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5 Differentiability

Differentiability

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21 views4 pages

5 Differentiability

Differentiability

Uploaded by

Devika S
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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CSIR/UGC-NET/JRF MATHEMATICAL SCIENCE: ONLINE COURSE

SUBJECT: Real Analysis - TOPIC: Differentiability


Differentiability: Let f be a real function, let x0 ∈ R, let f be continuous at x0 , f is said to be differentiable
at x0 if f 0 (x− 0 +
0 ) = f (x0 ) where

f (x0 − h) − f (x0 )
f 0 (x−
0 ) = lim
h→0 −h
f (x 0 + h) − f (x0 )
f 0 (x+
0 ) = lim
h→0 h
f (x) − f (x0 )
If f is differentiable at x0 , we write f 0 (x0 ) = f 0 (x− 0 + 0
0 ) = f (x0 ) or f (x0 ) = lim → x0 .
x x − x0
If f is differentiable at every point of its domain, then we say that f is a differentiable function, and the
f (x + h) − f (x)
derivative is given by f 0 (x) = lim
h→0 h
Example:
1. Polynomial functions are differentiable over R
2. Rationals are differentiable in the domain.
3. Trigonometric functions are differentiable in the domain.
4. Exponential functions are differentiable over R
5. Logarithmic functions are differentiable in (0, ∞)
Counter examples:
1. |x| is not differentiable at x = 0
2. |x − a| is not differentiable at x = a
3. If f is a differential function, then |f (x)| is not differential at simple zeros of f
4. Mini(f, g) and Max(f, g) where both f and g are differentiable, are not differentiable at simple zeros of
(f − g)
Result:
d |x|
1. |x| = , x 6= 0
dx x
(
d 0 ,R \ Z
2. [x] =
dx does not exists , otherwise orx ∈ Z

d 1
3. (loga x) =
dx x loge a
loge x
loga x =
loge a
Applications of Derivatives
Increasing and Decreasing functions: Let f be a differential function
1. If f 0 (x) > 0, ∀x ∈ D(f ), then f is strictly increasing in D(f ).
Eg:f (x) = ex
f 0 (x) = ex > 0
2. If f 0 (x) ≥ 0, ∀x ∈ D(f ), then f is increasing in D(f ).
Eg: f (x) = x3 , x ∈ R
f 0 (x) = 3x2
3. If f 0 (x) < 0, ∀x ∈ D(f ), then f is strictly decreasing in D(f ).
4. If f 0 (x) ≤ 0, ∀x ∈ D(f ), then f is decreasing in D(f ).
Maxima and Minima: Let f be a continuous function on R, a point x = x0 , to be a point of local extrema,
it is necessary that either f 0 (x0 ) = 0 or f 0 (x0 ) does not exists, such x0 is called the critical point or stationary
point.
First Derivative Test: If x0 is a critical point of f , then x0 is a local minima of f if f 0 changes the sign
from negative to positive in a neighbourhood of x0 .
If x0 is a critical point of f , then x0 is a local maxi of f if f 0 changes the sign from positive to negative in
the neighbourhood of x0 .
Second Derivative Test: If f is twice differential and x0 be a critical point of f . x0 is a point of local
minima if f 0 (x0 ) = 0 and f 0 (x0 ) > 0. x0 is a point of local maxima if f 0 (x0 ) = 0 and f 0 (x0 ) < 0. If f 0 (x0 ) = 0
and f 00 (x0 ) = 0, then the point x = x0 is neither a point of local maxi nor a point of local mini.In this case
x0 is called the point of inflection.
K th Derivative Test: Let f be a k times differential function, where k ∈ Z, k ≥ 1. Let c be a point in the
D(f ), with f 0 (c) = 0, f 00 (c) = 0, ..., f k−1 (c) = 0, f k (c) 6= 0, then the point x = c, has the following possibilities.

k f k (c)
even positive strict local minima
even negative strict local maxima
odd positive increasing point of inflection
odd negative decreasing point of inflection

Absolute Maxima and Minima: Let f : [a, b] → R be a twice differential function, then the absolute maxi
or minima are the maxi or mini values of f on [a, b].
The candidates for the points of absolute extreme are the points x = a, x = b, and critical points of f in [a, b].
Evaluate the values of the function at these points and find extreme √ among
√ them.
Result: Let f (x) = a cos x + b sin x, a, b, x ∈ R, then f (x) ∈ [− a + b ,  2 2 a2 + b2 ]. 
xa sin 1 , x 6= 0
Result: Let a, c ∈ R with c > 0 and f : [−1, 1] → R be defined by f (x) = |x|c then

0 ,x = 0
1. f is continuous iff a > 0.
2. f is differential (i.e.,f 0 (0) exists) iff a > 1.
3. f 0 is continuous iff a − c > 1.
4. f 0 is bounded iff a − c ≥ 1.
5. f 00 (0) exists iff a − c > 2.
6. f 00 is continuous iff a − 2c > 2.
7. f 00 is bounded iff a − 2c > 2
Angle between two Functions or Curves: Let f and g be two functions and let (x0 , y0 ) be a common
point of f and g, i.e., f (x0 ) = y0 , g(x0 ) = y0 the angle between f and g at point (x0 , y0 ) is the angle between
the tangents of f and g at the point (x0 , y0 ).
Suppose that the slope of the tangent of f at the point (x0 , y0 ) is m1 , that of g is m2 . If θ is the angle between
m1 − m2
these tangents, then θ = tan−1 where m1 = f 0 (x0 , y0 ), m2 = g 0 (x0 , y0 )
1 + m1 m2
Convex functions: Let f : A → B, where A, B ⊆ R be a function, f is said to be a convex function on A,
if f (λx + (1 − λ)y) ≤ λf (x) + (1 − λ)f (y)∀x, y ∈ A, λ ∈ [0, 1].
Example: ex , x2 , x4 , (x − 2)2 etc.
If f is a linear function, then f (λx + (1 − λ)y) ≤ λf (x) + (1 − λ)f (y)
Note: If f (λx + (1 − λ)y) < λf (x) + (1 − λ)f (y)∀x, y 6= A, then f is called strictly convex function.
Theorem:
1. Let f be differential on A, then f is convex on A iff f 0 is increasing on A.
00
2. Let f be twice differential on A, then
 n f is  convex on A, iff f (x) ≥ 0 on A.
P Pn Pn
Result: Let f be convex on A, then f λ i xi = λi f (xi ) where λi = 1, λi ∈ [0, 1], xi ∈ A.
i=1 i=1  i=1 
x+y f (x) + f (y)
Theorem: Let f be continuous on A, and satisfies the property f < , ∀x, y ∈ A, x 6= y,
2 2
then f is strictly convex on A.
Result:
1. Let f : R → R be convex and bounded above then f is constant on R.
2. Let f be a convex function on an open interval I, then f satisfies Lipschitz’s conditions locally on I.
Mean Value Theorems
(I) Rolle’s Theorem: Let f : [a, b] → R be a function satisfying the following conditions.
(i) f is continuous on [a, b].
(ii) f is differential on (a, b).
0
(iii) f (a) = f (b) then there exists atleast one real number c ∈ (a, b) such that f (c) = 0.
Result:
(i) If x1 and x2 (x1 < x2 ) are two real zero’s of a differential function f then there exists atleast one
0
zero of f in (x1 , x2 ).
(ii) Between any two consecutive zero’s of a differential function there exists atleast one zero for its
derivative.
0
(iii) If all roots of a polynomial p, degree n ≥ 2 are real then all roots of p are also real.
an an−1
(iv) If + + ... + a0 , where ai ∈ R, then the polynomial p(x) = an xn + an−1 xn−1 + ... + a0
n+1 n
has atleast one root in (0, 1).
0
(v) Let f be continuous differential on [a, b], and twice differential on (a, b) with f (a) = f (b) = f (a) =
0
0 then there exists c ∈ (a, b) such that f (c) = 0.
(vi) Let f be continuous differential on [a, b], and twice differential on (a, b) with f (a) = f (b) and
0 0 00 00
f (a) = f (b) = 0, then there exists c1 , c2 ∈ (a, b) with c1 6= c2 such that f (c1 ) = f (c2 ).
(II) Lagrange’s Mean Value Theorem: Let f : [a, b] → R be a function satisfying the condition
(i) f is continuous on [a, b].
(ii) f is differential on (a, b).
f (b) − f (a) 0
Then there exists atleast one real number c ∈ (a, b) such that = f (c)
b−a
Another version of LMVT: Let f : [a, b] → R be a function satisfying the conditions
(i) f is continuous on [a, b].
0
(ii) f is differential on (a, b). Then f (a + h) = f (a) + hf (a + θh)
where h = b − a, θ ∈ (0, 1)
Result: To find the approximate value of a function f satisfying LMVT, at some point, we use the
0
relation f (a + h) ≈ f (a) + hf (a).
(III) Cauchy’s Mean Value Theorem or Generalised MVT: Let f, g : [a, b] → R be two functions
satisfying the conditions,
(i) f, g are continuous on [a, b]
(ii) f, g is differential on (a, b)
0
(iii) g (t), ∀t ∈ (a, b)
0
f (b)−f (a) f (c)
(iv) g(a) 6= g(b), then there exists atleast one c ∈ (a, b) such that g(b)−g(a)
= g 0 (c)

Note:
(i) The LMVT is a special case of CMVT in which we take g(x) = x.
(ii) Rolle’s theorem, is a special case of LMVT, in which we take f (a) = f (b).

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