x + 9. Find f ! (3).

f (3 + h) − f (3)
f ! (3) = lim
h→0 h
[(3 + h)2 − 8(3 + h) + 9] − (32 − 8 · 3 + 9)
= lim
h→0 h
(−6 − 2h + h2 ) − (−6)
= lim
h→0 h
2
−2h + h
= lim = lim (−2 + h) = −2.
h→0 h h→0

✘ The tangent line of y = f (x) passing through (3, −6):

y − (−6) = f ! (3)(x − 3) = −2(x − 3).

That is, 2x + y = 0.
5 / 62

Examples of Derivatives
! "1#
x2 sin , if x $= 0,
✔ Let f (x) = x Find f ! (0).
0, if x = 0.

f (h + 0) − f (0)
f ! (0) = lim
h→0
"h #
h sin h1 − 0
2
= lim
h→0
$h %
1
= lim h sin
h→0 h
= 0.
" #
Note that −|h| ≤ h sin h1 ≤ |h| for all h $= 0.
h→0 ↓ ↓ ↓
0 ⇒ 0 ⇐ 0
(Squeeze Theorem)
6 / 62

3
Velocity
✔ Let s = s(t) be the position function of a particle.
✘ Instantaneous Velocity at time t = a: s! (a);
✘ Speed at time t = a: |s! (a)|.
✔ Example. A ball is dropped from a tower 450m above the ground. Find its velocity after 5 seconds.

s(5)
s(5 + h)

✘ s(t) = 12 gt2 = 4.9t2 . v(5) = s! (5) = 49.


∆s 4.9(5 + h)2 − 4.9(5)2 49h + 4.9h2
✘ = =
∆t (5 + h) − 5 h
49h + 4.9h2
✘ Velocity at t = 5: lim = 49 m/s.
h→0 h

7 / 62

Example
1
✔ The position of a particle is given by s(t) = .
1+t
Find its velocity and speed after 2 seconds.

s(2 + h) − s(2)
s! (2) = lim
h→0 h
1 1 −h
1+2+h
− 1+2 3(3+h)
= lim = lim
h→0 h h→0 h
−1 1
= lim =− .
h→0 3(3 + h) 9

✘ Velocity: −1/9 m/s, Speed: 1/9 m/s.


✘ It is moving towards the negative direction.
8 / 62

4
Example
1
✔ Let f (x) = . Find f ! (a) at each a ∈ R \ {0}.
x
f (a + h) − f (a)
f ! (a) = lim
h→0 h
1 1

= lim a+h a
h→0 h
−h
(a+h)a
= lim
h→0 h
−1
= lim
h→0 (a + h)a
1
= − 2.
a
✘ f ! is therefore a function defined on R \ {0}.
9 / 62

Derivative as a Function
✔ The Derivative of f at point x = a:
f (a + h) − f (a)
f ! (a) = lim .
h→0 h
✔ The Derivative of f as a function:
f (x + h) − f (x)
f ! (x) = lim .
h→0 h
dy df d
✘ f ! (x) = y ! =
= = f (x) = Dx f (x) = · · ·
dx dx dx
dy ∆y
✘ := lim (Leibniz, 1646–1716, German)
dx ∆x→0 ∆x

! dy &&
✘ f (a) = & .
dx x=a
1 1
✔ Example. If f (x) = , then f ! (x) = − 2 .
x x
10 / 62

5
Examples
1−x
✔ Let f (x) = .
2+x
f (x + h) − f (x)
f ! (x) = lim
h→0 h
1−(x+h)
2+(x+h)
− 1−x
2+x
= lim
h→0 h
−3h
= lim
h→0 h(2 + (x + h))(2 + x)
−3
= lim
h→0 (2 + (x + h))(2 + x)
−3
= .
(2 + x)2
✘ Domain of f : R \ {−2}; Domain of f ! : R \ {−2}.

11 / 62

Examples

✔ Let f (x) = x, (x ≥ 0). Find f ! .

f (x + h) − f (x)
f ! (x) = lim
h→0
√ h

x+h− x
= lim
√ h
h→0
√ √ √
( x + h − x)( x + h + x)
= lim √ √
h→0 h( x + h + x)
h
= lim √ √
h→0 h( x + h + x)
1 1
= lim √ √ = √ (x > 0).
h→0 x+h+ x 2 x

The domain of f ! may be Smaller than the domain of f .


12 / 62

6
Differentiable Functions
✔ Definition. (We only consider the differentiability at a point or on open intervals)
✘ f is Differentiable at a if
f (a + h) − f (a)
f ! (a) := lim exists.
h→0 h

✘ f is Differentiable on (a, b) if it is differentiable at Every c ∈ (a, b).


✔ Questions.
✘ What’s the relation between differentiability and continuity?
✘ What kinds of functions are differentiable?
✘ How to construct new differentiable functions?
✘ How the derivative affects the original function?
13 / 62

Example
✔ Let f (x) = |x|. Find f ! if it exists.
y

x
O a−h a a+h
|a + h| − |a|
f ! (a) = lim
✘ If a > 0, h→0 h
(a + h) − a
= lim
h→0 h
h
= lim = lim 1 = 1.
h→0 h h→0

14 / 62

7
Example
✔ Let f (x) = |x|. Find f ! if it exists.
y

x
a−h a a+h O
|a + h| − |a|
f ! (a) = lim
✘ If a < 0, h→0 h
−(a + h) − (−a)
= lim
h→0 h
−h
= lim = lim (−1) = −1.
h→0 h h→0

15 / 62

Example
✔ Let f (x) = |x|. Find f ! if it exists.
y

h a O h x

|h| − 0
✘ If a = 0, f ! (0) = lim does not exist.
h→0 h
|h| h
✓ lim+ = lim+ = lim+ 1 = 1,
h→0 h h→0 h h→0
|h| −h
✓ lim = lim− = lim− (−1) = −1.
h→0− h h→0 h h→0

16 / 62

8
Example
✔ Let f (x) = |x|. Then

 1, if x > 0,
! d
f (x) = |x| = −1, if x < 0,
dx 
does not exist, if x = 0.
y

O x

✘ f (x) = |x| is continuous on R,


but f is Not differentiable at x = 0.
✘ It seems that the condition of Differentiability is “ Stronger” than the condition of
Continuity .
17 / 62

Differentiability Implies Continuity


✔ Theorem.
If f is differentiable at a, then f is continuous at a.
✔ Proof. Suppose f ! (a) = L. Then
f (x) − f (a)
f ! (a) = L ⇐⇒ lim =L
x→a x−a
⇓ how?
how? lim [f (x) − f (a)] = 0
x→a
-
f is continuous at a ⇐⇒ lim f (x) = f (a)
x→a
f (x) − f (a)
lim (f (x) − f (a)) = lim · lim (x − a)
x→a x→a x−a x→a

= L · 0 = 0.
lim f (x) = lim (f (x) − f (a)) + lim f (a) = 0 + f (a) = f (a).
x→a x→a x→a

18 / 62

9
Differentiation Formulas
✔ Let c be a constant. (c)! = 0.
d c−c
✘ (c) = lim = lim 0 = 0.
dx h→0 h h→0

✔ Let f be a differentiable function, and c be a constant.

cf (x + h) − cf (x)
(cf )! (x) = lim
h→0
* h +
f (x + h) − f (x)
= lim c
h→0 h
f (x + h) − f (x)
= c lim
h→0 h
!
= cf (x).

∴ (cf )! = cf ! .
19 / 62

Differentiation Formulas
✔ Let f and g be differentiable functions.

(f + g)(x + h) − (f + g)(x)
(f + g)! (x) = lim
h→0 h
[f (x + h) + g(x + h)] − [f (x) + g(x)]
= lim
h→0 h
[f (x + h) − f (x)] + [g(x + h) − g(x)]
= lim
h→0 h
f (x + h) − f (x) g(x + h) − g(x)
= lim + lim
h→0 h h→0 h
= f ! (x) + g !(x).

∴ (f + g)! = f ! + g !.
(f − g)! = [f + (−g)]! = f ! + (−g)! = f ! + (−g ! )
= f ! − g!.

20 / 62

10
Differentiation Formulas
✔ Let f and g be differentiable functions. What is (f g)!?

d [f (x + h)]2 − [f (x)]2
[f (x)]2 = lim
dx h→0 h
[f (x + h) − f (x)] · [f (x + h) + f (x)]
= lim
h→0 h
f (x + h) − f (x)
= lim · lim [f (x + h) + f (x)]
h→0 h h→0
!
= f (x) · [f (x) + f (x)] (∵ f is continuous)
= 2f ! (x)f (x).

(f g)! = 12 [(f + g)2 − f 2 − g 2 ]!


= 12 [2(f + g)!(f + g) − 2f ! f − 2g ! g]
= (f ! + g ! )(f + g) − f ! f − g !g
= f !g + f g!.

Alternatively , prove directly


- 21 / 62
(fg)' (x) =
fin
+(th)g(th)-f(x)gC
-

h
h)g(x) f(x + - (x)g(x)
g(oth) f(x h) g(x) +
-

emeth)
-
+
-
n >0 n

g(x))
h)
= (g(th) tim eth)(x) g(x)
f
-
-

+ ·

n+ 0

Differentiation Formulas =
lim-
n=0 (xth)limth)-gk) + h) f(x)
lim
n= 0
h
-

eg(x)
✔ Let f and g be differentiable functions. What is (f /g)!?
Suppose g(x) $= 0. f(x)
= g'(x) + + '(x) g(x)
, - , -
1 1
$ %!
1 g
(x + h) − g
(x)
(x) = lim
g h→0 h
1 1 g(x)−g(x+h)
g(x+h)
− g(x) g(x)g(x+h)
= lim = lim
h→0
* h h→0 h +
g(x + h) − g(x) −1
= lim ·
h→0 h g(x)g(x + h)
g(x + h) − g(x) −1
= lim · lim
h→0 h h→0 g(x)g(x + h)
$ !%
−1 g
= g ! (x) · = − (x).
[g(x)]2 g2

22 / 62

11
Differentiation Formulas
✔ Let f and g be differentiable functions. What is (f /g)!?
Suppose g(x) $= 0. $ %! $ %! $ % $ %!
f 1 ! 1 1
= f· =f · +f ·
g g g g
! !
f f · (−g )
= +
g g2
f !g − f g!
= .
g2
✘ (cf )! = cf !
✘ (f ± g)! = f ! ± g !
✘ (f g)! = f ! g + f g !
$ %!
f f !g − f g!
✘ = , if g(x) $= 0.
g g2

23 / 62

Differentiation of Power Functions


✔ Let n be a positive integer. What is (xn )! ?
✔ Solution. Evaluate directly using Binomial Formula:

d n (x + h)n − xn
(x ) = lim
dx h→0
. n h " # " # /
x + n1 xn−1 h + n2 xn−2 h2 + · · · + hn − xn
= lim
h→0
"n# n−1 "n# n−2 2 h
1
x h + 2
x h + · · · + hn
= lim
h→0
*$ % $ h% +
n n−1 n n−2 n−1
= lim x + x h +···+h
h→0 1 2
= nxn−1 + 0 + · · · + 0
= nxn−1 .

24 / 62

12
Differentiation of Power Functions
✔ Second Solution. Use Polynomial Factorization:

d n y n − xn
(x ) = lim
dx y→x y − x

(y − x)(y n−1 + y n−2x + · · · + yxn−2 + xn−1 )


= lim
y→x y−x
" n−1 #
= lim y + y x + · · · + yxn−2 + xn−1
n−2
y→x
n−1
=x + xn−2 x + · · · + xxn−2 + xn−1
n−1
=x
0 + xn−1 + ·12
· · + xn−1 + xn−13
n copies
n−1
= nx .

∴ (xn )! = nxn−1 for any n ∈ Z+ .

25 / 62

Examples
✔ Let P (x) be a polynomial, say

P (x) = an xn + an−1 xn−1 + · · · + a1 x + a0 .

Then P (x) is the sum of differentiable functions, so it is differentiable on R.


P (x)
✔ Let R(x) = be a rational function, where P (x), Q(x) are polynomials with Q(x) not
Q(x)
identically zero. $ %!
! P (x) P !Q − P Q!
R (x) = = (x).
Q(x) Q2
✔ Proposition. Every polynomial and rational function is differentiable on its domain.
26 / 62

13
Examples
u6 − 2u3 + 5
✔ Differentiate y = with respect to u.
u2
$ 6 %!
dy u − 2u3 + 5
=
du u2
(u6 − 2u3 + 5)! u2 − (u6 − 2u3 + 5)(u2 )!
=
(u2 )2
(6u5 − 6u2)u2 − (u6 − 2u3 + 5)(2u)
=
u4
(6u − 6u ) − (2u7 − 4u4 + 10u)
7 4
=
u4
7 4
4u − 2u − 10u
=
u4
10
= 4u3 − 2 − 3
u
27 / 62

Examples
✔ We have shown that (xn )! = nxn−1 for n ∈ Z+ .
What about if n is a negative integer?
✘ Let n ∈ Z− . Then m = −n ∈ Z+ .
$ %!
n ! 1 −(xm )! −mxm−1
(x ) = = =
xm (xm )2 x2m
= −mx−m−1
= nxn−1 .

∴ (xn )! = nxn−1 for all n ∈ Z


✔ Question: What can we say if the power is a rational number?
d r
(x ) =? if r ∈ Q.
dx
28 / 62
>
- End of leat 8

14
Derivatives of Trigonometric Functions
✔ Recall that the trigonometric functions sin x and cos x are continuous on R.
✘ Are they differentiable on R?
✘ If yes, what are the derivatives (sin x)! and (cos x)! ?
sin θ
✔ Lemma A. lim = 1.
θ→0 θ

π
Let 0 < θ < 2
1 A
tan θ
Then !AOB < .BOC
θ tan θ
area = θ
That is, <
2 2 2
θ Y
O B x = bh

29 / 62
circle TV 2
area of :

area of sector
fr (
: **
=
Er2

Derivatives of Trigonometric Functions


sin θ
✔ Lemma A. lim = 1.
θ→0 θ

Proof. Let 0 < θ < π2 . Then 0 < θ < tan θ.


As θ → 0+ , by Squeeze Theorem
sin θ
cos θ < < 1
θ
↓ ↓ ↓
1 ⇒ 1 ⇐ 1
4 
lim+ cos θ = 1 sin θ 

θ→0
⇒ lim+ =1 
 sin θ
lim+ 1 =1 θ→0 θ
θ→0 ⇒ lim =1
θ→0 θ
sin θ sin(−x) sin x 


lim = lim+ = lim+ =1 
θ→0− θ x→0 −x x→0 x
30 / 62

15
Derivatives of Trigonometric Functions
sin θ
✔ Lemma A. lim = 1.
θ→0 θ

1 − cos θ
✔ Lemma B. lim = 0.
θ→0 θ
Proof.
1 − cos θ 2 sin2 (θ/2) sin2 (θ/2)
lim = lim = lim
θ→0 θ θ→0 θ θ→0 θ/2
* +
sin(θ/2)
= lim · sin(θ/2)
θ→0 θ/2
sin(θ/2)
= lim · lim sin(θ/2)
θ→0 θ/2 θ→0

= 1 · 0 = 0.

31 / 62

Derivatives of Trigonometric Functions


sin θ
✔ Lemma A. lim = 1.
θ→0 θ

1 − cos θ
✔ Lemma B. lim = 0.
θ→0 θ
y y

y = sin θ
1 θ

O
θ

y = cos θ
θ
θ y = 1−cos
θ

32 / 62

16
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.

33 / 62

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.

34 / 62

17
Derivatives of Trigonometric Functions
✔ Theorem. The trigonometric functions are differentiable on the domain. Moreover,

(sin x)! = cos x, (cos x)! = − sin x,


(tan x)! = sec2 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 (sin x)! cos x − sin x(cos x)!
(tan x) = =
cos x (cos x)2
cos x · cos x − sin x(− sin x)
=
cos2 x
cos x + sin2 x
2
1
= 2
= = sec2 x.
cos x cos2 x
35 / 62

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
36 / 62

18
The Chain Rule

✔ Let F (x) = x2 + 1. Find F ! .
9 √
! (x + h)2 + 1 − x2 + 1
F (x) = lim
√h
h→0
9 9 √
( (x + h) + 1 − x2 + 1)( (x + h)2 + 1 + x2 + 1)
2
= lim 9 √
h→0 h( (x + h)2 + 1 + x2 + 1)
(x + h)2 + 1 − (x2 + 1)
= lim 9 √
h→0 h( (x + h)2 + 1 + x2 + 1)
2xh + h2
= lim 9 √
h→0 h( (x + h)2 + 1 + x2 + 1)
2x + h
= lim 9 √
h→0 (x + h)2 + 1 + x2 + 1
2x x
= √ =√ .
2 x2 + 1 x2 + 1
37 / 62

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?
38 / 62

19
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

39 / 62

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 .

40 / 62

20
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)
chain rule to
In fact we can apply 41 / 62
number of functions
.
of finite
composite any

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
42 / 62

21
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

x
O 1 A

✘ AB ⊥ OP ⇒ (slope of AB)(slope of OP ) = −1
& y0 & x0
y ! &P · = −1 ⇒ y ! &P = − .
x0 y0

43 / 62

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

44 / 62

22
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.

Remark. In other to use the method of implicit differentiation, we shall first assume that
dy
exists.
dx
45 / 62

Differentiation of power functions


✔ Differentiate f (x) = xm/n , m, n ∈ Z, n $= 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−1 y !.
dx dx dy dx
✓ Solve for y ! :

mxm−1 mxm−1 m m
(xm/n )! = y ! = n−1
= m
(n−1)
= x n −1 .
ny nx n 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 (Chapter 6).

Alternatively 46 / 62
, In 1)
-

first snow (xt)' = 20 vigorously using definition


&
.

Then apply charn rule to evaluate ((cct)2)

23
Examples
dy
✔ Find if x3 + y 3 = 3xy.
dx
1. Differentiate x3 + y 3 = 3xy with respect to x:
d 3
✘ (x ) = 3x2 .
dx
d 3 dy d 3 dy
✘ (y ) = · (y ) = · 3y 2 .
dx dx dy dx
d dx dy dy
✘ (xy) = y +x =y+x .
dx dx dx dx
$ %
dy dy
3x2 + · 3y 2 = 3 y + x .
dx dx
dy
2. Express in terms of x and y:
dx
dy x2 − y
✘ = .
dx x − y2
47 / 62

Examples
dy dy x2 − y
✔ Find if x3 + y 3 = 3xy. Answer: =
dx dx x − y2
y

O x

- will
then

be
undefined
dat

T
✘ Set x = y 2 : (y 2 )3 + y 3 = 3(y 2 )y.
✓ y 6 + y 3 = 3y 3 ⇒ y 6 = 2y 3 .
y = 0 ⇒ (x, y) = (0, 0);
√ √
y $= 0 ⇒ y 3 = 2 ⇒ (x, y) = ( 3 4, 3 2).
48 / 62

24
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: $ %
!! d dy d2 y
f (x) = = 2.
dx dx dx
✘ f ! = D(f ) ⇒ f !! := D 2 (f ).
✔ Geometric meaning:
✘ f ! measures the change of f ,
✘ f !! measures the change of f ! .
49 / 62

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.
50 / 62

>
- of let a
end

25
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

v$ speed up slow down

v% slow down speed up

51 / 62

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

v" v#

slow speed slow speed


down up down up

52 / 62

26
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

(n) (n) dn y
f (x) = y = n = D n f (x).
dx
53 / 62

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.

54 / 62

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

55 / 62

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! xm−n
, if m ≥ n,
f (n) (x) = (m − n)!

0, if m < n.

56 / 62
Prove by induction !
>
-
show that true for n = /

>
-
assume true for n ,
show that

true for n 1
+

28
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

57 / 62

Proof of the Chain Rule


✔ Let ∆y = g(a + ∆x) − g(a), ∆z = f (b + ∆y) − f (b).
-
may be dz && ∆z ∆z ∆y
& = lim = lim ·
zeo
dx x=a ∆x→0 ∆x ∆x→0 ∆y ∆x

j
∆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! but bo as
-
-

✘ We shall rewrite ∆y and ∆z in a proper way. denominator is

not a problem 58 / 62

29
Proof of the Chain Rule
∆y dy
✔ Recall that as ∆x → 0, → = g ! (a).
∆x dx
∆y
✘ Let "1 = − g !(a) for ∆x $= 0.
∆x
Then ∆x → 0 ⇒ "1 → 0. Let "1 = 0 if ∆x = 0.
✓ ∆y = (g ! (a) + "1 )∆x.
∆z dz
✔ Similarly, as ∆y → 0, → = f ! (b)
∆y dy
∆z
✘ Let "2 = − f ! (b) for ∆y $= 0.
∆y
Then ∆y → 0 ⇒ "2 → 0. Let "2 = 0 if ∆y = 0.
✓ ∆z = (f ! (b) + "2 )∆y.
✔ Therefore, ∆z = (f ! (b) + "2 )(g ! (a) + "1 )∆x.

59 / 62

Proof of the Chain Rule


✔ ∆z = (f ! (b) + "2 )(g !(a) + "1 )∆x.
∆z
✘ = (f ! (b) + "2 )(g !(a) + "1 ).
∆x
∆x → 0 ⇒ "1 → 0

∆y → 0 ⇒ "2 → 0
dz && ∆z
& = lim
dx x=a ∆x→0 ∆x
= lim (f ! (b) + "2 )(g ! (a) + "1 )
∆x→0
= lim (f ! (b) + "2 ) lim (g ! (a) + "1 )
∆x→0 ∆x→0
dz & dy &&
= f ! (b)g ! (a) =
&
& & .
dy y=b dx x=a
✔ This completes the proof of the Chain Rule.
60 / 62

30
Appendix 1: The Binomial Theorem
✔ Binomial Theorem. Let n ∈ Z+ . Then for any a, b,
n $ %
n
: n n−k k
(a + b) = a b
k=0
k
$ % $ %
n n n−1 n n−2 2
=a + a b+ a b +···
1 2
$ %
n
+ abn−1 + bn ,
n−1

where the Binomial Coefficient is given by


$ %
n n!
=
k k!(n − k)!
n(n − 1) · · · (n − k + 2)(n − k + 1)
= .
1 · 2 · 3 · · · (k − 1)k
61 / 62

Appendix 2: Factorization of an − bn
✔ Let n be a positive integer.
✘ a2 − b2 = (a − b)(a + b)
✘ a3 − b3 = (a − b)(a2 + ab + b2 )
✘ a4 − b4 = (a − b)(a3 + a2 b + ab2 + b3 )
✘ ························
In general,
an − bn = (a − b)(an−1 + an−2 b + an−3 b2 + · · · + abn−2 + bn−1 )
✔ Proof.
(a − b)(an−1 + an−2 b + an−3 b2 + · · · + abn−2 + bn−1 )
= an + an−1 b + an−2 b2 + · · · + a2 bn−1 + abn−1
− an−1 b − an−2 b2 − · · · − a2 bn−1 − abn−1 − bn
= an − bn .

62 / 62

31

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